day1, OPE1, day3, CLO3, return 000404,HOTT,35,000405,33.875,3.2 000405,N/A,0,---,0,0 000406,N/A,0,---,0,0 000407,Z,11,000410,11.4375,-4 000407,WTSLA,20,000410,17.9375,10.3 000410,PFTI,20.4375,000411,13.75,32.7 000410,Z,11.375,000411,11.375,0 000411,N/A,0,---,0,0 000412,N/A,0,---,0,0 000413,N/A,0,---,0,0 000414,N/A,0,---,0,0 000417,N/A,0,---,0,0 000418,N/A,0,---,0,0 000419,N/A,0,---,0,0 000420,N/A,0,---,0,0 000424,N/A,0,---,0,0 000425,N/A,0,---,0,0 000426,N/A,0,---,0,0 000427,N/A,0,---,0,0 000428,N/A,0,---,0,0 000501,N/A,0,---,0,0 000502,N/A,0,---,0,0 000503,N/A,0,---,0,0 000504,N/A,0,---,0,0 000505,N/A,0,---,0,0 000508,N/A,0,---,0,0 000509,N/A,0,---,0,0 000510,N/A,0,---,0,0 000511,N/A,0,---,0,0 000512,N/A,0,---,0,0 000515,N/A,0,---,0,0 000516,CHST,21.75,000517,24.5,-12.7 000516,UPR,23.125,000517,22.6875,1.8 000517,CHST,24.0625,000518,24.5,-1.9 000517,CWST,12.0625,000518,12.0625,0 000518,AMK,43.75,000519,43.5,0.5 000519,ADTK,21.5,000522,22.5,-4.7 000522,N/A,0,---,0,0 000523,AMK,48.5,000524,41.5,14.4 000523,XING,32.625,000524,26.625,18.3 000524,CHRB,18.9375,000525,8.0625,57.4 000524,UNM,21.6875,000525,20.3125,6.3 000525,HSE,30,000526,29.5,1.6 000525,RJR,26.875,000526,27.5625,-2.6 000526,PCOL,15.75,000530,15.5625,1.1 000526,RJR,27.5625,000530,27.5,0.2 000530,PENG,42.59375,000531,41.5,2.5 000530,P,54.375,000531,57.25,-5.3 000531,P,55.4375,000601,57,-2.9 000531,PENG,42.9375,000601,43.625,-1.7 000601,VRC,23,000602,21.75,5.4 000601,PXD,15.1875,000602,14.3125,5.7 000602,BVC,11.25,000605,10.625,5.5 000602,VRC,23.375,000605,20.8125,10.9 000605,NEWP,65.5,000606,64.9375,0.8 000605,NETE,62.125,000606,61,1.8 000606,NUAN,56.375,000607,63.3125,-12.4 000606,TRMS,59.125,000607,58.125,1.6 000607,NUAN,62.9375,000608,58.78125,6.6 000608,N/A,0,---,0,0 000609,N/A,0,---,0,0 000612,ASWX,72,000613,61.375,14.7 000612,MSTR,55,000613,42.8125,22.1 000613,KEI,58.5,000614,64.75,-10.7 000613,HRCT,11.75,000614,12,-2.2 000614,MSTR,44.1875,000615,39.3125,11 000614,ECP,57,000615,56.5625,0.7 000615,ADTK,37.25,000616,37.5,-0.7 000615,NUAN,72.53125,000616,74,-2.1 000616,N/A,0,---,0,0 000619,N/A,0,---,0,0 000620,N/A,0,---,0,0 000621,N/A,0,---,0,0 000622,BIOI,15.375,000623,15.8125,-2.9 000623,SYXI,50,000626,62.5625,-25.2 000623,BIOI,16.1875,000626,15.25,5.7 000626,EFCX,13.9375,000627,14.25,-2.3 000626,VLGC,15,000627,15,0 000627,GOAM,17.25,000628,13,24.6 000627,TSEM,34,000628,32.125,5.5 000628,CBMI,11.75,000629,13,-10.7 000628,ARQL,15.125,000629,19.875,-31.5 000629,CBMI,12.5,000630,14,-12 000629,LEXG,36.42188,000630,34.375,5.6 000630,ZIGO,88.875,000703,90.5,-1.9 000630,COBT,58.25,000703,55.5,4.7 000703,LMS,15.625,000705,16,-2.5 000703,IBPI,27,000705,26.875,0.4 average return per trade = 0.5820282 % risk/return = 11.72897 quarterly return (0.5% transaction cost) = 11.20527 %