| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ABT | Pharmaceuticals - NEC | SHORT | 40.73 | -0.29 | HOLD |
| ACAT | Auto & Truck Manufacturers - NEC | LONG | 38.55 | -0.90 | HOLD |
| APEI | General Education Services | LONG | 33.88 | -0.56 | HOLD |
| AUY | Integrated Mining | SHORT | 8.65 | 0.82 | HOLD |
| AZN | Biopharmaceuticals | SHORT | 74.40 | -1.42 | HOLD |
| CORE | Supermarkets & Convenience Stores | LONG | 92.27 | 0.65 | HOLD |
| CPK | Natural Gas Distribution | LONG | 69.93 | -0.11 | HOLD |
| OUTR | Consumer Goods Rental | LONG | 59.73 | -3.24 | HOLD |
| DEI | Commercial REITs - NEC | SHORT | 28.60 | 0.00 | HOLD |
| DENN | Restaurants & Bars - NEC | LONG | 6.56 | 0.00 | HOLD |
| GG | Gold - NEC | SHORT | 27.91 | 2.35 | HOLD |
| GPRE | Industrial Gas | LONG | 32.40 | -0.22 | HOLD |
| KZ | Wireless Telecommunications Services - NEC | SHORT | 8.74 | 1.63 | HOLD |
| KOP | Commodity Chemicals - NEC | LONG | 38.01 | -0.03 | HOLD |
| KRNY | Commercial Banks | SHORT | 15.02 | -0.79 | HOLD |
| LAD | New Car Dealers | LONG | 92.39 | 0.04 | HOLD |
| MT | Steel - NEC | SHORT | 15.14 | 0.66 | HOLD |
| MTRX | Oil Related Services and Equipment - NEC | LONG | 33.84 | -5.10 | HOLD |
| MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 69.73 | 2.53 | HOLD |
| NR | Oil Related Services and Equipment - NEC | LONG | 11.96 | -0.99 | HOLD |
| NVS | Pharmaceuticals - NEC | SHORT | 90.47 | -0.56 | HOLD |
| GEOS | Oil Related Services and Equipment - NEC | LONG | 54.40 | -0.60 | HOLD |
| PIR | Home Furnishings Retailers - NEC | LONG | 15.39 | 1.38 | HOLD |
| RMBS | Memory Chips (RAM) | SHORT | 14.53 | -1.09 | HOLD |
| SAFM | Animal Slaughtering & Processing | LONG | 93.41 | -3.36 | HOLD |
| SHPG | Pharmaceuticals - NEC | SHORT | 227.40 | 2.02 | HOLD |
| SLV | Investment Trusts | SHORT | 20.05 | 0.10 | HOLD |
| SNN | Medical Devices & Implants | SHORT | 90.91 | -1.37 | HOLD |
| STM | Semiconductors - NEC | SHORT | 9.23 | -0.11 | HOLD |
| UFPI | Logging & Sawmills | LONG | 47.89 | -0.64 | HOLD |
| V | Business Support Services - NEC | SHORT | 209.47 | -0.01 | HOLD |
| WGO | Recreational Products - NEC | LONG | 23.50 | -1.51 | HOLD |
| WNC | Heavy Trucks | LONG | 14.56 | -0.55 | HOLD |
| YHOO | Search Engines | SHORT | 33.64 | -1.20 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.93 | ||||
| SHORTS | 0.19 | ||||
| TOTAL | -1.12 | ||||
| S&P 500 | -0.03 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 263.23 | 33.95 | -29.45 | 1.40 | 1.61 |
| S&P 500 | 58.22 | 5.62 | -18.61 | 2.64 | 0.80 |
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