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 (%) 060301,060306,BS,MRGE,18.12,17.635,-2.7 060301,060306,BS,GKIS,13.01,12.22,-6.1 060301,060303,SS,IIIN,38.2,41.57,-8.9 060301,060303,SS,CBK,22.15,22.64,-2.3 060302,060307,LR,LEA,18.61,18.28,-1.8 060302,060307,LR,FDP,18.24,18.9,3.6 060302,060306,SS,IIIN,39.75,41.88,-5.4 060302,060306,SS,NEU,36.4,37.1,-2 060303,060308,BS,NGS,17.5,16.96,-3.1 060303,060308,BS,DRL,10.58,10.32,-2.5 060303,060307,SS,VNT,19.01,18.7,1.6 060303,060307,SS,TTM,20.6,20.1,2.4 060306,060309,BS,ANF,57.26,57.5,0.4 060306,060309,BS,SAFM,22.51,21.1,-6.3 060306,060308,SS,AX,69.4,57.5,-0.1 060306,060308,SS,BUCY,70.4,62.73,10.8 060307,060310,LR,MHL,9.75,9.7,-0.6 060307,060310,LR,OVEN,11.15,10.35,-7.2 060307,060309,SS,IOTN,12.53,13.23,-5.6 060307,060309,SS,KEA,14.44,14.3,0.9 060308,060313,BS,GMXR,29.18,30.25,3.6 060308,060313,BS,WDC,19.74,19.05,-3.5 060308,060310,SS,FMD,44,43.95,0.1 060308,060310,SS,IOTN,13.055,13.29,-1.9 060309,060314,BS,CMED,27.27,27.77,1.8 060309,060314,BS,OVEN,10.4,10.24,-1.6 060309,060313,SS,IOTN,13.59,13.03,4.1 060309,060313,SS,ATHR,24.28,23.89,1.6 060310,060315,BS,GOL,25.52,27.56,7.9 060310,060315,BS,WDC,18.8,19.7,4.7 060310,060314,SS,FVE,10.9,11.01,-1.1 060310,060314,SS,IMAX,10.59,10.7,-1.1 060313,060316,BS,BNT,14.17,14,-1.2 060313,060316,BS,CIG,44.29,47.73,7.7 060313,060315,SS,ICE,68.25,69.29,-1.6 060313,060315,SS,ISE,49,52.03,-6.2 060314,060317,BS,NMTI,13.29,14.755,11 060314,060317,BS,MATR,36.13,38.37,6.1 060314,060316,SS,ADRX,23.95,23.72,0.9 060314,060316,SS,RACK,44.7,43.52,2.6 060315,060320,BS,DOVP,16.54,16.96,2.5 060315,060320,BS,VPHM,17.76,10.95,-38.4 060315,060317,SS,WFR,37.5,36.6,2.4 060315,060317,SS,TWP,29.03,28.99,0.1 060316,060321,LR,VPHM,16.24,10.7,-34.2 060316,060321,LR,ORCT,20.56,22.62,10 060316,060320,SS,QLTY,13.35,13.83,-3.6 060316,060320,SS,N/A,0,0,0 060317,060322,LR,VPHM,10.855,11.15,2.7 060317,060322,LR,SMSC,25.55,26.2,2.5 060317,060321,SS,VIMC,19.5,18.4,5.6 060317,060321,SS,IFSIA,13.78,13.35,3.1 060320,060323,BS,GCT,11.55,11.37,-1.6 060320,060323,BS,SLXP,14.47,15.36,6.1 060320,060322,SS,AVM,31.9,31.4,1.5 060320,060322,SS,IRIX,11.6,11.1,4.3 060321,060324,BS,MLS,30.54,30,-1.8 060321,060324,BS,SMTS,19.21,20.19,5.1 060321,060323,SS,LCC,37.95,39.11,-3.1 060321,060323,SS,CAL,28.37,28,1.3 060322,060327,BS,NL,10.56,10.32,-2.3 060322,060327,BS,NATRE,13.91,11.67,-16.2 060322,060324,SS,LCC,37.07,38.71,-4.5 060322,060324,SS,DRIV,43.55,42.5,2.4 060323,060328,BS,MLS,28.85,28.95,0.3 060323,060328,BS,NCX,28.44,28.26,-0.7 060323,060327,SS,KNXA,31.09,29.31,5.7 060323,060327,SS,ZOLT,20.03,23.74,-18.6 060324,060329,BS,WBSN,26.58,25.36,-4.6 060324,060329,BS,REDF,21.7,21.05,-3 060324,060328,SS,OYOG,58.98,59.92,-1.6 060324,060328,SS,EDAP,17.35,19.2,-10.7 060327,060330,BS,NATRE,10.96,11.53,5.2 060327,060330,BS,CEPH,61.26,60.375,-1.5 060327,060329,SS,FTEK,15.47,16.32,-5.5 060327,060329,SS,ZOLT,23.1,21.53,6.7 060328,060331,BS,TRO,11.95,16.32,-6 060328,060331,BS,WBSN,25.46,27.16,6.6 060328,060330,SS,AIRM,29.78,29.91,-0.5 060328,060330,SS,FTEK,16.25,16.08,1 060329,060403,BS,CTHR,10.8,10.39,-3.8 060329,060403,BS,STJ,40.4,41.32,2.2 060329,060331,SS,CHAP,63.76,64.92,-1.9 060329,060331,SS,UIC,60.17,60.93,-1.3 060330,060404,BS,ENT,15.07,12.49,-17.2 060330,060404,BS,MRTN,18,19.28,7.1 060330,060403,SS,CHAP,68.73,66.74,2.8 060330,060403,SS,DXPE,37.33,35.43,5 060331,060405,BS,ENT,13.75,15,9 060331,060405,BS,TXU,44.76,46.2,3.2 060331,060404,SS,SKX,25,24.11,3.5 060331,060404,SS,ANDE,80,80.19,-0.3 060403,060406,LR,ENT,12.02,15.49,28.8 060403,060406,LR,PETS,15.9,17.25,8.4 060403,060405,SS,ENG,14.86,14.7,1 060403,060405,SS,BID,29.5,29.86,-1.3 060404,060407,BS,PWAV,10.4,11.805,13.5 060404,060407,BS,IDIX,12.77,12.71,-0.5 060404,060406,SS,LMLP,10.5,9.42,10.2 060404,060406,SS,ACLI,49.22,48.68,1 060405,060410,LR,NATRE,0,9.42,9.7 060405,060410,LR,QSII,28.93,30.64,5.9 060405,060407,SS,GGBM,12.5,13.8,-10.5 060405,060407,SS,WTZ,25.7,25.89,-0.8 060406,060411,BS,ICE,59.8,54.85,-8.3 060406,060411,BS,RHB,16.95,16.73,-1.3 060406,060410,SS,FIZ,14.12,14.62,-3.6 060406,060410,SS,GGBM,13.3,14.05,-5.7 060407,060412,BS,ICE,53,56.86,7.2 060407,060412,BS,USMO,23.55,22.74,-3.5 060407,060411,SS,GGBM,15.1,13.51,10.5 060407,060411,SS,FIZ,15.28,13.82,9.5 060410,060413,BS,CVH,50.35,50.31,-0.1 060410,060413,BS,CTB,13.08,12.54,-4.2 060410,060412,SS,PEIX,30.3,27.35,9.7 060410,060412,SS,AUY,11.5,10.33,10.1 060411,060417,LR,BOL,49.03,46.34,-5.5 060411,060417,LR,ARNA,14.73,15.1,2.5 060411,060413,SS,XTHN,12.94,10.85,16.1 060411,060413,SS,PEIX,32.55,29.27,10 060412,060418,BS,BOL,45.61,46.98,3 060412,060418,BS,CTB,12.56,12.47,-0.8 060412,060417,SS,AW,13.32,13.2,0.9 060412,060417,SS,GMXR,43,42.5,1.1 060413,060419,BS,MEG,41.97,41.24,-1.8 060413,060419,BS,LCRD,18.24,19.59,7.4 060413,060418,SS,MGPI,21.5,23.64,-10 060413,060418,SS,BTUI,20.25,20.94,-3.5 060417,060420,BS,UTI,22.83,23.1,1.1 060417,060420,BS,WWY,45.61,47.13,3.3 060417,060419,SS,MGPI,23.43,24.3,-3.8 060417,060419,SS,RMBS,44.835,46.6,-4 060418,060421,BS,NOIZ,17.21,17.01,-1.2 060418,060421,BS,IVGN,62.5,63.93,2.2 060418,060420,SS,EZPW,36.18,36.93,-2.1 060418,060420,SS,ERS,38.95,37.68,3.2 060419,060424,BS,ALLI,11.26,11.66,3.5 060419,060424,BS,IRIS,12.4,12.36,-0.4 060419,060421,SS,LUFK,68.47,66.46,2.9 060419,060421,SS,GRP,51.25,53.83,-5.1 060420,060425,BS,IRIS,11.75,12.12,3.1 060420,060425,BS,EMMS,12.77,12.57,-1.6 060420,060424,SS,TZOO,34.39,50.35,-46.5 060420,060424,SS,SWN,40.57,38.35,5.4 060421,060426,BS,PLAY,12.42,12.3,-1 060421,060426,BS,AMR,22.46,24.37,8.5 060421,060425,SS,TZOO,38.66,49.14,-27.2 060421,060425,SS,RES,28.8,28,2.7 060424,060427,LR,MATR,25.92,31.3,20.7 060424,060427,LR,HTCH,23.28,23.08,-0.9 060424,060426,SS,ZVXI,19.75,20.22,-2.4 060424,060426,SS,ZONA,12.54,12.27,2.1 060425,060428,BS,SPF,30.56,31.03,1.5 060425,060428,BS,PGNX,22.86,22.62,-1.1 060425,060427,SS,ZVXI,20.69,20.21,2.3 060425,060427,SS,FCL,53.7,49.41,7.9 060426,060501,BS,IIIN,40.26,37.92,-5.9 060426,060501,BS,SLAB,47.92,46.36,-3.3 060426,060428,SS,LDSH,35.86,35.67,0.5 060426,060428,SS,TIE,70.57,71.65,-1.6 060427,060502,LR,IIIN,36.78,37.26,1.3 060427,060502,LR,PTI,16.14,16.55,2.5 060427,060501,SS,AVCA,13.25,12.8,3.3 060427,060501,SS,AW,14.28,14.05,1.6 060428,060503,LR,ACAD,11.57,11.75,1.5 060428,060503,LR,AVCT,26.94,27.08,0.5 060428,060502,SS,CLB,60.96,63.2,-3.7 060428,060502,SS,IFX,12.15,12.32,-1.4 060501,060504,LR,BOT,96.75,101.99,5.4 060501,060504,LR,XMSR,18.71,17.46,-6.7 060501,060503,SS,ELSE,11.49,9.34,18.7 060501,060503,SS,CHDX,12.89,11.41,11.4 060502,060505,BS,LEV,18.1,18.2,0.5 060502,060505,BS,PQE,12.1,11.87,-2 060502,060504,SS,HOM,10.75,10.58,1.5 060502,060504,SS,LYO,26.66,25.53,4.2 060503,060508,BS,XMSR,17.51,17.82,1.7 060503,060508,BS,EVVV,13.18,14.6,10.7 060503,060505,SS,SA,11.7,11.35,2.9 060503,060505,SS,RES,32.75,32.93,-0.6 060504,060509,BS,FDP,16.65,17.09,2.6 060504,060509,BS,IKAN,15.83,17.3,9.2 060504,060508,SS,ERS,61.9,35.02,43.4 060504,060508,SS,CLB,65.95,66.3,-0.6 060505,060510,LR,ADZA,14,14.13,0.9 060505,060510,LR,BKRS,15.17,14.46,-4.7 060505,060509,SS,CROX,35.73,29.81,16.5 060505,060509,SS,WMG,31,28.35,8.5 060508,060511,BS,CVTX,17.67,16.46,-6.9 060508,060511,BS,SLAB,43.48,42.42,-2.5 060508,060510,SS,FNET,24.98,22.24,10.9 060508,060510,SS,N/A,0,0,0 060509,060512,BS,MCO,55.46,56.1,1.1 060509,060512,BS,PDLI,21.15,20.76,-1.9 060509,------,SS,N/A,0,0,0 060509,------,SS,N/A,0,0,0 060510,060515,BS,CVTX,16.41,15.6,-5 060510,060515,BS,TRID,25.02,25.28,1 060510,------,SS,N/A,0,0,0 060510,------,SS,N/A,0,0,0 060511,060516,LR,BCRX,13.54,12.74,-6 060511,060516,LR,CVTX,15.46,15.56,0.6 060511,------,SS,N/A,0,0,0 060511,------,SS,N/A,0,0,0 060512,060517,LR,EVST,13.49,14.08,4.3 060512,060517,LR,MFLX,39,37,-5.2 060512,------,SS,N/A,0,0,0 060512,------,SS,N/A,0,0,0 060515,060518,BS,BCRX,12.74,12.28,-3.7 060515,060518,BS,ANDS,10.17,8.93,-12.2 060515,------,SS,N/A,0,0,0 060515,------,SS,N/A,0,0,0 060516,060519,BS,BCRX,12.28,12.19,-0.8 060516,060519,BS,MFLX,36.97,34.36,-7.1 060516,------,SS,N/A,0,0,0 060516,------,SS,N/A,0,0,0 060517,060522,BS,NBIX,19.72,19.4,-1.7 060517,060522,BS,FOXH,21.25,21.65,1.8 060517,------,SS,N/A,0,0,0 060517,------,SS,N/A,0,0,0 060518,060523,BS,MATK,21.94,23.8,8.4 060518,060523,BS,NBIX,19.5,19.03,-2.5 060518,060522,SS,IFO,20.4,21.62,-6 060518,060522,SS,MED,16.8,17.18,-2.3 060519,060524,BS,CRM,28.55,29.35,2.8 060519,060524,BS,VOCS,12.79,12.99,1.5 060519,------,SS,N/A,0,0,0 060519,------,SS,N/A,0,0,0 060522,060525,BS,MTL,19.01,20.85,9.6 060522,060525,BS,BNHNA,23.37,22,-5.9 060522,------,SS,N/A,0,0,0 060522,------,SS,N/A,0,0,0 060523,060526,BS,BNHNA,22.75,22.06,-3.1 060523,060526,BS,TSP,19.33,20.5,6 060523,------,SS,N/A,0,0,0 060523,------,SS,N/A,0,0,0 060524,060530,BS,BTM,11.25,12.26,8.9 060524,060530,BS,HXM,30.18,31.75,5.2 060524,------,SS,N/A,0,0,0 060524,------,SS,N/A,0,0,0 060525,060531,BS,NWY,12.7,12.05,-5.2 060525,060531,BS,GGXY,17.41,16.46,-5.5 060525,------,SS,N/A,0,0,0 060525,------,SS,N/A,0,0,0 060526,060601,BS,PALM,17.22,16.555,-3.9 060526,060601,BS,BCSI,15.41,15.96,3.5 060526,------,SS,N/A,0,0,0 060526,------,SS,N/A,0,0,0 060530,060602,BS,PALM,16.55,17.65,6.6 060530,060602,BS,BCSI,14.94,16.19,8.3 060530,------,SS,N/A,0,0,0 060530,------,SS,N/A,0,0,0 060531,060605,BS,EVST,11.3,13.51,19.5 060531,060605,BS,CHB,11.9,11.45,-3.8 060531,------,SS,N/A,0,0,0 060531,------,SS,N/A,0,0,0 Average return per trade for the Basic Strategy (BS) = 0.5 % Risk/return ratio for the Basic Strategy = 10.5 Average return per trade for the Low Risk Strategy (LR) = 1.4 % Risk/return ratio for the Low Risk Strategy = 4.8 Average return per trade for the Sell Short Strategy (SS) = 0.8 % Risk/return ratio for the Sell Short Strategy = 8.8 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