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| Month...strategy | Long Result | Short Result | General Market Result |
| May 1994...buy 70-80% "pstdev", sell lowest 10% "pstdev" | 974 | 992 | 990 |
| June 1994...buy lowest 10% "stdev", sell highest 10% "recent price" | 951 | 1015 | 957 |
| July 1994...buy lowest 10% "stdev", sell highest 10% "ptot_neg" | 967 | 977 | 982 |
| Aug 1994...buy 70-80% "marketcap", sell lowest 10% "pave" | 1018 | 909 | 1030 |
| Sept 1994...buy highest 10% "mov_ave100", sell 10-20% "stdev" | 1046 | 938 | 1015 |
| Oct 1994...buy highest 10% "pskew", sell 10-20% "t_vratio" | 1058 | 934 | 1020 |
| Nov 1994...buy lowest 10% "vave", sell lowest 10% "stdev" | 1011 | 970 | 976 |
| Dec 1994...buy 70-80% "yeargain", sell highest 10% "stdev" | 1024 | 1018 | 982 |
| Jan 1995...buy lowest 10% "mov_ave5", sell highest 10% "mov_ave5" | 1095 | 1049 | 992 |
| Feb 1995...buy lowest 10% "momentum", sell lowest 10% "vstdev" | 1176 | 1012 | 1041 |
| Mar 1995...buy lowest 10% "yeargain", sell 70-80% "vskew" | 1186 | 1002 | 1062 |
| Apr 1995...buy 50-60% "t_vratio", sell highest 10% "mov_ave5" | 1227 | 993 | 1092 |
| May 1995...buy 10-20% "mov_ave5", sell 80-90% "gain1" | 1258 | 969 | 1125 |
| June 1995...buy 50-60% "vstdev", sell 50-60% "t_pratio" | 1305 | 919 | 1175 |
| July 1995...buy highest 10% "high-close", sell 10-20% "high-close" | 1464 | 874 | 1246 |
| Aug 1995...buy highest 10% "marketcap", sell 10-20% "marketcap" | 1443 | 839 | 1267 |
| Sep 1995...buy 10-20% "recent price", sell lowest 10% "stdev" | 1497 | 822 | 1300 |
| Oct 1995...buy highest 10% "marketcap", sell 10-20% "marketcap" | 1468 | 864 | 1247 |
| Nov 1995...buy lowest 10% "recent price", sell 40-50% "3monthgain" | 1501 | 830 | 1289 |
| Dec 1995...buy lowest 10% "stdev", sell highest 10% "pave" | 1558 | 816 | 1310 |
| Jan 1996...buy 10-20% "close-low", sell highest 10% "1monthgain" | 1582 | 820 | 1309 |
| Feb 1996...buy 30-40% "1monthgain", sell 80-90% "momentum" | 1650 | 814 | 1350 |
| Mar 1996...buy highest 10% "marketcap", sell 50-60% "marketcap" | 1651 | 802 | 1372 |
| Apr 1996...buy 10-20% "momentum", sell 40-50% "t_vratio" | 1740 | 760 | 1454 |
| May 1996...buy 10-20% "stock_ind", sell 80-90% "gain4" | 1789 | 729 | 1504 |
| June 1996...buy highest 10% "yeargain", sell lowest 10% "high-close" | 1618 | 745 | 1459 |
| Jul 1996...buy highest 10% "yeargain", sell lowest 10% "vstdev" | 1397 | 762 | 1340 |
| Aug 1996...buy 20-30% "break_ave", sell highest 10% "marketcap" | 1498 | 709 | 1423 |
| Sep 1996...buy lowest 10% "vstdev", sell highest 10% "move_ave20" | 1528 | 669 | 1494 |
| Oct 1996...buy lowest 10% "vstdev", sell lowest 10% "ptotal" | 1558 | 674 | 1493 |
| Nov 1996...buy 20-30% "open-yclose", sell highest 10% "stdev" | 1638 | 632 | 1582 |
| Dec 1996...buy lowest 10% "stdev", sell lowest 10% "break_ave" | 1682 | 641 | 1598 |
| Jan 1997...buy 40-50% "gain1", sell highest 10% "gain3" | 1722 | 639 | 1645 |
| Feb 1997...buy lowest 10% "mov_ave20", sell lowest 10% "pskew" | 1654 | 645 | 1627 |
| Mar 1997...buy 50-60% "vskew", sell highest 10% "break_ave" | 1561 | 684 | 1560 |
| Apr 1997...buy highest 10% "vstdev", sell lowest 10% "stdev" | 1518 | 699 | 1527 |
| May 1997...buy lowest 10% "ptot_neg", sell highest 10% "recent price" | 1718 | 664 | 1679 |
| June 1997...buy lowest 10% "vstdev", sell highest 10% "ptot_neg" | 1804 | 639 | 1750 |
| Jul 1997...buy highest 10% "high-close", sell 60-70% "close-low" | 1983 | 587 | 1854 |
| Aug 1997...buy 20-30% "gain1", sell highest 10% "close-low" | 2003 | 547 | 1880 |
| Sep 1997...buy highest 10% "marketcap", sell 70-80% "pstdev" | 2035 | 502 | 1996 |
| Oct 1997...buy lowest 10% "vstdev", sell 50-60% "pstdev" | 2001 | 530 | 1886 |
| Nov 1997...buy highest 10% "recent price", sell 70-80% "vstdev" | 2029 | 533 | 1905 |
| Dec 1997...buy lowest 10% "vstdev", sell 80-90% "marketcap" | 2088 | 561 | 1857 |
| Jan 1998..buy lowest 10% "momentum", sell highest 10% "mov_ave20" | 2181 | 591 | 1845 |
| Feb 1998...buy 20-30% "stdev", sell highest 10% "pstdev" | 2315 | 531 | 1983 |
| Mar 1998...buy 50-60% "t_pratio", sell 20-30% "high-close" | 2388 | 514 | 2056 |
| Apr 1998...buy 10-20% "gain1", sell 10-20% "vol3_10" | 2388 | 509 | 2050 |
| May 1998...buy 10-20% "mov_ave100", sell lowest 10% "t_vratio" | 2302 | 548 | 1934 |
| June 1998...buy lowest 10% "stdev", sell highest 10% "1monthgain" | 2232 | 560 | 1877 |
| Jul 1998...buy 20-30% "mov_ave5", sell top 10% "mov_ave5" | 2140 | 630 | 1761 |
| Aug 1998...buy lowest 10% "marketcap", sell highest 10% "marketcap" | 1881 | 714 | 1509 |
| Sep 1998...buy lowest 10% "stdev", sell highest 10% "recent price" | 1955 | 688 | 1648 |
| Oct 1998...buy lowest 10% "marketcap", sell highest 10% "yeargain" | 1811 | 829 | 1549 |
| Nov 1998...buy lowest 10% "pstdev", sell highest 10% "pave" | 1824 | 767 | 1648 |
| Dec 1998...buy lowest 10% "pstdev", sell highest 10% "pstdev" | 1839 | 732 | 1696 |
| Jan 1999...buy lowest 10% "recent price", sell highest 10% "break_ave" | 2094 | 720 | 1719 |
| Feb 1999...buy highest 10% "t_pratio", sell highest 10% "1monthgain" | 1985 | 785 | 1618 |
| Mar 1999...buy 50-60% "slice3", sell highest 10% "1monthgain" | 2023 | 789 | 1629 |
| Apr 1999...buy lowest 10% "recent price", sell lowest 10% "stdev" | 2371 | 736 | 1797 |
| May 1999...buy highest 10% "t_vratio", sell highest 10% "yeargain" | 2458 | 751 | 1845 |
| June 1999...buy highest 10% "yeargain", sell highest 10% "recent price" | 2702 | 747 | 1908 |
| July 1999...buy highest 10% "stdev", sell 10-20% "stdev" | 2738 | 759 | 1890 |
| Aug 1999...buy highest 10% "stdev", sell 10-20% "stdev" | 2719 | 789 | 1837 |
| Sep 1999...buy highest 10% "high-close", sell lowest 10% "high-close" | 2717 | 818 | 1789 |
| Oct 1999...buy lowest 10% "yeargain", sell highest 10% "recent price" | 2688 | 801 | 1779 |
| Nov 1999...buy lowest 10% "recent price", sell 80-90% "ptot_neg" | 3145 | 750 | 1868 |
| Dec 1999...buy top 10% "big_pslice", sell 50-60% "yeargain" | 3404 | 739 | 1972 |
| Jan 2000...buy lowest 10% "recent price", sell lowest 10% "stdev" | 3703 | 748 | 1942 |
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