Quarterly data file

2001 - 4

(CLO1 - OPE4) strategies with selection of two stocks with maximum price drop during the day #1
STOCK1 is the stock with maximum CLO1 - CLO0 price drop
RETURN is the stock price change (OPE4 - CLO1) in %
Look at statistics at the end of file

*     ---   the Basic Trading Strategy
**   ---    the Basic Trading Strategy and the Low Risk Strategy-1
*** ---   the Basic Trading Strategy and the Low Risk Strategies-1 and -2

Day #1 Ticker Strategy Closing Price Day #4 Opening Price Return %
011001 OPMR ** 21.55 011004 18.87 -12.44
011001 BRCD ** 12.9 011004 18.55 43.79
011002 AHAA ** 16.55 011005 20.9 26.28
011002 NVDA ** 23.88 011005 31.8 33.16
011003 RTEC * 18.23 011008 20.95 14.92
011003 UTEK * 11 011008 12.07 9.72
011004 IDXC * 9.7 011009 9.775 0.77
011004 OPMR * 19.9 011009 19.8 -0.51
011005 CYMI * 15.44 011010 16.26 5.31
011005 RSAS * 10.93 011010 10.24 -6.32
011008 SPOT * 20.14 011011 20.74 2.97
011008 TALX * 16.22 011011 16.62 2.46
011009 EDSN * 11.6 011012 13.4 15.51
011009 AMSY * 10.7 011012 12.4 15.88
011010 EWBC * 20.1 011015 20.055 -0.23
011010 RSAS * 9.99 011015 10.58 5.9
011011 PDG * 11.29 011016 11.68 3.45
011011 CEI * 18.38 011016 16.5 -10.23
011012 ACF ** 22.75 011017 26.95 18.46
011012 MBRS ** 10.24 011017 11 7.42
011015 ACF * 21.96 011018 24.01 9.33
011015 PPD * 15.7 011018 15.6 -0.64
011016 FLM * 23.95 011019 25.25 5.42
011016 USM * 41.75 011019 41.55 -0.48
011017 BRW ** 9.92 011022 9.69 -2.32
011017 AMSG ** 23.1 011022 23.55 1.94
011018 WM ** 31 011023 32.05 3.38
011018 CMX ** 13.43 011023 13.4 -0.23
011019 UAL * 14.77 011024 15.25 3.24
011019 GDW * 48.82 011024 47.9 -1.89
011022 ASF * 20.48 011025 22.25 8.64
011022 EOP * 28.24 011025 27 -4.4
011023 HRB ** 32.78 011026 33.77 3.02
011023 SBC ** 38.78 011026 38.65 -0.34
011024 ENE ** 16.41 011029 15.15 -7.68
011024 ADVP ** 58.26 011029 64.04 9.92
011025 T * 16 011030 15.5 -3.13
011025 TUTR * 18.75 011030 12.86 -31.42
011026 ENE * 15.5 011031 11.98 -22.71
011026 HRC * 12.51 011031 13.05 4.31
011029 ENE ** 13.81 011101 13.1 -5.15
011029 LFG ** 25.8 011101 26.5 2.71
011030 ENE ** 11.16 011102 11.85 6.18
011030 EK ** 27.8 011102 26.7 -3.96
011031 EK * 25.57 011105 25.1 -1.84
011031 SWC * 15.59 011105 15.8 1.34
011101 Q ** 12 011106 12 0
011101 AVA ** 11.29 011106 11 -2.57
011102 AVA * 10.72 011107 11.22 4.66
011102 DYN * 33.45 011107 36 7.62
011105 VGIN * 13.59 011108 14.45 6.32
011105 TZH * 15.24 011108 15.3 0.39
011106 AMT * 7 011109 6.45 -7.86
011106 TK * 25.49 011109 26.15 2.58
011107 CIMA * 35.07 011112 30.46 -13.15
011107 FHCC * 22.3 011112 22.5 0.89
011108 CIMA *** 31.1 011113 31.25 0.48
011108 SCRI *** 14.3 011113 17.14 19.86
011109 VGIN ** 10.05 011114 10.2 1.49
011109 ULAB ** 19.3 011114 20.75 7.51
011112 CCI * 10 011115 11 10
011112 FLM * 20.86 011115 22.25 6.66
011113 NSI * 16.45 011116 17.2 4.55
011113 GERN * 10.24 011116 10 -2.35
011114 SURE ** 9.9 011119 9.86 -0.41
011114 VGIN ** 9.19 011119 9.54 3.8
011115 VPI ** 12.48 011120 12.9 3.36
011115 ENDO ** 17.26 011120 17.275 0.08
011116 TEE * 10.05 011121 9.2 -8.46
011116 LCBM * 9.8 011121 12.72 29.79
011119 MEDC * 14.85 011123 13.46 -9.37
011119 PDG * 9.79 011123 9.9 1.12
011120 MEDC * 13.33 011126 13.455 0.93
011120 NDE * 21.62 011126 23 6.38
011121 MEDC * 12.98 011127 12.65 -2.55
011121 RLRN * 24.57 011127 25.09 2.11
011123 TECD * 37.74 011128 43.09 14.17
011123 ABX * 14.2 011128 14.9 4.92
011126 SHPGY * 35.2 011129 37.38 6.19
011126 CHIR * 44.08 011129 43.2 -2
011127 STZ * 37 011130 37.35 0.94
011127 KOF * 18.45 011130 18.54 0.48
011128 EOT ** 14.09 011203 7.9 -43.94
011128 SPOT ** 19.97 011203 20.26 1.45
011129 EPG * 44.66 011204 42.24 -5.42
011129 ITG * 55.3 011204 57.2 3.43
011130 IMA * 15.47 011205 16.6 7.3
011130 IMGC * 23.25 011205 27.14 16.73
011203 CPN *** 18.5 011206 20.42 10.37
011203 DYN *** 27.17 011206 28 3.05
011204 REI * 25.09 011207 25.5 1.63
011204 WWCA * 23.87 011207 23.03 -3.52
011205 RMCI ** 15.3 011210 17.73 15.88
011205 NRG ** 14.85 011210 14.75 -0.68
011206 STE * 19.5 011211 17.4 -10.77
011206 DORL * 30.68 011211 30.4 -0.92
011207 STE * 17.59 011212 17.5 -0.52
011207 DIGE * 28.05 011212 26.505 -5.51
011210 IDTI ** 23.11 011213 23.6 2.12
011210 MEDX ** 17.8 011213 17.27 -2.98
011211 CPN *** 15.5 011214 13 -16.13
011211 MIR *** 20.1 011214 16.75 -16.67
011212 AMRN ** 16 011217 17.16 7.24
011212 SGR ** 22.71 011217 21.9 -3.57
011213 ITG * 39.5 011218 40 1.26
011213 VGR * 33.25 011218 34.04 2.37
011214 MIR ** 15.7 011219 13.85 -11.79
011214 GEG ** 12.25 011219 11.83 -3.43
011217 MIR ** 13.35 011220 14 4.86
011217 QUIX ** 16.5 011220 15.77 -4.43
011218 UAL ** 13.69 011221 12.25 -10.52
011218 NTT ** 15.26 011221 16.15 5.83
011219 VRTX * 22.51 011224 23.25 3.28
011219 UAL * 13.15 011224 13.12 -0.23
011220 TERN *** 7.48 011226 8.13 8.68
011220 SSTI *** 9 011226 9.65 7.22
011221 TKLC * 16 011227 17.5 9.37
011221 PRGN * 13.65 011227 13.22 -3.16
011224 MERX * 16.3 011228 17.2 5.52
011224 MOT * 14.85 011228 14.81 -0.27
011226 EXTR * 12.69 011231 12.97 2.2
011226 PRGN * 13.16 011231 13.98 6.23
011227 FLIR * 37 020102 37.6 1.62
011227 QSFT * 20.69 020102 22.2 7.29
011228 IMCL * 55.25 020103 42.34 -23.37
011228 PMTR * 11.74 020103 11.95 1.78
011231 IMCL * 46.46 020104 40.81 -12.17
011231 ATRX * 20.61 020104 20.89 1.35


Basic Strategy:
Average Return per trade: 1.61 %
Risk/Return ratio for one trade = 6.53
Probability of positive pure daily returns = 64.06 %

Low Risk Strategy-1:
Average Return per trade: 2.3 %
Risk/Return ratio for one trade = 5.66
Probability of positive pure daily returns = 66.66 %

Low Risk Strategy-2:
Average Return per trade: 2.11 %
Risk/Return ratio for one trade = 5.65
Probability of positive pure daily returns = 75 %