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 (%)
090203,090206,BS,PFS,10.4,10.61,2
090203,090206,BS,TISI,17.84,16.94,-5.1
090203,090205,SS,HLTH,11.8,11.8,0
090203,090205,SS,SEPR,15.57,16.63,-6.9
090204,090209,BS,SQNM,16.9325,18.5,9.2
090204,090209,BS,KRC,21.24,23.24,9.4
090204,090206,SS,HNT,16.98,17.23,-1.5
090204,090206,SS,SIRO,12.71,13.57,-6.8
090205,090210,BS,JCP,15.07,16.01,6.2
090205,090210,BS,KRC,20.85,23.47,12.5
090205,090209,SS,THRX,15.88,16.65,-4.9
090205,090209,SS,SEPR,16.17,16.95,-4.9
090206,090211,LR,FXP,32.56,35.53,9.1
090206,090211,LR,EEV,47.99,51.5,7.3
090206,090210,SS,RIO,16.4,15.79,3.7
090206,090210,SS,RIO_P,13.85,13.36,3.5
090209,090212,BS,TISI,15.88,14.76,-7.1
090209,090212,BS,SKF,122.88,140.16,14
090209,090211,SS,RIO_P,14.73,13.27,9.9
090209,090211,SS,RIO,17.63,15.72,10.8
090210,090213,LR,LTM,10.23,11.14,8.8
090210,090213,LR,UTI,11.17,12.12,8.5
090210,090212,SS,HGG,10.7,10.97,-2.6
090210,090212,SS,MOS,45.44,43.05,5.2
090211,090217,BS,LPHI,27.85,22.73,-18.4
090211,090217,BS,LDSH,9.91,9.51,-4.1
090211,090213,SS,MR,24.15,22.94,5
090211,090213,SS,JRJC,11.39,11.17,1.9
090212,090218,BS,WINN,10.1,8.56,-15.3
090212,090218,BS,SSD,18.68,18.12,-3
090212,090217,SS,SCO,45.01,55.66,-23.7
090212,090217,SS,SLV,13.31,13.99,-5.2
090213,090219,LR,WINN,9.22,8.84,-4.2
090213,090219,LR,SFD,9.57,8.42,-12.1
090213,090218,SS,SCO,44.83,59.19,-32.1
090213,090218,SS,LIFE,30.65,29.72,3
090217,090220,LR,VNO,38.15,36.21,-5.1
090217,090220,LR,KIM,9.49,8.76,-7.7
090217,090219,SS,SCO,52.51,51.95,1
090217,090219,SS,MDVN,22,22.15,-0.7
090218,090223,BS,PBT,9.07,8.49,-6.4
090218,090223,BS,MDU,16.02,15.7,-2
090218,090220,SS,LIHR,23.73,22.96,3.2
090218,090220,SS,SA,17.69,18.67,-5.6
090219,090224,LR,FWF,11.73,11.01,-6.2
090219,090224,LR,PFF,17.61,17.58,-0.2
090219,090223,SS,MOH,21.98,19.98,9
090219,090223,SS,LIHR,22.89,22.75,0.6
090220,090225,LR,OC,8.34,8.82,5.7
090220,090225,LR,AXA,10.28,9.93,-3.5
090220,090224,SS,SKF,201.03,161.58,19.6
090220,090224,SS,EFU,131.66,125.86,4.4
090223,090226,LR,MWR,11.4263,13.88,21.4
090223,090226,LR,SFY,9.08,8.26,-9.1
090223,090225,SS,PZZA,21.44,21.35,0.4
090223,090225,SS,KND,18.01,17.38,3.4
090224,090227,BS,MIR,13.11,13.9,6
090224,090227,BS,ATU,11.67,10.18,-12.8
090224,090226,SS,ZN,16.08,13.7,14.8
090224,090226,SS,MYL,13.1,12.6,3.8
090225,090302,LR,ATU,10.41,10.07,-3.3
090225,090302,LR,MHK,23.58,22.09,-6.4
090225,090227,SS,MYL,13.32,12.43,6.6
090225,090227,SS,ZN,17,14.65,13.8
090226,090303,BS,HUM,23.64,20.64,-12.7
090226,090303,BS,X,20.06,17.46,-13
090226,090302,SS,STAR,15.9,14.89,6.3
090226,090302,SS,CF,62.92,58.69,6.7
090227,090304,LR,TEG,24.05,21.89,-9
090227,090304,LR,GDP,19.84,17.88,-9.9
090227,090303,SS,STAR,15.5,15.09,2.6
090227,090303,SS,CF,60.71,61.28,-1
090302,090305,LR,CLF,12.01,13.7,14
090302,090305,LR,GDP,16.35,17.91,9.5
090302,090304,SS,CBRL,22.28,22.93,-3
090302,090304,SS,OMTR,11.23,10.42,7.2
090303,090306,LR,PTV,12,11.44,-4.7
090303,090306,LR,FRO,16.4,17.41,6.1
090303,090305,SS,ARO,24.26,23.09,4.8
090303,090305,SS,APSG,20,18.8,6
090304,090309,BS,CYT,12.61,10.82,-14.2
090304,090309,BS,MIR,10.25,9.24,-9.9
090304,090306,SS,TRA,26.53,26.11,1.5
090304,090306,SS,NTES,21.19,21.05,0.6
090305,090310,LR,ALK,14.8,13.93,-5.9
090305,090310,LR,RATE,16.05,17.37,8.2
090305,090309,SS,BIG,17.12,17.71,-3.5
090305,090309,SS,LFT,16.9,17.74,-5
090306,090312,LR,WGOV,9.08,9.1,0.2
090306,090312,LR,POM,10.36,11.08,6.9
090306,090310,SS,STAR,16.81,16.66,0.8
090306,090310,SS,SA,18.96,16.89,10.9
090309,090313,LR,FSYS,11.59,11.5,-0.8
090309,090313,LR,AWI,9.45,10.96,15.9
090309,090312,SS,FAZ,109,41.6,61.8
090309,090312,SS,SKF,259.57,142.06,45.2
090310,090316,BS,RSG,15.95,17.35,8.7
090310,090316,BS,FSYS,11.71,12.21,4.2
090310,090313,SS,ROH,77.76,78.2,-0.6
090310,090313,SS,DNR,14.55,14.39,1
090312,090317,BS,SPTN,12.89,13.18,2.2
090312,090317,BS,RSG,16.72,17.13,2.4
090312,090316,SS,RGC,12.08,12.04,0.3
090312,090316,SS,RSX,12.78,13.48,-5.5
090313,090318,BS,GDP,15.54,17.6,13.2
090313,090318,BS,ORH,37.24,38,2
090313,------,SS,N/A,0,0,0
090313,------,SS,N/A,0,0,0
090316,090319,BS,ORH,36.47,40.06,9.8
090316,090319,BS,SCHN,25.61,27.26,6.4
090316,090318,SS,HIBB,18.18,18.48,-1.7
090316,090318,SS,CTRP,28.3,27.58,2.5
090317,090320,BS,EEV,46.73,45.53,-2.6
090317,090320,BS,EBS,14.96,13,-13.2
090317,------,SS,N/A,0,0,0
090317,------,SS,N/A,0,0,0
090318,090323,LR,SKF,105.66,110.21,4.3
090318,090323,LR,SRS,55.47,65.6,18.2
090318,090320,SS,CME,219.54,228.62,-4.2
090318,090320,SS,GRM,13.46,13.99,-4
090319,090324,LR,EBS,12.99,13.21,1.6
090319,090324,LR,AMED,27.61,26.76,-3.1
090319,090323,SS,CME,239.95,264.43,-10.3
090319,090323,SS,GRM,14.75,13.9,5.7
090320,090325,LR,CAI,33.99,36.75,8.1
090320,090325,LR,ASEI,49.52,50,0.9
090320,------,SS,N/A,0,0,0
090320,------,SS,N/A,0,0,0
090323,090326,BS,SPWRB,0,22.6,0
090323,090326,BS,CMTL,21.24,23,8.2
090323,090325,SS,SIG,10.75,12.5,-16.3
090323,090325,SS,N/A,0,0,0
090324,090327,LR,SIGM,11.03,11.89,7.7
090324,090327,LR,ATHN,24.2301,24.99,3.1
090324,090326,SS,CME,256.88,256.76,0
090324,090326,SS,N/A,0,0,0
090325,090330,BS,HI,14.68,16,8.9
090325,090330,BS,ICLR,15.75,16.11,2.2
090325,090327,SS,CETV,14.2,12.85,9.5
090325,090327,SS,N/A,0,0,0
090326,090331,BS,LPHI,15.3,16.48,7.7
090326,090331,BS,DF,18.7,17.91,-4.3
090326,------,SS,N/A,0,0,0
090326,------,SS,N/A,0,0,0
090327,090401,BS,GXDX,24.92,27.49,10.3
090327,090401,BS,STZ,12.05,11.75,-2.5
090327,090331,SS,NILE,32.99,30.15,8.6
090327,090331,SS,BRY,12.27,10.96,10.6
090330,090402,BS,NITE,13.54,14.76,9
090330,090402,BS,VIV,13.34,14.17,6.2
090330,090401,SS,ASH,9.93,11.91,-20
090330,090401,SS,N/A,0,0,0
090331,------,SS,N/A,0,0,0
090331,------,SS,N/A,0,0,0
090331,090402,SS,TWX,18.38,21.7,-18.1
090331,090402,SS,DTSI,24.25,22.87,5.6
090401,090406,BS,OSIR,13.91,13.75,-1.2
090401,090406,BS,ACOR,20.44,19.5,-4.6
090401,090403,SS,ASH,11,13.65,-24.1
090401,090403,SS,CTRN,22.81,23.5,-3.1
090402,090407,BS,AUXL,25.12,23.77,-5.4
090402,090407,BS,STAR,14.83,14.25,-4
090402,090406,SS,STP,13.17,13.93,-5.8
090402,090406,SS,CTRN,23.45,22.89,2.3
090403,090408,LR,SRS,38.1,44.16,15.9
090403,090408,LR,HMY,9.77,9.5,-2.8
090403,090407,SS,ASH,13.19,12.65,4
090403,090407,SS,THO,18.23,16.98,6.8
090406,090409,LR,DGP,17.54,17.96,2.3
090406,090409,LR,UGL,29.5999,30.24,2.1
090406,090408,SS,GLW,15.81,14.92,5.6
090406,090408,SS,THO,18.67,17.16,8
090407,090413,BS,UNG,14.42,14.23,-1.4
090407,090413,BS,ONXX,26.09,28.41,8.8
090407,090409,SS,TNS,11.91,14.56,-22.3
090407,090409,SS,NTES,28.31,28.45,-0.5
090408,090414,BS,CMP,51.26,52.61,2.6
090408,090414,BS,AUXL,24.15,23.79,-1.5
090408,090413,SS,CEDC,16.01,17.5,-9.4
090408,090413,SS,TNS,12.19,14.04,-15.2
090409,090415,BS,RGLD,37,36.56,-1.2
090409,090415,BS,HRLY,10.01,9.31,-7
090409,090414,SS,TNS,14.49,16.23,-12.1
090409,090414,SS,F_PS,12.97,13.69,-5.6
090413,090416,BS,SKF,59.92,59.78,-0.3
090413,090416,BS,SRS,31.47,30.65,-2.7
090413,090415,SS,F_PS,13.46,12.97,3.6
090413,090415,SS,JCP,25.6,25.17,1.6
090414,090417,BS,SPW,41.67,44.18,6
090414,090417,BS,NVO,42.4,44.2,4.2
090414,090416,SS,BAC,11.18,10.34,7.5
090414,090416,SS,AKS,10.71,11.54,-7.8
090415,090420,BS,THRX,14.29,14.08,-1.5
090415,090420,BS,SPW,41.2,43.83,6.3
090415,090417,SS,DNDN,18,17.99,0
090415,090417,SS,CHIC,11.39,12.18,-7
090416,090421,BS,BKC,18.2,17.32,-4.9
090416,090421,BS,CMP,49.13,47.28,-3.8
090416,090420,SS,AKS,11.22,10.25,8.6
090416,090420,SS,DNDN,17.5,19.52,-11.6
090417,090422,BS,AEM,43.65,45.55,4.3
090417,090422,BS,NEM,38.14,38.75,1.5
090417,090421,SS,USG,11.29,11.95,-5.9
090417,090421,SS,GET,12.99,11.49,11.5
090420,090423,LR,SWS,12.68,12.75,0.5
090420,090423,LR,ALJ,12.27,12.66,3.1
090420,090422,SS,ARTC,10.7,8.99,15.9
090420,090422,SS,LULU,14.06,13.53,3.7
090421,090424,BS,BKC,17.32,18.89,9
090421,090424,BS,HES,50.49,54.02,6.9
090421,090423,SS,DNDN,20.06,20.33,-1.4
090421,090423,SS,N/A,0,0,0
090422,090427,BS,PFWD,10.18,10.97,7.7
090422,090427,BS,PEP,47.98,48.28,0.6
090422,090424,SS,CAL,14.77,13.25,10.2
090422,090424,SS,USG,11.75,13.68,-16.5
090423,090428,BS,STBA,18.1,17.87,-1.3
090423,090428,BS,SVR,12.87,13,1
090423,090427,SS,BOOM,14.93,14.35,3.8
090423,090427,SS,USG,13.07,13.83,-5.9
090424,090429,BS,SVR,12.12,13.07,7.8
090424,090429,BS,UNG,13.12,13.5,2.8
090424,090428,SS,PNK,12.26,11.6,5.3
090424,090428,SS,LHO,11.65,11.3,3
090427,090430,BS,ATMI,14.39,16.04,11.4
090427,090430,BS,APEI,34.53,37.91,9.7
090427,090429,SS,ARA,11.38,11.66,-2.5
090427,090429,SS,PNK,11.61,12.27,-5.7
090428,090501,BS,XNPT,13.9,13.81,-0.7
090428,090501,BS,ACI,12.63,14.05,11.2
090428,090430,SS,ARA,12.56,11.94,4.9
090428,090430,SS,ARB,21.83,20.82,4.6
090429,090504,BS,XNPT,13.58,14.47,6.5
090429,090504,BS,BG,47.42,49.25,3.8
090429,090501,SS,TPX,13.06,12.71,2.6
090429,090501,SS,GPI,19.38,22.39,-15.6
090430,090505,BS,FTO,12.71,14.1,10.9
090430,090505,BS,FDP,14.52,15.1,3.9
090430,090504,SS,CBI,10.76,11.1,-3.2
090430,090504,SS,CTV,24.14,26.22,-8.7
090501,090506,LR,MBFI,12.87,12.74,-1.1
090501,090506,LR,PEGA,16.52,23.32,41.1
090501,090505,SS,RBS,12.97,14.68,-13.2
090501,090505,SS,MHO,15.5,17.64,-13.9
090504,090507,LR,SMN,19.43,18.72,-3.7
090504,090507,LR,ERY,24.25,20.87,-14
090504,090506,SS,TCK,12.83,14.04,-9.5
090504,090506,SS,RBS,13.98,14.48,-3.6
090505,090508,BS,ZSL,10.39,9.46,-9
090505,090508,BS,FNF,16.51,15.55,-5.9
090505,090507,SS,ICON,17.15,15.25,11
090505,090507,SS,IPHS,17.89,14.57,18.5
090506,090511,BS,LPHI,15.81,15.39,-2.7
090506,090511,BS,TRV,38.69,38.12,-1.5
090506,090508,SS,BYD,12.6,12.24,2.8
090506,090508,SS,ARA,16.2,16.89,-4.3
090507,090512,LR,ALGT,43.88,44.58,1.5
090507,090512,LR,FNF,15.14,15.39,1.6
090507,090511,SS,ARA,18.64,16.87,9.4
090507,090511,SS,LNC,16.6,16.58,0.1
090508,090513,BS,WW,39.85,40.75,2.2
090508,090513,BS,AVD,10.58,9.93,-6.2
090508,090512,SS,C_PF,22.25,20.72,6.8
090508,090512,SS,SFY,17.02,16.11,5.3
090511,090514,BS,AVD,10.08,9.67,-4.1
090511,090514,BS,OMTR,11.02,10.7,-3
090511,090513,SS,FITBP,94.1,83.52,11.2
090511,090513,SS,ESC,13.32,13.59,-2.1
090512,090515,BS,MBFI,11.37,10.7,-5.9
090512,090515,BS,FAF,23.96,23.79,-0.8
090512,090514,SS,ESC,13.81,13.54,1.9
090512,090514,SS,VNDA,10.55,11.43,-8.4
090513,090518,LR,INSU,13.27,13.4,0.9
090513,090518,LR,MBFI,10.65,10.61,-0.4
090513,090515,SS,VNDA,11.66,11.19,4
090513,090515,SS,PRSC,13.78,11.72,14.9
090514,090519,BS,KMX,10.41,10.74,3.1
090514,090519,BS,ED,35.02,35.19,0.4
090514,090518,SS,STEC,14.12,15.58,-10.4
090514,090518,SS,VNDA,12.76,12.34,3.2
090515,090520,BS,PNY,22.34,22.7,1.6
090515,090520,BS,WTR,16.46,16.73,1.6
090515,090519,SS,FCL,28.03,28.99,-3.5
090515,090519,SS,N/A,0,0,0
090518,090521,BS,WTR,16.38,16.22,-1
090518,090521,BS,WEC,37.13,36.96,-0.5
090518,090520,SS,DDRX,13.42,13.93,-3.9
090518,090520,SS,STEC,14.75,15.31,-3.8
090519,090522,BS,ONXX,22.99,23.13,0.6
090519,090522,BS,PTRY,19.43,19.14,-1.5
090519,090521,SS,IBN,30.35,28.01,7.7
090519,090521,SS,IPI,31.09,30.86,0.7
090520,090526,BS,SPTN,12.78,12.13,-5.1
090520,090526,BS,KMX,10.31,9.77,-5.3
090520,090522,SS,IPI,33.28,31.98,3.9
090520,090522,SS,FUQI,10.33,10.28,0.4
090521,090527,BS,EHTH,14.11,14.6,3.4
090521,090527,BS,KMX,9.92,10.49,5.7
090521,090526,SS,GIL,16.2,16.52,-2
090521,090526,SS,GOLD,65.23,67.87,-4.1
090522,090528,BS,SPTN,12.19,12.06,-1.1
090522,090528,BS,EXP,22.87,24.81,8.4
090522,090527,SS,FUQI,10.89,12.34,-13.4
090522,090527,SS,CSIQ,10.93,12.08,-10.6
090526,090529,BS,ONXX,22.36,23.19,3.7
090526,090529,BS,SPTN,12.25,12.07,-1.5
090526,090528,SS,DROOY,10.15,10.01,1.3
090526,090528,SS,DDUP,23.98,24.93,-4
090527,090601,BS,FNF,13.18,13.97,5.9
090527,090601,BS,SCO,21.1013,18.34,-13.1
090527,------,SS,N/A,0,0,0
090527,------,SS,N/A,0,0,0
090528,090602,BS,RRGB,16.99,17.87,5.1
090528,090602,BS,FNF,13.05,13.99,7.2
090528,090601,SS,MAPP,12.45,11.37,8.6
090528,090601,SS,TSRA,23,24.7,-7.4
090529,090603,LR,ROS,34.46,38.38,11.3
090529,090603,LR,SCO,18.97,18.11,-4.6
090529,090602,SS,UCO,12.16,13.06,-7.5
090529,090602,SS,CDE,14.5,15.19,-4.8
090601,090604,LR,APAGF,13.55,13.87,2.3
090601,090604,LR,EDZ,12.08,13.62,12.7
090601,090603,SS,UCO,12.61,12.09,4.1
090601,090603,SS,JCG,26.4,26.69,-1.1
090602,090605,BS,WNR,11.92,9.13,-23.5
090602,090605,BS,TZA,21.06,19.98,-5.2
090602,090604,SS,BRS,34.03,32.9,3.3
090602,090604,SS,RSX,25.64,23.9,6.7
090603,090608,BS,WNR,9.99,8.58,-14.2
090603,090608,BS,TEX,13.76,14.64,6.3
090603,090605,SS,IPSU,11.7,11.69,0
090603,090605,SS,KNXA,11.31,13.47,-19.1
090604,090609,BS,PCS,15.04,14.4,-4.3
090604,090609,BS,CAH,29.81,30.4,1.9
090604,090608,SS,KNXA,11.64,13.86,-19.1
090604,090608,SS,LDSH,14.01,14.41,-2.9
090605,090610,BS,PCS,14.16,15.24,7.6
090605,090610,BS,OZRK,22.3,21.6,-3.2
090605,090609,SS,KNXA,13.7,13.92,-1.7
090605,090609,SS,GROW,10.89,9.8,10
090608,090611,BS,NTT,18.95,18.98,0.1
090608,090611,BS,DCM,14.06,14.01,-0.4
090608,090610,SS,CDZI,13.28,12.46,6.1
090608,090610,SS,PMTI,17.51,17.18,1.8
090609,090612,BS,CAE,21.88,12.46,6.1
090609,090612,BS,CAH,29.88,30.86,3.2
090609,090611,SS,FUQI,17.12,17.32,-1.2
090609,090611,SS,TLEO,18.5,18.51,-0.1
090610,090615,BS,RCL,13.6,13.35,-1.9
090610,090615,BS,SSG,32.75,35.91,9.6
090610,090612,SS,AKS,19.85,19.93,-0.5
090610,090612,SS,FUQI,18.28,16.8,8
090611,090616,BS,RATE,26.89,26.73,-0.6
090611,090616,BS,AMP,25.69,24.79,-3.6
090611,090615,SS,ABN_PG,14.24,13.6,4.4
090611,090615,SS,WATG,10.62,9.38,11.6
090612,090617,BS,AMP,24.32,24.3,-0.1
090612,090617,BS,LINC,17.48,17.48,0
090612,090616,SS,SSYS,13.12,13.19,-0.6
090612,090616,SS,ABN_PG,14.24,13.1,8
090615,090618,LR,HIG,11.5,11.32,-1.6
090615,090618,LR,OC,10.96,10.9,-0.6
090615,090617,SS,RIGL,11.9,11.43,3.9
090615,090617,SS,RMBS,17.28,18.76,-8.6
090616,090619,BS,CBT,12.52,13.1,4.6
090616,090619,BS,DEP,15.74,15.95,1.3
090616,------,SS,N/A,0,0,0
090616,------,SS,N/A,0,0,0
090617,090622,BS,IPI,26.33,26.52,0.7
090617,090622,BS,CBT,12.37,12.27,-0.9
090617,090619,SS,SFY,19.32,18.07,6.4
090617,090619,SS,STEC,22.73,24.2,-6.5
090618,090623,BS,WLL,36.7,32.71,-10.9
090618,090623,BS,HOC,18.85,17.81,-5.6
090618,090622,SS,STEC,23.92,22.62,5.4
090618,090622,SS,RVBD,23.67,23.37,1.2
090619,090624,BS,TNK,9.2,9.37,1.8
090619,090624,BS,STRL,12.89,12.9,0
090619,090623,SS,PWRD,29,29.83,-2.9
090619,090623,SS,SAIA,18.29,18.09,1
090622,090625,LR,ERX,27.1,27.51,1.5
090622,090625,LR,GMXR,11,11.29,2.6
090622,090624,SS,RAX,13.42,13.06,2.6
090622,090624,SS,PWRD,29.15,30.14,-3.4
090623,090626,LR,CYT,16.48,17.68,7.2
090623,090626,LR,HOS,21.85,21.05,-3.7
090623,090625,SS,EVVV,10.46,10.35,1
090623,090625,SS,N/A,0,0,0
090624,090629,BS,HOS,21.16,21.39,1
090624,090629,BS,BGG,13.36,13.68,2.3
090624,090626,SS,CVGW,20.64,20.48,0.7
090624,090626,SS,EVVV,10.65,10.73,-0.8
090625,090630,BS,HOS,20.68,21.04,1.7
090625,090630,BS,IOC,26.12,29.41,12.5
090625,090629,SS,CYBX,15.83,16.51,-4.3
090625,090629,SS,STAR,25.1,24.52,2.3
090626,090701,BS,FST,14.78,15.32,3.6
090626,090701,BS,ME,11.92,12,0.6
090626,090630,SS,NOVN,13.8,14.3,-3.7
090626,090630,SS,HLS,13.82,14.44,-4.5
090629,090702,BS,VXX,66.96,68.87,2.8
090629,090702,BS,GMXR,10.76,10.06,-6.6
090629,090701,SS,DDRX,22.4,22.05,1.5
090629,090701,SS,SENEA,33.02,33.49,-1.5
090630,090706,BS,UPL,39,36.26,-7.1
090630,090706,BS,SVU,12.95,12.64,-2.4
090630,090702,SS,SLM,10.2,9.36,8.2
090630,090702,SS,HRBN,16.3,16.04,1.5
090701,090707,BS,DXPE,10.97,10.07,-8.3
090701,090707,BS,UPL,37.89,36,-5
090701,090706,SS,FUQI,21.07,18.88,10.3
090701,090706,SS,NRG,26.2,23.51,10.2
090702,090708,BS,ATU,11.59,10.59,-8.7
090702,090708,BS,CRK,30.7,29.27,-4.7
090702,090707,SS,OSK,18.31,21.44,-17.1
090702,090707,SS,EBF,13.5,12.43,7.9
090706,090709,BS,BOOM,15.43,14.95,-3.2
090706,090709,BS,DXPE,10.22,9.56,-6.5
090706,090708,SS,OSK,20.24,20.9,-3.3
090706,090708,SS,WLT,36.84,35.58,3.4
090707,090710,LR,RGS,12.56,12.17,-3.2
090707,090710,LR,UCO,10.41,9.42,-9.6
090707,090709,SS,GIS,60.21,58.68,2.5
090707,090709,SS,OSK,21.24,20.94,1.4
090708,090713,BS,CBI,9.22,9.94,7.8
090708,090713,BS,RGS,12.37,12.22,-1.3
090708,090710,SS,LFUS,22.94,22.63,1.3
090708,090710,SS,DUG,21.8,21.56,1.1
090709,090714,BS,RGS,12.23,12.16,-0.6
090709,090714,BS,OSIR,11.47,11.15,-2.8
090709,090713,SS,ALK,19.15,20.76,-8.5
090709,090713,SS,CPLA,60.8,59.23,2.5
090710,090715,BS,IWA,11.16,11.38,1.9
090710,090715,BS,RGS,12.23,12.51,2.2
090710,090714,SS,RIGL,13.4,13.95,-4.2
090710,090714,SS,KEY_PA,21.15,21.18,-0.2
090713,090716,BS,SYNO,14.84,15.15,2
090713,090716,BS,HURN,41.92,42.04,0.2
090713,090715,SS,SCO,23.03,21.06,8.5
090713,090715,SS,RIGL,13.72,14.14,-3.1
090714,090717,BS,EBS,12.38,12.92,4.3
090714,090717,BS,HGT,12.18,12.29,0.9
090714,090716,SS,DCP,19.8,19.89,-0.5
090714,090716,SS,ENH,31.9,32.11,-0.7
090715,090720,BS,SYNA,32.75,34.61,5.6
090715,090720,BS,ZOLL,16.82,16.9,0.4
090715,090717,SS,HITK,13.08,13.45,-2.9
090715,090717,SS,TJX,34.12,35.2,-3.2
090716,090721,BS,SAIA,15.85,16.11,1.6
090716,090721,BS,SJT,12.46,12.72,2
090716,090720,SS,TAM,12.2,13.46,-10.4
090716,090720,SS,N/A,0,0,0
090717,090722,BS,SSG,27.91,27.85,-0.3
090717,090722,BS,SJT,12.49,12.8,2.4
090717,090721,SS,WHR,54.25,56.34,-3.9
090717,090721,SS,STEC,31.64,33.78,-6.8
090720,090723,BS,ASBC,9.58,9.33,-2.7
090720,090723,BS,TYP,17.19,16.71,-2.8
090720,090722,SS,UFPI,42.16,43.54,-3.3
090720,090722,SS,AOS,39.33,38.69,1.6
090721,090724,BS,STBA,10.81,11.84,9.5
090721,090724,BS,SMN,16.18,15.25,-5.8
090721,090723,SS,GFA,21.96,23.89,-8.8
090721,090723,SS,CISG,16.9,16.26,3.7
090722,090727,BS,ABFS,24.44,26.23,7.3
090722,090727,BS,SAFM,40.69,40.58,-0.3
090722,090724,SS,HGG,18.51,18.79,-1.6
090722,090724,SS,PKG,19.5,19.83,-1.7
090723,090728,BS,MZZ,32.77,32.35,-1.3
090723,090728,BS,QID,27.01,27.24,0.8
090723,------,SS,N/A,0,0,0
090723,------,SS,N/A,0,0,0
090724,090729,BS,PNC,34.17,36.23,6
090724,090729,BS,IRBT,10.52,10.34,-1.8
090724,090728,SS,LTM,27.71,26.4,4.7
090724,090728,SS,JWN,25.66,25.81,-0.6
090727,090730,BS,PAR,9.96,10,0.4
090727,090730,BS,SRS,15.99,16.01,0.1
090727,090729,SS,CISG,18.6,18.88,-1.6
090727,090729,SS,TBI,12.89,12.73,1.2
090728,090731,BS,RIGL,9.66,9.07,-6.2
090728,090731,BS,TDS,26.14,25.9,-1
090728,090730,SS,CISG,19.78,19.48,1.5
090728,090730,SS,BCRX,11.12,9.37,15.7
090729,090803,BS,DIN,25.59,24.99,-2.4
090729,090803,BS,ACO,18.7,19.32,3.3
090729,090731,SS,HITK,18.26,15.65,14.2
090729,090731,SS,MEDX,15.89,15.87,0.1
090730,090804,BS,C_PP,13.97,13.59,-2.8
090730,090804,BS,JAKK,11.37,11.38,0
090730,090803,SS,VCP,14.74,15.13,-2.7
090730,090803,SS,ARA,19.74,20.38,-3.3
090731,090805,BS,CMED,15.83,15.67,-1.1
090731,090805,BS,SMN,14.28,13.08,-8.5
090731,090804,SS,VCI,11.38,13.31,-17
090731,090804,SS,CGA,11.47,12.65,-10.3
090803,090806,LR,FAZ,31.66,25.63,-19.1
090803,090806,LR,SMN,13.17,12.8,-2.9
090803,090805,SS,CGA,12.6,13.1,-4
090803,090805,SS,GGC,18.22,36.5,-100.4
090804,090807,BS,SRS,13.34,11.83,-11.4
090804,090807,BS,SKF,31.17,28.85,-7.5
090804,090806,SS,GGC,27.44,29.38,-7.1
090804,090806,SS,TEN,17.12,16.38,4.3
090805,090810,LR,SRS,12.238,11.25,-8.1
090805,090810,LR,SKF,29.29,28.04,-4.3
090805,090807,SS,GGC,40.77,27.33,32.9
090805,090807,SS,GT,18.31,18.11,1
090806,090811,BS,FCN,45.6,45.73,0.2
090806,090811,BS,SXE,27.71,27.52,-0.7
090806,090810,SS,CENX,11.11,10.55,5
090806,090810,SS,CLI,32.34,31.6,2.2
090807,090812,BS,NRP,20.37,20.3,-0.4
090807,090812,BS,HURN,13.91,13.27,-4.7
090807,090811,SS,CENX,11.47,10.02,12.6
090807,090811,SS,ROCK,11.34,11.35,-0.1
090810,090813,BS,HURN,13.54,12.15,-10.3
090810,090813,BS,MNTA,9.83,10.36,5.3
090810,090812,SS,BAK,11.12,10.7,3.7
090810,090812,SS,FSYS,28.95,30.42,-5.1
090811,090814,BS,SFD,11.57,11.55,-0.2
090811,090814,BS,EAT,14.14,14.63,3.4
090811,090813,SS,HMIN,26.52,27.6,-4.1
090811,090813,SS,FSYS,31.66,30.45,3.8
090812,090817,BS,DRI,31.21,31.2,-0.1
090812,090817,BS,DGIT,17.9,17.21,-3.9
090812,090814,SS,CQB,14.8,15.34,-3.7
090812,090814,SS,SXCI,40.15,41.05,-2.3
090813,090818,BS,DGIT,17.05,17.15,0.5
090813,090818,BS,BOBE,25.87,25.19,-2.7
090813,090817,SS,ROCK,12.84,10.78,16
090813,090817,SS,ZUMZ,13.19,12,9
090814,090819,BS,WCC,22.31,22.33,0
090814,090819,BS,PFWD,12.3,12.79,3.9
090814,090818,SS,CQB,15.82,15.11,4.4
090814,090818,SS,N/A,0,0,0
090817,090820,BS,BOBE,24.81,25.705,3.6
090817,090820,BS,CBRL,26.37,27.78,5.3
090817,------,SS,N/A,0,0,0
090817,------,SS,N/A,0,0,0
090818,090821,BS,NTLS,13.96,13.95,-0.1
090818,090821,BS,N/A,0,0,0
090818,------,SS,N/A,0,0,0
090818,------,SS,N/A,0,0,0
090819,------,SS,N/A,0,0,0
090819,------,SS,N/A,0,0,0
090819,090821,SS,GOL,11.14,10.86,2.5
090819,090821,SS,JHX,28.55,28.08,1.6
090820,090825,BS,YGE,11,11.11,0.9
090820,090825,BS,HRBN,14.42,13.76,-4.6
090820,090824,SS,CX,12.25,12.68,-3.6
090820,090824,SS,GOL,11,10.76,2.1
090821,090826,BS,UNG,11.35,11.67,2.8
090821,090826,BS,YGE,11.07,10.88,-1.8
090821,090825,SS,CX,13.04,12.81,1.7
090821,090825,SS,SXI,19.36,18.77,3
090824,090827,BS,IDCC,21.81,21.14,-3.1
090824,090827,BS,STP,14.79,14.7,-0.7
090824,090826,SS,GFA,31.9,31.73,0.5
090824,090826,SS,PERY,12.63,12.99,-2.9
090825,090828,BS,NRP,17.4,17.76,2
090825,090828,BS,STP,14.56,14.98,2.8
090825,090827,SS,WLT,62.39,55.24,11.4
090825,090827,SS,N/A,0,0,0
090826,090831,LR,AEF,15.29,14.49,-5.3
090826,090831,LR,AEH,13.6,13.1,-3.7
090826,090828,SS,HIG,23.1,24.16,-4.6
090826,090828,SS,PTI,18.49,17.31,6.3
090827,090901,LR,IDG,12.82,14.31,11.6
090827,090901,LR,ISF,11.71,12.21,4.2
090827,090831,SS,IRE,14.64,14.19,3
090827,090831,SS,GET,21.32,20.32,4.6
090828,090902,BS,XNPT,17.78,17.79,0
090828,090902,BS,CNW,42.25,40.91,-3.2
090828,090901,SS,AIG,52.98,36,32
090828,090901,SS,IRE,15.62,12.73,18.5
090831,090903,BS,CSKI,12.96,13,0.3
090831,090903,BS,DY,11.22,11.61,3.4
090831,090902,SS,OGXI,40.04,36.88,7.8
090831,090902,SS,SKX,17.58,17.37,1.1
090901,090904,BS,GTLS,17.65,18.44,4.4
090901,090904,BS,AF,9.84,9.62,-2.3
090901,090903,SS,GNW,10.62,9.14,13.9
090901,090903,SS,SKX,17.72,17.97,-1.5
090902,090908,BS,CPNO,14.71,15.57,5.8
090902,090908,BS,CFFN,30.9,32.1,3.8
090902,090904,SS,SVA,9.8,9.14,6.7
090902,090904,SS,N/A,0,0,0
090903,090909,BS,PLCE,27,26.51,-1.9
090903,090909,BS,CPNO,14.74,15.54,5.4
090903,090908,SS,TXT,17.68,18,-1.9
090903,090908,SS,PAY,14.11,13.97,0.9
090904,090910,BS,PLCE,26.71,27.09,1.4
090904,090910,BS,DECK,63.74,67.3,5.5
090904,090909,SS,JOSB,45.96,47.14,-2.6
090904,090909,SS,SEPR,22.83,22.81,0
090908,090911,BS,PENN,27,27.4,1.4
090908,090911,BS,PLCE,26.5,27.41,3.4
090908,090910,SS,JAG,12.03,10.1,16
090908,090910,SS,ATPG,13.68,17.47,-27.8
090909,090914,BS,SSG,22.42,23.04,2.7
090909,090914,BS,PENN,26.61,27.52,3.4
090909,090911,SS,ATPG,14.74,16.75,-13.7
090909,090911,SS,JAZZ,10.39,9.16,11.8
090910,090915,BS,DRV,23.56,21.22,-10
090910,090915,BS,TZA,12.96,12.59,-2.9
090910,090914,SS,LXK,20.65,21.23,-2.9
090910,090914,SS,ATPG,15.04,17.66,-17.5
090911,090916,BS,AAP,39.15,39.22,0.1
090911,090916,BS,AFSI,11.73,12,2.3
090911,090915,SS,MGM,11.77,13.37,-13.6
090911,090915,SS,ATPG,17.82,18.63,-4.6
090914,090917,BS,SAH,10.48,10.56,0.7
090914,090917,BS,CAB,13.78,12.91,-6.4
090914,090916,SS,HGT,17.6,18.46,-4.9
090914,090916,SS,SJT,17.88,19.25,-7.7
090915,090918,BS,CAB,13,13.23,1.7
090915,090918,BS,DRV,20.59,18.04,-12.4
090915,090917,SS,URI,10.78,10.94,-1.5
090915,090917,SS,ZOOM,12.42,9.35,24.7
090916,090921,LR,DRV,18.12,19.02,4.9
090916,090921,LR,SKF,24.268,24.88,2.5
090916,090918,SS,ELON,14.82,14.4,2.8
090916,090918,SS,LVS,20.4,18.86,7.5
090917,090922,BS,TNDM,22.75,21.73,-4.5
090917,090922,BS,SAH,10.15,10.4,2.4
090917,090921,SS,AIV,15.5,14.53,6.2
090917,090921,SS,OMTR,21.75,21.7,0.2
090918,090923,BS,STEC,30.09,31.75,5.5
090918,090923,BS,VNDA,12.59,12.24,-2.8
090918,090922,SS,BKD,19.62,20.15,-2.8
090918,090922,SS,ESC,21.92,22.79,-4
090921,090924,BS,TRW,16.64,17.36,4.3
090921,090924,BS,STEC,28.71,30.98,7.9
090921,090923,SS,VRUS,23,21.67,5.7
090921,090923,SS,CETV,38.22,34.72,9.1
090922,090925,BS,VNDA,12.17,11.91,-2.2
090922,090925,BS,QID,22.6,23.58,4.3
090922,090924,SS,MNKD,11.85,10.23,13.6
090922,090924,SS,ESC,22.74,21.62,4.9
090923,090928,BS,POOL,22.02,21.03,-4.5
090923,090928,BS,MON,77.42,76.45,-1.3
090923,090925,SS,AIXG,26.42,25.46,3.6
090923,090925,SS,MNKD,12,9.81,18.2
090924,090929,BS,UCO,10.01,10.09,0.7
090924,090929,BS,MCO,19.58,18.91,-3.5
090924,090928,SS,AIXG,26.3,27.43,-4.3
090924,090928,SS,XCO,18.49,18.49,0
090925,090930,BS,TEN,12.9,13.74,6.5
090925,090930,BS,MCO,18.85,20.21,7.2
090925,090929,SS,PER,29.59,29.7,-0.4
090925,090929,SS,XCO,18.52,18.92,-2.2
090928,091001,BS,BJRI,14.66,14.975,2.1
090928,091001,BS,MCO,18.77,20.46,9
090928,090930,SS,RINO,18.31,21.14,-15.5
090928,090930,SS,HSNI,15.24,16.28,-6.9
090929,091002,BS,NAV,37.63,36.22,-3.8
090929,091002,BS,COGT,10.07,9.86,-2.1
090929,091001,SS,AIXG,28.24,25.05,11.2
090929,091001,SS,TRGL,10.49,8.8,16.1
090930,091005,BS,ICON,12.47,12.64,1.3
090930,091005,BS,WLP,47.36,46.14,-2.6
090930,091002,SS,BC,12.1,10.37,14.2
090930,091002,SS,CVI,12.31,11.19,9
091001,091006,LR,MHO,11.81,12.68,7.3
091001,091006,LR,DIOD,16.39,18.74,14.3
091001,091005,SS,CVI,12.47,12.01,3.6
091001,091005,SS,GCI,12.5,12.62,-1
091002,091007,BS,KEX,34.14,35.22,3.1
091002,091007,BS,TM,75.19,76.98,2.3
091002,091006,SS,CML,17.84,18.88,-5.9
091002,091006,SS,PZE,17.56,18.34,-4.5
091005,091008,BS,FORM,21.72,21.31,-1.9
091005,091008,BS,PMC,17.65,17.99,1.9
091005,091007,SS,VRMLQ,17,15.5,8.8
091005,091007,SS,SLXP,22.52,23.71,-5.3
091006,091009,BS,ICON,12.34,12.25,-0.8
091006,091009,BS,MMSI,16.2,15.94,-1.7
091006,091008,SS,BBD,21.14,20.5,3
091006,091008,SS,IBN,40.21,39.41,1.9
091007,091012,BS,LAD,11.9,11.36,-4.6
091007,091012,BS,TRMB,22,21.74,-1.2
091007,091009,SS,BAK,13.8,14.2,-2.9
091007,091009,SS,UTEK,14.48,15.68,-8.3
091008,091013,LR,LAD,10.88,11.21,3
091008,091013,LR,AMAG,36.96,36.36,-1.7
091008,091012,SS,GLNG,12.72,13.37,-5.2
091008,091012,SS,TK,23.74,24.75,-4.3
091009,091014,BS,ACOR,17.52,13.37,-5.2
091009,091014,BS,ONXX,26.9,27.42,1.9
091009,091013,SS,NTL,13.23,14.9,-12.7
091009,091013,SS,RSX,29.73,30.66,-3.2
091012,091015,BS,SGEN,10.06,10.16,0.9
091012,091015,BS,FORM,20.63,20.71,0.3
091012,091014,SS,TER,10.4,10.51,-1.1
091012,091014,SS,NTAP,28.96,29.5,-1.9
091013,091016,LR,STEC,24.35,24.91,2.2
091013,091016,LR,ABAX,24.23,24.48,1
091013,091015,SS,RSX,30.62,31.52,-3
091013,091015,SS,N/A,0,0,0
091014,091019,LR,ACOR,0,24.79,-3
091014,091019,LR,EEV,11.76,11.96,1.7
091014,091016,SS,AIXG,34.16,31.88,6.6
091014,091016,SS,VNR,18.42,18.08,1.8
091015,091020,BS,SCO,13.62,12.99,-4.7
091015,091020,BS,CTCT,18.07,17.53,-3
091015,091019,SS,WATG,14.49,15.39,-6.3
091015,091019,SS,SLT,18.62,18.02,3.2
091016,091021,BS,IRE,16.29,16.36,0.4
091016,091021,BS,SCO,13.29,13.42,0.9
091016,091020,SS,DSW,20,21.09,-5.5
091016,091020,SS,CQP,11.95,11.94,0
091019,091022,BS,LNN,32.21,35.01,8.6
091019,091022,BS,EBS,15.68,14.81,-5.6
091019,091021,SS,HOC,29.94,32.32,-8
091019,091021,SS,TPX,22.35,21.15,5.3
091020,091023,BS,EBS,14.74,15.1,2.4
091020,091023,BS,LEAP,13.41,14.99,11.7
091020,091022,SS,VISN,10.25,10.22,0.2
091020,091022,SS,BEE_PB,12.9,10.76,16.5
091021,091026,LR,PVTB,19.49,15,-23.1
091021,091026,LR,DIN,22.06,21.85,-1
091021,091023,SS,NUS,24.56,23.65,3.7
091021,091023,SS,CAAS,12.27,12.22,0.4
091022,091027,BS,SUPX,24.29,25.45,4.7
091022,091027,BS,CAL,13.34,12.24,-8.3
091022,091026,SS,BWS,11.7,11.35,2.9
091022,091026,SS,HOC,32.47,31.51,2.9
091023,091028,BS,CAL,12.58,12.58,0
091023,091028,BS,DLX,15.18,15.01,-1.2
091023,091027,SS,MEG,11.46,9.98,12.9
091023,091027,SS,HOC,33.04,30.7,7
091026,091029,BS,PVTB,11.98,9.15,-23.7
091026,091029,BS,FNF,13.94,13.75,-1.4
091026,091028,SS,CQP,13.1,12.39,5.4
091026,091028,SS,NYT,10.86,8.56,21.1
091027,091030,LR,PVTB,9.65,9.25,-4.2
091027,091030,LR,IRE,12.78,11.79,-7.8
091027,091029,SS,CNH,23.34,21.24,8.9
091027,091029,SS,CQP,13.59,11.38,16.2
091028,091102,LR,IRE,10.26,9.9,-3.6
091028,091102,LR,FUQI,19.26,20.93,8.6
091028,091030,SS,MPS,13.56,13.52,0.2
091028,091030,SS,TNB,35.23,34.21,2.8
091029,091103,BS,ORB,12.71,12.82,0.8
091029,091103,BS,ASH,35,34.35,-1.9
091029,091102,SS,NTRI,21.67,22.08,-1.9
091029,091102,SS,CMCO,17.28,16.89,2.2
091030,091104,LR,BW,18.45,18.07,-2.1
091030,091104,LR,GLBC,11.4,11.93,4.6
091030,091103,SS,UN,31.71,30.58,3.5
091030,091103,SS,TYL,18.97,19,-0.2

Average return per trade for the Basic Strategy (BS) =   0.4          %
Risk/return ratio for the Basic Strategy =               12.7 

Average return per trade for the Low Risk Strategy (LR) =              1.3          %
Risk/return ratio for the Low Risk Strategy =            5 

Average return per trade for the Sell Short Strategy (SS) =            0.6          %
Risk/return ratio for the Sell Short Strategy =          13.6 

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

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