Recent performance of trading strategies
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See statistics after daily data

BS = Basic Strategy
LR = Low Risk and Basic Strategies
SS = Sell Short Strategy
date1 = day #1, YYMMDD (opening position)
date3 = day #3, YYMMDD (closing position)
P1 = stock price on day #1
P3 = stock price on day #3

date1, date3, strategy, ticker, P1, P3, return (%)
020102,020107,BS,IMCL,43.33,34.96,-19.4
020102,020107,BS,CPWR,11.59,13.01,12.2
020102,020104,SS,GAIA,23.81,21.91,7.9
020102,020104,SS,XRX,10.48,10.04,4.1
020103,020108,BS,TPC,26,22.1,-15
020103,020108,BS,IMCL,41.27,34.97,-15.3
020103,------,SS,N/A,0,0,0
020103,------,SS,N/A,0,0,0
020104,020109,BS,TPC,24.85,22.04,-11.4
020104,020109,BS,MSO,15.01,16.05,6.9
020104,020108,SS,VIRL,23.36,22,5.8
020104,020108,SS,SPWX,14.05,14.251,-1.5
020107,020110,LR,TPC,22.1,20.85,-5.7
020107,020110,LR,FTS,26,26.9,3.4
020107,020109,SS,SBYN,12.58,12.201,3
020107,020109,SS,N/A,0,0,0
020108,020111,LR,HNCS,16.751,16.52,-1.4
020108,020111,LR,RMCI,14.565,14.76,1.3
020108,020110,SS,GISX,21.1,20.9,0.9
020108,020110,SS,CAL,33.1,29.91,9.6
020109,020114,LR,PCS,19.25,18.05,-6.3
020109,020114,LR,AHAA,17.61,17.69,0.4
020109,020111,SS,SEBL,34.36,34.94,-1.7
020109,020111,SS,UTSI,34.51,31.17,9.6
020110,020115,LR,FCGI,11.04,12.08,9.4
020110,020115,LR,VGR,27.18,27.2,0
020110,020114,SS,OVTI,11.55,10.4,9.9
020110,020114,SS,SEBL,35.12,34.15,2.7
020111,020116,BS,PCSA,33.37,29.49,-11.7
020111,020116,BS,DOW,30.25,26.1,-13.8
020111,020115,SS,OVTI,12.435,10.84,12.8
020111,020115,SS,WFHC,10.98,9.9,9.8
020114,020117,LR,DOW,27.05,25.39,-6.2
020114,020117,LR,HC,19.5,18,-7.7
020114,020116,SS,MEDC,23.6,24.35,-3.2
020114,020116,SS,VERS,24.26,20.51,15.4
020115,020118,LR,KM_PT,13.32,9,-32.5
020115,020118,LR,RCCC,14.05,12.97,-7.7
020115,020117,SS,MIMS,21.49,20.22,5.9
020115,020117,SS,TTIL,34,33.2,2.3
020116,020122,LR,KM_PT,9.86,5.5,-44.3
020116,020122,LR,UCO,20.7,18.5,-10.7
020116,020118,SS,MEDC,24.2,25.76,-6.5
020116,020118,SS,JDAS,26.8,28.1,-4.9
020117,020123,BS,UCO,19.7,17.4,-11.7
020117,020123,BS,TYC,45.07,47.65,5.7
020117,020122,SS,STN,14,14.9,-6.5
020117,020122,SS,NTBK,12.72,13.05,-2.6
020118,020124,LR,HC,16.51,16,-3.1
020118,020124,LR,POWI,17.55,17.8,1.4
020118,020123,SS,STN,14.5,14.8,-2.1
020118,020123,SS,SAH,27,27.75,-2.8
020122,020125,LR,HC,13.98,16,14.4
020122,020125,LR,DYII,12.69,13.04,2.7
020122,020124,SS,AVII,13.2,11.35,14
020122,020124,SS,BGP,23.45,23.34,0.4
020123,020128,BS,NMTC,16.36,16.31,-0.4
020123,020128,BS,TRDO,19.64,18.74,-4.6
020123,020125,SS,MEDC,26.85,22.95,14.5
020123,020125,SS,RMG,28.48,28.65,-0.6
020124,020129,BS,TRDO,17.91,18.9,5.5
020124,020129,BS,CYBX,11.9,14.02,17.8
020124,020128,SS,CURE,21.8,22.4,-2.8
020124,020128,SS,VIP,30,29.9,0.3
020125,020130,BS,CCMP,63.4,61.4,-3.2
020125,020130,BS,DYII,12.7,10.98,-13.6
020125,------,SS,N/A,0,0,0
020125,------,SS,N/A,0,0,0
020128,020131,LR,EXLT,8.74,9.6,9.8
020128,020131,LR,MXT,14.25,13.25,-7.1
020128,020130,SS,ELON,20.5,21.1,-3
020128,020130,SS,CREAF,12.07,14.05,-16.5
020129,020201,LR,TYC,33.65,35.4,5.2
020129,020201,LR,WCOM,10.4,10,-3.9
020129,020131,SS,OI,12.9,12.84,0.4
020129,020131,SS,TMCS,23.37,25.28,-8.2
020130,020204,BS,WCOM,9.85,9.08,-7.9
020130,020204,BS,ACXM,14,13.73,-2
020130,020201,SS,CREAF,13.17,13.25,-0.7
020130,020201,SS,HRH,35.7,36.9,-3.4
020131,020205,BS,ELN,28.08,13.25,-52.9
020131,020205,BS,NRG,11.18,11,-1.7
020131,020204,SS,CREAF,15,12.29,18
020131,020204,SS,FCN,29.75,29.42,1.1
020201,020206,LR,RMD,40,39,-2.6
020201,020206,LR,AW,10.35,10.17,-1.8
020201,020205,SS,FCN,30.2,39,-3.1
020201,020205,SS,OSIS,25.39,24.1,5
020204,020207,LR,TPC,10.2,8.4,-17.7
020204,020207,LR,TWTC,10.84,10.25,-5.5
020204,020206,SS,OSIS,25.85,23.4901,9.1
020204,020206,SS,FCX,15.62,15.41,1.3
020205,020208,LR,TYC,23.1,30,29.8
020205,020208,LR,TPC,9,9.4,4.4
020205,020207,SS,OSIS,27.4,23.15,15.5
020205,020207,SS,INVN,45,38.75,13.8
020206,020211,LR,CREE,14.15,15.49,9.4
020206,020211,LR,AES,9.9,10,1
020206,020208,SS,NEM,25.5,25,1.9
020206,020208,SS,GG,16.45,16.3,0.9
020207,020212,LR,STEL,16.85,18.76,11.3
020207,020212,LR,CREE,12.92,15.39,19.1
020207,020211,SS,PEET,15.05,13.4,10.9
020207,020211,SS,RMCI,23.25,22.08,5
020208,020213,BS,QLTI,16.7,18.4,10.1
020208,020213,BS,EMIS,18.39,19.35,5.2
020208,020212,SS,MDG,14.3,14.23,0.4
020208,020212,SS,GG,16.54,16.08,2.7
020211,020214,BS,NSCN,16.35,19,16.2
020211,020214,BS,GTNR,13.21,13.72,3.8
020211,020213,SS,HHLF,10.28,10.12,1.5
020211,020213,SS,ASA,26,25.45,2.1
020212,020215,BS,BLX,16,17.7,10.6
020212,020215,BS,WEBX,14.23,12.45,-12.6
020212,------,SS,N/A,0,0,0
020212,------,SS,N/A,0,0,0
020213,020219,LR,EDSN,12,12.5,4.1
020213,020219,LR,CMNT,15.71,13.99,-11
020213,------,SS,N/A,0,0,0
020213,------,SS,N/A,0,0,0
020214,020220,LR,RSTN,9.45,7.9,-16.5
020214,020220,LR,CMNT,13.7,11.81,-13.8
020214,------,SS,N/A,0,0,0
020214,------,SS,N/A,0,0,0
020215,020221,LR,JNPR,10.27,9.79,-4.7
020215,020221,LR,EXTR,10.04,9.3,-7.4
020215,020220,SS,OTEC,12.39,12.39,0
020215,020220,SS,N/A,0,0,0
020219,020222,LR,EXTR,8.75,8.57,-2.1
020219,020222,LR,CCUR,10.05,11,9.4
020219,------,SS,N/A,0,0,0
020219,------,SS,N/A,0,0,0
020220,020225,BS,AGIL,9.75,10.01,2.6
020220,020225,BS,CNXT,10.46,9.75,-6.8
020220,020222,SS,OTEC,12.39,12.46,-0.6
020220,020222,SS,N/A,0,0,0
020221,020226,LR,LAVA,15.73,16.01,1.7
020221,020226,LR,CA,18.9,15.99,-15.4
020221,020225,SS,GGC,23.75,23.09,2.7
020221,020225,SS,N/A,0,0,0
020222,020227,LR,CA,15.92,17.98,12.9
020222,020227,LR,MONE,10.25,11.86,15.7
020222,020226,SS,JJSF,36.915,33.55,9.1
020222,020226,SS,OSCA,27.71,27.79,-0.3
020225,020228,LR,LWSN,10.52,10.45,-0.7
020225,020228,LR,CTEC,11.1,11.665,5
020225,020227,SS,WFT,46.5,45.85,1.3
020225,020227,SS,AIN,28,28,0
020226,020301,LR,LWSN,9.74,10,2.6
020226,020301,LR,DRIV,12.2,11.38,-6.8
020226,020228,SS,ARM,28.66,28.07,2
020226,020228,SS,WFT,46.76,46.1,1.4
020227,020304,LR,OPMR,13.96,13.86,-0.8
020227,020304,LR,CPRT,17.14,16.89,-1.5
020227,020301,SS,FLIR,55,54.36,1.1
020227,020301,SS,N/A,0,0,0
020228,020305,LR,SRNA,16.08,17.33,7.7
020228,020305,LR,MCDT,16,16.84,5.2
020228,020304,SS,CW,61.45,62.97,-2.5
020228,020304,SS,N/A,0,0,0
020301,020306,BS,PRHC,27.28,28.7,5.2
020301,020306,BS,TRDO,13.87,14.5,4.5
020301,020305,SS,CHIC,24.295,25,-3
020301,020305,SS,GPI,37.53,39.13,-4.3
020304,020307,BS,SHPGY,21.85,22.7,3.8
020304,020307,BS,ALO,20.3,20.82,2.5
020304,020306,SS,CHIC,25.58,24.35,4.8
020304,020306,SS,N/A,0,0,0
020305,020308,BS,FHRX,19.41,22.5,15.9
020305,020308,BS,SHPGY,21.06,22.65,7.5
020305,020307,SS,DCN,20.11,20.66,-2.8
020305,020307,SS,COHU,27.3,29.3,-7.4
020306,020311,LR,MCDTA,11.08,12.15,9.6
020306,020311,LR,MCDT,11.65,12.82,10
020306,020308,SS,COHU,28.29,29.34,-3.8
020306,020308,SS,N/A,0,0,0
020307,020312,BS,CRN,10,9.88,-1.2
020307,020312,BS,BPRX,13.23,13.78,4.1
020307,------,SS,N/A,0,0,0
020307,------,SS,N/A,0,0,0
020308,020313,BS,ALO,15.99,16.99,6.2
020308,020313,BS,CELG,22.5,22.65,0.6
020308,020312,SS,CHKR,10.23,10.19,0.3
020308,020312,SS,URI,29.05,29.99,-3.3
020311,020314,BS,WLS,19.02,20.9,9.8
020311,020314,BS,CBRL,28.03,27.32,-2.6
020311,020313,SS,URI,30.5,29.49,3.3
020311,020313,SS,MXT,24.17,23.1,4.4
020312,020315,BS,BPRX,12.8434,13.1,1.9
020312,020315,BS,BRO,30.26,29.35,-3.1
020312,020314,SS,NTT,19.85,20.22,-1.9
020312,020314,SS,N/A,0,0,0
020313,020318,BS,BPRX,12.6,13.19,4.6
020313,020318,BS,FRNT,18.76,18.95,1
020313,020315,SS,SANG,25.07,23.5,6.2
020313,020315,SS,HOFF,10.185,10.52,-3.3
020314,020319,BS,HRH,31,32.75,5.6
020314,020319,BS,INHL,10.5,10.595,0.9
020314,020318,SS,MTEC,30.98,30.6,1.2
020314,020318,SS,HOFF,10.24,11.36,-11
020315,020320,BS,ORCL,12.6,12.66,0.4
020315,020320,BS,INHL,10.13,10.65,5.1
020315,020319,SS,MTEC,32.35,30.8,4.7
020315,020319,SS,CHIC,27.45,26.4,3.8
020318,020321,BS,EMLX,26.54,29.3,10.3
020318,020321,BS,QSFT,16.81,16.42,-2.4
020318,020320,SS,VRTX,28.77,26.73,7
020318,020320,SS,N/A,0,0,0
020319,020322,BS,IKN,10.99,10.9,-0.9
020319,020322,BS,ALO,15.4,15.21,-1.3
020319,020321,SS,AUGT,13.58,13.23,2.5
020319,020321,SS,RDEN,11.6,11.121,4.1
020320,020325,LR,ALO,13.85,14.78,6.7
020320,020325,LR,RATL,15.69,15.96,1.7
020320,020322,SS,RRI,16.34,17.1,-4.7
020320,020322,SS,HOFF,11.835,11.38,3.8
020321,020326,BS,STEL,11.54,10.55,-8.6
020321,020326,BS,OIIM,17.09,16.18,-5.4
020321,020325,SS,CLTX,10.55,10.45,0.9
020321,020325,SS,ROXI,21.99,21.85,0.6
020322,020327,BS,CXW,14.55,12.15,-16.5
020322,020327,BS,MINI,29.71,32.1,8
020322,020326,SS,MOVI,17.66,15.93,9.7
020322,020326,SS,GNTA,18.49,16.66,9.8
020325,020328,BS,BMY,39.91,39.6,-0.8
020325,020328,BS,HWP,18.12,17.52,-3.4
020325,020327,SS,LMLP,11.75,11.5,2.1
020325,020327,SS,CQB,17,16.26,4.3
020326,020401,BS,MENT,21.12,21.05,-0.4
020326,020401,BS,HVT,17.3,17.21,-0.6
020326,020328,SS,WSO,18.35,17.85,2.7
020326,020328,SS,TKR,23.7,23.09,2.5
020327,020402,BS,CXW,12.4,13.05,5.2
020327,020402,BS,FTUS,11.95,12.25,2.5
020327,020401,SS,MTEC,36.47,36.1,1
020327,020401,SS,SFCC,25.85,25.9252,-0.3
020328,020403,BS,ADLAC,14.9,10.2,-31.6
020328,020403,BS,BPRX,10.65,12.81,20.2
020328,020402,SS,MTEC,38.44,38.499,-0.2
020328,020402,SS,MRG,13,14.15,-8.9

Average return per trade for the Basic Strategy (BS) = -0.7%
Risk/return ratio for the Basic Strategy =              -12.5 

Average return per trade for the Low Risk Strategy (LR) = -0.5%
Risk/return ratio for the Low Risk Strategy =           -20.4 

Average return per trade for the Sell Short Strategy (SS) = 1.8%
Risk/return ratio for the Sell Short Strategy =          2.5 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     0.6%

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