| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.17 | 0.49 | HOLD |
| CASC | Auto and Truck Parts | LONG | 56.82 | 0.96 | HOLD |
| CVV | Semiconductors | LONG | 14.33 | 1.42 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.79 | 3.46 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.77 | -1.57 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.18 | -3.42 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 38.98 | -0.76 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.05 | -0.41 | HOLD |
| JRN | Printing and Publishing | LONG | 5.14 | 0.59 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.75 | -0.23 | HOLD |
| KIRK | Retail (Specialty) | LONG | 14.99 | 4.39 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 21.97 | -1.21 | HOLD |
| REX | Chemical Manufacturing | LONG | 25.70 | 0.19 | HOLD |
| RTEC | Semiconductors | LONG | 10.23 | 1.79 | HOLD |
| SENEA | Food Processing | LONG | 28.93 | 1.65 | HOLD |
| SPY | Misc. Financial Services | SHORT | 131.32 | -0.04 | HOLD |
| TSEM | Semiconductors | LONG | 0.75 | 6.84 | HOLD |
| VDSI | Software and Programming | LONG | 8.43 | 2.31 | HOLD |
| XRTX | Computer Storage Devices | LONG | 15.88 | -0.50 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.85 | -3.39 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 0.63 | ||||
| SHORTS | -0.04 | ||||
| TOTAL | 0.67 | ||||
| S&P 500 | -0.04 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -5.14 | 3.46 | -17.53 | -1.64 | -0.32 |
| S&P 500 | 1.27 | 4.82 | -18.61 | 0.29 | 0.08 |
No comments:
Post a Comment