Quarterly data file

1999 - 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 (%)
990701 RSLC 0.694
990701 CNS -6.373
990707 VGIN -7.62
990707 SBUX 0.749
990708 CNS 2.272
990708 SAPE -2.169
990712 OSTE 19.999
990712 NSPR 16.556
990715 KELL -3.556
990715 SDH 1.562
990719 TRL 8.695
990719 TAGS -2.82
990720 HSIC 4.844
990720 GNTX -0.482
990721 GNTX 10.051
990721 PSFT -1.786
990722 PCLN -3.366
990722 PSFT 3.738
990723 RBK -1.422
990723 SWS -4.414
990726 MACR 22.27
990726 CPTH -3.053
990727 TUTS -9.091
990727 UBID -2.605
990728 CBDR -13.637
990728 TUTS -9.846
990729 SPLN 2.083
990729 RBK 5.729
990730 SRCM -16.38
990730 MRBA -8.831
990802 SRCM 6.574
990802 LAUN -11.047
990803 TSCM -10.858
990803 DIR 1.006
990804 MQST 4.216
990804 VUSA 29.09
990806 VDAT -14.936
990806 NETP -0.589
990809 TGO 1.083
990809 IVIL 9.131
990810 TGO 19.444
990810 TFSM 31.147
990811 HLTH 19.334
990811 PDX -6.695
990812 PHCC 3.605
990812 ADFC 24.999
990813 PGEX 18.77
990813 ANET -8.989
990819 FPIC -18.134
990819 CPTL -9.179
990820 CATT 11.853
990820 ESI -3.192
990824 PWR -11.228
990824 CPTL 11.931
990825 PWR -8.511
990825 DNB 3.448
990826 PWR 12.499
990826 MSGI 0.502
990827 FMC -1.891
990827 PTX -9.327
990831 DAB 0
990831 ACXM 2.846
990901 AW -2.041
990901 DAB 3.825
990903 LRW -7.778
990903 MMCN -3.961
990908 VFC 4.225
990908 LRW 2.453
990910 CTIX 19.29
990910 ZQK -0.814
990913 SUT -3.615
990913 CSTR -41.158
990914 FMO -10.083
990914 FRNT 0.999
990915 FMO -0.684
990915 BBC -3
990916 HELE 8.124
990916 BMET 7.027
990917 OG -10.785
990917 PPDI 8
990920 JILL -28.063
990920 LVCI 20.161
990921 MAST -2.885
990921 DOL -1.553
990922 ALSI 4.905
990922 DOL 2.265
990923 ACTN 10.38
990923 ICIX 0.684
990924 NVDA 18.275
990924 RAD 28.409
990927 PRHC 5.376
990927 INTL 8.349
990928 FLGS 15.865
990928 ILXO -1.531
990930 AET -0.508
990930 ANSR 0.649



Number of trading days = 64
Average 3-day return (%) = 2.02 +/- 8.55
Risk/Return Ratio for 3-day return (for two stocks) = 4.22
Probability of positive pure daily returns = 64 %

Return(Risk/Return) for the first stock selected (%): 2.23 ( 4.92 )
Return(Risk/Return) for the second stock selected (%): 1.81 ( 6.39 )

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