| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.32 | 2.46 | HOLD |
| CASC | Auto and Truck Parts | LONG | 57.54 | 0.17 | HOLD |
| CVV | Semiconductors | LONG | 13.42 | 5.67 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.62 | 1.54 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.80 | 2.70 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.61 | 1.24 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 39.57 | 2.65 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.23 | -0.24 | HOLD |
| JRN | Printing and Publishing | LONG | 5.17 | -0.19 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.79 | 1.33 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.29 | 1.93 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.35 | -1.19 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.50 | 0.43 | HOLD |
| RTEC | Semiconductors | LONG | 10.12 | 0.70 | HOLD |
| SENEA | Food Processing | LONG | 28.79 | -0.62 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.82 | -0.05 | HOLD |
| TSEM | Semiconductors | LONG | 0.70 | -3.13 | HOLD |
| VDSI | Software and Programming | LONG | 8.33 | 1.83 | HOLD |
| XRTX | Computer Storage Devices | LONG | 16.15 | 1.89 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.92 | 1.04 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.01 | ||||
| SHORTS | -0.05 | ||||
| TOTAL | 1.06 | ||||
| S&P 500 | -0.05 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.90 | 3.34 | -17.53 | -1.97 | -0.37 |
| S&P 500 | 1.66 | 4.88 | -18.61 | 0.38 | 0.10 |
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