SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 CANADIAN DOLLAR SPOT 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:06 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<0.00> (2) Today's low<0.00> (3) Today's close<1.00> (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 880315 Enter Long 1 4.14 4.14 0.00 0.00 880316 Exit Long 1 100.00 100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880328 Enter Long 1 -1.70 98.30 0.00 0.00 880329 Long 1 43.28 143.28 0.00 0.00 880330 Long 1 47.37 147.37 0.00 0.00 880331 Exit Long 1 100.00 200.00 0.00 0.00 MFE = 100.00 MAE = -1.70 200.00 880411 Enter Long 1 -106.46 93.54 -53.83 -53.83 880412 Exit Long 1 100.00 300.00 0.00 -53.83 MFE = 100.00 MAE = -106.46 880426 Enter Long 1 20.70 320.70 0.00 -53.83 880427 Long 1 -4.17 295.83 -24.87 -53.83 880428 Long 1 -82.75 217.25 -103.46 -103.46 880429 Long 1 -74.49 225.51 -95.20 -103.46 100.00 880502 Long 1 -144.62 155.38 -165.32 -165.32 880503 Long 1 -378.37 -78.37 -399.08 -399.08 880504 Long 1 -288.41 11.59 -309.11 -399.08 880505 Long 1 -231.00 69.00 -251.70 -399.08 880506 Long 1 -378.37 -78.37 -399.08 -399.08 880509 Long 1 -431.38 -131.38 -452.08 -452.08 880510 Long 1 -390.61 -90.61 -411.31 -452.08 880511 Long 1 -132.26 167.74 -152.97 -452.08 880512 Long 1 -156.98 143.02 -177.69 -452.08 880513 Long 1 -173.44 126.56 -194.15 -452.08 880516 Long 1 -206.34 93.66 -227.05 -452.08 880517 Long 1 -357.95 -57.95 -378.65 -452.08 880518 Long 1 -702.82 -402.82 -723.52 -723.52 880519 Long 1 -585.69 -285.69 -606.39 -723.52 880520 Long 1 -597.83 -297.83 -618.54 -723.52 880523 Long 1 -581.64 -281.64 -602.35 -723.52 880524 Long 1 -520.83 -220.83 -541.54 -723.52 880525 Long 1 -569.49 -269.49 -590.19 -723.52 880526 Long 1 -390.61 -90.61 -411.31 -723.52 880527 Long 1 -431.38 -131.38 -452.08 -723.52 880530 Long 1 -415.08 -115.08 -435.78 -723.52 880531 Long 1 -194.01 105.99 -214.72 -723.52 0.00 880601 Long 1 -41.42 258.58 -62.13 -723.52 880602 Long 1 -115.77 184.23 -136.47 -723.52 880603 Long 1 -161.10 138.90 -181.80 -723.52 880606 Long 1 -136.38 163.62 -157.09 -723.52 880607 Long 1 41.44 341.44 0.00 -723.52 880608 Exit Long 1 100.00 400.00 0.00 -723.52 MFE = 100.00 MAE = -702.82 100.00 880715 Exit Long 1 100.00 500.00 0.00 -723.52 MFE = 100.00 MAE = 0.00 100.00 880913 Enter Long 1 -41.73 458.27 0.00 -723.52 880914 Exit Long 1 100.00 600.00 0.00 -723.52 MFE = 100.00 MAE = -41.73 100.00 881031 Exit Short 1 100.00 700.00 0.00 -723.52 MFE = 100.00 MAE = 0.00 100.00 890118 Exit Long 1 100.00 800.00 0.00 -723.52 MFE = 100.00 MAE = 0.00 100.00 890522 Enter Short 1 49.00 849.00 0.00 -723.52 890523 Short 1 -72.43 727.57 -121.43 -723.52 890524 Exit Short 1 100.00 900.00 0.00 -723.52 MFE = 100.00 MAE = -72.43 100.00 900207 Enter Short 1 -79.49 820.51 -79.49 -723.52 900208 Exit Short 1 100.00 1000.00 0.00 -723.52 MFE = 100.00 MAE = -79.49 100.00 910718 Exit Short 1 100.00 1100.00 0.00 -723.52 MFE = 100.00 MAE = 0.00 100.00 920124 Enter Short 1 -6.30 1093.70 -6.30 -723.52 920127 Exit Short 1 100.00 1200.00 0.00 -723.52 MFE = 100.00 MAE = -6.30 100.00 920204 Exit Short 1 100.00 1300.00 0.00 -723.52 MFE = 100.00 MAE = 0.00 920213 Enter Short 1 -10.65 1289.35 -10.65 -723.52 920214 Short 1 33.75 1333.75 0.00 -723.52 920217 Exit Short 1 100.00 1400.00 0.00 -723.52 MFE = 100.00 MAE = -10.65 920228 Enter Short 1 -93.45 1306.55 -27.21 -723.52 200.00 920302 Exit Short 1 100.00 1500.00 0.00 -723.52 MFE = 100.00 MAE = -93.45 920303 Enter Short 1 -9.29 1490.71 -9.29 -723.52 920304 Short 1 -71.01 1428.99 -71.01 -723.52 920305 Exit Short 1 100.00 1600.00 0.00 -723.52 MFE = 100.00 MAE = -71.01 920319 Enter Short 1 -21.30 1578.70 -21.30 -723.52 920320 Short 1 70.23 1670.23 0.00 -723.52 920323 Short 1 -244.95 1355.05 -315.18 -723.52 920324 Short 1 -297.85 1302.15 -368.08 -723.52 920325 Short 1 -426.13 1173.87 -496.37 -723.52 920326 Short 1 -293.43 1306.57 -363.67 -723.52 920327 Short 1 -368.54 1231.46 -438.78 -723.52 920330 Short 1 -271.38 1328.62 -341.61 -723.52 920331 Short 1 -350.85 1249.15 -421.08 -723.52 200.00 920401 Short 1 -236.14 1363.86 -306.38 -723.52 920402 Short 1 -227.34 1372.66 -297.57 -723.52 920403 Short 1 -355.27 1244.73 -425.51 -723.52 920406 Short 1 -346.43 1253.57 -416.66 -723.52 920407 Short 1 -386.25 1213.75 -456.48 -723.52 920408 Short 1 -324.34 1275.66 -394.57 -723.52 920409 Short 1 -390.68 1209.32 -460.91 -723.52 920410 Short 1 -457.19 1142.81 -527.42 -723.52 920413 Short 1 -581.79 1018.21 -652.03 -723.52 920414 Short 1 -671.16 928.84 -741.39 -741.39 920415 Short 1 -747.35 852.65 -817.59 -817.59 920416 Short 1 -657.73 942.27 -727.96 -817.59 920417 Short 1 -680.11 919.89 -750.34 -817.59 920420 Short 1 -783.28 816.72 -853.52 -853.52 920421 Short 1 -680.11 919.89 -750.34 -853.52 920422 Short 1 -523.87 1076.13 -594.10 -853.52 920423 Short 1 -443.87 1156.13 -514.10 -853.52 920424 Short 1 -457.19 1142.81 -527.42 -853.52 920427 Short 1 -8.21 1591.79 -78.44 -853.52 920428 Short 1 -95.64 1504.36 -165.87 -853.52 920429 Short 1 -108.78 1491.22 -179.02 -853.52 920430 Short 1 -258.16 1341.84 -328.39 -853.52 0.00 920501 Short 1 -368.54 1231.46 -438.78 -853.52 920504 Short 1 -258.16 1341.84 -328.39 -853.52 920505 Short 1 -192.15 1407.85 -262.38 -853.52 920506 Short 1 4.88 1604.88 -65.35 -853.52 920507 Exit Short 1 100.00 1700.00 0.00 -853.52 MFE = 100.00 MAE = -783.28 100.00 921014 Enter Short 1 -40.77 1659.23 -40.77 -853.52 921015 Short 1 -209.14 1490.86 -209.14 -853.52 921016 Short 1 -269.55 1430.45 -269.55 -853.52 921019 Short 1 -309.91 1390.09 -309.91 -853.52 921020 Short 1 -524.87 1175.13 -524.87 -853.52 921021 Short 1 -467.91 1232.09 -467.91 -853.52 921022 Short 1 -407.02 1292.98 -407.02 -853.52 921023 Short 1 -156.91 1543.09 -156.91 -853.52 921026 Short 1 -330.11 1369.89 -330.11 -853.52 921027 Short 1 -655.56 1044.44 -655.56 -853.52 921028 Short 1 -594.21 1105.79 -594.21 -853.52 921029 Short 1 -524.87 1175.13 -524.87 -853.52 921030 Short 1 -545.25 1154.75 -545.25 -853.52 0.00 921102 Short 1 -435.42 1264.58 -435.42 -853.52 921103 Short 1 -378.66 1321.34 -378.66 -853.52 921104 Short 1 -233.29 1466.71 -233.29 -853.52 921105 Short 1 -96.76 1603.24 -96.76 -853.52 921106 Exit Short 1 100.00 1800.00 0.00 -853.52 MFE = 100.00 MAE = -655.56 921109 Enter Short 1 -184.48 1615.52 -184.48 -853.52 921110 Exit Short 1 100.00 1900.00 0.00 -853.52 MFE = 100.00 MAE = -184.48 921116 Enter Short 1 106.47 2006.47 0.00 -853.52 921117 Exit Short 1 116.25 2016.25 0.00 -853.52 MFE = 116.25 MAE = 0.00 921118 Enter Short 1 -101.83 1914.43 -92.05 -853.52 921119 Short 1 -248.29 1767.96 -238.51 -853.52 921120 Exit Short 1 100.00 2116.25 0.00 -853.52 MFE = 100.00 MAE = -248.29 921123 Enter Short 1 17.52 2133.77 0.00 -853.52 921124 Exit Short 1 100.00 2216.25 0.00 -853.52 MFE = 100.00 MAE = 0.00 921125 Enter Short 1 -189.45 2026.80 -106.97 -853.52 921126 Short 1 -333.76 1882.50 -251.28 -853.52 921127 Short 1 -144.06 2072.19 -61.58 -853.52 921130 Short 1 -106.30 2109.95 -23.82 -853.52 516.25 921201 Short 1 -314.72 1901.53 -232.24 -853.52 921202 Short 1 -368.06 1848.19 -285.58 -853.52 921203 Short 1 -601.83 1614.42 -519.35 -853.52 921204 Short 1 -486.59 1729.67 -404.11 -853.52 921207 Short 1 -698.29 1517.96 -615.81 -853.52 921208 Short 1 -694.43 1521.83 -611.94 -853.52 921209 Short 1 -659.66 1556.59 -577.18 -853.52 921210 Short 1 -651.95 1564.31 -569.46 -853.52 921211 Short 1 -621.10 1595.16 -538.62 -853.52 921214 Short 1 -582.59 1633.66 -500.11 -853.52 921215 Short 1 -417.69 1798.56 -335.21 -853.52 921216 Short 1 -494.25 1722.00 -411.77 -853.52 921217 Short 1 -632.66 1583.59 -550.18 -853.52 921218 Short 1 -567.20 1649.05 -484.72 -853.52 921221 Short 1 -865.09 1351.16 -782.61 -853.52 921222 Short 1 -1076.16 1140.09 -993.68 -993.68 921223 Short 1 -1146.93 1069.33 -1064.44 -1064.44 921224 Short 1 -1127.25 1089.00 -1044.77 -1064.44 921225 Short 1 -1115.45 1100.80 -1032.97 -1064.44 921228 Short 1 -1068.31 1147.94 -985.83 -1064.44 921229 Short 1 -911.84 1304.42 -829.36 -1064.44 921230 Short 1 -806.78 1409.48 -724.29 -1064.44 921231 Short 1 -717.63 1498.63 -635.15 -1064.44 0.00 930104 Short 1 -322.34 1893.92 -239.85 -1064.44 930105 Short 1 -521.10 1695.15 -438.62 -1064.44 930106 Short 1 -390.96 1825.30 -308.47 -1064.44 930107 Short 1 -383.32 1832.93 -300.84 -1064.44 930108 Short 1 -288.10 1928.16 -205.62 -1064.44 930111 Short 1 -467.43 1748.82 -384.95 -1064.44 930112 Short 1 -475.09 1741.17 -392.61 -1064.44 930113 Short 1 -410.05 1806.20 -327.57 -1064.44 930114 Short 1 -417.69 1798.56 -335.21 -1064.44 930115 Short 1 -318.53 1897.72 -236.05 -1064.44 930118 Short 1 -505.75 1710.50 -423.27 -1064.44 930119 Short 1 -444.46 1771.79 -361.98 -1064.44 930120 Short 1 -322.34 1893.92 -239.85 -1064.44 930121 Short 1 -170.53 2045.72 -88.05 -1064.44 930122 Short 1 -371.88 1844.38 -289.39 -1064.44 930125 Short 1 -425.34 1790.91 -342.86 -1064.44 930126 Short 1 -709.89 1506.36 -627.41 -1064.44 930127 Short 1 -822.31 1393.94 -739.83 -1064.44 930128 Short 1 -802.89 1413.36 -720.41 -1064.44 930129 Short 1 -845.64 1370.61 -763.16 -1064.44 0.00 930201 Short 1 -1029.10 1187.15 -946.62 -1064.44 930202 Short 1 -986.04 1230.21 -903.56 -1064.44 930203 Short 1 -904.04 1312.21 -821.56 -1064.44 930204 Short 1 -1068.31 1147.94 -985.83 -1064.44 930205 Short 1 -1115.45 1100.80 -1032.97 -1064.44 930208 Short 1 -1029.10 1187.15 -946.62 -1064.44 930209 Short 1 -849.52 1366.73 -767.04 -1064.44 930210 Short 1 -982.13 1234.12 -899.65 -1064.44 930211 Short 1 -1304.90 911.36 -1222.41 -1222.41 930212 Short 1 -1372.34 843.91 -1289.86 -1289.86 930215 Short 1 -1384.26 831.99 -1301.78 -1301.78 930216 Short 1 -1225.79 990.47 -1143.30 -1301.78 930217 Short 1 -1029.10 1187.15 -946.62 -1301.78 930218 Short 1 -1127.25 1089.00 -1044.77 -1301.78 930219 Short 1 -1186.32 1029.93 -1103.84 -1301.78 930222 Short 1 -1194.21 1022.04 -1111.73 -1301.78 930223 Short 1 -1424.03 792.22 -1341.55 -1341.55 930224 Short 1 -1162.68 1053.58 -1080.19 -1341.55 930225 Short 1 -1523.76 692.49 -1441.28 -1441.28 930226 Short 1 -1551.75 664.50 -1469.27 -1469.27 0.00 930301 Short 1 -1595.80 620.45 -1513.32 -1513.32 930302 Short 1 -1684.14 532.11 -1601.66 -1601.66 930303 Short 1 -1853.66 362.60 -1771.18 -1771.18 930304 Short 1 -1784.91 431.35 -1702.43 -1771.18 930305 Short 1 -1696.22 520.04 -1613.73 -1771.18 930308 Short 1 -1784.91 431.35 -1702.43 -1771.18 930309 Short 1 -1736.49 479.76 -1654.01 -1771.18 930310 Short 1 -1764.72 451.53 -1682.24 -1771.18 930311 Short 1 -1656.00 560.25 -1573.52 -1771.18 930312 Short 1 -1776.83 439.42 -1694.35 -1771.18 930315 Short 1 -1643.95 572.30 -1561.47 -1771.18 930316 Short 1 -1495.80 720.45 -1413.32 -1771.18 930317 Short 1 -1511.77 704.48 -1429.29 -1771.18 930318 Short 1 -1680.12 536.13 -1597.64 -1771.18 930319 Short 1 -1664.04 552.21 -1581.56 -1771.18 930322 Short 1 -1664.04 552.21 -1581.56 -1771.18 930323 Short 1 -1668.06 548.19 -1585.58 -1771.18 930324 Short 1 -1833.42 382.84 -1750.94 -1771.18 930325 Short 1 -1784.91 431.35 -1702.43 -1771.18 930326 Short 1 -1780.87 435.38 -1698.39 -1771.18 930329 Short 1 -1664.04 552.21 -1581.56 -1771.18 930330 Short 1 -1539.75 676.50 -1457.27 -1771.18 930331 Short 1 -1221.83 994.42 -1139.35 -1771.18 0.00 930401 Short 1 -1154.80 1061.45 -1072.32 -1771.18 930402 Short 1 -978.22 1238.03 -895.74 -1771.18 930405 Short 1 -1056.54 1159.71 -974.06 -1771.18 930406 Short 1 -1229.73 986.52 -1147.25 -1771.18 930407 Short 1 -1087.94 1128.31 -1005.46 -1771.18 930408 Short 1 -1273.22 943.03 -1190.74 -1771.18 930409 Short 1 -1233.68 982.57 -1151.20 -1771.18 930412 Short 1 -1127.25 1089.00 -1044.77 -1771.18 930413 Short 1 -1107.59 1108.67 -1025.10 -1771.18 930414 Short 1 -1033.02 1183.23 -950.54 -1771.18 930415 Short 1 -1186.32 1029.93 -1103.84 -1771.18 930416 Short 1 -1166.61 1049.64 -1084.13 -1771.18 930419 Short 1 -1400.16 816.09 -1317.68 -1771.18 930420 Short 1 -1368.37 847.89 -1285.89 -1771.18 930421 Short 1 -1178.44 1037.81 -1095.96 -1771.18 930422 Short 1 -1036.94 1179.31 -954.46 -1771.18 930423 Short 1 -1099.73 1116.52 -1017.25 -1771.18 930426 Short 1 -1190.27 1025.99 -1107.78 -1771.18 930427 Short 1 -601.83 1614.42 -519.35 -1771.18 930428 Short 1 -814.54 1401.71 -732.06 -1771.18 930429 Short 1 -698.29 1517.96 -615.81 -1771.18 930430 Short 1 -748.60 1467.65 -666.12 -1771.18 0.00 930503 Short 1 -865.09 1351.16 -782.61 -1771.18 930504 Short 1 -736.98 1479.27 -654.50 -1771.18 930505 Short 1 -621.10 1595.16 -538.62 -1771.18 930506 Short 1 -818.43 1397.82 -735.95 -1771.18 930507 Short 1 -818.43 1397.82 -735.95 -1771.18 930510 Short 1 -764.10 1452.15 -681.62 -1771.18 930511 Short 1 -555.67 1660.58 -473.19 -1771.18 930512 Short 1 -640.37 1575.88 -557.89 -1771.18 930513 Short 1 -640.37 1575.88 -557.89 -1771.18 930514 Short 1 -605.69 1610.57 -523.20 -1771.18 930517 Short 1 -536.46 1679.79 -453.98 -1771.18 930518 Short 1 -837.86 1378.39 -755.38 -1771.18 930519 Short 1 -1009.52 1206.73 -927.04 -1771.18 930520 Short 1 -845.64 1370.61 -763.16 -1771.18 930521 Short 1 -1009.52 1206.73 -927.04 -1771.18 930524 Short 1 -1131.18 1085.07 -1048.70 -1771.18 930525 Short 1 -1127.25 1089.00 -1044.77 -1771.18 930526 Short 1 -1048.70 1167.56 -966.22 -1771.18 930527 Short 1 -966.49 1249.76 -884.01 -1771.18 930528 Short 1 -698.29 1517.96 -615.81 -1771.18 930531 Short 1 -725.37 1490.89 -642.89 -1771.18 0.00 930601 Short 1 -706.03 1510.23 -623.54 -1771.18 930602 Short 1 -675.11 1541.14 -592.63 -1771.18 930603 Short 1 -486.59 1729.67 -404.11 -1771.18 930604 Short 1 -417.69 1798.56 -335.21 -1771.18 930607 Short 1 -265.30 1950.96 -182.82 -1771.18 930608 Short 1 -291.90 1924.35 -209.42 -1771.18 930609 Short 1 -398.59 1817.66 -316.11 -1771.18 930610 Short 1 -322.34 1893.92 -239.85 -1771.18 930611 Short 1 -371.88 1844.38 -289.39 -1771.18 930614 Short 1 -337.57 1878.69 -255.08 -1771.18 930615 Short 1 -379.50 1836.75 -297.02 -1771.18 930616 Short 1 -425.34 1790.91 -342.86 -1771.18 930617 Short 1 -501.92 1714.33 -419.44 -1771.18 930618 Short 1 -624.95 1591.30 -542.47 -1771.18 930621 Short 1 -640.37 1575.88 -557.89 -1771.18 930622 Short 1 -463.60 1752.65 -381.12 -1771.18 930623 Short 1 -352.81 1863.45 -270.32 -1771.18 930624 Short 1 -257.70 1958.55 -175.22 -1771.18 930625 Short 1 -291.90 1924.35 -209.42 -1771.18 930628 Short 1 -295.70 1920.55 -213.22 -1771.18 930629 Short 1 -295.70 1920.55 -213.22 -1771.18 930630 Short 1 -307.11 1909.14 -224.63 -1771.18 0.00 930701 Short 1 -68.60 2147.66 0.00 -1771.18 930702 Short 1 -102.53 2113.73 -33.93 -1771.18 930705 Short 1 -200.81 2015.44 -132.22 -1771.18 930706 Short 1 -231.14 1985.12 -162.54 -1771.18 930707 Short 1 -208.39 2007.86 -139.80 -1771.18 930708 Short 1 -364.25 1852.01 -295.65 -1771.18 930709 Short 1 -440.64 1775.62 -372.04 -1771.18 930712 Short 1 -455.94 1760.31 -387.35 -1771.18 930713 Short 1 -333.76 1882.50 -265.16 -1771.18 930714 Short 1 -257.70 1958.55 -189.11 -1771.18 930715 Short 1 -341.38 1874.88 -272.78 -1771.18 930716 Short 1 -471.26 1744.99 -402.66 -1771.18 930719 Short 1 -429.16 1787.09 -360.57 -1771.18 930720 Short 1 -463.60 1752.65 -395.00 -1771.18 930721 Short 1 -532.62 1683.63 -464.03 -1771.18 930722 Short 1 -345.19 1871.07 -276.59 -1771.18 930723 Short 1 -364.25 1852.01 -295.65 -1771.18 930726 Short 1 -337.57 1878.69 -268.97 -1771.18 930727 Short 1 -257.70 1958.55 -189.11 -1771.18 930728 Short 1 -204.60 2011.65 -136.01 -1771.18 930729 Short 1 -144.06 2072.19 -75.47 -1771.18 930730 Short 1 -178.10 2038.16 -109.50 -1771.18 0.00 930802 Short 1 2.88 2219.13 0.00 -1771.18 930803 Short 1 -19.67 2196.59 -22.55 -1771.18 930804 Short 1 -68.60 2147.66 -71.47 -1771.18 930805 Exit Short 1 100.00 2316.25 0.00 -1771.18 MFE = 100.00 MAE = -1853.66 930811 Exit Short 1 100.00 2416.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 200.00 930930 Enter Short 1 -120.33 2295.93 -120.33 -1771.18 0.00 931001 Short 1 23.23 2439.48 0.00 -1771.18 931004 Exit Short 1 100.00 2516.25 0.00 -1771.18 MFE = 100.00 MAE = -120.33 100.00 940128 Enter Short 1 -36.74 2479.51 0.00 -1771.18 940131 Exit Short 1 100.00 2616.25 0.00 -1771.18 MFE = 100.00 MAE = -36.74 100.00 940214 Enter Short 1 6.36 2622.61 0.00 -1771.18 940215 Short 1 -27.81 2588.44 -34.17 -1771.18 940216 Short 1 -223.53 2392.72 -229.89 -1771.18 940217 Short 1 -518.49 2097.76 -524.85 -1771.18 940218 Short 1 -494.06 2122.19 -500.42 -1771.18 940221 Short 1 -459.20 2157.05 -465.56 -1771.18 940222 Short 1 -535.96 2080.29 -542.32 -1771.18 940223 Short 1 -424.39 2191.86 -430.75 -1771.18 940224 Short 1 -130.62 2485.64 -136.98 -1771.18 940225 Short 1 -130.62 2485.64 -136.98 -1771.18 940228 Short 1 -103.16 2513.10 -109.52 -1771.18 0.00 940301 Short 1 -103.16 2513.10 -109.52 -1771.18 940302 Exit Short 1 100.00 2716.25 0.00 -1771.18 MFE = 100.00 MAE = -535.96 940324 Enter Short 1 -68.59 2647.66 -68.59 -1771.18 940325 Short 1 30.72 2746.98 0.00 -1771.18 940328 Short 1 -22.19 2694.07 -52.91 -1771.18 940329 Short 1 60.44 2776.69 0.00 -1771.18 940330 Exit Short 1 100.00 2816.25 0.00 -1771.18 MFE = 100.00 MAE = -68.59 200.00 940517 Enter Short 1 -159.01 2657.24 -119.45 -1771.18 940518 Short 1 -228.44 2587.82 -188.87 -1771.18 940519 Short 1 -221.82 2594.43 -182.26 -1771.18 940520 Short 1 -53.63 2762.63 -14.06 -1771.18 940523 Short 1 -192.05 2624.21 -152.48 -1771.18 940524 Short 1 -89.80 2726.46 -50.23 -1771.18 940525 Short 1 57.81 2874.07 0.00 -1771.18 940526 Exit Short 1 100.00 2916.25 0.00 -1771.18 MFE = 100.00 MAE = -228.44 100.00 940808 Enter Long 1 81.93 2998.19 0.00 -1771.18 940809 Exit Long 1 100.00 3016.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 940913 Exit Long 1 100.00 3116.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 950117 Exit Short 1 100.00 3216.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 950216 Enter Short 1 77.21 3293.47 0.00 -1771.18 950217 Short 1 -235.10 2981.15 -312.31 -1771.18 950220 Short 1 -190.67 3025.58 -267.88 -1771.18 950221 Short 1 -276.44 2939.81 -353.66 -1771.18 950222 Short 1 -461.82 2754.43 -539.03 -1771.18 950223 Short 1 -548.64 2667.62 -625.85 -1771.18 950224 Short 1 -632.56 2583.69 -709.77 -1771.18 950227 Short 1 -584.10 2632.15 -661.32 -1771.18 950228 Short 1 -655.21 2561.04 -732.42 -1771.18 0.00 950301 Short 1 -404.12 2812.13 -481.33 -1771.18 950302 Short 1 -197.01 3019.24 -274.22 -1771.18 950303 Short 1 -111.54 3104.71 -188.76 -1771.18 950306 Exit Short 1 100.00 3316.25 0.00 -1771.18 MFE = 100.00 MAE = -655.21 100.00 950505 Enter Long 1 -34.77 3281.49 -34.77 -1771.18 950508 Long 1 -218.38 3097.88 -218.38 -1771.18 950509 Long 1 -201.44 3114.82 -201.44 -1771.18 950510 Long 1 -48.42 3267.83 -48.42 -1771.18 950511 Long 1 105.62 3421.87 0.00 -1771.18 950512 Long 1 19.91 3336.17 -85.70 -1771.18 950515 Long 1 -218.38 3097.88 -323.99 -1771.18 950516 Long 1 -58.65 3257.60 -164.27 -1771.18 950517 Long 1 -99.54 3216.71 -205.16 -1771.18 950518 Long 1 -109.75 3206.51 -215.36 -1771.18 950519 Long 1 -116.55 3199.70 -222.17 -1771.18 950522 Long 1 -504.45 2811.81 -610.06 -1771.18 950523 Long 1 -387.08 2929.17 -492.70 -1771.18 950524 Long 1 -413.96 2902.29 -519.58 -1771.18 950525 Long 1 -571.24 2745.02 -676.85 -1771.18 950526 Long 1 -654.46 2661.79 -760.07 -1771.18 950529 Long 1 -581.24 2735.01 -686.86 -1771.18 950530 Long 1 -654.46 2661.79 -760.07 -1771.18 950531 Long 1 -587.91 2728.35 -693.52 -1771.18 0.00 950601 Long 1 -687.66 2628.59 -793.27 -1771.18 950602 Long 1 -819.99 2496.26 -925.60 -1771.18 950605 Long 1 -839.77 2476.48 -945.39 -1771.18 950606 Long 1 -974.49 2341.76 -1080.11 -1771.18 950607 Long 1 -892.44 2423.81 -998.06 -1771.18 950608 Long 1 -671.06 2645.19 -776.68 -1771.18 950609 Long 1 -836.47 2479.78 -942.09 -1771.18 950612 Long 1 -885.86 2430.39 -991.48 -1771.18 950613 Long 1 -1007.23 2309.02 -1112.85 -1771.18 950614 Long 1 -918.73 2397.52 -1024.35 -1771.18 950615 Long 1 -869.41 2446.84 -975.03 -1771.18 950616 Long 1 -1000.69 2315.57 -1106.30 -1771.18 950619 Long 1 -984.32 2331.93 -1089.93 -1771.18 950620 Long 1 -902.30 2413.95 -1007.92 -1771.18 950621 Long 1 -1000.69 2315.57 -1106.30 -1771.18 950622 Long 1 -743.99 2572.26 -849.61 -1771.18 950623 Long 1 -737.37 2578.88 -842.99 -1771.18 950626 Long 1 -687.66 2628.59 -793.27 -1771.18 950627 Long 1 -730.75 2585.50 -836.37 -1771.18 950628 Long 1 -753.92 2562.33 -859.54 -1771.18 950629 Long 1 -803.49 2512.76 -909.10 -1771.18 950630 Long 1 -657.78 2658.47 -763.40 -1771.18 0.00 950703 Long 1 -687.66 2628.59 -793.27 -1771.18 950704 Long 1 -654.46 2661.79 -760.07 -1771.18 950705 Long 1 -554.56 2761.70 -660.17 -1771.18 950706 Long 1 -444.16 2872.09 -549.78 -1771.18 950707 Long 1 -211.60 3104.65 -317.22 -1771.18 950710 Exit Long 1 100.00 3416.25 -5.62 -1771.18 MFE = 105.62 MAE = -1007.23 100.00 951031 Enter Long 1 -365.77 3050.48 -371.39 -1771.18 0.00 951101 Long 1 -520.96 2895.30 -526.57 -1771.18 951102 Long 1 -365.77 3050.48 -371.39 -1771.18 951103 Long 1 -469.34 2946.91 -474.96 -1771.18 951106 Long 1 -596.45 2819.81 -602.06 -1771.18 951107 Long 1 -811.27 2604.98 -816.88 -1771.18 951108 Long 1 -675.11 2741.14 -680.73 -1771.18 951109 Long 1 -623.84 2792.42 -629.45 -1771.18 951110 Long 1 -589.60 2826.66 -595.21 -1771.18 951113 Long 1 -569.02 2847.23 -574.64 -1771.18 951114 Long 1 -661.44 2754.81 -667.06 -1771.18 951115 Long 1 -695.58 2720.67 -701.20 -1771.18 951116 Long 1 -722.86 2693.40 -728.47 -1771.18 951117 Long 1 -654.61 2761.64 -660.22 -1771.18 951120 Long 1 -613.57 2802.69 -619.18 -1771.18 951121 Long 1 -664.86 2751.39 -670.48 -1771.18 951122 Long 1 -675.11 2741.14 -680.73 -1771.18 951123 Long 1 -678.52 2737.74 -684.13 -1771.18 951124 Long 1 -685.35 2730.91 -690.96 -1771.18 951127 Long 1 -651.20 2765.06 -656.81 -1771.18 951128 Long 1 -767.11 2649.15 -772.72 -1771.18 951129 Long 1 -845.19 2571.07 -850.80 -1771.18 951130 Long 1 -895.97 2520.29 -901.58 -1771.18 0.00 951201 Long 1 -1081.20 2335.05 -1086.82 -1771.18 951204 Long 1 -1181.61 2234.64 -1187.23 -1771.18 951205 Long 1 -1108.03 2308.23 -1113.64 -1771.18 951206 Long 1 -1081.20 2335.05 -1086.82 -1771.18 951207 Long 1 -1198.31 2217.95 -1203.92 -1771.18 951208 Long 1 -1483.52 1932.73 -1489.14 -1771.18 951211 Long 1 -1628.07 1788.18 -1633.68 -1771.18 951212 Long 1 -1483.52 1932.73 -1489.14 -1771.18 951213 Long 1 -1463.74 1952.51 -1469.35 -1771.18 951214 Long 1 -1387.74 2028.51 -1393.36 -1771.18 951215 Long 1 -1314.81 2101.44 -1320.43 -1771.18 951218 Long 1 -1480.22 1936.03 -1485.84 -1771.18 951219 Long 1 -1364.56 2051.69 -1370.18 -1771.18 951220 Long 1 -1158.23 2258.03 -1163.84 -1771.18 951221 Long 1 -1017.39 2398.87 -1023.00 -1771.18 951222 Long 1 -980.35 2435.90 -985.96 -1771.18 951225 Long 1 -980.35 2435.90 -985.96 -1771.18 951226 Long 1 -906.11 2510.15 -911.72 -1771.18 951227 Long 1 -828.23 2588.02 -833.85 -1771.18 951228 Long 1 -956.75 2459.50 -962.37 -1771.18 951229 Long 1 -1050.99 2365.26 -1056.61 -1771.18 0.00 960102 Long 1 -756.90 2659.35 -762.52 -1771.18 960103 Long 1 -678.52 2737.74 -684.13 -1771.18 960104 Long 1 -743.29 2672.96 -748.91 -1771.18 960105 Long 1 -848.58 2567.68 -854.19 -1771.18 960108 Long 1 -1034.19 2382.06 -1039.81 -1771.18 960109 Long 1 -956.75 2459.50 -962.37 -1771.18 960110 Long 1 -1074.49 2341.76 -1080.11 -1771.18 960111 Long 1 -990.46 2425.79 -996.07 -1771.18 960112 Long 1 -1007.29 2408.96 -1012.91 -1771.18 960115 Long 1 -997.19 2419.06 -1002.81 -1771.18 960116 Long 1 -1184.96 2231.30 -1190.57 -1771.18 960117 Long 1 -1057.71 2358.54 -1063.33 -1771.18 960118 Long 1 -1027.47 2388.78 -1033.09 -1771.18 960119 Long 1 -1097.97 2318.28 -1103.59 -1771.18 960122 Long 1 -1214.99 2201.27 -1220.60 -1771.18 960123 Long 1 -1178.28 2237.98 -1183.89 -1771.18 960124 Long 1 -1278.26 2137.99 -1283.88 -1771.18 960125 Long 1 -1546.05 1870.20 -1551.67 -1771.18 960126 Long 1 -1628.07 1788.18 -1633.68 -1771.18 960129 Long 1 -1519.74 1896.51 -1525.36 -1771.18 960130 Long 1 -1483.52 1932.73 -1489.14 -1771.18 960131 Long 1 -1347.99 2068.26 -1353.61 -1771.18 0.00 960201 Long 1 -1344.68 2071.58 -1350.29 -1771.18 960202 Long 1 -1437.33 1978.92 -1442.95 -1771.18 960205 Long 1 -1516.45 1899.80 -1522.07 -1771.18 960206 Long 1 -1314.81 2101.44 -1320.43 -1771.18 960207 Long 1 -1131.46 2284.79 -1137.08 -1771.18 960208 Long 1 -1291.56 2124.69 -1297.18 -1771.18 960209 Long 1 -1288.24 2128.02 -1293.85 -1771.18 960212 Long 1 -1278.26 2137.99 -1283.88 -1771.18 960213 Long 1 -1321.45 2094.80 -1327.07 -1771.18 960214 Long 1 -1582.18 1834.08 -1587.79 -1771.18 960215 Long 1 -1575.61 1840.64 -1581.23 -1771.18 960216 Long 1 -1605.14 1811.12 -1610.75 -1771.18 960219 Long 1 -1745.65 1670.60 -1751.27 -1771.18 960220 Long 1 -1644.44 1771.82 -1650.05 -1771.18 960221 Long 1 -1480.22 1936.03 -1485.84 -1771.18 960222 Long 1 -1387.74 2028.51 -1393.36 -1771.18 960223 Long 1 -1447.24 1969.01 -1452.85 -1771.18 960226 Long 1 -1374.50 2041.75 -1380.12 -1771.18 960227 Long 1 -1391.05 2025.20 -1396.67 -1771.18 960228 Long 1 -1450.54 1965.72 -1456.15 -1771.18 960229 Long 1 -1244.98 2171.27 -1250.60 -1771.18 0.00 960301 Long 1 -1288.24 2128.02 -1293.85 -1771.18 960304 Long 1 -1298.21 2118.04 -1303.82 -1771.18 960305 Long 1 -1331.41 2084.84 -1337.02 -1771.18 960306 Long 1 -1181.61 2234.64 -1187.23 -1771.18 960307 Long 1 -1311.49 2104.76 -1317.11 -1771.18 960308 Long 1 -1181.61 2234.64 -1187.23 -1771.18 960311 Long 1 -1094.62 2321.64 -1100.23 -1771.18 960312 Long 1 -1198.31 2217.95 -1203.92 -1771.18 960313 Long 1 -1188.29 2227.96 -1193.91 -1771.18 960314 Long 1 -1181.61 2234.64 -1187.23 -1771.18 960315 Long 1 -1027.47 2388.78 -1033.09 -1771.18 960318 Long 1 -865.51 2550.74 -871.13 -1771.18 960319 Long 1 -851.96 2564.29 -857.58 -1771.18 960320 Long 1 -895.97 2520.29 -901.58 -1771.18 960321 Long 1 -970.24 2446.01 -975.86 -1771.18 960322 Long 1 -987.09 2429.17 -992.70 -1771.18 960325 Long 1 -997.19 2419.06 -1002.81 -1771.18 960326 Long 1 -960.13 2456.13 -965.74 -1771.18 960327 Long 1 -1010.65 2405.60 -1016.27 -1771.18 960328 Long 1 -1030.83 2385.42 -1036.45 -1771.18 960329 Long 1 -879.05 2537.20 -884.67 -1771.18 0.00 960401 Long 1 -716.04 2700.21 -721.65 -1771.18 960402 Long 1 -736.48 2679.77 -742.10 -1771.18 960403 Long 1 -824.84 2591.41 -830.46 -1771.18 960404 Long 1 -824.84 2591.41 -830.46 -1771.18 960405 Long 1 -760.30 2655.95 -765.92 -1771.18 960408 Long 1 -828.23 2588.02 -833.85 -1771.18 960409 Long 1 -855.35 2560.90 -860.97 -1771.18 960410 Long 1 -780.70 2635.55 -786.32 -1771.18 960411 Long 1 -794.30 2621.96 -799.91 -1771.18 960412 Long 1 -787.50 2628.76 -793.11 -1771.18 960415 Long 1 -756.90 2659.35 -762.52 -1771.18 960416 Long 1 -862.13 2554.13 -867.74 -1771.18 960417 Long 1 -784.10 2632.15 -789.72 -1771.18 960418 Exit Long 1 -1025.00 2391.25 -1030.62 -1771.18 MFE = 0.00 MAE = -1745.65 960418 Enter Short 1 17.39 2408.64 -1013.23 -1771.18 960419 Short 1 -19.65 2371.60 -1050.27 -1771.18 960422 Short 1 7.29 2398.54 -1023.33 -1771.18 960423 Short 1 -29.76 2361.49 -1060.37 -1771.18 960424 Exit Short 1 100.00 2491.25 -930.62 -1771.18 MFE = 100.00 MAE = -29.76 -925.00 960705 Enter Short 1 -66.34 2424.91 -996.96 -1771.18 960708 Short 1 3.74 2494.99 -926.88 -1771.18 960709 Short 1 -83.05 2408.20 -1013.67 -1771.18 960710 Short 1 -79.71 2411.54 -1010.33 -1771.18 960711 Short 1 23.72 2514.98 -906.89 -1771.18 960712 Short 1 -12.93 2478.33 -943.54 -1771.18 960715 Short 1 43.69 2534.94 -886.93 -1771.18 960716 Exit Short 1 100.00 2591.25 -830.62 -1771.18 MFE = 100.00 MAE = -83.05 100.00 970626 Enter Long 1 -66.75 2524.50 -897.37 -1771.18 970627 Long 1 -1.24 2590.01 -831.86 -1771.18 970630 Exit Long 1 100.00 2691.25 -730.62 -1771.18 MFE = 100.00 MAE = -66.75 100.00 980715 Enter Short 1 24.53 2715.78 -706.09 -1771.18 980716 Short 1 27.35 2718.60 -703.27 -1771.18 980717 Short 1 7.59 2698.84 -723.03 -1771.18 980720 Short 1 41.45 2732.70 -689.17 -1771.18 980721 Exit Short 1 100.00 2791.25 -630.62 -1771.18 MFE = 100.00 MAE = 0.00 100.00 980806 Enter Short 1 35.20 2826.46 -595.41 -1771.18 980807 Exit Short 1 100.00 2891.25 -530.62 -1771.18 MFE = 100.00 MAE = 0.00 980817 Enter Short 1 66.45 2957.70 -464.17 -1771.18 980818 Exit Short 1 100.00 2991.25 -430.62 -1771.18 MFE = 100.00 MAE = 0.00 980821 Enter Short 1 -12.68 2978.57 -443.30 -1771.18 980824 Exit Short 1 100.00 3091.25 -330.62 -1771.18 MFE = 100.00 MAE = -12.68 980826 Exit Short 1 100.00 3191.25 -230.62 -1771.18 MFE = 100.00 MAE = 0.00 400.00 980917 Exit Short 1 100.00 3291.25 -130.62 -1771.18 MFE = 100.00 MAE = 0.00 980930 Exit Short 1 100.00 3391.25 -30.62 -1771.18 MFE = 100.00 MAE = 0.00 200.00 981021 Exit Short 1 100.00 3491.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 981029 Enter Short 1 -60.11 3431.14 -60.11 -1771.18 981030 Short 1 -172.63 3318.62 -172.63 -1771.18 100.00 981102 Short 1 -447.39 3043.86 -447.39 -1771.18 981103 Short 1 -698.96 2792.29 -698.96 -1771.18 981104 Short 1 -863.87 2627.38 -863.87 -1771.18 981105 Short 1 -677.43 2813.83 -677.43 -1771.18 981106 Short 1 -471.35 3019.91 -471.35 -1771.18 981109 Short 1 -391.61 3099.64 -391.61 -1771.18 981110 Short 1 -167.39 3323.86 -167.39 -1771.18 981111 Short 1 -159.52 3331.74 -159.52 -1771.18 981112 Short 1 -94.06 3397.19 -94.06 -1771.18 981113 Short 1 -5.39 3485.87 -5.39 -1771.18 981116 Exit Short 1 100.00 3591.25 0.00 -1771.18 MFE = 100.00 MAE = -863.87 100.00 981231 Exit Long 1 100.00 3691.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 990113 Exit Short 1 100.00 3791.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 990401 Enter Long 1 20.19 3811.45 0.00 -1771.18 990402 Long 1 45.26 3836.52 0.00 -1771.18 990405 Exit Long 1 100.00 3891.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 990630 Enter Long 1 78.39 3969.64 0.00 -1771.18 0.00 990701 Long 1 -234.96 3656.29 -313.35 -1771.18 990702 Long 1 49.18 3940.43 -29.21 -1771.18 990705 Long 1 -81.77 3809.48 -160.16 -1771.18 990706 Long 1 -183.06 3708.19 -261.45 -1771.18 990707 Long 1 -128.13 3763.12 -206.52 -1771.18 990708 Long 1 -174.39 3716.86 -252.78 -1771.18 990709 Long 1 -232.09 3659.17 -310.48 -1771.18 990712 Long 1 -369.91 3521.35 -448.29 -1771.18 990713 Long 1 -469.83 3421.42 -548.22 -1771.18 990714 Long 1 -447.03 3444.22 -525.42 -1771.18 990715 Long 1 -484.07 3407.19 -562.46 -1771.18 990716 Long 1 -526.72 3364.53 -605.11 -1771.18 990719 Long 1 -724.64 3166.61 -803.03 -1771.18 990720 Long 1 -741.51 3149.74 -819.90 -1771.18 990721 Long 1 -976.38 2914.87 -1054.77 -1771.18 990722 Long 1 -1211.38 2679.88 -1289.77 -1771.18 990723 Long 1 -1197.63 2693.62 -1276.02 -1771.18 990726 Long 1 -1274.51 2616.74 -1352.90 -1771.18 990727 Long 1 -1334.72 2556.53 -1413.11 -1771.18 990728 Long 1 -1211.38 2679.88 -1289.77 -1771.18 990729 Long 1 -1156.33 2734.93 -1234.71 -1771.18 990730 Long 1 -1139.78 2751.47 -1218.17 -1771.18 0.00 990802 Long 1 -1101.12 2790.13 -1179.51 -1771.18 990803 Long 1 -794.87 3096.39 -873.26 -1771.18 990804 Long 1 -716.19 3175.06 -794.58 -1771.18 990805 Long 1 -878.84 3012.41 -957.23 -1771.18 990806 Long 1 -1084.53 2806.72 -1162.92 -1771.18 990809 Long 1 -1051.31 2839.94 -1129.70 -1771.18 990810 Long 1 -929.06 2962.19 -1007.45 -1771.18 990811 Long 1 -631.57 3259.69 -709.95 -1771.18 990812 Long 1 -538.08 3353.17 -616.47 -1771.18 990813 Long 1 -355.59 3535.66 -433.98 -1771.18 990816 Long 1 -489.76 3401.49 -568.15 -1771.18 990817 Long 1 -369.91 3521.35 -448.29 -1771.18 990818 Long 1 -526.72 3364.53 -605.11 -1771.18 990819 Long 1 -836.90 3054.36 -915.29 -1771.18 990820 Long 1 -848.09 3043.17 -926.48 -1771.18 990823 Long 1 -934.63 2956.62 -1013.02 -1771.18 990824 Long 1 -738.70 3152.55 -817.09 -1771.18 990825 Long 1 -892.80 2998.45 -971.19 -1771.18 990826 Long 1 -1043.00 2848.25 -1121.39 -1771.18 990827 Long 1 -668.28 3222.97 -746.67 -1771.18 990830 Long 1 -822.90 3068.36 -901.29 -1771.18 990831 Long 1 -794.87 3096.39 -873.26 -1771.18 0.00 990901 Long 1 -710.56 3180.69 -788.95 -1771.18 990902 Long 1 -878.84 3012.41 -957.23 -1771.18 990903 Long 1 -764.00 3127.26 -842.38 -1771.18 990906 Long 1 -696.48 3194.78 -774.86 -1771.18 990907 Long 1 -730.26 3160.99 -808.65 -1771.18 990908 Long 1 -668.28 3222.97 -746.67 -1771.18 990909 Long 1 -367.04 3524.21 -445.43 -1771.18 990910 Long 1 -318.32 3572.93 -396.71 -1771.18 990913 Long 1 -104.96 3786.29 -183.35 -1771.18 990914 Long 1 -272.38 3618.88 -350.77 -1771.18 990915 Long 1 -315.46 3575.79 -393.85 -1771.18 990916 Long 1 -338.40 3552.86 -416.79 -1771.18 990917 Long 1 -177.29 3713.97 -255.67 -1771.18 990920 Long 1 -387.07 3504.19 -465.46 -1771.18 990921 Long 1 -303.98 3587.27 -382.37 -1771.18 990922 Long 1 -148.39 3742.87 -226.78 -1771.18 990923 Long 1 -209.03 3682.22 -287.42 -1771.18 990924 Long 1 -220.56 3670.69 -298.95 -1771.18 990927 Long 1 -125.24 3766.01 -203.63 -1771.18 990928 Long 1 107.64 3998.89 0.00 -1771.18 990929 Exit Long 1 100.00 3991.25 0.00 -1771.18 MFE = 107.64 MAE = -1334.72 100.00 000517 Enter Short 1 -69.70 3921.55 -77.33 -1771.18 000518 Exit Short 1 100.00 4091.25 0.00 -1771.18 MFE = 100.00 MAE = -69.70 100.00 001201 Enter Short 1 -21.68 4069.57 -21.68 -1771.18 001204 Exit Short 1 100.00 4191.25 0.00 -1771.18 MFE = 100.00 MAE = -21.68 100.00 010418 Enter Short 1 -220.72 3970.53 -220.72 -1771.18 010419 Short 1 -576.74 3614.52 -576.74 -1771.18 010420 Short 1 -712.54 3478.71 -712.54 -1771.18 010423 Short 1 -597.57 3593.68 -597.57 -1771.18 010424 Short 1 -688.97 3502.28 -688.97 -1771.18 010425 Short 1 -615.82 3575.43 -615.82 -1771.18 010426 Short 1 -749.26 3441.99 -749.26 -1771.18 010427 Short 1 -767.64 3423.61 -767.64 -1771.18 010430 Short 1 -955.06 3236.19 -955.06 -1771.18 0.00 010501 Short 1 -1024.12 3167.13 -1024.12 -1771.18 010502 Short 1 -1061.41 3129.84 -1061.41 -1771.18 010503 Short 1 -1029.45 3161.81 -1029.45 -1771.18 010504 Short 1 -963.02 3228.24 -963.02 -1771.18 010507 Short 1 -775.53 3415.73 -775.53 -1771.18 010508 Short 1 -780.78 3410.47 -780.78 -1771.18 010509 Short 1 -891.51 3299.74 -891.51 -1771.18 010510 Short 1 -746.63 3444.62 -746.63 -1771.18 010511 Short 1 -574.14 3617.12 -574.14 -1771.18 010514 Short 1 -501.40 3689.86 -501.40 -1771.18 010515 Short 1 -686.35 3504.90 -686.35 -1771.18 010516 Short 1 -891.51 3299.74 -891.51 -1771.18 010517 Short 1 -944.45 3246.80 -944.45 -1771.18 010518 Short 1 -1042.76 3148.50 -1042.76 -1771.18 010521 Short 1 -912.67 3278.58 -912.67 -1771.18 010522 Short 1 -833.44 3357.82 -833.44 -1771.18 010523 Short 1 -561.13 3630.12 -561.13 -1771.18 010524 Short 1 -654.98 3536.28 -654.98 -1771.18 010525 Short 1 -720.40 3470.85 -720.40 -1771.18 010528 Short 1 -749.26 3441.99 -749.26 -1771.18 010529 Short 1 -891.51 3299.74 -891.51 -1771.18 010530 Short 1 -741.38 3449.87 -741.38 -1771.18 010531 Short 1 -886.23 3305.03 -886.23 -1771.18 0.00 010601 Short 1 -960.36 3230.89 -960.36 -1771.18 010604 Short 1 -925.91 3265.34 -925.91 -1771.18 010605 Short 1 -1093.42 3097.83 -1093.42 -1771.18 010606 Short 1 -1281.18 2910.08 -1281.18 -1771.18 010607 Short 1 -1321.63 2869.62 -1321.63 -1771.18 010608 Short 1 -1389.24 2802.01 -1389.24 -1771.18 010611 Short 1 -1378.41 2812.84 -1378.41 -1771.18 010612 Short 1 -1262.32 2928.93 -1262.32 -1771.18 010613 Short 1 -1448.92 2742.34 -1448.92 -1771.18 010614 Short 1 -1340.54 2850.71 -1340.54 -1771.18 010615 Short 1 -1259.63 2931.62 -1259.63 -1771.18 010618 Short 1 -984.25 3207.01 -984.25 -1771.18 010619 Short 1 -992.22 3199.03 -992.22 -1771.18 010620 Short 1 -1005.50 3185.75 -1005.50 -1771.18 010621 Short 1 -1321.63 2869.62 -1321.63 -1771.18 010622 Short 1 -1294.65 2896.60 -1294.65 -1771.18 010625 Short 1 -1421.77 2769.48 -1421.77 -1771.18 010626 Short 1 -1457.07 2734.18 -1457.07 -1771.18 010627 Short 1 -1465.23 2726.03 -1465.23 -1771.18 010628 Short 1 -1329.73 2861.52 -1329.73 -1771.18 010629 Short 1 -1522.40 2668.85 -1522.40 -1771.18 0.00 010702 Short 1 -1538.76 2652.49 -1538.76 -1771.18 010703 Short 1 -1626.26 2565.00 -1626.26 -1771.18 010704 Short 1 -1612.56 2578.69 -1612.56 -1771.18 010705 Short 1 -1557.87 2633.38 -1557.87 -1771.18 010706 Short 1 -1286.57 2904.69 -1286.57 -1771.18 010709 Short 1 -1337.84 2853.42 -1337.84 -1771.18 010710 Short 1 -1378.41 2812.84 -1378.41 -1771.18 010711 Short 1 -1205.87 2985.38 -1205.87 -1771.18 010712 Short 1 -1146.89 3044.36 -1146.89 -1771.18 010713 Short 1 -933.86 3257.40 -933.86 -1771.18 010716 Short 1 -878.30 3312.95 -878.30 -1771.18 010717 Short 1 -886.23 3305.03 -886.23 -1771.18 010718 Short 1 -912.67 3278.58 -912.67 -1771.18 010719 Short 1 -812.36 3378.89 -812.36 -1771.18 010720 Short 1 -723.02 3468.23 -723.02 -1771.18 010723 Short 1 -699.45 3491.81 -699.45 -1771.18 010724 Short 1 -833.44 3357.82 -833.44 -1771.18 010725 Short 1 -920.61 3270.64 -920.61 -1771.18 010726 Short 1 -1021.46 3169.79 -1021.46 -1771.18 010727 Short 1 -1056.08 3135.17 -1056.08 -1771.18 010730 Short 1 -1098.76 3092.49 -1098.76 -1771.18 010731 Short 1 -997.53 3193.72 -997.53 -1771.18 0.00 010801 Short 1 -939.15 3252.10 -939.15 -1771.18 010802 Short 1 -1002.84 3188.41 -1002.84 -1771.18 010803 Short 1 -1120.14 3071.11 -1120.14 -1771.18 010806 Short 1 -1230.05 2961.21 -1230.05 -1771.18 010807 Short 1 -960.36 3230.89 -960.36 -1771.18 010808 Short 1 -986.90 3204.35 -986.90 -1771.18 010809 Short 1 -867.74 3323.52 -867.74 -1771.18 010810 Short 1 -849.26 3341.99 -849.26 -1771.18 010813 Short 1 -883.58 3307.67 -883.58 -1771.18 010814 Short 1 -925.91 3265.34 -925.91 -1771.18 010815 Short 1 -1168.32 3022.94 -1168.32 -1771.18 010816 Short 1 -886.23 3305.03 -886.23 -1771.18 010817 Short 1 -749.26 3441.99 -749.26 -1771.18 010820 Short 1 -709.92 3481.33 -709.92 -1771.18 010821 Short 1 -608.00 3583.26 -608.00 -1771.18 010822 Short 1 -804.46 3386.79 -804.46 -1771.18 010823 Short 1 -838.71 3352.55 -838.71 -1771.18 010824 Short 1 -841.35 3349.91 -841.35 -1771.18 010827 Short 1 -836.07 3355.18 -836.07 -1771.18 010828 Short 1 -859.82 3331.44 -859.82 -1771.18 010829 Short 1 -694.21 3497.05 -694.21 -1771.18 010830 Short 1 -723.02 3468.23 -723.02 -1771.18 010831 Short 1 -537.73 3653.52 -537.73 -1771.18 0.00 010903 Short 1 -542.93 3648.32 -542.93 -1771.18 010904 Short 1 -330.98 3860.27 -330.98 -1771.18 010905 Short 1 -395.36 3795.89 -395.36 -1771.18 010906 Short 1 -390.21 3801.05 -390.21 -1771.18 010907 Short 1 -167.10 4024.16 -167.10 -1771.18 010910 Short 1 -238.63 3952.62 -238.63 -1771.18 010911 Short 1 -195.17 3996.08 -195.17 -1771.18 010912 Short 1 -295.02 3896.24 -295.02 -1771.18 010913 Short 1 -154.35 4036.90 -154.35 -1771.18 010914 Short 1 -205.39 3985.87 -205.39 -1771.18 010917 Short 1 -55.20 4136.05 -55.20 -1771.18 010918 Short 1 -4.55 4186.71 -4.55 -1771.18 010919 Short 1 -95.82 4095.44 -95.82 -1771.18 010920 Short 1 -27.33 4163.92 -27.33 -1771.18 010921 Short 1 -22.26 4168.99 -22.26 -1771.18 010924 Short 1 -55.20 4136.05 -55.20 -1771.18 010925 Short 1 -39.99 4151.26 -39.99 -1771.18 010926 Short 1 15.68 4206.93 0.00 -1771.18 010927 Exit Short 1 100.00 4291.25 0.00 -1771.18 MFE = 100.00 MAE = -1626.26 100.00 011031 Enter Short 1 65.91 4357.16 0.00 -1771.18 0.00 011101 Exit Short 1 100.00 4391.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 100.00 020129 Enter Long 1 -225.50 4165.75 -191.41 -1771.18 020130 Long 1 -102.11 4289.14 -68.02 -1771.18 020131 Long 1 -30.18 4361.07 0.00 -1771.18 0.00 020201 Long 1 -171.30 4219.95 -141.12 -1771.18 020204 Long 1 -267.28 4123.97 -237.10 -1771.18 020205 Long 1 -333.45 4057.80 -303.27 -1771.18 020206 Long 1 -499.12 3892.14 -468.93 -1771.18 020207 Long 1 -355.46 4035.79 -325.28 -1771.18 020208 Long 1 -316.32 4074.93 -286.14 -1771.18 020211 Long 1 -144.15 4247.10 -113.97 -1771.18 020212 Long 1 -166.37 4224.88 -136.19 -1771.18 020213 Long 1 -154.03 4237.22 -123.85 -1771.18 020214 Long 1 -178.71 4212.55 -148.52 -1771.18 020215 Long 1 -129.32 4261.93 -99.14 -1771.18 020218 Long 1 -203.35 4187.90 -173.17 -1771.18 020219 Long 1 -109.54 4281.72 -79.35 -1771.18 020220 Long 1 -99.63 4291.62 -69.45 -1771.18 020221 Long 1 -134.27 4256.99 -104.08 -1771.18 020222 Long 1 -296.72 4094.54 -266.53 -1771.18 020225 Long 1 -384.76 4006.49 -354.58 -1771.18 020226 Long 1 -586.25 3805.00 -556.07 -1771.18 020227 Long 1 -600.74 3790.52 -570.55 -1771.18 020228 Long 1 -428.64 3962.62 -398.45 -1771.18 0.00 020301 Long 1 -176.24 4215.01 -146.06 -1771.18 020304 Long 1 -144.15 4247.10 -113.97 -1771.18 020305 Long 1 -92.21 4299.05 -62.02 -1771.18 020306 Long 1 76.95 4468.20 0.00 -1771.18 020307 Exit Long 1 100.00 4491.25 0.00 -1771.18 MFE = 100.00 MAE = -600.74 100.00 020904 Enter Short 1 -13.84 4477.42 0.00 -1771.18 020905 Exit Short 1 100.00 4591.25 0.00 -1771.18 MFE = 100.00 MAE = -13.84 100.00 030123 Enter Long 1 -39.58 4551.67 0.00 -1771.18 030124 Exit Long 1 100.00 4691.25 0.00 -1771.18 MFE = 100.00 MAE = -39.58 100.00 030324 Enter Long 1 -0.43 4690.82 0.00 -1771.18 030325 Exit Long 1 100.00 4791.25 0.00 -1771.18 MFE = 100.00 MAE = -0.43 100.00 030410 Enter Long 1 21.36 4812.62 0.00 -1771.18 030411 Exit Long 1 100.00 4891.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030422 Exit Long 1 100.00 4991.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030425 Exit Long 1 100.00 5091.25 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030430 Enter Long 1 88.70 5179.95 0.00 -1771.18 300.00 030501 Exit Long 1 115.60 5206.85 0.00 -1771.18 MFE = 115.60 MAE = 0.00 030506 Exit Long 1 100.00 5306.85 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030512 Enter Long 1 -78.83 5228.03 0.00 -1771.18 030513 Long 1 -10.72 5296.14 0.00 -1771.18 030514 Exit Long 1 100.00 5406.85 0.00 -1771.18 MFE = 100.00 MAE = -78.83 030516 Exit Long 1 100.00 5506.85 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030519 Enter Long 1 -318.48 5188.37 -107.77 -1771.18 030520 Exit Long 1 98.42 5605.27 0.00 -1771.18 MFE = 98.42 MAE = -318.48 030521 Exit Long 1 100.00 5705.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030523 Enter Long 1 -157.18 5548.10 -157.18 -1771.18 030526 Long 1 -147.22 5558.05 -147.22 -1771.18 030527 Long 1 -269.64 5435.64 -269.64 -1771.18 030528 Long 1 -528.81 5176.46 -528.81 -1771.18 030529 Long 1 -7.47 5697.80 -7.47 -1771.18 030530 Exit Long 1 100.00 5805.27 0.00 -1771.18 MFE = 100.00 MAE = -528.81 714.02 030603 Enter Long 1 -25.21 5780.06 -25.21 -1771.18 030604 Exit Long 1 100.00 5905.27 0.00 -1771.18 MFE = 100.00 MAE = -25.21 030605 Exit Long 1 100.00 6005.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030611 Exit Long 1 100.00 6105.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030613 Exit Long 1 100.00 6205.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030617 Enter Long 1 28.67 6233.94 0.00 -1771.18 030618 Exit Long 1 100.00 6305.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 030623 Enter Long 1 -113.69 6191.59 -42.35 -1771.18 030624 Long 1 -123.83 6181.44 -52.50 -1771.18 030625 Exit Long 1 100.00 6405.27 0.00 -1771.18 MFE = 100.00 MAE = -123.83 030627 Exit Long 1 100.00 6505.27 0.00 -1771.18 MFE = 100.00 MAE = 0.00 700.00 030701 Enter Long 1 -299.00 6206.28 -299.00 -1771.18 030702 Exit Long 1 100.00 6605.27 0.00 -1771.18 MFE = 100.00 MAE = -299.00 030703 Enter Long 1 -56.81 6548.46 -56.81 -1771.18 030704 Long 1 -210.33 6394.94 -210.33 -1771.18 030707 Long 1 -449.06 6156.21 -449.06 -1771.18 030708 Long 1 -989.97 5615.30 -989.97 -1771.18 030709 Long 1 -1366.78 5238.49 -1366.78 -1771.18 030710 Long 1 -1629.83 4975.44 -1629.83 -1771.18 030711 Long 1 -1406.44 5198.83 -1406.44 -1771.18 030714 Long 1 -1333.69 5271.58 -1333.69 -1771.18 030715 Long 1 -1925.38 4679.90 -1925.38 -1925.38 030716 Long 1 -1844.57 4760.71 -1844.57 -1925.38 030717 Long 1 -2108.53 4496.74 -2108.53 -2108.53 030718 Long 1 -2416.81 4188.47 -2416.81 -2416.81 030721 Long 1 -2340.93 4264.34 -2340.93 -2416.81 030722 Long 1 -2689.72 3915.56 -2689.72 -2689.72 030723 Long 1 -2121.33 4483.94 -2121.33 -2689.72 030724 Long 1 -2082.91 4522.36 -2082.91 -2689.72 030725 Long 1 -1554.52 5050.76 -1554.52 -2689.72 030728 Long 1 -1698.38 4906.89 -1698.38 -2689.72 030729 Long 1 -1740.71 4864.56 -1740.71 -2689.72 030730 Long 1 -2191.58 4413.69 -2191.58 -2689.72 030731 Long 1 -2312.41 4292.86 -2312.41 -2689.72 100.00 030801 Long 1 -2146.90 4458.37 -2146.90 -2689.72 030804 Long 1 -2325.09 4280.18 -2325.09 -2689.72 030805 Long 1 -2255.26 4350.02 -2255.26 -2689.72 030806 Long 1 -2337.76 4267.51 -2337.76 -2689.72 030807 Long 1 -1925.38 4679.90 -1925.38 -2689.72 030808 Long 1 -1909.23 4696.04 -1909.23 -2689.72 030811 Long 1 -1547.96 5057.31 -1547.96 -2689.72 030812 Long 1 -1682.08 4923.20 -1682.08 -2689.72 030813 Long 1 -1511.84 5093.44 -1511.84 -2689.72 030814 Long 1 -1976.94 4628.34 -1976.94 -2689.72 030815 Long 1 -1756.97 4848.30 -1756.97 -2689.72 030818 Long 1 -1935.05 4670.22 -1935.05 -2689.72 030819 Long 1 -2060.48 4544.80 -2060.48 -2689.72 030820 Long 1 -2267.97 4337.30 -2267.97 -2689.72 030821 Long 1 -2382.07 4223.21 -2382.07 -2689.72 030822 Long 1 -2223.44 4381.83 -2223.44 -2689.72 030825 Long 1 -2223.44 4381.83 -2223.44 -2689.72 030826 Long 1 -1980.16 4625.12 -1980.16 -2689.72 030827 Long 1 -2236.17 4369.10 -2236.17 -2689.72 030828 Long 1 -2005.89 4599.38 -2005.89 -2689.72 030829 Long 1 -1760.22 4845.06 -1760.22 -2689.72 0.00 030901 Long 1 -1528.27 5077.01 -1528.27 -2689.72 030902 Long 1 -1818.65 4786.63 -1818.65 -2689.72 030903 Long 1 -1528.27 5077.01 -1528.27 -2689.72 030904 Long 1 -1237.44 5367.84 -1237.44 -2689.72 030905 Long 1 -1187.49 5417.78 -1187.49 -2689.72 030908 Long 1 -1353.55 5251.72 -1353.55 -2689.72 030909 Long 1 -1117.38 5487.89 -1117.38 -2689.72 030910 Long 1 -1134.09 5471.18 -1134.09 -2689.72 030911 Long 1 -1264.03 5341.24 -1264.03 -2689.72 030912 Long 1 -1036.99 5568.28 -1036.99 -2689.72 030915 Long 1 -1107.35 5497.92 -1107.35 -2689.72 030916 Long 1 -1184.16 5421.12 -1184.16 -2689.72 030917 Long 1 -1057.12 5548.16 -1057.12 -2689.72 030918 Long 1 -912.51 5692.77 -912.51 -2689.72 030919 Long 1 -473.14 6132.13 -473.14 -2689.72 030922 Long 1 -438.73 6166.54 -438.73 -2689.72 030923 Long 1 -760.19 5845.08 -760.19 -2689.72 030924 Long 1 -510.94 6094.33 -510.94 -2689.72 030925 Long 1 -510.94 6094.33 -510.94 -2689.72 030926 Long 1 -647.85 5957.43 -647.85 -2689.72 030929 Long 1 -637.61 5967.66 -637.61 -2689.72 030930 Long 1 -538.38 6066.89 -538.38 -2689.72 0.00 031001 Long 1 -387.02 6218.25 -387.02 -2689.72 031002 Long 1 -210.33 6394.94 -210.33 -2689.72 031003 Long 1 -362.85 6242.42 -362.85 -2689.72 031006 Long 1 -182.50 6422.78 -182.50 -2689.72 031007 Exit Long 1 100.00 6705.27 0.00 -2689.72 MFE = 100.00 MAE = -2689.72 100.00 031107 Enter Long 1 10.76 6716.03 0.00 -2689.72 031110 Exit Long 1 100.00 6805.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 031112 Enter Long 1 -76.74 6728.54 0.00 -2689.72 031113 Exit Long 1 100.00 6905.27 0.00 -2689.72 MFE = 100.00 MAE = -76.74 031118 Exit Long 1 100.00 7005.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 031120 Enter Long 1 1.63 7006.91 0.00 -2689.72 031121 Long 1 -20.49 6984.79 -22.12 -2689.72 031124 Long 1 -649.66 6355.61 -651.30 -2689.72 031125 Long 1 -404.34 6600.94 -405.97 -2689.72 031126 Long 1 -68.35 6936.93 -69.98 -2689.72 031127 Long 1 -204.04 6801.23 -205.67 -2689.72 031128 Exit Long 1 100.00 7105.27 0.00 -2689.72 MFE = 100.00 MAE = -649.66 400.00 031202 Enter Long 1 -5.97 7099.30 -5.97 -2689.72 031203 Exit Long 1 100.00 7205.27 0.00 -2689.72 MFE = 100.00 MAE = -5.97 031205 Exit Long 1 100.00 7305.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 031208 Exit Long 1 100.00 7405.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 031212 Enter Long 1 -248.95 7156.32 -248.95 -2689.72 031215 Long 1 -115.21 7290.06 -115.21 -2689.72 031216 Long 1 -599.58 6805.70 -599.58 -2689.72 031217 Long 1 -603.13 6802.14 -603.13 -2689.72 031218 Long 1 -737.68 6667.60 -737.68 -2689.72 031219 Long 1 -1028.90 6376.37 -1028.90 -2689.72 031222 Long 1 -688.20 6717.08 -688.20 -2689.72 031223 Long 1 -364.02 7041.26 -364.02 -2689.72 031224 Exit Long 1 100.00 7505.27 0.00 -2689.72 MFE = 100.00 MAE = -1028.90 031230 Exit Long 1 100.00 7605.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 500.00 040108 Enter Long 1 -115.94 7489.33 -115.94 -2689.72 040109 Exit Long 1 100.00 7705.27 0.00 -2689.72 MFE = 100.00 MAE = -115.94 100.00 040408 Exit Short 1 100.00 7805.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 040428 Exit Short 1 100.00 7905.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 200.00 040507 Enter Short 1 -91.33 7813.95 -91.33 -2689.72 040510 Exit Short 1 100.00 8005.27 0.00 -2689.72 MFE = 100.00 MAE = -91.33 100.00 040813 Enter Long 1 55.77 8061.04 0.00 -2689.72 040816 Exit Long 1 100.00 8105.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 100.00 040907 Enter Long 1 -3.72 8101.55 0.00 -2689.72 040908 Long 1 -105.38 7999.90 -101.65 -2689.72 040909 Long 1 -15.04 8090.23 -11.32 -2689.72 040910 Long 1 -154.17 7951.11 -150.44 -2689.72 040913 Long 1 -500.37 7604.91 -496.64 -2689.72 040914 Long 1 -221.56 7883.71 -217.84 -2689.72 040915 Long 1 -378.09 7727.19 -374.36 -2689.72 040916 Long 1 -154.17 7951.11 -150.44 -2689.72 040917 Long 1 -392.94 7712.33 -389.22 -2689.72 040920 Long 1 -277.58 7827.70 -273.85 -2689.72 040921 Long 1 18.93 8124.20 0.00 -2689.72 040922 Exit Long 1 100.00 8205.27 0.00 -2689.72 MFE = 100.00 MAE = -500.37 040930 Exit Long 1 100.00 8305.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 200.00 041005 Exit Long 1 100.00 8405.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041008 Exit Long 1 100.00 8505.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041014 Enter Long 1 -104.36 8400.92 0.00 -2689.72 041015 Long 1 -16.83 8488.44 0.00 -2689.72 041018 Long 1 -163.85 8341.42 -147.02 -2689.72 041019 Long 1 -223.21 8282.06 -206.38 -2689.72 041020 Exit Long 1 100.00 8605.27 0.00 -2689.72 MFE = 100.00 MAE = -223.21 041021 Enter Long 1 -84.97 8520.30 -84.97 -2689.72 041022 Exit Long 1 100.00 8705.27 0.00 -2689.72 MFE = 100.00 MAE = -84.97 041025 Exit Long 1 100.00 8805.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041028 Exit Long 1 100.00 8905.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041029 Enter Long 1 -76.30 8828.97 -76.30 -2689.72 600.00 041101 Long 1 -231.51 8673.77 -231.51 -2689.72 041102 Long 1 -344.17 8561.10 -344.17 -2689.72 041103 Exit Long 1 100.00 9005.27 0.00 -2689.72 MFE = 100.00 MAE = -344.17 041104 Enter Long 1 -146.41 8858.86 -146.41 -2689.72 041105 Exit Long 1 100.00 9105.27 0.00 -2689.72 MFE = 100.00 MAE = -146.41 041108 Exit Long 1 100.00 9205.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041110 Enter Long 1 -6.87 9198.40 -6.87 -2689.72 041111 Long 1 -68.08 9137.19 -68.08 -2689.72 041112 Exit Long 1 100.00 9305.27 0.00 -2689.72 MFE = 100.00 MAE = -68.08 041116 Exit Long 1 100.00 9405.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041117 Exit Long 1 100.00 9505.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041118 Enter Long 1 -659.77 8845.51 -659.77 -2689.72 041119 Long 1 -99.90 9405.37 -99.90 -2689.72 041122 Exit Long 1 100.00 9605.27 0.00 -2689.72 MFE = 100.00 MAE = -659.77 041124 Exit Long 1 100.00 9705.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041125 Enter Long 1 -130.73 9574.54 -130.73 -2689.72 041126 Exit Long 1 100.00 9805.27 0.00 -2689.72 MFE = 100.00 MAE = -130.73 900.00 041201 Exit Long 1 100.00 9905.27 0.00 -2689.72 MFE = 100.00 MAE = 0.00 041202 Enter Long 1 -551.76 9353.51 -551.76 -2689.72 041203 Long 1 -433.02 9472.25 -433.02 -2689.72 041206 Long 1 -813.70 9091.57 -813.70 -2689.72 041207 Long 1 -1188.90 8716.37 -1188.90 -2689.72 041208 Long 1 -1630.39 8274.89 -1630.39 -2689.72 041209 Long 1 -1710.23 8195.05 -1710.23 -2689.72 041210 Long 1 -1915.00 7990.28 -1915.00 -2689.72 041213 Long 1 -2027.13 7878.15 -2027.13 -2689.72 041214 Long 1 -2299.17 7606.11 -2299.17 -2689.72 041215 Long 1 -1939.96 7965.32 -1939.96 -2689.72 041216 Long 1 -2262.25 7643.03 -2262.25 -2689.72 041217 Long 1 -1981.50 7923.77 -1981.50 -2689.72 041220 Long 1 -2072.67 7832.60 -2072.67 -2689.72 041221 Long 1 -2126.39 7778.89 -2126.39 -2689.72 041222 Long 1 -2535.84 7369.44 -2535.84 -2689.72 041223 Long 1 -2204.69 7700.58 -2204.69 -2689.72 041224 Long 1 -2097.48 7807.79 -2097.48 -2689.72 041227 Long 1 -1680.84 8224.43 -1680.84 -2689.72 041228 Long 1 -1575.61 8329.66 -1575.61 -2689.72 041229 Long 1 -1406.34 8498.93 -1406.34 -2689.72 041230 Long 1 -1012.76 8892.51 -1012.76 -2689.72 041231 Long 1 -822.39 9082.88 -822.39 -2689.72 100.00 050103 Long 1 -1141.76 8763.51 -1141.76 -2689.72 050104 Long 1 -1814.91 8090.36 -1814.91 -2689.72 050105 Long 1 -1964.90 7940.38 -1964.90 -2689.72 050106 Long 1 -2299.17 7606.11 -2299.17 -2689.72 050107 Long 1 -2204.69 7700.58 -2204.69 -2689.72 050110 Long 1 -1802.37 8102.90 -1802.37 -2689.72 050111 Long 1 -1596.70 8308.58 -1596.70 -2689.72 050112 Long 1 -831.08 9074.20 -831.08 -2689.72 050113 Long 1 -935.05 8970.22 -935.05 -2689.72 050114 Long 1 -1558.74 8346.54 -1558.74 -2689.72 050117 Long 1 -1558.74 8346.54 -1558.74 -2689.72 050118 Long 1 -1789.82 8115.45 -1789.82 -2689.72 050119 Long 1 -2031.27 7874.00 -2031.27 -2689.72 050120 Long 1 -2221.15 7684.12 -2221.15 -2689.72 050121 Long 1 -1756.34 8148.93 -1756.34 -2689.72 050124 Long 1 -1885.84 8019.43 -1885.84 -2689.72 050125 Long 1 -2401.46 7503.82 -2401.46 -2689.72 050126 Long 1 -2262.25 7643.03 -2262.25 -2689.72 050127 Long 1 -2450.40 7454.87 -2450.40 -2689.72 050128 Long 1 -2552.08 7353.19 -2552.08 -2689.72 050131 Long 1 -2568.31 7336.96 -2568.31 -2689.72 0.00 050201 Long 1 -2385.11 7520.16 -2385.11 -2689.72 050202 Long 1 -2458.55 7446.72 -2458.55 -2689.72 050203 Long 1 -2576.42 7328.85 -2576.42 -2689.72 050204 Long 1 -2858.68 7046.59 -2858.68 -2858.68 050207 Long 1 -3129.86 6775.42 -3129.86 -3129.86 050208 Long 1 -2834.61 7070.66 -2834.61 -3129.86 050209 Long 1 -2906.75 6998.53 -2906.75 -3129.86 050210 Long 1 -2560.19 7345.08 -2560.19 -3129.86 050211 Long 1 -2430.02 7475.25 -2430.02 -3129.86 050214 Long 1 -2286.87 7618.41 -2286.87 -3129.86 050215 Long 1 -2134.64 7770.63 -2134.64 -3129.86 050216 Long 1 -2385.11 7520.16 -2385.11 -3129.86 050217 Long 1 -2047.84 7857.43 -2047.84 -3129.86 050218 Long 1 -2221.15 7684.12 -2221.15 -3129.86 050221 Long 1 -2278.66 7626.61 -2278.66 -3129.86 050222 Long 1 -1919.16 7986.12 -1919.16 -3129.86 050223 Long 1 -2417.78 7487.49 -2417.78 -3129.86 050224 Long 1 -2556.14 7349.13 -2556.14 -3129.86 050225 Long 1 -2495.19 7410.08 -2495.19 -3129.86 050228 Long 1 -2258.14 7647.14 -2258.14 -3129.86 0.00 050301 Long 1 -2584.53 7320.74 -2584.53 -3129.86 050302 Long 1 -2499.26 7406.01 -2499.26 -3129.86 050303 Long 1 -2677.59 7227.68 -2677.59 -3129.86 050304 Long 1 -2130.52 7774.76 -2130.52 -3129.86 050307 Long 1 -2080.95 7824.33 -2080.95 -3129.86 050308 Long 1 -1419.08 8486.19 -1419.08 -3129.86 050309 Long 1 -1034.31 8870.97 -1034.31 -3129.86 050310 Long 1 -991.20 8914.07 -991.20 -3129.86 050311 Long 1 -1060.13 8845.14 -1060.13 -3129.86 050314 Long 1 -1116.02 8789.26 -1116.02 -3129.86 050315 Long 1 -1116.02 8789.26 -1116.02 -3129.86 050316 Long 1 -1012.76 8892.51 -1012.76 -3129.86 050317 Long 1 -922.08 8983.19 -922.08 -3129.86 050318 Long 1 -939.38 8965.90 -939.38 -3129.86 050321 Exit Long 1 -1356.25 8549.02 -1356.25 -3129.86 MFE = 0.00 MAE = -3129.86 050321 Enter Short 1 -18.48 8530.55 -1374.73 -3129.86 050322 Short 1 -103.84 8445.18 -1460.09 -3129.86 050323 Exit Short 1 100.00 8649.02 -1256.25 -3129.86 MFE = 100.00 MAE = -103.84 -1256.25 050701 Exit Short 1 100.00 8749.02 -1156.25 -3129.86 MFE = 100.00 MAE = 0.00 100.00 050831 Enter Long 1 -132.74 8616.29 -1288.99 -3129.86 0.00 050901 Exit Long 1 100.00 8849.02 -1056.25 -3129.86 MFE = 100.00 MAE = -132.74 050908 Enter Long 1 88.13 8937.15 -968.12 -3129.86 050909 Exit Long 1 100.00 8949.02 -956.25 -3129.86 MFE = 100.00 MAE = 0.00 050913 Enter Long 1 -118.01 8831.01 -1074.26 -3129.86 050914 Long 1 -118.01 8831.01 -1074.26 -3129.86 050915 Long 1 -287.78 8661.24 -1244.03 -3129.86 050916 Long 1 -64.18 8884.84 -1020.43 -3129.86 050919 Exit Long 1 100.00 9049.02 -856.25 -3129.86 MFE = 100.00 MAE = -287.78 050922 Enter Long 1 -293.20 8755.82 -1149.45 -3129.86 050923 Long 1 -302.33 8746.69 -1158.58 -3129.86 050926 Long 1 -393.39 8655.63 -1249.64 -3129.86 050927 Long 1 -637.72 8411.30 -1493.97 -3129.86 050928 Long 1 -461.49 8587.53 -1317.74 -3129.86 050929 Long 1 -352.45 8696.57 -1208.70 -3129.86 050930 Exit Long 1 100.00 9149.02 -756.25 -3129.86 MFE = 100.00 MAE = -637.72 400.00 051007 Enter Long 1 -65.84 9083.19 -822.09 -3129.86 051010 Long 1 -92.97 9056.05 -849.22 -3129.86 051011 Long 1 -147.15 9001.87 -903.40 -3129.86 051012 Exit Long 1 100.00 9249.02 -656.25 -3129.86 MFE = 100.00 MAE = -147.15 051017 Enter Long 1 -98.32 9150.70 -754.57 -3129.86 051018 Long 1 5.02 9254.04 -651.23 -3129.86 051019 Exit Long 1 100.00 9349.02 -556.25 -3129.86 MFE = 100.00 MAE = -98.32 051025 Exit Long 1 100.00 9449.02 -456.25 -3129.86 MFE = 100.00 MAE = 0.00 300.00 051104 Exit Long 1 100.00 9549.02 -356.25 -3129.86 MFE = 100.00 MAE = 0.00 051121 Enter Long 1 -47.68 9501.34 -403.93 -3129.86 051122 Exit Long 1 100.00 9649.02 -256.25 -3129.86 MFE = 100.00 MAE = -47.68 200.00 051228 Enter Long 1 -50.17 9598.86 -306.42 -3129.86 051229 Long 1 -119.36 9529.66 -375.61 -3129.86 051230 Long 1 -22.44 9626.59 -278.69 -3129.86 0.00 060102 Long 1 -87.09 9561.93 -343.34 -3129.86 060103 Exit Long 1 100.00 9749.02 -156.25 -3129.86 MFE = 100.00 MAE = -119.36 100.00 060227 Enter Long 1 1.97 9751.00 -154.28 -3129.86 060228 Exit Long 1 100.00 9849.02 -56.25 -3129.86 MFE = 100.00 MAE = 0.00 100.00 060509 Enter Long 1 17.10 9866.12 -39.15 -3129.86 060510 Long 1 17.10 9866.12 -39.15 -3129.86 060511 Exit Long 1 100.00 9949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 060525 Exit Long 1 100.00 10049.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 200.00 060609 Exit Long 1 100.00 10149.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 060621 Exit Long 1 100.00 10249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 060629 Exit Long 1 100.00 10349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 300.00 070103 Enter Short 1 107.56 10456.58 0.00 -3129.86 070104 Exit Short 1 100.00 10449.02 0.00 -3129.86 MFE = 107.56 MAE = 0.00 070111 Enter Short 1 -162.91 10286.12 -170.46 -3129.86 070112 Short 1 -471.68 9977.34 -479.24 -3129.86 070115 Short 1 -627.43 9821.60 -634.98 -3129.86 070116 Short 1 -171.94 10277.08 -179.50 -3129.86 070117 Short 1 -312.31 10136.71 -319.87 -3129.86 070118 Short 1 -335.02 10114.00 -342.58 -3129.86 070119 Short 1 -362.30 10086.72 -369.86 -3129.86 070122 Exit Short 1 100.00 10549.02 0.00 -3129.86 MFE = 100.00 MAE = -627.43 200.00 070202 Exit Short 1 100.00 10649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 100.00 070430 Enter Long 1 -150.74 10498.28 -150.74 -3129.86 0.00 070501 Long 1 -209.59 10439.44 -209.59 -3129.86 070502 Long 1 -82.61 10566.41 -82.61 -3129.86 070503 Long 1 -18.40 10630.62 -18.40 -3129.86 070504 Exit Long 1 100.00 10749.02 0.00 -3129.86 MFE = 100.00 MAE = -209.59 070514 Enter Long 1 -2.45 10746.57 -2.45 -3129.86 070515 Exit Long 1 100.00 10849.02 0.00 -3129.86 MFE = 100.00 MAE = -2.45 070517 Enter Long 1 40.59 10889.61 0.00 -3129.86 070518 Exit Long 1 100.00 10949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070521 Exit Long 1 100.00 11049.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070523 Enter Long 1 15.45 11064.48 0.00 -3129.86 070524 Long 1 -122.37 10926.65 -137.82 -3129.86 070525 Exit Long 1 100.00 11149.02 0.00 -3129.86 MFE = 100.00 MAE = -122.37 070529 Exit Long 1 100.00 11249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070530 Exit Long 1 100.00 11349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070531 Exit Long 1 100.00 11449.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 800.00 070601 Exit Long 1 100.00 11549.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070604 Exit Long 1 100.00 11649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070606 Exit Long 1 100.00 11749.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070608 Enter Long 1 20.16 11769.18 0.00 -3129.86 070611 Long 1 46.83 11795.85 0.00 -3129.86 070612 Long 1 -277.10 11471.92 -323.93 -3129.86 070613 Long 1 -279.85 11469.17 -326.68 -3129.86 070614 Long 1 -397.80 11351.23 -444.62 -3129.86 070615 Long 1 -370.41 11378.61 -417.24 -3129.86 070618 Long 1 -586.07 11162.95 -632.90 -3129.86 070619 Long 1 -80.74 11668.28 -127.57 -3129.86 070620 Long 1 -343.00 11406.02 -389.83 -3129.86 070621 Long 1 -749.89 10999.13 -796.72 -3129.86 070622 Long 1 -455.23 11293.80 -502.05 -3129.86 070625 Long 1 -493.45 11255.57 -540.28 -3129.86 070626 Long 1 -459.05 11289.98 -505.88 -3129.86 070627 Long 1 -544.16 11204.86 -590.99 -3129.86 070628 Long 1 101.35 11850.37 0.00 -3129.86 070629 Exit Long 1 100.00 11849.02 0.00 -3129.86 MFE = 101.35 MAE = -749.89 400.00 070702 Exit Long 1 100.00 11949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070704 Enter Long 1 -79.18 11869.84 0.00 -3129.86 070705 Long 1 28.12 11977.14 0.00 -3129.86 070706 Exit Long 1 100.00 12049.02 0.00 -3129.86 MFE = 100.00 MAE = -79.18 070709 Exit Long 1 100.00 12149.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070712 Exit Long 1 100.00 12249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070716 Exit Long 1 100.00 12349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 070718 Enter Long 1 -244.25 12104.77 0.00 -3129.86 070719 Long 1 -169.19 12179.83 0.00 -3129.86 070720 Long 1 -412.60 11936.43 -243.41 -3129.86 070723 Long 1 -358.49 11990.54 -189.30 -3129.86 070724 Exit Long 1 100.00 12449.02 0.00 -3129.86 MFE = 100.00 MAE = -412.60 070725 Enter Long 1 -370.80 12078.22 -370.80 -3129.86 070726 Long 1 -1104.90 11344.13 -1104.90 -3129.86 070727 Long 1 -1493.31 10955.72 -1493.31 -3129.86 070730 Long 1 -1868.44 10580.58 -1868.44 -3129.86 070731 Long 1 -1725.57 10723.45 -1725.57 -3129.86 600.00 070801 Long 1 -1303.94 11145.09 -1303.94 -3129.86 070802 Long 1 -1015.32 11433.70 -1015.32 -3129.86 070803 Long 1 -1076.20 11372.83 -1076.20 -3129.86 070806 Long 1 -952.62 11496.40 -952.62 -3129.86 070807 Long 1 -1062.68 11386.34 -1062.68 -3129.86 070808 Long 1 -830.24 11618.78 -830.24 -3129.86 070809 Long 1 -1234.00 11215.02 -1234.00 -3129.86 070810 Long 1 -1063.81 11385.22 -1063.81 -3129.86 070813 Long 1 -1046.90 11402.12 -1046.90 -3129.86 070814 Long 1 -1791.60 10657.42 -1791.60 -3129.86 070815 Long 1 -2422.26 10026.76 -2422.26 -3129.86 070816 Long 1 -2433.02 10016.00 -2433.02 -3129.86 070817 Long 1 -1459.98 10989.05 -1459.98 -3129.86 070820 Long 1 -1158.29 11290.73 -1158.29 -3129.86 070821 Long 1 -1627.91 10821.11 -1627.91 -3129.86 070822 Long 1 -1615.20 10833.82 -1615.20 -3129.86 070823 Long 1 -1180.75 11268.28 -1180.75 -3129.86 070824 Long 1 -972.41 11476.62 -972.41 -3129.86 070827 Long 1 -1104.33 11344.69 -1104.33 -3129.86 070828 Long 1 -1685.88 10763.14 -1685.88 -3129.86 070829 Long 1 -1473.87 10975.15 -1473.87 -3129.86 070830 Long 1 -1358.65 11090.38 -1358.65 -3129.86 0.00 070903 Long 1 -1040.70 11408.32 -1040.70 -3129.86 070904 Long 1 -830.81 11618.21 -830.81 -3129.86 070905 Long 1 -1091.40 11357.63 -1091.40 -3129.86 070906 Long 1 -1001.77 11447.25 -1001.77 -3129.86 070907 Long 1 -1194.77 11254.25 -1194.77 -3129.86 070910 Long 1 -1011.93 11437.09 -1011.93 -3129.86 070911 Long 1 -442.79 12006.24 -442.79 -3129.86 070912 Long 1 -68.90 12380.12 -68.90 -3129.86 070913 Exit Long 1 100.00 12549.02 0.00 -3129.86 MFE = 100.00 MAE = -2433.02 070928 Exit Long 1 100.00 12649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 200.00 071005 Exit Long 1 100.00 12749.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071011 Exit Long 1 100.00 12849.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071012 Enter Long 1 29.91 12878.94 0.00 -3129.86 071015 Exit Long 1 100.00 12949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071017 Exit Long 1 100.00 13049.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071018 Enter Long 1 -62.53 12986.49 0.00 -3129.86 071019 Exit Long 1 100.00 13149.02 0.00 -3129.86 MFE = 100.00 MAE = -62.53 071023 Exit Long 1 100.00 13249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071025 Exit Long 1 100.00 13349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071026 Exit Long 1 100.00 13449.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071029 Exit Long 1 100.00 13549.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071031 Exit Long 1 100.00 13649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 1000.00 071102 Exit Long 1 100.00 13749.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071106 Exit Long 1 100.00 13849.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071107 Exit Long 1 100.00 13949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071109 Exit Long 1 100.00 14049.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071113 Exit Long 1 100.00 14149.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071116 Exit Long 1 100.00 14249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071120 Exit Long 1 100.00 14349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071122 Exit Long 1 100.00 14449.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071123 Exit Long 1 100.00 14549.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071126 Exit Long 1 100.00 14649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071127 Exit Long 1 100.00 14749.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071128 Exit Long 1 100.00 14849.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071130 Exit Long 1 100.00 14949.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 1300.00 071206 Enter Long 1 -22.88 14926.14 0.00 -3129.86 071207 Exit Long 1 100.00 15049.02 0.00 -3129.86 MFE = 100.00 MAE = -22.88 071210 Enter Long 1 -312.63 14736.40 -189.75 -3129.86 071211 Long 1 -759.36 14289.66 -636.48 -3129.86 071212 Long 1 -634.56 14414.46 -511.68 -3129.86 071213 Long 1 -1148.76 13900.26 -1025.88 -3129.86 071214 Long 1 -913.90 14135.12 -791.02 -3129.86 071217 Long 1 -232.39 14816.63 -109.51 -3129.86 071218 Long 1 -235.48 14813.54 -112.60 -3129.86 071219 Long 1 -30.89 15018.13 0.00 -3129.86 071220 Exit Long 1 100.00 15149.02 0.00 -3129.86 MFE = 100.00 MAE = -1148.76 071221 Exit Long 1 100.00 15249.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 071224 Exit Long 1 100.00 15349.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 400.00 080205 Exit Short 1 100.00 15449.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 080214 Enter Short 1 -71.88 15377.14 0.00 -3129.86 080215 Exit Short 1 100.00 15549.02 0.00 -3129.86 MFE = 100.00 MAE = -71.88 080219 Exit Short 1 100.00 15649.02 0.00 -3129.86 MFE = 100.00 MAE = 0.00 080222 Enter Short 1 -209.96 15439.07 0.00 -3129.86 080225 Short 1 -1210.12 14438.90 -1000.17 -3129.86 080226 Short 1 -2119.94 13529.09 -1909.98 -3129.86 080227 Short 1 -2213.99 13435.03 -2004.03 -3129.86 080228 Short 1 -2581.20 13067.82 -2371.24 -3129.86 080229 Short 1 -1765.67 13883.36 -1555.71 -3129.86 300.00 080303 Short 1 -1586.82 14062.20 -1376.87 -3129.86 080304 Short 1 -1408.99 14240.03 -1199.04 -3129.86 080305 Short 1 -1990.65 13658.37 -1780.70 -3129.86 080306 Short 1 -1919.77 13729.26 -1709.81 -3129.86 080307 Short 1 -1586.82 14062.20 -1376.87 -3129.86 080310 Short 1 -1219.56 14429.46 -1009.61 -3129.86 080311 Short 1 -1459.69 14189.33 -1249.74 -3129.86 080312 Short 1 -1637.82 14011.20 -1427.87 -3129.86 080313 Short 1 -1964.86 13684.16 -1754.90 -3129.86 080314 Short 1 -1740.05 13908.97 -1530.10 -3129.86 080317 Short 1 -1156.67 14492.35 -946.72 -3129.86 080318 Short 1 -1434.33 14214.69 -1224.38 -3129.86 080319 Short 1 -161.24 15487.78 0.00 -3129.86 080320 Exit Short 1 100.00 15749.02 0.00 -3129.86 MFE = 100.00 MAE = -2581.20 ================================================================================================================================= 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 1.46 0.00 0.00 0.00 0.00 0.00 0.00 91 1.25 3 2 3300 50000 125 9999 0 183 99 15749.02 -3129.86 5.03 86.06 0.0 0.00 18130.27 -2381.25 116.25 -1356.25 start time = Tue Jul 29 09:32:06 2008 stop time = Tue Jul 29 09:32:06 2008 run time = 0 seconds