SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 AUSTRALIAN DOLLAR 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:05 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: opens and closes 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 880129 Enter Short 1 62.50 62.50 0.00 0.00 0.00 880201 Exit Short 1 100.00 100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 100.00 880316 Enter Long 1 -6.25 93.75 0.00 0.00 880317 Long 1 -62.50 37.50 -56.25 -56.25 880318 Exit Long 1 100.00 200.00 0.00 -56.25 MFE = 100.00 MAE = -62.50 100.00 880411 Enter Long 1 93.75 293.75 0.00 -56.25 880412 Long 1 -137.50 62.50 -231.25 -231.25 880413 Long 1 -43.75 156.25 -137.50 -231.25 880414 Exit Long 1 100.00 300.00 0.00 -231.25 MFE = 100.00 MAE = -137.50 880422 Enter Long 1 -12.50 287.50 -12.50 -231.25 880425 Long 1 -137.50 162.50 -137.50 -231.25 880426 Long 1 -181.25 118.75 -181.25 -231.25 880427 Long 1 -106.25 193.75 -106.25 -231.25 880428 Exit Long 1 100.00 400.00 0.00 -231.25 MFE = 100.00 MAE = -181.25 200.00 880503 Enter Long 1 56.25 456.25 0.00 -231.25 880504 Exit Long 1 100.00 500.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880513 Exit Long 1 100.00 600.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880519 Enter Long 1 12.50 612.50 0.00 -231.25 880520 Exit Long 1 100.00 700.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880526 Exit Long 1 100.00 800.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880527 Enter Long 1 -162.50 637.50 0.00 -231.25 880530 Long 1 -387.50 412.50 -225.00 -231.25 880531 Long 1 -206.25 593.75 -43.75 -231.25 400.00 880601 Exit Long 1 100.00 900.00 0.00 -231.25 MFE = 100.00 MAE = -387.50 880607 Exit Long 1 100.00 1000.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880608 Exit Long 1 100.00 1100.00 0.00 -231.25 MFE = 100.00 MAE = 0.00 880610 Enter Long 1 -143.75 956.25 -143.75 -231.25 880613 Long 1 -387.50 712.50 -387.50 -387.50 880614 Long 1 -700.00 400.00 -700.00 -700.00 880615 Long 1 -206.25 893.75 -206.25 -700.00 880616 Long 1 -75.00 1025.00 -75.00 -700.00 880617 Exit Long 1 100.00 1200.00 0.00 -700.00 MFE = 100.00 MAE = -700.00 880620 Exit Long 1 100.00 1300.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 880624 Exit Long 1 100.00 1400.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 600.00 881026 Exit Long 1 100.00 1500.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 100.00 881102 Exit Long 1 100.00 1600.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881103 Exit Long 1 100.00 1700.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881107 Enter Long 1 -68.75 1631.25 -68.75 -700.00 881108 Long 1 -212.50 1487.50 -212.50 -700.00 881109 Exit Long 1 100.00 1800.00 0.00 -700.00 MFE = 100.00 MAE = -212.50 881110 Exit Long 1 100.00 1900.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881111 Exit Long 1 100.00 2000.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881114 Enter Long 1 -475.00 1525.00 -475.00 -700.00 881115 Long 1 -175.00 1825.00 -175.00 -700.00 881116 Exit Long 1 100.00 2100.00 0.00 -700.00 MFE = 100.00 MAE = -475.00 881117 Exit Long 1 100.00 2200.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881121 Enter Long 1 56.25 2256.25 0.00 -700.00 881122 Exit Long 1 100.00 2300.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881123 Exit Long 1 100.00 2400.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881124 Exit Long 1 100.00 2500.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881125 Exit Long 1 100.00 2600.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 881128 Enter Long 1 -125.00 2475.00 0.00 -700.00 881129 Exit Long 1 100.00 2700.00 0.00 -700.00 MFE = 100.00 MAE = -125.00 881130 Exit Long 1 100.00 2800.00 0.00 -700.00 MFE = 100.00 MAE = 0.00 1300.00 881201 Enter Long 1 -568.75 2231.25 -243.75 -700.00 881202 Long 1 -375.00 2425.00 -50.00 -700.00 881205 Long 1 -25.00 2775.00 0.00 -700.00 881206 Exit Long 1 100.00 2900.00 0.00 -700.00 MFE = 100.00 MAE = -568.75 881209 Enter Long 1 -425.00 2475.00 -300.00 -700.00 881212 Long 1 -900.00 2000.00 -775.00 -775.00 881213 Long 1 -2056.25 843.75 -1931.25 -1931.25 881214 Long 1 -1381.25 1518.75 -1256.25 -1931.25 881215 Long 1 -1075.00 1825.00 -950.00 -1931.25 881216 Long 1 -1756.25 1143.75 -1631.25 -1931.25 881219 Long 1 -1206.25 1693.75 -1081.25 -1931.25 881220 Long 1 -1556.25 1343.75 -1431.25 -1931.25 881221 Long 1 -1287.50 1612.50 -1162.50 -1931.25 881222 Long 1 -1200.00 1700.00 -1075.00 -1931.25 881223 Long 1 -1381.25 1518.75 -1256.25 -1931.25 881226 Long 1 -1131.25 1768.75 -1006.25 -1931.25 881227 Long 1 -1100.00 1800.00 -975.00 -1931.25 881228 Long 1 -1256.25 1643.75 -1131.25 -1931.25 881229 Long 1 -1256.25 1643.75 -1131.25 -1931.25 881230 Long 1 -1162.50 1737.50 -1037.50 -1931.25 100.00 890102 Long 1 -1000.00 1900.00 -875.00 -1931.25 890103 Long 1 -237.50 2662.50 -112.50 -1931.25 890104 Exit Long 1 100.00 3000.00 0.00 -1931.25 MFE = 100.00 MAE = -2056.25 890131 Exit Long 1 100.00 3100.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 200.00 890227 Exit Short 1 100.00 3200.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890228 Exit Short 1 100.00 3300.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 200.00 890307 Exit Short 1 100.00 3400.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890308 Exit Short 1 100.00 3500.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890313 Exit Short 1 100.00 3600.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890314 Exit Short 1 100.00 3700.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890315 Exit Short 1 100.00 3800.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890316 Enter Short 1 -962.50 2837.50 -962.50 -1931.25 890317 Short 1 -1131.25 2668.76 -1131.25 -1931.25 890320 Short 1 -1362.50 2437.51 -1362.50 -1931.25 890321 Short 1 -1225.00 2575.01 -1225.00 -1931.25 890322 Short 1 -1387.50 2412.50 -1387.50 -1931.25 890323 Short 1 -1556.25 2243.76 -1556.25 -1931.25 890324 Short 1 -1556.25 2243.76 -1556.25 -1931.25 890327 Short 1 -1275.00 2525.00 -1275.00 -1931.25 890328 Short 1 -743.75 3056.26 -743.75 -1931.25 890329 Short 1 -1000.00 2800.01 -1000.00 -1931.25 890330 Short 1 -1037.50 2762.51 -1037.50 -1931.25 890331 Short 1 -1056.25 2743.76 -1056.25 -1931.25 500.00 890403 Short 1 -1531.25 2268.76 -1531.25 -1931.25 890404 Short 1 -975.00 2825.01 -975.00 -1931.25 890405 Exit Short 1 100.00 3900.01 0.00 -1931.25 MFE = 100.00 MAE = -1556.25 890418 Exit Short 1 100.00 4000.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 200.00 890512 Exit Short 1 100.00 4100.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890522 Exit Short 1 100.00 4200.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890526 Exit Short 1 100.00 4300.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890529 Exit Short 1 100.00 4400.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890530 Exit Short 1 100.00 4500.01 0.00 -1931.25 MFE = 100.00 MAE = 0.00 500.00 890601 Enter Short 1 -725.00 3775.01 -725.00 -1931.25 890602 Short 1 -981.25 3518.76 -981.25 -1931.25 890605 Short 1 -275.00 4225.01 -275.00 -1931.25 890606 Short 1 -700.00 3800.00 -700.00 -1931.25 890607 Short 1 -506.25 3993.76 -506.25 -1931.25 890608 Short 1 -431.25 4068.75 -431.25 -1931.25 890609 Exit Short 1 100.00 4600.01 0.00 -1931.25 MFE = 100.00 MAE = -981.25 890612 Exit Short 1 100.00 4700.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890615 Exit Short 1 100.00 4800.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890619 Exit Short 1 100.00 4900.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 400.00 890913 Exit Long 1 100.00 5000.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 890922 Exit Long 1 100.00 5100.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 200.00 891006 Enter Long 1 31.25 5131.25 0.00 -1931.25 891009 Exit Long 1 100.00 5200.00 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 891227 Enter Long 1 -68.75 5131.26 0.00 -1931.25 891228 Long 1 -400.00 4800.00 -331.25 -1931.25 891229 Long 1 -712.50 4487.50 -643.75 -1931.25 0.00 900102 Long 1 -943.75 4256.26 -875.00 -1931.25 900103 Long 1 -1150.00 4050.01 -1081.25 -1931.25 900104 Long 1 -731.25 4468.75 -662.50 -1931.25 900105 Long 1 -1018.75 4181.26 -950.00 -1931.25 900108 Long 1 -906.25 4293.76 -837.50 -1931.25 900109 Long 1 -893.75 4306.25 -825.00 -1931.25 900110 Long 1 -681.25 4518.76 -612.50 -1931.25 900111 Long 1 -506.25 4693.75 -437.50 -1931.25 900112 Long 1 -462.50 4737.50 -393.75 -1931.25 900115 Long 1 -518.75 4681.26 -450.00 -1931.25 900116 Long 1 -562.50 4637.51 -493.75 -1931.25 900117 Long 1 -456.25 4743.76 -387.50 -1931.25 900118 Long 1 -318.75 4881.26 -250.00 -1931.25 900119 Long 1 -362.50 4837.51 -293.75 -1931.25 900122 Long 1 -262.50 4937.50 -193.75 -1931.25 900123 Exit Long 1 -1056.25 4143.75 -1056.25 -1931.25 MFE = 0.00 MAE = -1150.00 900123 Exit Short 1 100.00 4243.75 -956.25 -1931.25 MFE = 100.00 MAE = 0.00 -956.25 900207 Exit Short 1 100.00 4343.75 -856.25 -1931.25 MFE = 100.00 MAE = 0.00 900214 Enter Short 1 50.00 4393.75 -737.50 -1931.25 900215 Exit Short 1 100.00 4443.75 -756.25 -1931.25 MFE = 100.00 MAE = 0.00 200.00 900607 Enter Long 1 0.00 4443.76 -687.50 -1931.25 900608 Long 1 -368.75 4075.00 -1056.25 -1931.25 900611 Long 1 -118.75 4325.00 -806.25 -1931.25 900612 Long 1 -206.25 4237.50 -893.75 -1931.25 900613 Long 1 -175.00 4268.76 -862.50 -1931.25 900614 Long 1 -162.50 4281.25 -850.00 -1931.25 900615 Long 1 -93.75 4350.00 -781.25 -1931.25 900618 Exit Long 1 100.00 4543.75 -587.50 -1931.25 MFE = 100.00 MAE = -368.75 900619 Enter Long 1 -93.75 4450.01 -681.25 -1931.25 900620 Long 1 -112.50 4431.26 -700.00 -1931.25 900621 Exit Long 1 100.00 4643.75 -487.50 -1931.25 MFE = 100.00 MAE = -112.50 200.00 900702 Enter Long 1 -31.25 4612.50 -518.75 -1931.25 900703 Exit Long 1 100.00 4743.75 -387.50 -1931.25 MFE = 100.00 MAE = -31.25 900710 Exit Long 1 100.00 4843.75 -287.50 -1931.25 MFE = 100.00 MAE = 0.00 200.00 900821 Exit Long 1 100.00 4943.75 -187.50 -1931.25 MFE = 100.00 MAE = 0.00 900822 Enter Long 1 -150.00 4793.75 -337.50 -1931.25 900823 Exit Long 1 100.00 5043.75 -87.50 -1931.25 MFE = 100.00 MAE = -150.00 200.00 900905 Exit Long 1 100.00 5143.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 900912 Enter Long 1 -456.25 4687.50 -456.25 -1931.25 900913 Exit Long 1 100.00 5243.75 0.00 -1931.25 MFE = 100.00 MAE = -456.25 200.00 901010 Enter Short 1 -68.75 5175.00 -68.75 -1931.25 901011 Exit Short 1 100.00 5343.75 0.00 -1931.25 MFE = 100.00 MAE = -68.75 901025 Enter Short 1 -568.75 4775.01 -568.75 -1931.25 901026 Short 1 -431.25 4912.51 -431.25 -1931.25 901029 Short 1 -537.50 4806.25 -537.50 -1931.25 901030 Short 1 -650.00 4693.75 -650.00 -1931.25 901031 Short 1 -568.75 4775.01 -568.75 -1931.25 100.00 901101 Short 1 -581.25 4762.50 -581.25 -1931.25 901102 Short 1 -318.75 5025.01 -318.75 -1931.25 901105 Short 1 -593.75 4750.00 -593.75 -1931.25 901106 Short 1 -837.50 4506.26 -837.50 -1931.25 901107 Short 1 -225.00 5118.76 -225.00 -1931.25 901108 Short 1 -262.50 5081.25 -262.50 -1931.25 901109 Short 1 -400.00 4943.75 -400.00 -1931.25 901112 Short 1 -225.00 5118.76 -225.00 -1931.25 901113 Exit Short 1 100.00 5443.75 0.00 -1931.25 MFE = 100.00 MAE = -837.50 901114 Enter Short 1 -87.50 5356.26 -87.50 -1931.25 901115 Short 1 -112.50 5331.25 -112.50 -1931.25 901116 Exit Short 1 100.00 5543.75 0.00 -1931.25 MFE = 100.00 MAE = -112.50 901119 Exit Short 1 100.00 5643.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 300.00 910213 Enter Long 1 -81.25 5562.50 -81.25 -1931.25 910214 Long 1 -137.50 5506.25 -137.50 -1931.25 910215 Long 1 -6.25 5637.50 -6.25 -1931.25 910218 Long 1 43.75 5687.50 0.00 -1931.25 910219 Exit Long 1 100.00 5743.75 0.00 -1931.25 MFE = 100.00 MAE = -137.50 100.00 910304 Exit Short 1 100.00 5843.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 910403 Enter Long 1 -31.25 5812.50 0.00 -1931.25 910404 Exit Long 1 100.00 5943.75 0.00 -1931.25 MFE = 100.00 MAE = -31.25 100.00 910522 Exit Short 1 100.00 6043.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 910606 Exit Short 1 100.00 6143.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 910903 Exit Short 1 100.00 6243.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 911023 Exit Short 1 100.00 6343.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 911031 Exit Short 1 100.00 6443.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 200.00 911206 Enter Short 1 -293.75 6150.00 0.00 -1931.25 911209 Exit Short 1 100.00 6543.75 0.00 -1931.25 MFE = 100.00 MAE = -293.75 911220 Exit Short 1 100.00 6643.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 911223 Exit Short 1 100.00 6743.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 300.00 920102 Enter Short 1 -25.00 6718.75 0.00 -1931.25 920103 Short 1 -150.00 6593.75 -125.00 -1931.25 920106 Short 1 -406.25 6337.50 -381.25 -1931.25 920107 Short 1 -118.75 6625.01 -93.75 -1931.25 920108 Exit Short 1 100.00 6843.75 0.00 -1931.25 MFE = 100.00 MAE = -406.25 920109 Exit Short 1 100.00 6943.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 920110 Exit Short 1 100.00 7043.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 920123 Enter Short 1 -37.50 7006.26 -37.50 -1931.25 920124 Exit Short 1 100.00 7143.75 0.00 -1931.25 MFE = 100.00 MAE = -37.50 400.00 920317 Exit Long 1 100.00 7243.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 920603 Enter Long 1 -81.25 7162.50 -81.25 -1931.25 920604 Long 1 -6.25 7237.50 -6.25 -1931.25 920605 Long 1 12.50 7256.25 0.00 -1931.25 920608 Long 1 56.25 7300.00 0.00 -1931.25 920609 Exit Long 1 100.00 7343.75 0.00 -1931.25 MFE = 100.00 MAE = -81.25 100.00 920709 Exit Long 1 100.00 7443.75 0.00 -1931.25 MFE = 100.00 MAE = 0.00 100.00 920805 Exit Long 1 -706.25 6737.50 -706.25 -1931.25 MFE = 0.00 MAE = -706.25 920812 Enter Short 1 -425.00 6312.50 -987.50 -1931.25 920813 Short 1 -412.50 6325.00 -975.00 -1931.25 920814 Short 1 -587.50 6150.00 -1150.00 -1931.25 920817 Short 1 -668.75 6068.75 -1231.25 -1931.25 920818 Short 1 -606.25 6131.26 -1168.75 -1931.25 920819 Short 1 -856.25 5881.25 -1418.75 -1931.25 920820 Short 1 -750.00 5987.50 -1312.50 -1931.25 920821 Short 1 -675.00 6062.51 -1237.50 -1931.25 920824 Short 1 -87.50 6650.00 -650.00 -1931.25 920825 Exit Short 1 100.00 6837.50 -462.50 -1931.25 MFE = 100.00 MAE = -856.25 -606.25 920908 Enter Short 1 -18.75 6818.76 -481.25 -1931.25 920909 Short 1 -337.50 6500.00 -800.00 -1931.25 920910 Short 1 -581.25 6256.26 -1043.75 -1931.25 920911 Short 1 -856.25 5981.25 -1318.75 -1931.25 920914 Short 1 -1250.00 5587.50 -1712.50 -1931.25 920915 Short 1 -1162.50 5675.00 -1625.00 -1931.25 920916 Short 1 -1175.00 5662.50 -1637.50 -1931.25 920917 Short 1 -937.50 5900.00 -1400.00 -1931.25 920918 Short 1 -1193.75 5643.75 -1656.25 -1931.25 920921 Short 1 -762.50 6075.00 -1225.00 -1931.25 920922 Short 1 -656.25 6181.25 -1118.75 -1931.25 920923 Short 1 -456.25 6381.25 -918.75 -1931.25 920924 Short 1 -506.25 6331.25 -968.75 -1931.25 920925 Short 1 -650.00 6187.50 -1112.50 -1931.25 920928 Short 1 -156.25 6681.25 -618.75 -1931.25 920929 Short 1 -25.00 6812.50 -487.50 -1931.25 920930 Short 1 -62.50 6775.00 -525.00 -1931.25 0.00 921001 Exit Short 1 100.00 6937.50 -362.50 -1931.25 MFE = 100.00 MAE = -1250.00 921027 Exit Short 1 100.00 7037.50 -262.50 -1931.25 MFE = 100.00 MAE = 0.00 200.00 921117 Exit Short 1 100.00 7137.50 -162.50 -1931.25 MFE = 100.00 MAE = 0.00 921130 Enter Short 1 -6.25 7131.25 -168.75 -1931.25 100.00 921201 Exit Short 1 100.00 7237.50 -62.50 -1931.25 MFE = 100.00 MAE = -6.25 100.00 930104 Exit Short 1 100.00 7337.50 0.00 -1931.25 MFE = 100.00 MAE = 0.00 930121 Enter Short 1 -481.25 6856.25 -481.25 -1931.25 930122 Short 1 -537.50 6800.00 -537.50 -1931.25 930125 Short 1 -512.50 6825.00 -512.50 -1931.25 930126 Short 1 -775.00 6562.50 -775.00 -1931.25 930127 Short 1 -662.50 6675.00 -662.50 -1931.25 930128 Short 1 -1056.25 6281.26 -1056.25 -1931.25 930129 Short 1 -993.75 6343.75 -993.75 -1931.25 100.00 930201 Short 1 -700.00 6637.50 -700.00 -1931.25 930202 Short 1 -962.50 6375.00 -962.50 -1931.25 930203 Short 1 -900.00 6437.51 -900.00 -1931.25 930204 Short 1 -1087.50 6250.00 -1087.50 -1931.25 930205 Short 1 -681.25 6656.25 -681.25 -1931.25 930208 Short 1 -431.25 6906.25 -431.25 -1931.25 930209 Short 1 -337.50 7000.00 -337.50 -1931.25 930210 Short 1 -537.50 6800.00 -537.50 -1931.25 930211 Short 1 -818.75 6518.75 -818.75 -1931.25 930212 Short 1 -843.75 6493.75 -843.75 -1931.25 930215 Short 1 -850.00 6487.50 -850.00 -1931.25 930216 Short 1 -1350.00 5987.51 -1350.00 -1931.25 930217 Short 1 -1487.50 5850.00 -1487.50 -1931.25 930218 Short 1 -1468.75 5868.75 -1468.75 -1931.25 930219 Short 1 -1650.00 5687.50 -1650.00 -1931.25 930222 Short 1 -1700.00 5637.50 -1700.00 -1931.25 930223 Short 1 -2093.75 5243.75 -2093.75 -2093.75 930224 Short 1 -1850.00 5487.50 -1850.00 -2093.75 930225 Short 1 -1981.25 5356.25 -1981.25 -2093.75 930226 Short 1 -1987.50 5350.00 -1987.50 -2093.75 0.00 930301 Exit Short 1 -2612.50 4725.00 -2612.50 -2612.50 MFE = 0.00 MAE = -2612.50 930301 Enter Long 1 -50.00 4675.01 -2662.50 -2662.50 930302 Exit Long 1 100.00 4825.00 -2512.50 -2662.50 MFE = 100.00 MAE = -50.00 930318 Exit Long 1 100.00 4925.00 -2412.50 -2662.50 MFE = 100.00 MAE = 0.00 930319 Enter Long 1 -75.00 4850.00 -2487.50 -2662.50 930322 Long 1 -262.50 4662.50 -2675.00 -2675.00 930323 Long 1 -843.75 4081.25 -3256.25 -3256.25 930324 Long 1 -731.25 4193.75 -3143.75 -3256.25 930325 Long 1 -606.25 4318.75 -3018.75 -3256.25 930326 Long 1 -531.25 4393.75 -2943.75 -3256.25 930329 Long 1 -731.25 4193.75 -3143.75 -3256.25 930330 Long 1 -437.50 4487.50 -2850.00 -3256.25 930331 Long 1 -812.50 4112.50 -3225.00 -3256.25 -2412.50 930401 Long 1 -1350.00 3575.00 -3762.50 -3762.50 930402 Long 1 -1281.25 3643.76 -3693.75 -3762.50 930405 Long 1 -975.00 3950.00 -3387.50 -3762.50 930406 Long 1 -662.50 4262.50 -3075.00 -3762.50 930407 Long 1 -700.00 4225.00 -3112.50 -3762.50 930408 Long 1 -500.00 4425.00 -2912.50 -3762.50 930409 Long 1 -562.50 4362.51 -2975.00 -3762.50 930412 Long 1 -381.25 4543.75 -2793.75 -3762.50 930413 Exit Long 1 100.00 5025.00 -2312.50 -3762.50 MFE = 100.00 MAE = -1350.00 100.00 930518 Exit Short 1 100.00 5125.00 -2212.50 -3762.50 MFE = 100.00 MAE = 0.00 930528 Enter Short 1 0.00 5125.00 -2212.50 -3762.50 930531 Exit Short 1 100.00 5225.00 -2112.50 -3762.50 MFE = 100.00 MAE = 0.00 200.00 930617 Enter Short 1 50.00 5275.00 -2062.50 -3762.50 930618 Exit Short 1 100.00 5325.00 -2012.50 -3762.50 MFE = 100.00 MAE = 0.00 930624 Exit Short 1 100.00 5425.00 -1912.50 -3762.50 MFE = 100.00 MAE = 0.00 200.00 930730 Exit Long 1 100.00 5525.00 -1812.50 -3762.50 MFE = 100.00 MAE = 0.00 100.00 930902 Exit Short 1 100.00 5625.00 -1712.50 -3762.50 MFE = 100.00 MAE = 0.00 930914 Exit Short 1 100.00 5725.00 -1612.50 -3762.50 MFE = 100.00 MAE = 0.00 200.00 931101 Exit Long 1 100.00 5825.00 -1512.50 -3762.50 MFE = 100.00 MAE = 0.00 100.00 940103 Exit Long 1 100.00 5925.00 -1412.50 -3762.50 MFE = 100.00 MAE = 0.00 940111 Enter Long 1 -18.75 5906.25 -1431.25 -3762.50 940112 Long 1 56.25 5981.25 -1356.25 -3762.50 940113 Exit Long 1 100.00 6025.00 -1312.50 -3762.50 MFE = 100.00 MAE = -18.75 940117 Enter Long 1 -50.00 5975.00 -1362.50 -3762.50 940118 Exit Long 1 100.00 6125.00 -1212.50 -3762.50 MFE = 100.00 MAE = -50.00 300.00 940201 Enter Long 1 -43.75 6081.25 -1256.25 -3762.50 940202 Long 1 -25.00 6100.00 -1237.50 -3762.50 940203 Long 1 -43.75 6081.25 -1256.25 -3762.50 940204 Long 1 -281.25 5843.76 -1493.75 -3762.50 940207 Long 1 -56.25 6068.76 -1268.75 -3762.50 940208 Exit Long 1 100.00 6225.00 -1112.50 -3762.50 MFE = 100.00 MAE = -281.25 940210 Enter Long 1 -200.00 6025.00 -1312.50 -3762.50 940211 Long 1 -287.50 5937.50 -1400.00 -3762.50 940214 Long 1 -831.25 5393.75 -1943.75 -3762.50 940215 Long 1 -687.50 5537.50 -1800.00 -3762.50 940216 Long 1 -500.00 5725.00 -1612.50 -3762.50 940217 Long 1 -262.50 5962.50 -1375.00 -3762.50 940218 Long 1 -387.50 5837.50 -1500.00 -3762.50 940221 Long 1 -375.00 5850.00 -1487.50 -3762.50 940222 Exit Long 1 100.00 6325.00 -1012.50 -3762.50 MFE = 100.00 MAE = -831.25 200.00 940407 Enter Long 1 -62.50 6262.50 -1075.00 -3762.50 940408 Exit Long 1 100.00 6425.00 -912.50 -3762.50 MFE = 100.00 MAE = -62.50 100.00 940921 Exit Short 1 100.00 6525.00 -812.50 -3762.50 MFE = 100.00 MAE = 0.00 100.00 941020 Enter Short 1 -75.00 6450.00 -887.50 -3762.50 941021 Short 1 -112.50 6412.50 -925.00 -3762.50 941024 Short 1 -337.50 6187.50 -1150.00 -3762.50 941025 Short 1 -431.25 6093.75 -1243.75 -3762.50 941026 Short 1 -725.00 5800.01 -1537.50 -3762.50 941027 Short 1 -806.25 5718.75 -1618.75 -3762.50 941028 Short 1 -725.00 5800.01 -1537.50 -3762.50 941031 Short 1 -750.00 5775.00 -1562.50 -3762.50 0.00 941101 Short 1 -606.25 5918.75 -1418.75 -3762.50 941102 Short 1 -737.50 5787.50 -1550.00 -3762.50 941103 Short 1 -750.00 5775.00 -1562.50 -3762.50 941104 Exit Short 1 -1100.00 5425.00 -1912.50 -3762.50 MFE = 0.00 MAE = -1100.00 941104 Exit Long 1 100.00 5525.00 -1812.50 -3762.50 MFE = 100.00 MAE = 0.00 941118 Enter Long 1 50.00 5575.00 -1762.50 -3762.50 941121 Exit Long 1 100.00 5625.00 -1712.50 -3762.50 MFE = 100.00 MAE = 0.00 941130 Enter Long 1 43.75 5668.75 -1668.75 -3762.50 -900.00 941201 Exit Long 1 100.00 5725.00 -1612.50 -3762.50 MFE = 100.00 MAE = 0.00 100.00 950103 Exit Short 1 100.00 5825.00 -1512.50 -3762.50 MFE = 100.00 MAE = 0.00 950113 Exit Short 1 100.00 5925.00 -1412.50 -3762.50 MFE = 100.00 MAE = 0.00 200.00 950217 Exit Short 1 100.00 6025.00 -1312.50 -3762.50 MFE = 100.00 MAE = 0.00 100.00 950306 Exit Short 1 100.00 6125.00 -1212.50 -3762.50 MFE = 100.00 MAE = 0.00 950317 Exit Short 1 100.00 6225.00 -1112.50 -3762.50 MFE = 100.00 MAE = 0.00 950320 Enter Short 1 -62.50 6162.50 -1175.00 -3762.50 950321 Short 1 -225.00 6000.00 -1337.50 -3762.50 950322 Short 1 -137.50 6087.50 -1250.00 -3762.50 950323 Short 1 -150.00 6075.00 -1262.50 -3762.50 950324 Short 1 -431.25 5793.75 -1543.75 -3762.50 950327 Short 1 -212.50 6012.51 -1325.00 -3762.50 950328 Short 1 -281.25 5943.75 -1393.75 -3762.50 950329 Short 1 6.25 6231.25 -1106.25 -3762.50 950330 Short 1 -437.50 5787.51 -1550.00 -3762.50 950331 Short 1 -650.00 5575.00 -1762.50 -3762.50 200.00 950403 Short 1 -600.00 5625.00 -1712.50 -3762.50 950404 Short 1 -656.25 5568.75 -1768.75 -3762.50 950405 Short 1 -1106.25 5118.75 -2218.75 -3762.50 950406 Short 1 -1025.00 5200.00 -2137.50 -3762.50 950407 Short 1 -1181.25 5043.75 -2293.75 -3762.50 950410 Short 1 -968.75 5256.25 -2081.25 -3762.50 950411 Short 1 -1156.25 5068.75 -2268.75 -3762.50 950412 Short 1 -1212.50 5012.50 -2325.00 -3762.50 950413 Short 1 -1000.00 5225.00 -2112.50 -3762.50 950414 Short 1 -1031.25 5193.75 -2143.75 -3762.50 950417 Short 1 -1250.00 4975.00 -2362.50 -3762.50 950418 Short 1 -1175.00 5050.00 -2287.50 -3762.50 950419 Short 1 -662.50 5562.50 -1775.00 -3762.50 950420 Short 1 -831.25 5393.75 -1943.75 -3762.50 950421 Short 1 -318.75 5906.25 -1431.25 -3762.50 950424 Short 1 -306.25 5918.75 -1418.75 -3762.50 950425 Short 1 -256.25 5968.76 -1368.75 -3762.50 950426 Short 1 -212.50 6012.51 -1325.00 -3762.50 950427 Short 1 -450.00 5775.00 -1562.50 -3762.50 950428 Short 1 -275.00 5950.00 -1387.50 -3762.50 0.00 950501 Short 1 -387.50 5837.50 -1500.00 -3762.50 950502 Short 1 -318.75 5906.25 -1431.25 -3762.50 950503 Short 1 -618.75 5606.25 -1731.25 -3762.50 950504 Exit Short 1 -1231.25 4993.75 -2343.75 -3762.50 MFE = 6.25 MAE = -1250.00 950504 Enter Long 1 -118.75 4875.00 -2462.50 -3762.50 950505 Long 1 93.75 5087.50 -2250.00 -3762.50 950508 Long 1 -300.00 4693.76 -2643.75 -3762.50 950509 Long 1 -918.75 4075.00 -3262.50 -3762.50 950510 Long 1 -931.25 4062.50 -3275.00 -3762.50 950511 Long 1 -550.00 4443.75 -2893.75 -3762.50 950512 Long 1 -156.25 4837.50 -2500.00 -3762.50 950515 Long 1 -550.00 4443.75 -2893.75 -3762.50 950516 Long 1 -875.00 4118.75 -3218.75 -3762.50 950517 Long 1 -587.50 4406.25 -2931.25 -3762.50 950519 Long 1 -1668.75 3325.00 -4012.50 -4012.50 950522 Long 1 -1656.25 3337.50 -4000.00 -4012.50 950523 Long 1 -1468.75 3525.01 -3812.50 -4012.50 950524 Long 1 -1606.25 3387.50 -3950.00 -4012.50 950525 Long 1 -1337.50 3656.25 -3681.25 -4012.50 950526 Long 1 -1512.50 3481.26 -3856.25 -4012.50 950529 Long 1 -1518.75 3475.00 -3862.50 -4012.50 950530 Long 1 -1318.75 3675.00 -3662.50 -4012.50 950531 Long 1 -1543.75 3450.00 -3887.50 -4012.50 -1231.25 950601 Long 1 -1706.25 3287.50 -4050.00 -4050.00 950602 Long 1 -1668.75 3325.00 -4012.50 -4050.00 950605 Long 1 -1731.25 3262.50 -4075.00 -4075.00 950606 Long 1 -1581.25 3412.51 -3925.00 -4075.00 950607 Long 1 -1306.25 3687.50 -3650.00 -4075.00 950608 Long 1 -1306.25 3687.50 -3650.00 -4075.00 950609 Long 1 -1450.00 3543.75 -3793.75 -4075.00 950612 Long 1 -1425.00 3568.75 -3768.75 -4075.00 950613 Long 1 -1375.00 3618.75 -3718.75 -4075.00 950614 Long 1 -1337.50 3656.25 -3681.25 -4075.00 950615 Long 1 -943.75 4050.00 -3287.50 -4075.00 950616 Long 1 -850.00 4143.75 -3193.75 -4075.00 950619 Long 1 -1018.75 3975.01 -3362.50 -4075.00 950620 Long 1 -1150.00 3843.75 -3493.75 -4075.00 950621 Long 1 -1025.00 3968.75 -3368.75 -4075.00 950622 Long 1 -1381.25 3612.50 -3725.00 -4075.00 950623 Long 1 -1400.00 3593.76 -3743.75 -4075.00 950626 Long 1 -1475.00 3518.75 -3818.75 -4075.00 950627 Long 1 -1818.75 3175.00 -4162.50 -4162.50 950628 Long 1 -1606.25 3387.50 -3950.00 -4162.50 950629 Long 1 -1762.50 3231.25 -4106.25 -4162.50 950630 Long 1 -2075.00 2918.76 -4418.75 -4418.75 0.00 950703 Long 1 -2100.00 2893.75 -4443.75 -4443.75 950704 Long 1 -2006.25 2987.51 -4350.00 -4443.75 950705 Long 1 -1918.75 3075.00 -4262.50 -4443.75 950706 Long 1 -1850.00 3143.76 -4193.75 -4443.75 950707 Long 1 -1631.25 3362.50 -3975.00 -4443.75 950710 Long 1 -1762.50 3231.25 -4106.25 -4443.75 950711 Long 1 -1443.75 3550.00 -3787.50 -4443.75 950712 Long 1 -1206.25 3787.50 -3550.00 -4443.75 950713 Long 1 -587.50 4406.25 -2931.25 -4443.75 950714 Long 1 -681.25 4312.51 -3025.00 -4443.75 950717 Long 1 -512.50 4481.25 -2856.25 -4443.75 950718 Long 1 -587.50 4406.25 -2931.25 -4443.75 950719 Long 1 -681.25 4312.51 -3025.00 -4443.75 950720 Long 1 -500.00 4493.75 -2843.75 -4443.75 950721 Long 1 -493.75 4500.00 -2837.50 -4443.75 950724 Long 1 -237.50 4756.25 -2581.25 -4443.75 950725 Long 1 -231.25 4762.50 -2575.00 -4443.75 950726 Long 1 -362.50 4631.25 -2706.25 -4443.75 950727 Long 1 -468.75 4525.00 -2812.50 -4443.75 950728 Long 1 -306.25 4687.50 -2650.00 -4443.75 950731 Long 1 -256.25 4737.51 -2600.00 -4443.75 0.00 950801 Long 1 -112.50 4881.25 -2456.25 -4443.75 950802 Long 1 -37.50 4956.25 -2381.25 -4443.75 950803 Long 1 -362.50 4631.25 -2706.25 -4443.75 950804 Long 1 25.00 5018.75 -2318.75 -4443.75 950807 Long 1 -62.50 4931.25 -2406.25 -4443.75 950808 Exit Long 1 100.00 5093.75 -2243.75 -4443.75 MFE = 100.00 MAE = -2100.00 950829 Exit Long 1 100.00 5193.75 -2143.75 -4443.75 MFE = 100.00 MAE = 0.00 200.00 950912 Exit Long 1 100.00 5293.75 -2043.75 -4443.75 MFE = 100.00 MAE = 0.00 100.00 951002 Enter Long 1 -50.00 5243.75 -2093.75 -4443.75 951003 Exit Long 1 100.00 5393.75 -1943.75 -4443.75 MFE = 100.00 MAE = -50.00 100.00 951109 Enter Short 1 -43.75 5350.00 -1987.50 -4443.75 951110 Short 1 -187.50 5206.26 -2131.25 -4443.75 951113 Short 1 -137.50 5256.25 -2081.25 -4443.75 951114 Short 1 -268.75 5125.00 -2212.50 -4443.75 951115 Exit Short 1 100.00 5493.75 -1843.75 -4443.75 MFE = 100.00 MAE = -268.75 100.00 951227 Exit Long 1 100.00 5593.75 -1743.75 -4443.75 MFE = 100.00 MAE = 0.00 100.00 960321 Enter Long 1 -6.25 5587.50 -1750.00 -4443.75 960322 Long 1 -81.25 5512.50 -1825.00 -4443.75 960325 Long 1 -281.25 5312.50 -2025.00 -4443.75 960326 Long 1 -293.75 5300.00 -2037.50 -4443.75 960327 Exit Long 1 100.00 5693.75 -1643.75 -4443.75 MFE = 100.00 MAE = -293.75 960328 Enter Long 1 -125.00 5568.75 -1768.75 -4443.75 960329 Long 1 -87.50 5606.25 -1731.25 -4443.75 100.00 960401 Exit Long 1 100.00 5793.75 -1543.75 -4443.75 MFE = 100.00 MAE = -125.00 960410 Enter Long 1 -181.25 5612.50 -1725.00 -4443.75 960411 Long 1 -25.00 5768.76 -1568.75 -4443.75 960412 Exit Long 1 100.00 5893.75 -1443.75 -4443.75 MFE = 100.00 MAE = -181.25 200.00 960502 Enter Long 1 -12.50 5881.25 -1456.25 -4443.75 960503 Long 1 -62.50 5831.25 -1506.25 -4443.75 960506 Long 1 18.75 5912.51 -1425.00 -4443.75 960507 Exit Long 1 100.00 5993.75 -1343.75 -4443.75 MFE = 100.00 MAE = -62.50 960529 Enter Long 1 -118.75 5875.00 -1462.50 -4443.75 960530 Long 1 -193.75 5800.01 -1537.50 -4443.75 960531 Long 1 -75.00 5918.75 -1418.75 -4443.75 100.00 960603 Exit Long 1 100.00 6093.75 -1243.75 -4443.75 MFE = 100.00 MAE = -193.75 100.00 960705 Exit Long 1 100.00 6193.75 -1143.75 -4443.75 MFE = 100.00 MAE = 0.00 100.00 960906 Enter Long 1 12.50 6206.25 -1131.25 -4443.75 960909 Exit Long 1 100.00 6293.75 -1043.75 -4443.75 MFE = 100.00 MAE = 0.00 100.00 961203 Exit Short 1 100.00 6393.75 -943.75 -4443.75 MFE = 100.00 MAE = 0.00 100.00 970102 Exit Short 1 100.00 6493.75 -843.75 -4443.75 MFE = 100.00 MAE = 0.00 970108 Exit Short 1 100.00 6593.75 -743.75 -4443.75 MFE = 100.00 MAE = 0.00 970131 Exit Short 1 100.00 6693.75 -643.75 -4443.75 MFE = 100.00 MAE = 0.00 300.00 970207 Enter Short 1 -137.50 6556.25 -781.25 -4443.75 970210 Exit Short 1 100.00 6793.75 -543.75 -4443.75 MFE = 100.00 MAE = -137.50 100.00 970303 Exit Long 1 100.00 6893.75 -443.75 -4443.75 MFE = 100.00 MAE = 0.00 970311 Enter Long 1 -50.00 6843.75 -493.75 -4443.75 970312 Exit Long 1 100.00 6993.75 -343.75 -4443.75 MFE = 100.00 MAE = -50.00 970314 Enter Long 1 -93.75 6900.00 -437.50 -4443.75 970317 Long 1 -443.75 6550.00 -787.50 -4443.75 970318 Long 1 -650.00 6343.76 -993.75 -4443.75 970319 Long 1 -750.00 6243.75 -1093.75 -4443.75 970320 Long 1 -818.75 6175.00 -1162.50 -4443.75 970321 Long 1 -762.50 6231.26 -1106.25 -4443.75 970324 Long 1 -600.00 6393.75 -943.75 -4443.75 970325 Long 1 -1037.50 5956.25 -1381.25 -4443.75 970326 Long 1 -850.00 6143.75 -1193.75 -4443.75 970327 Long 1 -856.25 6137.50 -1200.00 -4443.75 970328 Long 1 -975.00 6018.75 -1318.75 -4443.75 970331 Long 1 -818.75 6175.00 -1162.50 -4443.75 200.00 970401 Long 1 -825.00 6168.75 -1168.75 -4443.75 970402 Long 1 -937.50 6056.25 -1281.25 -4443.75 970403 Long 1 -1287.50 5706.25 -1631.25 -4443.75 970404 Long 1 -1443.75 5550.00 -1787.50 -4443.75 970407 Long 1 -1525.00 5468.76 -1868.75 -4443.75 970408 Long 1 -1137.50 5856.25 -1481.25 -4443.75 970409 Long 1 -931.25 6062.50 -1275.00 -4443.75 970410 Long 1 -862.50 6131.25 -1206.25 -4443.75 970411 Long 1 -837.50 6156.25 -1181.25 -4443.75 970414 Long 1 -1350.00 5643.75 -1693.75 -4443.75 970415 Long 1 -1575.00 5418.75 -1918.75 -4443.75 970416 Long 1 -1556.25 5437.50 -1900.00 -4443.75 970417 Long 1 -1400.00 5593.75 -1743.75 -4443.75 970418 Long 1 -1637.50 5356.26 -1981.25 -4443.75 970421 Long 1 -1356.25 5637.50 -1700.00 -4443.75 970422 Long 1 -1368.75 5625.01 -1712.50 -4443.75 970423 Long 1 -1412.50 5581.26 -1756.25 -4443.75 970424 Long 1 -1368.75 5625.01 -1712.50 -4443.75 970425 Long 1 -1406.25 5587.50 -1750.00 -4443.75 970428 Long 1 -1200.00 5793.75 -1543.75 -4443.75 970429 Long 1 -1068.75 5925.00 -1412.50 -4443.75 970430 Long 1 -1137.50 5856.25 -1481.25 -4443.75 0.00 970501 Long 1 -906.25 6087.50 -1250.00 -4443.75 970502 Long 1 -1012.50 5981.25 -1356.25 -4443.75 970505 Long 1 -1125.00 5868.75 -1468.75 -4443.75 970506 Long 1 -1393.75 5600.00 -1737.50 -4443.75 970507 Long 1 -1356.25 5637.50 -1700.00 -4443.75 970508 Long 1 -1125.00 5868.75 -1468.75 -4443.75 970509 Long 1 -1275.00 5718.75 -1618.75 -4443.75 970512 Long 1 -1237.50 5756.25 -1581.25 -4443.75 970513 Long 1 -1412.50 5581.26 -1756.25 -4443.75 970514 Long 1 -1531.25 5462.50 -1875.00 -4443.75 970515 Long 1 -1418.75 5575.00 -1762.50 -4443.75 970516 Long 1 -1418.75 5575.00 -1762.50 -4443.75 970519 Long 1 -1500.00 5493.75 -1843.75 -4443.75 970520 Long 1 -1581.25 5412.50 -1925.00 -4443.75 970521 Long 1 -825.00 6168.75 -1168.75 -4443.75 970522 Long 1 -1293.75 5700.00 -1637.50 -4443.75 970523 Long 1 -2037.50 4956.25 -2381.25 -4443.75 970526 Long 1 -1987.50 5006.25 -2331.25 -4443.75 970527 Long 1 -2118.75 4875.00 -2462.50 -4443.75 970528 Long 1 -2106.25 4887.50 -2450.00 -4443.75 970529 Long 1 -2037.50 4956.25 -2381.25 -4443.75 970530 Long 1 -2431.25 4562.50 -2775.00 -4443.75 0.00 970602 Long 1 -2625.00 4368.76 -2968.75 -4443.75 970603 Long 1 -2362.50 4631.25 -2706.25 -4443.75 970604 Long 1 -2556.25 4437.50 -2900.00 -4443.75 970605 Long 1 -2350.00 4643.75 -2693.75 -4443.75 970606 Long 1 -2368.75 4625.00 -2712.50 -4443.75 970609 Long 1 -2325.00 4668.75 -2668.75 -4443.75 970610 Long 1 -2406.25 4587.50 -2750.00 -4443.75 970611 Exit Long 1 -2662.50 4331.25 -3006.25 -4443.75 MFE = 0.00 MAE = -2662.50 970611 Exit Short 1 100.00 4431.25 -2906.25 -4443.75 MFE = 100.00 MAE = 0.00 970612 Enter Short 1 43.75 4475.00 -2862.50 -4443.75 970613 Short 1 62.50 4493.76 -2843.75 -4443.75 970616 Exit Short 1 100.00 4531.25 -2806.25 -4443.75 MFE = 100.00 MAE = 0.00 970627 Exit Short 1 100.00 4631.25 -2706.25 -4443.75 MFE = 100.00 MAE = 0.00 -2362.50 970729 Exit Long 1 100.00 4731.25 -2606.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 970911 Exit Short 1 100.00 4831.25 -2506.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 971009 Exit Long 1 100.00 4931.25 -2406.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 971112 Enter Short 1 100.00 5031.25 -2306.25 -4443.75 971113 Exit Short 1 100.00 5031.25 -2306.25 -4443.75 MFE = 100.00 MAE = 0.00 971119 Exit Short 1 100.00 5131.25 -2206.25 -4443.75 MFE = 100.00 MAE = 0.00 971120 Exit Short 1 100.00 5231.25 -2106.25 -4443.75 MFE = 100.00 MAE = 0.00 971125 Exit Short 1 100.00 5331.25 -2006.25 -4443.75 MFE = 100.00 MAE = 0.00 400.00 971212 Enter Short 1 31.25 5362.50 -1975.00 -4443.75 971215 Exit Short 1 100.00 5431.25 -1906.25 -4443.75 MFE = 100.00 MAE = 0.00 971216 Exit Short 1 100.00 5531.25 -1806.25 -4443.75 MFE = 100.00 MAE = 0.00 971219 Enter Short 1 -75.00 5456.25 -1881.25 -4443.75 971222 Short 1 -93.75 5437.50 -1900.00 -4443.75 971223 Short 1 -312.50 5218.75 -2118.75 -4443.75 971224 Short 1 -362.50 5168.75 -2168.75 -4443.75 971225 Short 1 -300.00 5231.25 -2106.25 -4443.75 971226 Short 1 -337.50 5193.75 -2143.75 -4443.75 971229 Short 1 -312.50 5218.75 -2118.75 -4443.75 971230 Short 1 -106.25 5425.00 -1912.50 -4443.75 971231 Short 1 -62.50 5468.75 -1868.75 -4443.75 200.00 980102 Short 1 0.00 5531.25 -1806.25 -4443.75 980105 Exit Short 1 100.00 5631.25 -1706.25 -4443.75 MFE = 100.00 MAE = -362.50 980106 Exit Short 1 100.00 5731.25 -1606.25 -4443.75 MFE = 100.00 MAE = 0.00 200.00 980210 Enter Long 1 -175.00 5556.25 -1781.25 -4443.75 980211 Exit Long 1 100.00 5831.25 -1506.25 -4443.75 MFE = 100.00 MAE = -175.00 100.00 980518 Enter Short 1 -43.75 5787.50 -1550.00 -4443.75 980519 Short 1 -287.50 5543.75 -1793.75 -4443.75 980520 Short 1 -475.00 5356.25 -1981.25 -4443.75 980521 Short 1 -1000.00 4831.25 -2506.25 -4443.75 980522 Short 1 -562.50 5268.75 -2068.75 -4443.75 980525 Short 1 -487.50 5343.75 -1993.75 -4443.75 980526 Short 1 -212.50 5618.75 -1718.75 -4443.75 980527 Short 1 -156.25 5675.00 -1662.50 -4443.75 980528 Short 1 -256.25 5575.00 -1762.50 -4443.75 980529 Short 1 -318.75 5512.50 -1825.00 -4443.75 0.00 980601 Exit Short 1 100.00 5931.25 -1406.25 -4443.75 MFE = 100.00 MAE = -1000.00 980602 Enter Short 1 -212.50 5718.75 -1618.75 -4443.75 980603 Exit Short 1 100.00 6031.25 -1306.25 -4443.75 MFE = 100.00 MAE = -212.50 980605 Enter Short 1 106.25 6137.50 -1200.00 -4443.75 980608 Exit Short 1 100.00 6131.25 -1206.25 -4443.75 MFE = 106.25 MAE = 0.00 980610 Exit Short 1 100.00 6231.25 -1106.25 -4443.75 MFE = 100.00 MAE = 0.00 980616 Enter Short 1 -643.75 5587.50 -1750.00 -4443.75 980617 Short 1 -1950.00 4281.25 -3056.25 -4443.75 980618 Short 1 -1643.75 4587.50 -2750.00 -4443.75 980619 Short 1 -2125.00 4106.25 -3231.25 -4443.75 980622 Short 1 -1650.00 4581.25 -2756.25 -4443.75 980623 Short 1 -1631.25 4600.00 -2737.50 -4443.75 980624 Short 1 -1400.00 4831.25 -2506.25 -4443.75 980625 Short 1 -1443.75 4787.50 -2550.00 -4443.75 980626 Short 1 -1450.00 4781.25 -2556.25 -4443.75 980629 Short 1 -1600.00 4631.25 -2706.25 -4443.75 980630 Short 1 -2268.75 3962.50 -3375.00 -4443.75 400.00 980701 Short 1 -2368.75 3862.50 -3475.00 -4443.75 980702 Short 1 -1993.75 4237.50 -3100.00 -4443.75 980703 Short 1 -2231.25 4000.00 -3337.50 -4443.75 980706 Short 1 -2087.50 4143.76 -3193.75 -4443.75 980707 Short 1 -2356.25 3875.01 -3462.50 -4443.75 980708 Short 1 -2212.50 4018.75 -3318.75 -4443.75 980709 Short 1 -1943.75 4287.50 -3050.00 -4443.75 980710 Short 1 -2118.75 4112.50 -3225.00 -4443.75 980713 Short 1 -2200.00 4031.26 -3306.25 -4443.75 980714 Short 1 -2531.25 3700.00 -3637.50 -4443.75 980715 Short 1 -2556.25 3675.00 -3662.50 -4443.75 980716 Short 1 -3100.00 3131.25 -4206.25 -4443.75 980717 Short 1 -2900.00 3331.25 -4006.25 -4443.75 980720 Short 1 -3087.50 3143.75 -4193.75 -4443.75 980721 Short 1 -2756.25 3475.00 -3862.50 -4443.75 980722 Short 1 -2525.00 3706.25 -3631.25 -4443.75 980723 Short 1 -2387.50 3843.75 -3493.75 -4443.75 980724 Short 1 -2156.25 4075.00 -3262.50 -4443.75 980727 Short 1 -1668.75 4562.50 -2775.00 -4443.75 980728 Short 1 -1950.00 4281.25 -3056.25 -4443.75 980729 Short 1 -1837.50 4393.75 -2943.75 -4443.75 980730 Short 1 -1712.50 4518.75 -2818.75 -4443.75 980731 Short 1 -1493.75 4737.50 -2600.00 -4443.75 0.00 980803 Short 1 -1237.50 4993.75 -2343.75 -4443.75 980804 Short 1 -1387.50 4843.75 -2493.75 -4443.75 980805 Short 1 -1656.25 4575.00 -2762.50 -4443.75 980806 Short 1 -1437.50 4793.76 -2543.75 -4443.75 980807 Short 1 -1100.00 5131.26 -2206.25 -4443.75 980810 Short 1 -1150.00 5081.25 -2256.25 -4443.75 980811 Short 1 -668.75 5562.50 -1775.00 -4443.75 980812 Short 1 -725.00 5506.25 -1831.25 -4443.75 980813 Short 1 -893.75 5337.50 -2000.00 -4443.75 980814 Short 1 -700.00 5531.25 -1806.25 -4443.75 980817 Short 1 -606.25 5625.01 -1712.50 -4443.75 980818 Short 1 -812.50 5418.75 -1918.75 -4443.75 980819 Short 1 -575.00 5656.25 -1681.25 -4443.75 980820 Short 1 -262.50 5968.75 -1368.75 -4443.75 980821 Short 1 62.50 6293.75 -1043.75 -4443.75 980824 Exit Short 1 100.00 6331.25 -1006.25 -4443.75 MFE = 100.00 MAE = -3100.00 980826 Exit Short 1 100.00 6431.25 -906.25 -4443.75 MFE = 100.00 MAE = 0.00 980827 Exit Short 1 100.00 6531.25 -806.25 -4443.75 MFE = 100.00 MAE = 0.00 300.00 981007 Exit Long 1 100.00 6631.25 -706.25 -4443.75 MFE = 100.00 MAE = 0.00 981028 Enter Long 1 -243.75 6387.50 -950.00 -4443.75 981029 Exit Long 1 100.00 6731.25 -606.25 -4443.75 MFE = 100.00 MAE = -243.75 981030 Enter Long 1 -43.75 6687.51 -650.00 -4443.75 200.00 981102 Exit Long 1 100.00 6831.25 -506.25 -4443.75 MFE = 100.00 MAE = -43.75 981104 Exit Long 1 100.00 6931.25 -406.25 -4443.75 MFE = 100.00 MAE = 0.00 981105 Enter Long 1 -112.50 6818.75 -518.75 -4443.75 981106 Exit Long 1 100.00 7031.25 -306.25 -4443.75 MFE = 100.00 MAE = -112.50 981112 Enter Long 1 -62.50 6968.75 -368.75 -4443.75 981113 Long 1 -175.00 6856.25 -481.25 -4443.75 981116 Long 1 -118.75 6912.50 -425.00 -4443.75 981117 Long 1 -393.75 6637.51 -700.00 -4443.75 981118 Exit Long 1 100.00 7131.25 -206.25 -4443.75 MFE = 100.00 MAE = -393.75 400.00 990201 Enter Long 1 -56.25 7075.00 -262.50 -4443.75 990202 Exit Long 1 100.00 7231.25 -106.25 -4443.75 MFE = 100.00 MAE = -56.25 100.00 990506 Exit Long 1 100.00 7331.25 -6.25 -4443.75 MFE = 100.00 MAE = 0.00 990514 Enter Long 1 -375.00 6956.25 -381.25 -4443.75 990517 Long 1 -318.75 7012.50 -325.00 -4443.75 990518 Exit Long 1 100.00 7431.25 0.00 -4443.75 MFE = 100.00 MAE = -375.00 200.00 990818 Enter Short 1 -268.75 7162.50 -268.75 -4443.75 990819 Exit Short 1 100.00 7531.25 0.00 -4443.75 MFE = 100.00 MAE = -268.75 100.00 991004 Enter Long 1 6.25 7537.51 0.00 -4443.75 991005 Exit Long 1 100.00 7631.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 991229 Exit Long 1 100.00 7731.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 000113 Exit Long 1 100.00 7831.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 000124 Enter Short 1 12.50 7843.75 0.00 -4443.75 000125 Short 1 -75.00 7756.25 -87.50 -4443.75 000126 Exit Short 1 100.00 7931.25 0.00 -4443.75 MFE = 100.00 MAE = -75.00 000128 Exit Short 1 100.00 8031.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 300.00 000221 Enter Short 1 100.00 8131.26 0.00 -4443.75 000222 Exit Short 1 100.00 8131.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 000223 Enter Short 1 -31.25 8100.00 -31.25 -4443.75 000224 Exit Short 1 100.00 8231.25 0.00 -4443.75 MFE = 100.00 MAE = -31.25 000228 Exit Short 1 100.00 8331.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 300.00 000301 Exit Short 1 100.00 8431.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 000302 Enter Short 1 -187.50 8243.75 -187.50 -4443.75 000303 Short 1 -275.00 8156.25 -275.00 -4443.75 000306 Exit Short 1 100.00 8531.25 0.00 -4443.75 MFE = 100.00 MAE = -275.00 000317 Enter Short 1 -37.50 8493.75 -37.50 -4443.75 000320 Short 1 -156.25 8375.00 -156.25 -4443.75 000321 Short 1 -256.25 8275.00 -256.25 -4443.75 000322 Short 1 106.25 8637.50 0.00 -4443.75 000323 Exit Short 1 100.00 8631.25 0.00 -4443.75 MFE = 106.25 MAE = -256.25 300.00 000417 Exit Short 1 100.00 8731.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 000426 Enter Short 1 50.00 8781.25 0.00 -4443.75 000427 Short 1 93.75 8825.00 0.00 -4443.75 000428 Exit Short 1 100.00 8831.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 000627 Enter Long 1 -18.75 8812.50 -12.50 -4443.75 000628 Long 1 25.00 8856.25 0.00 -4443.75 000629 Exit Long 1 100.00 8931.25 0.00 -4443.75 MFE = 100.00 MAE = -18.75 100.00 000731 Exit Short 1 100.00 9031.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 000929 Exit Short 1 100.00 9131.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 001004 Enter Short 1 -43.75 9087.50 0.00 -4443.75 001005 Exit Short 1 100.00 9231.25 0.00 -4443.75 MFE = 100.00 MAE = -43.75 001012 Exit Short 1 100.00 9331.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 001013 Enter Short 1 -37.50 9293.75 0.00 -4443.75 001016 Exit Short 1 100.00 9431.25 0.00 -4443.75 MFE = 100.00 MAE = -37.50 001017 Enter Short 1 -206.25 9225.00 -68.75 -4443.75 001018 Short 1 -218.75 9212.51 -81.25 -4443.75 001019 Short 1 -300.00 9131.25 -162.50 -4443.75 001020 Short 1 -756.25 8675.00 -618.75 -4443.75 001023 Short 1 -593.75 8837.50 -456.25 -4443.75 001024 Short 1 -518.75 8912.50 -381.25 -4443.75 001025 Short 1 -206.25 9225.00 -68.75 -4443.75 001026 Exit Short 1 100.00 9531.25 0.00 -4443.75 MFE = 100.00 MAE = -756.25 001031 Exit Short 1 100.00 9631.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 500.00 001120 Enter Short 1 -43.75 9587.50 -43.75 -4443.75 001121 Exit Short 1 100.00 9731.25 0.00 -4443.75 MFE = 100.00 MAE = -43.75 100.00 001201 Enter Long 1 31.25 9762.51 0.00 -4443.75 001204 Exit Long 1 100.00 9831.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 001220 Exit Long 1 100.00 9931.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 010102 Enter Long 1 62.50 9993.75 0.00 -4443.75 010103 Exit Long 1 100.00 10031.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010104 Enter Long 1 37.50 10068.75 0.00 -4443.75 010105 Exit Long 1 100.00 10131.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 010208 Exit Short 1 100.00 10231.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 010305 Exit Short 1 100.00 10331.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010306 Exit Short 1 100.00 10431.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010307 Exit Short 1 100.00 10531.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010314 Exit Short 1 100.00 10631.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010315 Enter Short 1 18.75 10650.00 0.00 -4443.75 010316 Short 1 -162.50 10468.75 -181.25 -4443.75 010319 Short 1 -375.00 10256.25 -393.75 -4443.75 010320 Short 1 -581.25 10050.00 -600.00 -4443.75 010321 Short 1 -93.75 10537.50 -112.50 -4443.75 010322 Exit Short 1 100.00 10731.25 0.00 -4443.75 MFE = 100.00 MAE = -581.25 010326 Enter Short 1 -575.00 10156.25 -575.00 -4443.75 010327 Short 1 -512.50 10218.75 -512.50 -4443.75 010328 Short 1 -168.75 10562.50 -168.75 -4443.75 010329 Short 1 -231.25 10500.00 -231.25 -4443.75 010330 Exit Short 1 100.00 10831.25 0.00 -4443.75 MFE = 100.00 MAE = -575.00 600.00 010402 Exit Short 1 100.00 10931.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 010509 Enter Long 1 68.75 11000.00 0.00 -4443.75 010510 Exit Long 1 100.00 11031.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010517 Enter Long 1 -31.25 11000.00 0.00 -4443.75 010518 Exit Long 1 100.00 11131.25 0.00 -4443.75 MFE = 100.00 MAE = -31.25 200.00 010628 Exit Short 1 100.00 11231.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 010801 Exit Long 1 100.00 11331.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 010917 Exit Short 1 100.00 11431.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 010927 Exit Short 1 100.00 11531.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 011101 Enter Long 1 -187.50 11343.75 -187.50 -4443.75 011102 Long 1 -206.25 11325.00 -206.25 -4443.75 011105 Long 1 -187.50 11343.75 -187.50 -4443.75 011106 Exit Long 1 100.00 11631.25 0.00 -4443.75 MFE = 100.00 MAE = -206.25 100.00 020320 Enter Long 1 -68.75 11562.50 -68.75 -4443.75 020321 Exit Long 1 100.00 11731.25 0.00 -4443.75 MFE = 100.00 MAE = -68.75 020328 Enter Long 1 -50.00 11681.25 -50.00 -4443.75 100.00 020401 Long 1 -43.75 11687.50 -43.75 -4443.75 020402 Long 1 6.25 11737.50 0.00 -4443.75 020403 Long 1 -156.25 11575.00 -162.50 -4443.75 020404 Long 1 -225.00 11506.25 -231.25 -4443.75 020405 Long 1 -262.50 11468.75 -268.75 -4443.75 020408 Long 1 -462.50 11268.75 -468.75 -4443.75 020409 Long 1 -418.75 11312.50 -425.00 -4443.75 020410 Long 1 -237.50 11493.75 -243.75 -4443.75 020411 Long 1 18.75 11750.00 0.00 -4443.75 020412 Exit Long 1 100.00 11831.25 0.00 -4443.75 MFE = 100.00 MAE = -462.50 100.00 020805 Exit Short 1 100.00 11931.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 020814 Enter Short 1 -237.50 11693.75 -56.25 -4443.75 020815 Short 1 -631.25 11300.00 -450.00 -4443.75 020816 Short 1 -787.50 11143.75 -606.25 -4443.75 020819 Short 1 -587.50 11343.75 -406.25 -4443.75 020820 Short 1 -843.75 11087.50 -662.50 -4443.75 020821 Short 1 -700.00 11231.25 -518.75 -4443.75 020822 Short 1 -500.00 11431.25 -318.75 -4443.75 020823 Short 1 -606.25 11325.00 -425.00 -4443.75 020826 Short 1 -693.75 11237.50 -512.50 -4443.75 020827 Short 1 -1325.00 10606.25 -1143.75 -4443.75 020828 Short 1 -1175.00 10756.25 -993.75 -4443.75 020829 Short 1 -1218.75 10712.50 -1037.50 -4443.75 020830 Short 1 -1112.50 10818.75 -931.25 -4443.75 100.00 020902 Short 1 -1206.25 10725.00 -1025.00 -4443.75 020903 Short 1 -968.75 10962.50 -787.50 -4443.75 020904 Short 1 -756.25 11175.00 -575.00 -4443.75 020905 Short 1 -587.50 11343.75 -406.25 -4443.75 020906 Short 1 -925.00 11006.25 -743.75 -4443.75 020909 Short 1 -975.00 10956.25 -793.75 -4443.75 020910 Short 1 -981.25 10950.00 -800.00 -4443.75 020911 Short 1 -968.75 10962.50 -787.50 -4443.75 020912 Short 1 -1231.25 10700.00 -1050.00 -4443.75 020913 Short 1 -1093.75 10837.50 -912.50 -4443.75 020916 Short 1 -943.75 10987.50 -762.50 -4443.75 020917 Short 1 -931.25 11000.00 -750.00 -4443.75 020918 Short 1 -993.75 10937.50 -812.50 -4443.75 020919 Short 1 -1081.25 10850.00 -900.00 -4443.75 020920 Short 1 -850.00 11081.25 -668.75 -4443.75 020923 Short 1 -675.00 11256.25 -493.75 -4443.75 020924 Short 1 -662.50 11268.75 -481.25 -4443.75 020925 Short 1 -875.00 11056.25 -693.75 -4443.75 020926 Short 1 -712.50 11218.75 -531.25 -4443.75 020927 Short 1 -693.75 11237.50 -512.50 -4443.75 020930 Short 1 -668.75 11262.50 -487.50 -4443.75 0.00 021001 Short 1 -693.75 11237.50 -512.50 -4443.75 021002 Short 1 -675.00 11256.25 -493.75 -4443.75 021003 Short 1 -850.00 11081.25 -668.75 -4443.75 021004 Short 1 -868.75 11062.50 -687.50 -4443.75 021007 Short 1 -1050.00 10881.25 -868.75 -4443.75 021008 Short 1 -868.75 11062.50 -687.50 -4443.75 021009 Short 1 -1025.00 10906.25 -843.75 -4443.75 021010 Short 1 -987.50 10943.75 -806.25 -4443.75 021011 Short 1 -1000.00 10931.25 -818.75 -4443.75 021014 Short 1 -875.00 11056.25 -693.75 -4443.75 021015 Short 1 -875.00 11056.25 -693.75 -4443.75 021016 Short 1 -1000.00 10931.25 -818.75 -4443.75 021017 Exit Short 1 -1287.50 10643.75 -1287.50 -4443.75 MFE = 0.00 MAE = -1325.00 021017 Enter Long 1 -125.00 10518.75 -1231.25 -4443.75 021018 Long 1 -181.25 10462.50 -1287.50 -4443.75 021021 Exit Long 1 100.00 10743.75 -1006.25 -4443.75 MFE = 100.00 MAE = -181.25 -1187.50 030106 Enter Long 1 43.75 10787.50 -962.50 -4443.75 030107 Long 1 -118.75 10625.00 -1125.00 -4443.75 030108 Exit Long 1 100.00 10843.75 -906.25 -4443.75 MFE = 100.00 MAE = -118.75 030124 Enter Long 1 -87.50 10756.25 -993.75 -4443.75 030127 Long 1 -187.50 10656.25 -1093.75 -4443.75 030128 Long 1 -306.25 10537.50 -1212.50 -4443.75 030129 Long 1 -237.50 10606.25 -1143.75 -4443.75 030130 Long 1 -262.50 10581.25 -1168.75 -4443.75 030131 Long 1 -412.50 10431.25 -1318.75 -4443.75 100.00 030203 Long 1 -556.25 10287.50 -1462.50 -4443.75 030204 Long 1 -100.00 10743.75 -1006.25 -4443.75 030205 Long 1 -212.50 10631.25 -1118.75 -4443.75 030206 Long 1 -87.50 10756.25 -993.75 -4443.75 030207 Long 1 -168.75 10675.00 -1075.00 -4443.75 030210 Long 1 -131.25 10712.50 -1037.50 -4443.75 030211 Long 1 -143.75 10700.00 -1050.00 -4443.75 030212 Long 1 -287.50 10556.25 -1193.75 -4443.75 030213 Exit Long 1 100.00 10943.75 -806.25 -4443.75 MFE = 100.00 MAE = -556.25 100.00 030311 Exit Short 1 100.00 11043.75 -706.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 030430 Enter Long 1 43.75 11087.50 -662.50 -4443.75 0.00 030501 Exit Long 1 100.00 11143.75 -606.25 -4443.75 MFE = 100.00 MAE = 0.00 030509 Enter Long 1 -131.25 11012.50 -737.50 -4443.75 030512 Exit Long 1 100.00 11243.75 -506.25 -4443.75 MFE = 100.00 MAE = -131.25 030516 Exit Long 1 100.00 11343.75 -406.25 -4443.75 MFE = 100.00 MAE = 0.00 030519 Exit Long 1 100.00 11443.75 -306.25 -4443.75 MFE = 100.00 MAE = 0.00 030521 Enter Long 1 -268.75 11175.00 -575.00 -4443.75 030522 Long 1 -137.50 11306.25 -443.75 -4443.75 030523 Long 1 -62.50 11381.26 -368.75 -4443.75 030526 Long 1 -6.25 11437.50 -312.50 -4443.75 030527 Long 1 -287.50 11156.26 -593.75 -4443.75 030528 Long 1 -575.00 10868.75 -881.25 -4443.75 030529 Long 1 -531.25 10912.51 -837.50 -4443.75 030530 Long 1 -331.25 11112.51 -637.50 -4443.75 400.00 030602 Long 1 -112.50 11331.25 -418.75 -4443.75 030603 Long 1 31.25 11475.00 -275.00 -4443.75 030604 Exit Long 1 100.00 11543.75 -206.25 -4443.75 MFE = 100.00 MAE = -575.00 100.00 030708 Exit Short 1 100.00 11643.75 -106.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 030930 Exit Long 1 100.00 11743.75 -6.25 -4443.75 MFE = 100.00 MAE = 0.00 100.00 031007 Exit Long 1 100.00 11843.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 031008 Enter Long 1 -150.00 11693.75 -150.00 -4443.75 031009 Long 1 -181.25 11662.50 -181.25 -4443.75 031010 Exit Long 1 100.00 11943.75 0.00 -4443.75 MFE = 100.00 MAE = -181.25 031015 Exit Long 1 100.00 12043.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 031017 Enter Long 1 -81.25 11962.50 -81.25 -4443.75 031020 Exit Long 1 100.00 12143.75 0.00 -4443.75 MFE = 100.00 MAE = -81.25 031021 Enter Long 1 68.75 12212.50 0.00 -4443.75 031022 Exit Long 1 100.00 12243.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 500.00 031105 Exit Long 1 100.00 12343.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 031118 Enter Long 1 18.75 12362.50 0.00 -4443.75 031119 Long 1 -112.50 12231.25 -131.25 -4443.75 031120 Exit Long 1 100.00 12443.75 0.00 -4443.75 MFE = 100.00 MAE = -112.50 031126 Enter Long 1 -37.50 12406.25 -37.50 -4443.75 031127 Long 1 -112.50 12331.26 -112.50 -4443.75 031128 Long 1 -6.25 12437.50 -6.25 -4443.75 200.00 031201 Exit Long 1 100.00 12543.75 0.00 -4443.75 MFE = 100.00 MAE = -112.50 031212 Enter Long 1 31.25 12575.00 0.00 -4443.75 031215 Exit Long 1 100.00 12643.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 040105 Enter Long 1 0.00 12643.75 0.00 -4443.75 040106 Exit Long 1 100.00 12743.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040120 Enter Long 1 -93.75 12650.00 0.00 -4443.75 040121 Exit Long 1 100.00 12843.75 0.00 -4443.75 MFE = 100.00 MAE = -93.75 040128 Enter Long 1 -400.00 12443.75 -206.25 -4443.75 040129 Long 1 -1175.00 11668.75 -981.25 -4443.75 040130 Long 1 -1031.25 11812.51 -837.50 -4443.75 200.00 040202 Long 1 -1400.00 11443.75 -1206.25 -4443.75 040203 Long 1 -968.75 11875.01 -775.00 -4443.75 040204 Long 1 -1162.50 11681.25 -968.75 -4443.75 040205 Long 1 -1181.25 11662.50 -987.50 -4443.75 040206 Long 1 -662.50 12181.25 -468.75 -4443.75 040209 Long 1 -318.75 12525.01 -125.00 -4443.75 040210 Exit Long 1 100.00 12943.75 0.00 -4443.75 MFE = 100.00 MAE = -1400.00 040220 Exit Short 1 100.00 13043.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 040324 Exit Short 1 100.00 13143.75 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040325 Exit Short 1 100.00 13243.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 040414 Exit Short 1 100.00 13343.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040429 Exit Short 1 100.00 13443.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 040507 Exit Short 1 100.00 13543.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040510 Exit Short 1 100.00 13643.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040513 Exit Short 1 100.00 13743.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040514 Exit Short 1 100.00 13843.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040517 Enter Short 1 12.50 13856.25 0.00 -4443.75 040518 Exit Short 1 100.00 13943.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040520 Enter Short 1 -225.00 13718.76 -137.50 -4443.75 040521 Short 1 -412.50 13531.25 -325.00 -4443.75 040524 Short 1 -456.25 13487.50 -368.75 -4443.75 040525 Short 1 -1043.75 12900.00 -956.25 -4443.75 040526 Short 1 -987.50 12956.26 -900.00 -4443.75 040527 Short 1 -1587.50 12356.26 -1500.00 -4443.75 040528 Short 1 -1431.25 12512.51 -1343.75 -4443.75 040531 Short 1 -1481.25 12462.51 -1393.75 -4443.75 500.00 040601 Short 1 -1043.75 12900.00 -956.25 -4443.75 040602 Short 1 -193.75 13750.00 -106.25 -4443.75 040603 Exit Short 1 100.00 14043.76 0.00 -4443.75 MFE = 100.00 MAE = -1587.50 100.00 040716 Exit Long 1 100.00 14143.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 040719 Exit Long 1 100.00 14243.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 041008 Exit Long 1 100.00 14343.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041014 Enter Long 1 -162.50 14181.25 -162.50 -4443.75 041015 Long 1 -112.50 14231.26 -112.50 -4443.75 041018 Long 1 -412.50 13931.25 -412.50 -4443.75 041019 Long 1 -325.00 14018.75 -325.00 -4443.75 041020 Exit Long 1 100.00 14443.76 0.00 -4443.75 MFE = 100.00 MAE = -412.50 041021 Exit Long 1 100.00 14543.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041025 Exit Long 1 100.00 14643.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 400.00 041103 Exit Long 1 100.00 14743.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041111 Enter Long 1 18.75 14762.51 0.00 -4443.75 041112 Exit Long 1 100.00 14843.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041115 Enter Long 1 31.25 14875.01 0.00 -4443.75 041116 Long 1 -12.50 14831.26 -43.75 -4443.75 041117 Exit Long 1 100.00 14943.76 0.00 -4443.75 MFE = 100.00 MAE = -12.50 041119 Enter Long 1 -112.50 14831.25 -112.50 -4443.75 041122 Long 1 -187.50 14756.26 -187.50 -4443.75 041123 Exit Long 1 100.00 15043.76 0.00 -4443.75 MFE = 100.00 MAE = -187.50 041124 Exit Long 1 100.00 15143.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041125 Exit Long 1 100.00 15243.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041126 Exit Long 1 100.00 15343.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 700.00 041202 Exit Long 1 100.00 15443.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 041208 Enter Short 1 -231.25 15212.51 -231.25 -4443.75 041209 Exit Short 1 100.00 15543.76 0.00 -4443.75 MFE = 100.00 MAE = -231.25 200.00 050104 Enter Short 1 37.50 15581.25 0.00 -4443.75 050105 Exit Short 1 100.00 15643.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 050228 Enter Long 1 -112.50 15531.26 -50.00 -4443.75 0.00 050301 Long 1 -475.00 15168.76 -412.50 -4443.75 050302 Long 1 -662.50 14981.26 -600.00 -4443.75 050303 Long 1 -712.50 14931.26 -650.00 -4443.75 050304 Long 1 -187.50 15456.26 -125.00 -4443.75 050307 Long 1 -106.25 15537.51 -43.75 -4443.75 050308 Exit Long 1 100.00 15743.76 0.00 -4443.75 MFE = 100.00 MAE = -712.50 100.00 050531 Enter Short 1 18.75 15762.51 0.00 -4443.75 0.00 050601 Exit Short 1 100.00 15843.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 060131 Exit Long 1 100.00 15943.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 060503 Exit Long 1 100.00 16043.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 060504 Enter Long 1 62.50 16106.26 0.00 -4443.75 060505 Exit Long 1 100.00 16143.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 060508 Enter Long 1 -262.50 15881.26 -225.00 -4443.75 060509 Long 1 62.50 16206.26 0.00 -4443.75 060510 Exit Long 1 100.00 16243.76 0.00 -4443.75 MFE = 100.00 MAE = -262.50 060511 Exit Long 1 100.00 16343.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 060512 Exit Long 1 100.00 16443.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 060516 Enter Long 1 -75.00 16368.76 0.00 -4443.75 060517 Exit Long 1 100.00 16543.76 0.00 -4443.75 MFE = 100.00 MAE = -75.00 600.00 060613 Exit Short 1 100.00 16643.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 060623 Enter Short 1 -100.00 16543.75 0.00 -4443.75 060626 Short 1 -81.25 16562.51 0.00 -4443.75 060627 Short 1 -137.50 16506.26 -56.25 -4443.75 060628 Exit Short 1 100.00 16743.76 0.00 -4443.75 MFE = 100.00 MAE = -137.50 200.00 060810 Exit Long 1 100.00 16843.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 061107 Enter Long 1 -131.25 16712.51 -131.25 -4443.75 061108 Long 1 -281.25 16562.51 -281.25 -4443.75 061109 Long 1 -475.00 16368.76 -475.00 -4443.75 061110 Long 1 -500.00 16343.75 -500.00 -4443.75 061113 Long 1 -843.75 16000.01 -843.75 -4443.75 061114 Long 1 -618.75 16225.01 -618.75 -4443.75 061115 Long 1 -693.75 16150.01 -693.75 -4443.75 061116 Long 1 -568.75 16275.00 -568.75 -4443.75 061117 Long 1 -418.75 16425.01 -418.75 -4443.75 061120 Long 1 -318.75 16525.01 -318.75 -4443.75 061121 Long 1 -275.00 16568.76 -275.00 -4443.75 061122 Long 1 25.00 16868.76 0.00 -4443.75 061123 Long 1 -87.50 16756.26 -112.50 -4443.75 061124 Exit Long 1 100.00 16943.76 0.00 -4443.75 MFE = 100.00 MAE = -843.75 100.00 061228 Exit Long 1 100.00 17043.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 070402 Exit Long 1 100.00 17143.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070410 Exit Long 1 100.00 17243.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070413 Exit Long 1 100.00 17343.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070416 Enter Long 1 -179.38 17164.38 -179.38 -4443.75 070417 Exit Long 1 100.00 17443.76 0.00 -4443.75 MFE = 100.00 MAE = -179.38 070418 Enter Long 1 -26.25 17417.50 -26.25 -4443.75 070419 Exit Long 1 100.00 17543.76 0.00 -4443.75 MFE = 100.00 MAE = -26.25 070420 Exit Long 1 102.50 17646.25 0.00 -4443.75 MFE = 102.50 MAE = 0.00 070423 Enter Long 1 -340.63 17305.63 -340.63 -4443.75 070424 Long 1 -670.00 16976.25 -670.00 -4443.75 070425 Long 1 -275.62 17370.63 -275.62 -4443.75 070426 Long 1 -718.75 16927.50 -718.75 -4443.75 070427 Long 1 -476.25 17170.01 -476.25 -4443.75 070430 Long 1 -437.50 17208.76 -437.50 -4443.75 602.50 070501 Long 1 -556.88 17089.38 -556.88 -4443.75 070502 Long 1 -758.12 16888.13 -758.12 -4443.75 070503 Long 1 -843.12 16803.13 -843.12 -4443.75 070504 Long 1 -1041.87 16604.38 -1041.87 -4443.75 070507 Long 1 -785.62 16860.63 -785.62 -4443.75 070508 Long 1 -579.38 17066.88 -579.38 -4443.75 070509 Long 1 -606.88 17039.38 -606.88 -4443.75 070510 Long 1 -550.62 17095.63 -550.62 -4443.75 070511 Long 1 -386.25 17260.01 -386.25 -4443.75 070514 Long 1 -326.88 17319.38 -326.88 -4443.75 070515 Long 1 -291.87 17354.38 -291.87 -4443.75 070516 Long 1 -868.75 16777.51 -868.75 -4443.75 070517 Long 1 -875.00 16771.25 -875.00 -4443.75 070518 Long 1 -866.25 16780.01 -866.25 -4443.75 070521 Long 1 -990.00 16656.25 -990.00 -4443.75 070522 Long 1 -1130.63 16515.63 -1130.63 -4443.75 070523 Long 1 -861.88 16784.38 -861.88 -4443.75 070524 Long 1 -1189.37 16456.88 -1189.37 -4443.75 070525 Long 1 -1201.88 16444.38 -1201.88 -4443.75 070528 Long 1 -1128.75 16517.51 -1128.75 -4443.75 070529 Long 1 -1174.38 16471.88 -1174.38 -4443.75 070530 Long 1 -962.50 16683.75 -962.50 -4443.75 070531 Long 1 -603.12 17043.13 -603.12 -4443.75 0.00 070601 Long 1 -334.37 17311.88 -334.37 -4443.75 070604 Long 1 -198.75 17447.51 -198.75 -4443.75 070605 Exit Long 1 97.50 17743.76 0.00 -4443.75 MFE = 97.50 MAE = -1201.88 070629 Enter Long 1 -235.63 17508.13 -235.63 -4443.75 97.50 070702 Exit Long 1 100.00 17843.76 0.00 -4443.75 MFE = 100.00 MAE = -235.63 100.00 070816 Exit Short 1 100.00 17943.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070828 Exit Short 1 100.00 18043.76 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070829 Exit Short 1 98.13 18141.88 0.00 -4443.75 MFE = 98.13 MAE = 0.00 298.13 070905 Exit Short 1 100.00 18241.88 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070906 Exit Short 1 100.00 18341.88 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070910 Exit Short 1 100.00 18441.88 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070926 Enter Long 1 50.00 18491.88 0.00 -4443.75 070927 Exit Long 1 100.00 18541.88 0.00 -4443.75 MFE = 100.00 MAE = 0.00 070928 Exit Long 1 100.00 18641.88 0.00 -4443.75 MFE = 100.00 MAE = 0.00 500.00 071001 Exit Long 1 98.75 18740.63 0.00 -4443.75 MFE = 98.75 MAE = 0.00 071002 Enter Long 1 -634.37 18106.26 -385.62 -4443.75 071003 Long 1 -784.38 17956.25 -535.63 -4443.75 071004 Long 1 -415.00 18325.63 -166.25 -4443.75 071005 Exit Long 1 100.00 18840.63 0.00 -4443.75 MFE = 100.00 MAE = -784.38 071008 Exit Long 1 97.50 18938.13 0.00 -4443.75 MFE = 97.50 MAE = 0.00 071009 Enter Long 1 25.62 18963.75 0.00 -4443.75 071010 Long 1 -131.87 18806.25 -157.50 -4443.75 071011 Exit Long 1 100.00 19038.13 0.00 -4443.75 MFE = 100.00 MAE = -131.87 071012 Enter Long 1 59.38 19097.50 0.00 -4443.75 071015 Exit Long 1 100.00 19138.13 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071017 Enter Long 1 -238.13 18900.00 -197.50 -4443.75 071018 Exit Long 1 100.00 19238.13 0.00 -4443.75 MFE = 100.00 MAE = -238.13 071019 Exit Long 1 101.88 19340.00 0.00 -4443.75 MFE = 101.88 MAE = 0.00 071023 Exit Long 1 100.00 19440.00 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071024 Exit Long 1 97.50 19537.51 0.00 -4443.75 MFE = 97.50 MAE = 0.00 071025 Exit Long 1 100.00 19637.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071026 Exit Long 1 100.00 19737.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071029 Exit Long 1 100.00 19837.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071031 Exit Long 1 100.00 19937.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 1295.62 071106 Enter Long 1 28.75 19966.25 0.00 -4443.75 071107 Exit Long 1 100.00 20037.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 100.00 071205 Exit Short 1 100.00 20137.51 0.00 -4443.75 MFE = 100.00 MAE = 0.00 071210 Enter Short 1 -780.00 19357.51 -608.75 -4443.75 071211 Exit Short 1 102.50 20240.01 0.00 -4443.75 MFE = 102.50 MAE = -780.00 071212 Enter Short 1 -566.88 19673.13 -566.88 -4443.75 071213 Short 1 -158.75 20081.25 -158.75 -4443.75 071214 Exit Short 1 100.00 20340.01 0.00 -4443.75 MFE = 100.00 MAE = -566.88 071217 Exit Short 1 100.00 20440.01 0.00 -4443.75 MFE = 100.00 MAE = 0.00 402.50 080226 Exit Long 1 100.00 20540.01 0.00 -4443.75 MFE = 100.00 MAE = 0.00 080227 Exit Long 1 100.00 20640.01 0.00 -4443.75 MFE = 100.00 MAE = 0.00 080228 Exit Long 1 100.00 20740.01 0.00 -4443.75 MFE = 100.00 MAE = 0.00 080229 Enter Long 1 -1093.13 19646.88 -1093.13 -4443.75 300.00 080303 Long 1 -590.00 20150.01 -590.00 -4443.75 080304 Long 1 -1319.37 19420.63 -1319.37 -4443.75 080305 Long 1 -930.00 19810.01 -930.00 -4443.75 080306 Long 1 -1421.25 19318.75 -1421.25 -4443.75 080307 Long 1 -1351.88 19388.13 -1351.88 -4443.75 080310 Long 1 -2015.63 18724.38 -2015.63 -4443.75 080311 Long 1 -1233.13 19506.88 -1233.13 -4443.75 080312 Long 1 -951.88 19788.13 -951.88 -4443.75 080313 Long 1 -134.37 20605.63 -134.37 -4443.75 080314 Long 1 -689.38 20050.63 -689.38 -4443.75 080317 Long 1 -1698.75 19041.25 -1698.75 -4443.75 080318 Long 1 -1330.63 19409.38 -1330.63 -4443.75 080319 Long 1 -2161.88 18578.13 -2161.88 -4443.75 080320 Long 1 -3066.25 17673.75 -3066.25 -4443.75 080321 Long 1 -2914.38 17825.63 -2914.38 -4443.75 080324 Long 1 -2643.75 18096.25 -2643.75 -4443.75 080325 Long 1 -1963.13 18776.88 -1963.13 -4443.75 080326 Long 1 -1799.37 18940.63 -1799.37 -4443.75 080327 Long 1 -1863.13 18876.88 -1863.13 -4443.75 080328 Long 1 -1978.75 18761.25 -1978.75 -4443.75 080331 Long 1 -2198.75 18541.25 -2198.75 -4443.75 0.00 080401 Long 1 -2581.88 18158.13 -2581.88 -4443.75 080402 Long 1 -2161.88 18578.13 -2161.88 -4443.75 080403 Long 1 -1999.38 18740.63 -1999.38 -4443.75 080404 Long 1 -1656.25 19083.75 -1656.25 -4443.75 080407 Long 1 -1421.25 19318.75 -1421.25 -4443.75 080408 Long 1 -1087.50 19652.50 -1087.50 -4443.75 080409 Long 1 -1276.25 19463.75 -1276.25 -4443.75 080410 Long 1 -1022.50 19717.50 -1022.50 -4443.75 080411 Long 1 -1287.50 19452.50 -1287.50 -4443.75 080414 Long 1 -1373.13 19366.88 -1373.13 -4443.75 080415 Long 1 -1443.13 19296.88 -1443.13 -4443.75 080416 Long 1 -568.13 20171.88 -568.13 -4443.75 080417 Long 1 -820.63 19919.38 -820.63 -4443.75 080418 Long 1 -908.13 19831.88 -908.13 -4443.75 080421 Long 1 -398.75 20341.25 -398.75 -4443.75 080422 Long 1 -263.13 20476.88 -263.13 -4443.75 080423 Exit Long 1 101.25 20841.25 0.00 -4443.75 MFE = 101.25 MAE = -3066.25 080430 Enter Long 1 -198.13 20643.13 -198.13 -4443.75 101.25 080501 Long 1 -864.38 19976.88 -864.38 -4443.75 080502 Long 1 -717.50 20123.75 -717.50 -4443.75 080505 Long 1 -19.38 20821.88 -19.38 -4443.75 080506 Exit Long 1 100.00 20941.25 0.00 -4443.75 MFE = 100.00 MAE = -864.38 080516 Exit Long 1 100.00 21041.25 0.00 -4443.75 MFE = 100.00 MAE = 0.00 200.00 080606 Enter Long 1 -72.50 20968.75 -72.50 -4443.75 080609 Long 1 -872.50 20168.75 -872.50 -4443.75 080610 Long 1 -1102.50 19938.75 -1102.50 -4443.75 080611 Long 1 -1052.50 19988.75 -1052.50 -4443.75 080612 Long 1 -1837.50 19203.76 -1837.50 -4443.75 080613 Long 1 -1546.87 19494.38 -1546.87 -4443.75 080616 Long 1 -1453.12 19588.13 -1453.12 -4443.75 080617 Long 1 -1270.00 19771.25 -1270.00 -4443.75 080618 Long 1 -1041.25 20000.00 -1041.25 -4443.75 080619 Long 1 -793.12 20248.13 -793.12 -4443.75 080620 Long 1 -663.12 20378.13 -663.12 -4443.75 080623 Long 1 -731.25 20310.00 -731.25 -4443.75 080624 Long 1 -543.75 20497.50 -543.75 -4443.75 080625 Long 1 -251.25 20790.00 -251.25 -4443.75 080626 Long 1 -497.50 20543.75 -497.50 -4443.75 080627 Long 1 -210.62 20830.63 -210.62 -4443.75 080630 Exit Long 1 100.00 21141.25 0.00 -4443.75 MFE = 100.00 MAE = -1837.50 ================================================================================================================================= N K1 K2 K3 K4 K5 K6 K7 K8 K9 K10 Model Fixed Trail Profit Net Ave Open Total Total Biggest Biggest Stop Stop Obj HF LF TDS %W Profit PVDraw R/R Profit %A Equity Profits Losses Win Loss ================================================================================================================================= 5 1.30 0.00 0.00 0.00 0.00 0.00 0.00 31 0.45 33 2 50000 50000 125 9999 0 325 98 21141.25 -4443.75 4.76 65.05 0.3 0.00 31797.50 -10656.25 102.50 -2662.50 start time = Tue Jul 29 09:32:05 2008 stop time = Tue Jul 29 09:32:05 2008 run time = 0 seconds