| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.95 | -3.40 | HOLD |
| CASC | Auto and Truck Parts | LONG | 47.40 | -3.15 | HOLD |
| CSS | Printing and Publishing | LONG | 20.09 | -0.45 | HOLD |
| CVV | Semiconductors | LONG | 10.43 | -6.62 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.25 | 0.24 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.45 | -2.82 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.81 | 5.58 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 42.24 | 3.05 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.30 | 3.81 | HOLD |
| JRN | Printing and Publishing | LONG | 4.47 | -1.11 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.19 | -0.65 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.68 | -1.51 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.99 | 0.92 | HOLD |
| MSPD | Semiconductors | LONG | 5.25 | 4.17 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.39 | -0.53 | HOLD |
| RTEC | Semiconductors | LONG | 9.25 | -2.43 | HOLD |
| SENEA | Food Processing | LONG | 25.06 | -2.98 | HOLD |
| SPY | Misc. Financial Services | SHORT | 127.71 | -0.26 | HOLD |
| TSEM | Semiconductors | LONG | 0.61 | -2.40 | HOLD |
| VDSI | Software and Programming | LONG | 6.53 | 0.15 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.67 | -2.65 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.61 | ||||
| SHORTS | -0.26 | ||||
| TOTAL | -0.35 | ||||
| S&P 500 | -0.26 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.94 | 3.10 | -17.53 | -3.03 | -0.54 |
| S&P 500 | -2.13 | 4.39 | -18.61 | -0.58 | -0.14 |
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