Recent performance of trading strategies --------------------------------------- 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 (%) 080103,080108,BS,BWS,13.32,12.54,-5.9 080103,080108,BS,UCTT,10.95,10.31,-5.9 080103,080107,SS,CSUN,18.09,13.95,22.8 080103,080107,SS,AKNS,11.62,14.04,-20.9 080104,080109,LR,SSI,12.38,12,-3.1 080104,080109,LR,JAS,9.96,9.85,-1.2 080104,080108,SS,AKNS,14.15,12.1684,14 080104,080108,SS,AIXG,15.46,13.21,14.5 080107,080110,LR,CROX,28.14,27.51,-2.3 080107,080110,LR,WNR,19.88,19,-4.5 080107,080109,SS,AKNS,16.2,9.86,39.1 080107,080109,SS,SOLF,38.9,28,28 080108,080111,LR,BX,18,20.22,12.3 080108,080111,LR,BSC,71.17,78.73,10.6 080108,080110,SS,PZE,16.23,12.55,22.6 080108,080110,SS,GXDX,36.12,34.9,3.3 080109,080114,BS,SSI,11.45,11.04,-3.6 080109,080114,BS,SVU,27.31,27.92,2.2 080109,080111,SS,DPTR,22.19,20.89,5.8 080109,080111,SS,CZZ,13.01,13.59,-4.5 080110,080115,BS,STV,21.69,23.48,8.2 080110,080115,BS,TBSI,24.59,22.6,-8.1 080110,080114,SS,CZZ,14.14,13.88,1.8 080110,080114,SS,CXO,23.29,22.22,4.5 080111,080116,LR,ININ,13.96,13.03,-6.7 080111,080116,LR,PLCE,16.93,15.94,-5.9 080111,080115,SS,MCF,62.83,62.29,0.8 080111,080115,SS,MMR,14.65,15.03,-2.6 080114,080117,BS,VSE,11.27,10.5,-6.9 080114,080117,BS,COCO,11.97,11.27,-5.9 080114,080116,SS,SEED,11.5,9.16,20.3 080114,080116,SS,RGLD,35,31.54,9.8 080115,080118,LR,MGI,6.15,5,-18.7 080115,080118,LR,GNK,36.88,36.56,-0.9 080115,080117,SS,PBT,17.12,16.29,4.8 080115,080117,SS,WCG,56.23,53.4,5 080116,080122,LR,ARUN,9.81,8.79,-10.4 080116,080122,LR,SOLF,19.96,15.2,-23.9 080116,080118,SS,FXP,90,87,3.3 080116,080118,SS,COIN,12.65,8.89,29.7 080117,080123,LR,ABK,6.24,7.96,27.5 080117,080123,LR,GRA,16.5,16.01,-3 080117,080122,SS,MATR,30.25,29.85,1.3 080117,080122,SS,HLEX,31.15,29.94,3.8 080118,080124,LR,CY,22.7,21.27,-6.3 080118,080124,LR,AGO,17.46,17.11,-2.1 080118,080123,SS,LCRD,12.58,11.27,10.4 080118,080123,SS,ICLR,68,62.12,8.6 080122,080125,BS,HNSN,20.1,20.33,1.1 080122,080125,BS,ID,12.76,13.71,7.4 080122,080124,SS,SH,87.93,66.22,24.6 080122,080124,SS,SKF,143.93,105.15,26.9 080123,080128,BS,EDU,51,58.08,13.8 080123,080128,BS,QMAR,14.83,15.98,7.7 080123,080125,SS,EEV,100,90,10 080123,080125,SS,FXP,105,92.7,11.7 080124,080129,LR,FTK,17.86,20.01,12 080124,080129,LR,CY,20.42,21.89,7.1 080124,080128,SS,CMO,16.48,15.81,4 080124,080128,SS,KND,27.9,28.28,-1.4 080125,080130,BS,CPTS,13.97,15.25,9.1 080125,080130,BS,FRP,10.59,10.73,1.3 080125,080129,SS,UMBF,41.78,41.43,0.8 080125,080129,SS,N/A,0,0,0 080128,080131,BS,YGE,21.34,21.2,-0.7 080128,080131,BS,ACO,24.66,24.05,-2.5 080128,------,SS,N/A,0,0,0 080128,------,SS,N/A,0,0,0 080129,080201,LR,GHM,30,31.39,4.6 080129,080201,LR,BLOG,18.23,16.5,-9.5 080129,080131,SS,ACF,13.9,13.31,4.2 080129,080131,SS,N/A,0,0,0 080130,080204,LR,MELI,36.11,38.28,6 080130,080204,LR,CSR,15.85,15.5,-2.3 080130,080201,SS,TZIX,19.69,19.15,2.7 080130,080201,SS,N/A,0,0,0 080131,080205,BS,BLOG,16.43,18,9.5 080131,080205,BS,OMRI,23.26,20,-14.1 080131,080204,SS,QRR,10.65,10.86,-2 080131,080204,SS,AUXL,34,35.04,-3.1 080201,080206,BS,OMRI,20.43,22,7.6 080201,080206,BS,AWBC,11.73,11.24,-4.2 080201,080205,SS,STC,34.32,34.29,0 080201,080205,SS,IBCP,13.9,12.37,11 080204,080207,BS,BPHX,12.27,10.57,-13.9 080204,080207,BS,GOOG,495.43,496.86,0.2 080204,080206,SS,SWC,13.01,13.47,-3.6 080204,080206,SS,CALM,31.75,29.69,6.4 080205,080208,LR,BPHX,11.2,10.95,-2.3 080205,080208,LR,SYX,12.08,12.24,1.3 080205,080207,SS,R,56.39,58.83,-4.4 080205,080207,SS,CUZ,27.95,26.45,5.3 080206,080211,LR,JASO,46.45,16.05,-65.5 080206,080211,LR,EPIQ,12.94,13.37,3.3 080206,080208,SS,SWC,13.68,15,-9.7 080206,080208,SS,OFG,17.24,18.32,-6.3 080207,080212,LR,SFLY,14.65,15.75,7.5 080207,080212,LR,BIOD,15,15.8,5.3 080207,080211,SS,TMA,12.93,12.99,-0.5 080207,080211,SS,R,58.35,58.75,-0.7 080208,080213,LR,IAR,9.7,9.68,-0.3 080208,080213,LR,RHD,18.83,19.23,2.1 080208,080212,SS,OFG,18.62,18.72,-0.6 080208,080212,SS,TMA,14,12.39,11.4 080211,080214,LR,CNC,19.17,19.05,-0.7 080211,080214,LR,USS,10.26,10.16,-1 080211,080213,SS,SWC,15.38,14.75,4 080211,080213,SS,JAS,15.51,16.32,-5.3 080212,080215,BS,NT,10.31,11.41,10.6 080212,080215,BS,UAM,17.29,17.4,0.6 080212,080214,SS,CLDN,11.04,10.43,5.5 080212,080214,SS,FBP,10.41,9.99,4 080213,080219,BS,LTRE,14.55,13.29,-8.7 080213,080219,BS,PNM,13.85,13.66,-1.4 080213,080215,SS,MM,55.25,55.19,0.1 080213,080215,SS,N/A,0,0,0 080214,080220,BS,CELL,10.99,10.71,-2.6 080214,080220,BS,LPX,11.76,11.3,-4 080214,080219,SS,XIDE,11.07,10.49,5.2 080214,080219,SS,SVR,18.44,18.71,-1.5 080215,080221,BS,MFN,9.65,10.39,7.6 080215,080221,BS,RECN,16.28,16.3,0.1 080215,080220,SS,POSS,19.35,19.35,0 080215,080220,SS,GWR,30.59,31.9,-4.3 080219,080222,BS,ATAC,19.09,19.09,0 080219,080222,BS,HWAY,44.44,44.8,0.8 080219,080221,SS,TITN,20.46,19.2,6.1 080219,080221,SS,CENX,63.79,65.37,-2.5 080220,080225,BS,ONXX,31,30.1,-3 080220,080225,BS,ABH,16.17,16.77,3.7 080220,080222,SS,ZEUS,40.55,39.58,2.3 080220,080222,SS,UDRL,20.51,20.01,2.4 080221,080226,BS,RIGL,19.65,20.21,2.8 080221,080226,BS,SEPR,22.91,22.69,-1 080221,080225,SS,SID,41.04,38.39,6.4 080221,080225,SS,RRC,64.95,64.71,0.3 080222,080227,BS,ESI,58.47,53.5,-8.6 080222,080227,BS,HITT,33,34.5,4.5 080222,080226,SS,FARO,32.55,33.85,-4 080222,080226,SS,FADV,19.61,20.28,-3.5 080225,080228,BS,ESI,54.02,58.17,7.6 080225,080228,BS,ENOC,25.71,16.01,-37.8 080225,080227,SS,PDS,21.39,22.25,-4.1 080225,080227,SS,TEX,67.93,70.27,-3.5 080226,080229,LR,SIGM,30.61,30.77,0.5 080226,080229,LR,HURN,49.64,49.5,-0.3 080226,080228,SS,REXX,17.18,16.27,5.2 080226,080228,SS,RES,13.9,13.8,0.7 080227,080303,LR,IRIS,10.36,11.48,10.8 080227,080303,LR,SOLF,12.18,11.6,-4.8 080227,080229,SS,WDC,34.24,30.87,9.8 080227,080229,SS,REXX,17.66,15.7,11 080228,080304,LR,ABH,14.63,9.57,-34.6 080228,080304,LR,DIVX,9.79,9.18,-6.3 080228,080303,SS,CBD,43.55,43.85,-0.7 080228,080303,SS,MYE,14.65,12.2,16.7 080229,080305,LR,ABH,10.35,9.43,-8.9 080229,080305,LR,UNS,23.65,23.23,-1.8 080229,080304,SS,TWI,35,34.03,2.7 080229,080304,SS,IVN,13.38,12.43,7.1 080303,080306,LR,PBKS,11.34,11,-3 080303,080306,LR,ABH,9.68,10.44,7.8 080303,080305,SS,MEOH,29.5,29.68,-0.7 080303,080305,SS,NFLX,31.98,32.1,-0.4 080304,080307,LR,TSRA,14.07,14.94,6.1 080304,080307,LR,SFI,16.78,15.13,-9.9 080304,080306,SS,COIN,14.98,16.59,-10.8 080304,080306,SS,ESMK,12.1,12.48,-3.2 080305,080310,BS,GKK,17.44,16.23,-7 080305,080310,BS,ALJ,13.65,12.23,-10.5 080305,080307,SS,PDC,14.86,15.39,-3.6 080305,080307,SS,GTLS,36.5,35.69,2.2 080306,080311,LR,CIM,13.67,14,2.4 080306,080311,LR,SFI,13.98,16.26,16.3 080306,080310,SS,COINW,11.59,6.405,44.7 080306,080310,SS,COIN,16.33,10.79,33.9 080307,080312,LR,ALJ,12.14,12.42,2.3 080307,080312,LR,DSL,19.78,20.13,1.7 080307,080311,SS,VISN,12.16,11.26,7.4 080307,080311,SS,PBT,21.38,22.15,-3.7 080310,080313,LR,GSIC,10.34,12.11,17.1 080310,080313,LR,THRX,10,10.43,4.3 080310,080312,SS,BIG,21.02,21.04,-0.1 080310,080312,SS,PBT,22.68,20.9,7.8 080311,080314,BS,TI,21.19,22.03,3.9 080311,080314,BS,RHB,14.35,14.37,0.1 080311,080313,SS,UVV,64.8,64.9,-0.2 080311,080313,SS,BPT,94.83,95.97,-1.3 080312,080317,BS,HUM,40.88,42.28,3.4 080312,080317,BS,UDRL,14.12,15.33,8.5 080312,080314,SS,BZP,21.21,20.15,4.9 080312,080314,SS,BLOG,22.91,23.61,-3.1 080313,080318,LR,HMIN,19.2,19.13,-0.4 080313,080318,LR,BSC,57,5.5,-90.4 080313,080317,SS,DBC,38.9,37.34,4 080313,080317,SS,CQB,21.32,22.17,-4 080314,080319,LR,BSC,30.85,6.83,-77.9 080314,080319,LR,ULTR,8.48,9.1,7.3 080314,080318,SS,CEF,14.48,14,3.3 080314,080318,SS,PPO,22,21.1,4 080317,080320,LR,GFIG,51.01,56.39,10.5 080317,080320,LR,LEH,31.75,42.75,34.6 080317,------,SS,N/A,0,0,0 080317,------,SS,N/A,0,0,0 080318,080324,BS,EJ,11.09,11.31,1.9 080318,080324,BS,MBLX,9.96,10.67,7.1 080318,080320,SS,BLOG,27.45,27.81,-1.4 080318,080320,SS,N/A,0,0,0 080319,080325,BS,ASTI,8.5,9.07,6.7 080319,080325,BS,WLP,44.96,46.25,2.8 080319,------,SS,N/A,0,0,0 080319,------,SS,N/A,0,0,0 080320,080326,LR,CIT,9.63,12.24,27.1 080320,080326,LR,FTK,14.52,15.78,8.6 080320,080325,SS,PRAA,49.91,46.87,6 080320,080325,SS,TLB,11.36,12.29,-8.2 080324,080327,BS,GTY,15.72,14.85,-5.6 080324,080327,BS,CLNE,11.87,13.26,11.7 080324,080326,SS,TLB,12.24,11.62,5 080324,080326,SS,SSI,16.71,17.26,-3.3 080325,080328,BS,GTY,14.61,15.21,4.1 080325,080328,BS,TPX,12.25,11.65,-4.9 080325,080327,SS,PRAA,47.7,46.95,1.5 080325,080327,SS,N/A,0,0,0 080326,080331,BS,UNH,34.1,34.4,0.8 080326,080331,BS,CVH,40.96,40.38,-1.5 080326,080328,SS,MTH,20.73,18.26,11.9 080326,080328,SS,N/A,0,0,0 080327,080401,BS,MPG,17.07,14.47,-15.3 080327,080401,BS,TPX,11.65,12.49,7.2 080327,------,SS,N/A,0,0,0 080327,------,SS,N/A,0,0,0 080328,080402,LR,MPG,14.33,16.09,12.2 080328,080402,LR,TPX,11,12.23,11.1 080328,------,SS,N/A,0,0,0 080328,------,SS,N/A,0,0,0 080331,080403,BS,AYR,11.25,12.23,8.7 080331,080403,BS,MPG,14.31,16.32,14 080331,------,SS,N/A,0,0,0 080331,------,SS,N/A,0,0,0 080401,080404,BS,LNG,19.48,20.6,5.7 080401,080404,BS,GLS,14.52,14.5,-0.2 080401,------,SS,N/A,0,0,0 080401,------,SS,N/A,0,0,0 080402,080407,BS,LRN,18,19.3,7.2 080402,080407,BS,USNA,21,20.97,-0.2 080402,------,SS,N/A,0,0,0 080402,------,SS,N/A,0,0,0 080403,080408,BS,PPC,18.82,19.39,3 080403,080408,BS,MZZ,58.19,58.44,0.4 080403,------,SS,N/A,0,0,0 080403,------,SS,N/A,0,0,0 080404,080409,BS,FED,24.66,25.08,1.7 080404,080409,BS,SMN,33.88,33.53,-1.1 080404,------,SS,N/A,0,0,0 080404,------,SS,N/A,0,0,0 080407,080410,BS,RVBD,12.42,12.43,0 080407,080410,BS,AMKR,10.25,9.67,-5.7 080407,------,SS,N/A,0,0,0 080407,------,SS,N/A,0,0,0 080408,080411,BS,RVBD,12.78,12.23,-4.4 080408,080411,BS,N/A,0,0,0 080408,------,SS,N/A,0,0,0 080408,------,SS,N/A,0,0,0 080409,080414,BS,GFIG,15.52,15.17,-2.3 080409,080414,BS,N/A,0,0,0 080409,------,SS,N/A,0,0,0 080409,------,SS,N/A,0,0,0 080410,080415,BS,SQM,27.18,29.7,9.2 080410,080415,BS,N/A,0,0,0 080410,------,SS,N/A,0,0,0 080410,------,SS,N/A,0,0,0 080411,080416,BS,PTRY,12.74,11.78,-7.6 080411,080416,BS,N/A,0,0,0 080411,------,SS,N/A,0,0,0 080411,------,SS,N/A,0,0,0 080414,080417,BS,FED,17.08,16.97,-0.7 080414,080417,BS,LNG,16.07,13.25,-17.6 080414,------,SS,N/A,0,0,0 080414,------,SS,N/A,0,0,0 080415,080418,BS,GLS,11.69,14.59,24.8 080415,080418,BS,N/A,0,0,0 080415,------,SS,N/A,0,0,0 080415,------,SS,N/A,0,0,0 080416,080421,LR,LNG,12.89,11.22,-13 080416,080421,LR,PTRY,10.85,11.02,1.5 080416,------,SS,N/A,0,0,0 080416,------,SS,N/A,0,0,0 080417,080422,BS,LNG,10.86,7.4,-31.9 080417,080422,BS,FED,16.81,15.05,-10.5 080417,------,SS,N/A,0,0,0 080417,------,SS,N/A,0,0,0 080418,080423,BS,LNG,11.17,9.01,-19.4 080418,080423,BS,N/A,0,0,0 080418,------,SS,N/A,0,0,0 080418,------,SS,N/A,0,0,0 080421,080424,BS,AMFI,12.9,11.81,-8.5 080421,080424,BS,GSOL,12.11,12.31,1.6 080421,------,SS,N/A,0,0,0 080421,------,SS,N/A,0,0,0 080422,080425,LR,OMCL,11.91,11.06,-7.2 080422,080425,LR,AIRM,40.93,40.65,-0.7 080422,------,SS,N/A,0,0,0 080422,------,SS,N/A,0,0,0 080423,080428,LR,WNR,9.63,10.47,8.7 080423,080428,LR,OMCL,11.3,11.25,-0.5 080423,------,SS,N/A,0,0,0 080423,------,SS,N/A,0,0,0 080424,080429,BS,ALDN,15.02,15.41,2.5 080424,080429,BS,AKF,11.7301,12.63,7.6 080424,------,SS,N/A,0,0,0 080424,------,SS,N/A,0,0,0 080425,080430,BS,VDSI,9.71,10.05,3.5 080425,080430,BS,SMA,13.05,14.09,7.9 080425,------,SS,N/A,0,0,0 080425,------,SS,N/A,0,0,0 080428,080501,BS,HRZ,10.8,10.43,-3.5 080428,080501,BS,CTCM,24.96,25.92,3.8 080428,------,SS,N/A,0,0,0 080428,------,SS,N/A,0,0,0 080429,080502,LR,DGII,8.38,8.1,-3.4 080429,080502,LR,SLW,12.76,13,1.8 080429,------,SS,N/A,0,0,0 080429,------,SS,N/A,0,0,0 080430,080505,BS,CNH,43.14,43.34,0.4 080430,080505,BS,AIT,24.16,25.45,5.3 080430,------,SS,N/A,0,0,0 080430,------,SS,N/A,0,0,0 080501,080506,BS,INDM,15.14,14.1,-6.9 080501,080506,BS,TITN,17.9,19.65,9.7 080501,------,SS,N/A,0,0,0 080501,------,SS,N/A,0,0,0 080502,080507,LR,PDGI,15.73,14.88,-5.5 080502,080507,LR,INDM,14.19,14.07,-0.9 080502,------,SS,N/A,0,0,0 080502,------,SS,N/A,0,0,0 080505,080508,LR,LBY,11.8,11.45,-3 080505,080508,LR,PDGI,14.82,15.08,1.7 080505,------,SS,N/A,0,0,0 080505,------,SS,N/A,0,0,0 Average return per trade for the Basic Strategy (BS) = -1 % Risk/return ratio for the Basic Strategy = -10.5 Average return per trade for the Low Risk Strategy (LR) = -2 % Risk/return ratio for the Low Risk Strategy = -6.7 Average return per trade for the Sell Short Strategy (SS) = 4.4 % Risk/return ratio for the Sell Short Strategy = 2 Average return per trade for the Combined Strategy = 0.5*(BS+SS) = 1.7 % Real results for the Sell Short Strategy can be different because of the Uptick Rule