Recent performance of trading strategies
---------------------------------------

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 (%)
030401,030404,LR,MO,28.1,29.05,3.3
030401,030404,LR,RJR,30.53,32.94,7.8
030401,030403,SS,TNOX,13.09,13.23,-1.1
030401,030403,SS,THOR,12.69,12.01,5.3
030402,030407,BS,AEM,10.76,10.25,-4.8
030402,030407,BS,DQE,12.27,12.6,2.6
030402,030404,SS,SANG,11.33,11.16,1.5
030402,030404,SS,TNOX,13.45,12.99,3.4
030403,030408,LR,T,14.95,14.86,-0.7
030403,030408,LR,OVER,12.71,14.05,10.5
030403,030407,SS,HITK,27.1,27.27,-0.7
030403,030407,SS,PCTI,10.29,9.76,5.1
030404,030409,BS,SY,12.13,11.67,-3.8
030404,030409,BS,SPW,30.83,31.05,0.7
030404,030408,SS,BSTE,43.3,39.54,8.6
030404,030408,SS,SANG,11.36,10.85,4.4
030407,030410,BS,CTMI,16.26,17.76,9.2
030407,030410,BS,THC,15.28,14.51,-5.1
030407,030409,SS,CBK,22,21.17,3.7
030407,030409,SS,BBD,19.4,18.7,3.6
030408,030411,BS,SY,11.7,11.5,-1.8
030408,030411,BS,NCF,20.07,19.92,-0.8
030408,030410,SS,NTES,18.9,18.93,-0.2
030408,030410,SS,CBK,21.81,23.65,-8.5
030409,030414,BS,QCOM,32.22,31.83,-1.3
030409,030414,BS,SY,11.82,11.78,-0.4
030409,------,SS,N/A,0,0,0
030409,------,SS,N/A,0,0,0
030410,030415,BS,ACDO,13.11,13.01,-0.8
030410,030415,BS,KG,10.77,11.18,3.8
030410,030414,SS,ASCA,12.99,12.53,3.5
030410,030414,SS,N/A,0,0,0
030411,030416,BS,SNE,31.69,32.69,3.1
030411,030416,BS,WIT,21.24,22.5,5.9
030411,030415,SS,PLCE,13.64,14.44,-5.9
030411,030415,SS,FSTW,19.89,18.9,4.9
030414,030417,BS,JCP,17.66,16.75,-5.2
030414,030417,BS,TM,41.96,43.3,3.1
030414,030416,SS,BAY,17.04,17.15,-0.7
030414,030416,SS,CPTS,10.36,9.95,3.9
030415,030421,BS,JCP,16.68,16.79,0.6
030415,030421,BS,CLS,9.78,10.72,9.6
030415,030417,SS,ADRX,15.22,15.03,1.2
030415,030417,SS,N/A,0,0,0
030416,030422,LR,STE,21.76,21.9,0.6
030416,030422,LR,TRI,20.53,20.76,1.1
030416,------,SS,N/A,0,0,0
030416,------,SS,N/A,0,0,0
030417,030423,BS,PDCO,35.62,39.1,9.7
030417,030423,BS,ADVP,25.859,26.95,4.2
030417,------,SS,N/A,0,0,0
030417,------,SS,N/A,0,0,0
030421,030424,BS,ACDO,12.4,13.38,7.9
030421,030424,BS,MRCY,20.39,21.2,3.9
030421,------,SS,N/A,0,0,0
030421,------,SS,N/A,0,0,0
030422,030425,BS,STE,21.27,21.75,2.2
030422,030425,BS,TRI,21.35,22.35,4.6
030422,------,SS,N/A,0,0,0
030422,------,SS,N/A,0,0,0
030423,030428,BS,SNE,31.33,23.16,-26.1
030423,030428,BS,DGX,55.47,57.2,3.1
030423,030425,SS,SSYS,21.59,21.76,-0.8
030423,030425,SS,XJT,11.8,11.9,-0.9
030424,030429,BS,SNE,27.25,24.5,-10.1
030424,030429,BS,HMC,15.87,15.78,-0.6
030424,030428,SS,NFI,47,42.39,9.8
030424,030428,SS,SSYS,23.12,21.84,5.5
030425,030430,LR,SNE,23.92,24.75,3.4
030425,030430,LR,OVER,10.9,10.57,-3.1
030425,030429,SS,SINA,12.25,9.8,19.9
030425,030429,SS,SOHU,16.2,15.23,5.9
030428,030501,BS,FSTW,11.68,12.24,4.7
030428,030501,BS,OVER,10.7,10.56,-1.4
030428,030430,SS,OMG,12.63,11.66,7.6
030428,030430,SS,N/A,0,0,0
030429,030502,BS,PXD,23.49,24.05,2.3
030429,030502,BS,NOI,20.54,21.5,4.6
030429,030501,SS,EYE,14.95,15.1,-1.1
030429,030501,SS,TEX,16.63,16.8,-1.1
030430,030505,BS,CTSH,17.96,18.57,3.3
030430,030505,BS,RIG,19.05,19.05,0
030430,030502,SS,EYE,16.72,16.38,2
030430,030502,SS,AMHC,24.42,25.92,-6.2
030501,030506,BS,GME,11.4,11.99,5.1
030501,030506,BS,NEOF,10.6,10,-5.7
030501,030505,SS,CX,23.1,22.58,2.2
030501,030505,SS,OSTE,10.5,10.55,-0.5
030502,030507,BS,DPMI,18.19,18.97,4.2
030502,030507,BS,GME,11.26,12.1,7.4
030502,030506,SS,ALN,13.75,15.99,-16.3
030502,030506,SS,ILXO,14.02,13.75,1.9
030505,030508,BS,CELL,12.1,11.7,-3.4
030505,030508,BS,PLB,42,42.9,2.1
030505,030507,SS,CLSR,22.08,21.57,2.3
030505,030507,SS,CY,10.9,10.45,4.1
030506,030509,LR,ITG,11.51,11.57,0.5
030506,030509,LR,OSIS,13.76,14.22,3.3
030506,030508,SS,CLSR,22.35,20.62,7.7
030506,030508,SS,FPIC,11.45,11.38,0.6
030507,030512,BS,JHF,26.85,27.38,1.9
030507,030512,BS,CELL,11.74,12,2.2
030507,030509,SS,KOSP,24,23.16,3.5
030507,030509,SS,MVL,20,18.75,6.2
030508,030513,BS,RHB,14.54,14.75,1.4
030508,030513,BS,BRO,34.35,34.7,1
030508,030512,SS,FBC,37,36.55,1.2
030508,030512,SS,MVL,19.91,19.4,2.5
030509,030514,BS,CLX,43.17,42.61,-1.3
030509,030514,BS,KSS,52.62,54.49,3.5
030509,030513,SS,FDP,21.4,21.4,0
030509,030513,SS,OMG,13.98,14.44,-3.3
030512,030515,BS,CLX,42.32,42.03,-0.7
030512,030515,BS,BRL,52.63,54.26,3
030512,030514,SS,KVHI,17.75,17.25,2.8
030512,030514,SS,CRDN,14.65,15.65,-6.9
030513,030516,BS,ARA,18.45,18.35,-0.6
030513,030516,BS,PTV,18.2,18.8,3.2
030513,030515,SS,ARTI,23.77,23.073,2.9
030513,030515,SS,LEND,13,13.99,-7.7
030514,030519,BS,SFP,9.92,9.55,-3.8
030514,030519,BS,EXPD,32.28,32.1,-0.6
030514,030516,SS,PDE,18.87,18.72,0.7
030514,030516,SS,WCI,15.85,15.34,3.2
030515,030520,BS,NI,18.27,18.2,-0.4
030515,030520,BS,CDWC,41.3,39.71,-3.9
030515,030519,SS,MICC,18.04,16.52,8.4
030515,030519,SS,SSYS,29.65,31.23,-5.4
030516,030521,BS,PSS,14.54,14.43,-0.8
030516,030521,BS,CDWC,40.06,40.1,0
030516,030520,SS,RTRSY,16.94,15.78,6.8
030516,030520,SS,GOLD,20.3,19.39,4.4
030519,030522,LR,ECP,11,10.5,-4.6
030519,030522,LR,CLHB,9.34,9.73,4.1
030519,030521,SS,GOLD,21.15,20.11,4.9
030519,030521,SS,IDBE,10.65,10,6.1
030520,030523,BS,ANF,26.29,27.1,3
030520,030523,BS,ESI,26.97,26.96,-0.1
030520,030522,SS,APPX,30.81,31.9,-3.6
030520,030522,SS,IDBE,11.48,10.31,10.1
030521,030527,BS,RARE,26.97,27.26,1
030521,030527,BS,PSS,14.38,14.32,-0.5
030521,030523,SS,STAA,12.28,11.9,3
030521,030523,SS,BIO,54.96,58.19,-5.9
030522,030528,BS,LLY,57.73,59.11,2.3
030522,030528,BS,WHI,15.9,14.2,-10.7
030522,030527,SS,ENZ,18.24,22.85,-25.3
030522,030527,SS,ANPI,29.1,29.51,-1.5
030523,030529,BS,WHI,15.64,14.4,-8
030523,030529,BS,LOW,39.87,41.4,3.8
030523,030528,SS,DNA,58.51,62.87,-7.5
030523,030528,SS,N/A,0,0,0
030527,030530,BS,WHI,15.19,15.68,3.2
030527,030530,BS,WTW,41.3,41.44,0.3
030527,030529,SS,MED,11.51,12.5,-8.7
030527,030529,SS,ICN,13,14.5,-11.6
030528,030602,BS,WHI,14.02,16.8,19.8
030528,030602,BS,BLL,49,49.75,1.5
030528,030530,SS,STCR,19.22,19.95,-3.8
030528,030530,SS,LEND,17.87,16.21,9.2
030529,030603,BS,JEC,37.5,38.5,2.6
030529,030603,BS,ISPH,12.75,12.16,-4.7
030529,030602,SS,ENZ,24.45,24.2,1
030529,030602,SS,KVHI,21.81,21.44,1.6

Average return per trade for the Basic Strategy (BS) =   1            %
Risk/return ratio for the Basic Strategy =               3.5 

Average return per trade for the Low Risk Strategy (LR) =              2.2          %
Risk/return ratio for the Low Risk Strategy =            1 

Average return per trade for the Sell Short Strategy (SS) =            0.9          %
Risk/return ratio for the Sell Short Strategy =          5.3 

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