day1, OPE1, day3, CLO3, return
971002,BTIM,60,971003,66.75,-11.3
971002,PTIS,11.875,971003,11,7.3
971003,BFPT,62.5,971006,59.9375,4.1
971003,BTIM,67.875,971006,76,-12
971006,PTEN,62,971007,59,4.8
971006,BONZ,12.1875,971007,10.75,11.7
971007,SESI,12.75,971008,13.6875,-7.4
971007,NSPK,18.4375,971008,18,2.3
971008,FGII,78,971009,77,1.2
971008,SESI,13.375,971009,13.125,1.8
971009,SPIR,23.5,971010,19.875,15.4
971009,LBOR,29.5,971010,29.8125,-1.1
971010,VIFL,12.75,971013,9.75,23.5
971010,FGII,79.25,971013,77.9375,1.6
971013,ANST,23.25,971014,19.375,16.6
971013,BLDPF,64,971014,51,20.3
971014,SEEK,14.4375,971015,13.375,7.3
971014,NSPK,21.25,971015,22.75,-7.1
971015,CEGE,11.625,971016,9.875,15
971015,CMDL,11.5,971016,11.75,-2.2
971016,MCOM,17.3125,971017,16.5625,4.3
971016,NSPK,23.75,971017,24.375,-2.7
971017,CYPH,11,971020,11.0625,-0.6
971017,NSPK,25.5,971020,26.875,-5.4
971020,HPRT,28.125,971021,29.4375,-4.7
971020,PKPS,10.625,971021,10.0625,5.2
971021,ZOMX,13.125,971022,15,-14.3
971021,NSPK,27.75,971022,24.875,10.3
971022,QWST,64.25,971023,64.5,-0.4
971022,ZOMX,13.625,971023,14,-2.8
971023,DUSA,11,971024,13.9375,-26.8
971023,QWST,64.625,971024,63,2.5
971024,PIONA,14.625,971027,12.875,11.9
971024,FFST,12.75,971027,9.75,23.5
971027,TCPI,18,971028,18.5,-2.8
971027,THQI,16.75,971028,16.1875,3.3
971028,N/A,0,---,0,0
971029,TCPI,19.375,971030,18,7
971029,THQI,16.9375,971030,15.3125,9.5
971030,SDG,68.4375,971031,68.875,-0.7
971030,TCPI,18.75,971031,17.6875,5.6
971031,VRC,62.5625,971103,64.625,-3.3
971031,CRK,16.75,971103,16.375,2.2
971103,CREE,25.875,971104,27.4375,-6.1
971103,LSSI,23.5,971104,22.375,4.7
971104,CREE,27.625,971105,28.875,-4.6
971105,ALTIF,12.5,971106,12.75,-2
971105,MIND,32.375,971106,31.875,1.5
971106,ALTIF,14.125,971107,13.375,5.3
971106,IASI,13.875,971107,13.125,5.4
971107,MFI,41.25,971110,41.6875,-1.1
971107,CPTL,12,971110,15.125,-26.1
971110,CPTL,14.0625,971111,13.875,1.3
971111,CPTL,15.9375,971112,13.5,15.2
971111,LASRF,26.875,971112,24.9375,7.2
971112,BSNX,22.375,971113,21.75,2.7
971113,XPED,30.25,971114,28.875,4.5
971114,NU,13,971117,13.3125,-2.5
971117,STRX,30.75,971118,31.125,-1.3
971117,BVCC,34.375,971118,35.75,-4
971118,FDO,28.875,971119,27.4375,4.9
971118,HYSW,44.25,971119,42.5,3.9
971119,KELL,26.625,971120,26.25,1.4
971119,BVCC,35.5,971120,34.9375,1.5
971120,MEDW,12.625,971121,11.75,6.9
971121,N/A,0,---,0,0
971124,NJST,22.125,971125,22.4375,-1.5
971125,N/A,0,---,0,0
971126,N/A,0,---,0,0
971128,TRUX,15.5625,971201,15.75,-1.3
971128,SNV,31.75,971201,32.5625,-2.6
971201,ENMD,15.5,971202,12.125,21.7
971202,AMTD,38.75,971203,31.25,19.3
971202,DEP,49.75,971203,50.25,-1.1
971203,STRL,50,971204,49.1875,1.6
971203,DEP,49.25,971204,50.5,-2.6
971204,IONAY,21.625,971205,20.625,4.6
971204,FMY,36.25,971205,36.125,0.3
971205,SNC,37,971208,36,2.7
971208,ACAI,28.25,971209,27.5,2.6
971208,SOTR,60.125,971209,59.375,1.2
971209,ARTS,17,971210,15.875,6.6
971209,RADAF,18.375,971210,18.5,-0.7
971210,BBY,38.625,971211,39.9375,-3.4
971210,RADAF,18,971211,17.875,0.6
971211,ABTX,14.0625,971212,15.25,-8.5
971211,SANO,25.25,971212,23,8.9
971212,VIDE,14.375,971215,11.25,21.7
971212,BBY,39.9375,971215,35.8125,10.3
971215,ABTX,15.625,971216,13.75,11.9
971216,N/A,0,---,0,0
971217,SANO,33.125,971218,31.125,6
971218,N/A,0,---,0,0
971219,PSX,21.625,971222,23.4375,-8.4
971219,PRRC,10.25,971222,10.125,1.2
971222,NBTY,32.25,971223,31.3437,2.8
971222,MDC,14.9375,971223,15.1875,-1.7
971223,FNF,33,971224,30.0625,8.9
971223,LUC,28.5,971224,28.875,-1.4
971224,ICIX,60.25,971226,57,5.3
971226,N/A,0,---,0,0
971229,N/A,0,---,0,0
971230,N/A,0,---,0,0
971231,N/A,0,---,0,0
980102,N/A,0,---,0,0
average return per trade =   1.812032     %              risk/return =               3.422329 
quarterly return (0.5%  transaction cost) =              45.0686      %