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 (%)
050103,050106,BS,SFL,19.7,19.1,-3.1
050103,050106,BS,N/A,0,0,0
050103,050105,SS,DCAI,27.28,25.14,7.8
050103,050105,SS,ANTP,51.81,35.22,32
050104,050107,LR,LAVA,11.38,11.47,0.7
050104,050107,LR,NVTL,16.2,15.56,-4
050104,050106,SS,DCAI,31.2,24.02,23
050104,050106,SS,AIQ,12.95,11.71,9.5
050105,050110,BS,LAVA,10.5,11.9,13.3
050105,050110,BS,VSEA,32.02,30.75,-4
050105,050107,SS,FXEN,13.24,13.8,-4.3
050105,050107,SS,AIQ,12.48,11.65,6.6
050106,050111,BS,VSEA,31.86,30.44,-4.5
050106,050111,BS,SNH,17.5,17.2,-1.8
050106,050110,SS,DCAI,25.93,24.15,6.8
050106,050110,SS,TONS,65.25,69.27,-6.2
050107,050112,BS,DRIV,32.6,32.5,-0.4
050107,050112,BS,FORM,22.26,22.75,2.2
050107,050111,SS,PSPT,10.94,11.06,-1.1
050107,050111,SS,TARR,23.15,24.05,-3.9
050110,050113,BS,NVEC,22.28,25.35,13.7
050110,050113,BS,CPWM,27.34,27.86,1.9
050110,050112,SS,TONS,66.4,65.7,1
050110,050112,SS,ANGO,25.2,19.22,23.7
050111,050114,LR,TASR,14.1,21.69,53.8
050111,050114,LR,INTX,13.38,12.75,-4.8
050111,050113,SS,RTSX,18.97,17.86,5.8
050111,050113,SS,DVA,42.5,41.2,3
050112,050118,BS,INTX,13.2,12.5,-5.4
050112,050118,BS,ADSK,31.97,30.62,-4.3
050112,050114,SS,CYBX,24.23,23.44,3.2
050112,050114,SS,TKC,19.15,18.8,1.8
050113,050119,LR,MGAM,11.99,11.84,-1.3
050113,050119,LR,MLNM,9.43,10.17,7.8
050113,050118,SS,AIQ,13.8,13.75,0.3
050113,050118,SS,IIG,15.9,18,-13.3
050114,050120,BS,GNSS,13.49,12.8,-5.2
050114,050120,BS,KEA,12.89,12.65,-1.9
050114,050119,SS,CEDC,33.36,32.41,2.8
050114,050119,SS,MTH,61.51,63.9,-3.9
050118,050121,BS,STM,17.15,16.82,-2
050118,050121,BS,WHI,14.13,14,-1
050118,050120,SS,PDE,22.75,22.36,1.7
050118,050120,SS,CLHB,18.62,17.55,5.7
050119,050124,LR,SNDA,30.95,31.09,0.4
050119,050124,LR,JOBS,25.82,23.91,-7.4
050119,050121,SS,TTF,11,10.2,7.2
050119,050121,SS,FFLC,40.13,40.5,-1
050120,050125,BS,JOBS,24.05,21.9,-9
050120,050125,BS,UTEK,14,13.96,-0.3
050120,050124,SS,CTEC,10.19,10.2,-0.1
050120,050124,SS,HXM,26.1,25.91,0.7
050121,050126,BS,EPIX,10,9.53,-4.8
050121,050126,BS,SINA,25.57,26.75,4.6
050121,050125,SS,CLF,56.5,62.84,-11.3
050121,050125,SS,ABG,16.8,16.95,-0.9
050124,050127,LR,JOBS,20.75,22.87,10.2
050124,050127,LR,TOMO,11.06,11.5,3.9
050124,050126,SS,GRU,10.95,10.65,2.7
050124,050126,SS,MIPS,12.18,11.56,5
050125,050128,BS,EBAY,80.04,83.13,3.8
050125,050128,BS,FWHT,14.44,15.77,9.2
050125,050127,SS,GRU,11.65,12.31,-5.7
050125,050127,SS,RIO,31.05,30.3,2.4
050126,050131,BS,SIR,15.16,12,-20.9
050126,050131,BS,ALVR,10.02,10.42,3.9
050126,050128,SS,BCSI,23.4,25.25,-8
050126,050128,SS,LSS,36.45,39,-7
050127,050201,BS,SIR,14.7,9.16,-37.7
050127,050201,BS,GRA,11.2,11.36,1.4
050127,050131,SS,EZPW,18.2,19.08,-4.9
050127,050131,SS,LSS,38.1,40.79,-7.1
050128,050202,BS,SIMG,12.21,11.77,-3.7
050128,050202,BS,ANT,33.82,35.55,5.1
050128,050201,SS,NAT,45.83,50.29,-9.8
050128,050201,SS,VTIV,23.06,23.81,-3.3
050131,050203,BS,SIR,8.86,9.04,2
050131,050203,BS,OSIS,16.34,16.64,1.8
050131,050202,SS,CKCM,19.7,18.98,3.6
050131,050202,SS,CTEC,13.34,12.81,3.9
050201,050204,LR,NAVR,10.91,11.05,1.2
050201,050204,LR,OSTK,48.39,49.98,3.2
050201,050203,SS,GRU,15.8,16.92,-7.1
050201,050203,SS,NAT,49,47.22,3.6
050202,050207,BS,WMS,27.42,27.86,1.6
050202,050207,BS,AV,13.69,14.2,3.7
050202,050204,SS,WCC,35,35.85,-2.5
050202,050204,SS,CTT,13.78,14.2,-3.1
050203,050208,BS,RNOW,13.58,12.94,-4.8
050203,050208,BS,VLTR,14.27,15.47,8.4
050203,050207,SS,NRPH,30.4,30.05,1.1
050203,050207,SS,VTIV,24.75,23.65,4.4
050204,050209,BS,MKTX,11.5,12.6,9.5
050204,050209,BS,RNOW,13.03,13.6,4.3
050204,050208,SS,IDIX,21.1,21.1,0
050204,050208,SS,DHC,12.83,13.12,-2.3
050207,050210,LR,FWHT,13.38,13.2,-1.4
050207,050210,LR,MANT,19.1,18.89,-1.1
050207,050209,SS,GRU,27.51,20.05,27.1
050207,050209,SS,CMCO,11.81,12.1,-2.5
050208,050211,BS,NFI,38.73,34.75,-10.3
050208,050211,BS,SHOP,18.1,16.92,-6.6
050208,050210,SS,IIG,25.9,25,3.4
050208,050210,SS,CTT,15.3,13.65,10.7
050209,050214,LR,NFI,35.51,33.5,-5.7
050209,050214,LR,GRA,9.8,10.3,5.1
050209,050211,SS,IIG,25.4,24.68,2.8
050209,050211,SS,CUTR,18.15,17.75,2.2
050210,050215,BS,FLML,15.449,15.9,2.9
050210,050215,BS,TCF,17.35,17.27,-0.5
050210,050214,SS,GDP,19.4,21.85,-12.7
050210,050214,SS,NWRE,11.66,11.74,-0.7
050211,050216,BS,TASR,13.48,14.6,8.3
050211,050216,BS,NFI,33.6,36,7.1
050211,050215,SS,CYBX,44.07,37.4,15.1
050211,050215,SS,CRZO,14.74,14.3,2.9
050214,050217,BS,SHRP,14.79,15.45,4.4
050214,050217,BS,ALKS,11.56,11.8,2
050214,050216,SS,GDP,22.25,22.7,-2.1
050214,050216,SS,CCJ,42.75,42.93,-0.5
050215,050218,BS,FSS,14.6,14.82,1.5
050215,050218,BS,WTFC,50.35,53.18,5.6
050215,050217,SS,AMXC,22.33,22.34,-0.1
050215,050217,SS,AAPL,86.66,87.81,-1.4
050216,050222,BS,DRTE,14.94,15.03,0.6
050216,050222,BS,CSC,46.7,45.5,-2.6
050216,050218,SS,TIV,14.99,12.74,15
050216,050218,SS,THE,24.15,24.7,-2.3
050217,050223,BS,JUPM,13.99,14.35,2.5
050217,050223,BS,VECO,15.11,15.2,0.5
050217,050222,SS,VPI,29,27.94,3.6
050217,050222,SS,GDP,23.5,24.76,-5.4
050218,050224,BS,RTSX,15.33,27.94,3.1
050218,050224,BS,FBP,47.93,47.13,-1.7
050218,050223,SS,SID,24.4,24,1.6
050218,050223,SS,SPSS,19.39,19.46,-0.4
050222,050225,BS,INTV,10.4,10.8,3.8
050222,050225,BS,KERX,12.47,12.2,-2.2
050222,050224,SS,GAP,11.29,11.21,0.7
050222,050224,SS,PDC,12.6,13,-3.2
050223,050228,BS,PPD,30.73,34.05,10.8
050223,050228,BS,MDCO,24.36,23.6,-3.2
050223,050225,SS,CHK,20.45,21.57,-5.5
050223,050225,SS,TRLG,11.05,11,0.4
050224,050301,BS,MDCO,0,23.22,-6
050224,050301,BS,WHI,11.25,11.49,2.1
050224,050228,SS,PDC,13.09,12.89,1.5
050224,050228,SS,PTEN,25,25,0
050225,050302,BS,IIG,16.06,12,-25.3
050225,050302,BS,AUDC,12.84,13.55,5.5
050225,050301,SS,MTL,33.1,30.71,7.2
050225,050301,SS,NOI,44.2,43.81,0.8
050228,050303,BS,NTMD,21.7,21.78,0.3
050228,050303,BS,JMDT,17,19.01,11.8
050228,050302,SS,BOOM,20.97,22.45,-7.1
050228,050302,SS,TEO,14.45,14.31,0.9
050301,050304,BS,FNLY,11.45,12,4.8
050301,050304,BS,AGIX,15.89,15,-5.7
050301,050303,SS,PCU,64.75,59.91,7.4
050301,050303,SS,CHCI,30.24,25.67,15.1
050302,050307,LR,TCF,14.11,15.2,7.7
050302,050307,LR,EYET,30.82,29.32,-4.9
050302,050304,SS,SPTN,11,10.95,0.4
050302,050304,SS,ANST,27.48,26.21,4.6
050303,050308,LR,EZPW,16.18,15.61,-3.6
050303,050308,LR,AEA,14.99,15.76,5.1
050303,050307,SS,BOOM,23.49,24.98,-6.4
050303,050307,SS,TRLG,12.97,14.02,-8.1
050304,050309,LR,DHB,11.04,11.74,6.3
050304,050309,LR,EZPW,15.19,13.8,-9.2
050304,050308,SS,FDG,102.7,98.5,4
050304,050308,SS,CHK,22.8,22.91,-0.5
050307,050310,LR,ALDN,0,20.52,3.5
050307,050310,LR,IIG,9.71,11.23,15.6
050307,050309,SS,CFCI,21.99,20.49,6.8
050307,050309,SS,EPEX,18,17.52,2.6
050308,050311,LR,MSO,25.95,24.55,-5.4
050308,050311,LR,EYET,26.15,26.44,1.1
050308,050310,SS,ABLE,12.93,9.31,27.9
050308,050310,SS,BXC,17.61,14.84,15.7
050309,050314,BS,EZPW,13.47,12.87,-4.5
050309,050314,BS,DRL,37.53,38.6,2.8
050309,050311,SS,TIV,17.15,15.96,6.9
050309,050311,SS,BXC,18,15.09,16.1
050310,050315,BS,AKS,13.16,13.05,-0.9
050310,050315,BS,ERES,13.76,11.72,-14.9
050310,050314,SS,RETK,10.75,10.44,2.8
050310,050314,SS,OPMR,16.86,18.43,-9.4
050311,050316,BS,ERES,11.53,11.64,0.9
050311,050316,BS,NPSP,10.97,11.77,7.2
050311,050315,SS,OPMR,17.09,18.01,-5.4
050311,050315,SS,ARS,22.03,26.12,-18.6
050314,050317,BS,ZOLL,24.34,24.5,0.6
050314,050317,BS,MSO,23.85,22.65,-5.1
050314,050316,SS,BOOM,31.75,29.68,6.5
050314,050316,SS,PACT,10.41,9.8,5.8
050315,050318,BS,MSO,22.46,22.6,0.6
050315,050318,BS,IIT,25.38,25.24,-0.6
050315,050317,SS,ARS,24.75,26.8,-8.3
050315,050317,SS,CFCI,24.9,22.49,9.6
050316,050321,BS,FRX,37.32,36.95,-1
050316,050321,BS,GI,25.03,24.47,-2.3
050316,050318,SS,MDKI,12.07,11.75,2.6
050316,050318,SS,NWMV,11.2,12.7882,-14.2
050317,050322,BS,DRL,26.39,23.9,-9.5
050317,050322,BS,GM,28.35,29.22,3
050317,050321,SS,USAK,24.87,24.51,1.4
050317,050321,SS,ARS,26.25,26.25,0
050318,050323,BS,DRL,21.5,22.35,3.9
050318,050323,BS,EPIC,12.54,12.65,0.8
050318,050322,SS,USAK,26.33,24.12,8.3
050318,050322,SS,ODP,22.95,22.78,0.7
050321,050324,BS,SIMG,9.44,9.86,4.4
050321,050324,BS,MDTL,12.85,12.98,1
050321,050323,SS,GEOI,10.68,8.7,18.5
050321,050323,SS,USU,18,16.9,6.1
050322,050328,BS,MDTL,12.07,14.08,16.6
050322,050328,BS,AIG,56.2,54.61,-2.9
050322,050324,SS,BOOM,36.5,37.3,-2.2
050322,050324,SS,USU,17.99,16.69,7.2
050323,050329,BS,BGM,19.26,21.15,9.8
050323,050329,BS,LCRY,17.13,18,5
050323,050328,SS,MEOH,19.75,19.99,-1.3
050323,050328,SS,SBLK,21.85,20.68,5.3
050324,050330,BS,XPRSA,20.29,17.91,-11.8
050324,050330,BS,ERTS,55.17,52.45,-5
050324,050329,SS,LB,13.6,12.18,10.4
050324,050329,SS,GMTN,14.35,13.08,8.8
050328,050331,BS,XPRSA,19.03,16.21,-14.9
050328,050331,BS,SSRI,11.34,11.35,0
050328,050330,SS,RSTG,27.14,30.5,-12.4
050328,050330,SS,HTRN,11.88,10.92,8
050329,050401,BS,KEG,10.57,11.73,10.9
050329,050401,BS,AVID,52.95,54.47,2.8
050329,050331,SS,SVNX,15.55,14.93,3.9
050329,050331,SS,OATS,10.85,10.63,2
050330,050404,BS,MSB,14.52,14.77,1.7
050330,050404,BS,ATHR,9.79,10.15,3.6
050330,050401,SS,RSTG,32.75,33.4,-2
050330,050401,SS,HMA,26.6,25.97,2.3
050331,050405,BS,ATVI,14.8,15.48,4.5
050331,050405,BS,WAT,35.79,35.35,-1.3
050331,050404,SS,TAP,78.14,77.81,0.4
050331,050404,SS,UHS,52.34,52.2,0.2

Average return per trade for the Basic Strategy (BS) =   0.6          %
Risk/return ratio for the Basic Strategy =               9.3 

Average return per trade for the Low Risk Strategy (LR) =              3            %
Risk/return ratio for the Low Risk Strategy =            2.4 

Average return per trade for the Sell Short Strategy (SS) =            2            %
Risk/return ratio for the Sell Short Strategy =          3.2 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1.3          %

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