| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.89 | -0.13 | HOLD |
| CASC | Auto and Truck Parts | LONG | 55.26 | 2.30 | HOLD |
| CVV | Semiconductors | LONG | 12.57 | -3.23 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.61 | -1.50 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.62 | 2.26 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 11.11 | 1.37 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 37.91 | 0.11 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 11.99 | -1.64 | HOLD |
| JRN | Printing and Publishing | LONG | 5.02 | 1.21 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.60 | -3.59 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.50 | 1.61 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.40 | -2.42 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.47 | 1.84 | HOLD |
| RTEC | Semiconductors | LONG | 10.10 | 1.61 | HOLD |
| SENEA | Food Processing | LONG | 28.76 | 0.24 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.46 | -0.11 | HOLD |
| TSEM | Semiconductors | LONG | 0.70 | 0.73 | HOLD |
| VDSI | Software and Programming | LONG | 8.26 | 1.60 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.79 | 0.57 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.83 | -0.70 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.11 | ||||
| SHORTS | -0.11 | ||||
| TOTAL | 0.23 | ||||
| S&P 500 | -0.11 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.99 | 3.19 | -17.53 | -2.47 | -0.45 |
| S&P 500 | 1.38 | 4.85 | -18.61 | 0.32 | 0.08 |
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