data stocks (drop=pstock1-pstock3);
        infile 'c:\temp\3stock.txt';

        retain pstock1-pstock3 0;
        input stock1-stock3;
        ret1=(stock1-pstock1)/pstock1;
        ret2=(stock2-pstock2)/pstock2;
        ret3=(stock3-pstock3)/pstock3;

        pstock1=stock1;
        pstock2=stock2;
        pstock3=stock3;
        if _n_=1 then
        do;
                ret1=0;
                ret2=0;
                ret3=0;
        end;


data haim (drop= ret1-ret3);
        file print;
        set stocks (drop=stock1-stock3) end=last;
        retain cur(1);
        retain equity(1000);

        if cur=1 then dayret=ret1;
        if cur=2 then dayret=ret2;
        if cur=3 then dayret=ret3;

        equity=equity*(1+dayret);

        if max(of ret1-ret3)=ret1 then cur=1;
        if max(of ret1-ret3)=ret2 then cur=2;
        if max(of ret1-ret3)=ret3 then cur=3;

        if last  then put 'Haims final equity is ' equity;

proc print;
run;