Quarterly data file

2000 - 4

(CLO1 - OPE4) strategies with selection of two stocks with maximum price drop during the day #1
STOCK1 is the stock with maximum CLO1 - CLO0 price drop
RETURN is the stock price change (OPE4 - CLO1) in %
Look at statistics at the end of file

*     ---   the Basic Trading Strategy
**   ---    the Basic Trading Strategy and the Low Risk Strategy-1
*** ---   the Basic Trading Strategy and the Low Risk Strategies-1 and -2

Day #1 Ticker Strategy Closing Price Day #4 Opening Price Return %
001002 PKSI *** 10.875 001005 7.34375 -32.48
001002 LMS *** 10.3125 001005 12.0625 16.96
001003 PKSI *** 4.75 001006 7.125 50
001003 NAVI *** 20.625 001006 19.875 -3.64
001004 PHTN * 27.3125 001009 30.125 10.29
001004 PLUG * 27.5 001009 27.625 0.45
001005 MSLV *** 19.625 001010 24.5 24.84
001005 SRTI *** 18.75 001010 18 -4
001006 HYSL *** 12 001011 12.0625 0.52
001006 SCNT *** 12.8125 001011 12.25 -4.4
001009 CPST *** 41.6875 001012 51 22.33
001009 MRCH *** 10.75 001012 11.07813 3.05
001010 ACPW *** 31.75 001013 41.25 29.92
001010 ORCH *** 17.9375 001013 18.15625 1.21
001011 NAVI *** 13 001016 12.3125 -5.29
001011 QUIK *** 9.875 001016 11.98438 21.36
001012 PHSY ** 10.875 001017 12.5 14.94
001012 SCON ** 10.25 001017 13.25 29.26
001013 RNWK * 21.1875 001018 10.625 -49.86
001013 PHSY * 11.1875 001018 11.625 3.91
001016 TSYS * 9.25 001019 12.64063 36.65
001016 DCLK * 12.125 001019 13.75 13.4
001017 DCLK *** 10.1875 001020 13.625 33.74
001017 YHOO *** 48.9375 001020 59.375 21.32
001018 NANO *** 15 001023 27.875 85.83
001018 PCCC *** 23.25 001023 24.3125 4.56
001019 NOVT * 22.5 001024 24.5 8.88
001019 PCCC * 22.625 001024 26.875 18.78
001020 MSLV * 14.6875 001025 13.1875 -10.22
001020 PPRO * 33 001025 29.625 -10.23
001023 RFMD * 15.625 001026 15.0625 -3.6
001023 ANTC * 13.25 001026 10.90625 -17.69
001024 TMWD * 17 001027 18.53125 9
001024 SIMG * 10.8125 001027 12 10.98
001025 CRNT *** 12.5 001030 12.0625 -3.51
001025 FNSR *** 27.0625 001030 26.9375 -0.47
001026 LVEL ** 9.9375 001031 9.5 -4.41
001026 CRNT ** 11.5 001031 13.60938 18.34
001027 GBIX *** 10.0625 001101 9.8125 -2.49
001027 WJCI *** 15.75 001101 13.60938 -13.6
001030 GBIX *** 8 001102 11.3125 41.4
001030 WJCI *** 12.6875 001102 13.85938 9.23
001031 SLTC * 26.375 001103 27.8125 5.45
001031 CLRS * 10 001103 14.0625 40.62
001101 SLTC * 26.125 001106 27.76563 6.27
001101 BSTE * 22.5625 001106 25.53125 13.15
001102 NTEC * 32 001107 29.76563 -6.99
001102 ACTM * 30.4375 001107 26.40625 -13.25
001103 ICIX * 16.9375 001108 16.9375 0
001103 ACTM * 30.75 001108 27 -12.2
001106 ACPW * 28.5 001109 25.0625 -12.07
001106 NTEC * 30 001109 28 -6.67
001107 MONE ** 21 001110 21 0
001107 OMNY ** 10.5 001110 9.015625 -14.14
001108 AMCC ** 61.3125 001113 59.125 -3.57
001108 ORCL ** 24.8125 001113 25.125 1.25
001109 IDTI ** 36.125 001114 38.375 6.22
001109 CLS ** 55.5 001114 60 8.1
001110 LNUX *** 14.375 001115 13.9375 -3.05
001110 IDTI *** 32.5 001115 42.375 30.38
001113 CPTH * 34.875 001116 37 6.09
001113 HPOW * 12.875 001116 15.75 22.33
001114 NUFO ** 32.25 001117 32.6875 1.35
001114 NENG ** 12 001117 9.875 -17.71
001115 NENG * 10 001120 8.375 -16.25
001115 CREO * 21.6875 001120 20.25 -6.63
001116 COSN *** 15.0625 001121 15.4375 2.48
001116 MONE *** 17 001121 14 -17.65
001117 INRG *** 21.625 001122 14.96875 -30.79
001117 CORV *** 33.3125 001122 27.3125 -18.02
001120 OVTI *** 8.0625 001124 6.96875 -13.57
001120 INRG *** 16.5 001124 15 -9.1
001121 SQNM ** 15.9375 001127 20.125 26.27
001121 VECO ** 40 001127 46.5 16.24
001122 DTHK *** 15.0625 001128 15.125 0.41
001122 VITR *** 13.25 001128 16 20.75
001124 SOS * 9.1 001129 9.05 -0.55
001124 DTHK * 14.4375 001129 12 -16.89
001127 TUTS * 19.75 001130 7.5 -62.03
001127 DTHK * 15.625 001130 11.125 -28.8
001128 MCOM *** 8.5 001201 8.125 -4.42
001128 TUTS *** 17.125 001201 7.4375 -56.57
001129 TUTS *** 10.6875 001204 7.625 -28.66
001129 OPLK *** 9.0625 001204 12 32.41
001130 TUTS *** 7.125 001205 7.25 1.75
001130 MSTR *** 9.25 001205 12.1875 31.75
001201 MVIS ** 18.15625 001206 21.625 19.1
001201 EFNT ** 17 001206 16.75 -1.48
001204 OAKT ** 8.8125 001207 10.5625 19.85
001204 NTOP ** 10.875 001207 11 1.14
001205 UTHR * 16.75 001208 15.5 -7.47
001205 ZRAN * 23.625 001208 24.75 4.76
001206 UTHR * 15.8125 001211 15.65625 -0.99
001206 CHCS * 22.375 001211 21.4375 -4.19
001207 POZN ** 9.3125 001212 11.64063 25
001207 AVGN ** 26.25 001212 27.5 4.76
001208 SMSC * 14.875 001213 17.51563 17.75
001208 NAV * 19.3125 001213 21.6875 12.29
001211 EYE * 14.8125 001214 15.5625 5.06
001211 SAPE * 12.5 001214 13.1875 5.49
001212 RSTA *** 14.125 001215 14.40625 1.99
001212 HSII *** 35 001215 36 2.85
001213 TFS * 19.9375 001218 19.25 -3.45
001213 CDWC * 27.75 001218 24.8125 -10.59
001214 MAXM *** 9.25 001219 6.84375 -26.02
001214 JNIC *** 29 001219 28.625 -1.3
001215 CLX ** 30.0625 001220 31.25 3.95
001215 PNK ** 14.3125 001220 13.625 -4.81
001218 UDI * 11.1875 001221 11.0625 -1.12
001218 RSTA * 12.5 001221 15.4375 23.49
001219 ZRAN ** 13.1875 001222 14.4375 9.47
001219 EAGL ** 22.625 001222 20.01563 -11.54
001220 FFIV *** 12.0625 001226 15.25 26.42
001220 APH *** 33.9375 001226 34.5625 1.84
001221 INFS ** 14.0625 001227 14.09375 0.22
001221 BELM ** 12.4375 001227 14 12.56
001222 AMZN * 15.5625 001228 16.625 6.82
001222 MRVL * 19.75 001228 18.4375 -6.65
001226 COGN * 18.25 001229 18.75 2.73
001226 PNK * 12.6875 001229 13.8125 8.86
001227 TWTR ** 10.625 010102 11.9375 12.35
001227 ELON ** 15 010102 16.53125 10.2
001228 FFIV *** 11.125 010103 10 -10.12
001228 INKT *** 20.0625 010103 14.1875 -29.29
001229 FFIV *** 9.5 010104 12.5 31.57
001229 INKT *** 17.875 010104 15.75 -11.89


Basic Strategy:
Average Return per trade: 3.08 %
Risk/Return ratio for one trade = 6.39
Probability of positive pure daily returns = 57.14 %

Low Risk Strategy-1:
Average Return per trade: 5.17 %
Risk/Return ratio for one trade = 3.98
Probability of positive pure daily returns = 61.53 %

Low Risk Strategy-2:
Average Return per trade: 4.41 %
Risk/Return ratio for one trade = 5.47
Probability of positive pure daily returns = 60 %