SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 CANADIAN DOLLAR SPOT 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:07 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Position trading using ASCII daily data Reference price(s): N days high and low Compute volatility using: max (high - low) within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 880104 Enter Long 1 -10.85 -10.85 -10.85 -10.85 880105 Long 1 220.86 220.86 0.00 -10.85 880106 Exit Long 1 225.00 225.00 0.00 -10.85 MFE = 225.00 MAE = -10.85 880120 Enter Long 1 -72.20 152.80 -68.06 -68.06 880121 Long 1 30.56 255.56 0.00 -68.06 880122 Long 1 61.09 286.09 0.00 -68.06 880125 Long 1 114.62 339.62 0.00 -68.06 880126 Long 1 103.14 328.14 -11.48 -68.06 880127 Long 1 149.09 374.09 0.00 -68.06 880128 Long 1 156.75 381.75 0.00 -68.06 880129 Exit Long 1 225.00 450.00 0.00 -68.06 MFE = 225.00 MAE = -72.20 450.00 880203 Enter Long 1 29.54 479.54 0.00 -68.06 880204 Long 1 141.91 591.91 0.00 -68.06 880205 Exit Long 1 225.00 675.00 0.00 -68.06 MFE = 225.00 MAE = 0.00 880208 Enter Long 1 -43.65 631.35 0.00 -68.06 880209 Long 1 -195.39 479.61 -151.74 -151.74 880210 Long 1 -141.03 533.97 -97.38 -151.74 880211 Long 1 61.94 736.94 0.00 -151.74 880212 Long 1 -4.60 670.40 -66.54 -151.74 880215 Long 1 -35.85 639.15 -97.79 -151.74 880216 Long 1 -160.46 514.54 -222.40 -222.40 880217 Long 1 -109.91 565.09 -171.85 -222.40 880218 Long 1 -257.37 417.63 -319.31 -319.31 880219 Long 1 -346.20 328.80 -408.14 -408.14 880222 Long 1 -276.71 398.29 -338.65 -408.14 880223 Long 1 -78.75 596.25 -140.69 -408.14 880224 Long 1 3.22 678.22 -58.72 -408.14 880225 Long 1 -24.14 650.86 -86.08 -408.14 880226 Long 1 18.86 693.86 -43.08 -408.14 880229 Exit Long 1 225.00 900.00 0.00 -408.14 MFE = 225.00 MAE = -346.20 450.00 880323 Enter Long 1 19.82 919.82 0.00 -408.14 880324 Long 1 125.11 1025.11 0.00 -408.14 880325 Long 1 80.51 980.51 -44.60 -408.14 880328 Exit Long 1 225.00 1125.00 0.00 -408.14 MFE = 225.00 MAE = 0.00 880331 Enter Long 1 -49.17 1075.83 -49.17 -408.14 225.00 880401 Long 1 -36.87 1088.13 -36.87 -408.14 880404 Long 1 -139.20 985.80 -139.20 -408.14 880405 Long 1 -326.42 798.58 -326.42 -408.14 880406 Long 1 -293.96 831.04 -293.96 -408.14 880407 Long 1 -636.73 488.27 -636.73 -636.73 880408 Long 1 -512.26 612.74 -512.26 -636.73 880411 Long 1 -293.96 831.04 -293.96 -636.73 880412 Long 1 -102.40 1022.60 -102.40 -636.73 880413 Long 1 -192.25 932.75 -192.25 -636.73 880414 Long 1 -90.13 1034.87 -90.13 -636.73 880415 Long 1 53.54 1178.54 0.00 -636.73 880418 Long 1 53.54 1178.54 0.00 -636.73 880419 Long 1 164.92 1289.92 0.00 -636.73 880420 Exit Long 1 225.00 1350.00 0.00 -636.73 MFE = 225.00 MAE = -636.73 225.00 880518 Enter Short 1 96.57 1446.57 0.00 -636.73 880519 Short 1 -20.56 1329.44 -117.13 -636.73 880520 Short 1 -8.42 1341.58 -104.99 -636.73 880523 Short 1 -24.61 1325.39 -121.18 -636.73 880524 Short 1 -85.42 1264.58 -181.98 -636.73 880525 Short 1 -36.76 1313.24 -133.33 -636.73 880526 Exit Short 1 -306.25 1043.75 -306.25 -636.73 MFE = 96.57 MAE = -306.25 880526 Enter Long 1 -65.61 978.14 -468.43 -636.73 880527 Long 1 -106.38 937.37 -509.20 -636.73 880530 Long 1 -90.08 953.67 -492.89 -636.73 880531 Long 1 130.99 1174.74 -271.83 -636.73 -306.25 880601 Exit Long 1 225.00 1268.75 -177.82 -636.73 MFE = 225.00 MAE = -106.38 880608 Enter Long 1 91.54 1360.29 -86.28 -636.73 880609 Long 1 192.21 1460.96 0.00 -636.73 880610 Exit Long 1 225.00 1493.75 0.00 -636.73 MFE = 225.00 MAE = 0.00 880614 Enter Long 1 -186.23 1307.52 -153.44 -636.73 880615 Long 1 -29.80 1463.95 0.00 -636.73 880616 Long 1 16.89 1510.64 0.00 -636.73 880617 Long 1 8.40 1502.15 -8.49 -636.73 880620 Exit Long 1 225.00 1718.75 0.00 -636.73 MFE = 225.00 MAE = -186.23 675.00 880706 Enter Long 1 -21.49 1697.26 -21.49 -636.73 880707 Long 1 -90.16 1628.59 -90.16 -636.73 880708 Long 1 -162.93 1555.82 -162.93 -636.73 880711 Long 1 -60.14 1658.61 -60.14 -636.73 880712 Long 1 -150.11 1568.64 -150.11 -636.73 880713 Long 1 -68.73 1650.02 -68.73 -636.73 880714 Long 1 -248.28 1470.47 -248.28 -636.73 880715 Exit Long 1 -525.00 1193.75 -525.00 -636.73 MFE = 0.00 MAE = -525.00 880715 Enter Short 1 -281.56 912.19 -806.56 -806.56 880718 Short 1 -465.62 728.13 -990.62 -990.62 880719 Short 1 -872.59 321.16 -1397.59 -1397.59 880720 Short 1 -781.12 412.63 -1306.12 -1397.59 880721 Short 1 -794.17 399.58 -1319.17 -1397.59 880722 Short 1 -702.97 490.78 -1227.97 -1397.59 880725 Short 1 -107.27 1086.48 -632.27 -1397.59 880726 Short 1 -337.07 856.68 -862.07 -1397.59 880727 Short 1 -487.11 706.64 -1012.11 -1397.59 880728 Short 1 -358.45 835.30 -883.45 -1397.59 880729 Short 1 -273.03 920.72 -798.03 -1397.59 -525.00 880801 Short 1 -405.55 788.20 -930.55 -1397.59 880802 Short 1 -487.11 706.64 -1012.11 -1397.59 880803 Short 1 -590.50 603.25 -1115.50 -1397.59 880804 Short 1 -521.52 672.23 -1046.52 -1397.59 880805 Short 1 -422.70 771.05 -947.70 -1397.59 880808 Short 1 -238.94 954.81 -763.94 -1397.59 880809 Short 1 -39.58 1154.17 -564.58 -1397.59 880810 Exit Short 1 225.00 1418.75 -300.00 -1397.59 MFE = 225.00 MAE = -872.59 880818 Enter Short 1 -294.05 1124.70 -594.05 -1397.59 880819 Short 1 -294.05 1124.70 -594.05 -1397.59 880822 Short 1 -347.87 1070.88 -647.87 -1397.59 880823 Short 1 -256.87 1161.88 -556.87 -1397.59 880824 Short 1 -149.74 1269.01 -449.74 -1397.59 880825 Short 1 -55.34 1363.41 -355.34 -1397.59 880826 Short 1 63.18 1481.93 -236.82 -1397.59 880829 Short 1 67.25 1486.00 -232.75 -1397.59 880830 Short 1 6.03 1424.78 -293.97 -1397.59 880831 Short 1 95.77 1514.52 -204.23 -1397.59 225.00 880901 Short 1 -26.68 1392.07 -326.68 -1397.59 880902 Short 1 -71.74 1347.01 -371.74 -1397.59 880905 Short 1 -116.86 1301.89 -416.86 -1397.59 880906 Short 1 -75.83 1342.92 -375.83 -1397.59 880907 Short 1 26.46 1445.21 -273.54 -1397.59 880908 Short 1 103.92 1522.67 -196.08 -1397.59 880909 Short 1 112.06 1530.81 -187.94 -1397.59 880912 Short 1 -6.23 1412.52 -306.23 -1397.59 880913 Exit Short 1 -400.00 1018.75 -700.00 -1397.59 MFE = 112.06 MAE = -400.00 880930 Enter Long 1 -99.95 918.80 -799.95 -1397.59 -400.00 881003 Long 1 214.70 1233.45 -485.30 -1397.59 881004 Exit Long 1 225.00 1243.75 -475.00 -1397.59 MFE = 225.00 MAE = -99.95 881005 Enter Long 1 -187.93 1055.82 -662.93 -1397.59 881006 Long 1 -205.03 1038.72 -680.03 -1397.59 881007 Long 1 -132.31 1111.44 -607.31 -1397.59 881010 Long 1 -59.38 1184.37 -534.38 -1397.59 881011 Long 1 -273.28 970.47 -748.28 -1397.59 881012 Long 1 -239.18 1004.57 -714.18 -1397.59 881013 Long 1 -67.97 1175.78 -542.97 -1397.59 881014 Long 1 5.14 1248.89 -469.86 -1397.59 881017 Long 1 113.02 1356.77 -361.98 -1397.59 881018 Exit Long 1 225.00 1468.75 -250.00 -1397.59 MFE = 225.00 MAE = -273.28 881024 Enter Long 1 -112.08 1356.67 -362.08 -1397.59 881025 Long 1 -216.28 1252.47 -466.28 -1397.59 881026 Long 1 -116.43 1352.32 -366.43 -1397.59 881027 Long 1 -320.07 1148.68 -570.07 -1397.59 881028 Long 1 -328.70 1140.05 -578.70 -1397.59 881031 Exit Long 1 -631.25 837.50 -881.25 -1397.59 MFE = 0.00 MAE = -631.25 -181.25 881116 Enter Short 1 -397.87 439.63 -1279.12 -1397.59 881117 Short 1 -510.00 327.50 -1391.25 -1397.59 881118 Short 1 -348.19 489.31 -1229.44 -1397.59 881121 Exit Short 1 -1206.25 -368.75 -2087.50 -2087.50 MFE = 0.00 MAE = -1206.25 -1206.25 881205 Enter Long 1 -125.18 -493.93 -2212.68 -2212.68 881206 Long 1 -364.27 -733.02 -2451.77 -2451.77 881207 Exit Long 1 -662.50 -1031.25 -2750.00 -2750.00 MFE = 0.00 MAE = -662.50 881222 Enter Long 1 10.01 -1021.24 -2739.99 -2750.00 881223 Long 1 -46.84 -1078.09 -2796.84 -2796.84 881226 Long 1 53.83 -977.42 -2696.17 -2796.84 881227 Long 1 -77.41 -1108.66 -2827.41 -2827.41 881228 Long 1 71.38 -959.87 -2678.62 -2827.41 881229 Long 1 159.29 -871.96 -2590.71 -2827.41 881230 Long 1 159.29 -871.96 -2590.71 -2827.41 -662.50 890103 Exit Long 1 225.00 -806.25 -2525.00 -2827.41 MFE = 225.00 MAE = -77.41 890118 Exit Long 1 225.00 -581.25 -2300.00 -2827.41 MFE = 225.00 MAE = 0.00 450.00 890222 Enter Short 1 44.42 -536.83 -2255.58 -2827.41 890223 Short 1 -103.77 -685.02 -2403.77 -2827.41 890224 Short 1 -55.73 -636.98 -2355.73 -2827.41 890227 Short 1 204.73 -376.52 -2095.27 -2827.41 890228 Short 1 -55.73 -636.98 -2355.73 -2827.41 0.00 890301 Short 1 9.63 -571.62 -2290.37 -2827.41 890302 Short 1 -178.18 -759.43 -2478.18 -2827.41 890303 Short 1 -130.00 -711.25 -2430.00 -2827.41 890306 Short 1 -310.01 -891.26 -2610.01 -2827.41 890307 Short 1 -7.78 -589.03 -2307.78 -2827.41 890308 Short 1 105.20 -476.05 -2194.80 -2827.41 890309 Short 1 -38.29 -619.54 -2338.29 -2827.41 890310 Short 1 22.68 -558.57 -2277.32 -2827.41 890313 Short 1 -12.14 -593.39 -2312.14 -2827.41 890314 Short 1 -191.33 -772.58 -2491.33 -2827.41 890315 Short 1 -108.14 -689.39 -2408.14 -2827.41 890316 Short 1 -143.13 -724.38 -2443.13 -2827.41 890317 Short 1 -125.63 -706.88 -2425.63 -2827.41 890320 Short 1 -200.10 -781.35 -2500.10 -2827.41 890321 Exit Short 1 -418.75 -1000.00 -2718.75 -2827.41 MFE = 204.73 MAE = -418.75 890321 Enter Long 1 -4.32 -1004.32 -2723.07 -2827.41 890322 Long 1 44.32 -955.68 -2674.43 -2827.41 890323 Long 1 -52.89 -1052.89 -2771.64 -2827.41 890324 Long 1 -96.96 -1096.96 -2815.71 -2827.41 890327 Long 1 -189.26 -1189.26 -2908.01 -2908.01 890328 Long 1 -241.86 -1241.86 -2960.61 -2960.61 890329 Long 1 -206.81 -1206.81 -2925.56 -2960.61 890330 Long 1 -171.71 -1171.71 -2890.46 -2960.61 890331 Long 1 -123.37 -1123.37 -2842.12 -2960.61 -418.75 890403 Long 1 110.81 -889.19 -2607.94 -2960.61 890404 Long 1 128.57 -871.43 -2590.18 -2960.61 890405 Long 1 -48.48 -1048.48 -2767.23 -2960.61 890406 Long 1 -167.31 -1167.31 -2886.06 -2960.61 890407 Long 1 -140.95 -1140.95 -2859.70 -2960.61 890410 Long 1 13.35 -986.65 -2705.40 -2960.61 890411 Long 1 -13.16 -1013.16 -2731.91 -2960.61 890412 Long 1 13.35 -986.65 -2705.40 -2960.61 890413 Long 1 119.69 -880.31 -2599.06 -2960.61 890414 Long 1 190.82 -809.18 -2527.93 -2960.61 890417 Long 1 217.54 -782.46 -2501.21 -2960.61 890418 Long 1 119.69 -880.31 -2599.06 -2960.61 890419 Long 1 199.72 -800.28 -2519.03 -2960.61 890420 Exit Long 1 225.00 -775.00 -2493.75 -2960.61 MFE = 225.00 MAE = -241.86 890427 Enter Short 1 -281.34 -1056.34 -2775.09 -2960.61 890428 Short 1 -472.07 -1247.07 -2965.82 -2965.82 225.00 890501 Short 1 -400.94 -1175.94 -2894.69 -2965.82 890502 Short 1 -673.15 -1448.15 -3166.90 -3166.90 890503 Short 1 -516.62 -1291.62 -3010.37 -3166.90 890504 Short 1 -561.25 -1336.25 -3055.00 -3166.90 890505 Short 1 -530.00 -1305.00 -3023.75 -3166.90 890508 Short 1 -494.34 -1269.34 -2988.09 -3166.90 890509 Short 1 -400.94 -1175.94 -2894.69 -3166.90 890510 Short 1 -449.82 -1224.82 -2943.57 -3166.90 890511 Short 1 -400.94 -1175.94 -2894.69 -3166.90 890512 Short 1 -316.72 -1091.72 -2810.47 -3166.90 890515 Short 1 -281.34 -1056.34 -2775.09 -3166.90 890516 Short 1 -316.72 -1091.72 -2810.47 -3166.90 890517 Short 1 -197.51 -972.51 -2691.26 -3166.90 890518 Short 1 -135.90 -910.90 -2629.65 -3166.90 890519 Short 1 -206.32 -981.32 -2700.07 -3166.90 890522 Exit Short 1 225.00 -550.00 -2268.75 -3166.90 MFE = 225.00 MAE = -673.15 890524 Enter Short 1 12.48 -537.52 -2256.27 -3166.90 890525 Exit Short 1 225.00 -325.00 -2043.75 -3166.90 MFE = 225.00 MAE = 0.00 450.00 890613 Enter Short 1 -326.23 -651.23 -2369.98 -3166.90 890614 Short 1 -274.14 -599.14 -2317.89 -3166.90 890615 Short 1 -452.55 -777.55 -2496.30 -3166.90 890616 Short 1 -430.73 -755.73 -2474.48 -3166.90 890619 Short 1 -361.02 -686.02 -2404.77 -3166.90 890620 Short 1 -395.85 -720.85 -2439.60 -3166.90 890621 Short 1 -619.00 -944.00 -2662.75 -3166.90 890622 Short 1 -720.27 -1045.27 -2764.02 -3166.90 890623 Short 1 -544.41 -869.41 -2588.16 -3166.90 890626 Short 1 -544.41 -869.41 -2588.16 -3166.90 890627 Short 1 -592.66 -917.66 -2636.41 -3166.90 890628 Short 1 -422.00 -747.00 -2465.75 -3166.90 890629 Short 1 -505.00 -830.00 -2548.75 -3166.90 890630 Short 1 -452.55 -777.55 -2496.30 -3166.90 0.00 890703 Short 1 -557.56 -882.56 -2601.31 -3166.90 890704 Exit Short 1 -731.25 -1056.25 -2775.00 -3166.90 MFE = 0.00 MAE = -731.25 890704 Enter Long 1 -74.05 -1130.30 -2849.05 -3166.90 890705 Long 1 -8.02 -1064.27 -2783.02 -3166.90 890706 Long 1 5.20 -1051.05 -2769.80 -3166.90 890707 Long 1 18.43 -1037.82 -2756.57 -3166.90 890710 Long 1 62.59 -993.66 -2712.41 -3166.90 890711 Long 1 27.26 -1028.99 -2747.74 -3166.90 890712 Long 1 53.75 -1002.50 -2721.25 -3166.90 890713 Long 1 -113.59 -1169.84 -2888.59 -3166.90 890714 Long 1 -43.26 -1099.51 -2818.26 -3166.90 890717 Long 1 14.02 -1042.23 -2760.98 -3166.90 890718 Long 1 -3.62 -1059.87 -2778.62 -3166.90 890719 Long 1 111.25 -945.00 -2663.75 -3166.90 890720 Long 1 142.26 -913.99 -2632.74 -3166.90 890721 Long 1 128.96 -927.29 -2646.04 -3166.90 890724 Long 1 106.82 -949.43 -2668.18 -3166.90 890725 Long 1 164.44 -891.81 -2610.56 -3166.90 890726 Exit Long 1 225.00 -831.25 -2550.00 -3166.90 MFE = 225.00 MAE = -113.59 890731 Enter Long 1 -6.33 -837.58 -2556.33 -3166.90 -506.25 890801 Exit Long 1 225.00 -606.25 -2325.00 -3166.90 MFE = 225.00 MAE = -6.33 225.00 890925 Enter Long 1 27.51 -578.74 -2297.49 -3166.90 890926 Exit Long 1 225.00 -381.25 -2100.00 -3166.90 MFE = 225.00 MAE = 0.00 225.00 891023 Enter Long 1 7.50 -373.75 -2092.50 -3166.90 891024 Long 1 -70.04 -451.29 -2170.04 -3166.90 891025 Long 1 -197.27 -578.52 -2297.27 -3166.90 891026 Long 1 -233.51 -614.76 -2333.51 -3166.90 891027 Long 1 -206.33 -587.58 -2306.33 -3166.90 891030 Long 1 -170.06 -551.31 -2270.06 -3166.90 891031 Long 1 -151.90 -533.15 -2251.90 -3166.90 0.00 891101 Long 1 -179.13 -560.38 -2279.13 -3166.90 891102 Long 1 -138.27 -519.52 -2238.27 -3166.90 891103 Long 1 -92.81 -474.06 -2192.81 -3166.90 891106 Long 1 -74.59 -455.84 -2174.59 -3166.90 891107 Long 1 -38.14 -419.39 -2138.14 -3166.90 891108 Long 1 21.21 -360.04 -2078.79 -3166.90 891109 Long 1 172.46 -208.79 -1927.54 -3166.90 891110 Long 1 34.92 -346.33 -2065.08 -3166.90 891113 Long 1 76.11 -305.14 -2023.89 -3166.90 891114 Long 1 16.64 -364.61 -2083.36 -3166.90 891115 Long 1 -33.58 -414.83 -2133.58 -3166.90 891116 Long 1 62.38 -318.87 -2037.62 -3166.90 891117 Long 1 21.21 -360.04 -2078.79 -3166.90 891120 Long 1 -29.02 -410.27 -2129.02 -3166.90 891121 Long 1 2.93 -378.32 -2097.07 -3166.90 891122 Long 1 62.38 -318.87 -2037.62 -3166.90 891123 Long 1 66.95 -314.30 -2033.05 -3166.90 891124 Long 1 140.30 -240.95 -1959.70 -3166.90 891127 Long 1 154.08 -227.17 -1945.92 -3166.90 891128 Long 1 163.27 -217.98 -1936.73 -3166.90 891129 Long 1 209.26 -171.99 -1890.74 -3166.90 891130 Exit Long 1 225.00 -156.25 -1875.00 -3166.90 MFE = 225.00 MAE = -233.51 225.00 891206 Enter Long 1 -15.68 -171.93 -1890.68 -3166.90 891207 Long 1 -52.77 -209.02 -1927.77 -3166.90 891208 Long 1 -62.04 -218.29 -1937.04 -3166.90 891211 Long 1 -117.55 -273.80 -1992.55 -3166.90 891212 Long 1 -89.81 -246.06 -1964.81 -3166.90 891213 Long 1 49.35 -106.90 -1825.65 -3166.90 891214 Long 1 49.35 -106.90 -1825.65 -3166.90 891215 Long 1 -6.41 -162.66 -1881.41 -3166.90 891218 Long 1 -6.41 -162.66 -1881.41 -3166.90 891219 Long 1 -6.41 -162.66 -1881.41 -3166.90 891220 Long 1 -11.04 -167.29 -1886.04 -3166.90 891221 Long 1 44.69 -111.56 -1830.31 -3166.90 891222 Long 1 49.35 -106.90 -1825.65 -3166.90 891225 Long 1 109.87 -46.38 -1765.13 -3166.90 891226 Long 1 26.10 -130.15 -1848.90 -3166.90 891227 Long 1 156.52 0.27 -1718.48 -3166.90 891228 Long 1 193.89 37.64 -1681.11 -3166.90 891229 Long 1 109.87 -46.38 -1765.13 -3166.90 0.00 900102 Long 1 21.46 -134.79 -1853.54 -3166.90 900103 Exit Long 1 -175.00 -331.25 -2050.00 -3166.90 MFE = 193.89 MAE = -175.00 900103 Enter Short 1 -166.81 -498.06 -2216.81 -3166.90 900104 Short 1 -120.40 -451.65 -2170.40 -3166.90 900105 Short 1 -143.59 -474.84 -2193.59 -3166.90 900108 Short 1 -176.10 -507.35 -2226.10 -3166.90 900109 Short 1 -152.88 -484.13 -2202.88 -3166.90 900110 Short 1 -264.53 -595.78 -2314.53 -3166.90 900111 Exit Short 1 -406.25 -737.50 -2456.25 -3166.90 MFE = 0.00 MAE = -406.25 900111 Enter Long 1 -13.97 -751.47 -2470.22 -3166.90 900112 Long 1 -74.73 -812.23 -2530.98 -3166.90 900115 Exit Long 1 -450.00 -1187.50 -2906.25 -3166.90 MFE = 0.00 MAE = -450.00 900115 Enter Short 1 -25.41 -1212.91 -2931.66 -3166.90 900116 Short 1 -48.48 -1235.98 -2954.73 -3166.90 900117 Short 1 29.89 -1157.61 -2876.36 -3166.90 900118 Exit Short 1 225.00 -962.50 -2681.25 -3166.90 MFE = 225.00 MAE = -48.48 900119 Exit Short 1 225.00 -737.50 -2456.25 -3166.90 MFE = 225.00 MAE = 0.00 900126 Enter Short 1 -23.13 -760.63 -2479.38 -3166.90 900129 Short 1 -344.32 -1081.82 -2800.57 -3166.90 900130 Short 1 -375.33 -1112.83 -2831.58 -3166.90 900131 Short 1 -397.50 -1135.00 -2853.75 -3166.90 -581.25 900201 Short 1 -437.45 -1174.95 -2893.70 -3166.90 900202 Short 1 -308.93 -1046.43 -2765.18 -3166.90 900205 Short 1 -388.63 -1126.13 -2844.88 -3166.90 900206 Short 1 -388.63 -1126.13 -2844.88 -3166.90 900207 Short 1 -110.74 -848.24 -2566.99 -3166.90 900208 Short 1 -14.39 -751.89 -2470.64 -3166.90 900209 Exit Short 1 225.00 -512.50 -2231.25 -3166.90 MFE = 225.00 MAE = -437.45 900212 Enter Short 1 -111.64 -624.14 -2342.89 -3166.90 900213 Short 1 -81.30 -593.80 -2312.55 -3166.90 900214 Exit Short 1 225.00 -287.50 -2006.25 -3166.90 MFE = 225.00 MAE = -111.64 450.00 900308 Enter Long 1 -64.35 -351.85 -2070.60 -3166.90 900309 Long 1 -46.40 -333.90 -2052.65 -3166.90 900312 Long 1 52.54 -234.96 -1953.71 -3166.90 900313 Long 1 165.41 -122.09 -1840.84 -3166.90 900314 Exit Long 1 225.00 -62.50 -1781.25 -3166.90 MFE = 225.00 MAE = -64.35 900329 Enter Long 1 62.91 0.41 -1718.34 -3166.90 900330 Long 1 154.14 91.64 -1627.11 -3166.90 225.00 900402 Exit Long 1 225.00 162.50 -1556.25 -3166.90 MFE = 225.00 MAE = 0.00 900406 Enter Long 1 -12.09 150.41 -1568.34 -3166.90 900409 Long 1 117.38 279.88 -1438.87 -3166.90 900410 Long 1 191.64 354.14 -1364.61 -3166.90 900411 Long 1 10.98 173.48 -1545.27 -3166.90 900412 Long 1 89.58 252.08 -1466.67 -3166.90 900413 Long 1 -12.09 150.41 -1568.34 -3166.90 900416 Long 1 -186.81 -24.31 -1743.06 -3166.90 900417 Long 1 -35.15 127.35 -1591.40 -3166.90 900418 Long 1 71.07 233.57 -1485.18 -3166.90 900419 Long 1 80.33 242.83 -1475.92 -3166.90 900420 Long 1 47.94 210.44 -1508.31 -3166.90 900423 Long 1 103.48 265.98 -1452.77 -3166.90 900424 Exit Long 1 225.00 387.50 -1331.25 -3166.90 MFE = 225.00 MAE = -186.81 450.00 900510 Enter Short 1 48.50 436.00 -1282.75 -3166.90 900511 Exit Short 1 225.00 612.50 -1106.25 -3166.90 MFE = 225.00 MAE = 0.00 900522 Exit Short 1 225.00 837.50 -881.25 -3166.90 MFE = 225.00 MAE = 0.00 450.00 900622 Enter Short 1 -97.02 740.48 -978.27 -3166.90 900625 Exit Short 1 225.00 1062.50 -656.25 -3166.90 MFE = 225.00 MAE = -97.02 900627 Exit Long 1 225.00 1287.50 -431.25 -3166.90 MFE = 225.00 MAE = 0.00 450.00 900709 Enter Long 1 16.12 1303.62 -415.13 -3166.90 900710 Long 1 86.12 1373.62 -345.13 -3166.90 900711 Long 1 -25.80 1261.70 -457.05 -3166.90 900712 Long 1 95.47 1382.97 -335.78 -3166.90 900713 Long 1 48.76 1336.26 -382.49 -3166.90 900716 Long 1 2.14 1289.64 -429.11 -3166.90 900717 Exit Long 1 225.00 1512.50 -206.25 -3166.90 MFE = 225.00 MAE = -25.80 225.00 900806 Enter Long 1 -30.05 1482.45 -236.30 -3166.90 900807 Long 1 -110.36 1402.14 -316.61 -3166.90 900808 Long 1 55.23 1567.73 -151.02 -3166.90 900809 Long 1 112.24 1624.74 -94.01 -3166.90 900810 Long 1 102.73 1615.23 -103.52 -3166.90 900813 Long 1 131.27 1643.77 -74.98 -3166.90 900814 Exit Long 1 225.00 1737.50 0.00 -3166.90 MFE = 225.00 MAE = -110.36 900821 Enter Long 1 -31.69 1705.81 -31.69 -3166.90 900822 Long 1 229.24 1966.74 0.00 -3166.90 900823 Exit Long 1 225.00 1962.50 0.00 -3166.90 MFE = 229.24 MAE = -31.69 450.00 901011 Enter Long 1 -48.76 1913.74 -53.00 -3166.90 901012 Long 1 -48.76 1913.74 -53.00 -3166.90 901015 Long 1 -393.67 1568.83 -397.91 -3166.90 901016 Long 1 -492.08 1470.42 -496.32 -3166.90 901017 Exit Long 1 -1037.50 925.00 -1037.50 -3166.90 MFE = 0.00 MAE = -1037.50 901017 Exit Short 1 225.00 1150.00 -812.50 -3166.90 MFE = 225.00 MAE = 0.00 -812.50 901207 Enter Long 1 16.12 1166.12 -800.62 -3166.90 901210 Long 1 62.77 1212.77 -753.97 -3166.90 901211 Long 1 -67.65 1082.35 -884.39 -3166.90 901212 Long 1 -90.87 1059.13 -907.61 -3166.90 901213 Long 1 -90.87 1059.13 -907.61 -3166.90 901214 Long 1 11.46 1161.46 -805.28 -3166.90 901217 Long 1 30.11 1180.11 -786.64 -3166.90 901218 Long 1 132.89 1282.89 -683.85 -3166.90 901219 Long 1 -7.18 1142.82 -823.92 -3166.90 901220 Long 1 -39.75 1110.25 -856.50 -3166.90 901221 Long 1 -63.00 1087.00 -879.75 -3166.90 901224 Long 1 -67.65 1082.35 -884.39 -3166.90 901225 Long 1 -30.45 1119.55 -847.19 -3166.90 901226 Long 1 -53.71 1096.29 -870.45 -3166.90 901227 Long 1 -141.89 1008.11 -958.63 -3166.90 901228 Long 1 -53.71 1096.29 -870.45 -3166.90 901231 Long 1 -53.71 1096.29 -870.45 -3166.90 0.00 910102 Long 1 151.62 1301.62 -665.12 -3166.90 910103 Exit Long 1 225.00 1375.00 -591.74 -3166.90 MFE = 225.00 MAE = -141.89 910114 Enter Long 1 -43.69 1331.31 -635.43 -3166.90 910115 Long 1 41.73 1416.73 -550.01 -3166.90 910116 Long 1 -105.22 1269.78 -696.96 -3166.90 910117 Exit Long 1 -587.50 787.50 -1179.24 -3166.90 MFE = 41.73 MAE = -587.50 910117 Enter Short 1 -11.85 775.65 -1191.09 -3166.90 910118 Short 1 -44.42 743.08 -1223.66 -3166.90 910121 Short 1 -30.45 757.05 -1209.69 -3166.90 910122 Short 1 -58.39 729.11 -1237.63 -3166.90 910123 Short 1 -119.02 668.48 -1298.26 -3166.90 910124 Short 1 -2.54 784.96 -1181.79 -3166.90 910125 Exit Short 1 225.00 1012.50 -954.24 -3166.90 MFE = 225.00 MAE = -119.02 -137.50 910325 Enter Short 1 -17.60 994.90 -971.84 -3166.90 910326 Short 1 -105.75 906.75 -1059.99 -3166.90 910327 Short 1 -147.61 864.89 -1101.85 -3166.90 910328 Short 1 -212.84 799.66 -1167.09 -3166.90 910329 Short 1 -161.57 850.93 -1115.81 -3166.90 0.00 910401 Short 1 -198.86 813.64 -1153.10 -3166.90 910402 Short 1 -334.42 678.08 -1288.66 -3166.90 910403 Short 1 -301.64 710.86 -1255.88 -3166.90 910404 Short 1 -306.32 706.18 -1260.56 -3166.90 910405 Short 1 -371.94 640.56 -1326.19 -3166.90 910408 Short 1 -395.42 617.08 -1349.67 -3166.90 910409 Short 1 -461.27 551.23 -1415.51 -3166.90 910410 Short 1 -498.96 513.54 -1453.20 -3166.90 910411 Exit Short 1 -625.00 387.50 -1579.24 -3166.90 MFE = 0.00 MAE = -625.00 910411 Enter Long 1 -53.85 333.65 -1633.09 -3166.90 910412 Long 1 -77.45 310.05 -1656.70 -3166.90 910415 Long 1 83.48 470.98 -1495.76 -3166.90 910416 Long 1 17.09 404.59 -1562.15 -3166.90 910417 Long 1 -25.49 362.01 -1604.73 -3166.90 910418 Long 1 -110.47 277.03 -1689.71 -3166.90 910419 Long 1 -270.26 117.24 -1849.50 -3166.90 910422 Exit Long 1 -425.00 -37.50 -2004.24 -3166.90 MFE = 83.48 MAE = -425.00 910422 Enter Short 1 47.74 10.24 -1956.50 -3166.90 910423 Short 1 -59.54 -97.04 -2063.79 -3166.90 910424 Short 1 -176.64 -214.14 -2180.88 -3166.90 910425 Short 1 -223.62 -261.12 -2227.86 -3166.90 910426 Short 1 -265.97 -303.47 -2270.22 -3166.90 910429 Short 1 -284.82 -322.32 -2289.06 -3166.90 910430 Short 1 -237.73 -275.23 -2241.97 -3166.90 -1050.00 910501 Short 1 -298.96 -336.46 -2303.20 -3166.90 910502 Short 1 -407.62 -445.12 -2411.87 -3166.90 910503 Short 1 -322.55 -360.05 -2326.79 -3166.90 910506 Short 1 -341.43 -378.93 -2345.67 -3166.90 910507 Short 1 -308.39 -345.89 -2312.63 -3166.90 910508 Short 1 -280.10 -317.60 -2284.35 -3166.90 910509 Short 1 -242.43 -279.93 -2246.68 -3166.90 910510 Short 1 -322.55 -360.05 -2326.79 -3166.90 910513 Short 1 -360.33 -397.83 -2364.57 -3166.90 910514 Short 1 -313.11 -350.61 -2317.35 -3166.90 910515 Short 1 -407.62 -445.12 -2411.87 -3166.90 910516 Short 1 -393.43 -430.93 -2397.67 -3166.90 910517 Short 1 -402.89 -440.39 -2407.13 -3166.90 910520 Short 1 -407.62 -445.12 -2411.87 -3166.90 910521 Short 1 -431.31 -468.81 -2435.55 -3166.90 910522 Short 1 -379.23 -416.73 -2383.48 -3166.90 910523 Short 1 -402.89 -440.39 -2407.13 -3166.90 910524 Short 1 -393.43 -430.93 -2397.67 -3166.90 910527 Short 1 -455.01 -492.51 -2459.25 -3166.90 910528 Short 1 -550.02 -587.52 -2554.26 -3166.90 910529 Short 1 -545.26 -582.76 -2549.50 -3166.90 910530 Short 1 -645.36 -682.86 -2649.61 -3166.90 910531 Short 1 -631.04 -668.54 -2635.29 -3166.90 0.00 910603 Short 1 -645.36 -682.86 -2649.61 -3166.90 910604 Short 1 -631.04 -668.54 -2635.29 -3166.90 910605 Short 1 -550.02 -587.52 -2554.26 -3166.90 910606 Short 1 -564.30 -601.80 -2568.54 -3166.90 910607 Short 1 -478.73 -516.23 -2482.97 -3166.90 910610 Short 1 -488.22 -525.72 -2492.47 -3166.90 910611 Short 1 -635.82 -673.32 -2640.06 -3166.90 910612 Short 1 -650.14 -687.64 -2654.38 -3166.90 910613 Short 1 -688.38 -725.88 -2692.62 -3166.90 910614 Short 1 -702.73 -740.23 -2706.98 -3166.90 910617 Short 1 -769.82 -807.32 -2774.06 -3166.90 910618 Short 1 -721.88 -759.38 -2726.12 -3166.90 910619 Short 1 -717.09 -754.59 -2721.33 -3166.90 910620 Short 1 -755.42 -792.92 -2759.67 -3166.90 910621 Short 1 -683.60 -721.10 -2687.84 -3166.90 910624 Short 1 -702.73 -740.23 -2706.98 -3166.90 910625 Short 1 -755.42 -792.92 -2759.67 -3166.90 910626 Short 1 -741.05 -778.55 -2745.29 -3166.90 910627 Short 1 -750.63 -788.13 -2754.87 -3166.90 910628 Short 1 -774.61 -812.11 -2778.86 -3166.90 0.00 910701 Short 1 -717.09 -754.59 -2721.33 -3166.90 910702 Short 1 -726.67 -764.17 -2730.91 -3166.90 910703 Short 1 -726.67 -764.17 -2730.91 -3166.90 910704 Short 1 -726.67 -764.17 -2730.91 -3166.90 910705 Short 1 -726.67 -764.17 -2730.91 -3166.90 910708 Short 1 -526.24 -563.74 -2530.48 -3166.90 910709 Short 1 -431.31 -468.81 -2435.55 -3166.90 910710 Short 1 -445.53 -483.03 -2449.77 -3166.90 910711 Short 1 -431.31 -468.81 -2435.55 -3166.90 910712 Short 1 -445.53 -483.03 -2449.77 -3166.90 910715 Short 1 -550.02 -587.52 -2554.26 -3166.90 910716 Short 1 -473.98 -511.48 -2478.22 -3166.90 910717 Short 1 -469.24 -506.74 -2473.48 -3166.90 910718 Short 1 -12.84 -50.34 -2017.09 -3166.90 910719 Exit Short 1 225.00 187.50 -1779.24 -3166.90 MFE = 225.00 MAE = -774.61 225.00 910814 Enter Long 1 15.23 202.73 -1764.01 -3166.90 910815 Long 1 -8.69 178.81 -1787.93 -3166.90 910816 Long 1 -61.23 126.27 -1840.47 -3166.90 910819 Long 1 20.02 207.52 -1759.22 -3166.90 910820 Long 1 87.11 274.61 -1692.13 -3166.90 910821 Long 1 -46.91 140.59 -1826.15 -3166.90 910822 Long 1 -3.90 183.60 -1783.14 -3166.90 910823 Long 1 -56.46 131.04 -1835.70 -3166.90 910826 Long 1 -32.58 154.92 -1811.82 -3166.90 910827 Long 1 77.52 265.02 -1701.72 -3166.90 910828 Long 1 115.92 303.42 -1663.32 -3166.90 910829 Long 1 130.33 317.83 -1648.91 -3166.90 910830 Long 1 87.11 274.61 -1692.13 -3166.90 0.00 910902 Long 1 120.72 308.22 -1658.52 -3166.90 910903 Long 1 115.92 303.42 -1663.32 -3166.90 910904 Long 1 77.52 265.02 -1701.72 -3166.90 910905 Long 1 135.14 322.64 -1644.10 -3166.90 910906 Long 1 197.69 385.19 -1581.55 -3166.90 910909 Long 1 144.75 332.25 -1634.49 -3166.90 910910 Long 1 188.06 375.56 -1591.18 -3166.90 910911 Exit Long 1 225.00 412.50 -1554.24 -3166.90 MFE = 225.00 MAE = -61.23 910930 Enter Long 1 -37.98 374.52 -1592.22 -3166.90 225.00 911001 Long 1 -3.82 408.68 -1558.06 -3166.90 911002 Long 1 35.27 447.77 -1518.97 -3166.90 911003 Long 1 25.49 437.99 -1528.75 -3166.90 911004 Long 1 10.83 423.33 -1543.41 -3166.90 911007 Long 1 118.53 531.03 -1435.71 -3166.90 911008 Long 1 133.25 545.75 -1420.99 -3166.90 911009 Long 1 54.84 467.34 -1499.40 -3166.90 911010 Long 1 118.53 531.03 -1435.71 -3166.90 911011 Long 1 138.16 550.66 -1416.08 -3166.90 911014 Long 1 108.73 521.23 -1445.51 -3166.90 911015 Long 1 84.22 496.72 -1470.02 -3166.90 911016 Long 1 20.60 433.10 -1533.64 -3166.90 911017 Long 1 157.80 570.30 -1396.44 -3166.90 911018 Long 1 211.89 624.39 -1342.35 -3166.90 911021 Exit Long 1 225.00 637.50 -1329.24 -3166.90 MFE = 225.00 MAE = -37.98 911029 Enter Long 1 -6.71 630.79 -1335.95 -3166.90 911030 Long 1 13.12 650.62 -1316.12 -3166.90 911031 Long 1 23.04 660.54 -1306.20 -3166.90 225.00 911101 Long 1 157.29 794.79 -1171.95 -3166.90 911104 Long 1 97.54 735.04 -1231.70 -3166.90 911105 Long 1 122.42 759.92 -1206.82 -3166.90 911106 Long 1 -11.67 625.83 -1340.91 -3166.90 911107 Long 1 42.89 680.39 -1286.36 -3166.90 911108 Exit Long 1 -393.75 243.75 -1722.99 -3166.90 MFE = 157.29 MAE = -393.75 911108 Enter Short 1 12.01 255.76 -1710.98 -3166.90 911111 Short 1 75.48 319.23 -1647.51 -3166.90 911112 Short 1 163.14 406.89 -1559.85 -3166.90 911113 Exit Short 1 225.00 468.75 -1497.99 -3166.90 MFE = 225.00 MAE = 0.00 -168.75 911205 Enter Short 1 -55.57 413.18 -1553.56 -3166.90 911206 Short 1 -137.76 330.99 -1635.75 -3166.90 911209 Short 1 -157.14 311.61 -1655.13 -3166.90 911210 Short 1 -132.92 335.83 -1630.91 -3166.90 911211 Short 1 74.47 543.22 -1423.52 -3166.90 911212 Exit Short 1 225.00 693.75 -1272.99 -3166.90 MFE = 225.00 MAE = -157.14 911217 Enter Short 1 -47.04 646.71 -1320.03 -3166.90 911218 Short 1 14.78 708.53 -1258.22 -3166.90 911219 Exit Short 1 225.00 918.75 -1047.99 -3166.90 MFE = 225.00 MAE = -47.04 450.00 920110 Enter Short 1 65.57 984.32 -982.42 -3166.90 920113 Short 1 -203.08 715.67 -1251.07 -3166.90 920114 Short 1 -141.58 777.17 -1189.57 -3166.90 920115 Short 1 23.33 942.08 -1024.67 -3166.90 920116 Exit Short 1 225.00 1143.75 -822.99 -3166.90 MFE = 225.00 MAE = -203.08 920124 Exit Short 1 225.00 1368.75 -597.99 -3166.90 MFE = 225.00 MAE = 0.00 920127 Enter Short 1 -123.69 1245.06 -721.68 -3166.90 920128 Short 1 -123.69 1245.06 -721.68 -3166.90 920129 Short 1 -128.23 1240.52 -726.23 -3166.90 920130 Short 1 -82.88 1285.87 -680.87 -3166.90 920131 Short 1 -87.42 1281.33 -685.41 -3166.90 450.00 920203 Short 1 -60.24 1308.51 -658.23 -3166.90 920204 Exit Short 1 225.00 1593.75 -372.99 -3166.90 MFE = 225.00 MAE = -128.23 920207 Enter Short 1 -326.82 1266.93 -699.81 -3166.90 920210 Short 1 -344.85 1248.90 -717.85 -3166.90 920211 Short 1 -133.66 1460.09 -506.65 -3166.90 920212 Short 1 -160.52 1433.23 -533.51 -3166.90 920213 Short 1 58.10 1651.85 -314.89 -3166.90 920214 Short 1 102.50 1696.25 -270.49 -3166.90 920217 Short 1 213.16 1806.91 -159.83 -3166.90 920218 Exit Short 1 225.00 1818.75 -147.99 -3166.90 MFE = 225.00 MAE = -344.85 450.00 920303 Enter Short 1 40.71 1859.46 -107.28 -3166.90 920304 Short 1 -21.01 1797.74 -169.00 -3166.90 920305 Exit Short 1 225.00 2043.75 0.00 -3166.90 MFE = 225.00 MAE = -21.01 225.00 920402 Enter Short 1 -158.59 1885.16 -158.59 -3166.90 920403 Short 1 -286.52 1757.23 -286.52 -3166.90 920406 Short 1 -277.68 1766.07 -277.68 -3166.90 920407 Short 1 -317.50 1726.25 -317.50 -3166.90 920408 Short 1 -255.59 1788.16 -255.59 -3166.90 920409 Short 1 -321.93 1721.82 -321.93 -3166.90 920410 Short 1 -388.44 1655.31 -388.44 -3166.90 920413 Short 1 -513.04 1530.71 -513.04 -3166.90 920414 Exit Short 1 -643.75 1400.00 -643.75 -3166.90 MFE = 0.00 MAE = -643.75 920414 Enter Long 1 -16.34 1383.66 -660.09 -3166.90 920415 Long 1 59.85 1459.85 -583.90 -3166.90 920416 Long 1 -29.77 1370.23 -673.52 -3166.90 920417 Long 1 -7.39 1392.61 -651.14 -3166.90 920420 Long 1 95.78 1495.78 -547.97 -3166.90 920421 Exit Long 1 -293.75 1106.25 -937.50 -3166.90 MFE = 95.78 MAE = -293.75 920421 Enter Short 1 -261.36 844.89 -1198.86 -3166.90 920422 Short 1 -105.12 1001.13 -1042.62 -3166.90 920423 Short 1 -25.12 1081.13 -962.62 -3166.90 920424 Short 1 -38.44 1067.81 -975.94 -3166.90 920427 Exit Short 1 225.00 1331.25 -712.50 -3166.90 MFE = 225.00 MAE = -261.36 -712.50 920508 Enter Short 1 6.20 1337.45 -706.30 -3166.90 920511 Short 1 105.42 1436.67 -607.08 -3166.90 920512 Short 1 114.03 1445.28 -598.47 -3166.90 920513 Short 1 -24.07 1307.18 -736.57 -3166.90 920514 Short 1 36.44 1367.69 -676.06 -3166.90 920515 Exit Short 1 225.00 1556.25 -487.50 -3166.90 MFE = 225.00 MAE = -24.07 920526 Enter Short 1 17.75 1574.00 -469.75 -3166.90 920527 Short 1 130.00 1686.25 -357.50 -3166.90 920528 Short 1 112.76 1669.01 -374.74 -3166.90 920529 Short 1 56.66 1612.91 -430.84 -3166.90 225.00 920601 Short 1 78.25 1634.50 -409.25 -3166.90 920602 Short 1 91.20 1647.45 -396.30 -3166.90 920603 Short 1 -60.25 1496.00 -547.75 -3166.90 920604 Short 1 -269.38 1286.87 -756.88 -3166.90 920605 Short 1 -422.94 1133.31 -910.44 -3166.90 920608 Short 1 -326.31 1229.94 -813.81 -3166.90 920609 Short 1 -405.34 1150.91 -892.84 -3166.90 920610 Short 1 -383.36 1172.89 -870.86 -3166.90 920611 Short 1 -370.19 1186.06 -857.69 -3166.90 920612 Short 1 -502.26 1053.99 -989.76 -3166.90 920615 Short 1 -392.15 1164.10 -879.65 -3166.90 920616 Short 1 -221.30 1334.95 -708.80 -3166.90 920617 Short 1 -251.89 1304.36 -739.39 -3166.90 920618 Short 1 -134.12 1422.13 -621.62 -3166.90 920619 Short 1 -199.48 1356.77 -686.98 -3166.90 920622 Short 1 -326.31 1229.94 -813.81 -3166.90 920623 Short 1 -221.30 1334.95 -708.80 -3166.90 920624 Short 1 -269.38 1286.87 -756.88 -3166.90 920625 Exit Short 1 -468.75 1087.50 -956.25 -3166.90 MFE = 130.00 MAE = -502.26 920625 Enter Long 1 -7.61 1079.89 -963.86 -3166.90 920626 Long 1 -99.90 987.60 -1056.15 -3166.90 920629 Long 1 -191.86 895.64 -1148.11 -3166.90 920630 Long 1 -313.98 773.52 -1270.23 -3166.90 -468.75 920701 Exit Long 1 -493.75 593.75 -1450.00 -3166.90 MFE = 0.00 MAE = -493.75 920701 Enter Short 1 -2.92 590.83 -1452.92 -3166.90 920702 Short 1 -72.23 521.52 -1522.23 -3166.90 920703 Short 1 -24.56 569.19 -1474.56 -3166.90 920706 Short 1 -76.57 517.18 -1526.57 -3166.90 920707 Short 1 -351.31 242.44 -1801.31 -3166.90 920708 Exit Short 1 -543.75 50.00 -1993.75 -3166.90 MFE = 0.00 MAE = -543.75 920708 Enter Long 1 -44.40 5.60 -2038.15 -3166.90 920709 Long 1 43.84 93.84 -1949.91 -3166.90 920710 Long 1 -136.74 -86.74 -2130.49 -3166.90 920713 Long 1 -66.41 -16.41 -2060.16 -3166.90 920714 Long 1 -101.60 -51.60 -2095.35 -3166.90 920715 Long 1 -123.56 -73.56 -2117.31 -3166.90 920716 Long 1 -57.61 -7.61 -2051.36 -3166.90 920717 Long 1 65.95 115.95 -1927.80 -3166.90 920720 Long 1 -4.73 45.27 -1998.48 -3166.90 920721 Long 1 -53.21 -3.21 -2046.96 -3166.90 920722 Long 1 127.95 177.95 -1865.80 -3166.90 920723 Long 1 8.51 58.51 -1985.24 -3166.90 920724 Long 1 -39.99 10.01 -2033.74 -3166.90 920727 Long 1 123.51 173.51 -1870.24 -3166.90 920728 Long 1 119.08 169.08 -1874.67 -3166.90 920729 Exit Long 1 225.00 275.00 -1768.75 -3166.90 MFE = 225.00 MAE = -136.74 920730 Enter Long 1 -2.99 272.01 -1771.74 -3166.90 920731 Long 1 -61.08 213.92 -1829.83 -3166.90 -812.50 920803 Long 1 -74.46 200.54 -1843.21 -3166.90 920804 Long 1 -141.28 133.72 -1910.03 -3166.90 920805 Long 1 -74.46 200.54 -1843.21 -3166.90 920806 Long 1 -110.12 164.88 -1878.87 -3166.90 920807 Long 1 -65.54 209.46 -1834.29 -3166.90 920810 Long 1 -287.71 -12.71 -2056.46 -3166.90 920811 Long 1 -185.74 89.26 -1954.49 -3166.90 920812 Exit Long 1 -531.25 -256.25 -2300.00 -3166.90 MFE = 0.00 MAE = -531.25 920812 Enter Short 1 -64.13 -320.38 -2364.13 -3166.90 920813 Short 1 54.36 -201.89 -2245.64 -3166.90 920814 Short 1 -77.34 -333.59 -2377.34 -3166.90 920817 Short 1 80.62 -175.63 -2219.38 -3166.90 920818 Short 1 163.60 -92.65 -2136.40 -3166.90 920819 Exit Short 1 225.00 -31.25 -2075.00 -3166.90 MFE = 225.00 MAE = -77.34 920827 Enter Long 1 -510.61 -541.86 -2585.61 -3166.90 920828 Long 1 -554.29 -585.54 -2629.29 -3166.90 920831 Long 1 -453.72 -484.97 -2528.72 -3166.90 -306.25 920901 Long 1 -471.24 -502.49 -2546.24 -3166.90 920902 Long 1 -571.75 -603.00 -2646.75 -3166.90 920903 Long 1 -545.56 -576.81 -2620.56 -3166.90 920904 Long 1 -637.08 -668.33 -2712.08 -3166.90 920907 Long 1 -693.58 -724.83 -2768.58 -3166.90 920908 Exit Long 1 -812.50 -843.75 -2887.50 -3166.90 MFE = 0.00 MAE = -812.50 920908 Enter Short 1 186.72 -657.03 -2700.78 -3166.90 920909 Exit Short 1 225.00 -618.75 -2662.50 -3166.90 MFE = 225.00 MAE = 0.00 920911 Enter Short 1 -449.71 -1068.46 -3112.21 -3166.90 920914 Short 1 -606.39 -1225.14 -3268.89 -3268.89 920915 Short 1 -458.15 -1076.90 -3120.65 -3268.89 920916 Short 1 -210.18 -828.93 -2872.68 -3268.89 920917 Short 1 -530.05 -1148.80 -3192.55 -3268.89 920918 Short 1 -394.88 -1013.63 -3057.38 -3268.89 920921 Short 1 208.81 -409.94 -2453.69 -3268.89 920922 Exit Short 1 225.00 -393.75 -2437.50 -3268.89 MFE = 225.00 MAE = -606.39 920923 Enter Short 1 50.21 -343.54 -2387.29 -3268.89 920924 Exit Short 1 225.00 -168.75 -2212.50 -3268.89 MFE = 225.00 MAE = 0.00 920928 Enter Short 1 34.15 -134.60 -2178.35 -3268.89 920929 Exit Short 1 225.00 56.25 -1987.50 -3268.89 MFE = 225.00 MAE = 0.00 87.50 921026 Enter Short 1 -361.36 -305.11 -2348.86 -3268.89 921027 Short 1 -686.81 -630.56 -2674.31 -3268.89 921028 Short 1 -625.46 -569.21 -2612.96 -3268.89 921029 Short 1 -556.12 -499.87 -2543.62 -3268.89 921030 Short 1 -576.50 -520.25 -2564.00 -3268.89 0.00 921102 Short 1 -466.67 -410.42 -2454.17 -3268.89 921103 Short 1 -409.91 -353.66 -2397.41 -3268.89 921104 Short 1 -264.54 -208.29 -2252.04 -3268.89 921105 Short 1 -128.01 -71.76 -2115.51 -3268.89 921106 Short 1 47.57 103.82 -1939.93 -3268.89 921109 Exit Short 1 225.00 281.25 -1762.50 -3268.89 MFE = 225.00 MAE = -686.81 921116 Enter Short 1 0.22 281.47 -1762.28 -3268.89 921117 Short 1 104.42 385.67 -1658.08 -3268.89 921118 Exit Short 1 225.00 506.25 -1537.50 -3268.89 MFE = 225.00 MAE = 0.00 921120 Enter Short 1 79.80 586.05 -1457.70 -3268.89 921123 Exit Short 1 225.00 731.25 -1312.50 -3268.89 MFE = 225.00 MAE = 0.00 921124 Enter Short 1 -128.95 602.30 -1441.45 -3268.89 921125 Short 1 -189.45 541.80 -1501.95 -3268.89 921126 Short 1 -333.76 397.49 -1646.26 -3268.89 921127 Short 1 -144.06 587.19 -1456.56 -3268.89 921130 Short 1 -106.30 624.95 -1418.80 -3268.89 675.00 921201 Short 1 -314.72 416.53 -1627.22 -3268.89 921202 Short 1 -368.06 363.19 -1680.56 -3268.89 921203 Short 1 -601.83 129.42 -1914.33 -3268.89 921204 Short 1 -486.59 244.66 -1799.09 -3268.89 921207 Short 1 -698.29 32.96 -2010.79 -3268.89 921208 Short 1 -694.43 36.82 -2006.93 -3268.89 921209 Short 1 -659.66 71.59 -1972.16 -3268.89 921210 Short 1 -651.95 79.30 -1964.45 -3268.89 921211 Short 1 -621.10 110.15 -1933.60 -3268.89 921214 Short 1 -582.59 148.66 -1895.09 -3268.89 921215 Short 1 -417.69 313.56 -1730.19 -3268.89 921216 Short 1 -494.25 237.00 -1806.75 -3268.89 921217 Short 1 -632.66 98.59 -1945.16 -3268.89 921218 Short 1 -567.20 164.05 -1879.70 -3268.89 921221 Exit Short 1 -837.50 -106.25 -2150.00 -3268.89 MFE = 0.00 MAE = -837.50 921221 Enter Long 1 52.59 -53.66 -2097.41 -3268.89 921222 Exit Long 1 225.00 118.75 -1925.00 -3268.89 MFE = 225.00 MAE = 0.00 -612.50 930120 Enter Long 1 -421.41 -302.66 -2346.41 -3268.89 930121 Long 1 -573.22 -454.47 -2498.22 -3268.89 930122 Long 1 -371.88 -253.13 -2296.87 -3268.89 930125 Long 1 -318.41 -199.66 -2243.41 -3268.89 930126 Long 1 -33.86 84.89 -1958.86 -3268.89 930127 Long 1 78.56 197.31 -1846.44 -3268.89 930128 Long 1 59.14 177.89 -1865.86 -3268.89 930129 Long 1 101.89 220.64 -1823.11 -3268.89 0.00 930201 Exit Long 1 225.00 343.75 -1700.00 -3268.89 MFE = 225.00 MAE = -573.22 930211 Enter Long 1 17.40 361.15 -1682.60 -3268.89 930212 Long 1 84.84 428.59 -1615.16 -3268.89 930215 Long 1 96.76 440.51 -1603.24 -3268.89 930216 Long 1 -61.71 282.04 -1761.71 -3268.89 930217 Long 1 -258.40 85.35 -1958.40 -3268.89 930218 Long 1 -160.25 183.50 -1860.25 -3268.89 930219 Long 1 -101.18 242.57 -1801.18 -3268.89 930222 Long 1 -93.29 250.46 -1793.29 -3268.89 930223 Long 1 136.53 480.28 -1563.47 -3268.89 930224 Long 1 -124.82 218.93 -1824.82 -3268.89 930225 Long 1 236.26 580.01 -1463.74 -3268.89 930226 Exit Long 1 239.25 583.00 -1460.75 -3268.89 MFE = 239.25 MAE = -258.40 464.25 930303 Enter Long 1 -27.59 555.41 -1488.34 -3268.89 930304 Long 1 -96.34 486.66 -1557.09 -3268.89 930305 Long 1 -185.03 397.97 -1645.78 -3268.89 930308 Long 1 -96.34 486.66 -1557.09 -3268.89 930309 Long 1 -144.76 438.24 -1605.51 -3268.89 930310 Long 1 -116.53 466.47 -1577.28 -3268.89 930311 Long 1 -225.25 357.75 -1686.00 -3268.89 930312 Long 1 -104.42 478.58 -1565.17 -3268.89 930315 Long 1 -237.30 345.71 -1698.04 -3268.89 930316 Long 1 -385.45 197.55 -1846.20 -3268.89 930317 Long 1 -369.48 213.52 -1830.23 -3268.89 930318 Long 1 -201.13 381.87 -1661.88 -3268.89 930319 Long 1 -217.21 365.79 -1677.96 -3268.89 930322 Long 1 -217.21 365.79 -1677.96 -3268.89 930323 Long 1 -213.19 369.81 -1673.94 -3268.89 930324 Long 1 -47.83 535.17 -1508.58 -3268.89 930325 Long 1 -96.34 486.66 -1557.09 -3268.89 930326 Long 1 -100.38 482.62 -1561.13 -3268.89 930329 Long 1 -217.21 365.79 -1677.96 -3268.89 930330 Exit Long 1 -487.50 95.50 -1948.25 -3268.89 MFE = 0.00 MAE = -487.50 930330 Enter Short 1 -121.00 -25.50 -2069.25 -3268.89 930331 Exit Short 1 225.00 320.50 -1723.25 -3268.89 MFE = 225.00 MAE = -121.00 -262.50 930427 Exit Short 1 225.00 545.50 -1498.25 -3268.89 MFE = 225.00 MAE = 0.00 930428 Enter Short 1 -439.54 105.96 -1937.79 -3268.89 930429 Short 1 -323.29 222.21 -1821.54 -3268.89 930430 Short 1 -373.60 171.90 -1871.85 -3268.89 225.00 930503 Short 1 -490.09 55.41 -1988.34 -3268.89 930504 Short 1 -361.98 183.52 -1860.23 -3268.89 930505 Short 1 -246.10 299.41 -1744.34 -3268.89 930506 Short 1 -443.43 102.07 -1941.68 -3268.89 930507 Short 1 -443.43 102.07 -1941.68 -3268.89 930510 Short 1 -389.10 156.40 -1887.35 -3268.89 930511 Short 1 -180.67 364.83 -1678.92 -3268.89 930512 Short 1 -265.37 280.13 -1763.62 -3268.89 930513 Short 1 -265.37 280.13 -1763.62 -3268.89 930514 Short 1 -230.69 314.82 -1728.93 -3268.89 930517 Short 1 -161.46 384.04 -1659.71 -3268.89 930518 Short 1 -462.86 82.64 -1961.11 -3268.89 930519 Short 1 -634.52 -89.02 -2132.77 -3268.89 930520 Short 1 -470.64 74.86 -1968.89 -3268.89 930521 Short 1 -634.52 -89.02 -2132.77 -3268.89 930524 Short 1 -756.18 -210.68 -2254.43 -3268.89 930525 Short 1 -752.25 -206.75 -2250.50 -3268.89 930526 Short 1 -673.70 -128.19 -2171.94 -3268.89 930527 Short 1 -591.49 -45.99 -2089.74 -3268.89 930528 Short 1 -323.29 222.21 -1821.54 -3268.89 930531 Short 1 -350.37 195.13 -1848.62 -3268.89 0.00 930601 Short 1 -331.03 214.48 -1829.27 -3268.89 930602 Short 1 -300.11 245.39 -1798.36 -3268.89 930603 Short 1 -111.59 433.91 -1609.84 -3268.89 930604 Short 1 -42.69 502.81 -1540.94 -3268.89 930607 Short 1 109.70 655.20 -1388.55 -3268.89 930608 Short 1 83.10 628.60 -1415.15 -3268.89 930609 Short 1 -23.59 521.91 -1521.84 -3268.89 930610 Short 1 52.66 598.17 -1445.58 -3268.89 930611 Short 1 3.12 548.63 -1495.12 -3268.89 930614 Short 1 37.43 582.94 -1460.81 -3268.89 930615 Short 1 -4.50 541.00 -1502.75 -3268.89 930616 Short 1 -50.34 495.16 -1548.59 -3268.89 930617 Short 1 -126.92 418.58 -1625.17 -3268.89 930618 Short 1 -249.95 295.55 -1748.20 -3268.89 930621 Short 1 -265.37 280.13 -1763.62 -3268.89 930622 Short 1 -88.60 456.90 -1586.85 -3268.89 930623 Short 1 22.19 567.70 -1476.05 -3268.89 930624 Short 1 117.30 662.80 -1380.95 -3268.89 930625 Short 1 83.10 628.60 -1415.15 -3268.89 930628 Short 1 79.30 624.80 -1418.95 -3268.89 930629 Short 1 79.30 624.80 -1418.95 -3268.89 930630 Short 1 67.89 613.39 -1430.36 -3268.89 0.00 930701 Exit Short 1 225.00 770.50 -1273.25 -3268.89 MFE = 225.00 MAE = -756.18 930729 Enter Short 1 -81.56 688.94 -1354.81 -3268.89 930730 Short 1 -115.60 654.91 -1388.84 -3268.89 225.00 930802 Short 1 65.38 835.88 -1207.87 -3268.89 930803 Short 1 42.83 813.34 -1230.41 -3268.89 930804 Short 1 -6.10 764.41 -1279.34 -3268.89 930805 Short 1 121.66 892.16 -1151.59 -3268.89 930806 Short 1 110.42 880.92 -1162.83 -3268.89 930809 Short 1 110.42 880.92 -1162.83 -3268.89 930810 Short 1 185.29 955.79 -1087.96 -3268.89 930811 Exit Short 1 225.00 995.50 -1048.25 -3268.89 MFE = 225.00 MAE = -115.60 930812 Enter Short 1 52.42 1047.92 -995.83 -3268.89 930813 Short 1 59.65 1055.16 -988.59 -3268.89 930816 Short 1 12.59 1008.09 -1035.66 -3268.89 930817 Short 1 77.73 1073.24 -970.51 -3268.89 930818 Exit Short 1 225.00 1220.50 -823.25 -3268.89 MFE = 225.00 MAE = 0.00 930819 Enter Short 1 -419.66 800.84 -1242.91 -3268.89 930820 Short 1 -257.08 963.42 -1080.33 -3268.89 930823 Short 1 -167.23 1053.27 -990.48 -3268.89 930824 Short 1 -235.49 985.02 -1058.73 -3268.89 930825 Short 1 -485.01 735.49 -1308.26 -3268.89 930826 Short 1 -347.27 873.24 -1170.51 -3268.89 930827 Short 1 -221.10 999.40 -1044.35 -3268.89 930830 Short 1 -102.76 1117.75 -926.00 -3268.89 930831 Short 1 -203.13 1017.37 -1026.38 -3268.89 450.00 930901 Short 1 118.00 1338.50 -705.25 -3268.89 930902 Short 1 -2.81 1217.70 -826.05 -3268.89 930903 Short 1 100.27 1320.77 -722.98 -3268.89 930906 Short 1 64.78 1285.28 -758.47 -3268.89 930907 Short 1 -167.23 1053.27 -990.48 -3268.89 930908 Short 1 -275.09 945.41 -1098.34 -3268.89 930909 Short 1 -307.54 912.96 -1130.79 -3268.89 930910 Short 1 -379.82 840.68 -1203.07 -3268.89 930913 Short 1 -376.20 844.31 -1199.44 -3268.89 930914 Short 1 -92.02 1128.48 -915.27 -3268.89 930915 Short 1 -485.01 735.49 -1308.26 -3268.89 930916 Short 1 -394.30 826.20 -1217.55 -3268.89 930917 Short 1 -419.66 800.84 -1242.91 -3268.89 930920 Short 1 -74.15 1146.35 -897.40 -3268.89 930921 Short 1 -174.41 1046.09 -997.66 -3268.89 930922 Short 1 -206.73 1013.78 -1029.97 -3268.89 930923 Short 1 -106.33 1114.17 -929.58 -3268.89 930924 Short 1 -192.35 1028.15 -1015.60 -3268.89 930927 Short 1 47.01 1267.51 -776.24 -3268.89 930928 Short 1 -67.01 1153.49 -890.26 -3268.89 930929 Short 1 121.54 1342.04 -701.71 -3268.89 930930 Exit Short 1 225.00 1445.50 -598.25 -3268.89 MFE = 225.00 MAE = -485.01 225.00 931020 Enter Long 1 3.93 1449.44 -594.31 -3268.89 931021 Exit Long 1 225.00 1670.50 -373.25 -3268.89 MFE = 225.00 MAE = 0.00 931022 Enter Long 1 -119.78 1550.73 -493.02 -3268.89 931025 Long 1 -404.34 1266.17 -777.58 -3268.89 931026 Long 1 -530.93 1139.58 -904.17 -3268.89 931027 Long 1 -699.86 970.65 -1073.10 -3268.89 931028 Long 1 -692.69 977.81 -1065.94 -3268.89 931029 Long 1 -671.19 999.32 -1044.43 -3268.89 225.00 931101 Long 1 -302.57 1367.93 -675.82 -3268.89 931102 Long 1 -200.38 1470.12 -573.63 -3268.89 931103 Long 1 -266.13 1404.37 -639.38 -3268.89 931104 Long 1 -101.42 1569.08 -474.67 -3268.89 931105 Exit Long 1 225.00 1895.50 -148.25 -3268.89 MFE = 225.00 MAE = -699.86 931129 Enter Short 1 -23.49 1872.01 -171.74 -3268.89 931130 Short 1 22.06 1917.57 -126.18 -3268.89 225.00 931201 Short 1 -34.02 1861.48 -182.27 -3268.89 931202 Short 1 -181.89 1713.62 -330.13 -3268.89 931203 Short 1 -263.25 1632.25 -411.50 -3268.89 931206 Short 1 -469.71 1425.80 -617.95 -3268.89 931207 Short 1 -451.83 1443.67 -600.08 -3268.89 931208 Short 1 -451.83 1443.67 -600.08 -3268.89 931209 Short 1 -263.25 1632.25 -411.50 -3268.89 931210 Short 1 -224.30 1671.20 -372.55 -3268.89 931213 Short 1 -295.17 1600.33 -443.42 -3268.89 931214 Short 1 -69.14 1826.36 -217.39 -3268.89 931215 Short 1 -65.63 1829.88 -213.87 -3268.89 931216 Short 1 -76.17 1819.33 -224.42 -3268.89 931217 Short 1 140.80 2036.30 -7.45 -3268.89 931220 Exit Short 1 225.00 2120.50 0.00 -3268.89 MFE = 225.00 MAE = -469.71 225.00 940103 Enter Long 1 89.04 2209.55 0.00 -3268.89 940104 Long 1 -19.38 2101.12 -108.43 -3268.89 940105 Long 1 -152.44 1968.07 -241.48 -3268.89 940106 Long 1 -170.36 1950.14 -259.41 -3268.89 940107 Long 1 -109.37 2011.13 -198.41 -3268.89 940110 Long 1 -84.21 2036.29 -173.25 -3268.89 940111 Long 1 -199.01 1921.50 -288.05 -3268.89 940112 Long 1 -249.06 1871.44 -338.11 -3268.89 940113 Long 1 -181.11 1939.40 -270.15 -3268.89 940114 Long 1 -288.31 1832.19 -377.36 -3268.89 940117 Long 1 -145.27 1975.24 -234.31 -3268.89 940118 Long 1 96.29 2216.79 0.00 -3268.89 940119 Exit Long 1 225.00 2345.50 0.00 -3268.89 MFE = 225.00 MAE = -288.31 225.00 940204 Enter Short 1 93.69 2439.19 0.00 -3268.89 940207 Short 1 180.39 2525.90 0.00 -3268.89 940208 Short 1 135.34 2480.85 -45.05 -3268.89 940209 Short 1 135.34 2480.85 -45.05 -3268.89 940210 Short 1 72.83 2418.34 -107.56 -3268.89 940211 Short 1 173.47 2518.97 -6.93 -3268.89 940214 Exit Short 1 225.00 2570.50 0.00 -3268.89 MFE = 225.00 MAE = 0.00 940225 Enter Short 1 -61.87 2508.64 -61.87 -3268.89 940228 Short 1 -34.41 2536.10 -34.41 -3268.89 225.00 940301 Short 1 -34.41 2536.10 -34.41 -3268.89 940302 Short 1 92.17 2662.67 0.00 -3268.89 940303 Short 1 61.44 2631.95 -30.73 -3268.89 940304 Exit Short 1 225.00 2795.50 0.00 -3268.89 MFE = 225.00 MAE = -61.87 940315 Enter Short 1 -33.62 2761.89 -33.62 -3268.89 940316 Short 1 -47.06 2748.45 -47.06 -3268.89 940317 Short 1 110.38 2905.88 0.00 -3268.89 940318 Short 1 153.74 2949.24 0.00 -3268.89 940321 Short 1 143.74 2939.24 -10.00 -3268.89 940322 Short 1 53.56 2849.07 -100.18 -3268.89 940323 Short 1 -50.42 2745.09 -204.16 -3268.89 940324 Exit Short 1 225.00 3020.50 0.00 -3268.89 MFE = 225.00 MAE = -50.42 940331 Enter Short 1 8.67 3029.17 0.00 -3268.89 450.00 940401 Short 1 164.93 3185.44 0.00 -3268.89 940404 Exit Short 1 225.00 3245.50 0.00 -3268.89 MFE = 225.00 MAE = 0.00 225.00 940603 Enter Long 1 35.91 3281.42 0.00 -3268.89 940606 Exit Long 1 225.00 3470.50 0.00 -3268.89 MFE = 225.00 MAE = 0.00 940613 Enter Short 1 -44.56 3425.94 0.00 -3268.89 940614 Short 1 69.85 3540.35 0.00 -3268.89 940615 Exit Short 1 225.00 3695.50 0.00 -3268.89 MFE = 225.00 MAE = -44.56 450.00 940729 Enter Short 1 -81.81 3613.69 0.00 -3268.89 0.00 940801 Short 1 12.40 3707.90 0.00 -3268.89 940802 Short 1 12.40 3707.90 0.00 -3268.89 940803 Short 1 -59.04 3636.47 -71.43 -3268.89 940804 Short 1 -26.54 3668.97 -38.93 -3268.89 940805 Short 1 -59.04 3636.47 -71.43 -3268.89 940808 Exit Short 1 -231.25 3464.25 -231.25 -3268.89 MFE = 12.40 MAE = -231.25 940808 Enter Long 1 150.68 3614.94 -92.96 -3268.89 940809 Exit Long 1 225.00 3689.25 -18.65 -3268.89 MFE = 225.00 MAE = 0.00 940824 Enter Long 1 -75.93 3613.32 -94.57 -3268.89 940825 Long 1 -29.46 3659.79 -48.10 -3268.89 940826 Long 1 33.76 3723.01 0.00 -3268.89 940829 Long 1 137.29 3826.54 0.00 -3268.89 940830 Long 1 87.14 3776.39 -50.15 -3268.89 940831 Long 1 133.94 3823.19 -3.35 -3268.89 -6.25 940901 Long 1 154.02 3843.28 0.00 -3268.89 940902 Long 1 154.02 3843.28 0.00 -3268.89 940905 Long 1 204.32 3893.57 0.00 -3268.89 940906 Exit Long 1 225.00 3914.25 0.00 -3268.89 MFE = 225.00 MAE = -75.93 940913 Exit Long 1 225.00 4139.25 0.00 -3268.89 MFE = 225.00 MAE = 0.00 940920 Enter Long 1 -8.97 4130.29 0.00 -3268.89 940921 Long 1 -19.39 4119.86 -10.42 -3268.89 940922 Long 1 -109.52 4029.73 -100.56 -3268.89 940923 Long 1 -88.75 4050.50 -79.79 -3268.89 940926 Long 1 -281.88 3857.37 -272.92 -3268.89 940927 Long 1 -144.10 3995.15 -135.13 -3268.89 940928 Long 1 -57.57 4081.69 -48.60 -3268.89 940929 Long 1 -74.90 4064.35 -65.93 -3268.89 940930 Long 1 -40.22 4099.03 -31.26 -3268.89 450.00 941003 Long 1 -106.06 4033.19 -97.10 -3268.89 941004 Long 1 -126.82 4012.44 -117.85 -3268.89 941005 Long 1 -151.00 3988.25 -142.04 -3268.89 941006 Long 1 -195.87 3943.39 -186.90 -3268.89 941007 Long 1 -206.20 3933.05 -197.24 -3268.89 941010 Long 1 -161.37 3977.89 -152.40 -3268.89 941011 Long 1 -109.52 4029.73 -100.56 -3268.89 941012 Long 1 -178.62 3960.63 -169.65 -3268.89 941013 Long 1 -329.91 3809.34 -320.95 -3268.89 941014 Long 1 -466.61 3672.65 -457.64 -3268.89 941017 Long 1 -439.33 3699.92 -430.37 -3268.89 941018 Long 1 -439.33 3699.92 -430.37 -3268.89 941019 Long 1 -470.02 3669.24 -461.05 -3268.89 941020 Long 1 -555.02 3584.23 -546.05 -3268.89 941021 Long 1 -357.32 3781.94 -348.35 -3268.89 941024 Long 1 -353.89 3785.36 -344.93 -3268.89 941025 Long 1 -257.83 3881.42 -248.86 -3268.89 941026 Long 1 -250.95 3888.30 -241.99 -3268.89 941027 Long 1 -316.21 3823.05 -307.24 -3268.89 941028 Long 1 -360.74 3778.51 -351.78 -3268.89 941031 Long 1 -422.27 3716.98 -413.30 -3268.89 0.00 941101 Long 1 -534.65 3604.60 -525.68 -3268.89 941102 Long 1 -493.85 3645.40 -484.88 -3268.89 941103 Exit Long 1 -668.75 3470.50 -668.75 -3268.89 MFE = 0.00 MAE = -668.75 941103 Enter Short 1 -37.87 3432.63 -697.66 -3268.89 941104 Short 1 -136.30 3334.21 -796.08 -3268.89 941107 Short 1 -81.94 3388.56 -741.72 -3268.89 941108 Short 1 -115.90 3354.60 -775.68 -3268.89 941109 Short 1 -115.90 3354.60 -775.68 -3268.89 941110 Short 1 -7.42 3463.09 -667.20 -3268.89 941111 Short 1 -54.81 3415.69 -714.60 -3268.89 941114 Short 1 -24.34 3446.17 -684.12 -3268.89 941115 Short 1 130.83 3601.34 -528.95 -3268.89 941116 Short 1 177.85 3648.35 -481.93 -3268.89 941117 Short 1 171.14 3641.64 -488.65 -3268.89 941118 Exit Short 1 225.00 3695.50 -434.78 -3268.89 MFE = 225.00 MAE = -136.30 941122 Enter Short 1 -25.87 3669.63 -460.66 -3268.89 941123 Short 1 -12.63 3682.88 -447.41 -3268.89 941124 Short 1 -22.56 3672.94 -457.34 -3268.89 941125 Short 1 36.97 3732.48 -397.81 -3268.89 941128 Short 1 102.95 3798.45 -331.83 -3268.89 941129 Short 1 135.86 3831.37 -298.92 -3268.89 941130 Short 1 43.58 3739.09 -391.20 -3268.89 -443.75 941201 Short 1 79.88 3775.38 -354.91 -3268.89 941202 Short 1 -115.49 3580.02 -550.27 -3268.89 941205 Short 1 -62.34 3633.16 -497.13 -3268.89 941206 Short 1 -35.81 3659.69 -470.60 -3268.89 941207 Exit Short 1 225.00 3920.50 -209.78 -3268.89 MFE = 225.00 MAE = -115.49 941216 Enter Short 1 15.90 3936.40 -193.89 -3268.89 941219 Short 1 93.21 4013.71 -116.58 -3268.89 941220 Short 1 80.34 4000.85 -129.44 -3268.89 941221 Short 1 80.34 4000.85 -129.44 -3268.89 941222 Exit Short 1 225.00 4145.50 0.00 -3268.89 MFE = 225.00 MAE = 0.00 941228 Enter Short 1 65.85 4211.35 0.00 -3268.89 941229 Short 1 144.90 4290.41 0.00 -3268.89 941230 Short 1 -35.76 4109.74 -180.66 -3268.89 450.00 950102 Short 1 -23.03 4122.47 -167.94 -3268.89 950103 Short 1 91.18 4236.68 -53.73 -3268.89 950104 Short 1 -45.31 4100.20 -190.21 -3268.89 950105 Short 1 -77.17 4068.33 -222.07 -3268.89 950106 Short 1 -83.55 4061.96 -228.45 -3268.89 950109 Short 1 189.05 4334.55 0.00 -3268.89 950110 Exit Short 1 225.00 4370.50 0.00 -3268.89 MFE = 225.00 MAE = -83.55 950112 Enter Short 1 -4.13 4366.37 0.00 -3268.89 950113 Short 1 -219.99 4150.51 -215.86 -3268.89 950116 Short 1 -251.45 4119.05 -247.32 -3268.89 950117 Short 1 51.83 4422.34 0.00 -3268.89 950118 Exit Short 1 225.00 4595.50 0.00 -3268.89 MFE = 225.00 MAE = -251.45 450.00 950216 Enter Short 1 83.46 4678.97 0.00 -3268.89 950217 Short 1 -228.85 4366.65 -312.31 -3268.89 950220 Short 1 -184.42 4411.08 -267.88 -3268.89 950221 Exit Short 1 -593.75 4001.75 -593.75 -3268.89 MFE = 83.46 MAE = -593.75 950221 Enter Long 1 -298.56 3703.20 -975.77 -3268.89 950222 Long 1 -113.18 3888.57 -790.39 -3268.89 950223 Long 1 -26.36 3975.39 -703.58 -3268.89 950224 Long 1 57.56 4059.31 -619.65 -3268.89 950227 Long 1 9.10 4010.86 -668.11 -3268.89 950228 Long 1 80.21 4081.96 -597.00 -3268.89 -593.75 950301 Long 1 -170.88 3830.87 -848.09 -3268.89 950302 Long 1 -377.99 3623.76 -1055.20 -3268.89 950303 Long 1 -463.46 3538.30 -1140.67 -3268.89 950306 Exit Long 1 -762.50 3239.25 -1356.25 -3268.89 MFE = 80.21 MAE = -762.50 950306 Enter Short 1 33.43 3272.69 -1406.28 -3268.89 950307 Short 1 -22.72 3216.53 -1462.44 -3268.89 950308 Short 1 -85.29 3153.97 -1525.00 -3268.89 950309 Short 1 -251.94 2987.31 -1691.65 -3268.89 950310 Short 1 -245.63 2993.63 -1685.34 -3268.89 950313 Short 1 -22.72 3216.53 -1462.44 -3268.89 950314 Short 1 -69.63 3169.62 -1509.34 -3268.89 950315 Short 1 -116.64 3122.62 -1556.35 -3268.89 950316 Short 1 -38.35 3200.90 -1478.06 -3268.89 950317 Short 1 -126.05 3113.21 -1565.76 -3268.89 950320 Short 1 -258.26 2981.00 -1697.97 -3268.89 950321 Short 1 -410.32 2828.94 -1850.03 -3268.89 950322 Short 1 -400.78 2838.47 -1840.49 -3268.89 950323 Short 1 -289.85 2949.41 -1729.56 -3268.89 950324 Short 1 -464.42 2774.83 -1904.13 -3268.89 950327 Short 1 -505.88 2733.37 -1945.60 -3268.89 950328 Short 1 -407.13 2832.12 -1846.85 -3268.89 950329 Short 1 -369.03 2870.22 -1808.74 -3268.89 950330 Short 1 -518.65 2720.60 -1958.37 -3268.89 950331 Short 1 -489.92 2749.33 -1929.64 -3268.89 -762.50 950403 Short 1 -512.27 2726.99 -1951.98 -3268.89 950404 Short 1 -736.93 2502.33 -2176.64 -3268.89 950405 Short 1 -743.37 2495.88 -2183.09 -3268.89 950406 Short 1 -872.81 2366.44 -2312.52 -3268.89 950407 Short 1 -769.20 2470.05 -2208.91 -3268.89 950410 Exit Short 1 -1037.50 2201.75 -2393.75 -3268.89 MFE = 33.43 MAE = -1037.50 950410 Enter Long 1 131.27 2333.02 -2345.94 -3268.89 950411 Exit Long 1 225.00 2426.75 -2252.21 -3268.89 MFE = 225.00 MAE = 0.00 950414 Enter Long 1 20.44 2447.19 -2231.77 -3268.89 950417 Long 1 70.55 2497.31 -2181.66 -3268.89 950418 Long 1 -29.56 2397.19 -2281.77 -3268.89 950419 Long 1 -66.16 2360.59 -2318.37 -3268.89 950420 Long 1 27.12 2453.87 -2225.09 -3268.89 950421 Long 1 -69.49 2357.27 -2321.70 -3268.89 950424 Long 1 171.12 2597.87 -2081.10 -3268.89 950425 Exit Long 1 225.00 2651.75 -2027.21 -3268.89 MFE = 225.00 MAE = -69.49 950426 Enter Long 1 -15.38 2636.37 -2042.59 -3268.89 950427 Long 1 -82.77 2568.99 -2109.98 -3268.89 950428 Long 1 170.95 2822.70 -1856.27 -3268.89 -587.50 950501 Long 1 181.15 2832.90 -1846.06 -3268.89 950502 Exit Long 1 225.00 2876.75 -1802.21 -3268.89 MFE = 225.00 MAE = -82.77 950511 Enter Long 1 30.62 2907.37 -1771.60 -3268.89 950512 Long 1 -55.09 2821.66 -1857.30 -3268.89 950515 Long 1 -293.38 2583.38 -2095.59 -3268.89 950516 Long 1 -133.65 2743.10 -1935.87 -3268.89 950517 Long 1 -174.54 2702.21 -1976.75 -3268.89 950518 Long 1 -184.75 2692.01 -1986.96 -3268.89 950519 Long 1 -191.55 2685.20 -1993.77 -3268.89 950522 Long 1 -579.45 2297.31 -2381.66 -3268.89 950523 Long 1 -462.08 2414.67 -2264.30 -3268.89 950524 Long 1 -488.96 2387.79 -2291.17 -3268.89 950525 Long 1 -646.24 2230.52 -2448.45 -3268.89 950526 Long 1 -729.46 2147.29 -2531.67 -3268.89 950529 Long 1 -656.24 2220.51 -2458.45 -3268.89 950530 Long 1 -729.46 2147.29 -2531.67 -3268.89 950531 Long 1 -662.91 2213.85 -2465.12 -3268.89 225.00 950601 Long 1 -762.66 2114.09 -2564.87 -3268.89 950602 Long 1 -894.99 1981.76 -2697.20 -3268.89 950605 Long 1 -914.77 1961.98 -2716.98 -3268.89 950606 Exit Long 1 -1100.00 1776.75 -2902.21 -3268.89 MFE = 30.62 MAE = -1100.00 950606 Enter Short 1 -25.51 1751.24 -2927.72 -3268.89 950607 Short 1 -107.56 1669.19 -3009.77 -3268.89 950608 Short 1 -328.94 1447.82 -3231.15 -3268.89 950609 Short 1 -163.53 1613.23 -3065.74 -3268.89 950612 Short 1 -114.14 1662.62 -3016.35 -3268.89 950613 Short 1 7.23 1783.99 -2894.98 -3268.89 950614 Short 1 -81.27 1695.48 -2983.48 -3268.89 950615 Short 1 -130.59 1646.16 -3032.80 -3268.89 950616 Short 1 0.69 1777.44 -2901.53 -3268.89 950619 Short 1 -15.68 1761.07 -2917.89 -3268.89 950620 Short 1 -97.70 1679.06 -2999.91 -3268.89 950621 Short 1 0.69 1777.44 -2901.53 -3268.89 950622 Short 1 -256.01 1520.75 -3158.22 -3268.89 950623 Short 1 -262.63 1514.13 -3164.84 -3268.89 950626 Short 1 -312.34 1464.41 -3214.55 -3268.89 950627 Short 1 -269.25 1507.51 -3171.46 -3268.89 950628 Short 1 -246.08 1530.67 -3148.29 -3268.89 950629 Short 1 -196.51 1580.24 -3098.72 -3268.89 950630 Short 1 -342.22 1434.53 -3244.43 -3268.89 -1100.00 950703 Short 1 -312.34 1464.41 -3214.55 -3268.89 950704 Short 1 -345.54 1431.21 -3247.75 -3268.89 950705 Short 1 -445.44 1331.31 -3347.65 -3347.65 950706 Short 1 -555.84 1220.92 -3458.05 -3458.05 950707 Exit Short 1 -687.50 1089.25 -3589.71 -3589.71 MFE = 7.23 MAE = -687.50 950707 Enter Long 1 125.90 1215.15 -3463.81 -3589.71 950710 Exit Long 1 225.00 1314.25 -3364.71 -3589.71 MFE = 225.00 MAE = 0.00 950728 Enter Short 1 25.66 1339.91 -3339.05 -3589.71 950731 Exit Short 1 225.00 1539.25 -3139.71 -3589.71 MFE = 225.00 MAE = 0.00 -237.50 950825 Enter Long 1 135.68 1674.94 -3004.03 -3589.71 950828 Exit Long 1 225.00 1764.25 -2914.71 -3589.71 MFE = 225.00 MAE = 0.00 225.00 950913 Enter Short 1 58.21 1822.46 -2856.50 -3589.71 950914 Exit Short 1 225.00 1989.25 -2689.71 -3589.71 MFE = 225.00 MAE = 0.00 950925 Enter Long 1 -58.07 1931.19 -2747.78 -3589.71 950926 Long 1 -85.71 1903.54 -2775.42 -3589.71 950927 Long 1 -264.60 1724.66 -2954.31 -3589.71 950928 Long 1 -213.13 1776.12 -2902.85 -3589.71 950929 Long 1 52.84 2042.09 -2636.88 -3589.71 225.00 951002 Long 1 174.74 2164.00 -2514.97 -3589.71 951003 Exit Long 1 225.00 2214.25 -2464.71 -3589.71 MFE = 225.00 MAE = -264.60 951031 Exit Long 1 -1225.00 989.25 -3689.71 -3689.71 MFE = 0.00 MAE = -1225.00 -1000.00 951129 Enter Short 1 -79.81 909.44 -3769.53 -3769.53 951130 Short 1 -29.03 960.22 -3718.75 -3769.53 0.00 951201 Short 1 156.20 1145.46 -3533.51 -3769.53 951204 Exit Short 1 225.00 1214.25 -3464.71 -3769.53 MFE = 225.00 MAE = -79.81 951208 Enter Short 1 164.77 1379.02 -3299.94 -3769.53 951211 Exit Short 1 225.00 1439.25 -3239.71 -3769.53 MFE = 225.00 MAE = 0.00 450.00 960125 Enter Short 1 133.55 1572.81 -3106.16 -3769.53 960126 Exit Short 1 225.00 1664.25 -3014.71 -3769.53 MFE = 225.00 MAE = 0.00 225.00 960214 Enter Short 1 63.43 1727.68 -2951.29 -3769.53 960215 Short 1 56.86 1721.12 -2957.85 -3769.53 960216 Short 1 86.39 1750.64 -2928.33 -3769.53 960219 Exit Short 1 225.00 1889.25 -2789.71 -3769.53 MFE = 225.00 MAE = 0.00 225.00 960318 Enter Long 1 -28.01 1861.24 -2817.73 -3769.53 960319 Long 1 -14.46 1874.79 -2804.17 -3769.53 960320 Long 1 -58.47 1830.79 -2848.18 -3769.53 960321 Long 1 -132.74 1756.51 -2922.45 -3769.53 960322 Long 1 -149.59 1739.67 -2939.30 -3769.53 960325 Long 1 -159.69 1729.56 -2949.40 -3769.53 960326 Long 1 -122.63 1766.63 -2912.34 -3769.53 960327 Long 1 -173.15 1716.10 -2962.87 -3769.53 960328 Long 1 -193.33 1695.92 -2983.05 -3769.53 960329 Long 1 -41.55 1847.70 -2831.26 -3769.53 0.00 960401 Long 1 121.46 2010.71 -2668.25 -3769.53 960402 Long 1 101.02 1990.27 -2688.69 -3769.53 960403 Long 1 12.66 1901.91 -2777.05 -3769.53 960404 Long 1 12.66 1901.91 -2777.05 -3769.53 960405 Long 1 77.20 1966.45 -2712.52 -3769.53 960408 Long 1 9.27 1898.52 -2780.45 -3769.53 960409 Long 1 -17.85 1871.40 -2807.56 -3769.53 960410 Long 1 56.80 1946.05 -2732.92 -3769.53 960411 Long 1 43.20 1932.46 -2746.51 -3769.53 960412 Long 1 50.00 1939.26 -2739.71 -3769.53 960415 Long 1 80.60 1969.85 -2709.11 -3769.53 960416 Long 1 -24.63 1864.63 -2814.34 -3769.53 960417 Long 1 53.40 1942.65 -2736.31 -3769.53 960418 Exit Long 1 -150.00 1739.25 -2939.71 -3769.53 MFE = 121.46 MAE = -193.33 960418 Enter Short 1 54.89 1794.14 -2884.83 -3769.53 960419 Short 1 17.85 1757.10 -2921.86 -3769.53 960422 Short 1 44.79 1784.04 -2894.92 -3769.53 960423 Short 1 7.74 1746.99 -2931.97 -3769.53 960424 Short 1 101.93 1841.18 -2837.78 -3769.53 960425 Short 1 21.22 1760.47 -2918.49 -3769.53 960426 Short 1 -32.74 1706.51 -2972.46 -3769.53 960429 Short 1 1.00 1740.25 -2938.71 -3769.53 960430 Short 1 -36.12 1703.13 -2975.83 -3769.53 -150.00 960501 Short 1 -32.74 1706.51 -2972.46 -3769.53 960502 Short 1 24.59 1763.84 -2915.13 -3769.53 960503 Short 1 108.64 1847.89 -2831.08 -3769.53 960506 Short 1 98.57 1837.82 -2841.14 -3769.53 960507 Short 1 81.77 1821.03 -2857.94 -3769.53 960508 Exit Short 1 225.00 1964.25 -2714.71 -3769.53 MFE = 225.00 MAE = -36.12 960513 Enter Short 1 -268.80 1695.46 -2983.51 -3769.53 960514 Short 1 -155.03 1809.22 -2869.74 -3769.53 960515 Short 1 -178.41 1785.85 -2893.12 -3769.53 960516 Short 1 -135.01 1829.24 -2849.73 -3769.53 960517 Short 1 -135.01 1829.24 -2849.73 -3769.53 960520 Short 1 -45.15 1919.10 -2759.86 -3769.53 960521 Short 1 -35.19 1929.07 -2749.90 -3769.53 960522 Short 1 -35.19 1929.07 -2749.90 -3769.53 960523 Short 1 44.36 2008.61 -2670.35 -3769.53 960524 Short 1 -2.01 1962.25 -2716.72 -3769.53 960527 Short 1 11.25 1975.50 -2703.46 -3769.53 960528 Short 1 103.84 2068.09 -2610.88 -3769.53 960529 Short 1 -18.59 1945.66 -2733.30 -3769.53 960530 Short 1 -128.34 1835.91 -2843.05 -3769.53 960531 Short 1 -151.69 1812.56 -2866.40 -3769.53 225.00 960603 Short 1 -155.03 1809.22 -2869.74 -3769.53 960604 Short 1 -171.72 1792.53 -2886.44 -3769.53 960605 Short 1 -252.03 1712.22 -2966.74 -3769.53 960606 Short 1 -302.37 1661.89 -3017.08 -3769.53 960607 Short 1 -295.65 1668.60 -3010.36 -3769.53 960610 Short 1 -319.17 1645.09 -3033.88 -3769.53 960611 Short 1 -262.09 1702.17 -2976.80 -3769.53 960612 Short 1 -195.12 1769.13 -2909.83 -3769.53 960613 Short 1 -188.43 1775.82 -2903.14 -3769.53 960614 Short 1 -272.15 1692.10 -2986.86 -3769.53 960617 Short 1 -188.43 1775.82 -2903.14 -3769.53 960618 Short 1 -155.03 1809.22 -2869.74 -3769.53 960619 Short 1 -201.80 1762.45 -2916.52 -3769.53 960620 Short 1 -231.93 1732.33 -2946.64 -3769.53 960621 Short 1 -302.37 1661.89 -3017.08 -3769.53 960624 Exit Short 1 -418.75 1545.50 -3133.46 -3769.53 MFE = 103.84 MAE = -418.75 960624 Enter Long 1 70.43 1615.93 -3063.03 -3769.53 960625 Long 1 90.74 1636.24 -3042.73 -3769.53 960626 Long 1 40.00 1585.51 -3093.46 -3769.53 960627 Long 1 -61.14 1484.37 -3194.60 -3769.53 960628 Long 1 -57.77 1487.74 -3191.23 -3769.53 -418.75 960701 Long 1 -51.04 1494.46 -3184.50 -3769.53 960702 Long 1 63.67 1609.17 -3069.80 -3769.53 960703 Long 1 36.62 1582.13 -3096.84 -3769.53 960704 Long 1 83.96 1629.47 -3049.50 -3769.53 960705 Exit Long 1 -306.25 1239.25 -3439.71 -3769.53 MFE = 90.74 MAE = -306.25 960705 Enter Short 1 -72.59 1166.66 -3512.30 -3769.53 960708 Short 1 -2.51 1236.74 -3442.22 -3769.53 960709 Short 1 -89.30 1149.95 -3529.02 -3769.53 960710 Short 1 -85.96 1153.29 -3525.68 -3769.53 960711 Short 1 17.47 1256.73 -3422.24 -3769.53 960712 Short 1 -19.18 1220.08 -3458.89 -3769.53 960715 Short 1 37.44 1276.69 -3402.28 -3769.53 960716 Short 1 -5.84 1233.41 -3445.56 -3769.53 960717 Short 1 110.49 1349.75 -3329.22 -3769.53 960718 Short 1 -166.36 1072.89 -3606.08 -3769.53 960719 Short 1 -99.34 1139.91 -3539.05 -3769.53 960722 Short 1 -9.17 1230.08 -3448.89 -3769.53 960723 Short 1 57.38 1296.63 -3382.33 -3769.53 960724 Short 1 44.09 1283.34 -3395.62 -3769.53 960725 Short 1 203.13 1442.39 -3236.58 -3769.53 960726 Short 1 170.09 1409.34 -3269.62 -3769.53 960729 Short 1 103.86 1343.11 -3335.85 -3769.53 960730 Short 1 143.62 1382.88 -3296.09 -3769.53 960731 Short 1 166.78 1406.04 -3272.93 -3769.53 -306.25 960801 Short 1 120.44 1359.69 -3319.28 -3769.53 960802 Short 1 170.09 1409.34 -3269.62 -3769.53 960805 Short 1 196.53 1435.78 -3243.18 -3769.53 960806 Short 1 120.44 1359.69 -3319.28 -3769.53 960807 Short 1 83.95 1323.21 -3355.76 -3769.53 960808 Short 1 34.11 1273.36 -3405.60 -3769.53 960809 Short 1 10.81 1250.06 -3428.90 -3769.53 960812 Short 1 57.38 1296.63 -3382.33 -3769.53 960813 Short 1 143.62 1382.88 -3296.09 -3769.53 960814 Short 1 143.62 1382.88 -3296.09 -3769.53 960815 Exit Short 1 225.00 1464.25 -3214.71 -3769.53 MFE = 225.00 MAE = -166.36 960822 Enter Long 1 3.76 1468.02 -3210.95 -3769.53 960823 Long 1 -42.88 1421.38 -3257.59 -3769.53 960826 Long 1 -39.55 1424.70 -3254.26 -3769.53 960827 Long 1 33.79 1498.05 -3180.92 -3769.53 960828 Long 1 124.13 1588.38 -3090.58 -3769.53 960829 Long 1 80.59 1544.84 -3134.12 -3769.53 960830 Long 1 37.14 1501.39 -3177.58 -3769.53 225.00 960902 Long 1 3.76 1468.02 -3210.95 -3769.53 960903 Long 1 -22.90 1441.35 -3237.61 -3769.53 960904 Long 1 -9.58 1454.68 -3224.29 -3769.53 960905 Exit Long 1 -131.25 1333.00 -3345.96 -3769.53 MFE = 124.13 MAE = -131.25 960905 Enter Short 1 19.68 1352.68 -3326.28 -3769.53 960906 Short 1 19.68 1352.68 -3326.28 -3769.53 960909 Short 1 -66.70 1266.30 -3412.66 -3769.53 960910 Short 1 -66.70 1266.30 -3412.66 -3769.53 960911 Short 1 -43.41 1289.59 -3389.37 -3769.53 960912 Short 1 -23.47 1309.53 -3369.43 -3769.53 960913 Short 1 -96.67 1236.33 -3442.64 -3769.53 960916 Short 1 -70.03 1262.98 -3415.99 -3769.53 960917 Short 1 -56.72 1276.29 -3402.68 -3769.53 960918 Short 1 -33.44 1299.56 -3379.40 -3769.53 960919 Short 1 -70.03 1262.98 -3415.99 -3769.53 960920 Exit Short 1 -212.50 1120.50 -3558.46 -3769.53 MFE = 19.68 MAE = -212.50 960920 Enter Long 1 -10.70 1109.81 -3569.16 -3769.53 960923 Long 1 -0.66 1119.84 -3559.12 -3769.53 960924 Long 1 -4.00 1116.50 -3562.46 -3769.53 960925 Long 1 16.08 1136.58 -3542.38 -3769.53 960926 Long 1 -37.44 1083.07 -3595.90 -3769.53 960927 Long 1 140.31 1260.81 -3418.15 -3769.53 960930 Long 1 170.63 1291.13 -3387.83 -3769.53 -343.75 961001 Exit Long 1 225.00 1345.50 -3333.46 -3769.53 MFE = 225.00 MAE = -37.44 961004 Enter Long 1 49.87 1395.37 -3283.59 -3769.53 961007 Long 1 87.39 1432.89 -3246.07 -3769.53 961008 Long 1 66.92 1412.42 -3266.55 -3769.53 961009 Long 1 97.64 1443.14 -3235.82 -3769.53 961010 Long 1 155.78 1501.28 -3177.68 -3769.53 961011 Long 1 121.56 1467.06 -3211.90 -3769.53 961014 Long 1 121.56 1467.06 -3211.90 -3769.53 961015 Long 1 36.23 1381.74 -3297.23 -3769.53 961016 Long 1 36.23 1381.74 -3297.23 -3769.53 961017 Long 1 155.78 1501.28 -3177.68 -3769.53 961018 Exit Long 1 225.00 1570.50 -3108.46 -3769.53 MFE = 225.00 MAE = 0.00 961022 Enter Long 1 -44.10 1526.40 -3152.56 -3769.53 961023 Long 1 7.78 1578.28 -3100.68 -3769.53 961024 Long 1 -75.17 1495.33 -3183.64 -3769.53 961025 Long 1 -44.10 1526.40 -3152.56 -3769.53 961028 Long 1 -26.82 1543.69 -3135.28 -3769.53 961029 Long 1 -6.06 1564.44 -3114.52 -3769.53 961030 Long 1 108.42 1678.92 -3000.05 -3769.53 961031 Long 1 216.47 1786.98 -2891.99 -3769.53 450.00 961101 Exit Long 1 225.00 1795.50 -2883.46 -3769.53 MFE = 225.00 MAE = -75.17 961105 Enter Long 1 37.32 1832.83 -2846.14 -3769.53 961106 Long 1 9.09 1804.60 -2874.37 -3769.53 961107 Long 1 86.80 1882.30 -2796.66 -3769.53 961108 Long 1 19.68 1815.18 -2863.79 -3769.53 961111 Long 1 -71.87 1723.63 -2955.34 -3769.53 961112 Long 1 -40.22 1755.28 -2923.69 -3769.53 961113 Long 1 -71.87 1723.63 -2955.34 -3769.53 961114 Long 1 -156.06 1639.44 -3039.52 -3769.53 961115 Long 1 -243.44 1552.06 -3126.90 -3769.53 961118 Long 1 -382.57 1412.94 -3266.03 -3769.53 961119 Long 1 -354.80 1440.70 -3238.27 -3769.53 961120 Long 1 -292.23 1503.28 -3175.69 -3769.53 961121 Long 1 -271.33 1524.17 -3154.79 -3769.53 961122 Long 1 -306.15 1489.35 -3189.61 -3769.53 961125 Long 1 -386.03 1409.47 -3269.50 -3769.53 961126 Long 1 -375.63 1419.87 -3259.09 -3769.53 961127 Exit Long 1 -537.50 1258.00 -3420.96 -3769.53 MFE = 86.80 MAE = -537.50 961127 Enter Short 1 25.59 1283.60 -3395.37 -3769.53 961128 Short 1 8.37 1266.37 -3412.60 -3769.53 961129 Short 1 180.09 1438.09 -3240.87 -3769.53 -312.50 961202 Exit Short 1 225.00 1483.00 -3195.96 -3769.53 MFE = 225.00 MAE = 0.00 961205 Enter Short 1 -11.42 1471.59 -3207.38 -3769.53 961206 Short 1 76.70 1559.70 -3119.26 -3769.53 961209 Short 1 -59.00 1424.00 -3254.97 -3769.53 961210 Short 1 53.01 1536.02 -3142.95 -3769.53 961211 Exit Short 1 225.00 1708.00 -2970.96 -3769.53 MFE = 225.00 MAE = -59.00 961216 Enter Short 1 -8.50 1699.50 -2979.46 -3769.53 961217 Short 1 -129.26 1578.74 -3100.22 -3769.53 961218 Short 1 8.23 1716.23 -2962.74 -3769.53 961219 Short 1 -5.15 1702.85 -2976.11 -3769.53 961220 Short 1 48.31 1756.31 -2922.65 -3769.53 961223 Short 1 -15.19 1692.82 -2986.15 -3769.53 961224 Short 1 -72.15 1635.85 -3043.11 -3769.53 961225 Short 1 -58.73 1649.27 -3029.69 -3769.53 961226 Short 1 -105.73 1602.28 -3076.69 -3769.53 961227 Short 1 24.94 1732.94 -2946.03 -3769.53 961230 Short 1 118.28 1826.29 -2852.68 -3769.53 961231 Short 1 128.26 1836.27 -2842.70 -3769.53 450.00 970102 Exit Short 1 225.00 1933.00 -2745.96 -3769.53 MFE = 225.00 MAE = -129.26 970107 Enter Long 1 35.20 1968.20 -2710.76 -3769.53 970108 Exit Long 1 225.00 2158.00 -2520.96 -3769.53 MFE = 225.00 MAE = 0.00 970115 Enter Long 1 20.91 2178.91 -2500.06 -3769.53 970116 Long 1 69.51 2227.51 -2451.45 -3769.53 970117 Long 1 76.46 2234.46 -2444.50 -3769.53 970120 Exit Long 1 225.00 2383.00 -2295.96 -3769.53 MFE = 225.00 MAE = 0.00 675.00 970226 Enter Short 1 -14.75 2368.25 -2310.71 -3769.53 970227 Short 1 52.07 2435.07 -2243.89 -3769.53 970228 Short 1 28.71 2411.71 -2267.26 -3769.53 0.00 970303 Short 1 -14.75 2368.25 -2310.71 -3769.53 970304 Short 1 78.74 2461.74 -2217.22 -3769.53 970305 Short 1 65.41 2448.41 -2230.55 -3769.53 970306 Short 1 -91.82 2291.18 -2387.78 -3769.53 970307 Short 1 88.73 2471.73 -2207.23 -3769.53 970310 Short 1 145.28 2528.28 -2150.68 -3769.53 970311 Short 1 8.66 2391.66 -2287.30 -3769.53 970312 Short 1 -148.96 2234.04 -2444.92 -3769.53 970313 Short 1 -31.48 2351.52 -2327.44 -3769.53 970314 Short 1 -64.98 2318.02 -2360.94 -3769.53 970317 Short 1 102.05 2485.05 -2193.91 -3769.53 970318 Short 1 218.25 2601.26 -2077.71 -3769.53 970319 Exit Short 1 225.00 2608.00 -2070.96 -3769.53 MFE = 225.00 MAE = -148.96 970331 Enter Short 1 13.60 2621.60 -2057.36 -3769.53 225.00 970401 Short 1 120.94 2728.94 -1950.02 -3769.53 970402 Short 1 49.44 2657.44 -2021.53 -3769.53 970403 Exit Short 1 225.00 2833.00 -1845.96 -3769.53 MFE = 225.00 MAE = 0.00 970411 Enter Short 1 43.42 2876.42 -1802.54 -3769.53 970414 Short 1 94.51 2927.52 -1751.45 -3769.53 970415 Short 1 8.23 2841.23 -1837.74 -3769.53 970416 Short 1 30.63 2863.63 -1815.33 -3769.53 970417 Short 1 68.98 2901.99 -1776.98 -3769.53 970418 Short 1 84.94 2917.95 -1761.02 -3769.53 970421 Short 1 53.01 2886.01 -1792.95 -3769.53 970422 Short 1 -39.86 2793.15 -1885.82 -3769.53 970423 Short 1 -123.44 2709.56 -1969.40 -3769.53 970424 Short 1 -123.44 2709.56 -1969.40 -3769.53 970425 Short 1 27.43 2860.43 -1818.53 -3769.53 970428 Short 1 107.27 2940.27 -1738.69 -3769.53 970429 Short 1 24.23 2857.24 -1821.73 -3769.53 970430 Short 1 24.23 2857.24 -1821.73 -3769.53 225.00 970501 Short 1 -285.07 2547.94 -2131.03 -3769.53 970502 Short 1 -536.26 2296.74 -2382.22 -3769.53 970505 Short 1 -585.52 2247.48 -2431.48 -3769.53 970506 Short 1 -601.97 2231.04 -2447.93 -3769.53 970507 Short 1 -483.84 2349.17 -2329.80 -3769.53 970508 Short 1 -356.55 2476.45 -2202.51 -3769.53 970509 Short 1 -187.95 2645.05 -2033.91 -3769.53 970512 Short 1 -255.89 2577.11 -2101.85 -3769.53 970513 Short 1 -346.79 2486.21 -2192.75 -3769.53 970514 Short 1 -226.75 2606.25 -2072.71 -3769.53 970515 Exit Short 1 -668.75 2164.25 -2514.71 -3769.53 MFE = 107.27 MAE = -668.75 970515 Enter Long 1 143.21 2307.46 -2371.51 -3769.53 970516 Exit Long 1 225.00 2389.25 -2289.71 -3769.53 MFE = 225.00 MAE = 0.00 -443.75 970626 Enter Long 1 -48.00 2341.25 -2337.72 -3769.53 970627 Long 1 17.51 2406.76 -2272.20 -3769.53 970630 Long 1 -15.27 2373.98 -2304.98 -3769.53 0.00 970701 Long 1 33.92 2423.17 -2255.79 -3769.53 970702 Long 1 175.53 2564.78 -2114.19 -3769.53 970703 Exit Long 1 225.00 2614.25 -2064.71 -3769.53 MFE = 225.00 MAE = -48.00 225.00 970808 Enter Short 1 -57.13 2557.12 -2121.84 -3769.53 970811 Short 1 23.53 2637.78 -2041.19 -3769.53 970812 Short 1 20.31 2634.56 -2044.40 -3769.53 970813 Short 1 20.31 2634.56 -2044.40 -3769.53 970814 Short 1 -57.13 2557.12 -2121.84 -3769.53 970815 Short 1 -53.90 2560.36 -2118.61 -3769.53 970818 Short 1 -121.86 2492.39 -2186.58 -3769.53 970819 Short 1 75.00 2689.25 -1989.72 -3769.53 970820 Short 1 -8.70 2605.55 -2073.41 -3769.53 970821 Short 1 29.97 2644.22 -2034.74 -3769.53 970822 Short 1 -18.37 2595.88 -2083.09 -3769.53 970825 Short 1 -40.97 2573.28 -2105.69 -3769.53 970826 Short 1 29.97 2644.22 -2034.74 -3769.53 970827 Short 1 -108.90 2505.35 -2173.61 -3769.53 970828 Short 1 -102.42 2511.83 -2167.14 -3769.53 970829 Short 1 -131.59 2482.66 -2196.30 -3769.53 0.00 970901 Short 1 -131.59 2482.66 -2196.30 -3769.53 970902 Short 1 -294.31 2319.94 -2359.03 -3769.53 970903 Short 1 -277.99 2336.27 -2342.70 -3769.53 970904 Short 1 -251.89 2362.37 -2316.60 -3769.53 970905 Short 1 -359.73 2254.52 -2424.44 -3769.53 970908 Short 1 -356.46 2257.80 -2421.17 -3769.53 970909 Short 1 -258.41 2355.84 -2323.12 -3769.53 970910 Short 1 -183.53 2430.72 -2248.24 -3769.53 970911 Short 1 7.42 2621.68 -2057.29 -3769.53 970912 Short 1 20.31 2634.56 -2044.40 -3769.53 970915 Short 1 -31.29 2582.97 -2096.00 -3769.53 970916 Short 1 -160.79 2453.46 -2225.50 -3769.53 970917 Short 1 -138.07 2476.18 -2202.78 -3769.53 970918 Short 1 -21.60 2592.65 -2086.32 -3769.53 970919 Short 1 -115.38 2498.87 -2180.09 -3769.53 970922 Short 1 -125.10 2489.15 -2189.82 -3769.53 970923 Short 1 -50.67 2563.59 -2115.38 -3769.53 970924 Short 1 -154.30 2459.95 -2219.01 -3769.53 970925 Exit Short 1 -287.50 2326.75 -2352.21 -3769.53 MFE = 75.00 MAE = -359.73 970925 Enter Long 1 22.01 2348.77 -2330.20 -3769.53 970926 Long 1 -7.35 2319.40 -2359.56 -3769.53 970929 Long 1 54.69 2381.44 -2297.52 -3769.53 970930 Long 1 87.40 2414.16 -2264.81 -3769.53 -287.50 971001 Long 1 222.05 2548.80 -2130.16 -3769.53 971002 Exit Long 1 225.00 2551.75 -2127.21 -3769.53 MFE = 225.00 MAE = -7.35 971003 Enter Long 1 -48.60 2503.15 -2175.81 -3769.53 971006 Long 1 -58.56 2493.19 -2185.77 -3769.53 971007 Long 1 -78.47 2473.28 -2205.69 -3769.53 971008 Long 1 -58.56 2493.19 -2185.77 -3769.53 971009 Long 1 -124.87 2426.88 -2252.09 -3769.53 971010 Exit Long 1 -331.25 2220.50 -2458.46 -3769.53 MFE = 0.00 MAE = -331.25 971010 Enter Short 1 -26.31 2194.19 -2484.77 -3769.53 971013 Short 1 36.08 2256.58 -2422.39 -3769.53 971014 Short 1 68.85 2289.35 -2389.62 -3769.53 971015 Exit Short 1 225.00 2445.50 -2233.46 -3769.53 MFE = 225.00 MAE = -26.31 971027 Enter Short 1 164.13 2609.63 -2069.33 -3769.53 971028 Exit Short 1 225.00 2670.50 -2008.46 -3769.53 MFE = 225.00 MAE = 0.00 343.75 971107 Enter Short 1 -70.20 2600.30 -2078.66 -3769.53 971110 Short 1 -149.04 2521.46 -2157.51 -3769.53 971111 Short 1 -139.57 2530.94 -2148.03 -3769.53 971112 Short 1 -89.10 2581.41 -2097.56 -3769.53 971113 Short 1 -79.65 2590.86 -2088.11 -3769.53 971114 Short 1 58.50 2729.00 -1949.96 -3769.53 971117 Short 1 164.66 2835.17 -1843.80 -3769.53 971118 Short 1 96.03 2766.53 -1912.43 -3769.53 971119 Short 1 139.73 2810.23 -1868.73 -3769.53 971120 Exit Short 1 225.00 2895.50 -1783.46 -3769.53 MFE = 225.00 MAE = -149.04 971126 Enter Short 1 6.20 2901.71 -1777.26 -3769.53 971127 Short 1 12.37 2907.87 -1771.10 -3769.53 971128 Short 1 -27.70 2867.80 -1811.16 -3769.53 225.00 971201 Short 1 -40.05 2855.46 -1823.51 -3769.53 971202 Short 1 -170.06 2725.44 -1953.52 -3769.53 971203 Short 1 -148.34 2747.16 -1931.80 -3769.53 971204 Short 1 -61.66 2833.84 -1845.12 -3769.53 971205 Short 1 -33.87 2861.63 -1817.33 -3769.53 971208 Short 1 -101.86 2793.64 -1885.32 -3769.53 971209 Short 1 -58.57 2836.93 -1842.03 -3769.53 971210 Short 1 -9.20 2886.30 -1792.66 -3769.53 971211 Short 1 70.79 2966.29 -1712.67 -3769.53 971212 Exit Short 1 -281.25 2614.25 -2064.71 -3769.53 MFE = 70.79 MAE = -281.25 971212 Enter Long 1 -111.01 2503.24 -2175.73 -3769.53 971215 Long 1 -123.41 2490.84 -2188.13 -3769.53 971216 Long 1 -293.24 2321.02 -2357.95 -3769.53 971217 Long 1 -188.41 2425.84 -2253.12 -3769.53 971218 Long 1 -305.53 2308.72 -2370.25 -3769.53 971219 Exit Long 1 -556.25 2058.00 -2620.96 -3769.53 MFE = 0.00 MAE = -556.25 971219 Enter Short 1 -75.61 1982.40 -2696.57 -3769.53 971222 Short 1 27.95 2085.95 -2593.01 -3769.53 971223 Short 1 103.78 2161.78 -2517.18 -3769.53 971224 Short 1 124.96 2182.97 -2496.00 -3769.53 971225 Short 1 124.96 2182.97 -2496.00 -3769.53 971226 Short 1 52.24 2110.24 -2568.72 -3769.53 971229 Short 1 179.35 2237.35 -2441.61 -3769.53 971230 Short 1 -39.00 2019.00 -2659.96 -3769.53 971231 Short 1 -133.69 1924.31 -2754.65 -3769.53 -837.50 980102 Short 1 -256.48 1801.53 -2877.44 -3769.53 980105 Short 1 -302.70 1755.30 -2923.66 -3769.53 980106 Short 1 -42.05 2015.95 -2663.01 -3769.53 980107 Short 1 -161.26 1896.74 -2782.22 -3769.53 980108 Short 1 -69.50 1988.50 -2690.46 -3769.53 980109 Short 1 -87.82 1970.18 -2708.78 -3769.53 980112 Short 1 0.59 2058.59 -2620.38 -3769.53 980113 Short 1 52.24 2110.24 -2568.72 -3769.53 980114 Short 1 -23.77 2034.23 -2644.73 -3769.53 980115 Short 1 67.42 2125.42 -2553.55 -3769.53 980116 Short 1 103.78 2161.78 -2517.18 -3769.53 980119 Short 1 131.01 2189.02 -2489.95 -3769.53 980120 Exit Short 1 225.00 2283.00 -2395.96 -3769.53 MFE = 225.00 MAE = -302.70 980121 Enter Short 1 6.91 2289.92 -2389.05 -3769.53 980122 Short 1 248.04 2531.05 -2147.92 -3769.53 980123 Exit Short 1 225.00 2508.00 -2170.96 -3769.53 MFE = 248.04 MAE = 0.00 980129 Enter Short 1 -22.09 2485.91 -2193.05 -3769.53 980130 Short 1 -286.23 2221.77 -2457.19 -3769.53 450.00 980202 Short 1 -339.46 2168.55 -2510.42 -3769.53 980203 Short 1 -505.88 2002.13 -2676.84 -3769.53 980204 Short 1 -535.73 1972.27 -2706.69 -3769.53 980205 Short 1 -757.94 1750.06 -2928.90 -3769.53 980206 Exit Short 1 -1112.50 1395.50 -3283.46 -3769.53 MFE = 0.00 MAE = -1112.50 980219 Enter Long 1 217.34 1612.84 -3066.12 -3769.53 980220 Exit Long 1 225.00 1620.50 -3058.46 -3769.53 MFE = 225.00 MAE = 0.00 -887.50 980309 Enter Long 1 66.66 1687.17 -2991.80 -3769.53 980310 Long 1 123.22 1743.72 -2935.25 -3769.53 980311 Exit Long 1 225.00 1845.50 -2833.46 -3769.53 MFE = 225.00 MAE = 0.00 980325 Enter Long 1 13.82 1859.32 -2819.64 -3769.53 980326 Long 1 -1.90 1843.60 -2835.36 -3769.53 980327 Long 1 -208.39 1637.11 -3041.85 -3769.53 980330 Long 1 -369.73 1475.77 -3203.19 -3769.53 980331 Long 1 -255.05 1590.45 -3088.52 -3769.53 225.00 980401 Long 1 -233.29 1612.21 -3066.75 -3769.53 980402 Long 1 -326.41 1519.09 -3159.87 -3769.53 980403 Long 1 -292.31 1553.19 -3125.77 -3769.53 980406 Long 1 -283.00 1562.50 -3116.46 -3769.53 980407 Long 1 -391.36 1454.14 -3224.82 -3769.53 980408 Exit Long 1 -500.00 1345.50 -3333.46 -3769.53 MFE = 13.82 MAE = -500.00 980408 Enter Short 1 -52.78 1292.72 -3386.25 -3769.53 980409 Short 1 14.96 1360.46 -3318.50 -3769.53 980410 Short 1 -25.05 1320.46 -3358.51 -3769.53 980413 Exit Short 1 225.00 1570.50 -3108.46 -3769.53 MFE = 225.00 MAE = -52.78 -275.00 980513 Enter Short 1 10.69 1581.19 -3097.77 -3769.53 980514 Short 1 124.23 1694.73 -2984.24 -3769.53 980515 Short 1 127.21 1697.71 -2981.25 -3769.53 980518 Exit Short 1 225.00 1795.50 -2883.46 -3769.53 MFE = 225.00 MAE = 0.00 980526 Enter Short 1 -1.00 1794.50 -2884.46 -3769.53 980527 Short 1 -27.61 1767.89 -2911.08 -3769.53 980528 Short 1 4.91 1800.41 -2878.56 -3769.53 980529 Short 1 66.86 1862.36 -2816.61 -3769.53 225.00 980601 Short 1 125.69 1921.20 -2757.77 -3769.53 980602 Short 1 -98.74 1696.76 -2982.21 -3769.53 980603 Short 1 -42.41 1753.09 -2925.88 -3769.53 980604 Short 1 -6.91 1788.59 -2890.37 -3769.53 980605 Short 1 90.41 1885.91 -2793.05 -3769.53 980608 Short 1 93.35 1888.85 -2790.11 -3769.53 980609 Short 1 166.78 1962.28 -2716.68 -3769.53 980610 Exit Short 1 225.00 2020.50 -2658.46 -3769.53 MFE = 225.00 MAE = -98.74 980611 Enter Short 1 -37.26 1983.24 -2695.72 -3769.53 980612 Short 1 -118.48 1902.02 -2776.94 -3769.53 980615 Short 1 83.98 2104.49 -2574.48 -3769.53 980616 Short 1 -19.90 2000.61 -2678.36 -3769.53 980617 Short 1 -267.21 1753.29 -2925.67 -3769.53 980618 Short 1 -2.55 2017.95 -2661.01 -3769.53 980619 Short 1 3.23 2023.73 -2655.23 -3769.53 980622 Short 1 26.33 2046.84 -2632.13 -3769.53 980623 Short 1 -8.33 2012.17 -2666.80 -3769.53 980624 Short 1 -31.48 1989.03 -2689.94 -3769.53 980625 Short 1 -138.83 1881.67 -2797.29 -3769.53 980626 Short 1 -60.44 1960.07 -2718.90 -3769.53 980629 Short 1 -2.55 2017.95 -2661.01 -3769.53 980630 Short 1 -95.24 1925.26 -2753.70 -3769.53 225.00 980701 Short 1 -235.04 1785.46 -2893.51 -3769.53 980702 Short 1 -86.54 1933.97 -2745.00 -3769.53 980703 Short 1 -66.23 1954.27 -2724.69 -3769.53 980706 Short 1 60.94 2081.44 -2597.52 -3769.53 980707 Short 1 46.53 2067.03 -2611.93 -3769.53 980708 Short 1 29.22 2049.72 -2629.24 -3769.53 980709 Short 1 127.12 2147.62 -2531.34 -3769.53 980710 Exit Short 1 225.00 2245.50 -2433.46 -3769.53 MFE = 225.00 MAE = -267.21 980715 Enter Short 1 118.28 2363.78 -2315.18 -3769.53 980716 Short 1 121.10 2366.60 -2312.36 -3769.53 980717 Short 1 101.34 2346.84 -2332.12 -3769.53 980720 Short 1 135.20 2380.70 -2298.26 -3769.53 980721 Short 1 208.38 2453.88 -2225.08 -3769.53 980722 Exit Short 1 225.00 2470.50 -2208.46 -3769.53 MFE = 225.00 MAE = 0.00 980724 Enter Short 1 -8.38 2462.13 -2216.84 -3769.53 980727 Short 1 122.03 2592.54 -2086.43 -3769.53 980728 Short 1 74.96 2545.46 -2133.50 -3769.53 980729 Short 1 191.07 2661.57 -2017.39 -3769.53 980730 Exit Short 1 225.00 2695.50 -1983.46 -3769.53 MFE = 225.00 MAE = -8.38 980731 Enter Short 1 21.05 2716.56 -1962.41 -3769.53 675.00 980803 Short 1 92.03 2787.53 -1891.43 -3769.53 980804 Short 1 130.15 2825.65 -1853.31 -3769.53 980805 Short 1 170.91 2866.41 -1812.55 -3769.53 980806 Exit Short 1 225.00 2920.50 -1758.46 -3769.53 MFE = 225.00 MAE = 0.00 980807 Enter Short 1 -289.70 2630.81 -2048.16 -3769.53 980810 Short 1 -379.09 2541.41 -2137.55 -3769.53 980811 Short 1 -249.19 2671.31 -2007.65 -3769.53 980812 Short 1 -316.74 2603.76 -2075.21 -3769.53 980813 Short 1 -332.99 2587.51 -2091.45 -3769.53 980814 Short 1 -387.24 2533.27 -2145.70 -3769.53 980817 Short 1 -152.30 2768.20 -1910.77 -3769.53 980818 Short 1 -90.64 2829.86 -1849.10 -3769.53 980819 Short 1 34.79 2955.29 -1723.68 -3769.53 980820 Short 1 2.84 2923.34 -1755.63 -3769.53 980821 Exit Short 1 225.00 3145.50 -1533.46 -3769.53 MFE = 225.00 MAE = -387.24 980824 Enter Short 1 117.01 3262.51 -1416.45 -3769.53 980825 Short 1 101.39 3246.89 -1432.07 -3769.53 980826 Exit Short 1 225.00 3370.50 -1308.46 -3769.53 MFE = 225.00 MAE = 0.00 980827 Exit Short 1 225.00 3595.50 -1083.46 -3769.53 MFE = 225.00 MAE = 0.00 900.00 980929 Enter Long 1 -149.36 3446.14 -1232.83 -3769.53 980930 Long 1 -763.59 2831.91 -1847.05 -3769.53 0.00 981001 Exit Long 1 -1225.00 2370.50 -2308.46 -3769.53 MFE = 0.00 MAE = -1225.00 981021 Enter Short 1 -219.06 2151.44 -2527.53 -3769.53 981022 Short 1 -308.14 2062.37 -2616.60 -3769.53 981023 Short 1 -271.41 2099.09 -2579.87 -3769.53 981026 Short 1 -402.87 1967.63 -2711.34 -3769.53 981027 Short 1 -263.55 2106.95 -2572.01 -3769.53 981028 Short 1 -397.60 1972.91 -2706.06 -3769.53 981029 Short 1 -185.11 2185.39 -2493.57 -3769.53 981030 Short 1 -297.63 2072.87 -2606.10 -3769.53 -1225.00 981102 Short 1 -572.39 1798.11 -2880.86 -3769.53 981103 Short 1 -823.96 1546.54 -3132.42 -3769.53 981104 Short 1 -988.87 1381.63 -3297.34 -3769.53 981105 Short 1 -802.43 1568.08 -3110.89 -3769.53 981106 Short 1 -596.35 1774.16 -2904.81 -3769.53 981109 Short 1 -516.61 1853.89 -2825.08 -3769.53 981110 Short 1 -292.39 2078.11 -2600.85 -3769.53 981111 Short 1 -284.52 2085.98 -2592.98 -3769.53 981112 Short 1 -219.06 2151.44 -2527.53 -3769.53 981113 Short 1 -130.39 2240.12 -2438.85 -3769.53 981116 Short 1 -88.79 2281.72 -2397.25 -3769.53 981117 Short 1 -179.90 2190.61 -2488.36 -3769.53 981118 Short 1 -60.24 2310.26 -2368.71 -3769.53 981119 Short 1 -164.25 2206.26 -2472.71 -3769.53 981120 Short 1 -192.94 2177.56 -2501.41 -3769.53 981123 Short 1 -143.40 2227.10 -2451.86 -3769.53 981124 Short 1 -127.78 2242.72 -2436.25 -3769.53 981125 Exit Short 1 -481.25 1889.25 -2789.71 -3769.53 MFE = 0.00 MAE = -988.87 981125 Enter Long 1 -56.02 1833.24 -2845.73 -3769.53 981126 Exit Long 1 225.00 2114.25 -2564.71 -3769.53 MFE = 225.00 MAE = -56.02 -256.25 981221 Enter Short 1 21.67 2135.92 -2543.04 -3769.53 981222 Short 1 76.20 2190.45 -2488.52 -3769.53 981223 Short 1 42.46 2156.72 -2522.25 -3769.53 981224 Short 1 21.67 2135.92 -2543.04 -3769.53 981225 Short 1 3.47 2117.72 -2561.25 -3769.53 981228 Short 1 50.25 2164.50 -2514.46 -3769.53 981229 Short 1 34.67 2148.92 -2530.05 -3769.53 981230 Short 1 -19.97 2094.29 -2584.68 -3769.53 981231 Exit Short 1 -200.00 1914.25 -2764.71 -3769.53 MFE = 76.20 MAE = -200.00 981231 Exit Long 1 225.00 2139.25 -2539.71 -3769.53 MFE = 225.00 MAE = 0.00