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 (%) 020702,020708,LR,PATH,15.95,16.45,3.1 020702,020708,LR,ADRX,21.69,23.52,8.4 020702,020705,SS,MHO,38.15,37,3 020702,020705,SS,HUG,44.9,42.25,5.9 020703,020709,LR,TTN,13.25,12.5,-5.7 020703,020709,LR,IMPH,14.01,14,-0.1 020703,020708,SS,CHGO,10.24,9.949,2.8 020703,020708,SS,DLM,11.85,11.68,1.4 020705,020710,BS,STNR,11.41,11.2,-1.9 020705,020710,BS,ATN,25.7,26.1,1.5 020705,------,SS,N/A,0,0,0 020705,------,SS,N/A,0,0,0 020708,------,SS,N/A,0,0,0 020708,------,SS,N/A,0,0,0 020708,------,SS,N/A,0,0,0 020708,------,SS,N/A,0,0,0 020709,020712,LR,AYE,21.05,22.6,7.3 020709,020712,LR,DPL,19.45,19.19,-1.4 020709,020711,SS,DOCC,11.15,11.45,-2.7 020709,020711,SS,N/A,0,0,0 020710,020715,LR,TWTR,9,8.65,-3.9 020710,020715,LR,AFFX,15.37,16.27,5.8 020710,020712,SS,NWRE,12.32,12.4,-0.7 020710,020712,SS,JILL,27.1,25.54,5.7 020711,020716,LR,ATRX,14.24,14.48,1.6 020711,020716,LR,TTN,10.79,11.52,6.7 020711,020715,SS,MRG,16.88,17.16,-1.7 020711,020715,SS,NWRE,12.13,11.95,1.4 020712,020717,LR,KCIN,9.74,11.05,13.4 020712,020717,LR,ULTE,17.55,17.15,-2.3 020712,020716,SS,PSUN,24,20.4,15 020712,020716,SS,SHFL,19.31,18.25,5.4 020715,020718,BS,MXRE,10.75,10.53,-2.1 020715,020718,BS,VECO,17.75,16.39,-7.7 020715,020717,SS,SHFL,19.75,17.99,8.9 020715,020717,SS,HRB,47.91,46.65,2.6 020716,020719,LR,IMNX,0,17.99,8.4 020716,020719,LR,PPDI,16.8,19.86,18.2 020716,020718,SS,INVN,27.6,25.05,9.2 020716,020718,SS,VALM,20.7,20.29,1.9 020717,020722,LR,IDE,18.25,21.3,16.7 020717,020722,LR,ESI,15.05,14.98,-0.5 020717,020719,SS,ELON,15.8,14.36,9.1 020717,020719,SS,CREE,15.22,13.98,8.1 020718,020723,LR,NOVN,10.65,10.09,-5.3 020718,020723,LR,DRRA,12.7,13.09,3 020718,020722,SS,WEBM,10.95,9.62,12.1 020718,020722,SS,ELON,15.21,13.5,11.2 020719,020724,LR,WCI,18.35,17.25,-6 020719,020724,LR,IMGC,11.82,11.75,-0.6 020719,020723,SS,NBIX,32.99,31.25,5.2 020719,020723,SS,STM,24.88,22.5,9.5 020722,020725,LR,HAL,9.97,12.25,22.8 020722,020725,LR,LNY,17.99,21,16.7 020722,020724,SS,CREE,14,14.69,-5 020722,020724,SS,SLAB,27.6,28.64,-3.8 020723,020726,LR,CA,8.08,7.73,-4.4 020723,020726,LR,LSS,13.41,15.5,15.5 020723,020725,SS,CREE,15,14.1,5.9 020723,020725,SS,SFNT,17.85,18,-0.9 020724,020729,BS,AMR,10.35,10.52,1.6 020724,020729,BS,BKH,24.31,24.15,-0.7 020724,020726,SS,HMC,22.68,20.9,7.8 020724,020726,SS,SFNT,17.97,17.85,0.6 020725,020730,LR,CNL,13.25,13.15,-0.8 020725,020730,LR,BRKS,14.98,18.33,22.3 020725,020729,SS,RCS,12.25,12.01,1.9 020725,020729,SS,CDWC,48.55,51.06,-5.2 020726,020731,LR,CNL,11.86,14.55,22.6 020726,020731,LR,ULAB,15.72,17.8,13.2 020726,020730,SS,FCN,39.55,41.95,-6.1 020726,020730,SS,SANG,23.15,24.85,-7.4 020729,020801,BS,COF,29.35,31.8,8.3 020729,020801,BS,AMZ,12.98,13.94,7.3 020729,020731,SS,DOCC,12.78,13.55,-6.1 020729,020731,SS,FCN,39.95,40.25,-0.8 020730,020802,LR,UBB,9.9,10.25,3.5 020730,020802,LR,TALX,10.7,10,-6.6 020730,020801,SS,NSCN,11.7,10.65,8.9 020730,020801,SS,JCOM,20.75,18.761,9.5 020731,020805,LR,TALX,9.542,9.16,-4.1 020731,020805,LR,CKFR,9.96,8.39,-15.8 020731,020802,SS,ICOS,24.8,23.73,4.3 020731,020802,SS,N/A,0,0,0 020801,020806,LR,WTSLA,13,11.95,-8.1 020801,020806,LR,ARO,13.8,14.7,6.5 020801,020805,SS,TELK,14.71,14.21,3.3 020801,020805,SS,N/A,0,0,0 020802,020807,LR,WTSLA,11.55,12,3.8 020802,020807,LR,GAP,10.7,11.64,8.7 020802,020806,SS,HYSL,21.68,21.7,-0.1 020802,020806,SS,N/A,0,0,0 020805,020808,LR,SEE,14.97,15.05,0.5 020805,020808,LR,PLAB,10.11,11.35,12.2 020805,020807,SS,VRTY,11.54,10.6,8.1 020805,020807,SS,CSTR,30.32,29.21,3.6 020806,020809,BS,SEE,15.22,15,-1.5 020806,020809,BS,EMMS,12.8,13.95,8.9 020806,------,SS,N/A,0,0,0 020806,------,SS,N/A,0,0,0 020807,020812,BS,BFT,10.99,11.33,3 020807,020812,BS,ADVP,16.5,17.85,8.1 020807,020809,SS,AMLN,12.33,13.01,-5.6 020807,020809,SS,N/A,0,0,0 020808,020813,LR,CCRN,12.31,14.03,13.9 020808,020813,LR,WTSLA,10.85,11.05,1.8 020808,------,SS,N/A,0,0,0 020808,------,SS,N/A,0,0,0 020809,020814,BS,CEFT,16.4,18.74,14.2 020809,020814,BS,SERO,14.06,13.1,-6.9 020809,------,SS,N/A,0,0,0 020809,------,SS,N/A,0,0,0 020812,020815,BS,FCS,14.6,14.4,-1.4 020812,020815,BS,VSEA,23.38,24.11,3.1 020812,020814,SS,CYBX,16.64,17.19,-3.4 020812,020814,SS,MLNM,13.89,14.09,-1.5 020813,020816,LR,FCS,12.99,15.55,19.7 020813,020816,LR,SGR,15,15.12,0.7 020813,020815,SS,MLNM,14.45,14.62,-1.2 020813,020815,SS,CYBX,17.2,17.12,0.4 020814,020819,BS,SGR,14.8,15,1.3 020814,020819,BS,CERS,17.3,19.51,12.7 020814,------,SS,N/A,0,0,0 020814,------,SS,N/A,0,0,0 020815,020820,LR,SID,10.9,12.85,17.8 020815,020820,LR,SERO,12.31,11.05,-10.3 020815,020819,SS,ISIS,11.11,11,0.9 020815,020819,SS,TTWO,24.05,26,-8.2 020816,020821,BS,SERO,12.03,12.1,0.5 020816,020821,BS,CCRN,13.2,14.18,7.4 020816,------,SS,N/A,0,0,0 020816,------,SS,N/A,0,0,0 020819,020822,BS,JBLU,36.389,39.35,8.1 020819,020822,BS,SERO,11.77,11.8,0.2 020819,------,SS,N/A,0,0,0 020819,------,SS,N/A,0,0,0 020820,020823,BS,UTSI,13.38,15.18,13.4 020820,020823,BS,XJT,10.2,11.3,10.7 020820,020822,SS,TTWO,25.77,26.1,-1.3 020820,020822,SS,N/A,0,0,0 020821,020826,BS,AZN,0,30.5,-1.8 020821,020826,BS,RGC,16.25,17.2,5.8 020821,------,SS,N/A,0,0,0 020821,------,SS,N/A,0,0,0 020822,020827,BS,HDL,11,11.98,8.9 020822,020827,BS,DOL,27.54,28.35,2.9 020822,020826,SS,CYTC,11.65,11.19,3.9 020822,020826,SS,INTL,26.05,24.5,5.9 020823,020828,BS,HUG,29.46,29.18,-1 020823,020828,BS,GLYN,11.5,10.9,-5.3 020823,020827,SS,MVSN,14.87,14.1,5.1 020823,020827,SS,N/A,0,0,0 020826,020829,BS,PTMK,14.74,14,-5.1 020826,020829,BS,HUG,29.85,28.43,-4.8 020826,------,SS,N/A,0,0,0 020826,------,SS,N/A,0,0,0 020827,020830,BS,FCN,36.5,36.5,0 020827,020830,BS,STGS,19.39,21.5,10.8 020827,------,SS,N/A,0,0,0 020827,------,SS,N/A,0,0,0 020828,020903,LR,YHOO,9.13,10.04,9.9 020828,020903,LR,PDLI,10.66,10.215,-4.2 020828,------,SS,N/A,0,0,0 020828,------,SS,N/A,0,0,0 020829,020904,BS,SMTC,13.51,12.58,-6.9 020829,020904,BS,STLD,11.59,10.75,-7.3 020829,020903,SS,HGR,17.08,16.93,0.8 020829,020903,SS,NWRE,18.3,16.8,8.1 020830,020905,BS,FTS,10.75,10.05,-6.6 020830,020905,BS,CEGE,11.57,11.75,1.5 020830,020904,SS,MSTR,10.63,12.39,-16.6 020830,020904,SS,INVN,33.71,33.4,0.9 020903,020906,LR,CHRT,9.06,9.38,3.5 020903,020906,LR,FTS,10.16,10.65,4.8 020903,020905,SS,MIK,46,46.34,-0.8 020903,020905,SS,INVN,33.46,32.25,3.6 020904,020909,BS,PTMK,10.6,12.23,15.3 020904,020909,BS,ENZN,20.47,19.51,-4.7 020904,020906,SS,MSTR,11.8,11.93,-1.2 020904,020906,SS,MDG,19.28,20.15,-4.6 020905,020910,BS,LUX,12.12,11.9,-1.9 020905,020910,BS,MTEC,26,27.12,4.3 020905,020909,SS,HHLF,11.001,11.099,-0.9 020905,020909,SS,MIK,46,48.53,-5.5 020906,020911,BS,LUX,12.15,12.4,2 020906,020911,BS,KSU,13.87,14.4,3.8 020906,020910,SS,MIK,46.95,48.65,-3.7 020906,020910,SS,RGLD,15.15,16.56,-9.4 020909,020912,BS,SKX,12.18,10.46,-14.2 020909,020912,BS,SYPR,10.071,10.56,4.8 020909,020911,SS,HGMCY,16.9,16.2,4.1 020909,020911,SS,HOV,37.6,38.79,-3.2 020910,020913,BS,SKX,10.25,10.85,5.8 020910,020913,BS,AYE,17,15.85,-6.8 020910,020912,SS,TREE,15.9,15.29,3.8 020910,020912,SS,MTH,41.67,39.68,4.7 020911,020916,BS,KYPH,12.67,13.8,8.9 020911,020916,BS,CEN,14.3,15.37,7.4 020911,020913,SS,UTHR,16.15,16.5,-2.2 020911,020913,SS,DGIN,19.1,17.88,6.3 020912,020917,BS,AEG,11.5,10.36,-10 020912,020917,BS,FOE,22.87,23.4,2.3 020912,020916,SS,COF,40.5,38.67,4.5 020912,020916,SS,N/A,0,0,0 020913,020918,BS,AEG,10.89,9.69,-11.1 020913,020918,BS,JPM,22.04,19.06,-13.6 020913,020917,SS,RGLD,18,18.76,-4.3 020913,020917,SS,WEBK,34.55,34.65,-0.3 020916,020919,BS,MCHP,15.36,16.95,10.3 020916,020919,BS,DAL,14.42,12.77,-11.5 020916,020918,SS,CVC,11.4,10.96,3.8 020916,020918,SS,APPX,16.76,16.25,3 020917,020920,LR,MTG,43.29,41.65,-3.8 020917,020920,LR,AEG,9.65,10.08,4.4 020917,020919,SS,RINO,16.09,14.049,12.6 020917,020919,SS,ADVP,22.61,23.34,-3.3 020918,020923,LR,CLS,15.58,15.05,-3.5 020918,020923,LR,GP,15.41,15.2,-1.4 020918,020920,SS,CMLS,17.34,17,1.9 020918,020920,SS,ADVP,23.41,23.6,-0.9 020919,020924,BS,GP,14.27,15,5.1 020919,020924,BS,ICBC,23.49,24.69,5.1 020919,020923,SS,RHB,25,23.91,4.3 020919,020923,SS,ADVP,23.9,23.05,3.5 020920,020925,BS,ATN,23.24,24.31,4.6 020920,020925,BS,SIVB,16.88,17.05,1 020920,020924,SS,STN,16.4,16.6,-1.3 020920,020924,SS,N/A,0,0,0 020923,020926,LR,EP,7.51,7.59,1 020923,020926,LR,URI,9.13,9.52,4.2 020923,020925,SS,GMRK,18.74,17.85,4.7 020923,020925,SS,UTHR,17.1,16.34,4.4 020924,020927,BS,CEY,18.08,21.4,18.3 020924,020927,BS,WCI,13.65,14,2.5 020924,020926,SS,EASI,60.95,59.75,1.9 020924,020926,SS,STN,16.95,17.1,-0.9 020925,020930,BS,AVT,11.91,10.9,-8.5 020925,020930,BS,SRE,19,19.17,0.8 020925,020927,SS,SEE_PA,23.55,22.65,3.8 020925,020927,SS,RINO,15.34,15.229,0.7 020926,021001,BS,PBR,11.44,10.95,-4.3 020926,021001,BS,BOBJ,11.05,10.57,-4.4 020926,020930,SS,MMSI,20.86,19.31,7.4 020926,020930,SS,AFCO,10.96,10.94,0.1 020927,021002,LR,PBR,10,12.48,24.7 020927,021002,LR,FNIS,14.78,16.83,13.8 020927,021001,SS,ANT,27.76,28.1,-1.3 020927,021001,SS,BCGI,10.8,10.4,3.7 020930,021003,LR,PLCE,10.1,8.56,-15.3 020930,021003,LR,MERQ,17.16,17.53,2.1 020930,021002,SS,AMLN,15.91,16.21,-1.9 020930,021002,SS,AMGP,33.28,31.76,4.5 Average return per trade for the Basic Strategy (BS) = 2.9 % Risk/return ratio for the Basic Strategy = 2.2 Average return per trade for the Low Risk Strategy (LR) = 4.5 % Risk/return ratio for the Low Risk Strategy = 1.6 Average return per trade for the Sell Short Strategy (SS) = 1.6 % Risk/return ratio for the Sell Short Strategy = 2.6 Average return per trade for the Combined Strategy = 0.5*(BS+SS) = 2.3 % Real results for the Sell Short Strategy can be different because of the Uptick Rule