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Buy the Best - Back-tested Trading System Results
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Trades Summary 07/18/2003
-------------------------------

Number of trades                          714
Avg days held                            33.0

Avg profit per trade (% gross)            7.8
Avg winning trade (% gross)              46.0
Avg losing trade (% gross)               -8.6

Profitable trades (% gross)              30.0
Profitable trades (% net)*               26.9

Avg drawdown (%)                          2.0
Max drawdown (%)                         54.6
Avg profit/avg drawdown                   4.0

* Assumes 1% charge for commission/slippage per transaction



Trades (see definitions below)
------------------------------

     day  ticker  nextopen   trade    tret    rmin    rmax  daysheld
05/19/98     SFE     14.86     Buy       .       .       .         .
05/21/98     ANN     14.83     Buy       .       .       .         .
05/21/98    ORLY     16.50     Buy       .       .       .         .
06/02/98     SFE     13.61    Sell   -8.41  -10.09    0.61         9
06/05/98     ANN     13.33    Sell  -10.11  -10.11    3.64        10
06/05/98     CHS      1.34     Buy       .       .       .         .
06/11/98    ORLY     15.69    Sell   -4.91   -5.70    0.79        14
06/12/98    MEDQ     25.13     Buy       .       .       .         .
06/17/98     CHP     14.56     Buy       .       .       .         .
06/22/98    PNRA      5.63     Buy       .       .       .         .
06/24/98    IDXX     25.25     Buy       .       .       .         .
07/01/98    QCBC     15.00     Buy       .       .       .         .
07/10/98    IDXX     22.50    Sell  -10.89  -10.89    0.00        11
07/14/98     CTV     17.30     Buy       .       .       .         .
07/16/98    NAUT     31.38     Buy       .       .       .         .
07/20/98    PNRA      5.32    Sell   -5.51   -5.51    3.37        19
07/22/98    NAUT     26.88    Sell  -14.34  -14.34   -3.98         4
07/23/98     CHP     13.25    Sell   -9.00   -9.00    0.69        25
07/23/98     GRB     28.56     Buy       .       .       .         .
07/27/98    MEDQ     23.06    Sell   -8.24   -8.24   27.34        30
08/04/98     GRB     23.50    Sell  -17.72  -19.26    1.12         8
08/05/98     CHS      1.46    Sell    8.96    4.48   43.28        42
08/06/98     ANN     17.83     Buy       .       .       .         .
08/06/98    QCBC     13.90    Sell   -7.33   -7.33   13.33        25
08/12/98    RYAN      8.13     Buy       .       .       .         .
08/25/98     LDG     33.25     Buy       .       .       .         .
08/27/98     CTV     14.44    Sell  -16.53  -17.28   18.50        32
08/28/98    RYAN      7.59    Sell   -6.64   -6.64    9.72        12
08/31/98     ANN     15.42    Sell  -13.52  -13.52   10.77        17
09/04/98     WMS      5.94     Buy       .       .       .         .
09/30/98     CGC     16.50     Buy       .       .       .         .
10/07/98      LG     24.94     Buy       .       .       .         .
10/08/98     WMS      5.38    Sell   -9.43  -11.62   45.29        23
10/19/98    MEDQ     35.88     Buy       .       .       .         .
10/20/98    MEDQ     28.50    Sell  -20.57  -20.57  -18.12         1
10/26/98    CTSH      4.02     Buy       .       .       .         .
10/29/98    CTSH      3.42    Sell  -14.93  -14.93   -5.72         3
10/29/98   RDRTQ     56.55     Buy       .       .       .         .
10/30/98     RDK     19.50     Buy       .       .       .         .
11/02/98    QRSI     26.27     Buy       .       .       .         .
11/02/98    WABC     33.31     Buy       .       .       .         .
11/04/98     ANN     22.67     Buy       .       .       .         .
11/04/98    AWRE     13.13     Buy       .       .       .         .
11/04/98    ORLY     20.75     Buy       .       .       .         .
11/05/98     JBX     18.63     Buy       .       .       .         .
11/06/98    GERN     16.38     Buy       .       .       .         .
11/06/98    UFPI     18.88     Buy       .       .       .         .
11/09/98    BEBE     21.50     Buy       .       .       .         .
11/09/98    GERN     12.88    Sell  -21.37  -21.37  -16.06         1
11/12/98    ALXN     12.63     Buy       .       .       .         .
11/12/98    ULTE      4.38     Buy       .       .       .         .
11/13/98    XYBR      7.63     Buy       .       .       .         .
11/16/98    IMPH     17.57     Buy       .       .       .         .
11/16/98     LDG     39.75    Sell   19.55    0.57   30.83        58
11/18/98    XYBR      5.81    Sell  -23.85  -23.85    3.28         3
11/19/98     ANN     20.67    Sell   -8.82   -8.82   -0.18        11
11/19/98     IDC      8.06     Buy       .       .       .         .
11/19/98    IDXX     26.75     Buy       .       .       .         .
11/20/98    INFS      8.31     Buy       .       .       .         .
11/20/98    TSIC     29.50     Buy       .       .       .         .
11/23/98    ACTL     17.50     Buy       .       .       .         .
11/23/98     CHS      2.26     Buy       .       .       .         .
11/25/98    ALXN     11.38    Sell   -9.90  -13.38    3.96         9
12/01/98    SYKE     22.44     Buy       .       .       .         .
12/04/98    CPTS      2.06     Buy       .       .       .         .
12/07/98    CPTS      2.13    Sell    3.40  -12.14  -12.14         1
12/08/98    CYMI     19.55     Buy       .       .       .         .
12/10/98    CYMI     16.55    Sell  -15.35  -15.35   -2.81         2
12/11/98    IMPH     11.97    Sell  -31.87  -31.87   14.23        18
12/14/98    INFS      7.75    Sell   -6.74   -7.46    8.30        15
12/15/98      LG     24.88    Sell   -0.24   -1.24    6.26        48
12/21/98    ENTU     27.00     Buy       .       .       .         .
12/21/98    FIBR    230.00     Buy       .       .       .         .
12/22/98    EMKR      9.06     Buy       .       .       .         .
12/23/98     PLA     19.63     Buy       .       .       .         .
12/28/98     HEI     29.77     Buy       .       .       .         .
12/28/98    PETM     10.31     Buy       .       .       .         .
12/30/98    FLYR      8.44     Buy       .       .       .         .
12/31/98    ARRO     30.13     Buy       .       .       .         .
12/31/98    ENTU     24.13    Sell  -10.63  -11.56    4.41         7
01/04/99    FLYR      7.50    Sell  -11.14  -12.56   -8.89         2
01/04/99      LG     26.94     Buy       .       .       .         .
01/04/99    THFF     51.00     Buy       .       .       .         .
01/04/99    UHCO      3.31     Buy       .       .       .         .
01/05/99    COHU     13.88     Buy       .       .       .         .
01/06/99    ANSR     26.75     Buy       .       .       .         .
01/06/99    ECLP     29.88     Buy       .       .       .         .
01/06/99     HEI     26.36    Sell  -11.45  -11.45   -1.51         6
01/06/99     IMC     26.81     Buy       .       .       .         .
01/06/99    PCYC     24.25     Buy       .       .       .         .
01/06/99    STXN      8.44     Buy       .       .       .         .
01/06/99     VTR     13.00     Buy       .       .       .         .
01/07/99    ATSI      8.13     Buy       .       .       .         .
01/07/99    CYMI     20.75     Buy       .       .       .         .
01/08/99    ARRO     26.50    Sell  -12.05  -12.05    1.23         5
01/08/99     CGC     16.88    Sell    2.30   -2.24   12.42        69
01/08/99    DYII      0.75     Buy       .       .       .         .
01/08/99    ELON     12.25     Buy       .       .       .         .
01/11/99     RZT     18.25     Buy       .       .       .         .
01/12/99      LG     24.69    Sell   -8.35   -8.35   -0.71         6
01/13/99     IMC     24.00    Sell  -10.48  -10.48   -1.86         5
01/14/99     RDK     19.19    Sell   -1.59   -1.90   17.95        51
01/14/99    SUPX     12.50     Buy       .       .       .         .
01/14/99    WABC     33.81    Sell    1.50   -1.68   12.58        50
01/15/99    ELON     10.88    Sell  -11.18  -14.29   26.53         5
01/15/99     IHP     21.25     Buy       .       .       .         .
01/15/99    VASO      1.38     Buy       .       .       .         .
01/19/99    PETM      9.44    Sell   -8.44   -8.73   10.96        14
01/19/99     SFE     12.53     Buy       .       .       .         .
01/19/99    XLTC     12.19     Buy       .       .       .         .
01/20/99     CTV     19.94     Buy       .       .       .         .
01/20/99    VASO      1.22    Sell  -11.59  -11.59    4.35         2
01/21/99    ATSI      7.13    Sell  -12.30  -12.30    5.29         9
01/21/99    PCYC     20.75    Sell  -14.43  -14.43    5.69        10
01/25/99    IDXX     24.00    Sell  -10.28  -10.28    3.96        43
01/25/99     STN      6.50     Buy       .       .       .         .
01/26/99    RADS      6.84     Buy       .       .       .         .
01/26/99     VTR     11.38    Sell  -12.46  -12.46    2.92        13
01/27/99     TFS      8.00     Buy       .       .       .         .
01/27/99     WMS      9.56     Buy       .       .       .         .
01/28/99    RYAN      9.25     Buy       .       .       .         .
01/29/99    ACTL     18.13    Sell    3.60   -4.29   18.57        45
01/29/99    RADS      6.34    Sell   -7.31  -10.38   -3.65         3
02/01/99    AMSC     14.06     Buy       .       .       .         .
02/02/99    PDII     35.25     Buy       .       .       .         .
02/03/99    AMSC     12.38    Sell  -11.95  -11.95   -4.84         2
02/03/99    XLTC     11.25    Sell   -7.71   -7.71    6.15        11
02/04/99   RDRTQ     68.45    Sell   21.04   -4.95   74.09        66
02/04/99     STN      5.80    Sell  -10.77  -11.38   -1.23         8
02/04/99     TFS      6.85    Sell  -14.38  -15.25   -3.87         6
02/04/99    UFPI     19.50    Sell    3.28   -7.63    8.58        60
02/05/99      GP     35.75     Buy       .       .       .         .
02/05/99     IHP     20.00    Sell   -5.88   -5.88    9.13        14
02/09/99     CTV     18.25    Sell   -8.48   -8.48    3.76        14
02/09/99    NEWP      6.18     Buy       .       .       .         .
02/09/99    RYAN      8.33    Sell   -9.95  -11.24   -0.43         8
02/09/99    TSIC     30.88    Sell    4.68    0.85   24.17        53
02/10/99    PDII     30.50    Sell  -13.48  -13.48    1.08         6
02/10/99    PUMA      2.52     Buy       .       .       .         .
02/11/99    EMKR      9.06    Sell    0.00   -7.28   50.44        34
02/11/99     WMS      8.44    Sell  -11.72  -12.34   -3.24        11
02/12/99    ORLY     22.57    Sell    8.77   -5.88   24.72        68
02/12/99    SUPX     11.63    Sell   -6.96   -6.96    4.00        20
02/16/99     TTN      6.06     Buy       .       .       .         .
02/17/99     CHS      2.72    Sell   20.35    7.08   53.10        57
02/17/99    FIBR    255.00    Sell   10.87   -0.52   52.17        38
02/17/99     IDC     14.56    Sell   80.65   -3.85  376.92        59
02/17/99    STXN      8.00    Sell   -5.21   -5.92   24.41        28
02/18/99     RZT     16.75    Sell   -8.22   -8.22   23.62        26
02/18/99    SYKE     27.25    Sell   21.43    0.85   40.64        53
02/22/99    ECLP     30.44    Sell    1.87   -1.47   33.67        31
02/22/99    QRSI     31.02    Sell   18.08   -2.55   32.66        75
02/23/99    BEBE     31.00    Sell   44.19   -7.53   98.28        71
02/24/99    COHU     12.88    Sell   -7.20   -7.20   18.88        34
02/24/99     TTN      5.38    Sell  -11.22  -12.38   -6.11         6
02/25/99    NEWP      5.68    Sell   -8.09   -9.06   -2.75        11
02/26/99    PUMA      2.38    Sell   -5.56   -8.33    4.37        11
02/26/99    THFF     48.00    Sell   -5.88   -6.12    0.98        37
03/05/99    CYMI     21.69    Sell    4.53   -1.20   41.59        39
03/10/99     CLE     26.38     Buy       .       .       .         .
03/12/99    FIBR    391.20     Buy       .       .       .         .
03/15/99     STN      7.50     Buy       .       .       .         .
03/16/99    UHCO      3.75    Sell   13.29    0.00   20.85        49
03/19/99    PFCB     14.69     Buy       .       .       .         .
03/19/99    ULTE      8.69    Sell   98.40   -4.11  151.14        86
03/22/99    TPTH      7.31     Buy       .       .       .         .
03/23/99    ANSR     26.13    Sell   -2.32   -2.32   32.82        52
03/23/99    PFCB     13.31    Sell   -9.39  -10.21   -4.70         2
03/26/99    DYII      0.94    Sell   25.33    0.00   58.67        53
03/26/99    QRSI     35.68     Buy       .       .       .         .
03/29/99    TRMB     10.25     Buy       .       .       .         .
03/30/99     DRQ     22.44     Buy       .       .       .         .
03/30/99     FRK     22.50     Buy       .       .       .         .
03/31/99     FUL     28.57     Buy       .       .       .         .
03/31/99    SYKE     32.31     Buy       .       .       .         .
04/05/99     PLA     23.88    Sell   21.65   -8.30   44.88        68
04/05/99    TPTH      6.00    Sell  -17.92  -17.92   -4.24         9
04/06/99     DRQ     19.25    Sell  -14.22  -14.22   -1.69         4
04/07/99    SYKE     28.69    Sell  -11.20  -11.20    0.00         4
04/08/99    BEBE     44.00     Buy       .       .       .         .
04/08/99    IUSA      8.13     Buy       .       .       .         .
04/09/99     TTN      7.31     Buy       .       .       .         .
04/12/99     TTN      6.44    Sell  -11.90  -11.90  -11.90         1
04/12/99    URBN     21.00     Buy       .       .       .         .
04/13/99     CTV     22.50     Buy       .       .       .         .
04/14/99     MHX     20.81     Buy       .       .       .         .
04/14/99     NDE     14.50     Buy       .       .       .         .
04/15/99     DCI     21.69     Buy       .       .       .         .
04/15/99    PBKS     26.28     Buy       .       .       .         .
04/16/99    STXN     11.13     Buy       .       .       .         .
04/16/99    URBN     18.00    Sell  -14.29  -15.48    0.62         4
04/19/99     BRE     25.69     Buy       .       .       .         .
04/19/99    QRSI     33.18    Sell   -7.01   -8.41   20.10        15
04/19/99     RYN     31.04     Buy       .       .       .         .
04/19/99     WMS      9.56     Buy       .       .       .         .
04/21/99    FIBR    177.60    Sell  -54.60  -54.60   38.70        27
04/22/99  NYZ--X    640.97     Buy       .       .       .         .
04/22/99    PBKS     23.56    Sell  -10.35  -10.35    3.04         5
04/22/99     PLA     31.25     Buy       .       .       .         .
04/23/99     ACO      1.77     Buy       .       .       .         .
04/23/99    BEBE     38.63    Sell  -12.20  -12.50   12.80        11
04/26/99     HME     26.94     Buy       .       .       .         .
04/28/99    IUSA      7.56    Sell   -7.01   -7.01   36.90        14
04/29/99     HAR     23.13     Buy       .       .       .         .
04/29/99     IHP     23.88     Buy       .       .       .         .
04/29/99    ULTE     13.00     Buy       .       .       .         .
04/30/99     BOY     15.56     Buy       .       .       .         .
04/30/99     CHK      2.38     Buy       .       .       .         .
04/30/99    PUMA      2.63     Buy       .       .       .         .
05/03/99     JBX     27.25    Sell   46.27   -3.11   42.57       121
05/03/99      MZ     22.88     Buy       .       .       .         .
05/06/99     CHK      2.06    Sell  -13.45  -13.45   -2.94         4
05/11/99    QRSI     43.44     Buy       .       .       .         .
05/12/99    PTEC      9.94     Buy       .       .       .         .
05/18/99     HAR     21.94    Sell   -5.14   -5.27    0.91        13
05/18/99    PNRA      3.75     Buy       .       .       .         .
05/20/99    XLTC     12.88     Buy       .       .       .         .
05/24/99    PRSP      6.91     Buy       .       .       .         .
05/25/99     BOY     14.63    Sell   -5.98   -7.20    0.84        17
05/26/99     CLE     27.94    Sell    5.91    2.35   25.59        54
05/26/99     PLA     29.50    Sell   -5.60   -8.80    7.01        24
05/26/99    WLSN      8.17     Buy       .       .       .         .
05/27/99    AWRE     52.25    Sell  297.94   -0.99  500.76       140
05/27/99      MZ     21.00    Sell   -8.22   -8.48    5.99        18
05/27/99  NYZ--X    614.02    Sell   -4.20   -4.20    1.62        25
05/27/99     SFE     24.10    Sell   92.34   -3.19  205.99        90
06/01/99    DYII      1.41     Buy       .       .       .         .
06/03/99    LENS      2.82     Buy       .       .       .         .
06/03/99    PNRA      3.25    Sell  -13.33  -13.33    1.87        11
06/04/99    AMSC     14.06     Buy       .       .       .         .
06/04/99     FUL     30.75    Sell    7.63   -1.75   20.23        45
06/04/99     LBY     32.56     Buy       .       .       .         .
06/14/99     IHP     22.50    Sell   -5.78   -8.92    8.88        31
06/14/99     NDE     14.00    Sell   -3.45   -4.28   17.24        42
06/15/99     MHX     21.56    Sell    3.60    1.83   15.62        43
06/18/99    LENS      2.61    Sell   -7.45   -8.87    1.06        11
06/21/99     LBY     29.88    Sell   -8.23   -8.63    3.47        11
06/24/99    AMSC     12.63    Sell  -10.17  -10.17    4.91        14
06/24/99    STXN     11.44    Sell    2.79   -6.20   35.94        48
06/25/99    PCYC     27.00     Buy       .       .       .         .
06/28/99     CGC     18.44     Buy       .       .       .         .
06/28/99    INFS     12.19     Buy       .       .       .         .
06/28/99    PUMA      2.63    Sell    0.00   -4.94   30.80        40
06/30/99     AOS     28.00     Buy       .       .       .         .
06/30/99    RADS      9.34     Buy       .       .       .         .
07/02/99    HYSL     22.06     Buy       .       .       .         .
07/06/99    COHU     18.75     Buy       .       .       .         .
07/07/99    ATSI      9.88     Buy       .       .       .         .
07/09/99     BRE     25.81    Sell    0.47   -3.43    2.69        57
07/09/99    PENN      4.86     Buy       .       .       .         .
07/09/99     TFS      8.47     Buy       .       .       .         .
07/09/99    TRMB     12.13    Sell   18.34   -4.88   33.56        71
07/12/99    CYMI     29.00     Buy       .       .       .         .
07/12/99    UHCO      4.25     Buy       .       .       .         .
07/13/99    SUPX     14.25     Buy       .       .       .         .
07/14/99     CGC     17.44    Sell   -5.42   -5.75    3.04        11
07/14/99    VASO      1.94     Buy       .       .       .         .
07/15/99    CITZ     11.25     Buy       .       .       .         .
07/19/99    SVNT      8.56     Buy       .       .       .         .
07/19/99     UAG     11.69     Buy       .       .       .         .
07/20/99    VASO      1.81    Sell   -6.70  -14.43    1.55         4
07/22/99     WMS     14.81    Sell   54.92    0.00   77.82        66
07/26/99     FRK     25.75    Sell   14.44   -1.64   34.80        81
07/26/99    HYSL     19.50    Sell  -11.60  -13.64    7.39        15
07/26/99    XLTC     13.00    Sell    0.93   -5.82   11.65        45
07/29/99    PTEC     12.31    Sell   23.84   -1.91   79.88        54
08/02/99     CHP     15.50     Buy       .       .       .         .
08/02/99     DCI     23.31    Sell    7.47   -3.46   19.32        75
08/02/99      GP     47.56    Sell   33.03   -8.73   49.65       122
08/02/99     HME     27.38    Sell    1.63   -6.05    7.42        68
08/02/99     RYN     32.00    Sell    3.09   -4.83   11.95        73
08/04/99    ATSI      8.81    Sell  -10.83  -10.83    1.82        20
08/04/99    IRIC      9.25     Buy       .       .       .         .
08/04/99    ULTE     15.50    Sell   19.23   -0.46   54.85        67
08/05/99    ALXN     13.44     Buy       .       .       .         .
08/05/99     STN     12.09    Sell   61.20    9.47   92.40       100
08/06/99     AOS     26.94    Sell   -3.79   -6.93   14.07        26
08/06/99     CRK      5.13     Buy       .       .       .         .
08/06/99    QRSI     46.63    Sell    7.34   -0.58   36.12        61
08/09/99    CITZ     10.69    Sell   -4.98   -4.98    1.16        17
08/10/99    ALXN     12.25    Sell   -8.85  -15.33   -6.03         3
08/10/99    PCYC     25.13    Sell   -6.93   -8.78    7.41        31
08/10/99    SUPX     13.75    Sell   -3.51   -5.26   11.44        20
08/12/99    WLSN     11.26    Sell   37.82   -0.98   64.38        54
08/13/99    RELL      7.25     Buy       .       .       .         .
08/17/99     ACO      2.15    Sell   21.47   -1.69   29.38        80
08/17/99    IRIC      8.81    Sell   -4.76  -10.81    1.41         9
08/17/99     MPS     16.13     Buy       .       .       .         .
08/17/99    QCBC     14.40     Buy       .       .       .         .
08/19/99    CPTS      1.44     Buy       .       .       .         .
08/25/99    CPTS      1.34    Sell   -6.94  -13.19    0.00         4
08/25/99    PENN      4.75    Sell   -2.26   -2.26    6.79        33
08/26/99     CRK      4.80    Sell   -6.43   -7.41    9.75        14
08/27/99    UHCO      4.30    Sell    1.18   -2.82   22.12        34
09/01/99    INFS     16.22    Sell   33.06    0.00   61.03        46
09/01/99     MPS     15.25    Sell   -5.46   -5.46    3.84        11
09/01/99    NEWP      6.56     Buy       .       .       .         .
09/01/99    PUMA      3.97     Buy       .       .       .         .
09/02/99    PRSP      7.32    Sell    5.93    0.00   21.27        71
09/07/99     STN     15.09     Buy       .       .       .         .
09/09/99     TTN     12.19     Buy       .       .       .         .
09/13/99     UAG     11.50    Sell   -1.63   -2.14   12.83        39
09/14/99    NUVO      5.78     Buy       .       .       .         .
09/17/99    RADS     10.80    Sell   15.63   -7.17   41.01        55
09/21/99    ACTL     19.80     Buy       .       .       .         .
09/22/99    XLTC     15.13     Buy       .       .       .         .
09/23/99     CTV     33.75    Sell   50.00   -8.89   69.47       114
09/23/99    NEWP      5.62    Sell  -14.33  -14.33    4.73        15
09/23/99    NUVO      4.97    Sell  -14.01  -14.01    6.06         7
09/27/99    DBRN      9.75     Buy       .       .       .         .
09/28/99    ACTL     17.88    Sell   -9.70  -10.35   -2.78         5
09/28/99    CTSH      5.25     Buy       .       .       .         .
09/30/99    EWBC     11.75     Buy       .       .       .         .
09/30/99    SVNT      9.69    Sell   13.20    4.91   30.02        52
10/04/99    AMSC     16.55     Buy       .       .       .         .
10/06/99    STXN     17.50     Buy       .       .       .         .
10/07/99    INFS     21.69     Buy       .       .       .         .
10/08/99    ULTE     21.25     Buy       .       .       .         .
10/11/99    ELON     10.06     Buy       .       .       .         .
10/12/99    DBRN      9.00    Sell   -7.69   -8.00   -3.79        11
10/12/99    TRMB     14.13     Buy       .       .       .         .
10/13/99    CTSH      4.83    Sell   -8.00   -8.76    0.95        11
10/13/99    QCBC     13.70    Sell   -4.86   -4.86    0.00        40
10/14/99    ELON      8.06    Sell  -19.88  -19.88    7.46         3
10/14/99    INFS     18.69    Sell  -13.83  -13.83   -3.73         5
10/15/99     CHP     16.07    Sell    3.68   -1.81   22.58        53
10/15/99    COHU     21.25    Sell   13.33   -4.32   32.16        72
10/15/99    ULTE     18.50    Sell  -12.94  -12.94    2.35         5
10/18/99    XLTC     14.44    Sell   -4.56   -6.61   11.04        18
10/19/99    STXN     13.41    Sell  -23.37  -24.29   -0.69         9
10/20/99    CYMI     31.00    Sell    6.90   -2.59   31.48        71
10/20/99    HYSL     22.88     Buy       .       .       .         .
10/20/99    RELL      7.56    Sell    4.28   -2.62   20.69        47
10/21/99    DYII      2.25    Sell   59.57    0.00   68.79       100
10/26/99    ONXS     11.69     Buy       .       .       .         .
10/28/99    LPNT     10.63     Buy       .       .       .         .
10/29/99     CTV     40.13     Buy       .       .       .         .
11/01/99    ARIA      2.13     Buy       .       .       .         .
11/02/99    CYMI     40.63     Buy       .       .       .         .
11/03/99     BSH     16.00     Buy       .       .       .         .
11/03/99    NEWP      8.49     Buy       .       .       .         .
11/03/99     SFE     33.97     Buy       .       .       .         .
11/05/99    ARIA      1.94    Sell   -8.92  -11.74    2.82         4
11/08/99    FIBR    327.60     Buy       .       .       .         .
11/08/99    PNRA      4.07     Buy       .       .       .         .
11/09/99    SVNT     11.31     Buy       .       .       .         .
11/09/99    XYBR      4.00     Buy       .       .       .         .
11/11/99    UTHR     41.25     Buy       .       .       .         .
11/12/99    ENTU     40.56     Buy       .       .       .         .
11/12/99     IDC     14.38     Buy       .       .       .         .
11/12/99    RADS     15.01     Buy       .       .       .         .
11/12/99    SYKE     34.63     Buy       .       .       .         .
11/15/99    ANSR     28.06     Buy       .       .       .         .
11/15/99    ELON     11.25     Buy       .       .       .         .
11/15/99     IDC     12.63    Sell  -12.17  -13.49  -13.49         1
11/15/99    PNRA      3.64    Sell  -10.57  -10.81   -2.46         5
11/15/99    UTHR     38.88    Sell   -5.75  -11.20   -2.11         2
11/16/99    DYII      2.50     Buy       .       .       .         .
11/16/99    PFCB     12.88     Buy       .       .       .         .
11/17/99    ANSR     24.00    Sell  -14.47  -17.14   -5.56         2
11/17/99    BORL      6.63     Buy       .       .       .         .
11/18/99    ACTL     22.75     Buy       .       .       .         .
11/18/99    PRSP      8.56     Buy       .       .       .         .
11/19/99    NUVO      7.19     Buy       .       .       .         .
11/19/99    PFCB     11.56    Sell  -10.25  -10.95    0.93         3
11/22/99    ALXN     17.97     Buy       .       .       .         .
11/22/99     STN     15.38    Sell    1.92   -3.58   17.96        54
11/23/99     ACO      2.65     Buy       .       .       .         .
11/29/99     CHP     19.22     Buy       .       .       .         .
11/30/99    ENTU     36.69    Sell   -9.54  -11.09    9.25        11
11/30/99    FLYR      9.38     Buy       .       .       .         .
12/02/99    COHU     27.13     Buy       .       .       .         .
12/02/99    VITX      6.88     Buy       .       .       .         .
12/03/99    ATSI     11.50     Buy       .       .       .         .
12/06/99     BSH     15.06    Sell   -5.87   -9.75    0.00        22
12/06/99    EMKR     12.38     Buy       .       .       .         .
12/06/99     LNY      9.00     Buy       .       .       .         .
12/07/99    FEIC      9.38     Buy       .       .       .         .
12/07/99    GERN     14.31     Buy       .       .       .         .
12/07/99    QRSI     74.50     Buy       .       .       .         .
12/08/99    ALXN     16.80    Sell   -6.51   -6.51    3.23        11
12/09/99     ACO      2.46    Sell   -7.17   -7.17    1.51        11
12/09/99    PRSP      8.00    Sell   -6.54   -6.54    4.44        14
12/09/99    SVNT     10.56    Sell   -6.63   -6.63    9.99        21
12/09/99    THFF     40.00     Buy       .       .       .         .
12/10/99     CTV     39.13    Sell   -2.49   -2.97   12.76        29
12/10/99    EWBC     11.25    Sell   -4.26   -5.28   14.38        50
12/10/99    IUSA      8.84     Buy       .       .       .         .
12/10/99    PTEC     18.00     Buy       .       .       .         .
12/13/99    GERN     12.63    Sell  -11.74  -14.40    3.98         4
12/13/99    VITX      5.56    Sell  -19.19  -19.19    0.87         7
12/14/99    EMKR     10.60    Sell  -14.38  -14.38    0.00         6
12/15/99    ACTL     21.00    Sell   -7.69   -7.69    4.13        18
12/15/99     CHP     17.63    Sell   -8.27   -8.27    2.13        12
12/15/99    XLTC     18.13     Buy       .       .       .         .
12/16/99    PTEC     16.00    Sell  -11.11  -11.11   -5.89         4
12/16/99    SUPX     17.88     Buy       .       .       .         .
12/20/99    CPTS      1.94     Buy       .       .       .         .
12/20/99    LPNT      9.75    Sell   -8.28   -8.28   14.11        36
12/21/99     SFN     23.44     Buy       .       .       .         .
12/22/99    XLTC     16.13    Sell  -11.03  -11.03    0.00         5
12/27/99    ARIA      2.78     Buy       .       .       .         .
12/31/99    ACAS     23.00     Buy       .       .       .         .
01/03/00     LNY      8.38    Sell   -6.89   -9.67    4.22        19
01/06/00     PCR      5.88     Buy       .       .       .         .
01/07/00    STXN     26.19     Buy       .       .       .         .
01/11/00     PCR      5.13    Sell  -12.76  -12.76   -8.50         3
01/11/00     PLA     28.00     Buy       .       .       .         .
01/11/00     SFN     22.19    Sell   -5.33   -5.33    5.59        14
01/11/00    THFF     37.44    Sell   -6.40   -6.40    3.75        22
01/13/00    INFS     28.13     Buy       .       .       .         .
01/18/00    VASO      1.88     Buy       .       .       .         .
01/19/00    VASO      1.78    Sell   -5.32  -13.30  -13.30         1
01/20/00     HAR     29.63     Buy       .       .       .         .
01/20/00    PCYC     62.69     Buy       .       .       .         .
01/20/00     PLA     24.94    Sell  -10.93  -10.93    0.46         6
01/20/00     UNS     12.94     Buy       .       .       .         .
01/21/00    ARRO     34.38     Buy       .       .       .         .
01/24/00     IFS     11.13     Buy       .       .       .         .
01/24/00    INFS     25.00    Sell  -11.13  -11.34    1.10         6
01/25/00     CUB      8.83     Buy       .       .       .         .
01/25/00    PCYC     60.94    Sell   -2.79  -13.86    1.79         3
01/25/00    SYKE     22.94    Sell  -33.76  -33.76   47.44        49
01/26/00    PTEC     23.69     Buy       .       .       .         .
01/27/00    ARRO     30.44    Sell  -11.46  -11.46   -4.74         4
01/27/00     MPS     18.25     Buy       .       .       .         .
01/28/00    FLYR      9.81    Sell    4.58   -4.05   27.93        41
01/28/00    PTEC     21.38    Sell   -9.75  -12.41   -0.80         2
02/01/00    QRSI     72.00    Sell   -3.36   -6.79   40.94        38
02/01/00     SFE     46.83    Sell   37.86   -4.86   85.90        61
02/02/00    PUMA     39.50    Sell  894.96    7.05  1545.09       106
02/03/00    ATSI     12.00    Sell    4.35   -7.57   29.91        42
02/03/00    WLSN     13.93     Buy       .       .       .         .
02/07/00     LNY      9.75     Buy       .       .       .         .
02/08/00     MPS     16.38    Sell  -10.25  -11.62   -1.37         8
02/09/00     CUB      8.04    Sell   -8.95   -8.95   -1.36        11
02/09/00    ENTU     75.00     Buy       .       .       .         .
02/10/00     LNY      8.63    Sell  -11.49  -11.49    3.90         3
02/11/00    BORL     11.63    Sell   75.41    2.71  160.94        59
02/11/00    ENTU     66.50    Sell  -11.33  -12.92   -3.33         2
02/11/00     TTN     38.88    Sell  218.95    0.49  290.16       108
02/14/00    TRMB     19.38    Sell   37.15   -5.80   76.08        86
02/16/00    AWRE     56.00     Buy       .       .       .         .
02/16/00    PFCB     14.63     Buy       .       .       .         .
02/18/00    IUSA     12.00    Sell   35.75   18.10   94.46        48
02/22/00    ACAS     22.69    Sell   -1.35   -3.00   12.52        35
02/23/00    PUMA     67.38     Buy       .       .       .         .
02/24/00    DYII      3.63    Sell   45.20   -4.80  100.00        68
02/24/00    TPTH      6.66     Buy       .       .       .         .
02/25/00    RELL      9.88     Buy       .       .       .         .
02/29/00      KE     17.44     Buy       .       .       .         .
03/02/00    SPSS     33.88     Buy       .       .       .         .
03/06/00    AWRE     51.88    Sell   -7.36   -8.25   17.52        12
03/06/00    IMPH     17.09     Buy       .       .       .         .
03/06/00     SFE     66.59     Buy       .       .       .         .
03/06/00    TRMB     29.00     Buy       .       .       .         .
03/09/00    SPSS     30.00    Sell  -11.45  -11.45   -0.38         5
03/10/00     DRQ     39.56     Buy       .       .       .         .
03/13/00     AKR      5.25     Buy       .       .       .         .
03/13/00     CRK      5.00     Buy       .       .       .         .
03/13/00     TDY     10.50     Buy       .       .       .         .
03/16/00    CYMI     47.00    Sell   15.68   -4.92   60.60        93
03/16/00     HAR     29.34    Sell   -0.98   -4.02    4.62        39
03/16/00    NUVO     49.44    Sell  587.62   -7.79  1655.91        80
03/17/00    COHU     47.75    Sell   76.00    1.36  119.31        73
03/17/00    HYSL     45.13    Sell   97.25   -0.44  172.07       103
03/20/00    TRMB     23.38    Sell  -19.38  -19.38    4.31        10
03/20/00    WLSN     13.19    Sell   -5.31   -5.74   22.11        31
03/23/00     TTN     53.88     Buy       .       .       .         .
03/28/00    PENN      4.97     Buy       .       .       .         .
03/29/00    PUMA     53.00    Sell  -21.34  -21.34   45.44        25
03/30/00    ARIA     15.19    Sell  446.40   -7.91  1428.78        66
03/30/00     TTN     48.75    Sell   -9.52  -11.14    6.61         5
03/31/00    DBRN      9.35     Buy       .       .       .         .
03/31/00    ONXS     30.19    Sell  158.25   -8.04  264.67       109
04/03/00    IMPH     16.25    Sell   -4.92   -5.62   18.49        20
04/03/00     LDL      9.00     Buy       .       .       .         .
04/03/00     RYN     32.00     Buy       .       .       .         .
04/03/00     SFE     61.94    Sell   -6.98  -11.68   47.77        20
04/03/00    STXN     31.00    Sell   18.37   -4.66   85.19        59
04/03/00    XYBR     15.56    Sell  289.00   -6.25  493.75       100
04/05/00    AMSC     32.63    Sell   97.16   -3.69  318.43       128
04/05/00     CRK      4.63    Sell   -7.40   -7.40   10.00        17
04/05/00    ELON     53.94    Sell  379.47   -7.20  836.71        98
04/05/00    RADS     36.31    Sell  141.91   -3.06  270.49        99
04/06/00    CPTS      6.28    Sell  223.71    6.19  367.01        75
04/06/00    FIBR   1480.00    Sell  351.77   -6.90  784.86       104
04/06/00     IFS     12.81    Sell   15.09    3.32   49.42        52
04/06/00    NEWP     39.90    Sell  369.96   -3.53  600.12       107
04/06/00    PNRA      4.16     Buy       .       .       .         .
04/06/00     SMT     19.80     Buy       .       .       .         .
04/06/00    ULTE     27.63     Buy       .       .       .         .
04/10/00      KE     16.55    Sell   -5.10   -6.82    2.87        29
04/10/00    ULTE     23.50    Sell  -14.95  -14.95   -2.28         2
04/11/00     STN     18.18     Buy       .       .       .         .
04/12/00     JBX     25.81     Buy       .       .       .         .
04/13/00    TPTH      7.75    Sell   16.37    2.70   87.69        35
04/14/00    SUPX     21.63    Sell   20.97   -2.13   95.08        83
04/17/00     JBX     23.19    Sell  -10.15  -10.89   -5.31         3
04/17/00     LDL      8.00    Sell  -11.11  -11.11    3.44        10
04/17/00    PFCB     13.75    Sell   -6.02   -6.02   19.82        42
04/18/00     RYN     30.00    Sell   -6.25   -6.50   -0.41        11
04/19/00     DRQ     37.63    Sell   -4.88   -5.21   20.70        28
04/19/00     STN     16.34    Sell  -10.12  -11.06   -3.47         6
04/24/00     CHK      3.44     Buy       .       .       .         .
04/24/00    FEIC     20.69    Sell  120.58    2.67  262.47        95
04/25/00      HE     36.00     Buy       .       .       .         .
04/25/00    LPNT     17.63     Buy       .       .       .         .
04/26/00     HAR     31.47     Buy       .       .       .         .
04/28/00    ACTL     37.50     Buy       .       .       .         .
05/01/00    DBRN      8.78    Sell   -6.10   -6.10   21.39        20
05/02/00    ACTL     32.53    Sell  -13.25  -13.25   -5.49         2
05/02/00      KE     18.25     Buy       .       .       .         .
05/02/00    TRMB     32.06     Buy       .       .       .         .
05/02/00     YCC     18.75     Buy       .       .       .         .
05/05/00     CRK      6.38     Buy       .       .       .         .
05/11/00    TSIC     20.94     Buy       .       .       .         .
05/12/00    PNRA      3.92    Sell   -5.77   -8.17    6.01        25
05/12/00    RELL     11.56    Sell   17.00    1.21   34.11        54
05/18/00    SUPX     36.00     Buy       .       .       .         .
05/19/00      KE     17.44    Sell   -4.44   -5.21    3.45        13
05/19/00     TDY     13.88    Sell   32.19    1.24  147.62        48
05/22/00     YCC     17.88    Sell   -4.64   -8.64   29.65        14
05/23/00     HAR     29.84    Sell   -5.18   -5.37    6.86        19
05/23/00    SUPX     31.00    Sell  -13.89  -14.06   -2.42         3
05/25/00     BRO     11.08     Buy       .       .       .         .
05/26/00     LII     11.50     Buy       .       .       .         .
06/01/00    WABC     29.09     Buy       .       .       .         .
06/02/00     FRK     28.29     Buy       .       .       .         .
06/02/00    NEWP     65.50     Buy       .       .       .         .
06/06/00     UNS     15.19    Sell   17.39    0.93   25.58        95
06/07/00    ACTL     38.94     Buy       .       .       .         .
06/07/00     CHS      5.47     Buy       .       .       .         .
06/08/00    RELL     14.25     Buy       .       .       .         .
06/09/00     CHS      4.96    Sell   -9.32  -11.15   -2.93         2
06/12/00    EWBC     13.56     Buy       .       .       .         .
06/13/00    TSIC     19.25    Sell   -8.07   -8.64   13.42        22
06/15/00     IMC     15.75     Buy       .       .       .         .
06/15/00     KWD     20.94     Buy       .       .       .         .
06/16/00     FRK     24.09    Sell  -14.85  -14.85   -3.39        10
06/16/00    WABC     26.88    Sell   -7.60   -8.46    3.33        11
06/21/00     KWD     18.80    Sell  -10.22  -10.22   -2.10         4
06/21/00    XLTC     43.44     Buy       .       .       .         .
06/23/00      HE     34.88    Sell   -3.11   -4.86    4.00        42
06/26/00     HME     28.94     Buy       .       .       .         .
06/27/00    ATSI     14.00     Buy       .       .       .         .
06/27/00    EWBC     12.88    Sell   -5.01   -7.37    1.84        11
06/29/00     TFS     62.50    Sell  637.90   -3.66  853.36       247
06/29/00    UTHR    115.03     Buy       .       .       .         .
06/30/00     AKR      5.69    Sell    8.38   -2.29   14.29        77
06/30/00     LBY     32.13     Buy       .       .       .         .
07/03/00     ACO      4.00     Buy       .       .       .         .
07/05/00    UTHR    102.25    Sell  -11.11  -11.11   -5.78         3
07/06/00    TSTN     96.25     Buy       .       .       .         .
07/11/00     PXR     11.75     Buy       .       .       .         .
07/11/00    XLTC     42.75    Sell   -1.59   -5.76   15.81        13
07/12/00     ACO      3.69    Sell   -7.75  -11.00    7.50         6
07/12/00    UFPI     15.69     Buy       .       .       .         .
07/13/00    CITZ      9.56     Buy       .       .       .         .
07/14/00     ANN     26.04     Buy       .       .       .         .
07/14/00    ATSI     13.00    Sell   -7.14   -7.57    6.29        12
07/14/00     HCN     17.44     Buy       .       .       .         .
07/17/00     FSI      0.25     Buy       .       .       .         .
07/18/00     AKR      6.06     Buy       .       .       .         .
07/18/00    CPTS      9.11     Buy       .       .       .         .
07/19/00     ANN     21.25    Sell  -18.39  -18.39   -3.03         3
07/19/00     NDE     15.50     Buy       .       .       .         .
07/19/00    TSTN     80.38    Sell  -16.49  -20.26    4.42         9
07/19/00    UFPI     13.88    Sell  -11.54  -11.54    1.21         5
07/24/00    CPTS      8.25    Sell   -9.44  -11.53   -5.49         4
07/24/00     CRK      6.50    Sell    1.88   -6.90   41.07        54
07/26/00    ACTL     35.00    Sell  -10.12  -10.12   38.98        34
07/26/00     MTH      6.44     Buy       .       .       .         .
07/26/00    TRMB     47.25    Sell   47.38   -3.90   95.91        59
07/27/00     AKR      5.81    Sell   -4.13   -4.13    0.00         7
07/28/00     HEI     16.59     Buy       .       .       .         .
07/31/00       B     19.88     Buy       .       .       .         .
07/31/00    MAFB     19.94     Buy       .       .       .         .
08/01/00     CHK      5.88    Sell   70.93    1.74  136.34        69
08/01/00    RELL     14.25    Sell    0.00   -2.18   31.58        37
08/02/00    PNRA      6.20     Buy       .       .       .         .
08/02/00    QCBC     13.40     Buy       .       .       .         .
08/03/00    PENN      7.19    Sell   44.67    2.01   55.94        89
08/04/00     FSI      0.22    Sell  -12.00  -12.00    0.00        14
08/04/00     HOV      7.00     Buy       .       .       .         .
08/04/00     LII     12.69    Sell   10.35   -0.52   29.39        48
08/09/00    INFS     42.56     Buy       .       .       .         .
08/09/00    ULTE     31.50     Buy       .       .       .         .
08/11/00     LBY     30.38    Sell   -5.45   -5.45    1.15        29
08/14/00     HEI     15.23    Sell   -8.20   -9.28   10.97        11
08/14/00     UVV     25.31     Buy       .       .       .         .
08/17/00     HAR     35.00     Buy       .       .       .         .
08/18/00   RDRTQ     30.00     Buy       .       .       .         .
08/21/00    PETM      4.47     Buy       .       .       .         .
08/21/00     WMS     17.50     Buy       .       .       .         .
08/22/00     PXR     11.31    Sell   -3.74   -4.77   10.13        30
08/25/00     HME     28.56    Sell   -1.31   -1.73    9.05        43
08/25/00     IMC     16.80    Sell    6.67   -5.52   17.08        50
08/28/00    BEBE     15.13     Buy       .       .       .         .
08/28/00     HOV      6.69    Sell   -4.43   -6.29    6.29        16
08/29/00      LG     21.44     Buy       .       .       .         .
08/30/00    ALXN     99.88     Buy       .       .       .         .
09/01/00    CPTS     11.09     Buy       .       .       .         .
09/06/00    TPTH     10.69     Buy       .       .       .         .
09/07/00     WMS     16.38    Sell   -6.40   -8.57    2.86        12
09/08/00     TDY     26.38     Buy       .       .       .         .
09/11/00    TPTH      9.59    Sell  -10.29  -11.13   -5.24         3
09/13/00    CPTS      9.38    Sell  -15.42  -15.42    3.16         7
09/13/00     CUB      8.29     Buy       .       .       .         .
09/13/00    NAUT     13.50     Buy       .       .       .         .
09/14/00    AMSC     60.16     Buy       .       .       .         .
09/14/00     CRK     11.81     Buy       .       .       .         .
09/14/00     UNS     16.38     Buy       .       .       .         .
09/18/00     ACO      4.44     Buy       .       .       .         .
09/18/00       B     18.75    Sell   -5.68   -5.68    0.00        34
09/21/00     HCN     17.88    Sell    2.52    0.00    8.60        48
09/21/00    WDFC     21.44     Buy       .       .       .         .
09/22/00    AMSC     54.00    Sell  -10.24  -12.10   -4.62         6
09/25/00    BEBE     13.75    Sell   -9.12   -9.12   26.83        19
09/25/00    LENS     27.50     Buy       .       .       .         .
09/28/00    WABC     33.28     Buy       .       .       .         .
09/28/00    WCBO     11.31     Buy       .       .       .         .
09/29/00    IMPH     67.75     Buy       .       .       .         .
10/02/00     CRK     11.25    Sell   -4.74   -9.99   11.18        12
10/02/00    IMPH     59.38    Sell  -12.35  -18.63  -18.63         1
10/02/00    NAUT     12.00    Sell  -11.11  -11.56    7.41        13
10/02/00    PENN      7.89     Buy       .       .       .         .
10/03/00    PBKS     17.25     Buy       .       .       .         .
10/03/00     TDY     24.63    Sell   -6.63   -7.35   14.22        17
10/06/00    DBRN     12.27     Buy       .       .       .         .
10/10/00    PETM      4.09    Sell   -8.50   -8.50   11.86        35
10/11/00    ALXN     97.63    Sell   -2.25   -7.01   16.39        29
10/11/00    MAFB     22.00    Sell   10.33    1.25   24.77        51
10/11/00    PDII     88.38     Buy       .       .       .         .
10/11/00    WDFC     19.80    Sell   -7.65   -7.88    1.45        14
10/12/00    INFS     39.00    Sell   -8.36   -8.95   37.45        45
10/12/00    LENS     25.31    Sell   -7.96   -8.40   -0.44        13
10/12/00    NEWP    127.75    Sell   95.04   -0.85  188.93        92
10/12/00     SMT     22.63    Sell   14.29   -2.78   22.78       131
10/12/00    ULTE     31.69    Sell    0.60   -0.98   30.57        45
10/13/00     HAR     35.60    Sell    1.71    0.43   18.23        40
10/13/00    WCBO     10.63    Sell   -6.01   -7.16    6.10        11
10/16/00     CGC     18.44     Buy       .       .       .         .
10/16/00   RDRTQ     40.95    Sell   36.50   -6.17  101.00        40
10/18/00    PBKS     16.55    Sell   -4.06   -5.04    1.10        11
10/18/00     UNS     15.63    Sell   -4.58   -5.37    4.58        24
10/19/00    ECLP     19.38     Buy       .       .       .         .
10/23/00    DBRN     11.81    Sell   -3.75   -5.46    1.39        11
10/24/00    CALP     64.19     Buy       .       .       .         .
10/25/00    CITZ     10.25    Sell    7.22   -0.94    9.83        73
10/25/00    PENN      7.05    Sell  -10.65  -10.65   10.90        17
10/26/00     HAR     42.10     Buy       .       .       .         .
10/30/00    CALP     53.13    Sell  -17.23  -19.18    7.88         4
10/30/00    ORLY     17.38     Buy       .       .       .         .
10/30/00    PFCB     20.61     Buy       .       .       .         .
10/31/00     IHP     21.06     Buy       .       .       .         .
11/01/00      LG     21.88    Sell    2.05   -2.33    6.72        45
11/01/00     LNY      8.75     Buy       .       .       .         .
11/03/00     CHS      9.65     Buy       .       .       .         .
11/03/00     DMN      3.75     Buy       .       .       .         .
11/06/00     CHS      7.82    Sell  -18.96  -18.96  -14.51         1
11/07/00     RZT      7.00     Buy       .       .       .         .
11/08/00     DMN      3.31    Sell  -11.73  -11.73    0.00         3
11/09/00    CPKI     34.78     Buy       .       .       .         .
11/14/00     BRO     15.38    Sell   38.81    2.44   55.42       120
11/15/00    EWBC     20.63     Buy       .       .       .         .
11/17/00     BEZ     21.25     Buy       .       .       .         .
11/17/00    WABC     32.31    Sell   -2.91   -7.78    7.99        36
11/22/00    CPKI     30.75    Sell  -11.59  -11.59   -2.59         9
11/22/00     IMC     18.63     Buy       .       .       .         .
11/22/00    PFCB     18.69    Sell   -9.32   -9.32   11.01        17
11/28/00    BEBE     20.94     Buy       .       .       .         .
11/28/00     HAR     39.60    Sell   -5.94   -6.34   14.01        22
11/28/00     IHP     19.50    Sell   -7.41   -7.41    4.75        19
11/30/00     CGC     17.75    Sell   -3.74   -6.45    9.82        32
12/05/00     DCI     25.50     Buy       .       .       .         .
12/08/00       B     20.30     Buy       .       .       .         .
12/08/00    CVTI     11.25     Buy       .       .       .         .
12/08/00     HOV      8.69     Buy       .       .       .         .
12/11/00    NAUT     15.69     Buy       .       .       .         .
12/11/00    PDII     84.25    Sell   -4.67   -9.48   52.96        42
12/12/00     ACO      4.88    Sell    9.91    0.00   66.22        60
12/12/00    CPTS     11.63     Buy       .       .       .         .
12/13/00    BEBE     18.25    Sell  -12.85  -12.85   12.23        11
12/14/00    CVTI     10.00    Sell  -11.11  -11.11    6.67         4
12/15/00     RZT      6.19    Sell  -11.57  -11.57    6.29        27
12/18/00    PNRA     10.44    Sell   68.39   -3.23   97.58        96
12/19/00     BEZ     20.13    Sell   -5.27   -5.88    5.32        21
12/19/00     UNS     17.19     Buy       .       .       .         .
12/20/00     DCI     24.06    Sell   -5.65   -6.86    9.80        11
12/20/00    NAUT     13.75    Sell  -12.36  -12.36   -0.83         7
12/21/00     BRO     17.69     Buy       .       .       .         .
12/21/00     CHK      8.19     Buy       .       .       .         .
12/21/00    CPTS     10.13    Sell  -12.90  -12.90    1.55         7
12/21/00     FBN     19.63     Buy       .       .       .         .
12/22/00     CUB      9.21    Sell   11.10   -8.56   50.78        71
12/22/00    MAFB     27.97     Buy       .       .       .         .
12/22/00    POZN     20.97     Buy       .       .       .         .
12/26/00    POZN     18.88    Sell   -9.97  -11.16  -11.16         1
12/27/00      LG     24.75     Buy       .       .       .         .
12/27/00     SMT     25.31     Buy       .       .       .         .
01/02/01     VTR      5.94     Buy       .       .       .         .
01/03/01    CITZ     10.84     Buy       .       .       .         .
01/05/01       B     19.38    Sell   -4.53   -5.17    6.85        18
01/08/01    LPNT     35.19    Sell   99.60   -6.13  190.02       178
01/08/01    MAFB     25.06    Sell  -10.40  -11.30    1.89         9
01/10/01    DYII      5.82     Buy       .       .       .         .
01/11/01       O     25.94     Buy       .       .       .         .
01/11/01     UNS     16.19    Sell   -5.82   -6.92    9.37        15
01/12/01     LDR     21.70     Buy       .       .       .         .
01/12/01      LG     22.88    Sell   -7.56   -9.33   -0.48        11
01/12/01     SMT     23.38    Sell   -7.63   -7.63    3.24        11
01/16/01   BWINB     21.10     Buy       .       .       .         .
01/16/01    CHIC     20.13     Buy       .       .       .         .
01/16/01     FSI      1.16     Buy       .       .       .         .
01/17/01     UAG      9.75     Buy       .       .       .         .
01/19/01     BRO     16.38    Sell   -7.41   -9.16    0.17        18
01/22/01    DLIA      3.72     Buy       .       .       .         .
01/22/01    TPTH     10.88     Buy       .       .       .         .
01/23/01    DLIA      3.28    Sell  -11.83  -12.63  -12.63         1
01/23/01      MZ     17.44     Buy       .       .       .         .
01/24/01     AKR      6.31     Buy       .       .       .         .
01/24/01     HCN     19.19     Buy       .       .       .         .
01/24/01     IFS     12.50     Buy       .       .       .         .
01/25/01    SLVN     16.28     Buy       .       .       .         .
01/26/01    BORL      9.47     Buy       .       .       .         .
01/26/01    ORLY     21.00    Sell   20.83   -4.32   53.91        60
01/29/01    ACAS     26.75     Buy       .       .       .         .
01/29/01   BWINB     19.60    Sell   -7.11  -10.90    2.84         9
01/30/01     UVV     32.60    Sell   28.80   -4.66   41.76       116
01/31/01     BOY     10.60     Buy       .       .       .         .
01/31/01     IHP     23.40     Buy       .       .       .         .
01/31/01     NDE     25.00    Sell   61.29    6.77   90.32       135
02/01/01    XXIA     38.31     Buy       .       .       .         .
02/02/01     CBZ      6.47     Buy       .       .       .         .
02/02/01     LDR     20.39    Sell   -6.04   -6.04    0.23        14
02/05/01     RBC     19.26     Buy       .       .       .         .
02/06/01    URBN     11.03     Buy       .       .       .         .
02/06/01    XXIA     33.50    Sell  -12.56  -12.56   -7.99         3
02/07/01     IMC     18.75    Sell    0.64   -2.04   22.44        51
02/12/01     FRK     28.50     Buy       .       .       .         .
02/12/01     UVV     36.01     Buy       .       .       .         .
02/13/01     KWD     25.25     Buy       .       .       .         .
02/13/01    RYAN      7.25     Buy       .       .       .         .
02/14/01    TPTH     10.38    Sell   -4.60   -5.79   17.74        17
02/15/01    ECLP     23.50    Sell   21.26    1.29   42.21        81
02/22/01     CBZ      6.05    Sell   -6.49   -7.26    6.18        13
02/22/01     KWD     21.10    Sell  -16.44  -16.44   -1.11         6
02/23/01    BORL      9.27    Sell   -2.11   -5.28   18.80        19
02/23/01     IHP     20.20    Sell  -13.68  -16.07    1.50        16
02/23/01    QCBC     18.40    Sell   37.31    1.79   54.85       141
02/26/01    EWBC     23.25    Sell   12.70   -3.05   27.24        68
02/26/01     MTH     17.24    Sell  167.70   -0.93  272.52       147
02/26/01       O     25.15    Sell   -3.05   -3.70    2.89        30
02/27/01    ACAS     25.50    Sell   -4.67   -7.70    0.71        20
02/27/01     RBC     17.60    Sell   -8.62   -8.62   11.58        15
03/01/01    RYAN      6.92    Sell   -4.55   -7.45    1.66        11
03/02/01     CHK      9.24    Sell   12.82    3.79   26.74        47
03/02/01     LDG     29.70     Buy       .       .       .         .
03/02/01     RDK     14.05     Buy       .       .       .         .
03/05/01     AKR      6.25    Sell   -0.95   -4.12    9.35        27
03/05/01    URBN     10.16    Sell   -7.89   -7.89   13.87        18
03/07/01     CHK     10.80     Buy       .       .       .         .
03/07/01    UFPI     14.75     Buy       .       .       .         .
03/08/01     LNY     10.35    Sell   18.29   -4.23   40.57        86
03/09/01    WLSN     19.69     Buy       .       .       .         .
03/09/01     WRC     24.20     Buy       .       .       .         .
03/12/01     IFS     12.11    Sell   -3.12   -7.20    5.92        32
03/13/01     CHK      9.19    Sell  -14.91  -14.91    1.57         4
03/15/01    WDFC     21.97     Buy       .       .       .         .
03/16/01     FBN     22.83    Sell   16.30    1.27   36.32        57
03/16/01     WRC     21.45    Sell  -11.36  -11.36   -3.14         5
03/21/01     RDK     13.08    Sell   -6.90   -7.47   -2.06        13
03/23/01      MZ     18.80    Sell    7.80   -5.73   28.73        42
03/23/01     UAG      9.90    Sell    1.54   -1.54   10.77        46
03/26/01    CITZ     10.88    Sell    0.37   -3.69    5.54        56
03/27/01    THFF     33.25     Buy       .       .       .         .
03/28/01     FRK     26.40    Sell   -7.37   -7.37    4.11        31
03/29/01     IDC      6.50     Buy       .       .       .         .
03/29/01     PCR      6.50     Buy       .       .       .         .
03/30/01    UHCO      5.25     Buy       .       .       .         .
03/30/01    WDFC     20.05    Sell   -8.74   -8.97    2.41        11
04/02/01    WLSN     18.50    Sell   -6.04   -7.31    0.30        16
04/05/01     BOY     10.95    Sell    3.30    0.47   12.45        45
04/05/01    PNRA     14.19     Buy       .       .       .         .
04/06/01    CHIC     24.45    Sell   21.46   11.77   54.64        57
04/10/01      HE     37.45     Buy       .       .       .         .
04/16/01    SLVN     18.45    Sell   13.33   -1.41   36.30        55
04/18/01    UFPI     13.46    Sell   -8.75   -9.29    8.81        29
04/19/01     LDL     11.95     Buy       .       .       .         .
04/19/01    UHCO      5.05    Sell   -3.81   -7.43   -3.81        13
04/19/01     WRC     24.30     Buy       .       .       .         .
04/20/01     FSI      2.40    Sell  106.90    0.00  158.62        66
04/20/01      HE     35.90    Sell   -4.14   -4.14   -0.67         7
04/23/01     UAG     12.02     Buy       .       .       .         .
04/24/01     RZT      9.60     Buy       .       .       .         .
04/25/01       O     28.10     Buy       .       .       .         .
04/26/01     LNY     12.55     Buy       .       .       .         .
04/27/01    URBN     13.60     Buy       .       .       .         .
04/27/01     YCC     19.15     Buy       .       .       .         .
04/30/01      GP     32.75     Buy       .       .       .         .
04/30/01    PETM      4.38     Buy       .       .       .         .
04/30/01    QCBC     20.92     Buy       .       .       .         .
04/30/01    UFPI     16.05     Buy       .       .       .         .
04/30/01    WCBO     10.80     Buy       .       .       .         .
04/30/01     WST     27.55     Buy       .       .       .         .
05/02/01    CHIC     35.05     Buy       .       .       .         .
05/02/01    CITZ     11.47     Buy       .       .       .         .
05/02/01    FLYR     12.90     Buy       .       .       .         .
05/03/01     YCC     17.25    Sell   -9.92  -10.23   -0.52         4
05/04/01     LDG     29.11    Sell   -1.99   -3.20    7.10        44
05/07/01     FRK     30.83     Buy       .       .       .         .
05/07/01    SYKE      6.02     Buy       .       .       .         .
05/08/01    MEDQ     27.22     Buy       .       .       .         .
05/08/01     MTH     26.00     Buy       .       .       .         .
05/08/01    PENN      9.33     Buy       .       .       .         .
05/09/01    DYII     13.00    Sell  123.37   -5.50  240.89        82
05/10/01    CVTI     17.25     Buy       .       .       .         .
05/10/01    CWST     10.56     Buy       .       .       .         .
05/10/01    FEIC     32.85     Buy       .       .       .         .
05/10/01    SVNT     10.18     Buy       .       .       .         .
05/11/01    URBN     11.93    Sell  -12.28  -12.28   -0.74        10
05/11/01    VITX      7.57     Buy       .       .       .         .
05/14/01     WMS     23.10     Buy       .       .       .         .
05/15/01     DMN     10.31     Buy       .       .       .         .
05/16/01     MHX     22.05     Buy       .       .       .         .
05/17/01     ANN     24.77     Buy       .       .       .         .
05/17/01    ARNA     30.00     Buy       .       .       .         .
05/21/01    COHU     22.25     Buy       .       .       .         .
05/21/01    IRIC      7.65     Buy       .       .       .         .
05/21/01     MTH     22.33    Sell  -14.12  -14.12    2.69         9
05/21/01     PLA     13.95     Buy       .       .       .         .
05/22/01    AGEN     19.89     Buy       .       .       .         .
05/22/01     FUL     23.50     Buy       .       .       .         .
05/22/01     IHP     23.45     Buy       .       .       .         .
05/23/01    CHIC     33.14    Sell   -5.45   -8.70   11.70        15
05/23/01    MEDQ     25.46    Sell   -6.47   -6.94    0.07        11
05/25/01    XYBR      6.17     Buy       .       .       .         .
05/29/01     AKR      6.90     Buy       .       .       .         .
05/29/01    ARNA     26.10    Sell  -13.00  -13.00    1.50         7
05/29/01    CWST     10.05    Sell   -4.83   -5.87    1.99        12
05/29/01    XYBR      5.31    Sell  -13.94  -13.94  -13.94         1
06/01/01    CVTI     16.20    Sell   -6.09   -6.20    0.35        15
06/01/01    DLIA      4.94     Buy       .       .       .         .
06/01/01       O     27.43    Sell   -2.38   -4.63    1.81        26
06/01/01     POL      9.95     Buy       .       .       .         .
06/04/01     ANN     23.00    Sell   -7.15   -8.16    3.96        11
06/04/01    BORL     12.12     Buy       .       .       .         .
06/05/01       B     22.60     Buy       .       .       .         .
06/05/01    DYII     21.14     Buy       .       .       .         .
06/06/01    COHU     21.15    Sell   -4.94   -5.39   -0.45        11
06/06/01    DYII     18.24    Sell  -13.72  -13.72  -12.20         1
06/07/01    AGEN     19.60    Sell   -1.46   -7.24    0.00        11
06/08/01    IUSA      5.15     Buy       .       .       .         .
06/11/01     DMN      8.98    Sell  -12.90  -12.90   11.45        18
06/11/01     HOV     14.75    Sell   69.74   -1.50  120.94       125
06/12/01      HE     38.15     Buy       .       .       .         .
06/12/01     WRC     24.10    Sell   -0.82   -2.26   29.59        37
06/15/01     UVV     38.15    Sell    5.94   -1.42   14.69        86
06/19/01     HCN     22.27    Sell   16.05   -4.74   24.28       101
06/19/01    WCBO     11.68    Sell    8.15    2.31   23.80        35
06/19/01     WST     26.05    Sell   -5.44   -6.17   -0.36        35
06/20/01      LG     24.98     Buy       .       .       .         .
06/21/01     PCR      7.40    Sell   13.85   -3.85   34.92        58
06/22/01     POL      8.98    Sell   -9.75   -9.75    6.23        15
06/25/01    SLVN     23.33     Buy       .       .       .         .
06/26/01     FBN     26.85     Buy       .       .       .         .
06/26/01    FLYR     12.79    Sell   -0.85   -4.88   31.55        38
06/27/01    ARRO     38.90     Buy       .       .       .         .
06/27/01     CGC     21.05     Buy       .       .       .         .
06/27/01    LPNT     42.40     Buy       .       .       .         .
06/27/01    PNRA     15.95    Sell   12.40   -3.17   36.86        57
06/29/01    ANSR      8.60     Buy       .       .       .         .
06/29/01     BOY     12.88     Buy       .       .       .         .
06/29/01     LDL     12.10    Sell    1.26   -4.60   23.51        50
06/29/01     PCR      9.40     Buy       .       .       .         .
06/29/01     PXR     14.30     Buy       .       .       .         .
06/29/01    WDFC     22.06     Buy       .       .       .         .
06/29/01    WSBC     24.69     Buy       .       .       .         .
07/02/01     AKR      6.55    Sell   -5.07   -5.51    1.45        24
07/03/01    ANSR      7.49    Sell  -12.91  -12.91   -8.26         2
07/03/01     DCI     32.00     Buy       .       .       .         .
07/06/01      GP     33.56    Sell    2.47   -4.00   10.26        47
07/06/01    IUSA      5.00    Sell   -2.91   -5.24   16.50        19
07/06/01     PCR      8.20    Sell  -12.77  -12.77   -5.74         4
07/06/01     RZT     11.10    Sell   15.63   -1.04   35.42        51
07/09/01     LDR     30.95     Buy       .       .       .         .
07/10/01     CGC     19.16    Sell   -8.98   -8.98    1.66         8
07/10/01      LG     23.70    Sell   -5.12   -5.12    2.00        13
07/10/01     PXR     12.90    Sell   -9.79  -10.49   -1.96         6
07/11/01    FEIC     34.00    Sell    3.50   -5.02   28.16        42
07/11/01     THO     16.75     Buy       .       .       .         .
07/12/01    BEBE     33.75     Buy       .       .       .         .
07/12/01     BRO     23.13     Buy       .       .       .         .
07/12/01     MHX     21.45    Sell   -2.72   -4.99    7.71        39
07/12/01    ORLY     32.35     Buy       .       .       .         .
07/13/01    PRSP     12.61     Buy       .       .       .         .
07/13/01    VITX      9.00    Sell   18.89   -1.32   69.75        43
07/13/01     WMS     26.00    Sell   12.55    1.65   39.78        42
07/16/01    ARRO     36.71    Sell   -5.63   -6.25    0.51        12
07/17/01     BOY     11.85    Sell   -8.00   -8.39    0.39        11
07/18/01    MAFB     31.96     Buy       .       .       .         .
07/19/01     CBZ      8.25     Buy       .       .       .         .
07/19/01     WST     27.68     Buy       .       .       .         .
07/20/01    PENN      9.50    Sell    1.82   -3.00   48.45        51
07/23/01    SVNT     11.00    Sell    8.06   -1.87   31.53        50
07/24/01    WSBC     23.50    Sell   -4.82   -5.91    5.71        16
07/25/01       B     22.35    Sell   -1.11   -3.45    9.69        35
07/25/01    ECLP     26.76     Buy       .       .       .         .
07/25/01      HE     38.00    Sell   -0.39   -3.67    2.78        30
07/25/01    IRIC      8.65    Sell   13.07    3.92   45.88        45
07/27/01    BEBE     30.55    Sell   -9.48   -9.48    3.85        11
07/30/01     PLA     14.85    Sell    6.45    5.02   41.58        48
07/31/01     CBZ      7.10    Sell  -13.94  -13.94    7.88         8
07/31/01      GP     36.99     Buy       .       .       .         .
07/31/01     TFS     21.94     Buy       .       .       .         .
08/01/01     AKR      7.02     Buy       .       .       .         .
08/01/01    BORL     13.05    Sell    7.67    1.24   32.84        41
08/01/01    UFPI     19.55    Sell   21.81    0.31   40.19        65
08/02/01    SYKE      8.03    Sell   33.39   -4.65  119.27        61
08/03/01    MAFB     30.20    Sell   -5.51   -5.51    0.13        12
08/03/01    PFCB     22.51     Buy       .       .       .         .
08/06/01     DCI     30.00    Sell   -6.25   -6.25    2.97        23
08/07/01    DLIA      6.03    Sell   22.06   -7.29   61.94        46
08/08/01    ECLP     24.02    Sell  -10.24  -10.35    3.33        10
08/09/01      KE     16.85     Buy       .       .       .         .
08/13/01    CPTS     17.39     Buy       .       .       .         .
08/15/01     JBX     32.00     Buy       .       .       .         .
08/16/01     CGC     21.65     Buy       .       .       .         .
08/16/01     HAR     39.45     Buy       .       .       .         .
08/16/01    WABC     41.00     Buy       .       .       .         .
08/17/01     HME     31.61     Buy       .       .       .         .
08/17/01     TFS     20.01    Sell   -8.80   -8.80    8.71        13
08/17/01    THFF     42.09    Sell   26.59    1.89   44.78       100
08/17/01     UVV     41.38     Buy       .       .       .         .
08/21/01    GERN     16.89     Buy       .       .       .         .
08/21/01    ORLY     30.19    Sell   -6.68   -6.68    9.58        28
08/23/01     WST     26.20    Sell   -5.35   -5.35   -0.11        25
08/24/01     FBN     26.93    Sell    0.30   -1.60    8.64        42
08/24/01     RYN     31.67     Buy       .       .       .         .
08/27/01    WDFC     21.89    Sell   -0.77   -5.26    2.45        40
08/29/01     BRO     22.38    Sell   -3.24   -3.80    8.95        34
08/29/01    QCBC     22.68    Sell    8.41    1.00   27.92        85
08/30/01    CPTS     16.35    Sell   -5.98   -5.98    1.21        13
08/30/01     IHP     27.00    Sell   15.14   -0.21   21.54        70
08/31/01     THO     15.75    Sell   -5.97   -5.97    6.51        37
09/04/01    CITZ     13.93    Sell   21.45   -0.09   27.29        86
09/04/01     LDR     30.90    Sell   -0.16   -2.52    6.56        40
09/04/01     LNY     17.50    Sell   39.44   -3.43   63.43        90
09/04/01    WABC     38.89    Sell   -5.15   -5.71    1.63        12
09/05/01    SLVN     23.74    Sell    1.76   -0.34   20.02        50
09/05/01    URBN     16.38     Buy       .       .       .         .
09/06/01     AKR      6.52    Sell   -7.12   -7.12   -0.28        25
09/06/01     FRK     33.16    Sell    7.56   -3.67   19.27        85
09/06/01    GERN     15.00    Sell  -11.19  -11.19   10.01        11
09/06/01    PRSP     12.79    Sell    1.43   -0.24   10.23        38
09/07/01      GP     33.94    Sell   -8.25   -8.25    0.57        27
09/07/01    LPNT     43.45    Sell    2.48   -4.86    9.93        50
09/07/01    PFCB     21.19    Sell   -5.86   -9.02   -0.49        24
09/10/01     JBX     29.92    Sell   -6.50   -6.53    6.25        17
09/17/01     HAR     36.50    Sell   -7.48   -7.48    5.73        17
09/17/01     HME     29.70    Sell   -6.04   -6.04    1.80        16
09/17/01    PETM      6.05    Sell   38.13   -2.28   81.96        93
09/17/01     RYN     27.09    Sell  -14.46  -14.87   -1.14        11
09/17/01     UAG     15.70    Sell   30.62    6.57   81.36        98
09/17/01    URBN     14.25    Sell  -13.00  -13.00    5.31         4
09/19/01     FUL     21.84    Sell   -7.06   -7.06   16.51        79
09/19/01     IDC     11.24    Sell   72.92    0.00   96.31       116
09/19/01     UVV     39.05    Sell   -5.63   -5.63    4.04        18
09/20/01     CGC     19.90    Sell   -8.08   -8.31    2.45        20
09/20/01     VTR     10.75    Sell   80.98    6.23  113.80       177
09/25/01     CUB     10.50     Buy       .       .       .         .
09/25/01      KE     16.12    Sell   -4.33   -4.33    3.92        28
10/11/01    UTHR     15.99     Buy       .       .       .         .
10/15/01    UTHR     10.11    Sell  -36.77  -37.21    2.31         2
10/24/01     TTN     26.50     Buy       .       .       .         .
10/25/01    SPSS     18.87     Buy       .       .       .         .
10/30/01    SPSS     17.26    Sell   -8.53  -10.39    0.00         3
11/05/01   RDRTQ     29.30     Buy       .       .       .         .
11/07/01    ENTU      6.99     Buy       .       .       .         .
11/12/01     TTN     23.00    Sell  -13.21  -13.21    2.15        13
11/13/01    HYSL     16.75     Buy       .       .       .         .
11/13/01    RYAN     13.71     Buy       .       .       .         .
11/14/01    PNRA     23.32     Buy       .       .       .         .
11/14/01     THO     18.25     Buy       .       .       .         .
11/15/01    ENTU      6.28    Sell  -10.16  -10.87    7.01         6
11/15/01     KWD     23.86     Buy       .       .       .         .
11/16/01     CGC     22.25     Buy       .       .       .         .
11/26/01    DYII     24.40     Buy       .       .       .         .
11/26/01    URBN     19.79     Buy       .       .       .         .
11/27/01    CPTS     19.80     Buy       .       .       .         .
11/28/01    DYII     20.45    Sell  -16.19  -16.19    2.05         2
12/03/01     CGC     19.99    Sell  -10.16  -10.25    0.22        10
12/03/01     KWD     22.05    Sell   -7.59   -8.34    1.05        11
12/05/01     HOV     15.77     Buy       .       .       .         .
12/05/01     LDR     36.20     Buy       .       .       .         .
12/05/01     LNY     20.90     Buy       .       .       .         .
12/05/01    ORLY     37.01     Buy       .       .       .         .
12/06/01    BORL     16.54     Buy       .       .       .         .
12/06/01     HME     32.25     Buy       .       .       .         .
12/06/01     SFN     10.35     Buy       .       .       .         .
12/06/01    SUPX     19.49     Buy       .       .       .         .
12/07/01    ARIA      5.80     Buy       .       .       .         .
12/10/01    CWST     14.48     Buy       .       .       .         .
12/11/01     MPS      7.10     Buy       .       .       .         .
12/12/01     LNY     17.50    Sell  -16.27  -16.27    0.48         5
12/12/01     RYN     32.73     Buy       .       .       .         .
12/12/01    SUPX     17.14    Sell  -12.06  -12.06    1.33         4
12/13/01     LDR     32.50    Sell  -10.22  -10.22    0.55         6
12/13/01     YCC     22.00     Buy       .       .       .         .
12/14/01    ARIA      5.10    Sell  -12.07  -12.07    2.93         5
12/18/01       B     24.55     Buy       .       .       .         .
12/18/01    EMBT     23.45     Buy       .       .       .         .
12/18/01    PETM      9.95     Buy       .       .       .         .
12/18/01    SLTC      5.04     Buy       .       .       .         .
12/20/01    WDFC     25.90     Buy       .       .       .         .
12/21/01    BORL     15.40    Sell   -6.89   -8.10    3.63        11
12/21/01    CPKI     25.60     Buy       .       .       .         .
12/21/01    DBRN     12.64     Buy       .       .       .         .
12/24/01     FRK     37.70     Buy       .       .       .         .
12/24/01    LENS      7.59     Buy       .       .       .         .
12/24/01     TDY     17.60     Buy       .       .       .         .
12/26/01    CVTI     16.45     Buy       .       .       .         .
12/26/01     SFN      9.75    Sell   -5.80   -5.80    1.84        13
12/27/01     ACO      6.93     Buy       .       .       .         .
12/27/01     UAG     26.40     Buy       .       .       .         .
12/28/01    ARRO     39.35     Buy       .       .       .         .
01/03/02    ORLY     32.69    Sell  -11.67  -11.67    3.19        19
01/04/02    AWRE      9.40     Buy       .       .       .         .
01/04/02    OPNT     19.00     Buy       .       .       .         .
01/04/02    PFCB     26.96     Buy       .       .       .         .
01/04/02     POL     10.87     Buy       .       .       .         .
01/07/02    EWBC     26.65     Buy       .       .       .         .
01/07/02     UAG     22.41    Sell  -15.11  -15.30   -2.23         6
01/08/02    NEWP     26.17     Buy       .       .       .         .
01/09/02    COHU     21.95     Buy       .       .       .         .
01/09/02    OPNT     17.23    Sell   -9.32  -10.26    1.89         3
01/10/02       B     23.05    Sell   -6.11   -6.11    1.47        15
01/10/02     TDY     16.70    Sell   -5.11   -7.95   -0.85        11
01/11/02    CALP     17.70     Buy       .       .       .         .
01/11/02     CLE     17.85     Buy       .       .       .         .
01/11/02    CPKI     24.15    Sell   -5.66   -6.45    1.76        13
01/11/02    CWST     13.47    Sell   -6.98   -8.08    2.83        22
01/11/02    CYMI     34.80     Buy       .       .       .         .
01/11/02    EMBT     21.42    Sell   -8.66   -8.66    9.89        16
01/11/02     FRK     34.96    Sell   -7.27   -7.27    2.20        12
01/11/02    MICU     24.26     Buy       .       .       .         .
01/14/02    AWRE      7.93    Sell  -15.64  -15.64    1.17         6
01/14/02    IUSA      8.23     Buy       .       .       .         .
01/16/02    MICU     21.30    Sell  -12.20  -15.46   -2.31         3
01/16/02    NEWP     22.25    Sell  -14.98  -16.09   -2.79         6
01/16/02   RDRTQ     32.20    Sell    9.90   -7.00   34.13        49
01/16/02     YCC     20.95    Sell   -4.77   -5.18    3.86        22
01/17/02    COHU     19.37    Sell  -11.75  -11.75   -0.09         6
01/18/02     POL      9.67    Sell  -11.04  -11.04   -2.02        10
01/22/02    CALP     15.40    Sell  -12.99  -12.99    2.09         6
01/22/02    DCTH      2.20     Buy       .       .       .         .
01/22/02    SLTC      4.69    Sell   -6.94   -6.94   25.40        22
01/22/02     STN     14.83     Buy       .       .       .         .
01/23/02     AOS     21.60     Buy       .       .       .         .
01/23/02    LENS      6.51    Sell  -14.23  -14.49   12.91        19
01/24/02    CPTS     20.49    Sell    3.48   -4.19   27.42        39
01/25/02    TSTN      5.09     Buy       .       .       .         .
01/29/02     MTH     27.75     Buy       .       .       .         .
01/31/02    IUSA      7.64    Sell   -7.17   -7.17    4.50        12
02/05/02     BRO     34.90     Buy       .       .       .         .
02/06/02    DCTH      2.29    Sell    4.09   -7.73   29.55        11
02/06/02     STN     13.40    Sell   -9.64   -9.91    1.01        11
02/07/02     ANN     27.29     Buy       .       .       .         .
02/07/02     MPS      6.50    Sell   -8.45   -8.87   12.68        39
02/11/02    RYAN     14.23    Sell    3.79   -5.47   16.92        60
02/11/02    UFPI     23.32     Buy       .       .       .         .
02/12/02     FSI      2.00     Buy       .       .       .         .
02/13/02     IDC     16.21     Buy       .       .       .         .
02/19/02     HME     32.10    Sell   -0.47   -2.02    4.00        49
02/20/02     CBZ      7.30     Buy       .       .       .         .
02/20/02     FSI      1.95    Sell   -2.50  -10.00   -2.50         5
02/20/02     WST     28.52     Buy       .       .       .         .
02/21/02     BRO     32.80    Sell   -6.02   -6.02    1.55        11
02/21/02    COHU     22.50     Buy       .       .       .         .
02/21/02    PNRA     25.50    Sell    9.35   -2.44   39.79        66
02/25/02    PENN     17.40     Buy       .       .       .         .
02/26/02    CVTI     15.20    Sell   -7.60   -7.72    2.55        41
02/27/02     IHP     31.10     Buy       .       .       .         .
02/27/02    URBN     23.94    Sell   20.97   -7.07   37.70        63
02/28/02     ACO      6.60    Sell   -4.76   -6.20    6.06        42
02/28/02    TSTN      4.37    Sell  -14.15  -14.15    8.25        23
03/01/02     HAR     48.26     Buy       .       .       .         .
03/01/02     LII     11.50     Buy       .       .       .         .
03/01/02    MAFB     32.27     Buy       .       .       .         .
03/01/02    SUPX     22.98     Buy       .       .       .         .
03/05/02     BEZ     22.73     Buy       .       .       .         .
03/05/02    LENS      8.85     Buy       .       .       .         .
03/06/02     DCI     40.84     Buy       .       .       .         .
03/07/02     AKR      6.65     Buy       .       .       .         .
03/07/02     JBX     30.18     Buy       .       .       .         .
03/08/02       B     25.15     Buy       .       .       .         .
03/08/02    DTAS      5.75     Buy       .       .       .         .
03/12/02     FBN     41.80     Buy       .       .       .         .
03/13/02    CHIC     26.54     Buy       .       .       .         .
03/15/02    WCBO     15.20     Buy       .       .       .         .
03/18/02    ALXN     25.99     Buy       .       .       .         .
03/18/02     BSH     12.99     Buy       .       .       .         .
03/18/02    SUPX     21.93    Sell   -4.57   -6.14    3.35        11
03/21/02     FBN     36.19    Sell  -13.42  -13.42   -0.72         7
03/21/02     LDL     14.60     Buy       .       .       .         .
03/21/02     MPS      8.46     Buy       .       .       .         .
03/22/02     LDG     27.35     Buy       .       .       .         .
03/22/02     THO     22.70    Sell   24.38   -0.60   38.79        87
03/26/02     IFS     11.62     Buy       .       .       .         .
03/27/02     BRE     32.70     Buy       .       .       .         .
03/27/02    MDTL     11.39     Buy       .       .       .         .
03/28/02     CHK      7.83     Buy       .       .       .         .
04/01/02    CHIC     24.24    Sell   -8.67  -10.21    4.56        12
04/01/02    DTAS      5.38    Sell   -6.43   -6.96    2.61        15
04/01/02    FLYR     14.05     Buy       .       .       .         .
04/02/02    ALXN     23.35    Sell  -10.16  -10.97    1.04        10
04/02/02    WCBO     14.20    Sell   -6.58   -6.91    3.29        11
04/03/02    MDTL      9.36    Sell  -17.82  -17.91    7.90         4
04/05/02     IFS     10.48    Sell   -9.81   -9.81    0.26         7
04/08/02     CRK      8.50     Buy       .       .       .         .
04/09/02    PRSP     16.15     Buy       .       .       .         .
04/10/02     IMC     25.23     Buy       .       .       .         .
04/10/02     KWD     26.10     Buy       .       .       .         .
04/10/02     LDR     39.00     Buy       .       .       .         .
04/10/02     SMT     25.75     Buy       .       .       .         .
04/10/02    WSBC     25.00     Buy       .       .       .         .
04/11/02     LDL     13.72    Sell   -6.03   -6.03   -0.62        14
04/12/02    QCBC     26.98     Buy       .       .       .         .
04/12/02    THFF     46.99     Buy       .       .       .         .
04/12/02    TSIC     25.99     Buy       .       .       .         .
04/12/02    WABC     44.46     Buy       .       .       .         .
04/15/02    UHCO      7.50     Buy       .       .       .         .
04/16/02    ACTL     22.20     Buy       .       .       .         .
04/16/02     SFN     12.00     Buy       .       .       .         .
04/17/02    CTSH     15.58     Buy       .       .       .         .
04/17/02    URBN     29.75     Buy       .       .       .         .
04/18/02    LENS      7.90    Sell  -10.73  -10.73    2.37        31
04/18/02     VTR     13.50     Buy       .       .       .         .
04/19/02     THO     29.70     Buy       .       .       .         .
04/23/02     RZT      8.05     Buy       .       .       .         .
04/24/02     SMT     22.50    Sell  -12.62  -12.62    0.39        10
04/26/02    WSBC     23.69    Sell   -5.24   -7.16    2.00        12
04/26/02     WST     27.95    Sell   -2.00   -2.17    6.42        46
04/30/02    HYSL     23.30    Sell   39.10    4.18   61.73       114
04/30/02    WDFC     27.73    Sell    7.07   -3.09   16.29        88
05/02/02     DRQ     26.80     Buy       .       .       .         .
05/02/02     SFN     11.00    Sell   -8.33   -8.33    6.42        12
05/02/02     TDY     18.80     Buy       .       .       .         .
05/03/02    CYMI     43.27    Sell   24.34   -6.90   51.21        77
05/06/02     BSH     12.00    Sell   -7.62   -7.62    7.01        34
05/07/02    COHU     26.30    Sell   16.89    0.98   32.00        52
05/09/02       B     24.55    Sell   -2.39   -3.54    4.77        43
05/09/02     RZT      7.55    Sell   -6.21   -7.33    0.00        12
05/09/02    UHCO      7.36    Sell   -1.87   -5.33    3.33        18
05/10/02    RADS     13.60     Buy       .       .       .         .
05/14/02     BRE     32.15    Sell   -1.68   -4.43    4.74        33
05/15/02     CGC     24.00     Buy       .       .       .         .
05/15/02     DRQ     23.88    Sell  -10.90  -10.90    1.49         9
05/15/02    IRIC     10.20     Buy       .       .       .         .
05/15/02    ULTE     32.00     Buy       .       .       .         .
05/17/02     IDC     17.86    Sell   10.18   -0.62   23.38        65
05/17/02    IDXX     29.95     Buy       .       .       .         .
05/17/02    PENN     17.48    Sell    0.46   -2.13   18.68        58
05/21/02     CHK      7.60    Sell   -2.94   -4.85    9.20        37
05/21/02     MPS      8.05    Sell   -4.85   -6.03   15.72        42
05/22/02    FLYR     14.50    Sell    3.20    1.21   23.49        37
05/23/02     CLE     19.70    Sell   10.36   -3.42   24.71        91
05/23/02     HOV     28.41    Sell   80.15   -2.47  105.26       116
05/23/02     IHP     33.30    Sell    7.07   -0.80   16.88        60
05/23/02    UTHR     14.57     Buy       .       .       .         .
05/24/02    ARRO     46.00    Sell   16.90    1.50   23.00       101
05/24/02     CGC     21.48    Sell  -10.50  -10.50   -3.88         7
05/24/02     LDR     38.00    Sell   -2.56   -2.82    7.15        32
05/24/02     RYN     35.93    Sell    9.78   -4.28   19.49       112
05/29/02     CRK      8.12    Sell   -4.47   -4.47   10.00        36
05/29/02      KE     19.00     Buy       .       .       .         .
05/29/02     VTR     13.20    Sell   -2.22   -4.44    0.30        28
05/31/02     ANN     28.40    Sell    4.07   -3.37   20.59        78
05/31/02     DCI     39.45    Sell   -3.40   -4.38    9.21        60
05/31/02    TSIC     25.78    Sell   -0.81   -1.89   12.50        34
05/31/02    ULTE     30.05    Sell   -6.09   -7.38   -0.31        11
06/03/02     AKR      6.90    Sell    3.76   -0.75   13.68        60
06/03/02    CTSH     13.84    Sell  -11.17  -13.22   15.98        32
06/03/02    IRIC      9.56    Sell   -6.27   -8.33   -0.78        12
06/03/02    PFCB     32.51    Sell   20.59   -2.34   48.29       102
06/04/02    RADS     11.74    Sell  -13.68  -13.68    8.16        16
06/04/02    UFPI     24.68    Sell    5.83   -6.22   15.18        78
06/05/02    THFF     45.66    Sell   -2.83   -2.83    6.41        37
06/05/02    WABC     43.24    Sell   -2.74   -3.31    2.72        37
06/06/02    ACTL     21.59    Sell   -2.75   -5.05   27.25        36
06/06/02     AOS     27.60    Sell   27.78    1.85   48.61        93
06/06/02    EWBC     32.67    Sell   22.59   -5.78   40.68       104
06/06/02     HAR     52.15    Sell    8.06    1.84   25.67        67
06/06/02     LDG     29.08    Sell    6.33   -2.01   17.33        52
06/06/02    PRSP     16.25    Sell    0.62   -0.62   14.67        41
06/07/02     BEZ     23.80    Sell    4.71   -3.21    9.19        66
06/07/02    MAFB     37.19    Sell   15.25   -0.84   23.80        68
06/10/02     CUB     25.12    Sell  139.24    2.10  213.52       177
06/11/02    CPKI     25.36     Buy       .       .       .         .
06/11/02    IDXX     28.06    Sell   -6.31   -6.31    8.61        16
06/12/02     MTH     38.80    Sell   39.82   -2.52   68.94        93
06/12/02    UTHR     13.51    Sell   -7.28   -7.28    5.08        13
06/13/02    CVTI     17.05     Buy       .       .       .         .
06/14/02     TDY     18.35    Sell   -2.39   -2.66   12.98        30
06/17/02     AKR      7.65     Buy       .       .       .         .
06/17/02     IMC     26.00    Sell    3.05   -0.36   12.96        47
06/24/02    WCBO     16.15     Buy       .       .       .         .
06/26/02     JBX     31.60    Sell    4.71   -5.37   12.66        77
06/28/02     CLE     23.05     Buy       .       .       .         .
06/28/02    PETM     15.83    Sell   59.10   -6.93   81.81       132
06/28/02    THFF     49.63     Buy       .       .       .         .
06/28/02     WST     31.99     Buy       .       .       .         .
07/03/02    CPKI     23.55    Sell   -7.14   -7.29   -0.63        16
07/05/02      KE     18.40    Sell   -3.16   -4.47    1.58        26
07/09/02     CBZ     18.60    Sell  154.79    3.42  213.56        96
07/11/02     WST     28.56    Sell  -10.72  -10.85   -3.88         8
07/12/02     CLE     20.10    Sell  -12.80  -12.80   -0.39         9
07/12/02    DBRN     14.45    Sell   14.32   -1.50   33.15       138
07/15/02    URBN     27.66    Sell   -7.03   -7.03   23.56        61
07/16/02    THFF     46.35    Sell   -6.61   -7.70    1.25        11
07/17/02     KWD     28.77    Sell   10.23   -2.07   24.52        68
07/17/02    WCBO     14.70    Sell   -8.98   -8.98    6.19        16
07/18/02     THO     28.30    Sell   -4.71   -4.71   23.64        62
07/19/02     LII     15.40    Sell   33.91   -0.09   56.52        97
07/23/02     AKR      7.10    Sell   -7.19   -7.19    6.54        25
07/24/02    CVTI     16.09    Sell   -5.63   -5.63   26.69        28
08/06/02    PRSP     18.90     Buy       .       .       .         .
09/06/02    THFF     53.00     Buy       .       .       .         .
09/09/02     HOV     39.05     Buy       .       .       .         .
09/13/02    PRSP     18.11    Sell   -4.18   -5.03    4.71        27
09/18/02    QCBC     31.56    Sell   16.98   -0.07   39.73       110
09/19/02     HOV     34.70    Sell  -11.14  -11.14    2.43         8
09/20/02    UTHR     17.10     Buy       .       .       .         .
09/23/02    THFF     47.12    Sell  -11.09  -11.09   -0.94        11
10/02/02    WDFC     29.20     Buy       .       .       .         .
10/07/02    UTHR     15.85    Sell   -7.31   -8.71   -3.51        11
10/17/02     CLE     24.47     Buy       .       .       .         .
10/23/02    PETM     20.86     Buy       .       .       .         .
10/24/02    CPKI     26.01     Buy       .       .       .         .
10/24/02    WDFC     27.51    Sell   -5.79   -5.79    0.62        16
10/25/02    IDXX     35.30     Buy       .       .       .         .
11/04/02   BWINB     19.98     Buy       .       .       .         .
11/06/02    AGEN     10.80     Buy       .       .       .         .
11/07/02    PETM     18.69    Sell  -10.40  -10.40   -4.17        11
11/11/02    CPKI     23.71    Sell   -8.84   -8.84    4.58        12
11/15/02     WRC     18.78     Buy       .       .       .         .
11/18/02     FRK     39.06     Buy       .       .       .         .
11/19/02   BWINB     18.48    Sell   -7.51   -7.51    4.10        11
11/20/02    ATPG      4.07     Buy       .       .       .         .
11/20/02    PUMA      1.62     Buy       .       .       .         .
11/21/02    AKAM      2.27     Buy       .       .       .         .
11/21/02    PUMA      1.42    Sell  -12.35  -12.35  -11.11         1
11/22/02    ALXN     17.60     Buy       .       .       .         .
11/22/02     SFE      2.19     Buy       .       .       .         .
11/26/02    AKAM      2.15    Sell   -5.29  -13.22   -3.08         3
11/26/02    IDXX     32.00    Sell   -9.35   -9.38    3.54        22
12/02/02     GRB      4.25     Buy       .       .       .         .
12/04/02     SFE      1.86    Sell  -15.07  -15.07    0.00         7
12/09/02    ALXN     15.45    Sell  -12.22  -12.22    0.40        10
12/11/02    DCTH      1.27     Buy       .       .       .         .
12/12/02     CHK      7.58     Buy       .       .       .         .
12/12/02     CRK      9.32     Buy       .       .       .         .
12/13/02     CLE     23.45    Sell   -4.17   -4.78    7.48        40
12/23/02    AGEN     10.35    Sell   -4.17   -6.02   12.96        32
12/26/02    IMPH     20.29     Buy       .       .       .         .
01/02/03    SUPX     15.27     Buy       .       .       .         .
01/07/03    HYSL     30.29     Buy       .       .       .         .
01/08/03     FRK     36.24    Sell   -7.22   -7.45    6.89        34
01/09/03    BORL     14.29     Buy       .       .       .         .
01/13/03    PBKS     24.30     Buy       .       .       .         .
01/15/03     LDR     38.00     Buy       .       .       .         .
01/23/03    TRMB     15.01     Buy       .       .       .         .
01/24/03    DCTH      1.05    Sell  -17.32  -18.11   73.23        29
01/27/03    BORL     13.10    Sell   -8.33   -9.80    0.28        11
01/28/03     LDR     33.95    Sell  -10.66  -10.66    0.84         8
01/29/03    HYSL     28.56    Sell   -5.71   -5.71    5.48        15
01/29/03     WRC     20.02    Sell    6.60    0.11   12.19        49
02/05/03    SUPX     14.35    Sell   -6.02   -6.02    0.59        23
02/06/03    IMPH     18.65    Sell   -8.08   -8.08   11.98        28
02/07/03     IFS     10.01     Buy       .       .       .         .
02/11/03     AKR      8.09     Buy       .       .       .         .
02/11/03    ATPG      4.30    Sell    5.65   -4.42   22.60        55
02/12/03     CRK      9.15    Sell   -1.82   -1.93    7.19        41
02/12/03    ECLP      7.99     Buy       .       .       .         .
02/18/03    IDXX     36.67     Buy       .       .       .         .
02/27/03    ACAS     24.60     Buy       .       .       .         .
02/28/03     BEZ     22.04     Buy       .       .       .         .
02/28/03     HAR     63.66     Buy       .       .       .         .
03/03/03    ECLP      7.50    Sell   -6.13   -6.13   -0.88        12
03/04/03    PBKS     23.06    Sell   -5.10   -5.14    0.70        34
03/06/03     CRK     10.35     Buy       .       .       .         .
03/06/03    TPTH      3.40     Buy       .       .       .         .
03/07/03     STN     19.40     Buy       .       .       .         .
03/10/03     HAR     55.75    Sell  -12.43  -13.76   -0.02         6
03/10/03     KWD     28.25     Buy       .       .       .         .
03/11/03    PUMA      1.92     Buy       .       .       .         .
03/13/03     CHK      7.57    Sell   -0.13   -0.13   12.14        61
03/14/03     GRB      5.51    Sell   29.65   -4.94   68.24        70
03/17/03     LII     14.92     Buy       .       .       .         .
03/17/03    MICU     11.72     Buy       .       .       .         .
03/17/03    XLTC     20.82     Buy       .       .       .         .
03/18/03    ATSI      1.00     Buy       .       .       .         .
03/20/03    MICU     10.70    Sell   -8.70  -10.92   -5.55         3
03/21/03     CRK      9.59    Sell   -7.34   -7.34    1.74        11
03/26/03    ACAS     22.82    Sell   -7.24   -7.52    1.10        19
03/28/03    GERN      4.36     Buy       .       .       .         .
03/28/03    SRTI      2.42     Buy       .       .       .         .
04/01/03    IDXX     34.65    Sell   -5.51   -5.78    2.81        30
04/02/03    PFCB     39.86     Buy       .       .       .         .
04/03/03    AVCI      3.94     Buy       .       .       .         .
04/07/03     PCR      5.75     Buy       .       .       .         .
04/09/03     PCR      5.30    Sell   -7.83  -10.43   -4.70         2
04/09/03    SRTI      2.00    Sell  -17.36  -17.77    4.96         8
04/11/03     RYN     31.17     Buy       .       .       .         .
04/14/03     BRO     36.00     Buy       .       .       .         .
04/14/03     DCI     39.75     Buy       .       .       .         .
04/15/03     AOS     29.29     Buy       .       .       .         .
04/17/03     VTR     12.90     Buy       .       .       .         .
04/21/03     HCN     28.75     Buy       .       .       .         .
04/21/03     NDE     21.02     Buy       .       .       .         .
04/22/03    ECLP      8.72     Buy       .       .       .         .
04/22/03    QCBC     35.63     Buy       .       .       .         .
04/22/03     UAG     15.45     Buy       .       .       .         .
04/23/03    AKAM      2.73     Buy       .       .       .         .
04/23/03     YCC     19.99     Buy       .       .       .         .
04/24/03    AKAM      2.13    Sell  -21.98  -21.98  -20.51         1
04/24/03    CVTI     19.09     Buy       .       .       .         .
04/25/03    RYAN     12.23     Buy       .       .       .         .
04/28/03     ACO      6.14     Buy       .       .       .         .
04/28/03     GRB      8.31     Buy       .       .       .         .
04/28/03     IHP     25.72     Buy       .       .       .         .
04/28/03     MPS      6.60     Buy       .       .       .         .
04/28/03    URBN     29.85     Buy       .       .       .         .
04/29/03    COHU     17.40     Buy       .       .       .         .
04/29/03    NUVO      1.45     Buy       .       .       .         .
04/30/03     IDC     15.99     Buy       .       .       .         .
05/01/03     CBZ     17.15     Buy       .       .       .         .
05/01/03    PENN     21.53     Buy       .       .       .         .
05/02/03    THFF     53.52     Buy       .       .       .         .
05/05/03     CHK      8.63     Buy       .       .       .         .
05/05/03    SUPX     15.74     Buy       .       .       .         .
05/05/03    UTHR     18.44     Buy       .       .       .         .
05/07/03     CRK     11.69     Buy       .       .       .         .
05/07/03    DCNT      3.15     Buy       .       .       .         .
05/07/03     WRC     21.85     Buy       .       .       .         .
05/08/03    NUVO      1.31    Sell   -9.66  -10.34   -1.38         7
05/08/03     PLA     11.77     Buy       .       .       .         .
05/09/03    CVTI     17.92    Sell   -6.13   -6.18   -1.10        11
05/09/03    NEWP     14.70     Buy       .       .       .         .
05/12/03     RDK     14.90     Buy       .       .       .         .
05/13/03    AVNX      2.59     Buy       .       .       .         .
05/14/03    AMEV      3.98     Buy       .       .       .         .
05/14/03    ARIA      3.02     Buy       .       .       .         .
05/14/03    GCOR     12.14     Buy       .       .       .         .
05/14/03     JBX     21.15     Buy       .       .       .         .
05/14/03     SFE      2.36     Buy       .       .       .         .
05/16/03    AVNX      2.32    Sell  -10.42  -10.42    4.25         3
05/16/03     BRO     34.11    Sell   -5.25   -5.28    4.00        23
05/16/03      KE     17.50     Buy       .       .       .         .
05/16/03     LII     13.96    Sell   -6.43   -6.50    1.74        43
05/16/03    PCYC      4.01     Buy       .       .       .         .
05/19/03     KWD     28.00    Sell   -0.88   -2.09    6.55        49
05/19/03     PLA     10.30    Sell  -12.49  -12.49    3.06         7
05/19/03     SFE      2.19    Sell   -7.20  -11.02    0.85         3
05/20/03    AMEV      3.50    Sell  -12.06  -12.06   -4.52         4
05/20/03     BEZ     21.40    Sell   -2.90   -5.04    2.77        56
05/20/03    CALP      3.75     Buy       .       .       .         .
05/21/03    CPTS     14.40     Buy       .       .       .         .
05/21/03    SLTC      3.13     Buy       .       .       .         .
05/21/03     STN     21.07    Sell    8.61   -2.32   20.41        52
05/22/03     HOV     47.91     Buy       .       .       .         .
05/22/03    IRIC      3.50     Buy       .       .       .         .
05/22/03    LEND     14.55     Buy       .       .       .         .
05/22/03    MAFB     36.19     Buy       .       .       .         .
05/22/03     MPS      6.36    Sell   -3.64   -5.15    9.09        18
05/23/03    POZN      5.50     Buy       .       .       .         .
05/27/03    AGEN     12.20     Buy       .       .       .         .
05/27/03    ARIA      2.80    Sell   -7.28  -12.25    4.64         8
05/27/03      HE     46.56     Buy       .       .       .         .
05/27/03    IUSA      6.00     Buy       .       .       .         .
05/27/03    SVNT      4.40     Buy       .       .       .         .
05/28/03    DLIA      0.81     Buy       .       .       .         .
05/28/03    PENN     19.16    Sell  -11.01  -11.01    8.92        18
05/28/03    VASO      1.21     Buy       .       .       .         .
05/29/03     GRB      7.59    Sell   -8.66   -8.66    4.93        22
05/29/03    SLVN     20.30     Buy       .       .       .         .
05/29/03    SPSS     16.00     Buy       .       .       .         .
05/29/03    UHCO      6.60     Buy       .       .       .         .
05/30/03    ACAS     27.61     Buy       .       .       .         .
05/30/03     FBN     26.27     Buy       .       .       .         .
05/30/03    RELL      8.99     Buy       .       .       .         .
05/30/03    STXN      3.27     Buy       .       .       .         .
05/30/03     TFS      6.90     Buy       .       .       .         .
05/30/03    VASO      1.13    Sell   -6.61  -10.74   -5.79         2
06/02/03    ARNA      7.48     Buy       .       .       .         .
06/02/03    EMKR      3.10     Buy       .       .       .         .
06/02/03     STN     23.05     Buy       .       .       .         .
06/02/03    STXN      2.99    Sell   -8.56  -12.23  -12.23         1
06/02/03     UNS     18.80     Buy       .       .       .         .
06/02/03    VITX      1.77     Buy       .       .       .         .
06/03/03    AMSC      5.43     Buy       .       .       .         .
06/03/03      LG     26.95     Buy       .       .       .         .
06/04/03     BEZ     22.70     Buy       .       .       .         .
06/04/03     CLE     30.60     Buy       .       .       .         .
06/04/03     FRK     43.04     Buy       .       .       .         .
06/04/03    HYSL     33.90     Buy       .       .       .         .
06/04/03    WSBC     25.65     Buy       .       .       .         .
06/05/03    ALXN     17.42     Buy       .       .       .         .
06/05/03    BEBE     19.90     Buy       .       .       .         .
06/05/03    FEIC     21.34     Buy       .       .       .         .
06/05/03    FLYR     13.41     Buy       .       .       .         .
06/06/03     UVV     41.80     Buy       .       .       .         .
06/09/03    AMSC      4.55    Sell  -16.21  -16.21   -1.66         4
06/09/03    ATPG      6.49     Buy       .       .       .         .
06/09/03    IRIC      3.10    Sell  -11.43  -12.00    2.86        11
06/09/03    WCBO     17.79     Buy       .       .       .         .
06/10/03    DLIA      0.69    Sell  -14.81  -14.81   17.28         9
06/10/03     IFS     11.07    Sell   10.59   -0.10   12.69        84
06/10/03    MICU     14.72     Buy       .       .       .         .
06/10/03     MTH     49.05     Buy       .       .       .         .
06/10/03     SFN      6.84     Buy       .       .       .         .
06/10/03     WMS     16.78     Buy       .       .       .         .
06/11/03     CTV     10.62     Buy       .       .       .         .
06/11/03    LENS      6.89     Buy       .       .       .         .
06/11/03    MDTL      8.90     Buy       .       .       .         .
06/11/03    NAUT     12.97     Buy       .       .       .         .
06/12/03     CUB     22.50     Buy       .       .       .         .
06/12/03     DRQ     18.40     Buy       .       .       .         .
06/12/03    ULTE     13.57     Buy       .       .       .         .
06/13/03    FEIC     18.42    Sell  -13.68  -13.68   -1.55         6
06/13/03    RELL      7.99    Sell  -11.12  -11.12   -3.23        10
06/16/03     ANN     29.85     Buy       .       .       .         .
06/16/03    COHU     16.41    Sell   -5.69   -6.38   11.95        33
06/16/03    MDTL      7.95    Sell  -10.67  -11.01   -4.27         3
06/16/03    ORLY     35.06     Buy       .       .       .         .
06/17/03    ARNA      6.97    Sell   -6.82   -6.82    0.94        11
06/17/03    CPTS     13.52    Sell   -6.11   -6.32    1.18        18
06/17/03    PNRA     39.57     Buy       .       .       .         .
06/17/03     TFS      6.42    Sell   -6.96   -8.70    0.58        12
06/18/03     AOS     29.77    Sell    1.64   -0.99   10.31        44
06/18/03    AWRE      2.52     Buy       .       .       .         .
06/18/03     BEZ     21.65    Sell   -4.63   -4.63    0.40        10
06/19/03    AGEN     11.20    Sell   -8.20   -8.20   29.51        17
06/19/03     KWD     33.00     Buy       .       .       .         .
06/19/03    UHCO      5.95    Sell   -9.85   -9.85    0.15        15
06/20/03    BEBE     18.40    Sell   -7.54   -9.50   -0.75        11
06/23/03    ACAS     24.53    Sell  -11.16  -11.16    4.38        16
06/23/03     SFN      6.08    Sell  -11.11  -11.11    0.44         9
06/23/03    SVNT      4.24    Sell   -3.64   -5.68   10.45        19
06/23/03    WSBC     23.85    Sell   -7.02   -7.41    3.31        13
06/24/03    ALXN     16.44    Sell   -5.63   -6.66   14.87        13
06/24/03    ATPG      6.15    Sell   -5.24   -6.16    9.71        11
06/24/03     CLE     26.89    Sell  -12.12  -12.42    2.19        14
06/24/03     CTV      9.43    Sell  -11.21  -11.21   -0.94         9
06/24/03    DTAS      5.40     Buy       .       .       .         .
06/24/03    ULTE     12.19    Sell  -10.17  -11.35   -0.52         8
06/25/03    DYII     16.38     Buy       .       .       .         .
06/25/03    FLYR     12.74    Sell   -5.00   -5.89    2.01        14
06/25/03    TRMB     22.67    Sell   51.03   -1.67   79.21       106
06/25/03     WMS     15.25    Sell   -9.12   -9.89    4.59        11
06/25/03    XLTC     22.51    Sell    8.12   -2.45   19.60        70
06/30/03    CITZ     14.15     Buy       .       .       .         .
06/30/03     FSI      3.35     Buy       .       .       .         .
07/01/03     HEI     12.65     Buy       .       .       .         .
07/01/03     KAI     20.10     Buy       .       .       .         .
07/02/03     RYN     33.50    Sell    7.48   -1.67   15.27        56
07/03/03    AWRE      2.37    Sell   -5.95   -8.33   -1.59        11
07/07/03    ACTL     23.14     Buy       .       .       .         .
07/07/03     CGC     20.24     Buy       .       .       .         .
07/07/03     LDL     11.85     Buy       .       .       .         .
07/07/03    XXIA      7.45     Buy       .       .       .         .
07/08/03    TSIC      7.95     Buy       .       .       .         .
07/09/03     CHK      9.85    Sell   14.14    0.58   29.78        45
07/09/03     WRC     21.54    Sell   -1.42   -4.35    9.70        43
07/09/03    XYBR      0.76     Buy       .       .       .         .
07/10/03     DRQ     17.40    Sell   -5.43   -5.43   -0.98        19
07/10/03    PDII     17.09     Buy       .       .       .         .
07/10/03    QRSI      6.21     Buy       .       .       .         .
07/11/03     MHX      6.95     Buy       .       .       .         .
07/11/03    XYBR      0.70    Sell   -7.89  -10.53   -6.58         2
07/14/03     BSH      4.98     Buy       .       .       .         .
07/14/03    ELON     18.50     Buy       .       .       .         .
07/14/03    ENTU      3.68     Buy       .       .       .         .
07/14/03    XLTC     25.51     Buy       .       .       .         .
07/15/03      HE     43.74    Sell   -6.06   -6.38   -0.62        34
07/15/03    SLTC      3.25    Sell    3.83   -2.56    6.71        37
07/15/03    TSIC      7.25    Sell   -8.81  -10.31    3.90         5
07/16/03     BSH      4.12    Sell  -17.27  -17.27   -9.04         2
07/16/03    ELON     16.15    Sell  -12.70  -12.70   -0.59         2
07/16/03    EMBT      7.98     Buy       .       .       .         .
07/16/03    HYSL     30.81    Sell   -9.12   -9.12    8.11        29
07/16/03    ONXS      1.25     Buy       .       .       .         .
07/16/03    PTEC      6.89     Buy       .       .       .         .
07/17/03     ANN     27.67    Sell   -7.30   -7.74    2.35        22
07/17/03     CRK     12.83    Sell    9.75   -0.94   22.58        49
07/17/03    ENTU      3.30    Sell  -10.33  -10.87   -4.89         3
07/17/03    MICU     14.00    Sell   -4.89   -6.05    3.80        26
07/17/03    UTHR     18.47    Sell    0.16   -4.56   26.90        51


Current Long Holdings 07/18/2003
--------------------------------

ticker   buydate       buyp       p     rtd    rmin    rmax  daysheld
   ACO  04/28/03       6.14    9.59   56.19   -0.98   58.79        57
  ACTL  07/07/03      23.14   23.31    0.73   -2.03    6.66         9
   AKR  02/11/03       8.09   10.02   23.86   -3.34   24.10       109
  ATSI  03/18/03          1    4.26  326.00    1.00  335.00        85
  AVCI  04/03/03       3.94    6.21   57.61    0.76   71.57        73
  CALP  05/20/03       3.75    5.27   40.53    4.53   45.60        41
   CBZ  05/01/03      17.15   20.22   17.90   -2.27   23.91        54
   CGC  07/07/03      20.24   19.23   -4.99   -4.99   -1.68         9
  CITZ  06/30/03      14.15   14.75    4.24    0.07    5.87        13
   CUB  06/12/03       22.5   24.05    6.89   -5.51    7.07        25
   DCI  04/14/03      39.75   46.88   17.94   -1.94   18.36        66
  DCNT  05/07/03       3.15    3.80   20.63    0.32   31.75        50
  DTAS  06/24/03        5.4    6.19   14.63   -7.22   25.37        17
  DYII  06/25/03      16.38   20.75   26.68    1.34   28.27        16
  ECLP  04/22/03       8.72   11.87   36.12   -4.13   38.88        61
  EMBT  07/16/03       7.98    8.01    0.38    0.38    0.75         2
  EMKR  06/02/03        3.1    3.28    5.81    1.61   21.29        33
   FBN  05/30/03      26.27   26.39    0.46   -1.98    9.36        34
   FRK  06/04/03      43.04   42.95   -0.21   -4.09    3.95        31
   FSI  06/30/03       3.35    3.45    2.99   -4.48    7.16        13
  GCOR  05/14/03      12.14   16.25   33.86    2.97   43.82        45
  GERN  03/28/03       4.36    8.10   85.78   -5.96  113.30        77
   HCN  04/21/03      28.75   31.27    8.77   -1.29   10.09        62
   HEI  07/01/03      12.65   11.87   -6.17   -6.25   -2.77        12
   HOV  05/22/03      47.91   52.65    9.89    3.42   44.37        39
   IDC  04/30/03      15.99   16.73    4.63   -4.19   11.94        55
   IHP  04/28/03      25.72   33.80   31.42    1.87   33.20        57
  IUSA  05/27/03          6    8.50   41.67   -3.33   55.83        37
   JBX  05/14/03      21.15   21.34    0.90   -5.96   11.58        45
   KAI  07/01/03       20.1   19.96   -0.70   -1.19    1.74        12
    KE  05/16/03       17.5   17.18   -1.83   -3.20    0.57        43
   KWD  06/19/03         33   33.24    0.73   -5.00    4.55        20
   LDL  07/07/03      11.85   11.97    1.01   -0.51    5.82         9
  LEND  05/22/03      14.55   20.10   38.14    5.57   77.32        39
  LENS  06/11/03       6.89    7.91   14.80   -2.32   25.11        26
    LG  06/03/03      26.95   27.40    1.67   -3.41    5.08        32
  MAFB  05/22/03      36.19   39.26    8.48    0.28    9.70        39
   MHX  07/11/03       6.95    6.65   -4.32   -7.19   -0.86         5
   MTH  06/10/03      49.05   47.70   -2.75   -3.67    8.87        27
  NAUT  06/11/03      12.97   16.80   29.53   -7.56   29.53        26
   NDE  04/21/03      21.02   26.80   27.50    1.09   28.45        62
  NEWP  05/09/03       14.7   16.22   10.34   -1.63   13.67        48
  ONXS  07/16/03       1.25    1.10  -12.00  -12.00   -8.00         2
  ORLY  06/16/03      35.06   36.00    2.68   -6.19    6.62        23
  PCYC  05/16/03       4.01    4.86   21.20   -5.24   32.17        43
  PDII  07/10/03      17.09   16.89   -1.17   -1.46    3.39         6
  PFCB  04/02/03      39.86   47.88   20.12   -3.04   28.30        74
  PNRA  06/17/03      39.57   40.01    1.11   -0.81   13.01        22
  POZN  05/23/03        5.5   11.71  112.91   -3.64  140.00        38
  PTEC  07/16/03       6.89    6.56   -4.79   -5.37   -4.79         2
  PUMA  03/11/03       1.92    3.52   83.33   -3.12  112.50        90
  QCBC  04/22/03      35.63   41.53   16.56    1.32   17.34        61
  QRSI  07/10/03       6.21    6.30    1.45   -3.38    2.74         6
   RDK  05/12/03       14.9   16.20    8.72   -3.36    9.93        47
  RYAN  04/25/03      12.23   13.61   11.28    0.00   15.04        58
  SLVN  05/29/03       20.3   24.90   22.66    2.76   28.08        35
  SPSS  05/29/03         16   17.48    9.25   -5.81   14.94        35
   STN  06/02/03      23.05   26.48   14.88   -1.74   17.92        33
  SUPX  05/05/03      15.74   17.68   12.33   -0.70   25.10        52
  THFF  05/02/03      53.52   58.20    8.74   -4.28   11.86        53
  TPTH  03/06/03        3.4    6.97  105.00    2.94  127.94        93
   UAG  04/22/03      15.45   22.34   44.60   -3.04   54.17        61
   UNS  06/02/03       18.8   18.72   -0.43   -3.72    2.23        33
  URBN  04/28/03      29.85   38.10   27.64   -1.17   34.97        57
   UVV  06/06/03       41.8   42.83    2.46   -0.19    4.90        29
  VITX  06/02/03       1.77    2.38   34.46    7.34  119.77        33
   VTR  04/17/03       12.9   15.95   23.64   -1.16   27.60        63
  WCBO  06/09/03      17.79   18.18    2.19   -2.70    5.40        28
  XLTC  07/14/03      25.51   23.71   -7.06   -7.96   -1.92         4
  XXIA  07/07/03       7.45    7.95    6.71   -3.09   10.07         9
   YCC  04/23/03      19.99   23.69   18.51    1.15   23.81        60


Definitions
-----------

p        = stock's closing price on respective day
nextopen = stock's opening price day after signal
buyp     = price when bought--opening price day after signal
tret     = total gross return (%) = (nextopen on sell-buyp)/buyp*100%
rtd      = total gross return (%) to date for open positions
trade    = type of transaction
rmin     = minimum % ret on closing basis since entering position (-drawdown)
rmax     = maximum % ret on closing basis since entering position 
buydate  = day of signal--trade executed next open
daysheld = number of trading days since entering position


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