| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.90 | 0.38 | HOLD |
| CASC | Auto and Truck Parts | LONG | 54.02 | 0.54 | HOLD |
| CVV | Semiconductors | LONG | 12.99 | 0.08 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.68 | 0.21 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.54 | -3.54 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.96 | -2.49 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 37.87 | 0.96 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.19 | -0.89 | HOLD |
| JRN | Printing and Publishing | LONG | 4.96 | 0.20 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.99 | -2.07 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.27 | 0.78 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.98 | -1.32 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.01 | 2.08 | HOLD |
| RTEC | Semiconductors | LONG | 9.94 | 1.43 | HOLD |
| SENEA | Food Processing | LONG | 28.69 | 4.33 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.61 | 0.05 | HOLD |
| TSEM | Semiconductors | LONG | 0.70 | -3.19 | HOLD |
| VDSI | Software and Programming | LONG | 8.13 | -0.85 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.70 | -1.88 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.85 | -2.06 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.37 | ||||
| SHORTS | 0.05 | ||||
| TOTAL | -0.42 | ||||
| S&P 500 | 0.05 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.17 | 3.17 | -17.53 | -2.55 | -0.46 |
| S&P 500 | 1.50 | 4.87 | -18.61 | 0.35 | 0.09 |
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