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 (%) 110103,110106,BS,EDZ,19.73,19.83,0.5 110103,110106,BS,CEPH,61.76,60.93,-1.4 110103,110105,SS,AFOP,16.07,17.11,-6.5 110103,110105,SS,AGQ,159.96,142.3,11 110104,110107,BS,CLDA,14.8,15.3,3.3 110104,110107,BS,OXPS,14.79,14.73,-0.5 110104,110106,SS,MCP,62.76,52.86,15.7 110104,110106,SS,AFOP,18.12,16.91,6.6 110105,110110,BS,EHTH,12.87,12.59,-2.2 110105,110110,BS,ADC,23.1,23.29,0.8 110105,110107,SS,ANR,62.66,65.25,-4.2 110105,110107,SS,MCP,60.08,54.4,9.4 110106,110111,BS,ADC,22.06,23.68,7.3 110106,110111,BS,PLCE,45.91,45.81,-0.3 110106,110110,SS,SCOK,13.55,13.23,2.3 110106,110110,SS,N/A,0,0,0 110107,110112,BS,VICR,15.07,15.72,4.3 110107,110112,BS,PLCE,44.31,46.1,4 110107,------,SS,N/A,0,0,0 110107,------,SS,N/A,0,0,0 110110,110113,BS,IBN,44.72,45.94,2.7 110110,110113,BS,BAP,110.8,114.17,3 110110,------,SS,N/A,0,0,0 110110,------,SS,N/A,0,0,0 110111,110114,BS,DSW,33.91,34.99,3.1 110111,110114,BS,VCI,30,30.2,0.6 110111,------,SS,N/A,0,0,0 110111,------,SS,N/A,0,0,0 110112,110118,BS,PETS,15.53,15.8,1.7 110112,110118,BS,FDO,43.33,43.16,-0.4 110112,------,SS,N/A,0,0,0 110112,------,SS,N/A,0,0,0 110113,110119,BS,BVN,43.06,44.74,3.9 110113,110119,BS,SOXS,12.69,12.16,-4.2 110113,------,SS,N/A,0,0,0 110113,------,SS,N/A,0,0,0 110114,110120,BS,BVN,42.22,42.63,0.9 110114,110120,BS,EHTH,12.25,12.15,-0.9 110114,------,SS,N/A,0,0,0 110114,------,SS,N/A,0,0,0 110118,110121,BS,VXX,30.56,31.04,1.5 110118,110121,BS,ERY,19.74,20.26,2.6 110118,------,SS,N/A,0,0,0 110118,------,SS,N/A,0,0,0 110119,110124,BS,ICGE,12.59,12.03,-4.5 110119,110124,BS,SBH,12.66,12.84,1.4 110119,------,SS,N/A,0,0,0 110119,------,SS,N/A,0,0,0 110120,110125,LR,AIG,43.18,42.34,-2 110120,110125,LR,TSLA,22.62,24.65,8.9 110120,------,SS,N/A,0,0,0 110120,------,SS,N/A,0,0,0 110121,110126,BS,KITD,13.91,14.3,2.8 110121,110126,BS,THRX,22.15,21.78,-1.7 110121,------,SS,N/A,0,0,0 110121,------,SS,N/A,0,0,0 110124,110127,BS,AIG,41.95,42.12,0.4 110124,110127,BS,INCY,14.42,15.12,4.8 110124,------,SS,N/A,0,0,0 110124,------,SS,N/A,0,0,0 110125,110128,LR,GNK,11.91,11.52,-3.3 110125,110128,LR,WHX,15.49,17.97,16 110125,------,SS,N/A,0,0,0 110125,------,SS,N/A,0,0,0 110126,110131,BS,XRS,12.35,13.32,7.8 110126,110131,BS,WWE,11.76,12.02,2.2 110126,------,SS,N/A,0,0,0 110126,------,SS,N/A,0,0,0 110127,110201,BS,DGW,11.24,10.55,-6.2 110127,110201,BS,CLNE,12.56,11.99,-4.6 110127,------,SS,N/A,0,0,0 110127,------,SS,N/A,0,0,0 110128,110202,BS,CLNE,11.97,12,0.2 110128,110202,BS,MBI,10.75,10.89,1.3 110128,------,SS,N/A,0,0,0 110128,------,SS,N/A,0,0,0 110131,110203,BS,SNDK,45.37,48.58,7 110131,110203,BS,DGW,10.55,10.25,-2.9 110131,------,SS,N/A,0,0,0 110131,------,SS,N/A,0,0,0 110201,110204,BS,ERY,17.14,17.06,-0.5 110201,110204,BS,DUG,31.08,30.95,-0.5 110201,------,SS,N/A,0,0,0 110201,------,SS,N/A,0,0,0 110202,110207,BS,F,15.4,15.84,2.8 110202,110207,BS,SIGA,10.93,11.55,5.6 110202,------,SS,N/A,0,0,0 110202,------,SS,N/A,0,0,0 110203,110208,BS,CIS,21.7,23.43,7.9 110203,110208,BS,TEN,38.5,40.82,6 110203,------,SS,N/A,0,0,0 110203,------,SS,N/A,0,0,0 110204,110209,BS,SOXS,10.59,10.81,2 110204,110209,BS,NXTM,22.01,22,-0.1 110204,------,SS,N/A,0,0,0 110204,------,SS,N/A,0,0,0 110207,110210,BS,TRGL,13.15,12.95,-1.6 110207,110210,BS,AOL,21.19,20.59,-2.9 110207,------,SS,N/A,0,0,0 110207,------,SS,N/A,0,0,0 110208,110211,BS,ZSL,9.75,9.9,1.5 110208,110211,BS,TYP,18.69,19.27,3.1 110208,110210,SS,SGI,14.61,15.45,-5.8 110208,110210,SS,DSCI,10.9,12.6,-15.6 110209,110214,BS,TX,36.75,36.42,-0.9 110209,110214,BS,CSFS,12.03,12.4,3 110209,110211,SS,SGI,15.6,15.73,-0.9 110209,110211,SS,CVI,18.78,19.35,-3.1 110210,110215,BS,TRGL,12.22,13.63,11.5 110210,110215,BS,HTHT,17.29,17.93,3.7 110210,110214,SS,DSCI,12.44,11.85,4.7 110210,110214,SS,SBGI,11.37,12.17,-7.1 110211,110216,BS,CCME,11.92,13.1,9.8 110211,110216,BS,TZA,13.16,13.09,-0.6 110211,110215,SS,JDSU,25.71,25.05,2.5 110211,110215,SS,FTO,25.11,26.02,-3.7 110214,110217,LR,ENOC,19.07,18.58,-2.6 110214,110217,LR,AUTC,22.28,22,-1.3 110214,110216,SS,FNSR,43.77,42.59,2.6 110214,110216,SS,RICK,11.12,11.41,-2.7 110215,110218,BS,AUTC,20.25,21.23,4.8 110215,110218,BS,UCO,10.48,10.72,2.2 110215,110217,SS,MERC,13.16,13.91,-5.7 110215,110217,SS,DK,10.48,11.49,-9.7 110216,110222,BS,REXX,10.85,11.6,6.9 110216,110222,BS,CTRP,39.22,38.94,-0.8 110216,110218,SS,MERC,12.59,13.64,-8.4 110216,110218,SS,DK,10.95,10.65,2.7 110217,110223,BS,ENOC,17.97,18.81,4.6 110217,110223,BS,SCOK,10.42,10.38,-0.4 110217,110222,SS,TSO,24.84,23.64,4.8 110217,110222,SS,MERC,13.2,12.87,2.4 110218,110224,BS,TCK,55.08,53.43,-3 110218,110224,BS,AKAM,41.57,39.87,-4.1 110218,110223,SS,IL,27.46,25.54,6.9 110218,110223,SS,SOL,13.24,11.67,11.8 110222,110225,LR,HXM,27.93,28.01,0.2 110222,110225,LR,LNCE,17.29,17.84,3.1 110222,110224,SS,MERU,26.28,21.7,17.4 110222,110224,SS,AH,21.82,20.87,4.3 110223,110228,BS,THO,31.53,32.81,4 110223,110228,BS,ASIA,18.83,19.95,5.9 110223,110225,SS,MENT,15.77,15.68,0.5 110223,110225,SS,AGQ,178.55,179.82,-0.8 110224,110301,BS,ORA,24.01,24.96,3.9 110224,110301,BS,HSFT,24.99,24.5,-2 110224,110228,SS,DNR,24.26,24.23,0.1 110224,110228,SS,BEXP,34.66,36.58,-5.6 110225,110302,BS,RST,15.16,13.38,-11.8 110225,110302,BS,ICLR,19.79,19.83,0.2 110225,110301,SS,OCLR,18.52,16.74,9.6 110225,110301,SS,IL,28.82,28.36,1.5 110228,110303,BS,NOAH,12.96,14.45,11.4 110228,110303,BS,LFT,28.97,28.89,-0.3 110228,110302,SS,SRZ,10.78,11.29,-4.8 110228,110302,SS,BEXP,36.48,36.02,1.2 110301,110304,LR,HSFT,20.65,20.56,-0.5 110301,110304,LR,RST,13.19,13.46,2 110301,110303,SS,SD,11.14,10.4,6.6 110301,110303,SS,SLW,43.8,43.72,0.1 110302,110307,BS,RST,12.62,13.52,7.1 110302,110307,BS,CEDC,13.73,12.57,-8.5 110302,110304,SS,TESO,18.87,18.56,1.6 110302,110304,SS,SSRI,28.62,29.6,-3.5 110303,110308,BS,CCSC,17.75,18.1,1.9 110303,110308,BS,HSFT,19.76,20.94,5.9 110303,110307,SS,SRZ,11.54,11.55,-0.1 110303,110307,SS,HNR,16.47,16.52,-0.4 110304,110309,BS,BKS,12.2,11.65,-4.6 110304,110309,BS,MOTR,14.14,13.6,-3.9 110304,------,SS,N/A,0,0,0 110304,------,SS,N/A,0,0,0 110307,110310,BS,JKS,23.89,23.22,-2.9 110307,110310,BS,PNK,11.9,12.45,4.6 110307,110309,SS,MVG,12.82,12.65,1.3 110307,110309,SS,NGD,11,10.49,4.6 110308,110311,BS,CIS,17.39,15.25,-12.4 110308,110311,BS,VIT,29.74,29.53,-0.8 110308,110310,SS,JAZZ,29.06,27.46,5.5 110308,110310,SS,IOSP,29.24,28.09,3.9 110309,110314,BS,CIS,16.24,14.91,-8.2 110309,110314,BS,CISG,14.98,14.42,-3.8 110309,110311,SS,BRNC,10.29,10.03,2.5 110309,110311,SS,AH,25,23.64,5.4 110310,110315,LR,NVDA,17.92,17.3,-3.5 110310,110315,LR,CIS,15.35,14.42,-6.1 110310,------,SS,N/A,0,0,0 110310,------,SS,N/A,0,0,0 110311,110316,BS,SPWRA,14.27,15.97,11.9 110311,110316,BS,SPWRB,14.18,15.66,10.4 110311,110315,SS,AUTC,39,38.34,1.6 110311,110315,SS,GMCR,60.56,58.99,2.5 110314,110317,BS,AMSC,23.19,24.11,3.9 110314,110317,BS,PTP,36.68,35.1,-4.4 110314,110316,SS,UNG,10.76,10.51,2.3 110314,110316,SS,AHD,21.09,22.04,-4.6 110315,110318,BS,URA,14.5,14.26,-1.7 110315,110318,BS,GNCMA,10,9.72,-2.8 110315,110317,SS,NDN,19.44,19.5,-0.4 110315,110317,SS,UNG,10.21,11.09,-8.7 110316,110321,LR,CCJ,29.64,31.37,5.8 110316,110321,LR,URA,13.55,15.94,17.6 110316,110318,SS,RBCN,27.04,26.9,0.5 110316,110318,SS,UNG,10.64,11.11,-4.5 110317,110322,BS,CCJ,28.1,32.4,15.3 110317,110322,BS,HOLI,12.04,12.38,2.8 110317,110321,SS,RBCN,28.6,26.49,7.3 110317,110321,SS,GLNG,22.57,23.51,-4.2 110318,110323,BS,XXIA,14.81,14.93,0.8 110318,110323,BS,SANM,10.5,10.35,-1.5 110318,------,SS,N/A,0,0,0 110318,------,SS,N/A,0,0,0 110321,110324,BS,RURL,12.38,12.3,-0.7 110321,110324,BS,SANM,10.22,10.6,3.7 110321,------,SS,N/A,0,0,0 110321,------,SS,N/A,0,0,0 110322,110325,BS,YPF,41.95,41.6,-0.9 110322,110325,BS,FFIV,91.67,95,3.6 110322,------,SS,N/A,0,0,0 110322,------,SS,N/A,0,0,0 110323,110328,BS,ONE,15.29,14.48,-5.3 110323,110328,BS,YPF,41.43,42.03,1.4 110323,110325,SS,ABAX,30.6,29.27,4.3 110323,110325,SS,DTG,59.24,64.46,-8.9 110324,110329,BS,DANG,19.28,21.77,12.9 110324,110329,BS,END,11.4,11.55,1.3 110324,110328,SS,HMY,14.19,14.22,-0.3 110324,110328,SS,TZOO,58.12,64.75,-11.5 110325,110330,BS,HMC,36.81,37.87,2.8 110325,110330,BS,ONE,14.48,14.74,1.7 110325,110329,SS,DTG,63.54,65.49,-3.1 110325,110329,SS,MSI,44.5,44.12,0.8 110328,110331,BS,HSFT,18.3,19.13,4.5 110328,110331,BS,FXCM,11.61,12.6,8.5 110328,------,SS,N/A,0,0,0 110328,------,SS,N/A,0,0,0 110329,110401,BS,VELT,10.45,12.4,18.6 110329,110401,BS,HIT,49.21,52.04,5.7 110329,110331,SS,VHC,17,19.91,-17.2 110329,110331,SS,ADES,23.94,21.85,8.7 110330,110404,BS,TZA,35.48,34.33,-3.3 110330,110404,BS,EDZ,18.38,16.77,-8.8 110330,110401,SS,VHC,20,21.25,-6.3 110330,110401,SS,OLN,22.55,23.12,-2.6 110331,110405,BS,EDZ,17.88,16.82,-6 110331,110405,BS,MAPP,13.79,13.96,1.2 110331,110404,SS,NNBR,18.75,18.65,0.5 110331,110404,SS,VHC,20.3,23.45,-15.6 110401,110406,BS,EDZ,17.05,16.22,-4.9 110401,110406,BS,EEV,28.47,27.54,-3.3 110401,110405,SS,YZC,38.27,38.08,0.4 110401,110405,SS,SSW,20.01,20.85,-4.2 110404,110407,BS,LEDS,14.46,11.92,-17.6 110404,110407,BS,FXP,24.88,25.17,1.1 110404,110406,SS,WPRT,24.45,27.21,-11.3 110404,110406,SS,LOGM,46.87,45.57,2.7 110405,110408,BS,MERU,16.05,15.74,-2 110405,110408,BS,KBH,11.69,11.84,1.2 110405,110407,SS,VTUS,15,13.66,8.9 110405,110407,SS,VHC,24.01,27.25,-13.5 110406,110411,BS,MERU,15.65,15.43,-1.5 110406,110411,BS,UAL,21.23,19.71,-7.2 110406,110408,SS,AG,26.44,24.54,7.1 110406,110408,SS,ANV,41.29,40.56,1.7 110407,110412,BS,AMSC,13.3,13.25,-0.4 110407,110412,BS,RVBD,32.47,32.56,0.2 110407,110411,SS,MAKO,26.36,25.97,1.4 110407,110411,SS,GNOM,10.7,11.13,-4.1 110408,110413,LR,DTO,37.62,42.52,13 110408,110413,LR,SCO,36.59,40.77,11.4 110408,110412,SS,EXK,12.37,10.9,11.8 110408,110412,SS,VHC,27.85,21.71,22 110411,110414,BS,GBX,25.16,24.22,-3.8 110411,110414,BS,FAF,15.49,15.36,-0.9 110411,110413,SS,ANV,41.4,37.87,8.5 110411,110413,SS,AGQ,268.09,258.98,3.3 110412,110415,LR,PETD,42.13,41.94,-0.5 110412,110415,LR,XIDE,9.61,9.79,1.8 110412,110414,SS,NSM,24.06,24.11,-0.3 110412,110414,SS,MFN,15.27,15.52,-1.7 110413,110418,BS,EPU,40.08,40.18,0.2 110413,110418,BS,BVN,38.82,39.09,0.6 110413,110415,SS,REE,16.28,15.62,4 110413,110415,SS,STX,16.27,17.64,-8.5 110414,110419,BS,SCCO,35.87,35.3,-1.6 110414,110419,BS,LPS,29.29,28.48,-2.8 110414,110418,SS,YOKU,58,65.36,-12.7 110414,110418,SS,MFN,15.49,15.71,-1.5 110415,110420,BS,WWE,11.26,11.19,-0.7 110415,110420,BS,CGV,33.17,34.18,3 110415,110419,SS,AGQ,282.79,305.12,-7.9 110415,110419,SS,YOKU,65.19,67.27,-3.2 110418,110421,BS,CRUS,15.2,17.08,12.3 110418,110421,BS,MSB,34.09,35.18,3.1 110418,110420,SS,GNOM,13.85,14.69,-6.1 110418,110420,SS,PSLV,19.94,21.67,-8.7 110419,110425,BS,DMD,16.35,15.48,-5.4 110419,110425,BS,NAT,22.27,22.49,0.9 110419,110421,SS,SWSH,11.05,8.85,19.9 110419,110421,SS,MOBI,17.55,16.85,3.9 110420,110426,BS,TVIX,27.38,23.95,-12.6 110420,110426,BS,DMD,15.85,14.75,-7 110420,110425,SS,REDF,11.5,11.44,0.5 110420,110425,SS,PSLV,22.2,21.52,3 110421,110427,LR,ZSL,14.74,15.24,3.3 110421,110427,LR,TVIX,25.71,23.55,-8.5 110421,110426,SS,XIV,161.7,170.9,-5.7 110421,110426,SS,BBBB,48.58,46.64,3.9 110425,110428,BS,TVIX,24.53,23.38,-4.7 110425,110428,BS,DMD,14.69,14.94,1.7 110425,110427,SS,AGQ,362.31,361.75,0.1 110425,110427,SS,SLV,46.97,47,-0.1 110426,110429,BS,LFT,22.24,20.9,-6.1 110426,110429,BS,SLW,39.17,41.08,4.8 110426,110428,SS,SIMO,11.31,11.16,1.3 110426,110428,SS,TZOO,101.52,84.13,17.1 110427,110502,BS,LFT,17.73,22.53,27 110427,110502,BS,X,47.37,47.9,1.1 110427,110429,SS,ECYT,12.04,12.15,-1 110427,110429,SS,CYOU,45.66,45.32,0.7 110428,110503,BS,SFN,10.59,10.28,-3 110428,110503,BS,DRV,11.75,12,2.1 110428,110502,SS,PCRX,10.7,10.01,6.4 110428,110502,SS,REDF,16.16,14.22,12 110429,110504,BS,TBI,14.08,13.65,-3.1 110429,110504,BS,GLL,22.47,23.23,3.3 110429,110503,SS,PCRX,10.81,11,-1.8 110429,110503,SS,MOBI,22.5,13.29,40.9 110502,110505,BS,TDSC,38.28,38.75,1.2 110502,110505,BS,CTCT,26.83,26.69,-0.6 110502,110504,SS,IOSP,38.13,32.5,14.7 110502,110504,SS,SPB,32.73,33.33,-1.9 110503,110506,LR,CPY,15.54,15.63,0.5 110503,110506,LR,AG,17.75,17.63,-0.7 110503,110505,SS,SPB,33.24,33.45,-0.7 110503,110505,SS,GPRO,83.95,81.69,2.6 110504,110509,LR,AREX,23.44,25.08,6.9 110504,110509,LR,TRMB,40.49,44.5,9.9 110504,110506,SS,VTUS,19.34,20.16,-4.3 110504,110506,SS,CHBT,10.35,10.24,1 110505,110510,LR,NAK,11.71,12.36,5.5 110505,110510,LR,IO,10.08,10.16,0.7 110505,110509,SS,VCLK,18.22,18.3,-0.5 110505,110509,SS,SHOR,10.77,11.4,-5.9 110506,110511,BS,MOTR,9.86,9.73,-1.4 110506,110511,BS,ARO,20.79,21.65,4.1 110506,110510,SS,BKS,13.03,13.58,-4.3 110506,110510,SS,SHS,61.23,59.87,2.2 110509,110512,BS,ZOLT,10.6,10.2,-3.8 110509,110512,BS,DGI,24.95,24.26,-2.8 110509,110511,SS,CPA,67.84,64.34,5.1 110509,110511,SS,VMED,32.29,32.16,0.4 110510,110513,BS,ZOLT,10.52,10.1,-4 110510,110513,BS,SF,42.72,42.18,-1.3 110510,110512,SS,CCIX,12.51,12.1,3.2 110510,110512,SS,SFUN,27.5,24.21,11.9 110511,110516,LR,AGRO,10.27,10.73,4.4 110511,110516,LR,SD,10.23,10.34,1 110511,110513,SS,RMTI,13.63,13.23,2.9 110511,110513,SS,MYGN,23.87,24.19,-1.4 110512,110517,BS,NG,10.38,10.11,-2.7 110512,110517,BS,GDP,18.45,17.48,-5.3 110512,110516,SS,CSOD,22.93,19.6,14.5 110512,110516,SS,SAPE,13.9,14.07,-1.3 110513,110518,LR,MMYT,25.98,25.65,-1.3 110513,110518,LR,MVG,9.57,9.3,-2.9 110513,110517,SS,ALKS,17.47,18.09,-3.6 110513,110517,SS,DTG,82.99,80.45,3 110516,110519,BS,RMBS,14.67,14.3,-2.6 110516,110519,BS,BID,40.01,42.15,5.3 110516,110518,SS,AVEO,17.85,19.69,-10.4 110516,110518,SS,ALKS,17.77,17.95,-1.1 110517,110520,LR,RMBS,13.18,14.13,7.2 110517,110520,LR,JNS,10.14,10.43,2.8 110517,110519,SS,KH,23.23,24.9,-7.2 110517,110519,SS,SOLR,11.79,12.37,-5 110518,110523,BS,VIT,25.8,24.9,-3.5 110518,110523,BS,TSL,22.74,21.5,-5.5 110518,110520,SS,LONG,26.95,26.52,1.5 110518,110520,SS,SGEN,18.48,19.02,-3 110519,110524,LR,PTI,13.83,14.86,7.4 110519,110524,LR,ISS,15.93,15,-5.9 110519,110523,SS,SOLR,12.48,11.62,6.8 110519,110523,SS,AET,45.67,44.39,2.8 110520,110525,LR,CYD,21.03,20.93,-0.5 110520,110525,LR,CCIH,10.6,11.49,8.3 110520,110524,SS,LO,116.39,113.87,2.1 110520,110524,SS,VOLC,29.8,29.36,1.4 110523,110526,LR,VIT,23.51,21.5,-8.6 110523,110526,LR,DMD,12.87,13.82,7.3 110523,110525,SS,ASPS,36.16,35.23,2.5 110523,110525,SS,MEDH,12.7,13.16,-3.7 110524,110527,LR,VIT,21.92,22.54,2.8 110524,110527,LR,CIS,13.26,15.55,17.2 110524,110526,SS,MEDH,13.01,12.8,1.6 110524,110526,SS,IPSU,18.12,17.52,3.3 110525,110531,BS,FRO,17.57,18.09,2.9 110525,110531,BS,BIG,32.33,33.06,2.2 110525,110527,SS,FLO,32.55,32.82,-0.9 110525,110527,SS,MEDH,12.93,12.89,0.3 110526,110601,BS,SIGM,8.74,8.96,2.5 110526,110601,BS,CCSC,11.55,10.55,-8.7 110526,110531,SS,GLBC,34.07,34.84,-2.3 110526,110531,SS,GMCR,81.5,82.37,-1.1 110527,110602,BS,CCSC,10.92,10.23,-6.4 110527,110602,BS,BCSI,22.41,22.64,1 110527,110601,SS,CBST,38.51,36.87,4.2 110527,110601,SS,GMCR,83.44,79.9,4.2 110531,110603,BS,TVIX,18.64,22.22,19.2 110531,110603,BS,ZSL,16.09,18.68,16 110531,110602,SS,MDCO,19.24,18.4,4.3 110531,110602,SS,AVD,12.07,11.38,5.7 110601,110606,BS,RLD,25.86,25.33,-2.1 110601,110606,BS,PSS,14.89,14.19,-4.8 110601,110603,SS,TLVT,39.73,39.8,-0.2 110601,110603,SS,AFSI,22.75,21.65,4.8 110602,110607,BS,KIRK,11.86,11.92,0.5 110602,110607,BS,PCH,33.06,34.9,5.5 110602,110606,SS,BPI,27.05,24.78,8.3 110602,110606,SS,ZAGG,11.11,10.47,5.7 110603,110608,LR,DEST,17.47,16.71,-4.4 110603,110608,LR,VRA,39.07,39.64,1.4 110603,110607,SS,EDMC,24.72,24.32,1.6 110603,110607,SS,TLVT,39.73,39.75,-0.1 110606,110609,LR,DANG,16.39,14.86,-9.4 110606,110609,LR,HRBN,13.68,16.09,17.6 110606,110608,SS,BPI,25.52,24.84,2.6 110606,110608,SS,FAZ,47.31,50.62,-7 110607,110610,LR,NBG-A,11.15,10.56,-5.3 110607,110610,LR,DANG,15.56,14.05,-9.8 110607,110609,SS,CV,34.29,34.42,-0.4 110607,110609,SS,IPSU,21.73,21,3.3 110608,110613,LR,SKX,13.91,14.15,1.7 110608,110613,LR,OXM,32.42,30.87,-4.8 110608,110610,SS,TYP,22.95,24.2,-5.5 110608,110610,SS,FAZ,49.77,50.57,-1.7 110609,110614,LR,CIEN,19,18.77,-1.3 110609,110614,LR,DANG,14.1,11.4,-19.2 110609,110613,SS,FRX,37.06,38.57,-4.1 110609,110613,SS,QID,54.16,55.61,-2.7 110610,110615,LR,ISS,11.64,11.15,-4.3 110610,110615,LR,SPRD,14.68,14.83,1 110610,110614,SS,ELN,10.29,10.56,-2.7 110610,110614,SS,CYS,13.09,13.15,-0.5 110613,110616,BS,DANG,10.74,12.85,19.6 110613,110616,BS,ISS,11.14,10.94,-1.8 110613,110615,SS,JVA,13.65,12.73,6.7 110613,110615,SS,ZAGG,11.8,12.15,-3 110614,110617,BS,UTHR,55.81,55.12,-1.3 110614,110617,BS,WLL,56.74,55.21,-2.7 110614,110616,SS,INSM,13.36,12.09,9.5 110614,110616,SS,SSD,29.62,29.47,0.5 110615,110620,BS,SPRD,13.48,14.01,3.9 110615,110620,BS,AMRN,14.3,13.58,-5.1 110615,110617,SS,ELMG,32.82,32.85,-0.1 110615,110617,SS,CASY,43.77,45,-2.9 110616,110621,BS,CIEN,17.26,16.72,-3.2 110616,110621,BS,RBCN,18.08,16.85,-6.9 110616,110620,SS,EDZ,20.3,20.39,-0.5 110616,110620,SS,EEV,32.21,32.31,-0.4 110617,110622,BS,RBCN,16.36,16.49,0.7 110617,110622,BS,CIEN,16.73,17.45,4.3 110617,110621,SS,SCO,50.75,50.65,0.1 110617,110621,SS,DTO,53.5,53.42,0.1 110620,110623,LR,RIMM,25.89,28.05,8.3 110620,110623,LR,JST,9.95,10.35,4 110620,110622,SS,SCO,51.45,49.68,3.4 110620,110622,SS,DTO,54.03,52.7,2.4 110621,110624,BS,PNC.W,11.4,11.43,0.2 110621,110624,BS,LHCG,22.95,22.54,-1.8 110621,110623,SS,CROX,24.85,25.21,-1.5 110621,110623,SS,CSH,53.31,53.97,-1.3 110622,110627,BS,NKA,17.3,16.67,-3.7 110622,110627,BS,BRLI,20.87,20.66,-1.1 110622,------,SS,N/A,0,0,0 110622,------,SS,N/A,0,0,0 110623,110628,BS,GNOM,14.51,15.37,5.9 110623,110628,BS,CPTS,10.87,11.12,2.2 110623,110627,SS,TOBC,26.9,27.05,-0.6 110623,110627,SS,RBN,47.84,49.53,-3.6 110624,110629,BS,QIHU,16.24,18.6,14.5 110624,110629,BS,RBS,11.4,11.83,3.7 110624,110628,SS,SOLR,15.21,16.1,-5.9 110624,110628,SS,ZAGG,15.13,14.26,5.7 110627,110630,BS,AGQ,153.5,168.23,9.5 110627,110630,BS,LOGI,10.51,11.12,5.8 110627,110629,SS,ERY,17.7,15.21,14 110627,110629,SS,PEET,55.93,57.94,-3.6 110628,110701,BS,MERU,13,12.02,-7.6 110628,110701,BS,LOGI,10.48,11.49,9.6 110628,110630,SS,FUL,24.26,24.42,-0.7 110628,110630,SS,HANS,79.47,80.95,-1.9 110629,110705,BS,MERU,12.2,12.46,2.1 110629,110705,BS,FRO,14.45,14.65,1.3 110629,110701,SS,ALLT,18.38,17.97,2.2 110629,110701,SS,TNAV,18.38,17.7,3.6 110630,110706,BS,MERC,10.08,11.17,10.8 110630,110706,BS,SIGA,9.74,9.74,0 110630,110705,SS,LINC,17.24,18.39,-6.7 110630,110705,SS,N/A,0,0,0 110701,110707,LR,TVIX,16.28,15.78,-3.1 110701,110707,LR,DRV,11.58,10.77,-7 110701,110706,SS,WAC,21.23,23.21,-9.4 110701,110706,SS,N/A,0,0,0 110705,110708,BS,GORO,22.63,23.03,1.7 110705,110708,BS,DRV,11.3,11.01,-2.6 110705,------,SS,N/A,0,0,0 110705,------,SS,N/A,0,0,0 110706,110711,BS,VECO,43.79,43.73,-0.2 110706,110711,BS,AIXG,31.73,29.55,-6.9 110706,------,SS,N/A,0,0,0 110706,------,SS,N/A,0,0,0 110707,110712,BS,XCO,16.64,15.13,-9.1 110707,110712,BS,IMAX,29.13,27.06,-7.2 110707,------,SS,N/A,0,0,0 110707,------,SS,N/A,0,0,0 110708,110713,BS,XCO,15.85,16.11,1.6 110708,110713,BS,IMAX,28.42,27.78,-2.3 110708,------,SS,N/A,0,0,0 110708,------,SS,N/A,0,0,0 110711,110714,LR,XIV,17.34,17.08,-1.5 110711,110714,LR,FRO,12.4,12.45,0.4 110711,110713,SS,JVA,28.23,23.08,18.2 110711,110713,SS,N/A,0,0,0 110712,110715,BS,AIXG,29.31,28.85,-1.6 110712,110715,BS,CVC,26.31,26.18,-0.5 110712,110714,SS,JVA,29.54,18.89,36 110712,110714,SS,VHC,39.21,35.15,10.3 110713,110718,BS,VTUS,11.91,13,9.1 110713,110718,BS,TREX,20.01,20.27,1.2 110713,------,SS,N/A,0,0,0 110713,------,SS,N/A,0,0,0 110714,110719,BS,VTUS,12.71,12.66,-0.4 110714,110719,BS,N/A,0,0,0 110714,------,SS,N/A,0,0,0 110714,------,SS,N/A,0,0,0 110715,110720,BS,ITG,11,11.02,0.1 110715,110720,BS,N/A,0,0,0 110715,------,SS,N/A,0,0,0 110715,------,SS,N/A,0,0,0 110718,------,SS,N/A,0,0,0 110718,------,SS,N/A,0,0,0 110718,110720,SS,XIV,16.12,17.17,-6.6 110718,110720,SS,N/A,0,0,0 110719,------,SS,N/A,0,0,0 110719,------,SS,N/A,0,0,0 110719,------,SS,N/A,0,0,0 110719,------,SS,N/A,0,0,0 110720,110725,BS,AMRS,23.42,24.76,5.7 110720,110725,BS,SREV,18.1,18,-0.6 110720,------,SS,N/A,0,0,0 110720,------,SS,N/A,0,0,0 110721,110726,BS,ARUN,23.69,24.84,4.8 110721,110726,BS,INFA,51.4,53.91,4.8 110721,110725,SS,IDCC,76.05,71.3,6.2 110721,110725,SS,AERL,10.12,9.7,4.1 110722,110727,BS,ERY,12.08,12.7,5.1 110722,110727,BS,DUG,24.98,25.66,2.7 110722,110726,SS,IDCC,74.18,74.01,0.2 110722,110726,SS,N/A,0,0,0 110725,110728,BS,NMM,16.14,16.42,1.7 110725,110728,BS,END,13.36,12.64,-5.4 110725,------,SS,N/A,0,0,0 110725,------,SS,N/A,0,0,0 110726,110729,BS,CATY,14.67,13.65,-7 110726,110729,BS,HNI,21.79,20.66,-5.2 110726,110728,SS,DTLK,10.35,9.96,3.7 110726,110728,SS,CPX,41.71,38.85,6.8 110727,110801,BS,TPC,15.81,15.94,0.8 110727,110801,BS,USG,11.49,11.59,0.8 110727,110729,SS,CYOU,49.84,51.83,-4 110727,110729,SS,BIDU,163.36,157.07,3.8 110728,110802,BS,CVGI,10.38,10.27,-1.1 110728,110802,BS,PFCB,33.25,32.37,-2.7 110728,110801,SS,CYOU,49.52,46.07,6.9 110728,110801,SS,XTXI,13.87,15.04,-8.5 110729,110803,LR,IMAX,18.96,17.53,-7.6 110729,110803,LR,TAM,19.47,19.63,0.8 110729,110802,SS,ATHN,58.83,59.43,-1.1 110729,110802,SS,N/A,0,0,0 110801,110804,LR,AGP,48.06,47.71,-0.8 110801,110804,LR,RLD,14.4,14.05,-2.5 110801,110803,SS,ABG,22,21.43,2.5 110801,110803,SS,EVEP,72,69.25,3.8 110802,110805,LR,GTIV,13.59,9.2,-32.4 110802,110805,LR,RLD,13.57,13.74,1.2 110802,110804,SS,QCOR,31.48,28.57,9.2 110802,110804,SS,XTXI,15.01,11.45,23.7 110803,110808,BS,OSG,19.7,20.55,4.3 110803,110808,BS,LEAP,10.04,6.17,-38.6 110803,------,SS,N/A,0,0,0 110803,------,SS,N/A,0,0,0 110804,110809,LR,LEAP,6.65,6.59,-1 110804,110809,LR,GTIV,8.85,7.48,-15.5 110804,------,SS,N/A,0,0,0 110804,------,SS,N/A,0,0,0 110805,110810,BS,QUAD,25.75,23.68,-8.1 110805,110810,BS,VE,15.99,14.97,-6.4 110805,------,SS,N/A,0,0,0 110805,------,SS,N/A,0,0,0 110808,110811,LR,OGXI,10.31,10.99,6.5 110808,110811,LR,CTB,10.83,11.42,5.4 110808,110810,SS,RTSA,59.96,60.86,-1.6 110808,110810,SS,N/A,0,0,0 110809,------,SS,N/A,0,0,0 110809,------,SS,N/A,0,0,0 110809,110811,SS,FSG,45.98,43.88,4.5 110809,110811,SS,TMF,49.07,46.61,5 110810,110815,BS,AOL,10.22,12.37,21 110810,110815,BS,BKD,13.75,14.66,6.6 110810,------,SS,N/A,0,0,0 110810,------,SS,N/A,0,0,0 110811,110816,BS,QUAD,20.53,21.62,5.3 110811,110816,BS,DTSI,27.06,28.4,4.9 110811,------,SS,N/A,0,0,0 110811,------,SS,N/A,0,0,0 110812,110817,BS,ENS,21.51,22,2.2 110812,110817,BS,N/A,0,0,0 110812,------,SS,N/A,0,0,0 110812,------,SS,N/A,0,0,0 110815,110818,BS,ENOC,10.65,10.25,-3.8 110815,110818,BS,RYL,11.21,10.35,-7.7 110815,------,SS,N/A,0,0,0 110815,------,SS,N/A,0,0,0 110816,110819,BS,ASIA,10.34,8.91,-13.9 110816,110819,BS,N/A,0,0,0 110816,------,SS,N/A,0,0,0 110816,------,SS,N/A,0,0,0 110817,------,SS,N/A,0,0,0 110817,------,SS,N/A,0,0,0 110817,------,SS,N/A,0,0,0 110817,------,SS,N/A,0,0,0 110818,110823,LR,TZOO,33.7,34.01,0.9 110818,110823,LR,DV,41.12,40.12,-2.5 110818,------,SS,N/A,0,0,0 110818,------,SS,N/A,0,0,0 110819,110824,LR,IVO,13.89,14.47,4.1 110819,110824,LR,VIT,12.47,12.08,-3.2 110819,110823,SS,TVIX,61.39,57.41,6.4 110819,110823,SS,VIXY,92.56,89.63,3.1 110822,110825,LR,IVO,13.06,15.63,19.6 110822,110825,LR,VIT,11.82,11.61,-1.8 110822,110824,SS,VIXY,86.24,87.81,-1.9 110822,110824,SS,VXX,40.13,40.9,-2 110823,110826,BS,SODA,33.58,33.57,-0.1 110823,110826,BS,BCSI,12.94,12.72,-1.8 110823,110825,SS,TVIX,63.37,57.38,9.4 110823,110825,SS,GOLD,111.9,104.27,6.8 110824,110829,BS,SODA,34.91,35.85,2.6 110824,110829,BS,N/A,0,0,0 110824,------,SS,N/A,0,0,0 110824,------,SS,N/A,0,0,0 110825,110830,LR,GSM,14.76,16.25,10 110825,110830,LR,HGSI,12.29,13.1,6.5 110825,------,SS,N/A,0,0,0 110825,------,SS,N/A,0,0,0 110826,110831,BS,UTHR,40.07,43.04,7.4 110826,110831,BS,URBN,24.77,25.86,4.4 110826,110830,SS,PANL,45.78,50.9,-11.2 110826,110830,SS,N/A,0,0,0 110829,------,SS,N/A,0,0,0 110829,------,SS,N/A,0,0,0 110829,110831,SS,PANL,52.95,49.06,7.3 110829,110831,SS,N/A,0,0,0 110830,110902,BS,SCO,53.29,56.75,6.4 110830,110902,BS,SQQQ,24.24,26.03,7.3 110830,------,SS,N/A,0,0,0 110830,------,SS,N/A,0,0,0 110831,110906,BS,DRV,11.06,13.37,20.8 110831,110906,BS,ERY,16.13,19.5,20.8 110831,------,SS,N/A,0,0,0 110831,------,SS,N/A,0,0,0 110901,110907,BS,UTEK,20.1,20.14,0.1 110901,110907,BS,SCO,53.32,54.59,2.3 110901,------,SS,N/A,0,0,0 110901,------,SS,N/A,0,0,0 110902,------,SS,N/A,0,0,0 110902,------,SS,N/A,0,0,0 110902,------,SS,N/A,0,0,0 110902,------,SS,N/A,0,0,0 110906,------,SS,N/A,0,0,0 110906,------,SS,N/A,0,0,0 110906,110908,SS,RGLD,80.11,82.34,-2.8 110906,110908,SS,REGN,63.25,72.19,-14.2 110907,110912,BS,JKS,12.9,10.46,-19 110907,110912,BS,FTE,17.24,15.71,-8.9 110907,110909,SS,MITK,13,12.56,3.3 110907,110909,SS,REGN,67.89,65.62,3.3 110908,110913,LR,TSL,11.34,10.12,-10.8 110908,110913,LR,JKS,11.82,9.93,-16 110908,110912,SS,REGN,70.65,65.55,7.2 110908,110912,SS,N/A,0,0,0 110909,110914,LR,JKS,10.59,10.38,-2 110909,110914,LR,TSL,10.41,10.24,-1.7 110909,110913,SS,RGLD,82.12,82.69,-0.7 110909,110913,SS,VRUS,75.22,78.08,-3.9 110912,110915,BS,JKS,9.97,10.2,2.3 110912,110915,BS,TSL,10.05,10.27,2.1 110912,110914,SS,ARCO,28.2,27.94,0.9 110912,110914,SS,RIC,11.98,11.64,2.8 110913,110916,BS,WCRX,13.67,15.07,10.2 110913,110916,BS,BMA,21.57,22.68,5.1 110913,110915,SS,HRBN,20.48,20.67,-1 110913,110915,SS,STMP,21.44,22.25,-3.8 110914,110919,BS,HXM,17.8,16.95,-4.8 110914,110919,BS,BAK,19.29,18.25,-5.4 110914,110916,SS,UAN,26.97,26.78,0.7 110914,110916,SS,SPRD,21.11,20.67,2 110915,110920,BS,TYP,20.22,19.37,-4.3 110915,110920,BS,SOXS,63.78,65.18,2.1 110915,110919,SS,BSFT,33.46,34.07,-1.9 110915,110919,SS,HITK,32.44,34.71,-7 110916,110921,BS,NFLX,155.19,130.38,-16 110916,110921,BS,SQQQ,21.69,21.62,-0.4 110916,110920,SS,BSFT,34.95,32.91,5.8 110916,110920,SS,JAKK,19.75,19.81,-0.4 110919,110922,BS,NFLX,143.75,132.03,-8.2 110919,110922,BS,PPDI,27.37,25.62,-6.4 110919,110921,SS,AMZN,237.11,231.87,2.2 110919,110921,SS,HITK,33.08,33.19,-0.4 110920,110923,LR,NFLX,130.03,128.05,-1.6 110920,110923,LR,QIHU,18.38,16.95,-7.8 110920,110922,SS,OPTR,15.94,16.87,-5.9 110920,110922,SS,DMND,88.39,91.13,-3.1 110921,110926,LR,JVA,11.93,12.78,7.1 110921,110926,LR,ANR,22.3,20.71,-7.2 110921,110923,SS,JAZZ,47.26,43.5,7.9 110921,110923,SS,RIC,13.16,10.48,20.3 110922,110927,LR,SWC,8.99,8.97,-0.3 110922,110927,LR,UYM,27.75,31.12,12.1 110922,110926,SS,TVIX,76.67,74.7,2.5 110922,110926,SS,TMF,73.66,69.07,6.2 110923,110928,LR,AGQ,118.64,117.74,-0.8 110923,110928,LR,RES,17.46,18.85,7.9 110923,110927,SS,EPV,68.38,57.74,15.5 110923,110927,SS,DPK,53.81,44.27,17.7 110926,110929,BS,AGQ,113.36,111.75,-1.5 110926,110929,BS,DGP,52.2,52.6,0.7 110926,110928,SS,ALXN,67.41,65.9,2.2 110926,110928,SS,CPHD,38.31,38.49,-0.5 110927,110930,BS,JVA,9.98,8.31,-16.8 110927,110930,BS,ZAGG,9.99,9.58,-4.2 110927,110929,SS,VRA,41.11,38.11,7.2 110927,110929,SS,DKS,37.55,35.54,5.3 110928,111003,LR,ANR,18.92,17.21,-9.1 110928,111003,LR,NUGT,28.58,30.25,5.8 110928,110930,SS,NUAN,20.94,20.34,2.8 110928,110930,SS,RHT,44.7,42.26,5.4 110929,111004,BS,SSRI,18.63,17.61,-5.5 110929,111004,BS,NGD,10.51,10.12,-3.8 110929,111003,SS,JBL,19.22,17.04,11.3 110929,111003,SS,RLRN,17.18,16.6,3.3 110930,111005,LR,FMCN,16.83,20.22,20.1 110930,111005,LR,CF,123.39,125.5,1.7 110930,111004,SS,HGIC,58.5,58.9,-0.7 110930,111004,SS,QDEL,16.05,16.89,-5.3 111003,111006,LR,NAT,12.29,13,5.7 111003,111006,LR,SXC,9.9,10.64,7.4 111003,111005,SS,FXP,47.48,44.51,6.2 111003,111005,SS,TVIX,93.36,78.01,16.4 111004,111007,BS,CLCT,13.23,14.5,9.5 111004,111007,BS,DAG,10.45,10.77,3 111004,111006,SS,FXP,51.34,43.27,15.7 111004,111006,SS,TVIX,105.87,75.6,28.5 111005,111010,BS,KGC,13.78,14.09,2.2 111005,111010,BS,PALL,56.42,60.59,7.3 111005,111007,SS,QDEL,17.12,16.8,1.8 111005,111007,SS,MDCO,17.52,17.37,0.8 111006,111011,BS,NAT,12.9,13.38,3.7 111006,111011,BS,UAN,21.65,22.5,3.9 111006,111010,SS,XRTX,10.9,11.54,-5.9 111006,111010,SS,HCSG,17.25,16.93,1.8 111007,111012,BS,OSG,12.37,15.24,23.2 111007,111012,BS,NIHD,24.96,26.02,4.2 111007,------,SS,N/A,0,0,0 111007,------,SS,N/A,0,0,0 111010,111013,BS,ILMN,26.49,26.15,-1.3 111010,111013,BS,LSTZA,60.51,62.31,2.9 111010,------,SS,N/A,0,0,0 111010,------,SS,N/A,0,0,0 111011,111014,BS,NFLX,108.66,121.47,11.7 111011,111014,BS,ICLR,15.12,16.16,6.8 111011,------,SS,N/A,0,0,0 111011,------,SS,N/A,0,0,0 111012,111017,BS,TZA,38.69,37.43,-3.3 111012,111017,BS,SRTY,19.26,18.54,-3.8 111012,------,SS,N/A,0,0,0 111012,------,SS,N/A,0,0,0 111013,111018,BS,AMRS,15.65,16.42,4.9 111013,111018,BS,TYP,17.4,17.4,0 111013,111017,SS,NSR,30.1,30.5,-1.4 111013,111017,SS,N/A,0,0,0 111014,111019,LR,TVIX,49.89,54.78,9.8 111014,111019,LR,TYP,16.33,17.04,4.3 111014,111018,SS,NSR,30.39,30.92,-1.8 111014,111018,SS,SAVE,16.03,14.91,6.9 111017,111020,BS,ILMN,26.97,26.22,-2.8 111017,111020,BS,PSQ,31.07,31.33,0.8 111017,111019,SS,YCS,41.26,40.91,0.8 111017,111019,SS,AIRM,78.91,78.23,0.8 111018,111021,BS,COO,68.35,66.13,-3.3 111018,111021,BS,NCMI,11.62,11.68,0.5 111018,111020,SS,RNOW,39.37,35.66,9.4 111018,111020,SS,SRS,48.88,46.13,5.6 111019,111024,LR,GMCR,69.8,67.32,-3.6 111019,111024,LR,FN,15.65,16,2.2 111019,------,SS,N/A,0,0,0 111019,------,SS,N/A,0,0,0 111020,111025,BS,AEM,43.65,44.88,2.8 111020,111025,BS,MRVL,13.32,13.73,3 111020,111024,SS,URI,23.17,24.82,-7.2 111020,111024,SS,N/A,0,0,0 111021,111026,BS,MRVL,13.14,13.64,3.8 111021,111026,BS,GMCR,67.85,66.35,-2.3 111021,111025,SS,URI,24.66,23.52,4.6 111021,111025,SS,PNFP,14.58,14.57,0 111024,111027,LR,SRTY,16.01,14.59,-8.9 111024,111027,LR,TZA,32.34,29.49,-8.9 111024,111026,SS,PNFP,14.8,14.97,-1.2 111024,111026,SS,N/A,0,0,0 111025,111028,LR,DMND,63.76,66.4,4.1 111025,111028,LR,VRUS,66.71,68.52,2.7 111025,111027,SS,ETH,20.79,21.67,-4.3 111025,111027,SS,HS,53.65,54.15,-1 111026,111031,BS,APKT,29.55,36,21.8 111026,111031,BS,GMCR,61.59,68.98,11.9 111026,111028,SS,ETH,20.44,20.44,0 111026,111028,SS,UIS,26.67,27.28,-2.3 111027,111101,LR,TVIX,38.56,59.22,53.5 111027,111101,LR,EDZ,16.47,20.97,27.3 111027,111031,SS,ETH,22.15,19.8,10.6 111027,111031,SS,SFG,35.74,33.94,5 111028,111102,LR,SMN,16.97,18.76,10.5 111028,111102,LR,TZA,28.32,32.06,13.2 111028,111101,SS,RSTI,27.5,24.02,12.6 111028,111101,SS,CWEI,75.96,62.55,17.6 111031,111103,BS,NIHD,23.53,24.23,2.9 111031,111103,BS,CVC,14.47,14.68,1.4 111031,111102,SS,LNG,11.94,11.73,1.7 111031,111102,SS,ABMD,15.23,14.51,4.7 111101,111104,LR,VE,13.23,13.83,4.5 111101,111104,LR,IART,30,28.46,-5.2 111101,111103,SS,SPRD,25.27,28.04,-11 111101,111103,SS,N/A,0,0,0 111102,111107,BS,IART,28.3,28.96,2.3 111102,111107,BS,AMED,10,9.74,-2.7 111102,111104,SS,SPRD,27.28,27.77,-1.8 111102,111104,SS,N/A,0,0,0 111103,111108,BS,AMRS,14.15,13.54,-4.4 111103,111108,BS,THOR,29.44,29.01,-1.5 111103,111107,SS,AIMC,16.51,16.77,-1.6 111103,111107,SS,SPRD,28.69,28.4,1 111104,111109,BS,DMND,46.4,37.76,-18.7 111104,111109,BS,BRLI,16.11,16.55,2.7 111104,111108,SS,GPOR,35.69,35.93,-0.7 111104,111108,SS,ARII,24.01,24.94,-3.9 111107,111110,LR,DMND,39.09,40.21,2.8 111107,111110,LR,OPTR,10.78,11.34,5.1 111107,111109,SS,AREX,29.41,26.25,10.7 111107,111109,SS,GBX,22.79,22,3.4 111108,111111,BS,VRTX,30.45,32.04,5.2 111108,111111,BS,AMRS,13.2,12.55,-5 111108,111110,SS,PETD,30.6,32,-4.6 111108,111110,SS,MELI,88.5,85.42,3.4 111109,111114,LR,SFLY,37.06,38.15,2.9 111109,111114,LR,AMRS,12.5,12.5,0 111109,------,SS,N/A,0,0,0 111109,------,SS,N/A,0,0,0 111110,111115,BS,ROVI,28.37,30.54,7.6 111110,111115,BS,VE,12.51,11.9,-4.9 111110,------,SS,N/A,0,0,0 111110,------,SS,N/A,0,0,0 111111,111116,BS,GIII,22.54,22.27,-1.2 111111,111116,BS,MFB,17.58,17.66,0.4 111111,111115,SS,PKT,15.09,16.39,-8.7 111111,111115,SS,CONN,10.71,10.72,-0.1 111114,111117,BS,FII,16.91,16.64,-1.6 111114,111117,BS,AGO,11.32,10.49,-7.4 111114,111116,SS,HCA,26.4,25.52,3.3 111114,111116,SS,RRR,11.2,11.39,-1.7 111115,111118,BS,SSRI,15.16,13.87,-8.6 111115,111118,BS,ICON,16.38,15.7,-4.2 111115,111117,SS,N,43.6,41.59,4.6 111115,111117,SS,SIMO,19.31,19.52,-1.1 111116,111121,BS,ICON,15.73,15.36,-2.4 111116,111121,BS,SSRI,14.68,13.59,-7.5 111116,111118,SS,SGY,28.83,26.74,7.2 111116,111118,SS,PKT,16.05,16,0.3 111117,111122,LR,YNDX,21.99,20.73,-5.8 111117,111122,LR,LRN,28.66,24.93,-13.1 111117,111121,SS,FIO,39.98,36.21,9.4 111117,111121,SS,PETD,35.48,32.36,8.7 111118,------,SS,N/A,0,0,0 111118,------,SS,N/A,0,0,0 111118,------,SS,N/A,0,0,0 111118,------,SS,N/A,0,0,0 111121,111125,LR,YOKU,14.55,14.34,-1.5 111121,111125,LR,LRN,24.93,23.91,-4.1 111121,111123,SS,HSTM,17.51,16.77,4.2 111121,111123,SS,RLJ,16.14,15.34,4.9 111122,111128,BS,SINA,65.83,65.2,-1 111122,111128,BS,YOKU,15.37,16.98,10.4 111122,111125,SS,BKS,17.93,16.06,10.4 111122,111125,SS,SPPI,12.78,12.76,0.1 111123,111129,BS,TXI,22.49,23.13,2.8 111123,111129,BS,ARUN,19.39,19.74,1.8 111123,111128,SS,SPPI,13.13,13.5,-2.9 111123,111128,SS,GEDU,10.7,10.77,-0.7 111125,------,SS,N/A,0,0,0 111125,------,SS,N/A,0,0,0 111125,111129,SS,INHX,11.6,13.7,-18.2 111125,111129,SS,N/A,0,0,0 111128,111201,BS,GDP,12.46,14.37,15.3 111128,111201,BS,TPX,53.25,54.48,2.3 111128,111130,SS,IOC,57.08,54.68,4.2 111128,111130,SS,VRUS,133.3,130.99,1.7 111129,111202,BS,TX,15.54,17.32,11.4 111129,111202,BS,LNKD,59.07,68.28,15.5 111129,------,SS,N/A,0,0,0 111129,------,SS,N/A,0,0,0 111130,111205,BS,FRAN,16.5,16.24,-1.6 111130,111205,BS,DMND,27.75,29.5,6.3 111130,111202,SS,INHX,14.17,15.51,-9.5 111130,111202,SS,N/A,0,0,0 111201,111206,BS,FRAN,15.36,17.51,13.9 111201,111206,BS,SKUL,14.73,14.63,-0.7 111201,------,SS,N/A,0,0,0 111201,------,SS,N/A,0,0,0 111202,111207,LR,TEA,16.65,16.05,-3.7 111202,111207,LR,SKUL,13.86,14.54,4.9 111202,111206,SS,CARV,14.49,10.01,30.9 111202,111206,SS,NILE,40.1,38.59,3.7 111205,111208,BS,AWAY,25.19,25.84,2.5 111205,111208,BS,TEA,16.2,17.12,5.6 111205,------,SS,N/A,0,0,0 111205,------,SS,N/A,0,0,0 111206,111209,BS,ZIP,14.43,14.34,-0.7 111206,111209,BS,TVIX,42.75,48.09,12.4 111206,111208,SS,CSOD,18.48,18.12,1.9 111206,111208,SS,N/A,0,0,0 111207,111212,BS,SPRD,20.72,22.24,7.3 111207,111212,BS,OSG,10.05,9.61,-4.4 111207,------,SS,N/A,0,0,0 111207,------,SS,N/A,0,0,0 111208,111213,LR,CTRP,23.06,23.26,0.8 111208,111213,LR,NIHD,20.03,20.28,1.2 111208,------,SS,N/A,0,0,0 111208,------,SS,N/A,0,0,0 111209,111214,BS,HCA,21.18,20.16,-4.9 111209,111214,BS,VMED,21.23,21.48,1.1 111209,111213,SS,MIND,19.55,20.3,-3.9 111209,111213,SS,DMAN,13.14,13.19,-0.4 111212,111215,BS,SKUL,12.47,12.46,-0.1 111212,111215,BS,FGP,19.79,19.71,-0.5 111212,111214,SS,GNRC,27.74,26.71,3.7 111212,111214,SS,BCSI,25.15,25.16,-0.1 111213,111216,BS,NUGT,22.86,20.86,-8.8 111213,111216,BS,JNPR,18.99,18.73,-1.4 111213,111215,SS,MIND,20.87,19.71,5.5 111213,111215,SS,GNRC,28.44,27.73,2.4 111214,111219,BS,NUGT,20.68,20.79,0.5 111214,111219,BS,GDXJ,25.24,25.65,1.6 111214,111216,SS,BCSI,25.18,25.34,-0.7 111214,111216,SS,SYNO,27.76,27.9,-0.6 111215,111220,BS,NUGT,19.89,20.65,3.8 111215,111220,BS,GDXJ,24.64,25.51,3.5 111215,111219,SS,STC,11.49,11.02,4 111215,111219,SS,EXL,11.9,11.73,1.4 111216,111221,BS,ITMN,11.09,11.72,5.6 111216,111221,BS,SGI,10.87,11.24,3.4 111216,111220,SS,VMC,39.12,38.3,2 111216,111220,SS,ZOLL,60.33,63.49,-5.3 111219,111222,BS,SA,17.26,17.66,2.3 111219,111222,BS,RIMM,12.89,13.53,4.9 111219,111221,SS,GNCMA,10.64,10.44,1.8 111219,111221,SS,APEI,41.84,43.94,-5.1 111220,111223,BS,RIMM,12.52,13.93,11.2 111220,111223,BS,VRA,30.5,31.69,3.9 111220,111222,SS,VPHM,27.73,27.83,-0.4 111220,111222,SS,APEI,42.28,43.9,-3.9 111221,111227,LR,TVIX,29.03,30.34,4.5 111221,111227,LR,VXX,33.76,34.56,2.3 111221,111223,SS,SRDX,14.87,14.69,1.2 111221,111223,SS,INSP,11.19,11.41,-2 111222,111228,BS,PHH,11.11,10.59,-4.7 111222,111228,BS,KIOR,10.06,9.65,-4.1 111222,111227,SS,EAT,26.34,27.07,-2.8 111222,111227,SS,CIE,15.5,15.98,-3.1 111223,111229,BS,PHH,10.52,10.01,-4.9 111223,111229,BS,AM,12.98,12.62,-2.8 111223,111228,SS,CTAS,35.01,34.64,1 111223,111228,SS,N/A,0,0,0 111227,111230,BS,AM,12.59,12.78,1.5 111227,111230,BS,KGC,11.56,11.41,-1.3 111227,111229,SS,KMR,77.26,78.26,-1.3 111227,111229,SS,N/A,0,0,0 111228,120103,BS,SLV,26.27,27.98,6.5 111228,120103,BS,CEF,18.76,20.2,7.6 111228,111230,SS,EDMC,28.92,27.99,3.2 111228,111230,SS,SAM,112.34,108.56,3.3 111229,120104,BS,MCP,23.46,24.84,5.8 111229,120104,BS,BSFT,30.37,27.18,-10.6 111229,120103,SS,ZSL,17.64,13.79,21.8 111229,120103,SS,KMR,77.49,78.55,-1.4 111230,120105,BS,SHLD,31.78,30.67,-3.5 111230,120105,BS,DECK,75.57,79.02,4.5 111230,------,SS,N/A,0,0,0 111230,------,SS,N/A,0,0,0 120103,120106,BS,SHLD,31.43,29.85,-5.1 120103,120106,BS,DECK,76.42,83.65,9.4 120103,120105,SS,PER,22.75,22.06,3 120103,120105,SS,N/A,0,0,0 120104,120109,BS,BSFT,26,26.55,2.1 120104,120109,BS,THRX,19.58,13.79,-29.6 120104,------,SS,N/A,0,0,0 120104,------,SS,N/A,0,0,0 120105,120110,BS,ROG,33.66,34.81,3.4 120105,120110,BS,GRPN,17.88,18.98,6.1 120105,120109,SS,FTK,12.06,12.24,-1.5 120105,120109,SS,N/A,0,0,0 120106,120111,BS,KT,14.52,14.65,0.8 120106,120111,BS,TYPE,15.02,14.63,-2.6 120106,120110,SS,MNTA,18.88,19.33,-2.4 120106,120110,SS,USG,11.51,12.1,-5.2 120109,120112,BS,PMC,14.19,13.68,-3.6 120109,120112,BS,IART,23.9,23.71,-0.8 120109,120111,SS,SCSS,24.28,22.87,5.8 120109,120111,SS,CPWM,11.77,11.94,-1.5 120110,120113,BS,HGT,16.57,15.73,-5.1 120110,120113,BS,WAC,18.34,18.93,3.2 120110,120112,SS,CPWM,12.41,11.97,3.5 120110,120112,SS,BVSN,15.4,15.55,-1 120111,120117,BS,RRC,54.36,54.34,-0.1 120111,120117,BS,FGP,17.65,17.84,1 120111,120113,SS,BVSN,15.69,17.57,-12 120111,120113,SS,VOXX,10.94,11.06,-1.1 120112,120118,BS,MG,21.09,20.81,-1.4 120112,120118,BS,HGT,15.75,14.63,-7.2 120112,120117,SS,BVSN,17.72,21.76,-22.8 120112,120117,SS,EXP,29.6,29.75,-0.6 120113,120119,BS,REXX,11.1,10.96,-1.3 120113,120119,BS,BBG,30.15,30.25,0.3 120113,120118,SS,GGC,32.96,34.15,-3.7 120113,120118,SS,REGN,78.34,78.92,-0.8 120117,120120,BS,HGT,14.67,13.84,-5.7 120117,120120,BS,CJES,18,17.89,-0.7 120117,120119,SS,BVSN,19.69,24.17,-22.8 120117,120119,SS,CVI,23.57,23.82,-1.1 120118,120123,LR,EDZ,15.29,14.71,-3.8 120118,120123,LR,SJT,19.17,18.61,-3 120118,120120,SS,BVSN,23.07,27,-17.1 120118,120120,SS,VOXX,11.97,12.6,-5.3 120119,120124,LR,REXX,10.27,10.66,3.7 120119,120124,LR,SOXS,38.2,38.45,0.6 120119,120123,SS,OSG,14.82,13.16,11.2 120119,120123,SS,MKTG,11.2,11.5,-2.7 120120,120125,BS,COG,61.12,62.3,1.9 120120,120125,BS,EQT,46.3,49.71,7.3 120120,120124,SS,BVSN,25.06,33.99,-35.7 120120,120124,SS,HOGS,12.5,11.68,6.5 120123,120126,BS,BAS,16.18,18.09,11.8 120123,120126,BS,EDZ,14.5,13.63,-6 120123,120125,SS,BVSN,29,24.21,16.5 120123,120125,SS,RBCN,13.16,10.59,19.5 120124,120127,BS,NIHD,18.92,19.73,4.2 120124,120127,BS,WPI,55.89,58.56,4.7 120124,120126,SS,BVSN,34.13,22.03,35.4 120124,120126,SS,INVN,16.1,12.79,20.5 120125,120130,BS,EDZ,13.9,14.7,5.7 120125,120130,BS,RRD,11.82,11.5,-2.8 120125,120127,SS,SWKS,22.26,22,1.1 120125,120127,SS,NXPI,21.94,21.77,0.7 120126,120131,BS,RES,15.2,15.57,2.4 120126,120131,BS,DUST,31.58,28.66,-9.3 120126,120130,SS,TEX,21.3,20.41,4.1 120126,120130,SS,DRN,61.48,60.72,1.2 120127,120201,BS,DUST,29.44,29.32,-0.5 120127,120201,BS,ZSL,10.13,10.13,0 120127,120131,SS,NFLX,116.45,120.2,-3.3 120127,120131,SS,MPEL,11.88,11.15,6.1 120130,120202,BS,CRR,98.03,99.96,1.9 120130,120202,BS,OZRK,27.73,28.27,1.9 120130,120201,SS,LNG,12.9,12.83,0.5 120130,120201,SS,NFLX,124.74,122.97,1.4 120131,120203,BS,SPH,43.12,43.02,-0.3 120131,120203,BS,VLY,11.92,12.29,3.1 120131,120202,SS,INVN,17,16.38,3.6 120131,120202,SS,YOKU,23.77,24.72,-4 Average return per trade for the Basic Strategy (BS) = 1 % Risk/return ratio for the Basic Strategy = 6.1 Average return per trade for the Low Risk Strategy (LR) = 1.5 % Risk/return ratio for the Low Risk Strategy = 5.2 Average return per trade for the Sell Short Strategy (SS) = 1.4 % Risk/return ratio for the Sell Short Strategy = 4.3 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