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 (%)
060103,060106,BS,ELOS,28.46,28.38,-0.3
060103,060106,BS,MWY,18.17,17.7,-2.6
060103,060105,SS,ENER,42.23,44.66,-5.8
060103,060105,SS,MFLX,48.46,50,-3.2
060104,060109,BS,MWY,17.57,17.47,-0.6
060104,060109,BS,HHGP,16.46,15.56,-5.5
060104,060106,SS,SUF,13.28,11.7,11.8
060104,060106,SS,HLEX,28.36,30.8,-8.7
060105,060110,LR,BSTE,50.05,50.41,0.7
060105,060110,LR,KRON,38.05,38,-0.2
060105,060109,SS,ATI,39.2,40.35,-3
060105,060109,SS,ABB,10.61,10.95,-3.3
060106,060111,BS,DG,17.42,17.93,2.9
060106,060111,BS,MIK,32.98,33,0
060106,060110,SS,TRO,14.55,14.49,0.4
060106,060110,SS,ATI,40.24,40.2,0
060109,060112,BS,SMTS,27.21,27.91,2.5
060109,060112,BS,CKEC,23.56,23.03,-2.3
060109,060111,SS,ENG,11.5,10.75,6.5
060109,060111,SS,TRO,15.15,15.2,-0.4
060110,060113,BS,MSSR,20.55,20.32,-1.2
060110,060113,BS,ANSS,36.18,38.44,6.2
060110,060112,SS,AVM,15.35,15.5,-1
060110,060112,SS,ENG,11.93,11.05,7.3
060111,060117,BS,NTMD,12.84,12.16,-5.3
060111,060117,BS,CSCD,11.98,12.38,3.3
060111,060113,SS,RMBS,30.04,34.2501,-14.1
060111,060113,SS,BTJ,17.85,18,-0.9
060112,060118,LR,MWY,15.61,14.7,-5.9
060112,060118,LR,ADBL,11.22,11.15,-0.7
060112,060117,SS,RMBS,33.14,34.27,-3.5
060112,060117,SS,BTJ,18.25,18.1,0.8
060113,060119,BS,JAH,26.6,25.28,-5
060113,060119,BS,CLHB,27.31,27.94,2.3
060113,060118,SS,STXS,10.63,13.3501,-25.6
060113,060118,SS,ZGEN,22.739,23.28,-2.4
060117,060120,LR,LCC,30,30.28,0.9
060117,060120,LR,AMR,18.86,19.88,5.4
060117,060119,SS,GEOI,12.15,12.65,-4.2
060117,060119,SS,RHEO,11.71,11.92,-1.8
060118,060123,BS,ADBL,10.95,10.31,-5.9
060118,060123,BS,MWY,14.51,15.69,8.1
060118,060120,SS,GEOI,12.81,13.19,-3
060118,060120,SS,SUF,17.86,19.5,-9.2
060119,060124,BS,BKF,14.51,14.17,-2.4
060119,060124,BS,PGR,108.56,108.06,-0.5
060119,060123,SS,STX,26.25,25.57,2.5
060119,060123,SS,MNKD,17.66,17.8,-0.8
060120,060125,LR,MOD,25.95,26.5,2.1
060120,060125,LR,REDF,14.79,19.46,31.5
060120,060124,SS,HMY,15.86,15.88,-0.2
060120,060124,SS,RES,31.5,33.48,-6.3
060123,060126,BS,SUPX,29.02,29.88,2.9
060123,060126,BS,FARO,15,15.99,6.5
060123,060125,SS,RES,31.7,32.13,-1.4
060123,060125,SS,HMY,15.9,16.61,-4.5
060124,060127,BS,DRYS,10.11,10.19,0.7
060124,060127,BS,FHRX,15.49,15,-3.2
060124,060126,SS,PBR.A,81.55,82.29,-1
060124,060126,SS,PBR,90.1,90.43,-0.4
060125,060130,BS,LOGI,40.11,42.07,4.8
060125,060130,BS,TXN,29.89,30.55,2.2
060125,060127,SS,ATI,47.55,51.74,-8.9
060125,060127,SS,RELV,18.55,16.86,9.1
060126,060131,LR,IVX,0,51.74,-9.4
060126,060131,LR,COT,11.31,11.74,3.8
060126,060130,SS,NETL,34.33,37.61,-9.6
060126,060130,SS,ZOLT,12.56,12.82,-2.1
060127,060201,BS,BSX,21.63,21.95,1.4
060127,060201,BS,LCC,28.89,29.1,0.7
060127,060131,SS,WPSC,12.71,14.87,-17
060127,060131,SS,ZOLT,13.53,13.41,0.8
060130,060202,LR,IFO,14,13.48,-3.8
060130,060202,LR,TSN,14.27,14.48,1.4
060130,060201,SS,ERS,19.1,18.71,2
060130,060201,SS,MT,36,35.9,0.2
060131,060203,BS,CTHR,14.73,14,-5
060131,060203,BS,BOW,27.34,26.89,-1.7
060131,060202,SS,PEIX,15.75,17.6,-11.8
060131,060202,SS,CRXX,13,12.95,0.3
060201,060206,BS,MNTA,20.03,20.48,2.2
060201,060206,BS,EMT,13.02,13.26,1.8
060201,060203,SS,CHNR,15.87,18.5,-16.6
060201,060203,SS,SID,29.63,29.52,0.3
060202,060207,BS,ADSK,37.07,35.41,-4.5
060202,060207,BS,ENDP,25.39,26.21,3.2
060202,060206,SS,CHNR,19.75,16.55,16.2
060202,060206,SS,NMTI,24,23.34,2.7
060203,060208,BS,BIDU,46.12,45.47,-1.5
060203,060208,BS,CTHR,13.43,12.18,-9.4
060203,060207,SS,PAL,12.55,10.66,15
060203,060207,SS,AEM,25.62,24.05,6.1
060206,060209,BS,XMSR,23.55,27,14.6
060206,060209,BS,AACC,17.87,18,0.7
060206,060208,SS,ERS,22.5,17.9,20.4
060206,060208,SS,WLT,69,65.86,4.5
060207,060210,LR,ADPI,11.49,12.58,9.4
060207,060210,LR,ISRG,100.51,101.49,0.9
060207,060209,SS,RWC,11.7,10.13,13.4
060207,060209,SS,ISE,41,39.15,4.5
060208,060213,BS,BTJ,13.6,13.07,-3.9
060208,060213,BS,ISRG,97.94,103.42,5.5
060208,060210,SS,IVAC,19.2,20.02,-4.3
060208,060210,SS,BTUI,17.97,16.64,7.4
060209,060214,BS,RRC,24.54,22.75,-7.3
060209,060214,BS,EOG,70.3,66,-6.2
060209,060213,SS,ORA,40,43.41,-8.6
060209,060213,SS,LAB,13.45,13.28,1.2
060210,060215,LR,MIND,18.98,17.92,-5.6
060210,060215,LR,SUN,72.46,73,0.7
060210,060214,SS,AVL,37,37.13,-0.4
060210,060214,SS,ORA,41.35,43.42,-5.1
060213,060216,LR,MIND,17.58,17.61,0.1
060213,060216,LR,LUFK,52.65,53.96,2.4
060213,060215,SS,ORA,41.8,42.32,-1.3
060213,060215,SS,CELL,25.4,28.34,-11.6
060214,060217,BS,THE,35.9,35.74,-0.5
060214,060217,BS,PDC,17.46,18,3
060214,060216,SS,TASR,11.05,10.24,7.3
060214,060216,SS,AZPN,10.6,10.89,-2.8
060215,060221,LR,OPMR,15.69,15.9,1.3
060215,060221,LR,UDRL,13.4,13.91,3.8
060215,060217,SS,BGC,27.4,27.99,-2.2
060215,060217,SS,RAIL,66,64.69,1.9
060216,060222,BS,BRNC,23.66,26.78,13.1
060216,060222,BS,UDRL,13.09,13.82,5.5
060216,060221,SS,TBWC,11.35,12.83,-13.1
060216,060221,SS,BGC,28.44,27.07,4.8
060217,060223,BS,ISRG,96.92,93.58,-3.5
060217,060223,BS,RHAT,25.09,25.25,0.6
060217,060222,SS,IFS,19.1,18.6,2.6
060217,060222,SS,ITU,34.1,32.77,3.9
060221,060224,BS,ISRG,91.33,88.95,-2.7
060221,060224,BS,SNDK,56,57.23,2.1
060221,060223,SS,NOIZ,16.97,18.08,-6.6
060221,060223,SS,SCHK,45.6,44.81,1.7
060222,060227,BS,ASPM,25.84,27.17,5.1
060222,060227,BS,WFMI,61.68,63.69,3.2
060222,060224,SS,SCHK,45.5,42,7.6
060222,060224,SS,ZOLT,16.9,16.76,0.8
060223,060228,LR,PDC,16.05,14.74,-8.2
060223,060228,LR,ITRN,14.97,16.85,12.5
060223,060227,SS,HYBT,10.45,14,-34
060223,060227,SS,SIL,19.9,22.65,-13.9
060224,060301,BS,LOJN,21.25,22.7,6.8
060224,060301,BS,LCAV,45.25,43.6,-3.7
060224,060228,SS,HYBT,14,13.19,5.7
060224,060228,SS,FLOW,11.77,13.07,-11.1
060227,060302,LR,GMXR,35.69,35.56,-0.4
060227,060302,LR,PDC,14.67,15.37,4.7
060227,060301,SS,FLOW,12.89,12.94,-0.4
060227,060301,SS,VRTX,43.45,44.1,-1.5
060228,060303,BS,SVR,14.3,15.5,8.3
060228,060303,BS,SAFM,23.32,23.39,0.3
060228,060302,SS,QGEN,15.3,15.18,0.7
060228,060302,SS,INFA,16.83,16.12,4.2

Average return per trade for the Basic Strategy (BS) =   1.1          %
Risk/return ratio for the Basic Strategy =               3.7 

Average return per trade for the Low Risk Strategy (LR) =              2            %
Risk/return ratio for the Low Risk Strategy =            2.5 

Average return per trade for the Sell Short Strategy (SS) =           -1.4          %
Risk/return ratio for the Sell Short Strategy =         -4.6 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =    -0.1          %

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