day1, OPE1, day3, CLO3, return
970402,DDIM,25.625,970403,24.5625,4.1
970403,CDRD,12.875,970404,11.7812,8.4
970403,DDIM,25.375,970404,23.625,6.8
970404,INVX,28.375,970407,29.125,-2.7
970407,N/A,0,---,0,0
970408,N/A,0,---,0,0
970409,N/A,0,---,0,0
970410,MK,12,970411,11.875,1
970410,STNT,21.125,970411,21.2812,-0.8
970411,MK,12.125,970414,12.25,-1.1
970411,MAVK,20.75,970414,21.25,-2.5
970414,MAVK,21.625,970415,20.5,5.2
970415,N/A,0,---,0,0
970416,OMI,12.875,970417,13,-1
970417,N/A,0,---,0,0
970418,CGNX,23.875,970421,22.25,6.8
970418,MAVK,23,970421,23.5,-2.2
970421,FTR,53.625,970422,51,4.8
970421,MLIN,15.5,970422,14.0625,9.2
970422,MAVK,23.625,970423,22.25,5.8
970423,N/A,0,---,0,0
970424,PRST,62,970425,60,3.2
970424,PEAK,17.5,970425,17.7187,-1.3
970425,ILNK,11.375,970428,10.375,8.7
970425,PRST,62,970428,60.25,2.8
970428,MTEL,10.25,970429,10,2.4
970428,PEAK,17.625,970429,17.6875,-0.4
970429,N/A,0,---,0,0
970430,SRA,38.75,970501,38.875,-0.4
970430,DATM,23.5,970501,23.125,1.5
970501,MANU,55,970502,55.5,-1
970502,CXC,34.5,970505,35.875,-4
970502,PRST,68.25,970505,72.75,-6.6
970505,DSLGF,11,970506,10.625,3.4
970505,DELL,92.125,970506,90.25,2
970506,WALL,25.75,970507,23.9375,7
970506,JCC,18,970507,19.25,-7
970507,THY,15.75,970508,15.5,1.5
970507,BBN,28.875,970508,28.625,0.8
970508,PHSV,27.5,970509,27.5625,-0.3
970508,CREAF,18.5,970509,19.75,-6.8
970509,PLSIA,13,970512,13.125,-1
970509,CREAF,19.5,970512,18.875,3.2
970512,PLSIU,34,970513,24.25,28.6
970512,PLSIA,15.125,970513,11.75,22.3
970513,CTXS,33.875,970514,33.0625,2.3
970513,SEBL,25.5,970514,23.25,8.8
970514,CDRD,20.0625,970515,15,25.2
970514,IMIC,12.5,970515,12,3.9
970515,CBSL,18,970516,17.75,1.3
970515,RAVE,24.5,970516,22.75,7.1
970516,CHKPF,31.75,970519,29.6875,6.4
970516,WAXS,15.1875,970519,14.625,3.7
970519,AORI,12.5,970520,13.5,-8
970520,AORI,13.5,970521,13.25,1.8
970520,STDM,12.75,970521,13.25,-4
970521,OMPT,13.375,970522,12.3125,7.9
970521,AMAT,70,970522,66.5,5
970522,YILD,12.875,970523,11.8125,8.2
970522,ANET,19.25,970523,18.875,1.9
970523,CRYSF,23.75,970527,24,-1.1
970523,APEX,16,970527,17.25,-7.9
970527,APEX,18.125,970528,16,11.7
970527,ASYT,37,970528,36.25,2
970528,COMS,48.5,970529,47.8125,1.4
970528,USRX,83,970529,82.75,0.3
970529,WAXS,17,970530,16.625,2.2
970529,PRMS,14.375,970530,14.375,0
970530,LCI,23.875,970602,24.125,-1.1
970530,NEOT,12,970602,13.75,-14.6
970602,ASIS,11.25,970603,10.25,8.8
970602,OSII,11.25,970603,10.5,6.6
970603,BCGI,11.125,970604,10.625,4.4
970603,ASIS,11.125,970604,9.75,12.3
970604,WSTL,24.75,970605,22.5,9
970604,INFM,10.5,970605,10.375,1.1
970605,UNPH,61.25,970606,59.25,3.2
970605,WSTL,24.75,970606,24.5,1
970606,MIND,10.5,970609,10.8125,-3
970606,AWRE,15.75,970609,16.5,-4.8
970609,AVNT,26.875,970610,22.375,16.7
970609,ANEN,13.25,970610,12.375,6.6
970610,MIND,11,970611,11.125,-1.2
970610,AWRE,16.5,970611,15.625,5.3
970611,ICGX,18.5,970612,19.8125,-7.1
970611,OAK,27.5,970612,28,-1.9
970612,XCIT,16.375,970613,15.5,5.3
970612,ICGX,19.25,970613,19.8125,-3
970613,BILL,34.125,970616,32.75,4
970613,CNWK,34.25,970616,32.5,5.1
970616,ADV,24.75,970617,24.875,-0.6
970616,KF,16.25,970617,15.875,2.3
970617,SPCT,32.625,970618,33.5,-2.7
970617,ADV,26.25,970618,23.875,9
970618,MIMS,16.25,970619,16.25,0
970618,THQI,11.25,970619,10.6875,5
970619,PLXS,47.5,970620,46.25,2.6
970619,ADVNB,33.375,970620,34,-1.9
970620,VTCH,19.5,970623,14.25,26.9
970620,BEAS,17.5,970623,17.125,2.1
970623,AVEI,30.75,970624,28.9375,5.8
970623,CBUK,17,970624,17.5,-3
970624,CBUK,17.25,970625,17.5,-1.5
970624,MANU,38.4375,970625,38,1.1
970625,CBUK,17.875,970626,17.25,3.4
970625,CNDS,12.5,970626,10.875,12.9
970626,MIKL,18.75,970627,18.625,0.6
970626,IPEC,24.625,970627,24.25,1.5
970627,CLST,31.8125,970630,30.625,3.7
970627,CWTR,24.5,970630,26,-6.2
970630,PSSI,19.375,970701,18.5,4.5
970630,CKR,32.75,970701,31,5.3
970701,TWLB,26.5,970702,24.625,7
970701,STAF,23,970702,23.5625,-2.5
average return per trade =   1.970394     %              risk/return =               2.68719 
quarterly return (0.5%  transaction cost) =              50.57458     %