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): weighted average with the following weights: (1) Today's high<2.00> (2) Today's low<2.00> (3) Today's close<1.00> (4) Tomorrow's open<0.00> Compute volatility using: 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 880217 Enter Long 1 -47.41 -47.41 -47.41 -47.41 880218 Long 1 -194.87 -194.87 -194.87 -194.87 880219 Long 1 -283.70 -283.70 -283.70 -283.70 880222 Long 1 -214.21 -214.21 -214.21 -283.70 880223 Long 1 -16.25 -16.25 -16.25 -283.70 880224 Exit Long 1 50.00 50.00 0.00 -283.70 MFE = 50.00 MAE = -283.70 880226 Enter Long 1 -68.64 -18.64 -68.64 -283.70 880229 Exit Long 1 50.00 100.00 0.00 -283.70 MFE = 50.00 MAE = -68.64 100.00 880301 Enter Long 1 -39.02 60.98 -39.02 -283.70 880302 Exit Long 1 50.00 150.00 0.00 -283.70 MFE = 50.00 MAE = -39.02 880303 Enter Long 1 12.10 162.10 0.00 -283.70 880304 Long 1 -3.82 146.18 -15.91 -283.70 880307 Long 1 -31.63 118.37 -43.73 -283.70 880308 Exit Long 1 50.00 200.00 0.00 -283.70 MFE = 50.00 MAE = -31.63 880309 Enter Long 1 -49.84 150.16 -49.84 -283.70 880310 Long 1 -164.90 35.10 -164.90 -283.70 880311 Long 1 -184.69 15.31 -184.69 -283.70 880314 Long 1 -220.27 -20.27 -220.27 -283.70 880315 Long 1 -45.86 154.14 -45.86 -283.70 880316 Exit Long 1 50.00 250.00 0.00 -283.70 MFE = 50.00 MAE = -220.27 880317 Enter Long 1 -27.47 222.53 -27.47 -283.70 880318 Exit Long 1 50.00 300.00 0.00 -283.70 MFE = 50.00 MAE = -27.47 880321 Enter Long 1 -46.18 253.82 -46.18 -283.70 880322 Exit Long 1 50.00 350.00 0.00 -283.70 MFE = 50.00 MAE = -46.18 880323 Exit Long 1 50.00 400.00 0.00 -283.70 MFE = 50.00 MAE = 0.00 880324 Exit Long 1 50.00 450.00 0.00 -283.70 MFE = 50.00 MAE = 0.00 880325 Enter Long 1 -44.60 405.40 -44.60 -283.70 880328 Exit Long 1 49.89 499.89 0.00 -283.70 MFE = 49.89 MAE = -44.60 880329 Enter Long 1 44.98 544.87 0.00 -283.70 880330 Long 1 49.07 548.96 0.00 -283.70 880331 Exit Long 1 51.70 551.59 0.00 -283.70 MFE = 51.70 MAE = 0.00 451.59 880404 Enter Long 1 -139.20 412.39 -136.57 -283.70 880405 Long 1 -326.42 225.17 -323.79 -323.79 880406 Long 1 -293.96 257.63 -291.33 -323.79 880407 Long 1 -636.73 -85.14 -634.10 -634.10 880408 Long 1 -512.26 39.33 -509.63 -634.10 880411 Long 1 -293.96 257.63 -291.33 -634.10 880412 Long 1 -102.40 449.19 -99.77 -634.10 880413 Long 1 -192.25 359.34 -189.62 -634.10 880414 Long 1 -90.13 461.46 -87.50 -634.10 880415 Exit Long 1 50.00 601.59 0.00 -634.10 MFE = 50.00 MAE = -636.73 880418 Exit Long 1 50.00 651.59 0.00 -634.10 MFE = 50.00 MAE = 0.00 880419 Exit Long 1 50.00 701.59 0.00 -634.10 MFE = 50.00 MAE = 0.00 880420 Exit Long 1 47.58 749.17 0.00 -634.10 MFE = 47.58 MAE = 0.00 880422 Enter Long 1 -40.06 709.11 -40.06 -634.10 880425 Exit Long 1 50.00 799.17 0.00 -634.10 MFE = 50.00 MAE = -40.06 880426 Exit Long 1 50.00 849.17 0.00 -634.10 MFE = 50.00 MAE = 0.00 880427 Enter Long 1 -47.92 801.26 -47.92 -634.10 880428 Long 1 -126.50 722.67 -126.50 -634.10 880429 Long 1 -118.24 730.93 -118.24 -634.10 297.58 880502 Long 1 -188.37 660.80 -188.37 -634.10 880503 Long 1 -422.12 427.05 -422.12 -634.10 880504 Long 1 -332.16 517.01 -332.16 -634.10 880505 Long 1 -274.75 574.43 -274.75 -634.10 880506 Long 1 -422.12 427.05 -422.12 -634.10 880509 Long 1 -475.13 374.04 -475.13 -634.10 880510 Long 1 -434.36 414.81 -434.36 -634.10 880511 Long 1 -176.01 673.16 -176.01 -634.10 880512 Long 1 -200.73 648.44 -200.73 -634.10 880513 Long 1 -217.19 631.98 -217.19 -634.10 880516 Long 1 -250.09 599.08 -250.09 -634.10 880517 Long 1 -401.70 447.47 -401.70 -634.10 880518 Long 1 -746.57 102.60 -746.57 -746.57 880519 Long 1 -629.44 219.73 -629.44 -746.57 880520 Long 1 -641.58 207.59 -641.58 -746.57 880523 Long 1 -625.39 223.78 -625.39 -746.57 880524 Long 1 -564.58 284.59 -564.58 -746.57 880525 Long 1 -613.24 235.93 -613.24 -746.57 880526 Long 1 -434.36 414.81 -434.36 -746.57 880527 Long 1 -475.13 374.04 -475.13 -746.57 880530 Long 1 -458.83 390.34 -458.83 -746.57 880531 Long 1 -237.76 611.41 -237.76 -746.57 0.00 880601 Long 1 -85.17 764.00 -85.17 -746.57 880602 Long 1 -159.52 689.65 -159.52 -746.57 880603 Long 1 -204.85 644.32 -204.85 -746.57 880606 Long 1 -180.13 669.04 -180.13 -746.57 880607 Long 1 -2.31 846.86 -2.31 -746.57 880608 Exit Long 1 50.00 899.17 0.00 -746.57 MFE = 50.00 MAE = -746.57 50.00 920204 Exit Short 1 50.00 949.17 0.00 -746.57 MFE = 50.00 MAE = 0.00 920206 Enter Short 1 -2.50 946.67 -2.50 -746.57 920207 Exit Short 1 50.00 999.17 0.00 -746.57 MFE = 50.00 MAE = -2.50 920211 Exit Short 1 50.00 1049.17 0.00 -746.57 MFE = 50.00 MAE = 0.00 920212 Enter Short 1 -26.87 1022.30 -26.87 -746.57 920213 Exit Short 1 52.41 1101.58 0.00 -746.57 MFE = 52.41 MAE = -26.87 920214 Exit Short 1 48.15 1149.72 0.00 -746.57 MFE = 48.15 MAE = 0.00 920217 Exit Short 1 50.00 1199.72 0.00 -746.57 MFE = 50.00 MAE = 0.00 920218 Exit Short 1 49.34 1249.06 0.00 -746.57 MFE = 49.34 MAE = 0.00 920221 Exit Short 1 50.00 1299.06 0.00 -746.57 MFE = 50.00 MAE = 0.00 920224 Exit Short 1 48.31 1347.37 0.00 -746.57 MFE = 48.31 MAE = 0.00 920225 Enter Short 1 -137.57 1209.80 -137.57 -746.57 920226 Short 1 -423.88 923.49 -423.88 -746.57 920227 Short 1 -423.88 923.49 -423.88 -746.57 920228 Short 1 -284.81 1062.56 -284.81 -746.57 448.20 920302 Short 1 -66.48 1280.89 -66.48 -746.57 920303 Exit Short 1 52.39 1399.76 0.00 -746.57 MFE = 52.39 MAE = -423.88 920304 Exit Short 1 53.04 1452.80 0.00 -746.57 MFE = 53.04 MAE = 0.00 920305 Exit Short 1 50.00 1502.80 0.00 -746.57 MFE = 50.00 MAE = 0.00 920306 Enter Short 1 -53.04 1449.76 -53.04 -746.57 920309 Short 1 -17.84 1484.96 -17.84 -746.57 920310 Exit Short 1 50.00 1552.80 0.00 -746.57 MFE = 50.00 MAE = -53.04 920311 Enter Short 1 -48.06 1504.74 -48.06 -746.57 920312 Short 1 13.09 1565.90 0.00 -746.57 920313 Exit Short 1 50.07 1602.87 0.00 -746.57 MFE = 50.07 MAE = -48.06 920316 Exit Short 1 50.00 1652.87 0.00 -746.57 MFE = 50.00 MAE = 0.00 920319 Exit Short 1 50.00 1702.87 0.00 -746.57 MFE = 50.00 MAE = 0.00 920320 Exit Short 1 52.55 1755.42 0.00 -746.57 MFE = 52.55 MAE = 0.00 920324 Exit Short 1 50.00 1805.42 0.00 -746.57 MFE = 50.00 MAE = 0.00 920325 Exit Short 1 50.00 1855.42 0.00 -746.57 MFE = 50.00 MAE = 0.00 920327 Enter Short 1 -81.04 1774.38 0.00 -746.57 920330 Short 1 16.12 1871.54 0.00 -746.57 920331 Short 1 -63.35 1792.07 -79.47 -746.57 508.06 920401 Exit Short 1 50.00 1905.42 0.00 -746.57 MFE = 50.00 MAE = -81.04 920402 Exit Short 1 50.00 1955.42 0.00 -746.57 MFE = 50.00 MAE = 0.00 920407 Enter Short 1 -55.00 1900.43 -55.00 -746.57 920408 Short 1 6.91 1962.34 0.00 -746.57 920409 Exit Short 1 50.00 2005.42 0.00 -746.57 MFE = 50.00 MAE = -55.00 920421 Exit Short 1 50.00 2055.42 0.00 -746.57 MFE = 50.00 MAE = 0.00 200.00 921013 Enter Short 1 -192.24 1863.19 -99.15 -746.57 921014 Exit Short 1 50.00 2105.42 0.00 -746.57 MFE = 50.00 MAE = -192.24 921015 Exit Short 1 52.57 2158.00 0.00 -746.57 MFE = 52.57 MAE = 0.00 921020 Enter Short 1 -312.37 1845.63 -312.37 -746.57 921021 Short 1 -255.41 1902.59 -255.41 -746.57 921022 Short 1 -194.52 1963.47 -194.52 -746.57 921023 Exit Short 1 50.00 2208.00 0.00 -746.57 MFE = 50.00 MAE = -312.37 921026 Exit Short 1 50.66 2258.65 0.00 -746.57 MFE = 50.66 MAE = 0.00 921027 Enter Short 1 -543.06 1715.59 -543.06 -746.57 921028 Short 1 -481.71 1776.94 -481.71 -746.57 921029 Short 1 -412.37 1846.28 -412.37 -746.57 921030 Short 1 -432.75 1825.90 -432.75 -746.57 203.23 921102 Short 1 -322.92 1935.74 -322.92 -746.57 921103 Short 1 -266.16 1992.50 -266.16 -746.57 921104 Short 1 -120.79 2137.86 -120.79 -746.57 921105 Short 1 15.74 2274.39 0.00 -746.57 921106 Exit Short 1 50.00 2308.65 0.00 -746.57 MFE = 50.00 MAE = -543.06 921109 Exit Short 1 51.89 2360.55 0.00 -746.57 MFE = 51.89 MAE = 0.00 921110 Exit Short 1 50.00 2410.55 0.00 -746.57 MFE = 50.00 MAE = 0.00 921111 Exit Short 1 49.36 2459.90 0.00 -746.57 MFE = 49.36 MAE = 0.00 921112 Enter Short 1 -209.20 2250.70 -23.69 -746.57 921113 Short 1 -71.97 2387.93 0.00 -746.57 921116 Exit Short 1 50.00 2509.90 0.00 -746.57 MFE = 50.00 MAE = -209.20 921117 Exit Short 1 52.50 2562.40 0.00 -746.57 MFE = 52.50 MAE = 0.00 921118 Exit Short 1 50.00 2612.40 0.00 -746.57 MFE = 50.00 MAE = 0.00 921120 Exit Short 1 50.00 2662.40 0.00 -746.57 MFE = 50.00 MAE = 0.00 921123 Exit Short 1 51.69 2714.09 0.00 -746.57 MFE = 51.69 MAE = 0.00 921124 Exit Short 1 50.18 2764.27 0.00 -746.57 MFE = 50.18 MAE = 0.00 921127 Exit Short 1 50.00 2814.27 0.00 -746.57 MFE = 50.00 MAE = 0.00 921130 Enter Short 1 26.43 2840.70 0.00 -746.57 555.62 921201 Exit Short 1 51.48 2865.75 0.00 -746.57 MFE = 51.48 MAE = 0.00 921202 Enter Short 1 -224.31 2641.44 -199.26 -746.57 921203 Short 1 -458.08 2407.66 -433.03 -746.57 921204 Short 1 -342.84 2522.91 -317.79 -746.57 921207 Short 1 -554.54 2311.21 -529.49 -746.57 921208 Short 1 -550.68 2315.07 -525.63 -746.57 921209 Short 1 -515.91 2349.84 -490.86 -746.57 921210 Short 1 -508.20 2357.55 -483.15 -746.57 921211 Short 1 -477.35 2388.40 -452.30 -746.57 921214 Short 1 -438.84 2426.91 -413.79 -746.57 921215 Short 1 -273.94 2591.81 -248.89 -746.57 921216 Short 1 -350.50 2515.25 -325.45 -746.57 921217 Short 1 -488.91 2376.84 -463.86 -746.57 921218 Short 1 -423.45 2442.29 -398.40 -746.57 921221 Short 1 -721.34 2144.41 -696.29 -746.57 921222 Short 1 -932.41 1933.33 -907.36 -907.36 921223 Short 1 -1003.18 1862.57 -978.13 -978.13 921224 Short 1 -983.50 1882.25 -958.45 -978.13 921225 Short 1 -971.70 1894.05 -946.65 -978.13 921228 Short 1 -924.56 1941.18 -899.52 -978.13 921229 Short 1 -768.09 2097.66 -743.04 -978.13 921230 Short 1 -663.03 2202.72 -637.98 -978.13 921231 Short 1 -573.88 2291.87 -548.83 -978.13 51.48 930104 Short 1 -178.59 2687.16 -153.54 -978.13 930105 Short 1 -377.35 2488.40 -352.30 -978.13 930106 Short 1 -247.21 2618.54 -222.16 -978.13 930107 Short 1 -239.57 2626.18 -214.52 -978.13 930108 Short 1 -144.35 2721.40 -119.30 -978.13 930111 Short 1 -323.68 2542.07 -298.63 -978.13 930112 Short 1 -331.34 2534.41 -306.29 -978.13 930113 Short 1 -266.30 2599.45 -241.25 -978.13 930114 Short 1 -273.94 2591.81 -248.89 -978.13 930115 Short 1 -174.78 2690.97 -149.73 -978.13 930118 Short 1 -362.00 2503.74 -336.96 -978.13 930119 Short 1 -300.71 2565.04 -275.66 -978.13 930120 Short 1 -178.59 2687.16 -153.54 -978.13 930121 Short 1 -26.78 2838.97 -1.73 -978.13 930122 Exit Short 1 50.00 2915.75 0.00 -978.13 MFE = 50.00 MAE = -1003.18 50.00 930914 Exit Short 1 50.00 2965.75 0.00 -978.13 MFE = 50.00 MAE = 0.00 930920 Exit Short 1 50.00 3015.75 0.00 -978.13 MFE = 50.00 MAE = 0.00 930921 Enter Short 1 -150.22 2865.53 -150.22 -978.13 930922 Short 1 -182.54 2833.21 -182.54 -978.13 930923 Short 1 -82.15 2933.60 -82.15 -978.13 930924 Short 1 -168.17 2847.58 -168.17 -978.13 930927 Exit Short 1 49.19 3064.94 0.00 -978.13 MFE = 49.19 MAE = -182.54 930929 Exit Short 1 50.00 3114.94 0.00 -978.13 MFE = 50.00 MAE = 0.00 930930 Exit Short 1 50.00 3164.94 0.00 -978.13 MFE = 50.00 MAE = 0.00 249.19 931001 Enter Short 1 -8.02 3156.91 -8.02 -978.13 931004 Exit Short 1 50.00 3214.94 0.00 -978.13 MFE = 50.00 MAE = -8.02 931012 Exit Short 1 50.00 3264.94 0.00 -978.13 MFE = 50.00 MAE = 0.00 931014 Enter Short 1 -159.24 3105.70 -159.24 -978.13 931015 Short 1 7.24 3272.18 0.00 -978.13 931018 Exit Short 1 63.28 3328.21 0.00 -978.13 MFE = 63.28 MAE = -159.24 931026 Exit Short 1 50.00 3378.21 0.00 -978.13 MFE = 50.00 MAE = 0.00 931027 Enter Short 1 -6.39 3371.82 0.00 -978.13 931028 Exit Short 1 50.00 3428.21 0.00 -978.13 MFE = 50.00 MAE = -6.39 263.28 940411 Exit Short 1 50.00 3478.21 0.00 -978.13 MFE = 50.00 MAE = 0.00 940414 Exit Short 1 50.00 3528.21 0.00 -978.13 MFE = 50.00 MAE = 0.00 940415 Exit Short 1 50.00 3578.21 0.00 -978.13 MFE = 50.00 MAE = 0.00 940418 Exit Short 1 50.00 3628.21 0.00 -978.13 MFE = 50.00 MAE = 0.00 940419 Enter Short 1 -181.53 3446.68 0.00 -978.13 940420 Short 1 -319.09 3309.12 -137.56 -978.13 940421 Short 1 -388.18 3240.03 -206.65 -978.13 940422 Short 1 -351.97 3276.25 -170.44 -978.13 940425 Short 1 -394.78 3233.43 -213.25 -978.13 940426 Short 1 -543.59 3084.62 -362.06 -978.13 940427 Short 1 -444.28 3183.94 -262.74 -978.13 940428 Short 1 -246.93 3381.28 -65.40 -978.13 940429 Short 1 -237.11 3391.10 -55.58 -978.13 200.00 940502 Short 1 -250.21 3378.01 -68.68 -978.13 940503 Short 1 -54.54 3573.67 0.00 -978.13 940504 Short 1 -64.28 3563.93 -9.75 -978.13 940505 Short 1 -165.21 3463.00 -110.67 -978.13 940506 Short 1 -260.03 3368.18 -205.49 -978.13 940509 Short 1 -246.93 3381.28 -192.39 -978.13 940510 Short 1 -365.13 3263.08 -310.59 -978.13 940511 Short 1 -282.98 3345.23 -228.45 -978.13 940512 Short 1 -286.26 3341.95 -231.72 -978.13 940513 Short 1 -378.30 3249.91 -323.76 -978.13 940516 Short 1 -450.88 3177.33 -396.34 -978.13 940517 Short 1 -427.76 3200.45 -373.22 -978.13 940518 Short 1 -497.19 3131.03 -442.65 -978.13 940519 Short 1 -490.57 3137.64 -436.03 -978.13 940520 Short 1 -322.38 3305.84 -267.84 -978.13 940523 Short 1 -460.80 3167.41 -406.26 -978.13 940524 Short 1 -358.55 3269.67 -304.01 -978.13 940525 Short 1 -210.94 3417.27 -156.40 -978.13 940526 Short 1 -87.03 3541.18 -32.50 -978.13 940527 Short 1 -83.78 3544.43 -29.24 -978.13 940530 Short 1 -132.60 3495.61 -78.06 -978.13 940531 Short 1 -204.40 3423.81 -149.86 -978.13 0.00 940601 Short 1 -106.55 3521.66 -52.01 -978.13 940602 Short 1 -116.32 3511.89 -61.78 -978.13 940603 Exit Short 1 -387.50 3240.71 -387.50 -978.13 MFE = 0.00 MAE = -543.59 -387.50 950109 Exit Short 1 50.00 3290.71 -337.50 -978.13 MFE = 50.00 MAE = 0.00 950110 Exit Short 1 48.45 3339.16 -289.05 -978.13 MFE = 48.45 MAE = 0.00 950111 Enter Short 1 -94.80 3244.36 -329.31 -978.13 950112 Exit Short 1 50.00 3389.16 -184.51 -978.13 MFE = 50.00 MAE = -94.80 950117 Exit Short 1 50.00 3439.16 -134.51 -978.13 MFE = 50.00 MAE = 0.00 950118 Exit Short 1 50.00 3489.16 -84.51 -978.13 MFE = 50.00 MAE = 0.00 950119 Enter Short 1 -9.28 3479.88 -93.80 -978.13 950120 Short 1 -52.47 3436.69 -136.98 -978.13 950123 Short 1 -198.06 3291.10 -282.57 -978.13 950124 Short 1 -310.22 3178.94 -394.74 -978.13 950125 Short 1 -404.14 3085.02 -488.65 -978.13 950126 Short 1 -300.85 3188.31 -385.36 -978.13 950127 Short 1 -313.35 3175.81 -397.86 -978.13 950130 Short 1 -170.10 3319.06 -254.61 -978.13 950131 Short 1 -545.76 2943.40 -630.27 -978.13 248.45 950201 Short 1 -545.76 2943.40 -630.27 -978.13 950202 Short 1 -599.49 2889.67 -684.00 -978.13 950203 Short 1 -761.48 2727.68 -845.99 -978.13 950206 Short 1 -889.36 2599.80 -973.87 -978.13 950207 Short 1 -895.77 2593.39 -980.29 -980.29 950208 Short 1 -908.61 2580.55 -993.12 -993.12 950209 Short 1 -831.72 2657.44 -916.24 -993.12 950210 Short 1 -716.90 2772.26 -801.41 -993.12 950213 Short 1 -735.99 2753.17 -820.50 -993.12 950214 Short 1 -720.08 2769.08 -804.59 -993.12 950215 Short 1 -669.22 2819.94 -753.74 -993.12 950216 Short 1 -372.79 3116.37 -457.30 -993.12 950217 Short 1 -685.10 2804.06 -769.61 -993.12 950220 Short 1 -640.67 2848.49 -725.18 -993.12 950221 Short 1 -726.44 2762.72 -810.96 -993.12 950222 Short 1 -911.82 2577.34 -996.33 -996.33 950223 Short 1 -998.64 2490.52 -1083.15 -1083.15 950224 Short 1 -1082.56 2406.60 -1167.07 -1167.07 950227 Short 1 -1034.10 2455.06 -1118.62 -1167.07 950228 Short 1 -1105.21 2383.95 -1189.72 -1189.72 0.00 950301 Short 1 -854.12 2635.04 -938.63 -1189.72 950302 Short 1 -647.01 2842.15 -731.52 -1189.72 950303 Short 1 -561.54 2927.62 -646.06 -1189.72 950306 Short 1 -254.07 3235.09 -338.58 -1189.72 950307 Short 1 -310.22 3178.94 -394.74 -1189.72 950308 Short 1 -372.79 3116.37 -457.30 -1189.72 950309 Short 1 -539.44 2949.72 -623.95 -1189.72 950310 Short 1 -533.13 2956.03 -617.64 -1189.72 950313 Short 1 -310.22 3178.94 -394.74 -1189.72 950314 Short 1 -357.13 3132.03 -441.64 -1189.72 950315 Short 1 -404.14 3085.02 -488.65 -1189.72 950316 Short 1 -325.85 3163.31 -410.36 -1189.72 950317 Short 1 -413.55 3075.61 -498.06 -1189.72 950320 Short 1 -545.76 2943.40 -630.27 -1189.72 950321 Short 1 -697.82 2791.35 -782.33 -1189.72 950322 Short 1 -688.28 2800.88 -772.79 -1189.72 950323 Short 1 -577.35 2911.81 -661.86 -1189.72 950324 Short 1 -751.92 2737.24 -836.43 -1189.72 950327 Short 1 -793.38 2695.78 -877.90 -1189.72 950328 Short 1 -694.63 2794.53 -779.15 -1189.72 950329 Short 1 -656.53 2832.63 -741.04 -1189.72 950330 Short 1 -806.15 2683.01 -890.67 -1189.72 950331 Short 1 -777.42 2711.74 -861.94 -1189.72 0.00 950403 Short 1 -799.77 2689.40 -884.28 -1189.72 950404 Exit Short 1 -1081.25 2407.91 -1165.76 -1189.72 MFE = 0.00 MAE = -1105.21 -1081.25 970508 Enter Short 1 12.20 2420.11 -1153.56 -1189.72 970509 Exit Short 1 50.00 2457.91 -1115.76 -1189.72 MFE = 50.00 MAE = 0.00 50.00 980115 Enter Short 1 -38.83 2419.08 -1154.60 -1189.72 980116 Short 1 -2.47 2455.44 -1118.23 -1189.72 980119 Short 1 24.76 2482.67 -1091.00 -1189.72 980120 Exit Short 1 50.00 2507.91 -1065.76 -1189.72 MFE = 50.00 MAE = -38.83 980121 Enter Short 1 25.66 2533.57 -1040.10 -1189.72 980122 Exit Short 1 50.00 2557.91 -1015.76 -1189.72 MFE = 50.00 MAE = 0.00 980123 Enter Short 1 -86.16 2471.75 -1101.93 -1189.72 980126 Short 1 -184.09 2373.82 -1199.86 -1199.86 980127 Short 1 -9.32 2548.59 -1025.08 -1199.86 980128 Exit Short 1 50.00 2607.91 -965.76 -1199.86 MFE = 50.00 MAE = -184.09 980129 Exit Short 1 50.00 2657.91 -915.76 -1199.86 MFE = 50.00 MAE = 0.00 200.00 980729 Enter Short 1 -33.93 2623.98 -949.69 -1199.86 980730 Short 1 -25.66 2632.25 -941.42 -1199.86 980731 Exit Short 1 50.00 2707.91 -865.76 -1199.86 MFE = 50.00 MAE = -33.93 50.00 980803 Exit Short 1 50.00 2757.91 -815.76 -1199.86 MFE = 50.00 MAE = 0.00 980806 Exit Short 1 50.00 2807.91 -765.76 -1199.86 MFE = 50.00 MAE = 0.00 980807 Exit Short 1 50.00 2857.91 -715.76 -1199.86 MFE = 50.00 MAE = 0.00 980813 Enter Short 1 -70.49 2787.42 -786.25 -1199.86 980814 Short 1 -124.74 2733.17 -840.50 -1199.86 980817 Exit Short 1 50.00 2907.91 -665.76 -1199.86 MFE = 50.00 MAE = -124.74 980818 Exit Short 1 48.70 2956.61 -617.06 -1199.86 MFE = 48.70 MAE = 0.00 980819 Exit Short 1 50.00 3006.61 -567.06 -1199.86 MFE = 50.00 MAE = 0.00 980820 Enter Short 1 -72.16 2934.45 -639.23 -1199.86 980821 Exit Short 1 50.00 3056.61 -517.06 -1199.86 MFE = 50.00 MAE = -72.16 980824 Exit Short 1 51.83 3108.44 -465.23 -1199.86 MFE = 51.83 MAE = 0.00 980825 Enter Short 1 -11.11 3097.33 -476.35 -1199.86 980826 Exit Short 1 50.00 3158.44 -415.23 -1199.86 MFE = 50.00 MAE = -11.11 980827 Exit Short 1 49.75 3208.19 -365.49 -1199.86 MFE = 49.75 MAE = 0.00 980828 Exit Short 1 52.00 3260.19 -313.49 -1199.86 MFE = 52.00 MAE = 0.00 980831 Exit Short 1 50.00 3310.19 -263.49 -1199.86 MFE = 50.00 MAE = 0.00 602.28 980901 Enter Short 1 -390.18 2920.01 -653.66 -1199.86 980902 Short 1 -669.46 2640.73 -932.94 -1199.86 980903 Short 1 -790.71 2519.48 -1054.20 -1199.86 980904 Short 1 -1210.09 2100.10 -1473.58 -1473.58 980907 Short 1 -1210.09 2100.10 -1473.58 -1473.58 980908 Short 1 -1312.90 1997.29 -1576.39 -1576.39 980909 Short 1 -1191.21 2118.98 -1454.70 -1576.39 980910 Short 1 -1399.88 1910.31 -1663.36 -1663.36 980911 Short 1 -1416.23 1893.96 -1679.71 -1679.71 980914 Short 1 -1679.58 1630.60 -1943.07 -1943.07 980915 Short 1 -1765.35 1544.84 -2028.83 -2028.83 980916 Short 1 -1476.29 1833.90 -1739.77 -2028.83 980917 Short 1 -1022.04 2288.14 -1285.53 -2028.83 980918 Short 1 -1083.64 2226.54 -1347.13 -2028.83 980921 Short 1 -1059.51 2250.67 -1323.00 -2028.83 980922 Short 1 -1000.66 2309.53 -1264.15 -2028.83 980923 Short 1 -1340.04 1970.14 -1603.53 -2028.83 980924 Short 1 -1489.96 1820.23 -1753.45 -2028.83 980925 Short 1 -1448.96 1861.22 -1712.45 -2028.83 980928 Short 1 -1536.52 1773.67 -1800.00 -2028.83 980929 Short 1 -1572.19 1738.00 -1835.68 -2028.83 980930 Short 1 -957.97 2352.22 -1221.45 -2028.83 0.00 981001 Short 1 -483.71 2826.48 -747.19 -2028.83 981002 Short 1 -593.38 2716.80 -856.87 -2028.83 981005 Short 1 -312.57 2997.62 -576.05 -2028.83 981006 Short 1 -559.37 2750.82 -822.86 -2028.83 981007 Short 1 -1196.60 2113.58 -1460.09 -2028.83 981008 Short 1 -606.48 2703.71 -869.96 -2028.83 981009 Short 1 -729.99 2580.19 -993.48 -2028.83 981012 Short 1 -729.99 2580.19 -993.48 -2028.83 981013 Short 1 -468.09 2842.10 -731.58 -2028.83 981014 Short 1 -677.34 2632.85 -940.83 -2028.83 981015 Short 1 -743.18 2567.01 -1006.67 -2028.83 981016 Short 1 -624.82 2685.36 -888.31 -2028.83 981019 Short 1 -632.70 2677.49 -896.18 -2028.83 981020 Short 1 -780.14 2530.05 -1043.62 -2028.83 981021 Short 1 -559.37 2750.82 -822.86 -2028.83 981022 Short 1 -648.44 2661.74 -911.93 -2028.83 981023 Short 1 -611.72 2698.47 -875.20 -2028.83 981026 Short 1 -743.18 2567.01 -1006.67 -2028.83 981027 Short 1 -603.86 2706.33 -867.34 -2028.83 981028 Short 1 -737.90 2572.29 -1001.39 -2028.83 981029 Short 1 -525.42 2784.77 -788.90 -2028.83 981030 Short 1 -637.94 2672.25 -901.43 -2028.83 0.00 981102 Short 1 -912.70 2397.49 -1176.19 -2028.83 981103 Short 1 -1164.26 2145.92 -1427.75 -2028.83 981104 Short 1 -1329.18 1981.01 -1592.67 -2028.83 981105 Short 1 -1142.73 2167.45 -1406.22 -2028.83 981106 Short 1 -936.65 2373.53 -1200.14 -2028.83 981109 Short 1 -856.92 2453.27 -1120.41 -2028.83 981110 Short 1 -632.70 2677.49 -896.18 -2028.83 981111 Short 1 -624.82 2685.36 -888.31 -2028.83 981112 Short 1 -559.37 2750.82 -822.86 -2028.83 981113 Short 1 -470.69 2839.49 -734.18 -2028.83 981116 Short 1 -429.09 2881.09 -692.58 -2028.83 981117 Short 1 -520.20 2789.98 -783.69 -2028.83 981118 Short 1 -400.55 2909.64 -664.04 -2028.83 981119 Short 1 -504.55 2805.63 -768.04 -2028.83 981120 Short 1 -533.25 2776.94 -796.73 -2028.83 981123 Short 1 -483.71 2826.48 -747.19 -2028.83 981124 Short 1 -468.09 2842.10 -731.58 -2028.83 981125 Exit Short 1 -746.56 2563.63 -1010.04 -2028.83 MFE = 0.00 MAE = -1765.35 001129 Exit Short 1 50.00 2613.63 -960.04 -2028.83 MFE = 50.00 MAE = 0.00 001130 Enter Short 1 -216.05 2397.58 -1176.10 -2028.83 -696.56 001201 Exit Short 1 50.00 2663.63 -910.04 -2028.83 MFE = 50.00 MAE = -216.05 001204 Exit Short 1 50.31 2713.95 -859.73 -2028.83 MFE = 50.31 MAE = 0.00 001218 Exit Short 1 50.00 2763.95 -809.73 -2028.83 MFE = 50.00 MAE = 0.00 150.31 010418 Exit Short 1 50.27 2814.22 -759.45 -2028.83 MFE = 50.27 MAE = 0.00 50.27 020708 Exit Long 1 50.00 2864.22 -709.45 -2028.83 MFE = 50.00 MAE = 0.00 020709 Exit Long 1 50.00 2914.22 -659.45 -2028.83 MFE = 50.00 MAE = 0.00 020719 Enter Long 1 -141.26 2772.96 -800.71 -2028.83 020722 Exit Long 1 -687.50 2226.72 -1346.95 -2028.83 MFE = 0.00 MAE = -687.50 -587.50 030304 Exit Long 1 50.00 2276.72 -1296.95 -2028.83 MFE = 50.00 MAE = 0.00 030305 Exit Long 1 50.00 2326.72 -1246.95 -2028.83 MFE = 50.00 MAE = 0.00 030307 Exit Long 1 50.00 2376.72 -1196.95 -2028.83 MFE = 50.00 MAE = 0.00 030310 Enter Long 1 -32.07 2344.65 -1229.02 -2028.83 030311 Exit Long 1 50.00 2426.72 -1146.95 -2028.83 MFE = 50.00 MAE = -32.07 030314 Exit Long 1 50.00 2476.72 -1096.95 -2028.83 MFE = 50.00 MAE = 0.00 030317 Exit Long 1 46.98 2523.70 -1049.98 -2028.83 MFE = 46.98 MAE = 0.00 030318 Enter Long 1 -22.88 2500.82 -1072.85 -2028.83 030319 Long 1 -265.92 2257.78 -1315.90 -2028.83 030320 Long 1 -248.85 2274.84 -1298.83 -2028.83 030321 Long 1 -573.54 1950.15 -1623.52 -2028.83 030324 Long 1 -200.43 2323.27 -1250.41 -2028.83 030325 Long 1 -88.92 2434.78 -1138.89 -2028.83 030326 Exit Long 1 50.00 2573.70 -999.98 -2028.83 MFE = 50.00 MAE = -573.54 030327 Exit Long 1 52.52 2626.21 -947.46 -2028.83 MFE = 52.52 MAE = 0.00 030328 Enter Long 1 -278.74 2347.47 -1226.20 -2028.83 030331 Long 1 -163.02 2463.20 -1110.48 -2028.83 399.49 030401 Long 1 -321.98 2304.24 -1269.43 -2028.83 030402 Long 1 -220.96 2405.26 -1168.42 -2028.83 030403 Long 1 -347.88 2278.34 -1295.33 -2028.83 030404 Long 1 -298.93 2327.29 -1246.39 -2028.83 030407 Long 1 -451.16 2175.06 -1398.61 -2028.83 030408 Long 1 -174.62 2451.60 -1122.07 -2028.83 030409 Long 1 -119.46 2506.76 -1066.92 -2028.83 030410 Exit Long 1 50.00 2676.21 -897.46 -2028.83 MFE = 50.00 MAE = -451.16 030411 Exit Long 1 52.96 2729.18 -844.49 -2028.83 MFE = 52.96 MAE = 0.00 030415 Exit Long 1 50.00 2779.18 -794.49 -2028.83 MFE = 50.00 MAE = 0.00 030416 Exit Long 1 48.35 2827.53 -746.15 -2028.83 MFE = 48.35 MAE = 0.00 030417 Enter Long 1 -7.19 2820.33 -753.34 -2028.83 030418 Exit Long 1 50.00 2877.53 -696.15 -2028.83 MFE = 50.00 MAE = -7.19 030421 Enter Long 1 -161.50 2716.03 -857.65 -2028.83 030422 Exit Long 1 50.00 2927.53 -646.15 -2028.83 MFE = 50.00 MAE = -161.50 030423 Enter Long 1 -110.16 2817.36 -756.31 -2028.83 030424 Long 1 -290.56 2636.97 -936.70 -2028.83 030425 Long 1 8.96 2936.49 -637.19 -2028.83 030428 Exit Long 1 50.94 2978.47 -595.21 -2028.83 MFE = 50.94 MAE = -290.56 030429 Exit Long 1 50.00 3028.47 -545.21 -2028.83 MFE = 50.00 MAE = 0.00 030430 Exit Long 1 51.41 3079.87 -493.80 -2028.83 MFE = 51.41 MAE = 0.00 453.66 030501 Exit Long 1 46.90 3126.78 -446.90 -2028.83 MFE = 46.90 MAE = 0.00 030502 Exit Long 1 50.00 3176.78 -396.90 -2028.83 MFE = 50.00 MAE = 0.00 030505 Exit Long 1 50.00 3226.78 -346.90 -2028.83 MFE = 50.00 MAE = 0.00 030506 Exit Long 1 50.00 3276.78 -296.90 -2028.83 MFE = 50.00 MAE = 0.00 030507 Exit Long 1 51.75 3328.52 -245.15 -2028.83 MFE = 51.75 MAE = 0.00 030509 Exit Long 1 50.00 3378.52 -195.15 -2028.83 MFE = 50.00 MAE = 0.00 030512 Exit Long 1 48.69 3427.22 -146.46 -2028.83 MFE = 48.69 MAE = 0.00 030513 Enter Long 1 -35.72 3391.50 -182.17 -2028.83 030514 Exit Long 1 50.00 3477.22 -96.46 -2028.83 MFE = 50.00 MAE = -35.72 030515 Enter Long 1 -240.18 3237.03 -336.64 -2028.83 030516 Exit Long 1 50.98 3528.19 -45.48 -2028.83 MFE = 50.98 MAE = -240.18 030519 Exit Long 1 48.42 3576.61 0.00 -2028.83 MFE = 48.42 MAE = 0.00 030520 Exit Long 1 50.00 3626.61 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030521 Exit Long 1 49.70 3676.31 0.00 -2028.83 MFE = 49.70 MAE = 0.00 030526 Enter Long 1 -9.72 3666.59 -9.72 -2028.83 030527 Exit Long 1 50.00 3726.31 0.00 -2028.83 MFE = 50.00 MAE = -9.72 030529 Exit Long 1 50.00 3776.31 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030530 Exit Long 1 49.77 3826.08 0.00 -2028.83 MFE = 49.77 MAE = 0.00 746.21 030603 Exit Long 1 48.31 3874.39 0.00 -2028.83 MFE = 48.31 MAE = 0.00 030604 Exit Long 1 51.46 3925.85 0.00 -2028.83 MFE = 51.46 MAE = 0.00 030605 Exit Long 1 50.00 3975.85 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030606 Enter Long 1 -548.72 3427.13 -548.72 -2028.83 030609 Long 1 -565.66 3410.19 -565.66 -2028.83 030610 Long 1 -673.77 3302.08 -673.77 -2028.83 030611 Long 1 -303.40 3672.45 -303.40 -2028.83 030612 Long 1 -265.69 3710.16 -265.69 -2028.83 030613 Exit Long 1 52.72 4028.57 0.00 -2028.83 MFE = 52.72 MAE = -673.77 030616 Exit Long 1 52.71 4081.28 0.00 -2028.83 MFE = 52.71 MAE = 0.00 030618 Exit Long 1 51.54 4132.82 0.00 -2028.83 MFE = 51.54 MAE = 0.00 030619 Exit Long 1 49.06 4181.88 0.00 -2028.83 MFE = 49.06 MAE = 0.00 030620 Enter Long 1 -622.50 3559.38 -622.50 -2028.83 030623 Long 1 -588.69 3593.19 -588.69 -2028.83 030624 Long 1 -598.83 3583.05 -598.83 -2028.83 030625 Exit Long 1 50.00 4231.88 0.00 -2028.83 MFE = 50.00 MAE = -622.50 030626 Exit Long 1 50.00 4281.88 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030627 Exit Long 1 50.00 4331.88 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030630 Enter Long 1 -24.09 4307.79 -24.09 -2028.83 505.80 030701 Exit Long 1 51.87 4383.75 0.00 -2028.83 MFE = 51.87 MAE = -24.09 030702 Exit Long 1 50.00 4433.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030703 Exit Long 1 47.50 4481.25 0.00 -2028.83 MFE = 47.50 MAE = 0.00 030711 Exit Long 1 50.00 4531.25 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030714 Exit Long 1 50.00 4581.25 0.00 -2028.83 MFE = 50.00 MAE = 0.00 030715 Enter Long 1 -619.13 3962.12 -619.13 -2028.83 030716 Long 1 -538.32 4042.93 -538.32 -2028.83 030717 Long 1 -802.28 3778.96 -802.28 -2028.83 030718 Long 1 -1110.56 3470.69 -1110.56 -2028.83 030721 Long 1 -1034.68 3546.57 -1034.68 -2028.83 030722 Long 1 -1383.47 3197.78 -1383.47 -2028.83 030723 Long 1 -815.08 3766.17 -815.08 -2028.83 030724 Long 1 -776.66 3804.58 -776.66 -2028.83 030725 Long 1 -248.27 4332.98 -248.27 -2028.83 030728 Long 1 -392.13 4189.12 -392.13 -2028.83 030729 Long 1 -434.46 4146.79 -434.46 -2028.83 030730 Long 1 -885.33 3695.92 -885.33 -2028.83 030731 Long 1 -1006.16 3575.09 -1006.16 -2028.83 249.37 030801 Long 1 -840.65 3740.60 -840.65 -2028.83 030804 Long 1 -1018.84 3562.41 -1018.84 -2028.83 030805 Long 1 -949.01 3632.24 -949.01 -2028.83 030806 Long 1 -1031.51 3549.73 -1031.51 -2028.83 030807 Long 1 -619.13 3962.12 -619.13 -2028.83 030808 Long 1 -602.98 3978.26 -602.98 -2028.83 030811 Long 1 -241.71 4339.54 -241.71 -2028.83 030812 Long 1 -375.83 4205.42 -375.83 -2028.83 030813 Long 1 -205.59 4375.66 -205.59 -2028.83 030814 Long 1 -670.69 3910.56 -670.69 -2028.83 030815 Long 1 -450.72 4130.53 -450.72 -2028.83 030818 Long 1 -628.80 3952.45 -628.80 -2028.83 030819 Long 1 -754.23 3827.02 -754.23 -2028.83 030820 Long 1 -961.72 3619.53 -961.72 -2028.83 030821 Long 1 -1075.82 3505.43 -1075.82 -2028.83 030822 Long 1 -917.19 3664.05 -917.19 -2028.83 030825 Long 1 -917.19 3664.05 -917.19 -2028.83 030826 Long 1 -673.91 3907.34 -673.91 -2028.83 030827 Long 1 -929.92 3651.32 -929.92 -2028.83 030828 Long 1 -699.64 3881.61 -699.64 -2028.83 030829 Long 1 -453.97 4127.28 -453.97 -2028.83 0.00 030901 Long 1 -222.02 4359.23 -222.02 -2028.83 030902 Long 1 -512.40 4068.85 -512.40 -2028.83 030903 Long 1 -222.02 4359.23 -222.02 -2028.83 030904 Exit Long 1 50.00 4631.25 0.00 -2028.83 MFE = 50.00 MAE = -1383.47 50.00 031029 Exit Long 1 50.00 4681.25 0.00 -2028.83 MFE = 50.00 MAE = 0.00 031030 Exit Long 1 50.00 4731.25 0.00 -2028.83 MFE = 50.00 MAE = 0.00 100.00 031105 Enter Long 1 -165.61 4565.64 -165.61 -2028.83 031106 Long 1 -343.99 4387.26 -343.99 -2028.83 031107 Exit Long 1 52.34 4783.59 0.00 -2028.83 MFE = 52.34 MAE = -343.99 031110 Exit Long 1 50.85 4834.44 0.00 -2028.83 MFE = 50.85 MAE = 0.00 031111 Exit Long 1 50.00 4884.44 0.00 -2028.83 MFE = 50.00 MAE = 0.00 031112 Exit Long 1 50.00 4934.44 0.00 -2028.83 MFE = 50.00 MAE = 0.00 031113 Exit Long 1 50.00 4984.44 0.00 -2028.83 MFE = 50.00 MAE = 0.00 031114 Enter Long 1 -222.72 4761.71 -222.72 -2028.83 031117 Long 1 -566.44 4418.00 -566.44 -2028.83 031118 Long 1 -108.28 4876.16 -108.28 -2028.83 031119 Long 1 -321.95 4662.48 -321.95 -2028.83 031120 Long 1 -185.87 4798.57 -185.87 -2028.83 031121 Long 1 -207.99 4776.45 -207.99 -2028.83 031124 Long 1 -837.16 4147.27 -837.16 -2028.83 031125 Long 1 -591.84 4392.60 -591.84 -2028.83 031126 Long 1 -255.85 4728.59 -255.85 -2028.83 031127 Long 1 -391.54 4592.90 -391.54 -2028.83 031128 Exit Long 1 50.00 5034.44 0.00 -2028.83 MFE = 50.00 MAE = -837.16 303.19 031201 Enter Long 1 -174.60 4859.84 -174.60 -2028.83 031202 Exit Long 1 50.00 5084.44 0.00 -2028.83 MFE = 50.00 MAE = -174.60 031203 Exit Long 1 49.19 5133.63 0.00 -2028.83 MFE = 49.19 MAE = 0.00 031205 Exit Long 1 50.00 5183.63 0.00 -2028.83 MFE = 50.00 MAE = 0.00 031208 Exit Long 1 51.42 5235.05 0.00 -2028.83 MFE = 51.42 MAE = 0.00 031209 Enter Long 1 -378.97 4856.08 -378.97 -2028.83 031210 Long 1 -316.83 4918.22 -316.83 -2028.83 031211 Long 1 -708.86 4526.20 -708.86 -2028.83 031212 Long 1 -680.04 4555.01 -680.04 -2028.83 031215 Long 1 -546.30 4688.76 -546.30 -2028.83 031216 Long 1 -1030.66 4204.39 -1030.66 -2028.83 031217 Long 1 -1034.22 4200.84 -1034.22 -2028.83 031218 Long 1 -1168.76 4066.29 -1168.76 -2028.83 031219 Long 1 -1459.99 3775.06 -1459.99 -2028.83 031222 Long 1 -1119.28 4115.77 -1119.28 -2028.83 031223 Long 1 -795.10 4439.95 -795.10 -2028.83 031224 Long 1 -408.15 4826.90 -408.15 -2028.83 031226 Long 1 -346.09 4888.96 -346.09 -2028.83 031229 Long 1 -462.78 4772.27 -462.78 -2028.83 031230 Exit Long 1 50.17 5285.22 0.00 -2028.83 MFE = 50.17 MAE = -1459.99 250.78 040601 Exit Short 1 50.00 5335.22 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040604 Enter Short 1 -459.80 4875.41 -459.80 -2028.83 040607 Short 1 -586.91 4748.31 -586.91 -2028.83 040608 Short 1 -555.92 4779.29 -555.92 -2028.83 040609 Short 1 -190.74 5144.48 -190.74 -2028.83 040610 Short 1 -109.62 5225.60 -109.62 -2028.83 040611 Exit Short 1 50.00 5385.22 0.00 -2028.83 MFE = 50.00 MAE = -586.91 100.00 040813 Exit Long 1 50.00 5435.22 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040816 Exit Long 1 48.93 5484.15 0.00 -2028.83 MFE = 48.93 MAE = 0.00 040817 Enter Long 1 -111.19 5372.96 -111.19 -2028.83 040818 Long 1 -67.20 5416.95 -67.20 -2028.83 040819 Exit Long 1 50.00 5534.15 0.00 -2028.83 MFE = 50.00 MAE = -111.19 040820 Enter Long 1 -50.37 5483.78 -50.37 -2028.83 040823 Long 1 -433.28 5100.87 -433.28 -2028.83 040824 Long 1 -367.44 5166.71 -367.44 -2028.83 040825 Long 1 -319.78 5214.37 -319.78 -2028.83 040826 Long 1 -433.28 5100.87 -433.28 -2028.83 040827 Long 1 -662.28 4871.87 -662.28 -2028.83 040830 Long 1 -810.15 4724.00 -810.15 -2028.83 040831 Long 1 -578.94 4955.21 -578.94 -2028.83 148.93 040901 Long 1 -385.75 5148.40 -385.75 -2028.83 040902 Long 1 -113.38 5420.77 -113.38 -2028.83 040903 Long 1 -117.08 5417.07 -117.08 -2028.83 040906 Long 1 -80.04 5454.11 -80.04 -2028.83 040907 Exit Long 1 50.00 5584.15 0.00 -2028.83 MFE = 50.00 MAE = -810.15 040908 Enter Long 1 -105.43 5478.72 -105.43 -2028.83 040909 Long 1 -15.09 5569.06 -15.09 -2028.83 040910 Exit Long 1 49.95 5634.10 0.00 -2028.83 MFE = 49.95 MAE = -105.43 040914 Exit Long 1 50.00 5684.10 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040915 Enter Long 1 -137.84 5546.27 -137.84 -2028.83 040916 Exit Long 1 52.75 5736.85 0.00 -2028.83 MFE = 52.75 MAE = -137.84 040917 Enter Long 1 -267.94 5468.91 -267.94 -2028.83 040920 Long 1 -152.58 5584.27 -152.58 -2028.83 040921 Exit Long 1 50.00 5786.85 0.00 -2028.83 MFE = 50.00 MAE = -267.94 040922 Exit Long 1 50.00 5836.85 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040923 Exit Long 1 46.96 5883.81 0.00 -2028.83 MFE = 46.96 MAE = 0.00 040924 Exit Long 1 50.00 5933.81 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040927 Enter Long 1 23.63 5957.44 0.00 -2028.83 040928 Exit Long 1 50.00 5983.81 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040929 Exit Long 1 50.00 6033.81 0.00 -2028.83 MFE = 50.00 MAE = 0.00 040930 Exit Long 1 50.00 6083.81 0.00 -2028.83 MFE = 50.00 MAE = 0.00 549.66 041001 Enter Long 1 -58.87 6024.93 0.00 -2028.83 041004 Long 1 -432.41 5651.40 -373.53 -2028.83 041005 Long 1 3.93 6087.74 0.00 -2028.83 041006 Exit Long 1 52.59 6136.40 0.00 -2028.83 MFE = 52.59 MAE = -432.41 041007 Exit Long 1 47.23 6183.64 0.00 -2028.83 MFE = 47.23 MAE = 0.00 041008 Exit Long 1 50.00 6233.64 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041011 Enter Long 1 -183.03 6050.61 -37.13 -2028.83 041012 Long 1 -222.64 6010.99 -76.74 -2028.83 041013 Long 1 -266.14 5967.49 -120.24 -2028.83 041014 Long 1 -139.39 6094.25 0.00 -2028.83 041015 Long 1 -51.86 6181.78 0.00 -2028.83 041018 Long 1 -198.88 6034.75 -147.02 -2028.83 041019 Long 1 -258.24 5975.40 -206.38 -2028.83 041020 Exit Long 1 52.47 6286.11 0.00 -2028.83 MFE = 52.47 MAE = -266.14 041021 Exit Long 1 48.79 6334.90 0.00 -2028.83 MFE = 48.79 MAE = 0.00 041022 Exit Long 1 50.00 6384.90 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041025 Exit Long 1 52.40 6437.30 0.00 -2028.83 MFE = 52.40 MAE = 0.00 041026 Exit Long 1 50.00 6487.30 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041027 Exit Long 1 50.00 6537.30 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041028 Exit Long 1 50.00 6587.30 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041029 Exit Long 1 50.00 6637.30 0.00 -2028.83 MFE = 50.00 MAE = 0.00 553.49 041101 Enter Long 1 -155.21 6482.09 -155.21 -2028.83 041102 Long 1 -267.87 6369.43 -267.87 -2028.83 041103 Exit Long 1 51.30 6688.60 0.00 -2028.83 MFE = 51.30 MAE = -267.87 041104 Exit Long 1 52.08 6740.68 0.00 -2028.83 MFE = 52.08 MAE = 0.00 041105 Exit Long 1 50.00 6790.68 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041108 Exit Long 1 50.62 6841.30 0.00 -2028.83 MFE = 50.62 MAE = 0.00 041110 Enter Long 1 -63.12 6778.18 -63.12 -2028.83 041111 Long 1 -124.33 6716.96 -124.33 -2028.83 041112 Exit Long 1 50.00 6891.30 0.00 -2028.83 MFE = 50.00 MAE = -124.33 041115 Enter Long 1 -315.78 6575.51 -315.78 -2028.83 041116 Exit Long 1 50.00 6941.30 0.00 -2028.83 MFE = 50.00 MAE = -315.78 041117 Exit Long 1 51.87 6993.17 0.00 -2028.83 MFE = 51.87 MAE = 0.00 041118 Enter Long 1 -684.77 6308.40 -684.77 -2028.83 041119 Long 1 -124.90 6868.27 -124.90 -2028.83 041122 Exit Long 1 50.00 7043.17 0.00 -2028.83 MFE = 50.00 MAE = -684.77 041123 Enter Long 1 -88.91 6954.26 -88.91 -2028.83 041124 Exit Long 1 50.28 7093.45 0.00 -2028.83 MFE = 50.28 MAE = -88.91 041125 Exit Long 1 49.72 7143.17 0.00 -2028.83 MFE = 49.72 MAE = 0.00 041126 Exit Long 1 50.00 7193.17 0.00 -2028.83 MFE = 50.00 MAE = 0.00 555.87 041201 Exit Long 1 50.00 7243.17 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041202 Exit Long 1 51.25 7294.41 0.00 -2028.83 MFE = 51.25 MAE = 0.00 041206 Exit Long 1 49.51 7343.93 0.00 -2028.83 MFE = 49.51 MAE = 0.00 041207 Exit Long 1 50.00 7393.93 0.00 -2028.83 MFE = 50.00 MAE = 0.00 041209 Enter Long 1 -257.22 7136.70 -257.22 -2028.83 041210 Long 1 -461.99 6931.94 -461.99 -2028.83 041213 Long 1 -574.12 6819.81 -574.12 -2028.83 041214 Long 1 -846.16 6547.77 -846.16 -2028.83 041215 Long 1 -486.95 6906.98 -486.95 -2028.83 041216 Long 1 -809.24 6584.69 -809.24 -2028.83 041217 Long 1 -528.50 6865.43 -528.50 -2028.83 041220 Long 1 -619.66 6774.26 -619.66 -2028.83 041221 Long 1 -673.38 6720.55 -673.38 -2028.83 041222 Long 1 -1082.83 6311.09 -1082.83 -2028.83 041223 Long 1 -751.69 6642.24 -751.69 -2028.83 041224 Long 1 -644.47 6749.45 -644.47 -2028.83 041227 Long 1 -227.84 7166.09 -227.84 -2028.83 041228 Long 1 -122.61 7271.32 -122.61 -2028.83 041229 Exit Long 1 53.01 7446.93 0.00 -2028.83 MFE = 53.01 MAE = -1082.83 041230 Exit Long 1 52.82 7499.75 0.00 -2028.83 MFE = 52.82 MAE = 0.00 041231 Exit Long 1 50.00 7549.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 356.58 050107 Exit Long 1 50.00 7599.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050110 Exit Long 1 50.00 7649.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050111 Exit Long 1 50.00 7699.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050112 Exit Long 1 50.00 7749.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 200.00 050223 Exit Short 1 50.00 7799.75 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050224 Exit Short 1 48.59 7848.34 0.00 -2028.83 MFE = 48.59 MAE = 0.00 98.59 050301 Exit Short 1 50.00 7898.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050302 Exit Short 1 50.00 7948.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050303 Exit Short 1 50.00 7998.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 150.00 050819 Enter Long 1 -73.83 7924.50 -73.83 -2028.83 050822 Exit Long 1 50.00 8048.34 0.00 -2028.83 MFE = 50.00 MAE = -73.83 050823 Exit Long 1 50.00 8098.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050824 Exit Long 1 50.00 8148.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050825 Exit Long 1 50.00 8198.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050829 Exit Long 1 50.00 8248.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050830 Exit Long 1 50.00 8298.34 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050831 Exit Long 1 52.06 8350.40 0.00 -2028.83 MFE = 52.06 MAE = 0.00 352.06 050901 Exit Long 1 47.25 8397.65 0.00 -2028.83 MFE = 47.25 MAE = 0.00 050902 Enter Long 1 -207.50 8190.15 -207.50 -2028.83 050905 Long 1 -278.25 8119.40 -278.25 -2028.83 050906 Long 1 -251.74 8145.91 -251.74 -2028.83 050907 Long 1 -265.00 8132.65 -265.00 -2028.83 050908 Exit Long 1 50.00 8447.65 0.00 -2028.83 MFE = 50.00 MAE = -278.25 050909 Exit Long 1 49.37 8497.02 0.00 -2028.83 MFE = 49.37 MAE = 0.00 050912 Enter Long 1 -415.33 8081.69 -415.33 -2028.83 050913 Long 1 -205.51 8291.51 -205.51 -2028.83 050914 Long 1 -205.51 8291.51 -205.51 -2028.83 050915 Long 1 -375.28 8121.74 -375.28 -2028.83 050916 Long 1 -151.68 8345.34 -151.68 -2028.83 050919 Exit Long 1 50.00 8547.02 0.00 -2028.83 MFE = 50.00 MAE = -415.33 050920 Exit Long 1 47.64 8594.66 0.00 -2028.83 MFE = 47.64 MAE = 0.00 050921 Exit Long 1 50.00 8644.66 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050922 Exit Long 1 50.00 8694.66 0.00 -2028.83 MFE = 50.00 MAE = 0.00 050926 Enter Long 1 -113.88 8580.78 -113.88 -2028.83 050927 Long 1 -358.21 8336.45 -358.21 -2028.83 050928 Long 1 -181.98 8512.68 -181.98 -2028.83 050929 Long 1 -72.94 8621.72 -72.94 -2028.83 050930 Exit Long 1 48.26 8742.92 0.00 -2028.83 MFE = 48.26 MAE = -358.21 392.52 051003 Enter Long 1 -96.93 8645.99 -96.93 -2028.83 051004 Long 1 -449.36 8293.56 -449.36 -2028.83 051005 Long 1 -953.81 7789.11 -953.81 -2028.83 051006 Long 1 -859.96 7882.96 -859.96 -2028.83 051007 Long 1 -580.90 8162.02 -580.90 -2028.83 051010 Long 1 -608.03 8134.89 -608.03 -2028.83 051011 Long 1 -662.22 8080.70 -662.22 -2028.83 051012 Long 1 -330.88 8412.04 -330.88 -2028.83 051013 Long 1 -913.63 7829.29 -913.63 -2028.83 051014 Long 1 -1034.00 7708.93 -1034.00 -2028.83 051017 Long 1 -819.63 7923.29 -819.63 -2028.83 051018 Long 1 -716.30 8026.62 -716.30 -2028.83 051019 Long 1 -549.21 8193.71 -549.21 -2028.83 051020 Long 1 -666.73 8076.19 -666.73 -2028.83 051021 Long 1 -1167.10 7575.83 -1167.10 -2028.83 051024 Long 1 -1113.93 7628.99 -1113.93 -2028.83 051025 Long 1 -589.95 8152.97 -589.95 -2028.83 051026 Long 1 -349.14 8393.78 -349.14 -2028.83 051027 Long 1 -431.17 8311.75 -431.17 -2028.83 051028 Long 1 -689.28 8053.65 -689.28 -2028.83 051031 Long 1 -851.01 7891.92 -851.01 -2028.83 0.00 051101 Long 1 -598.99 8143.93 -598.99 -2028.83 051102 Long 1 -765.77 7977.16 -765.77 -2028.83 051103 Long 1 -895.75 7847.17 -895.75 -2028.83 051104 Long 1 -940.43 7802.49 -940.43 -2028.83 051107 Long 1 -1074.00 7668.92 -1074.00 -2028.83 051108 Long 1 -1056.22 7686.70 -1056.22 -2028.83 051109 Long 1 -1056.22 7686.70 -1056.22 -2028.83 051110 Long 1 -1215.73 7527.19 -1215.73 -2028.83 051111 Long 1 -1237.81 7505.11 -1237.81 -2028.83 051114 Long 1 -1391.83 7351.09 -1391.83 -2028.83 051115 Long 1 -1343.52 7399.40 -1343.52 -2028.83 051116 Long 1 -1383.05 7359.87 -1383.05 -2028.83 051117 Long 1 -1131.67 7611.25 -1131.67 -2028.83 051118 Long 1 -1259.87 7483.05 -1259.87 -2028.83 051121 Long 1 -931.50 7811.42 -931.50 -2028.83 051122 Long 1 -522.02 8220.90 -522.02 -2028.83 051123 Long 1 -449.36 8293.56 -449.36 -2028.83 051124 Long 1 -408.41 8334.51 -408.41 -2028.83 051125 Long 1 -289.74 8453.18 -289.74 -2028.83 051128 Long 1 -303.46 8439.46 -303.46 -2028.83 051129 Long 1 -271.44 8471.49 -271.44 -2028.83 051130 Long 1 -124.56 8618.36 -124.56 -2028.83 0.00 051201 Long 1 -73.88 8669.04 -73.88 -2028.83 051202 Exit Long 1 47.44 8790.36 0.00 -2028.83 MFE = 47.44 MAE = -1391.83 47.44 060525 Exit Long 1 50.00 8840.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060526 Exit Long 1 50.00 8890.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060529 Enter Long 1 -171.84 8718.52 -171.84 -2028.83 060530 Exit Long 1 50.00 8940.36 0.00 -2028.83 MFE = 50.00 MAE = -171.84 060531 Exit Long 1 50.00 8990.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 200.00 060602 Exit Long 1 50.00 9040.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060605 Exit Long 1 50.00 9090.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060608 Enter Long 1 -553.25 8537.10 -553.25 -2028.83 060609 Exit Long 1 50.00 9140.36 0.00 -2028.83 MFE = 50.00 MAE = -553.25 060612 Exit Long 1 48.99 9189.35 0.00 -2028.83 MFE = 48.99 MAE = 0.00 060613 Exit Long 1 50.00 9239.35 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060616 Enter Long 1 -555.50 8683.85 -555.50 -2028.83 060619 Long 1 -411.43 8827.92 -411.43 -2028.83 060620 Long 1 -316.63 8922.71 -316.63 -2028.83 060621 Exit Long 1 51.21 9290.56 0.00 -2028.83 MFE = 51.21 MAE = -555.50 060622 Exit Long 1 50.00 9340.56 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060626 Exit Long 1 50.00 9390.56 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060627 Enter Long 1 -208.82 9181.74 -208.82 -2028.83 060628 Long 1 -198.93 9191.63 -198.93 -2028.83 060629 Exit Long 1 50.00 9440.56 0.00 -2028.83 MFE = 50.00 MAE = -208.82 060630 Exit Long 1 48.25 9488.81 0.00 -2028.83 MFE = 48.25 MAE = 0.00 498.45 060703 Exit Long 1 50.00 9538.81 0.00 -2028.83 MFE = 50.00 MAE = 0.00 060704 Exit Long 1 49.74 9588.55 0.00 -2028.83 MFE = 49.74 MAE = 0.00 060705 Enter Long 1 -335.34 9253.21 -335.34 -2028.83 060706 Exit Long 1 48.59 9637.13 0.00 -2028.83 MFE = 48.59 MAE = -335.34 060707 Enter Long 1 -221.88 9415.25 -221.88 -2028.83 060710 Long 1 -736.43 8900.71 -736.43 -2028.83 060711 Long 1 -1114.96 8522.18 -1114.96 -2028.83 060712 Long 1 -1261.05 8376.09 -1261.05 -2028.83 060713 Long 1 -1085.65 8551.49 -1085.65 -2028.83 060714 Long 1 -992.62 8644.51 -992.62 -2028.83 060717 Long 1 -1387.03 8250.10 -1387.03 -2028.83 060718 Long 1 -1372.53 8264.61 -1372.53 -2028.83 060719 Long 1 -1285.32 8351.82 -1285.32 -2028.83 060720 Long 1 -1202.71 8434.43 -1202.71 -2028.83 060721 Long 1 -1459.46 8177.68 -1459.46 -2028.83 060724 Long 1 -1594.14 8043.00 -1594.14 -2028.83 060725 Long 1 -1632.50 8004.64 -1632.50 -2028.83 060726 Long 1 -1295.02 8342.11 -1295.02 -2028.83 060727 Long 1 -1362.85 8274.29 -1362.85 -2028.83 060728 Long 1 -1153.99 8483.15 -1153.99 -2028.83 060731 Long 1 -1100.31 8536.83 -1100.31 -2028.83 148.33 060801 Long 1 -1085.65 8551.49 -1085.65 -2028.83 060802 Long 1 -914.04 8723.09 -914.04 -2028.83 060803 Long 1 -810.57 8826.57 -810.57 -2028.83 060804 Long 1 -909.13 8728.01 -909.13 -2028.83 060807 Long 1 -507.80 9129.33 -507.80 -2028.83 060808 Long 1 -686.88 8950.26 -686.88 -2028.83 060809 Long 1 -542.71 9094.42 -542.71 -2028.83 060810 Long 1 -899.28 8737.85 -899.28 -2028.83 060811 Long 1 -776.00 8861.14 -776.00 -2028.83 060814 Long 1 -909.13 8728.01 -909.13 -2028.83 060815 Long 1 -612.40 9024.73 -612.40 -2028.83 060816 Long 1 -522.77 9114.37 -522.77 -2028.83 060817 Long 1 -657.11 8980.02 -657.11 -2028.83 060818 Long 1 -795.75 8841.38 -795.75 -2028.83 060821 Long 1 -462.85 9174.29 -462.85 -2028.83 060822 Long 1 -317.52 9319.61 -317.52 -2028.83 060823 Exit Long 1 50.00 9687.13 0.00 -2028.83 MFE = 50.00 MAE = -1632.50 50.00 061221 Exit Short 1 50.00 9737.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 061222 Exit Short 1 50.00 9787.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 061226 Exit Short 1 50.00 9837.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 061229 Exit Short 1 50.00 9887.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 200.00 070103 Exit Short 1 50.00 9937.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070104 Exit Short 1 50.00 9987.13 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070109 Enter Short 1 -75.07 9912.06 -75.07 -2028.83 070110 Short 1 -120.20 9866.93 -120.20 -2028.83 070111 Short 1 -106.66 9880.48 -106.66 -2028.83 070112 Short 1 -415.43 9571.70 -415.43 -2028.83 070115 Short 1 -571.18 9415.96 -571.18 -2028.83 070116 Short 1 -115.69 9871.44 -115.69 -2028.83 070117 Short 1 -256.06 9731.08 -256.06 -2028.83 070118 Short 1 -278.77 9708.36 -278.77 -2028.83 070119 Short 1 -306.05 9681.09 -306.05 -2028.83 070122 Exit Short 1 50.00 10037.13 0.00 -2028.83 MFE = 50.00 MAE = -571.18 070123 Exit Short 1 50.57 10087.70 0.00 -2028.83 MFE = 50.57 MAE = 0.00 070124 Enter Short 1 -160.82 9926.88 -160.82 -2028.83 070125 Short 1 -57.73 10029.97 -57.73 -2028.83 070126 Short 1 -138.38 9949.32 -138.38 -2028.83 070129 Short 1 -44.32 10043.38 -44.32 -2028.83 070130 Short 1 -129.40 9958.30 -129.40 -2028.83 070131 Short 1 -273.33 9814.37 -273.33 -2028.83 200.57 070201 Short 1 -187.78 9899.92 -187.78 -2028.83 070202 Exit Short 1 50.00 10137.70 0.00 -2028.83 MFE = 50.00 MAE = -273.33 070205 Exit Short 1 50.00 10187.70 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070206 Enter Short 1 -100.57 10087.13 -100.57 -2028.83 070207 Short 1 37.68 10225.38 0.00 -2028.83 070208 Exit Short 1 50.00 10237.70 0.00 -2028.83 MFE = 50.00 MAE = -100.57 070213 Enter Short 1 -410.15 9827.55 -397.83 -2028.83 070214 Short 1 -465.31 9772.39 -453.00 -2028.83 070215 Short 1 -603.72 9633.98 -591.40 -2028.83 070216 Short 1 -552.89 9684.81 -540.57 -2028.83 070219 Short 1 -520.59 9717.11 -508.27 -2028.83 070220 Short 1 -208.84 10028.86 -196.52 -2028.83 070221 Short 1 -705.68 9532.02 -693.36 -2028.83 070222 Short 1 -650.02 9587.68 -637.70 -2028.83 070223 Short 1 -747.51 9490.19 -735.19 -2028.83 070226 Short 1 -696.39 9541.31 -684.07 -2028.83 070227 Short 1 -414.74 9822.96 -402.42 -2028.83 070228 Short 1 -286.45 9951.25 -274.13 -2028.83 150.00 070301 Short 1 -186.07 10051.63 -173.75 -2028.83 070302 Short 1 76.77 10314.47 0.00 -2028.83 070305 Exit Short 1 51.84 10289.54 0.00 -2028.83 MFE = 76.77 MAE = -747.51 51.84 070427 Enter Long 1 -80.13 10209.41 -105.06 -2028.83 070430 Exit Long 1 50.00 10339.54 0.00 -2028.83 MFE = 50.00 MAE = -80.13 50.00 070501 Exit Long 1 50.00 10389.54 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070503 Exit Long 1 50.00 10439.54 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070504 Exit Long 1 50.00 10489.54 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070507 Exit Long 1 50.00 10539.54 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070508 Enter Long 1 -136.57 10402.97 -136.57 -2028.83 070509 Long 1 -194.90 10344.64 -194.90 -2028.83 070510 Long 1 -449.82 10089.72 -449.82 -2028.83 070511 Long 1 -525.19 10014.35 -525.19 -2028.83 070514 Long 1 -261.27 10278.27 -261.27 -2028.83 070515 Exit Long 1 47.44 10586.98 0.00 -2028.83 MFE = 47.44 MAE = -525.19 070516 Exit Long 1 48.43 10635.41 0.00 -2028.83 MFE = 48.43 MAE = 0.00 070517 Exit Long 1 50.00 10685.41 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070518 Exit Long 1 50.00 10735.41 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070521 Exit Long 1 49.96 10785.37 0.00 -2028.83 MFE = 49.96 MAE = 0.00 070522 Enter Long 1 -90.34 10695.02 -90.34 -2028.83 070523 Exit Long 1 50.00 10835.37 0.00 -2028.83 MFE = 50.00 MAE = -90.34 070524 Exit Long 1 48.87 10884.24 0.00 -2028.83 MFE = 48.87 MAE = 0.00 070525 Exit Long 1 50.00 10934.24 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070528 Enter Long 1 -16.09 10918.15 -16.09 -2028.83 070529 Exit Long 1 51.40 10985.64 0.00 -2028.83 MFE = 51.40 MAE = -16.09 070530 Exit Long 1 49.03 11034.67 0.00 -2028.83 MFE = 49.03 MAE = 0.00 070531 Exit Long 1 50.00 11084.67 0.00 -2028.83 MFE = 50.00 MAE = 0.00 745.13 070601 Exit Long 1 52.58 11137.25 0.00 -2028.83 MFE = 52.58 MAE = 0.00 070604 Exit Long 1 47.19 11184.44 0.00 -2028.83 MFE = 47.19 MAE = 0.00 070606 Exit Long 1 50.00 11234.44 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070607 Exit Long 1 50.00 11284.44 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070611 Enter Long 1 27.22 11311.66 0.00 -2028.83 070612 Exit Long 1 49.14 11333.59 0.00 -2028.83 MFE = 49.14 MAE = 0.00 070614 Exit Long 1 48.25 11381.84 0.00 -2028.83 MFE = 48.25 MAE = 0.00 070615 Exit Long 1 50.00 11431.84 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070619 Exit Long 1 50.00 11481.84 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070620 Enter Long 1 -282.75 11199.09 -112.58 -2028.83 070621 Long 1 -689.64 10792.20 -519.47 -2028.83 070622 Long 1 -394.97 11086.86 -224.80 -2028.83 070625 Long 1 -433.20 11048.64 -263.02 -2028.83 070626 Long 1 -398.80 11083.04 -228.62 -2028.83 070627 Long 1 -483.91 10997.93 -313.73 -2028.83 070628 Exit Long 1 47.75 11529.59 0.00 -2028.83 MFE = 47.75 MAE = -689.64 070629 Exit Long 1 48.77 11578.36 0.00 -2028.83 MFE = 48.77 MAE = 0.00 493.69 070702 Exit Long 1 50.00 11628.36 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070703 Enter Long 1 -290.95 11337.41 -290.95 -2028.83 070704 Long 1 -172.93 11455.43 -172.93 -2028.83 070705 Long 1 -65.63 11562.73 -65.63 -2028.83 070706 Exit Long 1 50.00 11678.36 0.00 -2028.83 MFE = 50.00 MAE = -290.95 070709 Exit Long 1 51.82 11730.18 0.00 -2028.83 MFE = 51.82 MAE = 0.00 070712 Exit Long 1 49.58 11779.76 0.00 -2028.83 MFE = 49.58 MAE = 0.00 070713 Enter Long 1 -145.35 11634.41 -145.35 -2028.83 070716 Exit Long 1 52.50 11832.26 0.00 -2028.83 MFE = 52.50 MAE = -145.35 070717 Enter Long 1 -24.68 11807.59 -24.68 -2028.83 070718 Exit Long 1 50.00 11882.26 0.00 -2028.83 MFE = 50.00 MAE = -24.68 070719 Exit Long 1 50.00 11932.26 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070720 Exit Long 1 50.00 11982.26 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070723 Exit Long 1 50.00 12032.26 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070724 Exit Long 1 50.00 12082.26 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070725 Exit Long 1 50.42 12132.68 0.00 -2028.83 MFE = 50.42 MAE = 0.00 070731 Exit Long 1 50.00 12182.68 0.00 -2028.83 MFE = 50.00 MAE = 0.00 604.32 070801 Exit Long 1 50.00 12232.68 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070802 Exit Long 1 50.60 12283.29 0.00 -2028.83 MFE = 50.60 MAE = 0.00 070803 Exit Long 1 50.60 12333.89 0.00 -2028.83 MFE = 50.60 MAE = 0.00 070806 Exit Long 1 50.00 12383.89 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070807 Exit Long 1 50.00 12433.89 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070808 Exit Long 1 50.00 12483.89 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070809 Exit Long 1 49.00 12532.89 0.00 -2028.83 MFE = 49.00 MAE = 0.00 070810 Exit Long 1 50.00 12582.89 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070813 Exit Long 1 48.77 12631.66 0.00 -2028.83 MFE = 48.77 MAE = 0.00 070816 Exit Long 1 50.00 12681.66 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070817 Exit Long 1 50.00 12731.66 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070820 Exit Long 1 48.86 12780.52 0.00 -2028.83 MFE = 48.86 MAE = 0.00 070821 Enter Long 1 -459.16 12321.36 -459.16 -2028.83 070822 Long 1 -446.45 12334.07 -446.45 -2028.83 070823 Exit Long 1 50.00 12830.52 0.00 -2028.83 MFE = 50.00 MAE = -459.16 070824 Exit Long 1 50.00 12880.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070827 Exit Long 1 50.00 12930.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070830 Exit Long 1 50.00 12980.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 797.83 070903 Exit Long 1 50.00 13030.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070927 Exit Long 1 50.00 13080.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 070928 Exit Long 1 50.00 13130.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 150.00 071001 Exit Long 1 50.00 13180.52 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071003 Enter Long 1 -243.65 12936.87 -243.65 -2028.83 071004 Long 1 -121.21 13059.31 -121.21 -2028.83 071005 Exit Long 1 50.00 13230.52 0.00 -2028.83 MFE = 50.00 MAE = -243.65 071008 Enter Long 1 -409.16 12821.36 -409.16 -2028.83 071009 Long 1 -36.36 13194.16 -36.36 -2028.83 071010 Exit Long 1 48.10 13278.62 0.00 -2028.83 MFE = 48.10 MAE = -409.16 071011 Exit Long 1 50.00 13328.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071012 Exit Long 1 50.00 13378.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071015 Exit Long 1 47.01 13425.63 0.00 -2028.83 MFE = 47.01 MAE = 0.00 071017 Exit Long 1 50.00 13475.63 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071018 Exit Long 1 52.70 13528.33 0.00 -2028.83 MFE = 52.70 MAE = 0.00 071019 Exit Long 1 52.33 13580.66 0.00 -2028.83 MFE = 52.33 MAE = 0.00 071022 Enter Long 1 -753.23 12827.43 -753.23 -2028.83 071023 Exit Long 1 47.93 13628.59 0.00 -2028.83 MFE = 47.93 MAE = -753.23 071024 Exit Long 1 49.31 13677.91 0.00 -2028.83 MFE = 49.31 MAE = 0.00 071025 Exit Long 1 50.00 13727.91 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071026 Exit Long 1 50.00 13777.91 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071029 Exit Long 1 50.00 13827.91 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071030 Exit Long 1 52.31 13880.21 0.00 -2028.83 MFE = 52.31 MAE = 0.00 071031 Exit Long 1 50.00 13930.21 0.00 -2028.83 MFE = 50.00 MAE = 0.00 799.70 071101 Enter Long 1 -567.90 13362.32 -567.90 -2028.83 071102 Exit Long 1 47.17 13977.38 0.00 -2028.83 MFE = 47.17 MAE = -567.90 071105 Exit Long 1 48.13 14025.51 0.00 -2028.83 MFE = 48.13 MAE = 0.00 071106 Exit Long 1 50.00 14075.51 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071107 Exit Long 1 52.11 14127.62 0.00 -2028.83 MFE = 52.11 MAE = 0.00 071109 Exit Long 1 50.00 14177.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071113 Enter Long 1 -432.97 13744.65 -432.97 -2028.83 071114 Exit Long 1 50.00 14227.62 0.00 -2028.83 MFE = 50.00 MAE = -432.97 071119 Exit Long 1 50.00 14277.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071120 Exit Long 1 50.00 14327.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071122 Exit Long 1 50.00 14377.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071123 Exit Long 1 50.00 14427.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071126 Exit Long 1 50.00 14477.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071127 Exit Long 1 50.00 14527.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071128 Exit Long 1 50.00 14577.62 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071129 Exit Long 1 49.35 14626.97 0.00 -2028.83 MFE = 49.35 MAE = 0.00 696.76 071206 Exit Long 1 50.38 14677.35 0.00 -2028.83 MFE = 50.38 MAE = 0.00 071207 Exit Long 1 52.59 14729.94 0.00 -2028.83 MFE = 52.59 MAE = 0.00 071210 Exit Long 1 51.83 14781.78 0.00 -2028.83 MFE = 51.83 MAE = 0.00 071211 Enter Long 1 -578.11 14203.66 -578.11 -2028.83 071212 Long 1 -453.31 14328.47 -453.31 -2028.83 071213 Long 1 -967.51 13814.27 -967.51 -2028.83 071214 Long 1 -732.65 14049.12 -732.65 -2028.83 071217 Exit Long 1 50.00 14831.78 0.00 -2028.83 MFE = 50.00 MAE = -967.51 071218 Exit Long 1 48.12 14879.89 0.00 -2028.83 MFE = 48.12 MAE = 0.00 071219 Exit Long 1 48.05 14927.94 0.00 -2028.83 MFE = 48.05 MAE = 0.00 071220 Exit Long 1 52.78 14980.72 0.00 -2028.83 MFE = 52.78 MAE = 0.00 071221 Exit Long 1 50.00 15030.72 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071224 Exit Long 1 50.00 15080.72 0.00 -2028.83 MFE = 50.00 MAE = 0.00 071226 Enter Long 1 26.84 15107.56 0.00 -2028.83 071227 Exit Long 1 50.00 15130.72 0.00 -2028.83 MFE = 50.00 MAE = 0.00 503.75 080121 Exit Short 1 50.00 15180.72 0.00 -2028.83 MFE = 50.00 MAE = 0.00 080122 Exit Short 1 51.89 15232.61 0.00 -2028.83 MFE = 51.89 MAE = 0.00 080123 Enter Short 1 -440.54 14792.07 -315.49 -2028.83 080124 Short 1 -1685.03 13547.58 -1559.98 -2028.83 080125 Short 1 -1394.55 13838.07 -1269.50 -2028.83 080128 Short 1 -1632.30 13600.31 -1507.25 -2028.83 080129 Short 1 -1997.07 13235.54 -1872.02 -2028.83 080130 Short 1 -2309.08 12923.54 -2184.03 -2184.03 080131 Short 1 -1724.18 13508.43 -1599.13 -2184.03 101.89 080201 Short 1 -2217.35 13015.26 -2092.30 -2184.03 080204 Short 1 -2288.81 12943.80 -2163.76 -2184.03 080205 Short 1 -1440.72 13791.89 -1315.67 -2184.03 080206 Short 1 -1517.82 13714.79 -1392.77 -2184.03 080207 Short 1 -1330.02 13902.59 -1204.97 -2184.03 080208 Short 1 -1906.25 13326.36 -1781.20 -2184.03 080211 Short 1 -1789.53 13443.08 -1664.48 -2184.03 080212 Short 1 -1775.20 13457.41 -1650.15 -2184.03 080213 Short 1 -2075.57 13157.05 -1950.52 -2184.03 080214 Short 1 -1871.88 13360.73 -1746.83 -2184.03 080215 Short 1 -1462.91 13769.71 -1337.86 -2184.03 080218 Short 1 -1385.32 13847.30 -1260.27 -2184.03 080219 Short 1 -830.68 14401.94 -705.63 -2184.03 080220 Short 1 -1121.38 14111.23 -996.33 -2184.03 080221 Short 1 -1201.36 14031.25 -1076.31 -2184.03 080222 Short 1 -1103.71 14128.91 -978.66 -2184.03 080225 Short 1 -2103.87 13128.74 -1978.82 -2184.03 080226 Short 1 -3013.69 12218.93 -2888.63 -2888.63 080227 Short 1 -3107.74 12124.87 -2982.69 -2982.69 080228 Short 1 -3474.95 11757.66 -3349.90 -3349.90 080229 Short 1 -2659.42 12573.20 -2534.37 -3349.90 0.00 080303 Short 1 -2480.57 12752.04 -2355.52 -3349.90 080304 Short 1 -2302.74 12929.87 -2177.69 -3349.90 080305 Short 1 -2884.40 12348.21 -2759.35 -3349.90 080306 Short 1 -2813.52 12419.10 -2688.47 -3349.90 080307 Short 1 -2480.57 12752.04 -2355.52 -3349.90 080310 Short 1 -2113.31 13119.30 -1988.26 -3349.90 080311 Short 1 -2353.44 12879.17 -2228.39 -3349.90 080312 Short 1 -2531.57 12701.04 -2406.52 -3349.90 080313 Short 1 -2858.61 12374.00 -2733.56 -3349.90 080314 Short 1 -2633.80 12598.81 -2508.75 -3349.90 080317 Short 1 -2050.42 13182.19 -1925.37 -3349.90 080318 Short 1 -2328.08 12904.53 -2203.03 -3349.90 080319 Short 1 -1054.99 14177.62 -929.94 -3349.90 080320 Short 1 -476.35 14756.27 -351.29 -3349.90 080321 Short 1 -434.58 14798.04 -309.53 -3349.90 080324 Short 1 -848.81 14383.81 -723.76 -3349.90 080325 Short 1 -836.72 14395.89 -711.67 -3349.90 080326 Short 1 -836.72 14395.89 -711.67 -3349.90 080327 Short 1 -734.18 14498.43 -609.13 -3349.90 080328 Short 1 -524.15 14708.46 -399.10 -3349.90 080331 Short 1 -274.01 14958.60 -148.96 -3349.90 0.00 080401 Exit Short 1 50.00 15282.61 0.00 -3349.90 MFE = 50.00 MAE = -3474.95 ================================================================================================================================= 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 0.92 0.00 0.00 0.00 0.00 0.00 0.00 82 1.60 -4 2 50000 50000 75 9999 0 367 99 15282.61 -3349.90 4.56 41.64 0.0 0.00 18185.42 -2902.81 63.28 -1081.25 start time = Tue Jul 29 09:32:07 2008 stop time = Tue Jul 29 09:32:07 2008 run time = 0 seconds