Quarterly data file
1997 - 1

(CLO1 - OPE4) strategy with selection of two stocks with maximum price drop during the day #1
STOCK1 is the stock with maximum CLO1 - CLO0 price drop
DAY is the day of stock purchase (at CLO1 price)
RETURN is the stock price change (OPE4 - CLO1) in %
Look at statistics at the end of file

DAY TICKER RETURN (%)
970103 WTEC -3.798
970103 CPU -1.667
970106 CPU 9.008
970106 MACR -2.587
970107 ANF 10.576
970107 MACR -32.744
970108 MACR -28.774
970108 SRM 3.333
970109 BRKT 20.481
970109 LOEH -7.383
970114 CYBG 8.108
970114 OSII 11.32
970115 MGX -9.091
970115 FORE 14.41
970116 CLFY -0.758
970116 AAPL 1.492
970120 TSA 8.823
970120 DNA -0.782
970122 WSTL 11.304
970122 IDTI 0
970123 NELL -0.73
970123 WSTL 11.403
970124 FGAS 2.118
970124 TJX -3.031
970127 FAST -1.004
970127 ARG -1.887
970129 DISH 6.504
970129 MICA 15.686
970130 PCTL 2.758
970130 RATL -0.459
970203 ANF 1.886
970203 ACCS 0.444
970204 STMD 3.614
970204 SDLI 8.75
970205 COMS 16.173
970205 DWRX 10.294
970206 FRTZ 6.818
970206 PTB 2.684
970207 GEMS 4.424
970207 ACF -2.223
970210 PRMS -7.237
970210 CWEI 17.171
970211 JBIL 13.492
970211 SFC 17.808
970212 LCCI 5.882
970212 QLGC 12.195
970214 DNA 4.999
970214 DEZI -4.546
970218 CUBE -0.468
970218 BBOX -14.645
970219 PERI 6.382
970219 BBOX -5.07
970221 CSCC 22.33
970221 SISGF -6.879
970224 WCII 37.714
970224 MLR 0.934
970225 ATLS -10.216
970225 PRST 9.09
970226 DSPC -17.797
970226 ATLS -5.814
970227 HALO -0.863
970227 PEGA 1.03
970228 PERI 39.583
970228 MDRX 10.043
970303 DSPC -1.191
970303 NU 2.597
970304 ZITL 11.21
970304 DSPC -1.22
970305 DSPC 12.694
970305 TSCC 0.462
970311 ELNK 0.584
970311 SYSF -8.14
970313 SISGF 2.298
970313 CBTSY -6.286
970314 ESOL 5.882
970314 PRMS -5.427
970317 PPH -5.103
970317 PLAT 9.604
970318 TEAM 0.729
970318 JMED 2.617
970319 TRID -6.957
970319 ODSI -3.35
970320 TRID 5.882
970320 PPH 10.588
970321 FMAC -9.334
970321 NRES 19.672
970324 ADTN 15.846
970324 CTYS 5.333
970326 ANET 3.333
970326 IMNT 0
970327 IMNT -1.819
970327 PHYS -16.217
970331 HCIA 13.432
970331 CELL 1.538
970401 DLGC -13.816
970401 COL 0.757



Number of trading days = 61
Average 3-day return (%) = 2.84 +/- 7.11
Risk/Return Ratio for 3-day return (for two stocks) = 2.5
Probability of positive pure daily returns = 70.4  %

Return(Risk/Return) for the first stock selected (%): 3.16 ( 3.6 )
Return(Risk/Return) for the second stock selected (%): 2.51 ( 3.76 )

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