Recent performance of trading strategies
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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 (%)
041001,041006,BS,RTSX,10.25,10.1,-1.5
041001,041006,BS,ERES,12.96,14.5,11.8
041001,041005,SS,HOC,26,26.57,-2.2
041001,041005,SS,PCU,52.5,53.16,-1.3
041004,041007,BS,GYMB,13.37,13.05,-2.4
041004,041007,BS,USPI,32.599,34.3,5.2
041004,041006,SS,CRK,22.5,22.78,-1.3
041004,041006,SS,KWK,35.1,37.16,-5.9
041005,041008,BS,RESP,49.17,46.92,-4.6
041005,041008,BS,PDX,53,54.65,3.1
041005,041007,SS,IIIN,16.75,16.4,2
041005,041007,SS,MTEX,16.65,17.33,-4.1
041006,041011,LR,APPX,25.15,26.35,4.7
041006,041011,LR,SLXP,18,18,0
041006,041008,SS,TNP,41,39.96,2.5
041006,041008,SS,FRO,53.15,54.55,-2.7
041007,041012,LR,LAVA,13.3,12.7,-4.6
041007,041012,LR,EXM,30.86,33.8,9.5
041007,041011,SS,BPT,45.9,49.58,-8.1
041007,041011,SS,PKZ,39.5,36.91,6.5
041008,041013,BS,GYMB,11.96,12.24,2.3
041008,041013,BS,CHIR,35.63,33.66,-5.6
041008,041012,SS,UCAD,11.93,14.7,-23.3
041008,041012,SS,BPT,46.6,44.71,4
041011,041014,BS,AGI,10.63,10.93,2.8
041011,041014,BS,CHIR,34.25,32.78,-4.3
041011,041013,SS,STTX,30.43,25.71,15.5
041011,041013,SS,BPT,48.5,44.41,8.4
041012,041015,BS,LAVA,12.4,12.54,1.1
041012,041015,BS,SWIR,16.35,16.29,-0.4
041012,041014,SS,UCAD,14.7,13,11.5
041012,041014,SS,OSG,55.5,54.28,2.1
041013,041018,BS,CHIR,31.87,31.59,-0.9
041013,041018,BS,NPSP,18.31,17.7,-3.4
041013,041015,SS,UCAD,16.05,14.45,9.9
041013,041015,SS,SNDA,33.7,27.95,17
041014,041019,BS,MNC,19.12,18,-5.9
041014,041019,BS,TEN,11.52,11.6,0.6
041014,041018,SS,MTEX,19.4,15.56,19.7
041014,041018,SS,UCAD,15.615,15.1,3.2
041015,041020,BS,CPWM,29.77,30.35,1.9
041015,041020,BS,AIG,57.85,57.26,-1.1
041015,041019,SS,ENER,20.11,19.3,4
041015,041019,SS,FCEL,12.93,12.49,3.4
041018,041021,BS,MMC,25.57,24.98,-2.4
041018,041021,BS,LKQX,14.64,14.51,-0.9
041018,041020,SS,EENC,17,16.77,1.3
041018,041020,SS,GFI,15.1,14.4,4.6
041019,041022,LR,LF,11.99,12.12,1
041019,041022,LR,UNM,12.19,13.07,7.2
041019,041021,SS,RIMM,87.2,89.56,-2.8
041019,041021,SS,EUBK,21.1,20.65,2.1
041020,041025,BS,APPX,21.68,24,10.7
041020,041025,BS,MNC,17.33,17.23,-0.6
041020,041022,SS,ELOS,20.47,18.37,10.2
041020,041022,SS,AMD,14.76,15.56,-5.5
041021,041026,BS,VSTA,13.099,13.15,0.3
041021,041026,BS,BDY,16.61,15.3,-7.9
041021,041025,SS,AMD,15.73,15.5,1.4
041021,041025,SS,ELOS,20.9,19.19,8.1
041022,041027,BS,BDY,14.8,15.15,2.3
041022,041027,BS,SIRF,10.98,10.8,-1.7
041022,041026,SS,OSTK,48.46,53.45,-10.3
041022,041026,SS,JUPM,22.18,20.34,8.2
041025,041028,BS,EYE,15.87,15.9,0.1
041025,041028,BS,TSN,14.12,14.68,3.9
041025,041027,SS,OSTK,54.01,57.4,-6.3
041025,041027,SS,GOOG,176.28,185.97,-5.5
041026,041029,BS,DNA,42.87,46,7.3
041026,041029,BS,TNL,16.1,16.07,-0.2
041026,041028,SS,BNN,35.3,35.22,0.2
041026,041028,SS,TRDO,13.5,13.79,-2.2
041027,041101,BS,EXM,23.35,26.73,14.4
041027,041101,BS,VVTV,10.47,10.43,-0.4
041027,041029,SS,TKC,14.49,15.3,-5.6
041027,041029,SS,PLMD,34.47,35,-1.6
041028,041102,BS,SKX,11.41,11.1,-2.8
041028,041102,BS,SWC,12.34,10.89,-11.8
041028,041101,SS,MSTR,60.8,60.2,0.9
041028,041101,SS,FFIV,39.54,39.87,-0.9
041029,041103,BS,BW,15.6,15.72,0.7
041029,041103,BS,IMCL,43.8,45.59,4
041029,041102,SS,BG,48.99,48.85,0.2
041029,041102,SS,PECS,14.25,14.4,-1.1
041101,041104,LR,ANIK,10.24,9.47,-7.6
041101,041104,LR,GIVN,29.75,29.45,-1.1
041101,041103,SS,VIRL,15.98,15.57,2.5
041101,041103,SS,TRID,13.44,13.88,-3.3
041102,041105,LR,GIVN,27.1,30.22,11.5
041102,041105,LR,PMTI,18.19,18.76,3.1
041102,041104,SS,CRM,22.5,20.58,8.5
041102,041104,SS,FORM,24.8,24.04,3
041103,041108,BS,GPRO,31.95,38.22,19.6
041103,041108,BS,IPXL,13,11.52,-11.4
041103,041105,SS,ECST,10.89,13.4,-23.1
041103,041105,SS,CVTX,17.94,18.25,-1.8
041104,041109,BS,IPXL,10.07,10.91,8.3
041104,041109,BS,QCOM,38.07,38.8,1.9
041104,041108,SS,ASCA,38,40.36,-6.3
041104,041108,SS,USG,27.85,28.63,-2.9
041105,041110,BS,CFC,30.86,31,0.4
041105,041110,BS,MRK,26.21,25.6,-2.4
041105,041109,SS,FGMG,24.9,24.75,0.6
041105,041109,SS,BEBE,36.95,35.8,3.1
041108,041111,LR,DWSN,17.63,18.35,4
041108,041111,LR,NVTL,18.9,20,5.8
041108,041110,SS,ASCA,40.24,40.3,-0.2
041108,041110,SS,WCG,26.65,26.83,-0.7
041109,041112,BS,PSRC,16.46,16.07,-2.4
041109,041112,BS,JOSB,24.95,26.36,5.6
041109,041111,SS,MCRI,34.09,33.66,1.2
041109,041111,SS,TASR,55.901,57.95,-3.7
041110,041115,LR,ASKJ,24.1,25.135,4.2
041110,041115,LR,PSRC,15.55,15.25,-2
041110,041112,SS,ECST,15.8,17.26,-9.3
041110,041112,SS,COGT,28.5,28.52,-0.1
041111,041116,BS,CAB,22.87,23.75,3.8
041111,041116,BS,XIDE,13.5,10.3,-23.8
041111,041115,SS,ECST,18.56,19.33,-4.2
041111,041115,SS,TASR,58.26,60.85,-4.5
041112,041117,BS,BID,15.5,15.48,-0.2
041112,041117,BS,SPP,12.55,13.05,3.9
041112,041116,SS,MFLX,17.02,18.04,-6
041112,041116,SS,KFX,11.2,12.24,-9.3
041115,041118,BS,ENZN,15.05,14.71,-2.3
041115,041118,BS,TACT,21.51,20.05,-6.8
041115,041117,SS,MFLX,17.41,17.04,2.1
041115,041117,SS,OPWV,14.67,13.92,5.1
041116,041119,LR,XIDE,10.32,10.5,1.7
041116,041119,LR,ZBRA,48.48,51.44,6.1
041116,041118,SS,NGPS,19.65,19.76,-0.6
041116,041118,SS,MCRI,38.89,34.2,12
041117,041122,BS,INSP,44.34,44.5,0.3
041117,041122,BS,CAB,22.85,21.8,-4.6
041117,041119,SS,BOOM,11.57,10.94,5.4
041117,041119,SS,NGPS,20.3,19.35,4.6
041118,041123,BS,BVF,14.88,14.79,-0.7
041118,041123,BS,CAB,22.58,21.42,-5.2
041118,041122,SS,WPTE,12.29,11.63,5.3
041118,041122,SS,NYNY,11.55,10.15,12.1
041119,041124,BS,MATK,39.61,40.82,3
041119,041124,BS,CLE,21.72,21.47,-1.2
041119,041123,SS,WLT,21.57,24.35,-12.9
041119,041123,SS,NYNY,12.8,10.7,16.4
041122,041126,BS,OSIP,54.22,49.8,-8.2
041122,041126,BS,FWHT,16.82,18.48,9.8
041122,041124,SS,BOOM,11.54,16.07,-39.3
041122,041124,SS,ADSK,63.89,64.69,-1.3
041123,041129,BS,DIOD,24.71,25.24,2.1
041123,041129,BS,OSIP,52.38,51.075,-2.5
041123,041126,SS,DCAI,13.25,16.59,-25.3
041123,041126,SS,X,49.96,51.25,-2.6
041124,041130,BS,OSIP,49.41,47.56,-3.8
041124,041130,BS,AGIX,23.66,23.75,0.3
041124,041129,SS,LCAV,36.35,34.58,4.8
041124,041129,SS,NGPS,23.56,26.479,-12.4
041126,041201,BS,ANT,36.64,37.6,2.6
041126,041201,BS,SEAC,16.59,17.26,4
041126,041130,SS,ANTP,11.53,10.53,8.6
041126,041130,SS,PACT,10.54,11.39,-8.1
041129,041202,BS,CNCT,20.3,21.5,5.9
041129,041202,BS,DY,28.4,29.4,3.5
041129,041201,SS,AAPL,69,67.79,1.7
041129,041201,SS,ADBL,30.6,28.78,5.9
041130,041203,BS,PHRM,42.34,44.19,4.3
041130,041203,BS,CLE,20.35,20.35,0
041130,041202,SS,IPS,40,37.4,6.4
041130,041202,SS,AKS,13.47,12.1,10.1
041201,041206,BS,WTZ,9.7,9.25,-4.7
041201,041206,BS,NOVN,17.86,16.955,-5.1
041201,041203,SS,AEXCA,13.45,20.2,-50.2
041201,041203,SS,TONS,41,39.75,3
041202,041207,BS,BVN,22.2,21.77,-2
041202,041207,BS,KMP,44.01,43.95,-0.2
041202,041206,SS,AEXCA,13.15,21.95,-67
041202,041206,SS,GOL,25.5,26.9,-5.5
041203,041208,BS,CHIC,10.82,10.18,-6
041203,041208,BS,GES,12.98,12.4,-4.5
041203,041207,SS,XRTX,17.14,16.16,5.7
041203,041207,SS,AEXCA,18.1,19.15,-5.9
041206,041209,BS,DDN,17.95,17.5,-2.6
041206,041209,BS,FOSL,25.16,25,-0.7
041206,041208,SS,AGEN,11.3,8.71,22.9
041206,041208,SS,PWER,10.29,9.67,6
041207,041210,BS,NAVR,14.76,14.85,0.6
041207,041210,BS,DDN,17.2,17.42,1.2
041207,041209,SS,NVDA,22.99,22.87,0.5
041207,041209,SS,AEXCA,22.4,20.4,8.9
041208,041213,BS,GMTN,10.61,11.19,5.4
041208,041213,BS,GES,12.09,12.13,0.3
041208,041210,SS,ASFI,25.49,24.66,3.2
041208,041210,SS,NVDA,23.16,23.31,-0.7
041209,041214,BS,VIP,27.1,31.05,14.5
041209,041214,BS,ALDN,24.09,25.84,7.2
041209,041213,SS,KCI,68.4,70.81,-3.6
041209,041213,SS,TLWT,16.4,16.2,1.2
041210,041215,BS,TRN,31.66,32.89,3.8
041210,041215,BS,AAI,10.7,10.97,2.5
041210,041214,SS,JOBS,46.69,48.9,-4.8
041210,041214,SS,VLTR,25.46,23.88,6.2
041213,041216,BS,VNT,20.55,20.82,1.3
041213,041216,BS,ALTR,20.17,20.13,-0.2
041213,041215,SS,JOBS,52.39,47.87,8.6
041213,041215,SS,ANTP,14.51,18.97,-30.8
041214,041217,BS,TKLC,19.46,19.57,0.5
041214,041217,BS,TLK,19.35,20.85,7.7
041214,041216,SS,ANTP,20,19.97,0.1
041214,041216,SS,SNDS,14.89,14.41,3.2
041215,041220,BS,MBT,119.01,129.9,9.1
041215,041220,BS,GOAM,9.86,10.02,1.6
041215,041217,SS,MMSI,14.51,15.03,-3.6
041215,041217,SS,IOTN,11.28,9.66,14.3
041216,041221,LR,SYMC,25.13,24.14,-4
041216,041221,LR,AIRT,19.57,19.49,-0.5
041216,041220,SS,MSO,31.25,25.7,17.7
041216,041220,SS,NSS,28.5,27.91,2
041217,041222,BS,AIRT,18.746,19,1.3
041217,041222,BS,EAGL,29.75,30.16,1.3
041217,041221,SS,WLT,32.75,33,-0.8
041217,041221,SS,ANTP,20.5,26.45,-29.1
041220,041223,BS,EAGL,28.55,30.3,6.1
041220,041223,BS,MAGS,11.12,11.69,5.1
041220,041222,SS,ANTP,23.5,22.33,4.9
041220,041222,SS,ATPG,17.76,17.45,1.7
041221,041227,BS,NWY,17.09,16.8,-1.7
041221,041227,BS,LEG,27.09,27.61,1.9
041221,041223,SS,NGPS,35.5,37.5,-5.7
041221,041223,SS,ASHW,11,10.52,4.3
041222,041228,BS,AZN,35.88,36.74,2.3
041222,041228,BS,AFCO,20.17,20.71,2.6
041222,041227,SS,NGPS,39.18,43.25,-10.4
041222,041227,SS,SNDS,18.13,12.84,29.1
041223,041229,BS,INCX,15.9,18.86,18.6
041223,041229,BS,SFL,21.2,21.1,-0.5
041223,041228,SS,CMN,35.09,36.35,-3.6
041223,041228,SS,RIV,41.8,39,6.6
041227,041230,LR,FRO,44.4,44.99,1.3
041227,041230,LR,GMR,39.15,39.5,0.8
041227,041229,SS,CMN,36.71,37.16,-1.3
041227,041229,SS,MIKN,10.4,10.21,1.8
041228,041231,BS,R,47.07,47.85,1.6
041228,041231,BS,LFUS,33.15,34.1,2.8
041228,041230,SS,ANTP,32.22,46.75,-45.1
041228,041230,SS,ANGO,20.95,20.18,3.6
041229,050103,BS,LMT,55.25,55.4,0.2
041229,050103,BS,SYMC,24.85,26.16,5.2
041229,041231,SS,ANTP,36.84,49.06,-33.2
041229,041231,SS,ZEUS,30.28,26.51,12.4
041230,050104,BS,LAVA,12.63,12.25,-3.1
041230,050104,BS,FRO,44.82,41.6,-7.2
041230,050103,SS,LACO,16.7,16.11,3.5
041230,050103,SS,ZOLT,14.83,15.07,-1.7
041231,050105,BS,FRO,44.36,43.29,-2.5
041231,050105,BS,LAVA,12.51,11.25,-10.1
041231,050104,SS,ANTP,50.29,45.45,9.6
041231,050104,SS,ULBI,20.57,18.44,10.3

Average return per trade for the Basic Strategy (BS) =   0.9          %
Risk/return ratio for the Basic Strategy =               4.2 

Average return per trade for the Low Risk Strategy (LR) =              2.1          %
Risk/return ratio for the Low Risk Strategy =            1.5 

Average return per trade for the Sell Short Strategy (SS) =           -0.8          %
Risk/return ratio for the Sell Short Strategy =         -10.7 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     0            %

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