day1, OPE1, day3, CLO3, return
981002,ASA,22.5,981005,22.3125,0.8
981002,ABX,21.5,981005,20.8125,3.1
981005,COX,58.125,981006,52.125,10.3
981005,NGC,29.25,981006,29,0.8
981006,MRO,38.125,981007,37,2.9
981006,CGP,37.1875,981007,36.9375,0.6
981007,HM,14,981008,13.75,1.7
981007,IBC,33.5,981008,33.625,-0.4
981008,SEQU,14.125,981009,14.4375,-2.3
981008,ASDV,23,981009,26,-13.1
981009,EPG,35.375,981012,33.5,5.3
981009,BVN,12.75,981012,12.1875,4.4
981012,CPWR,49,981013,43.4375,11.3
981012,WY,48.5,981013,49,-1.1
981013,N/A,0,---,0,0
981014,N/A,0,---,0,0
981015,N/A,0,---,0,0
981016,NEON,38.375,981019,38.5,-0.4
981016,GTSG,30.0625,981019,31.25,-4
981019,N/A,0,---,0,0
981020,DCLK,21.5,981021,22.6875,-5.6
981020,CREE,20.875,981021,21.5,-3
981021,N/A,0,---,0,0
981022,DCLK,22.9375,981023,23.875,-4.1
981023,USAI,23.75,981026,21.3437,10.1
981023,GCTY,24,981026,26.5625,-10.7
981026,CREE,24.875,981027,25.1875,-1.3
981026,AWRE,13.125,981027,11.75,10.4
981027,GCTY,29.625,981028,30.5,-3
981027,CREE,28.4375,981028,25.6875,9.6
981028,N/A,0,---,0,0
981029,N/A,0,---,0,0
981030,DCLK,32.25,981102,36.25,-12.5
981030,GTSG,37.375,981102,40.6875,-8.9
981102,DCLK,34,981103,34.375,-1.2
981102,NEON,49.8125,981103,50.125,-0.7
981103,DCLK,37.25,981104,31.75,14.7
981103,VSIO,30.125,981104,30.875,-2.5
981104,REMC,12.6875,981105,11.9687,5.6
981104,MRVT,17,981105,15,11.7
981105,TSFW,37.75,981106,38.625,-2.4
981105,AVT,57.0625,981106,58.1875,-2
981106,OMPT,12,981109,11,8.3
981109,PSDI,29.375,981110,28.1875,4
981109,POSS,11.5,981110,10.125,11.9
981110,ITWO,26.5,981111,23.6875,10.6
981110,ERTH,11.75,981111,12.5625,-7
981111,KTEL,28.5,981112,28,1.7
981112,N/A,0,---,0,0
981113,N/A,0,---,0,0
981116,N/A,0,---,0,0
981117,N/A,0,---,0,0
981118,N/A,0,---,0,0
981119,N/A,0,---,0,0
981120,N/A,0,---,0,0
981123,N/A,0,---,0,0
981124,N/A,0,---,0,0
981125,COOL,41.375,981127,33.125,19.9
981125,NM,11.75,981127,12.25,-4.3
981127,TCTV,17.625,981130,16.75,4.9
981127,ONSL,71.5,981130,61.5,13.9
981130,NAVR,26.75,981201,13.625,49
981130,AMEN,35,981201,11.9375,65.8
981201,BIGE,15.75,981202,11.625,26.1
981201,MARG,10,981202,9.625,3.7
981202,SRCM,19.875,981203,16.5,16.9
981202,CYSP,20.5,981203,16.5,19.5
981203,CYSP,21,981204,16.875,19.6
981203,WEBB,14.125,981204,12.25,13.2
981204,WDC,18.375,981207,17.6875,3.7
981204,CYBX,13.375,981207,13.5625,-1.5
981207,AWRE,23.125,981208,24.75,-7.1
981207,WDC,18.25,981208,17.6875,3
981208,AWRE,24.25,981209,23.8125,1.8
981208,ACTL,20.5,981209,19.125,6.7
981209,AWRE,25.25,981210,22.5,10.8
981209,PSEM,11.125,981210,10.125,8.9
981210,FIIF,13.75,981211,10,27.2
981210,ESPRY,43.75,981211,41.1875,5.8
981211,PLCE,23.1875,981214,22.25,4
981211,CMNT,10.5625,981214,10.25,2.9
981214,PLCE,24.5,981215,24.75,-1.1
981214,VRTY,22.5,981215,23.375,-3.9
981215,TMSR,11,981216,9.6875,11.9
981215,BVSN,35.625,981216,32.6875,8.2
981216,N/A,0,---,0,0
981217,USSB,13.125,981218,12.0625,8
981217,CLS,26.5,981218,26.625,-0.5
981218,VRTY,28.625,981221,26.5,7.4
981218,MNMD,92.25,981221,92.5,-0.3
981221,CMED,12.0625,981222,13,-7.8
981221,TBFC,29.875,981222,32.25,-8
981222,DRIV,37.625,981223,37.9375,-0.9
981222,OTEXF,25.5,981223,23.25,8.8
981223,NSCP,59.5,981224,37.9375,-0.9
981223,EGRP,43.9375,981224,23.25,8.8
981224,ZD,18,981228,18,0
981228,MGX,13.5,981229,11.75,12.9
981228,BID,39.75,981229,34.1875,13.9
981229,SKYM,44,981230,27.75,36.9
981229,EGRP,61.75,981230,50.8125,17.7
981230,DBCC,15.75,981231,17.875,-13.5
981230,NITE,26.5,981231,23.9375,9.6
981231,RCCK,13.5625,990104,11.875,12.4
981231,KING,26.375,990104,23.875,9.4
990104,DBCC,19.75,990105,18.1875,7.9
990104,AMKR,10.875,990105,9.875,9.1
average return per trade =   3.599333     %              risk/return =               2.589984 
quarterly return (0.5%  transaction cost) =              108.5169     %