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 (%)
061002,061005,BS,CHE,30.24,31.8,5.1
061002,061005,BS,HWAY,42.69,43.25,1.3
061002,061004,SS,IOC,19.26,17.54,8.9
061002,061004,SS,TRT,12.1,10.85,10.3
061003,061006,LR,CRYP,16.93,17,0.4
061003,061006,LR,CPX,17.83,17.88,0.2
061003,061005,SS,ZONS,12.09,13.33,-10.3
061003,061005,SS,CLS,11.07,11.63,-5.1
061004,061009,BS,GRS,10.03,10.5,4.6
061004,061009,BS,BOOM,29.41,30.28,2.9
061004,061006,SS,SKS,18.2,17.83,2
061004,061006,SS,CLS,11.47,11.53,-0.6
061005,061010,BS,IKAN,7.76,8.29,6.8
061005,061010,BS,TARO,12.22,11.87,-2.9
061005,061009,SS,SKS,18.35,18.11,1.3
061005,061009,SS,TCHC,22.45,23.65,-5.4
061006,061011,BS,IN,21.51,21.33,-0.9
061006,061011,BS,PGTI,12.91,14.35,11.1
061006,061010,SS,CY,19.51,19.84,-1.7
061006,061010,SS,TCHC,22.86,23.09,-1.1
061009,061012,BS,ESRX,68.96,70.484,2.2
061009,061012,BS,MLS,14.94,14.78,-1.1
061009,061011,SS,ARNA,15.09,14.7,2.5
061009,061011,SS,CY,19.6,20.08,-2.5
061010,061013,BS,IPSU,24.72,24.61,-0.5
061010,061013,BS,SIRF,20.67,22,6.4
061010,061012,SS,ARNA,15.37,15.23,0.9
061010,061012,SS,MDV,13.05,13.6,-4.3
061011,061016,BS,CRME,10.35,9.62,-7.1
061011,061016,BS,NGPS,40.85,41.97,2.7
061011,061013,SS,NRPH,48.35,45.82,5.2
061011,061013,SS,PRFT,17.36,16.73,3.6
061012,061017,BS,CRME,10.02,9.88,-1.4
061012,061017,BS,HWAY,39.8,37.59,-5.6
061012,061016,SS,CROX,38.47,38.54,-0.2
061012,061016,SS,XING,16.64,15.26,8.2
061013,061018,BS,CRME,9.56,10.29,7.6
061013,061018,BS,CMX,50.25,50.25,0
061013,061017,SS,CHNR,10.48,9.91,5.4
061013,061017,SS,BECN,23.52,23.03,2
061016,061019,BS,SFUN,20.93,19.82,-5.4
061016,061019,BS,PCCC,10.39,10.13,-2.6
061016,061018,SS,ECMV,14.4,15.39,-6.9
061016,061018,SS,CREE,23.66,22.5,4.9
061017,061020,BS,SFUN,19.82,19.51,-1.6
061017,061020,BS,LPNT,33.69,33.65,-0.2
061017,061019,SS,JLG,27.55,27.54,0
061017,061019,SS,TEX,55,55.3,-0.6
061018,061023,BS,UIC,47.51,45.5,-4.3
061018,061023,BS,CHRW,40.7,43.01,5.6
061018,061020,SS,GBX,37.9,37.81,0.2
061018,061020,SS,CVTX,13.15,13.62,-3.6
061019,061024,BS,ASPV,20.8,20.32,-2.4
061019,061024,BS,APOL,36.8,36.28,-1.5
061019,061023,SS,CCOI,14.58,14.16,2.8
061019,061023,SS,CVTX,13.8,13.74,0.4
061020,061025,BS,MMR,15.67,16,2.1
061020,061025,BS,AMD,20.12,20.35,1.1
061020,061024,SS,SIRO,39.42,39.12,0.7
061020,061024,SS,KBALB,22.78,23.19,-1.8
061023,061026,BS,STMP,14.86,15.86,6.7
061023,061026,BS,SFUN,19.08,18.2,-4.7
061023,061025,SS,GAP,28.64,27.7,3.2
061023,061025,SS,LNOP,12.48,13.71,-9.9
061024,061027,BS,ORCC,11.36,11.19,-1.5
061024,061027,BS,XMSR,10.16,10.5,3.3
061024,061026,SS,OSIR,20,15.21,23.9
061024,061026,SS,CLUB,17.2299,17.34,-0.7
061025,061030,BS,RSH,17.45,17.56,0.6
061025,061030,BS,SYX,9.93,10.75,8.2
061025,061027,SS,CNC,23.55,24.95,-6
061025,061027,SS,TIE,32.42,32.3,0.3
061026,061031,BS,ISYS,25.27,26.68,5.5
061026,061031,BS,SAIA,25.96,27.43,5.6
061026,061030,SS,KBAY,28.42,28.35,0.2
061026,061030,SS,ANSW,14.9,14.91,-0.1
061027,061101,BS,RSYS,18.93,18.36,-3.1
061027,061101,BS,FLOW,11.22,11.77,4.9
061027,061031,SS,BWLD,51.17,51.7,-1.1
061027,061031,SS,TCHC,28.64,28.18,1.6
061030,061102,BS,WIRE,27.9,25.98,-6.9
061030,061102,BS,NEXT,10.33,10.16,-1.7
061030,061101,SS,NOBL,19.5,18.02,7.5
061030,061101,SS,ERS,15.69,14.25,9.1
061031,061103,BS,WIRE,26.88,25.71,-4.4
061031,061103,BS,HLEX,23.03,22.85,-0.8
061031,061102,SS,MIKR,16.6,15.43,7
061031,061102,SS,POT,129.75,132.58,-2.2
061101,061106,BS,NETL,18.48,18.87,2.1
061101,061106,BS,HLEX,22.11,22.68,2.5
061101,061103,SS,POZN,16.7,16.33,2.2
061101,061103,SS,MANH,29.63,28.2,4.8
061102,061107,LR,CBK,21.96,21.36,-2.8
061102,061107,LR,LFUS,28.8,29.5,2.4
061102,061106,SS,AEM,37.26,38.22,-2.6
061102,061106,SS,CTEC,15.85,16.21,-2.3
061103,061108,BS,VRX,17.47,17.03,-2.6
061103,061108,BS,NWRE,11,11.12,1
061103,061107,SS,OII,39.78,40.57,-2
061103,061107,SS,CACH,22.46,22.45,0
061106,061109,BS,NUCO,24.69,25.16,1.9
061106,061109,BS,VRX,17.04,16.93,-0.7
061106,061108,SS,BTJ,18.12,18.1,0.1
061106,061108,SS,AVT,25.45,25.21,0.9
061107,061110,BS,MDTH,23.55,22.82,-3.1
061107,061110,BS,AAV,11.4,11.8,3.5
061107,061109,SS,AUY,11.49,11.89,-3.5
061107,061109,SS,MIKR,17.89,17.88,0
061108,061113,BS,IRIS,10.06,9.65,-4.1
061108,061113,BS,CNE,13.72,13.1,-4.6
061108,061110,SS,GLBC,27,25.87,4.1
061108,061110,SS,ALY,18.55,18,2.9
061109,061114,BS,AAWW,39.09,38.16,-2.4
061109,061114,BS,IRIS,9.57,8.81,-8
061109,061113,SS,RVBD,27.9,27.94,-0.2
061109,061113,SS,CLB,79.65,78.64,1.2
061110,061115,BS,ERF,41.35,38.53,-6.9
061110,061115,BS,RRGB,33.65,34.99,3.9
061110,061114,SS,AKH,41.1,40.47,1.5
061110,061114,SS,TS,45.05,44.51,1.1
061113,061116,LR,ITG,37.16,38.42,3.3
061113,061116,LR,PGTI,11.22,11.75,4.7
061113,061115,SS,ISIS,13.54,10.84,19.9
061113,061115,SS,GROW,37.07,43.7,-17.9
061114,061117,BS,PWE,27.75,28.17,1.5
061114,061117,BS,PWI,18.69,20.16,7.8
061114,061116,SS,OSIR,21.14,20.39,3.5
061114,061116,SS,HRZ,27.07,25.72,4.9
061115,061120,BS,RYI,21.9,21.99,0.4
061115,061120,BS,CC,23.76,23.98,0.9
061115,061117,SS,ORCT,11.93,10.56,11.4
061115,061117,SS,CRVL,54.1,56.34,-4.2
061116,061121,BS,RYI,21.27,21.35,0.3
061116,061121,BS,RMH,15.36,16.35,6.4
061116,061120,SS,CYAL,14.5,14,3.4
061116,061120,SS,GROW,43.84,47.45,-8.3
061117,061122,BS,HERO,31.22,31.83,1.9
061117,061122,BS,NNI,25.98,25,-3.8
061117,061121,SS,RRA,15.86,15.91,-0.4
061117,061121,SS,AMR,32.94,33.26,-1
061120,061124,BS,NMR,15.85,16.11,1.6
061120,061124,BS,BID,30.23,31.21,3.2
061120,061122,SS,OMTR,12.32,11.99,2.6
061120,061122,SS,RRA,15.91,15.9,0
061121,061127,BS,ANN,35.37,34.81,-1.6
061121,061127,BS,ACV,21.07,20.53,-2.6
061121,061124,SS,GROW,48,48.4,-0.9
061121,061124,SS,NFX,47.01,46.85,0.3
061122,061128,BS,AMLN,41.55,40.98,-1.4
061122,061128,BS,STXS,10.16,9.95,-2.1
061122,061127,SS,NYX,107.91,101.11,6.3
061122,061127,SS,GROW,52.61,49.84,5.2
061124,061129,BS,AMLN,41.04,40.42,-1.6
061124,061129,BS,CRA,13.83,14.44,4.4
061124,061128,SS,CYBX,25.84,24.16,6.5
061124,061128,SS,NYX,108.39,101.2,6.6
061127,061130,BS,ACV,20.19,20.1,-0.5
061127,061130,BS,EYE,34.77,35.47,2
061127,061129,SS,PNTR,21.03,16.1,23.4
061127,061129,SS,RVBD,33.47,32.96,1.5
061128,061201,BS,RSCR,17.15,18.31,6.7
061128,061201,BS,BEBE,21.29,19.84,-6.9
061128,061130,SS,PNTR,20.23,15.75,22.1
061128,061130,SS,VNDA,14.68,14.94,-1.8
061129,061204,BS,ARXT,39.34,40.1,1.9
061129,061204,BS,LONG,13.5,13.51,0
061129,061201,SS,BWS,46.4,45.32,2.3
061129,061201,SS,NRMX,24.4,25.33,-3.9
061130,061205,BS,CBK,18.79,18.68,-0.6
061130,061205,BS,ARNA,12.9,13.08,1.3
061130,061204,SS,IOC,29,28.77,0.7
061130,061204,SS,CLB,89.25,89.4,-0.2
061201,061206,BS,FOXH,25.66,25.76,0.3
061201,061206,BS,UTEK,12.76,13.03,2.1
061201,061205,SS,MED,13.2,14,-6.1
061201,061205,SS,HRT,26.65,27,-1.4
061204,061207,BS,CBK,18.5,18.5,0
061204,061207,BS,TTES,21.72,22.96,5.7
061204,061206,SS,AUY,13.3,12.95,2.6
061204,061206,SS,FRPT,13.905,13.9,0
061205,061208,BS,ONXX,11.91,11.96,0.4
061205,061208,BS,F_PS,33.35,33.6,0.7
061205,061207,SS,FRPT,15.06,14.4,4.3
061205,061207,SS,AUY,13.81,13.09,5.2
061206,061211,BS,PLLL,18.49,18.35,-0.8
061206,061211,BS,SAN,46.08,47.22,2.4
061206,061208,SS,FRPT,16.53,14.26,13.7
061206,061208,SS,AOB,12.14,12.09,0.4
061207,061212,BS,LEND,28.04,26.94,-4
061207,061212,BS,CKXE,11.38,11.2,-1.6
061207,061211,SS,GROW,62.79,60.49,3.6
061207,061211,SS,BVF,21.21,21.37,-0.8
061208,061213,BS,CBST,18.82,18.21,-3.3
061208,061213,BS,VIGN,15.81,16.5,4.3
061208,061212,SS,MFRI,24.37,24.63,-1.1
061208,061212,SS,ALY,23.49,23.08,1.7
061211,061214,BS,VLTR,15.57,15,-3.7
061211,061214,BS,CREE,17.34,16.92,-2.5
061211,061213,SS,ALNY,24.03,23.1,3.8
061211,061213,SS,BTJ,22.85,23.07,-1
061212,061215,BS,GMKT,20.12,19.58,-2.7
061212,061215,BS,FD,38,39.67,4.3
061212,061214,SS,AXR,119.99,121.55,-1.4
061212,061214,SS,JST,24.68,26.45,-7.2
061213,061218,LR,COO,44.59,44.1,-1.1
061213,061218,LR,OXPS,24.77,24.16,-2.5
061213,061215,SS,PLB,11.2,10.1,9.8
061213,061215,SS,OMTR,13.95,14.3,-2.6
061214,061219,BS,SIM,15.12,14.9,-1.5
061214,061219,BS,OXPS,24.21,23.49,-3
061214,061218,SS,PQ,14.28,13.21,7.4
061214,061218,SS,JAS,23.9,24.11,-0.9
061215,061220,BS,NURO,14.31,13.37,-6.6
061215,061220,BS,SMSI,14.04,14.25,1.4
061215,061219,SS,JAS,24.35,23.99,1.4
061215,061219,SS,COP,73.44,73.03,0.5
061218,061221,BS,SMSC,27.65,27.12,-2
061218,061221,BS,BBW,26.59,26.33,-1
061218,061220,SS,WLT,27,28,-3.8
061218,061220,SS,CAF,27.15,29.01,-6.9
061219,061222,BS,NVEC,32.12,31.93,-0.6
061219,061222,BS,BBW,26.05,25.96,-0.4
061219,061221,SS,HURC,32.09,31.67,1.3
061219,061221,SS,DCP,16.1,15.82,1.7
061220,061226,BS,NFLD,4.85,4.1,-15.5
061220,061226,BS,GHS,18.1,18.54,2.4
061220,061222,SS,RBAK,24.93,25.21,-1.2
061220,061222,SS,LFC,123.03,129.12,-5
061221,061227,BS,JBL,24.12,24.24,0.4
061221,061227,BS,PKE,26.45,25.87,-2.2
061221,061226,SS,MFW,21.39,23.8,-11.3
061221,061226,SS,CHU,13.6,14.22,-4.6
061222,061228,BS,NDAQ,31.81,31,-2.6
061222,061228,BS,HLX,32.07,31.84,-0.8
061222,061227,SS,IAAC,33.94,28.29,16.6
061222,061227,SS,CHU,13.65,15.13,-10.9
061226,061229,BS,EFUT,31.24,36.59,17.1
061226,061229,BS,NDAQ,31.04,31.5,1.4
061226,061228,SS,SYX,17.05,17.15,-0.6
061226,061228,SS,FRPT,17.35,17.8,-2.6
061227,070103,BS,SJT,33.25,32.7,-1.7
061227,070103,BS,PWI,18.75,18.48,-1.5
061227,061229,SS,CHU,14.55,14.89,-2.4
061227,061229,SS,FXI,109.88,111.45,-1.5
061228,070104,BS,VSE,19.5,18.75,-3.9
061228,070104,BS,PEIX,16,15,-6.3
061228,070103,SS,CHU,15.9,15.09,5
061228,070103,SS,PGJ,21.65,21.95,-1.4
061229,070105,BS,DIVX,23.07,23.9,3.5
061229,070105,BS,NRMX,21.47,17.82,-17.1
061229,070104,SS,DRYS,17.95,17.74,1.1
061229,070104,SS,FXI,112,112.3,-0.3

Average return per trade for the Basic Strategy (BS) =   0.1          %
Risk/return ratio for the Basic Strategy =               53.2 

Average return per trade for the Low Risk Strategy (LR) =              0.6          %
Risk/return ratio for the Low Risk Strategy =            3.5 

Average return per trade for the Sell Short Strategy (SS) =            1.2          %
Risk/return ratio for the Sell Short Strategy =          3.4 

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