Quarterly data file

2001 - 1

(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

File #,  Day #1 Ticker Strategy Closing Price Day #4 Opening Price Return %
010102 INKT *** 14.5625 010105 14 -3.87
010102 CNXT *** 12.8125 010105 17.4375 36.09
010103 NICE * 16.8125 010108 15.875 -5.58
010103 SNWL * 12.625 010108 12.5625 -0.5
010104 PCG *** 12 010109 13.25 10.41
010104 EIX *** 10.75 010109 11.375 5.81
010105 ARBA *** 34.25 010110 34.96875 2.09
010105 ABSC *** 21.125 010110 21.8125 3.25
010108 MYGN *** 49.1875 010111 49.375 0.38
010108 SPWX *** 20.125 010111 23.25 15.52
010109 PRSE ** 14.9375 010112 19.6875 31.79
010109 CALP ** 28 010112 33.96875 21.31
010110 MAXY * 15.8125 010116 16 1.18
010110 PRSE * 15.625 010116 19.375 23.99
010111 ISPH * 11.625 010117 13.48438 15.99
010111 NOVT * 23 010117 26.125 13.58
010112 RDN * 57.6875 010118 57.5625 -0.22
010112 PMI * 50.375 010118 51.25 1.73
010116 BCGI *** 13.75 010119 18.51563 34.65
010116 CLSR *** 16.1875 010119 15.625 -3.48
010117 PDLI * 54.8125 010122 57.5 4.9
010117 SAFC * 23.375 010122 23.25 -0.54
010118 SLTC ** 12.875 010123 11.59375 -9.96
010118 XTO ** 19.5 010123 20 2.56
010119 Z ** 10.75 010124 11.8125 9.88
010119 SLTC ** 11.6875 010124 10.125 -13.37
010122 Z * 10.4375 010125 11.625 11.37
010122 JKHY * 42.6875 010125 43.5 1.9
010123 SRA ** 17.25 010126 20 15.94
010123 HPC ** 13.0625 010126 13.1875 0.95
010124 TKTX * 20 010129 20.25 1.25
010124 HPC * 12.875 010129 12.85 -0.2
010125 ORLY * 21.3125 010130 21.90625 2.78
010125 HPC * 13.0625 010130 13.7 4.88
010126 BLL * 40 010131 39.99 -0.03
010126 AKZOY * 47.5 010131 48.375 1.84
010129 ANEN * 47.8125 010201 51.375 7.45
010129 BLL * 40.4 010201 40.21 -0.48
010130 ASIS * 13 010202 13.3125 2.4
010130 TKTX * 19.9375 010202 19.9375 0
010131 RSG * 13.75 010205 15 9.09
010131 NOK * 34.35 010205 32.3 -5.97
010201 SCMR *** 30.8125 010206 27.875 -9.54
010201 ARQL *** 19.25 010206 18.875 -1.95
010202 ADIC ** 21 010207 20.5625 -2.09
010202 AXTI ** 32.125 010207 31.8125 -0.98
010205 ADIC * 20.625 010208 19.625 -4.85
010205 GLCBY * 10.09375 010208 9.9375 -1.55
010206 CMNT * 16.8125 010209 15 -10.79
010206 ADIC * 20.9375 010209 19.03125 -9.11
010207 EXTR ** 31.6875 010212 30.3125 -4.34
010207 AMCC ** 49.8125 010212 45.0625 -9.54
010208 PWER ** 32.1875 010213 25.875 -19.62
010208 NTAP ** 35.1875 010213 39.875 13.32
010209 ARBA *** 24.6875 010214 22.4375 -9.12
010209 PWER *** 28.75 010214 26 -9.57
010212 MCDT ** 29.875 010215 36.89063 23.48
010212 PWER ** 25.875 010215 25.90625 0.12
010213 FNSR *** 18.8125 010216 20.0625 6.64
010213 BRCD *** 53.4375 010216 52.125 -2.46
010214 TIBX ** 23.8125 010220 23.6875 -0.53
010214 LU ** 12.7 010220 13.2 3.93
010215 SCIO * 16.1875 010221 17.5 8.1
010215 OSIP * 48.1875 010221 44.125 -8.44
010216 PWAV *** 23 010222 20.5625 -10.6
010216 ANEN *** 26.0625 010222 21.125 -18.95
010220 ANEN *** 20.5 010223 20.375 -0.61
010220 SMDI *** 15 010223 12.125 -19.17
010221 WFII *** 19.0625 010226 15.0625 -20.99
010221 SMDI *** 13.0625 010226 9.1875 -29.67
010222 OPWV * 38.1875 010227 41 7.36
010222 UBB * 23.5 010227 24.85 5.74
010223 BLDP * 47.125 010228 49.75 5.57
010223 UBB * 23.59 010228 24.67 4.57
010226 NTIQ * 38.5 010301 30.8125 -19.97
010226 SBSE * 22.6875 010301 17.73438 -21.84
010227 NTIQ *** 33 010302 28.625 -13.26
010227 WEBT *** 16 010302 13.875 -13.29
010228 TLGD *** 19.5625 010305 23.25 18.84
010228 PVTL *** 13.3125 010305 13.5625 1.87
010301 CKCM ** 18.375 010306 14.20313 -22.71
010301 NUAN ** 21.75 010306 21.1875 -2.59
010302 IWOV *** 13.3125 010307 14.9375 12.2
010302 WGRD *** 9.15625 010307 9.75 6.48
010305 AEOS *** 26.25 010308 26.6875 1.66
010305 MONE *** 17.8125 010308 21.875 22.8
010306 SEBL ** 29 010309 28.1875 -2.81
010306 INFA ** 20.9375 010309 18.9375 -9.56
010307 EDEN * 16 010312 16.5625 3.51
010307 DTPI * 15.875 010312 13.125 -17.33
010308 WEBM *** 28.0625 010313 24.9375 -11.14
010308 AKAM *** 10.9375 010313 10.4375 -4.58
010309 CMRC *** 11 010314 10.36 -5.82
010309 NTIQ *** 20.375 010314 22.9375 12.57
010312 ARXX *** 8.4375 010315 10.9375 29.62
010312 ACTU *** 8.203125 010315 10.25 24.95
010313 CTIC * 16.75 010316 16.1875 -3.36
010313 GILTF * 14.5 010316 13.6875 -5.61
010314 DVSA ** 10.1875 010319 10.5625 3.68
010314 SMMX ** 16.375 010319 15.9375 -2.68
010315 TCM * 13.2 010320 14.1 6.81
010315 LVLT * 17.5625 010320 19.125 8.89
010316 RATL * 20.3125 010321 22.875 12.61
010316 TNOX * 20.3125 010321 22.25 9.53
010319 PPD * 12.4 010322 11 -11.3
010319 SBAC * 21.0625 010322 18.8125 -10.69
010320 DLTR * 17 010323 16.5 -2.95
010320 SIRI * 16.625 010323 13.51563 -18.71
010321 APW *** 7.39 010326 9.6 29.9
010321 PRCS *** 16.3125 010326 18.6875 14.55
010322 EASI *** 18.625 010327 22 18.12
010322 PRCS *** 14.125 010327 20.15625 42.69
010323 LMNX * 17.0625 010328 16.875 -1.1
010323 SIRI * 13.375 010328 13.71875 2.57
010326 SIRI * 13.6875 010329 13.375 -2.29
010326 LMNX * 17.5 010329 17.125 -2.15
010327 PPD * 10.57 010330 10.52 -0.48
010327 RBAK * 15.82 010330 12.21 -22.82
010328 PLCM *** 13.9375 010402 12.5625 -9.87
010328 SMTF *** 22 010402 22.5 2.27
010329 PLCM *** 11.75 010403 11.125 -5.32
010329 AVNX *** 10.28 010403 9.25 -10.02
010330 FLEX * 15 010404 12.875 -14.17
010330 JNPR * 37.96 010404 31.04 -18.23


Basic Strategy:
Average Return per trade: 1 %
Risk/Return ratio for one trade = 12.95
Probability of positive pure daily returns = 54.83 %

Low Risk Strategy-1:
Average Return per trade: 2.45 %
Risk/Return ratio for one trade = 6.2
Probability of positive pure daily returns = 52.94 %

Low Risk Strategy-2:
Average Return per trade: 3.18 %
Risk/Return ratio for one trade = 5.11
Probability of positive pure daily returns = 59.09 %