day1, OPE1, day3, CLO3, return
960402,HSTR,20.5,960403,20.625,-0.7
960402,CNS,34.75,960403,34,2.1
960403,UNFR,25,960404,24,3.9
960403,DJT,32.5,960404,32.375,0.3
960404,FIBR,14.375,960408,14.5,-0.9
960404,GASI,49.75,960408,46.75,6
960408,POSS,19.125,960409,18.5,3.2
960408,RENO,13.5,960409,14,-3.8
960409,AMTX,12,960410,12.5,-4.2
960409,IOMG,36.625,960410,30.4375,16.8
960410,N/A,0,---,0,0
960411,N/A,0,---,0,0
960412,AMTX,14.125,960415,18.5,-31
960412,DNA,37.75,960415,44.75,-18.6
960415,AMTX,16,960416,14.375,10.1
960415,BIAC,12.125,960416,12.5,-3.1
960416,BTIM,17.625,960417,15.5,12
960416,AMTX,19.25,960417,14.6875,23.7
960417,N/A,0,---,0,0
960418,CHRZ,52.5,960419,49.625,5.4
960418,PROX,33.375,960419,30.625,8.2
960419,FICI,40.5,960422,40.75,-0.7
960419,VLSI,15.5,960422,16,-3.3
960422,DLNK,15.75,960423,14.75,6.3
960422,IREG,25.75,960423,25.75,0
960423,CTXS,76.75,960424,76.375,0.4
960423,IOMG,43.625,960424,49.125,-12.7
960424,IOMG,54.5,960425,50.5,7.3
960424,ZOLT,88.5,960425,71,19.7
960425,IMPX,14.375,960426,14.375,0
960425,ATCT,14,960426,13.75,1.7
960426,IMPX,15.625,960429,13.75,11.9
960426,ACE,13.125,960429,10.625,19
960429,QLTIF,22.125,960430,20.5,7.3
960429,IWRK,11,960430,10.5,4.5
960430,XICO,10.875,960501,11.5,-5.8
960430,HMTT,23.75,960501,22.375,5.7
960501,IVAC,16.5,960502,20,-21.3
960501,UUNT,59.5,960502,61.5,-3.4
960502,IVAC,19.5,960503,19.625,-0.7
960502,PSIX,18.875,960503,17,9.9
960503,ZTEC,41.5,960506,46.5,-12.1
960503,IVAC,20.75,960506,19.75,4.8
960506,XICO,13.25,960507,12.25,7.5
960506,ZE,16.625,960507,17.25,-3.8
960507,ZE,25.5,960508,18.75,26.4
960507,EDIT,20,960508,15.25,23.7
960508,IBIS,11.25,960509,10.5,6.6
960508,ANCR,12.375,960509,12.125,2
960509,DNA,74.5,960510,67.5,9.3
960509,ULTK,15.625,960510,15.5,0.8
960510,KNIC,15.125,960513,13.625,9.9
960510,DNA,70.5,960513,68,3.5
960513,JBIL,14.375,960514,13.75,4.3
960513,CHCS,11.5,960514,10.375,9.7
960514,IPEC,35,960515,32.25,7.8
960514,USRX,98.25,960515,93.75,4.5
960515,RCHY,15.125,960516,15.625,-3.4
960515,CLCX,15.75,960516,19.5,-23.9
960516,SGMA,13.125,960517,14.75,-12.4
960516,ANCR,16.75,960517,19.5,-16.5
960517,SGMA,14.75,960520,16.625,-12.8
960517,ADSP,12.75,960520,16.375,-28.5
960520,SGMA,16.5,960521,16.5,0
960520,ADSPW,11.75,960521,12.125,-3.2
960521,ADSPW,13.5,960522,12.4375,7.8
960521,NETK,12.5,960522,10.25,18
960522,RESI,22,960523,19.75,10.2
960522,PILL,13.875,960523,14.375,-3.7
960523,NMBS,16.375,960524,18.25,-11.5
960523,INTP,25.5,960524,27.75,-8.9
960524,NYER,28.625,960528,15.5,45.8
960524,ANCR,40.5,960528,28,30.8
960528,SPTR,26.75,960529,21.75,18.6
960528,VGHN,18.5,960529,18.25,1.3
960529,AUGI,11.125,960530,9.5,14.6
960529,VGHN,19.75,960530,17.25,12.6
960530,COPY,18.25,960531,18.625,-2.1
960530,TELC,17.375,960531,17.875,-2.9
960531,CELI,12.75,960603,11,13.7
960531,TELC,18.25,960603,15.875,13
960603,ICOMF,12.25,960604,13.875,-13.3
960603,RWIN,52.875,960604,51.625,2.3
960604,N/A,0,---,0,0
960605,N/A,0,---,0,0
960606,PILL,21.875,960607,20,8.5
960607,VIAS,59.5,960610,64.5,-8.5
960607,ZEUS,21.5,960610,24.5,-14
960610,INVX,23.375,960611,21.75,6.9
960610,VIAS,61.5,960611,68.5,-11.4
960611,RESI,31.5,960612,39.375,-25
960611,INVX,23.5,960612,21.25,9.5
960612,RESI,38.75,960613,34.75,10.3
960612,RWIN,30.25,960613,30.5,-0.9
960613,RWIN,34,960614,30.75,9.5
960613,SYSF,60.75,960614,51.5,15.2
960614,PILL,25.375,960617,26.625,-5
960617,N/A,0,---,0,0
960618,N/A,0,---,0,0
960619,N/A,0,---,0,0
960620,N/A,0,---,0,0
960621,N/A,0,---,0,0
960624,N/A,0,---,0,0
960625,N/A,0,---,0,0
960626,TRF,26.625,960627,26.25,1.4
960627,N/A,0,---,0,0
960628,N/A,0,---,0,0
960701,N/A,0,---,0,0
average return per trade =   1.342557     %              risk/return =               7.193468 
quarterly return (0.5%  transaction cost) =              28.30219     %