day1, OPE1, day3, CLO3, return
990405,ITVU,67.5,990406,69.875,-3.6
990405,NTPA,11.9375,990406,12,-0.6
990406,SELB,11.75,990407,10.875,7.4
990406,NTPA,12,990407,11.375,5.2
990407,TUNE,34.8125,990408,41.625,-19.6
990407,CNCX,107.6875,990408,87.875,18.3
990408,IATV,21.5,990409,20,6.9
990408,AHWY,34.125,990409,30.125,11.7
990409,MGCX,43,990412,47,-9.4
990409,VDATW,18.5,990412,25.375,-37.2
990412,RCCK,26.9375,990413,35,-30
990412,VDATW,22.5,990413,35,-55.6
990413,FNHC,14.5,990414,12.875,11.2
990413,MSGI,55,990414,39.75,27.7
990414,PAMC,27,990415,28.5,-5.6
990414,FLBK,40,990415,15,62.5
990415,VDATW,23.5,990416,19.75,15.9
990415,LWIN,23,990416,21.875,4.8
990416,LWIN,23.25,990419,17.1875,26
990416,PAMC,29.9375,990419,30,-0.3
990419,PAMC,38.125,990420,28.625,24.9
990419,RRRR,12.75,990420,10.25,19.6
990420,N/A,0,---,0,0
990421,N/A,0,---,0,0
990422,NETG,44.25,990423,43.125,2.5
990422,DSP,27.875,990423,27,3.1
990423,MEDE,25.125,990426,27.75,-10.5
990423,RRRR,17.875,990426,16,10.4
990426,FBG,17.75,990427,18.5,-4.3
990426,MEDE,27.75,990427,27.3125,1.5
990427,FBG,20.875,990428,16.3125,21.8
990427,FSACF,10.75,990428,8.75,18.6
990428,N/A,0,---,0,0
990429,SKYC,17.75,990430,17.25,2.8
990429,WND,11,990430,11.5,-4.6
990430,MRL,17.75,990503,17.25,2.8
990430,OS,16.25,990503,15.875,2.3
990503,ASTN,12.9375,990504,11.75,9.1
990503,NITE,158,990504,132,16.4
990504,HAST,16.5,990505,14,15.1
990504,LORX,11.625,990505,10.1875,12.3
990505,SSSS,12,990506,10.9687,8.5
990505,AG,11.25,990506,10.8125,3.8
990506,NSM,18.375,990507,18.75,-2.1
990506,OIL,15.375,990507,14.5,5.6
990507,GSPT,28.625,990510,20.75,27.5
990507,WMS,13,990510,14.125,-8.7
990510,CLPA,11.25,990511,12.25,-8.9
990510,GMAI,18,990511,15.75,12.5
990511,GMAI,18.5,990512,16.5,10.8
990511,EMLX,68,990512,67.875,0.1
990512,CLPA,12.5,990513,11.125,10.9
990512,ICO,12.875,990513,12.75,0.9
990513,SUPG,17.125,990514,16.5,3.6
990513,UEIC,26.0625,990514,25.375,2.6
990514,OPTT,24.8125,990517,24.75,0.2
990514,DISK,10.875,990517,11.4687,-5.5
990517,CSE,50.25,990518,47.9375,4.6
990517,ADAM,16.5,990518,19,-15.2
990518,SUPG,18.625,990519,17.25,7.3
990518,AHAA,43.625,990519,44.375,-1.8
990519,CS,13.5,990520,13.4375,0.4
990519,DRMD,14.9375,990520,15.9375,-6.7
990520,ADAM,25.375,990521,21.625,14.7
990520,DRMD,16.875,990521,14.4375,14.4
990521,MVIS,27.0937,990524,28,-3.4
990521,ANCR,10.625,990524,11.6875,-10.1
990524,CUST,67.875,990526,54.75,19.3
990524,DEMP,12.8125,990526,9.6875,24.3
990526,MVIS,29.6562,990527,25.125,15.2
990526,MMWW,27.625,990527,27.4375,0.6
990527,LASE,15,990528,17.3125,-15.5
990527,LCAV,12.625,990528,12,4.9
990528,LASE,17.1875,990601,17.5,-1.9
990528,KSWS,57.375,990601,52.625,8.2
990601,LASE,18,990602,16.9375,5.9
990601,NFF,13.5,990602,14.5625,-7.9
990602,LASE,18.125,990603,18,0.6
990602,SPSS,24.625,990603,21.6875,11.9
990603,ADRX,59.5,990604,58.5,1.6
990603,CYBX,12.625,990604,13,-3
990604,KNT,16,990607,15.9375,0.3
990604,PRVT,25,990607,23.75,5
990607,PERI,12.4375,990608,12.5,-0.6
990607,KNT,15.9375,990608,15.6875,1.5
990608,SMTC,48.4687,990609,46,5
990608,CIEN,33.9375,990609,31.375,7.5
990609,LTXX,11.5,990610,10.9375,4.8
990609,SCNYB,23.75,990610,22.875,3.6
990610,ADRX,66.25,990611,66.625,-0.6
990610,TQNT,49.75,990611,56.5,-13.6
990611,ELNT,14.0937,990614,13.3125,5.5
990611,SIPX,18.9375,990614,17.9687,5.1
990614,CUI,41.375,990615,41.375,0
990614,MTSN,10.6875,990615,9.75,8.7
990615,PLXT,31.125,990616,28.1875,9.4
990615,SHOO,13.4375,990616,13.0625,2.7
990616,ASML,55,990617,56.8125,-3.3
990616,LSCC,61.375,990617,57.75,5.9
990617,CNSP,28.3125,990618,27.875,1.5
990617,AMES,48.375,990618,47.5,1.8
990618,MANU,12.625,990621,12.9375,-2.5
990618,UTR,26.75,990621,28.25,-5.7
990621,PTIX,20.5,990622,21.125,-3.1
990621,MANU,13.25,990622,15.3125,-15.6
990622,MCOM,16.4375,990623,18.1875,-10.7
990622,PTIX,20.75,990623,21.5625,-4
990623,MCOM,19.125,990624,17,11.1
990623,AZA,49.375,990624,49.4375,-0.2
990624,PERI,15.25,990625,15,1.6
990624,MCOM,18.4375,990625,15.9375,13.5
990625,ELBTF,11,990628,10,9
990625,MSTR,32.6875,990628,31.75,2.8
990628,ZOMX,39.75,990629,42.625,-7.3
990628,TIE,11.1875,990629,12,-7.3
990629,WGO,24.5,990630,22.5,8.1
990629,ADIC,35.75,990630,40.5,-13.3
990630,SAFS,25,990701,23.875,4.5
990630,ADIC,38.75,990701,43,-11
990701,ADIC,42.375,990702,43.5,-2.7
990701,GNET,94.9375,990702,89.25,5.9
average return per trade =   2.234992     %              risk/return =               4.572358 
quarterly return (0.5%  transaction cost) =              52.75951     %