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 (%) 080103,080108,BS,BWS,13.32,12.54,-5.9 080103,080108,BS,UCTT,10.95,10.31,-5.9 080103,080107,SS,CSUN,18.09,13.95,22.8 080103,080107,SS,AKNS,11.62,14.04,-20.9 080104,080109,LR,SSI,12.38,12,-3.1 080104,080109,LR,JAS,9.96,9.85,-1.2 080104,080108,SS,AKNS,14.15,12.1684,14 080104,080108,SS,AIXG,15.46,13.21,14.5 080107,080110,LR,CROX,28.14,27.51,-2.3 080107,080110,LR,WNR,19.88,19,-4.5 080107,080109,SS,AKNS,16.2,9.86,39.1 080107,080109,SS,SOLF,38.9,28,28 080108,080111,LR,BX,18,20.22,12.3 080108,080111,LR,BSC,71.17,78.73,10.6 080108,080110,SS,PZE,16.23,12.55,22.6 080108,080110,SS,GXDX,36.12,34.9,3.3 080109,080114,BS,SSI,11.45,11.04,-3.6 080109,080114,BS,SVU,27.31,27.92,2.2 080109,080111,SS,DPTR,22.19,20.89,5.8 080109,080111,SS,CZZ,13.01,13.59,-4.5 080110,080115,BS,STV,21.69,23.48,8.2 080110,080115,BS,TBSI,24.59,22.6,-8.1 080110,080114,SS,CZZ,14.14,13.88,1.8 080110,080114,SS,CXO,23.29,22.22,4.5 080111,080116,LR,ININ,13.96,13.03,-6.7 080111,080116,LR,PLCE,16.93,15.94,-5.9 080111,080115,SS,MCF,62.83,62.29,0.8 080111,080115,SS,MMR,14.65,15.03,-2.6 080114,080117,BS,VSE,11.27,10.5,-6.9 080114,080117,BS,COCO,11.97,11.27,-5.9 080114,080116,SS,SEED,11.5,9.16,20.3 080114,080116,SS,RGLD,35,31.54,9.8 080115,080118,LR,MGI,6.15,5,-18.7 080115,080118,LR,GNK,36.88,36.56,-0.9 080115,080117,SS,PBT,17.12,16.29,4.8 080115,080117,SS,WCG,56.23,53.4,5 080116,080122,LR,ARUN,9.81,8.79,-10.4 080116,080122,LR,SOLF,19.96,15.2,-23.9 080116,080118,SS,FXP,90,87,3.3 080116,080118,SS,COIN,12.65,8.89,29.7 080117,080123,LR,ABK,6.24,7.96,27.5 080117,080123,LR,GRA,16.5,16.01,-3 080117,080122,SS,MATR,30.25,29.85,1.3 080117,080122,SS,HLEX,31.15,29.94,3.8 080118,080124,LR,CY,22.7,21.27,-6.3 080118,080124,LR,AGO,17.46,17.11,-2.1 080118,080123,SS,LCRD,12.58,11.27,10.4 080118,080123,SS,ICLR,68,62.12,8.6 080122,080125,BS,HNSN,20.1,20.33,1.1 080122,080125,BS,ID,12.76,13.71,7.4 080122,080124,SS,SH,87.93,66.22,24.6 080122,080124,SS,SKF,143.93,105.15,26.9 080123,080128,BS,EDU,51,58.08,13.8 080123,080128,BS,QMAR,14.83,15.98,7.7 080123,080125,SS,EEV,100,90,10 080123,080125,SS,FXP,105,92.7,11.7 080124,080129,LR,FTK,17.86,20.01,12 080124,080129,LR,CY,20.42,21.89,7.1 080124,080128,SS,CMO,16.48,15.81,4 080124,080128,SS,KND,27.9,28.28,-1.4 080125,080130,BS,CPTS,13.97,15.25,9.1 080125,080130,BS,FRP,10.59,10.73,1.3 080125,080129,SS,UMBF,41.78,41.43,0.8 080125,080129,SS,N/A,0,0,0 080128,080131,BS,YGE,21.34,21.2,-0.7 080128,080131,BS,ACO,24.66,24.05,-2.5 080128,------,SS,N/A,0,0,0 080128,------,SS,N/A,0,0,0 080129,080201,LR,GHM,30,31.39,4.6 080129,080201,LR,BLOG,18.23,16.5,-9.5 080129,080131,SS,ACF,13.9,13.31,4.2 080129,080131,SS,N/A,0,0,0 080130,080204,LR,MELI,36.11,38.28,6 080130,080204,LR,CSR,15.85,15.5,-2.3 080130,080201,SS,TZIX,19.69,19.15,2.7 080130,080201,SS,N/A,0,0,0 080131,080205,BS,BLOG,16.43,18,9.5 080131,080205,BS,OMRI,23.26,20,-14.1 080131,080204,SS,QRR,10.65,10.86,-2 080131,080204,SS,AUXL,34,35.04,-3.1 080201,080206,BS,OMRI,20.43,22,7.6 080201,080206,BS,AWBC,11.73,11.24,-4.2 080201,080205,SS,STC,34.32,34.29,0 080201,080205,SS,IBCP,13.9,12.37,11 080204,080207,BS,BPHX,12.27,10.57,-13.9 080204,080207,BS,GOOG,495.43,496.86,0.2 080204,080206,SS,SWC,13.01,13.47,-3.6 080204,080206,SS,CALM,31.75,29.69,6.4 080205,080208,LR,BPHX,11.2,10.95,-2.3 080205,080208,LR,SYX,12.08,12.24,1.3 080205,080207,SS,R,56.39,58.83,-4.4 080205,080207,SS,CUZ,27.95,26.45,5.3 080206,080211,LR,JASO,46.45,16.05,-65.5 080206,080211,LR,EPIQ,12.94,13.37,3.3 080206,080208,SS,SWC,13.68,15,-9.7 080206,080208,SS,OFG,17.24,18.32,-6.3 080207,080212,LR,SFLY,14.65,15.75,7.5 080207,080212,LR,BIOD,15,15.8,5.3 080207,080211,SS,TMA,12.93,12.99,-0.5 080207,080211,SS,R,58.35,58.75,-0.7 080208,080213,LR,IAR,9.7,9.68,-0.3 080208,080213,LR,RHD,18.83,19.23,2.1 080208,080212,SS,OFG,18.62,18.72,-0.6 080208,080212,SS,TMA,14,12.39,11.4 080211,080214,LR,CNC,19.17,19.05,-0.7 080211,080214,LR,USS,10.26,10.16,-1 080211,080213,SS,SWC,15.38,14.75,4 080211,080213,SS,JAS,15.51,16.32,-5.3 080212,080215,BS,NT,10.31,11.41,10.6 080212,080215,BS,UAM,17.29,17.4,0.6 080212,080214,SS,CLDN,11.04,10.43,5.5 080212,080214,SS,FBP,10.41,9.99,4 080213,080219,BS,LTRE,14.55,13.29,-8.7 080213,080219,BS,PNM,13.85,13.66,-1.4 080213,080215,SS,MM,55.25,55.19,0.1 080213,080215,SS,N/A,0,0,0 080214,080220,BS,CELL,10.99,10.71,-2.6 080214,080220,BS,LPX,11.76,11.3,-4 080214,080219,SS,XIDE,11.07,10.49,5.2 080214,080219,SS,SVR,18.44,18.71,-1.5 080215,080221,BS,MFN,9.65,10.39,7.6 080215,080221,BS,RECN,16.28,16.3,0.1 080215,080220,SS,POSS,19.35,19.35,0 080215,080220,SS,GWR,30.59,31.9,-4.3 080219,080222,BS,ATAC,19.09,19.09,0 080219,080222,BS,HWAY,44.44,44.8,0.8 080219,080221,SS,TITN,20.46,19.2,6.1 080219,080221,SS,CENX,63.79,65.37,-2.5 080220,080225,BS,ONXX,31,30.1,-3 080220,080225,BS,ABH,16.17,16.77,3.7 080220,080222,SS,ZEUS,40.55,39.58,2.3 080220,080222,SS,UDRL,20.51,20.01,2.4 080221,080226,BS,RIGL,19.65,20.21,2.8 080221,080226,BS,SEPR,22.91,22.69,-1 080221,080225,SS,SID,41.04,38.39,6.4 080221,080225,SS,RRC,64.95,64.71,0.3 080222,080227,BS,ESI,58.47,53.5,-8.6 080222,080227,BS,HITT,33,34.5,4.5 080222,080226,SS,FARO,32.55,33.85,-4 080222,080226,SS,FADV,19.61,20.28,-3.5 080225,080228,BS,ESI,54.02,58.17,7.6 080225,080228,BS,ENOC,25.71,16.01,-37.8 080225,080227,SS,PDS,21.39,22.25,-4.1 080225,080227,SS,TEX,67.93,70.27,-3.5 080226,080229,LR,SIGM,30.61,30.77,0.5 080226,080229,LR,HURN,49.64,49.5,-0.3 080226,080228,SS,REXX,17.18,16.27,5.2 080226,080228,SS,RES,13.9,13.8,0.7 080227,080303,LR,IRIS,10.36,11.48,10.8 080227,080303,LR,SOLF,12.18,11.6,-4.8 080227,080229,SS,WDC,34.24,30.87,9.8 080227,080229,SS,REXX,17.66,15.7,11 080228,080304,LR,ABH,14.63,9.57,-34.6 080228,080304,LR,DIVX,9.79,9.18,-6.3 080228,080303,SS,CBD,43.55,43.85,-0.7 080228,080303,SS,MYE,14.65,12.2,16.7 080229,080305,LR,ABH,10.35,9.43,-8.9 080229,080305,LR,UNS,23.65,23.23,-1.8 080229,080304,SS,TWI,35,34.03,2.7 080229,080304,SS,IVN,13.38,12.43,7.1 080303,080306,LR,PBKS,11.34,11,-3 080303,080306,LR,ABH,9.68,10.44,7.8 080303,080305,SS,MEOH,29.5,29.68,-0.7 080303,080305,SS,NFLX,31.98,32.1,-0.4 080304,080307,LR,TSRA,14.07,14.94,6.1 080304,080307,LR,SFI,16.78,15.13,-9.9 080304,080306,SS,COIN,14.98,16.59,-10.8 080304,080306,SS,ESMK,12.1,12.48,-3.2 080305,080310,BS,GKK,17.44,16.23,-7 080305,080310,BS,ALJ,13.65,12.23,-10.5 080305,080307,SS,PDC,14.86,15.39,-3.6 080305,080307,SS,GTLS,36.5,35.69,2.2 080306,080311,LR,CIM,13.67,14,2.4 080306,080311,LR,SFI,13.98,16.26,16.3 080306,080310,SS,COINW,11.59,6.405,44.7 080306,080310,SS,COIN,16.33,10.79,33.9 080307,080312,LR,ALJ,12.14,12.42,2.3 080307,080312,LR,DSL,19.78,20.13,1.7 080307,080311,SS,VISN,12.16,11.26,7.4 080307,080311,SS,PBT,21.38,22.15,-3.7 080310,080313,LR,GSIC,10.34,12.11,17.1 080310,080313,LR,THRX,10,10.43,4.3 080310,080312,SS,BIG,21.02,21.04,-0.1 080310,080312,SS,PBT,22.68,20.9,7.8 080311,080314,BS,TI,21.19,22.03,3.9 080311,080314,BS,RHB,14.35,14.37,0.1 080311,080313,SS,UVV,64.8,64.9,-0.2 080311,080313,SS,BPT,94.83,95.97,-1.3 080312,080317,BS,HUM,40.88,42.28,3.4 080312,080317,BS,UDRL,14.12,15.33,8.5 080312,080314,SS,BZP,21.21,20.15,4.9 080312,080314,SS,BLOG,22.91,23.61,-3.1 080313,080318,LR,HMIN,19.2,19.13,-0.4 080313,080318,LR,BSC,57,5.5,-90.4 080313,080317,SS,DBC,38.9,37.34,4 080313,080317,SS,CQB,21.32,22.17,-4 080314,080319,LR,BSC,30.85,6.83,-77.9 080314,080319,LR,ULTR,8.48,9.1,7.3 080314,080318,SS,CEF,14.48,14,3.3 080314,080318,SS,PPO,22,21.1,4 080317,080320,LR,GFIG,51.01,56.39,10.5 080317,080320,LR,LEH,31.75,42.75,34.6 080317,------,SS,N/A,0,0,0 080317,------,SS,N/A,0,0,0 080318,080324,BS,EJ,11.09,11.31,1.9 080318,080324,BS,MBLX,9.96,10.67,7.1 080318,080320,SS,BLOG,27.45,27.81,-1.4 080318,080320,SS,N/A,0,0,0 080319,080325,BS,ASTI,8.5,9.07,6.7 080319,080325,BS,WLP,44.96,46.25,2.8 080319,------,SS,N/A,0,0,0 080319,------,SS,N/A,0,0,0 080320,080326,LR,CIT,9.63,12.24,27.1 080320,080326,LR,FTK,14.52,15.78,8.6 080320,080325,SS,PRAA,49.91,46.87,6 080320,080325,SS,TLB,11.36,12.29,-8.2 080324,080327,BS,GTY,15.72,14.85,-5.6 080324,080327,BS,CLNE,11.87,13.26,11.7 080324,080326,SS,TLB,12.24,11.62,5 080324,080326,SS,SSI,16.71,17.26,-3.3 080325,080328,BS,GTY,14.61,15.21,4.1 080325,080328,BS,TPX,12.25,11.65,-4.9 080325,080327,SS,PRAA,47.7,46.95,1.5 080325,080327,SS,N/A,0,0,0 080326,080331,BS,UNH,34.1,34.4,0.8 080326,080331,BS,CVH,40.96,40.38,-1.5 080326,080328,SS,MTH,20.73,18.26,11.9 080326,080328,SS,N/A,0,0,0 080327,080401,BS,MPG,17.07,14.47,-15.3 080327,080401,BS,TPX,11.65,12.49,7.2 080327,------,SS,N/A,0,0,0 080327,------,SS,N/A,0,0,0 080328,080402,LR,MPG,14.33,16.09,12.2 080328,080402,LR,TPX,11,12.23,11.1 080328,------,SS,N/A,0,0,0 080328,------,SS,N/A,0,0,0 080331,080403,BS,AYR,11.25,12.23,8.7 080331,080403,BS,MPG,14.31,16.32,14 080331,------,SS,N/A,0,0,0 080331,------,SS,N/A,0,0,0 080401,080404,BS,LNG,19.48,20.6,5.7 080401,080404,BS,GLS,14.52,14.5,-0.2 080401,------,SS,N/A,0,0,0 080401,------,SS,N/A,0,0,0 080402,080407,BS,LRN,18,19.3,7.2 080402,080407,BS,USNA,21,20.97,-0.2 080402,------,SS,N/A,0,0,0 080402,------,SS,N/A,0,0,0 080403,080408,BS,PPC,18.82,19.39,3 080403,080408,BS,MZZ,58.19,58.44,0.4 080403,------,SS,N/A,0,0,0 080403,------,SS,N/A,0,0,0 080404,080409,BS,FED,24.66,25.08,1.7 080404,080409,BS,SMN,33.88,33.53,-1.1 080404,------,SS,N/A,0,0,0 080404,------,SS,N/A,0,0,0 080407,080410,BS,RVBD,12.42,12.43,0 080407,080410,BS,AMKR,10.25,9.67,-5.7 080407,------,SS,N/A,0,0,0 080407,------,SS,N/A,0,0,0 080408,080411,BS,RVBD,12.78,12.23,-4.4 080408,080411,BS,N/A,0,0,0 080408,------,SS,N/A,0,0,0 080408,------,SS,N/A,0,0,0 080409,080414,BS,GFIG,15.52,15.17,-2.3 080409,080414,BS,N/A,0,0,0 080409,------,SS,N/A,0,0,0 080409,------,SS,N/A,0,0,0 080410,080415,BS,SQM,27.18,29.7,9.2 080410,080415,BS,N/A,0,0,0 080410,------,SS,N/A,0,0,0 080410,------,SS,N/A,0,0,0 080411,080416,BS,PTRY,12.74,11.78,-7.6 080411,080416,BS,N/A,0,0,0 080411,------,SS,N/A,0,0,0 080411,------,SS,N/A,0,0,0 080414,080417,BS,FED,17.08,16.97,-0.7 080414,080417,BS,LNG,16.07,13.25,-17.6 080414,------,SS,N/A,0,0,0 080414,------,SS,N/A,0,0,0 080415,080418,BS,GLS,11.69,14.59,24.8 080415,080418,BS,N/A,0,0,0 080415,------,SS,N/A,0,0,0 080415,------,SS,N/A,0,0,0 080416,080421,LR,LNG,12.89,11.22,-13 080416,080421,LR,PTRY,10.85,11.02,1.5 080416,------,SS,N/A,0,0,0 080416,------,SS,N/A,0,0,0 080417,080422,BS,LNG,10.86,7.4,-31.9 080417,080422,BS,FED,16.81,15.05,-10.5 080417,------,SS,N/A,0,0,0 080417,------,SS,N/A,0,0,0 080418,080423,BS,LNG,11.17,9.01,-19.4 080418,080423,BS,N/A,0,0,0 080418,------,SS,N/A,0,0,0 080418,------,SS,N/A,0,0,0 080421,080424,BS,AMFI,12.9,11.81,-8.5 080421,080424,BS,GSOL,12.11,12.31,1.6 080421,------,SS,N/A,0,0,0 080421,------,SS,N/A,0,0,0 080422,080425,LR,OMCL,11.91,11.06,-7.2 080422,080425,LR,AIRM,40.93,40.65,-0.7 080422,------,SS,N/A,0,0,0 080422,------,SS,N/A,0,0,0 080423,080428,LR,WNR,9.63,10.47,8.7 080423,080428,LR,OMCL,11.3,11.25,-0.5 080423,------,SS,N/A,0,0,0 080423,------,SS,N/A,0,0,0 080424,080429,BS,ALDN,15.02,15.41,2.5 080424,080429,BS,AKF,11.7301,12.63,7.6 080424,------,SS,N/A,0,0,0 080424,------,SS,N/A,0,0,0 080425,080430,BS,VDSI,9.71,10.05,3.5 080425,080430,BS,SMA,13.05,14.09,7.9 080425,------,SS,N/A,0,0,0 080425,------,SS,N/A,0,0,0 080428,080501,BS,HRZ,10.8,10.43,-3.5 080428,080501,BS,CTCM,24.96,25.92,3.8 080428,------,SS,N/A,0,0,0 080428,------,SS,N/A,0,0,0 080429,080502,LR,DGII,8.38,8.1,-3.4 080429,080502,LR,SLW,12.76,13,1.8 080429,------,SS,N/A,0,0,0 080429,------,SS,N/A,0,0,0 080430,080505,BS,CNH,43.14,43.34,0.4 080430,080505,BS,AIT,24.16,25.45,5.3 080430,------,SS,N/A,0,0,0 080430,------,SS,N/A,0,0,0 080501,080506,BS,INDM,15.14,14.1,-6.9 080501,080506,BS,TITN,17.9,19.65,9.7 080501,------,SS,N/A,0,0,0 080501,------,SS,N/A,0,0,0 080502,080507,LR,PDGI,15.73,14.88,-5.5 080502,080507,LR,INDM,14.19,14.07,-0.9 080502,------,SS,N/A,0,0,0 080502,------,SS,N/A,0,0,0 080505,080508,LR,LBY,11.8,11.45,-3 080505,080508,LR,PDGI,14.82,15.08,1.7 080505,------,SS,N/A,0,0,0 080505,------,SS,N/A,0,0,0 080506,080509,BS,LFL,12.46,11.83,-5.1 080506,080509,BS,BANR,19.17,18.21,-5.1 080506,------,SS,N/A,0,0,0 080506,------,SS,N/A,0,0,0 080507,080512,BS,CTBK,17.02,16.56,-2.8 080507,080512,BS,WWE,16.3,16.12,-1.2 080507,------,SS,N/A,0,0,0 080507,------,SS,N/A,0,0,0 080508,080513,BS,CTBK,16.39,16.15,-1.5 080508,080513,BS,LFL,11.83,11.7,-1.1 080508,------,SS,N/A,0,0,0 080508,------,SS,N/A,0,0,0 080509,080514,BS,TSO,21.96,24.34,10.8 080509,080514,BS,VLO,44.56,47.17,5.8 080509,------,SS,N/A,0,0,0 080509,------,SS,N/A,0,0,0 080512,080515,BS,PSUN,11.23,10.99,-2.2 080512,080515,BS,PDGI,14.01,14.01,0 080512,080514,SS,TBSI,50.48,52.17,-3.4 080512,080514,SS,CLR,53.96,51.03,5.4 080513,080516,BS,BMA,20.07,19.1,-4.9 080513,080516,BS,WM,9.88,10.55,6.7 080513,080515,SS,CSIQ,42.78,43.6,-2 080513,080515,SS,ENER,53.3,56.28,-5.6 080514,080519,LR,BMA,18.49,19,2.7 080514,080519,LR,OMG,45.81,47.6,3.9 080514,080516,SS,PDO,10.74,15.74,-46.6 080514,080516,SS,CSIQ,41.5,44.9,-8.2 080515,080520,BS,GEO,23.6,23.34,-1.2 080515,080520,BS,PDX,55.73,55.27,-0.9 080515,080519,SS,VISN,21.3,22.53,-5.8 080515,080519,SS,SOL,23.27,27.8,-19.5 080516,080521,BS,DUG,27.32,26.25,-4 080516,080521,BS,FRGB,10.94,10.96,0.1 080516,080520,SS,VISN,22.9,21.67,5.3 080516,080520,SS,DRYS,111.57,99.25,11 080519,080522,BS,ASYS,9.84,9.49,-3.6 080519,080522,BS,GENC,15.46,14.63,-5.4 080519,080521,SS,CSUN,15,12.39,17.3 080519,080521,SS,JRJC,27.24,23.4,14 080520,080523,BS,YTEC,11.77,12.55,6.6 080520,080523,BS,PODD,16,15.97,-0.2 080520,080522,SS,PDO,19.37,19.4,-0.2 080520,080522,SS,MTZ,11.48,11.27,1.8 080521,080527,LR,YTEC,10.8,12.35,14.3 080521,080527,LR,ALGT,20.64,20.97,1.5 080521,080523,SS,SOLF,28.45,22.58,20.6 080521,080523,SS,PDO,24.98,21.75,12.9 080522,080528,BS,RJET,12.45,12.3,-1.3 080522,080528,BS,RBCN,19.55,22.48,14.9 080522,080527,SS,CRED,19.42,15.78,18.7 080522,080527,SS,PDO,28.75,19.33,32.7 080523,080529,LR,LEH,36.11,36.42,0.8 080523,080529,LR,CPKI,13.57,13.92,2.5 080523,080528,SS,MXC,38.49,34.14,11.3 080523,080528,SS,TWP,13.28,12.84,3.3 080527,080530,BS,UVV,50.48,50.8,0.6 080527,080530,BS,JAH,18.44,19.05,3.3 080527,080529,SS,LDK,47.81,42.62,10.8 080527,080529,SS,ZEUS,62.99,63.72,-1.2 080528,080602,BS,UCBI,10.94,10.46,-4.4 080528,080602,BS,LEA,26.32,25.65,-2.6 080528,080530,SS,LRN,29.25,27.36,6.4 080528,080530,SS,FUQI,10.79,11.28,-4.6 080529,080603,BS,TTM,13.85,13.51,-2.5 080529,080603,BS,LEA,25.49,25.16,-1.3 080529,080602,SS,BEXP,14.41,16.7,-15.9 080529,080602,SS,TGH,22.09,21.96,0.5 080530,080604,BS,UCBI,10.46,11.33,8.3 080530,080604,BS,UBS,23.66,24.11,1.9 080530,080603,SS,COGT,12.13,12.11,0.1 080530,080603,SS,FUQI,10.97,10.97,0 080602,080605,BS,CIT_PZ,0,11.2,0.1 080602,080605,BS,CME,412.1,384.32,-6.8 080602,080604,SS,TDC,27.06,26.04,3.7 080602,080604,SS,MRVL,17.37,17.01,2 080603,080606,BS,LEH,30.61,33.22,8.5 080603,080606,BS,IHS,57.11,63.5,11.1 080603,080605,SS,GPOR,17.67,16.6,6 080603,080605,SS,PCX,121.47,134.77,-11 080604,080609,LR,CME,378,389.82,3.1 080604,080609,LR,ASTI,11.31,11.64,2.9 080604,080606,SS,NVTL,11.41,11.94,-4.7 080604,080606,SS,NCS,33.74,34.91,-3.5 080605,080610,BS,AYR,11.03,10.26,-7 080605,080610,BS,FCN,55.82,56.1,0.5 080605,080609,SS,ABH,12.98,13.45,-3.7 080605,080609,SS,HK,31.81,35.45,-11.5 080606,080611,LR,CTX,16.06,15.91,-1 080606,080611,LR,AIR,15.89,15.62,-1.7 080606,080610,SS,SIM,17.8,16.56,6.9 080606,080610,SS,HK,35.5,33.98,4.2 080609,080612,LR,WB,18.89,19,0.5 080609,080612,LR,BANR,15.28,14.49,-5.2 080609,080611,SS,NOG,14.9,14.37,3.5 080609,080611,SS,CLR,76.1,68.94,9.4 080610,080613,LR,TSL,36.54,37,1.2 080610,080613,LR,HMIN,19.26,18.86,-2.1 080610,080612,SS,HK,36.95,34.48,6.6 080610,080612,SS,SKF,129.39,127.01,1.8 080611,080616,LR,ABR,10.95,11.91,8.7 080611,080616,LR,LEH,23.75,26.11,9.9 080611,080613,SS,SQM,48.89,45.45,7 080611,080613,SS,SM,58.66,58.83,-0.3 080612,080617,BS,LEH,22.7,27.82,22.5 080612,080617,BS,ESEA,12.9,13.42,4 080612,080616,SS,TMX,24.16,24.04,0.4 080612,080616,SS,LHCG,22.99,22.25,3.2 080613,080618,BS,TCB,12.95,12.68,-2.1 080613,080618,BS,ADM,32.61,32.98,1.1 080613,080617,SS,SHS,36.2,36.66,-1.3 080613,080617,SS,IOC,30.7,31.48,-2.6 080616,080619,BS,FED,10.89,10.65,-2.3 080616,080619,BS,NCMI,13.53,12.69,-6.3 080616,080618,SS,ICO,12.5,13.28,-6.3 080616,080618,SS,TLB,11.84,12,-1.4 080617,080620,LR,OZRK,19.02,17.7,-7 080617,080620,LR,PPC,15.98,15.14,-5.3 080617,080619,SS,TRA,52.94,52.8,0.2 080617,080619,SS,TITN,31.32,32.08,-2.5 080618,080623,LR,OZRK,17.3,17.72,2.4 080618,080623,LR,STI,36.95,37.45,1.3 080618,080620,SS,GROW,17.55,19.12,-9 080618,080620,SS,AGU,113.47,108.68,4.2 080619,080624,LR,OZRK,15.79,16.4,3.8 080619,080624,LR,BANR,11.5,9.55,-17 080619,080623,SS,PDO,32,37.99,-18.8 080619,080623,SS,JRCC,61.43,62.14,-1.2 080620,080625,LR,BANR,9.59,9.48,-1.2 080620,080625,LR,ZNH,21.5,21.09,-2 080620,080624,SS,GROW,18.68,18.3,2 080620,080624,SS,FTK,22.66,20.37,10.1 080623,080626,LR,CAR,10.12,9.66,-4.6 080623,080626,LR,GM,12.91,11.9,-7.9 080623,080625,SS,PDO,30.68,34.94,-13.9 080623,080625,SS,NCOC,10.33,9.73,5.8 080624,080627,LR,CT,20.35,18.56,-8.8 080624,080627,LR,CAR,9.45,8.73,-7.7 080624,080626,SS,ROYL,12.2,12.75,-4.6 080624,080626,SS,PDO,41,34.1001,16.8 080625,080630,BS,CLNE,10.82,11.05,2.1 080625,080630,BS,CVI,19.95,19.21,-3.8 080625,080627,SS,ROYL,13.27,12.31,7.2 080625,080627,SS,BTU,86.27,84.05,2.5 080626,080701,LR,FFG,18.46,19.95,8 080626,080701,LR,HUN,11.63,11.46,-1.5 080626,080630,SS,TTES,77.1,79.47,-3.1 080626,080630,SS,APPX,16.69,16.72,-0.2 080627,080702,BS,MTW,32.19,31.65,-1.7 080627,080702,BS,SIMO,15.035,14.1,-6.3 080627,080701,SS,TS,71.68,72.95,-1.8 080627,080701,SS,ROYL,13.05,11.36,12.9 080630,080703,LR,OSBC,11.62,12.25,5.4 080630,080703,LR,FRE,16.4,16.13,-1.7 080630,080702,SS,GDP,79.35,78.02,1.6 080630,080702,SS,GSI,14.69,12.28,16.4 080701,080707,LR,OSK,18.6,17.96,-3.5 080701,080707,LR,BUSE,12.36,12.28,-0.7 080701,080703,SS,QID,45.92,46.22,-0.7 080701,080703,SS,BTE,35.08,31.98,8.8 080702,080708,LR,OSK,16.87,16.99,0.7 080702,080708,LR,GIGM,10.56,11.65,10.3 080702,080707,SS,HK,52.73,44.15,16.2 080702,080707,SS,AREX,29.81,26.69,10.4 080703,080709,BS,TIE,12.01,11.69,-2.7 080703,080709,BS,ALJ,10,10.99,9.8 080703,080708,SS,SQNM,17.6,17.21,2.2 080703,080708,SS,DBC,46.63,44.13,5.3 080707,080710,LR,FRE,11.91,8.45,-29.1 080707,080710,LR,TELOZ,17.1,21.46,25.4 080707,080709,SS,OSIP,44.3,43.67,1.4 080707,080709,SS,AMGN,50.6,50.85,-0.5 080708,080711,BS,RATE,26.99,26.46,-2 080708,080711,BS,MELI,26.79,30.26,12.9 080708,080710,SS,SDD,85.6,81.03,5.3 080708,080710,SS,MEND,15.15,15.7,-3.7 080709,080714,LR,FTO,19.36,19.23,-0.7 080709,080714,LR,BYI,27.63,26.74,-3.3 080709,080711,SS,ERES,18.45,17.58,4.7 080709,080711,SS,APPX,23.2,23.97,-3.4 080710,080715,LR,FRE,8,5.97,-25.4 080710,080715,LR,FNM,13.2,8.46,-36 080710,080714,SS,IVN,11.29,11.83,-4.8 080710,080714,SS,GSK,48.84,46.79,4.1 080711,080716,LR,FNM,10.25,7.93,-22.7 080711,080716,LR,LEH,14.43,14.26,-1.2 080711,080715,SS,IVN,11.72,12.34,-5.3 080711,080715,SS,EW,64.25,65.17,-1.5 080714,080717,LR,WB,9.84,11,11.7 080714,080717,LR,LEH,12.4,18.21,46.8 080714,080716,SS,BUD,67.55,66.95,0.8 080714,080716,SS,CLR,81.28,74.6,8.2 080715,080718,LR,SAH,8.39,9.21,9.7 080715,080718,LR,DCS,9.59,10.41,8.5 080715,080717,SS,SKF,196.84,145.76,25.9 080715,080717,SS,GG,52.15,45.54,12.6 080716,080721,BS,TRMA,27,26.09,-3.4 080716,080721,BS,CGV,34.85,36.94,5.9 080716,080718,SS,OTTR,43.33,44.53,-2.8 080716,080718,SS,AMED,57.92,61.76,-6.7 080717,080722,BS,HES,95.9,101.74,6 080717,080722,BS,ATPG,29.99,31.88,6.3 080717,080721,SS,STJ,47.3,46.76,1.1 080717,080721,SS,EURX,17.26,18.3,-6.1 080718,080723,BS,ICLR,75.55,82.75,9.5 080718,080723,BS,TXT,41.6,42.18,1.3 080718,080722,SS,GTLS,47.84,49.5,-3.5 080718,080722,SS,ECOL,32,33.52,-4.8 080721,080724,BS,TXT,40.16,43.32,7.8 080721,080724,BS,VCLK,9.85,10.88,10.4 080721,080723,SS,AFAM,30.5,31.83,-4.4 080721,080723,SS,GB,20.9001,21.32,-2.1 080722,080725,BS,CAVM,16.33,16.67,2 080722,080725,BS,EMC,12.46,14.11,13.2 080722,080724,SS,MNTA,15.8,15.53,1.7 080722,080724,SS,WSO,48.5,49.59,-2.3 080723,080728,LR,REXX,17.07,17.91,4.9 080723,080728,LR,PDO,14.4,13.8,-4.2 080723,080725,SS,BXG,12.15,11.92,1.8 080723,080725,SS,MNTA,17,16.02,5.7 080724,080729,LR,JRCC,33.03,38.85,17.6 080724,080729,LR,GDP,46.35,47.63,2.7 080724,080728,SS,THRX,16.51,15.93,3.5 080724,080728,SS,GEOY,21.71,20.8,4.1 080725,080730,BS,UNG,42.4,41.84,-1.4 080725,080730,BS,CVG,11.9,12.46,4.7 080725,080729,SS,CLFC,10.51,10.98,-4.5 080725,080729,SS,RBCAA,30.94,30.86,0.2 080728,080731,BS,AGO,10.37,11.46,10.5 080728,080731,BS,FSIN,13.83,14.87,7.5 080728,080730,SS,RVBD,17.33,15.83,8.6 080728,080730,SS,CRY,12.98,12.61,2.8 080729,080801,BS,PODD,13.07,13.94,6.6 080729,080801,BS,MTL,18.61,21.01,12.8 080729,080731,SS,CNC,21.85,22.31,-2.2 080729,080731,SS,IKN,13.58,14.3,-5.4 080730,080804,BS,SIMO,6.8,7.35,8 080730,080804,BS,PODD,13,13.86,6.6 080730,080801,SS,CTS,12.59,12.13,3.6 080730,080801,SS,DGII,10.33,10.38,-0.5 080731,080805,BS,RBCN,13,11.64,-10.5 080731,080805,BS,EPIQ,11.68,11.09,-5.1 080731,------,SS,N/A,0,0,0 080731,------,SS,N/A,0,0,0 080801,080806,BS,CNX,67.85,62.49,-7.9 080801,080806,BS,XCO,24.99,22.53,-9.9 080801,------,SS,N/A,0,0,0 080801,------,SS,N/A,0,0,0 080804,080807,LR,KBR,22.74,24.78,8.9 080804,080807,LR,HK,27.91,32.25,15.5 080804,------,SS,N/A,0,0,0 080804,------,SS,N/A,0,0,0 080805,080808,BS,AUY,10.72,10.7,-0.2 080805,080808,BS,MVO,16.78,17.85,6.3 080805,------,SS,N/A,0,0,0 080805,------,SS,N/A,0,0,0 080806,080811,BS,EAC,50.26,48.91,-2.7 080806,080811,BS,PQ,18.27,17.66,-3.4 080806,------,SS,N/A,0,0,0 080806,------,SS,N/A,0,0,0 080807,080812,BS,AREX,15.52,14.61,-5.9 080807,080812,BS,EXH,48.64,48.63,-0.1 080807,------,SS,N/A,0,0,0 080807,------,SS,N/A,0,0,0 080808,080813,BS,KBR,22.54,22.52,-0.1 080808,080813,BS,ELN,10.68,10.84,1.4 080808,------,SS,N/A,0,0,0 080808,------,SS,N/A,0,0,0 080811,080814,BS,ELN,11.02,11.08,0.5 080811,080814,BS,AREX,14.6,15.4,5.4 080811,------,SS,N/A,0,0,0 080811,------,SS,N/A,0,0,0 080812,------,SS,N/A,0,0,0 080812,------,SS,N/A,0,0,0 080812,------,SS,N/A,0,0,0 080812,------,SS,N/A,0,0,0 080813,080818,BS,VTIV,17.86,20.28,13.5 080813,080818,BS,N/A,0,0,0 080813,------,SS,N/A,0,0,0 080813,------,SS,N/A,0,0,0 080814,------,SS,N/A,0,0,0 080814,------,SS,N/A,0,0,0 080814,------,SS,N/A,0,0,0 080814,------,SS,N/A,0,0,0 080815,080820,BS,FSIN,11.12,10.4,-6.5 080815,080820,BS,CEF,10.18,10.35,1.6 080815,------,SS,N/A,0,0,0 080815,------,SS,N/A,0,0,0 080818,080821,BS,CHDX,11.81,11.6,-1.8 080818,080821,BS,FSIN,10.69,11.19,4.6 080818,------,SS,N/A,0,0,0 080818,------,SS,N/A,0,0,0 080819,080822,BS,TWI,27.05,26.69,-1.4 080819,080822,BS,CHDX,11.61,11.42,-1.7 080819,------,SS,N/A,0,0,0 080819,------,SS,N/A,0,0,0 080820,080825,BS,JCG,24.98,25.79,3.2 080820,080825,BS,MEU,12.84,12.95,0.8 080820,------,SS,N/A,0,0,0 080820,------,SS,N/A,0,0,0 080821,080826,BS,FEED,10.7,12.01,12.2 080821,080826,BS,PGNX,12.19,12.08,-1 080821,080825,SS,PAY,18.94,19.5,-3 080821,080825,SS,FED,11.19,11.98,-7.1 080822,080827,BS,FEED,10.59,11.4,7.6 080822,080827,BS,ALNY,29.88,29.66,-0.8 080822,080826,SS,FED,13.23,12.21,7.7 080822,080826,SS,N/A,0,0,0 080825,080828,BS,PERY,16.86,16.72,-0.9 080825,080828,BS,CYBX,23.23,25.06,7.8 080825,------,SS,N/A,0,0,0 080825,------,SS,N/A,0,0,0 080826,080829,BS,PERY,17.16,16.96,-1.2 080826,080829,BS,QELP,11.92,11.75,-1.5 080826,------,SS,N/A,0,0,0 080826,------,SS,N/A,0,0,0 080827,080902,BS,DRI,28.12,29.75,5.7 080827,080902,BS,CVBF,10.32,11.01,6.6 080827,------,SS,N/A,0,0,0 080827,------,SS,N/A,0,0,0 080828,080903,BS,SFD,20.73,19.56,-5.7 080828,080903,BS,SVU,23.11,24.23,4.8 080828,------,SS,N/A,0,0,0 080828,------,SS,N/A,0,0,0 080829,080904,BS,LPL,12.32,11.25,-8.7 080829,080904,BS,SFD,20.11,19.87,-1.2 080829,------,SS,N/A,0,0,0 080829,------,SS,N/A,0,0,0 080902,080905,BS,LPL,10.93,11.26,3 080902,080905,BS,SFD,19.56,19.88,1.6 080902,------,SS,N/A,0,0,0 080902,------,SS,N/A,0,0,0 080903,080908,LR,USD,40.6,40.21,-1 080903,080908,LR,GAP,14.12,13.17,-6.8 080903,------,SS,N/A,0,0,0 080903,------,SS,N/A,0,0,0 080904,080909,LR,TBSI,23.01,22.31,-3.1 080904,080909,LR,GHM,73.23,71.17,-2.9 080904,080908,SS,SUR,19.42,18.95,2.4 080904,080908,SS,N/A,0,0,0 080905,080910,BS,JBL,13.31,12.59,-5.5 080905,080910,BS,RBCN,10.58,8.36,-21 080905,080909,SS,APP,10.2,8.95,12.2 080905,080909,SS,N/A,0,0,0 080908,080911,BS,RBCN,9.92,7.72,-22.2 080908,080911,BS,FTK,12.42,11.39,-8.3 080908,080910,SS,AGO,19.49,18.39,5.6 080908,080910,SS,CLNE,19.9,18.07,9.1 080909,080912,LR,MEE,38.9,45.2,16.1 080909,080912,LR,PCX,32.96,36.9,11.9 080909,080911,SS,LIZ,18.57,18.49,0.4 080909,080911,SS,AN,13.41,12.73,5 080910,080929,BS,JASO,12.12,11.78,-2.9 080910,080929,BS,OIS,38.94,36.89,-5.3 080910,080912,SS,ALGT,34.32,30.89,9.9 080910,080912,SS,CBK,11.1,10.46,5.7 080911,080916,BS,ACGY,11.22,9.63,-14.2 080911,080916,BS,CAVM,12.61,12.34,-2.2 080911,080929,SS,DZZ,39.63,9.63,-14.2 080911,080929,SS,ACBA,10.51,12.34,-2.2 080912,080917,BS,AGD,10.12,9.18,-9.3 080912,080917,BS,RNOW,12.15,11.58,-4.7 080912,080916,SS,FXP,109.14,114,-4.5 080912,080916,SS,THO,26.59,27.22,-2.4 080929,080918,LR,AVF,0,3.24,-4.5 080929,080918,LR,CRDN,0,33.21,-2.4 080929,080917,SS,BGG,17.4,17.63,-1.4 080929,080917,SS,THO,26,28.31,-8.9 080916,080919,BS,ENS,19.43,21.81,12.2 080916,080919,BS,AEF,10.75,15,39.5 080916,080918,SS,EEV,137.52,117.5,14.5 080916,080918,SS,DUG,46.79,41.24,11.8 080917,080922,LR,INZ,11.25,16.77,49 080917,080922,LR,IND,10.9,15.71,44.1 080917,080919,SS,EFU,129.55,105.4,18.6 080917,080919,SS,ALJ,14.76,16.5,-11.8 080918,080923,BS,BTM,19.34,23.01,18.9 080918,080923,BS,CEG,24.2,27.21,12.4 080918,080922,SS,JOSB,33.15,37.26,-12.4 080918,080922,SS,WNR,12.37,11.74,5 080919,080924,BS,CAP,11.19,10.6,-5.3 080919,080924,BS,IPHS,26.75,25.37,-5.2 080919,080923,SS,RF,19.1,13.72,28.1 080919,080923,SS,KRE,51.63,37.66,27 080922,080925,BS,CEDC,43.88,45.01,2.5 080922,080925,BS,MDZ,11.19,11.41,1.9 080922,080924,SS,DFG,38,28.28,25.5 080922,080924,SS,CVBF,15.2,14.15,6.9 080923,080926,LR,OI,25.8,29.57,14.6 080923,080926,LR,IGT,16.07,16.87,4.9 080923,080925,SS,CFFN,50.99,48.63,4.6 080923,080925,SS,JOSB,37.27,33.85,9.1 080924,080929,LR,PPC,6.36,3.96,-37.8 080924,080929,LR,OSK,9.09,10.8,18.8 080924,080926,SS,FED,20.71,10.04,51.5 080924,080926,SS,BWLD,43.1,40.5,6 080925,080930,BS,SPW,86.36,71.44,-17.3 080925,080930,BS,EYE,18.14,16.44,-9.4 080925,080929,SS,LFG,24.01,20.56,14.3 080925,080929,SS,FIG,13,11,15.3 080926,081001,LR,GNW,8.14,7.7,-5.5 080926,081001,LR,ES,11.04,10.47,-5.2 080926,080930,SS,SNV,10.49,10.35,1.3 080926,080930,SS,N/A,0,0,0 080929,081002,LR,EXM,13.4,14.96,11.6 080929,081002,LR,RRI,10.08,6.44,-36.2 080929,081001,SS,SQNM,27.84,26.72,4 080929,081001,SS,JPM,46.58,49.63,-6.6 080930,081003,BS,UNH,25.39,25.06,-1.3 080930,081003,BS,N/A,0,0,0 080930,081002,SS,PRGO,39.82,37.51,5.8 080930,081002,SS,HE,29.31,27.79,5.1 081001,081006,BS,HIG,38.11,30.38,-20.3 081001,081006,BS,SSW,17.37,16.9,-2.8 081001,081003,SS,ACC,34.91,32.3,7.4 081001,081003,SS,JPM,46.91,45.9,2.1 081002,081007,LR,HIG,25.91,31.02,19.7 081002,081007,LR,TCK,22.27,20.23,-9.2 081002,081006,SS,SMN,57.08,71.96,-26.1 081002,081006,SS,C,23.16,17.41,24.8 081003,081008,BS,CGX,21.68,19.09,-12 081003,081008,BS,TCK,21.34,16.15,-24.4 081003,081007,SS,STI,52.34,45.9,12.3 081003,081007,SS,JPM,50.31,39.32,21.8 081006,081009,LR,XTXI,13.81,11.83,-14.4 081006,081009,LR,BGC,21,18.7,-11 081006,081008,SS,SMN,71.47,79.5,-11.3 081006,081008,SS,EFU,144.39,169.5,-17.4 081007,081010,LR,XTEX,11.15,9.86,-11.6 081007,081010,LR,XTXI,12.22,9.61,-21.4 081007,081009,SS,CME,414,355.4,14.1 081007,081009,SS,PNC,76.12,59.85,21.3 081008,081013,BS,PENN,15,16.25,8.3 081008,081013,BS,N/A,0,0,0 081008,081010,SS,CEF,12.29,10.85,11.7 081008,081010,SS,SCC,146.92,157.86,-7.5 081009,081014,BS,HUGH,20.78,25.18,21.1 081009,081014,BS,N/A,0,0,0 081009,081013,SS,CME,418.89,411.44,1.7 081009,081013,SS,LAZ,42.63,37,13.2 081010,081015,BS,CDI,10.97,13.18,20.1 081010,081015,BS,PL,9.85,16.06,63 081010,081014,SS,DUG,73.57,47.55,35.3 081010,081014,SS,EFU,215.9,144.1,33.2 081013,081016,BS,DWSN,24.01,23.51,-2.1 081013,081016,BS,CDI,12.11,13.18,8.8 081013,081015,SS,EBS,13.82,15.29,-10.7 081013,081015,SS,FSP,13.5,10.5,22.2 081014,081017,BS,GPI,11.31,9.91,-12.4 081014,081017,BS,LVS,13.48,11.78,-12.7 081014,081016,SS,SVR,19.05,18.31,3.8 081014,081016,SS,N/A,0,0,0 081015,081020,LR,FST,22.56,27.17,20.4 081015,081020,LR,M,8.66,9.91,14.4 081015,081017,SS,EBS,15.03,16.58,-10.4 081015,081017,SS,NWSB,28.72,27.5,4.2 081016,081021,BS,GPI,10.33,8.88,-14.1 081016,081021,BS,N/A,0,0,0 081016,081020,SS,OZRK,28.32,29,-2.5 081016,081020,SS,DRS,80.12,80.43,-0.4 081017,081022,BS,HOS,21.25,22.15,4.2 081017,081022,BS,PLD,22.19,18.4,-17.1 081017,081021,SS,EBS,16.84,17.46,-3.7 081017,081021,SS,SXE,36.48,35.25,3.3 081020,081023,BS,LULU,13.41,12.5,-6.8 081020,081023,BS,TMK,35.41,34.64,-2.2 081020,081022,SS,ALXN,41.65,39.66,4.7 081020,081022,SS,VIV,12.25,9,26.5 081021,081024,LR,PLD,18.78,15.12,-19.5 081021,081024,LR,AMB,23.34,18.65,-20.1 081021,081023,SS,ICUI,34.08,31.83,6.6 081021,081023,SS,N/A,0,0,0 081022,081027,LR,DDR,8.15,8.5,4.2 081022,081027,LR,TXT,13.03,12.64,-3 081022,081024,SS,UUP,26.36,26.88,-2 081022,081024,SS,ITWO,14.3,14.09,1.4 081023,081028,LR,TXT,11.69,14.58,24.7 081023,081028,LR,AEM,23.74,23.07,-2.9 081023,081027,SS,EEV,162.79,194,-19.2 081023,081027,SS,PETS,16.45,14.79,10 081024,081029,LR,AIV,12.22,11.97,-2.1 081024,081029,LR,CEDC,18.57,21.17,14 081024,081028,SS,SRS,194.96,133.06,31.7 081024,081028,SS,FXY,108.27,101.96,5.8 081027,081030,LR,AMB,15.32,19.59,27.8 081027,081030,LR,AIV,10.5,12.93,23.1 081027,081029,SS,FXP,167,115.48,30.8 081027,081029,SS,EFU,207.88,155.03,25.4 081028,081031,BS,PPO,10.32,7.5,-27.4 081028,081031,BS,LBTYK,13.4,15.4,14.9 081028,081030,SS,DCM,16.03,16.98,-6 081028,081030,SS,FXY,104.44,101.16,3.1 081029,081103,BS,STC,11.32,15.51,37 081029,081103,BS,WHR,43.85,46.7,6.4 081029,------,SS,N/A,0,0,0 081029,------,SS,N/A,0,0,0 081030,081104,BS,ULTI,12.75,14.4,12.9 081030,081104,BS,WXS,13.1,14.07,7.4 081030,------,SS,N/A,0,0,0 081030,------,SS,N/A,0,0,0 081031,081105,BS,SHS,10.25,9.15,-10.8 081031,081105,BS,HNT,12.88,10.13,-21.4 081031,------,SS,N/A,0,0,0 081031,------,SS,N/A,0,0,0 081103,081106,BS,SHS,10.06,9.5,-5.6 081103,081106,BS,TLK,19.82,19.6,-1.2 081103,------,SS,N/A,0,0,0 081103,------,SS,N/A,0,0,0 081104,081107,LR,SHS,9,9.26,2.8 081104,081107,LR,ANDE,23.29,22.82,-2.1 081104,------,SS,N/A,0,0,0 081104,------,SS,N/A,0,0,0 081105,081110,BS,GHM,14.01,14.49,3.4 081105,081110,BS,KND,13.02,13.86,6.4 081105,------,SS,N/A,0,0,0 081105,------,SS,N/A,0,0,0 081106,081111,BS,PPS,15.15,14,-7.6 081106,081111,BS,GHM,14.15,12.05,-14.9 081106,------,SS,N/A,0,0,0 081106,------,SS,N/A,0,0,0 081107,081112,BS,DPM,11.04,9.31,-15.7 081107,081112,BS,MDR,9.98,8.13,-18.6 081107,081111,SS,CPLA,49.7,52.95,-6.6 081107,081111,SS,N/A,0,0,0 081110,081113,LR,GES,15.86,14.47,-8.8 081110,081113,LR,URBN,15.98,16.5,3.2 081110,081112,SS,SLXP,10.39,9.23,11.1 081110,081112,SS,CPLA,53.44,51.36,3.8 081111,081114,LR,VTR,22.45,27,20.2 081111,081114,LR,DPM,9.2,9.22,0.2 081111,081113,SS,CPLA,53.07,50.8,4.2 081111,081113,SS,INT,30.29,31.65,-4.5 081112,081117,LR,USG,9.67,9.15,-5.4 081112,081117,LR,WPZ,15.31,15.9,3.8 081112,081114,SS,KG,10.1,9.64,4.5 081112,081114,SS,TSRA,18,18.5,-2.8 081113,081118,LR,JCG,11.22,10.54,-6.1 081113,081118,LR,VTR,23.96,21.74,-9.3 081113,081117,SS,NAT,33.67,34.29,-1.9 081113,081117,SS,ADM,25.06,25.63,-2.3 081114,081119,BS,ANDE,17.58,16.59,-5.7 081114,081119,BS,ANF,17.79,15.94,-10.4 081114,081118,SS,DTO,89.93,94.92,-5.6 081114,081118,SS,ADM_PA,33.55,33.48,0.2 081117,081120,LR,ANF,15.4,14.31,-7.1 081117,081120,LR,JCG,10.45,9.05,-13.4 081117,081119,SS,SRS,169.15,225.55,-33.4 081117,081119,SS,SUN,37.8,33.2,12.1 081118,081121,BS,MHK,29.32,26.42,-9.9 081118,081121,BS,HTV,10.46,7.96,-24 081118,081120,SS,VVC,26.33,24.69,6.2 081118,081120,SS,SRS,175.99,259.36,-47.4 081119,081124,LR,ARB,16.38,14.12,-13.8 081119,081124,LR,BRE,20.65,20.11,-2.7 081119,081121,SS,SRS,183.05,216.67,-18.4 081119,081121,SS,SKF,187.81,244.12,-30 081120,081125,LR,WLT,12.96,16.61,28.1 081120,081125,LR,KIM,11.26,15.73,39.6 081120,081124,SS,SKF,230.8,173.99,24.6 081120,081124,SS,EEV,115.2,79.9,30.6 081121,081126,BS,ASH,10.9,8.68,-20.4 081121,081126,BS,NRP,13.27,15.45,16.4 081121,081125,SS,HMSY,26.09,27.96,-7.2 081121,081125,SS,REW,152.39,125.344,17.7 081124,081128,BS,NTY,14.81,14.35,-3.2 081124,081128,BS,ARB,14.36,13.28,-7.6 081124,081126,SS,OMRI,24.55,24.8,-1.1 081124,081126,SS,SJI,38.2,38.24,-0.2 081125,------,SS,N/A,0,0,0 081125,------,SS,N/A,0,0,0 081125,081128,SS,OMRI,24.7,24.88,-0.8 081125,081128,SS,N/A,0,0,0 081126,081202,BS,NTY,14.38,13.55,-5.8 081126,081202,BS,GCO,13.95,11.51,-17.5 081126,081201,SS,CBEY,14.41,13.93,3.3 081126,081201,SS,N/A,0,0,0 081128,081203,BS,ANDE,12.66,11.95,-5.7 081128,081203,BS,KYN,13.37,11.61,-13.2 081128,------,SS,N/A,0,0,0 081128,------,SS,N/A,0,0,0 081201,081204,LR,KYN,11.12,11.62,4.4 081201,081204,LR,CHK,15,13.74,-8.5 081201,------,SS,N/A,0,0,0 081201,------,SS,N/A,0,0,0 081202,081205,BS,RTP,78.06,62.66,-19.8 081202,081205,BS,KYN,11.51,11.85,2.9 081202,081204,SS,OSIR,19.65,18.71,4.7 081202,081204,SS,TLT,108.56,112.3,-3.5 081203,081208,BS,RTP,67.27,68.95,2.4 081203,081208,BS,XNPT,18.51,17.5,-5.5 081203,081205,SS,EBS,24.22,22.86,5.6 081203,081205,SS,MNT,30.53,30.5,0 081204,081209,LR,RIG,47.98,52.81,10 081204,081209,LR,RTP,60.72,72.09,18.7 081204,------,SS,N/A,0,0,0 081204,------,SS,N/A,0,0,0 081205,081210,LR,BTE,10.67,12.03,12.7 081205,081210,LR,PWE,10.49,11.25,7.2 081205,------,SS,N/A,0,0,0 081205,------,SS,N/A,0,0,0 081208,081211,BS,CLB,52.88,53.95,2 081208,081211,BS,BPT,66.81,68.93,3.1 081208,081210,SS,CYBX,16.89,15.74,6.8 081208,081210,SS,N/A,0,0,0 081209,081212,LR,LUFK,32.73,34.03,3.9 081209,081212,LR,DMLP,14.86,15.35,3.2 081209,081211,SS,ACH,13.6,14.2,-4.5 081209,081211,SS,N/A,0,0,0 081210,081215,BS,MOH,17.59,16.58,-5.8 081210,081215,BS,DWSN,15.03,15.5,3.1 081210,------,SS,N/A,0,0,0 081210,------,SS,N/A,0,0,0 081211,081216,BS,GIL,9.19,9.5,3.3 081211,081216,BS,MOH,16.97,16.86,-0.7 081211,081215,SS,ACH,14.96,13.59,9.1 081211,081215,SS,AU,27.31,26.29,3.7 081212,081217,BS,DWSN,15.13,17.72,17.1 081212,081217,BS,CNW,21.15,21.46,1.4 081212,081216,SS,CMN,11.93,14.19,-19 081212,081216,SS,THRX,9.93,11.3,-13.8 081215,081218,BS,PLCM,13.83,13.17,-4.8 081215,081218,BS,SNI,20.72,20.83,0.5 081215,081217,SS,CMN,12.76,14.63,-14.7 081215,081217,SS,THRX,10.65,11.64,-9.3 081216,081219,BS,CBT,15.03,14.48,-3.7 081216,081219,BS,KSU,16.84,19.35,14.9 081216,081218,SS,CMN,13.18,14.41,-9.4 081216,081218,SS,N/A,0,0,0 081217,081222,BS,SRS,57.19,59.2,3.5 081217,081222,BS,CBT,14.53,14.69,1.1 081217,081219,SS,SSRI,14.25,14.05,1.4 081217,081219,SS,KOF,43.43,41.92,3.4 081218,081223,LR,ISYS,8.97,8.69,-3.2 081218,081223,LR,SIVB,25.37,25.69,1.2 081218,------,SS,N/A,0,0,0 081218,------,SS,N/A,0,0,0 081219,081224,LR,RBS,12.7,12.51,-1.5 081219,081224,LR,HRC,16.58,16.25,-2 081219,081223,SS,STC,20.86,19.15,8.1 081219,081223,SS,N/A,0,0,0 081222,081226,LR,BKS,13.32,13.64,2.4 081222,081226,LR,RIG,44.23,42.9,-3.1 081222,081224,SS,CGX,21,20.49,2.4 081222,081224,SS,UFCS,29.66,28.46,4 081223,081229,BS,FE,45.98,46.27,0.6 081223,081229,BS,WOR,10.36,10.41,0.4 081223,081226,SS,REG,44.44,44.18,0.5 081223,081226,SS,CGX,21.34,20.77,2.6 081224,081230,BS,TWM,70.88,70.21,-1 081224,081230,BS,DXD,57.62,56.55,-1.9 081224,081229,SS,PLD,11.04,12.25,-11 081224,081229,SS,RGLD,46.99,48.17,-2.6 081226,081231,BS,MZZ,63.55,60.99,-4.1 081226,081231,BS,DXD,56.84,54.64,-3.9 081226,081230,SS,PLD,13.17,12.61,4.2 081226,081230,SS,N/A,0,0,0 081229,090102,BS,SH,75.11,71.89,-4.3 081229,090102,BS,DXD,57.22,53.07,-7.3 081229,081231,SS,STC,22.15,23.49,-6.1 081229,081231,SS,SFD,12.94,14.07,-8.8 081230,090105,BS,PDA,25.5,27.63,8.3 081230,090105,BS,TNC,15.85,15.68,-1.1 081230,090102,SS,MTZ,10.81,11.7,-8.3 081230,090102,SS,MBLX,10.93,12.38,-13.3 081231,090106,BS,MZZ,58.3,54.14,-7.2 081231,090106,BS,SDS,70.94,65.44,-7.8 081231,090105,SS,GKM,11.5,12.02,-4.6 081231,090105,SS,GOM,11.42,12.08,-5.8 090102,090107,LR,DUG,22.7,22.29,-1.9 090102,090107,LR,QID,52.49,53.06,1 090102,090106,SS,EZCH,16.5,17.51,-6.2 090102,090106,SS,PHH,12.98,11.6,10.6 090105,090108,BS,ERY,30.79,34.68,12.6 090105,090108,BS,DUG,21.921,23.75,8.3 090105,------,SS,N/A,0,0,0 090105,------,SS,N/A,0,0,0 090106,090109,BS,SMN,32.3,33.82,4.7 090106,090109,BS,TZA,42.86,45.49,6.1 090106,090108,SS,OSK,11.74,11.45,2.4 090106,090108,SS,N/A,0,0,0 090107,090112,BS,MTB,49.6,48.39,-2.5 090107,090112,BS,HRC,14.86,14.41,-3.1 090107,090109,SS,AAWW,22.78,23.24,-2.1 090107,090109,SS,MTZ,12.44,12.37,0.5 090108,090113,BS,ECLP,12.03,12.6,4.7 090108,090113,BS,CHU,11.19,10.77,-3.8 090108,090112,SS,ARA,13.68,10.76,21.3 090108,090112,SS,AAWW,23.03,21.46,6.8 090109,090114,LR,IART,28.11,28.1,-0.1 090109,090114,LR,SLG,20.24,17.8,-12.1 090109,090113,SS,SID,17.03,14.8,13 090109,090113,SS,SGR,28.2,26.59,5.7 090112,090115,LR,SLG,18.2,17.4,-4.4 090112,090115,LR,SSS,26.33,25.71,-2.4 090112,090114,SS,DRYS,16.9,14.95,11.5 090112,090114,SS,NTCT,13.59,13.09,3.6 090113,090116,BS,PSB,37.94,40.02,5.4 090113,090116,BS,SKT,31.69,30.5,-3.8 090113,090115,SS,PTY,12,11.63,3 090113,090115,SS,EYE,21.52,21.55,-0.2 090114,090120,BS,BAC,10.2,6.48,-36.5 090114,090120,BS,UTEK,10.36,10.45,0.8 090114,090116,SS,HEP,26.94,26.5,1.6 090114,090116,SS,EYE,21.49,21.55,-0.3 090115,090121,BS,LUX,15.46,14.38,-7 090115,090121,BS,N/A,0,0,0 090115,090120,SS,MFLX,17.37,17.45,-0.5 090115,090120,SS,ACOR,24.48,22.12,9.6 090116,090122,BS,WFC,18.68,16.04,-14.2 090116,090122,BS,STI,19.94,14.23,-28.7 090116,090121,SS,SVR,13.45,13.65,-1.5 090116,090121,SS,SQNM,25.27,25.54,-1.1 090120,090123,LR,PNC,22,28.61,30 090120,090123,LR,FAS,7.63,7.39,-3.2 090120,090122,SS,DTO,183.03,173.04,5.4 090120,090122,SS,RIMM,51.64,52.33,-1.4 090121,090126,BS,AF,11.48,11.01,-4.1 090121,090126,BS,STI,15.21,14.82,-2.6 090121,090123,SS,VSEC,25.35,24.34,3.9 090121,090123,SS,N/A,0,0,0 090122,090127,BS,BOOM,12.7,11.99,-5.6 090122,090127,BS,COH,14.44,14.5,0.4 090122,090126,SS,IMA,24.09,24.09,0 090122,090126,SS,HOC,22.95,23.79,-3.7 090123,090128,BS,BOOM,12,12.74,6.1 090123,090128,BS,BT,15.29,15.52,1.5 090123,090127,SS,IWOV,15.64,15.59,0.3 090123,090127,SS,ESI,123.01,119.36,2.9 090126,090129,LR,WTFC,11.6,14.27,23 090126,090129,LR,LOGI,9.73,9.9,1.7 090126,090128,SS,SSRI,20.88,19.1,8.5 090126,090128,SS,SA,14.89,13.22,11.2 090127,090130,BS,COF,17.9,17.24,-3.7 090127,090130,BS,STI,13.05,13.53,3.6 090127,090129,SS,CPNO,15.8,15.84,-0.3 090127,090129,SS,SSW,11.92,11.15,6.4 090128,090202,BS,FFCH,13.88,14.9,7.3 090128,090202,BS,CVA,17.83,17.74,-0.6 090128,090130,SS,TTES,14.88,12.75,14.3 090128,090130,SS,CVTX,15.63,15.65,-0.2 Average return per trade for the Basic Strategy (BS) = 0 % Risk/return ratio for the Basic Strategy = -1185.1 Average return per trade for the Low Risk Strategy (LR) = 0.5 % Risk/return ratio for the Low Risk Strategy = 26 Average return per trade for the Sell Short Strategy (SS) = 2.9 % Risk/return ratio for the Sell Short Strategy = 3.1 Average return per trade for the Combined Strategy = 0.5*(BS+SS) = 1.4 % Real results for the Sell Short Strategy can be different because of the Uptick Rule