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 (%)
050701,050707,BS,RDWR,15.32,14.99,-2.2
050701,050707,BS,SGTL,17.02,16,-6
050701,050706,SS,TIE,57.49,58.9,-2.5
050701,050706,SS,BCF,42.64,42.58,0.1
050705,050708,BS,SGTL,16.38,16.2,-1.1
050705,050708,BS,TER,11.71,12.01,2.5
050705,050707,SS,SWN,51.5,54.2,-5.3
050705,050707,SS,VIAC,11.04,10.62,3.8
050706,050711,BS,IMH,17.74,18.2,2.5
050706,050711,BS,CKR,13.15,13.43,2.1
050706,050708,SS,FTO,33,33.1,-0.4
050706,050708,SS,TMG,11.9,12.21,-2.7
050707,050712,BS,BAK,14.85,16.4,10.4
050707,050712,BS,CKR,12.95,13.39,3.3
050707,050711,SS,GI,39.2,41.4,-5.7
050707,050711,SS,ANDS,11.67,11.1,4.8
050708,050713,BS,BAK,14.57,17.03,16.8
050708,050713,BS,BLI,11.15,11.25,0.8
050708,050712,SS,SWN,54.99,53.69,2.3
050708,050712,SS,FTO,33,30.8,6.6
050711,050714,BS,VLTR,13.36,12.3,-8
050711,050714,BS,FMD,34.11,34.71,1.7
050711,050713,SS,LUFK,41.06,41.07,-0.1
050711,050713,SS,N/A,0,0,0
050712,050715,LR,VLTR,12.58,11.91,-5.4
050712,050715,LR,CRYP,26.88,27,0.4
050712,050714,SS,VSL,14.75,14.4,2.3
050712,050714,SS,OSUR,11.78,10.87,7.7
050713,050718,BS,OTEX,12.22,11.95,-2.3
050713,050718,BS,SYXI,10.83,11.04,1.9
050713,050715,SS,OSUR,11.47,11.13,2.9
050713,050715,SS,NSS,37.76,37.28,1.2
050714,050719,BS,KWK,43.69,42.77,-2.2
050714,050719,BS,TSRA,31.35,31.6,0.7
050714,050718,SS,VPHM,10.3,11.78,-14.4
050714,050718,SS,IPII,23.57,27.61,-17.2
050715,050720,BS,MTEX,17.05,17.11,0.3
050715,050720,BS,CRYP,26.25,26.78,2
050715,050719,SS,SMF,14.02,14.36,-2.5
050715,050719,SS,VIGN,11.9,12.34,-3.7
050718,050721,BS,STRA,79.62,79.7,0.1
050718,050721,BS,NUCO,23.89,25.01,4.6
050718,050720,SS,CAFE,12.16,13.49,-11
050718,050720,SS,MIX,11.5,11.75,-2.2
050719,050722,BS,STRA,78.87,79.04,0.2
050719,050722,BS,OPTN,13.01,12.76,-2
050719,050721,SS,CAFE,16.1,13.92,13.5
050719,050721,SS,VPHM,12.14,11.2,7.7
050720,050725,LR,CACCE,0,13.92,13
050720,050725,LR,SC,0,11.2,7.2
050720,050722,SS,SPIR,12.13,10.09,16.8
050720,050722,SS,VPHM,12.13,10.92,9.9
050721,050726,BS,MSO,26.3,27.56,4.7
050721,050726,BS,LNCR,38.14,39.95,4.7
050721,050725,SS,ISTA,10.15,9.765,3.7
050721,050725,SS,PLAY,26.97,26.65,1.1
050722,050727,BS,MOH,24.82,24.43,-1.6
050722,050727,BS,BRL,46.12,47,1.9
050722,050726,SS,CTRX,13.49,13.35,1
050722,050726,SS,LUFK,47.9,46.78,2.3
050725,050728,BS,SEPR,52.35,53.01,1.2
050725,050728,BS,DSX,13.24,13.03,-1.6
050725,050727,SS,XWG,11.07,13.4,-21.1
050725,050727,SS,ATI,28.74,28.08,2.2
050726,050729,BS,GMR,40.3,37.85,-6.1
050726,050729,BS,DRYS,14.63,13.95,-4.7
050726,050728,SS,GMAI,13.95,14.11,-1.2
050726,050728,SS,CIB,20.1,19.4,3.4
050727,050801,LR,MOH,22.35,23.5,5.1
050727,050801,LR,CNC,27.99,29.3,4.6
050727,050729,SS,HHGP,19.9,20.78,-4.5
050727,050729,SS,AMSC,11.32,11.46,-1.3
050728,050802,BS,GMR,37.74,38.01,0.7
050728,050802,BS,DRYS,13.95,14.05,0.7
050728,050801,SS,TGE,11,10.6,3.6
050728,050801,SS,RAIL,29.11,32.45,-11.5
050729,050803,BS,PBH,11.25,11.93,6
050729,050803,BS,DLB,19.03,19.05,0.1
050729,050802,SS,TTI,40,43.54,-8.9
050729,050802,SS,LIFC,22.07,21.65,1.9
050801,050804,LR,VNT,14.06,13.65,-3
050801,050804,LR,IRIS,14.799,15.95,7.7
050801,050803,SS,FORD,28.39,28.28,0.3
050801,050803,SS,SOSA,11.74,12.08,-2.9
050802,050805,BS,MGAM,9.89,9.86,-0.4
050802,050805,BS,ENWV,32.48,30.51,-6.1
050802,050804,SS,CUTR,23.48,22,6.3
050802,050804,SS,PLLL,11.72,12.12,-3.5
050803,050808,BS,FFIV,38.76,38.6,-0.5
050803,050808,BS,ENWV,31.31,29.98,-4.3
050803,050805,SS,OIS,33.55,32.09,4.3
050803,050805,SS,QSII,64,66.08,-3.3
050804,050809,LR,VNT,12.13,12.6,3.8
050804,050809,LR,ONXX,21.29,19.66,-7.7
050804,050808,SS,TS,101.25,101.68,-0.5
050804,050808,SS,MYOG,14.04,12.74,9.2
050805,050810,LR,PGIC,12.64,12.83,1.5
050805,050810,LR,ONXX,20.17,19.2,-4.9
050805,050809,SS,BAK,21.75,21.1,2.9
050805,050809,SS,ATPG,31.43,31.41,0
050808,050811,LR,ADBL,13.58,13.31,-2
050808,050811,LR,DWRI,12.44,12.21,-1.9
050808,050810,SS,PVLS,11.08,8.9,19.6
050808,050810,SS,ACW,13.6,13.38,1.6
050809,050812,LR,INPC,12.44,12.93,3.9
050809,050812,LR,SAX,13.8,13.85,0.3
050809,050811,SS,GGB,12.75,11.83,7.2
050809,050811,SS,CIB,21.78,23.07,-6
050810,050815,BS,NGPS,23.17,24.1,4
050810,050815,BS,DCAI,18.55,18.56,0
050810,050812,SS,CNQ,48.45,48.5,-0.2
050810,050812,SS,MDR,26.05,25.78,1
050811,050816,BS,ADBL,13,13.08,0.6
050811,050816,BS,TZOO,25.95,26.65,2.6
050811,050815,SS,NURO,27.47,28.76,-4.7
050811,050815,SS,MWY,14.34,14.9,-4
050812,050817,BS,CKCM,18.68,17.17,-8.1
050812,050817,BS,FBP,20.32,20.77,2.2
050812,050816,SS,GMXR,22.59,21.22,6
050812,050816,SS,MWY,14.94,14.47,3.1
050815,050818,BS,PLB,12.4,11,-11.3
050815,050818,BS,DSL,64.17,61.84,-3.7
050815,050817,SS,MVCO,11.82,10.67,9.7
050815,050817,SS,SNP,48,46.22,3.7
050816,050819,LR,IPII,17.7,16.81,-5.1
050816,050819,LR,VLCM,26.85,27.18,1.2
050816,050818,SS,CPTV,21.31,20.71,2.8
050816,050818,SS,CIB,24.05,23.54,2.1
050817,050822,BS,PLB,11.16,11.01,-1.4
050817,050822,BS,IMH,12.8,13.11,2.4
050817,050819,SS,ACW,14.2,14.93,-5.2
050817,050819,SS,NURO,29.71,30.2,-1.7
050818,050823,BS,IVII,10,10.15,1.4
050818,050823,BS,USU,11.75,11.89,1.1
050818,050822,SS,REDF,12.14,12.93,-6.6
050818,050822,SS,ACW,14.55,14.79,-1.7
050819,050824,BS,PRS,10.8,11.75,8.7
050819,050824,BS,HOTT,14.12,14.07,-0.4
050819,050823,SS,MYOG,21.96,20.24,7.8
050819,050823,SS,VPHM,14.96,15.6,-4.3
050822,050825,BS,EENC,20.5,20.7,0.9
050822,050825,BS,PUMP,16.94,17.26,1.8
050822,050824,SS,TEU,21.1,21.64,-2.6
050822,050824,SS,REDF,13.95,13.13,5.8
050823,050826,BS,SWFT,18.85,19.64,4.1
050823,050826,BS,CRM,19.95,19.35,-3.1
050823,050825,SS,KNDL,22.35,23.29,-4.3
050823,050825,SS,MWY,16.08,15.9,1.1
050824,050829,BS,OMG,18.86,18.8,-0.4
050824,050829,BS,DKS,31.71,31.4,-1
050824,050826,SS,MWY,16.54,15.25,7.7
050824,050826,SS,PKZ,54.45,54.92,-0.9
050825,050830,BS,VRSN,21.24,22.12,4.1
050825,050830,BS,NTMD,17.81,18.3,2.7
050825,050829,SS,ADSK,41.42,41.41,0
050825,050829,SS,CCI,24.19,24.28,-0.4
050826,050831,BS,SPTN,10.16,10.19,0.2
050826,050831,BS,TWP,23.55,23.95,1.6
050826,050830,SS,ENER,30.08,34.41,-14.4
050826,050830,SS,UNTD,13.29,12.77,3.9
050829,050901,BS,UTEK,15.37,15.25,-0.8
050829,050901,BS,DAB,14.76,13.95,-5.5
050829,050831,SS,ENER,31.6,34.71,-9.9
050829,050831,SS,YRK,56.95,57.38,-0.8
050830,050902,BS,WGO,30.67,30.65,-0.1
050830,050902,BS,PNK,21.35,19.68,-7.9
050830,050901,SS,ENER,33.48,35.92,-7.3
050830,050901,SS,FTO,33.65,41.2,-22.5
050831,050906,BS,PNK,19.94,19.47,-2.4
050831,050906,BS,ASCA,22.97,22.51,-2.1
050831,050902,SS,FTO,35.24,38.5,-9.3
050831,050902,SS,FDG,124.22,124.2,0
050901,050907,BS,GYMB,14.71,15.02,2.1
050901,050907,BS,ADCT,20.18,20.8,3
050901,050906,SS,FTO,38.55,39.83,-3.4
050901,050906,SS,VLO,110,109.41,0.5
050902,050908,BS,BLUD,0,39.83,-3.9
050902,050908,BS,PNK,19.18,20.51,6.9
050902,050907,SS,STV,22.59,25.55,-13.2
050902,050907,SS,NTG,22,21.21,3.5
050906,050909,BS,WTNY,27.11,29.15,7.5
050906,050909,BS,AXL,23.06,23.65,2.5
050906,050908,SS,STV,24,24.8,-3.4
050906,050908,SS,MODT,10.75,9.99,7
050907,050912,BS,PXT,18.7937,19,1
050907,050912,BS,GEOI,11.75,11.65,-0.9
050907,050909,SS,STV,28.29,24.1,14.8
050907,050909,SS,MLR,21,20.57,2
050908,050913,LR,MOVI,15.43,14.88,-3.6
050908,050913,LR,MRH,30.2,26.39,-12.7
050908,050912,SS,BXC,14.3,13.52,5.4
050908,050912,SS,IDBE,29.42,29.25,0.5
050909,050914,BS,XPRSA,12.05,12.18,1
050909,050914,BS,AGI,10.63,10.91,2.6
050909,050913,SS,SIGM,12.25,11.98,2.2
050909,050913,SS,DXPE,20.82,20.5,1.5
050912,050915,BS,MFB,15.25,15.25,0
050912,050915,BS,SWFT,18.72,18.45,-1.5
050912,050914,SS,JVA,15.12,13.27,12.2
050912,050914,SS,OMCL,10.4,10.25,1.4
050913,050916,LR,MOVI,14.05,14.36,2.2
050913,050916,LR,OPMR,17.45,18.37,5.2
050913,050915,SS,EPEX,22.36,22.59,-1.1
050913,050915,SS,NFLX,25.31,23.42,7.4
050914,050919,LR,SNDA,27.9,28.87,3.4
050914,050919,LR,CKEC,22.3,23.5,5.3
050914,050916,SS,SNDK,42.78,45.71,-6.9
050914,050916,SS,RNOW,14.17,14.55,-2.7
050915,050920,BS,SNDA,26.92,29.2,8.4
050915,050920,BS,STX,15.04,15.01,-0.2
050915,050919,SS,JCTCF,12.8,12.18,4.8
050915,050919,SS,RGLD,26.97,28.28,-4.9
050916,050921,BS,DPH_PA,10.5,7.78,-26
050916,050921,BS,VECO,16.45,16.08,-2.3
050916,050920,SS,BVN,31.25,29.69,4.9
050916,050920,SS,SNDK,44.55,46.37,-4.1
050919,050922,LR,IVAC,11.05,10.27,-7.1
050919,050922,LR,MOVI,12.41,12.41,0
050919,050921,SS,NMTI,11.83,11.6,1.9
050919,050921,SS,NXY,50.3,49.99,0.6
050920,050923,LR,CEM,11.7,12,2.5
050920,050923,LR,RML,14.21,13,-8.6
050920,050922,SS,NGS,29.79,29.78,0
050920,050922,SS,SIMO,13.5,13.89,-2.9
050921,050926,LR,COT,18.74,17.5,-6.7
050921,050926,LR,CAL,9.91,10.4,4.9
050921,050923,SS,ENER,41.35,40.48,2.1
050921,050923,SS,HAWK,14,13.5,3.5
050922,050927,BS,COT,17.4,17.72,1.8
050922,050927,BS,DBD,35.93,35.95,0
050922,050926,SS,NGAS,11.83,11.12,6
050922,050926,SS,FLE,12.95,12.65,2.3
050923,050928,BS,MSO,25.98,24.7,-5
050923,050928,BS,IPCR,31.66,32.6,2.9
050923,050927,SS,UBB,51.38,50.25,2.1
050923,050927,SS,NVTL,14.3,15.12,-5.8
050926,050929,BS,ARC,10.11,9.74,-3.7
050926,050929,BS,AA,24.2,24.07,-0.6
050926,050928,SS,ZIGO,14.48,15.47,-6.9
050926,050928,SS,DXPE,24.81,23.29,6.1
050927,050930,BS,MSO,24.99,24.5,-2
050927,050930,BS,DBD,34.87,34.65,-0.7
050927,050929,SS,OUTL,15.55,15.95,-2.6
050927,050929,SS,BNN,46.42,45.76,1.4
050928,051003,BS,ERES,13.49,14.68,8.8
050928,051003,BS,CBK,13.87,13.85,-0.2
050928,050930,SS,TS,136.95,137.84,-0.7
050928,050930,SS,EPEX,26.36,26.39,-0.2
050929,051004,BS,ENWV,14.27,14.37,0.7
050929,051004,BS,MOVI,9.86,9.75,-1.2
050929,051003,SS,MTF,12.74,14.37,0.2
050929,051003,SS,THE,42.49,42.45,0
050930,051005,BS,ENWV,12.9,14.11,9.3
050930,051005,BS,CYBX,29.85,29.74,-0.4
050930,051004,SS,CNVR,14.58,14.26,2.1
050930,051004,SS,WRES,17.25,15.8,8.4
051003,051006,BS,POT,90.65,88.66,-2.2
051003,051006,BS,CNC,24.48,22.82,-6.8
051003,051005,SS,MGPI,11,10.86,1.2
051003,051005,SS,N/A,0,0,0
051004,051007,LR,NUS,16.45,17.01,3.4
051004,051007,LR,FBP,14.55,14.35,-1.4
051004,051006,SS,VRTX,24.68,21.28,13.7
051004,051006,SS,TNT,74,59.28,19.8
051005,051010,LR,OMG,15.52,16,3
051005,051010,LR,PLB,9.27,7.98,-14
051005,051007,SS,FWLT,33.3,30.03,9.8
051005,051007,SS,CMED,26.4,23.04,12.7
051006,051011,BS,ANTP,13.39,12,-10.4
051006,051011,BS,CNC,21.89,23.59,7.7
051006,051010,SS,CRXL,28.6,29.95,-4.8
051006,051010,SS,TTEC,10.5,10.27,2.1
051007,051012,BS,ANTP,12.55,10.25,-18.4
051007,051012,BS,CKCM,15.68,14.83,-5.5
051007,051011,SS,BCRX,10.69,15.04,-40.7
051007,051011,SS,CSE,22.8,21.52,5.6
051010,051013,LR,GM,25.48,26.47,3.8
051010,051013,LR,WLS,121.55,116,-4.6
051010,051012,SS,BCRX,12.59,13.54,-7.6
051010,051012,SS,CRXL,30.19,27.25,9.7
051011,051014,BS,NFI,27.73,28,0.9
051011,051014,BS,CF,12.15,11.34,-6.7
051011,051013,SS,NDAQ,30.49,27.15,10.9
051011,051013,SS,LMS,21.9,17.36,20.7
051012,051017,LR,RFX,10.85,27.15,10.4
051012,051017,LR,EVVV,13.02,14.44,10.9
051012,051014,SS,FAL,29.49,28.44,3.5
051012,051014,SS,BBD,51.3,48.43,5.5
051013,051018,BS,RFX,7.9,28.44,3
051013,051018,BS,CNCT,15.12,15.18,0.3
051013,051017,SS,TIE,41.29,42.82,-3.8
051013,051017,SS,N/A,0,0,0
051014,051019,BS,AD,23.99,23.18,-3.4
051014,051019,BS,ACW,11.72,11.32,-3.5
051014,051018,SS,BCRX,14.57,16.59,-13.9
051014,051018,SS,CSGS,23.099,22.82,1.2
051017,051020,BS,FLIR,23.25,22.14,-4.8
051017,051020,BS,TTWO,18.31,18.63,1.7
051017,051019,SS,NURO,34.32,33.28,3
051017,051019,SS,TIE,42.6,42.25,0.8
051018,051021,BS,FLIR,22.44,22.08,-1.7
051018,051021,BS,AHG,24,23,-4.2
051018,051020,SS,AOS,31.75,31.33,1.3
051018,051020,SS,BSTE,67.04,67.69,-1
051019,051024,BS,FLIR,21.95,21.88,-0.4
051019,051024,BS,OSIP,23.29,22.99,-1.3
051019,051021,SS,LDSH,19.61,20.14,-2.8
051019,051021,SS,SYNA,19.43,19.33,0.5
051020,051025,LR,ACMR,12.58,13.5,7.3
051020,051025,LR,TXU,89.99,96.62,7.3
051020,051024,SS,TNE,17.86,17.51,1.9
051020,051024,SS,SYNA,19.98,20.3,-1.7
051021,051026,BS,THX,52.09,53.68,3
051021,051026,BS,ZQK,10.68,11.13,4.2
051021,051025,SS,KNOT,12.93,13.84,-7.1
051021,051025,SS,BBBB,27.7,26.93,2.7
051024,051027,BS,BAK,15.79,16.15,2.2
051024,051027,BS,TARO,21.34,20.31,-4.9
051024,051026,SS,BTUI,12.57,13.48,-7.3
051024,051026,SS,TEVA,38,38.32,-0.9
051025,051028,BS,RIMM,57.4001,61.57,7.2
051025,051028,BS,HNI,47.41,47.1,-0.7
051025,051027,SS,WIRE,21.67,21.48,0.8
051025,051027,SS,BTUI,13.95,13.09,6.1
051026,051031,LR,DRL,8.8,8.52,-3.2
051026,051031,LR,ITWO,11.27,12.72,12.8
051026,051028,SS,BTUI,14.2,12.87,9.3
051026,051028,SS,QDEL,12.02,11.17,7
051027,051101,BS,PARL,22.17,23.01,3.7
051027,051101,BS,GSIC,15.75,15.87,0.7
051027,051031,SS,DV,22.26,22.6,-1.6
051027,051031,SS,WIRE,21.79,21.57,1
051028,051102,BS,CNCT,12.81,13.03,1.7
051028,051102,BS,FHRX,14.5,14.53,0.2
051028,051101,SS,IRIS,23.46,23.49,-0.2
051028,051101,SS,MPWR,13,12.13,6.6
051031,051103,BS,ZIGO,13.28,13.99,5.3
051031,051103,BS,MSO,17.22,18.05,4.8
051031,051102,SS,TWGP,20.37,18.61,8.6
051031,051102,SS,DGIN,29.64,30.18,-1.9

Average return per trade for the Basic Strategy (BS) =   0.2          %
Risk/return ratio for the Basic Strategy =               17.1 

Average return per trade for the Low Risk Strategy (LR) =              1            %
Risk/return ratio for the Low Risk Strategy =            4.8 

Average return per trade for the Sell Short Strategy (SS) =            0.6          %
Risk/return ratio for the Sell Short Strategy =          10 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     0.4          %

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