Quarterly data file
1998 - 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 (%)
980105 RMDY -9.037
980105 AVNT 2.142
980106 UMC 1.041
980106 MGAM 3.529
980107 RAIN -5.724
980107 IIT -24.464
980108 IIT 23.076
980108 CDRD -11.505
980109 IIT 46.107
980109 GRL 27.027
980112 PHYC 7.894
980112 ADPT 0.308
980113 ACCS 18.457
980113 ADPT 11.598
980114 CLMT 17.365
980114 KOSP 22.034
980116 ADCT -4.026
980116 PMSI 0.923
980120 MWHS 2.857
980120 SPLH 4.21
980122 BTIM -15.045
980122 UAG -12.617
980123 BTIM -7.212
980123 NOI 8.376
980126 CUL -3.198
980126 CYBR -0.618
980127 TMAR 8.396
980127 HAKI -4.036
980129 PRCM 5.599
980129 HTN 5.8
980130 VIAS 0.621
980130 UAG 12.195
980202 HPK 5.092
980202 FUR 5.084
980203 NN 2.812
980203 ANTC 4.191
980204 BKUNA 4.591
980204 NN 8.524
980205 DSTM 4.43
980205 PRGO 0
980206 ULGX 5.99
980206 PRGO 5.624
980209 BTGC 5.128
980209 VNO 5.147
980210 RADS -0.69
980210 TRII -2.687
980212 OEA 6.508
980212 GLBE -6.731
980213 SIMN 14.018
980213 WDRY 6.547
980216 ALYD 8.73
980216 KOSP 4.093
980218 RSLCF 25.714
980218 PTUS 4.999
980219 MAVK -6.875
980219 LTRE 6.948
980220 MAVK -1.299
980220 PETC -28.302
980223 PETC -17.143
980223 CIEN 0.934
980224 PETC 0
980224 ELTN 0.595
980226 SNUS 5.472
980226 ACRT 0.995
980227 CLSR 5.345
980227 PRMA 7.499
980302 MRVC 8.426
980302 CLSR 8.196
980303 ASYT -3.395
980303 CTXS 9
980304 CPQ -11.608
980304 SNUS -0.5
980306 DEC 2.04
980306 DMIC -3.637
980310 SNUS -5.295
980310 ZIGO 4.054
980312 ALTIF -2.632
980312 SNPS 7.883
980316 UCR 11.136
980316 INFS 5.833
980317 ENCD -0.47
980317 FGII 14.14
980320 DAOU 1.03
980320 SCTC 4.406
980323 TSRI 10.769
980323 ICST 0
980324 ADVH 12.244
980324 PFG 3.82
980326 MAST 9.115
980326 ADPT 0
980327 CCBL 0
980327 BROD -11.213
980330 SEEC 34.615
980330 BROD 0.662
980331 RSYS 0
980331 BROD 6.849
980401 OXGN -7.369
980401 MIND -2.062



Number of trading days = 61
Average 3-day return (%) = 2.59 +/- 8.76
Risk/Return Ratio for 3-day return (for two stocks) = 3.37
Probability of positive pure daily returns =  68.8 %

Return(Risk/Return) for the first stock selected (%): 3.29 ( 3.46 )
Return(Risk/Return) for the second stock selected (%): 1.89 ( 5.01 )

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