day1, OPE1, day3, CLO3, return
990105,BBT,39.625,990106,40.4375,-2.1
990105,DBCC,18.5625,990106,17.625,5
990106,IFMX,12.375,990107,12.125,2
990106,ATI,80,990107,82,-2.6
990107,ATI,82,990108,79,3.6
990107,CEPH,10.625,990108,9.6875,8.8
990108,ATHM,125,990111,121.875,2.5
990108,NSOL,255,990111,223.0625,12.5
990111,DBCC,31.6875,990112,35.125,-10.9
990111,BNYN,17.125,990112,17.5625,-2.6
990112,ELON,18.5,990113,13.75,25.6
990112,ZOMX,37.875,990113,24,36.6
990113,BRYO,25,990114,24.75,0.9
990113,CSTR,11.5625,990114,11.5,0.5
990114,VDAT,15.75,990115,16.375,-4
990114,GNET,116.5,990115,97.5,16.3
990115,TSCN,19.25,990119,15.25,20.7
990115,MARG,19.75,990119,15.875,19.6
990119,UIHIA,29.875,990120,34.75,-16.4
990119,SATH,12.1875,990120,10.9375,10.2
990120,RCCK,20.5625,990121,16.25,20.9
990120,GSPT,17.25,990121,13.375,22.4
990121,TSCN,18,990122,15.75,12.5
990121,RTRSY,88.375,990122,85.0625,3.7
990122,HEPH,24.4375,990125,24.75,-1.3
990122,EMKR,26.375,990125,26.5,-0.5
990125,UIHIA,35.125,990126,47,-33.9
990125,PCS,31.625,990126,33.625,-6.4
990126,UIHIA,46.125,990127,48.6875,-5.6
990126,PCS,33.75,990127,32.875,2.5
990127,VNTV,14.9687,990128,13.375,10.6
990127,GUMM,13,990128,13.4375,-3.4
990128,CKFR,39.25,990129,40.5,-3.2
990128,UIHIA,50.125,990129,49,2.2
990129,CKFR,41.9375,990201,40,4.6
990129,TMPW,57.5,990201,58.875,-2.4
990201,MOFN,28.9375,990202,30.5,-5.4
990201,SATH,18.9375,990202,21.8125,-15.2
990202,MOFN,31.625,990203,30.5,3.5
990202,SIEB,22.1875,990203,49.5,-123.1
990203,SIEB,28.625,990204,43.25,-51.1
990203,SNRS,11.375,990204,12.625,-11
990204,JBOH,16.375,990205,11.75,28.2
990204,FCCN,11.625,990205,11.5,1
990205,TRAC,13.875,990208,10.8125,22
990205,PTVL,30.9375,990208,25.9375,16.1
990208,SATH,27.25,990209,20,26.6
990208,ABOV,34.5,990209,27.25,21
990209,PWCC,21.875,990210,16.5,24.5
990209,SATH,29.75,990210,13.5625,54.4
990210,KSWS,42.625,990211,43.125,-1.2
990210,ASTSF,45.75,990211,45,1.6
990211,HOT,28.75,990212,28.125,2.1
990212,TBL,62.75,990216,63.875,-1.8
990212,BEAS,17,990216,15.9375,6.2
990216,SWRX,12.25,990217,9.625,21.4
990216,SONE,45.75,990217,44.5625,2.5
990217,FHT,24.4375,990218,24.4375,0
990217,STAT,11.9375,990218,11.375,4.7
990218,MIPS,45.5,990219,43,5.4
990218,RBCF,17.5,990219,17.375,0.7
990219,MAR,39.0625,990222,39.5,-1.2
990219,APPB,27.6875,990222,27.875,-0.7
990222,NIN,20.25,990223,19.5625,3.3
990222,STAR,10.1875,990223,9.75,4.2
990223,ATRX,15.9375,990224,15,5.8
990224,HOT,33,990225,31.4375,4.7
990224,SONE,56.75,990225,69,-21.6
990225,KIDE,13.5,990226,13.8125,-2.4
990225,ITN,10.1875,990226,9.75,4.2
990226,SONE,72.75,990301,65.75,9.6
990226,POSS,11.1875,990301,12.25,-9.5
990301,NXTR,15.5,990302,15.25,1.6
990301,POSS,11.375,990302,12.125,-6.6
990302,SPLN,52.125,990303,51.75,0.7
990302,OMGA,12.375,990303,10.3125,16.6
990303,EBAY,123.1875,990304,130.8125,-6.2
990303,SPLN,52,990304,52.625,-1.3
990304,KIDE,17.5,990305,18.625,-6.5
990304,EBAY,128.875,990305,149.25,-15.9
990305,EBAY,138.875,990308,171,-23.2
990305,KIDE,17.875,990308,20.375,-14
990308,GBLX,76.5,990309,77,-0.7
990308,EBAY,154.375,990309,166.25,-7.7
990309,ESPI,10.6875,990310,9.875,7.6
990309,KIDE,21,990310,22.75,-8.4
990310,OSHSF,13.875,990311,13.375,3.6
990310,GNET,95.625,990311,84,12.1
990311,ABOV,42.75,990312,47.5,-11.2
990311,GNET,94.375,990312,87,7.8
990312,GBLX,47.75,990315,56.5625,-18.5
990312,ABOV,45.5625,990315,48.6875,-6.9
990315,GBLX,52,990316,51.5,0.9
990315,ABOV,49.5,990316,56.5,-14.2
990316,GNET,130,990317,115.125,11.4
990316,POSS,16.625,990317,13,21.8
990317,RXSD,21.5,990318,22.25,-3.5
990317,ABOV,58.9375,990318,52.1875,11.4
990318,RFMD,103.625,990319,95.125,8.2
990318,DCLK,146.25,990319,179.75,-23
990319,DCLK,164,990322,177,-8
990319,BSX,39.875,990322,39.625,0.6
990322,ABOV,63.5,990323,67.5625,-6.4
990322,EXDS,148,990323,124.75,15.7
990323,ABOV,75.875,990324,77.9375,-2.8
990323,VVTV,15.1875,990324,14.5625,4.1
990324,FCCNW,11.125,990325,11.1875,-0.6
990325,ABOV,85,990326,85.0625,-0.1
990325,CUST,16.5,990326,14.9375,9.4
990326,LWIN,11.5,990329,12.875,-12
990326,ATHM,149.3125,990329,159.6875,-7
990329,LWIN,14.875,990330,11.9375,19.7
990329,ATHM,160.75,990330,153,4.8
990330,TBFC,85.5,990331,79.75,6.7
990330,GIFI,11.75,990331,10.5,10.6
990331,NETG,42,990401,42.4375,-1.1
990331,ABOV,113.6875,990401,125,-10
990401,ABOV,141.75,990405,118,16.7
990401,MSGI,15.5,990405,16.1875,-4.5
average return per trade =   0.8338817    %              risk/return =               16.60551 
quarterly return (0.5%  transaction cost) =              10.73891     %