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Looking at our daily market tables, it often appears that yesterday's best performing group often continues to perform well in the next market session. Below, we put that notion to the test: we chose the best/worst performing groups in the last session as buy/short candidates in the upcoming session and recorded the % gains and losses. The groups were be taken from our "25-slice" daily tables, representing about 80 different stocks per day. The results are shown in the first table below.
We concluded this test on June 3, 2005...a span of seven months. Over that time, we saw compounded long gains of 24%, short losses of 5%, and gains of 8% in the general market. We're not overly impressed with the results...one would have a difficult time day-trading via this method alone. On the other hand, given a choice between following yesterday's best strategy and disregarding it entirely, it seems clear that the former is superior.
The next test is simple: we noticed that a good day-trading strategy is to simply buy stocks with a high "high-close" differential in the previous session, and short those with small differentials. We put this to the test in the second table below. We simply chose the 5% of stocks with the largest and smallest such differentials, and saw how they performed in the upcoming market session.
Again, this test was concluded on June 3, 2005. Here, the results were stronger...we saw long gains of 36%, short gains of 20%, and gains of 8% in the general market. Though it's still dubious whether a day trader could mechanically duplicate these results, given commissions, taxes, and bid/ask spreads, the results do point the way to our next test, where we'll try to improve on these results to the point that these strategies could actually be profitable in and of themselves.
| Test of "Group Momentum" | |||
| Date: Long/Short Strategy | Long Gain | Short Gain | General Market |
| Nov 1: buy industries 10 thru 15, sell momentum[25] | -.60 | -.34 | .40 |
| Nov 2: buy gain1[1], sell industries 60 to 62 | .26 | 1.47 | -.14 |
| Nov 3: buy gain3[23], sell industries 10 to 13 | 1.99 | -3.07 | 1.41 |
| Nov 4: buy ptot_neg[25], sell industries 71 through 72 | 1.61 | -.07 | 1.29 |
| Nov 5: buy resist1[25], sell vave[25] | .49 | -1.41 | .47 |
| Nov 8: buy t_vratio[25], sell industries 94 | -.17 | -.01 | -.34 |
| Nov 9: buy high-close[25], sell industries 10 through 14 | 1.27 | -.25 | .45 |
| Nov 10: buy industries 60 through 61, sell pskew[9] | .63 | -.47 | .37 |
| Nov 11: buy gain1[1], sell industries 71 thru 72 | 1.76 | -1.97 | 1.03 |
| Nov 12: buy high-close[25], sell gain1[25] | .88 | -1.36 | .97 |
| Nov 15: buy industry 94, sell industries 61 thru 62 | .72 | -.20 | .29 |
| Nov 16: buy industry 72, sell industries 10 thru 15 | -.20 | .20 | -.72 |
| Nov 17: buy mov_ave100[2], sell Debt/Equity[5] | .87 | -.94 | .79 |
| Nov 18: buy industries 70 thru 72, sell industry 94 | .56 | .13 | -.08 |
| Nov 19: buy yeargain[1], sell prd_lastyear[25] | -1.62 | -1.47 | -1.23 |
| Nov 22: buy industries 10 thru 14, sell industries 71 thru 72 | 1.97 | -.45 | 1.03 |
| Nov 23: buy NumInstitution[20], sell mov_ave20[1] | .22 | -.01 | .29 |
| Nov 24: buy industry 10 thru 14, sell vtotal[1] | 1.46 | -.40 | .77 |
| Nov 26: buy move_ave5[3], sell Shorts[19] | .26 | -.55 | .20 |
| Nov 29: buy yeargain[25], sell QuickRatio[20] | .02 | -.25 | .28 |
| Nov 30: buy high-close[25], sell marketcap[24] | -1.32 | .46 | -.30 |
| Dec 1: buy prd_max[22], sell industries 52 thru 57 | 2.32 | -1.66 | 1.58 |
| Dec 2: buy industries 71 thru 72, sell industries 10 thru 14 | .81 | 3.02 | .05 |
| Dec 3: buy yeargain[1], sell industries 10 thru 15 | .48 | -1.18 | .02 |
| Dec 6: buy leadership[1], sell industry 91 | -.03 | .88 | -.32 |
| Dec 7: buy recent_price[1], sell vave[1] | -1.42 | 2.83 | -1.72 |
| Dec 8: buy stdev[1], sell momentum[2] | .29 | -1.24 | .67 |
| Dec 9: buy mov_ave5[1], sell industries 71 thru 72 | -.06 | 1.71 | .02 |
| Dec 10: buy marketcap[24], sell industries 71 thru 72 | .11 | -.16 | .38 |
| Dec 13: buy gain1[25], sell industries 10 thru 14 | 1.18 | -1.95 | .78 |
| Dec 14: buy yeargain[25], sell gain4[25] | .66 | -1.31 | .82 |
| Dec 15: buy PE_Ratio[24], sell industry 94 | .68 | -.39 | .66 |
| Dec 16: buy yeargain[25], sell industry 61 | .16 | .35 | -.62 |
| Dec 17: buy yeargain[1], sell industries 72 thru 73 | 0.0 | .43 | -.01 |
| Dec 20: buy vslice97[1], sell slice97[10] | -.31 | .37 | -.49 |
| Dec 21: buy industry[1], sell industry[15] | 1.73 | -1.34 | 1.12 |
| Dec 22: buy pstdev[21], sell industry 61 | .39 | -.55 | .46 |
| Dec 23: buy yeargain[1], sell industries 10 thru 14 | .60 | -.71 | .12 |
| Dec 27: buy prcvd_risk[25], sell Dividend[24] | -.15 | .35 | -.59 |
| Dec 28: buy slice3[23], sell industry 10 thru 15 | 1.67 | -1.25 | 1.28 |
| Dec 29: buy high-close[24], sell Dividend[24] | .07 | .05 | .01 |
| Dec 30: buy yeargain[1], sell high-close[1] | .51 | .07 | .13 |
| Dec 31: buy prcvd_risk[25], sell industries 1 thru 9 | -.10 | -.01 | -.18 |
| Jan 3: buy mov_ave5[1], sell vskew[22] | -1.53 | 1.47 | -1.47 |
| Jan 4: buy Debt/Equity[25], sell industries 11 thru 16 | -2.04 | 1.00 | -1.77 |
| Jan 5: buy NumInstitution[25], sell industry 72 | -1.24 | 2.40 | -1.44 |
| Jan 6: buy MarketCap[25], sell industry 94 | -.07 | -.91 | .32 |
| Jan 7: buy industries 10 thru 15, sell industry 72 | -1.26 | .46 | -.74 |
| Jan 10: buy momentum[1], sell ptotal[25] | .36 | -.60 | .59 |
| Jan 11: buy gain1[2], sell yeargain[1] | -1.16 | 2.77 | -.96 |
| Jan 12: buy recent_price[21], sell vstdev[25] | .29 | -.52 | .28 |
| Jan 13: buy industries 10 thru 15, sell marketcap[1] | .81 | .74 | -.53 |
| Jan 14: buy resist1[25], sell resist2[1] | 1.48 | -1.40 | 1.07 |
| Jan 18: buy pstdev[25], sell Shorts[2] | 1.20 | -.93 | 1.09 |
| Jan 19: buy momentum[1], sell gain2[25] | -1.13 | 1.86 | -1.00 |
| Jan 20: buy industry[94], sell industries 71 and 72 | -.88 | .74 | -.77 |
| Jan 21: buy moving_ave5[1], sell 3monthgain[25] | -.41 | .35 | -.34 |
| Jan 24: buy industries 10 thru 14, sell resist3[3] | .02 | .93 | -.93 |
| Jan 25: buy industries 15 thru 19, sell stdev[25] | -.21 | -1.07 | .27 |
| Jan 26: buy momentum[1], sell industry 94 | 1.89 | -.50 | 1.34 |
| Jan 27: buy industries 73 and 74, sell pstdev[1] | -.42 | .02 | .11 |
| Jan 28: buy yeargain[25], sell prcvd_risk[25] | -.71 | 1.18 | -.55 |
| Jan 31: buy industry[94], sell 1monthgain[2] | .03 | -1.87 | 1.52 |
| Feb 1: buy stdev[23], sell industry 94 | .37 | -.59 | .62 |
| Feb 2: buy high-close[24], sell marketcap[1] | .81 | -.03 | .48 |
| Feb 3: buy slice3[8], sell CurrentRatio[1] | -.05 | .19 | -.37 |
| Feb 4: buy break_ave[24], sell prcvd_risk[25] | 1.80 | -1.38 | 1.27 |
| Feb 7: buy industries 70 thru 72, sell 3monthgain[15] | .13 | -.04 | -.07 |
| Feb 8: buy mov_ave20[2], sell close-low[25] | .20 | -.64 | .23 |
| Feb 9: buy industries 70 thru 73, sell industry 61 | -2.60 | 3.20 | -1.67 |
| Feb 10: buy industry 94, sell gain3[25] | .23 | -.08 | .06 |
| Feb 11: buy industries 10 thru 16, sell prcvd_risk[25] | .88 | -1.15 | 1.05 |
| Feb 14: buy industries 71 and 72, sell industries 52 thru 57 | -.28 | -.07 | .02 |
| Feb 15: buy mov_ave20[1], sell NumInstitution[23] | .47 | -.14 | .19 |
| Feb 16: buy gain2[25], sell gain2[22] | .19 | -.18 | .36 |
| Feb 17: buy industries 10 thru 16, sell volume3_10[23] | -1.14 | .93 | -1.05 |
| Feb 18: buy industry 94, sell prcvd_risk[24] | -.90 | .20 | -.16 |
| Feb 22: buy industries 10 thru 15, sell volume10_60[7] | -.99 | 1.84 | -1.75 |
| Feb 23: buy industries 10 thru 14, sell slice97[15] | 1.21 | -.74 | .47 |
| Feb 24: buy slice97[5], sell industry 72 | 1.08 | -2.42 | .91 |
| Feb 25: buy industry 72, sell yeargain[17] | 1.96 | -1.30 | 1.27 |
| Feb 28: buy resist2[25], sell industries 75 and 76 | -.98 | -.40 | -.55 |
| March 1: buy Insiders[23], sell stdev[25] | .17 | .24 | .84 |
| March 2: buy industry 72, sell industries 10 thru 15 | -1.74 | -.98 | .18 |
| March 3: buy industries 10 thru 15, sell industries 71 thru 72 | 1.64 | .87 | .12 |
| March 4: buy industries 10 thru 14, sell industry 61 | 1.85 | .97 | .96 |
| March 7: buy industries 1 thru 9, sell industry 61 | -.38 | .77 | .14 |
| March 8: buy vkurt[13], sell gain4[1] | -1.09 | 1.09 | -.80 |
| March 9: buy prcvd_risk[25], sell gain2[25] | -.36 | .09 | -.97 |
| March 10: buy industries 1 thru 9, sell industry 94 | -1.30 | -.42 | -.33 |
| March 11: buy industry 94, sell industries 10 thru 15 | -.86 | -.21 | -.34 |
| March 14: buy yeargain[23], sell industries 71 and 72 | .15 | -.51 | .67 |
| March 15: buy industries 60 and 61, sell industries 68 through 71 | -1.74 | .64 | -.60 |
| March 16: buy moving_ave5[1], sell close-low[25] | -1.22 | .86 | -.75 |
| March 17: buy ptot_neg[2], sell CashPerShare[25] | .26 | .48 | .21 |
| March 18: buy industries 10 thru 16, sell recent_price[1] | .19 | 1.40 | -.52 |
| March 21: buy prd_max[20], sell yeargain[1] | -.10 | .24 | -.16 |
| March 22: buy slice97[1], sell recent_price[1] | -.08 | .46 | -.54 |
| March 23: buy NumInstitution[25], sell industry 94 | -.91 | .92 | -.72 |
| March 24: buy industries 71 and 72, sell industries 10 thru 16 | .29 | -.56 | .44 |
| March 28: buy pstdev[25], sell stock_ind[24] | -1.00 | .30 | .02 |
| March 29: buy industries 53 thru 57, sell yeargain[1] | -1.15 | 2.58 | -1.41 |
| March 30: buy vstdev[1], sell vave[25] | 2.08 | -1.39 | 1.57 |
| March 31: buy 3monthgain[3], sell vslice3[16] | -.28 | -.21 | .15 |
| Apr 1: buy industries 10 thru 16, sell big_pslice[4] | 1.91 | .74 | -.74 |
| Apr 4: buy industries 11 thru 16, sell PE_ratio[25] | .25 | .53 | .21 |
| Apr 5: buy NumInstitution[23], sell 3monthgain[1] | .15 | 0.00 | .18 |
| Apr 6: buy industries 58 thru 61, sell CashPerShare[22] | 1.25 | -.36 | .37 |
| Apr 7: buy mov_ave20[1], sell industries 77 thru 81 | 1.08 | -.84 | .68 |
| Apr 8: buy open-yclose[25], sell industries 47 thru 51 | -1.25 | .72 | -1.18 |
| Apr 11: buy corr[1], sell volume10_60[2] | -.90 | .85 | -.54 |
| Apr 12: buy Debt/Equity[25], sell recent_price[1] | 1.01 | -.71 | .74 |
| Apr 13: buy industries 32 thru 40, sell industries 11 thru 16 | -1.99 | 2.80 | -1.46 |
| Apr 14: buy industry 94, sell industries 1 thru 11 | -.83 | 2.22 | -1.49 |
| Apr 15: buy high-close[3], sell yeargain[25] | -1.40 | 2.59 | -1.80 |
| Apr 18: buy industry 61, sell industry 72 | .02 | -.99 | .58 |
| Apr 19: buy high-close[25], sell corr[4] | 1.98 | -1.65 | 1.38 |
| Apr 20: buy gain4[1], sell stdev[1] | -2.68 | .99 | -1.66 |
| Apr 21: buy mov_ave5[3], sell gain2[25] | 2.18 | -3.31 | 2.16 |
| Apr 22: buy high-close[25], sell recent_std[1] | -2.25 | .25 | -1.47 |
| Apr 25: buy industry 94, sell recent_price[1] | 1.21 | -1.05 | 1.05 |
| Apr 26: buy high-close[25], sell gain1[25] | -2.38 | 2.13 | -1.23 |
| Apr 27: buy volume1_3[24], sell break_ave[1] | .09 | 1.13 | -.07 |
| Apr 28: buy industries 92 and 93, sell industries 1 thru 11 | -1.24 | 2.12 | -1.77 |
| Apr 29: buy corr[2], sell recent_price[1] | .31 | -2.03 | .76 |
| May 2: buy high-close[25], sell industries 48 thru 53 | .75 | -1.03 | .85 |
| May 3: buy high-close[24], sell resist3[2] | .78 | .23 | -.07 |
| May 4: buy mov_ave100[1], sell industries 11 thru 16 | 4.55 | -1.72 | 1.72 |
| May 5: buy mov_ave100[1], sell big_pslice[13] | -.06 | -.11 | .04 |
| May 6: buy PE_Ratio[25], sell resist2[21] | -.25 | -.15 | .15 |
| May 9: buy Dividend[4], sell Dividend[24] | 1.06 | -1.76 | 1.00 |
| May 10: buy PE_Ratio[24], sell prd_max[17] | -.09 | -1.07 | -1.09 |
| May 11: buy ProfitMargin[1], sell 1monthgain[1] | -.24 | .63 | .02 |
| May 12: buy yeargain[15], sell break_ave[1] | -1.04 | 1.13 | -1.11 |
| May 13: buy industry 72, sell industries 10 thru 15 | 2.35 | 1.78 | -.71 |
| May 16: buy industries 72 thru 73, sell gain1[1] | 1.23 | -2.49 | 1.48 |
| May 17: buy industries 20 thru 30, sell industries 11 thru 16 | .45 | -1.88 | .54 |
| May 18: buy industries 11 thru 16, sell yeargain[1] | .82 | -1.68 | 1.87 |
| May 19: buy break_ave[2], sell stdev[1] | .85 | -.11 | .45 |
| May 20: buy mov_ave20[1], sell industries 58 thru 61 | .48 | .34 | -.07 |
| May 23: buy resist2[1], sell slice97[1] | -.83 | -.55 | .41 |
| May 24: buy mov_ave100[24], sell yeargain[1] | .14 | .19 | -.08 |
| May 25: buy pair_dif20[2], sell vol3_10[25] | -.17 | .13 | -.88 |
| May 26: buy resist2[1], sell pair_dif20[24] | 2.72 | -1.17 | 1.24 |
| May 27: buy resist3[1], sell industry 94 | .87 | -.53 | .33 |
| May 31: buy industries 10 thru 16, sell break_ave[10] | -.27 | .28 | -.16 |
| June 1: buy pkurt[4], sell industry 58 thru 61 | 1.37 | -.65 | 1.10 |
| June 2: buy industries 11 thru 16, sell pskew[17] | -.47 | -.04 | .24 |
| June 3: buy industries 72 and 73, sell industry 91 | -1.23 | .76 | -.75 |
| Test of Stocks with Large "High-Close Differentials" | |||
| Date | Gain of stocks with a large differential (longs) | Gain of stocks with a low differential (shorts) | General Market |
| Nov 1 | 1.12 | -.09 | .40 |
| Nov 2 | -.38 | .64 | -.14 |
| Nov 3 | 2.09 | -.94 | 1.41 |
| Nov 4 | 1.26 | -.95 | 1.29 |
| Nov 5 | .76 | -.02 | .47 |
| Nov 8 | .15 | .46 | -.34 |
| Nov 9 | 1.27 | -.05 | .45 |
| Nov 10 | .22 | -.64 | .37 |
| Nov 11 | 1.84 | -.41 | 1.03 |
| Nov 12 | .89 | -1.57 | .97 |
| Nov 15 | .48 | -.38 | .29 |
| Nov 16 | -.23 | .70 | -.72 |
| Nov 17 | 1.41 | -.63 | .79 |
| Nov 18 | .39 | -.14 | -.08 |
| Nov 19 | -1.15 | 1.87 | -1.23 |
| Nov 22 | .90 | -.39 | 1.03 |
| Nov 23 | -.26 | -.44 | .29 |
| Nov 24 | .78 | -.68 | .77 |
| Nov 26 | .74 | .03 | .20 |
| Nov 29 | 1.58 | -.50 | .28 |
| Nov 30 | -1.13 | .02 | -.30 |
| Dec 1 | 3.04 | -.95 | 1.58 |
| Dec 2 | -.71 | .17 | .05 |
| Dec 3 | .67 | .69 | .02 |
| Dec 6 | -.92 | .63 | -.32 |
| Dec 7 | -1.58 | 1.31 | -1.72 |
| Dec 8 | .76 | -.19 | .67 |
| Dec 9 | -.17 | .32 | .02 |
| Dec 10 | .57 | -.39 | .38 |
| Dec 13 | .65 | -.32 | .78 |
| Dec 14 | 1.46 | -.39 | .82 |
| Dec 15 | 1.20 | -.39 | .66 |
| Dec 16 | -.65 | .62 | -.62 |
| Dec 17 | -.15 | .10 | -.01 |
| Dec 20 | -.23 | .89 | -.49 |
| Dec 21 | 1.43 | -.62 | 1.12 |
| Dec 22 | .91 | -.30 | .46 |
| Dec 23 | .35 | -.30 | .12 |
| Dec 27 | -.14 | .80 | -.59 |
| Dec 28 | 2.26 | -.68 | 1.28 |
| Dec 29 | .45 | .36 | .01 |
| Dec 30 | .52 | .04 | .13 |
| Dec 31 | 0.00 | .07 | .18 |
| Jan 3, 2005 | -1.13 | 1.66 | -1.47 |
| Jan 4 | -1.90 | 1.22 | -1.77 |
| Jan 5 | -2.37 | 1.02 | -1.44 |
| Jan 6 | .04 | .18 | .32 |
| Jan 7 | -.55 | .54 | -.74 |
| Jan 10 | 1.36 | -.13 | .59 |
| Jan 11 | -1.81 | .59 | -.96 |
| Jan 12 | 1.23 | .03 | .28 |
| Jan 13 | -.28 | .91 | -.53 |
| Jan 14 | 2.15 | -1.15 | 1.07 |
| Jan 18 | 1.37 | -.80 | 1.09 |
| Jan 19 | -1.39 | 1.25 | -1.00 |
| Jan 20 | -.32 | .54 | -.77 |
| Jan 21 | -.34 | .12 | -.34 |
| Jan 24 | -2.24 | .87 | -.93 |
| Jan 25 | 1.73 | .18 | .27 |
| Jan 26 | 2.11 | -.47 | 1.34 |
| Jan 27 | .32 | .29 | .11 |
| Jan 28 | -.57 | .64 | -.55 |
| Jan 31 | 2.12 | -.82 | 1.52 |
| Feb 1 | .55 | -.29 | .62 |
| Feb 2 | .62 | -.25 | .48 |
| Feb 3 | -.16 | .55 | -.37 |
| Feb 4 | 1.33 | -.96 | 1.27 |
| Feb 7 | .01 | .21 | -.07 |
| Feb 8 | .23 | -.19 | .23 |
| Feb 9 | -2.56 | 1.31 | -1.67 |
| Feb 10 | .16 | -.04 | .06 |
| Feb 11 | 1.47 | -.62 | 1.05 |
| Feb 14 | .07 | .14 | .02 |
| Feb 15 | .68 | .21 | .19 |
| Feb 16 | .89 | -.04 | .36 |
| Feb 17 | -1.30 | 1.53 | -1.05 |
| Feb 18 | -.41 | .26 | -.16 |
| Feb 22 | -2.04 | 1.73 | -1.75 |
| Feb 23 | 1.20 | -.34 | .47 |
| Feb 24 | 1.33 | -.41 | .91 |
| Feb 25 | 1.16 | -1.13 | 1.27 |
| Feb 28 | -.44 | .92 | -.55 |
| Mar 1 | 1.17 | -.35 | .84 |
| Mar 2 | .43 | .39 | .18 |
| Mar 3 | .48 | -.19 | .12 |
| Mar 4 | .25 | -1.03 | .96 |
| Mar 7 | -.36 | .08 | .14 |
| Mar 8 | -1.03 | .63 | -.80 |
| Mar 9 | -.61 | 1.08 | -.97 |
| Mar 10 | -1.11 | .45 | -.33 |
| Mar 11 | .40 | .97 | -.34 |
| Mar 14 | 1.29 | -.48 | .67 |
| Mar 15 | -.15 | .58 | -.60 |
| Mar 16 | -1.91 | .51 | -.75 |
| Mar 17 | -.10 | .21 | .22 |
| Mar 18 | -.81 | .67 | -.52 |
| Mar 21 | -.25 | .66 | -.16 |
| Mar 22 | -.26 | .59 | -.54 |
| Mar 23 | -.79 | .65 | -.72 |
| Mar 24 | 1.29 | -.17 | .44 |
| Mar 28 | -.01 | -.06 | .02 |
| Mar 29 | -2.50 | 1.49 | -1.41 |
| Mar 30 | 2.21 | -1.16 | 1.57 |
| Mar 31 | .91 | .01 | .15 |
| Apr 1 | -1.39 | 1.48 | -.74 |
| Apr 4 | -.31 | .04 | .21 |
| Apr 5 | -.50 | -.33 | .18 |
| Apr 6 | .69 | -.62 | .37 |
| Apr 7 | 2.17 | -.44 | .68 |
| Apr 8 | -.80 | 1.11 | -1.18 |
| Apr 11 | -.72 | .43 | -.54 |
| Apr 12 | .57 | -.64 | .74 |
| Apr 13 | -1.69 | 1.68 | -1.46 |
| Apr 14 | -1.73 | 1.17 | -1.49 |
| Apr 15 | -2.72 | 1.03 | -1.80 |
| Apr 18 | 1.95 | .16 | .58 |
| Apr 19 | 2.02 | -1.31 | 1.38 |
| Apr 20 | -2.18 | 1.79 | -1.66 |
| Apr 21 | 4.25 | -1.07 | 2.16 |
| Apr 22 | -2.25 | 1.59 | -1.47 |
| Apr 25 | 2.16 | -.34 | 1.05 |
| Apr 26 | -2.18 | 1.15 | -1.23 |
| Apr 27 | -.36 | .09 | -.07 |
| Apr 28 | -2.45 | 1.16 | -1.77 |
| Apr 29 | 2.42 | -.45 | .76 |
| May 2 | 1.23 | -.22 | .85 |
| May 3 | .74 | .55 | -.07 |
| May 4 | 3.24 | -1.52 | 1.72 |
| May 5 | 1.09 | .20 | .04 |
| May 6 | .66 | .20 | .15 |
| May 9 | 2.32 | -.60 | 1.00 |
| May 10 | -.80 | .94 | -1.09 |
| May 11 | .13 | .21 | .02 |
| May 12 | -.48 | 1.34 | -1.11 |
| May 13 | -1.52 | .48 | -.71 |
| May 16 | 2.14 | -1.02 | 1.48 |
| May 17 | -.04 | -.42 | .54 |
| May 18 | 1.64 | -1.30 | 1.87 |
| May 19 | -.21 | -.59 | .45 |
| May 20 | .52 | .62 | -.07 |
| May 23 | .09 | -.16 | .41 |
| May 24 | -.53 | .11 | -.08 |
| May 25 | -.69 | .50 | -.88 |
| May 26 | 1.96 | -.57 | 1.24 |
| May 27 | .57 | .30 | .33 |
| May 31 | -.59 | -.14 | -.16 |
| Jun 1 | 1.86 | -.56 | 1.10 |
| Jun 2 | .34 | .11 | .24 |
| Jun 3 | -1.56 | .67 | -.75 |
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