day1, OPE1, day3, CLO3, return
010403,HOV,15.01,010404,12.9,14
010404,EQT,70.59,010405,73.6,-4.3
010404,GOSHA,26.5,010405,27.25,-2.9
010405,EQT,71.75,010406,72.45,-1
010406,N/A,0,---,0,0
010409,TUES,11.09,010410,11.2,-1
010410,PDII,70.89,010411,70.87,0
010410,VPHM,33.8,010411,35.06,-3.8
010411,N/A,0,---,0,0
010412,N/A,0,---,0,0
010416,VPHM,37.33,010417,37.75,-1.2
010417,IDCC,12.52,010418,11.59,7.4
010418,N/A,0,---,0,0
010419,AHAA,25.51,010420,27.35,-7.3
010419,SLAB,27.5,010420,26.36,4.1
010420,TWAV,18.03,010423,15.31,15
010420,SEBL,46.17,010423,41.75,9.5
010423,SMDI,15.965,010424,11.59,27.4
010423,TWAV,17.85,010424,16.05,10
010424,FTO,12.03,010425,11.63,3.3
010424,SERO,19.15,010425,18.51,3.3
010425,ABWG,13.95,010426,12.78,8.3
010425,PANL,17.34,010426,15.88,8.4
010426,MNS,14.9,010427,15.28,-2.6
010426,BPUR,26.3,010427,26.84,-2.1
010427,MERX,20.06,010430,19.48,2.8
010427,GOTO,15.95,010430,17.8,-11.6
010430,BZH,58.75,010501,57.05,2.8
010430,NANO,28.32,010501,28,1.1
010501,EXPE,27.9,010502,28.81,-3.3
010501,INHL,33.9,010502,35.47,-4.7
010502,PLUG,24,010503,21.96,8.5
010502,PECS,19.495,010503,18.35,5.8
010503,CCRT,12,010504,12.19,-1.6
010503,SP,38.89,010504,38.5,1
010504,USPH,24.97,010507,26,-4.2
010504,STVI,10.72,010507,10.75,-0.3
010507,USPH,28,010508,26.5,5.3
010507,PROX,18,010508,16.64,7.5
010508,TTMI,11.07,010509,10.67,3.6
010508,RSTN,20.6,010509,19.1,7.2
010509,CMLS,10.66,010510,12.8,-20.1
010509,PMIL,18,010510,16.1,10.5
010510,XMSR,13.05,010511,11.46,12.1
010510,STOR,18.2,010511,19.27,-5.9
010511,XMSR,12.13,010514,12.41,-2.4
010511,STOR,18.3,010514,19.49,-6.6
010514,KMX,14.1,010515,15,-6.4
010514,STOR,20.08,010515,19.99,0.4
010515,KMX,15,010516,14.12,5.8
010515,XMSR,12.675,010516,15.71,-24
010516,XMSR,14.65,010517,16.42,-12.1
010516,SURE,14.94,010517,13.91,6.8
010517,XMSR,16.91,010518,15.3,9.5
010517,CTRA,12.29,010518,11.15,9.2
010518,ALGN,11.25,010521,11.95,-6.3
010518,FEIC,36.9,010521,37.91,-2.8
010521,VIGN,10.98,010522,9.53,13.2
010521,HPOW,15.74,010522,13.83,12.1
010522,ASYS,14.415,010523,12.33,14.4
010522,ACRI,16.625,010523,16.04,3.5
010523,ROYL,19.92,010524,18.4,7.6
010523,CTRA,14.065,010524,14.78,-5.1
010524,GENE,15.265,010525,13.6,10.9
010524,BDAL,22.38,010525,21.15,5.4
010525,EPNY,17.12,010529,14.1,17.6
010525,ENZ,30.75,010529,30.45,0.9
010529,PLUG,36.53,010530,28.751,21.2
010529,MCAF,12.14,010530,10.51,13.4
010530,HDWR,14.76,010531,14.06,4.7
010530,DSWT,16.94,010531,15.91,6
010531,GENE,13.85,010601,13.44,2.9
010531,WMS,29.5,010601,30.09,-2.1
010601,MCHM,10.72,010604,9.02,15.8
010601,TUTR,27.52,010604,24.63,10.5
010604,SSSS,35,010605,34.75,0.7
010604,EASI,38.85,010605,39.88,-2.7
010605,EASI,39.03,010606,38.9,0.3
010605,CELG,33.97,010606,33.31,1.9
010606,DNCR,11.435,010607,10.5,8.1
010606,MYGN,78.155,010607,77.09,1.3
010607,ADLR,25.65,010608,26.9,-4.9
010607,HYSQ,17.31,010608,15.9,8.1
010608,KOSP,36,010611,35,2.7
010608,DRRX,13.33,010611,13.8,-3.6
010611,TKCI,24,010612,22.77,5.1
010611,AMHC,31.45,010612,34.27,-9
010612,IMCO,38.72,010613,36.68,5.2
010612,CTIX,15.5,010613,16.55,-6.8
010613,ISRG,11.76,010614,11.1,5.6
010613,MNTG,11.65,010614,12.24,-5.1
010614,EPIQ,36.81,010615,36,2.2
010614,ISRG,11.5,010615,11.05,3.9
010615,MDCO,18.6,010618,21.72,-16.8
010615,GNBT,10.1,010618,9,10.8
010618,MDCO,19.45,010619,19.2,1.2
010618,PRXL,18.05,010619,19,-5.3
010619,ASCA,15.3,010620,15.1,1.3
010619,ICLR,34.24,010620,32.94,3.7
010620,VITX,10.9,010621,11.84,-8.7
010620,ORLY,28.31,010621,28.19,0.4
010621,ORLY,28.89,010622,25.85,10.5
010621,IBP,24.36,010622,23.56,3.2
010622,SAH,18.2,010625,17.3,4.9
010622,LOW,78.9,010625,75.5,4.3
010625,DYAX,16.61,010626,16.59,0.1
010625,XCAR,11.91,010626,13.1,-10
010626,PBY,11.05,010627,10.92,1.1
010626,DRMD,16.615,010627,16.35,1.5
010627,RLRN,51.9,010628,51.59,0.5
010627,FMKT,16.95,010628,18.13,-7
010628,UOPX,50.89,010629,47.95,5.7
010628,CPRT,30.635,010629,29.38,4
010629,PKTR,11.99,010702,11.41,4.8
010629,RMHT,12.5,010702,12.15,2.8
010702,IHI,31.8,010703,33.69,-6
010702,ZRAN,29.65,010703,31.23,-5.4
average return per trade =   1.591439     %              risk/return =               3.68649 
quarterly return (0.5%  transaction cost) =              37.92229     %