Quarterly data file

1999 - 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 (%)
990105 SAP 9.941
990105 INVX 17.37
990106 LLL 2.453
990106 CYSP 1.234
990107 MDLK 5.357
990107 HMA -12.715
990108 BEAV -6.272
990108 LLY -5.864
990111 CPB 1.377
990111 PSSI 15.14
990112 TCP -2.093
990112 RSTO 1.999
990113 BGALY 10.416
990113 TEO 16.959
990114 CBD 11.363
990114 UBB 33.333
990115 MVSN 8.333
990115 PGEX 14.285
990120 PGNS 6.481
990120 WFMI 1.919
990121 PSSI -3.547
990121 RAL 4.783
990125 WNC 10.185
990125 SMOD 2.077
990126 ASDV 20.634
990126 HNCS -0.231
990127 NRRD 7.526
990127 LZ 3.592
990128 MAPX 12.65
990128 CUBE 10.645
990201 SPYG 24.137
990201 RESP 4.385
990202 KMAG -0.7
990202 NMGC 6.112
990203 NSIT 5.919
990203 CYTC 0.787
990204 XLSW 10.326
990204 AXE -11.211
990205 HSTR 10.687
990205 CRYSF -9.028
990208 ITDS 5.188
990208 RDRT -3.59
990209 PSQL 1.324
990209 RDRT 6.382
990211 KRE -10.823
990211 GCTI -5.705
990216 AGTX -18.563
990216 SLOT -4.392
990217 CHRZ 0
990217 KRE 27.604
990218 CURE 15.76
990218 PDX 16.398
990219 HSIC 11.557
990219 ROSI 24.999
990223 UFI 0.543
990223 MI -0.855
990224 CTHR 22.352
990224 IM 9.192
990225 ARDT 10.256
990225 CTHR 22.352
990226 IDXC 11.578
990226 HTCH 10.441
990301 MMS -1.208
990301 MWHS -2.014
990302 GENXY 4.31
990302 PGEX 14.999
990309 OCR 2.96
990309 SCUR 5.909
990310 SFSK -47.917
990310 METZ 10
990311 CELL 14.583
990311 SFSK -34.427
990312 SFSK 0.348
990312 ABF 0.796
990315 DPRC -8.257
990315 SAVLY -10.938
990316 CAER -8.334
990316 SAVLY 33.749
990317 PWCC -12.377
990317 SKS -0.456
990318 GCN -5.77
990318 BOBJY 18.181
990319 NETA 7.572
990319 CBSI -11.491
990322 LNCR 8.571
990322 PER 4.583
990323 PGNS -13.334
990323 LNCR 23.87
990324 SFAM 7.142
990324 PGNS 4.419
990325 CATP 8.587
990325 PGNS 19.186
990329 AAII -5.209
990329 PER -9.211
990330 WIT 8.163
990330 XIRC 10.966
990331 PRIA 23.809
990331 PER -4.391



Number of trading days = 60
Average 3-day return (%) = 5.41 +/- 8.95
Risk/Return Ratio for 3-day return (for two stocks) = 1.65
Probability of positive pure daily returns = 73.3 %

Return(Risk/Return) for the first stock selected (%): 4.67 ( 2.49 )
Return(Risk/Return) for the second stock selected (%): 6.14 ( 2.05 )

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