day1, OPE1, day3, CLO3, return
000104,N/A,0,---,0,0
105,EWEB,15,106,16.04688,-7
105,SPLI,41.125,106,39,5.1
106,XNET,16.875,107,10.125,40
106,WEBB,30,107,29.5,1.6
107,INTF,32.875,110,33.5625,-2.1
107,IARC,12.625,110,11.5,8.9
110,N/A,0,---,0,0
111,CBST,27.125,000112,23.75,12.4
111,SCKT,17.71875,000112,11.5,8.9
000112,EXNT,44.6875,000113,41.5,7.1
000112,NSSI,14.4375,000113,15,-3.9
000113,BPUR,26.25,000114,29,-10.5
000113,DSGX,32,000114,30.5,4.6
000114,NGEN,35,000118,34,2.8
000114,MYTN,12.9062,000118,17.625,-36.6
000118,XYBR,11.5625,000119,12.4375,-7.6
000118,TRRA,101.3125,000119,91.25,9.9
000119,UPGD,80,000120,12.4375,-7.6
000119,INHL,73.5,000120,72.25,1.7
000120,GERN,22.75,000121,31.5625,-38.8
000120,ARDM,15.25,000121,15.3125,-0.5
000121,BIOM,12.8125,000124,10.1875,20.4
000121,GERN,29.25,000124,37.375,-27.8
000124,IAAC,27,000125,19.625,27.3
000124,EDIG,23.8125,000125,18.125,23.8
000125,EFCX,17.25,000126,11.25,34.7
000125,GWRX,48.5,000126,33.375,31.1
000126,MXIP,22,000127,22,0
000126,MSIA,12.9375,000127,11.5625,10.6
000127,ENNT,14.25,000128,11,22.8
000127,DMRK,36,000128,31.125,13.5
000128,ITXC,105.375,000131,107.5,-2.1
000128,ALLP,12.875,000131,11.5625,10.1
000131,MYTN,23.21875,000201,22.125,4.7
000131,GUMM,31,000201,33.875,-9.3
000201,TRMS,53.75,000202,48.75,9.3
000201,BRKT,27,000202,28,-3.8
000202,SFTW,16.125,000203,11.625,27.9
000202,HMSK,25,000203,22.75,9
000203,MRTO,16.625,000204,16.5,0.7
000203,GZSP,14.1875,000204,12.75,10.1
000204,MRTO,24.875,000207,18.5,25.6
000204,CREE,145.5,000207,150.6875,-3.6
000207,UTDL,14,000208,9.75,30.3
000207,SSOL,116,000208,163,-40.6
000208,HTRN,20.25,000209,18,11.1
000208,ABSC,64.9375,000209,58.25,10.2
000209,MDSLF,32.375,000210,28.25,12.7
000209,AVII,26,000210,22.875,12
000210,HAUP,67.375,000211,60.1875,10.6
000210,NHAN,14.5,000211,12.25,15.5
000211,XDSL,18.5,000214,20.125,-8.8
000211,NANX,13.5,000214,11.0625,18
000214,GNLB,16.375,000215,10,38.9
000214,CYTO,14.0625,000215,13,7.5
000215,OPTC,19.75,000216,18.375,6.9
000215,BJCT,18,000216,14.9375,17
000216,CAVN,20,000217,16.75,16.2
000216,TXCC,91.625,000217,81,11.5
000217,TGEN,25.5,000218,23.5,7.8
000217,SCON,39,000218,33.625,13.7
000218,RGEN,14.0625,000222,11.375,19.1
000218,TERN,226,000222,266.5,-18
000222,N/A,0,---,0,0
000223,IMNR,19.375,000224,15.5,20
000223,OSE,12.5,000224,8.625,31
000224,ISCO,14.9375,000225,15.5,20
000224,SEVU,15,000225,8.625,31
000225,NERX,18.9375,000228,17.875,5.6
000225,TROY,42.875,000228,35,18.3
000228,SCON,77.5,000229,88.625,-14.4
000228,CDTS,76.125,000229,67,11.9
000229,MATX,21.75,000301,15.9375,26.7
000229,CBST,61,000301,68.0625,-11.6
000301,BMRN,37.9375,000302,33,13
000301,BSTI,24.875,000302,20,19.5
000302,NMPS,18.4375,000303,16.125,12.5
000302,EPMN,18.9687,000303,19.8125,-4.5
000303,ARIAW,36.5,000306,28.25,22.6
000303,ARIA,46,000306,36.0625,21.6
000306,NEXL,13.9375,000307,13.875,0.4
000306,ISIP,28.875,000307,28.1875,2.3
000307,ULTR,19.25,000308,15,22
000307,TCLN,14.375,000308,12.375,13.9
000308,ILNK,20,000309,16.3125,18.4
000308,VASO,13,000309,9.65625,25.7
000309,XENO,11.25,000310,8.1875,27.2
000309,ILNK,19.375,000310,13.875,28.3
000310,PRCM,89.6875,000313,55.5625,38
000310,SCUR,29.625,000313,26,12.2
000313,MDSI,77.7187,000314,72.75,6.3
000313,BSTI,30.75,000314,32.625,-6.1
000314,RMTR,34.75,000315,27.9375,19.6
000314,WGRD,119,000315,87.5,26.4
000315,LMGR,10.9375,000316,9,17.7
000315,HAUP,82,000316,72.875,11.1
000316,DGV,18.5,000317,17.25,6.7
000316,SMSI,25,000317,23.9375,4.2
000317,PERF,17.8125,000320,17.5,1.7
000320,TMTV,19.25,000321,17.9375,6.8
000320,IDSY,17.75,000321,12.25,30.9
000321,WFFT,12,000322,13.75,-14.6
000321,TMTV,17.75,000322,17.875,-0.8
000322,N/A,0,---,0,0
000323,MEAD,53.1875,000324,64.5,-21.3
000324,MTMC,19.8125,000327,14.625,26.1
000324,LMLP,60.125,000327,72.875,-21.3
000327,LMLP,69.15625,000328,58,16.1
000327,TDY,16.5,000328,21.1875,-28.5
000328,TDY,19.5625,000329,18.9375,3.1
000328,MOBI,16,000329,14.625,8.5
000329,TDY,24.9375,000330,17.5,29.8
000329,PFTI,11.875,000330,14.625,8.5
000330,N/A,0,---,0,0
000331,N/A,0,---,0,0
000403,N/A,0,---,0,0
average return per trade =   6.982464     %              risk/return =               1.655676 
quarterly return (0.5%  transaction cost) =              307.4344     %