| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.00 | 0.13 | HOLD |
| CASC | Auto and Truck Parts | LONG | 49.44 | -2.04 | HOLD |
| CVV | Semiconductors | LONG | 12.32 | -1.36 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.51 | -1.31 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.65 | -4.20 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.68 | -2.29 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 36.76 | 4.82 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.37 | 1.48 | HOLD |
| JRN | Printing and Publishing | LONG | 4.71 | -1.67 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.73 | -2.35 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.04 | 0.07 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.72 | -1.00 | HOLD |
| REX | Chemical Manufacturing | LONG | 22.97 | 0.09 | HOLD |
| RTEC | Semiconductors | LONG | 9.64 | -0.31 | HOLD |
| SENEA | Food Processing | LONG | 26.09 | -3.58 | HOLD |
| SPY | Misc. Financial Services | SHORT | 128.84 | -0.52 | HOLD |
| TSEM | Semiconductors | LONG | 0.68 | -1.45 | HOLD |
| VDSI | Software and Programming | LONG | 7.78 | 0.39 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.32 | -2.05 | HOLD |
| ZLC | Retail (Specialty) | LONG | 3.06 | -2.86 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.98 | ||||
| SHORTS | -0.52 | ||||
| TOTAL | -0.46 | ||||
| S&P 500 | -0.52 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.11 | 3.18 | -17.53 | -2.59 | -0.47 |
| S&P 500 | -1.26 | 4.49 | -18.61 | -0.33 | -0.08 |
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