| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ANDE | Crops | LONG | 37.18 | -2.08 | HOLD |
| ARIA | Biotechnology and Drugs | SHORT | 18.52 | -3.19 | HOLD |
| BAC | SandLs/Savings Banks | SHORT | 7.22 | -1.63 | HOLD |
| BAS | Oil Well Services and Equipment | LONG | 11.39 | 5.27 | HOLD |
| BBT | Regional Banks | SHORT | 31.31 | -0.19 | HOLD |
| BOKF | Regional Banks | SHORT | 55.76 | -1.29 | HOLD |
| BRKS | Semiconductors | LONG | 9.02 | -2.59 | HOLD |
| CORE | Retail (Grocery) | LONG | 47.32 | -2.01 | HOLD |
| ASNA | Retail (Apparel) | LONG | 17.66 | -3.71 | HOLD |
| ESI | Schools | LONG | 35.62 | -8.24 | HOLD |
| FCNCA | Regional Banks | SHORT | 164.05 | -0.15 | HOLD |
| FRED | Retail (Department and Discount) | LONG | 14.46 | 1.83 | HOLD |
| GDX | Misc. Financial Services | SHORT | 42.24 | -1.38 | HOLD |
| HBC | Regional Banks | SHORT | 42.07 | 0.65 | HOLD |
| HGSI | Biotechnology and Drugs | SHORT | 14.24 | 0.00 | HOLD |
| ISBC | SandLs/Savings Banks | SHORT | 16.26 | -0.06 | HOLD |
| ITMN | Biotechnology and Drugs | SHORT | 8.33 | -5.66 | HOLD |
| JBT | Misc. Capital Goods | LONG | 14.22 | -2.94 | HOLD |
| JPM | Money Center Banks | SHORT | 36.00 | 0.00 | HOLD |
| KELYA | Business Services | LONG | 11.63 | -1.94 | HOLD |
| KMR | Oil Well Services and Equipment | SHORT | 76.45 | -0.26 | HOLD |
| KOP | Chemical Manufacturing | LONG | 33.44 | 1.52 | HOLD |
| KRNY | SandLs/Savings Banks | SHORT | 9.44 | -2.88 | HOLD |
| LAD | Retail (Specialty) | LONG | 28.49 | 2.26 | HOLD |
| NFP | Investment Services | LONG | 14.73 | -0.81 | HOLD |
| NJR | Natural Gas Utilities | LONG | 45.55 | -0.76 | HOLD |
| NR | Oil Well Services and Equipment | LONG | 6.68 | -2.20 | HOLD |
| RIG | Oil Well Services and Equipment | SHORT | 47.80 | 2.07 | HOLD |
| RIGL | Biotechnology and Drugs | SHORT | 10.36 | -5.30 | HOLD |
| RUSHA | Retail (Specialty) | LONG | 15.00 | -7.12 | HOLD |
| SQNM | Medical Equipment and Supplies | SHORT | 2.84 | 1.07 | HOLD |
| STI | Regional Banks | SHORT | 23.67 | 0.08 | HOLD |
| STRA | Schools | LONG | 72.58 | -0.11 | HOLD |
| STX | Computer Storage Devices | LONG | 30.23 | 0.70 | HOLD |
| TFSL | SandLs/Savings Banks | SHORT | 9.22 | -2.02 | HOLD |
| TPX | Furniture and Fixtures | LONG | 28.77 | 0.98 | HOLD |
| USB | Regional Banks | SHORT | 33.32 | -0.54 | HOLD |
| USTR | Office Supplies | LONG | 24.51 | -2.78 | HOLD |
| VQ | Oil and Gas Operations | LONG | 9.00 | -2.91 | HOLD |
| WFC | Regional Banks | SHORT | 33.90 | 0.27 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.38 | ||||
| SHORTS | -1.02 | ||||
| TOTAL | -0.36 | ||||
| S&P 500 | -0.09 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | -36.99 | 5.52 | -39.30 | -5.05 | -0.71 |
| S&P 500 | 7.12 | 5.17 | -18.60 | 0.97 | 0.27 |
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