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 (%)
030530,030604,BS,PENN,16.85,15.68,-7
030530,030604,BS,FCN,36.71,36.38,-0.9
030530,030603,SS,MED,12.95,13,-0.4
030530,030603,SS,ISIL,24.25,22.94,5.4
030602,------,SS,N/A,0,0,0
030602,------,SS,N/A,0,0,0
030602,------,SS,N/A,0,0,0
030602,------,SS,N/A,0,0,0
030603,030606,BS,AGI,14.88,16.25,9.2
030603,030606,BS,GLG,10.87,11.4,4.8
030603,030605,SS,MTLM,12.65,13.26,-4.9
030603,030605,SS,DIGE,26.5,25.91,2.2
030604,030609,BS,VTAL,13.97,15.8,13
030604,030609,BS,BLL,47.42,47,-0.9
030604,030606,SS,XMSR,12.8,11.63,9.1
030604,030606,SS,MICC,25,25.38,-1.6
030605,030610,BS,SAFC,35.15,34.85,-0.9
030605,030610,BS,LMT,45.45,46.5,2.3
030605,030609,SS,CLS,16,15.37,3.9
030605,030609,SS,OSIP,31.2,33.14,-6.3
030606,030611,BS,IBM,80.05,82.75,3.3
030606,030611,BS,BCGI,15.11,15.35,1.5
030606,030610,SS,OSIP,37.05,33.23,10.3
030606,030610,SS,PDLI,18,17.59,2.2
030609,030612,BS,ROAD,28.73,29.95,4.2
030609,030612,BS,GGC,19.18,19.65,2.4
030609,030611,SS,HEPH,13.99,13.65,2.4
030609,030611,SS,AAII,16.84,16.71,0.7
030610,030613,BS,AFL,31.24,30.89,-1.2
030610,030613,BS,IM,10.45,10.51,0.5
030610,030612,SS,HEPH,15.4,14.1,8.4
030610,030612,SS,BONZ,12.7,13.75,-8.3
030611,030616,BS,AGU,10.57,10.65,0.7
030611,030616,BS,NLS,12,11.4,-5.1
030611,030613,SS,ICOS,41.34,43.12,-4.4
030611,030613,SS,BONZ,13.14,12.99,1.1
030612,030617,BS,FRE,47.35,52.5,10.8
030612,030617,BS,PHCC,19.5,18.9,-3.1
030612,030616,SS,NWRE,15.41,15.8,-2.6
030612,030616,SS,CMTL,26.39,27.78,-5.3
030613,030618,BS,VRST,10.89,11.5,5.6
030613,030618,BS,SLAB,25.09,24.5,-2.4
030613,030617,SS,NWRE,16.55,15.3,7.5
030613,030617,SS,USNA,45.5,43.2,5
030616,030619,BS,MRCY,18.45,18.25,-1.1
030616,030619,BS,AZO,77.8,76.7,-1.5
030616,------,SS,N/A,0,0,0
030616,------,SS,N/A,0,0,0
030617,030620,BS,NOI,21.85,22.7,3.8
030617,030620,BS,ESV,26.63,26.8,0.6
030617,030619,SS,XING,13.89,10.15,26.9
030617,030619,SS,SYNO,24.63,20.26,17.7
030618,030623,BS,CPTS,12.91,13.08,1.3
030618,030623,BS,ITMN,16,15.65,-2.2
030618,030620,SS,AHMH,21.2,18.63,12.1
030618,030620,SS,SJCK,14.99,15.6,-4.1
030619,030624,LR,ALKS,10.73,10.32,-3.9
030619,030624,LR,HGSI,12.4,12.69,2.3
030619,030623,SS,TALX,24.25,20.67,14.7
030619,030623,SS,ARDI,11.35,11.59,-2.2
030620,030625,BS,SEPR,20,18.52,-7.4
030620,030625,BS,HLT,13.01,13.02,0
030620,030624,SS,AQNT,11.06,9.7,12.2
030620,030624,SS,SFA,24.82,23.75,4.3
030623,030626,BS,FTDI,20.95,21.47,2.4
030623,030626,BS,N/A,0,0,0
030623,030625,SS,KMRT,25.55,25.65,-0.4
030623,030625,SS,CNQR,10.01,10.19,-1.8
030624,030627,BS,MVL,17.45,19.62,12.4
030624,030627,BS,UL,31.99,32.34,1
030624,030626,SS,AAII,18.35,19.61,-6.9
030624,030626,SS,HIL,12.5,14,-12
030625,030630,BS,NSC,18.97,19.3,1.7
030625,030630,BS,GRMN,38.28,39.2,2.4
030625,030627,SS,HIL,13,14,-7.7
030625,030627,SS,FWHT,21.22,20.33,4.1
030626,030701,BS,THC,11.72,11.5,-1.9
030626,030701,BS,CLE,25.88,25,-3.5
030626,030630,SS,PTR,30.95,30.2,2.4
030626,030630,SS,HIL,14,13.1,6.4
030627,030702,BS,THC,11.65,11.48,-1.5
030627,030702,BS,N/A,0,0,0
030627,030701,SS,HIL,14.1,14.24,-1
030627,030701,SS,COB,11.32,11.13,1.6
030630,030703,BS,SRDX,30.52,30.349,-0.6
030630,030703,BS,N/A,0,0,0
030630,030702,SS,TIVO,12.75,13.22,-3.7
030630,030702,SS,AMR,11.68,10.05,13.9
030701,030707,BS,VRTY,12.36,12.5,1.1
030701,030707,BS,POSS,13.93,14.66,5.2
030701,------,SS,N/A,0,0,0
030701,------,SS,N/A,0,0,0
030702,030708,BS,AG,15.89,16.36,2.9
030702,030708,BS,AOC,23.44,24,2.3
030702,030707,SS,NUTR,13.45,13.9,-3.4
030702,030707,SS,SINA,22.89,24.5,-7.1
030703,030709,BS,IART,24.51,24.49,-0.1
030703,030709,BS,SHPGY,19.05,18.8,-1.4
030703,030708,SS,KKD,43.45,44.97,-3.5
030703,030708,SS,IFIN,31.56,32.65,-3.5
030707,030710,BS,IART,23.8,24.58,3.2
030707,030710,BS,DCTM,16.25,17.42,7.2
030707,030709,SS,NFI,67.7,73.03,-7.9
030707,030709,SS,AGI,20.8,21.51,-3.5
030708,030711,BS,SCHL,26.99,27.05,0.2
030708,030711,BS,BMC,14.52,14.9,2.6
030708,030710,SS,MOSY,10.52,11.6,-10.3
030708,030710,SS,PY,24.4,24.4,0
030709,030714,BS,STJ,53.25,54.65,2.6
030709,030714,BS,IBC,11.8,11.55,-2.2
030709,030711,SS,MOSY,11.79,12.55,-6.5
030709,030711,SS,DJO,13.15,12.99,1.2
030710,030715,BS,LSS,16.75,18.2,8.6
030710,030715,BS,RGC,17.9,17.75,-0.9
030710,030714,SS,NFI,74,74.43,-0.6
030710,030714,SS,IRN,15.96,16.07,-0.7
030711,030716,LR,SJCK,7.2,9,25
030711,030716,LR,CSTR,11.75,12.92,9.9
030711,030715,SS,CHRB,14.69,10.08,31.3
030711,030715,SS,GPRO,48.45,49,-1.2
030714,030717,BS,PTEN,28.97,28.27,-2.5
030714,030717,BS,DQE,14.28,13.85,-3.1
030714,030716,SS,CHINA,14.71,13.09,11
030714,030716,SS,GIVN,12.73,12.95,-1.8
030715,030718,BS,PRAA,27.95,26.41,-5.6
030715,030718,BS,GRP,10.8,11.65,7.8
030715,030717,SS,FCFS,19,17.62,7.2
030715,030717,SS,SGMA,13.6,12.03,11.5
030716,030721,BS,HOV,54.25,51.62,-4.9
030716,030721,BS,MCDT,11.33,11.83,4.4
030716,030718,SS,SGMA,14.5,12.449,14.1
030716,030718,SS,VIRL,11.2,10.43,6.8
030717,030722,BS,HITK,29.2,30.5,4.4
030717,030722,BS,FRX,46.65,47.35,1.5
030717,030721,SS,DYII,20.9,20.34,2.6
030717,030721,SS,TRDO,18.22,18,1.2
030718,030723,BS,ICUI,24,22.6,-5.9
030718,030723,BS,PPDI,23.8,24.51,2.9
030718,030722,SS,SNDK,55,52.95,3.7
030718,030722,SS,PLNR,22.35,23.34,-4.5
030721,030724,BS,BVF,39.17,42.4,8.2
030721,030724,BS,ICUI,23.07,23.3,0.9
030721,030723,SS,PMRY,14.1,13.54,3.9
030721,030723,SS,SLNK,16.5,15.45,6.3
030722,030725,BS,LCI,19.25,19.9,3.3
030722,030725,BS,POM,16.8,16.95,0.8
030722,030724,SS,SCOX,13.78,14.26,-3.5
030722,030724,SS,AKSY,15.2,15.01,1.2
030723,030728,LR,HITK,24.83,25.293,1.8
030723,030728,LR,DAL,11.8,11.5,-2.6
030723,030725,SS,CLZR,16.74,15.4,8
030723,030725,SS,ESI,38.65,38.77,-0.4
030724,030729,BS,CMLS,16.4,16.31,-0.6
030724,030729,BS,MLNM,12.27,12.7,3.5
030724,030728,SS,FARO,10.98,10.56,3.8
030724,030728,SS,PECS,21.28,20.9,1.7
030725,030730,BS,CMLS,16.01,17,6.1
030725,030730,BS,DAL,11.31,11.33,0.1
030725,030729,SS,SINA,34.83,36.72,-5.5
030725,030729,SS,TASR,16.35,17.81,-9
030728,030731,BS,BRCM,22.14,21.19,-4.3
030728,030731,BS,EME,40.7,40.6,-0.3
030728,030730,SS,CARA,10.9,9.9,9.1
030728,030730,SS,LCAV,12.94,13.75,-6.3
030729,030801,LR,DOX,20.25,20.2,-0.3
030729,030801,LR,NVDA,19.07,19.1,0.1
030729,030731,SS,BONZ,17,16,5.8
030729,030731,SS,FCFS,21.69,20.99,3.2
030730,030804,BS,BVF,36.85,38.25,3.7
030730,030804,BS,IDCC,16.65,14.85,-10.9
030730,030801,SS,CELL,25.5,27.12,-6.4
030730,030801,SS,N/A,0,0,0
030731,030805,BS,LEND,15.48,16.53,6.7
030731,030805,BS,IDCC,15.88,15.75,-0.9
030731,------,SS,N/A,0,0,0
030731,------,SS,N/A,0,0,0
030801,030806,LR,ILXO,15.44,14.33,-7.2
030801,030806,LR,IDCC,14.78,15.2,2.8
030801,030805,SS,KOSP,34.7,34.77,-0.3
030801,030805,SS,WNC,17.7,17.32,2.1
030804,030807,LR,ATRS,0,16.71,-0.8
030804,030807,LR,CREE,0,12.47,1.6
030804,030806,SS,CRAY,11.34,11.04,2.6
030804,030806,SS,NIHD,51.64,48.35,6.3
030805,030808,BS,PDLI,11.57,11.9,2.8
030805,030808,BS,PNW,32.96,33.35,1.1
030805,030807,SS,AUGT,11.18,10,10.5
030805,030807,SS,UNTD,33.95,31.45,7.3
030806,030811,BS,PDLI,11.32,12,6
030806,030811,BS,CTMI,12.94,13.52,4.4
030806,030808,SS,SGMA,17.5,15.639,10.6
030806,030808,SS,STCR,29.28,29.38,-0.4
030807,030812,BS,SRNA,16,15.6,-2.5
030807,030812,BS,PXR,12.17,12.45,2.3
030807,030811,SS,GOLD,22.75,21.25,6.5
030807,030811,SS,DTG,23.1,23.35,-1.1
030808,030813,BS,CVTX,21.92,23.58,7.5
030808,030813,BS,TOO,15.24,14.5,-4.9
030808,030812,SS,CYD,11.97,13.92,-16.3
030808,030812,SS,GOLD,23.17,20.811,10.1
030811,030814,BS,CKFR,19.99,20.91,4.6
030811,030814,BS,SRNA,15.55,15.1,-2.9
030811,030813,SS,LMIN,22.31,21.3,4.5
030811,030813,SS,PDII,24.24,24.58,-1.5
030812,030815,BS,IACI,34.2,35.83,4.7
030812,030815,BS,ESPR,14,14.51,3.6
030812,030814,SS,MXBIF,13.15,12.65,3.8
030812,030814,SS,CYD,14.82,14.46,2.4
030813,030818,BS,PGTV,20.9,20.55,-1.7
030813,030818,BS,RJR,32.19,32.1,-0.3
030813,030815,SS,BDY,25,24.19,3.2
030813,030815,SS,N/A,0,0,0
030814,030819,BS,AGIX,12.15,12.8,5.3
030814,030819,BS,CIMA,22.23,22.45,0.9
030814,030818,SS,PKN,17.15,16.69,2.6
030814,030818,SS,AUO,12.25,12.52,-2.3
030815,030820,BS,MU,12.5,13.45,7.5
030815,030820,BS,CIMA,22.01,23.65,7.4
030815,030819,SS,TRN,25.62,25.67,-0.2
030815,030819,SS,N/A,0,0,0
030818,030821,BS,NFI,50.6,54.75,8.2
030818,030821,BS,CG,20.8,23,10.5
030818,030820,SS,LENS,11.03,10.9,1.1
030818,030820,SS,CAI,44.6,43.1,3.3
030819,030822,BS,CTMI,12.8,13.3,3.9
030819,030822,BS,RJR,31.92,33.06,3.5
030819,030821,SS,UTEK,28.22,29.12,-3.2
030819,030821,SS,ST,43.96,44.06,-0.3
030820,030825,BS,TS,22.97,24.1,4.9
030820,030825,BS,OVRL,14.44,15.44,6.9
030820,030822,SS,ST,44,44.38,-0.9
030820,030822,SS,TSCO,64.45,64.82,-0.6
030821,030826,BS,PFE,29.79,29.81,0
030821,030826,BS,EL,32.88,33.8,2.7
030821,030825,SS,TUES,33.4,33.96,-1.7
030821,030825,SS,WWCA,17.4,16.86,3.1
030822,030827,BS,ASF,10.09,9.9,-1.9
030822,030827,BS,OSTE,11.09,10.65,-4
030822,030826,SS,LSI,11.73,11,6.2
030822,030826,SS,NSM,28.7,27.17,5.3
030825,030828,BS,PRA,24.5,25.54,4.2
030825,030828,BS,DL,19.08,19.82,3.8
030825,030827,SS,IRF,38.44,40.1,-4.4
030825,030827,SS,NSM,28.13,28.74,-2.2
030826,030829,BS,REG,34.9,35.17,0.7
030826,030829,BS,PRA,24.75,25.75,4
030826,030828,SS,ASML,14.9,16,-7.4
030826,030828,SS,ELBO,31.87,33.34,-4.7
030827,030902,BS,ULBI,11.86,11.46,-3.4
030827,030902,BS,MYGN,12.53,12.58,0.3
030827,030829,SS,ASML,15.46,15.77,-2.1
030827,030829,SS,IPSU,10.11,11.25,-11.3
030828,030903,BS,PFE,29.81,30.65,2.8
030828,030903,BS,KZL,30.69,31,1
030828,030902,SS,ERES,32.37,34,-5.1
030828,030902,SS,PETC,30.64,33.26,-8.6
030829,030904,BS,WCI,15.43,16.25,5.3
030829,030904,BS,MTB,84.24,85.63,1.6
030829,030903,SS,MBT,69.27,72.81,-5.2
030829,030903,SS,SWBD,10.25,10.93,-6.7
030902,030905,BS,DT,14.28,14.34,0.4
030902,030905,BS,ANPI,42.95,39.56,-7.9
030902,030904,SS,MBT,72.1,72.1,0
030902,030904,SS,SWBD,11.26,11.92,-5.9
030903,030908,BS,ANPI,41.6,38.7,-7
030903,030908,BS,DT,14.17,14.45,1.9
030903,030905,SS,TSAI,15.75,16.32,-3.7
030903,030905,SS,HYSL,35.2,35.13,0.1
030904,030909,BS,JNS,15.6,16.14,3.4
030904,030909,BS,ANPI,39.56,38.62,-2.4
030904,030908,SS,ADTN,66.14,69.18,-4.6
030904,030908,SS,TALK,14,15.95,-14
030905,030910,BS,HDL,16.19,15.65,-3.4
030905,030910,BS,SPOT,15.23,15.52,1.9
030905,030909,SS,NWK,11.35,11.4,-0.5
030905,030909,SS,NSM,32.31,33.8,-4.7
030908,030911,BS,LYO,13.75,13.4,-2.6
030908,030911,BS,ANF,27.5,27.75,0.9
030908,------,SS,N/A,0,0,0
030908,------,SS,N/A,0,0,0
030909,030912,BS,CMX,22.79,22.5,-1.3
030909,030912,BS,UTSI,37.23,35.64,-4.3
030909,030911,SS,EVOL,10.85,9.881,8.9
030909,030911,SS,AAI,16.78,17.18,-2.4
030910,030915,BS,ITG,16.5,18.25,10.6
030910,030915,BS,UTSI,35.45,38.21,7.7
030910,030912,SS,NKTR,13.57,13.83,-2
030910,030912,SS,AAI,16.7,17.78,-6.5
030911,030916,BS,INVX,11.2,11.31,0.9
030911,030916,BS,PLNR,20.87,20.41,-2.3
030911,030915,SS,CIG,12.84,13.05,-1.7
030911,030915,SS,MTZ,10.78,10.61,1.5
030912,030917,BS,PECS,16.47,16.45,-0.2
030912,030917,BS,RML,15.72,15.64,-0.6
030912,030916,SS,NANO,13.56,13.1,3.3
030912,030916,SS,AAI,17.43,17.94,-3
030915,030918,BS,TRMS,33.05,31.18,-5.7
030915,030918,BS,RML,15.43,15.65,1.4
030915,030917,SS,NVEC,40.39,41.5,-2.8
030915,030917,SS,NANO,13.7,15.1,-10.3
030916,030919,BS,SRDX,28.69,29.75,3.6
030916,030919,BS,NLY,17,16.67,-2
030916,030918,SS,MHCA,10.75,12.55,-16.8
030916,030918,SS,PKN,21.15,20.35,3.7
030917,030922,BS,NE,32.76,33,0.7
030917,030922,BS,CMX,21.65,21.6,-0.3
030917,030919,SS,PKN,21.47,21,2.1
030917,030919,SS,BID,11.61,11.95,-3
030918,030923,BS,NLY,16.65,17.08,2.5
030918,030923,BS,WOR,13.05,13,-0.4
030918,030922,SS,SCOX,20.8,19.9,4.3
030918,030922,SS,OSUR,10.4,10.51,-1.1
030919,030924,BS,SNP,25.03,27.15,8.4
030919,030924,BS,CPS,33,32.92,-0.3
030919,030923,SS,BID,12.15,11.63,4.2
030919,030923,SS,NTE,30.6,31.52,-3.1
030922,030925,BS,TRMS,28.79,28.28,-1.8
030922,030925,BS,ICCI,10.3,9.93,-3.6
030922,030924,SS,SCHN,33.94,33.46,1.4
030922,030924,SS,IBPI,13.98,13,7
030923,030926,BS,PCLN,29.49,28.22,-4.4
030923,030926,BS,BSTE,37.65,29.8,-20.9
030923,030925,SS,BRLI,12.44,11.671,6.1
030923,030925,SS,ACO,14.1,13,7.8
030924,030929,LR,BSTE,32.58,27.5,-15.6
030924,030929,LR,CDL,18.5,18.85,1.8
030924,030926,SS,MERX,18.24,15.69,13.9
030924,030926,SS,MRGE,20.68,17.27,16.4
030925,030930,LR,ARTI,17.26,17.58,1.8
030925,030930,LR,ULTE,9.88,9.94,0.6
030925,030929,SS,ROXI,10.56,8.78,16.8
030925,030929,SS,EVOL,14.1,11.52,18.2
030926,031001,LR,BSTE,27.48,28.57,3.9
030926,031001,LR,FSS,15.26,14.97,-2
030926,030930,SS,SMSC,26.58,26.98,-1.6
030926,030930,SS,MTXX,11.2,11,1.7
030929,031002,BS,EK,20.94,20.93,-0.1
030929,031002,BS,KYPH,19.4,20.4,5.1
030929,031001,SS,GERN,13.46,13.37,0.6
030929,031001,SS,ABAX,13.75,15.25,-11
030930,031003,BS,SYNO,24.45,25.15,2.8
030930,031003,BS,BONZ,15.36,16.66,8.4
030930,031002,SS,ZIGO,17.54,16.54,5.7
030930,031002,SS,TE,13.95,14.17,-1.6

Average return per trade for the Basic Strategy (BS) =   1.2          %
Risk/return ratio for the Basic Strategy =               3.2 

Average return per trade for the Low Risk Strategy (LR) =              1.1          %
Risk/return ratio for the Low Risk Strategy =            5.6 

Average return per trade for the Sell Short Strategy (SS) =            1.1          %
Risk/return ratio for the Sell Short Strategy =          5.1 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1.2          %

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