day1, OPE1, day3, CLO3, return
980402,BRR,36.75,980403,35.9375,2.2
980402,KSF,20.75,980403,20.75,0
980403,LU,71.75,980406,69.5,3.1
980403,AES,56.5,980406,55.75,1.3
980406,CCL,75.25,980407,71.6875,4.7
980406,LU,73.9375,980407,66.1875,10.4
980407,CODI,13,980408,12.125,6.7
980407,RNWK,37.625,980408,34.0937,9.3
980408,CODI,12.875,980409,12.4375,3.3
980408,CNDS,13.25,980409,12.9375,2.3
980409,LCOS,63.875,980413,65.5,-2.6
980409,CLMT,24,980413,22.75,5.2
980413,THNK,34.6875,980414,36.25,-4.6
980413,CMGI,78.75,980414,89.1875,-13.3
980414,GNET,29.25,980415,35,-19.7
980414,IMKE,12.25,980415,13.25,-8.2
980415,KTEL,24.625,980416,21.125,14.2
980415,GNET,35.5,980416,34,4.2
980416,ITVU,20.125,980417,18.4375,8.3
980416,SEEK,39.25,980417,36.6875,6.5
980417,N/A,0,---,0,0
980420,KTEL,33,980421,43.875,-33
980420,PLCM,17.0625,980421,16,6.2
980421,ITVU,28,980422,21.875,21.8
980421,BNYN,12.5,980422,11.3125,9.4
980422,N/A,0,---,0,0
980423,SEAC,13.5,980424,12.25,9.2
980423,SRCM,20.75,980424,18.6875,9.9
980424,TRBDF,10.5,980427,10,4.7
980424,GGUY,13.5,980427,12.4375,7.8
980427,N/A,0,---,0,0
980428,N/A,0,---,0,0
980429,DATM,18,980430,16.75,6.9
980429,PAUH,14,980430,14.9375,-6.7
980430,N/A,0,---,0,0
980501,ABTE,12.875,980504,17.25,-34
980501,FORE,23.25,980504,23.4375,-0.9
980504,ABTE,15,980505,16.75,-11.7
980504,GLYT,26.375,980505,25.75,2.3
980505,ABTE,18.125,980506,15.625,13.7
980505,CYPH,12.6875,980506,10.8125,14.7
980506,NRMI,11.75,980507,10,14.8
980506,ATLPA,24.75,980507,25,-1.1
980507,PCTL,11.875,980508,11,7.3
980507,IMNR,14.0625,980508,13.375,4.8
980508,ATLPA,25,980511,25.25,-1
980508,CFIM,13.5,980511,13.625,-1
980511,N/A,0,---,0,0
980512,N/A,0,---,0,0
980513,N/A,0,---,0,0
980514,GML,21.875,980515,21.375,2.2
980514,UIS,25.875,980515,25.8125,0.2
980515,UIS,26.4375,980518,24.9375,5.6
980515,WND,33,980518,30.9375,6.2
980518,PLG,55.75,980519,55.75,0
980519,N/A,0,---,0,0
980520,MYL,30.625,980521,31.9375,-4.3
980520,PE,27,980521,27.125,-0.5
980521,CDRD,42,980522,31.9375,-4.3
980521,LBOR,37.25,980522,27.125,-0.5
980522,N/A,0,---,0,0
980526,USS,39.0625,980527,39,0.1
980527,SRDX,11.5,980528,11.125,3.2
980527,ETEL,14.5,980528,14.5,0
980528,ANN,23,980529,21.8125,5.1
980529,HOE,49.8125,980601,49.6875,0.2
980529,SNAP,15.25,980601,14.875,2.4
980601,ICOS,21.125,980602,19.5,7.6
980601,MCHM,12.75,980602,11.375,10.7
980602,BVSI,12.5,980603,11.875,5
980602,CEXP,13.125,980603,12.5,4.7
980603,ABTX,20.875,980604,23.75,-13.8
980603,STRL,64.75,980604,64.375,0.5
980604,ABTX,21,980605,23.0625,-9.9
980604,VISX,57.125,980605,54.875,3.9
980605,ABTX,24.4375,980608,22.375,8.4
980605,INTV,15.75,980608,16.375,-4
980608,CHCS,12.0625,980609,12.8125,-6.3
980608,GPS,59.3125,980609,60.4375,-1.9
980609,CLCX,23.125,980610,22.625,2.1
980609,CHCS,12.75,980610,13.0625,-2.5
980610,CHCS,12.875,980611,13.125,-2
980610,BFT,35.9375,980611,34.625,3.6
980611,CHCS,13.625,980612,13.25,2.7
980611,USAD,16.75,980612,16.5,1.4
980612,CHCS,13.25,980615,13.625,-2.9
980612,USAD,17.0625,980615,16.125,5.4
980615,JMED,36.625,980616,36.125,1.3
980615,ECI,22.25,980616,24,-7.9
980616,CYPH,14.5,980617,11,24.1
980616,AMZN,66.75,980617,79,-18.4
980617,AMZN,75.875,980618,71.9375,5.1
980617,NOVL,13.0625,980618,12.8125,1.9
980618,AMZN,81,980619,75.8125,6.4
980618,CNWK,57.25,980619,54.875,4.1
980619,PIXR,52.875,980622,53,-0.3
980619,EESI,33.1875,980622,31.25,5.8
980622,PRGN,26.125,980623,27,-3.4
980622,LSON,48.75,980623,50.875,-4.4
980623,CBSL,33.875,980624,33.875,0
980623,LSON,50.375,980624,50.375,0
980624,AMZN,95,980625,99.0625,-4.3
980624,ELNK,77.375,980625,72.25,6.6
980625,IMRS,33.75,980626,32.3125,4.2
980625,SKYW,27.25,980626,28,-2.8
980626,CDWI,17.375,980629,16.75,3.5
980626,DERM,20.9375,980629,20.6875,1.1
980629,CDWI,16.9375,980630,16.75,1.1
980629,SKYW,28.25,980630,28,0.8
980630,SKYW,30,980701,29.625,1.2
980630,BVSN,25.125,980701,24,4.4
980701,DCLK,51.75,980702,71.625,-38.5
980701,SFNB,15.5,980702,18.875,-21.8
average return per trade =   0.1830995    %              risk/return =               37.48689 
quarterly return (0.5%  transaction cost) =              2.175939     %