day1, OPE1, day3, CLO3, return
010703,ZRAN,30.8,010705,32.7,-6.2
010703,HOTJ,12.41,010705,12.23,1.4
010705,PENN,27.74,010706,23.5,15.2
010705,HOTJ,12.5,010706,11.58,7.3
010706,BASI,12.15,010709,9.9,18.5
010706,EGR,39.89,010709,39.91,-0.1
010709,EXAS,15.19,010710,13.54,10.8
010709,EGR,39.93,010710,39.94,-0.1
010710,SCRI,24.11,010711,24.01,0.4
010710,PRX,34,010711,33,2.9
010711,MDC,39.98,010712,40.2,-0.6
010711,EIX,14.15,010712,14.45,-2.2
010712,ENDO,17.3,010713,18,-4.1
010712,OSM,15.38,010713,16.29,-6
010713,CLKB,26.5,010716,28.01,-5.7
010713,VRTA,13.48,010716,12.65,6.1
010716,SCRI,26.07,010717,26.88,-3.2
010716,RIT,54.75,010717,53.75,1.8
010717,AREM,18.56,010718,16.55,10.8
010717,APOG,14.885,010718,14.65,1.5
010718,LHMS,13,010719,12.4,4.6
010718,USFC,36.99,010719,35.96,2.7
010719,DHI,29.68,010720,28.48,4
010719,DIAN,54.785,010720,50.4,8
010720,BASI,13.86,010723,13.12,5.3
010720,DHI,29.78,010723,28.11,5.6
010723,DRMD,21.84,010724,20.77,4.8
010723,ARM,21.2,010724,19.42,8.3
010724,PBY,13.45,010725,12.9,4
010724,HITK,15.135,010725,13.99,7.5
010725,THOR,19.235,010726,18.15,5.6
010725,AHAA,36.03,010726,38.9,-8
010726,MOVI,26,010727,26.03,-0.2
010726,PWAV,17.895,010727,17.65,1.3
010727,MOVI,27.73,010730,27.6,0.4
010727,HLIT,13.77,010730,15.54,-12.9
010730,SLNK,16.91,010731,16.93,-0.2
010730,MMSI,12.74,010731,12.6,1
010731,MEDM,19.3,010801,16.5,14.5
010731,MMSI,14.4,010801,13,9.7
010801,AHMH,18.05,010802,15.66,13.2
010801,AMRN,18.79,010802,17.35,7.6
010802,SMTC,40.59,010803,38.35,5.5
010802,GISX,15.1,010803,14.25,5.6
010803,GSPN,17.98,010806,16.45,8.5
010803,RDY,25,010806,23.51,5.9
010806,CCUR,11.69,010807,10.9,6.7
010806,WGRD,13.28,010807,12.35,7
010807,GISX,15.18,010808,16.8,-10.7
010807,NAFC,34.265,010808,34.9,-1.9
010808,FIMG,12,010809,10.95,8.7
010808,GISX,16.99,010809,16.6,2.2
010809,CBE,60,010810,57.78,3.7
010809,IPXL,16.28,010810,16.39,-0.7
010810,FLIR,33.46,010813,34.09,-1.9
010810,OIIM,16.47,010813,17.2,-4.5
010813,FLIR,34.92,010814,32.11,8
010813,OIIM,16.89,010814,16.96,-0.5
010814,MIMS,10.76,010815,10.45,2.8
010814,OPMR,53.47,010815,50.01,6.4
010815,MMSI,15.96,010816,15.65,1.9
010816,FIMG,13.25,010817,12.7495,3.7
010816,MMSI,17.08,010817,15,12.1
010817,CVH,25.2,010820,25.29,-0.4
010817,MDCI,14.18,010820,14.7,-3.7
010820,CCEL,10.41,010821,9.75,6.3
010820,MDCI,14.21,010821,13.61,4.2
010821,COTT,15.29,010822,15.3,-0.1
010821,CCEL,10.39,010822,9.95,4.2
010822,HRBT,24.5,010823,23.42,4.4
010822,AG,12.3,010823,11.75,4.4
010823,FTO,15.75,010824,15.6,0.9
010824,FTO,15.6,010827,15.77,-1.1
010824,ATAC,14.9,010827,13.95,6.3
010827,CNXT,11.7,010828,12.06,-3.1
010827,WAT,34,010828,35.25,-3.7
010828,SCOR,38.83,010829,36.85,5
010828,VGR,43.65,010829,42.7,2.1
010829,N/A,0,---,0,0
010830,FTO,17.45,010831,17.1,2
010830,MIMS,11.5,010831,11.9,-3.5
010831,MIMS,11.98,010904,12.37,-3.3
010831,VGR,45.01,010904,45,0
010904,HBIO,14.25,010905,14.1,1
010904,MIMS,11.93,010905,11.9,0.2
010905,SOL,16.75,010906,15.19,9.3
010905,MIMS,12.41,010906,11.02,11.2
010906,LDG,27.45,010907,26.26,4.3
010906,ULAB,28.5,010907,29.04,-1.9
010907,VLO,43.42,010910,42.86,1.2
010907,WTSLA,20.86,010910,19.3,7.4
010910,FDP,15.2,010917,13.2,13.1
010910,PROX,11.4,010917,11.01,3.4
010917,TIER,15.015,010918,13.29,11.4
010917,NVAX,13.66,010918,12.55,8.1
010918,SLNK,19.95,010919,19.99,-0.3
010918,KO,50.3,010919,49.5,1.5
010919,CMNT,10.9,010920,11,-1
010919,TDY,17.4,010920,17.4,0
010920,MDG,11.15,010921,11.45,-2.7
010920,PDG,12.3,010921,13.32,-8.3
010921,MDG,12,010924,11.07,7.7
010921,PDG,13.45,010924,12.72,5.4
010924,VSNX,11.86,010925,13.912,-17.4
010924,CDCY,17.6,010925,16.35,7.1
010925,VSNX,14.16,010926,12.96,8.4
010925,GTNR,16.91,010926,17,-0.6
010926,FHRX,26.79,010927,25.2,5.9
010926,MDCI,17.61,010927,17.1,2.8
010927,HCP,38.38,010928,38.45,-0.2
010928,CIMA,61.08,011001,62.4,-2.2
010928,HSIC,39.5,011001,38.53,2.4
011001,BER,47.8,011002,47.55,0.5
average return per trade =   2.135661     %              risk/return =               2.108799 
quarterly return (0.5%  transaction cost) =              50.9789      %