day1, OPE1, day3, CLO3, return
960103,RLAB,11.375,960104,10.75,5.4
960104,TEO,53,960105,52.625,0.7
960104,TAR,30.875,960105,30.75,0.4
960105,TIR,13.125,960108,10.875,17.1
960105,ZONA,11.25,960108,10.625,5.5
960108,FACE,14.75,960109,15.25,-3.4
960108,VANS,10.25,960109,10.625,-3.7
960109,CBMI,10.625,960110,9.5,10.5
960109,VANS,11.75,960110,11.125,5.3
960110,MDRX,18.875,960111,19.25,-2
960110,AMLN,11.125,960111,10.25,7.8
960111,SOLV,18.75,960112,20,-6.7
960111,FRMG,26.75,960112,25.125,6
960112,SOLV,21.5,960115,18.375,14.5
960112,VANS,12.125,960115,10.25,15.4
960115,MDRX,20.25,960116,19.75,2.4
960116,CHN,16,960117,15.625,2.3
960116,MDRX,21,960117,18.8125,10.4
960117,GRR,14,960118,13.625,2.6
960117,MNTR,26.875,960118,27.75,-3.3
960118,AGPH,44,960119,42.75,2.8
960118,MNTR,28.375,960119,28.125,0.8
960119,MATK,31.5,960122,33.5,-6.4
960119,NFLI,25.5,960122,25.5,0
960122,NFLI,21.5,960123,25.25,-17.5
960123,NFLI,29.75,960124,25.5,14.2
960124,ITEX,12.5,960125,9.75,21.9
960124,HC,60.5,960125,65,-7.5
960125,ITEX,11.75,960126,10,14.8
960125,NXCO,11.75,960126,12.625,-7.5
960126,NXCO,12.5,960129,14.625,-17.1
960126,LUMI,14.5,960129,15.5,-6.9
960129,NXCO,14,960130,15.25,-9
960129,MDRX,27.75,960130,29.5,-6.4
960130,MDRX,29.25,960131,28.5,2.5
960130,GSTRF,59,960131,59,0
960131,SOLV,38,960201,29.5,22.3
960131,GSTRF,65.75,960201,57,13.3
960201,DISH,37.75,960202,38,-0.7
960201,CCSI,10.25,960202,9.375,8.5
960202,N/A,0,---,0,0
960205,FUSE,26.5,960206,25,5.6
960206,USEG,19,960207,16,15.7
960206,ANLT,15.25,960207,14,8.1
960207,JMED,42.25,960208,42.25,0
960207,EMIS,11.75,960208,10.25,12.7
960208,ATLS,26.125,960209,25.125,3.8
960208,JMED,42.75,960209,42,1.7
960209,NHWK,28.5,960212,35.5,-24.6
960209,HLT,90.375,960212,89.875,0.5
960212,BBTK,27.5,960213,25.75,6.3
960212,NMPS,10.125,960213,10.125,0
960213,LCSI,22.5,960214,20,11.1
960213,ZOLT,27.75,960214,27.25,1.8
960214,CAMP,41.75,960215,46.375,-11.1
960214,GAEO,14.625,960215,15.875,-8.6
960215,CAFC,23,960216,23.375,-1.7
960215,AMM,21.5,960216,20.375,5.2
960216,CAMP,47.75,960220,46.5,2.6
960216,TCSI,28,960220,26.5,5.3
960220,NFLD,25.25,960221,23.5,6.9
960220,TNCX,13.625,960221,12.25,10
960221,USRX,107.5,960222,121.0625,-12.7
960221,NFLD,26,960222,21.625,16.8
960222,SIER,36.5,960223,38.25,-4.8
960222,USRX,116.625,960223,118.5,-1.7
960223,SIER,39.5,960226,37.5,5
960223,GEN,12.75,960226,12.75,0
960226,SCLN,11.625,960227,12.125,-4.4
960226,VRTY,52.75,960227,51.5,2.3
960227,VTSS,22,960228,21,4.5
960227,WANGW,10.625,960228,10,5.8
960228,VTSS,24.5,960229,19.25,21.4
960228,JLGI,37,960229,35,5.4
960229,TNCX,17.375,960301,19.3125,-11.2
960229,ASPT,48.25,960301,46,4.6
960301,SNDCF,12.375,960304,10.5,15.1
960301,PMTI,12.25,960304,11.875,3
960304,POLY,16,960305,14.5,9.3
960304,ANN,18,960305,19,-5.6
960305,FD+C,12.5,960306,12.875,-3
960305,SMRT,13.875,960306,13.75,0.9
960306,THRT,25,960307,24.75,0.9
960306,WTSLA,10.75,960307,11.125,-3.5
960307,PETM,39.75,960308,38,4.4
960307,PRFT,30.25,960308,29.75,1.6
960308,HLYW,12.875,960311,12.75,0.9
960308,VCAI,22.25,960311,22.75,-2.3
960311,ASTF,61.5,960312,64.75,-5.3
960311,AVNT,23,960312,23,0
960312,NHWK,48,960313,44.5,7.2
960312,BRKT,30.25,960313,33.5,-10.8
960313,FINL,12,960314,13.625,-13.6
960313,NHWK,47,960314,42.5,9.5
960314,FSCX,11.25,960315,11.5,-2.3
960314,WNDR,22.625,960315,21.75,3.8
960315,FSCX,12.125,960318,10.875,10.3
960315,BRKT,36.75,960318,35.25,4
960318,WTSLA,13.125,960319,12.5,4.7
960318,KM,10.5,960319,9.75,7.1
960319,IOMG,24.75,960320,22.875,7.5
960319,DSPG,13,960320,12.5,3.8
960320,TMED,11.5,960321,8.75,23.9
960320,ACTN,22.75,960321,22,3.2
960321,ASTF,75,960322,71.75,4.3
960321,RENO,12.125,960322,11.625,4.1
960322,NXCO,20.375,960325,22,-8
960322,CYRK,17,960325,15.625,8
960325,NXCO,22.25,960326,20.5,7.8
960325,ESOL,37,960326,34.75,6
960326,HRMI,17,960327,16.5,2.9
960326,NXCO,22,960327,20.875,5.1
960327,DNA,29.375,960328,27.875,5.1
960327,OREM,21.375,960328,20.375,4.6
960328,SFSK,26,960329,27.25,-4.9
960328,CNSI,14.25,960329,12,15.7
960329,PSUN,13.125,960401,12.875,1.9
960329,ZOLT,45.75,960401,44.875,1.9
960401,HSTR,20.5,960402,21.125,-3.1
960401,CNS,33.625,960402,35,-4.1
average return per trade =   2.117776     %              risk/return =               3.049802 
quarterly return (0.5%  transaction cost) =              53.523       %