SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 AUSTRALIAN DOLLAR 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:01 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Position trading using ASCII daily data Reference price(s): weighted average with the following weights: (1) Today's high<1.00> (2) Today's low<1.00> (3) Today's close<2.00> (4) Tomorrow's open<0.00> Compute volatility using: max (high - low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 880105 Exit Short 1 100.00 100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880106 Enter Short 1 -231.25 -131.25 -131.25 -131.25 880107 Short 1 -312.50 -212.50 -212.50 -212.50 880108 Short 1 -287.50 -187.50 -187.50 -212.50 880111 Short 1 -343.75 -243.75 -243.75 -243.75 880112 Short 1 -637.50 -537.50 -537.50 -537.50 880113 Short 1 -406.25 -306.25 -306.25 -537.50 880114 Exit Short 1 100.00 200.00 0.00 -537.50 MFE = 100.00 MAE = -637.50 880129 Exit Short 1 100.00 300.00 0.00 -537.50 MFE = 100.00 MAE = 0.00 300.00 880208 Enter Long 1 -343.75 -43.75 -343.75 -537.50 880209 Long 1 -500.00 -200.00 -500.00 -537.50 880210 Long 1 -256.25 43.75 -256.25 -537.50 880211 Long 1 -256.25 43.75 -256.25 -537.50 880212 Exit Long 1 -875.00 -575.00 -875.00 -875.00 MFE = 0.00 MAE = -875.00 -875.00 880302 Enter Long 1 -25.00 -600.00 -900.00 -900.00 880303 Exit Long 1 100.00 -475.00 -775.00 -900.00 MFE = 100.00 MAE = -25.00 880307 Exit Long 1 100.00 -375.00 -675.00 -900.00 MFE = 100.00 MAE = 0.00 880308 Exit Long 1 100.00 -275.00 -575.00 -900.00 MFE = 100.00 MAE = 0.00 880311 Enter Long 1 62.50 -212.50 -512.50 -900.00 880314 Long 1 -162.50 -437.50 -737.50 -900.00 880315 Long 1 -12.50 -287.50 -587.50 -900.00 880316 Exit Long 1 100.00 -175.00 -475.00 -900.00 MFE = 100.00 MAE = -162.50 880318 Exit Long 1 100.00 -75.00 -375.00 -900.00 MFE = 100.00 MAE = 0.00 880321 Enter Long 1 -75.00 -150.00 -450.00 -900.00 880322 Exit Long 1 100.00 25.00 -275.00 -900.00 MFE = 100.00 MAE = -75.00 880324 Enter Long 1 25.00 50.00 -250.00 -900.00 880325 Long 1 -375.00 -350.00 -650.00 -900.00 880328 Long 1 -556.25 -531.25 -831.25 -900.00 880329 Long 1 -375.00 -350.00 -650.00 -900.00 880330 Long 1 -243.75 -218.75 -518.75 -900.00 880331 Long 1 -31.25 -6.25 -306.25 -900.00 600.00 880401 Long 1 -50.00 -25.00 -325.00 -900.00 880404 Long 1 -62.50 -37.50 -337.50 -900.00 880405 Long 1 -106.25 -81.25 -381.25 -900.00 880406 Long 1 -212.50 -187.50 -487.50 -900.00 880407 Long 1 -243.75 -218.75 -518.75 -900.00 880408 Long 1 -93.75 -68.75 -368.75 -900.00 880411 Exit Long 1 100.00 125.00 -175.00 -900.00 MFE = 100.00 MAE = -556.25 880414 Exit Long 1 100.00 225.00 -75.00 -900.00 MFE = 100.00 MAE = 0.00 880418 Enter Long 1 -62.50 162.50 -137.50 -900.00 880419 Long 1 -181.25 43.75 -256.25 -900.00 880420 Long 1 43.75 268.75 -31.25 -900.00 880421 Long 1 12.50 237.50 -62.50 -900.00 880422 Exit Long 1 100.00 325.00 0.00 -900.00 MFE = 100.00 MAE = -181.25 880428 Exit Long 1 100.00 425.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880429 Enter Long 1 -81.25 343.75 -81.25 -900.00 400.00 880502 Exit Long 1 100.00 525.00 0.00 -900.00 MFE = 100.00 MAE = -81.25 880503 Exit Long 1 100.00 625.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880504 Exit Long 1 100.00 725.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880506 Exit Long 1 100.00 825.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880509 Exit Long 1 100.00 925.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880510 Exit Long 1 100.00 1025.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880512 Enter Long 1 37.50 1062.50 0.00 -900.00 880513 Exit Long 1 100.00 1125.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880516 Enter Long 1 -337.50 787.50 -275.00 -900.00 880517 Long 1 -950.00 175.00 -887.50 -900.00 880518 Long 1 -418.75 706.25 -356.25 -900.00 880519 Long 1 68.75 1193.75 0.00 -900.00 880520 Exit Long 1 100.00 1225.00 0.00 -900.00 MFE = 100.00 MAE = -950.00 880523 Exit Long 1 100.00 1325.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880524 Enter Long 1 -368.75 956.25 -237.50 -900.00 880525 Exit Long 1 100.00 1425.00 0.00 -900.00 MFE = 100.00 MAE = -368.75 880526 Exit Long 1 100.00 1525.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880527 Exit Long 1 100.00 1625.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880530 Exit Long 1 100.00 1725.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880531 Enter Long 1 -25.00 1700.00 -25.00 -900.00 1300.00 880601 Exit Long 1 100.00 1825.00 0.00 -900.00 MFE = 100.00 MAE = -25.00 880603 Enter Long 1 -62.50 1762.50 -62.50 -900.00 880606 Long 1 -825.00 1000.00 -825.00 -900.00 880607 Long 1 -293.75 1531.25 -293.75 -900.00 880608 Long 1 -156.25 1668.75 -156.25 -900.00 880609 Long 1 -56.25 1768.75 -56.25 -900.00 880610 Long 1 -62.50 1762.50 -62.50 -900.00 880613 Long 1 -306.25 1518.75 -306.25 -900.00 880614 Long 1 -618.75 1206.25 -618.75 -900.00 880615 Long 1 -125.00 1700.00 -125.00 -900.00 880616 Long 1 6.25 1831.25 0.00 -900.00 880617 Exit Long 1 100.00 1925.00 0.00 -900.00 MFE = 100.00 MAE = -825.00 880620 Exit Long 1 100.00 2025.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880621 Exit Long 1 100.00 2125.00 0.00 -900.00 MFE = 100.00 MAE = 0.00 880622 Enter Long 1 -743.75 1381.25 -450.00 -900.00 880623 Long 1 -168.75 1956.25 0.00 -900.00 880624 Long 1 -287.50 1837.50 -118.75 -900.00 880627 Long 1 -718.75 1406.25 -550.00 -900.00 880628 Long 1 -1706.25 418.75 -1537.50 -1537.50 880629 Long 1 -2287.50 -162.50 -2118.75 -2118.75 880630 Long 1 -1893.75 231.25 -1725.00 -2118.75 400.00 880701 Long 1 -2393.75 -268.75 -2225.00 -2225.00 880704 Exit Long 1 -3525.00 -1400.00 -3525.00 -3525.00 MFE = 0.00 MAE = -3525.00 880705 Exit Long 1 100.00 -1300.00 -3425.00 -3525.00 MFE = 100.00 MAE = 0.00 880706 Exit Long 1 100.00 -1200.00 -3325.00 -3525.00 MFE = 100.00 MAE = 0.00 880707 Exit Long 1 100.00 -1100.00 -3225.00 -3525.00 MFE = 100.00 MAE = 0.00 880712 Exit Long 1 100.00 -1000.00 -3125.00 -3525.00 MFE = 100.00 MAE = 0.00 880713 Exit Long 1 100.00 -900.00 -3025.00 -3525.00 MFE = 100.00 MAE = 0.00 880715 Exit Long 1 100.00 -800.00 -2925.00 -3525.00 MFE = 100.00 MAE = 0.00 880718 Exit Long 1 100.00 -700.00 -2825.00 -3525.00 MFE = 100.00 MAE = 0.00 880719 Exit Long 1 100.00 -600.00 -2725.00 -3525.00 MFE = 100.00 MAE = 0.00 880720 Exit Long 1 100.00 -500.00 -2625.00 -3525.00 MFE = 100.00 MAE = 0.00 880721 Exit Long 1 100.00 -400.00 -2525.00 -3525.00 MFE = 100.00 MAE = 0.00 880722 Exit Long 1 100.00 -300.00 -2425.00 -3525.00 MFE = 100.00 MAE = 0.00 880725 Exit Long 1 100.00 -200.00 -2325.00 -3525.00 MFE = 100.00 MAE = 0.00 880726 Enter Long 1 -112.50 -312.50 -2268.75 -3525.00 880727 Exit Long 1 100.00 -100.00 -2056.25 -3525.00 MFE = 100.00 MAE = -112.50 880728 Enter Long 1 -406.25 -506.24 -2462.49 -3525.00 880729 Long 1 -631.25 -731.24 -2687.49 -3525.00 -2225.00 880801 Long 1 -387.50 -487.49 -2443.74 -3525.00 880802 Long 1 -362.50 -462.49 -2418.74 -3525.00 880803 Long 1 -387.50 -487.49 -2443.74 -3525.00 880804 Long 1 -406.25 -506.24 -2462.49 -3525.00 880805 Long 1 -712.50 -812.50 -2768.75 -3525.00 880808 Long 1 -743.75 -843.74 -2799.99 -3525.00 880809 Long 1 -1000.00 -1099.99 -3056.25 -3525.00 880810 Long 1 -806.25 -906.25 -2862.50 -3525.00 880811 Long 1 -331.25 -431.25 -2387.50 -3525.00 880812 Long 1 -631.25 -731.24 -2687.49 -3525.00 880815 Long 1 -668.75 -768.75 -2725.00 -3525.00 880816 Long 1 -618.75 -718.74 -2675.00 -3525.00 880817 Long 1 -575.00 -674.99 -2631.25 -3525.00 880818 Long 1 -162.50 -262.49 -2218.74 -3525.00 880819 Exit Long 1 100.00 0.01 -1956.25 -3525.00 MFE = 100.00 MAE = -1000.00 880822 Exit Long 1 100.00 100.00 -1856.25 -3525.00 MFE = 100.00 MAE = 0.00 880824 Exit Long 1 100.00 200.00 -1756.25 -3525.00 MFE = 100.00 MAE = 0.00 880825 Enter Long 1 -106.25 93.76 -1862.50 -3525.00 880826 Long 1 -481.25 -281.25 -2237.50 -3525.00 880829 Long 1 -768.75 -568.75 -2525.00 -3525.00 880830 Long 1 -706.25 -506.25 -2462.50 -3525.00 880831 Long 1 -1068.75 -868.74 -2824.99 -3525.00 300.00 880901 Long 1 -1575.00 -1375.00 -3331.25 -3525.00 880902 Long 1 -1356.25 -1156.25 -3112.50 -3525.00 880905 Long 1 -1087.50 -887.50 -2843.75 -3525.00 880906 Long 1 -975.00 -775.00 -2731.25 -3525.00 880907 Long 1 -993.75 -793.75 -2750.00 -3525.00 880908 Long 1 -912.50 -712.49 -2668.74 -3525.00 880909 Long 1 -993.75 -793.75 -2750.00 -3525.00 880912 Long 1 -1256.25 -1056.25 -3012.50 -3525.00 880913 Long 1 -1450.00 -1249.99 -3206.24 -3525.00 880914 Long 1 -1531.25 -1331.25 -3287.50 -3525.00 880915 Long 1 -1206.25 -1006.24 -2962.50 -3525.00 880916 Long 1 -1468.75 -1268.75 -3225.00 -3525.00 880919 Long 1 -1968.75 -1768.74 -3725.00 -3725.00 880920 Long 1 -2381.25 -2181.25 -4137.50 -4137.50 880921 Long 1 -2568.75 -2368.75 -4325.00 -4325.00 880922 Long 1 -2231.25 -2031.25 -3987.50 -4325.00 880923 Long 1 -2287.50 -2087.49 -4043.75 -4325.00 880926 Long 1 -2306.25 -2106.24 -4062.50 -4325.00 880927 Long 1 -2118.75 -1918.75 -3875.00 -4325.00 880928 Long 1 -2168.75 -1968.74 -3924.99 -4325.00 880929 Long 1 -2118.75 -1918.75 -3875.00 -4325.00 880930 Long 1 -2256.25 -2056.24 -4012.49 -4325.00 0.00 881003 Long 1 -2118.75 -1918.75 -3875.00 -4325.00 881004 Long 1 -1906.25 -1706.24 -3662.50 -4325.00 881005 Long 1 -1581.25 -1381.25 -3337.50 -4325.00 881006 Long 1 -1462.50 -1262.50 -3218.75 -4325.00 881007 Long 1 -1193.75 -993.75 -2950.00 -4325.00 881010 Long 1 -968.75 -768.75 -2725.00 -4325.00 881011 Long 1 -1093.75 -893.74 -2850.00 -4325.00 881012 Long 1 -793.75 -593.75 -2550.00 -4325.00 881013 Long 1 -556.25 -356.24 -2312.50 -4325.00 881014 Long 1 -356.25 -156.24 -2112.50 -4325.00 881017 Long 1 -712.50 -512.49 -2468.75 -4325.00 881018 Long 1 -612.50 -412.50 -2368.75 -4325.00 881019 Exit Long 1 100.00 300.00 -1656.25 -4325.00 MFE = 100.00 MAE = -2568.75 100.00 881109 Exit Long 1 100.00 400.00 -1556.25 -4325.00 MFE = 100.00 MAE = 0.00 881116 Enter Long 1 18.75 418.76 -1537.50 -4325.00 881117 Exit Long 1 100.00 500.00 -1456.25 -4325.00 MFE = 100.00 MAE = 0.00 881122 Exit Long 1 100.00 600.00 -1356.25 -4325.00 MFE = 100.00 MAE = 0.00 881123 Exit Long 1 100.00 700.00 -1256.25 -4325.00 MFE = 100.00 MAE = 0.00 881124 Enter Long 1 25.00 725.00 -1231.25 -4325.00 881125 Exit Long 1 100.00 800.00 -1156.25 -4325.00 MFE = 100.00 MAE = 0.00 881128 Enter Long 1 -131.25 668.76 -1287.49 -4325.00 881129 Exit Long 1 100.00 900.00 -1056.25 -4325.00 MFE = 100.00 MAE = -131.25 881130 Exit Long 1 100.00 1000.00 -956.25 -4325.00 MFE = 100.00 MAE = 0.00 700.00 881201 Enter Long 1 -550.00 450.00 -1506.25 -4325.00 881202 Long 1 -356.25 643.75 -1312.50 -4325.00 881205 Long 1 -6.25 993.76 -962.50 -4325.00 881206 Exit Long 1 100.00 1100.00 -856.25 -4325.00 MFE = 100.00 MAE = -550.00 881208 Exit Long 1 100.00 1200.00 -756.25 -4325.00 MFE = 100.00 MAE = 0.00 881209 Enter Long 1 -462.50 737.50 -1218.75 -4325.00 881212 Long 1 -937.50 262.50 -1693.75 -4325.00 881213 Long 1 -2093.75 -893.75 -2850.00 -4325.00 881214 Long 1 -1418.75 -218.74 -2175.00 -4325.00 881215 Long 1 -1112.50 87.50 -1868.75 -4325.00 881216 Long 1 -1793.75 -593.74 -2549.99 -4325.00 881219 Long 1 -1243.75 -43.75 -2000.00 -4325.00 881220 Long 1 -1593.75 -393.74 -2349.99 -4325.00 881221 Long 1 -1325.00 -124.99 -2081.25 -4325.00 881222 Long 1 -1237.50 -37.49 -1993.75 -4325.00 881223 Long 1 -1418.75 -218.74 -2175.00 -4325.00 881226 Long 1 -1168.75 31.26 -1925.00 -4325.00 881227 Long 1 -1137.50 62.50 -1893.75 -4325.00 881228 Long 1 -1293.75 -93.75 -2050.00 -4325.00 881229 Long 1 -1293.75 -93.75 -2050.00 -4325.00 881230 Long 1 -1200.00 0.00 -1956.25 -4325.00 200.00 890102 Long 1 -1037.50 162.51 -1793.75 -4325.00 890103 Long 1 -275.00 925.01 -1031.25 -4325.00 890104 Long 1 -118.75 1081.25 -875.00 -4325.00 890105 Long 1 -462.50 737.50 -1218.75 -4325.00 890106 Long 1 -700.00 500.01 -1456.25 -4325.00 890109 Long 1 -312.50 887.51 -1068.74 -4325.00 890110 Long 1 -712.50 487.50 -1468.75 -4325.00 890111 Long 1 -375.00 825.00 -1131.25 -4325.00 890112 Long 1 -262.50 937.50 -1018.75 -4325.00 890113 Long 1 -518.75 681.26 -1275.00 -4325.00 890116 Long 1 -1037.50 162.51 -1793.75 -4325.00 890117 Long 1 -700.00 500.01 -1456.25 -4325.00 890118 Long 1 -662.50 537.50 -1418.75 -4325.00 890119 Long 1 -12.50 1187.50 -768.75 -4325.00 890120 Exit Long 1 100.00 1300.00 -656.25 -4325.00 MFE = 100.00 MAE = -2093.75 890123 Exit Long 1 100.00 1400.00 -556.25 -4325.00 MFE = 100.00 MAE = 0.00 890124 Exit Long 1 100.00 1500.00 -456.25 -4325.00 MFE = 100.00 MAE = 0.00 890125 Enter Long 1 -412.50 1087.50 -868.75 -4325.00 890126 Long 1 -293.75 1206.25 -750.00 -4325.00 890127 Long 1 -593.75 906.25 -1050.00 -4325.00 890130 Long 1 -150.00 1350.01 -606.25 -4325.00 890131 Exit Long 1 106.25 1606.25 -350.00 -4325.00 MFE = 106.25 MAE = -593.75 406.25 890201 Exit Long 1 100.00 1706.25 -250.00 -4325.00 MFE = 100.00 MAE = 0.00 890202 Exit Long 1 100.00 1806.25 -150.00 -4325.00 MFE = 100.00 MAE = 0.00 890206 Exit Long 1 100.00 1906.25 -50.00 -4325.00 MFE = 100.00 MAE = 0.00 890207 Exit Long 1 100.00 2006.25 0.00 -4325.00 MFE = 100.00 MAE = 0.00 890208 Exit Long 1 100.00 2106.25 0.00 -4325.00 MFE = 100.00 MAE = 0.00 890210 Exit Long 1 100.00 2206.25 0.00 -4325.00 MFE = 100.00 MAE = 0.00 890213 Exit Long 1 100.00 2306.25 0.00 -4325.00 MFE = 100.00 MAE = 0.00 890214 Enter Long 1 -718.75 1587.50 -718.75 -4325.00 890215 Long 1 -825.00 1481.26 -825.00 -4325.00 890216 Exit Long 1 -2831.25 -525.00 -2831.25 -4325.00 MFE = 0.00 MAE = -2831.25 890222 Exit Long 1 100.00 -425.00 -2731.25 -4325.00 MFE = 100.00 MAE = 0.00 890223 Exit Long 1 100.00 -325.00 -2631.25 -4325.00 MFE = 100.00 MAE = 0.00 -1931.25 890314 Exit Short 1 100.00 -225.00 -2531.25 -4325.00 MFE = 100.00 MAE = 0.00 890315 Enter Short 1 6.25 -218.75 -2525.00 -4325.00 890316 Short 1 -956.25 -1181.25 -3487.50 -4325.00 890317 Short 1 -1125.00 -1349.99 -3656.25 -4325.00 890320 Short 1 -1356.25 -1581.25 -3887.50 -4325.00 890321 Short 1 -1218.75 -1443.75 -3750.00 -4325.00 890322 Short 1 -1381.25 -1606.25 -3912.50 -4325.00 890323 Short 1 -1550.00 -1774.99 -4081.25 -4325.00 890324 Short 1 -1550.00 -1774.99 -4081.25 -4325.00 890327 Short 1 -1268.75 -1493.75 -3800.00 -4325.00 890328 Short 1 -737.50 -962.49 -3268.75 -4325.00 890329 Short 1 -993.75 -1218.75 -3525.00 -4325.00 890330 Short 1 -1031.25 -1256.24 -3562.50 -4325.00 890331 Short 1 -1050.00 -1274.99 -3581.25 -4325.00 100.00 890403 Short 1 -1525.00 -1749.99 -4056.25 -4325.00 890404 Short 1 -968.75 -1193.74 -3500.00 -4325.00 890405 Exit Short 1 100.00 -125.00 -2431.25 -4325.00 MFE = 100.00 MAE = -1550.00 890406 Exit Short 1 100.00 -24.99 -2331.25 -4325.00 MFE = 100.00 MAE = 0.00 890410 Exit Short 1 100.00 75.01 -2231.25 -4325.00 MFE = 100.00 MAE = 0.00 890412 Enter Short 1 -218.75 -143.74 -2450.00 -4325.00 890413 Exit Short 1 100.00 175.01 -2131.25 -4325.00 MFE = 100.00 MAE = -218.75 890414 Exit Short 1 100.00 275.01 -2031.25 -4325.00 MFE = 100.00 MAE = 0.00 890418 Exit Short 1 100.00 375.01 -1931.25 -4325.00 MFE = 100.00 MAE = 0.00 890419 Exit Short 1 100.00 475.01 -1831.25 -4325.00 MFE = 100.00 MAE = 0.00 890420 Enter Short 1 -112.50 362.51 -1943.75 -4325.00 890421 Exit Short 1 100.00 575.01 -1731.25 -4325.00 MFE = 100.00 MAE = -112.50 890424 Exit Short 1 100.00 675.01 -1631.25 -4325.00 MFE = 100.00 MAE = 0.00 890425 Enter Short 1 -100.00 575.01 -1731.25 -4325.00 890426 Short 1 -293.75 381.26 -1925.00 -4325.00 890427 Short 1 -206.25 468.76 -1837.50 -4325.00 890428 Short 1 -100.00 575.01 -1731.25 -4325.00 900.00 890501 Short 1 0.00 675.01 -1631.25 -4325.00 890502 Short 1 -131.25 543.76 -1762.50 -4325.00 890503 Short 1 -325.00 350.01 -1956.25 -4325.00 890504 Short 1 -606.25 68.76 -2237.50 -4325.00 890505 Short 1 -556.25 118.76 -2187.50 -4325.00 890508 Short 1 -537.50 137.51 -2168.75 -4325.00 890509 Short 1 -231.25 443.76 -1862.50 -4325.00 890510 Short 1 -131.25 543.76 -1762.50 -4325.00 890511 Short 1 -87.50 587.51 -1718.75 -4325.00 890512 Exit Short 1 100.00 775.01 -1531.25 -4325.00 MFE = 100.00 MAE = -606.25 890515 Exit Short 1 100.00 875.01 -1431.25 -4325.00 MFE = 100.00 MAE = 0.00 890516 Exit Short 1 100.00 975.01 -1331.25 -4325.00 MFE = 100.00 MAE = 0.00 890517 Exit Short 1 100.00 1075.00 -1231.25 -4325.00 MFE = 100.00 MAE = 0.00 890518 Exit Short 1 100.00 1175.01 -1131.25 -4325.00 MFE = 100.00 MAE = 0.00 890522 Exit Short 1 100.00 1275.00 -1031.25 -4325.00 MFE = 100.00 MAE = 0.00 890523 Exit Short 1 100.00 1375.00 -931.25 -4325.00 MFE = 100.00 MAE = 0.00 890524 Enter Short 1 -606.25 768.75 -1537.50 -4325.00 890525 Short 1 -993.75 381.25 -1925.00 -4325.00 890526 Short 1 0.00 1375.00 -931.25 -4325.00 890529 Exit Short 1 100.00 1475.00 -831.25 -4325.00 MFE = 100.00 MAE = -993.75 890530 Exit Short 1 100.00 1575.00 -731.25 -4325.00 MFE = 100.00 MAE = 0.00 900.00 890601 Exit Short 1 100.00 1675.00 -631.25 -4325.00 MFE = 100.00 MAE = 0.00 890602 Enter Short 1 -600.00 1075.00 -1231.25 -4325.00 890605 Exit Short 1 100.00 1775.00 -531.25 -4325.00 MFE = 100.00 MAE = -600.00 890606 Exit Short 1 100.00 1875.00 -431.25 -4325.00 MFE = 100.00 MAE = 0.00 890607 Exit Short 1 100.00 1975.00 -331.25 -4325.00 MFE = 100.00 MAE = 0.00 890608 Exit Short 1 100.00 2075.00 -231.25 -4325.00 MFE = 100.00 MAE = 0.00 890609 Exit Short 1 100.00 2175.00 -131.25 -4325.00 MFE = 100.00 MAE = 0.00 890612 Exit Short 1 100.00 2275.00 -31.25 -4325.00 MFE = 100.00 MAE = 0.00 890613 Enter Short 1 -325.00 1950.00 -356.25 -4325.00 890614 Short 1 -262.50 2012.50 -293.76 -4325.00 890615 Short 1 -1168.75 1106.25 -1200.00 -4325.00 890616 Short 1 -662.50 1612.50 -693.75 -4325.00 890619 Short 1 -962.50 1312.50 -993.76 -4325.00 890620 Short 1 -1168.75 1106.25 -1200.00 -4325.00 890621 Short 1 -2118.75 156.25 -2150.00 -4325.00 890622 Short 1 -2456.25 -181.25 -2487.50 -4325.00 890623 Short 1 -1800.00 475.00 -1831.25 -4325.00 890626 Short 1 -1887.50 387.50 -1918.75 -4325.00 890627 Short 1 -1562.50 712.50 -1593.75 -4325.00 890628 Short 1 -1162.50 1112.50 -1193.76 -4325.00 890629 Short 1 -881.25 1393.75 -912.50 -4325.00 890630 Short 1 -1150.00 1125.00 -1181.25 -4325.00 700.00 890703 Short 1 -1768.75 506.25 -1800.01 -4325.00 890704 Short 1 -1618.75 656.25 -1650.00 -4325.00 890705 Short 1 -2262.50 12.50 -2293.76 -4325.00 890706 Short 1 -1693.75 581.25 -1725.00 -4325.00 890707 Short 1 -1912.50 362.50 -1943.75 -4325.00 890710 Short 1 -1550.00 725.00 -1581.25 -4325.00 890711 Short 1 -1231.25 1043.75 -1262.51 -4325.00 890712 Short 1 -1450.00 825.00 -1481.25 -4325.00 890713 Short 1 -1025.00 1250.00 -1056.26 -4325.00 890714 Short 1 -906.25 1368.75 -937.50 -4325.00 890717 Short 1 -1137.50 1137.50 -1168.76 -4325.00 890718 Short 1 -781.25 1493.75 -812.51 -4325.00 890719 Short 1 -443.75 1831.25 -475.01 -4325.00 890720 Short 1 -868.75 1406.25 -900.01 -4325.00 890721 Short 1 -612.50 1662.50 -643.75 -4325.00 890724 Short 1 -687.50 1587.50 -718.76 -4325.00 890725 Short 1 -931.25 1343.75 -962.50 -4325.00 890726 Short 1 -1150.00 1125.00 -1181.25 -4325.00 890727 Short 1 -1137.50 1137.50 -1168.76 -4325.00 890728 Short 1 -662.50 1612.50 -693.75 -4325.00 890731 Short 1 -1281.25 993.75 -1312.50 -4325.00 0.00 890801 Short 1 -1618.75 656.25 -1650.00 -4325.00 890802 Short 1 -1681.25 593.75 -1712.51 -4325.00 890803 Short 1 -1612.50 662.50 -1643.76 -4325.00 890804 Short 1 -1518.75 756.25 -1550.01 -4325.00 890807 Short 1 -1568.75 706.25 -1600.01 -4325.00 890808 Short 1 -1893.75 381.25 -1925.00 -4325.00 890809 Short 1 -1818.75 456.25 -1850.00 -4325.00 890810 Short 1 -1550.00 725.00 -1581.25 -4325.00 890811 Short 1 -1275.00 1000.00 -1306.26 -4325.00 890814 Short 1 -1306.25 968.75 -1337.50 -4325.00 890815 Short 1 -1093.75 1181.25 -1125.01 -4325.00 890816 Short 1 -1262.50 1012.50 -1293.75 -4325.00 890817 Short 1 -1162.50 1112.50 -1193.76 -4325.00 890818 Short 1 -1212.50 1062.50 -1243.75 -4325.00 890821 Short 1 -1443.75 831.25 -1475.00 -4325.00 890822 Short 1 -1743.75 531.25 -1775.01 -4325.00 890823 Short 1 -1512.50 762.50 -1543.75 -4325.00 890824 Short 1 -1406.25 868.75 -1437.51 -4325.00 890825 Short 1 -1306.25 968.75 -1337.50 -4325.00 890828 Short 1 -1393.75 881.25 -1425.00 -4325.00 890829 Short 1 -1912.50 362.50 -1943.75 -4325.00 890830 Short 1 -1687.50 587.50 -1718.75 -4325.00 890831 Short 1 -1600.00 675.00 -1631.25 -4325.00 0.00 890901 Short 1 -1306.25 968.75 -1337.50 -4325.00 890904 Short 1 -1412.50 862.50 -1443.75 -4325.00 890905 Short 1 -1293.75 981.25 -1325.01 -4325.00 890906 Short 1 -1512.50 762.50 -1543.75 -4325.00 890907 Short 1 -1587.50 687.50 -1618.76 -4325.00 890908 Short 1 -1637.50 637.50 -1668.75 -4325.00 890911 Short 1 -1612.50 662.50 -1643.76 -4325.00 890912 Short 1 -1687.50 587.50 -1718.75 -4325.00 890913 Exit Short 1 -2175.00 100.00 -2206.25 -4325.00 MFE = 0.00 MAE = -2456.25 890922 Enter Long 1 -312.50 -212.50 -2518.76 -4325.00 890925 Exit Long 1 100.00 200.00 -2106.25 -4325.00 MFE = 100.00 MAE = -312.50 -2075.00 891006 Enter Long 1 -37.50 162.50 -2143.76 -4325.00 891009 Long 1 -50.00 150.00 -2156.25 -4325.00 891010 Long 1 -612.50 -412.50 -2718.75 -4325.00 891011 Long 1 -443.75 -243.75 -2550.00 -4325.00 891012 Long 1 -1087.50 -887.50 -3193.75 -4325.00 891013 Long 1 -868.75 -668.75 -2975.01 -4325.00 891016 Long 1 -1181.25 -981.25 -3287.51 -4325.00 891017 Long 1 -925.00 -725.00 -3031.25 -4325.00 891018 Long 1 -706.25 -506.25 -2812.50 -4325.00 891019 Long 1 -418.75 -218.75 -2525.01 -4325.00 891020 Long 1 -868.75 -668.75 -2975.01 -4325.00 891023 Long 1 -887.50 -687.50 -2993.76 -4325.00 891024 Long 1 -1062.50 -862.50 -3168.75 -4325.00 891025 Long 1 -618.75 -418.75 -2725.01 -4325.00 891026 Long 1 -350.00 -150.00 -2456.26 -4325.00 891027 Long 1 -312.50 -112.50 -2418.75 -4325.00 891030 Long 1 -50.00 150.00 -2156.25 -4325.00 891031 Long 1 -212.50 -12.50 -2318.75 -4325.00 0.00 891101 Long 1 -300.00 -100.00 -2406.25 -4325.00 891102 Long 1 -437.50 -237.50 -2543.76 -4325.00 891103 Long 1 -256.25 -56.25 -2362.50 -4325.00 891106 Long 1 -106.25 93.75 -2212.51 -4325.00 891107 Exit Long 1 100.00 300.00 -2006.25 -4325.00 MFE = 100.00 MAE = -1181.25 891109 Enter Long 1 -100.00 200.00 -2106.25 -4325.00 891110 Long 1 -168.75 131.25 -2175.00 -4325.00 891113 Long 1 -12.50 287.50 -2018.75 -4325.00 891114 Long 1 -387.50 -87.50 -2393.75 -4325.00 891115 Long 1 -475.00 -175.00 -2481.26 -4325.00 891116 Long 1 -537.50 -237.50 -2543.76 -4325.00 891117 Long 1 -443.75 -143.75 -2450.00 -4325.00 891120 Long 1 -537.50 -237.50 -2543.76 -4325.00 891121 Long 1 -743.75 -443.75 -2750.01 -4325.00 891122 Long 1 -675.00 -375.00 -2681.26 -4325.00 891123 Long 1 -531.25 -231.25 -2537.50 -4325.00 891124 Long 1 -381.25 -81.25 -2387.51 -4325.00 891127 Long 1 -231.25 68.75 -2237.50 -4325.00 891128 Long 1 -356.25 -56.25 -2362.50 -4325.00 891129 Long 1 -718.75 -418.75 -2725.01 -4325.00 891130 Long 1 -400.00 -100.00 -2406.25 -4325.00 100.00 891201 Long 1 -587.50 -287.50 -2593.76 -4325.00 891204 Long 1 -631.25 -331.25 -2637.51 -4325.00 891205 Long 1 -493.75 -193.75 -2500.01 -4325.00 891206 Long 1 -400.00 -100.00 -2406.25 -4325.00 891207 Long 1 -581.25 -281.25 -2587.50 -4325.00 891208 Long 1 -431.25 -131.25 -2437.50 -4325.00 891211 Long 1 -318.75 -18.75 -2325.00 -4325.00 891212 Long 1 -162.50 137.50 -2168.75 -4325.00 891213 Long 1 -281.25 18.75 -2287.50 -4325.00 891214 Long 1 -287.50 12.50 -2293.75 -4325.00 891215 Long 1 -400.00 -100.00 -2406.25 -4325.00 891218 Long 1 -287.50 12.50 -2293.75 -4325.00 891219 Long 1 -256.25 43.75 -2262.50 -4325.00 891220 Long 1 -275.00 25.00 -2281.25 -4325.00 891221 Long 1 -143.75 156.25 -2150.00 -4325.00 891222 Long 1 -25.00 275.00 -2031.26 -4325.00 891225 Long 1 -25.00 275.00 -2031.26 -4325.00 891226 Exit Long 1 100.00 400.00 -1906.25 -4325.00 MFE = 100.00 MAE = -743.75 891227 Exit Long 1 -681.25 -281.25 -2587.50 -4325.00 MFE = 0.00 MAE = -681.25 -581.25 900104 Enter Long 1 31.25 -250.00 -2556.25 -4325.00 900105 Long 1 -256.25 -537.50 -2843.75 -4325.00 900108 Long 1 -143.75 -425.00 -2731.25 -4325.00 900109 Long 1 -131.25 -412.50 -2718.76 -4325.00 900110 Exit Long 1 100.00 -181.25 -2487.50 -4325.00 MFE = 100.00 MAE = -256.25 900118 Enter Long 1 -106.25 -287.50 -2593.75 -4325.00 900119 Long 1 -150.00 -331.25 -2637.50 -4325.00 900122 Long 1 -50.00 -231.25 -2537.50 -4325.00 900123 Exit Long 1 -687.50 -868.75 -3175.00 -4325.00 MFE = 0.00 MAE = -687.50 -587.50 900227 Enter Short 1 -56.25 -925.00 -3231.25 -4325.00 900228 Short 1 -112.50 -981.25 -3287.51 -4325.00 0.00 900301 Short 1 -375.00 -1243.75 -3550.00 -4325.00 900302 Short 1 -106.25 -975.00 -3281.25 -4325.00 900305 Exit Short 1 100.00 -768.75 -3075.00 -4325.00 MFE = 100.00 MAE = -375.00 900312 Enter Short 1 -112.50 -881.25 -3187.51 -4325.00 900313 Short 1 -475.00 -1243.75 -3550.00 -4325.00 900314 Short 1 -475.00 -1243.75 -3550.00 -4325.00 900315 Exit Short 1 100.00 -668.75 -2975.00 -4325.00 MFE = 100.00 MAE = -475.00 900321 Exit Short 1 100.00 -568.75 -2875.00 -4325.00 MFE = 100.00 MAE = 0.00 900322 Exit Short 1 100.00 -468.75 -2775.00 -4325.00 MFE = 100.00 MAE = 0.00 900323 Exit Short 1 100.00 -368.75 -2675.00 -4325.00 MFE = 100.00 MAE = 0.00 900326 Exit Short 1 100.00 -268.75 -2575.00 -4325.00 MFE = 100.00 MAE = 0.00 900330 Enter Short 1 -431.25 -700.00 -3006.26 -4325.00 600.00 900402 Short 1 -706.25 -975.00 -3281.25 -4325.00 900403 Short 1 -743.75 -1012.50 -3318.76 -4325.00 900404 Short 1 -1100.00 -1368.75 -3675.00 -4325.00 900405 Short 1 -1093.75 -1362.50 -3668.75 -4325.00 900406 Short 1 -1068.75 -1337.50 -3643.75 -4325.00 900409 Short 1 -931.25 -1200.00 -3506.25 -4325.00 900410 Short 1 -1006.25 -1275.00 -3581.25 -4325.00 900411 Short 1 -1131.25 -1400.00 -3706.25 -4325.00 900412 Short 1 -1181.25 -1450.00 -3756.25 -4325.00 900413 Short 1 -1068.75 -1337.50 -3643.75 -4325.00 900416 Short 1 -1093.75 -1362.50 -3668.75 -4325.00 900417 Short 1 -1118.75 -1387.50 -3693.75 -4325.00 900418 Short 1 -1318.75 -1587.50 -3893.75 -4325.00 900419 Short 1 -1556.25 -1825.00 -4131.26 -4325.00 900420 Short 1 -1412.50 -1681.25 -3987.50 -4325.00 900423 Short 1 -1075.00 -1343.75 -3650.00 -4325.00 900424 Short 1 -1162.50 -1431.25 -3737.50 -4325.00 900425 Short 1 -962.50 -1231.25 -3537.50 -4325.00 900426 Short 1 -268.75 -537.50 -2843.75 -4325.00 900427 Short 1 -150.00 -418.75 -2725.00 -4325.00 900430 Short 1 -212.50 -481.25 -2787.50 -4325.00 0.00 900501 Exit Short 1 100.00 -168.75 -2475.00 -4325.00 MFE = 100.00 MAE = -1556.25 900509 Enter Short 1 50.00 -118.75 -2425.00 -4325.00 900510 Exit Short 1 100.00 -68.75 -2375.00 -4325.00 MFE = 100.00 MAE = 0.00 200.00 900607 Enter Long 1 -18.75 -87.50 -2393.75 -4325.00 900608 Long 1 -387.50 -456.25 -2762.51 -4325.00 900611 Long 1 -137.50 -206.25 -2512.50 -4325.00 900612 Long 1 -225.00 -293.75 -2600.00 -4325.00 900613 Long 1 -193.75 -262.50 -2568.75 -4325.00 900614 Long 1 -181.25 -250.00 -2556.25 -4325.00 900615 Long 1 -112.50 -181.25 -2487.50 -4325.00 900618 Exit Long 1 100.00 31.25 -2275.00 -4325.00 MFE = 100.00 MAE = -387.50 900619 Enter Long 1 -56.25 -25.00 -2331.25 -4325.00 900620 Long 1 -75.00 -43.75 -2350.00 -4325.00 900621 Exit Long 1 100.00 131.25 -2175.00 -4325.00 MFE = 100.00 MAE = -75.00 900629 Exit Long 1 100.00 231.25 -2075.00 -4325.00 MFE = 100.00 MAE = 0.00 300.00 900709 Exit Long 1 100.00 331.25 -1975.00 -4325.00 MFE = 100.00 MAE = 0.00 900710 Exit Long 1 100.00 431.25 -1875.00 -4325.00 MFE = 100.00 MAE = 0.00 900717 Exit Long 1 100.00 531.25 -1775.00 -4325.00 MFE = 100.00 MAE = 0.00 900720 Exit Long 1 100.00 631.25 -1675.00 -4325.00 MFE = 100.00 MAE = 0.00 900726 Enter Long 1 -293.75 337.50 -1968.75 -4325.00 900727 Exit Long 1 100.00 731.25 -1575.00 -4325.00 MFE = 100.00 MAE = -293.75 900730 Enter Long 1 -18.75 712.50 -1593.75 -4325.00 900731 Exit Long 1 100.00 831.25 -1475.00 -4325.00 MFE = 100.00 MAE = -18.75 600.00 900801 Enter Long 1 -175.00 656.25 -1650.00 -4325.00 900802 Long 1 -587.50 243.75 -2062.50 -4325.00 900803 Long 1 -756.25 75.00 -2231.25 -4325.00 900806 Long 1 -587.50 243.75 -2062.50 -4325.00 900807 Long 1 -418.75 412.50 -1893.75 -4325.00 900808 Long 1 -162.50 668.75 -1637.51 -4325.00 900809 Exit Long 1 100.00 931.25 -1375.00 -4325.00 MFE = 100.00 MAE = -756.25 900810 Enter Long 1 -293.75 637.50 -1668.76 -4325.00 900813 Long 1 37.50 968.75 -1337.50 -4325.00 900814 Exit Long 1 100.00 1031.25 -1275.00 -4325.00 MFE = 100.00 MAE = -293.75 900815 Exit Long 1 100.00 1131.25 -1175.00 -4325.00 MFE = 100.00 MAE = 0.00 900816 Enter Long 1 -181.25 950.00 -1356.26 -4325.00 900817 Long 1 -31.25 1100.00 -1206.25 -4325.00 900820 Long 1 -12.50 1118.75 -1187.50 -4325.00 900821 Exit Long 1 100.00 1231.25 -1075.00 -4325.00 MFE = 100.00 MAE = -181.25 900822 Exit Long 1 100.00 1331.25 -975.00 -4325.00 MFE = 100.00 MAE = 0.00 900823 Exit Long 1 100.00 1431.25 -875.00 -4325.00 MFE = 100.00 MAE = 0.00 900824 Exit Long 1 100.00 1531.25 -775.00 -4325.00 MFE = 100.00 MAE = 0.00 900827 Exit Long 1 100.00 1631.25 -675.00 -4325.00 MFE = 100.00 MAE = 0.00 900828 Exit Long 1 100.00 1731.25 -575.00 -4325.00 MFE = 100.00 MAE = 0.00 900829 Enter Long 1 -6.25 1725.00 -581.26 -4325.00 900830 Long 1 -1056.25 675.00 -1631.26 -4325.00 900831 Long 1 -1181.25 550.00 -1756.25 -4325.00 900.00 900903 Long 1 -1262.50 468.75 -1837.51 -4325.00 900904 Long 1 -912.50 818.75 -1487.50 -4325.00 900905 Long 1 -362.50 1368.75 -937.51 -4325.00 900906 Long 1 -493.75 1237.50 -1068.75 -4325.00 900907 Long 1 -756.25 975.00 -1331.25 -4325.00 900910 Long 1 -1437.50 293.75 -2012.50 -4325.00 900911 Long 1 -912.50 818.75 -1487.50 -4325.00 900912 Long 1 -975.00 756.25 -1550.01 -4325.00 900913 Long 1 -412.50 1318.75 -987.51 -4325.00 900914 Long 1 -537.50 1193.75 -1112.50 -4325.00 900917 Exit Long 1 100.00 1831.25 -475.00 -4325.00 MFE = 100.00 MAE = -1437.50 900918 Exit Long 1 100.00 1931.25 -375.01 -4325.00 MFE = 100.00 MAE = 0.00 900919 Enter Long 1 -243.75 1687.50 -618.76 -4325.00 900920 Long 1 -412.50 1518.75 -787.51 -4325.00 900921 Long 1 -200.00 1731.25 -575.01 -4325.00 900924 Long 1 -137.50 1793.75 -512.51 -4325.00 900925 Long 1 -68.75 1862.50 -443.76 -4325.00 900926 Exit Long 1 100.00 2031.25 -275.01 -4325.00 MFE = 100.00 MAE = -412.50 900928 Enter Long 1 -218.75 1812.50 -493.76 -4325.00 300.00 901001 Exit Long 1 100.00 2131.25 -175.01 -4325.00 MFE = 100.00 MAE = -218.75 901002 Enter Long 1 -6.25 2125.00 -181.26 -4325.00 901003 Exit Long 1 100.00 2231.25 -75.01 -4325.00 MFE = 100.00 MAE = -6.25 901004 Enter Long 1 -50.00 2181.25 -125.01 -4325.00 901005 Exit Long 1 100.00 2331.25 0.00 -4325.00 MFE = 100.00 MAE = -50.00 901008 Exit Long 1 100.00 2431.25 0.00 -4325.00 MFE = 100.00 MAE = 0.00 901009 Enter Long 1 -312.50 2118.75 -312.50 -4325.00 901010 Long 1 -1018.75 1412.50 -1018.75 -4325.00 901011 Long 1 -1287.50 1143.75 -1287.50 -4325.00 901012 Long 1 -1218.75 1212.50 -1218.75 -4325.00 901015 Long 1 -2987.50 -556.26 -2987.50 -4325.00 901016 Exit Long 1 -3525.00 -1093.75 -3525.00 -4325.00 MFE = 0.00 MAE = -3525.00 901018 Enter Long 1 -887.50 -1981.26 -4412.50 -4412.50 901019 Exit Long 1 100.00 -993.75 -3425.00 -4412.50 MFE = 100.00 MAE = -887.50 901022 Enter Long 1 -181.25 -1175.00 -3606.25 -4412.50 901023 Long 1 -212.50 -1206.25 -3637.50 -4412.50 901024 Long 1 6.25 -987.50 -3418.75 -4412.50 901025 Exit Long 1 100.00 -893.75 -3325.00 -4412.50 MFE = 100.00 MAE = -212.50 -2925.00 901129 Enter Short 1 -331.25 -1225.00 -3656.25 -4412.50 901130 Short 1 -462.50 -1356.25 -3787.50 -4412.50 0.00 901203 Short 1 -850.00 -1743.75 -4175.00 -4412.50 901204 Short 1 -668.75 -1562.50 -3993.75 -4412.50 901205 Short 1 -137.50 -1031.25 -3462.50 -4412.50 901206 Short 1 -293.75 -1187.51 -3618.75 -4412.50 901207 Short 1 -381.25 -1275.00 -3706.25 -4412.50 901210 Short 1 -43.75 -937.50 -3368.75 -4412.50 901211 Exit Short 1 100.00 -793.75 -3225.00 -4412.50 MFE = 100.00 MAE = -850.00 901212 Exit Short 1 100.00 -693.75 -3125.00 -4412.50 MFE = 100.00 MAE = 0.00 901213 Exit Short 1 100.00 -593.75 -3025.00 -4412.50 MFE = 100.00 MAE = 0.00 901214 Exit Short 1 100.00 -493.75 -2925.00 -4412.50 MFE = 100.00 MAE = 0.00 901218 Exit Short 1 100.00 -393.75 -2825.00 -4412.50 MFE = 100.00 MAE = 0.00 901220 Enter Short 1 -175.00 -568.75 -3000.00 -4412.50 901221 Short 1 -237.50 -631.25 -3062.50 -4412.50 901224 Short 1 -331.25 -725.00 -3156.25 -4412.50 901225 Short 1 -237.50 -631.25 -3062.50 -4412.50 901226 Short 1 -206.25 -600.00 -3031.25 -4412.50 901227 Exit Short 1 100.00 -293.75 -2725.00 -4412.50 MFE = 100.00 MAE = -331.25 901228 Enter Short 1 -262.50 -556.25 -2987.50 -4412.50 901231 Short 1 -300.00 -593.75 -3025.00 -4412.50 600.00 910102 Short 1 -431.25 -725.00 -3156.25 -4412.50 910103 Short 1 -675.00 -968.75 -3400.00 -4412.50 910104 Short 1 -737.50 -1031.25 -3462.50 -4412.50 910107 Short 1 -625.00 -918.75 -3350.00 -4412.50 910108 Short 1 -612.50 -906.25 -3337.50 -4412.50 910109 Short 1 -381.25 -675.00 -3106.25 -4412.50 910110 Short 1 -406.25 -700.00 -3131.25 -4412.50 910111 Short 1 -425.00 -718.75 -3150.00 -4412.50 910114 Short 1 -618.75 -912.50 -3343.75 -4412.50 910115 Short 1 -937.50 -1231.25 -3662.50 -4412.50 910116 Short 1 -1268.75 -1562.50 -3993.75 -4412.50 910117 Short 1 -687.50 -981.25 -3412.50 -4412.50 910118 Short 1 -787.50 -1081.25 -3512.50 -4412.50 910121 Short 1 -843.75 -1137.50 -3568.75 -4412.50 910122 Short 1 -918.75 -1212.50 -3643.75 -4412.50 910123 Short 1 -1062.50 -1356.25 -3787.50 -4412.50 910124 Short 1 -731.25 -1025.00 -3456.25 -4412.50 910125 Short 1 -612.50 -906.25 -3337.50 -4412.50 910128 Short 1 -962.50 -1256.25 -3687.50 -4412.50 910129 Short 1 -987.50 -1281.25 -3712.50 -4412.50 910130 Short 1 -1112.50 -1406.25 -3837.50 -4412.50 910131 Short 1 -937.50 -1231.25 -3662.50 -4412.50 0.00 910201 Short 1 -956.25 -1250.00 -3681.25 -4412.50 910204 Short 1 -956.25 -1250.00 -3681.25 -4412.50 910205 Short 1 -606.25 -900.00 -3331.25 -4412.50 910206 Short 1 -812.50 -1106.25 -3537.50 -4412.50 910207 Short 1 -881.25 -1175.00 -3606.25 -4412.50 910208 Short 1 -812.50 -1106.25 -3537.50 -4412.50 910211 Short 1 -793.75 -1087.50 -3518.75 -4412.50 910212 Short 1 -931.25 -1225.00 -3656.25 -4412.50 910213 Short 1 -1250.00 -1543.75 -3975.00 -4412.50 910214 Short 1 -1193.75 -1487.50 -3918.75 -4412.50 910215 Short 1 -1325.00 -1618.75 -4050.00 -4412.50 910218 Short 1 -1375.00 -1668.75 -4100.00 -4412.50 910219 Short 1 -1312.50 -1606.25 -4037.50 -4412.50 910220 Short 1 -1243.75 -1537.50 -3968.75 -4412.50 910221 Short 1 -1331.25 -1625.00 -4056.25 -4412.50 910222 Short 1 -1062.50 -1356.25 -3787.50 -4412.50 910225 Short 1 -981.25 -1275.00 -3706.25 -4412.50 910226 Short 1 -1062.50 -1356.25 -3787.50 -4412.50 910227 Short 1 -1100.00 -1393.75 -3825.00 -4412.50 910228 Short 1 -1181.25 -1475.00 -3906.25 -4412.50 0.00 910301 Short 1 -1143.75 -1437.50 -3868.75 -4412.50 910304 Short 1 -612.50 -906.25 -3337.50 -4412.50 910305 Short 1 -337.50 -631.25 -3062.50 -4412.50 910306 Short 1 -237.50 -531.25 -2962.50 -4412.50 910307 Exit Short 1 100.00 -193.75 -2625.00 -4412.50 MFE = 100.00 MAE = -1375.00 100.00 910403 Exit Long 1 100.00 -93.75 -2525.00 -4412.50 MFE = 100.00 MAE = 0.00 910404 Enter Long 1 -56.25 -150.00 -2581.25 -4412.50 910405 Long 1 -56.25 -150.00 -2581.25 -4412.50 910408 Long 1 -37.50 -131.25 -2562.50 -4412.50 910409 Exit Long 1 100.00 6.25 -2425.00 -4412.50 MFE = 100.00 MAE = -56.25 200.00 910521 Enter Short 1 12.50 18.75 -2412.50 -4412.50 910522 Exit Short 1 100.00 106.25 -2325.00 -4412.50 MFE = 100.00 MAE = 0.00 100.00 910606 Exit Short 1 100.00 206.25 -2225.00 -4412.50 MFE = 100.00 MAE = 0.00 100.00 910725 Exit Short 1 100.00 306.25 -2125.00 -4412.50 MFE = 100.00 MAE = 0.00 100.00 910806 Exit Short 1 100.00 406.25 -2025.00 -4412.50 MFE = 100.00 MAE = 0.00 910815 Enter Short 1 0.00 406.25 -2025.00 -4412.50 910816 Exit Short 1 100.00 506.25 -1925.00 -4412.50 MFE = 100.00 MAE = 0.00 200.00 910923 Enter Long 1 0.00 506.25 -1925.00 -4412.50 910924 Long 1 -143.75 362.50 -2068.75 -4412.50 910925 Long 1 -275.00 231.25 -2200.00 -4412.50 910926 Long 1 -662.50 -156.25 -2587.50 -4412.50 910927 Long 1 -162.50 343.75 -2087.50 -4412.50 910930 Long 1 -150.00 356.25 -2075.00 -4412.50 0.00 911001 Long 1 -275.00 231.25 -2200.00 -4412.50 911002 Long 1 -37.50 468.75 -1962.50 -4412.50 911003 Exit Long 1 100.00 606.25 -1825.00 -4412.50 MFE = 100.00 MAE = -662.50 911007 Enter Long 1 -25.00 581.25 -1850.00 -4412.50 911008 Long 1 -156.25 450.00 -1981.25 -4412.50 911009 Long 1 -150.00 456.25 -1975.00 -4412.50 911010 Long 1 43.75 650.00 -1781.25 -4412.50 911011 Long 1 -18.75 587.50 -1843.75 -4412.50 911014 Exit Long 1 100.00 706.25 -1725.00 -4412.50 MFE = 100.00 MAE = -156.25 911015 Enter Long 1 -118.75 587.50 -1843.75 -4412.50 911016 Long 1 -250.00 456.25 -1975.00 -4412.50 911017 Long 1 -93.75 612.50 -1818.75 -4412.50 911018 Long 1 -106.25 600.00 -1831.25 -4412.50 911021 Long 1 -262.50 443.75 -1987.50 -4412.50 911022 Long 1 -456.25 250.00 -2181.25 -4412.50 911023 Exit Long 1 -1187.50 -481.25 -2912.50 -4412.50 MFE = 0.00 MAE = -1187.50 911029 Enter Long 1 43.75 -437.50 -2868.75 -4412.50 911030 Exit Long 1 100.00 -381.25 -2812.50 -4412.50 MFE = 100.00 MAE = 0.00 -887.50 911104 Enter Long 1 -56.25 -437.50 -2868.75 -4412.50 911105 Long 1 -250.00 -631.25 -3062.50 -4412.50 911106 Long 1 -93.75 -475.00 -2906.25 -4412.50 911107 Long 1 0.00 -381.25 -2812.50 -4412.50 911108 Long 1 25.00 -356.25 -2787.50 -4412.50 911111 Long 1 31.25 -350.00 -2781.25 -4412.50 911112 Exit Long 1 100.00 -281.25 -2712.50 -4412.50 MFE = 100.00 MAE = -250.00 911114 Enter Long 1 -50.00 -331.25 -2762.50 -4412.50 911115 Long 1 -37.50 -318.75 -2750.00 -4412.50 911118 Long 1 -137.50 -418.75 -2850.00 -4412.50 911119 Exit Long 1 100.00 -181.25 -2612.50 -4412.50 MFE = 100.00 MAE = -137.50 200.00 911220 Exit Short 1 100.00 -81.25 -2512.50 -4412.50 MFE = 100.00 MAE = 0.00 911223 Exit Short 1 100.00 18.75 -2412.50 -4412.50 MFE = 100.00 MAE = 0.00 200.00 920102 Exit Short 1 100.00 118.75 -2312.50 -4412.50 MFE = 100.00 MAE = 0.00 920107 Enter Short 1 -81.25 37.50 -2393.75 -4412.50 920108 Exit Short 1 100.00 218.75 -2212.50 -4412.50 MFE = 100.00 MAE = -81.25 920109 Exit Short 1 100.00 318.75 -2112.50 -4412.50 MFE = 100.00 MAE = 0.00 920110 Exit Short 1 100.00 418.75 -2012.50 -4412.50 MFE = 100.00 MAE = 0.00 920117 Enter Short 1 -75.00 343.75 -2087.50 -4412.50 920120 Short 1 -631.25 -212.50 -2643.75 -4412.50 920121 Short 1 -618.75 -200.00 -2631.25 -4412.50 920122 Short 1 -668.75 -250.00 -2681.25 -4412.50 920123 Short 1 -175.00 243.75 -2187.50 -4412.50 920124 Exit Short 1 100.00 518.75 -1912.50 -4412.50 MFE = 100.00 MAE = -668.75 920127 Enter Short 1 -112.50 406.25 -2025.00 -4412.50 920128 Short 1 -456.25 62.50 -2368.75 -4412.50 920129 Short 1 -287.50 231.25 -2200.00 -4412.50 920130 Short 1 -550.00 -31.25 -2462.50 -4412.50 920131 Short 1 -731.25 -212.50 -2643.75 -4412.50 500.00 920203 Short 1 -800.00 -281.25 -2712.50 -4412.50 920204 Short 1 -681.25 -162.50 -2593.75 -4412.50 920205 Short 1 -475.00 43.75 -2387.50 -4412.50 920206 Short 1 -587.50 -68.75 -2500.00 -4412.50 920207 Short 1 -781.25 -262.50 -2693.75 -4412.50 920210 Short 1 -587.50 -68.75 -2500.00 -4412.50 920211 Short 1 -781.25 -262.50 -2693.75 -4412.50 920212 Short 1 -812.50 -293.75 -2725.00 -4412.50 920213 Short 1 -1012.50 -493.75 -2925.00 -4412.50 920214 Short 1 -1025.00 -506.25 -2937.50 -4412.50 920217 Short 1 -950.00 -431.25 -2862.50 -4412.50 920218 Short 1 -1012.50 -493.75 -2925.00 -4412.50 920219 Short 1 -1125.00 -606.25 -3037.50 -4412.50 920220 Short 1 -1056.25 -537.50 -2968.75 -4412.50 920221 Short 1 -825.00 -306.25 -2737.50 -4412.50 920224 Short 1 -781.25 -262.50 -2693.75 -4412.50 920225 Short 1 -800.00 -281.25 -2712.50 -4412.50 920226 Short 1 -931.25 -412.50 -2843.75 -4412.50 920227 Short 1 -881.25 -362.50 -2793.75 -4412.50 920228 Short 1 -850.00 -331.25 -2762.50 -4412.50 0.00 920302 Short 1 -900.00 -381.25 -2812.50 -4412.50 920303 Short 1 -868.75 -350.00 -2781.25 -4412.50 920304 Short 1 -1012.50 -493.75 -2925.00 -4412.50 920305 Short 1 -1012.50 -493.75 -2925.00 -4412.50 920306 Short 1 -1050.00 -531.25 -2962.50 -4412.50 920309 Short 1 -1137.50 -618.75 -3050.00 -4412.50 920310 Short 1 -1118.75 -600.00 -3031.25 -4412.50 920311 Short 1 -1025.00 -506.25 -2937.50 -4412.50 920312 Short 1 -956.25 -437.50 -2868.75 -4412.50 920313 Short 1 -975.00 -456.25 -2887.50 -4412.50 920316 Short 1 -1000.00 -481.25 -2912.50 -4412.50 920317 Short 1 -1275.00 -756.25 -3187.50 -4412.50 920318 Short 1 -1356.25 -837.50 -3268.75 -4412.50 920319 Short 1 -1262.50 -743.76 -3175.00 -4412.50 920320 Short 1 -1325.00 -806.25 -3237.50 -4412.50 920323 Short 1 -1381.25 -862.50 -3293.75 -4412.50 920324 Short 1 -1431.25 -912.50 -3343.75 -4412.50 920325 Short 1 -1606.25 -1087.50 -3518.75 -4412.50 920326 Short 1 -1587.50 -1068.75 -3500.00 -4412.50 920327 Short 1 -1712.50 -1193.75 -3625.00 -4412.50 920330 Short 1 -1837.50 -1318.75 -3750.00 -4412.50 920331 Short 1 -1912.50 -1393.75 -3825.00 -4412.50 0.00 920401 Short 1 -1743.75 -1225.00 -3656.25 -4412.50 920402 Short 1 -1712.50 -1193.75 -3625.00 -4412.50 920403 Short 1 -1743.75 -1225.00 -3656.25 -4412.50 920406 Short 1 -1525.00 -1006.25 -3437.50 -4412.50 920407 Short 1 -1575.00 -1056.25 -3487.50 -4412.50 920408 Short 1 -1387.50 -868.75 -3300.00 -4412.50 920409 Short 1 -1531.25 -1012.50 -3443.75 -4412.50 920410 Short 1 -1562.50 -1043.75 -3475.00 -4412.50 920413 Short 1 -1631.25 -1112.50 -3543.75 -4412.50 920414 Short 1 -1725.00 -1206.25 -3637.50 -4412.50 920415 Short 1 -1643.75 -1125.01 -3556.25 -4412.50 920416 Short 1 -1712.50 -1193.75 -3625.00 -4412.50 920417 Short 1 -1775.00 -1256.25 -3687.50 -4412.50 920420 Short 1 -1825.00 -1306.25 -3737.50 -4412.50 920421 Short 1 -1650.00 -1131.25 -3562.50 -4412.50 920422 Short 1 -1581.25 -1062.50 -3493.75 -4412.50 920423 Short 1 -1062.50 -543.75 -2975.00 -4412.50 920424 Short 1 -1000.00 -481.25 -2912.50 -4412.50 920427 Short 1 -993.75 -475.00 -2906.25 -4412.50 920428 Short 1 -1106.25 -587.50 -3018.75 -4412.50 920429 Short 1 -1343.75 -825.00 -3256.25 -4412.50 920430 Short 1 -1087.50 -568.75 -3000.00 -4412.50 0.00 920501 Short 1 -1087.50 -568.75 -3000.00 -4412.50 920504 Short 1 -1137.50 -618.75 -3050.00 -4412.50 920505 Short 1 -1181.25 -662.50 -3093.75 -4412.50 920506 Short 1 -1118.75 -600.00 -3031.25 -4412.50 920507 Short 1 -1043.75 -525.00 -2956.25 -4412.50 920508 Short 1 -881.25 -362.50 -2793.75 -4412.50 920511 Short 1 -693.75 -175.00 -2606.25 -4412.50 920512 Short 1 -837.50 -318.75 -2750.00 -4412.50 920513 Short 1 -937.50 -418.75 -2850.00 -4412.50 920514 Short 1 -1125.00 -606.25 -3037.50 -4412.50 920515 Short 1 -1175.00 -656.25 -3087.50 -4412.50 920518 Short 1 -1325.00 -806.25 -3237.50 -4412.50 920519 Short 1 -1168.75 -650.00 -3081.25 -4412.50 920520 Short 1 -1100.00 -581.25 -3012.50 -4412.50 920521 Short 1 -1150.00 -631.26 -3062.50 -4412.50 920522 Short 1 -1187.50 -668.75 -3100.00 -4412.50 920525 Short 1 -1225.00 -706.25 -3137.50 -4412.50 920526 Short 1 -1281.25 -762.50 -3193.75 -4412.50 920527 Short 1 -1181.25 -662.50 -3093.75 -4412.50 920528 Short 1 -1256.25 -737.50 -3168.75 -4412.50 920529 Short 1 -1118.75 -600.00 -3031.25 -4412.50 0.00 920601 Short 1 -1150.00 -631.26 -3062.50 -4412.50 920602 Short 1 -1162.50 -643.75 -3075.00 -4412.50 920603 Exit Short 1 -1500.00 -981.25 -3412.50 -4412.50 MFE = 0.00 MAE = -1912.50 920603 Enter Long 1 -50.00 -1031.25 -3462.50 -4412.50 920604 Long 1 25.00 -956.25 -3387.50 -4412.50 920605 Long 1 43.75 -937.50 -3368.75 -4412.50 920608 Exit Long 1 100.00 -881.25 -3312.50 -4412.50 MFE = 100.00 MAE = -50.00 -1400.00 920804 Enter Short 1 -87.50 -968.75 -3400.00 -4412.50 920805 Exit Short 1 -512.50 -1393.75 -3825.00 -4412.50 MFE = 0.00 MAE = -512.50 920811 Exit Short 1 100.00 -1293.75 -3725.00 -4412.50 MFE = 100.00 MAE = 0.00 920812 Exit Short 1 100.00 -1193.75 -3625.00 -4412.50 MFE = 100.00 MAE = 0.00 920820 Enter Short 1 -125.00 -1318.75 -3750.00 -4412.50 920821 Exit Short 1 100.00 -1093.75 -3525.00 -4412.50 MFE = 100.00 MAE = -125.00 920824 Exit Short 1 100.00 -993.75 -3425.00 -4412.50 MFE = 100.00 MAE = 0.00 920825 Exit Short 1 100.00 -893.75 -3325.00 -4412.50 MFE = 100.00 MAE = 0.00 920831 Exit Short 1 100.00 -793.75 -3225.00 -4412.50 MFE = 100.00 MAE = 0.00 87.50 920904 Enter Short 1 -81.25 -875.00 -3306.25 -4412.50 920907 Exit Short 1 100.00 -693.75 -3125.00 -4412.50 MFE = 100.00 MAE = -81.25 920908 Exit Short 1 100.00 -593.75 -3025.00 -4412.50 MFE = 100.00 MAE = 0.00 920909 Enter Short 1 -362.50 -956.25 -3387.50 -4412.50 920910 Short 1 -606.25 -1200.00 -3631.25 -4412.50 920911 Short 1 -881.25 -1475.00 -3906.25 -4412.50 920914 Short 1 -1275.00 -1868.75 -4300.00 -4412.50 920915 Short 1 -1187.50 -1781.26 -4212.50 -4412.50 920916 Short 1 -1200.00 -1793.75 -4225.00 -4412.50 920917 Short 1 -962.50 -1556.25 -3987.50 -4412.50 920918 Short 1 -1218.75 -1812.50 -4243.75 -4412.50 920921 Short 1 -787.50 -1381.25 -3812.50 -4412.50 920922 Short 1 -681.25 -1275.00 -3706.25 -4412.50 920923 Short 1 -481.25 -1075.00 -3506.25 -4412.50 920924 Short 1 -531.25 -1125.00 -3556.25 -4412.50 920925 Short 1 -675.00 -1268.75 -3700.00 -4412.50 920928 Short 1 -181.25 -775.00 -3206.25 -4412.50 920929 Short 1 -50.00 -643.75 -3075.00 -4412.50 920930 Short 1 -87.50 -681.26 -3112.50 -4412.50 200.00 921001 Exit Short 1 100.00 -493.75 -2925.00 -4412.50 MFE = 100.00 MAE = -1275.00 921005 Enter Short 1 -431.25 -925.00 -3356.25 -4412.50 921006 Short 1 -318.75 -812.50 -3243.75 -4412.50 921007 Short 1 -243.75 -737.50 -3168.75 -4412.50 921008 Short 1 -343.75 -837.50 -3268.75 -4412.50 921009 Short 1 -218.75 -712.50 -3143.75 -4412.50 921012 Short 1 -293.75 -787.50 -3218.75 -4412.50 921013 Short 1 -475.00 -968.75 -3400.00 -4412.50 921014 Short 1 -493.75 -987.50 -3418.75 -4412.50 921015 Short 1 -450.00 -943.75 -3375.00 -4412.50 921016 Short 1 -262.50 -756.25 -3187.50 -4412.50 921019 Short 1 -187.50 -681.25 -3112.50 -4412.50 921020 Short 1 6.25 -487.50 -2918.75 -4412.50 921021 Short 1 -62.50 -556.25 -2987.50 -4412.50 921022 Short 1 -387.50 -881.25 -3312.50 -4412.50 921023 Short 1 -187.50 -681.25 -3112.50 -4412.50 921026 Exit Short 1 100.00 -393.75 -2825.00 -4412.50 MFE = 100.00 MAE = -493.75 921027 Exit Short 1 100.00 -293.75 -2725.00 -4412.50 MFE = 100.00 MAE = 0.00 921028 Exit Short 1 100.00 -193.75 -2625.00 -4412.50 MFE = 100.00 MAE = 0.00 921029 Enter Short 1 -175.00 -368.75 -2800.00 -4412.50 921030 Exit Short 1 100.00 -93.75 -2525.00 -4412.50 MFE = 100.00 MAE = -175.00 500.00 921102 Exit Short 1 100.00 6.25 -2425.00 -4412.50 MFE = 100.00 MAE = 0.00 921104 Exit Short 1 100.00 106.25 -2325.00 -4412.50 MFE = 100.00 MAE = 0.00 921105 Enter Short 1 -612.50 -506.25 -2937.50 -4412.50 921106 Short 1 -706.25 -600.00 -3031.25 -4412.50 921109 Short 1 -481.25 -375.00 -2806.25 -4412.50 921110 Short 1 -131.25 -25.00 -2456.25 -4412.50 921111 Short 1 -256.25 -150.00 -2581.25 -4412.50 921112 Short 1 -487.50 -381.25 -2812.50 -4412.50 921113 Short 1 -350.00 -243.75 -2675.00 -4412.50 921116 Short 1 0.00 106.25 -2325.00 -4412.50 921117 Exit Short 1 100.00 206.25 -2225.00 -4412.50 MFE = 100.00 MAE = -706.25 921119 Exit Short 1 100.00 306.25 -2125.00 -4412.50 MFE = 100.00 MAE = 0.00 921120 Enter Short 1 -118.75 187.50 -2243.75 -4412.50 921123 Short 1 37.50 343.75 -2087.50 -4412.50 921124 Short 1 -150.00 156.25 -2275.00 -4412.50 921125 Short 1 -400.00 -93.75 -2525.00 -4412.50 921126 Short 1 -243.75 62.50 -2368.75 -4412.50 921127 Short 1 -375.00 -68.75 -2500.00 -4412.50 921130 Exit Short 1 100.00 406.25 -2025.00 -4412.50 MFE = 100.00 MAE = -400.00 500.00 921201 Exit Short 1 100.00 506.25 -1925.00 -4412.50 MFE = 100.00 MAE = 0.00 921202 Enter Short 1 -193.75 312.50 -2118.75 -4412.50 921203 Short 1 -887.50 -381.25 -2812.50 -4412.50 921204 Short 1 -693.75 -187.50 -2618.75 -4412.50 921207 Short 1 -725.00 -218.75 -2650.00 -4412.50 921208 Short 1 -668.75 -162.50 -2593.75 -4412.50 921209 Short 1 -787.50 -281.25 -2712.50 -4412.50 921210 Short 1 -400.00 106.25 -2325.00 -4412.50 921211 Short 1 -518.75 -12.50 -2443.75 -4412.50 921214 Short 1 -306.25 200.00 -2231.25 -4412.50 921215 Short 1 -437.50 68.75 -2362.50 -4412.50 921216 Short 1 -481.25 25.00 -2406.25 -4412.50 921217 Short 1 -475.00 31.25 -2400.00 -4412.50 921218 Short 1 -606.25 -100.00 -2531.25 -4412.50 921221 Short 1 -681.25 -175.00 -2606.25 -4412.50 921222 Short 1 -500.00 6.25 -2425.00 -4412.50 921223 Short 1 -512.50 -6.25 -2437.50 -4412.50 921224 Short 1 -531.25 -25.00 -2456.25 -4412.50 921225 Short 1 -500.00 6.25 -2425.00 -4412.50 921228 Short 1 -393.75 112.50 -2318.75 -4412.50 921229 Short 1 -425.00 81.25 -2350.00 -4412.50 921230 Short 1 -418.75 87.50 -2343.75 -4412.50 921231 Short 1 -462.50 43.75 -2387.50 -4412.50 100.00 930104 Exit Short 1 100.00 606.25 -1825.00 -4412.50 MFE = 100.00 MAE = -887.50 930105 Exit Short 1 100.00 706.25 -1725.00 -4412.50 MFE = 100.00 MAE = 0.00 930106 Exit Short 1 100.00 806.25 -1625.00 -4412.50 MFE = 100.00 MAE = 0.00 930107 Enter Short 1 -81.25 725.00 -1706.25 -4412.50 930108 Short 1 -218.75 587.50 -1843.75 -4412.50 930111 Short 1 -337.50 468.75 -1962.50 -4412.50 930112 Short 1 -256.25 550.00 -1881.25 -4412.50 930113 Short 1 -56.25 750.00 -1681.25 -4412.50 930114 Short 1 -137.50 668.75 -1762.50 -4412.50 930115 Short 1 -350.00 456.25 -1975.00 -4412.50 930118 Short 1 -456.25 350.00 -2081.25 -4412.50 930119 Short 1 -168.75 637.50 -1793.75 -4412.50 930120 Short 1 -43.75 762.50 -1668.75 -4412.50 930121 Exit Short 1 100.00 906.25 -1525.00 -4412.50 MFE = 100.00 MAE = -456.25 930125 Enter Short 1 -50.00 856.25 -1575.00 -4412.50 930126 Short 1 -312.50 593.75 -1837.50 -4412.50 930127 Short 1 -200.00 706.25 -1725.00 -4412.50 930128 Short 1 -593.75 312.50 -2118.75 -4412.50 930129 Short 1 -531.25 375.00 -2056.25 -4412.50 400.00 930201 Short 1 -237.50 668.75 -1762.50 -4412.50 930202 Short 1 -500.00 406.25 -2025.00 -4412.50 930203 Short 1 -437.50 468.75 -1962.50 -4412.50 930204 Short 1 -625.00 281.25 -2150.00 -4412.50 930205 Short 1 -218.75 687.50 -1743.75 -4412.50 930208 Exit Short 1 100.00 1006.25 -1425.00 -4412.50 MFE = 100.00 MAE = -625.00 930209 Enter Short 1 -12.50 993.75 -1437.50 -4412.50 930210 Short 1 -212.50 793.75 -1637.50 -4412.50 930211 Short 1 -493.75 512.50 -1918.75 -4412.50 930212 Short 1 -518.75 487.50 -1943.75 -4412.50 930215 Short 1 -525.00 481.25 -1950.00 -4412.50 930216 Short 1 -1025.00 -18.75 -2450.00 -4412.50 930217 Short 1 -1162.50 -156.25 -2587.50 -4412.50 930218 Short 1 -1143.75 -137.50 -2568.75 -4412.50 930219 Short 1 -1325.00 -318.75 -2750.00 -4412.50 930222 Short 1 -1375.00 -368.75 -2800.00 -4412.50 930223 Short 1 -1768.75 -762.50 -3193.75 -4412.50 930224 Short 1 -1525.00 -518.75 -2950.00 -4412.50 930225 Short 1 -1656.25 -650.00 -3081.25 -4412.50 930226 Short 1 -1662.50 -656.25 -3087.50 -4412.50 100.00 930301 Exit Short 1 -2387.50 -1381.25 -3812.50 -4412.50 MFE = 0.00 MAE = -2387.50 -2387.50 930413 Exit Long 1 100.00 -1281.25 -3712.50 -4412.50 MFE = 100.00 MAE = 0.00 930414 Enter Long 1 -93.75 -1375.00 -3806.25 -4412.50 930415 Long 1 -237.50 -1518.75 -3950.00 -4412.50 930416 Long 1 -362.50 -1643.75 -4075.00 -4412.50 930419 Long 1 -268.75 -1550.00 -3981.25 -4412.50 930420 Long 1 -393.75 -1675.00 -4106.25 -4412.50 930421 Long 1 -456.25 -1737.50 -4168.75 -4412.50 930422 Long 1 -800.00 -2081.25 -4512.50 -4512.50 930423 Long 1 -493.75 -1775.00 -4206.25 -4512.50 930426 Long 1 -81.25 -1362.50 -3793.75 -4512.50 930427 Exit Long 1 100.00 -1181.25 -3612.50 -4512.50 MFE = 100.00 MAE = -800.00 200.00 930505 Enter Long 1 -43.75 -1225.00 -3656.25 -4512.50 930506 Exit Long 1 100.00 -1081.25 -3512.50 -4512.50 MFE = 100.00 MAE = -43.75 930507 Exit Long 1 100.00 -981.25 -3412.50 -4512.50 MFE = 100.00 MAE = 0.00 930512 Enter Long 1 -118.75 -1100.00 -3531.25 -4512.50 930513 Exit Long 1 100.00 -881.25 -3312.50 -4512.50 MFE = 100.00 MAE = -118.75 930514 Exit Long 1 100.00 -781.25 -3212.50 -4512.50 MFE = 100.00 MAE = 0.00 930520 Enter Long 1 -62.50 -843.75 -3275.00 -4512.50 930521 Long 1 -43.75 -825.00 -3256.25 -4512.50 930524 Long 1 -81.25 -862.50 -3293.75 -4512.50 930525 Exit Long 1 100.00 -681.25 -3112.50 -4512.50 MFE = 100.00 MAE = -81.25 500.00 930624 Enter Short 1 -250.00 -931.25 -3362.50 -4512.50 930625 Short 1 -331.25 -1012.50 -3443.75 -4512.50 930628 Short 1 -212.50 -893.75 -3325.00 -4512.50 930629 Short 1 -250.00 -931.25 -3362.50 -4512.50 930630 Exit Short 1 100.00 -581.25 -3012.50 -4512.50 MFE = 100.00 MAE = -331.25 100.00 930706 Enter Short 1 -350.00 -931.25 -3362.50 -4512.50 930707 Short 1 -475.00 -1056.25 -3487.50 -4512.50 930708 Short 1 -806.25 -1387.50 -3818.75 -4512.50 930709 Short 1 -556.25 -1137.50 -3568.75 -4512.50 930712 Short 1 -450.00 -1031.25 -3462.50 -4512.50 930713 Short 1 -318.75 -900.00 -3331.25 -4512.50 930714 Short 1 -312.50 -893.75 -3325.00 -4512.50 930715 Short 1 -587.50 -1168.75 -3600.00 -4512.50 930716 Short 1 -418.75 -1000.00 -3431.25 -4512.50 930719 Short 1 -212.50 -793.75 -3225.00 -4512.50 930720 Short 1 -431.25 -1012.50 -3443.75 -4512.50 930721 Short 1 -325.00 -906.25 -3337.50 -4512.50 930722 Short 1 -212.50 -793.75 -3225.00 -4512.50 930723 Short 1 -475.00 -1056.25 -3487.50 -4512.50 930726 Short 1 -425.00 -1006.25 -3437.50 -4512.50 930727 Short 1 -325.00 -906.25 -3337.50 -4512.50 930728 Short 1 -325.00 -906.25 -3337.50 -4512.50 930729 Short 1 -606.25 -1187.50 -3618.75 -4512.50 930730 Short 1 -1056.25 -1637.50 -4068.75 -4512.50 0.00 930802 Short 1 -1200.00 -1781.25 -4212.50 -4512.50 930803 Short 1 -1156.25 -1737.50 -4168.75 -4512.50 930804 Short 1 -1062.50 -1643.75 -4075.00 -4512.50 930805 Short 1 -575.00 -1156.25 -3587.50 -4512.50 930806 Short 1 -587.50 -1168.75 -3600.00 -4512.50 930809 Short 1 -606.25 -1187.50 -3618.75 -4512.50 930810 Short 1 -868.75 -1450.00 -3881.25 -4512.50 930811 Short 1 -743.75 -1325.00 -3756.25 -4512.50 930812 Short 1 -287.50 -868.75 -3300.00 -4512.50 930813 Short 1 -300.00 -881.25 -3312.50 -4512.50 930816 Short 1 -437.50 -1018.75 -3450.00 -4512.50 930817 Short 1 -87.50 -668.75 -3100.00 -4512.50 930818 Short 1 -206.25 -787.50 -3218.75 -4512.50 930819 Short 1 -587.50 -1168.75 -3600.00 -4512.50 930820 Short 1 -275.00 -856.25 -3287.50 -4512.50 930823 Exit Short 1 100.00 -481.25 -2912.50 -4512.50 MFE = 100.00 MAE = -1200.00 930824 Enter Short 1 -281.25 -762.50 -3193.75 -4512.50 930825 Short 1 -425.00 -906.25 -3337.50 -4512.50 930826 Short 1 -237.50 -718.75 -3150.00 -4512.50 930827 Short 1 18.75 -462.50 -2893.75 -4512.50 930830 Short 1 -281.25 -762.50 -3193.75 -4512.50 930831 Short 1 -481.25 -962.50 -3393.75 -4512.50 100.00 930901 Short 1 -37.50 -518.75 -2950.00 -4512.50 930902 Exit Short 1 100.00 -381.25 -2812.50 -4512.50 MFE = 100.00 MAE = -481.25 930903 Exit Short 1 100.00 -281.25 -2712.50 -4512.50 MFE = 100.00 MAE = 0.00 930914 Exit Short 1 100.00 -181.25 -2612.50 -4512.50 MFE = 100.00 MAE = 0.00 930920 Enter Short 1 -225.00 -406.25 -2837.50 -4512.50 930921 Short 1 -581.25 -762.50 -3193.75 -4512.50 930922 Short 1 -506.25 -687.50 -3118.75 -4512.50 930923 Short 1 -506.25 -687.50 -3118.75 -4512.50 930924 Short 1 -493.75 -675.00 -3106.25 -4512.50 930927 Short 1 -106.25 -287.50 -2718.75 -4512.50 930928 Short 1 6.25 -175.00 -2606.25 -4512.50 930929 Exit Short 1 100.00 -81.25 -2512.50 -4512.50 MFE = 100.00 MAE = -581.25 400.00 931007 Enter Short 1 -381.25 -462.50 -2893.75 -4512.50 931008 Short 1 -731.25 -812.50 -3243.75 -4512.50 931011 Short 1 -768.75 -850.00 -3281.25 -4512.50 931012 Short 1 -843.75 -925.00 -3356.25 -4512.50 931013 Short 1 -925.00 -1006.25 -3437.50 -4512.50 931014 Short 1 -1043.75 -1125.00 -3556.25 -4512.50 931015 Short 1 -968.75 -1050.00 -3481.25 -4512.50 931018 Short 1 -893.75 -975.00 -3406.25 -4512.50 931019 Short 1 -1068.75 -1150.00 -3581.25 -4512.50 931020 Short 1 -1362.50 -1443.75 -3875.00 -4512.50 931021 Short 1 -1462.50 -1543.75 -3975.00 -4512.50 931022 Short 1 -1375.00 -1456.25 -3887.50 -4512.50 931025 Short 1 -1368.75 -1450.00 -3881.25 -4512.50 931026 Short 1 -1231.25 -1312.50 -3743.75 -4512.50 931027 Short 1 -1156.25 -1237.50 -3668.75 -4512.50 931028 Short 1 -1187.50 -1268.75 -3700.00 -4512.50 931029 Short 1 -1187.50 -1268.75 -3700.00 -4512.50 0.00 931101 Short 1 -1693.75 -1775.00 -4206.25 -4512.50 931102 Short 1 -1656.25 -1737.50 -4168.75 -4512.50 931103 Short 1 -1787.50 -1868.75 -4300.00 -4512.50 931104 Short 1 -1681.25 -1762.50 -4193.75 -4512.50 931105 Short 1 -1731.25 -1812.50 -4243.75 -4512.50 931108 Short 1 -1231.25 -1312.50 -3743.75 -4512.50 931109 Short 1 -1212.50 -1293.75 -3725.00 -4512.50 931110 Short 1 -1018.75 -1100.00 -3531.25 -4512.50 931111 Short 1 -818.75 -900.00 -3331.25 -4512.50 931112 Short 1 -750.00 -831.25 -3262.50 -4512.50 931115 Short 1 -581.25 -662.50 -3093.75 -4512.50 931116 Short 1 -675.00 -756.25 -3187.50 -4512.50 931117 Short 1 -1000.00 -1081.25 -3512.50 -4512.50 931118 Short 1 -825.00 -906.25 -3337.50 -4512.50 931119 Short 1 -981.25 -1062.50 -3493.75 -4512.50 931122 Short 1 -900.00 -981.25 -3412.50 -4512.50 931123 Short 1 -987.50 -1068.75 -3500.00 -4512.50 931124 Short 1 -1062.50 -1143.75 -3575.00 -4512.50 931125 Short 1 -1131.25 -1212.50 -3643.75 -4512.50 931126 Short 1 -937.50 -1018.75 -3450.00 -4512.50 931129 Short 1 -587.50 -668.75 -3100.00 -4512.50 931130 Short 1 -737.50 -818.75 -3250.00 -4512.50 0.00 931201 Short 1 -681.25 -762.50 -3193.75 -4512.50 931202 Exit Short 1 -1275.00 -1356.25 -3787.50 -4512.50 MFE = 0.00 MAE = -1787.50 -1275.00 940103 Exit Long 1 100.00 -1256.25 -3687.50 -4512.50 MFE = 100.00 MAE = 0.00 940111 Enter Long 1 43.75 -1212.50 -3643.75 -4512.50 940112 Exit Long 1 100.00 -1156.25 -3587.50 -4512.50 MFE = 100.00 MAE = 0.00 940117 Exit Long 1 100.00 -1056.25 -3487.50 -4512.50 MFE = 100.00 MAE = 0.00 940118 Enter Long 1 -56.25 -1112.50 -3543.75 -4512.50 940119 Exit Long 1 100.00 -956.25 -3387.50 -4512.50 MFE = 100.00 MAE = -56.25 940120 Exit Long 1 100.00 -856.25 -3287.50 -4512.50 MFE = 100.00 MAE = 0.00 940125 Exit Long 1 100.00 -756.25 -3187.50 -4512.50 MFE = 100.00 MAE = 0.00 940126 Exit Long 1 100.00 -656.25 -3087.50 -4512.50 MFE = 100.00 MAE = 0.00 940127 Exit Long 1 100.00 -556.25 -2987.50 -4512.50 MFE = 100.00 MAE = 0.00 940128 Enter Long 1 -56.25 -612.50 -3043.75 -4512.50 940131 Exit Long 1 100.00 -456.25 -2887.50 -4512.50 MFE = 100.00 MAE = -56.25 900.00 940201 Exit Long 1 100.00 -356.25 -2787.50 -4512.50 MFE = 100.00 MAE = 0.00 940202 Exit Long 1 100.00 -256.25 -2687.50 -4512.50 MFE = 100.00 MAE = 0.00 940203 Enter Long 1 -81.25 -337.50 -2768.75 -4512.50 940204 Long 1 -318.75 -575.00 -3006.25 -4512.50 940207 Long 1 -93.75 -350.00 -2781.25 -4512.50 940208 Exit Long 1 100.00 -156.25 -2587.50 -4512.50 MFE = 100.00 MAE = -318.75 940209 Enter Long 1 -18.75 -175.00 -2606.25 -4512.50 940210 Exit Long 1 100.00 -56.25 -2487.50 -4512.50 MFE = 100.00 MAE = -18.75 940215 Enter Long 1 -25.00 -81.25 -2512.50 -4512.50 940216 Exit Long 1 100.00 43.75 -2387.50 -4512.50 MFE = 100.00 MAE = -25.00 940217 Exit Long 1 100.00 143.75 -2287.50 -4512.50 MFE = 100.00 MAE = 0.00 940218 Enter Long 1 -112.50 31.25 -2400.00 -4512.50 940221 Long 1 -100.00 43.75 -2387.50 -4512.50 940222 Exit Long 1 100.00 243.75 -2187.50 -4512.50 MFE = 100.00 MAE = -112.50 940223 Exit Long 1 100.00 343.75 -2087.50 -4512.50 MFE = 100.00 MAE = 0.00 940224 Exit Long 1 100.00 443.75 -1987.50 -4512.50 MFE = 100.00 MAE = 0.00 900.00 940301 Exit Long 1 100.00 543.75 -1887.50 -4512.50 MFE = 100.00 MAE = 0.00 940303 Exit Long 1 100.00 643.75 -1787.50 -4512.50 MFE = 100.00 MAE = 0.00 940304 Exit Long 1 100.00 743.75 -1687.50 -4512.50 MFE = 100.00 MAE = 0.00 940307 Exit Long 1 100.00 843.75 -1587.50 -4512.50 MFE = 100.00 MAE = 0.00 940308 Exit Long 1 100.00 943.75 -1487.50 -4512.50 MFE = 100.00 MAE = 0.00 940310 Enter Long 1 -512.50 431.25 -2000.00 -4512.50 940311 Long 1 -37.50 906.25 -1525.00 -4512.50 940314 Exit Long 1 100.00 1043.75 -1387.50 -4512.50 MFE = 100.00 MAE = -512.50 940315 Exit Long 1 100.00 1143.75 -1287.50 -4512.50 MFE = 100.00 MAE = 0.00 940321 Enter Long 1 -350.00 793.75 -1637.50 -4512.50 940322 Long 1 -131.25 1012.49 -1418.75 -4512.50 940323 Long 1 -118.75 1025.00 -1406.25 -4512.50 940324 Long 1 -512.50 631.24 -1800.00 -4512.50 940325 Long 1 -168.75 975.00 -1456.25 -4512.50 940328 Long 1 -281.25 862.50 -1568.75 -4512.50 940329 Long 1 -681.25 462.50 -1968.75 -4512.50 940330 Long 1 -775.00 368.75 -2062.50 -4512.50 940331 Long 1 -606.25 537.50 -1893.75 -4512.50 700.00 940401 Long 1 -456.25 687.50 -1743.75 -4512.50 940404 Long 1 -687.50 456.25 -1975.00 -4512.50 940405 Long 1 -493.75 650.00 -1781.25 -4512.50 940406 Long 1 -443.75 700.00 -1731.25 -4512.50 940407 Exit Long 1 100.00 1243.75 -1187.50 -4512.50 MFE = 100.00 MAE = -775.00 940408 Exit Long 1 100.00 1343.75 -1087.50 -4512.50 MFE = 100.00 MAE = 0.00 940411 Enter Long 1 -243.75 1100.00 -1331.25 -4512.50 940412 Exit Long 1 100.00 1443.75 -987.50 -4512.50 MFE = 100.00 MAE = -243.75 940413 Exit Long 1 100.00 1543.75 -887.50 -4512.50 MFE = 100.00 MAE = 0.00 940414 Enter Long 1 -112.50 1431.25 -1000.00 -4512.50 940415 Exit Long 1 100.00 1643.75 -787.50 -4512.50 MFE = 100.00 MAE = -112.50 940420 Enter Long 1 -368.75 1275.00 -1156.25 -4512.50 940421 Long 1 -62.50 1581.25 -850.00 -4512.50 940422 Exit Long 1 100.00 1743.75 -687.50 -4512.50 MFE = 100.00 MAE = -368.75 940426 Enter Long 1 -175.00 1568.75 -862.50 -4512.50 940427 Long 1 -237.50 1506.25 -925.00 -4512.50 940428 Long 1 -468.75 1275.00 -1156.25 -4512.50 940429 Long 1 -287.50 1456.25 -975.00 -4512.50 600.00 940502 Long 1 -475.00 1268.75 -1162.50 -4512.50 940503 Long 1 -1000.00 743.75 -1687.50 -4512.50 940504 Long 1 -506.25 1237.50 -1193.75 -4512.50 940505 Long 1 -156.25 1587.50 -843.75 -4512.50 940506 Long 1 -218.75 1525.00 -906.25 -4512.50 940509 Exit Long 1 100.00 1843.75 -587.50 -4512.50 MFE = 100.00 MAE = -1000.00 940510 Enter Long 1 -112.50 1731.25 -700.00 -4512.50 940511 Long 1 -381.25 1462.50 -968.75 -4512.50 940512 Long 1 -425.00 1418.75 -1012.50 -4512.50 940513 Long 1 -131.25 1712.50 -718.75 -4512.50 940516 Exit Long 1 100.00 1943.75 -487.50 -4512.50 MFE = 100.00 MAE = -425.00 940531 Enter Long 1 -37.50 1906.25 -525.00 -4512.50 200.00 940601 Exit Long 1 100.00 2043.75 -387.50 -4512.50 MFE = 100.00 MAE = -37.50 940620 Exit Long 1 100.00 2143.75 -287.50 -4512.50 MFE = 100.00 MAE = 0.00 940621 Exit Long 1 100.00 2243.75 -187.50 -4512.50 MFE = 100.00 MAE = 0.00 940630 Enter Long 1 -362.50 1881.25 -550.00 -4512.50 300.00 940701 Long 1 -56.25 2187.50 -243.75 -4512.50 940704 Long 1 -231.25 2012.50 -418.75 -4512.50 940705 Long 1 -625.00 1618.75 -812.50 -4512.50 940706 Long 1 -175.00 2068.75 -362.50 -4512.50 940707 Long 1 -412.50 1831.25 -600.00 -4512.50 940708 Long 1 -12.50 2231.25 -200.00 -4512.50 940711 Exit Long 1 100.00 2343.75 -87.50 -4512.50 MFE = 100.00 MAE = -625.00 940719 Enter Long 1 6.25 2350.00 -81.25 -4512.50 940720 Long 1 31.25 2375.00 -56.25 -4512.50 940721 Exit Long 1 100.00 2443.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 940722 Exit Long 1 100.00 2543.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 300.00 940804 Exit Long 1 100.00 2643.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 940805 Exit Long 1 100.00 2743.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 940824 Exit Long 1 100.00 2843.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 300.00 940907 Enter Long 1 -43.75 2800.00 -43.75 -4512.50 940908 Exit Long 1 100.00 2943.75 0.00 -4512.50 MFE = 100.00 MAE = -43.75 100.00 941017 Enter Long 1 -206.25 2737.50 -206.25 -4512.50 941018 Long 1 -168.75 2775.00 -168.75 -4512.50 941019 Long 1 -212.50 2731.25 -212.50 -4512.50 941020 Long 1 -487.50 2456.25 -487.50 -4512.50 941021 Long 1 -450.00 2493.75 -450.00 -4512.50 941024 Long 1 -225.00 2718.75 -225.00 -4512.50 941025 Long 1 -131.25 2812.50 -131.25 -4512.50 941026 Exit Long 1 100.00 3043.75 0.00 -4512.50 MFE = 100.00 MAE = -487.50 100.00 941104 Exit Long 1 100.00 3143.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 941118 Enter Long 1 12.50 3156.25 0.00 -4512.50 941121 Exit Long 1 100.00 3243.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 941130 Enter Long 1 56.25 3299.99 0.00 -4512.50 200.00 941201 Exit Long 1 100.00 3343.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 941208 Enter Long 1 -18.75 3325.00 0.00 -4512.50 941209 Exit Long 1 100.00 3443.75 0.00 -4512.50 MFE = 100.00 MAE = -18.75 941214 Enter Long 1 -143.75 3300.00 -25.00 -4512.50 941215 Long 1 -37.50 3406.25 0.00 -4512.50 941216 Long 1 -200.00 3243.75 -162.50 -4512.50 941219 Long 1 -137.50 3306.25 -100.00 -4512.50 941220 Long 1 -150.00 3293.75 -112.50 -4512.50 941221 Long 1 -193.75 3250.00 -156.25 -4512.50 941222 Long 1 -168.75 3275.00 -131.25 -4512.50 941223 Long 1 -68.75 3375.00 -31.25 -4512.50 941226 Long 1 -106.25 3337.50 -68.75 -4512.50 941227 Long 1 -131.25 3312.50 -93.75 -4512.50 941228 Long 1 -112.50 3331.25 -75.00 -4512.50 941229 Long 1 -112.50 3331.25 -75.00 -4512.50 941230 Long 1 -200.00 3243.75 -162.50 -4512.50 200.00 950102 Long 1 -187.50 3256.25 -150.00 -4512.50 950103 Exit Long 1 -643.75 2800.00 -643.75 -4512.50 MFE = 0.00 MAE = -643.75 950110 Exit Long 1 100.00 2900.00 -543.75 -4512.50 MFE = 100.00 MAE = 0.00 950111 Exit Long 1 100.00 3000.00 -443.75 -4512.50 MFE = 100.00 MAE = 0.00 950112 Exit Long 1 100.00 3100.00 -343.75 -4512.50 MFE = 100.00 MAE = 0.00 950119 Exit Long 1 100.00 3200.00 -243.75 -4512.50 MFE = 100.00 MAE = 0.00 950120 Exit Long 1 100.00 3300.00 -106.25 -4512.50 MFE = 100.00 MAE = 0.00 950124 Enter Long 1 -6.25 3293.75 -112.50 -4512.50 950125 Exit Long 1 100.00 3400.00 -6.25 -4512.50 MFE = 100.00 MAE = -6.25 950131 Enter Long 1 -325.00 3074.99 -331.25 -4512.50 -43.75 950201 Long 1 -243.75 3156.25 -250.00 -4512.50 950202 Long 1 -200.00 3200.00 -206.25 -4512.50 950203 Long 1 -650.00 2750.00 -656.25 -4512.50 950206 Long 1 -662.50 2737.49 -668.75 -4512.50 950207 Long 1 -1037.50 2362.50 -1043.75 -4512.50 950208 Long 1 -1031.25 2368.75 -1037.50 -4512.50 950209 Long 1 -1225.00 2175.00 -1231.25 -4512.50 950210 Long 1 -1006.25 2393.75 -1012.50 -4512.50 950213 Long 1 -1137.50 2262.50 -1143.75 -4512.50 950214 Long 1 -981.25 2418.75 -987.50 -4512.50 950215 Long 1 -956.25 2443.75 -962.50 -4512.50 950216 Long 1 -1087.50 2312.49 -1093.75 -4512.50 950217 Long 1 -1562.50 1837.50 -1568.75 -4512.50 950220 Long 1 -1506.25 1893.75 -1512.50 -4512.50 950221 Long 1 -1118.75 2281.25 -1125.00 -4512.50 950222 Long 1 -1381.25 2018.75 -1387.50 -4512.50 950223 Long 1 -1562.50 1837.50 -1568.75 -4512.50 950224 Long 1 -1500.00 1900.00 -1506.25 -4512.50 950227 Long 1 -1362.50 2037.50 -1368.75 -4512.50 950228 Long 1 -1425.00 1974.99 -1431.25 -4512.50 0.00 950301 Long 1 -1656.25 1743.75 -1662.50 -4512.50 950302 Long 1 -1593.75 1806.25 -1600.00 -4512.50 950303 Long 1 -1562.50 1837.50 -1568.75 -4512.50 950306 Long 1 -1362.50 2037.50 -1368.75 -4512.50 950307 Long 1 -1431.25 1968.75 -1437.50 -4512.50 950308 Long 1 -1393.75 2006.25 -1400.00 -4512.50 950309 Long 1 -1262.50 2137.50 -1268.75 -4512.50 950310 Long 1 -1087.50 2312.49 -1093.75 -4512.50 950313 Long 1 -968.75 2431.25 -975.00 -4512.50 950314 Long 1 -1037.50 2362.50 -1043.75 -4512.50 950315 Long 1 -956.25 2443.75 -962.50 -4512.50 950316 Long 1 -1031.25 2368.75 -1037.50 -4512.50 950317 Exit Long 1 -1168.75 2231.25 -1175.00 -4512.50 MFE = 0.00 MAE = -1656.25 950317 Exit Short 1 100.00 2331.25 -1075.00 -4512.50 MFE = 100.00 MAE = 0.00 950320 Exit Short 1 100.00 2431.25 -975.00 -4512.50 MFE = 100.00 MAE = 0.00 950327 Enter Short 1 -18.75 2412.50 -993.75 -4512.50 950328 Exit Short 1 100.00 2531.25 -875.00 -4512.50 MFE = 100.00 MAE = -18.75 950329 Exit Short 1 100.00 2631.25 -775.00 -4512.50 MFE = 100.00 MAE = 0.00 950330 Enter Short 1 -468.75 2162.50 -1243.75 -4512.50 950331 Short 1 -681.25 1950.00 -1456.25 -4512.50 -768.75 950403 Short 1 -631.25 2000.00 -1406.25 -4512.50 950404 Short 1 -687.50 1943.75 -1462.50 -4512.50 950405 Short 1 -1137.50 1493.75 -1912.50 -4512.50 950406 Short 1 -1056.25 1575.00 -1831.25 -4512.50 950407 Short 1 -1212.50 1418.75 -1987.50 -4512.50 950410 Short 1 -1000.00 1631.25 -1775.00 -4512.50 950411 Short 1 -1187.50 1443.75 -1962.50 -4512.50 950412 Short 1 -1243.75 1387.50 -2018.75 -4512.50 950413 Short 1 -1031.25 1600.00 -1806.25 -4512.50 950414 Short 1 -1062.50 1568.75 -1837.50 -4512.50 950417 Short 1 -1281.25 1350.00 -2056.25 -4512.50 950418 Short 1 -1206.25 1424.99 -1981.25 -4512.50 950419 Short 1 -693.75 1937.50 -1468.75 -4512.50 950420 Short 1 -862.50 1768.75 -1637.50 -4512.50 950421 Short 1 -350.00 2281.25 -1125.00 -4512.50 950424 Short 1 -337.50 2293.75 -1112.50 -4512.50 950425 Short 1 -287.50 2343.75 -1062.50 -4512.50 950426 Short 1 -243.75 2387.50 -1018.75 -4512.50 950427 Short 1 -481.25 2150.00 -1256.25 -4512.50 950428 Short 1 -306.25 2325.00 -1081.25 -4512.50 0.00 950501 Short 1 -418.75 2212.50 -1193.75 -4512.50 950502 Short 1 -350.00 2281.25 -1125.00 -4512.50 950503 Short 1 -650.00 1981.25 -1425.00 -4512.50 950504 Short 1 -1118.75 1512.50 -1893.75 -4512.50 950505 Short 1 -1331.25 1300.00 -2106.25 -4512.50 950508 Short 1 -937.50 1693.74 -1712.50 -4512.50 950509 Short 1 -318.75 2312.50 -1093.75 -4512.50 950510 Short 1 -306.25 2325.00 -1081.25 -4512.50 950511 Short 1 -687.50 1943.75 -1462.50 -4512.50 950512 Short 1 -1081.25 1550.00 -1856.25 -4512.50 950515 Short 1 -687.50 1943.75 -1462.50 -4512.50 950516 Short 1 -362.50 2268.75 -1137.50 -4512.50 950517 Short 1 -650.00 1981.25 -1425.00 -4512.50 950519 Exit Short 1 287.50 2918.75 -487.50 -4512.50 MFE = 287.50 MAE = -1331.25 950531 Exit Short 1 100.00 3018.75 -387.50 -4512.50 MFE = 100.00 MAE = 0.00 387.50 950601 Enter Short 1 -187.50 2831.25 -575.00 -4512.50 950602 Exit Short 1 100.00 3118.75 -287.50 -4512.50 MFE = 100.00 MAE = -187.50 950609 Enter Short 1 -62.50 3056.25 -350.00 -4512.50 950612 Short 1 -87.50 3031.25 -375.00 -4512.50 950613 Short 1 -137.50 2981.25 -425.00 -4512.50 950614 Short 1 -175.00 2943.75 -462.50 -4512.50 950615 Short 1 -568.75 2550.00 -856.25 -4512.50 950616 Short 1 -662.50 2456.25 -950.00 -4512.50 950619 Short 1 -493.75 2625.00 -781.25 -4512.50 950620 Short 1 -362.50 2756.25 -650.00 -4512.50 950621 Short 1 -487.50 2631.25 -775.00 -4512.50 950622 Short 1 -131.25 2987.50 -418.75 -4512.50 950623 Short 1 -112.50 3006.25 -400.00 -4512.50 950626 Short 1 -37.50 3081.25 -325.00 -4512.50 950627 Exit Short 1 100.00 3218.75 -187.50 -4512.50 MFE = 100.00 MAE = -662.50 950630 Exit Short 1 100.00 3318.75 -87.50 -4512.50 MFE = 100.00 MAE = 0.00 300.00 950803 Enter Short 1 -50.00 3268.75 -137.50 -4512.50 950804 Short 1 -437.50 2881.25 -525.00 -4512.50 950807 Short 1 -350.00 2968.75 -437.50 -4512.50 950808 Short 1 -512.50 2806.25 -600.00 -4512.50 950809 Short 1 -293.75 3025.00 -381.25 -4512.50 950810 Short 1 -250.00 3068.75 -337.50 -4512.50 950811 Short 1 -387.50 2931.25 -475.00 -4512.50 950814 Short 1 -400.00 2918.75 -487.50 -4512.50 950815 Short 1 -12.50 3306.25 -100.00 -4512.50 950816 Exit Short 1 100.00 3418.75 0.00 -4512.50 MFE = 100.00 MAE = -512.50 950829 Exit Long 1 100.00 3518.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 200.00 950912 Exit Long 1 100.00 3618.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 950913 Exit Long 1 100.00 3718.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 950919 Enter Long 1 -56.25 3662.50 -56.25 -4512.50 950920 Long 1 -381.25 3337.50 -381.25 -4512.50 950921 Long 1 -843.75 2875.00 -843.75 -4512.50 950922 Long 1 -968.75 2750.00 -968.75 -4512.50 950925 Long 1 -668.75 3050.00 -668.75 -4512.50 950926 Long 1 -825.00 2893.75 -825.00 -4512.50 950927 Long 1 -781.25 2937.50 -781.25 -4512.50 950928 Long 1 -625.00 3093.75 -625.00 -4512.50 950929 Long 1 -400.00 3318.75 -400.00 -4512.50 200.00 951002 Long 1 12.50 3731.25 0.00 -4512.50 951003 Exit Long 1 100.00 3818.75 0.00 -4512.50 MFE = 100.00 MAE = -968.75 951006 Enter Long 1 37.50 3856.25 0.00 -4512.50 951009 Exit Long 1 100.00 3918.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 951011 Exit Long 1 100.00 4018.75 0.00 -4512.50 MFE = 100.00 MAE = 0.00 951012 Enter Long 1 -312.50 3706.25 -150.00 -4512.50 951013 Long 1 -350.00 3668.75 -187.50 -4512.50 951016 Long 1 -250.00 3768.75 -87.50 -4512.50 951017 Long 1 -725.00 3293.75 -562.50 -4512.50 951018 Long 1 -587.50 3431.25 -425.00 -4512.50 951019 Long 1 -768.75 3250.00 -606.25 -4512.50 951020 Long 1 -881.25 3137.50 -718.75 -4512.50 951023 Long 1 -1087.50 2931.25 -925.00 -4512.50 951024 Long 1 -1056.25 2962.50 -893.75 -4512.50 951025 Long 1 -937.50 3081.25 -775.00 -4512.50 951026 Long 1 -600.00 3418.75 -437.50 -4512.50 951027 Long 1 -606.25 3412.50 -443.75 -4512.50 951030 Long 1 -256.25 3762.50 -93.75 -4512.50 951031 Long 1 -225.00 3793.75 -62.50 -4512.50 300.00 951101 Long 1 -237.50 3781.25 -75.00 -4512.50 951102 Long 1 -443.75 3575.00 -281.25 -4512.50 951103 Long 1 -350.00 3668.75 -187.50 -4512.50 951106 Long 1 -612.50 3406.25 -450.00 -4512.50 951107 Long 1 -843.75 3175.00 -681.25 -4512.50 951108 Long 1 -912.50 3106.25 -750.00 -4512.50 951109 Long 1 -1731.25 2287.50 -1568.75 -4512.50 951110 Long 1 -1587.50 2431.25 -1425.00 -4512.50 951113 Long 1 -1637.50 2381.25 -1475.00 -4512.50 951114 Long 1 -1506.25 2512.50 -1343.75 -4512.50 951115 Long 1 -1818.75 2200.00 -1656.25 -4512.50 951116 Long 1 -1487.50 2531.25 -1325.00 -4512.50 951117 Long 1 -1475.00 2543.75 -1312.50 -4512.50 951120 Long 1 -1275.00 2743.75 -1112.50 -4512.50 951121 Long 1 -1293.75 2725.00 -1131.25 -4512.50 951122 Long 1 -1518.75 2500.00 -1356.25 -4512.50 951123 Long 1 -1450.00 2568.75 -1287.50 -4512.50 951124 Long 1 -1556.25 2462.50 -1393.75 -4512.50 951127 Long 1 -1287.50 2731.25 -1125.00 -4512.50 951128 Long 1 -962.50 3056.25 -800.00 -4512.50 951129 Long 1 -993.75 3025.00 -831.25 -4512.50 951130 Long 1 -1287.50 2731.25 -1125.00 -4512.50 0.00 951201 Long 1 -1600.00 2418.75 -1437.50 -4512.50 951204 Long 1 -1593.75 2425.00 -1431.25 -4512.50 951205 Long 1 -1550.00 2468.75 -1387.50 -4512.50 951206 Long 1 -1550.00 2468.75 -1387.50 -4512.50 951207 Long 1 -1600.00 2418.75 -1437.50 -4512.50 951208 Long 1 -1731.25 2287.50 -1568.75 -4512.50 951211 Long 1 -1743.75 2275.00 -1581.25 -4512.50 951212 Long 1 -1493.75 2525.00 -1331.25 -4512.50 951213 Long 1 -1250.00 2768.75 -1087.50 -4512.50 951214 Long 1 -1562.50 2456.25 -1400.00 -4512.50 951215 Long 1 -1412.50 2606.25 -1250.00 -4512.50 951218 Long 1 -1475.00 2543.75 -1312.50 -4512.50 951219 Long 1 -1450.00 2568.75 -1287.50 -4512.50 951220 Long 1 -1456.25 2562.50 -1293.75 -4512.50 951221 Long 1 -1475.00 2543.75 -1312.50 -4512.50 951222 Long 1 -1506.25 2512.50 -1343.75 -4512.50 951225 Long 1 -1600.00 2418.75 -1437.50 -4512.50 951226 Long 1 -1443.75 2575.00 -1281.25 -4512.50 951227 Long 1 -1018.75 3000.00 -856.25 -4512.50 951228 Long 1 -1225.00 2793.75 -1062.50 -4512.50 951229 Long 1 -1350.00 2668.75 -1187.50 -4512.50 0.00 960102 Long 1 -1225.00 2793.75 -1062.50 -4512.50 960103 Long 1 -975.00 3043.75 -812.50 -4512.50 960104 Exit Long 1 -1381.25 2637.50 -1381.25 -4512.50 MFE = 0.00 MAE = -1818.75 960104 Exit Short 1 100.00 2737.50 -1281.25 -4512.50 MFE = 100.00 MAE = 0.00 960117 Enter Short 1 -50.00 2687.50 -1168.75 -4512.50 960118 Exit Short 1 100.00 2837.50 -1181.25 -4512.50 MFE = 100.00 MAE = -50.00 960119 Exit Short 1 100.00 2937.50 -918.75 -4512.50 MFE = 100.00 MAE = 0.00 -1081.25 960308 Enter Long 1 -56.25 2881.25 -975.00 -4512.50 960311 Long 1 -50.00 2887.50 -968.75 -4512.50 960312 Exit Long 1 100.00 3037.50 -818.75 -4512.50 MFE = 100.00 MAE = -56.25 960320 Enter Long 1 -6.25 3031.25 -825.00 -4512.50 960321 Exit Long 1 100.00 3137.50 -718.75 -4512.50 MFE = 100.00 MAE = -6.25 960327 Exit Long 1 100.00 3237.50 -618.75 -4512.50 MFE = 100.00 MAE = 0.00 960328 Enter Long 1 -68.75 3168.75 -687.50 -4512.50 960329 Exit Long 1 100.00 3337.50 -518.75 -4512.50 MFE = 100.00 MAE = -68.75 400.00 960401 Exit Long 1 100.00 3437.50 -418.75 -4512.50 MFE = 100.00 MAE = 0.00 960404 Enter Long 1 -93.75 3343.75 -512.50 -4512.50 960405 Long 1 -18.75 3418.75 -437.50 -4512.50 960408 Exit Long 1 100.00 3537.50 -318.75 -4512.50 MFE = 100.00 MAE = -93.75 960409 Exit Long 1 100.00 3637.50 -218.75 -4512.50 MFE = 100.00 MAE = 0.00 960410 Exit Long 1 100.00 3737.50 -118.75 -4512.50 MFE = 100.00 MAE = 0.00 960411 Exit Long 1 100.00 3837.50 -18.75 -4512.50 MFE = 100.00 MAE = 0.00 960412 Enter Long 1 18.75 3856.25 0.00 -4512.50 960415 Exit Long 1 100.00 3937.50 0.00 -4512.50 MFE = 100.00 MAE = 0.00 960416 Enter Long 1 -337.50 3600.00 -337.50 -4512.50 960417 Long 1 -287.50 3650.00 -287.50 -4512.50 960418 Long 1 -568.75 3368.75 -568.75 -4512.50 960419 Long 1 -537.50 3400.00 -537.50 -4512.50 960422 Long 1 -275.00 3662.50 -275.00 -4512.50 960423 Long 1 -93.75 3843.75 -93.75 -4512.50 960424 Long 1 -462.50 3475.00 -462.50 -4512.50 960425 Long 1 -175.00 3762.50 -175.00 -4512.50 960426 Long 1 -118.75 3818.74 -118.75 -4512.50 960429 Long 1 -243.75 3693.75 -243.75 -4512.50 960430 Long 1 -275.00 3662.50 -275.00 -4512.50 600.00 960501 Long 1 -106.25 3831.25 -106.25 -4512.50 960502 Exit Long 1 100.00 4037.50 0.00 -4512.50 MFE = 100.00 MAE = -568.75 960503 Enter Long 1 -43.75 3993.75 -43.75 -4512.50 960506 Long 1 37.50 4075.00 0.00 -4512.50 960507 Exit Long 1 100.00 4137.50 0.00 -4512.50 MFE = 100.00 MAE = -43.75 960508 Enter Long 1 37.50 4175.00 0.00 -4512.50 960509 Long 1 -162.50 3975.00 -200.00 -4512.50 960510 Exit Long 1 100.00 4237.50 0.00 -4512.50 MFE = 100.00 MAE = -162.50 960513 Enter Long 1 -31.25 4206.25 -31.25 -4512.50 960514 Long 1 0.00 4237.50 0.00 -4512.50 960515 Long 1 -137.50 4100.00 -137.50 -4512.50 960516 Long 1 -237.50 4000.00 -237.50 -4512.50 960517 Long 1 -206.25 4031.25 -206.25 -4512.50 960520 Long 1 -500.00 3737.50 -500.00 -4512.50 960521 Long 1 -512.50 3725.00 -512.50 -4512.50 960522 Long 1 -493.75 3743.75 -493.75 -4512.50 960523 Long 1 -537.50 3700.00 -537.50 -4512.50 960524 Long 1 -731.25 3506.25 -731.25 -4512.50 960527 Long 1 -656.25 3581.25 -656.25 -4512.50 960528 Long 1 -512.50 3725.00 -512.50 -4512.50 960529 Long 1 -287.50 3950.00 -287.50 -4512.50 960530 Long 1 -362.50 3875.00 -362.50 -4512.50 960531 Long 1 -243.75 3993.75 -243.75 -4512.50 300.00 960603 Long 1 -62.50 4175.00 -62.50 -4512.50 960604 Long 1 -350.00 3887.50 -350.00 -4512.50 960605 Long 1 -662.50 3575.00 -662.50 -4512.50 960606 Long 1 -981.25 3256.25 -981.25 -4512.50 960607 Long 1 -643.75 3593.75 -643.75 -4512.50 960610 Long 1 -525.00 3712.50 -525.00 -4512.50 960611 Long 1 -643.75 3593.75 -643.75 -4512.50 960612 Long 1 -693.75 3543.75 -693.75 -4512.50 960613 Long 1 -687.50 3550.00 -687.50 -4512.50 960614 Long 1 -618.75 3618.75 -618.75 -4512.50 960617 Long 1 -681.25 3556.25 -681.25 -4512.50 960618 Long 1 -856.25 3381.25 -856.25 -4512.50 960619 Long 1 -893.75 3343.75 -893.75 -4512.50 960620 Long 1 -850.00 3387.50 -850.00 -4512.50 960621 Long 1 -787.50 3450.00 -787.50 -4512.50 960624 Long 1 -768.75 3468.75 -768.75 -4512.50 960625 Long 1 -731.25 3506.25 -731.25 -4512.50 960626 Long 1 -762.50 3475.00 -762.50 -4512.50 960627 Long 1 -856.25 3381.25 -856.25 -4512.50 960628 Long 1 -906.25 3331.25 -906.25 -4512.50 0.00 960701 Long 1 -931.25 3306.25 -931.25 -4512.50 960702 Long 1 -1262.50 2975.00 -1262.50 -4512.50 960703 Long 1 -1212.50 3025.00 -1212.50 -4512.50 960704 Long 1 -1168.75 3068.75 -1168.75 -4512.50 960705 Long 1 -475.00 3762.50 -475.00 -4512.50 960708 Long 1 -568.75 3668.75 -568.75 -4512.50 960709 Long 1 -512.50 3725.00 -512.50 -4512.50 960710 Long 1 -275.00 3962.50 -275.00 -4512.50 960711 Long 1 -393.75 3843.75 -393.75 -4512.50 960712 Long 1 -362.50 3875.00 -362.50 -4512.50 960715 Long 1 -475.00 3762.50 -475.00 -4512.50 960716 Long 1 -793.75 3443.75 -793.75 -4512.50 960717 Long 1 -1000.00 3237.50 -1000.00 -4512.50 960718 Long 1 -725.00 3512.50 -725.00 -4512.50 960719 Long 1 -693.75 3543.75 -693.75 -4512.50 960722 Long 1 -825.00 3412.50 -825.00 -4512.50 960723 Long 1 -718.75 3518.75 -718.75 -4512.50 960724 Long 1 -731.25 3506.25 -731.25 -4512.50 960725 Long 1 -962.50 3275.00 -962.50 -4512.50 960726 Long 1 -1012.50 3225.00 -1012.50 -4512.50 960729 Long 1 -956.25 3281.25 -956.25 -4512.50 960730 Long 1 -1387.50 2850.00 -1387.50 -4512.50 960731 Long 1 -1862.50 2375.00 -1862.50 -4512.50 0.00 960801 Long 1 -1806.25 2431.25 -1806.25 -4512.50 960802 Long 1 -1812.50 2425.00 -1812.50 -4512.50 960805 Long 1 -1837.50 2400.00 -1837.50 -4512.50 960806 Long 1 -1675.00 2562.50 -1675.00 -4512.50 960807 Long 1 -1556.25 2681.25 -1556.25 -4512.50 960808 Long 1 -1412.50 2825.00 -1412.50 -4512.50 960809 Long 1 -1437.50 2800.00 -1437.50 -4512.50 960812 Long 1 -1531.25 2706.25 -1531.25 -4512.50 960813 Long 1 -1462.50 2775.00 -1462.50 -4512.50 960814 Long 1 -1325.00 2912.50 -1325.00 -4512.50 960815 Long 1 -1193.75 3043.75 -1193.75 -4512.50 960816 Long 1 -1225.00 3012.50 -1225.00 -4512.50 960819 Long 1 -681.25 3556.25 -681.25 -4512.50 960820 Long 1 -1056.25 3181.25 -1056.25 -4512.50 960821 Long 1 -700.00 3537.50 -700.00 -4512.50 960822 Long 1 -681.25 3556.25 -681.25 -4512.50 960823 Long 1 -706.25 3531.25 -706.25 -4512.50 960826 Long 1 -706.25 3531.25 -706.25 -4512.50 960827 Exit Long 1 -1000.00 3237.50 -1000.00 -4512.50 MFE = 0.00 MAE = -1862.50 960827 Enter Short 1 -50.00 3187.50 -1050.00 -4512.50 960828 Short 1 -300.00 2937.50 -1300.00 -4512.50 960829 Short 1 -312.50 2925.00 -1312.50 -4512.50 960830 Short 1 -162.50 3075.00 -1162.50 -4512.50 -1000.00 960902 Short 1 -168.75 3068.75 -1168.75 -4512.50 960903 Short 1 -325.00 2912.50 -1325.00 -4512.50 960904 Short 1 -293.75 2943.75 -1293.75 -4512.50 960905 Short 1 -481.25 2756.25 -1481.25 -4512.50 960906 Short 1 -756.25 2481.25 -1756.25 -4512.50 960909 Short 1 -737.50 2500.00 -1737.50 -4512.50 960910 Short 1 -806.25 2431.25 -1806.25 -4512.50 960911 Short 1 -693.75 2543.75 -1693.75 -4512.50 960912 Short 1 -668.75 2568.75 -1668.75 -4512.50 960913 Short 1 -218.75 3018.75 -1218.75 -4512.50 960916 Short 1 -131.25 3106.25 -1131.25 -4512.50 960917 Short 1 -231.25 3006.25 -1231.25 -4512.50 960918 Short 1 -87.50 3150.00 -1087.50 -4512.50 960919 Short 1 -225.00 3012.50 -1225.00 -4512.50 960920 Short 1 -287.50 2950.00 -1287.50 -4512.50 960923 Short 1 -331.25 2906.25 -1331.25 -4512.50 960924 Short 1 0.00 3237.50 -1000.00 -4512.50 960925 Short 1 -237.50 3000.00 -1237.50 -4512.50 960926 Short 1 -356.25 2881.25 -1356.25 -4512.50 960927 Short 1 -212.50 3025.00 -1212.50 -4512.50 960930 Short 1 -281.25 2956.25 -1281.25 -4512.50 0.00 961001 Short 1 -287.50 2950.00 -1287.50 -4512.50 961002 Short 1 -475.00 2762.50 -1475.00 -4512.50 961003 Short 1 -268.75 2968.75 -1268.75 -4512.50 961004 Short 1 -143.75 3093.75 -1143.75 -4512.50 961007 Short 1 -43.75 3193.75 -1043.75 -4512.50 961008 Short 1 -225.00 3012.50 -1225.00 -4512.50 961009 Short 1 -237.50 3000.00 -1237.50 -4512.50 961010 Short 1 -175.00 3062.50 -1175.00 -4512.50 961011 Short 1 -212.50 3025.00 -1212.50 -4512.50 961014 Short 1 -300.00 2937.50 -1300.00 -4512.50 961015 Short 1 -206.25 3031.25 -1206.25 -4512.50 961016 Short 1 -293.75 2943.75 -1293.75 -4512.50 961017 Short 1 -418.75 2818.75 -1418.75 -4512.50 961018 Short 1 -531.25 2706.25 -1531.25 -4512.50 961021 Short 1 -618.75 2618.75 -1618.75 -4512.50 961022 Short 1 -462.50 2775.00 -1462.50 -4512.50 961023 Short 1 -443.75 2793.75 -1443.75 -4512.50 961024 Short 1 -325.00 2912.50 -1325.00 -4512.50 961025 Short 1 -206.25 3031.25 -1206.25 -4512.50 961028 Short 1 -300.00 2937.50 -1300.00 -4512.50 961029 Short 1 -275.00 2962.50 -1275.00 -4512.50 961030 Short 1 -300.00 2937.50 -1300.00 -4512.50 961031 Short 1 -287.50 2950.00 -1287.50 -4512.50 0.00 961101 Short 1 -137.50 3100.00 -1137.50 -4512.50 961104 Short 1 -62.50 3175.00 -1062.50 -4512.50 961105 Short 1 18.75 3256.25 -981.25 -4512.50 961106 Exit Short 1 -362.50 2875.00 -1362.50 -4512.50 MFE = 18.75 MAE = -806.25 961106 Enter Long 1 -43.75 2831.25 -1406.25 -4512.50 961107 Long 1 -537.50 2337.50 -1900.00 -4512.50 961108 Long 1 -306.25 2568.75 -1668.75 -4512.50 961111 Long 1 -300.00 2575.00 -1662.50 -4512.50 961112 Long 1 -281.25 2593.75 -1643.75 -4512.50 961113 Long 1 -231.25 2643.75 -1593.75 -4512.50 961114 Long 1 -100.00 2775.00 -1462.50 -4512.50 961115 Long 1 -106.25 2768.75 -1468.75 -4512.50 961118 Long 1 56.25 2931.25 -1306.25 -4512.50 961119 Exit Long 1 100.00 2975.00 -1262.50 -4512.50 MFE = 100.00 MAE = -537.50 961120 Exit Long 1 100.00 3075.00 -1162.50 -4512.50 MFE = 100.00 MAE = 0.00 961121 Exit Long 1 100.00 3175.00 -1062.50 -4512.50 MFE = 100.00 MAE = 0.00 961129 Enter Long 1 25.00 3200.00 -1037.50 -4512.50 -62.50 961202 Exit Long 1 100.00 3275.00 -962.50 -4512.50 MFE = 100.00 MAE = 0.00 961217 Enter Long 1 -12.50 3262.50 -975.00 -4512.50 961218 Long 1 -300.00 2975.00 -1262.50 -4512.50 961219 Long 1 -156.25 3118.75 -1118.75 -4512.50 961220 Long 1 -100.00 3175.00 -1062.50 -4512.50 961223 Exit Long 1 100.00 3375.00 -862.50 -4512.50 MFE = 100.00 MAE = -300.00 200.00 970313 Enter Short 1 -168.75 3206.25 -1031.25 -4512.50 970314 Short 1 -425.00 2950.00 -1287.50 -4512.50 970317 Short 1 -75.00 3300.00 -937.50 -4512.50 970318 Exit Short 1 100.00 3475.00 -762.50 -4512.50 MFE = 100.00 MAE = -425.00 970325 Exit Short 1 100.00 3575.00 -662.50 -4512.50 MFE = 100.00 MAE = 0.00 200.00 970402 Enter Short 1 -68.75 3506.25 -731.25 -4512.50 970403 Exit Short 1 100.00 3675.00 -562.50 -4512.50 MFE = 100.00 MAE = -68.75 970414 Enter Short 1 18.75 3693.75 -543.75 -4512.50 970415 Exit Short 1 100.00 3775.00 -462.50 -4512.50 MFE = 100.00 MAE = 0.00 200.00 970521 Exit Long 1 100.00 3875.00 -362.50 -4512.50 MFE = 100.00 MAE = 0.00 100.00 970611 Enter Short 1 -81.25 3793.75 -443.75 -4512.50 970612 Exit Short 1 100.00 3975.00 -262.50 -4512.50 MFE = 100.00 MAE = -81.25 970627 Exit Short 1 100.00 4075.00 -162.50 -4512.50 MFE = 100.00 MAE = 0.00 200.00 970704 Exit Short 1 100.00 4175.00 -62.50 -4512.50 MFE = 100.00 MAE = 0.00 970707 Exit Short 1 100.00 4275.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970708 Enter Short 1 -262.50 4012.50 -262.50 -4512.50 970709 Short 1 -112.50 4162.50 -112.50 -4512.50 970710 Short 1 25.00 4300.00 0.00 -4512.50 970711 Exit Short 1 100.00 4375.00 0.00 -4512.50 MFE = 100.00 MAE = -262.50 970714 Exit Short 1 100.00 4475.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970715 Exit Short 1 100.00 4575.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970716 Exit Short 1 100.00 4675.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970718 Enter Short 1 -450.00 4225.00 -75.00 -4512.50 970721 Short 1 -250.00 4425.00 0.00 -4512.50 970722 Short 1 -231.25 4443.75 0.00 -4512.50 970723 Short 1 -62.50 4612.50 0.00 -4512.50 970724 Exit Short 1 100.00 4775.00 0.00 -4512.50 MFE = 100.00 MAE = -450.00 970728 Exit Short 1 100.00 4875.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970729 Enter Short 1 -618.75 4256.25 -356.25 -4512.50 970730 Short 1 -518.75 4356.25 -256.25 -4512.50 970731 Short 1 -737.50 4137.50 -475.00 -4512.50 800.00 970801 Short 1 -243.75 4631.25 0.00 -4512.50 970804 Short 1 -350.00 4525.00 -106.25 -4512.50 970805 Short 1 -168.75 4706.25 0.00 -4512.50 970806 Exit Short 1 100.00 4975.00 0.00 -4512.50 MFE = 100.00 MAE = -737.50 970807 Exit Short 1 100.00 5075.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970808 Enter Short 1 -287.50 4787.50 0.00 -4512.50 970811 Short 1 -506.25 4568.75 -218.75 -4512.50 970812 Short 1 -600.00 4475.00 -312.50 -4512.50 970813 Short 1 -975.00 4100.00 -687.50 -4512.50 970814 Short 1 -656.25 4418.75 -368.75 -4512.50 970815 Short 1 -706.25 4368.75 -418.75 -4512.50 970818 Short 1 -481.25 4593.75 -193.75 -4512.50 970819 Short 1 -718.75 4356.25 -431.25 -4512.50 970820 Short 1 -981.25 4093.75 -693.75 -4512.50 970821 Short 1 -1150.00 3925.00 -862.50 -4512.50 970822 Short 1 -1037.50 4037.50 -750.00 -4512.50 970825 Short 1 -987.50 4087.50 -700.00 -4512.50 970826 Short 1 -1100.00 3975.00 -812.50 -4512.50 970827 Short 1 -718.75 4356.25 -431.25 -4512.50 970828 Short 1 -387.50 4687.50 -100.00 -4512.50 970829 Short 1 -100.00 4975.00 0.00 -4512.50 200.00 970901 Short 1 6.25 5081.25 0.00 -4512.50 970902 Exit Short 1 100.00 5175.00 0.00 -4512.50 MFE = 100.00 MAE = -1150.00 970903 Exit Short 1 100.00 5275.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 970904 Enter Short 1 -325.00 4950.00 -131.25 -4512.50 970905 Short 1 -256.25 5018.75 -62.50 -4512.50 970908 Short 1 -187.50 5087.50 0.00 -4512.50 970909 Short 1 -93.75 5181.25 0.00 -4512.50 970910 Short 1 -156.25 5118.75 -62.50 -4512.50 970911 Exit Short 1 100.00 5375.00 0.00 -4512.50 MFE = 100.00 MAE = -325.00 970912 Enter Short 1 -125.00 5250.00 -125.00 -4512.50 970915 Short 1 25.00 5400.00 0.00 -4512.50 970916 Exit Short 1 100.00 5475.00 0.00 -4512.50 MFE = 100.00 MAE = -125.00 970917 Enter Short 1 6.25 5481.25 0.00 -4512.50 970918 Short 1 -43.75 5431.25 -50.00 -4512.50 970919 Short 1 -125.00 5350.00 -131.25 -4512.50 970922 Short 1 -312.50 5162.50 -318.75 -4512.50 970923 Short 1 -250.00 5225.00 -256.25 -4512.50 970924 Short 1 -556.25 4918.75 -562.50 -4512.50 970925 Short 1 -681.25 4793.75 -687.50 -4512.50 970926 Short 1 -393.75 5081.25 -400.00 -4512.50 970929 Short 1 -231.25 5243.75 -237.50 -4512.50 970930 Short 1 -568.75 4906.25 -575.00 -4512.50 400.00 971001 Short 1 -706.25 4768.75 -712.50 -4512.50 971002 Short 1 -768.75 4706.25 -775.00 -4512.50 971003 Short 1 -806.25 4668.75 -812.50 -4512.50 971006 Short 1 -500.00 4975.00 -506.25 -4512.50 971007 Short 1 -525.00 4950.00 -531.25 -4512.50 971008 Short 1 -768.75 4706.25 -775.00 -4512.50 971009 Short 1 -1137.50 4337.50 -1143.75 -4512.50 971010 Short 1 -1387.50 4087.50 -1393.75 -4512.50 971013 Short 1 -1500.00 3975.00 -1506.25 -4512.50 971014 Short 1 -1275.00 4200.00 -1281.25 -4512.50 971015 Short 1 -1137.50 4337.50 -1143.75 -4512.50 971016 Short 1 -1475.00 4000.00 -1481.25 -4512.50 971017 Short 1 -1012.50 4462.50 -1018.75 -4512.50 971020 Short 1 -856.25 4618.75 -862.50 -4512.50 971021 Short 1 -206.25 5268.75 -212.50 -4512.50 971022 Exit Short 1 100.00 5575.00 0.00 -4512.50 MFE = 100.00 MAE = -1500.00 971023 Enter Short 1 -362.50 5212.50 -362.50 -4512.50 971024 Exit Short 1 100.00 5675.00 0.00 -4512.50 MFE = 100.00 MAE = -362.50 971027 Exit Short 1 100.00 5775.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 300.00 971104 Enter Short 1 -43.75 5731.25 -43.75 -4512.50 971105 Short 1 -6.25 5768.75 -6.25 -4512.50 971106 Exit Short 1 100.00 5875.00 0.00 -4512.50 MFE = 100.00 MAE = -43.75 971107 Exit Short 1 100.00 5975.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 971112 Exit Short 1 100.00 6075.00 0.00 -4512.50 MFE = 100.00 MAE = 0.00 971113 Enter Short 1 -418.75 5656.25 -418.75 -4512.50 971114 Short 1 -406.25 5668.75 -406.25 -4512.50 971117 Short 1 -562.50 5512.50 -562.50 -4512.50 971118 Short 1 -531.25 5543.75 -531.25 -4512.50 971119 Short 1 0.00 6075.00 0.00 -4512.50 971120 Exit Short 1 100.00 6175.00