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 (%) 040701,040707,BS,ELX,11.46,11.33,-1.2 040701,040707,BS,SINA,31.54,27.4,-13.2 040701,040706,SS,PGTV,24.42,21.42,12.2 040701,040706,SS,N/A,0,0,0 040702,040708,BS,GTK,44.35,43.6,-1.7 040702,040708,BS,SINA,30.8,26.55,-13.8 040702,040707,SS,NVEC,45.37,42.25,6.8 040702,040707,SS,MHCA,27.4,27.2,0.7 040706,040709,LR,ESPD,11.39,11.64,2.1 040706,040709,LR,FCEL,9.94,9.99,0.5 040706,040708,SS,PHRM,53.07,49.27,7.1 040706,040708,SS,KMRT,77.38,76.82,0.7 040707,040712,BS,LGND,14.39,14.45,0.4 040707,040712,BS,KVHI,9.85,9.39,-4.7 040707,040709,SS,AIRT,21.49,18.89,12 040707,040709,SS,N/A,0,0,0 040708,040713,BS,ATRS,24.01,23.46,-2.3 040708,040713,BS,MANT,16.99,16.6,-2.3 040708,------,SS,N/A,0,0,0 040708,------,SS,N/A,0,0,0 040709,040714,BS,IPXL,16.75,15.4,-8.1 040709,040714,BS,SCSS,24.22,18,-25.7 040709,------,SS,N/A,0,0,0 040709,------,SS,N/A,0,0,0 040712,040715,LR,ELAB,30.54,33.62,10 040712,040715,LR,IPXL,14.74,16.23,10.1 040712,------,SS,N/A,0,0,0 040712,------,SS,N/A,0,0,0 040713,040716,BS,HANS,18.77,19,1.2 040713,040716,BS,MANT,16.48,16.6,0.7 040713,------,SS,N/A,0,0,0 040713,------,SS,N/A,0,0,0 040714,040719,BS,RHAT,15.05,15.18,0.8 040714,040719,BS,ASPT,11.15,8.79,-21.2 040714,------,SS,N/A,0,0,0 040714,------,SS,N/A,0,0,0 040715,040720,BS,TARO,36.15,34.58,-4.4 040715,040720,BS,RIGL,11.15,11.9,6.7 040715,------,SS,N/A,0,0,0 040715,------,SS,N/A,0,0,0 040716,040721,BS,JILL,19.235,20.78,8 040716,040721,BS,HELX,15.68,15.29,-2.5 040716,------,SS,N/A,0,0,0 040716,------,SS,N/A,0,0,0 040719,040722,LR,AUO,12.36,11.55,-6.6 040719,040722,LR,DNDN,9.47,9.01,-4.9 040719,040721,SS,MDR,11.8,10.68,9.4 040719,040721,SS,NSS,19.29,17.93,7 040720,040723,BS,ANPI,16.05,16.14,0.5 040720,040723,BS,CYTK,11.8,9.35,-20.8 040720,040722,SS,MDR,11.95,11.09,7.1 040720,040722,SS,UPL,43.85,41.85,4.5 040721,040726,LR,AFCO,21,18.36,-12.6 040721,040726,LR,CHR,13.16,10.95,-16.8 040721,040723,SS,EPEX,19.8,17.6,11.1 040721,040723,SS,N/A,0,0,0 040722,040727,LR,AEIS,8.96,8.86,-1.2 040722,040727,LR,AFCO,18.02,17.6,-2.4 040722,040726,SS,FMD,43.55,40.43,7.1 040722,040726,SS,N/A,0,0,0 040723,040728,BS,SGTL,14.55,14.8,1.7 040723,040728,BS,MYK,11.41,11.3,-1 040723,040727,SS,GI,24.55,24.14,1.6 040723,040727,SS,FLIR,61.11,61.9,-1.3 040726,040729,BS,RSYS,12.25,12.02,-1.9 040726,040729,BS,IDXX,50,49.79,-0.5 040726,040728,SS,NTMD,18.05,16.14,10.5 040726,040728,SS,BDK,66.99,67.85,-1.3 040727,040730,BS,MYL,14.75,14.84,0.6 040727,040730,BS,ISPH,12.46,12.46,0 040727,040729,SS,SGP,19.6,19.53,0.3 040727,040729,SS,FLIR,62.51,63.09,-1 040728,040802,LR,VXGNE,10.81,11.23,3.8 040728,040802,LR,ANDW,10.48,10.83,3.3 040728,040730,SS,CRS,39.07,43,-10.1 040728,040730,SS,WCC,20.34,20.55,-1.1 040729,040803,LR,NUTR,13,13.67,5.1 040729,040803,LR,MYK,9.7,9.9,2 040729,040802,SS,OMM,14.5,14.9,-2.8 040729,040802,SS,CRS,40.3,42.33,-5.1 040730,040804,BS,UNFI,21.67,20.85,-3.8 040730,040804,BS,CCE,20.4,20.3,-0.5 040730,040803,SS,ZEUS,22.95,24.02,-4.7 040730,040803,SS,OMM,14.8,14.49,2 040802,040805,LR,COCO,10.29,11,6.8 040802,040805,LR,CECO,29.6,28.41,-4.1 040802,040804,SS,SFCC,34.03,31.13,8.5 040802,040804,SS,ZEUS,23.49,24.51,-4.4 040803,040806,BS,LSCP,17.07,16,-6.3 040803,040806,BS,ANDW,10.06,9.57,-4.9 040803,040805,SS,SNDA,20,18.48,7.6 040803,040805,SS,SU,29.82,28.23,5.3 040804,040809,BS,OIIM,10,10.12,1.1 040804,040809,BS,ASF,10.52,10.08,-4.2 040804,040806,SS,GGB,15.25,14.83,2.7 040804,040806,SS,UPL,47.8,39.46,17.4 040805,040810,BS,ITMN,10.42,9.69,-7.1 040805,040810,BS,LSCP,16.17,16,-1.1 040805,040809,SS,GGB,15,14.8,1.3 040805,040809,SS,SMF,16.65,15.73,5.5 040806,040811,LR,ANIK,10.97,11.6,5.7 040806,040811,LR,MDCO,20.3,20.41,0.5 040806,040810,SS,IST,23.76,27.65,-16.4 040806,040810,SS,PKOH,16.51,17.9,-8.5 040809,040812,LR,BCSI,10.62,10.25,-3.5 040809,040812,LR,TELK,15.23,16.52,8.4 040809,040811,SS,PKOH,18.96,18.1,4.5 040809,040811,SS,TS,41,39.89,2.7 040810,040813,BS,VSH,12.2,11.66,-4.5 040810,040813,BS,DTSI,14.54,14.01,-3.7 040810,040812,SS,WPSC,27.69,25.79,6.8 040810,040812,SS,IST,26.5,25.22,4.8 040811,040816,BS,MGAM,15.37,14.87,-3.3 040811,040816,BS,SHRP,18.54,17.75,-4.3 040811,040813,SS,IST,27.75,25.9,6.6 040811,040813,SS,GVA,22.15,21.87,1.2 040812,040817,LR,FLEX,10.08,10.72,6.3 040812,040817,LR,SBSE,10.36,10.54,1.7 040812,040816,SS,GGB,16.75,16.29,2.7 040812,040816,SS,SNDA,21.68,19.9,8.2 040813,040818,BS,DITC,14.77,16.14,9.2 040813,040818,BS,KDE,15.52,15.75,1.4 040813,040817,SS,IDBE,11.81,11.18,5.3 040813,040817,SS,GGB,16.24,16.25,-0.1 040816,040819,BS,CYBX,13.55,15.25,12.5 040816,040819,BS,KDE,15.7,16.8,7 040816,040818,SS,PHSB,26.52,26.65,-0.5 040816,040818,SS,N/A,0,0,0 040817,040820,BS,TEU,11.61,11.55,-0.6 040817,040820,BS,UTI,25.4,25.11,-1.2 040817,040819,SS,ISSC,26.78,24.83,7.2 040817,040819,SS,N/A,0,0,0 040818,040823,BS,UTI,24.44,26.2,7.2 040818,040823,BS,WMS,21.54,21.58,0.1 040818,040820,SS,RYL,85.8,86.55,-0.9 040818,040820,SS,N/A,0,0,0 040819,040824,BS,SHRP,16.9,17.34,2.6 040819,040824,BS,CYD,11.09,11.46,3.3 040819,------,SS,N/A,0,0,0 040819,------,SS,N/A,0,0,0 040820,040825,BS,RHAT,12.45,12.85,3.2 040820,040825,BS,RMBS,13.2,13.18,-0.2 040820,040824,SS,JUPM,15.1,15.29,-1.3 040820,040824,SS,MSA,41.35,41,0.8 040823,040826,BS,PSYS,21.41,24.46,14.2 040823,040826,BS,THO,24.92,25.4,1.9 040823,040825,SS,UIC,30.85,30.18,2.1 040823,040825,SS,TRID,14.77,14.3,3.1 040824,040827,BS,CHIC,14.86,14.71,-1.1 040824,040827,BS,TSA,20.1,20.89,3.9 040824,040826,SS,MDCC,24.9,24.82,0.3 040824,040826,SS,STST,26.04,26.6,-2.2 040825,040830,BS,FFH,128.7,137,6.4 040825,040830,BS,CHIC,14.6,14.95,2.3 040825,040827,SS,IIIN,12.55,12.75,-1.6 040825,040827,SS,IMH,25.95,25.23,2.7 040826,040831,BS,TNP,27.66,26.73,-3.4 040826,040831,BS,PFGC,24.13,22.02,-8.8 040826,040830,SS,JUPM,16.5,14.29,13.3 040826,040830,SS,IIIN,12.85,12.9,-0.4 040827,040901,BS,FRED,14.48,13.83,-4.5 040827,040901,BS,COHU,17.43,14.94,-14.3 040827,040831,SS,MOND,41.67,41.11,1.3 040827,040831,SS,PSRC,24.53,22.51,8.2 040830,040902,BS,PFGC,22.05,21.85,-1 040830,040902,BS,SAFM,35.78,35.45,-1 040830,040901,SS,ENZN,14.16,14.16,0 040830,040901,SS,N/A,0,0,0 040831,040903,BS,SWIR,17.65,16.81,-4.8 040831,040903,BS,FRED,13.91,14.75,6 040831,040902,SS,TNH,17.26,17.69,-2.5 040831,040902,SS,ENWV,13.76,13.38,2.7 040901,040907,BS,COHU,14.88,14.27,-4.1 040901,040907,BS,SMRT,15.84,15.96,0.7 040901,040903,SS,ENWV,13.8,13.5,2.1 040901,040903,SS,N/A,0,0,0 040902,040908,BS,COHU,14.7,13.8,-6.2 040902,040908,BS,CKR,11.73,11.8,0.5 040902,040907,SS,HANS,27.28,27.351,-0.3 040902,040907,SS,ENER,13.92,14.29,-2.7 040903,040909,BS,LFUS,33.95,34.5,1.6 040903,040909,BS,COHU,14.22,14.01,-1.5 040903,040908,SS,PETD,34.68,34.53,0.4 040903,040908,SS,CBK,19.06,18.58,2.5 040907,040910,BS,NSM,12.42,13.51,8.7 040907,040910,BS,SWIR,15.97,18.19,13.9 040907,040909,SS,HRT,16.5,20.08,-21.7 040907,040909,SS,PPCO,12.9,11.77,8.7 040908,040913,LR,BBBB,17.36,17.24,-0.7 040908,040913,LR,SLAB,29.34,34.62,17.9 040908,040910,SS,HRT,19.24,21.7,-12.8 040908,040910,SS,FBR,19.9,19.55,1.7 040909,040914,BS,ERES,16.42,16.77,2.1 040909,040914,BS,MERQ,32.68,36.97,13.1 040909,040913,SS,PONR,12.05,12.38,-2.8 040909,040913,SS,PMTI,22.04,21.35,3.1 040910,040915,BS,CDL,13.38,13.15,-1.8 040910,040915,BS,LNCR,30.04,29.93,-0.4 040910,040914,SS,HRT,20.7,24.1,-16.5 040910,040914,SS,APTM,12.25,14,-14.3 040913,040916,BS,CHF,17.34,21.06,21.4 040913,040916,BS,GGB,15.35,15.82,3 040913,040915,SS,HRT,23,20.75,9.7 040913,040915,SS,KOMG,13.52,12.7,6 040914,040917,BS,AFCI,15.22,14.85,-2.5 040914,040917,BS,CMLS,13.8,13.97,1.2 040914,040916,SS,HRT,27.25,24.09,11.5 040914,040916,SS,AGIX,19.94,18.49,7.2 040915,040920,BS,DHB,11.4,11.7,2.6 040915,040920,BS,ODP,14.72,14.92,1.3 040915,040917,SS,TZOO,67.29,72.34,-7.6 040915,040917,SS,CRM,15.92,15.67,1.5 040916,040921,BS,GVHR,15.29,15.7,2.6 040916,040921,BS,IMDC,48.78,48.7,-0.2 040916,040920,SS,RIMM,71.57,74.61,-4.3 040916,040920,SS,URBN,35.29,33.78,4.2 040917,040922,BS,TRID,10,9.95,-0.6 040917,040922,BS,CPRT,18.23,18.79,3 040917,040921,SS,ALO,18.3,17.65,3.5 040917,040921,SS,ECSI,11.78,11.18,5 040920,040923,BS,ZEUS,19.51,17.59,-9.9 040920,040923,BS,CPRT,17.85,19.04,6.6 040920,040922,SS,MTEX,14.47,14.04,2.9 040920,040922,SS,NRMX,17.79,18.08,-1.7 040921,040924,BS,BDY,20.53,20.9,1.8 040921,040924,BS,RAI,68.1,67.6,-0.8 040921,040923,SS,EXM,50.45,51.71,-2.5 040921,040923,SS,AIRT,19.4,20.33,-4.8 040922,040927,BS,ZEUS,17.78,16.89,-5.1 040922,040927,BS,LFUS,32.6,33.4,2.4 040922,040924,SS,BHO,30,25.18,16 040922,040924,SS,EXM,60.3,50.25,16.6 040923,040928,BS,EDMC,26.25,26.52,1 040923,040928,BS,MWY,10.22,10.08,-1.4 040923,040927,SS,AIRT,18.98,25.44,-34.1 040923,040927,SS,MNKD,22.65,22.95,-1.4 040924,040929,BS,MYG,17.6,18.21,3.4 040924,040929,BS,STMP,13.05,12.07,-7.6 040924,040928,SS,AIRT,21.92,23.17,-5.8 040924,040928,SS,NTMD,25.7,24.19,5.8 040927,040930,LR,AAI,9.73,10.33,6.1 040927,040930,LR,FILE,17,17.75,4.4 040927,040929,SS,AIRT,23.18,23.85,-2.9 040927,040929,SS,WYNN,49.3,50.94,-3.4 040928,041001,BS,TOM,10.01,9.86,-1.5 040928,041001,BS,ESIO,17.1,17.57,2.7 040928,040930,SS,VSEC,28.29,30.65,-8.4 040928,040930,SS,TNH,24.21,22.98,5 040929,041004,BS,TSCO,31.7,32.98,4 040929,041004,BS,TOM,9.93,9.83,-1.1 040929,041001,SS,TOPT,16,15.96,0.2 040929,041001,SS,GDP,13.85,14,-1.1 040930,041005,BS,PDX,54.85,53.63,-2.3 040930,041005,BS,MATK,48.64,49.22,1.1 040930,041004,SS,WLK,22.9,22,3.9 040930,041004,SS,GDP,14.15,14.2,-0.4 Average return per trade for the Basic Strategy (BS) = -0.1 % Risk/return ratio for the Basic Strategy = -95.4 Average return per trade for the Low Risk Strategy (LR) = 1.7 % Risk/return ratio for the Low Risk Strategy = 3.7 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) = 0.6 % Real results for the Sell Short Strategy can be different because of the Uptick Rule