day1, OPE1, day3, CLO3, return
001003,RIMM,106.5625,001004,106,0.5
001003,SYNQ,15.40625,001004,14.75,4.2
001004,TRPH,27.34375,001005,23.75,13.1
001004,BTRN,17.76563,001005,17,4.3
001005,PDII,79.375,001006,75,5.5
001006,HRC,11,001009,10.5625,3.9
001006,RIMM,114.375,001009,112,2
001009,VX,10.6875,001010,10.5,1.7
001009,HRC,10.5625,001010,10.6875,-1.2
001010,UNM,29,001011,29.0625,-0.3
001011,LNCR,35.625,001012,35.875,-0.8
001011,TRCD,17.9375,001012,16.4375,8.3
001012,N/A,0,---,0,0
001013,N/A,0,---,0,0
001016,N/A,0,---,0,0
001017,N/A,0,---,0,0
001018,N/A,0,---,0,0
001019,N/A,0,---,0,0
001020,N/A,0,---,0,0
001023,EMLX,158.875,001024,157.6875,0.7
001024,ECLP,22.625,001025,22.5625,0.2
001025,N/A,0,---,0,0
001026,N/A,0,---,0,0
001027,N/A,0,---,0,0
001030,N/A,0,---,0,0
001031,N/A,0,---,0,0
001101,N/A,0,---,0,0
001102,N/A,0,---,0,0
001103,N/A,0,---,0,0
001106,N/A,0,---,0,0
001107,N/A,0,---,0,0
001108,MTSI,14.0625,001109,13.9375,0.8
001108,EWBX,18,001109,16.75,6.9
001109,N/A,0,---,0,0
001110,N/A,0,---,0,0
001113,N/A,0,---,0,0
001114,FILE,35.375,001115,33,6.7
001114,WLL,46.25,001115,46.9375,-1.5
001115,SAGI,21.15625,001116,20.125,4.8
001115,MTSI,20.59375,001116,20.5625,0.1
001116,MTON,21.3125,001117,19.375,9
001116,MTSI,20.5625,001117,20.625,-0.4
001117,CTXS,29.875,001120,28,6.2
001117,WLL,47.9375,001120,47.9375,0
001120,TLB,49.875,001121,52.0625,-4.4
001120,TTN,20.9375,001121,19.1875,8.3
001121,TLB,52.6875,001122,50.1875,4.7
001121,GYMB,11.6875,001122,11.375,2.6
001122,CBRL,21.15625,001124,22,-4
001122,TLB,51.375,001124,50.1875,2.3
001124,BBC,13.75,001127,14.125,-2.8
001124,WEN,25.6875,001127,25.3125,1.4
001127,WEN,26.0625,001128,26.125,-0.3
001128,OSII,17.5,001129,17.5,0
001128,PHM,41.1875,001129,39.5625,3.9
001129,BEBE,20.9375,001130,20.125,3.8
001129,BBC,14.75,001130,15.0625,-2.2
001130,GYMB,13.1875,001201,12.5,5.2
001130,BBC,15,001201,14.0625,6.2
001201,ABI,85.5,001204,80,6.4
001201,CHIC,16.375,001204,15.9375,2.6
001204,SCIO,20.875,001205,20,4.1
001204,ABI,85,001205,85.75,-0.9
001205,N/A,0,---,0,0
001206,N/A,0,---,0,0
001207,GYMB,14.29688,001208,14.8125,-3.7
001208,RFMD,36,001211,36.25,-0.7
001208,CANI,29.625,001211,28.6875,3.1
001211,ALLY,10.75,001212,11,-2.4
001212,VSL,15.1875,001213,14.75,2.8
001212,ADIC,24.6875,001213,23.5625,4.5
001213,AMSGA,22.125,001214,19.5,11.8
001214,OVTI,10.71875,001215,10.1875,4.9
001215,N/A,0,---,0,0
001218,FAF,28.75,001219,30.625,-6.6
001218,POSO,11.1562,001219,11.375,-2
001219,N/A,0,---,0,0
001220,N/A,0,---,0,0
001221,N/A,0,---,0,0
001222,N/A,0,---,0,0
001226,ADLAC,47.8125,001227,48.6875,-1.9
001227,N/A,0,---,0,0
001228,N/A,0,---,0,0
001229,N/A,0,---,0,0
010102,N/A,0,---,0,0
average return per trade =   0.6064172    %              risk/return =               4.245866 
quarterly return (0.5%  transaction cost) =              13.30678     %