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 (%)
020402,020405,LR,LMNX,7.34,7.15,-2.6
020402,020405,LR,ADLAC,11.83,10.75,-9.2
020402,020404,SS,GLYN,16.5,17.2,-4.3
020402,020404,SS,LSS,24.2,24.01,0.7
020403,020408,LR,SNWL,10.08,8.29,-17.8
020403,020408,LR,ADLAC,11.04,9.97,-9.7
020403,020405,SS,MTEC,39,36,7.6
020403,020405,SS,RMHT,21,20.01,4.7
020404,020409,LR,SNWL,7.54,8.34,10.6
020404,020409,LR,ADLAC,10,11.165,11.6
020404,020408,SS,MTEC,39.99,34.65,13.3
020404,020408,SS,IDT.B,19.75,20.1,-1.8
020405,020410,LR,SKIL,17.36,20.6,18.6
020405,020410,LR,SEPR,15.55,15.27,-1.9
020405,020409,SS,GLYN,17.355,19,-9.5
020405,020409,SS,IDT,22.95,22.55,1.7
020408,020411,LR,HGSI,17.58,17.34,-1.4
020408,020411,LR,MYGN,27.95,28.4,1.6
020408,020410,SS,AHMH,17,17.6,-3.6
020408,020410,SS,SKX,21.5,22.04,-2.6
020409,020412,BS,EXEL,10.5,10.39,-1.1
020409,020412,BS,MYGN,26.62,29.84,12
020409,020411,SS,CHTT,29.14,28.15,3.3
020409,020411,SS,SIE,14.98,14.19,5.2
020410,020415,LR,SEAC,11.35,12.19,7.4
020410,020415,LR,ELN,11.15,11,-1.4
020410,020412,SS,MMSI,23.85,17.79,25.4
020410,020412,SS,NCEN,27.09,28.85,-6.5
020411,020416,LR,KANA,12.16,13.44,10.5
020411,020416,LR,INVN,29.86,31.7,6.1
020411,020415,SS,BEAV,11.85,12.76,-7.7
020411,020415,SS,CCK,10.55,11.77,-11.6
020412,020417,BS,SP,11.47,9.75,-15
020412,020417,BS,FFIV,14.77,15.35,3.9
020412,020416,SS,EAGL,17.7,18.63,-5.3
020412,020416,SS,JOSB,17.3,17.12,1
020415,020418,LR,SP,9,9.58,6.4
020415,020418,LR,CPN,10.35,12.1,16.9
020415,020417,SS,CBZ,14.4,14.11,2
020415,020417,SS,CLF,28,28.91,-3.3
020416,020419,BS,WITS,10.35,10.39,0.3
020416,020419,BS,JDEC,12.26,12.35,0.7
020416,020418,SS,RMCI,28.51,23.75,16.6
020416,020418,SS,CCK,11.95,11.25,5.8
020417,020422,BS,CTIC,16.46,15.7,-4.7
020417,020422,BS,JDEC,11.76,12,2
020417,020419,SS,EAGL,18.64,18.25,2
020417,020419,SS,CLF,28.8,28.7,0.3
020418,020423,BS,MXT,12,14.43,20.2
020418,020423,BS,ALLY,13.29,13.58,2.1
020418,020422,SS,PYPL,25.61,24.35,4.9
020418,020422,SS,TENT,11.87,11.7,1.4
020419,020424,BS,CRUS,13.5,13.25,-1.9
020419,020424,BS,AMR,22.4,22.35,-0.3
020419,------,SS,N/A,0,0,0
020419,------,SS,N/A,0,0,0
020422,020425,LR,SONE,11,10.95,-0.5
020422,020425,LR,IMPH,24,24.8,3.3
020422,020424,SS,ASCA,33.46,32.05,4.2
020422,020424,SS,SSNC,12.73,11.9,6.5
020423,020426,LR,MCICP,9.16,9.4,2.6
020423,020426,LR,MNS,10.94,11.4,4.2
020423,020425,SS,ASCA,33.5,30.6,8.6
020423,020425,SS,SHRP,22.815,22.5,1.3
020424,020429,LR,VRTS,26.85,26.1,-2.8
020424,020429,LR,LSCC,11.5,11.26,-2.1
020424,020426,SS,TUES,27.51,27.13,1.3
020424,020426,SS,SHFL,24.32,23.91,1.6
020425,020430,LR,TYC,20.75,17,-18.1
020425,020430,LR,CTIC,11.4,11.95,4.8
020425,020429,SS,GOLD,12.91,12.87,0.3
020425,020429,SS,ASA,32.75,33.18,-1.4
020426,020501,LR,DYN,14.9,17.75,19.1
020426,020501,LR,INVN,22.3,22.15,-0.7
020426,020430,SS,GOLD,12.53,12.1,3.4
020426,020430,SS,MME,34.6,36.43,-5.3
020429,020502,LR,TYC,17,20.02,17.7
020429,020502,LR,CRGN,9.01,9,-0.2
020429,020501,SS,MME,36.5,36.95,-1.3
020429,020501,SS,CURE,14.5,13.9,4.1
020430,020503,BS,AHMH,13.14,14.485,10.2
020430,020503,BS,ICCI,15.51,17.39,12.1
020430,020502,SS,FDP,24.25,24.29,-0.2
020430,020502,SS,PCIS,16.099,15.3,4.9
020501,020506,BS,RMHT,12.74,11.89,-6.7
020501,020506,BS,N/A,0,0,0
020501,------,SS,N/A,0,0,0
020501,------,SS,N/A,0,0,0
020502,020507,LR,TSO,7.25,8.9,22.7
020502,020507,LR,ASF,14.45,15.37,6.3
020502,020506,SS,ANFI,12.03,13.02,-8.3
020502,020506,SS,CYH,29.75,28.34,4.7
020503,020508,LR,LSI,11.61,12.5,7.6
020503,020508,LR,QCOM,26.84,26.63,-0.8
020503,020507,SS,SIE,19.7,19.42,1.4
020503,020507,SS,N/A,0,0,0
020506,020509,LR,DCTM,12.64,13.79,9
020506,020509,LR,PDLI,12.19,13.12,7.6
020506,020508,SS,UAG,32,29.79,6.9
020506,020508,SS,FBC,33.2,31.83,4.1
020507,020510,LR,RATL,10.53,12.99,23.3
020507,020510,LR,VRTY,9.75,9.41,-3.5
020507,020509,SS,PCTY,18,16.5,8.3
020507,020509,SS,TENT,13.25,12.31,7
020508,020513,BS,CAMZ,16.5,16.61,0.6
020508,020513,BS,ASF,15.1,15.3,1.3
020508,020510,SS,MGEN,18.75,19.06,-1.7
020508,020510,SS,EKT,10.7,11.24,-5.1
020509,020514,BS,ITMN,22,23.75,7.9
020509,020514,BS,DOX,16.95,17.45,2.9
020509,020513,SS,RWY,11,12.45,-13.2
020509,020513,SS,N/A,0,0,0
020510,020515,BS,UAL,9.5,12.02,26.5
020510,020515,BS,AAII,22.52,22.2,-1.5
020510,020514,SS,DCOM,26.21,25.59,2.3
020510,020514,SS,JOSB,21.79,21.05,3.3
020513,020516,BS,AAII,22.72,21.9,-3.7
020513,020516,BS,PSUN,19.49,20.201,3.6
020513,020515,SS,RWY,12,12.33,-2.8
020513,020515,SS,CUB,30.49,32,-5
020514,020517,BS,EMIS,5.8,6.03,3.9
020514,020517,BS,CVC,20.35,18.4,-9.6
020514,020516,SS,CUB,31.96,30.79,3.6
020514,020516,SS,EXAS,14.99,12.901,13.9
020515,020520,LR,CAMZ,15,12.5,-16.7
020515,020520,LR,HC,13.79,13.54,-1.9
020515,020517,SS,CENT,15,15.179,-1.2
020515,020517,SS,LE,61.78,61.87,-0.2
020516,020521,LR,CVC,18.2,20.93,14.9
020516,020521,LR,AAII,20.09,18.65,-7.2
020516,020520,SS,FNIS,32.39,30.82,4.8
020516,020520,SS,CPWM,34.53,33.961,1.6
020517,020522,LR,MIMS,9.88,13.1,32.5
020517,020522,LR,CAMZ,12.3,10.46,-15
020517,020521,SS,JOSB,24.01,22.199,7.5
020517,020521,SS,FTUS,15.935,16.3,-2.3
020520,020523,LR,PSUN,18.91,19.08,0.8
020520,020523,LR,CAMZ,11.66,10.3,-11.7
020520,020522,SS,PBG,33.85,33.68,0.5
020520,020522,SS,N/A,0,0,0
020521,020524,LR,IMCL,10.12,10.32,1.9
020521,020524,LR,NPSP,21.59,22.2,2.8
020521,020523,SS,RGLD,12.85,15.4,-19.9
020521,020523,SS,ANFI,14.85,14.05,5.3
020522,020528,LR,CAMZ,10.12,10.07,-0.5
020522,020528,LR,ENDO,15.04,15.92,5.8
020522,020524,SS,RGLD,15.41,15.15,1.6
020522,020524,SS,HGMCW,13.62,13.85,-1.7
020523,020529,BS,IMA,20.85,19.68,-5.7
020523,020529,BS,DRS,37.9,40.15,5.9
020523,020528,SS,ALO,21.15,20.5,3
020523,020528,SS,HGMCY,17.28,18.87,-9.3
020524,020530,BS,PCIS,11.5,11.12,-3.4
020524,020530,BS,MIMS,11.7,11.55,-1.3
020524,020529,SS,ALO,21.88,20.91,4.4
020524,020529,SS,GG,22.26,11.85,46.7
020528,020531,BS,MKT,17.98,17.05,-5.2
020528,020531,BS,PLAB,23.71,22.91,-3.4
020528,020530,SS,RINO,12.52,11.7,6.5
020528,020530,SS,N/A,0,0,0
020529,020603,LR,AGM,25.6,31,21
020529,020603,LR,ARTC,12.25,11.01,-10.2
020529,020531,SS,CLDN,11.64,11.19,3.8
020529,020531,SS,MDG,19.25,19.02,1.1
020530,020604,LR,MPH,10.3,8.55,-17
020530,020604,LR,ARTC,11.45,10.195,-11
020530,020603,SS,MGAM,33.8,27.84,17.6
020530,020603,SS,NOVN,25.4,25.95,-2.2
020531,020605,BS,MPH,9.24,8.05,-12.9
020531,020605,BS,NTBK,13.28,12.29,-7.5
020531,020604,SS,NOVN,26.15,24.5,6.3
020531,020604,SS,PEGA,11.8,10.5,11
020603,020606,LR,PCSA,10.16,4.54,-55.4
020603,020606,LR,MLNM,13.63,13.42,-1.6
020603,020605,SS,CCRN,36.93,37.25,-0.9
020603,020605,SS,BRLI,11.54,10.36,10.2
020604,020607,LR,HWD,9.15,8.75,-4.4
020604,020607,LR,PCSA,9.06,2.56,-71.8
020604,020606,SS,GLYN,22,22.001,-0.1
020604,020606,SS,NLY,20,19.7,1.4
020605,020610,LR,PLCM,15.8,13.4,-15.2
020605,020610,LR,CERS,37.02,34.55,-6.7
020605,020607,SS,PETM,17.25,17.92,-3.9
020605,020607,SS,AHR,13.15,12.85,2.2
020606,020611,LR,HDWR,12.33,14,13.5
020606,020611,LR,PLCM,13.66,14.68,7.4
020606,020610,SS,SBGI,16.81,16.98,-1.1
020606,020610,SS,CCRN,37.39,38.86,-4
020607,020612,BS,PLCM,13.03,13.98,7.2
020607,020612,BS,PRBZ,14.05,13.71,-2.5
020607,020611,SS,AHS,35.76,36.31,-1.6
020607,020611,SS,RDEN,14.675,16,-9.1
020610,020613,LR,RMG,15.35,15.95,3.9
020610,020613,LR,AVCT,16.26,15.96,-1.9
020610,020612,SS,IMH,11.8,11.9,-0.9
020610,020612,SS,ERES,21.9,22.8,-4.2
020611,020614,LR,OSIP,21.79,21.699,-0.5
020611,020614,LR,FRNT,12.5,11,-12
020611,020613,SS,PKX,31.3,30.64,2.1
020611,020613,SS,IMH,12.12,12.15,-0.3
020612,020617,LR,ADPT,9.21,9.2,-0.2
020612,020617,LR,TYC,10.15,13.84,36.3
020612,020614,SS,PKX,30.65,29.62,3.3
020612,020614,SS,PRW,17.7,17.58,0.6
020613,020618,LR,ICPT,18.03,20.3,12.5
020613,020618,LR,OMC,54.62,55.72,2
020613,020617,SS,NCEN,29.95,28.9,3.5
020613,020617,SS,WHI,22,22.45,-2.1
020614,020619,LR,CCZ,20.05,21,4.7
020614,020619,LR,MACR,15.22,15.24,0.1
020614,020618,SS,JAS.A,27,27.27,-1.1
020614,020618,SS,WHI,22.28,23.05,-3.5
020617,020620,BS,FON,11.1,10.4,-6.4
020617,020620,BS,HHLF,10.69,10.391,-2.8
020617,020619,SS,USPH,20.2,19.36,4.1
020617,020619,SS,FBR,10.75,11.4,-6.1
020618,020621,LR,RLRN,25.46,24.23,-4.9
020618,020621,LR,HHLF,10.12,10,-1.2
020618,020620,SS,FDP,27.2,28.42,-4.5
020618,020620,SS,AVL,10.75,10,-1.7
020619,020624,LR,XLNX,25.08,23.43,-6.6
020619,020624,LR,MACR,13.98,10.86,-22.4
020619,020621,SS,DRYR,67.9,69,-1.7
020619,020621,SS,INTU,48.3,44.2,8.4
020620,020625,LR,SRDX,23.03,23.01,-0.1
020620,020625,LR,MACR,12.33,9.01,-27
020620,020624,SS,CACI,37.22,37.43,-0.6
020620,020624,SS,PRW,18.95,19.1,-0.8
020621,020626,LR,UBB,13.99,14.3,2.2
020621,020626,LR,DIGE,13,9,-30.8
020621,020625,SS,IMH,13.2,12.95,1.8
020621,020625,SS,CLDN,13.7,12.637,7.7
020624,020627,LR,MACR,8.91,8.9,-0.2
020624,020627,LR,V,19.8,21.45,8.3
020624,020626,SS,AVL,12.95,13.77,-6.4
020624,020626,SS,MGAM,24.36,20.78,14.6
020625,020628,LR,OPMR,9.81,7.2,-26.7
020625,020628,LR,FTE,10,9,-10.1
020625,020627,SS,CACI,38,37.03,2.5
020625,020627,SS,NFI,34.6,34.7,-0.3
020626,020701,LR,RMG,8.02,9,12.2
020626,020701,LR,CRY,16.31,16.06,-1.6
020626,020628,SS,HTRN,16.9,17.49,-3.5
020626,020628,SS,AVL,13.05,14,-7.3
020627,020702,LR,NVDA,17.08,16.94,-0.9
020627,020702,LR,CTEC,11.35,9.9,-12.8
020627,020701,SS,HTRN,17.43,17.6,-1
020627,020701,SS,AVL,13.99,14.2,-1.6
020628,020703,LR,GETY,21.77,20.85,-4.3
020628,020703,LR,CTEC,10.55,9.55,-9.5
020628,020702,SS,NWRE,11.98,10.77,10.1
020628,020702,SS,OVRL,16.25,14.55,10.4

Average return per trade for the Basic Strategy (BS) =  -0.5          %
Risk/return ratio for the Basic Strategy =              -21.7 

Average return per trade for the Low Risk Strategy (LR) =             -1            %
Risk/return ratio for the Low Risk Strategy =           -11.3 

Average return per trade for the Sell Short Strategy (SS) =            1.6          %
Risk/return ratio for the Sell Short Strategy =          3.4 

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