| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.12 | 1.12 | HOLD |
| CASC | Auto and Truck Parts | LONG | 48.87 | 1.83 | HOLD |
| CVV | Semiconductors | LONG | 12.11 | 0.33 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.48 | 4.67 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.56 | 2.59 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 11.08 | -15.61 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 35.31 | -15.61 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.34 | 0.33 | HOLD |
| JRN | Printing and Publishing | LONG | 4.69 | 4.92 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.12 | -0.44 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.94 | 0.58 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 24.58 | 3.10 | HOLD |
| MSPD | Semiconductors | LONG | 5.43 | 1.31 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.86 | 1.28 | HOLD |
| RTEC | Semiconductors | LONG | 9.40 | 2.51 | HOLD |
| SENEA | Food Processing | LONG | 25.03 | 1.54 | HOLD |
| SPY | Misc. Financial Services | SHORT | 129.13 | 0.87 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | 10.05 | HOLD |
| VDSI | Software and Programming | LONG | 7.74 | 12.50 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.07 | 2.94 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.02 | -9.31 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.51 | ||||
| SHORTS | 0.87 | ||||
| TOTAL | -0.36 | ||||
| S&P 500 | 0.87 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.73 | 3.11 | -17.53 | -2.91 | -0.52 |
| S&P 500 | -1.04 | 4.53 | -18.61 | -0.27 | -0.07 |
No comments:
Post a Comment