K12 Inc (LRN)
The above plots have been corrected for an error in the short side calculations. Below are updated equity curves and tables up until Dec 2015. The algorithm lost 13.6% over this time. The underlying stock dropped by 37.2%.
Since first publication in Feb 2015, this strategy has outperformed both buy-hold and short-hold. Here are the performance table and equity curve for the period since publication:
Since 1/26/2015 the strategy has increased by 64% (341% annualized). The underlying stock LRN has increased 20.42% (74.6% annualized). There were 5 signals, 3 trades of which 2 were successful. Drawdown over the period was 5.8% vs. 19.4% for buy/hold.
Since 1/26/15 (original backtest end date), this algorithm has gained around 6% in value. LRN has lost around 10% in the same time.