| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.87 | 0.25 | HOLD |
| CASC | Auto and Truck Parts | LONG | 53.73 | 0.77 | HOLD |
| CVV | Semiconductors | LONG | 12.98 | 0.70 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.67 | 0.86 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.67 | 2.23 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 11.24 | 4.56 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 37.51 | 0.13 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.30 | 1.40 | HOLD |
| JRN | Printing and Publishing | LONG | 4.95 | 1.23 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 9.18 | -0.86 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.16 | -0.56 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 24.30 | 1.29 | HOLD |
| REX | Chemical Manufacturing | LONG | 24.50 | 1.53 | HOLD |
| RTEC | Semiconductors | LONG | 9.80 | 0.31 | HOLD |
| SENEA | Food Processing | LONG | 27.50 | -0.97 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.54 | 0.06 | HOLD |
| TSEM | Semiconductors | LONG | 0.72 | 5.11 | HOLD |
| VDSI | Software and Programming | LONG | 8.20 | 1.74 | HOLD |
| XRTX | Computer Storage Devices | LONG | 16.00 | 0.88 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.91 | -0.34 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.01 | ||||
| SHORTS | 0.06 | ||||
| TOTAL | 0.95 | ||||
| S&P 500 | 0.06 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.78 | 3.23 | -17.53 | -2.38 | -0.44 |
| S&P 500 | 1.44 | 4.86 | -18.61 | 0.34 | 0.09 |
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