day1, OPE1, day3, CLO3, return
961002,SRCM,11.375,961003,10.875,4.3
961002,BILL,25,961003,26.25,-5.1
961003,ZITL,28.25,961004,26.75,5.3
961003,VNTV,68.5,961004,73.25,-7
961004,SEHI,17.875,961007,17.375,2.7
961004,PAUH,11.75,961007,10.875,7.4
961007,STAY,23,961008,21.75,5.4
961007,SAVLY,43.25,961008,43.125,0.2
961008,ZITL,30.625,961009,36.625,-19.6
961008,APLX,36.5,961009,33.25,8.9
961009,ZITL,31.875,961010,37.5625,-17.9
961009,AIMM,13.125,961010,13.125,0
961010,JBIL,22.375,961011,23,-2.8
961010,RDRT,18.75,961011,20.625,-10.1
961011,RACE,12,961014,11,8.3
961011,APM,22,961014,22.75,-3.5
961014,QLGC,16.5,961015,16.375,0.7
961014,RACE,12.125,961015,10.375,14.4
961015,PRST,95,961016,81,14.7
961015,TRID,20,961016,21.375,-6.9
961016,SFAM,17.5,961017,16,8.5
961016,TRID,21,961017,19.375,7.7
961017,TBL,29.25,961018,31.25,-6.9
961017,BMRQ,15.25,961018,14.625,4
961018,CRNR,10.75,961021,9.375,12.7
961018,TBL,29.5,961021,33.375,-13.2
961021,RDC,23,961022,22.75,1
961021,CYRX,19.875,961022,17.875,10
961022,TBL,33.625,961023,31.75,5.5
961022,RSYS,67.25,961023,60.5,10
961023,MSTR,15.75,961024,15.625,0.7
961023,TBL,33.875,961024,32,5.5
961024,VNTX,21.5,961025,23.25,-8.2
961024,CNI.PP,26.5,961025,27.125,-2.4
961025,MDCO,14,961028,14.0625,-0.5
961025,CNI.PP,26.875,961028,27.125,-1
961028,TRPS,18,961029,18.9375,-5.3
961028,RSYS,69,961029,68.875,0.1
961029,VSVR,48,961030,46.25,3.6
961029,AGPH,57,961030,55.625,2.4
961030,AGAM,18,961031,19,-5.6
961030,SMOD,21.125,961031,20.25,4.1
961031,FLCN,35.625,961101,34.75,2.4
961031,SNY,15.375,961101,14.625,4.8
961101,SGIC,14.5,961104,13.375,7.7
961101,RACF,60.25,961104,56.75,5.8
961104,WTEC,13,961105,12,7.6
961104,GEN,21.75,961105,21.375,1.7
961105,UCAR,36,961106,38,-5.6
961105,GEN,22,961106,21.375,2.8
961106,GPT,49,961107,46.625,4.8
961106,UCAR,36.75,961107,38.25,-4.1
961107,INVX,25.125,961108,28.25,-12.5
961107,PMRY,29.5,961108,28.5,3.3
961108,INVX,26.75,961111,28.9375,-8.2
961108,LSI,30.125,961111,32.125,-6.7
961111,INVX,28.75,961112,29.25,-1.8
961111,FACO,30.25,961112,29.5,2.4
961112,LSI,33.625,961113,31.25,7
961112,KLIC,16.875,961113,15.75,6.6
961113,CELL,35.375,961114,37.5,-6.1
961113,KLAC,28.75,961114,30.75,-7
961114,AMD,22,961115,25.125,-14.3
961114,DYTC,57.25,961115,56.5,1.3
961115,KLAC,31.5,961118,29.75,5.5
961115,AMD,25.25,961118,24.875,1.4
961118,WTEC,14.875,961119,14,5.8
961118,HERB,25.5,961119,25.25,0.9
961119,DREAF,37.5,961120,36.5,2.6
961119,TTI,11.5,961120,11.375,1
961120,MDCO,18,961121,17.25,4.1
961120,CLDR,51.25,961121,53.625,-4.7
961121,CYMI,35.5,961122,34.25,3.5
961121,HMAR,21.875,961122,22,-0.6
961122,KLAC,37,961125,36,2.7
961122,CYTC,29.25,961125,25,14.5
961125,SFAM,24,961126,20.5,14.5
961125,PTEN,28.5,961126,28.25,0.8
961126,OPAL,18.125,961127,18.25,-0.7
961126,HDCO,45.5,961127,45.5,0
961127,INVX,38.75,961129,40.625,-4.9
961127,ADEX,15.125,961129,14.25,5.7
961129,INVX,40,961202,38.25,4.3
961129,ADEX,14.75,961202,14.75,0
961202,INVX,41,961203,41.5,-1.3
961202,VBRK,18.125,961203,16.5,8.9
961203,AOL,41.5,961204,40.125,3.3
961203,TPMC,11.25,961204,10.625,5.5
961204,DIGE,12.625,961205,11.75,6.9
961204,ADVP,13.625,961205,13.375,1.8
961205,CYBG,12.125,961206,12.25,-1.1
961205,AGTX,24.125,961206,23.875,1
961206,CYBG,12.5,961209,14,-12
961206,ZCON,17.625,961209,17.625,0
961209,XCIT,14.25,961210,14,1.7
961209,VRTY,19,961210,20.75,-9.3
961210,SGMA,17,961211,17,0
961210,SFAM,25.625,961211,25,2.4
961211,QLGC,23.625,961212,24.5,-3.8
961211,SGMA,17.5,961212,17.375,0.7
961212,SDSK,10.875,961213,10.25,5.7
961212,SBSE,35.5,961213,33.625,5.2
961213,TSEMF,12,961216,11.625,3.1
961213,SIGM,11.125,961216,11.25,-1.2
961216,TSEMF,12.75,961217,11.375,10.7
961216,SFAM,25.875,961217,25.375,1.9
961217,INLK,16.125,961218,16.5,-2.4
961217,BTGI,23.125,961218,25,-8.2
961218,CELG,12,961219,11.375,5.2
961218,SISGF,26.25,961219,29.4375,-12.2
961219,SISGF,28.25,961220,30.25,-7.1
961219,ALKS,20.0937,961220,19.75,1.7
961220,CLST,17.25,961223,15.9375,7.6
961220,ZITL,35.875,961223,45.75,-27.6
961223,OI,21.625,961224,22.625,-4.7
961223,CLST,17,961224,16.7187,1.6
961224,ZITL,48.25,961226,52.125,-8.1
961224,HBENB,38,961226,37.9687,0
961226,ZITL,48.5,961227,61.25,-26.3
961226,PRDE,22.375,961227,21.25,5
961227,TSRI,29.875,961230,30,-0.5
961227,PRLS,18.25,961230,17.5,4.1
961230,TSRI,45,961231,28,37.7
961230,NZYM,12.375,961231,12.5937,-1.8
961231,NZYM,13.875,970102,10.875,21.6
961231,PERI,29,970102,29.25,-0.9
970102,ZITL,49.5,970103,45.75,7.5
970102,BTGC,13.25,970103,12.5312,5.4
average return per trade =   0.396767     %              risk/return =               13.43609 
quarterly return (0.5%  transaction cost) =              7.737362     %