| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.05 | 0.63 | HOLD |
| CASC | Auto and Truck Parts | LONG | 52.25 | 3.77 | HOLD |
| CVV | Semiconductors | LONG | 13.71 | 9.16 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.72 | 1.72 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.55 | 2.60 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.95 | 2.05 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 37.03 | 1.40 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.20 | -1.21 | HOLD |
| JRN | Printing and Publishing | LONG | 4.90 | 3.81 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.25 | 5.35 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.57 | 2.75 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.76 | 0.34 | HOLD |
| REX | Chemical Manufacturing | LONG | 23.85 | 0.29 | HOLD |
| RTEC | Semiconductors | LONG | 9.86 | 3.79 | HOLD |
| SENEA | Food Processing | LONG | 27.16 | 4.46 | HOLD |
| SPY | Misc. Financial Services | SHORT | 130.77 | 1.11 | HOLD |
| TSEM | Semiconductors | LONG | 0.69 | 3.63 | HOLD |
| VDSI | Software and Programming | LONG | 7.96 | 1.40 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.89 | 0.51 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.98 | 2.41 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 2.44 | ||||
| SHORTS | 1.11 | ||||
| TOTAL | 1.34 | ||||
| S&P 500 | 1.11 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.71 | 3.24 | -17.53 | -2.37 | -0.44 |
| S&P 500 | 0.85 | 4.78 | -18.61 | 0.20 | 0.05 |
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