Quarterly data file

1998 - 4

(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 (%)
981002 NCT 9.687
981002 NT -5.221
981005 TWFC -8.109
981005 VTSS 7.266
981006 PEGA -0.72
981006 TKLC 7.865
981007 MTRS 48.591
981007 PLAT 15.476
981009 VTS 0
981009 WNC 15.976
981014 ANLY -2.724
981014 CBIZ 5.319
981015 CKR 16.883
981015 ANLY 7.317
981016 CKR 36.727
981016 NDE 3.157
981019 CBIZ -9.29
981019 BAANF -10.161
981022 MCK 4.347
981022 LEA 3.212
981026 NSP 2.85
981026 UK -2.871
981027 BLPG 13.5
981027 UK 0.823
981028 HSY 1.675
981028 NRX 1.485
981029 LPX 0
981029 HSY 4.523
981030 GFD 8.499
981030 OXY-A 0.669
981102 DZTK 3.478
981102 ICIX -8.014
981104 SYNT 13.043
981104 ICIX 0
981105 BD -0.397
981105 ACL 0.208
981110 MIFGY 6.329
981110 BD -2.075
981112 SUPR 1.449
981112 VPHM -10.113
981113 FORMF 1.775
981113 WMB 8.915
981116 FORMF 0
981116 DDIM 10.059
981117 DDIM 16.666
981117 SUPR -1.399
981118 SCHK -2.009
981118 LEH-D 7.006
981119 IHS 11.764
981119 CDG -2.778
981120 SII -0.216
981120 PRD 0
981125 SBTK 17.256
981125 XTO 5.263
981127 SDC -9.678
981127 BEAS 0
981130 SDC -4.592
981130 PGO 0
981201 TWLB 0
981201 PSUN 3.773
981202 PXD 1.744
981202 UPR 1.273
981203 CDD 14.881
981203 GDYS 6.249
981204 ARSC -12.569
981204 SCHK 10
981207 ARSC -5.39
981207 OWN 13.333
981209 ARSC -2.951
981209 OI -0.893
981210 PXD -2.778
981210 AR -1.51
981211 MTG -0.848
981211 REV -2.693
981214 DGII 11.187
981214 ITDS 6.04
981215 SQNT -0.629
981215 FTR 5.914
981216 LRW 7.407
981216 NSPR 6.923
981217 NSPR 12.096
981217 COO -6.644
981218 WAXS -0.685
981218 RCNC 0.462
981221 TLXN 11.17
981221 MAH 1.169
981222 FEET 2.928
981222 MYL 12.628
981223 SCTC 7.179
981223 TNSI 5.426
981228 EMN 0.707
981228 LMT -0.821
981229 ITDS 34.065
981229 HYSL -22.849
981230 HYSL -6.598
981230 ASAI 11.52
981231 CYSP 4.395
981231 XCIT 2.228
990104 BFLY 5.555
990104 BILL 0.568



Number of trading days = 62
Average 3-day return (%) = 4.25  +/-  7.94
Risk/Return Ratio for 3-day return (for two stocks) = 1.86
Probability of positive pure daily returns = 69.3  %

Return(Risk/Return) for the first stock selected (%): 5.39 ( 2.17 )
Return(Risk/Return) for the second stock selected (%): 3.12 ( 2.89 )

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