2006

DATE
POSITION
SYMBOL
OPEN
CLOSE
NEXT
1ST DAY %
2ND DAY%
1/4/2006
LONG
GBX
29.32
30.42
30.47
3.75%
3.92%
1/4/2006
SHORT
STTX
26.06
25.15
25.24
3.49%
3.15%
1/5/2006
LONG
MHP
52.48
51.58
52.45
-1.71%
-0.06%
1/5/2006
SHORT
WMT
46
45.69
45.88
0.67%
0.26%
1/5/2006
SHORT
ZLC
24.85
25.84
24.98
-3.98%
-0.52%
1/5/2006
SHORT
MIK
33.59
33.54
32.88
0.15%
2.11%
1/6/2006
LONG
TFX
67.5
67.47
65.53
-0.04%
-2.92%
1/6/2006
LONG
BBY
46.97
47.05
47.8
0.17%
1.77%
1/9/2006
LONG
CEDC
40.47
41.68
40.86
2.99%
0.96%
1/9/2006
SHORT
TRI
41.4
41.7
40.65
-0.72%
1.81%
1/10/2006
SHORT
BELM
6.95
6.67
6.61
4.03%
4.89%
1/10/2006
SHORT
BNK
29.26
29.02
29.19
0.82%
0.24%
1/10/2006
SHORT
PD
139.68
146.22
143.65
-4.68%
-2.84%
1/11/2006
SHORT
DD
41.18
41.14
40.24
0.10%
2.28%
1/11/2006
SHORT
CPWR
8.49
8.25
7.95
2.83%
6.36%
1/17/2006
LONG
MCD
34.72
34.59
34.99
-0.37%
0.78%
1/19/2006
SHORT
BGG
37.3
34.83
34.07
6.62%
8.66%
1/19/2006
SHORT
HD
41.3
41.28
40.17
0.05%
2.74%
1/20/2006
LONG
RML
13.61
14.48
14.61
6.39%
7.35%
1/20/2006
LONG
KEY
34.3
34.17
34.94
-0.38%
1.87%
1/20/2006
SHORT
ACMR
13.01
13.1
14.1
-0.69%
-8.38%
1/20/2006
SHORT
FARO
16.46
15.4
15
6.44%
8.87%
1/24/2006
LONG
UTX
55.55
56.24
56.78
1.24%
2.21%
1/24/2006
LONG
EAT
39.25
40.13
40.75
2.24%
3.82%
1/24/2006
SHORT
DD
39.14
38.9
38.85
0.61%
0.74%
1/26/2006
LONG
AHM
30
29.48
28.59
-1.73%
-4.70%
1/26/2006
SHORT
FD
66.8
68.37
67.75
-2.35%
-1.42%
1/27/2006
SHORT
AFCO
22.26
22.34
22.16
-0.36%
0.45%
1/31/2006
LONG
HAE
47.4
52
50.62
9.70%
6.79%
1/31/2006
LONG
SEPR
54.04
56.91
58.66
5.31%
8.55%
1/31/2006
LONG
LCUT
21.76
21.79
22.96
0.14%
5.51%
1/31/2006
SHORT
ASD
35.01
36
37
-2.83%
-5.68%
2/1/2006
SHORT
LTON
7.81
7.09
7.18
9.22%
8.07%
2/1/2006
SHORT
APOG
17.4
17.72
17.31
-1.84%
0.52%
2/2/2006
LONG
GPS
18.9
18.55
18.63
-1.85%
-1.43%
2/2/2006
LONG
JOSB
42.56
43.87
44
3.08%
3.38%
2/2/2006
SHORT
HOT
60
59.6
59.76
0.67%
0.40%
2/2/2006
SHORT
MIK
33.83
33.39
32.95
1.30%
2.60%
2/7/2006
LONG
EMR
81.96
78.54
79.57
-4.17%
-2.92%
2/8/2006
LONG
LAD
29.94
29.66
30.63
-0.94%
2.30%
2/8/2006
LONG
STMP
28.5
30.99
30.3
8.74%
6.32%
2/8/2006
LONG
MPS
14.2
12.72
13.04
-10.42%
-8.17%
2/8/2006
SHORT
SNWL
7.8
7.53
7.29
3.46%
6.54%
2/9/2006
LONG
CTSH
54.26
55.05
55.25
1.46%
1.82%
2/9/2006
SHORT
KSWS
29.72
28.83
28.93
2.99%
2.66%
2/10/2006
LONG
SCG
40.73
40.25
40.79
-1.18%
0.15%
2/10/2006
SHORT
ECL
34.8
34.6
33.85
0.57%
2.73%
2/13/2006
LONG
KIM
34.75
34.8
35.2
0.14%
1.29%
2/13/2006
SHORT
SVM
12.7
12.62
12.19
0.63%
4.02%
2/14/2006
SHORT
MAC
68.83
68.99
69.33
-0.23%
-0.73%
2/14/2006
SHORT
JAKK
22.64
22.63
24.91
0.04%
-10.03%
2/14/2006
SHORT
SCHS
35.15
34.75
35.35
1.14%
-0.57%
2/15/2006
LONG
OKE
30
30.16
29.98
0.53%
-0.07%
2/15/2006
LONG
SSYS
26.42
23.85
25.78
-9.73%
-2.42%
2/15/2006
LONG
NBP
47.5
49.15
48.89
3.47%
2.93%
2/15/2006
LONG
CEN
25
24.9
25.35
-0.40%
1.40%
2/22/2006
LONG
JBX
41.25
42.7
41.2
3.52%
-0.12%
2/22/2006
LONG
EFD
23.2
26.29
26.36
13.32%
13.62%
2/23/2006
SHORT
KOSP
44.35
41.39
42.29
6.70%
4.60%
2/23/2006
SHORT
EE
20.6
20.78
20.79
-0.90%
-0.90%
2/23/2006
SHORT
MATR
43.6
44.53
43.9
-2.10%
-0.70%
2/27/2006
LONG
HRL
35.25
34
34.43
-3.50%
-2.30%
2/28/2006
SHORT
HNZ
36.6
37.87
37.64
-3.50%
-2.80%
2/28/2006
SHORT
APOL
50.62
49.38
48.88
2.40%
3.40%
2/28/2006
SHORT
CTCO
33
32.28
31.95
2.20%
3.20%
3/1/2006
LONG
AEOS
27.27
28.91
28.55
6.00%
4.70%
3/1/2006
LONG
DRQ
53.1
55.81
58.8
5.10%
10.70%
3/1/2006
LONG
JOYG
53.61
58.98
58.12
10.00%
8.40%
3/2/2006
SHORT
NWY
15.5
14
13.92
9.70%
10.20%
3/7/2006
LONG
SRZ
35.90
35.75
36.68
-0.42%
2.17%
3/7/2006
LONG
FCS
17.80
17.40
17.38
-2.25%
-2.36%
3/8/2006
LONG
ASVI
30.91
30.28
29.75
-2.04%
-3.75%
3/9/2006
LONG
IM
19.25
19.61
19.71
1.87%
2.39%
3/9/2006
LONG
CLE
31.75
33.03
34.56
4.03%
8.85%
3/10/2006
LONG
LFUS
30.03
31.90
33.31
6.23%
10.92%
3/10/2006
LONG
ANN
37.00
37.48
36.25
1.30%
-2.03%
3/14/2006
LONG
SUG
24.35
23.99
24.0
-1.48%
-1.44%
3/15/2006
SHORT
CVA
16.05
16.93
16.93
-5.48%
-5.48%
3/21/2006
SHORT
BMET
35.33
35.15
35.10
0.51%
0.65%
3/23/2006
LONG
GSIG
12.45
11.12
11.06
-10.68%
-11.16%
3/31/2006
LONG
DEIX
17.02
16.75
16.17
-1.59%
-4.99%
4/5/2006
SHORT
SIMO
12.79
14.38
14.84
-12.43%
-16.03%
4/7/2006
SHORT
HORC
19.65
20.82
20.91
-5.95%
-6.41%
4/7/2006
LONG
ILMN
24.03
25.95
25.8
7.99%
7.37%
4/11/2006
LONG
ROH
50.95
49.55
50.63
-2.75%
-0.63%
4/11/2006
SHORT
GIVN
21.75
22.49
22.69
-3.40%
-4.32%
4/11/2006
SHORT
PEC
16.00
17.81
18.77
-11.31%
-17.31%
4/12/2006
LONG
AMB
51.00
50.75
49.69
-0.49%
-2.57%
4/12/2006
LONG
CRDN
51.17
51.88
54.62
1.39%
6.74%
4/12/2006
LONG
CC
25.25
26.65
26.65
5.54%
8.55%
4/20/2006
LONG
MRK
34.62
35.0
34.74
1.10%
0.35%
4/20/2006
LONG
BHE
27.9
27.52
28.30
-1.36%
1.43%
4/20/2006
LONG
EMC
13.60
13.87
13.66
1.99%
0.44%
4/20/2006
LONG
IGT
36.60
38.14
36.93
4.21%
0.9%
4/25/2006
LONG
MIL
76.0
75.25
73.17
-0.99%
-3.72%
4/25/2006
LONG
SFG
48.75
48.7
48.30
-0.10%
-0.92%
4/25/2006
LONG
AIT
46.0
45.33
43.0
-1.46%
-6.52%
4/25/2006
LONG
PTV
24.85
24.33
24.56
-2.09%
-1.17%
4/26/06
LONG
EC
38.78
38.5
38.43
-0.72%
-0.90%
4/26/06
LONG
WLP
71.50
70.44
67.50
-1.48%
-5.59%
4/26/06
LONG
WBSN
25.64
25.72
25.11
0.31%
-2.07%
4/27/06
LONG
BDC
27.75
28.96
31.25
4.36%
12.61%
4/28/2006
LONG
ITT
56.90
56.28
55.81
-1.09%
-1.92%
4/28/2006
LONG
MGLN
39.37
40.65
40.62
3.25%
3.18%
4/28/2006
LONG
ABAX
24.6
26.12
24.17
6.18%
-1.75%
4/28/2006
LONG
LPNT
34.39
31.7
31.93
-7.82%
-7.15%
5/02/06
LONG
FPL
39.6
39.87
39.38
0.68%
-0.56%
5/03/2006
LONG
GES
43.5
44.62
46.70
2.57%
7.36%
5/09/2006
LONG
BBBB
27.64
32.42
32.98
17.29%
19.32%
5/12/2006
LONG
ADI
35.48
36.03
36.24
1.55%
2.14%
5/17/2006
LONG
HPQ
32.0
32.16
32.48
0.50%
1.50%
5/17/2006
LONG
TOO
40.20
38.08
37.87
-5.27%
-5.80%
5/18/2006
LONG
SSI
32.62
31.63
31.47
-3.03%
-3.03%
5/19/2006
LONG
JWN
36.00
35.28
34.59
-2.00%
-3.92%
5/19/2006
LONG
SUPX
40.20
39.91
39.74
-0.72%
-1.14%
5/23/2006
LONG
CBRL
37.99
37.45
37.29
-1.42%
-1.84%
5/24/2006
LONG
FRED
14.58
14.60
14.94
0.14%
2.47%
5/24/2006
LONG
ANST
20.0
20.57
20.39
2.85%
1.95%
5/24/2006
LONG
PSS
23.0
24.65
26.31
7.17%
14.39%
5/25/2006
LONG
JLG
24.0
22.97
22.85
-4.29%
-4.79%
6/6/2006
LONG
HPQ
31.70
30.90
30.93
-2.52%
-2.43%
6/13/2006
LONG
BBY
50.75
51.69
51.40
1.85%
1.28%
6/21/2006
LONG
FDX
110.45
113.86
113.40
3.09%
2.67%
6/21/2006
LONG
DRI
36.75
37.3
37.51
1.50%
2.07%
7/06/2006
LONG
TJX
23.30
23.40
23.66
0.43%
1.55%
7/12/2006
LONG
RI
24.85
23.19
22.18
-6.68%
-10.74%
7/12/2006
SHORT
RMK
32.90
32.97
32.79
-0.21%