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 (%) 100105,100108,BS,EXP,25.32,24.83,-2 100105,100108,BS,POR,19.98,20.17,0.9 100105,100107,SS,STEC,19,17.92,5.6 100105,100107,SS,TSTC,22.94,23.28,-1.5 100106,100111,BS,DUG,11.52,11.22,-2.7 100106,100111,BS,CFX,11.77,12.3,4.5 100106,100108,SS,IVN,16.56,17.35,-4.8 100106,100108,SS,TSTC,24.36,23.25,4.5 100107,100112,BS,GHDX,18.85,17.19,-8.9 100107,100112,BS,ASIA,27.92,28.85,3.3 100107,100111,SS,SWIR,12.6,12.88,-2.3 100107,100111,SS,APL,11.96,11.85,0.9 100108,100113,BS,GHDX,17.55,17.4,-0.9 100108,100113,BS,MYL,17.42,17.45,0.1 100108,100112,SS,NBR,26.52,25.22,4.9 100108,100112,SS,CRS,31.12,30.41,2.2 100111,100114,BS,MED,26.32,24.86,-5.6 100111,100114,BS,TNS,22.72,23.59,3.8 100111,100113,SS,PCX,21.62,21.12,2.3 100111,100113,SS,SOLF,10.63,9.61,9.5 100112,100115,BS,GDP,22.92,22.85,-0.4 100112,100115,BS,KIRK,16.41,17.07,4 100112,100114,SS,MMR,14.33,14.56,-1.7 100112,100114,SS,CLD,16.94,16.56,2.2 100113,100119,BS,DTSI,29.71,29.83,0.4 100113,100119,BS,VPRT,53.62,51.65,-3.7 100113,100115,SS,PCX,21.08,20.2,4.1 100113,100115,SS,CCOI,11.25,11.62,-3.3 100114,100120,BS,T,26.19,26.03,-0.7 100114,100120,BS,WPP,10.47,10.82,3.3 100114,100119,SS,DPZ,10.89,11.42,-4.9 100114,100119,SS,CCOI,11.93,11.9,0.2 100115,100121,BS,KFY,15.18,14.88,-2 100115,100121,BS,GDP,21.84,23.06,5.5 100115,100120,SS,RICK,11.92,12,-0.7 100115,100120,SS,MAPP,13.89,15.23,-9.7 100119,100122,BS,MED,20.97,19.37,-7.7 100119,100122,BS,BTM,24.31,22.5,-7.5 100119,100121,SS,VOLC,20.71,19.5,5.8 100119,100121,SS,UAM,13.83,13.87,-0.3 100120,100125,LR,TNDM,16.69,16.6,-0.6 100120,100125,LR,TNE,18.23,18.24,0 100120,100122,SS,MNKD,10.71,10.27,4.1 100120,100122,SS,DXCM,10.18,9.36,8 100121,100126,LR,CXW,20.45,20.23,-1.1 100121,100126,LR,PRSC,13.3,13.36,0.4 100121,100125,SS,UAM,14.38,13.84,3.7 100121,100125,SS,SSYS,27.02,24.09,10.8 100122,100127,LR,STP,13.02,14.04,7.8 100122,100127,LR,CENX,13.12,13.05,-0.6 100122,100126,SS,SHLM,24.22,22.91,5.4 100122,100126,SS,APL,13.02,11.65,10.5 100125,100128,BS,SEE,20.07,20.32,1.2 100125,100128,BS,TSS,14.54,14.83,1.9 100125,100127,SS,KSP,14.27,14.88,-4.3 100125,100127,SS,BAS,11.17,11.02,1.3 100126,100129,BS,GMT,26.02,26.11,0.3 100126,100129,BS,PBR,40.73,42.03,3.1 100126,100128,SS,TLB,11.18,10.98,1.7 100126,100128,SS,WPZ,39.17,38.83,0.8 100127,100201,BS,DCP,11.25,12.47,10.8 100127,100201,BS,GXDX,30.175,32.39,7.3 100127,100129,SS,TRGL,13.02,12.61,3.1 100127,100129,SS,ESI,112.98,96.87,14.2 100128,100202,BS,RKT,41.95,42.78,1.9 100128,100202,BS,CII,14.05,14.35,2.1 100128,100201,SS,PVTB,13.89,13.96,-0.6 100128,100201,SS,N/A,0,0,0 100129,100203,BS,TRN,15.64,15.75,0.7 100129,100203,BS,RKT,42.69,42.37,-0.8 100129,------,SS,N/A,0,0,0 100129,------,SS,N/A,0,0,0 100201,100204,BS,GHM,15.78,15.51,-1.8 100201,100204,BS,TRN,15.9,15.3,-3.8 100201,------,SS,N/A,0,0,0 100201,------,SS,N/A,0,0,0 100202,100205,BS,GHM,16.03,15.16,-5.5 100202,100205,BS,N/A,0,0,0 100202,------,SS,N/A,0,0,0 100202,------,SS,N/A,0,0,0 100203,100208,BS,ABFS,22.51,22.47,-0.2 100203,100208,BS,NEU,90.28,84.6,-6.3 100203,100205,SS,CITP,17.41,17.47,-0.4 100203,100205,SS,N/A,0,0,0 100204,100209,LR,ATPG,13,14.27,9.7 100204,100209,LR,THRX,9.93,9.9,-0.4 100204,100208,SS,CITP,17.45,17.45,0 100204,100208,SS,N/A,0,0,0 100205,100210,BS,AMAG,37.77,36.17,-4.3 100205,100210,BS,ATPG,13.17,14.39,9.2 100205,------,SS,N/A,0,0,0 100205,------,SS,N/A,0,0,0 100208,100211,BS,AVAV,23.07,22.86,-1 100208,100211,BS,AMSC,30.88,31.39,1.6 100208,100210,SS,BRK.B,73.99,74.42,-0.6 100208,100210,SS,N/A,0,0,0 100209,100212,BS,SPN,20.2,19.9,-1.5 100209,100212,BS,N,12.66,12.41,-2 100209,100211,SS,BRK.B,74.72,76.69,-2.7 100209,100211,SS,N/A,0,0,0 100210,100216,LR,FSYS,29.18,29.91,2.5 100210,100216,LR,SCL,47.16,50.69,7.4 100210,------,SS,N/A,0,0,0 100210,------,SS,N/A,0,0,0 100211,100217,BS,PFWD,11.1,11.6,4.5 100211,100217,BS,SCL,48.6,49.91,2.6 100211,------,SS,N/A,0,0,0 100211,------,SS,N/A,0,0,0 100212,100218,BS,HOS,17.79,18.28,2.7 100212,100218,BS,EEP,48.5,50.38,3.8 100212,100217,SS,HGR,18.34,18.37,-0.2 100212,100217,SS,N/A,0,0,0 100216,100219,BS,CML,15.4,15.71,2 100216,100219,BS,CVC,22.17,22.78,2.7 100216,100218,SS,CVVT,11.94,12.07,-1.1 100216,100218,SS,EZCH,15.69,15.89,-1.3 100217,100222,BS,OPTR,11.56,11.41,-1.3 100217,100222,BS,BWY,15.56,15.64,0.5 100217,100219,SS,TXRH,13.24,13.06,1.3 100217,100219,SS,HUSA,9.91,11.85,-19.6 100218,100223,BS,TRAK,14.93,14.13,-5.4 100218,100223,BS,BT,18.18,17.9,-1.6 100218,100222,SS,HUSA,11.18,11.71,-4.8 100218,100222,SS,MEND,20.94,20.32,2.9 100219,100224,BS,SMS,17.49,16.9,-3.4 100219,100224,BS,DTO,63.97,66.64,4.1 100219,100223,SS,MEND,21.91,20.02,8.6 100219,100223,SS,HUSA,11.31,11.49,-1.6 100222,100225,LR,TLVT,27.33,27.8,1.7 100222,100225,LR,SLXP,24.25,28.76,18.5 100222,100224,SS,SII,40.03,40.85,-2.1 100222,100224,SS,N/A,0,0,0 100223,100226,BS,AMSC,27.82,28.41,2.1 100223,100226,BS,CRR,59.27,60.43,1.9 100223,100225,SS,CAGC,24,23.67,1.3 100223,100225,SS,SII,41.03,40.83,0.4 100224,100301,BS,HRB,17.32,17.43,0.6 100224,100301,BS,SWM,47.62,46,-3.5 100224,100226,SS,LBY,11.97,13.2,-10.3 100224,100226,SS,RICK,14.15,15.45,-9.2 100225,100302,BS,ORA,31.01,28.8,-7.2 100225,100302,BS,TKC,15.08,15.35,1.7 100225,100301,SS,FFBC,18.5,18.71,-1.2 100225,100301,SS,RICK,14.36,14.64,-2 100226,100303,BS,ORA,28.93,29.23,1 100226,100303,BS,TRAK,14.22,15.2,6.8 100226,100302,SS,PPO,15.09,15.15,-0.4 100226,100302,SS,RICK,15.09,14.98,0.7 100301,100304,BS,MXWL,13.74,13.37,-2.7 100301,100304,BS,MIR,12.48,12.44,-0.4 100301,100303,SS,MIL,104.84,104.98,-0.2 100301,100303,SS,ETM,10.4,11.66,-12.2 100302,100305,BS,NTRI,15.88,15.81,-0.5 100302,100305,BS,SNDA,39.33,38.73,-1.6 100302,100304,SS,BPI,19.95,19.87,0.4 100302,100304,SS,VPHM,12.71,12.89,-1.5 100303,100308,BS,MG,10.88,11.33,4.1 100303,100308,BS,NTRI,15.51,16.22,4.5 100303,100305,SS,AAWW,47.43,49.13,-3.6 100303,100305,SS,DPZ,13.52,13.89,-2.8 100304,100309,BS,RHB,25.99,26.35,1.3 100304,100309,BS,SA,22.47,22.13,-1.6 100304,100308,SS,CKEC,10.95,12,-9.6 100304,100308,SS,DPZ,14.06,13.79,1.9 100305,100310,LR,DRV,10.83,10.28,-5.1 100305,100310,LR,MDVN,12.13,12.04,-0.8 100305,100309,SS,AAWW,49.83,48.92,1.8 100305,100309,SS,MFB,20.35,21.03,-3.4 100308,100311,BS,MEI,10.03,10,-0.3 100308,100311,BS,DRV,10.43,10.29,-1.4 100308,100310,SS,BPI,20.65,19.98,3.2 100308,100310,SS,ANF,42.43,43.42,-2.4 100309,100312,BS,GDP,18.9,18.37,-2.9 100309,100312,BS,QID,17.84,17.3,-3.1 100309,100311,SS,CKEC,12.24,13,-6.3 100309,100311,SS,NCS,10.49,9.92,5.4 100310,100315,BS,RHB,25.1,25.06,-0.2 100310,100315,BS,SKF,20.59,20.6,0 100310,100312,SS,IFSIA,10.75,11.35,-5.6 100310,100312,SS,PAY,22.93,23.06,-0.6 100311,100316,BS,WMGI,16.06,16.13,0.4 100311,100316,BS,SWSI,15.34,14.95,-2.6 100311,100315,SS,AIG,37.61,34.32,8.7 100311,100315,SS,BONT,12.78,12.35,3.3 100312,100317,BS,ADY,20.15,21.67,7.5 100312,100317,BS,WG,12.9,12.1,-6.3 100312,100316,SS,RT,10.68,10.54,1.3 100312,100316,SS,FACT,27.02,26.98,0.1 100315,100318,BS,WG,12.47,12.5,0.2 100315,100318,BS,HURN,22.36,21.65,-3.2 100315,100317,SS,IFSIA,11.43,11.05,3.3 100315,100317,SS,FSIN,12.51,11.75,6 100316,100319,BS,WG,11.69,12.54,7.2 100316,100319,BS,SVN,10.47,10.35,-1.2 100316,100318,SS,OLP,14.13,15.25,-8 100316,100318,SS,N/A,0,0,0 100317,100322,BS,WHI,12.9,11.51,-10.8 100317,100322,BS,SSG,16.23,17.16,5.7 100317,100319,SS,KIRK,21.5,20.07,6.6 100317,100319,SS,N/A,0,0,0 100318,100323,BS,NBR,20.63,20.35,-1.4 100318,100323,BS,WX,14.23,14.62,2.7 100318,100322,SS,KIRK,21.45,20.78,3.1 100318,100322,SS,N/A,0,0,0 100319,100324,BS,CPX,11.98,12,0.1 100319,100324,BS,NBR,19.88,19.2,-3.5 100319,100323,SS,VICR,13.34,14.12,-5.9 100319,100323,SS,N/A,0,0,0 100322,100325,BS,WHI,11.12,10.27,-7.7 100322,100325,BS,ECA,30.45,30.5,0.1 100322,100324,SS,HBOS,12,12,0 100322,100324,SS,BPI,23.67,25.4,-7.4 100323,100326,BS,NE,40.35,39.82,-1.4 100323,100326,BS,BBG,31.17,29.68,-4.8 100323,100325,SS,WSM,26.84,27.1,-1 100323,100325,SS,JAZZ,13.31,12.33,7.3 100324,100329,BS,NRG,21.17,20.34,-4 100324,100329,BS,TLM,16.69,16.6,-0.6 100324,100326,SS,TIE,16.27,16.21,0.3 100324,100326,SS,MPG_PA,15.2,15.65,-3 100325,100330,BS,CHU,10.97,11.39,3.8 100325,100330,BS,IAG,13.21,13.66,3.4 100325,100329,SS,CLF,72.92,72.85,0 100325,100329,SS,TIE,16.88,17.18,-1.8 100326,100331,BS,RBN,23.63,23.75,0.5 100326,100331,BS,FST,25,25.61,2.4 100326,100330,SS,IMAX,17.44,18.04,-3.5 100326,100330,SS,CKEC,14.27,14,1.8 100329,100401,BS,ATAC,17.18,17.26,0.4 100329,100401,BS,MDVN,10.9,10.54,-3.4 100329,100331,SS,IDSA,17.34,16.44,5.1 100329,100331,SS,RDN,14.06,15.64,-11.3 100330,100405,BS,MDVN,10.71,10.69,-0.2 100330,100405,BS,SSYS,24.97,24.17,-3.3 100330,100401,SS,RDN,14.38,16.38,-14 100330,100401,SS,TIE,17.16,16.87,1.6 100331,100406,BS,HUN,12.05,12.53,3.9 100331,100406,BS,MDVN,10.49,10.98,4.6 100331,------,SS,N/A,0,0,0 100331,------,SS,N/A,0,0,0 100401,100407,BS,CCOI,10.05,10.23,1.7 100401,100407,BS,CRNT,10.82,10.9,0.7 100401,100406,SS,RDN,15.91,16.84,-5.9 100401,100406,SS,N/A,0,0,0 100405,100408,BS,TSTC,14.3,14.88,4 100405,100408,BS,MIR,10.52,10.43,-0.9 100405,------,SS,N/A,0,0,0 100405,------,SS,N/A,0,0,0 100406,100409,BS,SKF,18.09,17.89,-1.2 100406,100409,BS,PWRD,36.3,39.17,7.9 100406,100408,SS,AGM,13.3,15.84,-19.1 100406,100408,SS,MTG,11.99,11.95,0.3 100407,100412,BS,CAGC,22.999,23.35,1.5 100407,100412,BS,MR,34.88,35.31,1.2 100407,100409,SS,PNK,10.8,11.1,-2.8 100407,100409,SS,BYD,10.78,12.33,-14.4 100408,100413,BS,MR,33.99,34.25,0.7 100408,100413,BS,MTH,19.99,20.21,1.1 100408,100412,SS,BONT,14.9,15.69,-5.4 100408,100412,SS,AGM,14.93,14.79,0.9 100409,100414,BS,ZEP,17.55,17.07,-2.8 100409,100414,BS,CML,12.48,12.21,-2.2 100409,100413,SS,RT,12.48,11.83,5.2 100409,100413,SS,PNK,10.99,11.24,-2.3 100412,100415,BS,ZEP,17.27,17.02,-1.5 100412,100415,BS,CML,12.36,12.55,1.5 100412,100414,SS,CAR,15.09,15.29,-1.4 100412,100414,SS,BONT,15.76,17,-7.9 100413,100416,BS,TSTC,13.65,13.91,1.9 100413,100416,BS,WCG,28.01,29,3.5 100413,100415,SS,MGM,15.22,14.57,4.2 100413,100415,SS,AIG,41.31,39.98,3.2 100414,100419,BS,CAGC,19,17.68,-7 100414,100419,BS,AGU,64.67,61.97,-4.2 100414,100416,SS,MGM,15.75,14.37,8.7 100414,100416,SS,BONT,16.73,16.71,0.1 100415,100420,BS,APOG,12.88,13.24,2.7 100415,100420,BS,MPW,9.79,9.74,-0.6 100415,100419,SS,THRX,15.48,16.26,-5.1 100415,100419,SS,BID,36.14,36.94,-2.3 100416,100421,BS,RTI,26.22,27.34,4.2 100416,100421,BS,NETC,11.88,12.11,1.9 100416,100420,SS,ARII,18.4,18,2.1 100416,100420,SS,THRX,15.64,16.86,-7.9 100419,100422,BS,AKS,20.83,18.54,-11 100419,100422,BS,CAGC,17.353,18.59,7.1 100419,100421,SS,DCAI,11.2,11.2,0 100419,100421,SS,DCP,17.24,17.18,0.3 100420,100423,BS,AKS,19.35,18.82,-2.8 100420,100423,BS,STU,30.4,30.33,-0.3 100420,100422,SS,IGTE,12.96,12.36,4.6 100420,100422,SS,C_PH,145.29,142.93,1.6 100421,100426,BS,DAL,12.57,13.08,4 100421,100426,BS,AKS,18.89,19.31,2.2 100421,100423,SS,CPY,21.87,25.76,-17.8 100421,100423,SS,SCL,72.99,75.16,-3 100422,100427,BS,MRK,33.77,34.85,3.1 100422,100427,BS,EJ,17.11,17.01,-0.6 100422,100426,SS,OKSB,14.68,13.68,6.8 100422,100426,SS,PBY,12.96,12.9,0.4 100423,100428,BS,KG,10.44,9.98,-4.5 100423,100428,BS,SRS,25.48,26.21,2.8 100423,100427,SS,ORI,15.15,14.49,4.3 100423,100427,SS,ISLN,12.97,13,-0.3 100426,100429,BS,NKTR,13.62,14.08,3.3 100426,100429,BS,VNDA,10.04,8.99,-10.5 100426,------,SS,N/A,0,0,0 100426,------,SS,N/A,0,0,0 100427,100430,LR,AKS,17.43,17.12,-1.8 100427,100430,LR,CSIQ,16.84,18.22,8.1 100427,100429,SS,KWR,34.15,33.2,2.7 100427,100429,SS,IMAX,21.28,19.72,7.3 100428,100503,BS,UIS,27.99,28.16,0.6 100428,100503,BS,MFC,18.22,18.07,-0.9 100428,100430,SS,KWR,35.3,31.47,10.8 100428,100430,SS,AGM,20.12,22.52,-12 100429,100504,BS,TRAK,16,15.83,-1.1 100429,100504,BS,PPL,25,24.73,-1.1 100429,100503,SS,OC,34.19,35.87,-5 100429,100503,SS,AGM,21.73,23.54,-8.4 100430,100505,LR,RTP,50.86,47.44,-6.8 100430,100505,LR,SGY,16.3,16.26,-0.3 100430,100504,SS,IAG,17.73,17.82,-0.6 100430,100504,SS,TZOO,20.39,19.12,6.2 100503,100506,BS,RTP,47.92,47.62,-0.7 100503,100506,BS,BP,50.19,51.38,2.3 100503,------,SS,N/A,0,0,0 100503,------,SS,N/A,0,0,0 100504,100507,LR,MTA,15.9,14.85,-6.7 100504,100507,LR,CLF,54.55,56.3,3.2 100504,100506,SS,EGO,15.61,15.88,-1.8 100504,100506,SS,AVB,107.64,100.5,6.6 100505,100510,BS,MBT,20.99,21.2,1 100505,100510,BS,EWI,15.34,15.86,3.3 100505,100507,SS,PPS,27.44,26.51,3.3 100505,100507,SS,UDR,21.27,19.8,6.9 100506,100511,LR,EWO,16.65,17.83,7 100506,100511,LR,GUR,38.88,41.03,5.5 100506,100510,SS,EGO,15.71,16.18,-3 100506,100510,SS,SM,42.64,42.29,0.8 100507,100512,BS,AONE,9.63,10.23,6.2 100507,100512,BS,MGU,13.53,14.27,5.4 100507,------,SS,N/A,0,0,0 100507,------,SS,N/A,0,0,0 100510,100513,BS,MNTA,11.77,14.05,19.3 100510,100513,BS,N/A,0,0,0 100510,------,SS,N/A,0,0,0 100510,------,SS,N/A,0,0,0 100511,100514,LR,DF,9.58,9.75,1.7 100511,100514,LR,KGS,16.65,17.34,4.1 100511,100513,SS,CVGI,11.87,13.31,-12.2 100511,100513,SS,TTMI,11.35,11.57,-2 100512,100517,BS,GLL,38.71,39.27,1.4 100512,100517,BS,MON,56.83,54.8,-3.6 100512,100514,SS,ANV,22.33,19.88,10.9 100512,100514,SS,EGO,18.31,17.75,3 100513,100518,BS,UCO,11.07,10.08,-9 100513,100518,BS,OI,30.66,31.24,1.8 100513,100517,SS,CBEY,16.88,17.58,-4.2 100513,100517,SS,N/A,0,0,0 100514,100519,LR,AGO,16.45,15.39,-6.5 100514,100519,LR,UCO,10.27,9.37,-8.8 100514,100518,SS,CBEY,16.98,17.75,-4.6 100514,100518,SS,MED,36.24,35.08,3.2 100517,------,SS,N/A,0,0,0 100517,------,SS,N/A,0,0,0 100517,------,SS,N/A,0,0,0 100517,------,SS,N/A,0,0,0 100518,100521,LR,TSL,16.46,16.96,3 100518,100521,LR,AGM,15.18,13.24,-12.8 100518,100520,SS,PANL,15.19,13.43,11.5 100518,100520,SS,HHS,15.5,13.54,12.6 100519,100524,BS,ANR,35.53,35.91,1 100519,100524,BS,GGB,13.05,12.98,-0.6 100519,100521,SS,SKF,21.27,21.22,0.2 100519,100521,SS,SCO,16.33,17.33,-6.2 100520,100525,LR,APL,10.06,8.7,-13.6 100520,100525,LR,IOC,46.9,42.34,-9.8 100520,100524,SS,DG,29.31,30.01,-2.4 100520,100524,SS,ODSY,20.81,26.75,-28.6 100521,100527,BS,APL,10.25,10.43,1.7 100521,100527,BS,IOC,49.77,49.79,0 100521,100525,SS,MWN,22.69,20.77,8.4 100521,100525,SS,SKF,23.6,22.04,6.6 100524,100527,BS,CRZO,16,16.6,3.7 100524,100527,BS,N/A,0,0,0 100524,------,SS,N/A,0,0,0 100524,------,SS,N/A,0,0,0 100525,100528,BS,CRZO,16.12,18.06,12 100525,100528,BS,TDW,41.83,43.11,3 100525,100527,SS,SMN,46.91,38.28,18.3 100525,100527,SS,SKF,23.56,20.32,13.7 100527,100601,BS,TTEC,12.74,12.77,0.2 100527,100601,BS,OZM,14.62,14.735,0.7 100527,100528,SS,DG,31.07,30.23,2.7 100527,100528,SS,SA,35.4,34.61,2.2 100527,100602,BS,ABFS,23.09,22.96,-0.6 100527,100602,BS,AIXG,27.51,26.53,-3.6 100527,100601,SS,DGIT,43.4,41.71,3.8 100527,100601,SS,BJ,39.75,39.88,-0.4 100528,100603,LR,ATPG,10.64,9.5,-10.8 100528,100603,LR,HOS,15.28,14.6,-4.5 100528,------,SS,N/A,0,0,0 100528,------,SS,N/A,0,0,0 100601,100604,LR,ATPG,8.72,9.45,8.3 100601,100604,LR,HOS,13.64,14.02,2.7 100601,------,SS,N/A,0,0,0 100601,------,SS,N/A,0,0,0 100602,100607,BS,RIG,48.35,50.89,5.2 100602,100607,BS,UVV,38.62,38.865,0.6 100602,100604,SS,PANL,17.9,17.17,4 100602,100604,SS,SAM,66.85,66.74,0.1 100603,100608,BS,SCVL,22.03,21.39,-3 100603,100608,BS,CMED,10.03,11.02,9.8 100603,100607,SS,THS,48.08,46.62,3 100603,100607,SS,HUM,47.52,46.59,1.9 100604,100609,LR,SNIC,9.69,8.96,-7.6 100604,100609,LR,JOE,23.15,23.34,0.8 100604,100608,SS,GNA,11,10.98,0.1 100604,100608,SS,VIRL,10.38,9.04,12.9 100607,100610,LR,BTH,35.45,34.74,-2.1 100607,100610,LR,KBH,12.31,12.39,0.6 100607,------,SS,N/A,0,0,0 100607,------,SS,N/A,0,0,0 100608,100611,BS,MAPP,11.57,12.44,7.5 100608,100611,BS,KNXA,11.23,12.24,8.9 100608,100610,SS,EPB,29.43,29.89,-1.6 100608,100610,SS,EUO,26.38,25.4,3.7 100609,100614,LR,BP,29.2,32.39,10.9 100609,100614,LR,TLB,11.56,12.45,7.6 100609,100611,SS,RDY,31.4,31.37,0 100609,100611,SS,SJT,25.95,27.28,-5.2 100610,100615,BS,FAF,12.31,13.32,8.2 100610,100615,BS,TLVT,19.5,19.1,-2.1 100610,100614,SS,CYBX,22.69,24.29,-7.1 100610,100614,SS,SJT,26.58,27.28,-2.7 100611,100616,BS,THO,25.56,26.04,1.8 100611,100616,BS,TLVT,19.06,19.72,3.4 100611,100615,SS,HGT,21.06,21.59,-2.6 100611,100615,SS,N/A,0,0,0 100614,100617,BS,FORM,10.8,11.88,9.9 100614,100617,BS,GLBC,10.97,11,0.2 100614,100616,SS,DVOX,18,18.58,-3.3 100614,100616,SS,N/A,0,0,0 100615,100618,BS,BTH,35.85,35.2,-1.9 100615,100618,BS,GLBC,10.885,10.82,-0.6 100615,------,SS,N/A,0,0,0 100615,------,SS,N/A,0,0,0 100616,100621,BS,THO,25.64,25.93,1.1 100616,100621,BS,ALGT,47.65,45.85,-3.8 100616,------,SS,N/A,0,0,0 100616,------,SS,N/A,0,0,0 100617,100622,BS,UFPI,31.26,32.26,3.1 100617,100622,BS,GXDX,16.78,16.48,-1.8 100617,------,SS,N/A,0,0,0 100617,------,SS,N/A,0,0,0 100618,100623,BS,VVUS,10.05,9.87,-1.8 100618,100623,BS,MTH,17.53,16.85,-3.9 100618,------,SS,N/A,0,0,0 100618,------,SS,N/A,0,0,0 100621,100624,LR,WX,15.16,15.41,1.6 100621,100624,LR,TLB,11.43,11.2,-2.1 100621,100623,SS,CRUS,18.6,17.14,7.8 100621,100623,SS,OVTI,23.59,22.81,3.3 100622,100625,LR,DNDN,34.56,36.2,4.7 100622,100625,LR,EDMC,16.57,16.53,-0.3 100622,100624,SS,IGTE,14.9,14.05,5.7 100622,100624,SS,CTRP,44.93,43.48,3.2 100623,100628,BS,GXDX,15.89,15.8,-0.6 100623,100628,BS,PSS,17.33,16.44,-5.2 100623,100625,SS,RBCN,32.53,31.22,4 100623,100625,SS,N/A,0,0,0 100624,100629,BS,PSS,16.26,16.15,-0.7 100624,100629,BS,WL,11.14,11.13,-0.1 100624,------,SS,N/A,0,0,0 100624,------,SS,N/A,0,0,0 100625,100630,BS,PSS,16.46,15.79,-4.1 100625,100630,BS,IAU,12.29,12.11,-1.5 100625,------,SS,N/A,0,0,0 100625,------,SS,N/A,0,0,0 100628,100701,BS,CCME,10.34,8.8,-14.9 100628,100701,BS,BPI,17.52,15.92,-9.2 100628,100630,SS,COO,41.73,39.79,4.6 100628,100630,SS,GOLD,98.33,94.75,3.6 100629,100702,BS,LXU,13.36,13.31,-0.4 100629,100702,BS,IGT,16.13,16.11,-0.2 100629,100701,SS,BVF,19.31,18.5,4.1 100629,100701,SS,N/A,0,0,0 100630,100706,BS,RHB,21.78,21.43,-1.7 100630,100706,BS,BKS,12.9,13.25,2.7 100630,------,SS,N/A,0,0,0 100630,------,SS,N/A,0,0,0 100701,100707,BS,RHB,20.69,20.92,1.1 100701,100707,BS,BKS,13.29,12.74,-4.2 100701,100706,SS,IDT,12.8,14.43,-12.8 100701,100706,SS,N/A,0,0,0 100702,100708,BS,GGC,11.38,12.13,6.5 100702,100708,BS,CVH,17.5,18.53,5.8 100702,------,SS,N/A,0,0,0 100702,------,SS,N/A,0,0,0 100706,100709,BS,GGC,11.26,12,6.5 100706,100709,BS,N/A,0,0,0 100706,------,SS,N/A,0,0,0 100706,------,SS,N/A,0,0,0 100707,100712,BS,AMED,35.295,35.15,-0.5 100707,100712,BS,STU,22.35,22.97,2.7 100707,------,SS,N/A,0,0,0 100707,------,SS,N/A,0,0,0 100708,100713,BS,AMED,35.31,29,-17.9 100708,100713,BS,RHB,21.13,21.6,2.2 100708,------,SS,N/A,0,0,0 100708,------,SS,N/A,0,0,0 100709,100714,BS,HGG,21.19,22.58,6.5 100709,100714,BS,GGC,12.39,13.47,8.7 100709,------,SS,N/A,0,0,0 100709,------,SS,N/A,0,0,0 100712,100715,BS,AMED,35.02,25.87,-26.2 100712,100715,BS,IMAX,12.89,13.54,5 100712,------,SS,N/A,0,0,0 100712,------,SS,N/A,0,0,0 100713,100716,BS,FCN,33,33.33,1 100713,100716,BS,N/A,0,0,0 100713,------,SS,N/A,0,0,0 100713,------,SS,N/A,0,0,0 100714,100719,BS,AMED,25.76,25.52,-1 100714,100719,BS,LHCG,22.49,21.88,-2.8 100714,------,SS,N/A,0,0,0 100714,------,SS,N/A,0,0,0 100715,100720,BS,CPTS,13.01,12.51,-3.9 100715,100720,BS,AMED,26.76,24.64,-8 100715,------,SS,N/A,0,0,0 100715,------,SS,N/A,0,0,0 100716,------,SS,N/A,0,0,0 100716,------,SS,N/A,0,0,0 100716,------,SS,N/A,0,0,0 100716,------,SS,N/A,0,0,0 100719,100722,BS,GSIC,0,25.77,0 100719,100722,BS,AMED,25.06,25.74,2.7 100719,------,SS,N/A,0,0,0 100719,------,SS,N/A,0,0,0 100720,100723,BS,JST,10.94,10.95,0 100720,100723,BS,CALM,29.65,30.04,1.3 100720,------,SS,N/A,0,0,0 100720,------,SS,N/A,0,0,0 100721,100726,BS,SXCI,0,65.5,0 100721,100726,BS,FOR,15.05,15.82,5.1 100721,------,SS,N/A,0,0,0 100721,------,SS,N/A,0,0,0 100722,100727,BS,GTIV,19.4,19.74,1.7 100722,100727,BS,CYH,29.92,31.6,5.6 100722,------,SS,N/A,0,0,0 100722,------,SS,N/A,0,0,0 100723,100728,BS,AMED,23.46,25.58,9 100723,100728,BS,DVA,56.83,60.41,6.2 100723,100727,SS,CPX,18.43,19.1,-3.7 100723,100727,SS,N/A,0,0,0 Average return per trade for the Basic Strategy (BS) = 0.3 % Risk/return ratio for the Basic Strategy = 11.7 Average return per trade for the Low Risk Strategy (LR) = 0.4 % Risk/return ratio for the Low Risk Strategy = 13.9 Average return per trade for the Sell Short Strategy (SS) = 0.1 % Risk/return ratio for the Sell Short Strategy = 61.2 Average return per trade for the Combined Strategy = 0.5*(BS+SS) = 0.2 % Real results for the Sell Short Strategy can be different because of the Uptick Rule