day1, OPE1, day3, CLO3, return
990702,MTIC,16.375,990706,16.6875,-2
990702,KRSL,10.5,990706,9.75,7.1
990706,MCOM,30.75,990707,42.75,-39.1
990706,ARMHY,47.875,990707,48.625,-1.6
990707,CMTL,18,990708,23.9375,-33
990707,KERA,21.625,990708,29.125,-34.7
990708,VVTV,26.25,990709,24.625,6.1
990708,KERA,26.125,990709,26.625,-2
990709,CMTL,25.0937,990712,21.75,13.3
990709,ARTI,14.125,990712,12.9375,8.4
990712,CMTL,27.1875,990713,19.9375,26.6
990712,INTL,22.5,990713,19.5312,13.1
990713,PERI,19.9375,990714,23.75,-19.2
990713,VARL,12.375,990714,11.875,4
990714,MTIC,21,990715,24.4375,-16.4
990714,PERI,21.5,990715,23.75,-10.5
990715,GSTRF,33,990716,30.75,6.8
990715,NETS,23,990716,24.5,-6.6
990716,AFFX,81,990719,72,11.1
990716,SEGU,10.4375,990719,10.5,-0.6
990719,INTI,39.9375,990720,72,11.1
990719,NOPT,39.4375,990720,37.5,4.9
990720,VARL,13.9375,990721,11.5,17.4
990720,GAEO,12.4375,990721,11.4375,8
990721,APEX,29,990722,27.1875,6.2
990721,SNDK,64.375,990722,74.75,-16.2
990722,NETS,28.75,990723,27.5625,4.1
990722,BTIM,16.6875,990723,15.125,9.3
990723,RIMM,28.125,990726,24.375,13.3
990723,INTL,23.875,990726,21.125,11.5
990726,FRTE,14,990727,12.9375,7.5
990726,PLMD,16.5,990727,16.25,1.5
990727,KIDE,35.25,990728,34.8125,1.2
990727,CMTN,119.375,990728,120.375,-0.9
990728,CENX,11.25,990729,10.5,6.6
990728,KIDE,35.5,990729,36.1875,-2
990729,MLNM,57.5,990730,62.5,-8.7
990729,TAROF,13.5,990730,12.25,9.2
990730,LIPO,28.0625,990802,27.625,1.5
990730,ALSI,32.625,990802,32.375,0.7
990802,KIDE,38.5,990803,46.9375,-22
990802,ICPT,27.125,990803,24.25,10.5
990803,KIDE,47.8125,990804,40.875,14.5
990803,PLMD,20.1875,990804,18.3125,9.2
990804,SSTI,14.4375,990805,14.25,1.2
990804,KIDE,47.75,990805,41.125,13.8
990805,ABGX,26.625,990806,26.5,0.4
990805,ENZN,27,990806,26.2187,2.8
990806,ABGX,27.375,990809,26.375,3.6
990806,BCRX,13.5,990809,14.9375,-10.7
990809,BCRX,15,990810,18.875,-25.9
990809,HIFN,114.375,990810,107.5,6
990810,BCRX,16.875,990811,20.375,-20.8
990810,RIG,35.5,990811,35,1.4
990811,IDTI,17.5625,990812,18.125,-3.3
990811,IDPH,118.75,990812,117.4375,1.1
990812,PY,31.0625,990813,31.1875,-0.5
990812,FLC,12.5,990813,12.0625,3.5
990813,TSEMF,13.125,990816,13,0.9
990813,YBTVA,59,990816,59.625,-1.1
990816,ACTM,22,990817,21.75,1.1
990816,PMCS,94.875,990817,91.5,3.5
990817,KIDE,64.5,990818,55.625,13.7
990817,ACTM,22.25,990818,21.625,2.8
990818,CAMP,10.9375,990819,12.75,-16.6
990818,FFOH,18.5625,990819,18.75,-1.1
990819,CAMP,11.25,990820,12.375,-10.1
990819,PLMD,23.375,990820,23.375,0
990820,IMAA,11.75,990823,7.9375,32.4
990820,MYGN,13.75,990823,14.8125,-7.8
990823,UWR,32.25,990824,33.5,-3.9
990823,ZRAN,34.3125,990824,30.5,11.1
990824,INHL,34.0625,990825,33.125,2.7
990824,ZOLL,21.4375,990825,23.75,-10.8
990825,GRIN,18.1875,990826,16.5625,8.9
990825,TMAX,11.4375,990826,8.9375,21.8
990826,GRIN,25,990827,16.8125,32.7
990826,TMAX,14.375,990827,9.8125,31.7
990827,TRMS,23,990830,22.875,0.5
990827,DURA,13.9375,990830,13.375,4
990830,UTCC,15.25,990831,15.625,-2.5
990830,DURA,14.8125,990831,13.3125,10.1
990831,GAEO,17.6875,990901,17.375,1.7
990831,UTCC,20.75,990901,15,27.7
990901,ZICA,10.6875,990902,8.5625,19.8
990901,TKLC,16.375,990902,15.25,6.8
990902,ZOLL,27.0625,990903,30.25,-11.8
990902,EMLX,72.25,990903,80.25,-11.1
990903,AREM,11.9375,990907,13.75,-15.2
990903,CYTC,38.375,990907,37.1875,3
990907,EMLX,82.875,990908,83.9375,-1.3
990907,GAEO,24,990908,22,8.3
990908,ABAN,14.1875,990909,13.625,3.9
990908,HLIT,143.375,990909,129.125,9.9
990909,UNFY,18.625,990910,21.5,-15.5
990909,CAMP,19.25,990910,15.3125,20.4
990910,AMPD,14.5,990913,9,37.9
990910,UNFY,22.5,990913,19.375,13.8
990913,VIAN,54.125,990914,49.5,8.5
990913,SAPE,91.875,990914,94.125,-2.5
990914,CREE,43.8125,990915,42.25,3.5
990914,CELG,26.5,990915,27.6875,-4.5
990915,LATD,30.9687,990916,27.5625,10.9
990915,VPHM,29.4375,990916,28,4.8
990916,CMRC,86.375,990917,100.0625,-15.9
990916,LATD,30,990917,27.8125,7.2
990917,CRA,42.25,990920,50.625,-19.9
990917,PGNX,27,990920,27.25,-1
990920,ABGX,50.125,990921,45.375,9.4
990920,CMRC,104.875,990921,115.25,-9.9
990921,PTEL,51.25,990922,55.125,-7.6
990921,FVCX,14.6875,990922,14.625,0.4
990922,IPIX,26.875,990923,24.25,9.7
990922,UNFY,26.8125,990923,22,17.9
990923,THQI,44.9375,990924,41.25,8.2
990923,SILK,51,990924,48.875,4.1
990924,OMPT,61.9062,990927,58.875,4.8
990924,SILK,49.625,990927,48.375,2.5
990927,ITRA,28.5,990928,26.9375,5.4
990927,BOUT,54.375,990928,51.75,4.8
990928,ICUB,33.875,990929,35.8125,-5.8
990928,ADFC,23.625,990929,24.75,-4.8
990929,FCST,39.25,990930,45.5,-16
990929,SCOC,14.25,990930,11.9375,16.2
990930,FCST,50,991001,44.375,11.2
990930,VOCL,15.125,991001,13.875,8.2
991001,MSTR,56.8125,991004,60.25,-6.1
991001,PDCO,49.625,991004,47.25,4.7
average return per trade =   1.679421     %              risk/return =               6.012846 
quarterly return (0.5%  transaction cost) =              37.86812     %