SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 AUSTRALIAN DOLLAR 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:03 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<0.00> (4) Tomorrow's open<0.00> Compute volatility using: (max high - min 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 880104 Enter Long 1 -300.00 -300.00 -300.00 -300.00 880105 Exit Long 1 -918.75 -918.75 -918.75 -918.75 MFE = 0.00 MAE = -918.75 880105 Exit Short 1 100.00 -818.75 -818.75 -918.75 MFE = 100.00 MAE = 0.00 880114 Enter Short 1 -268.75 -1087.50 -1087.50 -1087.50 880115 Short 1 -893.75 -1712.50 -1712.50 -1712.50 880118 Short 1 -893.75 -1712.50 -1712.50 -1712.50 880119 Short 1 -1062.50 -1881.25 -1881.25 -1881.25 880120 Short 1 -1275.00 -2093.75 -2093.75 -2093.75 880121 Short 1 -1156.25 -1975.00 -1975.00 -2093.75 880122 Short 1 -1231.25 -2050.00 -2050.00 -2093.75 880125 Short 1 -1168.75 -1987.50 -1987.50 -2093.75 880126 Short 1 -1062.50 -1881.25 -1881.25 -2093.75 880127 Short 1 -1168.75 -1987.50 -1987.50 -2093.75 880128 Short 1 -1106.25 -1925.00 -1925.00 -2093.75 880129 Short 1 -693.75 -1512.50 -1512.50 -2093.75 -818.75 880201 Short 1 -893.75 -1712.50 -1712.50 -2093.75 880202 Short 1 -1156.25 -1975.00 -1975.00 -2093.75 880203 Short 1 -956.25 -1775.00 -1775.00 -2093.75 880204 Short 1 -1018.75 -1837.50 -1837.50 -2093.75 880205 Short 1 -893.75 -1712.50 -1712.50 -2093.75 880208 Exit Short 1 -1462.50 -2281.25 -2281.25 -2281.25 MFE = 0.00 MAE = -1462.50 880208 Enter Long 1 -387.50 -2668.75 -2668.75 -2668.75 880209 Long 1 -543.75 -2825.00 -2825.00 -2825.00 880210 Long 1 -300.00 -2581.25 -2581.25 -2825.00 880211 Long 1 -300.00 -2581.25 -2581.25 -2825.00 880212 Long 1 -775.00 -3056.25 -3056.25 -3056.25 880215 Long 1 -387.50 -2668.75 -2668.75 -3056.25 880216 Long 1 -362.50 -2643.75 -2643.75 -3056.25 880217 Long 1 -237.50 -2518.75 -2518.75 -3056.25 880218 Long 1 -256.25 -2537.50 -2537.50 -3056.25 880219 Long 1 25.00 -2256.25 -2256.25 -3056.25 880222 Long 1 37.50 -2243.75 -2243.75 -3056.25 880223 Long 1 -68.75 -2350.00 -2350.00 -3056.25 880224 Long 1 -118.75 -2400.00 -2400.00 -3056.25 880225 Long 1 56.25 -2225.00 -2225.00 -3056.25 880226 Long 1 25.00 -2256.25 -2256.25 -3056.25 880229 Long 1 -18.75 -2300.00 -2300.00 -3056.25 -1462.50 880301 Exit Long 1 100.00 -2181.25 -2181.25 -3056.25 MFE = 100.00 MAE = -775.00 880316 Exit Long 1 100.00 -2081.25 -2081.25 -3056.25 MFE = 100.00 MAE = 0.00 880318 Enter Long 1 -68.75 -2150.00 -2150.00 -3056.25 880321 Long 1 12.50 -2068.75 -2068.75 -3056.25 880322 Exit Long 1 100.00 -1981.25 -1981.25 -3056.25 MFE = 100.00 MAE = -68.75 300.00 880408 Enter Long 1 -12.50 -1993.75 -1993.75 -3056.25 880411 Exit Long 1 100.00 -1881.25 -1881.25 -3056.25 MFE = 100.00 MAE = -12.50 880414 Enter Long 1 -93.75 -1975.00 -1975.00 -3056.25 880415 Long 1 0.00 -1881.25 -1881.25 -3056.25 880418 Exit Long 1 100.00 -1781.25 -1781.25 -3056.25 MFE = 100.00 MAE = -93.75 880422 Exit Long 1 100.00 -1681.25 -1681.25 -3056.25 MFE = 100.00 MAE = 0.00 880428 Enter Long 1 -31.25 -1712.50 -1712.50 -3056.25 880429 Long 1 -62.50 -1743.75 -1743.75 -3056.25 300.00 880502 Exit Long 1 100.00 -1581.25 -1581.25 -3056.25 MFE = 100.00 MAE = -62.50 880503 Exit Long 1 100.00 -1481.25 -1481.25 -3056.25 MFE = 100.00 MAE = 0.00 880510 Enter Long 1 -100.00 -1581.25 -1581.25 -3056.25 880511 Long 1 -356.25 -1837.50 -1837.50 -3056.25 880512 Long 1 -281.25 -1762.50 -1762.50 -3056.25 880513 Long 1 -100.00 -1581.25 -1581.25 -3056.25 880516 Long 1 -356.25 -1837.50 -1837.50 -3056.25 880517 Long 1 -968.75 -2450.00 -2450.00 -3056.25 880518 Long 1 -437.50 -1918.75 -1918.75 -3056.25 880519 Long 1 50.00 -1431.25 -1431.25 -3056.25 880520 Exit Long 1 100.00 -1381.25 -1381.25 -3056.25 MFE = 100.00 MAE = -968.75 880526 Exit Long 1 100.00 -1281.25 -1281.25 -3056.25 MFE = 100.00 MAE = 0.00 880527 Exit Long 1 100.00 -1181.25 -1181.25 -3056.25 MFE = 100.00 MAE = 0.00 500.00 880601 Exit Long 1 100.00 -1081.25 -1081.25 -3056.25 MFE = 100.00 MAE = 0.00 880603 Enter Long 1 -162.50 -1243.75 -1243.75 -3056.25 880606 Long 1 -925.00 -2006.25 -2006.25 -3056.25 880607 Long 1 -393.75 -1475.00 -1475.00 -3056.25 880608 Long 1 -256.25 -1337.50 -1337.50 -3056.25 880609 Long 1 -156.25 -1237.50 -1237.50 -3056.25 880610 Long 1 -162.50 -1243.75 -1243.75 -3056.25 880613 Long 1 -406.25 -1487.50 -1487.50 -3056.25 880614 Long 1 -718.75 -1800.00 -1800.00 -3056.25 880615 Long 1 -225.00 -1306.25 -1306.25 -3056.25 880616 Long 1 -93.75 -1175.00 -1175.00 -3056.25 880617 Exit Long 1 100.00 -981.25 -981.25 -3056.25 MFE = 100.00 MAE = -925.00 880620 Exit Long 1 100.00 -881.25 -881.25 -3056.25 MFE = 100.00 MAE = 0.00 880621 Enter Long 1 25.00 -856.25 -856.25 -3056.25 880622 Exit Long 1 100.00 -781.25 -781.25 -3056.25 MFE = 100.00 MAE = 0.00 880624 Exit Long 1 100.00 -681.25 -681.25 -3056.25 MFE = 100.00 MAE = 0.00 500.00 880706 Enter Long 1 31.25 -650.00 -650.00 -3056.25 880707 Exit Long 1 100.00 -581.25 -581.25 -3056.25 MFE = 100.00 MAE = 0.00 100.00 880811 Enter Long 1 -56.25 -637.50 -637.50 -3056.25 880812 Long 1 -356.25 -937.50 -937.50 -3056.25 880815 Long 1 -393.75 -975.00 -975.00 -3056.25 880816 Long 1 -343.75 -925.00 -925.00 -3056.25 880817 Long 1 -300.00 -881.25 -881.25 -3056.25 880818 Exit Long 1 100.00 -481.25 -481.25 -3056.25 MFE = 100.00 MAE = -393.75 880819 Exit Long 1 100.00 -381.25 -381.25 -3056.25 MFE = 100.00 MAE = 0.00 200.00 880919 Exit Short 1 100.00 -281.25 -281.25 -3056.25 MFE = 100.00 MAE = 0.00 100.00 881019 Exit Long 1 100.00 -181.25 -181.25 -3056.25 MFE = 100.00 MAE = 0.00 881026 Exit Long 1 100.00 -81.25 -81.25 -3056.25 MFE = 100.00 MAE = 0.00 200.00 881102 Exit Long 1 100.00 18.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881103 Exit Long 1 100.00 118.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881104 Enter Long 1 -287.50 -168.75 -287.50 -3056.25 881107 Long 1 -50.00 68.75 -50.00 -3056.25 881108 Long 1 -193.75 -75.00 -193.75 -3056.25 881109 Exit Long 1 100.00 218.75 0.00 -3056.25 MFE = 100.00 MAE = -287.50 881110 Exit Long 1 100.00 318.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881111 Exit Long 1 100.00 418.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881114 Exit Long 1 100.00 518.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881116 Exit Long 1 100.00 618.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881117 Exit Long 1 100.00 718.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881121 Exit Long 1 100.00 818.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881122 Exit Long 1 100.00 918.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881123 Exit Long 1 100.00 1018.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881124 Exit Long 1 100.00 1118.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881125 Exit Long 1 100.00 1218.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881128 Exit Long 1 100.00 1318.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881129 Exit Long 1 100.00 1418.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 881130 Exit Long 1 100.00 1518.75 0.00 -3056.25 MFE = 100.00 MAE = 0.00 1600.00 881201 Enter Long 1 -531.25 987.50 -531.25 -3056.25 881202 Long 1 -337.50 1181.25 -337.50 -3056.25 881205 Long 1 12.50 1531.25 0.00 -3056.25 881206 Exit Long 1 100.00 1618.75 0.00 -3056.25 MFE = 100.00 MAE = -531.25 881208 Enter Long 1 -87.50 1531.25 0.00 -3056.25 881209 Long 1 -512.50 1106.25 -425.00 -3056.25 881212 Long 1 -987.50 631.25 -900.00 -3056.25 881213 Long 1 -2143.75 -525.00 -2056.25 -3056.25 881214 Long 1 -1468.75 150.00 -1381.25 -3056.25 881215 Long 1 -1162.50 456.25 -1075.00 -3056.25 881216 Long 1 -1843.75 -225.00 -1756.25 -3056.25 881219 Long 1 -1293.75 325.00 -1206.25 -3056.25 881220 Long 1 -1643.75 -25.00 -1556.25 -3056.25 881221 Long 1 -1375.00 243.75 -1287.50 -3056.25 881222 Long 1 -1287.50 331.25 -1200.00 -3056.25 881223 Long 1 -1468.75 150.00 -1381.25 -3056.25 881226 Long 1 -1218.75 400.00 -1131.25 -3056.25 881227 Long 1 -1187.50 431.25 -1100.00 -3056.25 881228 Long 1 -1343.75 275.00 -1256.25 -3056.25 881229 Long 1 -1343.75 275.00 -1256.25 -3056.25 881230 Long 1 -1250.00 368.75 -1162.50 -3056.25 100.00 890102 Long 1 -1087.50 531.25 -1000.00 -3056.25 890103 Long 1 -325.00 1293.75 -237.50 -3056.25 890104 Long 1 -168.75 1450.00 -81.25 -3056.25 890105 Long 1 -512.50 1106.25 -425.00 -3056.25 890106 Long 1 -750.00 868.75 -662.50 -3056.25 890109 Long 1 -362.50 1256.25 -275.00 -3056.25 890110 Long 1 -762.50 856.25 -675.00 -3056.25 890111 Long 1 -425.00 1193.75 -337.50 -3056.25 890112 Long 1 -312.50 1306.25 -225.00 -3056.25 890113 Long 1 -568.75 1050.00 -481.25 -3056.25 890116 Exit Long 1 -1100.00 518.75 -1100.00 -3056.25 MFE = 0.00 MAE = -2143.75 890116 Exit Short 1 100.00 618.75 -1000.00 -3056.25 MFE = 100.00 MAE = 0.00 890130 Enter Long 1 -137.50 481.25 -1050.00 -3056.25 890131 Exit Long 1 118.75 737.50 -793.75 -3056.25 MFE = 118.75 MAE = -137.50 -881.25 890216 Exit Short 1 100.00 837.50 -693.75 -3056.25 MFE = 100.00 MAE = 0.00 890227 Exit Short 1 100.00 937.50 -593.75 -3056.25 MFE = 100.00 MAE = 0.00 890228 Exit Short 1 100.00 1037.50 -493.75 -3056.25 MFE = 100.00 MAE = 0.00 300.00 890307 Exit Short 1 100.00 1137.50 -393.75 -3056.25 MFE = 100.00 MAE = 0.00 890308 Exit Short 1 100.00 1237.50 -293.75 -3056.25 MFE = 100.00 MAE = 0.00 890313 Exit Short 1 100.00 1337.50 -193.75 -3056.25 MFE = 100.00 MAE = 0.00 890314 Exit Short 1 100.00 1437.50 -93.75 -3056.25 MFE = 100.00 MAE = 0.00 890315 Exit Short 1 100.00 1537.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890316 Enter Short 1 -962.50 575.00 -962.50 -3056.25 890317 Short 1 -1131.25 406.25 -1131.25 -3056.25 890320 Short 1 -1362.50 175.00 -1362.50 -3056.25 890321 Short 1 -1225.00 312.50 -1225.00 -3056.25 890322 Short 1 -1387.50 150.00 -1387.50 -3056.25 890323 Short 1 -1556.25 -18.75 -1556.25 -3056.25 890324 Short 1 -1556.25 -18.75 -1556.25 -3056.25 890327 Short 1 -1275.00 262.50 -1275.00 -3056.25 890328 Short 1 -743.75 793.75 -743.75 -3056.25 890329 Short 1 -1000.00 537.50 -1000.00 -3056.25 890330 Short 1 -1037.50 500.00 -1037.50 -3056.25 890331 Short 1 -1056.25 481.25 -1056.25 -3056.25 500.00 890403 Short 1 -1531.25 6.25 -1531.25 -3056.25 890404 Short 1 -975.00 562.50 -975.00 -3056.25 890405 Exit Short 1 100.00 1637.50 0.00 -3056.25 MFE = 100.00 MAE = -1556.25 890418 Exit Short 1 100.00 1737.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890428 Enter Short 1 -93.75 1643.75 -93.75 -3056.25 200.00 890501 Short 1 6.25 1743.75 0.00 -3056.25 890502 Short 1 -125.00 1612.50 -131.25 -3056.25 890503 Short 1 -318.75 1418.75 -325.00 -3056.25 890504 Short 1 -600.00 1137.50 -606.25 -3056.25 890505 Short 1 -550.00 1187.50 -556.25 -3056.25 890508 Short 1 -531.25 1206.25 -537.50 -3056.25 890509 Short 1 -225.00 1512.50 -231.25 -3056.25 890510 Short 1 -125.00 1612.50 -131.25 -3056.25 890511 Short 1 -81.25 1656.25 -87.50 -3056.25 890512 Exit Short 1 100.00 1837.50 0.00 -3056.25 MFE = 100.00 MAE = -600.00 890515 Exit Short 1 100.00 1937.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890517 Exit Short 1 100.00 2037.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890522 Exit Short 1 100.00 2137.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890526 Exit Short 1 100.00 2237.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890529 Exit Short 1 100.00 2337.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890530 Exit Short 1 100.00 2437.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 700.00 890601 Enter Short 1 -700.00 1737.50 -700.00 -3056.25 890602 Short 1 -956.25 1481.25 -956.25 -3056.25 890605 Short 1 -250.00 2187.50 -250.00 -3056.25 890606 Short 1 -675.00 1762.50 -675.00 -3056.25 890607 Short 1 -481.25 1956.25 -481.25 -3056.25 890608 Short 1 -406.25 2031.25 -406.25 -3056.25 890609 Exit Short 1 100.00 2537.50 0.00 -3056.25 MFE = 100.00 MAE = -956.25 890612 Exit Short 1 100.00 2637.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890615 Exit Short 1 100.00 2737.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890619 Exit Short 1 100.00 2837.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 400.00 890718 Exit Long 1 100.00 2937.50 0.00 -3056.25 MFE = 100.00 MAE = 0.00 890728 Enter Short 1 -187.50 2750.00 -187.50 -3056.25 890731 Short 1 -806.25 2131.25 -806.25 -3056.25 100.00 890801 Short 1 -1143.75 1793.75 -1143.75 -3056.25 890802 Short 1 -1206.25 1731.25 -1206.25 -3056.25 890803 Short 1 -1137.50 1800.00 -1137.50 -3056.25 890804 Short 1 -1043.75 1893.75 -1043.75 -3056.25 890807 Short 1 -1093.75 1843.75 -1093.75 -3056.25 890808 Short 1 -1418.75 1518.75 -1418.75 -3056.25 890809 Short 1 -1343.75 1593.75 -1343.75 -3056.25 890810 Short 1 -1075.00 1862.50 -1075.00 -3056.25 890811 Short 1 -800.00 2137.50 -800.00 -3056.25 890814 Short 1 -831.25 2106.25 -831.25 -3056.25 890815 Short 1 -618.75 2318.75 -618.75 -3056.25 890816 Short 1 -787.50 2150.00 -787.50 -3056.25 890817 Short 1 -687.50 2250.00 -687.50 -3056.25 890818 Short 1 -737.50 2200.00 -737.50 -3056.25 890821 Short 1 -968.75 1968.75 -968.75 -3056.25 890822 Exit Short 1 -1300.00 1637.50 -1300.00 -3056.25 MFE = 0.00 MAE = -1418.75 890822 Enter Long 1 -6.25 1631.25 -1306.25 -3056.25 890823 Long 1 -237.50 1400.00 -1537.50 -3056.25 890824 Exit Long 1 100.00 1737.50 -1200.00 -3056.25 MFE = 100.00 MAE = -237.50 -1200.00 890913 Exit Long 1 100.00 1837.50 -1100.00 -3056.25 MFE = 100.00 MAE = 0.00 890922 Exit Long 1 100.00 1937.50 -1000.00 -3056.25 MFE = 100.00 MAE = 0.00 200.00 891006 Exit Long 1 100.00 2037.50 -900.00 -3056.25 MFE = 100.00 MAE = 0.00 100.00 891227 Exit Long 1 -893.75 1143.75 -1793.75 -3056.25 MFE = 0.00 MAE = -893.75 -893.75 900123 Exit Short 1 100.00 1243.75 -1693.75 -3056.25 MFE = 100.00 MAE = 0.00 900124 Enter Short 1 -231.25 1012.50 -1925.00 -3056.25 900125 Exit Short 1 100.00 1343.75 -1593.75 -3056.25 MFE = 100.00 MAE = -231.25 200.00 900205 Enter Short 1 -175.00 1168.75 -1768.75 -3056.25 900206 Short 1 -12.50 1331.25 -1606.25 -3056.25 900207 Exit Short 1 100.00 1443.75 -1493.75 -3056.25 MFE = 100.00 MAE = -175.00 900214 Exit Short 1 100.00 1543.75 -1393.75 -3056.25 MFE = 100.00 MAE = 0.00 900215 Exit Short 1 100.00 1643.75 -1293.75 -3056.25 MFE = 100.00 MAE = 0.00 900227 Enter Short 1 -37.50 1606.25 -1331.25 -3056.25 900228 Short 1 -93.75 1550.00 -1387.50 -3056.25 300.00 900301 Short 1 -356.25 1287.50 -1650.00 -3056.25 900302 Short 1 -87.50 1556.25 -1381.25 -3056.25 900305 Exit Short 1 100.00 1743.75 -1193.75 -3056.25 MFE = 100.00 MAE = -356.25 900312 Enter Short 1 -137.50 1606.25 -1331.25 -3056.25 900313 Exit Short 1 -525.00 1218.75 -1718.75 -3056.25 MFE = 0.00 MAE = -525.00 900313 Enter Long 1 0.00 1218.75 -1718.75 -3056.25 900314 Exit Long 1 100.00 1318.75 -1618.75 -3056.25 MFE = 100.00 MAE = 0.00 900315 Enter Short 1 -106.25 1212.50 -1725.00 -3056.25 900316 Exit Short 1 100.00 1418.75 -1518.75 -3056.25 MFE = 100.00 MAE = -106.25 900322 Enter Short 1 -306.25 1112.50 -1825.00 -3056.25 900323 Short 1 25.00 1443.75 -1493.75 -3056.25 900326 Exit Short 1 100.00 1518.75 -1418.75 -3056.25 MFE = 100.00 MAE = -306.25 -125.00 900418 Enter Long 1 -75.00 1443.75 -1493.75 -3056.25 900419 Exit Long 1 100.00 1618.75 -1318.75 -3056.25 MFE = 100.00 MAE = -75.00 900423 Enter Long 1 -862.50 756.25 -2181.25 -3056.25 900424 Long 1 -775.00 843.75 -2093.75 -3056.25 900425 Long 1 -975.00 643.75 -2293.75 -3056.25 900426 Long 1 -1668.75 -50.00 -2987.50 -3056.25 900427 Long 1 -1787.50 -168.75 -3106.25 -3106.25 900430 Long 1 -1725.00 -106.25 -3043.75 -3106.25 100.00 900501 Long 1 -2168.75 -550.00 -3487.50 -3487.50 900502 Long 1 -1643.75 -25.00 -2962.50 -3487.50 900503 Long 1 -1475.00 143.75 -2793.75 -3487.50 900504 Long 1 -1568.75 50.00 -2887.50 -3487.50 900507 Long 1 -1412.50 206.25 -2731.25 -3487.50 900508 Long 1 -1400.00 218.75 -2718.75 -3487.50 900509 Long 1 -1650.00 -31.25 -2968.75 -3487.50 900510 Long 1 -1262.50 356.25 -2581.25 -3487.50 900511 Long 1 -1212.50 406.25 -2531.25 -3487.50 900514 Long 1 -850.00 768.75 -2168.75 -3487.50 900515 Long 1 -1050.00 568.75 -2368.75 -3487.50 900516 Long 1 -1125.00 493.75 -2443.75 -3487.50 900517 Long 1 -1031.25 587.50 -2350.00 -3487.50 900518 Long 1 -1056.25 562.50 -2375.00 -3487.50 900521 Long 1 -943.75 675.00 -2262.50 -3487.50 900522 Long 1 -762.50 856.25 -2081.25 -3487.50 900523 Long 1 -906.25 712.50 -2225.00 -3487.50 900524 Long 1 -1012.50 606.25 -2331.25 -3487.50 900525 Long 1 -681.25 937.50 -2000.00 -3487.50 900528 Long 1 -793.75 825.00 -2112.50 -3487.50 900529 Long 1 -881.25 737.50 -2200.00 -3487.50 900530 Long 1 -437.50 1181.25 -1756.25 -3487.50 900531 Long 1 -718.75 900.00 -2037.50 -3487.50 0.00 900601 Long 1 -693.75 925.00 -2012.50 -3487.50 900604 Long 1 -712.50 906.25 -2031.25 -3487.50 900605 Long 1 -500.00 1118.75 -1818.75 -3487.50 900606 Long 1 -456.25 1162.50 -1775.00 -3487.50 900607 Long 1 -118.75 1500.00 -1437.50 -3487.50 900608 Long 1 -487.50 1131.25 -1806.25 -3487.50 900611 Long 1 -237.50 1381.25 -1556.25 -3487.50 900612 Long 1 -325.00 1293.75 -1643.75 -3487.50 900613 Long 1 -293.75 1325.00 -1612.50 -3487.50 900614 Long 1 -281.25 1337.50 -1600.00 -3487.50 900615 Long 1 -212.50 1406.25 -1531.25 -3487.50 900618 Long 1 0.00 1618.75 -1318.75 -3487.50 900619 Exit Long 1 100.00 1718.75 -1218.75 -3487.50 MFE = 100.00 MAE = -2168.75 900621 Enter Long 1 -137.50 1581.25 -1356.25 -3487.50 900622 Long 1 -331.25 1387.50 -1550.00 -3487.50 900625 Long 1 -325.00 1393.75 -1543.75 -3487.50 900626 Long 1 -356.25 1362.50 -1575.00 -3487.50 900627 Long 1 -400.00 1318.75 -1618.75 -3487.50 900628 Long 1 -318.75 1400.00 -1537.50 -3487.50 900629 Exit Long 1 100.00 1818.75 -1118.75 -3487.50 MFE = 100.00 MAE = -400.00 200.00 900702 Exit Long 1 100.00 1918.75 -1018.75 -3487.50 MFE = 100.00 MAE = 0.00 900709 Exit Long 1 100.00 2018.75 -918.75 -3487.50 MFE = 100.00 MAE = 0.00 900710 Exit Long 1 100.00 2118.75 -818.75 -3487.50 MFE = 100.00 MAE = 0.00 900727 Exit Long 1 100.00 2218.75 -718.75 -3487.50 MFE = 100.00 MAE = 0.00 400.00 900821 Exit Long 1 100.00 2318.75 -618.75 -3487.50 MFE = 100.00 MAE = 0.00 900822 Enter Long 1 -81.25 2237.50 -700.00 -3487.50 900823 Exit Long 1 100.00 2418.75 -518.75 -3487.50 MFE = 100.00 MAE = -81.25 200.00 900905 Exit Long 1 100.00 2518.75 -418.75 -3487.50 MFE = 100.00 MAE = 0.00 900906 Enter Long 1 -150.00 2368.75 -568.75 -3487.50 900907 Long 1 -412.50 2106.25 -831.25 -3487.50 900910 Long 1 -1093.75 1425.00 -1512.50 -3487.50 900911 Long 1 -568.75 1950.00 -987.50 -3487.50 900912 Long 1 -631.25 1887.50 -1050.00 -3487.50 900913 Long 1 -68.75 2450.00 -487.50 -3487.50 900914 Exit Long 1 100.00 2618.75 -318.75 -3487.50 MFE = 100.00 MAE = -1093.75 900924 Enter Long 1 -200.00 2418.75 -518.75 -3487.50 900925 Long 1 -131.25 2487.50 -450.00 -3487.50 900926 Long 1 -218.75 2400.00 -537.50 -3487.50 900927 Long 1 -418.75 2200.00 -737.50 -3487.50 900928 Long 1 -531.25 2087.50 -850.00 -3487.50 200.00 901001 Long 1 -231.25 2387.50 -550.00 -3487.50 901002 Long 1 -231.25 2387.50 -550.00 -3487.50 901003 Long 1 -12.50 2606.25 -331.25 -3487.50 901004 Long 1 -62.50 2556.25 -381.25 -3487.50 901005 Exit Long 1 100.00 2718.75 -218.75 -3487.50 MFE = 100.00 MAE = -531.25 901010 Exit Short 1 100.00 2818.75 -118.75 -3487.50 MFE = 100.00 MAE = 0.00 901015 Exit Short 1 100.00 2918.75 -18.75 -3487.50 MFE = 100.00 MAE = 0.00 901030 Enter Short 1 -143.75 2775.00 -162.50 -3487.50 901031 Short 1 -62.50 2856.25 -81.25 -3487.50 300.00 901101 Short 1 -75.00 2843.75 -93.75 -3487.50 901102 Exit Short 1 100.00 3018.75 0.00 -3487.50 MFE = 100.00 MAE = -143.75 901105 Enter Short 1 -368.75 2650.00 -368.75 -3487.50 901106 Short 1 -612.50 2406.25 -612.50 -3487.50 901107 Short 1 0.00 3018.75 0.00 -3487.50 901108 Exit Short 1 100.00 3118.75 0.00 -3487.50 MFE = 100.00 MAE = -612.50 901112 Enter Short 1 50.00 3168.75 0.00 -3487.50 901113 Exit Short 1 100.00 3218.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 901114 Enter Short 1 -87.50 3131.25 -37.50 -3487.50 901115 Short 1 -112.50 3106.25 -62.50 -3487.50 901116 Exit Short 1 100.00 3318.75 0.00 -3487.50 MFE = 100.00 MAE = -112.50 901119 Exit Short 1 100.00 3418.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 901121 Exit Short 1 100.00 3518.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 901126 Enter Short 1 -212.50 3306.25 -212.50 -3487.50 901127 Short 1 -331.25 3187.50 -331.25 -3487.50 901128 Short 1 -393.75 3125.00 -393.75 -3487.50 901129 Short 1 -525.00 2993.75 -525.00 -3487.50 901130 Short 1 -656.25 2862.50 -656.25 -3487.50 600.00 901203 Short 1 -1043.75 2475.00 -1043.75 -3487.50 901204 Short 1 -862.50 2656.25 -862.50 -3487.50 901205 Short 1 -331.25 3187.50 -331.25 -3487.50 901206 Short 1 -487.50 3031.25 -487.50 -3487.50 901207 Short 1 -575.00 2943.75 -575.00 -3487.50 901210 Short 1 -237.50 3281.25 -237.50 -3487.50 901211 Short 1 -268.75 3250.00 -268.75 -3487.50 901212 Short 1 -137.50 3381.25 -137.50 -3487.50 901213 Exit Short 1 100.00 3618.75 0.00 -3487.50 MFE = 100.00 MAE = -1043.75 901227 Exit Short 1 100.00 3718.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 200.00 910115 Enter Long 1 -50.00 3668.75 -50.00 -3487.50 910116 Exit Long 1 100.00 3818.75 0.00 -3487.50 MFE = 100.00 MAE = -50.00 100.00 910213 Exit Long 1 100.00 3918.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 100.00 910304 Exit Short 1 100.00 4018.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 100.00 910403 Enter Long 1 56.25 4075.00 0.00 -3487.50 910404 Exit Long 1 100.00 4118.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910411 Enter Short 1 -68.75 4050.00 -25.00 -3487.50 910412 Short 1 -143.75 3975.00 -100.00 -3487.50 910415 Exit Short 1 100.00 4218.75 0.00 -3487.50 MFE = 100.00 MAE = -143.75 200.00 910521 Enter Short 1 18.75 4237.50 0.00 -3487.50 910522 Exit Short 1 100.00 4318.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 100.00 910606 Exit Short 1 100.00 4418.75 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910613 Enter Short 1 -100.00 4318.75 0.00 -3487.50 910614 Short 1 -156.25 4262.50 -56.25 -3487.50 910617 Exit Short 1 -662.50 3756.25 -662.50 -3487.50 MFE = 0.00 MAE = -662.50 910617 Enter Long 1 -87.50 3668.75 -650.00 -3487.50 910618 Long 1 -6.25 3750.00 -568.75 -3487.50 910619 Exit Long 1 100.00 3856.25 -462.50 -3487.50 MFE = 100.00 MAE = -87.50 -462.50 910702 Enter Short 1 -6.25 3850.00 -468.75 -3487.50 910703 Short 1 50.00 3906.25 -412.50 -3487.50 910704 Short 1 18.75 3875.00 -443.75 -3487.50 910705 Short 1 -125.00 3731.25 -587.50 -3487.50 910708 Short 1 -143.75 3712.50 -606.25 -3487.50 910709 Short 1 -137.50 3718.75 -600.00 -3487.50 910710 Short 1 -237.50 3618.75 -700.00 -3487.50 910711 Short 1 -237.50 3618.75 -700.00 -3487.50 910712 Exit Short 1 -468.75 3387.50 -931.25 -3487.50 MFE = 50.00 MAE = -468.75 910712 Enter Long 1 68.75 3456.25 -862.50 -3487.50 910715 Exit Long 1 100.00 3487.50 -831.25 -3487.50 MFE = 100.00 MAE = 0.00 910719 Enter Long 1 -6.25 3481.25 -837.50 -3487.50 910722 Long 1 -137.50 3350.00 -968.75 -3487.50 910723 Long 1 -143.75 3343.75 -975.00 -3487.50 910724 Long 1 -137.50 3350.00 -968.75 -3487.50 910725 Long 1 -562.50 2925.00 -1393.75 -3487.50 910726 Long 1 -100.00 3387.50 -931.25 -3487.50 910729 Long 1 -106.25 3381.25 -937.50 -3487.50 910730 Exit Long 1 100.00 3587.50 -731.25 -3487.50 MFE = 100.00 MAE = -562.50 -268.75 910806 Enter Short 1 -606.25 2981.25 -1337.50 -3487.50 910807 Short 1 -718.75 2868.75 -1450.00 -3487.50 910808 Short 1 -662.50 2925.00 -1393.75 -3487.50 910809 Short 1 -737.50 2850.00 -1468.75 -3487.50 910812 Short 1 -750.00 2837.50 -1481.25 -3487.50 910813 Short 1 -668.75 2918.75 -1400.00 -3487.50 910814 Short 1 -593.75 2993.75 -1325.00 -3487.50 910815 Short 1 -412.50 3175.00 -1143.75 -3487.50 910816 Short 1 -375.00 3212.50 -1106.25 -3487.50 910819 Short 1 -418.75 3168.75 -1150.00 -3487.50 910820 Exit Short 1 -693.75 2893.75 -1425.00 -3487.50 MFE = 0.00 MAE = -750.00 910820 Enter Long 1 -25.00 2868.75 -1450.00 -3487.50 910821 Exit Long 1 100.00 2993.75 -1325.00 -3487.50 MFE = 100.00 MAE = -25.00 -593.75 910903 Exit Short 1 100.00 3093.75 -1225.00 -3487.50 MFE = 100.00 MAE = 0.00 910923 Enter Long 1 -112.50 2981.25 -1337.50 -3487.50 910924 Long 1 -256.25 2837.50 -1481.25 -3487.50 910925 Long 1 -387.50 2706.25 -1612.50 -3487.50 910926 Long 1 -775.00 2318.75 -2000.00 -3487.50 910927 Long 1 -275.00 2818.75 -1500.00 -3487.50 910930 Long 1 -262.50 2831.25 -1487.50 -3487.50 100.00 911001 Long 1 -387.50 2706.25 -1612.50 -3487.50 911002 Long 1 -150.00 2943.75 -1375.00 -3487.50 911003 Long 1 -543.75 2550.00 -1768.75 -3487.50 911004 Long 1 -618.75 2475.00 -1843.75 -3487.50 911007 Long 1 -406.25 2687.50 -1631.25 -3487.50 911008 Long 1 -537.50 2556.25 -1762.50 -3487.50 911009 Long 1 -531.25 2562.50 -1756.25 -3487.50 911010 Long 1 -337.50 2756.25 -1562.50 -3487.50 911011 Long 1 -400.00 2693.75 -1625.00 -3487.50 911014 Long 1 -268.75 2825.00 -1493.75 -3487.50 911015 Long 1 -275.00 2818.75 -1500.00 -3487.50 911016 Long 1 -406.25 2687.50 -1631.25 -3487.50 911017 Long 1 -250.00 2843.75 -1475.00 -3487.50 911018 Long 1 -262.50 2831.25 -1487.50 -3487.50 911021 Long 1 -418.75 2675.00 -1643.75 -3487.50 911022 Long 1 -612.50 2481.25 -1837.50 -3487.50 911023 Exit Long 1 -1068.75 2025.00 -2293.75 -3487.50 MFE = 0.00 MAE = -1068.75 911023 Exit Short 1 100.00 2125.00 -2193.75 -3487.50 MFE = 100.00 MAE = 0.00 911031 Exit Short 1 100.00 2225.00 -2093.75 -3487.50 MFE = 100.00 MAE = 0.00 -868.75 911126 Enter Short 1 -68.75 2156.25 -2162.50 -3487.50 911127 Short 1 -37.50 2187.50 -2131.25 -3487.50 911128 Exit Short 1 100.00 2325.00 -1993.75 -3487.50 MFE = 100.00 MAE = -68.75 100.00 911205 Enter Short 1 18.75 2343.75 -1975.00 -3487.50 911206 Exit Short 1 100.00 2425.00 -1893.75 -3487.50 MFE = 100.00 MAE = 0.00 911220 Exit Short 1 100.00 2525.00 -1793.75 -3487.50 MFE = 100.00 MAE = 0.00 911223 Exit Short 1 100.00 2625.00 -1693.75 -3487.50 MFE = 100.00 MAE = 0.00 300.00 920102 Enter Short 1 25.00 2650.00 -1668.75 -3487.50 920103 Exit Short 1 100.00 2725.00 -1593.75 -3487.50 MFE = 100.00 MAE = 0.00 920106 Enter Long 1 -162.50 2562.50 -1756.25 -3487.50 920107 Exit Long 1 -562.50 2162.50 -2156.25 -3487.50 MFE = 0.00 MAE = -562.50 920107 Enter Short 1 -87.50 2075.00 -2243.75 -3487.50 920108 Exit Short 1 100.00 2262.50 -2056.25 -3487.50 MFE = 100.00 MAE = -87.50 920109 Exit Short 1 100.00 2362.50 -1956.25 -3487.50 MFE = 100.00 MAE = 0.00 920110 Exit Short 1 100.00 2462.50 -1856.25 -3487.50 MFE = 100.00 MAE = 0.00 920120 Enter Long 1 -81.25 2381.25 -1937.50 -3487.50 920121 Long 1 -93.75 2368.75 -1950.00 -3487.50 920122 Long 1 -43.75 2418.75 -1900.00 -3487.50 920123 Exit Long 1 -487.50 1975.00 -2343.75 -3487.50 MFE = 0.00 MAE = -487.50 920123 Exit Short 1 100.00 2075.00 -2243.75 -3487.50 MFE = 100.00 MAE = 0.00 920124 Exit Short 1 100.00 2175.00 -2143.75 -3487.50 MFE = 100.00 MAE = 0.00 -450.00 920317 Exit Long 1 100.00 2275.00 -2043.75 -3487.50 MFE = 100.00 MAE = 0.00 920325 Enter Long 1 -25.00 2250.00 -2068.75 -3487.50 920326 Exit Long 1 100.00 2375.00 -1943.75 -3487.50 MFE = 100.00 MAE = -25.00 200.00 920414 Enter Long 1 -100.00 2275.00 -2043.75 -3487.50 920415 Long 1 -181.25 2193.75 -2125.00 -3487.50 920416 Long 1 -112.50 2262.50 -2056.25 -3487.50 920417 Long 1 -50.00 2325.00 -1993.75 -3487.50 920420 Long 1 0.00 2375.00 -1943.75 -3487.50 920421 Long 1 -175.00 2200.00 -2118.75 -3487.50 920422 Long 1 -243.75 2131.25 -2187.50 -3487.50 920423 Exit Long 1 -743.75 1631.25 -2687.50 -3487.50 MFE = 0.00 MAE = -743.75 920423 Enter Short 1 43.75 1675.00 -2643.75 -3487.50 920424 Exit Short 1 100.00 1731.25 -2587.50 -3487.50 MFE = 100.00 MAE = 0.00 -643.75 920507 Enter Short 1 -250.00 1481.25 -2837.50 -3487.50 920508 Short 1 -87.50 1643.75 -2675.00 -3487.50 920511 Exit Short 1 100.00 1831.25 -2487.50 -3487.50 MFE = 100.00 MAE = -250.00 920529 Enter Short 1 -125.00 1706.25 -2612.50 -3487.50 100.00 920601 Short 1 -156.25 1675.00 -2643.75 -3487.50 920602 Short 1 -168.75 1662.50 -2656.25 -3487.50 920603 Exit Short 1 -456.25 1375.00 -2943.75 -3487.50 MFE = 0.00 MAE = -456.25 920603 Exit Long 1 100.00 1475.00 -2843.75 -3487.50 MFE = 100.00 MAE = 0.00 920615 Enter Short 1 -43.75 1431.25 -2887.50 -3487.50 920616 Exit Short 1 100.00 1575.00 -2743.75 -3487.50 MFE = 100.00 MAE = -43.75 920626 Exit Long 1 -487.50 1087.50 -3231.25 -3487.50 MFE = 0.00 MAE = -487.50 -743.75 920709 Exit Long 1 100.00 1187.50 -3131.25 -3487.50 MFE = 100.00 MAE = 0.00 100.00 920805 Exit Long 1 -681.25 506.25 -3812.50 -3812.50 MFE = 0.00 MAE = -681.25 920812 Exit Short 1 100.00 606.25 -3712.50 -3812.50 MFE = 100.00 MAE = 0.00 920821 Enter Short 1 -256.25 350.00 -3968.75 -3968.75 920824 Exit Short 1 100.00 706.25 -3612.50 -3968.75 MFE = 100.00 MAE = -256.25 920825 Exit Short 1 100.00 806.25 -3512.50 -3968.75 MFE = 100.00 MAE = 0.00 -381.25 920907 Enter Short 1 -50.00 756.25 -3562.50 -3968.75 920908 Exit Short 1 100.00 906.25 -3412.50 -3968.75 MFE = 100.00 MAE = -50.00 920928 Enter Short 1 -50.00 856.25 -3462.50 -3968.75 920929 Exit Short 1 100.00 1006.25 -3312.50 -3968.75 MFE = 100.00 MAE = -50.00 200.00 921026 Enter Short 1 18.75 1025.00 -3293.75 -3968.75 921027 Exit Short 1 100.00 1106.25 -3212.50 -3968.75 MFE = 100.00 MAE = 0.00 100.00 921104 Enter Short 1 -37.50 1068.75 -3250.00 -3968.75 921105 Short 1 -550.00 556.25 -3762.50 -3968.75 921106 Short 1 -643.75 462.50 -3856.25 -3968.75 921109 Short 1 -418.75 687.50 -3631.25 -3968.75 921110 Short 1 -68.75 1037.50 -3281.25 -3968.75 921111 Short 1 -193.75 912.50 -3406.25 -3968.75 921112 Short 1 -425.00 681.25 -3637.50 -3968.75 921113 Short 1 -287.50 818.75 -3500.00 -3968.75 921116 Short 1 62.50 1168.75 -3150.00 -3968.75 921117 Exit Short 1 100.00 1206.25 -3112.50 -3968.75 MFE = 100.00 MAE = -643.75 921124 Enter Short 1 -181.25 1025.00 -3293.75 -3968.75 921125 Short 1 -431.25 775.00 -3543.75 -3968.75 921126 Short 1 -275.00 931.25 -3387.50 -3968.75 921127 Short 1 -406.25 800.00 -3518.75 -3968.75 921130 Short 1 25.00 1231.25 -3087.50 -3968.75 100.00 921201 Exit Short 1 100.00 1306.25 -3012.50 -3968.75 MFE = 100.00 MAE = -431.25 921210 Enter Short 1 100.00 1406.25 -2912.50 -3968.75 921211 Exit Short 1 100.00 1406.25 -2912.50 -3968.75 MFE = 100.00 MAE = 0.00 200.00 930104 Exit Short 1 100.00 1506.25 -2812.50 -3968.75 MFE = 100.00 MAE = 0.00 930105 Exit Short 1 100.00 1606.25 -2712.50 -3968.75 MFE = 100.00 MAE = 0.00 930113 Enter Short 1 -56.25 1550.00 -2768.75 -3968.75 930114 Short 1 -137.50 1468.75 -2850.00 -3968.75 930115 Short 1 -350.00 1256.25 -3062.50 -3968.75 930118 Short 1 -456.25 1150.00 -3168.75 -3968.75 930119 Short 1 -168.75 1437.50 -2881.25 -3968.75 930120 Short 1 -43.75 1562.50 -2756.25 -3968.75 930121 Exit Short 1 100.00 1706.25 -2612.50 -3968.75 MFE = 100.00 MAE = -456.25 300.00 930201 Exit Short 1 100.00 1806.25 -2512.50 -3968.75 MFE = 100.00 MAE = 0.00 930208 Enter Short 1 -50.00 1756.25 -2562.50 -3968.75 930209 Exit Short 1 100.00 1906.25 -2412.50 -3968.75 MFE = 100.00 MAE = -50.00 930216 Enter Long 1 -112.50 1793.75 -2525.00 -3968.75 930217 Exit Long 1 100.00 2006.25 -2312.50 -3968.75 MFE = 100.00 MAE = -112.50 930223 Exit Long 1 100.00 2106.25 -2212.50 -3968.75 MFE = 100.00 MAE = 0.00 400.00 930301 Exit Long 1 100.00 2206.25 -2112.50 -3968.75 MFE = 100.00 MAE = 0.00 930311 Enter Long 1 -231.25 1975.00 -2343.75 -3968.75 930312 Exit Long 1 100.00 2306.25 -2012.50 -3968.75 MFE = 100.00 MAE = -231.25 930317 Enter Long 1 -100.00 2206.25 -2112.50 -3968.75 930318 Exit Long 1 100.00 2406.25 -1912.50 -3968.75 MFE = 100.00 MAE = -100.00 930319 Enter Long 1 12.50 2418.75 -1900.00 -3968.75 930322 Exit Long 1 100.00 2506.25 -1812.50 -3968.75 MFE = 100.00 MAE = 0.00 930330 Exit Long 1 100.00 2606.25 -1712.50 -3968.75 MFE = 100.00 MAE = 0.00 500.00 930401 Enter Short 1 -31.25 2575.00 -1743.75 -3968.75 930402 Exit Short 1 100.00 2706.25 -1612.50 -3968.75 MFE = 100.00 MAE = -31.25 930413 Exit Long 1 100.00 2806.25 -1512.50 -3968.75 MFE = 100.00 MAE = 0.00 200.00 930518 Exit Short 1 100.00 2906.25 -1412.50 -3968.75 MFE = 100.00 MAE = 0.00 930528 Exit Short 1 100.00 3006.25 -1312.50 -3968.75 MFE = 100.00 MAE = 0.00 930531 Exit Short 1 100.00 3106.25 -1212.50 -3968.75 MFE = 100.00 MAE = 0.00 300.00 930607 Enter Short 1 -25.00 3081.25 -1237.50 -3968.75 930608 Exit Short 1 100.00 3206.25 -1112.50 -3968.75 MFE = 100.00 MAE = -25.00 930617 Exit Short 1 100.00 3306.25 -1012.50 -3968.75 MFE = 100.00 MAE = 0.00 930618 Exit Short 1 100.00 3406.25 -912.50 -3968.75 MFE = 100.00 MAE = 0.00 930623 Enter Short 1 -31.25 3375.00 -943.75 -3968.75 930624 Exit Short 1 100.00 3506.25 -812.50 -3968.75 MFE = 100.00 MAE = -31.25 930630 Exit Short 1 100.00 3606.25 -712.50 -3968.75 MFE = 100.00 MAE = 0.00 500.00 930730 Exit Long 1 100.00 3706.25 -612.50 -3968.75 MFE = 100.00 MAE = 0.00 100.00 930823 Enter Short 1 0.00 3706.25 -612.50 -3968.75 930824 Exit Short 1 100.00 3806.25 -512.50 -3968.75 MFE = 100.00 MAE = 0.00 100.00 930902 Exit Short 1 100.00 3906.25 -412.50 -3968.75 MFE = 100.00 MAE = 0.00 930903 Exit Short 1 100.00 4006.25 -312.50 -3968.75 MFE = 100.00 MAE = 0.00 930914 Exit Short 1 100.00 4106.25 -212.50 -3968.75 MFE = 100.00 MAE = 0.00 930920 Enter Short 1 -243.75 3862.50 -456.25 -3968.75 930921 Short 1 -600.00 3506.25 -812.50 -3968.75 930922 Short 1 -525.00 3581.25 -737.50 -3968.75 930923 Short 1 -525.00 3581.25 -737.50 -3968.75 930924 Short 1 -512.50 3593.75 -725.00 -3968.75 930927 Short 1 -125.00 3981.25 -337.50 -3968.75 930928 Short 1 -12.50 4093.75 -225.00 -3968.75 930929 Exit Short 1 100.00 4206.25 -112.50 -3968.75 MFE = 100.00 MAE = -600.00 400.00 931101 Exit Long 1 100.00 4306.25 -12.50 -3968.75 MFE = 100.00 MAE = 0.00 931108 Enter Short 1 43.75 4350.00 0.00 -3968.75 931109 Short 1 62.50 4368.75 0.00 -3968.75 931110 Exit Short 1 100.00 4406.25 0.00 -3968.75 MFE = 100.00 MAE = 0.00 931129 Exit Short 1 100.00 4506.25 0.00 -3968.75 MFE = 100.00 MAE = 0.00 300.00 931202 Enter Long 1 -31.25 4475.00 0.00 -3968.75 931203 Exit Long 1 100.00 4606.25 0.00 -3968.75 MFE = 100.00 MAE = -31.25 931215 Enter Long 1 -12.50 4593.75 0.00 -3968.75 931216 Long 1 -131.25 4475.00 -118.75 -3968.75 931217 Exit Long 1 100.00 4706.25 0.00 -3968.75 MFE = 100.00 MAE = -131.25 931229 Enter Short 1 -56.25 4650.00 -56.25 -3968.75 931230 Short 1 -137.50 4568.75 -137.50 -3968.75 931231 Exit Short 1 -406.25 4300.00 -406.25 -3968.75 MFE = 0.00 MAE = -406.25 931231 Enter Long 1 -37.50 4262.50 -443.75 -3968.75 -206.25 940103 Exit Long 1 100.00 4400.00 -306.25 -3968.75 MFE = 100.00 MAE = -37.50 940111 Enter Long 1 62.50 4462.50 -243.75 -3968.75 940112 Exit Long 1 100.00 4500.00 -206.25 -3968.75 MFE = 100.00 MAE = 0.00 940117 Exit Long 1 100.00 4600.00 -106.25 -3968.75 MFE = 100.00 MAE = 0.00 940118 Enter Long 1 -56.25 4543.75 -162.50 -3968.75 940119 Exit Long 1 100.00 4700.00 -6.25 -3968.75 MFE = 100.00 MAE = -56.25 940120 Enter Long 1 -281.25 4418.75 -287.50 -3968.75 940121 Long 1 -231.25 4468.75 -237.50 -3968.75 940124 Long 1 -212.50 4487.50 -218.75 -3968.75 940125 Exit Long 1 100.00 4800.00 0.00 -3968.75 MFE = 100.00 MAE = -281.25 940131 Enter Long 1 -212.50 4587.50 -212.50 -3968.75 500.00 940201 Exit Long 1 100.00 4900.00 0.00 -3968.75 MFE = 100.00 MAE = -212.50 940202 Enter Long 1 -118.75 4781.25 -118.75 -3968.75 940203 Long 1 -137.50 4762.50 -137.50 -3968.75 940204 Long 1 -375.00 4525.00 -375.00 -3968.75 940207 Long 1 -150.00 4750.00 -150.00 -3968.75 940208 Exit Long 1 100.00 5000.00 0.00 -3968.75 MFE = 100.00 MAE = -375.00 940210 Enter Long 1 -162.50 4837.50 -162.50 -3968.75 940211 Long 1 -250.00 4750.00 -250.00 -3968.75 940214 Long 1 -793.75 4206.25 -793.75 -3968.75 940215 Long 1 -650.00 4350.00 -650.00 -3968.75 940216 Long 1 -462.50 4537.50 -462.50 -3968.75 940217 Long 1 -225.00 4775.00 -225.00 -3968.75 940218 Long 1 -350.00 4650.00 -350.00 -3968.75 940221 Long 1 -337.50 4662.50 -337.50 -3968.75 940222 Exit Long 1 100.00 5100.00 0.00 -3968.75 MFE = 100.00 MAE = -793.75 940223 Enter Long 1 -43.75 5056.25 -43.75 -3968.75 940224 Exit Long 1 100.00 5200.00 0.00 -3968.75 MFE = 100.00 MAE = -43.75 400.00 940307 Enter Long 1 -268.75 4931.25 -268.75 -3968.75 940308 Long 1 -331.25 4868.75 -331.25 -3968.75 940309 Long 1 -400.00 4800.00 -400.00 -3968.75 940310 Long 1 -887.50 4312.50 -887.50 -3968.75 940311 Long 1 -412.50 4787.50 -412.50 -3968.75 940314 Long 1 -150.00 5050.00 -150.00 -3968.75 940315 Long 1 -181.25 5018.75 -181.25 -3968.75 940316 Long 1 -425.00 4775.00 -425.00 -3968.75 940317 Long 1 -600.00 4600.00 -600.00 -3968.75 940318 Long 1 -568.75 4631.25 -568.75 -3968.75 940321 Long 1 -837.50 4362.50 -837.50 -3968.75 940322 Long 1 -618.75 4581.25 -618.75 -3968.75 940323 Long 1 -606.25 4593.75 -606.25 -3968.75 940324 Long 1 -1000.00 4200.00 -1000.00 -3968.75 940325 Long 1 -656.25 4543.75 -656.25 -3968.75 940328 Long 1 -768.75 4431.25 -768.75 -3968.75 940329 Exit Long 1 -1168.75 4031.25 -1168.75 -3968.75 MFE = 0.00 MAE = -1168.75 940329 Enter Short 1 25.00 4056.25 -1143.75 -3968.75 940330 Exit Short 1 100.00 4131.25 -1068.75 -3968.75 MFE = 100.00 MAE = 0.00 -1068.75 940407 Exit Long 1 100.00 4231.25 -968.75 -3968.75 MFE = 100.00 MAE = 0.00 940418 Enter Short 1 -106.25 4125.00 -1075.00 -3968.75 940419 Exit Short 1 100.00 4331.25 -868.75 -3968.75 MFE = 100.00 MAE = -106.25 200.00 940503 Exit Short 1 100.00 4431.25 -768.75 -3968.75 MFE = 100.00 MAE = 0.00 940516 Enter Long 1 6.25 4437.50 -762.50 -3968.75 940517 Exit Long 1 100.00 4531.25 -668.75 -3968.75 MFE = 100.00 MAE = 0.00 940531 Enter Long 1 -31.25 4500.00 -700.00 -3968.75 200.00 940601 Exit Long 1 100.00 4631.25 -568.75 -3968.75 MFE = 100.00 MAE = -31.25 940613 Enter Long 1 -87.50 4543.75 -656.25 -3968.75 940614 Exit Long 1 -475.00 4156.25 -1043.75 -3968.75 MFE = 0.00 MAE = -475.00 940614 Enter Short 1 -6.25 4150.00 -1050.00 -3968.75 940615 Short 1 -75.00 4081.25 -1118.75 -3968.75 940616 Exit Short 1 100.00 4256.25 -943.75 -3968.75 MFE = 100.00 MAE = -75.00 940620 Enter Long 1 -81.25 4175.00 -1025.00 -3968.75 940621 Exit Long 1 100.00 4356.25 -843.75 -3968.75 MFE = 100.00 MAE = -81.25 -175.00 940722 Enter Long 1 6.25 4362.50 -837.50 -3968.75 940725 Long 1 43.75 4400.00 -800.00 -3968.75 940726 Long 1 -50.00 4306.25 -893.75 -3968.75 940727 Long 1 -300.00 4056.25 -1143.75 -3968.75 940728 Long 1 -350.00 4006.25 -1193.75 -3968.75 940729 Long 1 -268.75 4087.50 -1112.50 -3968.75 0.00 940801 Long 1 -400.00 3956.25 -1243.75 -3968.75 940802 Long 1 -737.50 3618.75 -1581.25 -3968.75 940803 Long 1 -937.50 3418.75 -1781.25 -3968.75 940804 Long 1 -431.25 3925.00 -1275.00 -3968.75 940805 Long 1 -37.50 4318.75 -881.25 -3968.75 940808 Long 1 -275.00 4081.25 -1118.75 -3968.75 940809 Long 1 -156.25 4200.00 -1000.00 -3968.75 940810 Long 1 -6.25 4350.00 -850.00 -3968.75 940811 Exit Long 1 100.00 4456.25 -743.75 -3968.75 MFE = 100.00 MAE = -937.50 940824 Enter Long 1 -25.00 4431.25 -768.75 -3968.75 940825 Long 1 -6.25 4450.00 -750.00 -3968.75 940826 Long 1 -37.50 4418.75 -781.25 -3968.75 940829 Long 1 18.75 4475.00 -725.00 -3968.75 940830 Long 1 50.00 4506.25 -693.75 -3968.75 940831 Exit Long 1 100.00 4556.25 -643.75 -3968.75 MFE = 100.00 MAE = -37.50 200.00 940921 Exit Short 1 100.00 4656.25 -543.75 -3968.75 MFE = 100.00 MAE = 0.00 100.00 941020 Enter Short 1 -87.50 4568.75 -631.25 -3968.75 941021 Short 1 -125.00 4531.25 -668.75 -3968.75 941024 Short 1 -350.00 4306.25 -893.75 -3968.75 941025 Short 1 -443.75 4212.50 -987.50 -3968.75 941026 Short 1 -737.50 3918.75 -1281.25 -3968.75 941027 Short 1 -818.75 3837.50 -1362.50 -3968.75 941028 Short 1 -737.50 3918.75 -1281.25 -3968.75 941031 Short 1 -762.50 3893.75 -1306.25 -3968.75 0.00 941101 Short 1 -618.75 4037.50 -1162.50 -3968.75 941102 Short 1 -750.00 3906.25 -1293.75 -3968.75 941103 Short 1 -762.50 3893.75 -1306.25 -3968.75 941104 Exit Short 1 -1000.00 3656.25 -1543.75 -3968.75 MFE = 0.00 MAE = -1000.00 941104 Exit Long 1 100.00 3756.25 -1443.75 -3968.75 MFE = 100.00 MAE = 0.00 941118 Exit Long 1 100.00 3856.25 -1343.75 -3968.75 MFE = 100.00 MAE = 0.00 941121 Exit Long 1 100.00 3956.25 -1243.75 -3968.75 MFE = 100.00 MAE = 0.00 941130 Exit Long 1 100.00 4056.25 -1143.75 -3968.75 MFE = 100.00 MAE = 0.00 -600.00 941205 Enter Long 1 -193.75 3862.50 -1337.50 -3968.75 941206 Long 1 -106.25 3950.00 -1250.00 -3968.75 941207 Long 1 -187.50 3868.75 -1331.25 -3968.75 941208 Long 1 31.25 4087.50 -1112.50 -3968.75 941209 Exit Long 1 100.00 4156.25 -1043.75 -3968.75 MFE = 100.00 MAE = -193.75 941215 Enter Long 1 -125.00 4031.25 -1168.75 -3968.75 941216 Long 1 -287.50 3868.75 -1331.25 -3968.75 941219 Long 1 -225.00 3931.25 -1268.75 -3968.75 941220 Long 1 -237.50 3918.75 -1281.25 -3968.75 941221 Long 1 -281.25 3875.00 -1325.00 -3968.75 941222 Long 1 -256.25 3900.00 -1300.00 -3968.75 941223 Long 1 -156.25 4000.00 -1200.00 -3968.75 941226 Long 1 -193.75 3962.50 -1237.50 -3968.75 941227 Long 1 -218.75 3937.50 -1262.50 -3968.75 941228 Long 1 -200.00 3956.25 -1243.75 -3968.75 941229 Long 1 -200.00 3956.25 -1243.75 -3968.75 941230 Long 1 -287.50 3868.75 -1331.25 -3968.75 100.00 950102 Long 1 -275.00 3881.25 -1318.75 -3968.75 950103 Exit Long 1 -575.00 3581.25 -1618.75 -3968.75 MFE = 0.00 MAE = -575.00 950103 Exit Short 1 100.00 3681.25 -1518.75 -3968.75 MFE = 100.00 MAE = 0.00 950113 Exit Short 1 100.00 3781.25 -1418.75 -3968.75 MFE = 100.00 MAE = 0.00 -375.00 950203 Exit Short 1 100.00 3881.25 -1318.75 -3968.75 MFE = 100.00 MAE = 0.00 950207 Enter Short 1 -12.50 3868.75 -1331.25 -3968.75 950208 Short 1 -18.75 3862.50 -1337.50 -3968.75 950209 Exit Short 1 100.00 3981.25 -1218.75 -3968.75 MFE = 100.00 MAE = -18.75 950217 Exit Short 1 100.00 4081.25 -1118.75 -3968.75 MFE = 100.00 MAE = 0.00 950223 Enter Short 1 -37.50 4043.75 -1156.25 -3968.75 950224 Short 1 -100.00 3981.25 -1218.75 -3968.75 950227 Short 1 -237.50 3843.75 -1356.25 -3968.75 950228 Short 1 -175.00 3906.25 -1293.75 -3968.75 300.00 950301 Exit Short 1 100.00 4181.25 -1018.75 -3968.75 MFE = 100.00 MAE = -237.50 950302 Enter Short 1 -231.25 3950.00 -1250.00 -3968.75 950303 Short 1 -262.50 3918.75 -1281.25 -3968.75 950306 Short 1 -462.50 3718.75 -1481.25 -3968.75 950307 Short 1 -393.75 3787.50 -1412.50 -3968.75 950308 Short 1 -431.25 3750.00 -1450.00 -3968.75 950309 Short 1 -562.50 3618.75 -1581.25 -3968.75 950310 Short 1 -737.50 3443.75 -1756.25 -3968.75 950313 Short 1 -856.25 3325.00 -1875.00 -3968.75 950314 Short 1 -787.50 3393.75 -1806.25 -3968.75 950315 Short 1 -868.75 3312.50 -1887.50 -3968.75 950316 Short 1 -793.75 3387.50 -1812.50 -3968.75 950317 Short 1 -168.75 4012.50 -1187.50 -3968.75 950320 Exit Short 1 100.00 4281.25 -918.75 -3968.75 MFE = 100.00 MAE = -868.75 950331 Enter Long 1 -125.00 4156.25 -1043.75 -3968.75 200.00 950403 Long 1 -175.00 4106.25 -1093.75 -3968.75 950404 Long 1 -118.75 4162.50 -1037.50 -3968.75 950405 Exit Long 1 100.00 4381.25 -818.75 -3968.75 MFE = 100.00 MAE = -175.00 950419 Exit Short 1 100.00 4481.25 -718.75 -3968.75 MFE = 100.00 MAE = 0.00 200.00 950503 Enter Long 1 -50.00 4431.25 -768.75 -3968.75 950504 Exit Long 1 100.00 4581.25 -618.75 -3968.75 MFE = 100.00 MAE = -50.00 950519 Enter Short 1 -118.75 4462.50 -737.50 -3968.75 950522 Short 1 -131.25 4450.00 -750.00 -3968.75 950523 Short 1 -318.75 4262.50 -937.50 -3968.75 950524 Short 1 -181.25 4400.00 -800.00 -3968.75 950525 Short 1 -450.00 4131.25 -1068.75 -3968.75 950526 Short 1 -275.00 4306.25 -893.75 -3968.75 950529 Short 1 -268.75 4312.50 -887.50 -3968.75 950530 Short 1 -468.75 4112.50 -1087.50 -3968.75 950531 Short 1 -243.75 4337.50 -862.50 -3968.75 100.00 950601 Exit Short 1 100.00 4681.25 -518.75 -3968.75 MFE = 100.00 MAE = -468.75 950602 Enter Short 1 -443.75 4237.50 -962.50 -3968.75 950605 Short 1 -381.25 4300.00 -900.00 -3968.75 950606 Short 1 -531.25 4150.00 -1050.00 -3968.75 950607 Short 1 -806.25 3875.00 -1325.00 -3968.75 950608 Short 1 -806.25 3875.00 -1325.00 -3968.75 950609 Short 1 -662.50 4018.75 -1181.25 -3968.75 950612 Short 1 -687.50 3993.75 -1206.25 -3968.75 950613 Short 1 -737.50 3943.75 -1256.25 -3968.75 950614 Short 1 -775.00 3906.25 -1293.75 -3968.75 950615 Short 1 -1168.75 3512.50 -1687.50 -3968.75 950616 Short 1 -1262.50 3418.75 -1781.25 -3968.75 950619 Short 1 -1093.75 3587.50 -1612.50 -3968.75 950620 Short 1 -962.50 3718.75 -1481.25 -3968.75 950621 Short 1 -1087.50 3593.75 -1606.25 -3968.75 950622 Short 1 -731.25 3950.00 -1250.00 -3968.75 950623 Short 1 -712.50 3968.75 -1231.25 -3968.75 950626 Short 1 -637.50 4043.75 -1156.25 -3968.75 950627 Short 1 -293.75 4387.50 -812.50 -3968.75 950628 Short 1 -506.25 4175.00 -1025.00 -3968.75 950629 Short 1 -350.00 4331.25 -868.75 -3968.75 950630 Short 1 -37.50 4643.75 -556.25 -3968.75 100.00 950703 Short 1 -12.50 4668.75 -531.25 -3968.75 950704 Short 1 -106.25 4575.00 -625.00 -3968.75 950705 Short 1 -193.75 4487.50 -712.50 -3968.75 950706 Short 1 -262.50 4418.75 -781.25 -3968.75 950707 Short 1 -481.25 4200.00 -1000.00 -3968.75 950710 Short 1 -350.00 4331.25 -868.75 -3968.75 950711 Short 1 -668.75 4012.50 -1187.50 -3968.75 950712 Short 1 -906.25 3775.00 -1425.00 -3968.75 950713 Exit Short 1 -1500.00 3181.25 -2018.75 -3968.75 MFE = 0.00 MAE = -1500.00 950713 Exit Long 1 100.00 3281.25 -1918.75 -3968.75 MFE = 100.00 MAE = 0.00 -1400.00 950804 Enter Long 1 12.50 3293.75 -1906.25 -3968.75 950807 Long 1 -75.00 3206.25 -1993.75 -3968.75 950808 Exit Long 1 100.00 3381.25 -1818.75 -3968.75 MFE = 100.00 MAE = -75.00 950811 Enter Long 1 -137.50 3243.75 -1956.25 -3968.75 950814 Long 1 -125.00 3256.25 -1943.75 -3968.75 950815 Long 1 -512.50 2868.75 -2331.25 -3968.75 950816 Long 1 -812.50 2568.75 -2631.25 -3968.75 950817 Long 1 -762.50 2618.75 -2581.25 -3968.75 950818 Long 1 -543.75 2837.50 -2362.50 -3968.75 950821 Long 1 -450.00 2931.25 -2268.75 -3968.75 950822 Long 1 -206.25 3175.00 -2025.00 -3968.75 950823 Long 1 -250.00 3131.25 -2068.75 -3968.75 950824 Long 1 -193.75 3187.50 -2012.50 -3968.75 950825 Long 1 -31.25 3350.00 -1850.00 -3968.75 950828 Long 1 -31.25 3350.00 -1850.00 -3968.75 950829 Exit Long 1 100.00 3481.25 -1718.75 -3968.75 MFE = 100.00 MAE = -812.50 200.00 950912 Exit Long 1 100.00 3581.25 -1618.75 -3968.75 MFE = 100.00 MAE = 0.00 950913 Exit Long 1 100.00 3681.25 -1518.75 -3968.75 MFE = 100.00 MAE = 0.00 950921 Enter Short 1 -25.00 3656.25 -1543.75 -3968.75 950922 Exit Short 1 137.50 3818.75 -1381.25 -3968.75 MFE = 137.50 MAE = -25.00 950928 Enter Long 1 -137.50 3681.25 -1518.75 -3968.75 950929 Exit Long 1 100.00 3918.75 -1281.25 -3968.75 MFE = 100.00 MAE = -137.50 437.50 951002 Exit Long 1 100.00 4018.75 -1181.25 -3968.75 MFE = 100.00 MAE = 0.00 951003 Enter Long 1 -12.50 4006.25 -1193.75 -3968.75 951004 Long 1 -425.00 3593.75 -1606.25 -3968.75 951005 Long 1 -750.00 3268.75 -1931.25 -3968.75 951006 Long 1 -512.50 3506.25 -1693.75 -3968.75 951009 Long 1 -381.25 3637.50 -1562.50 -3968.75 951010 Long 1 -518.75 3500.00 -1700.00 -3968.75 951011 Long 1 -468.75 3550.00 -1650.00 -3968.75 951012 Long 1 -681.25 3337.50 -1862.50 -3968.75 951013 Long 1 -718.75 3300.00 -1900.00 -3968.75 951016 Long 1 -618.75 3400.00 -1800.00 -3968.75 951017 Long 1 -1093.75 2925.00 -2275.00 -3968.75 951018 Long 1 -956.25 3062.50 -2137.50 -3968.75 951019 Long 1 -1137.50 2881.25 -2318.75 -3968.75 951020 Long 1 -1250.00 2768.75 -2431.25 -3968.75 951023 Long 1 -1456.25 2562.50 -2637.50 -3968.75 951024 Long 1 -1425.00 2593.75 -2606.25 -3968.75 951025 Long 1 -1306.25 2712.50 -2487.50 -3968.75 951026 Long 1 -968.75 3050.00 -2150.00 -3968.75 951027 Long 1 -975.00 3043.75 -2156.25 -3968.75 951030 Long 1 -625.00 3393.75 -1806.25 -3968.75 951031 Long 1 -593.75 3425.00 -1775.00 -3968.75 100.00 951101 Long 1 -606.25 3412.50 -1787.50 -3968.75 951102 Long 1 -812.50 3206.25 -1993.75 -3968.75 951103 Long 1 -718.75 3300.00 -1900.00 -3968.75 951106 Long 1 -981.25 3037.50 -2162.50 -3968.75 951107 Long 1 -1212.50 2806.25 -2393.75 -3968.75 951108 Long 1 -1281.25 2737.50 -2462.50 -3968.75 951109 Exit Long 1 -1843.75 2175.00 -3025.00 -3968.75 MFE = 0.00 MAE = -1843.75 951109 Exit Short 1 100.00 2275.00 -2925.00 -3968.75 MFE = 100.00 MAE = 0.00 951128 Enter Long 1 -106.25 2168.75 -3031.25 -3968.75 951129 Long 1 -137.50 2137.50 -3062.50 -3968.75 951130 Long 1 -431.25 1843.75 -3356.25 -3968.75 -1743.75 951201 Long 1 -743.75 1531.25 -3668.75 -3968.75 951204 Long 1 -737.50 1537.50 -3662.50 -3968.75 951205 Long 1 -693.75 1581.25 -3618.75 -3968.75 951206 Long 1 -693.75 1581.25 -3618.75 -3968.75 951207 Long 1 -743.75 1531.25 -3668.75 -3968.75 951208 Long 1 -875.00 1400.00 -3800.00 -3968.75 951211 Long 1 -887.50 1387.50 -3812.50 -3968.75 951212 Long 1 -637.50 1637.50 -3562.50 -3968.75 951213 Long 1 -393.75 1881.25 -3318.75 -3968.75 951214 Long 1 -706.25 1568.75 -3631.25 -3968.75 951215 Long 1 -556.25 1718.75 -3481.25 -3968.75 951218 Long 1 -618.75 1656.25 -3543.75 -3968.75 951219 Long 1 -593.75 1681.25 -3518.75 -3968.75 951220 Long 1 -600.00 1675.00 -3525.00 -3968.75 951221 Long 1 -618.75 1656.25 -3543.75 -3968.75 951222 Long 1 -650.00 1625.00 -3575.00 -3968.75 951225 Long 1 -743.75 1531.25 -3668.75 -3968.75 951226 Long 1 -587.50 1687.50 -3512.50 -3968.75 951227 Long 1 -162.50 2112.50 -3087.50 -3968.75 951228 Long 1 -368.75 1906.25 -3293.75 -3968.75 951229 Long 1 -493.75 1781.25 -3418.75 -3968.75 0.00 960102 Long 1 -368.75 1906.25 -3293.75 -3968.75 960103 Long 1 -118.75 2156.25 -3043.75 -3968.75 960104 Exit Long 1 -706.25 1568.75 -3631.25 -3968.75 MFE = 0.00 MAE = -887.50 960104 Exit Short 1 100.00 1668.75 -3531.25 -3968.75 MFE = 100.00 MAE = 0.00 960119 Enter Short 1 -143.75 1525.00 -3675.00 -3968.75 960122 Exit Short 1 100.00 1768.75 -3431.25 -3968.75 MFE = 100.00 MAE = -143.75 -506.25 960202 Enter Long 1 -43.75 1725.00 -3475.00 -3968.75 960205 Exit Long 1 100.00 1868.75 -3331.25 -3968.75 MFE = 100.00 MAE = -43.75 960216 Enter Long 1 -181.25 1687.50 -3512.50 -3968.75 960219 Long 1 -281.25 1587.50 -3612.50 -3968.75 960220 Long 1 -331.25 1537.50 -3662.50 -3968.75 960221 Long 1 -406.25 1462.50 -3737.50 -3968.75 960222 Long 1 -206.25 1662.50 -3537.50 -3968.75 960223 Long 1 -62.50 1806.25 -3393.75 -3968.75 960226 Exit Long 1 100.00 1968.75 -3231.25 -3968.75 MFE = 100.00 MAE = -406.25 960228 Enter Long 1 -81.25 1887.50 -3312.50 -3968.75 960229 Long 1 6.25 1975.00 -3225.00 -3968.75 200.00 960301 Exit Long 1 100.00 2068.75 -3131.25 -3968.75 MFE = 100.00 MAE = -81.25 960308 Enter Long 1 31.25 2100.00 -3100.00 -3968.75 960311 Long 1 37.50 2106.25 -3093.75 -3968.75 960312 Exit Long 1 100.00 2168.75 -3031.25 -3968.75 MFE = 100.00 MAE = 0.00 960321 Enter Long 1 31.25 2200.00 -3000.00 -3968.75 960322 Long 1 -43.75 2125.00 -3075.00 -3968.75 960325 Long 1 -243.75 1925.00 -3275.00 -3968.75 960326 Long 1 -256.25 1912.50 -3287.50 -3968.75 960327 Exit Long 1 100.00 2268.75 -2931.25 -3968.75 MFE = 100.00 MAE = -256.25 960328 Enter Long 1 -43.75 2225.00 -2975.00 -3968.75 960329 Exit Long 1 100.00 2368.75 -2831.25 -3968.75 MFE = 100.00 MAE = -43.75 400.00 960408 Enter Long 1 -125.00 2243.75 -2956.25 -3968.75 960409 Long 1 -6.25 2362.50 -2837.50 -3968.75 960410 Exit Long 1 100.00 2468.75 -2731.25 -3968.75 MFE = 100.00 MAE = -125.00 960423 Enter Long 1 -12.50 2456.25 -2743.75 -3968.75 960424 Long 1 -381.25 2087.50 -3112.50 -3968.75 960425 Long 1 -93.75 2375.00 -2825.00 -3968.75 960426 Long 1 -37.50 2431.25 -2768.75 -3968.75 960429 Long 1 -162.50 2306.25 -2893.75 -3968.75 960430 Long 1 -193.75 2275.00 -2925.00 -3968.75 100.00 960501 Long 1 -25.00 2443.75 -2756.25 -3968.75 960502 Exit Long 1 100.00 2568.75 -2631.25 -3968.75 MFE = 100.00 MAE = -381.25 960510 Enter Long 1 -175.00 2393.75 -2806.25 -3968.75 960513 Long 1 -143.75 2425.00 -2775.00 -3968.75 960514 Long 1 -112.50 2456.25 -2743.75 -3968.75 960515 Long 1 -250.00 2318.75 -2881.25 -3968.75 960516 Long 1 -350.00 2218.75 -2981.25 -3968.75 960517 Long 1 -318.75 2250.00 -2950.00 -3968.75 960520 Long 1 -612.50 1956.25 -3243.75 -3968.75 960521 Long 1 -625.00 1943.75 -3256.25 -3968.75 960522 Long 1 -606.25 1962.50 -3237.50 -3968.75 960523 Long 1 -650.00 1918.75 -3281.25 -3968.75 960524 Long 1 -843.75 1725.00 -3475.00 -3968.75 960527 Long 1 -768.75 1800.00 -3400.00 -3968.75 960528 Long 1 -625.00 1943.75 -3256.25 -3968.75 960529 Long 1 -400.00 2168.75 -3031.25 -3968.75 960530 Long 1 -475.00 2093.75 -3106.25 -3968.75 960531 Long 1 -356.25 2212.50 -2987.50 -3968.75 100.00 960603 Long 1 -175.00 2393.75 -2806.25 -3968.75 960604 Long 1 -462.50 2106.25 -3093.75 -3968.75 960605 Long 1 -775.00 1793.75 -3406.25 -3968.75 960606 Long 1 -1093.75 1475.00 -3725.00 -3968.75 960607 Long 1 -756.25 1812.50 -3387.50 -3968.75 960610 Long 1 -637.50 1931.25 -3268.75 -3968.75 960611 Long 1 -756.25 1812.50 -3387.50 -3968.75 960612 Long 1 -806.25 1762.50 -3437.50 -3968.75 960613 Long 1 -800.00 1768.75 -3431.25 -3968.75 960614 Exit Long 1 -1050.00 1518.75 -3681.25 -3968.75 MFE = 0.00 MAE = -1093.75 960614 Enter Short 1 -293.75 1225.00 -3975.00 -3975.00 960617 Short 1 -231.25 1287.50 -3912.50 -3975.00 960618 Short 1 -56.25 1462.50 -3737.50 -3975.00 960619 Short 1 -18.75 1500.00 -3700.00 -3975.00 960620 Short 1 -62.50 1456.25 -3743.75 -3975.00 960621 Short 1 -125.00 1393.75 -3806.25 -3975.00 960624 Short 1 -143.75 1375.00 -3825.00 -3975.00 960625 Short 1 -181.25 1337.50 -3862.50 -3975.00 960626 Short 1 -150.00 1368.75 -3831.25 -3975.00 960627 Short 1 -56.25 1462.50 -3737.50 -3975.00 960628 Exit Short 1 100.00 1618.75 -3581.25 -3975.00 MFE = 100.00 MAE = -293.75 -950.00 960705 Exit Long 1 100.00 1718.75 -3481.25 -3975.00 MFE = 100.00 MAE = 0.00 960716 Exit Short 1 100.00 1818.75 -3381.25 -3975.00 MFE = 100.00 MAE = 0.00 200.00 960819 Enter Long 1 25.00 1843.75 -3356.25 -3975.00 960820 Exit Long 1 100.00 1918.75 -3281.25 -3975.00 MFE = 100.00 MAE = 0.00 100.00 960906 Exit Long 1 100.00 2018.75 -3181.25 -3975.00 MFE = 100.00 MAE = 0.00 960913 Enter Short 1 -50.00 1968.75 -3231.25 -3975.00 960916 Exit Short 1 100.00 2118.75 -3081.25 -3975.00 MFE = 100.00 MAE = -50.00 960920 Enter Long 1 -100.00 2018.75 -3181.25 -3975.00 960923 Long 1 -56.25 2062.50 -3137.50 -3975.00 960924 Long 1 -387.50 1731.25 -3468.75 -3975.00 960925 Long 1 -150.00 1968.75 -3231.25 -3975.00 960926 Long 1 -31.25 2087.50 -3112.50 -3975.00 960927 Long 1 -175.00 1943.75 -3256.25 -3975.00 960930 Long 1 -106.25 2012.50 -3187.50 -3975.00 200.00 961001 Long 1 -100.00 2018.75 -3181.25 -3975.00 961002 Exit Long 1 100.00 2218.75 -2981.25 -3975.00 MFE = 100.00 MAE = -387.50 100.00 961101 Enter Short 1 -56.25 2162.50 -3037.50 -3975.00 961104 Exit Short 1 100.00 2318.75 -2881.25 -3975.00 MFE = 100.00 MAE = -56.25 961107 Enter Short 1 -18.75 2300.00 -2900.00 -3975.00 961108 Short 1 -250.00 2068.75 -3131.25 -3975.00 961111 Short 1 -256.25 2062.50 -3137.50 -3975.00 961112 Short 1 -275.00 2043.75 -3156.25 -3975.00 961113 Short 1 -325.00 1993.75 -3206.25 -3975.00 961114 Short 1 -456.25 1862.50 -3337.50 -3975.00 961115 Short 1 -450.00 1868.75 -3331.25 -3975.00 961118 Short 1 -612.50 1706.25 -3493.75 -3975.00 961119 Short 1 -706.25 1612.50 -3587.50 -3975.00 961120 Exit Short 1 -1118.75 1200.00 -4000.00 -4000.00 MFE = 0.00 MAE = -1118.75 961120 Enter Long 1 43.75 1243.75 -3956.25 -4000.00 961121 Exit Long 1 100.00 1300.00 -3900.00 -4000.00 MFE = 100.00 MAE = 0.00 961129 Enter Long 1 62.50 1362.50 -3837.50 -4000.00 -918.75 961202 Exit Long 1 100.00 1400.00 -3800.00 -4000.00 MFE = 100.00 MAE = 0.00 961203 Exit Short 1 100.00 1500.00 -3700.00 -4000.00 MFE = 100.00 MAE = 0.00 961211 Enter Short 1 -75.00 1425.00 -3775.00 -4000.00 961212 Short 1 -143.75 1356.25 -3843.75 -4000.00 961213 Short 1 -106.25 1393.75 -3806.25 -4000.00 961216 Short 1 -125.00 1375.00 -3825.00 -4000.00 961217 Short 1 -393.75 1106.25 -4093.75 -4093.75 961218 Short 1 -106.25 1393.75 -3806.25 -4093.75 961219 Short 1 -250.00 1250.00 -3950.00 -4093.75 961220 Short 1 -306.25 1193.75 -4006.25 -4093.75 961223 Short 1 -531.25 968.75 -4231.25 -4231.25 961224 Short 1 -387.50 1112.50 -4087.50 -4231.25 961225 Short 1 -293.75 1206.25 -3993.75 -4231.25 961226 Short 1 -350.00 1150.00 -4050.00 -4231.25 961227 Short 1 -325.00 1175.00 -4025.00 -4231.25 961230 Short 1 -350.00 1150.00 -4050.00 -4231.25 961231 Short 1 -287.50 1212.50 -3987.50 -4231.25 200.00 970102 Short 1 -68.75 1431.25 -3768.75 -4231.25 970103 Short 1 -25.00 1475.00 -3725.00 -4231.25 970106 Exit Short 1 100.00 1600.00 -3600.00 -4231.25 MFE = 100.00 MAE = -531.25 970108 Exit Short 1 100.00 1700.00 -3500.00 -4231.25 MFE = 100.00 MAE = 0.00 970123 Enter Short 1 -125.00 1575.00 -3625.00 -4231.25 970124 Short 1 -112.50 1587.50 -3612.50 -4231.25 970127 Short 1 -143.75 1556.25 -3643.75 -4231.25 970128 Exit Short 1 100.00 1800.00 -3400.00 -4231.25 MFE = 100.00 MAE = -143.75 970129 Enter Short 1 -231.25 1568.75 -3631.25 -4231.25 970130 Exit Short 1 100.00 1900.00 -3300.00 -4231.25 MFE = 100.00 MAE = -231.25 970131 Exit Short 1 100.00 2000.00 -3200.00 -4231.25 MFE = 100.00 MAE = 0.00 500.00 970207 Enter Short 1 -156.25 1843.75 -3356.25 -4231.25 970210 Exit Short 1 100.00 2100.00 -3100.00 -4231.25 MFE = 100.00 MAE = -156.25 970212 Enter Short 1 -362.50 1737.50 -3462.50 -4231.25 970213 Exit Short 1 -1062.50 1037.50 -4162.50 -4231.25 MFE = 0.00 MAE = -1062.50 970213 Enter Long 1 -418.75 618.75 -4581.25 -4581.25 970214 Long 1 -412.50 625.00 -4575.00 -4581.25 970217 Long 1 -343.75 693.75 -4506.25 -4581.25 970218 Long 1 -468.75 568.75 -4631.25 -4631.25 970219 Long 1 -225.00 812.50 -4387.50 -4631.25 970220 Exit Long 1 100.00 1137.50 -4062.50 -4631.25 MFE = 100.00 MAE = -468.75 -862.50 970303 Exit Long 1 100.00 1237.50 -3962.50 -4631.25 MFE = 100.00 MAE = 0.00 970311 Exit Long 1 100.00 1337.50 -3862.50 -4631.25 MFE = 100.00 MAE = 0.00 970314 Exit Long 1 100.00 1437.50 -3762.50 -4631.25 MFE = 100.00 MAE = 0.00 970324 Enter Long 1 25.00 1462.50 -3737.50 -4631.25 970325 Long 1 -412.50 1025.00 -4175.00 -4631.25 970326 Long 1 -225.00 1212.50 -3987.50 -4631.25 970327 Long 1 -231.25 1206.25 -3993.75 -4631.25 970328 Long 1 -350.00 1087.50 -4112.50 -4631.25 970331 Long 1 -193.75 1243.75 -3956.25 -4631.25 300.00 970401 Long 1 -200.00 1237.50 -3962.50 -4631.25 970402 Long 1 -312.50 1125.00 -4075.00 -4631.25 970403 Exit Long 1 -781.25 656.25 -4543.75 -4631.25 MFE = 25.00 MAE = -781.25 970403 Enter Short 1 -93.75 562.50 -4637.50 -4637.50 970404 Short 1 62.50 718.75 -4481.25 -4637.50 970407 Exit Short 1 100.00 756.25 -4443.75 -4637.50 MFE = 100.00 MAE = -93.75 970428 Enter Short 1 -406.25 350.00 -4850.00 -4850.00 970429 Short 1 -537.50 218.75 -4981.25 -4981.25 970430 Short 1 -468.75 287.50 -4912.50 -4981.25 -681.25 970501 Short 1 -700.00 56.25 -5143.75 -5143.75 970502 Short 1 -593.75 162.50 -5037.50 -5143.75 970505 Short 1 -481.25 275.00 -4925.00 -5143.75 970506 Short 1 -212.50 543.75 -4656.25 -5143.75 970507 Short 1 -250.00 506.25 -4693.75 -5143.75 970508 Short 1 -481.25 275.00 -4925.00 -5143.75 970509 Short 1 -331.25 425.00 -4775.00 -5143.75 970512 Short 1 -368.75 387.50 -4812.50 -5143.75 970513 Short 1 -193.75 562.50 -4637.50 -5143.75 970514 Short 1 -75.00 681.25 -4518.75 -5143.75 970515 Short 1 -187.50 568.75 -4631.25 -5143.75 970516 Short 1 -187.50 568.75 -4631.25 -5143.75 970519 Short 1 -106.25 650.00 -4550.00 -5143.75 970520 Exit Short 1 100.00 856.25 -4343.75 -5143.75 MFE = 100.00 MAE = -700.00 970521 Exit Long 1 100.00 956.25 -4243.75 -5143.75 MFE = 100.00 MAE = 0.00 970523 Enter Short 1 -12.50 943.75 -4256.25 -5143.75 970526 Exit Short 1 100.00 1056.25 -4143.75 -5143.75 MFE = 100.00 MAE = -12.50 300.00 970602 Enter Short 1 31.25 1087.50 -4112.50 -5143.75 970603 Short 1 -231.25 825.00 -4375.00 -5143.75 970604 Short 1 -37.50 1018.75 -4181.25 -5143.75 970605 Short 1 -243.75 812.50 -4387.50 -5143.75 970606 Short 1 -225.00 831.25 -4368.75 -5143.75 970609 Short 1 -268.75 787.50 -4412.50 -5143.75 970610 Short 1 -187.50 868.75 -4331.25 -5143.75 970611 Exit Short 1 100.00 1156.25 -4043.75 -5143.75 MFE = 100.00 MAE = -268.75 970612 Enter Short 1 81.25 1237.50 -3962.50 -5143.75 970613 Exit Short 1 100.00 1256.25 -3943.75 -5143.75 MFE = 100.00 MAE = 0.00 970627 Exit Short 1 100.00 1356.25 -3843.75 -5143.75 MFE = 100.00 MAE = 0.00 300.00 970707 Exit Short 1 100.00 1456.25 -3743.75 -5143.75 MFE = 100.00 MAE = 0.00 970714 Enter Short 1 6.25 1462.50 -3737.50 -5143.75 970715 Exit Short 1 100.00 1556.25 -3643.75 -5143.75 MFE = 100.00 MAE = 0.00 970729 Exit Long 1 100.00 1656.25 -3543.75 -5143.75 MFE = 100.00 MAE = 0.00 300.00 970827 Enter Short 1 -93.75 1562.50 -3637.50 -5143.75 970828 Exit Short 1 100.00 1756.25 -3443.75 -5143.75 MFE = 100.00 MAE = -93.75 100.00 970911 Exit Short 1 100.00 1856.25 -3343.75 -5143.75 MFE = 100.00 MAE = 0.00 970929 Exit Short 1 100.00 1956.25 -3243.75 -5143.75 MFE = 100.00 MAE = 0.00 200.00 971009 Exit Long 1 100.00 2056.25 -3143.75 -5143.75 MFE = 100.00 MAE = 0.00 971021 Enter Short 1 62.50 2118.75 -3081.25 -5143.75 971022 Exit Short 1 100.00 2156.25 -3043.75 -5143.75 MFE = 100.00 MAE = 0.00 200.00 971112 Exit Short 1 100.00 2256.25 -2943.75 -5143.75 MFE = 100.00 MAE = 0.00 971113 Enter Short 1 -425.00 1831.25 -3368.75 -5143.75 971114 Short 1 -412.50 1843.75 -3356.25 -5143.75 971117 Short 1 -568.75 1687.50 -3512.50 -5143.75 971118 Short 1 -537.50 1718.75 -3481.25 -5143.75 971119 Short 1 -6.25 2250.00 -2950.00 -5143.75 971120 Exit Short 1 100.00 2356.25 -2843.75 -5143.75 MFE = 100.00 MAE = -568.75 971125 Exit Short 1 100.00 2456.25 -2743.75 -5143.75 MFE = 100.00 MAE = 0.00 971126 Enter Short 1 -62.50 2393.75 -2806.25 -5143.75 971127 Exit Short 1 100.00 2556.25 -2643.75 -5143.75 MFE = 100.00 MAE = -62.50 971128 Enter Short 1 -293.75 2262.50 -2937.50 -5143.75 400.00 971201 Short 1 68.75 2625.00 -2575.00 -5143.75 971202 Short 1 -56.25 2500.00 -2700.00 -5143.75 971203 Exit Short 1 100.00 2656.25 -2543.75 -5143.75 MFE = 100.00 MAE = -293.75 971204 Enter Short 1 25.00 2681.25 -2518.75 -5143.75 971205 Short 1 -50.00 2606.25 -2593.75 -5143.75 971208 Exit Short 1 100.00 2756.25 -2443.75 -5143.75 MFE = 100.00 MAE = -50.00 971211 Enter Short 1 -43.75 2712.50 -2487.50 -5143.75 971212 Exit Short 1 100.00 2856.25 -2343.75 -5143.75 MFE = 100.00 MAE = -43.75 971215 Exit Short 1 100.00 2956.25 -2243.75 -5143.75 MFE = 100.00 MAE = 0.00 971216 Exit Short 1 100.00 3056.25 -2143.75 -5143.75 MFE = 100.00 MAE = 0.00 971219 Enter Short 1 -43.75 3012.50 -2187.50 -5143.75 971222 Short 1 -62.50 2993.75 -2206.25 -5143.75 971223 Short 1 -281.25 2775.00 -2425.00 -5143.75 971224 Short 1 -331.25 2725.00 -2475.00 -5143.75 971225 Short 1 -268.75 2787.50 -2412.50 -5143.75 971226 Short 1 -306.25 2750.00 -2450.00 -5143.75 971229 Short 1 -281.25 2775.00 -2425.00 -5143.75 971230 Short 1 -75.00 2981.25 -2218.75 -5143.75 971231 Short 1 -31.25 3025.00 -2175.00 -5143.75 500.00 980102 Short 1 31.25 3087.50 -2112.50 -5143.75 980105 Exit Short 1 100.00 3156.25 -2043.75 -5143.75 MFE = 100.00 MAE = -331.25 980106 Exit Short 1 100.00 3256.25 -1943.75 -5143.75 MFE = 100.00 MAE = 0.00 980126 Enter Long 1 -325.00 2931.25 -2268.75 -5143.75 980127 Exit Long 1 100.00 3356.25 -1843.75 -5143.75 MFE = 100.00 MAE = -325.00 300.00 980210 Exit Long 1 100.00 3456.25 -1743.75 -5143.75 MFE = 100.00 MAE = 0.00 980219 Enter Long 1 -6.25 3450.00 -1750.00 -5143.75 980220 Long 1 -350.00 3106.25 -2093.75 -5143.75 980223 Long 1 -575.00 2881.25 -2318.75 -5143.75 980224 Long 1 -587.50 2868.75 -2331.25 -5143.75 980225 Long 1 -600.00 2856.25 -2343.75 -5143.75 980226 Long 1 -193.75 3262.50 -1937.50 -5143.75 980227 Exit Long 1 100.00 3556.25 -1643.75 -5143.75 MFE = 100.00 MAE = -600.00 200.00 980330 Exit Short 1 100.00 3656.25 -1543.75 -5143.75 MFE = 100.00 MAE = 0.00 100.00 980409 Enter Short 1 31.25 3687.50 -1512.50 -5143.75 980410 Short 1 -168.75 3487.50 -1712.50 -5143.75 980413 Short 1 -106.25 3550.00 -1650.00 -5143.75 980414 Exit Short 1 100.00 3756.25 -1443.75 -5143.75 MFE = 100.00 MAE = -168.75 980420 Enter Short 1 -25.00 3731.25 -1468.75 -5143.75 980421 Short 1 -343.75 3412.50 -1787.50 -5143.75 980422 Short 1 -356.25 3400.00 -1800.00 -5143.75 980423 Short 1 -450.00 3306.25 -1893.75 -5143.75 980424 Short 1 -275.00 3481.25 -1718.75 -5143.75 980427 Short 1 -31.25 3725.00 -1475.00 -5143.75 980428 Exit Short 1 100.00 3856.25 -1343.75 -5143.75 MFE = 100.00 MAE = -450.00 200.00 980504 Enter Short 1 -131.25 3725.00 -1475.00 -5143.75 980505 Exit Short 1 100.00 3956.25 -1243.75 -5143.75 MFE = 100.00 MAE = -131.25 980513 Exit Short 1 100.00 4056.25 -1143.75 -5143.75 MFE = 100.00 MAE = 0.00 980518 Exit Short 1 100.00 4156.25 -1043.75 -5143.75 MFE = 100.00 MAE = 0.00 980527 Enter Short 1 -143.75 4012.50 -1187.50 -5143.75 980528 Short 1 -243.75 3912.50 -1287.50 -5143.75 980529 Short 1 -306.25 3850.00 -1350.00 -5143.75 300.00 980601 Exit Short 1 100.00 4256.25 -943.75 -5143.75 MFE = 100.00 MAE = -306.25 980602 Exit Short 1 100.00 4356.25 -843.75 -5143.75 MFE = 100.00 MAE = 0.00 980605 Exit Short 1 100.00 4456.25 -743.75 -5143.75 MFE = 100.00 MAE = 0.00 980608 Exit Short 1 100.00 4556.25 -643.75 -5143.75 MFE = 100.00 MAE = 0.00 980609 Enter Short 1 -6.25 4550.00 -650.00 -5143.75 980610 Exit Short 1 100.00 4656.25 -543.75 -5143.75 MFE = 100.00 MAE = -6.25 980612 Enter Short 1 -237.50 4418.75 -781.25 -5143.75 980615 Short 1 -318.75 4337.50 -862.50 -5143.75 980616 Exit Short 1 100.00 4756.25 -443.75 -5143.75 MFE = 100.00 MAE = -318.75 980617 Exit Long 1 100.00 4856.25 -343.75 -5143.75 MFE = 100.00 MAE = 0.00 980629 Enter Short 1 -593.75 4262.50 -937.50 -5143.75 980630 Short 1 -1262.50 3593.75 -1606.25 -5143.75 700.00 980701 Short 1 -1362.50 3493.75 -1706.25 -5143.75 980702 Short 1 -987.50 3868.75 -1331.25 -5143.75 980703 Short 1 -1225.00 3631.25 -1568.75 -5143.75 980706 Short 1 -1081.25 3775.00 -1425.00 -5143.75 980707 Short 1 -1350.00 3506.25 -1693.75 -5143.75 980708 Short 1 -1206.25 3650.00 -1550.00 -5143.75 980709 Short 1 -937.50 3918.75 -1281.25 -5143.75 980710 Short 1 -1112.50 3743.75 -1456.25 -5143.75 980713 Short 1 -1193.75 3662.50 -1537.50 -5143.75 980714 Short 1 -1525.00 3331.25 -1868.75 -5143.75 980715 Short 1 -1550.00 3306.25 -1893.75 -5143.75 980716 Short 1 -2093.75 2762.50 -2437.50 -5143.75 980717 Short 1 -1893.75 2962.50 -2237.50 -5143.75 980720 Short 1 -2081.25 2775.00 -2425.00 -5143.75 980721 Short 1 -1750.00 3106.25 -2093.75 -5143.75 980722 Short 1 -1518.75 3337.50 -1862.50 -5143.75 980723 Short 1 -1381.25 3475.00 -1725.00 -5143.75 980724 Short 1 -1150.00 3706.25 -1493.75 -5143.75 980727 Short 1 -662.50 4193.75 -1006.25 -5143.75 980728 Short 1 -943.75 3912.50 -1287.50 -5143.75 980729 Short 1 -831.25 4025.00 -1175.00 -5143.75 980730 Short 1 -706.25 4150.00 -1050.00 -5143.75 980731 Short 1 -487.50 4368.75 -831.25 -5143.75 0.00 980803 Short 1 -231.25 4625.00 -575.00 -5143.75 980804 Short 1 -381.25 4475.00 -725.00 -5143.75 980805 Short 1 -650.00 4206.25 -993.75 -5143.75 980806 Short 1 -431.25 4425.00 -775.00 -5143.75 980807 Short 1 -93.75 4762.50 -437.50 -5143.75 980810 Short 1 -143.75 4712.50 -487.50 -5143.75 980811 Exit Short 1 100.00 4956.25 -243.75 -5143.75 MFE = 100.00 MAE = -2093.75 980820 Exit Short 1 100.00 5056.25 -143.75 -5143.75 MFE = 100.00 MAE = 0.00 980821 Exit Short 1 100.00 5156.25 -43.75 -5143.75 MFE = 100.00 MAE = 0.00 980826 Exit Short 1 100.00 5256.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 980827 Exit Short 1 100.00 5356.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 500.00 980903 Exit Short 1 100.00 5456.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 980909 Exit Short 1 100.00 5556.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 200.00 981006 Exit Short 1 100.00 5656.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981007 Exit Long 1 100.00 5756.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981014 Enter Long 1 -50.00 5706.25 -50.00 -5143.75 981015 Exit Long 1 100.00 5856.25 0.00 -5143.75 MFE = 100.00 MAE = -50.00 981028 Exit Long 1 100.00 5956.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981029 Enter Long 1 -12.50 5943.75 -12.50 -5143.75 981030 Exit Long 1 100.00 6056.25 0.00 -5143.75 MFE = 100.00 MAE = -12.50 500.00 981103 Enter Long 1 -287.50 5768.75 -287.50 -5143.75 981104 Exit Long 1 100.00 6156.25 0.00 -5143.75 MFE = 100.00 MAE = -287.50 981105 Exit Long 1 100.00 6256.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981106 Enter Long 1 18.75 6275.00 0.00 -5143.75 981109 Exit Long 1 100.00 6356.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981112 Exit Long 1 100.00 6456.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 981118 Exit Long 1 100.00 6556.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 500.00 981222 Enter Short 1 18.75 6575.00 0.00 -5143.75 981223 Exit Short 1 100.00 6656.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 100.00 990201 Exit Long 1 100.00 6756.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 990211 Enter Long 1 -218.75 6537.50 -37.50 -5143.75 990212 Long 1 -337.50 6418.75 -156.25 -5143.75 990215 Long 1 -312.50 6443.75 -131.25 -5143.75 990216 Exit Long 1 -981.25 5775.00 -981.25 -5143.75 MFE = 0.00 MAE = -981.25 990216 Enter Short 1 12.50 5787.50 -787.50 -5143.75 990217 Exit Short 1 100.00 5875.00 -881.25 -5143.75 MFE = 100.00 MAE = 0.00 990224 Enter Short 1 -43.75 5831.25 -743.75 -5143.75 990225 Exit Short 1 100.00 5975.00 -781.25 -5143.75 MFE = 100.00 MAE = -43.75 -681.25 990315 Enter Short 1 50.00 6025.00 -550.00 -5143.75 990316 Exit Short 1 156.25 6131.25 -625.00 -5143.75 MFE = 156.25 MAE = 0.00 156.25 990412 Exit Long 1 100.00 6231.25 -343.75 -5143.75 MFE = 100.00 MAE = 0.00 990416 Enter Long 1 -100.00 6131.25 -443.75 -5143.75 990419 Exit Long 1 100.00 6331.25 -243.75 -5143.75 MFE = 100.00 MAE = -100.00 990423 Enter Long 1 -193.75 6137.50 -437.50 -5143.75 990426 Long 1 -356.25 5975.00 -600.00 -5143.75 990427 Long 1 -350.00 5981.25 -593.75 -5143.75 990428 Long 1 -62.50 6268.75 -306.25 -5143.75 990429 Exit Long 1 100.00 6431.25 -143.75 -5143.75 MFE = 100.00 MAE = -356.25 300.00 990506 Exit Long 1 100.00 6531.25 -43.75 -5143.75 MFE = 100.00 MAE = 0.00 990514 Enter Long 1 -375.00 6156.25 -418.75 -5143.75 990517 Long 1 -318.75 6212.50 -362.50 -5143.75 990518 Exit Long 1 100.00 6631.25 0.00 -5143.75 MFE = 100.00 MAE = -375.00 200.00 990601 Exit Short 1 100.00 6731.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 990604 Enter Long 1 56.25 6787.50 0.00 -5143.75 990607 Exit Long 1 100.00 6831.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 990630 Enter Long 1 68.75 6900.00 0.00 -5143.75 200.00 990701 Exit Long 1 100.00 6931.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 990719 Exit Short 1 100.00 7031.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 200.00 990818 Enter Short 1 -187.50 6843.75 -56.25 -5143.75 990819 Exit Short 1 100.00 7131.25 0.00 -5143.75 MFE = 100.00 MAE = -187.50 990831 Enter Long 1 -68.75 7062.50 -68.75 -5143.75 100.00 990901 Long 1 -137.50 6993.75 -137.50 -5143.75 990902 Exit Long 1 100.00 7231.25 0.00 -5143.75 MFE = 100.00 MAE = -137.50 100.00 991004 Enter Long 1 81.25 7312.50 0.00 -5143.75 991005 Exit Long 1 100.00 7331.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 991027 Enter Short 1 50.00 7381.25 0.00 -5143.75 991028 Exit Short 1 100.00 7431.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 200.00 991117 Enter Short 1 37.50 7468.75 0.00 -5143.75 991118 Short 1 87.50 7518.75 0.00 -5143.75 991119 Exit Short 1 100.00 7531.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 991124 Enter Short 1 18.75 7550.00 0.00 -5143.75 991125 Short 1 -187.50 7343.75 -206.25 -5143.75 991126 Short 1 -106.25 7425.00 -125.00 -5143.75 991129 Short 1 -268.75 7262.50 -287.50 -5143.75 991130 Short 1 -131.25 7400.00 -150.00 -5143.75 100.00 991201 Short 1 -256.25 7275.00 -275.00 -5143.75 991202 Short 1 25.00 7556.25 0.00 -5143.75 991203 Exit Short 1 100.00 7631.25 0.00 -5143.75 MFE = 100.00 MAE = -268.75 991216 Enter Long 1 18.75 7650.00 0.00 -5143.75 991217 Exit Long 1 100.00 7731.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 991229 Exit Long 1 100.00 7831.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 991231 Enter Long 1 68.75 7900.00 0.00 -5143.75 300.00 000103 Exit Long 1 100.00 7931.25 0.00 -5143.75 MFE = 100.00 MAE = 0.00 000112 Enter Long 1 -75.00 7856.25 -43.75 -5143.75 000113 Exit Long 1 100.00 8031.25 0.00 -5143.75 MFE = 100.00 MAE = -75.00 000120 Enter Long 1 -100.00 7931.25 -100.00 -5143.75 000121 Long 1 -281.25 7750.00 -281.25 -5143.75 000124 Exit Long 1 -681.25 7350.00 -681.25 -5143.75 MFE = 0.00 MAE = -681.25 000124 Exit Short 1 100.00 7450.00 -581.25 -5143.75 MFE = 100.00 MAE = 0.00 000128 Exit Short 1 100.00 7550.00 -481.25 -5143.75 MFE = 100.00 MAE = 0.00 -281.25 000215 Enter Short 1 -250.00 7300.00 -731.25 -5143.75 000216 Short 1 -443.75 7106.25 -925.00 -5143.75 000217 Short 1 -475.00 7075.00 -956.25 -5143.75 000218 Short 1 -268.75 7281.25 -750.00 -5143.75 000221 Short 1 -56.25 7493.75 -537.50 -5143.75 000222 Short 1 43.75 7593.75 -437.50 -5143.75 000223 Exit Short 1 100.00 7650.00 -381.25 -5143.75 MFE = 100.00 MAE = -475.00 000224 Exit Short 1 100.00 7750.00 -281.25 -5143.75 MFE = 100.00 MAE = 0.00 000228 Exit Short 1 100.00 7850.00 -181.25 -5143.75 MFE = 100.00 MAE = 0.00 300.00 000301 Exit Short 1 100.00 7950.00 -81.25 -5143.75 MFE = 100.00 MAE = 0.00 000302 Exit Short 1 100.00 8050.00 0.00 -5143.75 MFE = 100.00 MAE = 0.00 000306 Exit Short 1 100.00 8150.00 0.00 -5143.75 MFE = 100.00 MAE = 0.00 000307 Enter Short 1 -143.75 8006.25 -143.75 -5143.75 000308 Short 1 -437.50 7712.50 -437.50 -5143.75 000309 Short 1 -793.75 7356.25 -793.75 -5143.75 000310 Short 1 -762.50 7387.50 -762.50 -5143.75 000313 Short 1 -893.75 7256.25 -893.75 -5143.75 000314 Short 1 -762.50 7387.50 -762.50 -5143.75 000315 Short 1 -693.75 7456.25 -693.75 -5143.75 000316 Short 1 -518.75 7631.25 -518.75 -5143.75 000317 Short 1 -243.75 7906.25 -243.75 -5143.75 000320 Short 1 -362.50 7787.50 -362.50 -5143.75 000321 Short 1 -462.50 7687.50 -462.50 -5143.75 000322 Short 1 -100.00 8050.00 -100.00 -5143.75 000323 Short 1 -225.00 7925.00 -225.00 -5143.75 000324 Short 1 -337.50 7812.50 -337.50 -5143.75 000327 Short 1 -650.00 7500.00 -650.00 -5143.75 000328 Short 1 -812.50 7337.50 -812.50 -5143.75 000329 Short 1 -512.50 7637.50 -512.50 -5143.75 000330 Short 1 -675.00 7475.00 -675.00 -5143.75 000331 Short 1 -331.25 7818.75 -331.25 -5143.75 300.00 000403 Short 1 -387.50 7762.50 -387.50 -5143.75 000404 Short 1 -150.00 8000.00 -150.00 -5143.75 000405 Short 1 -231.25 7918.75 -231.25 -5143.75 000406 Exit Short 1 100.00 8250.00 0.00 -5143.75 MFE = 100.00 MAE = -893.75 000417 Exit Long 1 -756.25 7493.75 -756.25 -5143.75 MFE = 0.00 MAE = -756.25 000426 Exit Short 1 100.00 7593.75 -656.25 -5143.75 MFE = 100.00 MAE = 0.00 000428 Enter Short 1 -12.50 7581.25 -668.75 -5143.75 -556.25 000501 Exit Short 1 100.00 7693.75 -556.25 -5143.75 MFE = 100.00 MAE = -12.50 000508 Exit Short 1 100.00 7793.75 -456.25 -5143.75 MFE = 100.00 MAE = 0.00 000509 Exit Short 1 100.00 7893.75 -356.25 -5143.75 MFE = 100.00 MAE = 0.00 000515 Enter Short 1 37.50 7931.25 -318.75 -5143.75 000516 Exit Short 1 100.00 7993.75 -256.25 -5143.75 MFE = 100.00 MAE = 0.00 000517 Enter Short 1 18.75 8012.50 -237.50 -5143.75 000518 Exit Short 1 100.00 8093.75 -156.25 -5143.75 MFE = 100.00 MAE = 0.00 500.00 000613 Exit Long 1 100.00 8193.75 -56.25 -5143.75 MFE = 100.00 MAE = 0.00 000627 Exit Long 1 100.00 8293.75 0.00 -5143.75 MFE = 100.00 MAE = 0.00 200.00 000719 Enter Short 1 -93.75 8200.00 -93.75 -5143.75 000720 Short 1 -462.50 7831.25 -462.50 -5143.75 000721 Short 1 -675.00 7618.75 -675.00 -5143.75 000724 Short 1 -618.75 7675.00 -618.75 -5143.75 000725 Short 1 -643.75 7650.00 -643.75 -5143.75 000726 Short 1 -1006.25 7287.50 -1006.25 -5143.75 000727 Short 1 -775.00 7518.75 -775.00 -5143.75 000728 Short 1 -793.75 7500.00 -793.75 -5143.75 000731 Short 1 -275.00 8018.75 -275.00 -5143.75 0.00 000801 Short 1 -212.50 8081.25 -212.50 -5143.75 000802 Short 1 -568.75 7725.00 -568.75 -5143.75 000803 Short 1 -681.25 7612.50 -681.25 -5143.75 000804 Short 1 -693.75 7600.00 -693.75 -5143.75 000807 Short 1 -737.50 7556.25 -737.50 -5143.75 000808 Short 1 -475.00 7818.75 -475.00 -5143.75 000809 Short 1 -212.50 8081.25 -212.50 -5143.75 000810 Short 1 -437.50 7856.25 -437.50 -5143.75 000811 Short 1 -268.75 8025.00 -268.75 -5143.75 000814 Short 1 -425.00 7868.75 -425.00 -5143.75 000815 Short 1 -462.50 7831.25 -462.50 -5143.75 000816 Exit Short 1 -1037.50 7256.25 -1037.50 -5143.75 MFE = 0.00 MAE = -1037.50 000816 Enter Long 1 -12.50 7243.75 -1050.00 -5143.75 000817 Exit Long 1 100.00 7356.25 -937.50 -5143.75 MFE = 100.00 MAE = -12.50 000822 Enter Short 1 -75.00 7281.25 -1012.50 -5143.75 000823 Exit Short 1 100.00 7456.25 -837.50 -5143.75 MFE = 100.00 MAE = -75.00 -837.50 000905 Enter Short 1 0.00 7456.25 -837.50 -5143.75 000906 Exit Short 1 100.00 7556.25 -737.50 -5143.75 MFE = 100.00 MAE = 0.00 000907 Enter Short 1 -187.50 7368.75 -925.00 -5143.75 000908 Short 1 -81.25 7475.00 -818.75 -5143.75 000911 Short 1 -468.75 7087.50 -1206.25 -5143.75 000912 Short 1 -187.50 7368.75 -925.00 -5143.75 000913 Short 1 37.50 7593.75 -700.00 -5143.75 000914 Exit Short 1 100.00 7656.25 -637.50 -5143.75 MFE = 100.00 MAE = -468.75 000920 Enter Short 1 -87.50 7568.75 -725.00 -5143.75 000921 Short 1 -437.50 7218.75 -1075.00 -5143.75 000922 Exit Short 1 -1181.25 6475.00 -1818.75 -5143.75 MFE = 0.00 MAE = -1181.25 000922 Exit Long 1 100.00 6575.00 -1718.75 -5143.75 MFE = 100.00 MAE = 0.00 000925 Enter Short 1 -300.00 6275.00 -2018.75 -5143.75 000926 Short 1 -300.00 6275.00 -2018.75 -5143.75 000927 Short 1 -406.25 6168.75 -2125.00 -5143.75 000928 Short 1 -68.75 6506.25 -1787.50 -5143.75 000929 Exit Short 1 100.00 6675.00 -1618.75 -5143.75 MFE = 100.00 MAE = -406.25 -781.25 001003 Enter Short 1 25.00 6700.00 -1593.75 -5143.75 001004 Exit Short 1 100.00 6775.00 -1518.75 -5143.75 MFE = 100.00 MAE = 0.00 001005 Enter Short 1 6.25 6781.25 -1512.50 -5143.75 001006 Exit Short 1 100.00 6875.00 -1418.75 -5143.75 MFE = 100.00 MAE = 0.00 001010 Enter Short 1 -218.75 6656.25 -1637.50 -5143.75 001011 Short 1 -193.75 6681.25 -1612.50 -5143.75 001012 Short 1 -12.50 6862.50 -1431.25 -5143.75 001013 Exit Short 1 100.00 6975.00 -1318.75 -5143.75 MFE = 100.00 MAE = -218.75 001016 Exit Short 1 100.00 7075.00 -1218.75 -5143.75 MFE = 100.00 MAE = 0.00 001017 Exit Short 1 100.00 7175.00 -1118.75 -5143.75 MFE = 100.00 MAE = 0.00 001025 Exit Short 1 100.00 7275.00 -1018.75 -5143.75 MFE = 100.00 MAE = 0.00 001026 Enter Short 1 -268.75 7006.25 -1287.50 -5143.75 001027 Short 1 -443.75 6831.25 -1462.50 -5143.75 001030 Short 1 -437.50 6837.50 -1456.25 -5143.75 001031 Exit Short 1 100.00 7375.00 -918.75 -5143.75 MFE = 100.00 MAE = -443.75 700.00 001109 Enter Short 1 -256.25 7118.75 -1175.00 -5143.75 001110 Exit Short 1 100.00 7475.00 -818.75 -5143.75 MFE = 100.00 MAE = -256.25 001120 Exit Short 1 100.00 7575.00 -718.75 -5143.75 MFE = 100.00 MAE = 0.00 001122 Exit Long 1 100.00 7675.00 -618.75 -5143.75 MFE = 100.00 MAE = 0.00 300.00 001201 Exit Long 1 100.00 7775.00 -518.75 -5143.75 MFE = 100.00 MAE = 0.00 001215 Enter Long 1 -81.25 7693.75 -600.00 -5143.75 001218 Long 1 -275.00 7500.00 -793.75 -5143.75 001219 Long 1 -100.00 7675.00 -618.75 -5143.75 001220 Exit Long 1 100.00 7875.00 -418.75 -5143.75 MFE = 100.00 MAE = -275.00 001229 Enter Long 1 18.75 7893.75 -400.00 -5143.75 200.00 010102 Exit Long 1 100.00 7975.00 -318.75 -5143.75 MFE = 100.00 MAE = 0.00 010103 Exit Long 1 100.00 8075.00 -218.75 -5143.75 MFE = 100.00 MAE = 0.00 010104 Exit Long 1 100.00 8175.00 -118.75 -5143.75 MFE = 100.00 MAE = 0.00 010105 Exit Long 1 100.00 8275.00 -18.75 -5143.75 MFE = 100.00 MAE = 0.00 010119 Enter Long 1 -375.00 7900.00 -393.75 -5143.75 010122 Long 1 -300.00 7975.00 -318.75 -5143.75 010123 Long 1 -662.50 7612.50 -681.25 -5143.75 010124 Exit Long 1 -1231.25 7043.75 -1250.00 -5143.75 MFE = 0.00 MAE = -1231.25 010124 Enter Short 1 12.50 7056.25 -1237.50 -5143.75 010125 Short 1 -218.75 6825.00 -1468.75 -5143.75 010126 Short 1 -81.25 6962.50 -1331.25 -5143.75 010129 Short 1 6.25 7050.00 -1243.75 -5143.75 010130 Short 1 -318.75 6725.00 -1568.75 -5143.75 010131 Exit Short 1 -575.00 6468.75 -1825.00 -5143.75 MFE = 12.50 MAE = -575.00 010131 Enter Long 1 -62.50 6406.25 -1887.50 -5143.75 -1406.25 010201 Exit Long 1 100.00 6568.75 -1725.00 -5143.75 MFE = 100.00 MAE = -62.50 010208 Exit Short 1 100.00 6668.75 -1625.00 -5143.75 MFE = 100.00 MAE = 0.00 010214 Enter Short 1 0.00 6668.75 -1625.00 -5143.75 010215 Exit Short 1 100.00 6768.75 -1525.00 -5143.75 MFE = 100.00 MAE = 0.00 010220 Enter Short 1 -75.00 6693.75 -1600.00 -5143.75 010221 Short 1 -137.50 6631.25 -1662.50 -5143.75 010222 Short 1 -112.50 6656.25 -1637.50 -5143.75 010223 Short 1 -237.50 6531.25 -1762.50 -5143.75 010226 Short 1 0.00 6768.75 -1525.00 -5143.75 010227 Short 1 -200.00 6568.75 -1725.00 -5143.75 010228 Short 1 -218.75 6550.00 -1743.75 -5143.75 300.00 010301 Short 1 -312.50 6456.25 -1837.50 -5143.75 010302 Short 1 -493.75 6275.00 -2018.75 -5143.75 010305 Short 1 6.25 6775.00 -1518.75 -5143.75 010306 Exit Short 1 100.00 6868.75 -1425.00 -5143.75 MFE = 100.00 MAE = -493.75 010307 Exit Short 1 100.00 6968.75 -1325.00 -5143.75 MFE = 100.00 MAE = 0.00 010313 Enter Short 1 43.75 7012.50 -1281.25 -5143.75 010314 Exit Short 1 100.00 7068.75 -1225.00 -5143.75 MFE = 100.00 MAE = 0.00 010315 Exit Short 1 100.00 7168.75 -1125.00 -5143.75 MFE = 100.00 MAE = 0.00 010321 Exit Short 1 100.00 7268.75 -1025.00 -5143.75 MFE = 100.00 MAE = 0.00 010322 Exit Short 1 100.00 7368.75 -925.00 -5143.75 MFE = 100.00 MAE = 0.00 010326 Exit Short 1 100.00 7468.75 -825.00 -5143.75 MFE = 100.00 MAE = 0.00 010328 Enter Short 1 62.50 7531.25 -762.50 -5143.75 010329 Exit Short 1 100.00 7568.75 -725.00 -5143.75 MFE = 100.00 MAE = 0.00 010330 Exit Short 1 100.00 7668.75 -625.00 -5143.75 MFE = 100.00 MAE = 0.00 900.00 010402 Exit Short 1 100.00 7768.75 -525.00 -5143.75 MFE = 100.00 MAE = 0.00 010418 Exit Short 1 100.00 7868.75 -425.00 -5143.75 MFE = 100.00 MAE = 0.00 200.00 010501 Enter Long 1 0.00 7868.75 -425.00 -5143.75 010502 Exit Long 1 100.00 7968.75 -325.00 -5143.75 MFE = 100.00 MAE = 0.00 010509 Exit Long 1 100.00 8068.75 -225.00 -5143.75 MFE = 100.00 MAE = 0.00 010510 Exit Long 1 100.00 8168.75 -125.00 -5143.75 MFE = 100.00 MAE = 0.00 010516 Enter Long 1 12.50 8181.25 -112.50 -5143.75 010517 Exit Long 1 100.00 8268.75 -25.00 -5143.75 MFE = 100.00 MAE = 0.00 010531 Enter Short 1 -106.25 8162.50 -131.25 -5143.75 400.00 010601 Short 1 -243.75 8025.00 -268.75 -5143.75 010604 Short 1 -193.75 8075.00 -218.75 -5143.75 010605 Short 1 -312.50 7956.25 -337.50 -5143.75 010606 Exit Short 1 -718.75 7550.00 -743.75 -5143.75 MFE = 0.00 MAE = -718.75 010606 Enter Long 1 6.25 7556.25 -737.50 -5143.75 010607 Exit Long 1 100.00 7650.00 -643.75 -5143.75 MFE = 100.00 MAE = 0.00 010628 Exit Short 1 100.00 7750.00 -543.75 -5143.75 MFE = 100.00 MAE = 0.00 -518.75 010706 Exit Short 1 100.00 7850.00 -443.75 -5143.75 MFE = 100.00 MAE = 0.00 010720 Enter Short 1 18.75 7868.75 -425.00 -5143.75 010723 Short 1 -118.75 7731.25 -562.50 -5143.75 010724 Short 1 -218.75 7631.25 -662.50 -5143.75 010725 Short 1 -118.75 7731.25 -562.50 -5143.75 010726 Short 1 -218.75 7631.25 -662.50 -5143.75 010727 Short 1 -131.25 7718.75 -575.00 -5143.75 010730 Short 1 18.75 7868.75 -425.00 -5143.75 010731 Exit Short 1 100.00 7950.00 -343.75 -5143.75 MFE = 100.00 MAE = -218.75 200.00 010801 Exit Long 1 100.00 8050.00 -243.75 -5143.75 MFE = 100.00 MAE = 0.00 010809 Exit Short 1 100.00 8150.00 -143.75 -5143.75 MFE = 100.00 MAE = 0.00 200.00 010917 Exit Short 1 100.00 8250.00 -43.75 -5143.75 MFE = 100.00 MAE = 0.00 010927 Enter Short 1 -31.25 8218.75 -75.00 -5143.75 010928 Short 1 -300.00 7950.00 -343.75 -5143.75 100.00 011001 Short 1 -506.25 7743.75 -550.00 -5143.75 011002 Short 1 -506.25 7743.75 -550.00 -5143.75 011003 Short 1 -537.50 7712.50 -581.25 -5143.75 011004 Short 1 -712.50 7537.50 -756.25 -5143.75 011005 Short 1 -1237.50 7012.50 -1281.25 -5143.75 011008 Short 1 -1318.75 6931.25 -1362.50 -5143.75 011009 Short 1 -843.75 7406.25 -887.50 -5143.75 011010 Short 1 -906.25 7343.75 -950.00 -5143.75 011011 Short 1 -837.50 7412.50 -881.25 -5143.75 011012 Short 1 -1193.75 7056.25 -1237.50 -5143.75 011015 Short 1 -1806.25 6443.75 -1850.00 -5143.75 011016 Short 1 -1531.25 6718.75 -1575.00 -5143.75 011017 Short 1 -1481.25 6768.75 -1525.00 -5143.75 011018 Short 1 -1243.75 7006.25 -1287.50 -5143.75 011019 Short 1 -1381.25 6868.75 -1425.00 -5143.75 011022 Short 1 -1493.75 6756.25 -1537.50 -5143.75 011023 Short 1 -1306.25 6943.75 -1350.00 -5143.75 011024 Short 1 -1306.25 6943.75 -1350.00 -5143.75 011025 Short 1 -1037.50 7212.50 -1081.25 -5143.75 011026 Short 1 -987.50 7262.50 -1031.25 -5143.75 011029 Short 1 -1168.75 7081.25 -1212.50 -5143.75 011030 Short 1 -1093.75 7156.25 -1137.50 -5143.75 011031 Short 1 -1025.00 7225.00 -1068.75 -5143.75 0.00 011101 Exit Short 1 -1518.75 6731.25 -1562.50 -5143.75 MFE = 0.00 MAE = -1806.25 011101 Enter Long 1 -125.00 6606.25 -1687.50 -5143.75 011102 Long 1 -143.75 6587.50 -1706.25 -5143.75 011105 Long 1 -125.00 6606.25 -1687.50 -5143.75 011106 Exit Long 1 100.00 6831.25 -1462.50 -5143.75 MFE = 100.00 MAE = -143.75 011112 Exit Long 1 100.00 6931.25 -1362.50 -5143.75 MFE = 100.00 MAE = 0.00 011116 Enter Long 1 -118.75 6812.50 -1481.25 -5143.75 011119 Long 1 -131.25 6800.00 -1493.75 -5143.75 011120 Long 1 -281.25 6650.00 -1643.75 -5143.75 011121 Long 1 -487.50 6443.75 -1850.00 -5143.75 011122 Long 1 -443.75 6487.50 -1806.25 -5143.75 011123 Long 1 -406.25 6525.00 -1768.75 -5143.75 011126 Long 1 -393.75 6537.50 -1756.25 -5143.75 011127 Long 1 -106.25 6825.00 -1468.75 -5143.75 011128 Long 1 -181.25 6750.00 -1543.75 -5143.75 011129 Long 1 -412.50 6518.75 -1775.00 -5143.75 011130 Long 1 -162.50 6768.75 -1525.00 -5143.75 -1318.75 011204 Long 1 -637.50 6293.75 -2000.00 -5143.75 011205 Long 1 -425.00 6506.25 -1787.50 -5143.75 011206 Long 1 -356.25 6575.00 -1718.75 -5143.75 011207 Long 1 -606.25 6325.00 -1968.75 -5143.75 011210 Long 1 -606.25 6325.00 -1968.75 -5143.75 011211 Long 1 -531.25 6400.00 -1893.75 -5143.75 011212 Long 1 -287.50 6643.75 -1650.00 -5143.75 011213 Long 1 -350.00 6581.25 -1712.50 -5143.75 011214 Long 1 -312.50 6618.75 -1675.00 -5143.75 011217 Long 1 -450.00 6481.25 -1812.50 -5143.75 011218 Long 1 -556.25 6375.00 -1918.75 -5143.75 011219 Exit Long 1 -931.25 6000.00 -2293.75 -5143.75 MFE = 0.00 MAE = -931.25 011219 Enter Short 1 -75.00 5925.00 -2368.75 -5143.75 011220 Exit Short 1 100.00 6100.00 -2193.75 -5143.75 MFE = 100.00 MAE = -75.00 -831.25 020129 Enter Short 1 -81.25 6018.75 -2275.00 -5143.75 020130 Exit Short 1 100.00 6200.00 -2093.75 -5143.75 MFE = 100.00 MAE = -81.25 100.00 020214 Exit Long 1 100.00 6300.00 -1993.75 -5143.75 MFE = 100.00 MAE = 0.00 020222 Enter Short 1 -18.75 6281.25 -2012.50 -5143.75 020225 Short 1 -75.00 6225.00 -2068.75 -5143.75 020226 Short 1 -62.50 6237.50 -2056.25 -5143.75 020227 Short 1 -168.75 6131.25 -2162.50 -5143.75 020228 Short 1 -256.25 6043.75 -2250.00 -5143.75 100.00 020301 Short 1 -437.50 5862.50 -2431.25 -5143.75 020304 Short 1 -493.75 5806.25 -2487.50 -5143.75 020305 Short 1 -493.75 5806.25 -2487.50 -5143.75 020306 Short 1 -618.75 5681.25 -2612.50 -5143.75 020307 Exit Short 1 -887.50 5412.50 -2881.25 -5143.75 MFE = 0.00 MAE = -887.50 020307 Enter Long 1 -68.75 5343.75 -2950.00 -5143.75 020308 Long 1 -200.00 5212.50 -3081.25 -5143.75 020311 Long 1 -293.75 5118.75 -3175.00 -5143.75 020312 Long 1 -362.50 5050.00 -3243.75 -5143.75 020313 Long 1 -425.00 4987.50 -3306.25 -5143.75 020314 Long 1 -150.00 5262.50 -3031.25 -5143.75 020315 Long 1 -56.25 5356.25 -2937.50 -5143.75 020318 Long 1 -56.25 5356.25 -2937.50 -5143.75 020319 Long 1 -206.25 5206.25 -3087.50 -5143.75 020320 Exit Long 1 100.00 5512.50 -2781.25 -5143.75 MFE = 100.00 MAE = -425.00 020321 Enter Long 1 -200.00 5312.50 -2981.25 -5143.75 020322 Long 1 -168.75 5343.75 -2950.00 -5143.75 020325 Long 1 -193.75 5318.75 -2975.00 -5143.75 020326 Long 1 -393.75 5118.75 -3175.00 -5143.75 020327 Long 1 -350.00 5162.50 -3131.25 -5143.75 020328 Exit Long 1 100.00 5612.50 -2681.25 -5143.75 MFE = 100.00 MAE = -393.75 -687.50 020411 Enter Long 1 18.75 5631.25 -2662.50 -5143.75 020412 Exit Long 1 100.00 5712.50 -2581.25 -5143.75 MFE = 100.00 MAE = 0.00 020417 Exit Long 1 100.00 5812.50 -2481.25 -5143.75 MFE = 100.00 MAE = 0.00 020425 Enter Long 1 -18.75 5793.75 -2500.00 -5143.75 020426 Long 1 -6.25 5806.25 -2487.50 -5143.75 020429 Long 1 -318.75 5493.75 -2800.00 -5143.75 020430 Long 1 -331.25 5481.25 -2812.50 -5143.75 200.00 020501 Long 1 -262.50 5550.00 -2743.75 -5143.75 020502 Long 1 -518.75 5293.75 -3000.00 -5143.75 020503 Long 1 -256.25 5556.25 -2737.50 -5143.75 020506 Long 1 -256.25 5556.25 -2737.50 -5143.75 020507 Long 1 -287.50 5525.00 -2768.75 -5143.75 020509 Long 1 25.00 5837.50 -2456.25 -5143.75 020510 Long 1 68.75 5881.25 -2412.50 -5143.75 020513 Exit Long 1 100.00 5912.50 -2381.25 -5143.75 MFE = 100.00 MAE = -518.75 020528 Enter Long 1 -6.25 5906.25 -2387.50 -5143.75 020529 Exit Long 1 100.00 6012.50 -2281.25 -5143.75 MFE = 100.00 MAE = -6.25 200.00 020604 Exit Long 1 100.00 6112.50 -2181.25 -5143.75 MFE = 100.00 MAE = 0.00 020614 Exit Short 1 100.00 6212.50 -2081.25 -5143.75 MFE = 100.00 MAE = 0.00 200.00 020717 Enter Short 1 12.50 6225.00 -2068.75 -5143.75 020718 Exit Short 1 100.00 6312.50 -1981.25 -5143.75 MFE =