day1, OPE1, day3, CLO3, return
010103,MHR,11.6875,010104,11.1875,4.2
010104,N/A,0,---,0,0
010105,N/A,0,---,0,0
010108,N/A,0,---,0,0
010109,N/A,0,---,0,0
010110,ALGX,33,010111,40,-21.3
010111,ALGX,38.25,010112,33,13.7
010111,ADVNB,10.4375,010112,10.375,0.5
010112,PCSA,47.625,010116,44.5,6.5
010112,XOXO,26.625,010116,24,9.8
010116,PLAB,33.8125,010117,32.5625,3.6
010117,FCOM,19.5,010118,17.4375,10.5
010117,ITCD,10.75,010118,10.8125,-0.6
010118,PLUG,28,010119,24.8125,11.3
010118,CITC,25,010119,25.1875,-0.8
010119,VRSA,17.25,010122,15.375,10.8
010119,PLUG,31.8125,010122,24.9375,21.6
010122,IOMT,35.78125,010123,31.5,11.9
010122,CATT,27.25,010123,28.75,-5.6
010123,IOMT,34.125,010124,33.3125,2.3
010123,CATT,28.875,010124,28.8125,0.2
010124,N/A,0,---,0,0
010125,SGSF,13.5,010126,11.1875,17.1
010125,PHSY,26.25,010126,22.5,14.2
010126,N/A,0,---,0,0
010129,CNC,17.85,010130,17.87,-0.2
010130,CNC,18.5,010131,16.88,8.7
010130,SONE,10.25,010131,10.0625,1.8
010131,PRSF,14.875,010201,13.625,8.4
010131,UAXS,16.9375,010201,14.875,12.1
010201,BGC,11.25,010202,11.39,-1.3
010201,MONE,35.96875,010202,30,16.5
010202,FWC,11.3,010205,11.9,-5.4
010202,CHBS,46.75,010205,46,1.6
010205,CHBS,49.75,010206,47.6875,4.1
010205,TOM,16.75,010206,15.05,10.1
010206,AFOP,10.625,010207,9.9375,6.4
010206,LAB,48,010207,47.39,1.2
010207,BZH,56.93,010208,54.06,5
010207,CHIC,30.53125,010208,28.5625,6.4
010208,FLM,25.3,010209,24.95,1.3
010208,PHSY,34.0625,010209,34.9375,-2.6
010209,FWC,14.19,010212,12.98,8.5
010209,KSU,14.8,010212,14,5.4
010212,TKCI,19.78125,010213,22.4375,-13.5
010212,KSU,14.64,010213,14.6,0.2
010213,TKCI,22.6875,010214,20.375,10.1
010213,URS,22.28,010214,21.88,1.7
010214,TKCI,22.625,010215,17.75,21.5
010214,STW,10.85,010215,11.9,-9.7
010215,STW,12,010216,11.75,2
010215,SLVN,19,010216,18.625,1.9
010216,TNB,22.19,010220,21.62,2.5
010216,MWAV,13.75,010220,14.5,-5.5
010220,UTEK,38.875,010221,37.90625,2.4
010220,JAKK,14.5,010221,13.9375,3.8
010221,BBI,13.01,010222,13.08,-0.6
010221,UTEK,38.5625,010222,38.875,-0.9
010222,SLVN,20.6875,010223,22.0625,-6.7
010222,EASI,36.875,010223,35,5
010223,EASI,37.375,010226,38.625,-3.4
010223,SMI,44.45,010226,45.2,-1.7
010226,SLVN,22.25,010227,21.5625,3
010226,SMI,45.05,010227,44.95,0.2
010227,CNTL,17.96875,010228,17.8125,0.8
010227,ESCM,19.875,010228,21,-5.7
010228,CNTL,19.375,010301,17,12.2
010228,BBI,14.17,010301,14.01,1.1
010301,GTIV,18.625,010302,19.8125,-6.4
010301,ESCM,20.375,010302,21.8125,-7.1
010302,GTIV,19.4375,010305,20,-2.9
010302,ESCM,21.375,010305,21.625,-1.2
010305,N/A,0,---,0,0
010306,FWC,16.65,010307,16.65,0
010307,N/A,0,---,0,0
010308,N/A,0,---,0,0
010309,HYDL,25.51563,010312,24.25,4.9
010312,N/A,0,---,0,0
010313,N/A,0,---,0,0
010314,BMC,21.9,010315,21.17,3.3
010315,N/A,0,---,0,0
010316,N/A,0,---,0,0
010319,N/A,0,---,0,0
010320,N/A,0,---,0,0
010321,N/A,0,---,0,0
010322,N/A,0,---,0,0
010323,N/A,0,---,0,0
010326,N/A,0,---,0,0
010327,N/A,0,---,0,0
010328,N/A,0,---,0,0
010329,ALLY,18.0625,010330,19.375,-7.3
010329,ITRI,11.4375,010330,11.875,-3.9
010330,ACTN,10.45313,010402,10.875,-4.1
010330,ITRI,12.15625,010402,11.375,6.4
010402,EDO,14.9,010403,12.99,12.8
010402,IGEN,18.71875,010403,17.4375,6.8
average return per trade =   1.265975     %              risk/return =               4.175632 
quarterly return (0.5%  transaction cost) =              28.58964     %