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 (%)
031001,031006,BS,WFR,11,11.85,7.7
031001,031006,BS,MKSI,21.91,22.41,2.2
031001,031003,SS,KLM,14.77,15.15,-2.6
031001,031003,SS,N/A,0,0,0
031002,031007,BS,PEGS,13.1,12.85,-2
031002,031007,BS,SNPS,29.29,27.35,-6.7
031002,031006,SS,DECK,11.95,13.69,-14.6
031002,031006,SS,TLK,15,15.02,-0.2
031003,031008,BS,HEPH,18,18.9,4.9
031003,031008,BS,PEGS,12.9,12.75,-1.2
031003,031007,SS,MBT,81.49,85.78,-5.3
031003,031007,SS,TLK,15.15,14.7,2.9
031006,031009,BS,BVF,28.7,25.41,-11.5
031006,031009,BS,SNPS,27.6,28.8,4.3
031006,031008,SS,MBT,85,86.47,-1.8
031006,031008,SS,RIMM,42.42,43.77,-3.2
031007,031010,BS,TNOX,18.07,19.7,9
031007,031010,BS,EME,33.55,33.2,-1.1
031007,031009,SS,IBN,12.5,12.39,0.8
031007,031009,SS,SPRT,13.97,12.63,9.5
031008,031013,BS,OATS,10.5,10.77,2.5
031008,031013,BS,COB,10.79,11.24,4.1
031008,031010,SS,ACAI,12.05,12.43,-3.2
031008,031010,SS,TWTC,12.03,11.62,3.4
031009,031014,BS,ZRAN,18.39,19.27,4.7
031009,031014,BS,ABRX,18.17,17.99,-1
031009,031013,SS,WG,13.48,13.37,0.8
031009,031013,SS,CNJ,21,21.4,-2
031010,031015,BS,REGN,14.04,13.55,-3.5
031010,031015,BS,CURE,13.14,13.55,3.1
031010,031014,SS,DJO,16.5,16.44,0.3
031010,031014,SS,RCRC,22.49,22,2.1
031013,031016,BS,IPX,13.6,13.9,2.2
031013,031016,BS,REGN,13.8,13.29,-3.7
031013,031015,SS,SAY,17.1,17.02,0.4
031013,031015,SS,AV,13.72,13.64,0.5
031014,031017,BS,IMCL,37.26,33.9,-9.1
031014,031017,BS,REGN,13.46,13.2,-2
031014,031016,SS,CRDN,35,33.53,4.2
031014,031016,SS,UPL,18.9,17.4,7.9
031015,031020,BS,EXAS,11.43,11.83,3.4
031015,031020,BS,DXB,15.35,13.79,-10.2
031015,031017,SS,FARO,18.6,17.63,5.2
031015,031017,SS,FRGO,17.09,15.13,11.4
031016,031021,BS,ENER,10.45,10.25,-2
031016,031021,BS,OSTK,13.96,13.3,-4.8
031016,031020,SS,CYD,23.15,26.2,-13.2
031016,031020,SS,TASR,41.75,43.6,-4.5
031017,031022,BS,MEDI,28.18,29.23,3.7
031017,031022,BS,NDN,28.34,29.2,3
031017,031021,SS,CYD,23.85,25.7,-7.8
031017,031021,SS,XMSR,20.57,19.64,4.5
031020,031023,BS,OSIP,25.58,25.99,1.6
031020,031023,BS,MATK,44.68,45.7,2.2
031020,031022,SS,CMPX,12.44,11.45,7.9
031020,031022,SS,CYD,25.3,26.8,-6
031021,031024,BS,IPAS,19.6,18.87,-3.8
031021,031024,BS,BONZ,11.49,10.88,-5.4
031021,031023,SS,CRESY,14.5,12.45,14.1
031021,031023,SS,EENC,19.6,17.9,8.6
031022,031027,LR,RSAS,11.99,13.02,8.5
031022,031027,LR,IRN,12.46,11.4,-8.6
031022,031024,SS,EENC,19.87,17.051,14.1
031022,031024,SS,ASPT,12.8,12.24,4.3
031023,031028,BS,STE,19.99,20.72,3.6
031023,031028,BS,DKHR,12.19,12.5,2.5
031023,031027,SS,MTRX,26,25,3.8
031023,031027,SS,AWA,13.4,13,2.9
031024,031029,BS,CLS,13.2,13.96,5.7
031024,031029,BS,CE,10.61,10.25,-3.4
031024,031028,SS,LEND,27.36,29,-6
031024,031028,SS,ERES,45.81,48.93,-6.9
031027,031030,BS,IBIS,10.6,12.49,17.8
031027,031030,BS,IRN,11.12,10.04,-9.8
031027,031029,SS,CAAS,11.9,11.11,6.6
031027,031029,SS,TRID,22.15,23.65,-6.8
031028,031031,BS,OMI,19.85,20.16,1.5
031028,031031,BS,WHQ,15.6,15.82,1.4
031028,031030,SS,CYD,32.7,29.54,9.6
031028,031030,SS,FMT,16.98,17,-0.2
031029,031103,BS,IRN,10,11.05,10.5
031029,031103,BS,FOE,20.25,20.71,2.2
031029,031031,SS,CHU,10.68,9.16,14.2
031029,031031,SS,PKTR,19.329,17.48,9.5
031030,031104,BS,PWER,8.57,9,5
031030,031104,BS,ECLP,11.76,11.7,-0.6
031030,031103,SS,TRCI,12.99,14.68,-13.1
031030,031103,SS,FCS,23.25,23.68,-1.9
031031,031105,BS,JCOM,28.38,30.84,8.6
031031,031105,BS,STX,22.98,22.2,-3.4
031031,031104,SS,TRCI,14.3,13.76,3.7
031031,031104,SS,WNC,23.01,23.9,-3.9
031103,031106,BS,NTES,45.1,44.02,-2.4
031103,031106,BS,CVTX,17.6,17.92,1.8
031103,031105,SS,TRCI,14.84,13.6,8.3
031103,031105,SS,N/A,0,0,0
031104,031107,BS,ALKS,12.07,12.62,4.5
031104,031107,BS,MCDTA,9.63,10.1,4.8
031104,031106,SS,GNSS,18.6,18.96,-2
031104,031106,SS,HLEX,13.51,12.6,6.7
031105,031110,BS,SGMA,16.51,19.25,16.5
031105,031110,BS,AHS,14.45,14.7,1.7
031105,031107,SS,SAY,22.35,19.65,12
031105,031107,SS,AHMH,24.98,22.77,8.8
031106,031111,BS,PCLN,21.16,20.75,-2
031106,031111,BS,SWY,20.16,20.33,0.8
031106,031110,SS,ASF,14.4,13.95,3.1
031106,031110,SS,OMG,19.97,20.63,-3.4
031107,031112,BS,ACAP,16.75,16.7,-0.3
031107,031112,BS,MCK,28.54,28.6,0.2
031107,031111,SS,RNBO,13.6,12.56,7.6
031107,031111,SS,CLF,36.35,34.29,5.6
031110,031113,BS,FWHT,14.4,14.99,4
031110,031113,BS,NTGR,13.8,13.64,-1.2
031110,031112,SS,CALM,14.21,14.66,-3.2
031110,031112,SS,GIVN,17.36,17.28,0.4
031111,031114,BS,PCLN,19.65,18.7,-4.9
031111,031114,BS,MXO,10.87,11.68,7.4
031111,031113,SS,UPL,20.85,19.83,4.8
031111,031113,SS,MFW,12.9,13.54,-5
031112,031117,BS,DISH,33.14,33.3,0.4
031112,031117,BS,AGIX,15.6,15.85,1.6
031112,031114,SS,NUS,17,17.02,-0.2
031112,031114,SS,N/A,0,0,0
031113,031118,BS,PCLN,18.52,17.45,-5.8
031113,031118,BS,ARO,28.15,27.55,-2.2
031113,031117,SS,HIFN,11.93,11.3,5.2
031113,031117,SS,BRLI,18.32,15.95,12.9
031114,031119,BS,DOVP,10.34,9.5,-8.2
031114,031119,BS,PVN,10.3,10.4,0.9
031114,031118,SS,AH,22.9,22.26,2.7
031114,031118,SS,MFW,13.64,13.15,3.5
031117,031120,BS,PCLN,17.25,18.02,4.4
031117,031120,BS,PVN,10.3,10.35,0.4
031117,031119,SS,CALM,18.3,19.34,-5.7
031117,031119,SS,MTEX,11.29,10.69,5.3
031118,031121,BS,TOY,10.58,10.79,1.9
031118,031121,BS,ANDW,11.013,11.6,5.3
031118,031120,SS,SFD,25.5,24,5.8
031118,031120,SS,OMG,23.7,21.54,9.1
031119,031124,LR,WRNC,13.55,14.36,5.9
031119,031124,LR,ADIC,14.12,14.18,0.4
031119,031121,SS,MTXX,17.05,16.5,3.2
031119,031121,SS,OMG,24,22.9,4.5
031120,031125,BS,TRMS,21.4,23.45,9.5
031120,031125,BS,AUO,11.21,11.75,4.8
031120,031124,SS,GHVI,30.58,31.35,-2.6
031120,031124,SS,FLWS,11.8,11.81,-0.1
031121,031126,BS,CEDC,28.25,29.61,4.8
031121,031126,BS,CHN,30.05,32.25,7.3
031121,031125,SS,GHVI,31.64,31.49,0.4
031121,031125,SS,NOBL,19.24,18.75,2.5
031124,031128,BS,BVF,18.79,19.07,1.4
031124,031128,BS,BLDP,11.9,11.96,0.5
031124,031126,SS,CANI,14.2,14.91,-5.1
031124,031126,SS,N/A,0,0,0
031125,031201,BS,SCH,11.05,11.75,6.3
031125,031201,BS,ERTS,43.63,44.73,2.5
031125,031128,SS,GI,12.5,12.2,2.4
031125,031128,SS,DITC,17.24,17.56,-1.9
031126,031202,BS,CMOS,12.85,12.96,0.8
031126,031202,BS,BBA,10.25,10.4,1.4
031126,031201,SS,NMHC,22.85,24.11,-5.6
031126,031201,SS,JLG,15.1,15.28,-1.2
031128,031203,BS,BVF,18.75,17.7,-5.6
031128,031203,BS,SWFT,19.95,20.6,3.2
031128,------,SS,N/A,0,0,0
031128,------,SS,N/A,0,0,0
031201,031204,BS,BVF,18.61,16.75,-10
031201,031204,BS,ERTS,45.19,41.82,-7.5
031201,031203,SS,SCHN,54.33,49.98,8
031201,031203,SS,IWOV,15,13.99,6.7
031202,031205,BS,BVF,17.91,17.05,-4.9
031202,031205,BS,PLCE,27,25.7,-4.9
031202,031204,SS,MTLG,31.3,27.63,11.7
031202,031204,SS,ACP,16.8,16.71,0.5
031203,031208,BS,BVF,16.76,17.88,6.6
031203,031208,BS,ERES,26.84,25.56,-4.8
031203,031205,SS,SIL,18.45,18.07,2
031203,031205,SS,BVN,31.3,30.6,2.2
031204,031209,BS,FDO,34.75,34.75,0
031204,031209,BS,SNDK,68.41,67.1,-2
031204,031208,SS,HRT,18.4,20.75,-12.8
031204,031208,SS,MHCA,18.35,18,1.9
031205,031210,LR,JBLU,25.86,28.32,9.5
031205,031210,LR,FLSH,15.99,16.72,4.5
031205,031209,SS,ISEC,13.9,12.74,8.3
031205,031209,SS,N/A,0,0,0
031208,031211,BS,MNST,19.12,22.12,15.6
031208,031211,BS,ERES,24.65,23.17,-6.1
031208,031210,SS,CALM,29.45,27.75,5.7
031208,031210,SS,ISEC,14.1,11.9,15.6
031209,031212,LR,LF,25.2,24.94,-1.1
031209,031212,LR,CELL,17.12,16.86,-1.6
031209,031211,SS,HRT,21.75,21.65,0.4
031209,031211,SS,NANO,17.2,15.01,12.7
031210,031215,LR,AAI,11.01,12.81,16.3
031210,031215,LR,LEXR,14.62,17.65,20.7
031210,031212,SS,HRT,24.1,20.51,14.8
031210,031212,SS,N/A,0,0,0
031211,031216,BS,GERN,9.85,9.6,-2.6
031211,031216,BS,BJ,22.75,21.97,-3.5
031211,------,SS,N/A,0,0,0
031211,------,SS,N/A,0,0,0
031212,031217,BS,LF,24.05,24.39,1.4
031212,031217,BS,AMIS,16.95,17.25,1.7
031212,------,SS,N/A,0,0,0
031212,------,SS,N/A,0,0,0
031215,------,SS,N/A,0,0,0
031215,------,SS,N/A,0,0,0
031215,------,SS,N/A,0,0,0
031215,------,SS,N/A,0,0,0
031216,031219,BS,FORM,17.9,17.9,0
031216,031219,BS,NTAP,19.04,20.16,5.8
031216,031218,SS,PETD,21.38,20.74,2.9
031216,031218,SS,WPSC,16.09,15.26,5.1
031217,031222,BS,AMD,13.99,14.16,1.2
031217,031222,BS,MCRL,14.55,15.11,3.8
031217,031219,SS,DAKT,25.65,24.26,5.4
031217,031219,SS,ASPM,12.24,11.28,7.8
031218,031223,BS,DYII,8.95,5.82,-35
031218,031223,BS,HYSL,28.87,29.93,3.6
031218,031222,SS,MSS,17.35,20.07,-15.7
031218,031222,SS,DRTK,12.1,12.34,-2
031219,031224,BS,CC,9.98,10.1,1.2
031219,031224,BS,HILL,14.39,14.92,3.6
031219,031223,SS,REVU,10.34,9.56,7.5
031219,031223,SS,CNH,16.9,16.75,0.8
031222,031226,BS,CRESY,12.12,12.5,3.1
031222,031226,BS,IMDC,46.77,46.51,-0.6
031222,031224,SS,FDG,35.8,36.5,-2
031222,031224,SS,ASVI,36.45,37.25,-2.2
031223,031229,BS,NTE,26.75,28.9,8
031223,031229,BS,BBY,49.5,51.95,4.9
031223,031226,SS,BLTI,15.89,17.19,-8.2
031223,031226,SS,IPMT,34.7,34,2
031224,031230,BS,CLE,18.54,18.44,-0.6
031224,031230,BS,CFC,75.85,76.23,0.5
031224,031229,SS,LNG,11.1,10.68,3.7
031224,031229,SS,BLTI,17.59,17.03,3.1
031226,031231,BS,AMLN,22,22.1,0.4
031226,031231,BS,CFC,76,75.5,-0.7
031226,031230,SS,LNG,12.25,11.8,3.6
031226,031230,SS,TRMB,36.23,37.31,-3
031229,040102,BS,KMRT,23.4,23.9,2.1
031229,040102,BS,AMLN,21.96,22.3,1.5
031229,031231,SS,CALM,40.09,36.71,8.4
031229,031231,SS,SWN,25,23.9,4.4
031230,040105,BS,CCI,10.99,11.2,1.9
031230,040105,BS,SFD,20.89,20.6,-1.4
031230,040102,SS,ACO,22.75,21.88,3.8
031230,040102,SS,AIR,16.52,15.3,7.3
031231,040106,BS,CEO,39.92,42.5,6.4
031231,040106,BS,SEM,16.28,16.85,3.5
031231,040105,SS,SHI,44.9,47.75,-6.4
031231,040105,SS,HRT,35,31.2,10.8

Average return per trade for the Basic Strategy (BS) =   1.2          %
Risk/return ratio for the Basic Strategy =               3.8 

Average return per trade for the Low Risk Strategy (LR) =              5.5          %
Risk/return ratio for the Low Risk Strategy =            1.3 

Average return per trade for the Sell Short Strategy (SS) =            2.1          %
Risk/return ratio for the Sell Short Strategy =          2.4 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1.6          %

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