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 (%)
051101,051104,BS,FDG,32.02,35.54,10.9
051101,051104,BS,MNTA,20.99,18.5,-11.9
051101,051103,SS,NWRE,19.14,20.26,-5.9
051101,051103,SS,HANS,50.78,56.72,-11.7
051102,051107,BS,AACC,18.55,18.36,-1.1
051102,051107,BS,CNCT,12.6,12.01,-4.7
051102,051104,SS,NWRE,19.23,20.3,-5.6
051102,051104,SS,TIE,49.19,48,2.4
051103,051108,BS,PRAA,35.49,35.71,0.6
051103,051108,BS,CNCT,12.4,12.01,-3.2
051103,051107,SS,HANS,59.74,55.7,6.7
051103,051107,SS,ZVXI,10.48,11.08,-5.8
051104,051109,BS,LFUS,22.14,21.99,-0.7
051104,051109,BS,CNCT,12,12.9,7.4
051104,051108,SS,CTRN,33.5,34.96,-4.4
051104,051108,SS,PETS,13.49,13.5,-0.1
051107,051110,BS,NGS,20.55,19.6,-4.7
051107,051110,BS,RRI,9.94,9.56,-3.9
051107,051109,SS,PWEI,11.39,13.02,-14.4
051107,051109,SS,ESLR,11.44,10.44,8.7
051108,051111,BS,DRIV,26,25.95,-0.2
051108,051111,BS,EEEE,10.95,10.55,-3.7
051108,051110,SS,IRIS,26.27,26.32,-0.2
051108,051110,SS,CPSI,43.9,42.95,2.1
051109,051114,LR,FRK,49.35,49.5,0.3
051109,051114,LR,WRSP,10.37,10.85,4.6
051109,051111,SS,NDAQ,36.16,36.08,0.2
051109,051111,SS,JBHT,21.9,22.83,-4.3
051110,051115,LR,CNX,54.12,55.49,2.5
051110,051115,LR,BCRX,11.25,11.32,0.6
051110,051114,SS,HURC,22.61,22.7,-0.4
051110,051114,SS,PWEI,13.18,17.09,-29.7
051111,051116,BS,EEEE,10.21,10.76,5.3
051111,051116,BS,SNIC,15.29,14.95,-2.3
051111,051115,SS,PWEI,16.99,16.92,0.4
051111,051115,SS,ASGN,10.64,10.03,5.7
051114,051117,BS,DRIV,24.29,24.42,0.5
051114,051117,BS,DPTR,15.26,16.08,5.3
051114,051116,SS,BNT,15.06,14.39,4.4
051114,051116,SS,LMIA,11,11.92,-8.4
051115,051118,LR,TRMM,6.97,7.09,1.7
051115,051118,LR,NTES,57.3,60.51,5.6
051115,051117,SS,SONO,35.63,36.87,-3.5
051115,051117,SS,PWEI,17.25,15.58,9.6
051116,051121,LR,FRK,45.66,50.35,10.2
051116,051121,LR,GM,21.29,24.86,16.7
051116,051118,SS,SONO,35.86,37,-3.2
051116,051118,SS,MON,73.05,73.47,-0.6
051117,051122,BS,EEP,45.75,46.46,1.5
051117,051122,BS,EXM,12.93,13.04,0.8
051117,051121,SS,LMIA,12.44,12.5,-0.5
051117,051121,SS,ATEA,13.32,13.06,1.9
051118,051123,BS,BEXP,12.05,12.84,6.5
051118,051123,BS,TARO,14.01,14.55,3.8
051118,051122,SS,NTRI,38.01,40.05,-5.4
051118,051122,SS,PNK,23.75,24.1,-1.5
051121,051125,BS,SFCC,22.73,22.48,-1.1
051121,051125,BS,VCG,11.45,11.59,1.2
051121,051123,SS,BNT,16.5,17.95,-8.8
051121,051123,SS,CMED,35.81,30.76,14.1
051122,051128,BS,SOLD,12.69,13.3,4.8
051122,051128,BS,RCS,11.57,11.11,-4
051122,051125,SS,ADLR,14.75,15.49,-5.1
051122,051125,SS,CNTF,15.27,15.34,-0.5
051123,051129,BS,RCS,11.08,11.03,-0.5
051123,051129,BS,MTL,26.35,28.5,8.1
051123,051128,SS,OLED,11.93,10.94,8.2
051123,051128,SS,CNVR,16.5,15.45,6.3
051125,051130,BS,ETW,17.9,17.93,0.1
051125,051130,BS,XPRT,16.27,16.29,0.1
051125,051129,SS,RMBS,15.65,16.5501,-5.8
051125,051129,SS,AMP,44.1,42.55,3.5
051128,051201,LR,TRMS,11.13,10.94,-1.8
051128,051201,LR,ALXN,19.82,19.55,-1.4
051128,051130,SS,QDEL,15.93,13.96,12.3
051128,051130,SS,CWTR,34.38,31.4,8.6
051129,051202,BS,ALXN,18.62,19.6,5.2
051129,051202,BS,MDRX,13.5,13.48,-0.2
051129,051201,SS,RMBS,16.73,17.73,-6
051129,051201,SS,MTXX,22.44,22.3,0.6
051130,051205,LR,LBTYK,20.77,21.26,2.3
051130,051205,LR,LBTYA,22.31,22.82,2.2
051130,051202,SS,GROW,11.44,11.4,0.3
051130,051202,SS,MTXX,22.4,22.13,1.2
051201,051206,BS,NCTY,13.98,15.78,12.8
051201,051206,BS,CVC,23.31,23.66,1.5
051201,051205,SS,GROW,12.94,11.82,8.6
051201,051205,SS,RMBS,17.21,16.89,1.8
051202,051207,LR,NOVN,0,15.8,8.1
051202,051207,LR,GHCI,37.02,37.35,0.8
051202,051206,SS,RVSN,17.81,17.95,-0.8
051202,051206,SS,HOLX,37.9,37.88,0
051205,051208,BS,LBTYA,22.32,22.91,2.6
051205,051208,BS,AXL,18.83,18.57,-1.4
051205,051207,SS,OSUR,14.02,13.32,4.9
051205,051207,SS,RACK,22.35,22.29,0.2
051206,051209,BS,NTMD,14.12,15.68,11
051206,051209,BS,CHCI,13.68,14.36,4.9
051206,051208,SS,TRO,12.35,12.01,2.7
051206,051208,SS,BBD,34.64,31.59,8.8
051207,051212,BS,VDSI,9.61,9.91,3.1
051207,051212,BS,NAFC,24.83,25.4,2.2
051207,051209,SS,BBC,13.09,12.38,5.4
051207,051209,SS,ATEA,17.6,17.4,1.1
051208,051213,BS,CMTL,31.63,32.17,1.7
051208,051213,BS,AHL,23.3,23.25,-0.3
051208,051212,SS,SPNC,13.04,12.01,7.8
051208,051212,SS,TZOO,25.37,25.19,0.7
051209,051214,BS,SINT,24.86,28.94,16.4
051209,051214,BS,CMTL,30.92,30.58,-1.1
051209,051213,SS,FWLT,37.27,37.4,-0.4
051209,051213,SS,IFO,15.65,16.51,-5.5
051212,051215,BS,NFLX,25.1,25,-0.4
051212,051215,BS,CHKP,20.22,20.3,0.3
051212,051214,SS,IFO,16.54,15.4,6.8
051212,051214,SS,GRS,10.66,10.99,-3.1
051213,051216,BS,BDY,9.57,10,4.4
051213,051216,BS,NFLX,24.05,26.145,8.7
051213,051215,SS,DXPE,20.7,19.63,5.1
051213,051215,SS,MIND,18.8,17.65,6.1
051214,051219,LR,QDEL,11.1,10.18,-8.3
051214,051219,LR,FORD,15.08,16.14,7
051214,051216,SS,TWP,26.5,25.92,2.1
051214,051216,SS,FBN,23.11,23.54,-1.9
051215,051220,LR,QDEL,10.09,9.88,-2.1
051215,051220,LR,NTY,17.04,16.7,-2
051215,051219,SS,GMXR,36.35,36.61,-0.8
051215,051219,SS,BTJ,12.5,12.61,-0.9
051216,051221,BS,ANR,18.82,19.05,1.2
051216,051221,BS,MTL,23.73,24.2,1.9
051216,051220,SS,GMXR,36.93,36.45,1.2
051216,051220,SS,SCSS,27.96,27.33,2.2
051219,051222,LR,FOXH,31.53,31.82,0.9
051219,051222,LR,GNSS,17.07,17.5,2.5
051219,051221,SS,GOL,27.5,26.28,4.4
051219,051221,SS,SIFY,10.4,10.67,-2.6
051220,051223,BS,EENC,15.93,17.57,10.2
051220,051223,BS,LF,11.6,12.11,4.3
051220,051222,SS,AIX,11.3,10.6,6.1
051220,051222,SS,AIRM,18,17.87,0.7
051221,051227,BS,SRLS,9.5,10.6,5.6
051221,051227,BS,BAP,24.07,23.5,-2.4
051221,051223,SS,GGR,13.35,12.97,2.8
051221,051223,SS,MEDX,11.86,12.69,-7
051222,051228,BS,BAP,23.5,22.8,-3
051222,051228,BS,GM,18.64,19.06,2.2
051222,051227,SS,PKD,11.44,10.75,6
051222,051227,SS,GGR,13.6,13.64,-0.3
051223,051229,BS,RML,13.26,13.65,2.9
051223,051229,BS,TUES,21.53,21.15,-1.8
051223,051228,SS,IBN,31,29.07,6.2
051223,051228,SS,LEND,51.54,49.53,3.8
051227,051230,LR,NGAS,10.24,10.5,2.5
051227,051230,LR,FORD,9.5,9.22,-3
051227,051229,SS,RACK,29.3,28.6,2.3
051227,051229,SS,GOL,29.2,28.65,1.8
051228,060103,BS,CTHR,20.49,20.23,-1.3
051228,060103,BS,NTRI,36.05,37,2.6
051228,051230,SS,RGLD,34.37,34.73,-1.1
051228,051230,SS,RACK,29.73,28.48,4.2
051229,060104,BS,NTRI,33.76,36.18,7.1
051229,060104,BS,ALLI,11.17,11.18,0
051229,060103,SS,IFO,18.95,17.33,8.5
051229,060103,SS,GLG,27.27,29.75,-9.1
051230,060105,BS,ELOS,31.75,28.8,-9.3
051230,060105,BS,FDG,34.57,37.43,8.2
051230,060104,SS,FMCN,35.04,35.98,-2.7
051230,060104,SS,CTRN,43.18,41.85,3

Average return per trade for the Basic Strategy (BS) =   2            %
Risk/return ratio for the Basic Strategy =               1.7 

Average return per trade for the Low Risk Strategy (LR) =              2.3          %
Risk/return ratio for the Low Risk Strategy =            1.8 

Average return per trade for the Sell Short Strategy (SS) =            0.6          %
Risk/return ratio for the Sell Short Strategy =          7.3 

Average return per trade for the Combined Strategy = 0.5*(BS+SS) =     1.3          %

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