Quarterly data file

1999 - 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 (%)
990401 AXNT -54.688
990401 CFWY 0
990405 AXNT 23.642
990405 WIND -17.858
990406 XIRC 0.923
990406 ALSI 1.595
990407 WIND 16.842
990407 SGAI 19.565
990408 ETEC 13.714
990408 BLPG 5.405
990412 CBTSY 50.349
990412 CKR 19.711
990414 CYMI 6.106
990414 MUEI 5.161
990415 VVTV 15.151
990415 WHC 10.937
990416 LSON 28.906
990416 CPQ 3.703
990419 SEEK 40.273
990419 MERQ 17.142
990420 NSOL 26.666
990420 UBID 18.98
990421 FIBR -38.096
990421 CDN 7.999
990422 FIBR 51.685
990422 MU -2.539
990423 RMBS 1.357
990423 NSOL 0.937
990429 NEON 4.472
990429 AIRB -11.189
990503 OCA 3.846
990503 AMGN 2.461
990505 USU -5.682
990505 EMC 2.994
990506 IIXC -8.048
990506 SPLN 3.544
990507 NCT -8.197
990507 SPLN 30.753
990510 AWEB 15.614
990510 NCT -0.348
990511 AIRB 18.367
990511 CACS 24.489
990513 FOB -1.277
990513 WEBT 1.707
990514 ZONA 0
990514 CPTH 13.131
990517 IRID -2.001
990517 ZONA 8.695
990518 CDN 12.222
990518 HMA 0.465
990519 TGLO -2.181
990519 CMTO -1.099
990520 EFAX 1.619
990520 TBFC -1.597
990521 ONEM -8.983
990521 EFAX 10.599
990524 PILT 10.429
990524 IVIL 10.044
990526 TAGS 23.604
990526 DRIV 10.857
990527 DLIA 4.433
990527 RTHM 4.812
990528 PWAV -1.082
990528 DG 12.941
990602 JBOH -1.887
990602 NAVR -14.706
990603 TUNE 9.296
990603 PCLN 24.665
990604 ATHM 3.571
990604 CSGS -0.741
990607 TXCC 4.048
990607 VDAT -7.483
990608 EFAX 24.444
990608 BXM 0.849
990609 OCLR 12.605
990609 BXM 16.049
990610 ARM -28.889
990610 ATHM -15.142
990611 ACR 0
990611 EMT 4.081
990614 ARM -3.624
990614 ELNK 12.08
990615 MSGI 50.98
990615 CYCH 14.285
990616 PRBZ 22.999
990616 OCR -23.736
990617 OCR -2.44
990617 USWB 21.379
990618 OCR 8.163
990618 AMSY 6.487
990621 MSM 4.347
990621 NCT -0.953
990622 SBTK 0
990622 MVIS 14.062
990624 CMDC -1.667
990624 FGI -4.226
990625 PRXL -1.924
990625 PGTV 13.787
990628 NCT 17.877
990628 ACTN 5.533
990629 CHRZ 1.851
990629 PDII 18.681
990630 SORC 6.481
990630 PE -0.15


Number of trading days = 62
Average 3-day return (%) = 6.52 +/- 10.8
Risk/Return Ratio for 3-day return (for two stocks) = 1.65
Probability of positive pure daily returns = 79 %

Return(Risk/Return) for the first stock selected (%): 7.01 ( 2.51 )
Return(Risk/Return) for the second stock selected (%): 6.02 ( 1.77 )

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