| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 7.87 | -0.25 | HOLD |
| CASC | Auto and Truck Parts | LONG | 57.50 | 4.05 | HOLD |
| CVV | Semiconductors | LONG | 13.15 | 4.61 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.53 | -1.74 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.71 | 2.49 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.80 | -2.79 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 38.20 | 0.76 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.24 | 2.09 | HOLD |
| JRN | Printing and Publishing | LONG | 5.04 | 0.40 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.65 | 0.58 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.43 | -0.48 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 23.25 | -0.64 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.58 | 0.43 | HOLD |
| RTEC | Semiconductors | LONG | 10.03 | -0.69 | HOLD |
| SENEA | Food Processing | LONG | 28.25 | -1.77 | HOLD |
| SPY | Misc. Financial Services | SHORT | 132.56 | 0.84 | HOLD |
| TSEM | Semiconductors | LONG | 0.69 | -1.30 | HOLD |
| VDSI | Software and Programming | LONG | 8.38 | 1.45 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.97 | 1.14 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.85 | 0.71 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.45 | ||||
| SHORTS | 0.84 | ||||
| TOTAL | -0.38 | ||||
| S&P 500 | 0.84 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -7.35 | 3.14 | -17.53 | -2.62 | -0.47 |
| S&P 500 | 2.23 | 4.97 | -18.61 | 0.51 | 0.14 |
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