| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ABT | Pharmaceuticals - NEC | SHORT | 40.45 | -0.69 | HOLD |
| ACAT | Auto & Truck Manufacturers - NEC | LONG | 38.04 | -1.32 | HOLD |
| APEI | General Education Services | LONG | 33.65 | -0.68 | HOLD |
| AUY | Integrated Mining | SHORT | 8.17 | -5.55 | HOLD |
| AZN | Biopharmaceuticals | SHORT | 73.64 | -1.02 | HOLD |
| CORE | Supermarkets & Convenience Stores | LONG | 92.24 | -0.03 | HOLD |
| CPK | Natural Gas Distribution | LONG | 69.44 | -0.70 | HOLD |
| OUTR | Consumer Goods Rental | LONG | 58.80 | -1.56 | HOLD |
| DEI | Commercial REITs - NEC | SHORT | 28.58 | -0.07 | HOLD |
| DENN | Restaurants & Bars - NEC | LONG | 6.56 | 0.00 | HOLD |
| GG | Gold - NEC | SHORT | 27.22 | -2.47 | HOLD |
| GPRE | Industrial Gas | LONG | 32.17 | -0.71 | HOLD |
| KZ | Wireless Telecommunications Services - NEC | SHORT | 8.63 | -1.26 | HOLD |
| KOP | Commodity Chemicals - NEC | LONG | 37.38 | -1.66 | HOLD |
| KRNY | Commercial Banks | SHORT | 15.02 | 0.00 | HOLD |
| LAD | New Car Dealers | LONG | 89.88 | -2.72 | HOLD |
| MT | Steel - NEC | SHORT | 15.04 | -0.66 | HOLD |
| MTRX | Oil Related Services and Equipment - NEC | LONG | 33.80 | -0.12 | HOLD |
| MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 70.43 | 1.00 | HOLD |
| NR | Oil Related Services and Equipment - NEC | LONG | 11.77 | -1.59 | HOLD |
| NVS | Pharmaceuticals - NEC | SHORT | 90.53 | 0.07 | HOLD |
| GEOS | Oil Related Services and Equipment - NEC | LONG | 51.82 | -4.74 | HOLD |
| PIR | Home Furnishings Retailers - NEC | LONG | 15.34 | -0.32 | HOLD |
| RMBS | Memory Chips (RAM) | SHORT | 14.14 | -2.68 | HOLD |
| SAFM | Animal Slaughtering & Processing | LONG | 93.24 | -0.18 | HOLD |
| SHPG | Pharmaceuticals - NEC | SHORT | 223.27 | -1.82 | HOLD |
| SLV | Investment Trusts | SHORT | 20.09 | 0.20 | HOLD |
| SNN | Medical Devices & Implants | SHORT | 88.84 | -2.28 | HOLD |
| STM | Semiconductors - NEC | SHORT | 9.17 | -0.65 | HOLD |
| UFPI | Logging & Sawmills | LONG | 47.69 | -0.42 | HOLD |
| V | Business Support Services - NEC | SHORT | 207.79 | -0.80 | HOLD |
| WGO | Recreational Products - NEC | LONG | 23.04 | -1.96 | HOLD |
| WNC | Heavy Trucks | LONG | 14.37 | -1.30 | HOLD |
| YHOO | Search Engines | SHORT | 33.48 | -0.48 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -1.18 | ||||
| SHORTS | -1.13 | ||||
| TOTAL | -0.05 | ||||
| S&P 500 | -0.60 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 263.03 | 34.01 | -29.45 | 1.40 | 1.61 |
| S&P 500 | 57.27 | 5.76 | -18.61 | 2.54 | 0.79 |
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