| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.12 | 3.18 | HOLD |
| CASC | Auto and Truck Parts | LONG | 57.44 | -0.10 | HOLD |
| CVV | Semiconductors | LONG | 12.70 | -3.42 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.55 | 0.44 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.70 | -0.27 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.48 | -2.96 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 38.55 | 0.92 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.26 | 0.16 | HOLD |
| JRN | Printing and Publishing | LONG | 5.18 | 2.78 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.68 | 0.29 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.02 | -2.84 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.62 | -2.71 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.39 | -0.74 | HOLD |
| RTEC | Semiconductors | LONG | 10.05 | 0.20 | HOLD |
| SENEA | Food Processing | LONG | 28.97 | 2.55 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.88 | -0.51 | HOLD |
| TSEM | Semiconductors | LONG | 0.72 | 3.90 | HOLD |
| VDSI | Software and Programming | LONG | 8.18 | -2.39 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.85 | -0.75 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.89 | 1.40 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.02 | ||||
| SHORTS | -0.51 | ||||
| TOTAL | 0.49 | ||||
| S&P 500 | -0.51 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -6.89 | 3.20 | -17.53 | -2.40 | -0.44 |
| S&P 500 | 1.70 | 4.89 | -18.61 | 0.39 | 0.10 |
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