| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.13 | -2.28 | HOLD |
| CASC | Auto and Truck Parts | LONG | 56.28 | -2.19 | HOLD |
| CVV | Semiconductors | LONG | 14.13 | 5.29 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.63 | 0.22 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.83 | 0.79 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.54 | -0.66 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 39.28 | -0.73 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.10 | -1.06 | HOLD |
| JRN | Printing and Publishing | LONG | 5.11 | -1.16 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.77 | -0.23 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.36 | 0.49 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 22.24 | -0.49 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.65 | 0.59 | HOLD |
| RTEC | Semiconductors | LONG | 10.05 | -0.69 | HOLD |
| SENEA | Food Processing | LONG | 28.46 | -1.15 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.37 | -0.34 | HOLD |
| TSEM | Semiconductors | LONG | 0.70 | 0.65 | HOLD |
| VDSI | Software and Programming | LONG | 8.24 | -1.08 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.96 | -1.18 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.95 | 1.03 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.19 | ||||
| SHORTS | -0.34 | ||||
| TOTAL | 0.15 | ||||
| S&P 500 | -0.34 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.77 | 3.36 | -17.53 | -1.90 | -0.36 |
| S&P 500 | 1.31 | 4.83 | -18.61 | 0.30 | 0.08 |
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