day1, OPE1, day3, CLO3, return
960702,N/A,0,---,0,0
960703,N/A,0,---,0,0
960705,N/A,0,---,0,0
960708,N/A,0,---,0,0
960709,N/A,0,---,0,0
960710,N/A,0,---,0,0
960711,N/A,0,---,0,0
960712,N/A,0,---,0,0
960715,N/A,0,---,0,0
960716,N/A,0,---,0,0
960717,N/A,0,---,0,0
960718,N/A,0,---,0,0
960719,N/A,0,---,0,0
960722,SHAW,25,960723,24,3.9
960722,LSST,15,960723,14.25,5
960723,INVN,21.75,960724,16,26.4
960723,HWCC,10.75,960724,8.5,20.9
960724,PAYC,11.25,960725,12,-6.7
960725,EAGL,18.375,960726,17.5,4.7
960725,UCIT,20,960726,19.625,1.8
960726,AVNT,31.5,960729,28,11.1
960729,INVN,29,960730,24,17.2
960730,BARR,10.625,960731,8.1875,22.9
960731,N/A,0,---,0,0
960801,CTYS,33.25,960802,34.75,-4.6
960802,N/A,0,---,0,0
960805,N/A,0,---,0,0
960806,CTYS,36.5,960807,32,12.3
960806,EZCIA,41.25,960807,41.75,-1.3
960807,EZCIA,42,960808,41.25,1.7
960808,MVSIW,11.625,960809,11,5.3
960808,DOUG,24.25,960809,24,1
960809,FPAM,22.875,960812,23.625,-3.3
960812,AAM,48.125,960813,45.125,6.2
960812,DHMS,25,960813,26.25,-5.1
960813,SUPG,14.25,960814,13.875,2.6
960814,DHMS,25.5,960815,26,-2
960815,PSQL,10,960816,9.8125,1.8
960816,PMRP,20.625,960819,19.875,3.6
960819,N/A,0,---,0,0
960820,N/A,0,---,0,0
960821,FRES,18.5,960822,17.75,4
960821,SMOD,17.75,960822,16.875,4.9
960822,FRES,18.5,960823,18.875,-2.1
960822,LSSI,21.25,960823,21.5,-1.2
960823,ADSP,11.75,960826,10.75,8.5
960823,TCGI,22.375,960826,23.625,-5.6
960826,SISGF,15.125,960827,17.2187,-13.9
960827,N/A,0,---,0,0
960828,SISGF,17,960829,17.25,-1.5
960829,TEAM,17.875,960830,18.125,-1.4
960829,DELI,10,960830,10.125,-1.3
960830,MCTH,18.625,960903,17.5,6
960903,TEAM,17.875,960904,17.625,1.3
960903,VSNT,15.75,960904,17.75,-12.7
960904,PSUN,29.25,960905,27.125,7.2
960904,CIBR,27.5,960905,26.5,3.6
960905,EMIS,12.5,960906,14.125,-13
960905,SUDS,12.75,960906,12.75,0
960906,NBTY,15.375,960909,16.125,-4.9
960906,FINL,37.25,960909,41.625,-11.8
960909,DNA,42.5,960910,43.5,-2.4
960909,NBTY,16.125,960910,16,0.7
960910,DNA,47,960911,44.5,5.3
960910,FINL,41.75,960911,40.375,3.2
960911,N/A,0,---,0,0
960912,VIAS,74.125,960913,71.5,3.5
960913,N/A,0,---,0,0
960916,BRKT,34.4687,960917,33.125,3.8
960917,VSNT,26.25,960918,26.75,-2
960918,ODIS,14.125,960919,15.75,-11.6
960918,VSNT,26.25,960919,25.625,2.3
960919,LSSI,29.125,960920,26.5,9
960919,VIAS,41.5,960920,46.75,-12.7
960920,VIAS,49.25,960923,46.75,5
960920,ODIS,16.5,960923,15.875,3.7
960923,NUKO,15.75,960924,15.375,2.3
960923,VIAS,48,960924,48,0
960924,N/A,0,---,0,0
960925,GMIS,23.375,960926,24,-2.7
960925,MANU,38.5,960926,38.3125,0.4
960926,DMIC,23,960927,22.625,1.6
960926,WAVO,11.625,960927,11.3125,2.6
960927,DIMD,12.625,960930,14.25,-12.9
960927,EMAK,20.625,960930,22.5,-9.1
960930,CIBR,37,961001,37.75,-2.1
960930,COGNF,31.875,961001,32.125,-0.8
961001,CIBR,38.5,961002,36.375,5.5
961001,COGNF,32.5,961002,31.625,2.6
average return per trade =   0.5235782    %              risk/return =               11.42665 
quarterly return (0.5%  transaction cost) =              10.42302     %