Recent performance of trading strategies
---------------------------------------

See statistics after daily data

BS = Basic Strategy
LR = Low Risk and Basic Strategies
SS = Sell Short Strategy
date1 = day #1, YYMMDD (opening position)
date3 = day #3, YYMMDD (closing position)
P1 = stock price on day #1
P3 = stock price on day #3

date1, date3, strategy, ticker, P1, P3, return (%)
030102,030107,BS,ITMN,25.39,23.25,-8.5
030102,030107,BS,WMS,15.27,15.67,2.6
030102,------,SS,N/A,0,0,0
030102,------,SS,N/A,0,0,0
030103,030108,BS,TOO,20.55,21.08,2.5
030103,030108,BS,USTR,27.02,26.99,-0.2
030103,030107,SS,URI,12.22,12.18,0.3
030103,030107,SS,N/A,0,0,0
030106,030109,BS,GYMB,15.9,14,-12
030106,030109,BS,HLYW,14.59,14.13,-3.2
030106,------,SS,N/A,0,0,0
030106,------,SS,N/A,0,0,0
030107,030110,LR,GYMB,13.92,13.7,-1.6
030107,030110,LR,PTEN,28.23,28.5,0.9
030107,030109,SS,KVHI,11.45,12.02,-5
030107,030109,SS,PEG,36.12,36.13,-0.1
030108,030113,BS,CPTS,10.75,10.6,-1.4
030108,030113,BS,RDK,12.65,12.84,1.5
030108,030110,SS,STCR,10.8,11.75,-8.8
030108,030110,SS,SSYS,11.71,11.22,4.1
030109,030114,BS,TOO,18.25,18,-1.4
030109,030114,BS,TDS,43.73,45.66,4.4
030109,030113,SS,STCR,11.85,11.75,0.8
030109,030113,SS,RANGY,10.12,11.8,-16.7
030110,030115,BS,LPNT,24.02,25.85,7.6
030110,030115,BS,CTSH,62.46,61.45,-1.7
030110,030114,SS,ALN,12.5,13.65,-9.2
030110,030114,SS,KVHI,11.99,12.44,-3.8
030113,030116,BS,PQE,16.75,16.55,-1.2
030113,030116,BS,VRST,14.55,14,-3.8
030113,030115,SS,DISH,27.05,26.29,2.8
030113,030115,SS,NCEN,31.84,29.79,6.4
030114,030117,LR,CPTS,9,9.35,3.8
030114,030117,LR,MDG,14.97,16.35,9.2
030114,030116,SS,FTE,25.5,25.39,0.4
030114,030116,SS,ALN,13.8,13,5.7
030115,030121,BS,CNTE,26.17,28.14,7.5
030115,030121,BS,SKS,10.3,9.98,-3.2
030115,030117,SS,CUB,22.93,22.6,1.4
030115,030117,SS,WEBM,11.88,10.31,13.2
030116,030122,BS,AG,17.8,18.05,1.4
030116,030122,BS,SKS,10.05,9.47,-5.8
030116,030121,SS,DOX,13.65,13,4.7
030116,030121,SS,ISPH,12,13.2,-10
030117,030123,BS,ITMN,19.31,21.13,9.4
030117,030123,BS,RPM,11.2,10.84,-3.3
030117,030122,SS,HRS,31.39,30.2,3.7
030117,030122,SS,BRL,78.7,79.5,-1.1
030121,030124,BS,AFCE,18.1,17.9,-1.2
030121,030124,BS,SWK,27.58,27.35,-0.9
030121,030123,SS,BRL,78.65,79.46,-1.1
030121,030123,SS,ISPH,12.75,12.331,3.2
030122,030127,BS,SWK,26.74,26.86,0.4
030122,030127,BS,THO,28.05,27.27,-2.8
030122,030124,SS,APPX,24.29,24.18,0.4
030122,030124,SS,SINA,10.06,10.38,-3.2
030123,030128,BS,WEBX,11.02,10.33,-6.3
030123,030128,BS,RDA,13.2,12.45,-5.7
030123,030127,SS,APPX,25.11,24.99,0.4
030123,030127,SS,GLG,12.62,12.56,0.4
030124,030129,LR,MOSY,8,8.29,3.6
030124,030129,LR,CBM,24.05,24.45,1.6
030124,030128,SS,PLCM,11.93,11.57,3
030124,030128,SS,GLG,12.71,12.56,1.1
030127,030130,BS,MBRS,14,14.75,5.3
030127,030130,BS,ALXN,12.23,12.51,2.2
030127,030129,SS,GLG,13.15,12.31,6.3
030127,030129,SS,HBG,14.58,14.62,-0.3
030128,030131,BS,T,18.92,18.35,-3.1
030128,030131,BS,SLB,36.64,36.9,0.7
030128,030130,SS,LEA,41,39.35,4
030128,030130,SS,AXL,25.35,24.84,2
030129,030203,BS,GMT,19.12,19.12,0
030129,030203,BS,TECH,22.599,22.55,-0.3
030129,030131,SS,RYL,40.11,39.64,1.1
030129,030131,SS,FIC,48.41,49.75,-2.8
030130,030204,LR,BRCM,12.63,13.43,6.3
030130,030204,LR,ASCA,9.85,9.52,-3.4
030130,030203,SS,RMBS,12.07,14.33,-18.8
030130,030203,SS,LEA,42.2,41.2,2.3
030131,030205,BS,ACAI,10,8.3,-17
030131,030205,BS,ATRX,11.4,11.75,3
030131,030204,SS,NFI,34.5,34.26,0.6
030131,030204,SS,ESI,27.1,27.71,-2.3
030203,030206,LR,MRN,12.5,11.54,-7.7
030203,030206,LR,AEIS,10.02,9.61,-4.1
030203,030205,SS,NFI,35.35,33.88,4.1
030203,030205,SS,OSIS,19.4,18.991,2.1
030204,030207,LR,MKSI,12,13.06,8.8
030204,030207,LR,SKYWE,10.57,11.25,6.4
030204,------,SS,N/A,0,0,0
030204,------,SS,N/A,0,0,0
030205,030210,LR,X,12.19,12.1,-0.8
030205,030210,LR,MYGN,11.04,11.1,0.5
030205,030207,SS,RGLD,28.1,26.27,6.5
030205,030207,SS,N/A,0,0,0
030206,030211,BS,ACDO,26.69,26.3,-1.5
030206,030211,BS,TE,11.94,11.93,-0.1
030206,030210,SS,ERES,21.39,20.3,5
030206,030210,SS,N/A,0,0,0
030207,030212,LR,RINO,10.31,10.55,2.3
030207,030212,LR,A,11.45,12.05,5.2
030207,030211,SS,ERES,21.87,20.7,5.3
030207,030211,SS,DIGE,14.19,16.04,-13.1
030210,030213,BS,TSCO,31.98,31.3,-2.2
030210,030213,BS,RECN,16.88,16.69,-1.2
030210,030212,SS,ERES,21.75,20.368,6.3
030210,030212,SS,DIGE,15.02,15.4,-2.6
030211,030214,BS,UCI,12.03,11.15,-7.4
030211,030214,BS,CNL,11.88,11.12,-6.4
030211,030213,SS,FDP,23.45,19.39,17.3
030211,030213,SS,N/A,0,0,0
030212,030218,BS,DKE,11.55,11.6,0.4
030212,030218,BS,CNL,11.3,11.77,4.1
030212,030214,SS,DIGE,15.89,15.54,2.2
030212,030214,SS,N/A,0,0,0
030213,030219,BS,PECS,17.63,19.15,8.6
030213,030219,BS,UCI,11.19,11.6,3.6
030213,030218,SS,NFLX,13.31,14.661,-10.2
030213,030218,SS,CYTC,12,12.97,-8.1
030214,030220,BS,ITG,13.18,13.55,2.8
030214,030220,BS,ERJ,10.4,10.7,2.8
030214,------,SS,N/A,0,0,0
030214,------,SS,N/A,0,0,0
030218,030221,LR,CPC,11.06,10.1,-8.7
030218,030221,LR,ATAC,9.591,9.13,-4.9
030218,030220,SS,NFLX,14.31,15.38,-7.5
030218,030220,SS,PRGS,15.4,15.6,-1.3
030219,030224,BS,CPC,10.64,9.95,-6.5
030219,030224,BS,RTRSY,12.94,12.75,-1.5
030219,030221,SS,EQY,14.15,14.48,-2.4
030219,030221,SS,DF,42.35,42.28,0.1
030220,030225,BS,OVER,17.16,15,-12.6
030220,030225,BS,CPC,10.15,9.3,-8.4
030220,030224,SS,INSP,11.93,12.22,-2.5
030220,030224,SS,IDXX,37.42,35.98,3.8
030221,0302266,BS,CPC,9.85,9.59,-2.7
030221,0302266,BS,SBC,20.73,21.05,1.5
030221,030225,SS,KYPH,10.37,9.59,-3.2
030221,030225,SS,N/A,0,0,0
030224,0302267,LR,AHO,4.16,3.32,-20.2
030224,0302267,LR,MDG,13.22,12.47,-5.7
030224,0302266,SS,IOM,10.65,10.06,5.5
030224,0302266,SS,EQY,14.58,14.18,2.7
030225,030228,LR,NPSP,16.65,17.9,7.5
030225,030228,LR,PCLE,10.25,9.7,-5.4
030225,0302267,SS,LSS,19.25,18.38,4.5
030225,0302267,SS,HGT,15.1,14.65,2.9
0302266,030303,BS,BAY,12.58,13.73,9.1
0302266,030303,BS,RTRSY,11.63,11.89,2.2
0302266,------,SS,N/A,0,0,0
0302266,------,SS,N/A,0,0,0
0302267,030304,BS,PMACA,9.99,8.9,-11
0302267,030304,BS,RTRSY,11.2,11.46,2.3
0302267,030303,SS,NOI,23.45,22.36,4.6
0302267,030303,SS,SII,36.48,34.66,4.9
030228,030305,BS,IMPH,14.29,13.81,-3.4
030228,030305,BS,ISSX,11.47,11.48,0
030228,030304,SS,KYPH,11,10.43,5.1
030228,030304,SS,DRL,32.6,32.24,1.1
030303,030306,BS,PALM,10.32,10.2,-1.2
030303,030306,BS,LLL,35.6,36.03,1.2
030303,030305,SS,NIHD,21,19.9,5.2
030303,030305,SS,NOVN,10.9,11.15,-2.3
030304,030307,LR,EMMS,16.13,15.54,-3.7
030304,030307,LR,AEG,9.69,7.62,-21.4
030304,030306,SS,MDCO,19.47,18.32,5.9
030304,030306,SS,VIP,38.45,37.75,1.8
030305,030310,BS,IRGI,12.92,12.45,-3.7
030305,030310,BS,BJ,10.03,10.02,-0.1
030305,------,SS,N/A,0,0,0
030305,------,SS,N/A,0,0,0
030306,030311,BS,GGC,17.1,17.33,1.3
030306,030311,BS,PKX,20.28,19.05,-6.1
030306,030310,SS,IMCL,15.88,15.25,3.9
030306,030310,SS,VLO,41,41.12,-0.3
030307,030312,LR,VDM,9.35,8.93,-4.5
030307,030312,LR,MWRK,21.34,19.27,-9.8
030307,030311,SS,UNT,21.88,20.64,5.6
030307,030311,SS,DISH,28.97,28.5,1.6
030310,030313,LR,TI,0,61.03,5.1
030310,030313,LR,ING,10.07,10.87,7.9
030310,030312,SS,MVL,12.92,12.21,5.4
030310,030312,SS,ENDP,10.56,11.05,-4.7
030311,030314,BS,GOLD,10.13,11.5,13.5
030311,030314,BS,AMG,37.41,39.97,6.8
030311,030313,SS,MVL,12.9,12.8,0.7
030311,030313,SS,PLL,19.3,18.76,2.7
030312,030317,BS,PKX,18.46,19.14,3.6
030312,030317,BS,GOLD,10.7,12.5,16.8
030312,------,SS,N/A,0,0,0
030312,------,SS,N/A,0,0,0
030313,030318,BS,ADVS,11.13,12.05,8.2
030313,030318,BS,MYG,18.83,19.45,3.2
030313,030317,SS,FINL,14.69,14.7,-0.1
030313,030317,SS,NKE,48.9,51.57,-5.5
030314,030319,BS,KG,11.11,12.15,9.3
030314,030319,BS,ROV,10.64,10.98,3.1
030314,030318,SS,OVTI,21.57,23.4,-8.5
030314,030318,SS,MVSN,14,14.26,-1.9
030317,030320,BS,CHTT,12.05,11.81,-2
030317,030320,BS,MANT,12.43,12.29,-1.2
030317,030319,SS,EBAY,83.55,87.87,-5.2
030317,030319,SS,FMBN,42.52,44.12,-3.8
030318,030321,BS,CG,17.5,18.85,7.7
030318,030321,BS,MANT,12.399,12.15,-2.1
030318,030320,SS,IDCC,19.54,20.15,-3.2
030318,030320,SS,AMZN,26.46,27.45,-3.8
030319,030324,BS,AAII,9.6,8.35,-13.1
030319,030324,BS,BEBE,11.91,11.55,-3.1
030319,030321,SS,TNOX,11.59,11.16,3.7
030319,030321,SS,DGIN,15.4,14.8,3.8
030320,030325,BS,GFI,10.08,10.05,-0.3
030320,030325,BS,KG,11.7,11.9,1.7
030320,030324,SS,UOPX,42.53,41.95,1.3
030320,030324,SS,ATRX,13.76,13.74,0.1
030321,030326,BS,HMY,11.49,11.7,1.8
030321,030326,BS,GFI,9.65,9.94,3
030321,030325,SS,ROOM,59.24,59.018,0.3
030321,030325,SS,UOPX,43.25,42,2.8
030324,030327,LR,MDG,9.05,9.79,8.1
030324,030327,LR,TKC,10.89,11.8,8.3
030324,030326,SS,PPCO,14.42,15.5,-7.5
030324,030326,SS,DVSA,10.06,9.01,10.4
030325,030328,BS,AEM,11.32,11.75,3.7
030325,030328,BS,BMC,16.1,14.8,-8.1
030325,030327,SS,IDCC,22.16,23.31,-5.2
030325,030327,SS,ACMR,14.45,13.95,3.4
030326,030331,BS,CHP,12.14,11.92,-1.9
030326,030331,BS,IQW,14.1,14.58,3.4
030326,030328,SS,IDCC,23.55,22.69,3.6
030326,030328,SS,PPCO,16.25,16.451,-1.3
030327,030401,BS,OSTK,9.74,9.7,-0.5
030327,030401,BS,BMC,14.95,15.25,2
030327,030331,SS,YHOO,24.7,24.02,2.7
030327,030331,SS,NFLX,20.5,20.35,0.7
030328,030402,BS,KDE,11.62,11.77,1.2
030328,030402,BS,MOND,20.9,20.14,-3.7
030328,030401,SS,ENDP,13.79,13.95,-1.2
030328,030401,SS,NFLX,21.75,18.96,12.8
030331,030403,LR,MO,29.96,30.4,1.4
030331,030403,LR,VRTY,13.9,14.14,1.7
030331,030402,SS,MMR,10.95,11.9,-8.7
030331,030402,SS,WIX,13.61,13.9,-2.2

Average return per trade for the Basic Strategy (BS) =  -0.2          %
Risk/return ratio for the Basic Strategy =              -24.2 

Average return per trade for the Low Risk Strategy (LR) =             -0.4          %
Risk/return ratio for the Low Risk Strategy =           -17.6 

Average return per trade for the Sell Short Strategy (SS) =            0.3          %
Risk/return ratio for the Sell Short Strategy =          11.4 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     0.1          %

Real results for the Sell Short Strategy can be different because of the Uptick Rule