| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.03 | 1.01 | HOLD |
| CASC | Auto and Truck Parts | LONG | 47.99 | 1.24 | HOLD |
| CSS | Printing and Publishing | LONG | 20.25 | 0.80 | SELL |
| CVV | Semiconductors | LONG | 12.07 | 15.72 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.28 | 0.71 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.47 | 0.58 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 13.13 | -4.92 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 41.84 | -0.95 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.30 | 0.00 | HOLD |
| JRN | Printing and Publishing | LONG | 4.47 | 0.00 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.16 | -0.33 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.86 | 1.32 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.84 | 3.70 | HOLD |
| MSPD | Semiconductors | LONG | 5.36 | 2.10 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.57 | 0.80 | HOLD |
| RTEC | Semiconductors | LONG | 9.17 | -0.86 | HOLD |
| SENEA | Food Processing | LONG | 24.65 | -1.64 | HOLD |
| SPY | Misc. Financial Services | SHORT | 128.02 | 0.24 | HOLD |
| TSEM | Semiconductors | LONG | 0.62 | 2.26 | HOLD |
| VDSI | Software and Programming | LONG | 6.88 | 5.36 | HOLD |
| XRTX | Computer Storage Devices | LONG | 14.64 | 0.27 | BUY |
| ZLC | Retail (Specialty) | LONG | 3.33 | -9.26 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.84 | ||||
| SHORTS | 0.24 | ||||
| TOTAL | 0.60 | ||||
| S&P 500 | 0.24 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.39 | 3.16 | -17.53 | -2.76 | -0.50 |
| S&P 500 | -1.89 | 4.42 | -18.61 | -0.51 | -0.12 |
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