Quarterly data file

1998 - 3


(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 (%)
980707 VNTV -1.887
980707 GLBL -0.415
980708 HRBC 4.39
980708 VNTV 6.878
980709 PESC -1.5
980709 CTI 2.04
980710 CFN 1.923
980710 GILD 0.779
980714 TRMB 2.752
980714 LDRY -10.318
980715 LDRY 3.056
980715 TRMB 8.737
980716 PFG -1.786
980716 LCCI 0.621
980717 PFG 11.458
980717 ABTE 9.374
980720 PIXR 8.563
980720 AVNT 4.262
980721 BLDPF 15.447
980721 TNFI -2.239
980723 GADZ -4.445
980723 OXHP -12.427
980724 OXHP -4.795
980724 GHV -1.516
980728 COHR 1.123
980728 FTR 7.553
980729 CAST 4.587
980729 AZPN -2.284
980730 PIN -11.451
980730 DTII -4.879
980731 PIN 4.464
980731 RMDY -5.76
980803 EGGS -11.765
980803 NETG -5.406
980804 HORC 12.195
980804 IKN 18.571
980805 RXSD 32.541
980805 STFF 4.347
980806 SOL 2.307
980806 UICI -4.546
980807 CWC -9.445
980807 PRTL 4.316
980810 UNH -4.12
980810 PRMS 1.818
980811 FGII 5.785
980811 TAXI 2.083
980812 VIP 8.816
980812 HUM -9.434
980813 NOI -12.606
980813 AFCI -7.369
980814 BGP 14.141
980814 WLM 0.873
980818 NOI 1.075
980818 MMGR 4.201
980819 VIP -9.118
980819 DAOU 30.188
980821 UBB -7.318
980821 VNT -5.608
980824 MRVT -0.878
980824 CLCX -19.299
980825 CLCX -47.475
980825 NITE -17.284
980826 LBOR -22.298
980826 ZAP 1.57
980827 VIP -11.95
980827 FMX 2.222
980828 MBRS 18.333
980828 WFSG -18.086
980831 CMGI 4.262
980831 RMII 31.249
980901 LOR 0
980901 PB 0
980902 SANM -2.986
980902 FSFH -24.039
980903 FSFH -20.513
980903 SANM 8.51
980904 ICII -20.001
980904 THNK -26.507
980908 REXI -4.488
980908 TBR -18.073
980909 AMES 9.34
980909 DMMC -8.451
980910 SPLN 14.423
980910 AMFM 4.854
980911 AMFM 32.124
980911 GCN 14.062
980915 DCLK 10.759
980915 LOR 14.354
980916 UC -2.907
980916 CIEN -6.566
980917 IMP -7.109
980917 AVID 5.988
980921 PHG 8.152
980921 IMP 17.01
980922 WND -54.582
980922 HPH 1.086
980923 WND -2.609
980923 AGTX 0.961
980924 DURA -1.177
980924 CMM -5.591
980925 BVSN -10.77
980925 ESPI -14.943
980928 NICEY -7.143
980928 ESPI -5.406
980929 NICEY 7.017
980929 CGX 3.958
980930 KLM -3.283
980930 CNS 3.184
981001 CBR 2.723
981001 STNRF 10.344



Number of trading days = 64
Average 3-day return (%) = -0.76 +/- 10.28
Risk/Return Ratio for 3-day return (for two stocks) = -13
Probability of positive pure daily returns = 42.1  %

Return(Risk/Return) for the first stock selected (%): -2.21 ( -6.7 )
Return(Risk/Return) for the second stock selected (%): 0.68 ( 16.32 )

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