Quarterly data file
1998 - 2

(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 (%)
980402 PRST -15.295
980402 TRII 4.43
980403 MTEL 6.906
980403 PRST 4.166
980406 VIAS 8.866
980406 PRST 15.454
980407 ZITL 7.329
980407 FSH -10.072
980408 SMTC -2.006
980408 SOC -6.585
980409 WAND 1.646
980409 RESP -1.028
980413 PDLI 10.107
980413 SOC 4.185
980415 IDTC -2.585
980415 GYMB -4.375
980416 JMED 4.081
980416 ZITL 8.9
980417 WCII -3.12
980417 LTBG 3.26
980420 CYTC -0.827
980420 APSG 2.97
980421 APSG 9.374
980421 MAR -1.112
980422 SIPX -7.988
980422 DAVX 2.409
980423 TDDDF 3.571
980423 DHSM 8.571
980424 CYTC 17.171
980424 CCA 9.045
980428 EIDSY 3.968
980428 REGI -22.514
980429 CHKPF 2.057
980429 LEN 3.944
980430 REGI 5.226
980430 STBI -20.088
980501 STBI 3.448
980501 MIKE 4.329
980504 IMIC -23.781
980504 NUTR 15.254
980505 REGI -0.71
980505 SNRZ 7.358
980506 ALK 3.259
980506 ALNT 1.951
980507 HLYW 8.571
980507 MSPG 1.985
980508 HCRI 3.649
980508 HLYW 9.411
980512 PERC 8.717
980512 PTEK -1.343
980513 PAP -5.883
980513 ERGO -53.394
980514 PAP 2.762
980514 ALYD 17.272
980515 CNDS 5.952
980515 NSPK -1.205
980518 DTG 1.68
980518 LVLT 3.645
980519 NTKI 0.338
980519 MDCO -4.703
980520 SNUS -10.345
980520 OMKT 9.327
980521 CYMI -9.441
980521 ESREF -4.143
980522 CELL -3.516
980522 CYMI -1.103
980526 SEEK 4.748
980526 SMTC 20.714
980527 KMAG -1.876
980527 KBH 11.634
980528 DBD -2.802
980528 CCMC 0
980529 ASYT 0
980529 ROS 12.195
980601 ACCS -2.151
980601 ATMI -8.68
980602 ACCS 7.999
980602 ATMI -4.725
980603 GALTF -39.706
980603 PRIA 6.818
980604 CMGI 17.948
980604 MTIC -0.589
980608 GALTF 0
980608 BILL -14.584
980609 BILL -1.245
980609 PCMS -3.774
980610 KTEL 53.02
980610 MTIC 2.857
980611 CREAF -16.973
980611 ITSW -2.5
980612 VOCLF 6.976
980612 DPMI 7.692
980615 CREAF 14.772
980615 SOC -14.683
980616 SOC -5.406
980616 GSCN 0
980617 CLN -9.434
980617 SOC -25.582
980618 GLIA 6.73
980618 DLIA 5.785
980619 SOC 10.555
980619 GLIA 29.292
980625 GLBL 12.195
980625 LMM 0.625
980626 CMO -10.739
980626 CELL 25.654
980629 CRLBF 29.94
980629 GEMS 3.954
980630 DANKY 4.761
980630 GEMS 2.906
980701 DWRX 9.574
980701 CYCH 9.239



Number of trading days = 63
Average 3-day return (%) = 1.94 +/- 9.2
Risk/Return Ratio for 3-day return (for two stocks) = 4.72
Probability of positive pure daily returns = 60.3  %

Return(Risk/Return) for the first stock selected (%): 2.64 ( 4.81 )
Return(Risk/Return) for the second stock selected (%): 1.25 ( 9.85 )

Home          Contact us