day1, OPE1, day3, CLO3, return
980105,N/A,0,---,0,0
980106,N/A,0,---,0,0
980107,ABTX,19.5625,980108,18.2187,6.8
980108,N/A,0,---,0,0
980109,SPLN,17.375,980112,17,2.1
980109,UAG,22.25,980112,22.25,0
980112,NBTY,35.5,980113,35.375,0.3
980113,SPLN,17.875,980114,17.75,0.6
980114,SPLN,17.875,980115,19,-6.3
980115,N/A,0,---,0,0
980116,APEX,28.125,980120,30.0625,-6.9
980116,TALK,27,980120,26.1875,3
980120,TWMC,25.5,980121,27.5,-7.9
980120,OMQP,23.5,980121,24,-2.2
980121,SPLN,24,980122,20.625,14
980121,TWMC,27.75,980122,27,2.7
980122,AMCC,17.125,980123,17.625,-3
980122,SKYW,38.5,980123,36.75,4.5
980123,MFNX,24.375,980126,22.9375,5.8
980123,AMCC,17.25,980126,17.5,-1.5
980126,TSRI,22,980127,20.5625,6.5
980126,IMNT,22.5,980127,22.625,-0.6
980127,JAII,13.0625,980128,13.375,-2.4
980127,RHC,27,980128,26.75,0.9
980128,DEC,56.875,980129,56.5625,0.5
980128,GNTX,32.875,980129,32.125,2.2
980129,MTZ,31.5,980130,32.0625,-1.8
980129,SN,10.4375,980130,10.5,-0.6
980130,TXCC,11.75,980202,11.875,-1.1
980130,ENVY,37.625,980202,38.125,-1.4
980202,CYBX,22.25,980203,23.8125,-7.1
980202,GALTF,38,980203,36.75,3.2
980203,DPMD,13.25,980204,11.25,15
980203,CYBX,22.875,980204,24.5,-7.2
980204,IDTC,28.625,980205,29.625,-3.5
980204,NMGC,19,980205,17.625,7.2
980205,LHSPF,66.75,980206,67,-0.4
980205,CHSE,24.375,980206,24,1.5
980206,HEPH,17,980209,15.75,7.3
980206,LHSPF,68,980209,65,4.4
980209,HAIN,13.8125,980210,14.9375,-8.2
980209,HEPH,17.375,980210,14.125,18.7
980210,USAD,12.625,980211,12.25,2.9
980210,TSRI,26.5625,980211,27.875,-5
980211,MSPG,51,980212,48.875,4.1
980211,CNCX,14.25,980212,15,-5.3
980212,CNCX,15.75,980213,14.5,7.9
980212,TSRI,28.125,980213,25.75,8.4
980213,ELNK,49,980213,47.625,2.8
980213,BVSN,13.3125,980213,12.9375,2.8
980213,USWB,15.375,980217,16.6875,-8.6
980213,CMPX,22.625,980217,24.125,-6.7
980217,N/A,0,---,0,0
980218,FATS,10.375,980219,8.875,14.4
980218,USWB,16.75,980219,20,-19.5
980219,USWB,20,980220,19.125,4.3
980219,SCTR,26.75,980220,26.5312,0.8
980220,GNET,18.5,980223,15,18.9
980220,SYNT,26.625,980223,29.5,-10.8
980223,SYNT,28.875,980224,29,-0.5
980223,PRTL,26.5,980224,24.4375,7.7
980224,EPIQ,18,980225,19.625,-9.1
980224,CHTT,20,980225,23.5,-17.5
980225,COGIF,20.75,980226,21,-1.3
980225,LBOR,27.75,980226,25.875,6.7
980226,MCHM,13.5,980227,11.5,14.8
980226,COGIF,22.625,980227,20.75,8.2
980227,SSNC,18.5,980302,16.625,10.1
980227,RYAAY,37.5,980302,37.875,-1
980302,HMSC,12.875,980303,12.5,2.9
980302,SEEK,16.9375,980303,16.625,1.8
980303,CLN,31.8125,980304,35.4375,-11.4
980303,HMSC,12.75,980304,12.5625,1.4
980304,SNDCF,11,980305,9.375,14.7
980304,CYRK,16.75,980305,16,4.4
980305,APK,21.6875,980306,21.75,-0.3
980305,CFN,29.25,980306,30.6875,-5
980306,ZITL,16.1875,980309,15.4062,4.8
980306,CMGI,55.625,980309,62.875,-13.1
980309,PLCM,12.1875,980310,11.125,8.7
980309,IGEN,27.5,980310,30.375,-10.5
980310,SEEK,22.8125,980311,18.5625,18.6
980310,CMGI,66.875,980311,57.625,13.8
980311,LBOR,31.5,980312,31,1.5
980311,EGGS,12.4375,980312,11.5625,7
980312,CNCX,18.75,980313,18.375,1.9
980312,OPMRF,14.375,980313,14,2.6
980313,ACRI,19,980316,13.75,27.6
980313,ARTT,17.625,980316,16.375,7
980316,OVID,18,980317,17.125,4.8
980316,PV,51,980317,56.5,-10.8
980317,PV,56.5,980318,54.125,4.2
980317,NSOL,28.375,980318,26.25,7.4
980318,CYCH,18.625,980319,16.875,9.3
980318,LBOR,35.5,980319,33.125,6.6
980319,BS,14.5625,980320,14.75,-1.3
980319,CGPI,11,980320,10.3125,6.2
980320,CYBG,12.125,980323,11.4375,5.6
980320,QGENF,74.5,980323,71.375,4.1
980323,THNK,14.625,980324,14.875,-1.8
980323,INIS,35.4375,980324,30.25,14.6
980324,KWIC,42.5,980325,34.25,19.4
980324,TDSC,12.4375,980325,11.75,5.5
980325,PILL,14.75,980326,14.1875,3.8
980325,RNWK,22.875,980326,24.5,-7.2
980326,IGEN,42,980327,41.5,1.1
980326,RNWK,22.75,980327,29,-27.5
980327,RNWK,25.625,980330,41.5,1.1
980327,PSIX,12,980330,29,-27.5
980330,SWW,13.5625,980331,12.75,5.9
980331,AMD,27.5,980401,29.9375,-8.9
980401,PWN,16.75,980402,16.3125,2.6
980401,AMD,29.25,980402,29.6875,-1.5
average return per trade =   0.8921611    %              risk/return =               6.709947 
quarterly return (0.5%  transaction cost) =              18.7463      %