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 (%)
040401,040406,BS,HILL,9.55,10.4,8.9
040401,040406,BS,HUM,18.73,19.3,3
040401,040405,SS,MAGS,23.6,22.81,3.3
040401,040405,SS,FWHT,21.78,22.39,-2.9
040402,040407,BS,PSTI,10,9.21,-7.9
040402,040407,BS,NLY,18.7,18.25,-2.5
040402,040406,SS,CADA,14.64,14.25,2.6
040402,040406,SS,ISNS,13.28,13.19,0.6
040405,040408,BS,AFR,15.76,16.07,1.9
040405,040408,BS,GPP,12.75,12.22,-4.2
040405,040407,SS,AMED,29.24,27.38,6.3
040405,040407,SS,GES,19.58,18.19,7
040406,040412,BS,AIV,29.32,29,-1.1
040406,040412,BS,AKR,13.25,13.42,1.2
040406,040408,SS,IPIX,11.95,15.5,-29.8
040406,040408,SS,TSU,16.96,16.6,2.1
040407,040413,BS,OMCL,14.21,13.78,-3.1
040407,040413,BS,NOK,16.92,16.92,0
040407,040412,SS,MAGS,26.98,31.25,-15.9
040407,040412,SS,GIVN,39.45,38.51,2.3
040408,040414,BS,HMY,14,12.2,-12.9
040408,040414,BS,FGP,22.75,23,1
040408,040413,SS,MAGS,36.21,28.36,21.6
040408,040413,SS,VISG,11.92,13.25,-11.2
040412,040415,LR,MLS,41.63,42.4,1.8
040412,040415,LR,NXL,22.33,22.4,0.3
040412,040414,SS,ISNS,16.24,12.19,24.9
040412,040414,SS,NVTL,26.95,24.95,7.4
040413,040416,BS,POZN,12.01,12.31,2.4
040413,040416,BS,PLB,33.1,33.81,2.1
040413,040415,SS,NVTL,28.6,24.28,15.1
040413,040415,SS,NSSC,23.075,18.5,19.8
040414,040419,BS,PRX,44.45,46.1,3.7
040414,040419,BS,EDF,14.1,15.27,8.2
040414,040416,SS,AUO,25,27.6,-10.5
040414,040416,SS,VISG,13.08,11.35,13.2
040415,040420,BS,FBC,22.25,22.6,1.5
040415,040420,BS,WHI,17.3,17.65,2
040415,040419,SS,CECO,61.749,64.12,-3.9
040415,040419,SS,ALGN,22.07,22.8,-3.4
040416,040421,BS,MTH,68,66.5,-2.3
040416,040421,BS,RYL,78.18,73.8,-5.7
040416,040420,SS,MDRX,10.88,10.9,-0.2
040416,040420,SS,CECO,62.83,62.5,0.5
040419,040422,BS,CMTL,19.87,19.05,-4.2
040419,040422,BS,RUS,27.73,28.4,2.4
040419,040421,SS,CADA,17,17.5,-3
040419,040421,SS,TASR,117.69,83.75,28.8
040420,040423,LR,NFI,31.8,37,16.3
040420,040423,LR,SSRI,12.6,12.3,-2.4
040420,040422,SS,IMCL,67.61,71.84,-6.3
040420,040422,SS,MGLN,33.4,33.72,-1
040421,040426,BS,FCX,32.32,33.07,2.3
040421,040426,BS,PTR,44.54,45,1
040421,040423,SS,MICC,25.69,27.8,-8.3
040421,040423,SS,CME,116.65,118.85,-1.9
040422,040427,BS,STX,12.7,12.6,-0.8
040422,040427,BS,TLGD,13.68,12.385,-9.5
040422,040426,SS,MUSA,18,16.61,7.7
040422,040426,SS,GNTA,13.4,14.38,-7.4
040423,040428,BS,KOMG,15.05,14.27,-5.2
040423,040428,BS,GG,11.7,11.38,-2.8
040423,040427,SS,VASC,12.2,13.8,-13.2
040423,040427,SS,ESI,41.49,42.52,-2.5
040426,040429,BS,CCBL,10.46,9.07,-13.3
040426,040429,BS,ABTL,10.15,9.52,-6.3
040426,040428,SS,AMTY,12.2,10.45,14.3
040426,040428,SS,LSCP,34.08,31,9
040427,040430,LR,CCBL,9.73,8.65,-11.1
040427,040430,LR,NTE,21.93,20.04,-8.7
040427,040429,SS,VASC,13.18,12.6,4.4
040427,040429,SS,CRDN,34.24,31.75,7.2
040428,040503,LR,GLBC,10.49,7.16,-31.8
040428,040503,LR,NTE,19.14,15.55,-18.8
040428,040430,SS,KERX,19.32,15.55,19.5
040428,040430,SS,LCAV,29.9,25.19,15.7
040429,040504,LR,RMBS,19.21,18.3,-4.8
040429,040504,LR,MAGS,14.9,13.14,-11.9
040429,040503,SS,ISPH,16.79,16.61,1
040429,040503,SS,BIV,11.69,11.75,-0.6
040430,040505,LR,TRMM,14.8,15.06,1.7
040430,040505,LR,BLTI,12.88,13.14,2
040430,040504,SS,ABGX,18.04,16.79,6.9
040430,040504,SS,WLV,12.09,11.47,5.1
040503,040506,LR,RDWR,15,16.8,11.9
040503,040506,LR,CELL,10.2,10.45,2.4
040503,040505,SS,MANT,26.16,26.58,-1.7
040503,040505,SS,HLEX,12.89,13.7,-6.3
040504,040507,LR,NVEC,30.93,30.6,-1.1
040504,040507,LR,GRMN,29.9,29.58,-1.1
040504,040506,SS,WHQ,19,17.9,5.7
040504,040506,SS,MOH,36.1,35.27,2.2
040505,040510,BS,ANSI,27.1,25.981,-4.2
040505,040510,BS,ACCL,11.98,10.65,-11.2
040505,------,SS,N/A,0,0,0
040505,------,SS,N/A,0,0,0
040506,040511,BS,CNO,18.28,17.51,-4.3
040506,040511,BS,GVA,18.55,18.33,-1.2
040506,040510,SS,ALDA,10.6,10.1,4.7
040506,040510,SS,N/A,0,0,0
040507,040512,BS,PLCE,22.56,23.42,3.8
040507,040512,BS,ACCL,10.97,10.35,-5.7
040507,040511,SS,VTIV,16.73,15.87,5.1
040507,040511,SS,N/A,0,0,0
040510,040513,BS,GLDN,22.77,24.55,7.8
040510,040513,BS,VRX,17.28,17.07,-1.3
040510,040512,SS,HANS,19.66,20.22,-2.9
040510,040512,SS,APTI,11.26,11.01,2.2
040511,040514,BS,DNT,10.8,10.68,-1.2
040511,040514,BS,JOF,10.87,10.85,-0.2
040511,040513,SS,MVSN,23,23.92,-4.1
040511,040513,SS,PSS,16.37,16.16,1.2
040512,040517,BS,APPX,34.9,34.8,-0.3
040512,040517,BS,N/A,0,0,0
040512,040514,SS,HANS,20.39,20.11,1.3
040512,040514,SS,NMHC,32.05,35.023,-9.3
040513,040518,BS,BJ,20.43,21.67,6
040513,040518,BS,VVTV,12.05,12.14,0.7
040513,040517,SS,SMF,13.75,13.72,0.2
040513,040517,SS,NMHC,35.4,35.13,0.7
040514,040519,BS,DECK,23.011,23.69,2.9
040514,040519,BS,KKD,20.76,20.6,-0.8
040514,040518,SS,PPC,26.7,25.72,3.6
040514,040518,SS,SMF,14.4,13.47,6.4
040517,040520,LR,IBN,11.57,12.98,12.1
040517,040520,LR,NCRX,17.88,17.28,-3.4
040517,040519,SS,STFC,30.24,29.41,2.7
040517,040519,SS,AWGI,13.15,13.31,-1.3
040518,040521,BS,GB,24.51,25.01,2
040518,040521,BS,JLG,13,13.5,3.8
040518,------,SS,N/A,0,0,0
040518,------,SS,N/A,0,0,0
040519,040524,BS,CYBX,19.45,20.21,3.9
040519,040524,BS,REGN,10.96,11.28,2.9
040519,040521,SS,SIE,41.2,40.99,0.5
040519,040521,SS,NEB,43.71,43.8,-0.3
040520,040525,BS,ADLR,13.7,14.16,3.3
040520,040525,BS,PPCO,11.09,10.2,-8.1
040520,040524,SS,MDTH,19.3,19.49,-1
040520,040524,SS,N/A,0,0,0
040521,040526,BS,NEOL,12.45,12.03,-3.4
040521,040526,BS,CIG,11.42,12.68,11
040521,040525,SS,TZOO,18.46,19.53,-5.8
040521,040525,SS,PHRM,39.11,38.13,2.5
040524,040527,LR,ESMC,13.2,13.95,5.6
040524,040527,LR,PPCO,10.2,10.76,5.4
040524,040526,SS,TZOO,21.77,21.52,1.1
040524,040526,SS,N/A,0,0,0
040525,040528,BS,PCR,10.4,11.2,7.6
040525,040528,BS,AACE,22.12,23.49,6.1
040525,040527,SS,ARO,26.03,26.1,-0.3
040525,040527,SS,ANIK,12.36,13.49,-9.2
040526,040601,BS,MGM,12,11.68,-2.7
040526,040601,BS,HLR,17.68,17.57,-0.7
040526,------,SS,N/A,0,0,0
040526,------,SS,N/A,0,0,0
040527,040602,BS,SERO,17.22,19.4,12.6
040527,040602,BS,JBSS,24.91,24.76,-0.7
040527,------,SS,N/A,0,0,0
040527,------,SS,N/A,0,0,0
040528,040603,BS,MICU,13.9,13.18,-5.2
040528,040603,BS,ESMC,13.62,13.22,-3
040528,040602,SS,AMMD,31.53,31.01,1.6
040528,040602,SS,OS,10.9,12,-10.1
040601,040604,BS,BLTI,11.39,12.51,9.8
040601,040604,BS,MICU,13.6,13.45,-1.2
040601,040603,SS,OS,11.27,11.83,-5
040601,040603,SS,N/A,0,0,0
040602,040607,BS,IPAS,10.18,10.41,2.2
040602,040607,BS,MICU,13.35,13.8,3.3
040602,040604,SS,TSO,26.1,22.91,12.2
040602,040604,SS,RT,14.1,13.74,2.5
040603,040608,BS,TLK,14.61,15,2.6
040603,040608,BS,AUO,18.81,20.38,8.3
040603,040607,SS,BEIQ,28.86,27.11,6
040603,040607,SS,ASE,20,19.05,4.7
040604,040609,BS,FCEL,12.79,12.43,-2.9
040604,040609,BS,LZB,17.53,17.86,1.8
040604,040608,SS,ARO,28.4,28.8,-1.5
040604,040608,SS,NAVR,13.63,13.7,-0.6
040607,040610,BS,ESMC,11.29,13,15.1
040607,040610,BS,MDCO,28.74,28.27,-1.7
040607,040609,SS,KMRT,62.301,66.04,-6.1
040607,040609,SS,N/A,0,0,0
040608,040614,BS,ABGX,12.71,11.41,-10.3
040608,040614,BS,ONXX,38.85,37.9,-2.5
040608,040610,SS,NOIZ,10.5,9.25,11.9
040608,040610,SS,CRDN,38.09,35.84,5.9
040609,040615,LR,KERX,11.14,10.51,-5.7
040609,040615,LR,ENZN,12.63,12.4,-1.9
040609,040614,SS,CETV,23.4,22.3,4.7
040609,040614,SS,KMRT,66.331,62.5,5.7
040610,040616,BS,ABGX,11.41,11.93,4.5
040610,040616,BS,ALKS,12.9,13.12,1.7
040610,040615,SS,IPIX,12.12,13.61,-12.3
040610,040615,SS,N/A,0,0,0
040614,040617,LR,QLTI,17.55,18.72,6.6
040614,040617,LR,OVTI,16,16.09,0.5
040614,040616,SS,ZEUS,16.84,17.67,-5
040614,040616,SS,CMTL,22.19,23.51,-6
040615,040618,LR,HGR,12.75,12,-5.9
040615,040618,LR,MATK,52.46,54.54,3.9
040615,040617,SS,IPIX,13.78,13.25,3.8
040615,040617,SS,DHB,13.59,14.24,-4.8
040616,040621,BS,NITE,9.81,9.99,1.8
040616,040621,BS,HGR,12.17,10.7,-12.1
040616,040618,SS,ATI,14.94,15.1,-1.1
040616,040618,SS,NAT,31.55,29.1,7.7
040617,040622,LR,ISSI,10.95,11.25,2.7
040617,040622,LR,SSTI,9.86,9.59,-2.8
040617,040621,SS,GY,12.77,12.93,-1.3
040617,040621,SS,DHB,14.93,13.33,10.7
040618,040623,BS,AUO,15.97,16.13,1
040618,040623,BS,ACH,47.75,47.5,-0.6
040618,040622,SS,ELAB,43.69,42.88,1.8
040618,040622,SS,WGO,36.82,37.4,-1.6
040621,040624,LR,HGR,9.34,11,17.7
040621,040624,LR,SBSE,13.8,14.11,2.2
040621,040623,SS,DWSN,20,21.15,-5.8
040621,040623,SS,LSS,25.95,27.72,-6.9
040622,040625,LR,ALDN,17.49,19.22,9.8
040622,040625,LR,ALDA,10.21,11.07,8.4
040622,040624,SS,DWSN,20.25,21.25,-5
040622,040624,SS,GMAI,17.05,16.92,0.7
040623,040628,BS,WON,22.79,23.6,3.5
040623,040628,BS,CXR,16.71,17.2,2.9
040623,------,SS,N/A,0,0,0
040623,------,SS,N/A,0,0,0
040624,040629,BS,COCO,22.51,24.24,7.6
040624,040629,BS,PFGC,26.78,26.45,-1.3
040624,------,SS,N/A,0,0,0
040624,------,SS,N/A,0,0,0
040625,040630,BS,PRX,35.25,34.47,-2.3
040625,040630,BS,ELY,11.19,11.3,0.9
040625,------,SS,N/A,0,0,0
040625,------,SS,N/A,0,0,0
040628,040701,BS,ALDN,16.501,16.72,1.3
040628,040701,BS,ELX,14.16,12.53,-11.6
040628,------,SS,N/A,0,0,0
040628,------,SS,N/A,0,0,0
040629,040702,BS,TRID,10.43,11.93,14.3
040629,040702,BS,SIRF,12.26,12.72,3.7
040629,------,SS,N/A,0,0,0
040629,------,SS,N/A,0,0,0
040630,040706,BS,KG,11.45,11.27,-1.6
040630,040706,BS,WPI,26.9,26.96,0.2
040630,040702,SS,AIRT,12.91,12.77,1
040630,040702,SS,N/A,0,0,0

Average return per trade for the Basic Strategy (BS) =   0.2          %
Risk/return ratio for the Basic Strategy =               28.5 

Average return per trade for the Low Risk Strategy (LR) =              0.1          %
Risk/return ratio for the Low Risk Strategy =            168.2 

Average return per trade for the Sell Short Strategy (SS) =            1.3          %
Risk/return ratio for the Sell Short Strategy =          4.9 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     0.7          %

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