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 (%)
040102,040107,BS,SFD,20.44,20.42,-0.1
040102,040107,BS,N/A,0,0,0
040102,------,SS,N/A,0,0,0
040102,------,SS,N/A,0,0,0
040105,040108,LR,KVHI,22.849,21.55,-5.7
040105,040108,LR,ABAX,15.56,18.2,16.9
040105,040107,SS,TINY,14.5,15.7,-8.3
040105,040107,SS,NGEN,13.37,11.5,13.9
040106,040109,BS,KVHI,20.5,20.5,0
040106,040109,BS,HLEX,12.46,12.45,-0.1
040106,040108,SS,NANX,10.35,10.5,-1.5
040106,040108,SS,IMOS,11.24,12,-6.8
040107,040112,BS,ITG,14.75,15.1,2.3
040107,040112,BS,ACET,18.38,17.36,-5.6
040107,040109,SS,IMOS,11.69,13,-11.3
040107,040109,SS,PBR,34.6,32.96,4.7
040108,040113,BS,MW,22.59,22.05,-2.4
040108,040113,BS,HOV,76.4,76.03,-0.5
040108,040112,SS,INFS,12.67,11.68,7.8
040108,040112,SS,SNSA,12.04,12.8,-6.4
040109,040114,LR,FRNT,10.93,11.13,1.8
040109,040114,LR,KVHI,18.91,18.85,-0.4
040109,040113,SS,HIFN,16.86,15.909,5.6
040109,040113,SS,AMSC,16.47,16.26,1.2
040112,040115,BS,PECS,14.28,13.9,-2.7
040112,040115,BS,IMDC,42.03,46.46,10.5
040112,040114,SS,NANX,13.26,14.21,-7.2
040112,040114,SS,IMOS,13.87,14.8,-6.8
040113,040116,LR,DHI,25.76,26.65,3.4
040113,040116,LR,OSTK,16.317,18.3,12.1
040113,040115,SS,XING,13.4,14.65,-9.4
040113,040115,SS,PCOP,19.05,18.52,2.7
040114,040120,BS,RGLD,18.32,17.97,-2
040114,040120,BS,ERJ,30.53,32.51,6.4
040114,040116,SS,DFC,11.25,11.05,1.7
040114,040116,SS,IMOS,15.39,13.49,12.3
040115,040121,LR,BVN,23.5,25.34,7.8
040115,040121,LR,FCX,35.86,39,8.7
040115,040120,SS,LCRY,23.03,22.17,3.7
040115,040120,SS,NWK,13.96,14.49,-3.8
040116,040122,BS,CAI,43.57,45.6,4.6
040116,040122,BS,PGH,14.55,15.04,3.3
040116,040121,SS,SINA,48.04,45.66,4.9
040116,040121,SS,ADAT,16.96,17.48,-3.1
040120,040123,BS,ACET,16.25,15.65,-3.7
040120,040123,BS,STCR,22.3,22.45,0.6
040120,040122,SS,CLS,21.67,19.4,10.4
040120,040122,SS,ASMI,27.46,25.26,8
040121,040126,BS,ANT,29.47,30.45,3.3
040121,040126,BS,TBAC,14.05,13.32,-5.2
040121,040123,SS,AGIX,19.73,20.6,-4.5
040121,040123,SS,AWE,10.61,10.61,0
040122,040127,BS,ATI,10.06,9.89,-1.7
040122,040127,BS,QLGC,45.25,46.43,2.6
040122,040126,SS,DSCO,13.24,12.75,3.7
040122,040126,SS,GMR,22.5,21.94,2.4
040123,040128,BS,PSRC,18.84,18.21,-3.4
040123,040128,BS,MKSI,25.17,24.59,-2.4
040123,040127,SS,DCGN,11.21,11,1.8
040123,040127,SS,MAPS,12.72,11.79,7.3
040126,040129,BS,PSRC,18.43,18.11,-1.8
040126,040129,BS,NEM,41.76,41.5,-0.7
040126,040128,SS,DYAX,10.75,10.92,-1.6
040126,040128,SS,MSO,13.37,12.65,5.3
040127,040130,LR,XMSR,23.08,22.95,-0.6
040127,040130,LR,MTRX,12.9,11.95,-7.4
040127,040129,SS,CPD,13.5,9.3,31.1
040127,040129,SS,AEL,12.7,12.09,4.8
040128,040202,LR,MTXX,14.06,13.2,-6.2
040128,040202,LR,GCH,15.42,16.23,5.2
040128,040130,SS,ABTL,12.99,12.57,3.2
040128,040130,SS,MSCC,33,30.47,7.6
040129,040203,BS,AIR,13.59,12.99,-4.5
040129,040203,BS,JBSS,37.98,34.8,-8.4
040129,040202,SS,AUO,15.96,14.79,7.3
040129,040202,SS,PNK,12.4,12.58,-1.5
040130,040204,LR,MED,9.38,9.2,-2
040130,040204,LR,CTL,26.4,26.58,0.6
040130,040203,SS,PPC,20,20.15,-0.8
040130,040203,SS,NABI,16.6,15.69,5.4
040202,040205,BS,MTXX,11.97,13.91,16.2
040202,040205,BS,JBSS,35.24,34.84,-1.2
040202,040204,SS,WRLS,15,13.68,8.7
040202,040204,SS,PNK,12.46,12.2,2
040203,040206,BS,DAL,9.85,9.67,-1.9
040203,040206,BS,PGH,12.76,12.58,-1.5
040203,040205,SS,HRT,36.85,33.89,8
040203,040205,SS,IPXL,19.27,19.57,-1.6
040204,040209,BS,ASTSF,11.8,12.589,6.6
040204,040209,BS,DGIN,20.381,21.44,5.1
040204,040206,SS,BGY,13.25,9.22,30.4
040204,040206,SS,PBCT,43.14,44.85,-4
040205,040210,BS,ASYT,10.62,11.4,7.3
040205,040210,BS,ATRS,27.715,27.6,-0.5
040205,040209,SS,YAKC,21.2,17.26,18.5
040205,040209,SS,SAFM,56.21,52.62,6.3
040206,040211,BS,ATN,14.12,14.45,2.3
040206,040211,BS,ATRS,27.31,27.99,2.4
040206,040210,SS,WIRE,25.26,28.48,-12.8
040206,040210,SS,AEOS,20.35,20.87,-2.6
040209,040212,BS,QLTY,15.01,14.6,-2.8
040209,040212,BS,CRESY,10.57,10.535,-0.4
040209,040211,SS,WIRE,28.11,28.5,-1.4
040209,040211,SS,N/A,0,0,0
040210,040213,BS,AAII,20.09,18.59,-7.5
040210,040213,BS,SUP,35.95,36.08,0.3
040210,040212,SS,ERICY,28.4,28.57,-0.6
040210,040212,SS,ALDN,14.86,17,-14.5
040211,040217,BS,AAII,19.98,18.85,-5.7
040211,040217,BS,ASYT,11.43,11.09,-3
040211,040213,SS,PMTI,18.27,17,6.9
040211,040213,SS,VAPH,13.75,19.5,-41.9
040212,040218,BS,AAII,18.7,18.58,-0.7
040212,040218,BS,FDRY,22.44,23.15,3.1
040212,040217,SS,VAPH,15.295,24.04,-57.2
040212,040217,SS,WHSL,12,9.6,19.9
040213,040219,LR,AMKR,15.92,16.63,4.4
040213,040219,LR,PWI,17.93,18.28,1.9
040213,040218,SS,GIVN,32.8,27.33,16.6
040213,040218,SS,ADVP,64.85,68.35,-5.4
040217,040220,BS,ADIC,13.03,13.09,0.4
040217,040220,BS,FWHT,16.8,16.61,-1.2
040217,040219,SS,VAPH,21.29,22.11,-3.9
040217,040219,SS,N/A,0,0,0
040218,040223,BS,MNST,22.32,21.32,-4.5
040218,040223,BS,TRCI,10.89,11.671,7.1
040218,040220,SS,LSCP,26.62,23.56,11.4
040218,040220,SS,HRT,46.21,40.99,11.2
040219,040224,BS,SSYS,18.4,17.29,-6.1
040219,040224,BS,MNST,21.25,20.84,-2
040219,040223,SS,ELN,12.2,13.5,-10.7
040219,040223,SS,HLIT,13.55,11.03,18.5
040220,040225,BS,ASCL,20.7,20.81,0.5
040220,040225,BS,SP,12.39,11.9,-4
040220,040224,SS,SCHK,11.4,10.95,3.9
040220,040224,SS,HRT,43.66,37.49,14.1
040223,040226,BS,MVSN,19.79,20.6,4
040223,040226,BS,MRGE,13.47,14.25,5.7
040223,040225,SS,IDSA,16.06,19.9,-24
040223,040225,SS,DUSA,13.31,12.78,3.9
040224,040227,BS,CMOS,10.85,11.04,1.7
040224,040227,BS,IVAC,12.71,13.05,2.6
040224,040226,SS,DUSA,14.25,13.39,6
040224,040226,SS,LACO,27.26,27.33,-0.3
040225,040301,BS,CCBI,19.75,20.77,5.1
040225,040301,BS,CEN,18.15,18.92,4.2
040225,040227,SS,TOO,19.01,19.18,-0.9
040225,040227,SS,ALXN,23.26,22.87,1.6
040226,040302,BS,TSAI,18.34,18.36,0.1
040226,040302,BS,NTGR,14.79,15.21,2.8
040226,040301,SS,PETD,28.32,32.22,-13.8
040226,040301,SS,AEOS,25.02,25.12,-0.4
040227,040303,BS,SFP,10.18,10.44,2.5
040227,040303,BS,ELX,23.18,24,3.5
040227,040302,SS,IDSA,24.83,40.4,-62.8
040227,040302,SS,N/A,0,0,0
040301,040304,BS,MSCC,16.3,15.91,-2.4
040301,040304,BS,MVSN,20.45,18.39,-10.1
040301,------,SS,N/A,0,0,0
040301,------,SS,N/A,0,0,0
040302,040305,BS,NYB,33.05,32.25,-2.5
040302,040305,BS,TIWI,12.1,11.65,-3.8
040302,040304,SS,UFAB,11.4,6.8,40.3
040302,040304,SS,EVCI,10.9,11.36,-4.3
040303,040308,BS,WZEN,9.7,9.82,1.2
040303,040308,BS,ESI,34.88,34.84,-0.2
040303,040305,SS,MVK,23.75,23.97,-1
040303,040305,SS,WSBK,29,28.61,1.3
040304,040309,BS,URI,16.71,16.92,1.2
040304,040309,BS,BVF,18.26,18.29,0.1
040304,040308,SS,MAMA,12.99,9.78,24.7
040304,040308,SS,LINK,10.79,10,7.3
040305,040310,BS,ODSY,19.7,19.31,-2
040305,040310,BS,SEAC,15.56,14.7,-5.6
040305,040309,SS,NFLD,15.33,15.25,0.5
040305,040309,SS,CLF,67.75,64.9,4.2
040308,040311,LR,TRID,13.06,12.13,-7.2
040308,040311,LR,SEAC,14.4,14.2,-1.4
040308,040310,SS,ESMC,22.44,20.51,8.6
040308,040310,SS,NFLD,17.72,15.729,11.2
040309,040312,BS,ABV,19.5,19.1,-2.1
040309,040312,BS,PLXS,17.23,16.8,-2.5
040309,040311,SS,VTS,19.68,18.89,4
040309,040311,SS,GI,24.5,20.67,15.6
040310,040315,LR,NANO,15.2,16.09,5.8
040310,040315,LR,SCOX,9.51,9.68,1.7
040310,040312,SS,AMED,22.8,22.26,2.3
040310,040312,SS,RTIX,12.87,11.8,8.3
040311,040316,LR,IDCC,17.7,17.82,0.6
040311,040316,LR,ASPT,14.16,14.1,-0.5
040311,040315,SS,NFLD,15.95,12.83,19.5
040311,040315,SS,PSRC,22.45,20.03,10.7
040312,040317,BS,ASPT,14.11,13.79,-2.3
040312,040317,BS,CQB,20.4,20.12,-1.4
040312,040316,SS,MATR,31.75,29.25,7.8
040312,040316,SS,ASKJ,28.88,28.29,2
040315,040318,LR,GLBC,14.75,15.21,3.1
040315,040318,LR,HRT,24.95,25.15,0.8
040315,040317,SS,NUTR,22.66,19.99,11.7
040315,040317,SS,LWAY,18.25,21.89,-20
040316,040319,BS,ADAT,11.51,12.29,6.7
040316,040319,BS,KDE,20,20.63,3.1
040316,040318,SS,MAGS,11.98,11.25,6
040316,040318,SS,LWAY,19,19.3,-1.6
040317,040322,BS,CHP,15.61,14.88,-4.7
040317,040322,BS,LDG,18.24,17.98,-1.5
040317,040319,SS,JILL,19.05,19.05,0
040317,040319,SS,NCT,31.5,32.15,-2.1
040318,040323,LR,MTZ,7.75,7.64,-1.5
040318,040323,LR,HRT,23.12,20.95,-9.4
040318,040322,SS,JILL,18.99,19.05,-0.4
040318,040322,SS,AET,88.03,86.12,2.1
040319,040324,LR,HRT,20.02,19.8,-1.1
040319,040324,LR,AMR,11.38,10.9,-4.3
040319,040323,SS,NFI,62.74,62.06,1
040319,040323,SS,NCT,32.1,32.2,-0.4
040322,040325,LR,CLST,9.47,9.7,2.4
040322,040325,LR,CEGE,11.26,11.24,-0.2
040322,040324,SS,MAGS,13.99,14.56,-4.1
040322,040324,SS,GDYS,12.07,13.78,-14.2
040323,040326,BS,VVTV,14.05,14,-0.4
040323,040326,BS,XING,10.04,10.3,2.5
040323,040325,SS,MPP,11,10.44,5
040323,040325,SS,NFI,69.45,62.8,9.5
040324,040329,BS,CLZR,12.76,13.22,3.6
040324,040329,BS,AMR,10.63,12.89,21.2
040324,040326,SS,GDYS,13.73,13.82,-0.7
040324,040326,SS,AGY,34.21,35.75,-4.6
040325,040330,BS,PCSA,13.75,14.45,5
040325,040330,BS,ARM,18.62,19.64,5.4
040325,040329,SS,TRMM,17.68,20.18,-14.2
040325,040329,SS,GDYS,13.95,13.52,3
040326,040331,BS,CENF,11.99,12.7,5.9
040326,040331,BS,AFCO,27.85,27.97,0.4
040326,040330,SS,TRMM,19.2,19.121,0.4
040326,040330,SS,IMM,18.5,18.69,-1.1
040329,040401,BS,PSTI,10.8,11.14,3.1
040329,040401,BS,SNP,36.05,38.3,6.2
040329,040331,SS,IMX,14.5,14.2,2
040329,040331,SS,MPP,12.6,12.45,1.1
040330,040402,BS,KEG,10.99,11.1,1
040330,040402,BS,RDC,21.17,20.86,-1.5
040330,040401,SS,TASR,78.03,82.76,-6.1
040330,040401,SS,UWN,18.85,19.08,-1.3
040331,040405,BS,IPAS,10.93,11.75,7.5
040331,040405,BS,TRMS,14.75,14.78,0.2
040331,040402,SS,TASR,81.91,85,-3.8
040331,040402,SS,N/A,0,0,0

Average return per trade for the Basic Strategy (BS) =   0.8          %
Risk/return ratio for the Basic Strategy =               4.9 

Average return per trade for the Low Risk Strategy (LR) =              1            %
Risk/return ratio for the Low Risk Strategy =            4 

Average return per trade for the Sell Short Strategy (SS) =            1.2          %
Risk/return ratio for the Sell Short Strategy =          6.9 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1            %

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