| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| BBW | Retail (Specialty) | LONG | 8.44 | 3.30 | HOLD |
| CASC | Auto and Truck Parts | LONG | 57.87 | 1.85 | HOLD |
| CVV | Semiconductors | LONG | 14.60 | 1.88 | HOLD |
| DUSA | Biotechnology and Drugs | LONG | 4.82 | 0.63 | HOLD |
| FLOW | Misc. Capital Goods | LONG | 3.86 | 2.39 | HOLD |
| FRPT | Aerospace and Defense | LONG | 5.55 | 0.00 | HOLD |
| HGG | Retail (Technology) | LONG | 10.03 | -1.47 | HOLD |
| HITK | Biotechnology and Drugs | LONG | 39.99 | 2.59 | HOLD |
| HOFT | Furniture and Fixtures | LONG | 12.06 | 0.08 | HOLD |
| JRN | Printing and Publishing | LONG | 5.30 | 3.11 | HOLD |
| JST | Electronic Instr. and Controls | LONG | 8.80 | 0.57 | HOLD |
| KIRK | Retail (Specialty) | LONG | 15.25 | 1.73 | HOLD |
| MIND | Oil Well Services and Equipment | LONG | 21.91 | -0.27 | HOLD |
| REX | Chemical Manufacturing | LONG | 26.80 | 4.28 | HOLD |
| RTEC | Semiconductors | LONG | 10.28 | 0.49 | HOLD |
| SENEA | Food Processing | LONG | 29.43 | 1.73 | HOLD |
| SPY | Misc. Financial Services | SHORT | 132.47 | 0.88 | HOLD |
| TSEM | Semiconductors | LONG | 0.76 | 1.85 | HOLD |
| VDSI | Software and Programming | LONG | 8.72 | 3.44 | HOLD |
| XRTX | Computer Storage Devices | LONG | 16.59 | 4.47 | HOLD |
| ZLC | Retail (Specialty) | LONG | 2.91 | 2.11 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | 1.74 | ||||
| SHORTS | 0.88 | ||||
| TOTAL | 0.86 | ||||
| S&P 500 | 0.88 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -4.32 | 3.59 | -17.53 | -1.32 | -0.27 |
| S&P 500 | 2.16 | 4.93 | -18.61 | 0.48 | 0.13 |
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