| SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
|---|---|---|---|---|---|
| ABT | Pharmaceuticals - NEC | SHORT | 40.62 | -0.20 | HOLD |
| ACAT | Auto & Truck Manufacturers - NEC | LONG | 38.70 | 1.65 | HOLD |
| APEI | General Education Services | LONG | 33.99 | -0.58 | HOLD |
| AUY | Integrated Mining | SHORT | 8.11 | -1.73 | HOLD |
| AZN | Biopharmaceuticals | SHORT | 74.13 | -0.24 | HOLD |
| CORE | Supermarkets & Convenience Stores | LONG | 91.70 | -1.58 | HOLD |
| CPK | Natural Gas Distribution | LONG | 70.43 | 0.67 | HOLD |
| OUTR | Consumer Goods Rental | LONG | 58.28 | 0.19 | HOLD |
| DEI | Commercial REITs - NEC | SHORT | 28.05 | -1.27 | HOLD |
| DENN | Restaurants & Bars - NEC | LONG | 6.53 | -1.06 | HOLD |
| GG | Gold - NEC | SHORT | 27.62 | 0.88 | HOLD |
| GPRE | Industrial Gas | LONG | 32.62 | 0.52 | HOLD |
| KZ | Wireless Telecommunications Services - NEC | SHORT | 8.53 | 1.31 | HOLD |
| KOP | Commodity Chemicals - NEC | LONG | 37.19 | -1.22 | HOLD |
| KRNY | Commercial Banks | SHORT | 15.15 | -0.20 | HOLD |
| LAD | New Car Dealers | LONG | 92.74 | 0.45 | SELL |
| MT | Steel - NEC | SHORT | 14.90 | -0.33 | HOLD |
| MTRX | Oil Related Services and Equipment - NEC | LONG | 33.06 | -2.22 | HOLD |
| MWE | Oil & Gas Refining and Marketing - NEC | SHORT | 70.64 | 0.38 | HOLD |
| NR | Oil Related Services and Equipment - NEC | LONG | 12.07 | 0.17 | HOLD |
| NVS | Pharmaceuticals - NEC | SHORT | 90.19 | -0.17 | HOLD |
| GEOS | Oil Related Services and Equipment - NEC | LONG | 53.54 | 0.73 | HOLD |
| PIR | Home Furnishings Retailers - NEC | LONG | 15.28 | 0.73 | HOLD |
| RMBS | Memory Chips (RAM) | SHORT | 14.24 | -0.90 | COVER |
| SAFM | Animal Slaughtering & Processing | LONG | 94.24 | -0.60 | HOLD |
| SHPG | Pharmaceuticals - NEC | SHORT | 234.29 | 1.36 | HOLD |
| SLV | Investment Trusts | SHORT | 20.24 | 0.25 | HOLD |
| SNN | Medical Devices & Implants | SHORT | 88.60 | 0.34 | HOLD |
| STM | Semiconductors - NEC | SHORT | 9.02 | -1.96 | HOLD |
| UFPI | Logging & Sawmills | LONG | 48.26 | -0.23 | HOLD |
| V | Business Support Services - NEC | SHORT | 208.96 | -0.05 | HOLD |
| WGO | Recreational Products - NEC | LONG | 23.85 | 0.21 | HOLD |
| WNC | Heavy Trucks | LONG | 14.47 | -1.30 | HOLD |
| YHOO | Search Engines | SHORT | 33.66 | 1.23 | HOLD |
| TODAY SUMMARY | GAINS(%) | ||||
| LONGS | -0.20 | ||||
| SHORTS | -0.08 | ||||
| TOTAL | -0.13 | ||||
| S&P 500 | -0.07 | ||||
| Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
| Portfolio | 265.50 | 33.87 | -29.46 | 1.41 | 1.62 |
| S&P 500 | 57.87 | 5.71 | -18.61 | 2.58 | 0.79 |
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