day1, OPE1, day3, CLO3, return
991004,LEAF,18.6875,991005,18.25,2.3
991004,ACRI,19.25,991005,19,1.2
991005,FON,62.625,991006,64,-2.2
991005,ICOR,10.25,991006,10.1875,0.6
991006,INDYY,22.375,991007,19.875,11.1
991006,THDO,11.375,991007,10.125,10.9
991007,ETYS,82.5,991008,82.5,0
991007,LCOS,66.9375,991008,59.625,10.9
991008,TROY,12.5,991011,15.3125,-22.5
991008,HRBC,20.5,991011,20.625,-0.7
991011,PUMA,23.75,991012,27.625,-16.4
991011,TROY,13.75,991012,14.25,-3.7
991012,PILT,14.8125,991013,13.0625,11.8
991012,AVGN,18.875,991013,16.5625,12.2
991013,GBLX,37.0625,991014,37,0.1
991013,ITWO,51.5,991014,52.5625,-2.1
991014,ACRU,33.875,991015,31.25,7.7
991014,EMLX,119.125,991015,128,-7.5
991015,FCLX,12.3125,991018,11,10.6
991015,IONA,18.875,991018,22,-16.6
991018,KIDE,63.25,991019,61,3.5
991018,PUMA,34.75,991019,27.0625,22.1
991019,KIDE,63.375,991020,57.1875,9.7
991019,PWAV,65.125,991020,60.8125,6.6
991020,MSTR,87.125,991021,90.125,-3.5
991020,NMSS,20.5312,991021,23.6875,-15.4
991021,VIGN,124.75,991022,165,-32.3
991021,MDEA,11.4687,991022,11.25,1.9
991022,APNT,48.9375,991025,56,-14.5
991022,ICOR,18,991025,15.75,12.5
991025,APNT,60,991026,49,18.3
991025,MICTF,20.625,991026,18.875,8.4
991026,ITIG,11.4375,991027,9.875,13.6
991026,TANN,47.1875,991027,34.125,27.6
991027,KIDE,84.4375,991028,82.4375,2.3
991027,AIRO,35,991028,37.25,-6.5
991028,FFIV,144.75,991029,138.75,4.1
991028,KIDE,89.875,991029,73.125,18.6
991029,ISLD,63.375,991101,67.3125,-6.3
991029,LWIN,45.5,991101,46.375,-2
991101,MCOM,45.125,991102,43.75,3
991101,SCNT,124.343,991102,137.687,-10.8
991102,BEAS,51.25,991103,53.75,-4.9
991102,BVSN,83.75,991103,78.4375,6.3
991103,DIGL,24,991104,23,4.1
991103,SSSW,62,991104,56.9375,8.1
991104,TIBX,67.25,991105,69.75,-3.8
991104,ASWX,52,991105,45.5,12.5
991105,ICOR,27,991108,25.625,5
991105,LWIN,66.875,991108,87,-30.1
991108,ORTL,49,991109,42.25,13.7
991108,ALLR,103.562,991109,130,-25.6
991109,PVTL,48,991110,41.25,14
991109,NEON,53.875,991110,55.4375,-3
991110,CMTL,24.2187,991111,24.875,-2.8
991110,VERT,101.5,991111,93.5,7.8
991111,BEAS,72.5,991112,67.5625,6.8
991111,CMTL,28.75,991112,24.875,13.4
991112,AXNT,23.9062,991115,22.375,6.4
991112,CNXT,66.75,991115,61.0625,8.5
991115,ASFT,15.5,991116,14.4375,6.8
991115,SLNK,15,991116,12.375,17.4
991116,SLNK,14.4375,991117,11,23.8
991116,ASFT,15.0312,991117,13.625,9.3
991117,CPIH,15.75,991118,19.25,-22.3
991117,ESFT,19.3125,991118,14.125,26.8
991118,USIT,50.0625,991119,43.875,12.3
991118,OMKT,29.1875,991119,33.25,-14
991119,TIBX,114,991122,121,-6.2
991119,BEAS,96.75,991122,94.25,2.5
991122,NETO,19.5,991123,18.125,7
991122,FCLX,24.5,991123,24.875,-1.6
991123,PRCM,24,991124,27.625,-15.2
991123,MIHL,74.5,991124,48.3125,35.1
991124,PRCM,27.9375,991126,30.875,-10.6
991124,XING,16.5312,991126,13.8125,16.4
991126,USWC,17.625,991129,17.25,2.1
991126,ICCSA,36.25,991129,36,0.6
991129,PRCM,34.625,991130,31.875,7.9
991129,ICCSA,48,991130,40,16.6
991130,SKM,24.25,991201,24.0625,0.7
991130,MDRX,39.5,991201,40.625,-2.9
991201,GOJO,15.6875,991202,13.625,13.1
991201,MGIC,52,991202,60,-15.4
991202,BPNT,14.875,991203,13,12.6
991202,PUMA,57.5,991203,65,-13.1
991203,FREE,76.5,991206,85,-11.2
991203,GLBN,30,991206,32,-6.7
991206,BEAS,129,991207,121.375,5.9
991206,INPR,12.125,991207,14.5625,-20.2
991207,ENONW,21.3125,991208,14.875,30.2
991207,INPR,14.75,991208,13.75,6.7
991208,GOJO,19.5625,991209,22.75,-16.3
991208,MYPT,43.9375,991209,35.875,18.3
991209,CORL,43.375,991210,30.5,29.6
991209,PANL,12.125,991210,9.875,18.5
991210,UPGD,50,991213,39,21.9
991210,PERL,29.9843,991213,15.375,48.7
991213,SBAS,13.5625,991214,9.1875,32.2
991213,IDC,22,991214,19.4375,11.6
991214,BBTK,15.75,991215,9.1875,32.2
991214,HYSQ,15.5,991215,11.625,25
991215,BEOS,20.875,991216,37.5625,-80
991215,PPRO,134,991216,113.875,15
991216,BEOS,28.375,991217,26.625,6.1
991216,ORTL,91.75,991217,89,2.9
991217,FSHP,40.0625,991220,47.4687,-18.5
991217,INOW,18.125,991220,16.8125,7.2
991220,CRA,102.5,991221,125,-22
991220,SCOC,30.125,991221,26.5,12
991221,ESHR,18.9843,991222,26.9375,-41.9
991221,ANTS,33.5,991222,42,-25.4
991222,CTSH,105,991223,109.25,-4.1
991222,FLSH,35,991223,30,14.2
991223,HHGP,19.125,991227,12.3125,35.6
991223,THCG,34,991227,29.5,13.2
991227,DIGX,82.5,991228,73.75,10.6
991227,INCY,55.75,991228,59.8437,-7.4
991228,CPRT,45.0625,991229,40.125,10.9
991228,INCY,69,991229,61.625,10.6
991229,ELCO,49.5,991230,28.875,41.6
991229,MAWI,27,991230,61.625,10.6
991230,SCII,71.9687,991231,59.5,17.3
991230,POCI,18.0625,991231,17.625,2.4
991231,MVIS,31,000103,29.75,4
991231,SCII,70,000103,55,21.4
000103,QCOM,199.25,000104,162.0625,18.6
000103,MVIS,34,000104,27,20.5
average return per trade =   3.58668      %              risk/return =               3.465965 
quarterly return (0.5%  transaction cost) =              102.6571     %