day1, OPE1, day3, CLO3, return
000404,HOTT,35,000405,33.875,3.2
000405,N/A,0,---,0,0
000406,N/A,0,---,0,0
000407,Z,11,000410,11.4375,-4
000407,WTSLA,20,000410,17.9375,10.3
000410,PFTI,20.4375,000411,13.75,32.7
000410,Z,11.375,000411,11.375,0
000411,N/A,0,---,0,0
000412,N/A,0,---,0,0
000413,N/A,0,---,0,0
000414,N/A,0,---,0,0
000417,N/A,0,---,0,0
000418,N/A,0,---,0,0
000419,N/A,0,---,0,0
000420,N/A,0,---,0,0
000424,N/A,0,---,0,0
000425,N/A,0,---,0,0
000426,N/A,0,---,0,0
000427,N/A,0,---,0,0
000428,N/A,0,---,0,0
000501,N/A,0,---,0,0
000502,N/A,0,---,0,0
000503,N/A,0,---,0,0
000504,N/A,0,---,0,0
000505,N/A,0,---,0,0
000508,N/A,0,---,0,0
000509,N/A,0,---,0,0
000510,N/A,0,---,0,0
000511,N/A,0,---,0,0
000512,N/A,0,---,0,0
000515,N/A,0,---,0,0
000516,CHST,21.75,000517,24.5,-12.7
000516,UPR,23.125,000517,22.6875,1.8
000517,CHST,24.0625,000518,24.5,-1.9
000517,CWST,12.0625,000518,12.0625,0
000518,AMK,43.75,000519,43.5,0.5
000519,ADTK,21.5,000522,22.5,-4.7
000522,N/A,0,---,0,0
000523,AMK,48.5,000524,41.5,14.4
000523,XING,32.625,000524,26.625,18.3
000524,CHRB,18.9375,000525,8.0625,57.4
000524,UNM,21.6875,000525,20.3125,6.3
000525,HSE,30,000526,29.5,1.6
000525,RJR,26.875,000526,27.5625,-2.6
000526,PCOL,15.75,000530,15.5625,1.1
000526,RJR,27.5625,000530,27.5,0.2
000530,PENG,42.59375,000531,41.5,2.5
000530,P,54.375,000531,57.25,-5.3
000531,P,55.4375,000601,57,-2.9
000531,PENG,42.9375,000601,43.625,-1.7
000601,VRC,23,000602,21.75,5.4
000601,PXD,15.1875,000602,14.3125,5.7
000602,BVC,11.25,000605,10.625,5.5
000602,VRC,23.375,000605,20.8125,10.9
000605,NEWP,65.5,000606,64.9375,0.8
000605,NETE,62.125,000606,61,1.8
000606,NUAN,56.375,000607,63.3125,-12.4
000606,TRMS,59.125,000607,58.125,1.6
000607,NUAN,62.9375,000608,58.78125,6.6
000608,N/A,0,---,0,0
000609,N/A,0,---,0,0
000612,ASWX,72,000613,61.375,14.7
000612,MSTR,55,000613,42.8125,22.1
000613,KEI,58.5,000614,64.75,-10.7
000613,HRCT,11.75,000614,12,-2.2
000614,MSTR,44.1875,000615,39.3125,11
000614,ECP,57,000615,56.5625,0.7
000615,ADTK,37.25,000616,37.5,-0.7
000615,NUAN,72.53125,000616,74,-2.1
000616,N/A,0,---,0,0
000619,N/A,0,---,0,0
000620,N/A,0,---,0,0
000621,N/A,0,---,0,0
000622,BIOI,15.375,000623,15.8125,-2.9
000623,SYXI,50,000626,62.5625,-25.2
000623,BIOI,16.1875,000626,15.25,5.7
000626,EFCX,13.9375,000627,14.25,-2.3
000626,VLGC,15,000627,15,0
000627,GOAM,17.25,000628,13,24.6
000627,TSEM,34,000628,32.125,5.5
000628,CBMI,11.75,000629,13,-10.7
000628,ARQL,15.125,000629,19.875,-31.5
000629,CBMI,12.5,000630,14,-12
000629,LEXG,36.42188,000630,34.375,5.6
000630,ZIGO,88.875,000703,90.5,-1.9
000630,COBT,58.25,000703,55.5,4.7
000703,LMS,15.625,000705,16,-2.5
000703,IBPI,27,000705,26.875,0.4
average return per trade =   0.5820282    %              risk/return =               11.72897 
quarterly return (0.5%  transaction cost) =              11.20527     %