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 (%)
060601,060606,BS,NHWK,18.3,16.9,-7.7
060601,060606,BS,KONG,11.6,11.61,0
060601,060605,SS,IMCO,10.65,11.51,-8.1
060601,060605,SS,N/A,0,0,0
060602,060607,BS,PGWC,10.35,9.42,-9
060602,060607,BS,NHWK,17.9,16.22,-9.4
060602,060606,SS,IFO,31.98,22.76,28.8
060602,060606,SS,N/A,0,0,0
060605,060608,LR,JLG,18.8,17.29,-8.1
060605,060608,LR,LII,26.15,25.5,-2.5
060605,060607,SS,IFO,28.9,23.84,17.5
060605,060607,SS,N/A,0,0,0
060606,060609,LR,TOA,15.18,14.7,-3.2
060606,060609,LR,KBH,45.82,45.5,-0.7
060606,060608,SS,SIMC,11.78,11.03,6.3
060606,060608,SS,N/A,0,0,0
060607,060612,BS,CELL,15.29,14.86,-2.9
060607,060612,BS,CRXL,20.21,18.87,-6.7
060607,------,SS,N/A,0,0,0
060607,------,SS,N/A,0,0,0
060608,060613,BS,GRS,10.71,9.5,-11.3
060608,060613,BS,SHOO,27.73,27,-2.7
060608,------,SS,N/A,0,0,0
060608,------,SS,N/A,0,0,0
060609,060614,BS,WLSC,21.05,20.15,-4.3
060609,060614,BS,GRA,11.78,10.55,-10.5
060609,060613,SS,HSR,14.5,10.35,28.6
060609,060613,SS,HNT,46.1,45.01,2.3
060612,060615,LR,TRF,54.71,58.84,7.5
060612,060615,LR,SWC,11.14,11.2,0.5
060612,060614,SS,TRBS,34.71,37.77,-8.9
060612,060614,SS,MIKR,10.69,9.7,9.2
060613,060616,LR,DXCM,13.97,13.46,-3.7
060613,060616,LR,TWPG,16.19,18.17,12.2
060613,060615,SS,CTCI,18.38,19.4,-5.6
060613,060615,SS,TRBS,37.72,38.03,-0.9
060614,060619,BS,HRLY,9.21,10.61,15.2
060614,060619,BS,IDSY,16.65,16.99,2
060614,060616,SS,CTCI,18.7,19.27,-3.1
060614,060616,SS,TRBS,37.75,37.96,-0.6
060615,060620,BS,DXCM,13.49,13.65,1.1
060615,060620,BS,IAU,57.15,56.75,-0.7
060615,060619,SS,ENR,56.75,57.81,-1.9
060615,060619,SS,CNC,28.23,27.62,2.1
060616,060621,BS,NTRI,54.37,53.92,-0.9
060616,060621,BS,ANDE,74.95,72.02,-4
060616,060620,SS,JBLU,11.49,12.23,-6.5
060616,060620,SS,VOL,42.45,43.16,-1.7
060619,060622,LR,DXPE,31.87,32.4,1.6
060619,060622,LR,JOSB,22.71,24.52,7.9
060619,060621,SS,JBLU,11.56,12.44,-7.7
060619,060621,SS,N/A,0,0,0
060620,060623,BS,HXL,15.97,15.66,-2
060620,060623,BS,MGPI,20.69,22,6.3
060620,060622,SS,PWEI,30.81,29.67,3.7
060620,060622,SS,OPNT,15,14.61,2.6
060621,060626,BS,DXCM,12.83,12.42,-3.2
060621,060626,BS,NKTR,16.99,17.49,2.9
060621,060623,SS,ACTG,14.16,14,1.1
060621,060623,SS,JBLU,12.3,12.69,-3.2
060622,060627,BS,DXCM,12.1,12.22,0.9
060622,060627,BS,JBL,24.79,24.69,-0.5
060622,060626,SS,ANN,41.68,41.89,-0.6
060622,060626,SS,N/A,0,0,0
060623,060628,BS,HXL,15.6,14.5,-7.1
060623,060628,BS,FFH,91.75,93.13,1.5
060623,060627,SS,KNOT,20.51,20.32,0.9
060623,060627,SS,CELG,45.795,45.84,-0.1
060626,060629,BS,CMED,18.91,19.4,2.5
060626,060629,BS,CTRN,37.72,36.66,-2.9
060626,060628,SS,FMD,57.85,55.17,4.6
060626,060628,SS,LTBG,14.25,14.01,1.6
060627,060630,LR,SIGM,8.83,9.75,10.4
060627,060630,LR,RBAK,17.01,18.7,9.9
060627,060629,SS,XING,12.9,12.25,5
060627,060629,SS,BAMM,18.74,17.7,5.5
060628,060703,BS,OVTI,20.23,21.08,4.2
060628,060703,BS,HOTT,10.93,11.45,4.7
060628,060630,SS,CTCI,21.5,22.87,-6.4
060628,060630,SS,CTR,25.92,25.85,0.2
060629,060705,BS,BABY,10.15,10.97,8
060629,060705,BS,PBY,11.72,11.54,-1.6
060629,060703,SS,FBR,11.91,11.39,4.3
060629,060703,SS,THX,62.5,61.75,1.2
060630,060706,BS,AAP,28.9,29.5,2
060630,060706,BS,BABY,9.89,10.68,7.9
060630,060705,SS,RSAS,27.31,27.22,0.3
060630,060705,SS,CRA,13.1,13.07,0.2
060703,060707,BS,DLX,15.02,14.6,-2.8
060703,060707,BS,TTWO,10.6,10.21,-3.7
060703,060706,SS,CYBS,11.95,12.3,-3
060703,060706,SS,RSAS,27.19,27.29,-0.4
060705,060710,LR,ATHR,15.63,16.53,5.7
060705,060710,LR,FRNS,10.25,8.45,-17.6
060705,060707,SS,EZPW,43.67,41.89,4
060705,060707,SS,RSAS,27.21,27.28,-0.3
060706,060711,BS,VCI,19.57,18.65,-4.8
060706,060711,BS,WBSN,18.89,18.07,-4.4
060706,060710,SS,GDP,31.56,30.73,2.6
060706,060710,SS,NFLD,10.7,11.5,-7.5
060707,060712,LR,TOMO,13.67,13.99,2.3
060707,060712,LR,USG,50.63,50.13,-1
060707,060711,SS,NFLD,11.23,12.47,-11.1
060707,060711,SS,CTCI,24.47,24.44,0.1
060710,060713,LR,NETL,27.09,26.65,-1.7
060710,060713,LR,CRM,23.4,23.01,-1.7
060710,060712,SS,CTCI,25,23.85,4.5
060710,060712,SS,ARO,31.83,30.65,3.7
060711,060714,BS,BHS,27.95,26.65,-4.7
060711,060714,BS,STMP,22.75,21.48,-5.6
060711,060713,SS,NFLD,11.6,12.24,-5.6
060711,060713,SS,DQE,19.43,19.51,-0.5
060712,060717,LR,NTAP,28.6,26.11,-8.8
060712,060717,LR,BAK,9.79,9.05,-7.6
060712,060714,SS,VGZ,10.65,9.59,9.9
060712,060714,SS,SA,13.8,12.3,10.8
060713,060718,LR,ASPV,21.59,20.42,-5.5
060713,060718,LR,SIRF,24.86,25.1,0.9
060713,060717,SS,VGZ,10.63,9.14,14
060713,060717,SS,BPT,89,84.02,5.5
060714,060719,LR,JRCC,22.08,21.79,-1.4
060714,060719,LR,SNDK,39.18,39.44,0.6
060714,060718,SS,FIZ,17.55,15.92,9.2
060714,060718,SS,WLL,43.3,42.6,1.6
060717,060720,LR,RTI,42.21,45.4,7.5
060717,060720,LR,DXPE,23.3,26.5,13.7
060717,060719,SS,TRMA,36.68,36.29,1
060717,060719,SS,GSTL,20,19.86,0.6
060718,060721,BS,RCKY,11.22,11.26,0.3
060718,060721,BS,BHS,23.99,24.6,2.5
060718,060720,SS,IIP,11.1,11.67,-5.2
060718,060720,SS,HARB,44.25,44.14,0.2
060719,060724,LR,ADCT,12.52,11.98,-4.4
060719,060724,LR,CNTF,10.15,10.16,0
060719,060721,SS,CSH,37.57,34.46,8.2
060719,060721,SS,TMX,22.28,22.52,-1.1
060720,060725,BS,TAYC,31.5,31.98,1.5
060720,060725,BS,XMSR,11.92,11.14,-6.6
060720,060724,SS,CACB,34.47,33.95,1.5
060720,060724,SS,NOVN,19.65,19.35,1.5
060721,060726,LR,WSO,42.64,43.65,2.3
060721,060726,LR,NTES,17.19,17.88,4
060721,060725,SS,N,71.23,72.57,-1.9
060721,060725,SS,N/A,0,0,0
060724,060727,BS,AMD,17.39,18.3,5.2
060724,060727,BS,MRTN,16.13,15.23,-5.6
060724,060726,SS,RAI,126.1,127.9,-1.5
060724,060726,SS,ORB,17.84,17.87,-0.2
060725,060728,BS,TSAI,31.12,34.4,10.5
060725,060728,BS,SLXP,10.19,10.22,0.2
060725,060727,SS,CRME,12.44,11.9,4.3
060725,060727,SS,BID,28.95,27.25,5.8
060726,060731,LR,JUPM,10.23,10.25,0.1
060726,060731,LR,RNVS,11.09,12.25,10.4
060726,060728,SS,NG,16.12,16.9,-4.9
060726,060728,SS,N/A,0,0,0
060727,060801,LR,NVT,26.25,28,6.6
060727,060801,LR,EEFT,26.4,25.31,-4.2
060727,060731,SS,EGN,42.9,42.62,0.6
060727,060731,SS,MRK,40.27,40.27,0
060728,060802,BS,WPL,10.85,10.81,-0.4
060728,060802,BS,HSR,11.68,14,19.8
060728,060801,SS,CHL,32.25,31.27,3
060728,060801,SS,ESRX,78.6,76.49,2.6
060731,060803,BS,NNI,30.67,31.3,2
060731,060803,BS,ASVI,15.26,15.02,-1.6
060731,060802,SS,FFFL,38.16,38.65,-1.3
060731,060802,SS,CHL,32.4,32.11,0.8
060801,060804,LR,NILE,24.1,31.15,29.2
060801,060804,LR,CKCM,14.13,14.5,2.6
060801,060803,SS,NGS,17.88,16.61,7.1
060801,060803,SS,TXCO,12.1,12.01,0.7
060802,060807,LR,POWI,0,16.61,6.6
060802,060807,LR,IKAN,10.24,10.37,1.2
060802,060804,SS,MDRX,20.01,21.44,-7.2
060802,060804,SS,SIM,10.93,12.3,-12.6
060803,060808,LR,RMBS,11.4,11.01,-3.5
060803,060808,LR,ARO,23.54,24.04,2.1
060803,060807,SS,NVEC,21.76,21.22,2.4
060803,060807,SS,SIM,11.45,12.12,-5.9
060804,060809,LR,LQDT,10.17,9.89,-2.8
060804,060809,LR,HLF,30.74,30,-2.5
060804,060808,SS,SIM,12.5,10.9,12.8
060804,060808,SS,MBT,34.4,34.1,0.8
060807,060810,LR,HANS,29.85,28.61,-4.2
060807,060810,LR,SIRO,27.25,26.1,-4.3
060807,060809,SS,SIM,12.65,9.71,23.2
060807,060809,SS,FILE,34.31,34.65,-1
060808,060811,LR,EAGL,34.61,31.61,-8.7
060808,060811,LR,SIRO,25.29,25.42,0.5
060808,060810,SS,WNR,26,25.13,3.3
060808,060810,SS,AMTD,17.89,16.88,5.6
060809,060814,LR,ASEI,36.27,47.75,31.6
060809,060814,LR,CONN,19.4,18.7,-3.7
060809,060811,SS,WNR,27.68,24.58,11.1
060809,060811,SS,CELL,17.16,14.66,14.5
060810,060815,LR,CKXE,9.13,9.34,2.3
060810,060815,LR,JRCC,15.23,15.09,-1
060810,060814,SS,ALJ,41.55,40.85,1.6
060810,060814,SS,TARO,13.01,12.27,5.6
060811,060816,LR,ANGO,17.67,18.49,4.6
060811,060816,LR,LCC,37.19,40.65,9.3
060811,060815,SS,CIB,29.11,29.28,-0.6
060811,060815,SS,COT,15.09,14.6,3.2
060814,060817,BS,UHAL,67.18,73.27,9
060814,060817,BS,ECLG,11.04,12.47,12.9
060814,060816,SS,DK,18.85,19.29,-2.4
060814,060816,SS,GME,46.85,47,-0.4
060815,060818,BS,SIRO,23.13,25.66,10.9
060815,060818,BS,CONN,17.96,18.3,1.8
060815,060817,SS,MFB,15.4,15.79,-2.6
060815,060817,SS,USMO,21.73,22.63,-4.2
060816,060821,BS,MLS,12.94,17.01,31.4
060816,060821,BS,MEK,10.79,11.3,4.7
060816,060818,SS,BRL,56.65,57.8,-2.1
060816,060818,SS,DLP,40.35,40.15,0.4
060817,060822,BS,VSE,20.7,21.97,6.1
060817,060822,BS,INT,38.38,37.15,-3.3
060817,060821,SS,BID,31.83,31.2,1.9
060817,060821,SS,BRL,58,57.83,0.2
060818,060823,BS,GRS,12.2,12.65,3.6
060818,060823,BS,DRCT,12.39,11.77,-5.1
060818,060822,SS,CRM,33.65,33.25,1.1
060818,060822,SS,SMTL,11.25,10.83,3.7
060821,060824,BS,CPWM,9.98,9.42,-5.7
060821,060824,BS,LEND,32.99,32,-3.1
060821,060823,SS,NVEC,28.22,30.9,-9.5
060821,060823,SS,FTEK,15.4,15.28,0.7
060822,060825,BS,MED,11.64,12.11,4
060822,060825,BS,INT,36.95,35.1,-5.1
060822,060824,SS,HWCC,23.32,23.03,1.2
060822,060824,SS,IAAC,22.35,22.48,-0.6
060823,060828,BS,MED,11.04,11.45,3.7
060823,060828,BS,DXPE,29.9,28.64,-4.3
060823,060825,SS,DK,22.4,21.62,3.4
060823,060825,SS,IAAC,23.6,21.89,7.2
060824,060829,BS,DBRN,17.83,18.68,4.7
060824,060829,BS,INT,34.9,35.45,1.5
060824,060828,SS,NOVN,23.59,23.75,-0.7
060824,060828,SS,PWEI,35.77,33.96,5
060825,060830,BS,DAKT,20.73,21.36,3
060825,060830,BS,CKEC,18.47,19.01,2.9
060825,060829,SS,VPHM,10.98,12.61,-14.9
060825,060829,SS,QDEL,11,11.15,-1.4
060828,060831,BS,RS,30.14,32.9,9.1
060828,060831,BS,CKEC,18.51,19.2,3.7
060828,060830,SS,DPTR,21,20.59,1.9
060828,060830,SS,QDEL,11.16,11.46,-2.7
060829,060901,BS,UNT,53.19,52.75,-0.9
060829,060901,BS,NFI,29.75,29.5,-0.9
060829,060831,SS,ALY,19.25,18.45,4.1
060829,060831,SS,HMSY,13.99,14.49,-3.6
060830,060905,BS,ALJ,35.2,34.73,-1.4
060830,060905,BS,ACI,32.72,33.25,1.6
060830,060901,SS,NOVN,24.99,25.31,-1.3
060830,060901,SS,IDCC,33.16,33.18,-0.1
060831,060906,BS,GES,40.8,42.1,3.1
060831,060906,BS,HES,45.78,46.1,0.6
060831,060905,SS,HMSY,14.55,13.82,5
060831,060905,SS,SPSN,17.95,17,5.2
060901,060907,BS,GNSS,12.19,12.06,-1.1
060901,060907,BS,NEW,37.96,37.9,-0.2
060901,060906,SS,SIGM,14.1,14.61,-3.7
060901,060906,SS,MFB,17.95,19.1,-6.5
060905,060908,BS,NURO,24.83,21.52,-13.4
060905,060908,BS,GNSS,12.08,12.29,1.7
060905,060907,SS,SSRI,26.78,24.47,8.6
060905,060907,SS,IAAC,27.19,24.1,11.3
060906,060911,LR,NURO,21.92,21.67,-1.2
060906,060911,LR,ALJ,31.04,29.55,-4.9
060906,060908,SS,SIM,14.25,12.7,10.8
060906,060908,SS,GROW,29.55,30.83,-4.4
060907,060912,BS,NURO,21.06,21.1,0.1
060907,060912,BS,HUBG,21.46,21.84,1.7
060907,060911,SS,SWHC,10.55,10.9304,-3.7
060907,060911,SS,NMTI,14.6,15.35,-5.2
060908,060913,BS,BTU,38.63,35.44,-8.3
060908,060913,BS,CNX,33.2,31.7,-4.6
060908,060912,SS,NVEC,37.84,33.59,11.2
060908,060912,SS,MA,61,62.1,-1.9
060911,060914,LR,ALJ,27.6,28.37,2.7
060911,060914,LR,DK,16.43,17.8,8.3
060911,060913,SS,GROW,31.51,32.88,-4.4
060911,060913,SS,AEOS,40.8,42.7,-4.7
060912,060915,BS,SPN,26.6,25.73,-3.3
060912,060915,BS,OII,31.47,31.34,-0.5
060912,060914,SS,MTLG,18.08,18.19,-0.7
060912,060914,SS,MWRK,44.98,46.2,-2.8
060913,060918,BS,ENDP,29.56,31.25,5.7
060913,060918,BS,TGI,40.85,41.01,0.3
060913,060915,SS,OSI,33.6,33.9,-0.9
060913,060915,SS,TTMI,14.17,13.59,4
060914,060919,BS,QRCP,9.46,8.53,-9.9
060914,060919,BS,AU,38.94,39.65,1.8
060914,060918,SS,IIVI,24.6,25.18,-2.4
060914,060918,SS,RRGB,47.9,48.86,-2.1
060915,060920,LR,ACI,0,27.6,-2.9
060915,060920,LR,AEM,0,30.55,-2.6
060915,060919,SS,NDN,12.9,12.47,3.3
060915,060919,SS,TRID,23.63,23.25,1.6
060918,060921,BS,CITP,15,15.4,2.6
060918,060921,BS,PEG,61.42,61.35,-0.2
060918,060920,SS,MA,65.74,66.55,-1.3
060918,060920,SS,FFH,141.49,132.49,6.3
060919,060922,BS,ANR,14.9,14.8,-0.7
060919,060922,BS,CNX,30.11,30.41,0.9
060919,060921,SS,SMTS,21.88,21.67,0.9
060919,060921,SS,LBY,10.52,10.75,-2.2
060920,060925,BS,JRCC,11.89,11.1,-6.7
060920,060925,BS,KWK,29.98,30.22,0.8
060920,060922,SS,JNPR,16.15,16.17,-0.2
060920,060922,SS,KNDL,33.1,31.84,3.8
060921,060926,BS,JEC,73.26,72.6,-1
060921,060926,BS,VSE,16.69,15.92,-4.7
060921,060925,SS,JNPR,16.49,16.86,-2.3
060921,060925,SS,CPA,34.5,33.89,1.7
060922,060927,LR,KFX,9.5,10.1,6.3
060922,060927,LR,MNTA,13.11,12.89,-1.7
060922,060926,SS,DCP,12.46,12.53,-0.6
060922,060926,SS,TLB,26.51,27.24,-2.8
060925,060928,LR,PWI,24.45,24.9,1.8
060925,060928,LR,AAV,12.4,12.1,-2.5
060925,060927,SS,LBY,11.48,11.45,0.2
060925,060927,SS,TLB,27.29,26.66,2.3
060926,060929,BS,PWEI,29.57,29,-2
060926,060929,BS,CTRP,44.15,44.9,1.6
060926,060928,SS,KNOT,22.26,21.93,1.4
060926,060928,SS,HZO,26.08,25.87,0.8
060927,061002,BS,CQB,13.11,13.299,1.4
060927,061002,BS,VECO,20.13,20.15,0
060927,060929,SS,DGIT,10.6,10.55,0.4
060927,060929,SS,TUG,36.58,36.6,-0.1
060928,061003,BS,NVEC,29.54,28,-5.3
060928,061003,BS,CELL,14.55,14.31,-1.7
060928,061002,SS,CROX,35.01,32.4,7.4
060928,061002,SS,NRMX,20.23,17.45,13.7
060929,061004,BS,CELL,14.22,13.94,-2
060929,061004,BS,WLT,42.68,41.8,-2.1
060929,061003,SS,CHDX,13.79,13.84,-0.4
060929,061003,SS,BCRX,13.28,10.88,18

Average return per trade for the Basic Strategy (BS) =   0.7          %
Risk/return ratio for the Basic Strategy =               7.6 

Average return per trade for the Low Risk Strategy (LR) =              1.6          %
Risk/return ratio for the Low Risk Strategy =            3.6 

Average return per trade for the Sell Short Strategy (SS) =            1.5          %
Risk/return ratio for the Sell Short Strategy =          3.3 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1.1          %

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