| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.85 | -2.48 | HOLD |
| CASC | Auto and Truck Parts | LONG | 53.32 | 2.05 | HOLD |
| CVV | Semiconductors | LONG | 12.89 | -5.98 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.63 | -1.91 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.59 | 1.13 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.75 | -1.83 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 37.46 | 1.16 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.13 | -0.57 | HOLD |
| JRN | Printing and Publishing | LONG | 4.89 | -0.20 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.26 | 0.11 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.24 | -2.26 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.99 | 0.97 | HOLD |
| REX | Chemical Manufacturing | LONG | 24.13 | 1.17 | HOLD |
| RTEC | Semiconductors | LONG | 9.77 | -0.91 | HOLD |
| SENEA | Food Processing | LONG | 27.77 | 2.25 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.46 | 0.53 | HOLD |
| TSEM | Semiconductors | LONG | 0.69 | -1.34 | HOLD |
| VDSI | Software and Programming | LONG | 8.06 | 1.26 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.86 | -0.19 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.92 | -2.01 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.48 | ||||
| SHORTS | 0.53 | ||||
| TOTAL | -1.01 | ||||
| S&P 500 | 0.53 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.65 | 3.12 | -17.53 | -2.80 | -0.50 |
| S&P 500 | 1.38 | 4.86 | -18.61 | 0.33 | 0.09 |
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