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 (%)
050401,050406,BS,PGNX,16,16.8,4.9
050401,050406,BS,NFLD,10.93,12.17,11.3
050401,050405,SS,MERX,11.23,11.36,-1.2
050401,050405,SS,KND,35.1,35.51,-1.2
050404,050407,BS,TXI,51.5,52.3,1.5
050404,050407,BS,TASR,10.09,9.61,-4.8
050404,050406,SS,FTO,41.75,42.75,-2.4
050404,050406,SS,PCO,67,65,2.9
050405,050408,BS,TASR,9.681,9.4,-3
050405,050408,BS,GTOP,11.47,11.83,3.1
050405,050407,SS,HITK,24,25.14,-4.8
050405,050407,SS,SYXI,12.07,11.9,1.4
050406,050411,BS,ARBX,16.91,18.59,9.9
050406,050411,BS,HUN,22,22.37,1.6
050406,050408,SS,ABRX,25.36,24.31,4.1
050406,050408,SS,FORD,15.1,15.69,-4
050407,050412,BS,MJES,9.49,24.31,3.6
050407,050412,BS,IPAR,13.12,14.39,9.6
050407,050411,SS,FTO,43.74,41.6,4.8
050407,050411,SS,FORD,16.63,14.01,15.7
050408,050413,BS,RGF,26.67,26.32,-1.4
050408,050413,BS,PETD,32.27,31.23,-3.3
050408,050412,SS,MCRI,23.11,24.04,-4.1
050408,050412,SS,CYBX,46.12,44.76,2.9
050411,050414,BS,PKTR,13.51,12.34,-8.7
050411,050414,BS,SCSC,44.1,43.19,-2.1
050411,050413,SS,LQU,24.94,24.06,3.5
050411,050413,SS,LUFK,57.66,55.03,4.5
050412,050415,BS,SLNK,10.89,10.8,-0.9
050412,050415,BS,F,10.06,9.67,-3.9
050412,050414,SS,MCRI,24.41,18.349,24.8
050412,050414,SS,TLWT,19.29,18.74,2.8
050413,050418,LR,TZOO,34.34,33.5,-2.5
050413,050418,LR,PETD,29.49,28.6,-3.1
050413,050415,SS,IRIS,13.7,13.61,0.6
050413,050415,SS,TKTX,27.74,29.6,-6.8
050414,050419,LR,ANR,22.27,24.6,10.4
050414,050419,LR,IOC,26.53,27.5,3.6
050414,050418,SS,ALDA,20.5,19.52,4.7
050414,050418,SS,ENWV,27.1,24.98,7.8
050415,050420,LR,CMCO,9.89,10.49,6
050415,050420,LR,IOC,24.65,29.49,19.6
050415,050419,SS,DOVP,15.97,16.14,-1.1
050415,050419,SS,ALDA,20.93,20.28,3.1
050418,050421,BS,STST,25.71,27.25,5.9
050418,050421,BS,PETC,30.18,29.65,-1.8
050418,050420,SS,HRT,18.4,18.89,-2.7
050418,050420,SS,WYE,45.05,42.95,4.6
050419,050422,BS,OVRL,11.67,10.49,-10.2
050419,050422,BS,PETC,29.75,29.81,0.2
050419,050421,SS,CREE,25.65,24.68,3.7
050419,050421,SS,FARO,28.55,28.43,0.4
050420,050425,BS,DGII,10.36,11.01,6.2
050420,050425,BS,IBM,72.01,75.24,4.4
050420,050422,SS,AVL,31.35,29.91,4.5
050420,050422,SS,VLCCF,42.3,42.55,-0.6
050421,050426,BS,LVS,37.38,37.56,0.4
050421,050426,BS,TER,12.04,11.24,-6.7
050421,050425,SS,LUFK,31,31.02,-0.1
050421,050425,SS,GOOG,200.42,223.53,-11.6
050422,050427,BS,OSTK,34.15,34.88,2.1
050422,050427,BS,DLB,18.9,20.01,5.8
050422,050426,SS,ASPM,26.61,26.05,2.1
050422,050426,SS,LUFK,32.07,30.83,3.8
050425,050428,LR,TSRA,29.15,26.63,-8.7
050425,050428,LR,DNEX,42.08,42.97,2.1
050425,050427,SS,AMHC,40.15,38.07,5.1
050425,050427,SS,LUFK,33.6,31,7.7
050426,050429,LR,MT,25.8,24.4,-5.5
050426,050429,LR,CCBI,15.92,15.82,-0.7
050426,050428,SS,CRXL,17.45,16.8,3.7
050426,050428,SS,DV,24.25,23.06,4.9
050427,050502,LR,TSRA,26.98,26.57,-1.6
050427,050502,LR,MT,24,23.95,-0.3
050427,050429,SS,GGP,37.91,39.11,-3.2
050427,050429,SS,LIFC,11.15,12,-7.7
050428,050503,LR,MTLM,19.38,19.93,2.8
050428,050503,LR,CENX,23.03,23.46,1.8
050428,050502,SS,DGIN,20.45,20.16,1.4
050428,050502,SS,LCAV,39.45,40.39,-2.4
050429,050504,BS,TCF,10.4,10.1,-2.9
050429,050504,BS,OFG,13.95,14.39,3.1
050429,050503,SS,LIFC,11.98,12.25,-2.3
050429,050503,SS,CTHR,18,18.07,-0.4
050502,050505,BS,EXM,13.58,15.5,14.1
050502,050505,BS,FMD,36.95,40.61,9.9
050502,050504,SS,AGI,11.69,12.14,-3.9
050502,050504,SS,CTHR,18.95,17.295,8.7
050503,050506,LR,INPC,13.54,14.62,7.9
050503,050506,LR,WYNN,47.3,49.54,4.7
050503,050505,SS,SRDX,37.99,39.35,-3.6
050503,050505,SS,ENWV,29.4,30.53,-3.9
050504,050509,BS,PDII,12.99,12.62,-2.9
050504,050509,BS,PKZ,26.1,26.77,2.5
050504,050506,SS,GB,22.85,23.45,-2.7
050504,050506,SS,GTIV,20,17.27,13.6
050505,050510,BS,APPX,45.52,44,-3.4
050505,050510,BS,FINL,17.52,18.17,3.7
050505,050509,SS,GB,23.5,24.09,-2.6
050505,050509,SS,ASF,18.58,18.15,2.3
050506,050511,BS,GBX,26.65,28.11,5.4
050506,050511,BS,ASVI,33.19,34.64,4.3
050506,050510,SS,GB,23.99,24.08,-0.4
050506,050510,SS,AUO,17.5,17.05,2.5
050509,050512,BS,COO,61.14,61.4,0.4
050509,050512,BS,APPX,44.16,44.41,0.5
050509,050511,SS,NCTY,23,20.97,8.8
050509,050511,SS,TEAM,13.06,12.98,0.6
050510,050513,BS,DRIV,25.23,23.38,-7.4
050510,050513,BS,CYT,41.68,40.78,-2.2
050510,050512,SS,NURO,14.2,13.64,3.9
050510,050512,SS,AQNT,13.9,14.18,-2.1
050511,050516,BS,DRIV,23.92,22.78,-4.8
050511,050516,BS,CRK,23,20.95,-9
050511,050513,SS,IIG,13.9,10.9,21.5
050511,050513,SS,RNVS,18.34,17.9,2.3
050512,050517,LR,MTLM,17.32,17.18,-0.9
050512,050517,LR,GRU,12.91,13.15,1.8
050512,050516,SS,RTI,26.5,25.67,3.1
050512,050516,SS,IPAR,17.76,18.555,-4.5
050513,050518,BS,ARS,17.55,18.03,2.7
050513,050518,BS,PDC,11.4,11.25,-1.4
050513,050517,SS,MANT,28.48,27.98,1.7
050513,050517,SS,AQNT,14.22,13.82,2.8
050516,050519,BS,WLK,22.29,24.31,9
050516,050519,BS,GGC,30.18,32.65,8.1
050516,050518,SS,NFLX,14.48,15.5,-7.1
050516,050518,SS,ASFI,26.1,26.68,-2.3
050517,050520,BS,EZPW,9.8,9.96,1.6
050517,050520,BS,APPX,41.79,43.21,3.3
050517,050519,SS,SMTS,18.14,18.27,-0.8
050517,050519,SS,PTRY,36.89,37.69,-2.2
050518,050523,BS,SSCC,11.61,11.4,-1.9
050518,050523,BS,SRT,11.5,12.7,10.4
050518,050520,SS,HLF,18,18.2,-1.2
050518,050520,SS,PTRY,38.58,37.19,3.6
050519,050524,BS,TWGP,10.65,10.98,3
050519,050524,BS,ARBX,15.35,13.3,-13.4
050519,050523,SS,SIRF,13.75,13.84,-0.7
050519,050523,SS,VTAL,18.5,18.15,1.8
050520,050525,BS,GRU,12.8,11.49,-10.3
050520,050525,BS,PAAS,12.56,13.28,5.7
050520,050524,SS,SIRF,14.05,13.96,0.6
050520,050524,SS,GTK,28.51,28.85,-1.2
050523,050526,BS,GRU,12.3,13.5,9.7
050523,050526,BS,AES,13.72,14.65,6.7
050523,------,SS,N/A,0,0,0
050523,------,SS,N/A,0,0,0
050524,050527,BS,GRU,11.5,11.9,3.4
050524,050527,BS,NAT,38.88,39.5,1.5
050524,050526,SS,FRGO,18.18,18.22,-0.3
050524,050526,SS,IMGC,29.22,28.98,0.8
050525,050531,BS,WG,10.77,11.37,5.5
050525,050531,BS,ONXX,25.53,25.38,-0.6
050525,050527,SS,FRGO,18.25,18.1,0.8
050525,050527,SS,CRM,19.62,19.86,-1.3
050526,050601,BS,PHRM,19.75,20.25,2.5
050526,050601,BS,ANPI,12.73,19.86,-1.8
050526,050531,SS,ABLE,13.93,19.011,-36.5
050526,050531,SS,BOOM,42.1,43.8,-4.1
050527,050602,BS,DRL,11.52,12.1,5
050527,050602,BS,EYET,13.5,12.7,-6
050527,050601,SS,HURC,17.94,18.83,-5
050527,050601,SS,ILSE,19.79,19.09,3.5
050531,050603,BS,EYET,12.81,12.77,-0.4
050531,050603,BS,OSIP,37.2,37.25,0.1
050531,050602,SS,SNHY,35.88,37.25,-3.9
050531,050602,SS,LWAY,13.14,12.64,3.8
050601,050606,BS,BCR,67.28,68,1
050601,050606,BS,RNVS,13.04,13.23,1.4
050601,050603,SS,SNHY,38,36.77,3.2
050601,050603,SS,BOOM,44.63,41.23,7.6
050602,050607,LR,CEDC,30.925,32.52,5.1
050602,050607,LR,RNVS,12.33,13.06,5.9
050602,050606,SS,ELOS,35.15,36.115,-2.8
050602,050606,SS,GKIS,21.36,20.5,4
050603,050608,BS,ISSC,32.3,32,-1
050603,050608,BS,SVC,22.05,22.15,0.4
050603,050607,SS,CMT,10.5,12.85,-22.4
050603,050607,SS,CME,235.5,244.85,-4
050606,050609,BS,BBW,20.31,20.45,0.6
050606,050609,BS,KCI,59.62,59.66,0
050606,050608,SS,LFLT,16.45,12.99,21
050606,050608,SS,GEOI,14.42,14.54,-0.9
050607,050610,BS,ATYT,13,13.24,1.8
050607,050610,BS,SFD,27.69,27.99,1
050607,050609,SS,IIJI,10.87,9.65,11.2
050607,050609,SS,CMT,12.44,10.55,15.1
050608,050613,LR,CVTI,12.3,11.74,-4.6
050608,050613,LR,IOC,21.79,22.65,3.9
050608,050610,SS,CMT,12.96,10.96,15.4
050608,050610,SS,HANS,80.9,81.8,-1.2
050609,050614,BS,CMN,15.26,16.33,7
050609,050614,BS,FDP,26.38,26.35,-0.2
050609,050613,SS,WFR,15.7,15.76,-0.4
050609,050613,SS,KEYW,20.59,20.65,-0.3
050610,050615,BS,IFIN,37.78,37.75,-0.1
050610,050615,BS,COGN,34.12,33.8,-1
050610,050614,SS,AMRI,13.95,13.39,4
050610,050614,SS,WFR,16.23,15.38,5.2
050613,050616,BS,VRX,19.01,18.89,-0.7
050613,050616,BS,HCBK,11.07,11.02,-0.5
050613,050615,SS,TIE,47.24,48.93,-3.6
050613,050615,SS,RNOW,12.5,11.47,8.2
050614,050617,BS,FRO,38.32,37.03,-3.4
050614,050617,BS,FARO,25.15,26.05,3.5
050614,050616,SS,DSTI,14.05,12.95,7.8
050614,050616,SS,ARM,18.8,19.39,-3.2
050615,050620,BS,FRO,37.63,37.85,0.5
050615,050620,BS,QSII,48.86,47.62,-2.6
050615,050617,SS,ROYL,11.55,10.41,9.8
050615,050617,SS,ERS,10.55,11.15,-5.7
050616,050621,BS,FRO,36.15,37.7,4.2
050616,050621,BS,AUGT,10.66,10.7,0.3
050616,050620,SS,ERS,11.2,12.1,-8.1
050616,050620,SS,CNQ,35.25,37.2,-5.6
050617,050622,BS,CKXE,14.64,11.6,-20.8
050617,050622,BS,BDX,53.73,52.9,-1.6
050617,050621,SS,DNR,38.5,38.87,-1
050617,050621,SS,CNQ,36.85,35.97,2.3
050620,050623,BS,GTOP,11.235,10.7,-4.8
050620,050623,BS,SYD,34.3,34.53,0.6
050620,050622,SS,CNQ,37.3,35.75,4.1
050620,050622,SS,WPTE,23.88,21,12
050621,050624,BS,CKXE,13.72,14.02,2.1
050621,050624,BS,LSTR,30.1,28.25,-6.2
050621,050623,SS,MNTA,17.08,19.5,-14.2
050621,050623,SS,MICU,28.02,27.89,0.4
050622,050627,BS,RDWR,19.42,19.73,1.5
050622,050627,BS,MOGN,20.16,20.5,1.6
050622,050624,SS,CTTY,14.21,12.52,11.8
050622,050624,SS,N/A,0,0,0
050623,050628,BS,ATRS,14.82,14,-5.6
050623,050628,BS,CHKP,20.58,19.9,-3.4
050623,050627,SS,SMTS,24.1,23.15,3.9
050623,050627,SS,JDO,25.7,25,2.7
050624,050629,BS,WBSN,45.82,49.63,8.3
050624,050629,BS,MEOH,15.6,15.98,2.4
050624,050628,SS,WLDA,10.95,11.67,-6.6
050624,050628,SS,NABI,14.81,14.91,-0.7
050627,050630,BS,FRNT,10.37,10.67,2.8
050627,050630,BS,ATRS,14.17,14.81,4.5
050627,050629,SS,WLDA,11.5,11.59,-0.8
050627,050629,SS,NURO,19.3,19.67,-2
050628,050701,BS,RDWR,18.4,14.98,-18.6
050628,050701,BS,SGTL,17.74,17.13,-3.5
050628,050630,SS,PKZ,38.99,36.58,6.1
050628,050630,SS,KEYW,23.73,22.88,3.5
050629,050705,BS,MANH,19.67,19.17,-2.6
050629,050705,BS,EBAY,32.9,32.75,-0.5
050629,050701,SS,WLDA,11.74,11.8,-0.6
050629,050701,SS,PKZ,38.02,37.99,0
050630,050706,BS,SGTL,17.16,16.44,-4.2
050630,050706,BS,MANH,19.21,19.41,1
050630,050705,SS,DRIV,33.2,32.16,3.1
050630,050705,SS,VIAC,10.71,10.6,1

Average return per trade for the Basic Strategy (BS) =   0.8          %
Risk/return ratio for the Basic Strategy =               6 

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

Average return per trade for the Sell Short Strategy (SS) =            1.2          %
Risk/return ratio for the Sell Short Strategy =          4.6 

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