| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.12 | 0.00 | HOLD |
| CASC | Auto and Truck Parts | LONG | 50.31 | 2.95 | HOLD |
| CVV | Semiconductors | LONG | 12.60 | 4.05 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.69 | 4.69 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.67 | 3.09 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.96 | -1.08 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 35.22 | -0.25 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.27 | -0.61 | HOLD |
| JRN | Printing and Publishing | LONG | 4.64 | -1.07 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.95 | -1.86 | HOLD |
| KIRK | Retail (Specialty) | LONG | 13.98 | 0.29 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 24.25 | -1.34 | HOLD |
| MSPD | Semiconductors | LONG | 5.42 | -0.18 | SELL |
| REX | Chemical Manufacturing | LONG | 22.99 | 0.57 | HOLD |
| RTEC | Semiconductors | LONG | 9.52 | 1.28 | HOLD |
| SENEA | Food Processing | LONG | 26.92 | 7.55 | HOLD |
| SPY | Misc. Financial Services | SHORT | 129.20 | 0.05 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | -0.15 | HOLD |
| VDSI | Software and Programming | LONG | 7.62 | -1.55 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.30 | 1.53 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.21 | 6.29 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.15 | ||||
| SHORTS | 0.05 | ||||
| TOTAL | 1.10 | ||||
| S&P 500 | 0.05 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.71 | 3.24 | -17.53 | -2.42 | -0.45 |
| S&P 500 | -0.99 | 4.53 | -18.61 | -0.26 | -0.06 |
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