day1, OPE1, day3, CLO3, return
000705,IWOV,120.875,000706,119.75,0.9
000705,DPAC,13.9375,000706,12.5,10.3
000706,ORCH,43,000707,55.875,-30
000706,NVDM,24.25,000707,23.0625,4.8
000707,ORCH,51,000710,52.5,-3
000707,NUAN,100.8125,000710,107,-6.2
000710,VLGC,22.28125,000711,19.1875,13.8
000710,ORCH,59.625,000711,54,9.4
000711,PDGM,21.25,000712,17.8125,16.1
000711,ANF,16.5,000712,15.0625,8.7
000712,CAMP,58.75,000713,54,8
000712,ANCC,37.3125,000713,34.375,7.8
000713,EXEL,46.3125,000714,40.5,12.5
000713,SONS,209.875,000714,181,13.7
000714,INTW,29.5,000717,25.5625,13.3
000714,EXAP,37.8125,000717,40.375,-6.8
000717,BALT,20.21875,000718,19.25,4.7
000717,EXAP,39,000718,38.25,1.9
000718,CLRN,97,000719,81.75,15.7
000718,MANH,37.21875,000719,30.5,18
000719,EBIO,13.7187,000720,12.5,8.8
000719,DRAM,45.9687,000720,42.1875,8.2
000720,PWER,153.9375,000721,139,9.7
000720,CARY,17.875,000721,17.9375,-0.4
000721,EXCA,56.46875,000724,54.5,3.4
000721,IREG,34.5625,000724,33.5,3
000724,DLK,26.5,000725,21.5625,18.6
000724,SONS,230.0625,000725,250.875,-9.1
000725,NUAN,127.375,000726,135.4375,-6.4
000725,DLK,26.5,000726,22.4375,15.3
000726,PXLW,44.4375,000727,40.625,8.5
000726,BEAV,11.375,000727,12,-5.5
000727,ECLP,11.34375,000728,11.0625,2.4
000727,PXLW,42.875,000728,40.5625,5.3
000728,NUAN,135.375,000731,140.375,-3.7
000731,ESA,13.6875,000801,12.6875,7.3
000731,NUAN,140.375,000801,129.125,8
000801,ESA,13.75,000802,13,5.4
000801,DURA,22.625,000802,25,-10.5
000802,DURA,24.625,000803,25.625,-4.1
000802,HCR,10.25,000803,11.25,-9.8
000803,HH,13.75,000804,12.75,7.2
000803,BRKT,34.5625,000804,37,-7.1
000804,NUAN,168.5,000807,153.2656,9
000804,ANF,19.75,000807,19.25,2.5
000807,NETN,10.875,000808,9.5,12.6
000807,OSIP,43.1875,000808,45.3125,-5
000808,ASIS,14.875,000809,12.625,15.1
000808,ESON,10.5,000809,10.625,-1.2
000809,ESON,10.5625,000810,10.625,-0.6
000810,N/A,0,---,0,0
000811,N/A,0,---,0,0
000814,N/A,0,---,0,0
000815,N/A,0,---,0,0
000816,N/A,0,---,0,0
000817,HUF,10.625,000818,9.3125,12.3
000817,SABA,37.90625,000818,34.0625,10.1
000818,AINN,22.125,000821,22.75,-2.9
000818,ONXX,30,000821,25.625,14.5
000821,VION,13.5625,000822,12.1875,10.1
000821,AINN,24.8125,000822,23.4375,5.5
000822,ASYS,13.6875,000823,12.5625,8.2
000823,N/A,0,---,0,0
000824,N/A,0,---,0,0
000825,N/A,0,---,0,0
000828,N/A,0,---,0,0
000829,N/A,0,---,0,0
000830,N/A,0,---,0,0
000831,N/A,0,---,0,0
000901,TRSI,15.9375,000905,14.6875,7.8
000905,N/A,0,---,0,0
000906,GNBT,24.5,000907,19.875,18.8
000906,PSEM,82.8125,000907,74.4375,10.1
000907,BEBE,19.71875,000908,17.4375,11.5
000907,LAB,35.5,000908,33.8125,4.7
000908,MRVL,98.125,000911,93.875,4.3
000908,BEBE,19.375,000911,17.875,7.7
000911,PMRY,30,000912,27.75,7.5
000911,AXYS,33.5625,000912,29.5,12.1
000912,FCEL,166.5,000913,164.9688,0.9
000912,APNT,60.375,000913,54.0938,10.4
000913,BRIO,12,000914,13.6875,-14.1
000913,SFY,37.0625,000914,40,-8
000914,EXLN,13.875,000915,15,-8.2
000914,BRIO,13.90625,000915,12.23438,12
000915,MND,47.3125,000918,49.5,-4.7
000915,CANI,17.625,000918,16.75,4.9
000918,IMPH,53.625,000919,50.6875,5.4
000918,CLTR,39.375,000919,34,13.6
000919,NEOL,35.875,000920,33.375,6.9
000919,DYN,57.5,000920,55.75,3
000920,CFLO,129.875,000921,135,-4
000920,CRUS,38.5625,000921,39.75,-3.1
000921,PPRO,76.375,000922,89.85938,-17.7
000921,CRUS,40.75,000922,38.54688,5.4
000922,EXLT,16.875,000925,16.875,0
000922,VLCT,25.1875,000925,19.1875,23.8
000925,IMPH,64.5,000926,55.1875,14.4
000925,CTAC,58.875,000926,60.0625,-2.1
000926,CTAC,59.875,000927,62.5,-4.4
000926,HAND,70.25,000927,67.3125,4.1
000927,CANI,19.5625,000928,18.75,4.1
000927,FCEL,104.5,000928,94.75,9.3
000928,CTAC,63.75,000929,48,24.7
000928,IMNY,21.375,000929,19.9375,6.7
000929,ADVP,40.125,001002,40.75,-1.6
000929,WLRF,13.5625,001002,13.8125,-1.9
001002,ADVP,43,001003,38.75,9.8
001002,IMG,26.875,001003,26.8125,0.2
average return per trade =   3.061399     %              risk/return =               1.939332 
quarterly return (0.5%  transaction cost) =              87.29534     %