day1, OPE1, day3, CLO3, return
011002,AHMH,20,011003,19.55,2.2
011002,ELNK,16.19,011003,16.21,-0.2
011003,LAKE,11.75,011004,11.3,3.8
011004,N/A,0,---,0,0
011005,N/A,0,---,0,0
011008,CMNT,13.24,011009,12.36,6.6
011008,MDCI,20.99,011009,19.07,9.1
011009,VISG,14.31,011010,12.95,9.5
011009,OSIS,11.75,011010,10.2319,12.9
011010,BREL,22.76,011011,21,7.7
011010,VISG,16.562,011011,11.11,32.9
011011,NCEN,12.4,011012,12.2,1.6
011012,MCAF,20.64,011015,21.429,-3.9
011015,CMNT,15.34,011016,15.5,-1.1
011015,MCAF,21.41,011016,20.92,2.2
011016,RMBS,12.151,011017,9.1,25.1
011017,JNPR,24.08,011018,23,4.4
011017,RMBS,12.15,011018,9,25.9
011018,SRNA,15.57,011019,15.68,-0.8
011018,TKLC,18.05,011019,19.28,-6.9
011019,CURE,13.43,011022,13.65,-1.7
011019,OSIS,14.05,011022,15.9999,-13.9
011022,GNSS,40.19,011023,41.9,-4.3
011022,TASR,12.4,011023,9.78,21.1
011023,TERN,10.91,011024,10.65,2.3
011023,ANST,16.95,011024,15.95,5.8
011024,TUNE,18.52,011025,19.2,-3.7
011025,ACRT,28.74,011026,27.5,4.3
011025,HKF,11.1,011026,11.44,-3.1
011026,TERN,11.5,011029,11.87,-3.3
011026,TUNE,19.19,011029,19,0.9
011029,AVNT,11.4,011030,10.11,11.3
011029,PTEN,19.11,011030,18.24,4.5
011030,BPRX,13.25,011031,11.65,12
011030,HKF,11.56,011031,11.75,-1.7
011031,WBSN,24.23,011101,24.295,-0.3
011031,CTEC,22.71,011101,20.8,8.4
011101,ALLY,20.07,011102,19.7,1.8
011101,UTSI,23.56,011102,23.95,-1.7
011102,HEPH,10.72,011105,8.9,16.9
011102,KLIC,16.93,011105,17.5,-3.4
011105,AZPN,15.74,011106,16.49,-4.8
011105,WEBM,12.49,011106,14.05,-12.5
011106,NEOG,23.84,011107,23,3.5
011106,NTAP,16.8,011107,16.57,1.3
011107,NEOG,25.13,011108,21.64,13.8
011107,PHSY,22.94,011108,20.38,11.1
011108,MANU,11.1,011109,10.66,3.9
011108,INFA,12.255,011109,11.18,8.7
011109,VRST,14.85,011112,13.8,7
011109,GCOR,14.87,011112,15.4,-3.6
011112,BPRX,15.31,011113,14.85,3
011112,VIP,24.75,011113,26.25,-6.1
011113,CHKP,40.3,011114,40.75,-1.2
011113,BPRX,15.46,011114,14.3,7.5
011114,MANU,13.2,011115,12.56,4.8
011114,VTSS,14.1,011115,12.93,8.2
011115,COLT,10.95,011116,10.15,7.3
011115,TUES,18.19,011116,16.9203,6.9
011116,RCL,15.4,011119,15.01,2.5
011116,CNCT,10.47,011119,10.05,4
011119,JDSU,12.07,011120,11.19,7.2
011119,SRNA,23.63,011120,21.94,7.1
011120,CMLS,12.6,011121,11.65,7.5
011120,FNSR,13.47,011121,12.04,10.6
011121,NEOF,15.65,011123,17.43,-11.4
011121,SCMM,12.84,011123,13.3,-3.6
011123,PECS,31.49,011126,34.09,-8.3
011123,CNCT,11,011126,11.02,-0.2
011126,NEOF,17.84,011127,21.66,-21.5
011126,MGAM,34.2,011127,36.2995,-6.2
011127,CYBX,22.79,011128,23.2,-1.8
011127,ESST,19.76,011128,18.95,4
011128,XMSR,11.9,011129,11.29,5.1
011128,NEOF,21.84,011129,18.72,14.2
011129,XMSR,12.25,011130,11.59,5.3
011129,ISLE,12.55,011130,12.97,-3.4
011130,MCDTA,25.29,011203,24.83,1.8
011130,TTEC,12.06,011203,12.73,-5.6
011203,TTMI,12.2,011204,12.25,-0.5
011203,ASCA,24.15,011204,23.93,0.9
011204,MROI,20.1,011205,21.82,-8.6
011204,ESST,20.86,011205,21.47,-3
011205,SCI,30.8,011206,32.5,-5.6
011205,SANM,22.551,011206,24.42,-8.3
011206,AFCO,34.2,011207,33.45,2.1
011206,ASIA,20.1,011207,18.37,8.6
011207,NTCT,11.975,011210,10.47,12.5
011207,ASTSF,12.8,011210,12.84,-0.4
011210,INVN,34.91,011211,33.43,4.2
011210,OSIS,22.27,011211,18.3,17.8
011211,AMHC,36.91,011212,36.15,2
011211,IMX,15.2,011212,14.7,3.2
011212,AMD,18.15,011213,16.18,10.8
011212,XICO,13.69,011213,13.12,4.1
011213,XMSR,14.3,011214,16.24,-13.6
011213,ASTSF,13.79,011214,12.45,9.7
011214,IDNX,15.01,011217,12.99,13.4
011214,CC,23.5,011217,23.7,-0.9
011217,XMSR,17.37,011218,17.0496,1.8
011217,BREL,37.35,011218,28.2486,24.3
011218,XMSR,17.72,011219,17.3,2.3
011218,IDT,15.95,011219,15.5,2.8
011219,NEOL,23,011220,24.66,-7.3
011219,IBIS,13.235,011220,12.1,8.5
011220,NEOL,24.09,011221,24.9,-3.4
011220,JBHT,24.49,011221,23.41,4.4
011221,IDT,16.5,011224,18.6,-12.8
011221,PIR,17.9,011224,17.75,0.8
011224,IDT,18.75,011226,19.51,-4.1
011224,BLUD,10.89,011226,11.44,-5.1
011226,BPRX,22.09,011227,19.84,10.1
011226,IDT,19,011227,19.6,-3.2
011227,BLUD,11.62,011228,11.18,3.7
011227,HOV,20.75,011228,21.45,-3.4
011228,MANU,22.09,011231,21.08,4.5
011228,MTEC,29,011231,26.3,9.3
011231,CDCY,17.39,020102,15.93,8.3
011231,CCRT,10.81,020102,11.65,-7.8
020102,GAIA,23.81,020103,22,7.6
020102,XRX,10.48,020103,10.4,0.7
average return per trade =   2.380024     %              risk/return =               2.819659 
quarterly return (0.5%  transaction cost) =              63.24419     %