SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 SWISS FRANC SPOT 5340 Trading days from 880104 to 080728 Tue Jul 29 09:32:09 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Position trading using ASCII daily data Reference price(s): weighted average with the following weights: (1) Today's high<1.00> (2) Today's low<1.00> (3) Today's close<1.00> (4) Tomorrow's open<0.00> 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 -784.08 -784.08 -784.08 -784.08 880105 Exit Long 1 -1886.33 -1886.33 -1886.33 -1886.33 MFE = 0.00 MAE = -1886.33 880107 Enter Long 1 -479.03 -2365.36 -2365.36 -2365.36 880108 Long 1 -44.28 -1930.61 -1930.61 -2365.36 880111 Long 1 -23.38 -1909.71 -1909.71 -2365.36 880112 Long 1 243.06 -1643.27 -1643.27 -2365.36 880113 Long 1 123.49 -1762.84 -1762.84 -2365.36 880114 Long 1 334.92 -1551.41 -1551.41 -2365.36 880115 Exit Long 1 -568.75 -2455.08 -2455.08 -2455.08 MFE = 334.92 MAE = -568.75 880127 Enter Short 1 -331.15 -2786.23 -2786.23 -2786.23 880128 Short 1 -283.56 -2738.64 -2738.64 -2786.23 880129 Short 1 117.06 -2338.02 -2338.02 -2786.23 -2455.08 880201 Short 1 527.16 -1927.92 -1927.92 -2786.23 880202 Short 1 233.56 -2221.52 -2221.52 -2786.23 880203 Short 1 556.64 -1898.44 -1898.44 -2786.23 880204 Exit Short 1 750.00 -1705.08 -1705.08 -2786.23 MFE = 750.00 MAE = -331.15 880205 Enter Short 1 446.42 -1258.66 -1258.66 -2786.23 880208 Short 1 307.74 -1397.35 -1397.35 -2786.23 880209 Short 1 171.44 -1533.64 -1533.64 -2786.23 880210 Short 1 239.69 -1465.39 -1465.39 -2786.23 880211 Short 1 239.69 -1465.39 -1465.39 -2786.23 880212 Exit Short 1 750.00 -955.08 -955.08 -2786.23 MFE = 750.00 MAE = 0.00 880215 Enter Short 1 -139.34 -1094.43 -1094.43 -2786.23 880216 Short 1 -123.47 -1078.55 -1078.55 -2786.23 880217 Short 1 -215.72 -1170.81 -1170.81 -2786.23 880218 Short 1 37.86 -917.23 -917.23 -2786.23 880219 Short 1 -260.40 -1215.48 -1215.48 -2786.23 880222 Short 1 -520.64 -1475.72 -1475.72 -2786.23 880223 Short 1 -478.67 -1433.75 -1433.75 -2786.23 880224 Short 1 -423.90 -1378.98 -1378.98 -2786.23 880225 Short 1 -530.34 -1485.42 -1485.42 -2786.23 880226 Short 1 -575.64 -1530.73 -1530.73 -2786.23 880229 Short 1 -530.34 -1485.42 -1485.42 -2786.23 1500.00 880301 Short 1 -478.67 -1433.75 -1433.75 -2786.23 880302 Short 1 -161.60 -1116.68 -1116.68 -2786.23 880303 Short 1 -82.24 -1037.32 -1037.32 -2786.23 880304 Short 1 -273.18 -1228.26 -1228.26 -2786.23 880307 Exit Short 1 -672.99 -1628.08 -1628.08 -2786.23 MFE = 37.86 MAE = -672.99 880315 Enter Short 1 63.43 -1564.65 -1564.65 -2786.23 880316 Short 1 285.47 -1342.61 -1342.61 -2786.23 880317 Exit Short 1 750.00 -878.08 -878.08 -2786.23 MFE = 750.00 MAE = 0.00 880328 Enter Long 1 445.78 -432.30 -432.30 -2786.23 880329 Long 1 76.71 -801.36 -801.36 -2786.23 880330 Long 1 245.54 -632.53 -632.53 -2786.23 880331 Long 1 455.84 -422.24 -422.24 -2786.23 77.01 880401 Long 1 533.10 -344.98 -344.98 -2786.23 880404 Exit Long 1 750.00 -128.08 -128.08 -2786.23 MFE = 750.00 MAE = 0.00 880405 Enter Short 1 54.54 -73.54 -73.54 -2786.23 880406 Short 1 430.68 302.60 0.00 -2786.23 880407 Short 1 391.72 263.64 -38.96 -2786.23 880408 Short 1 307.08 179.00 -123.60 -2786.23 880411 Exit Short 1 750.00 621.92 0.00 -2786.23 MFE = 750.00 MAE = 0.00 880414 Exit Long 1 750.00 1371.92 0.00 -2786.23 MFE = 750.00 MAE = 0.00 880422 Enter Short 1 67.13 1439.05 0.00 -2786.23 880425 Short 1 96.44 1468.37 0.00 -2786.23 880426 Short 1 135.47 1507.39 0.00 -2786.23 880427 Short 1 106.21 1478.13 -29.26 -2786.23 880428 Short 1 37.78 1409.70 -97.68 -2786.23 880429 Short 1 422.81 1794.74 0.00 -2786.23 2250.00 880502 Short 1 422.81 1794.74 0.00 -2786.23 880503 Short 1 480.48 1852.41 0.00 -2786.23 880504 Short 1 467.68 1839.60 -12.80 -2786.23 880505 Short 1 712.85 2084.77 0.00 -2786.23 880506 Short 1 518.85 1890.77 -194.00 -2786.23 880509 Short 1 547.58 1919.50 -165.27 -2786.23 880510 Short 1 384.28 1756.21 -328.56 -2786.23 880511 Short 1 518.85 1890.77 -194.00 -2786.23 880512 Short 1 506.06 1877.99 -206.79 -2786.23 880513 Short 1 563.52 1935.44 -149.33 -2786.23 880516 Short 1 665.30 2037.22 -47.55 -2786.23 880517 Exit Short 1 750.00 2121.92 0.00 -2786.23 MFE = 750.00 MAE = 0.00 880525 Enter Short 1 31.79 2153.72 0.00 -2786.23 880526 Short 1 22.53 2144.46 -9.26 -2786.23 880527 Short 1 368.66 2490.58 0.00 -2786.23 880530 Short 1 541.19 2663.12 0.00 -2786.23 880531 Short 1 694.41 2816.34 0.00 -2786.23 750.00 880601 Short 1 631.45 2753.38 -62.96 -2786.23 880602 Short 1 368.66 2490.58 -325.75 -2786.23 880603 Short 1 541.19 2663.12 -153.22 -2786.23 880606 Short 1 139.54 2261.46 -554.87 -2786.23 880607 Short 1 71.88 2193.80 -622.54 -2786.23 880608 Short 1 477.79 2599.71 -216.63 -2786.23 880609 Short 1 231.48 2353.40 -462.94 -2786.23 880610 Short 1 477.79 2599.71 -216.63 -2786.23 880613 Short 1 541.19 2663.12 -153.22 -2786.23 880614 Exit Short 1 750.00 2871.92 0.00 -2786.23 MFE = 750.00 MAE = 0.00 880615 Enter Short 1 114.80 2986.72 0.00 -2786.23 880616 Short 1 -207.07 2664.85 -321.87 -2786.23 880617 Short 1 -277.95 2593.98 -392.74 -2786.23 880620 Short 1 -39.68 2832.24 -154.48 -2786.23 880621 Short 1 -168.78 2703.14 -283.58 -2786.23 880622 Short 1 343.00 3214.92 0.00 -2786.23 880623 Short 1 380.31 3252.24 0.00 -2786.23 880624 Exit Short 1 750.00 3621.92 0.00 -2786.23 MFE = 750.00 MAE = -277.95 880627 Enter Short 1 143.45 3765.37 0.00 -2786.23 880628 Short 1 223.02 3844.95 0.00 -2786.23 880629 Short 1 179.16 3801.08 -43.87 -2786.23 880630 Short 1 47.01 3668.93 -176.01 -2786.23 1500.00 880701 Short 1 296.83 3918.76 0.00 -2786.23 880704 Short 1 538.27 4160.20 0.00 -2786.23 880705 Short 1 239.45 3861.37 -298.83 -2786.23 880706 Short 1 143.45 3765.37 -394.82 -2786.23 880707 Short 1 356.78 3978.70 -181.50 -2786.23 880708 Short 1 653.92 4275.84 0.00 -2786.23 880711 Exit Short 1 750.82 4372.75 0.00 -2786.23 MFE = 750.82 MAE = 0.00 880713 Enter Short 1 177.15 4549.89 0.00 -2786.23 880714 Short 1 320.89 4693.63 0.00 -2786.23 880715 Exit Short 1 750.00 5122.75 0.00 -2786.23 MFE = 750.00 MAE = 0.00 880718 Enter Short 1 -7.76 5114.99 0.00 -2786.23 880719 Short 1 -515.93 4606.81 -508.17 -2786.23 880720 Short 1 -352.13 4770.61 -344.37 -2786.23 880721 Short 1 -697.11 4425.64 -689.35 -2786.23 880722 Short 1 -928.56 4194.18 -920.80 -2786.23 880725 Short 1 -457.66 4665.09 -449.90 -2786.23 880726 Short 1 -247.16 4875.59 -239.40 -2786.23 880727 Short 1 -465.59 4657.15 -457.83 -2786.23 880728 Short 1 -28.46 5094.28 -20.71 -2786.23 880729 Short 1 221.15 5343.90 0.00 -2786.23 1500.82 880801 Short 1 -7.76 5114.99 -228.91 -2786.23 880802 Short 1 180.19 5302.94 -40.96 -2786.23 880803 Short 1 187.88 5310.62 -33.27 -2786.23 880804 Short 1 297.73 5420.47 0.00 -2786.23 880805 Short 1 678.74 5801.49 0.00 -2786.23 880808 Exit Short 1 750.68 5873.43 0.00 -2786.23 MFE = 750.68 MAE = -928.56 880809 Enter Short 1 436.24 6309.67 0.00 -2786.23 880810 Short 1 93.84 5967.27 -342.40 -2786.23 880811 Short 1 -315.00 5558.43 -751.24 -2786.23 880812 Short 1 -302.41 5571.02 -738.65 -2786.23 880815 Short 1 -247.11 5626.32 -683.35 -2786.23 880816 Short 1 -32.39 5841.03 -468.63 -2786.23 880817 Short 1 385.26 6258.69 -50.98 -2786.23 880818 Short 1 167.71 6041.14 -268.53 -2786.23 880819 Short 1 187.37 6060.80 -248.87 -2786.23 880822 Short 1 331.71 6205.14 -104.53 -2786.23 880823 Short 1 540.21 6413.64 0.00 -2786.23 880824 Short 1 -44.82 5828.61 -585.03 -2786.23 880825 Short 1 -398.30 5475.13 -938.51 -2786.23 880826 Short 1 -520.09 5353.34 -1060.30 -2786.23 880829 Short 1 -242.09 5631.34 -782.30 -2786.23 880830 Short 1 -282.28 5591.15 -822.50 -2786.23 880831 Short 1 -79.63 5793.80 -619.84 -2786.23 750.68 880901 Short 1 -242.09 5631.34 -782.30 -2786.23 880902 Exit Short 1 -581.25 5292.18 -1121.46 -2786.23 MFE = 540.21 MAE = -581.25 880908 Enter Short 1 -212.65 5079.53 -1334.11 -2786.23 880909 Short 1 -176.74 5115.44 -1298.21 -2786.23 880912 Short 1 -364.69 4927.49 -1486.15 -2786.23 880913 Short 1 -204.95 5087.23 -1326.41 -2786.23 880914 Short 1 306.81 5598.99 -814.66 -2786.23 880915 Short 1 321.81 5613.99 -799.65 -2786.23 880916 Short 1 261.74 5553.91 -859.73 -2786.23 880919 Short 1 224.10 5516.28 -897.36 -2786.23 880920 Short 1 183.87 5476.05 -937.59 -2786.23 880921 Short 1 331.80 5623.98 -789.66 -2786.23 880922 Short 1 391.66 5683.84 -729.80 -2786.23 880923 Short 1 331.80 5623.98 -789.66 -2786.23 880926 Short 1 538.05 5830.23 -583.42 -2786.23 880927 Short 1 508.36 5800.54 -613.10 -2786.23 880928 Short 1 545.46 5837.64 -576.00 -2786.23 880929 Short 1 621.91 5914.09 -499.55 -2786.23 880930 Exit Short 1 381.25 5673.43 -740.21 -2786.23 MFE = 621.91 MAE = -364.69 880930 Enter Long 1 74.45 5747.88 -665.77 -2786.23 -200.00 881003 Long 1 96.94 5770.37 -643.27 -2786.23 881004 Long 1 66.95 5740.38 -673.26 -2786.23 881005 Long 1 37.02 5710.44 -703.20 -2786.23 881006 Long 1 22.06 5695.49 -718.15 -2786.23 881007 Long 1 96.94 5770.37 -643.27 -2786.23 881010 Long 1 313.18 5986.61 -427.03 -2786.23 881011 Long 1 353.67 6027.10 -386.54 -2786.23 881012 Exit Long 1 750.00 6423.43 0.00 -2786.23 MFE = 750.00 MAE = 0.00 881013 Enter Long 1 -25.99 6397.43 -25.99 -2786.23 881014 Long 1 193.57 6617.00 0.00 -2786.23 881017 Long 1 78.14 6501.57 -115.43 -2786.23 881018 Long 1 5.99 6429.42 -187.58 -2786.23 881019 Long 1 -10.00 6413.42 -203.58 -2786.23 881020 Long 1 328.62 6752.04 0.00 -2786.23 881021 Long 1 766.80 7190.23 0.00 -2786.23 881024 Long 1 304.24 6727.67 -462.56 -2786.23 881025 Long 1 369.30 6792.73 -397.50 -2786.23 881026 Exit Long 1 750.00 7173.43 -16.80 -2786.23 MFE = 766.80 MAE = -25.99 881027 Enter Long 1 206.00 7379.42 0.00 -2786.23 881028 Long 1 309.76 7483.19 0.00 -2786.23 881031 Long 1 -102.24 7071.19 -412.00 -2786.23 1500.00 881101 Long 1 214.39 7387.82 -95.37 -2786.23 881102 Long 1 394.27 7567.70 0.00 -2786.23 881103 Long 1 292.90 7466.32 -101.37 -2786.23 881104 Long 1 86.05 7259.48 -308.22 -2786.23 881107 Long 1 385.81 7559.23 -8.46 -2786.23 881108 Long 1 24.94 7198.37 -369.33 -2786.23 881109 Exit Long 1 747.83 7921.26 0.00 -2786.23 MFE = 747.83 MAE = -102.24 881110 Enter Long 1 255.07 8176.33 0.00 -2786.23 881111 Exit Long 1 748.23 8669.49 0.00 -2786.23 MFE = 748.23 MAE = 0.00 881114 Enter Long 1 -225.17 8444.32 0.00 -2786.23 881115 Long 1 -108.50 8561.00 0.00 -2786.23 881116 Long 1 520.70 9190.19 0.00 -2786.23 881117 Long 1 355.69 9025.18 -165.01 -2786.23 881118 Long 1 -26.44 8643.05 -547.14 -2786.23 881121 Long 1 126.78 8796.28 -393.92 -2786.23 881122 Long 1 391.58 9061.08 -129.11 -2786.23 881123 Long 1 596.12 9265.62 0.00 -2786.23 881124 Long 1 686.97 9356.46 0.00 -2786.23 881125 Exit Long 1 748.50 9417.99 0.00 -2786.23 MFE = 748.50 MAE = -225.17 881129 Enter Long 1 -11.14 9406.85 0.00 -2786.23 881130 Long 1 -2.21 9415.78 0.00 -2786.23 2244.56 881201 Long 1 -73.60 9344.39 -71.40 -2786.23 881202 Long 1 237.49 9655.48 0.00 -2786.23 881205 Long 1 108.32 9526.31 -129.17 -2786.23 881206 Long 1 -248.11 9169.89 -485.60 -2786.23 881207 Exit Long 1 -1037.50 8380.49 -1037.50 -2786.23 MFE = 237.49 MAE = -1037.50 881208 Enter Long 1 205.02 8585.51 -1069.97 -2786.23 881209 Long 1 240.01 8620.50 -1034.98 -2786.23 881212 Long 1 196.28 8576.77 -1078.71 -2786.23 881213 Long 1 10.69 8391.18 -1264.30 -2786.23 881214 Long 1 196.28 8576.77 -1078.71 -2786.23 881215 Long 1 -124.57 8255.92 -1399.56 -2786.23 881216 Long 1 -256.13 8124.36 -1531.12 -2786.23 881219 Long 1 -491.45 7889.04 -1766.44 -2786.23 881220 Exit Long 1 -881.25 7499.24 -1918.75 -2786.23 MFE = 240.01 MAE = -881.25 881220 Enter Short 1 -4.23 7495.02 -2160.47 -2786.23 881221 Short 1 -243.92 7255.33 -2400.15 -2786.23 881222 Short 1 -227.10 7272.14 -2383.34 -2786.23 881223 Short 1 -210.31 7288.94 -2366.54 -2786.23 881226 Short 1 -260.74 7238.50 -2416.98 -2786.23 881227 Short 1 -62.50 7436.74 -2218.74 -2786.23 881228 Short 1 284.72 7783.96 -1871.52 -2786.23 881229 Short 1 257.37 7756.62 -1898.86 -2786.23 881230 Short 1 -62.50 7436.74 -2218.74 -2786.23 -1918.75 890102 Short 1 -98.66 7400.58 -2254.90 -2786.23 890103 Short 1 -201.91 7297.33 -2358.15 -2786.23 890104 Short 1 458.88 7958.12 -1697.36 -2786.23 890105 Exit Short 1 750.00 8249.24 -1406.24 -2786.23 MFE = 750.00 MAE = -260.74 890106 Enter Short 1 273.33 8522.57 -1132.91 -2786.23 890109 Short 1 322.87 8572.12 -1083.36 -2786.23 890110 Exit Short 1 747.52 8996.77 -658.71 -2786.23 MFE = 747.52 MAE = 0.00 890111 Enter Short 1 -267.96 8728.81 -926.67 -2786.23 890112 Short 1 -148.99 8847.77 -807.71 -2786.23 890113 Short 1 251.78 9248.55 -406.93 -2786.23 890116 Short 1 445.43 9442.19 -213.29 -2786.23 890117 Short 1 297.21 9293.98 -361.50 -2786.23 890118 Exit Short 1 751.13 9747.90 0.00 -2786.23 MFE = 751.13 MAE = -267.96 890119 Enter Short 1 -329.27 9418.63 -329.27 -2786.23 890120 Short 1 -782.12 8965.78 -782.12 -2786.23 890123 Short 1 -1095.91 8651.99 -1095.91 -2786.23 890124 Short 1 -733.29 9014.61 -733.29 -2786.23 890125 Short 1 -676.90 9071.00 -676.90 -2786.23 890126 Short 1 -518.82 9229.07 -518.82 -2786.23 890127 Short 1 -111.63 9636.27 -111.63 -2786.23 890130 Short 1 -251.45 9496.45 -251.45 -2786.23 890131 Short 1 182.21 9930.11 0.00 -2786.23 2248.66 890201 Short 1 145.41 9893.31 -36.80 -2786.23 890202 Short 1 83.93 9831.83 -98.28 -2786.23 890203 Short 1 91.32 9839.22 -90.89 -2786.23 890206 Short 1 -17.32 9730.57 -199.53 -2786.23 890207 Short 1 4.95 9752.84 -177.26 -2786.23 890208 Short 1 -2.47 9745.43 -184.68 -2786.23 890209 Exit Short 1 -585.71 9162.19 -585.71 -2786.23 MFE = 182.21 MAE = -1095.91 890210 Enter Short 1 339.49 9501.68 -428.43 -2786.23 890213 Short 1 207.92 9370.11 -560.00 -2786.23 890214 Short 1 -342.62 8819.57 -1110.54 -2786.23 890215 Short 1 -383.63 8778.56 -1151.55 -2786.23 890216 Short 1 -424.73 8737.46 -1192.65 -2786.23 890217 Short 1 -440.16 8722.03 -1208.08 -2786.23 890220 Short 1 -278.71 8883.48 -1046.62 -2786.23 890221 Short 1 -248.10 8914.09 -1016.02 -2786.23 890222 Short 1 -327.27 8834.92 -1095.18 -2786.23 890223 Exit Short 1 -675.00 8487.19 -1260.71 -2786.23 MFE = 339.49 MAE = -675.00 890223 Enter Long 1 -34.10 8453.10 -1477.01 -2786.23 890224 Long 1 -23.71 8463.48 -1466.63 -2786.23 890227 Long 1 -129.91 8357.28 -1572.83 -2786.23 890228 Long 1 -106.65 8380.55 -1549.56 -2786.23 -1260.71 890301 Exit Long 1 -587.50 7899.69 -1848.21 -2786.23 MFE = 0.00 MAE = -587.50 890301 Enter Short 1 -104.61 7795.08 -2135.03 -2786.23 890302 Short 1 170.49 8070.18 -1859.92 -2786.23 890303 Short 1 69.98 7969.67 -1960.44 -2786.23 890306 Short 1 280.47 8180.16 -1749.95 -2786.23 890307 Short 1 233.06 8132.75 -1797.36 -2786.23 890308 Short 1 434.40 8334.09 -1596.01 -2786.23 890309 Short 1 280.47 8180.16 -1749.95 -2786.23 890310 Short 1 419.56 8319.25 -1610.86 -2786.23 890313 Short 1 574.87 8474.56 -1455.55 -2786.23 890314 Short 1 481.34 8381.03 -1549.08 -2786.23 890315 Exit Short 1 750.00 8649.69 -1280.42 -2786.23 MFE = 750.00 MAE = -104.61 890321 Enter Short 1 -58.30 8591.39 -1338.72 -2786.23 890322 Short 1 -191.72 8457.97 -1472.13 -2786.23 890323 Short 1 15.16 8664.85 -1265.26 -2786.23 890324 Short 1 22.25 8671.94 -1258.16 -2786.23 890327 Short 1 359.71 9009.40 -920.70 -2786.23 890328 Short 1 624.99 9274.68 -655.43 -2786.23 890329 Short 1 583.71 9233.40 -696.71 -2786.23 890330 Exit Short 1 750.00 9399.69 -530.42 -2786.23 MFE = 750.00 MAE = -191.72 890331 Enter Short 1 214.09 9613.79 -316.32 -2786.23 912.50 890403 Short 1 -323.45 9076.24 -853.87 -2786.23 890404 Short 1 -477.85 8921.84 -1008.27 -2786.23 890405 Short 1 -221.20 9178.49 -751.62 -2786.23 890406 Short 1 -170.28 9229.41 -700.70 -2786.23 890407 Short 1 -50.47 9349.22 -580.89 -2786.23 890410 Short 1 171.02 9570.71 -359.40 -2786.23 890411 Short 1 241.26 9640.95 -289.16 -2786.23 890412 Short 1 277.41 9677.10 -253.01 -2786.23 890413 Exit Short 1 -300.00 9099.69 -830.42 -2786.23 MFE = 277.41 MAE = -477.85 890414 Enter Short 1 -114.03 8985.66 -944.45 -2786.23 890417 Short 1 -209.04 8890.65 -1039.45 -2786.23 890418 Short 1 -537.05 8562.65 -1367.46 -2786.23 890419 Short 1 -325.53 8774.16 -1155.95 -2786.23 890420 Short 1 -463.93 8635.76 -1294.35 -2786.23 890421 Short 1 -456.87 8642.82 -1287.29 -2786.23 890424 Short 1 -188.14 8911.55 -1018.56 -2786.23 890425 Short 1 -100.17 8999.52 -930.59 -2786.23 890426 Short 1 163.60 9263.29 -666.82 -2786.23 890427 Short 1 227.27 9326.96 -603.15 -2786.23 890428 Short 1 600.36 9700.05 -230.06 -2786.23 -300.00 890501 Exit Short 1 750.00 9849.69 -80.42 -2786.23 MFE = 750.00 MAE = -537.05 890505 Enter Short 1 -19.92 9829.77 -100.34 -2786.23 890508 Short 1 142.71 9992.40 0.00 -2786.23 890509 Short 1 -0.33 9849.36 -143.04 -2786.23 890510 Short 1 -96.31 9753.38 -239.01 -2786.23 890511 Short 1 228.85 10078.54 0.00 -2786.23 890512 Short 1 470.06 10319.75 0.00 -2786.23 890515 Exit Short 1 750.00 10599.69 0.00 -2786.23 MFE = 750.00 MAE = -96.31 890516 Enter Short 1 -250.11 10349.58 0.00 -2786.23 890517 Short 1 384.21 10983.90 0.00 -2786.23 890518 Short 1 347.87 10947.56 -36.34 -2786.23 890519 Short 1 448.62 11048.31 0.00 -2786.23 890522 Exit Short 1 750.00 11349.69 0.00 -2786.23 MFE = 750.00 MAE = -250.11 890523 Enter Short 1 -85.49 11264.20 0.00 -2786.23 890524 Short 1 -190.99 11158.70 -105.50 -2786.23 890525 Exit Short 1 -1013.38 10336.31 -1013.38 -2786.23 MFE = 0.00 MAE = -1013.38 890529 Enter Short 1 143.29 10479.60 -784.60 -2786.23 890530 Short 1 -256.66 10079.65 -1184.55 -2786.23 890531 Short 1 -650.74 9685.56 -1578.63 -2786.23 1236.62 890601 Short 1 -947.13 9389.18 -1875.02 -2786.23 890602 Short 1 -1597.15 8739.16 -2525.04 -2786.23 890605 Short 1 -680.60 9655.71 -1608.49 -2786.23 890606 Short 1 -766.15 9570.15 -1694.04 -2786.23 890607 Short 1 -731.88 9604.43 -1659.77 -2786.23 890608 Short 1 -766.15 9570.15 -1694.04 -2786.23 890609 Short 1 84.06 10420.37 -843.83 -2786.23 890612 Short 1 51.30 10387.61 -876.58 -2786.23 890613 Short 1 -61.76 10274.55 -989.65 -2786.23 890614 Short 1 204.34 10540.65 -723.55 -2786.23 890615 Exit Short 1 -779.54 9556.77 -1792.92 -2786.23 MFE = 204.34 MAE = -1597.15 890615 Enter Long 1 -103.79 9452.98 -1811.22 -2786.23 890616 Long 1 -29.08 9527.69 -1736.50 -2786.23 890619 Long 1 35.21 9591.98 -1672.22 -2786.23 890620 Long 1 -286.09 9270.68 -1993.52 -2786.23 890621 Long 1 423.54 9980.31 -1283.89 -2786.23 890622 Long 1 697.42 10254.19 -1010.01 -2786.23 890623 Exit Long 1 750.00 10306.77 -1042.92 -2786.23 MFE = 750.00 MAE = -286.09 890629 Enter Long 1 -116.34 10190.43 -1073.77 -2786.23 890630 Long 1 146.91 10453.68 -810.52 -2786.23 -29.54 890703 Long 1 586.47 10893.25 -370.95 -2786.23 890704 Exit Long 1 750.00 11056.77 -207.43 -2786.23 MFE = 750.00 MAE = -116.34 890705 Exit Long 1 750.00 11806.77 0.00 -2786.23 MFE = 750.00 MAE = 0.00 890706 Enter Long 1 -84.15 11722.62 -84.15 -2786.23 890707 Long 1 0.00 11806.77 0.00 -2786.23 890710 Long 1 196.17 12002.94 0.00 -2786.23 890711 Long 1 -182.28 11624.49 -378.45 -2786.23 890712 Long 1 -38.52 11768.25 -234.69 -2786.23 890713 Long 1 -494.82 11311.95 -690.99 -2786.23 890714 Long 1 -965.73 10841.04 -1161.90 -2786.23 890717 Long 1 -797.73 11009.04 -993.90 -2786.23 890718 Long 1 -786.17 11020.60 -982.34 -2786.23 890719 Long 1 -1084.50 10722.27 -1280.67 -2786.23 890720 Long 1 -834.68 10972.09 -1030.85 -2786.23 890721 Long 1 -903.77 10903.00 -1099.94 -2786.23 890724 Long 1 -579.19 11227.58 -775.36 -2786.23 890725 Long 1 -213.28 11593.49 -409.45 -2786.23 890726 Long 1 157.26 11964.03 -38.91 -2786.23 890727 Long 1 -52.94 11753.83 -249.11 -2786.23 890728 Long 1 -156.00 11650.77 -352.17 -2786.23 890731 Long 1 57.92 11864.69 -138.25 -2786.23 1500.00 890801 Long 1 562.25 12369.02 0.00 -2786.23 890802 Long 1 296.22 12102.99 -266.03 -2786.23 890803 Long 1 -33.71 11773.06 -595.96 -2786.23 890804 Exit Long 1 -770.32 11036.45 -770.32 -2786.23 MFE = 562.25 MAE = -1084.50 890808 Enter Long 1 163.30 11199.75 -1169.27 -2786.23 890809 Long 1 36.40 11072.85 -1296.18 -2786.23 890810 Long 1 -115.24 10921.20 -1447.82 -2786.23 890811 Exit Long 1 -900.00 10136.45 -1670.32 -2786.23 MFE = 163.30 MAE = -900.00 890811 Enter Short 1 -37.09 10099.35 -2269.67 -2786.23 890814 Short 1 185.23 10321.67 -2047.35 -2786.23 890815 Short 1 34.34 10170.79 -2198.24 -2786.23 890816 Short 1 -68.43 10068.02 -2301.01 -2786.23 890817 Short 1 422.38 10558.82 -1810.20 -2786.23 890818 Short 1 291.00 10427.45 -1941.58 -2786.23 890821 Short 1 273.42 10409.86 -1959.16 -2786.23 890822 Short 1 -57.23 10079.22 -2289.81 -2786.23 890823 Short 1 220.55 10357.00 -2012.03 -2786.23 890824 Short 1 291.00 10427.45 -1941.58 -2786.23 890825 Short 1 369.94 10506.38 -1862.64 -2786.23 890828 Short 1 422.38 10558.82 -1810.20 -2786.23 890829 Exit Short 1 -131.25 10005.20 -2363.83 -2786.23 MFE = 422.38 MAE = -131.25 890830 Enter Short 1 42.95 10048.15 -2320.87 -2786.23 890831 Short 1 285.82 10291.01 -2078.01 -2786.23 -1801.57 890901 Short 1 542.67 10547.87 -1821.16 -2786.23 890904 Short 1 589.77 10594.96 -1774.06 -2786.23 890905 Exit Short 1 750.00 10755.20 -1613.83 -2786.23 MFE = 750.00 MAE = 0.00 890906 Enter Short 1 -219.99 10535.21 -1833.82 -2786.23 890907 Short 1 -202.80 10552.39 -1816.63 -2786.23 890908 Short 1 171.15 10926.35 -1442.68 -2786.23 890911 Short 1 -57.41 10697.79 -1671.24 -2786.23 890912 Short 1 -6.37 10748.83 -1620.20 -2786.23 890913 Short 1 -377.52 10377.68 -1991.35 -2786.23 890914 Short 1 -260.86 10494.34 -1874.69 -2786.23 890915 Short 1 -442.65 10312.55 -2056.48 -2786.23 890918 Short 1 -703.29 10051.91 -2317.12 -2786.23 890919 Short 1 -536.41 10218.79 -2150.24 -2786.23 890920 Short 1 -734.20 10021.00 -2348.03 -2786.23 890921 Short 1 -703.29 10051.91 -2317.12 -2786.23 890922 Short 1 -536.41 10218.79 -2150.24 -2786.23 890925 Exit Short 1 -1198.84 9556.35 -2812.67 -2812.67 MFE = 171.15 MAE = -1198.84 890925 Enter Long 1 352.39 9908.75 -2460.28 -2812.67 890926 Long 1 449.43 10005.79 -2363.24 -2812.67 890927 Exit Long 1 750.00 10306.35 -2062.67 -2812.67 MFE = 750.00 MAE = 0.00 890929 Enter Long 1 -138.80 10167.56 -2201.47 -2812.67 301.16 891002 Long 1 -325.84 9980.52 -2388.51 -2812.67 891003 Long 1 -494.73 9811.62 -2557.40 -2812.67 891004 Long 1 -337.61 9968.74 -2400.28 -2812.67 891005 Long 1 -473.70 9832.65 -2536.37 -2812.67 891006 Long 1 -645.93 9660.42 -2708.60 -2812.67 891009 Long 1 -710.70 9595.66 -2773.37 -2812.67 891010 Long 1 -1196.25 9110.11 -3258.92 -3258.92 891011 Long 1 -1499.83 8806.52 -3562.50 -3562.50 891012 Long 1 -1362.05 8944.30 -3424.72 -3562.50 891013 Long 1 -515.74 9790.61 -2578.41 -3562.50 891016 Long 1 -494.73 9811.62 -2557.40 -3562.50 891017 Long 1 -473.70 9832.65 -2536.37 -3562.50 891018 Long 1 -205.30 10101.06 -2267.97 -3562.50 891019 Long 1 -29.04 10277.31 -2091.71 -3562.50 891020 Long 1 -292.82 10013.53 -2355.50 -3562.50 891023 Long 1 -79.22 10227.13 -2141.89 -3562.50 891024 Long 1 160.91 10467.26 -1901.76 -3562.50 891025 Long 1 187.50 10493.86 -1875.17 -3562.50 891026 Long 1 47.68 10354.03 -2015.00 -3562.50 891027 Long 1 386.93 10693.28 -1675.74 -3562.50 891030 Long 1 197.19 10503.54 -1865.49 -3562.50 891031 Long 1 11.67 10318.03 -2051.00 -3562.50 0.00 891101 Long 1 -214.78 10091.57 -2277.45 -3562.50 891102 Long 1 -31.43 10274.92 -2094.11 -3562.50 891103 Long 1 -131.66 10174.70 -2194.33 -3562.50 891106 Long 1 -191.07 10115.29 -2253.74 -3562.50 891107 Long 1 -12.29 10294.07 -2074.96 -3562.50 891108 Long 1 -43.39 10262.96 -2106.06 -3562.50 891109 Long 1 -226.62 10079.73 -2289.30 -3562.50 891110 Exit Long 1 -431.25 9875.10 -2493.92 -3562.50 MFE = 386.93 MAE = -1499.83 891110 Enter Short 1 265.15 10140.26 -2228.77 -3562.50 891113 Short 1 183.99 10059.10 -2309.93 -3562.50 891114 Exit Short 1 -106.25 9768.85 -2600.17 -3562.50 MFE = 265.15 MAE = -106.25 891114 Enter Long 1 241.00 10009.85 -2359.17 -3562.50 891115 Long 1 51.07 9819.92 -2549.10 -3562.50 891116 Long 1 -43.20 9725.65 -2643.37 -3562.50 891117 Long 1 -52.60 9716.25 -2652.78 -3562.50 891120 Long 1 -7.90 9760.95 -2608.08 -3562.50 891121 Long 1 348.67 10117.52 -2251.50 -3562.50 891122 Long 1 444.88 10213.73 -2155.30 -3562.50 891123 Long 1 324.69 10093.54 -2275.48 -3562.50 891124 Long 1 464.18 10233.03 -2136.00 -3562.50 891127 Long 1 626.56 10395.41 -1973.61 -3562.50 891128 Exit Long 1 750.00 10518.85 -1850.17 -3562.50 MFE = 750.00 MAE = -52.60 212.50 891212 Enter Long 1 251.88 10770.73 -1598.29 -3562.50 891213 Exit Long 1 750.00 11268.85 -1100.17 -3562.50 MFE = 750.00 MAE = 0.00 891214 Enter Long 1 -261.88 11006.97 -1362.05 -3562.50 891215 Long 1 126.34 11395.19 -973.83 -3562.50 891218 Long 1 191.77 11460.63 -908.40 -3562.50 891219 Long 1 -133.31 11135.55 -1233.48 -3562.50 891220 Long 1 -68.71 11200.14 -1168.88 -3562.50 891221 Long 1 -159.09 11109.76 -1259.26 -3562.50 891222 Long 1 87.18 11356.03 -1012.99 -3562.50 891225 Long 1 165.58 11434.43 -934.60 -3562.50 891226 Long 1 87.18 11356.03 -1012.99 -3562.50 891227 Long 1 621.00 11889.85 -479.18 -3562.50 891228 Exit Long 1 750.00 12018.85 -350.17 -3562.50 MFE = 750.00 MAE = -261.88 1500.00 900102 Exit Long 1 -993.75 11025.10 -1343.92 -3562.50 MFE = 0.00 MAE = -993.75 900104 Exit Long 1 750.00 11775.10 -593.92 -3562.50 MFE = 750.00 MAE = 0.00 900105 Enter Long 1 -202.75 11572.35 -796.67 -3562.50 900108 Long 1 341.58 12116.68 -252.35 -3562.50 900109 Long 1 530.81 12305.92 -63.11 -3562.50 900110 Exit Long 1 749.83 12524.93 0.00 -3562.50 MFE = 749.83 MAE = -202.75 900111 Enter Long 1 58.20 12583.13 0.00 -3562.50 900112 Long 1 266.04 12790.97 0.00 -3562.50 900115 Long 1 -210.29 12314.64 -476.34 -3562.50 900116 Long 1 -38.09 12486.84 -304.14 -3562.50 900117 Long 1 30.64 12555.57 -235.40 -3562.50 900118 Long 1 -432.29 12092.64 -698.34 -3562.50 900119 Long 1 -391.86 12133.07 -657.90 -3562.50 900122 Long 1 -739.64 11785.29 -1005.68 -3562.50 900123 Long 1 30.64 12555.57 -235.40 -3562.50 900124 Long 1 358.16 12883.09 0.00 -3562.50 900125 Long 1 645.46 13170.39 0.00 -3562.50 900126 Long 1 475.99 13000.92 -169.48 -3562.50 900129 Exit Long 1 750.00 13274.93 0.00 -3562.50 MFE = 750.00 MAE = -739.64 900130 Enter Long 1 -533.96 12740.97 -533.96 -3562.50 900131 Long 1 -664.45 12610.48 -664.45 -3562.50 1256.08 900201 Long 1 -394.23 12880.70 -394.23 -3562.50 900202 Long 1 -338.08 12936.85 -338.08 -3562.50 900205 Long 1 188.57 13463.50 0.00 -3562.50 900206 Long 1 116.63 13391.56 -71.94 -3562.50 900207 Long 1 -253.56 13021.36 -442.14 -3562.50 900208 Long 1 -267.67 13007.26 -456.24 -3562.50 900209 Long 1 -338.08 12936.85 -526.65 -3562.50 900212 Long 1 -570.13 12704.80 -758.70 -3562.50 900213 Long 1 -478.18 12796.75 -666.75 -3562.50 900214 Long 1 -492.14 12782.79 -680.71 -3562.50 900215 Long 1 -810.63 12464.30 -999.20 -3562.50 900216 Long 1 -309.94 12964.99 -498.51 -3562.50 900219 Long 1 -197.03 13077.90 -385.60 -3562.50 900220 Long 1 30.62 13305.55 -157.95 -3562.50 900221 Long 1 -12.25 13262.68 -200.82 -3562.50 900222 Long 1 139.62 13414.55 -48.95 -3562.50 900223 Long 1 136.75 13411.68 -51.82 -3562.50 900226 Exit Long 1 -237.50 13037.43 -237.50 -3562.50 MFE = 188.57 MAE = -810.63 900226 Enter Short 1 -57.96 12979.46 -484.04 -3562.50 900227 Short 1 -23.96 13013.47 -450.03 -3562.50 900228 Short 1 377.08 13414.51 -48.99 -3562.50 -237.50 900301 Short 1 617.36 13654.79 0.00 -3562.50 900302 Exit Short 1 750.00 13787.43 0.00 -3562.50 MFE = 750.00 MAE = -57.96 900305 Enter Long 1 39.11 13826.54 0.00 -3562.50 900306 Long 1 -44.44 13742.99 -83.55 -3562.50 900307 Long 1 11.23 13798.66 -27.88 -3562.50 900308 Long 1 -273.88 13513.55 -312.99 -3562.50 900309 Long 1 -334.27 13453.16 -373.39 -3562.50 900312 Exit Long 1 -631.25 13156.18 -631.25 -3562.50 MFE = 39.11 MAE = -631.25 900312 Enter Short 1 199.54 13355.72 -470.82 -3562.50 900313 Short 1 62.45 13218.63 -607.91 -3562.50 900314 Short 1 48.97 13205.15 -621.40 -3562.50 900315 Short 1 -53.84 13102.34 -724.21 -3562.50 900316 Short 1 -293.92 12862.26 -964.28 -3562.50 900319 Short 1 -315.88 12840.30 -986.25 -3562.50 900320 Short 1 54.36 13210.54 -616.00 -3562.50 900321 Short 1 116.32 13272.50 -554.04 -3562.50 900322 Short 1 -192.64 12963.54 -863.00 -3562.50 900323 Short 1 -67.41 13088.77 -737.78 -3562.50 900326 Short 1 8.44 13164.62 -661.92 -3562.50 900327 Short 1 -40.29 13115.89 -710.65 -3562.50 900328 Short 1 -86.42 13069.76 -756.78 -3562.50 900329 Exit Short 1 -631.25 12524.93 -1262.50 -3562.50 MFE = 199.54 MAE = -631.25 900329 Enter Long 1 123.01 12647.94 -1178.61 -3562.50 900330 Long 1 -8.28 12516.65 -1309.89 -3562.50 -512.50 900402 Long 1 -124.90 12400.03 -1426.51 -3562.50 900403 Long 1 -133.20 12391.73 -1434.81 -3562.50 900404 Long 1 -196.76 12328.17 -1498.37 -3562.50 900405 Long 1 -58.33 12466.60 -1359.95 -3562.50 900406 Long 1 -58.33 12466.60 -1359.95 -3562.50 900409 Long 1 61.45 12586.38 -1240.16 -3562.50 900410 Long 1 433.52 12958.45 -868.10 -3562.50 900411 Long 1 547.57 13072.50 -754.04 -3562.50 900412 Long 1 461.97 12986.90 -839.64 -3562.50 900413 Long 1 405.10 12930.03 -896.52 -3562.50 900416 Long 1 277.69 12802.61 -1023.93 -3562.50 900417 Long 1 235.39 12760.32 -1066.23 -3562.50 900418 Long 1 519.00 13043.93 -782.62 -3562.50 900419 Long 1 362.54 12887.47 -939.07 -3562.50 900420 Long 1 221.31 12746.24 -1080.31 -3562.50 900423 Long 1 95.00 12619.93 -1206.61 -3562.50 900424 Long 1 311.59 12836.52 -990.02 -3562.50 900425 Exit Long 1 750.00 13274.93 -551.61 -3562.50 MFE = 750.00 MAE = -196.76 900426 Enter Long 1 42.34 13317.27 -509.28 -3562.50 900427 Long 1 116.12 13391.05 -435.49 -3562.50 900430 Long 1 219.84 13494.77 -331.78 -3562.50 750.00 900501 Long 1 86.57 13361.50 -465.04 -3562.50 900502 Long 1 110.21 13385.14 -441.41 -3562.50 900503 Long 1 92.48 13367.41 -459.13 -3562.50 900504 Long 1 449.80 13724.73 -101.82 -3562.50 900507 Exit Long 1 750.00 14024.93 0.00 -3562.50 MFE = 750.00 MAE = 0.00 900508 Enter Long 1 0.00 14024.93 0.00 -3562.50 900509 Exit Long 1 752.00 14776.93 0.00 -3562.50 MFE = 752.00 MAE = 0.00 900510 Enter Long 1 398.14 15175.07 0.00 -3562.50 900511 Long 1 76.51 14853.44 -321.63 -3562.50 900514 Long 1 285.04 15061.98 -113.10 -3562.50 900515 Long 1 162.90 14939.83 -235.24 -3562.50 900516 Long 1 28.66 14805.59 -369.48 -3562.50 900517 Long 1 -66.73 14710.20 -464.87 -3562.50 900518 Long 1 -98.44 14678.50 -496.58 -3562.50 900521 Long 1 -630.62 14146.32 -1028.76 -3562.50 900522 Long 1 -490.99 14285.94 -889.13 -3562.50 900523 Long 1 -537.63 14239.30 -935.77 -3562.50 900524 Long 1 -800.08 13976.85 -1198.22 -3562.50 900525 Long 1 -676.96 14099.97 -1075.10 -3562.50 900528 Long 1 -630.62 14146.32 -1028.76 -3562.50 900529 Long 1 -281.45 14495.49 -679.59 -3562.50 900530 Long 1 -646.08 14130.85 -1044.22 -3562.50 900531 Long 1 -846.07 13930.86 -1244.21 -3562.50 1502.00 900601 Long 1 -1104.87 13672.06 -1503.01 -3562.50 900604 Long 1 -922.51 13854.43 -1320.65 -3562.50 900605 Long 1 -815.42 13961.51 -1213.56 -3562.50 900606 Long 1 -1044.25 13732.68 -1442.39 -3562.50 900607 Long 1 -1330.69 13446.24 -1728.83 -3562.50 900608 Long 1 -1465.06 13311.87 -1863.20 -3562.50 900611 Long 1 -1195.48 13581.45 -1593.62 -3562.50 900612 Long 1 -1126.05 13650.89 -1524.19 -3562.50 900613 Long 1 -692.39 14084.54 -1090.53 -3562.50 900614 Long 1 -998.68 13778.25 -1396.82 -3562.50 900615 Exit Long 1 -1260.76 13516.18 -1658.90 -3562.50 MFE = 398.14 MAE = -1465.06 900615 Enter Short 1 -282.75 13233.42 -1941.65 -3562.50 900618 Exit Short 1 -637.50 12878.68 -2296.40 -3562.50 MFE = 0.00 MAE = -637.50 900618 Enter Long 1 225.85 13104.52 -2070.55 -3562.50 900619 Long 1 360.67 13239.35 -1935.72 -3562.50 900620 Long 1 288.46 13167.13 -2007.94 -3562.50 900621 Long 1 225.85 13104.52 -2070.55 -3562.50 900622 Long 1 313.55 13192.22 -1982.85 -3562.50 900625 Long 1 351.24 13229.92 -1945.16 -3562.50 900626 Exit Long 1 175.00 13053.68 -2121.40 -3562.50 MFE = 360.67 MAE = 0.00 900626 Enter Short 1 -451.92 12601.76 -2573.32 -3562.50 900627 Short 1 -157.53 12896.15 -2278.93 -3562.50 900628 Short 1 129.90 13183.57 -1991.50 -3562.50 900629 Short 1 -10.22 13043.45 -2131.62 -3562.50 -1723.26 900702 Exit Short 1 -493.75 12559.93 -2615.15 -3562.50 MFE = 129.90 MAE = -493.75 900702 Enter Long 1 175.18 12735.11 -2439.97 -3562.50 900703 Long 1 239.55 12799.48 -2375.60 -3562.50 900704 Long 1 320.28 12880.21 -2294.87 -3562.50 900705 Long 1 46.99 12606.91 -2568.16 -3562.50 900706 Long 1 62.97 12622.90 -2552.17 -3562.50 900709 Long 1 127.02 12686.95 -2488.13 -3562.50 900710 Long 1 239.55 12799.48 -2375.60 -3562.50 900711 Long 1 -80.47 12479.45 -2695.62 -3562.50 900712 Long 1 401.29 12961.22 -2213.86 -3562.50 900713 Long 1 -96.35 12463.57 -2711.50 -3562.50 900716 Long 1 -567.59 11992.34 -3182.74 -3562.50 900717 Long 1 -128.08 12431.84 -2743.23 -3562.50 900718 Long 1 -489.74 12070.18 -3104.89 -3562.50 900719 Long 1 -222.99 12336.93 -2838.14 -3562.50 900720 Long 1 -16.83 12543.09 -2631.98 -3562.50 900723 Long 1 613.31 13173.23 -2001.84 -3562.50 900724 Exit Long 1 750.00 13309.93 -1865.15 -3562.50 MFE = 750.00 MAE = -567.59 900725 Enter Long 1 -256.23 13053.69 -2121.38 -3562.50 900726 Long 1 -206.91 13103.01 -2072.06 -3562.50 900727 Long 1 359.62 13669.54 -1505.53 -3562.50 900730 Long 1 393.38 13703.31 -1471.77 -3562.50 900731 Exit Long 1 750.00 14059.93 -1115.15 -3562.50 MFE = 750.00 MAE = -256.23 1006.25 900802 Exit Long 1 -1087.50 12972.43 -2202.65 -3562.50 MFE = 0.00 MAE = -1087.50 900803 Enter Long 1 240.59 13213.02 -1962.06 -3562.50 900806 Exit Long 1 747.19 13719.62 -1455.46 -3562.50 MFE = 747.19 MAE = 0.00 900807 Enter Long 1 -263.51 13456.11 -1718.97 -3562.50 900808 Long 1 -280.97 13438.64 -1736.43 -3562.50 900809 Long 1 -437.55 13282.07 -1893.00 -3562.50 900810 Long 1 -280.97 13438.64 -1736.43 -3562.50 900813 Long 1 507.14 14226.76 -948.32 -3562.50 900814 Exit Long 1 751.27 14470.89 -704.19 -3562.50 MFE = 751.27 MAE = -437.55 900815 Enter Long 1 -73.51 14397.37 -777.70 -3562.50 900816 Long 1 502.17 14973.05 -202.02 -3562.50 900817 Exit Long 1 752.52 15223.40 0.00 -3562.50 MFE = 752.52 MAE = -73.51 900820 Enter Long 1 -488.64 14734.76 -488.64 -3562.50 900821 Long 1 -301.87 14921.53 -301.87 -3562.50 900822 Long 1 133.25 15356.65 0.00 -3562.50 900823 Exit Long 1 748.55 15971.95 0.00 -3562.50 MFE = 748.55 MAE = -488.64 900824 Enter Long 1 187.30 16159.24 0.00 -3562.50 900827 Long 1 -416.92 15555.03 -604.21 -3562.50 900828 Long 1 -874.69 15097.26 -1061.98 -3562.50 900829 Long 1 -780.02 15191.92 -967.32 -3562.50 900830 Long 1 -1175.15 14796.79 -1362.45 -3562.50 900831 Long 1 -1699.43 14272.52 -1886.73 -3562.50 1912.02 900903 Long 1 -2018.66 13953.29 -2205.96 -3562.50 900904 Long 1 -1874.09 14097.86 -2061.38 -3562.50 900905 Long 1 -1231.08 14740.87 -1418.37 -3562.50 900906 Long 1 -1268.29 14703.66 -1455.58 -3562.50 900907 Long 1 -1618.95 14353.00 -1806.25 -3562.50 900910 Long 1 -1982.60 13989.35 -2169.89 -3562.50 900911 Exit Long 1 -2425.00 13546.95 -2425.00 -3562.50 MFE = 187.30 MAE = -2425.00 900912 Enter Long 1 -236.75 13310.20 -2849.04 -3562.50 900913 Exit Long 1 750.00 14296.95 -1862.30 -3562.50 MFE = 750.00 MAE = -236.75 900914 Enter Long 1 333.36 14630.31 -1528.94 -3562.50 900917 Exit Long 1 752.17 15049.12 -1110.13 -3562.50 MFE = 752.17 MAE = 0.00 900924 Enter Long 1 194.56 15243.67 -915.57 -3562.50 900925 Long 1 -155.57 14893.55 -1265.70 -3562.50 900926 Long 1 53.89 15103.01 -1056.23 -3562.50 900927 Long 1 380.90 15430.02 -729.23 -3562.50 900928 Long 1 231.71 15280.83 -878.41 -3562.50 -922.83 901001 Exit Long 1 750.00 15799.12 -360.13 -3562.50 MFE = 750.00 MAE = -155.57 901002 Enter Short 1 -424.77 15374.35 -784.89 -3562.50 901003 Short 1 -670.70 15128.41 -1030.83 -3562.50 901004 Short 1 -823.29 14975.83 -1183.42 -3562.50 901005 Short 1 -323.33 15475.79 -683.46 -3562.50 901008 Short 1 -651.69 15147.42 -1011.82 -3562.50 901009 Short 1 -899.94 14899.18 -1260.07 -3562.50 901010 Short 1 -632.70 15166.41 -992.83 -3562.50 901011 Short 1 -996.10 14803.02 -1356.22 -3562.50 901012 Short 1 -537.96 15261.16 -898.09 -3562.50 901015 Short 1 -349.59 15449.53 -709.71 -3562.50 901016 Exit Short 1 -825.00 14974.12 -1185.13 -3562.50 MFE = 0.00 MAE = -996.10 901016 Enter Long 1 146.05 15120.17 -1039.08 -3562.50 901017 Long 1 292.63 15266.74 -892.50 -3562.50 901018 Exit Long 1 750.00 15724.12 -435.13 -3562.50 MFE = 750.00 MAE = 0.00 901019 Enter Long 1 -403.48 15320.64 -838.60 -3562.50 901022 Long 1 -968.08 14756.03 -1403.21 -3562.50 901023 Long 1 -911.06 14813.05 -1346.19 -3562.50 901024 Long 1 -450.06 15274.06 -885.18 -3562.50 901025 Long 1 -998.44 14725.68 -1433.57 -3562.50 901026 Long 1 -823.37 14900.75 -1258.50 -3562.50 901029 Long 1 -1288.69 14435.42 -1723.82 -3562.50 901030 Long 1 -911.06 14813.05 -1346.19 -3562.50 901031 Long 1 -1062.83 14661.29 -1497.95 -3562.50 675.00 901101 Long 1 -585.41 15138.70 -1020.54 -3562.50 901102 Long 1 -78.86 15645.26 -513.99 -3562.50 901105 Long 1 317.96 16042.08 -117.16 -3562.50 901106 Long 1 138.61 15862.72 -296.52 -3562.50 901107 Exit Long 1 749.21 16473.33 0.00 -3562.50 MFE = 749.21 MAE = -1288.69 901109 Enter Long 1 -97.47 16375.86 -97.47 -3562.50 901112 Long 1 2.89 16476.22 0.00 -3562.50 901113 Long 1 -177.47 16295.86 -180.36 -3562.50 901114 Long 1 2.89 16476.22 0.00 -3562.50 901115 Long 1 -169.48 16303.85 -172.37 -3562.50 901116 Long 1 10.94 16484.27 0.00 -3562.50 901119 Long 1 83.47 16556.80 0.00 -3562.50 901120 Long 1 83.47 16556.80 0.00 -3562.50 901121 Long 1 23.01 16496.34 -60.46 -3562.50 901122 Long 1 -77.43 16395.90 -160.90 -3562.50 901123 Long 1 -494.93 15978.41 -578.40 -3562.50 901126 Long 1 -620.78 15852.55 -704.25 -3562.50 901127 Long 1 -487.04 15986.29 -570.51 -3562.50 901128 Long 1 -905.52 15567.81 -988.99 -3562.50 901129 Exit Long 1 -1406.25 15067.08 -1406.25 -3562.50 MFE = 83.47 MAE = -1406.25 -657.04 901205 Enter Long 1 -208.34 14858.74 -1698.06 -3562.50 901206 Long 1 99.48 15166.56 -1390.24 -3562.50 901207 Exit Long 1 750.00 15817.08 -739.72 -3562.50 MFE = 750.00 MAE = -208.34 901214 Enter Short 1 -159.66 15657.42 -899.38 -3562.50 901217 Short 1 -140.37 15676.71 -880.09 -3562.50 901218 Short 1 -450.86 15366.22 -1190.58 -3562.50 901219 Short 1 -372.87 15444.21 -1112.59 -3562.50 901220 Exit Short 1 750.00 16567.08 0.00 -3562.50 MFE = 750.00 MAE = -450.86 901221 Enter Short 1 363.30 16930.38 0.00 -3562.50 901224 Short 1 544.71 17111.79 0.00 -3562.50 901225 Short 1 363.30 16930.38 -181.41 -3562.50 901226 Short 1 381.50 16948.58 -163.20 -3562.50 901227 Short 1 106.99 16674.07 -437.72 -3562.50 901228 Exit Short 1 -995.53 15571.56 -995.53 -3562.50 MFE = 544.71 MAE = -995.53 504.47 910102 Enter Short 1 -582.59 14988.97 -2122.82 -3562.50 910103 Short 1 -425.86 15145.69 -1966.10 -3562.50 910104 Short 1 -76.83 15494.72 -1617.07 -3562.50 910107 Exit Short 1 750.00 16321.56 -790.23 -3562.50 MFE = 750.00 MAE = -582.59 910117 Enter Long 1 144.28 16465.83 -645.96 -3562.50 910118 Long 1 682.05 17003.60 -108.19 -3562.50 910121 Exit Long 1 750.00 17071.56 -40.23 -3562.50 MFE = 750.00 MAE = 0.00 910131 Enter Long 1 101.15 17172.70 0.00 -3562.50 1500.00 910201 Long 1 355.52 17427.07 0.00 -3562.50 910204 Long 1 387.50 17459.06 0.00 -3562.50 910205 Long 1 669.08 17740.63 0.00 -3562.50 910206 Exit Long 1 750.00 17821.56 0.00 -3562.50 MFE = 750.00 MAE = 0.00 910207 Enter Long 1 -428.71 17392.85 -347.78 -3562.50 910208 Long 1 -428.71 17392.85 -347.78 -3562.50 910211 Long 1 -184.63 17636.93 -103.70 -3562.50 910212 Long 1 -590.13 17231.43 -509.20 -3562.50 910213 Long 1 -830.32 16991.23 -749.40 -3562.50 910214 Long 1 -969.37 16852.18 -888.45 -3562.50 910215 Exit Long 1 -1574.27 16247.29 -1574.27 -3562.50 MFE = 0.00 MAE = -1574.27 910221 Enter Long 1 -98.66 16148.63 -1592.01 -3562.50 910222 Exit Long 1 -818.75 15428.54 -2393.02 -3562.50 MFE = 0.00 MAE = -818.75 910222 Enter Short 1 -38.35 15390.18 -2350.45 -3562.50 910225 Short 1 296.39 15724.93 -2015.70 -3562.50 910226 Short 1 524.32 15952.85 -1787.78 -3562.50 910227 Exit Short 1 750.00 16178.54 -1562.10 -3562.50 MFE = 750.00 MAE = -38.35 -893.02 910301 Enter Short 1 139.01 16317.54 -1423.09 -3562.50 910304 Short 1 146.02 16324.56 -1416.08 -3562.50 910305 Short 1 449.14 16627.68 -1112.95 -3562.50 910306 Short 1 268.44 16446.98 -1293.65 -3562.50 910307 Short 1 580.31 16758.85 -981.78 -3562.50 910308 Exit Short 1 750.00 16928.54 -812.10 -3562.50 MFE = 750.00 MAE = 0.00 910311 Enter Short 1 83.28 17011.82 -728.81 -3562.50 910312 Short 1 -285.44 16643.10 -1097.54 -3562.50 910313 Short 1 -143.96 16784.58 -956.05 -3562.50 910314 Short 1 83.28 17011.82 -728.81 -3562.50 910315 Exit Short 1 751.69 17680.23 -60.40 -3562.50 MFE = 751.69 MAE = -285.44 910318 Enter Short 1 440.63 18120.86 0.00 -3562.50 910319 Exit Short 1 749.22 18429.45 0.00 -3562.50 MFE = 749.22 MAE = 0.00 910320 Enter Short 1 -210.22 18219.23 0.00 -3562.50 910321 Short 1 -508.99 17920.47 -298.76 -3562.50 910322 Short 1 -257.13 18172.32 -46.91 -3562.50 910325 Short 1 405.81 18835.26 0.00 -3562.50 910326 Exit Short 1 750.00 19179.45 0.00 -3562.50 MFE = 750.00 MAE = -508.99 910327 Enter Short 1 500.93 19680.38 0.00 -3562.50 910328 Exit Short 1 750.00 19929.45 0.00 -3562.50 MFE = 750.00 MAE = 0.00 3750.92 910402 Enter Short 1 -501.16 19428.29 -252.09 -3562.50 910403 Short 1 -392.64 19536.81 -143.57 -3562.50 910404 Short 1 -972.40 18957.06 -723.32 -3562.50 910405 Short 1 -408.11 19521.34 -159.04 -3562.50 910408 Short 1 51.32 19980.78 0.00 -3562.50 910409 Short 1 -829.97 19099.48 -881.30 -3562.50 910410 Short 1 -168.00 19761.45 -219.33 -3562.50 910411 Short 1 -688.46 19240.99 -739.78 -3562.50 910412 Short 1 -284.65 19644.80 -335.97 -3562.50 910415 Short 1 -510.49 19418.97 -561.81 -3562.50 910416 Short 1 -563.42 19366.04 -614.74 -3562.50 910417 Short 1 -377.18 19552.28 -428.50 -3562.50 910418 Short 1 649.18 20578.63 0.00 -3562.50 910419 Exit Short 1 750.00 20679.45 0.00 -3562.50 MFE = 750.00 MAE = -972.40 910422 Enter Short 1 37.68 20717.13 0.00 -3562.50 910423 Short 1 -439.70 20239.75 -477.38 -3562.50 910424 Short 1 -145.57 20533.89 -183.25 -3562.50 910425 Short 1 -63.93 20615.53 -101.61 -3562.50 910426 Short 1 273.86 20953.31 0.00 -3562.50 910429 Exit Short 1 752.38 21431.84 0.00 -3562.50 MFE = 752.38 MAE = -439.70 1502.38 910502 Enter Short 1 108.06 21539.89 0.00 -3562.50 910503 Short 1 630.82 22062.66 0.00 -3562.50 910506 Short 1 371.05 21802.88 -259.78 -3562.50 910507 Short 1 -39.46 21392.38 -670.28 -3562.50 910508 Short 1 239.96 21671.79 -390.87 -3562.50 910509 Short 1 201.94 21633.77 -428.89 -3562.50 910510 Short 1 34.43 21466.26 -596.40 -3562.50 910513 Exit Short 1 -431.25 21000.59 -1062.07 -3562.50 MFE = 630.82 MAE = -431.25 910516 Enter Short 1 105.81 21106.40 -956.26 -3562.50 910517 Exit Short 1 750.00 21750.59 -312.07 -3562.50 MFE = 750.00 MAE = 0.00 910520 Enter Short 1 -295.53 21455.06 -607.60 -3562.50 910521 Short 1 -709.14 21041.44 -1021.22 -3562.50 910522 Short 1 -348.27 21402.32 -660.34 -3562.50 910523 Short 1 -486.57 21264.01 -798.65 -3562.50 910524 Short 1 -604.99 21145.59 -917.07 -3562.50 910527 Short 1 -545.71 21204.88 -857.78 -3562.50 910528 Short 1 -828.79 20921.80 -1140.87 -3562.50 910529 Short 1 -339.47 21411.12 -651.54 -3562.50 910530 Short 1 -266.29 21484.29 -578.37 -3562.50 910531 Short 1 372.70 22123.29 0.00 -3562.50 318.75 910603 Short 1 550.58 22301.16 0.00 -3562.50 910604 Short 1 550.58 22301.16 0.00 -3562.50 910605 Exit Short 1 750.00 22500.59 0.00 -3562.50 MFE = 750.00 MAE = -828.79 910607 Enter Short 1 31.77 22532.35 0.00 -3562.50 910610 Short 1 -164.53 22336.06 -196.30 -3562.50 910611 Short 1 -28.02 22472.57 -59.78 -3562.50 910612 Short 1 362.83 22863.41 0.00 -3562.50 910613 Exit Short 1 750.00 23250.59 0.00 -3562.50 MFE = 750.00 MAE = -164.53 910614 Enter Short 1 -3.17 23247.42 0.00 -3562.50 910617 Short 1 23.17 23273.76 0.00 -3562.50 910618 Short 1 611.94 23862.53 0.00 -3562.50 910619 Short 1 -29.54 23221.05 -641.48 -3562.50 910620 Short 1 -122.10 23128.48 -734.05 -3562.50 910621 Short 1 224.82 23475.41 -387.12 -3562.50 910624 Short 1 -161.90 23088.68 -773.85 -3562.50 910625 Short 1 245.66 23496.24 -366.29 -3562.50 910626 Short 1 180.48 23431.06 -431.47 -3562.50 910627 Short 1 258.67 23509.25 -353.28 -3562.50 910628 Short 1 323.60 23574.19 -288.34 -3562.50 1500.00 910701 Short 1 683.39 23933.97 0.00 -3562.50 910702 Exit Short 1 750.00 24000.59 0.00 -3562.50 MFE = 750.00 MAE = -161.90 910703 Enter Short 1 -30.03 23970.56 0.00 -3562.50 910704 Short 1 49.94 24050.53 0.00 -3562.50 910705 Short 1 -163.20 23837.39 -213.15 -3562.50 910708 Short 1 -557.86 23442.73 -607.80 -3562.50 910709 Short 1 -163.20 23837.39 -213.15 -3562.50 910710 Short 1 -276.97 23723.61 -326.92 -3562.50 910711 Short 1 241.06 24241.65 0.00 -3562.50 910712 Exit Short 1 -749.31 23251.28 -749.31 -3562.50 MFE = 241.06 MAE = -749.31 910716 Enter Short 1 232.68 23483.96 -757.69 -3562.50 910717 Short 1 44.99 23296.27 -945.38 -3562.50 910718 Short 1 -398.99 22852.29 -1389.36 -3562.50 910719 Short 1 -1138.34 22112.94 -2128.71 -3562.50 910722 Short 1 -731.75 22519.53 -1722.12 -3562.50 910723 Short 1 -718.34 22532.94 -1708.71 -3562.50 910724 Short 1 -1105.51 22145.77 -2095.88 -3562.50 910725 Short 1 -571.35 22679.93 -1561.72 -3562.50 910726 Short 1 -825.90 22425.38 -1816.27 -3562.50 910729 Short 1 -731.75 22519.53 -1722.12 -3562.50 910730 Short 1 -597.99 22653.29 -1588.36 -3562.50 910731 Short 1 -839.39 22411.89 -1829.76 -3562.50 0.69 910801 Short 1 -611.33 22639.95 -1601.70 -3562.50 910802 Exit Short 1 -950.00 22301.28 -1699.31 -3562.50 MFE = 232.68 MAE = -1138.34 910802 Enter Long 1 185.98 22487.26 -1754.39 -3562.50 910805 Long 1 628.07 22929.35 -1312.30 -3562.50 910806 Exit Long 1 750.00 23051.28 -1190.37 -3562.50 MFE = 750.00 MAE = 0.00 910808 Enter Long 1 -354.00 22697.28 -1544.37 -3562.50 910809 Long 1 -683.37 22367.90 -1873.75 -3562.50 910812 Long 1 -491.88 22559.40 -1682.25 -3562.50 910813 Long 1 -656.13 22395.15 -1846.50 -3562.50 910814 Long 1 -838.01 22213.27 -2028.38 -3562.50 910815 Long 1 -1247.39 21803.88 -2437.77 -3562.50 910816 Long 1 -1463.47 21587.81 -2653.84 -3562.50 910819 Long 1 -1705.77 21345.51 -2896.14 -3562.50 910820 Long 1 -1418.86 21632.42 -2609.23 -3562.50 910821 Long 1 -900.07 22151.20 -2090.45 -3562.50 910822 Long 1 -568.69 22482.59 -1759.06 -3562.50 910823 Long 1 -994.16 22057.11 -2184.54 -3562.50 910826 Long 1 -953.89 22097.39 -2144.26 -3562.50 910827 Long 1 -905.46 22145.82 -2095.83 -3562.50 910828 Long 1 -737.76 22313.52 -1928.13 -3562.50 910829 Long 1 -900.07 22151.20 -2090.45 -3562.50 910830 Long 1 -980.75 22070.53 -2171.12 -3562.50 -200.00 910902 Long 1 -1114.51 21936.77 -2304.88 -3562.50 910903 Long 1 -873.11 22178.17 -2063.48 -3562.50 910904 Long 1 -908.16 22143.12 -2098.53 -3562.50 910905 Long 1 -980.75 22070.53 -2171.12 -3562.50 910906 Long 1 -423.05 22628.23 -1613.42 -3562.50 910909 Long 1 130.21 23181.49 -1060.16 -3562.50 910910 Long 1 292.23 23343.51 -898.14 -3562.50 910911 Long 1 406.68 23457.95 -783.70 -3562.50 910912 Long 1 383.73 23435.01 -806.64 -3562.50 910913 Long 1 306.50 23357.78 -883.87 -3562.50 910916 Exit Long 1 750.00 23801.28 -440.37 -3562.50 MFE = 750.00 MAE = -1705.77 910917 Enter Long 1 -93.69 23707.59 -534.06 -3562.50 910918 Exit Long 1 -737.50 23063.78 -1177.87 -3562.50 MFE = 0.00 MAE = -737.50 910918 Enter Short 1 -269.36 22794.42 -1447.23 -3562.50 910919 Short 1 -154.13 22909.65 -1332.00 -3562.50 910920 Short 1 -312.73 22751.05 -1490.60 -3562.50 910923 Exit Short 1 -406.25 22657.53 -1584.12 -3562.50 MFE = 0.00 MAE = -406.25 910923 Enter Long 1 281.65 22939.18 -1302.47 -3562.50 910924 Long 1 -39.56 22617.96 -1623.69 -3562.50 910925 Long 1 120.44 22777.97 -1463.68 -3562.50 910926 Long 1 3.95 22661.48 -1580.17 -3562.50 910927 Long 1 444.08 23101.60 -1140.05 -3562.50 910930 Long 1 444.08 23101.60 -1140.05 -3562.50 -393.75 911001 Long 1 349.42 23006.95 -1234.70 -3562.50 911002 Long 1 325.82 22983.35 -1258.30 -3562.50 911003 Long 1 399.66 23057.18 -1184.47 -3562.50 911004 Long 1 -25.07 22632.46 -1609.19 -3562.50 911007 Long 1 -172.46 22485.07 -1756.58 -3562.50 911008 Long 1 -695.88 21961.65 -2280.00 -3562.50 911009 Long 1 -341.72 22315.81 -1925.84 -3562.50 911010 Long 1 -455.70 22201.83 -2039.82 -3562.50 911011 Long 1 -298.81 22358.71 -1882.94 -3562.50 911014 Long 1 -540.78 22116.75 -2124.90 -3562.50 911015 Long 1 -807.96 21849.57 -2392.08 -3562.50 911016 Long 1 -662.14 21995.39 -2246.26 -3562.50 911017 Long 1 -384.53 22273.00 -1968.65 -3562.50 911018 Long 1 -255.82 22401.70 -1839.95 -3562.50 911021 Long 1 -455.70 22201.83 -2039.82 -3562.50 911022 Long 1 -447.17 22210.36 -2031.29 -3562.50 911023 Exit Long 1 -725.00 21932.53 -2309.12 -3562.50 MFE = 444.08 MAE = -807.96 911023 Enter Short 1 116.34 22048.87 -2192.78 -3562.50 911024 Short 1 -130.93 21801.59 -2440.06 -3562.50 911025 Short 1 -130.93 21801.59 -2440.06 -3562.50 911028 Short 1 399.34 22331.87 -1909.78 -3562.50 911029 Exit Short 1 -350.00 21582.53 -2659.12 -3562.50 MFE = 399.34 MAE = -350.00 911029 Enter Long 1 147.88 21730.41 -2511.24 -3562.50 911030 Long 1 451.68 22034.21 -2207.44 -3562.50 911031 Long 1 364.44 21946.97 -2294.68 -3562.50 -1075.00 911101 Exit Long 1 750.00 22332.53 -1909.12 -3562.50 MFE = 750.00 MAE = 0.00 911115 Enter Long 1 116.51 22449.04 -1792.61 -3562.50 911118 Long 1 253.52 22586.05 -1655.60 -3562.50 911119 Exit Long 1 750.00 23082.53 -1159.12 -3562.50 MFE = 750.00 MAE = 0.00 911121 Enter Long 1 -141.89 22940.64 -1301.01 -3562.50 911122 Long 1 201.24 23283.77 -957.88 -3562.50 911125 Long 1 138.46 23220.99 -1020.66 -3562.50 911126 Long 1 -296.11 22786.42 -1455.23 -3562.50 911127 Long 1 -311.47 22771.06 -1470.59 -3562.50 911128 Long 1 -351.36 22731.17 -1510.48 -3562.50 911129 Long 1 -525.42 22557.11 -1684.54 -3562.50 1500.00 911202 Long 1 -326.82 22755.71 -1485.94 -3562.50 911203 Long 1 -203.70 22878.82 -1362.83 -3562.50 911204 Long 1 38.37 23120.90 -1120.75 -3562.50 911205 Long 1 311.54 23394.07 -847.58 -3562.50 911206 Exit Long 1 750.00 23832.53 -409.12 -3562.50 MFE = 750.00 MAE = -525.42 911209 Enter Long 1 -130.05 23702.48 -539.17 -3562.50 911210 Long 1 -371.88 23460.65 -781.00 -3562.50 911211 Long 1 -227.09 23605.44 -636.21 -3562.50 911212 Long 1 -467.89 23364.64 -877.01 -3562.50 911213 Long 1 -579.37 23253.16 -988.49 -3562.50 911216 Long 1 -285.12 23547.41 -694.24 -3562.50 911217 Long 1 -139.77 23692.76 -548.89 -3562.50 911218 Long 1 -243.22 23589.30 -652.35 -3562.50 911219 Long 1 130.80 23963.33 -278.32 -3562.50 911220 Exit Long 1 751.10 24583.63 0.00 -3562.50 MFE = 751.10 MAE = -579.37 911223 Enter Long 1 563.57 25147.19 0.00 -3562.50 911224 Long 1 374.18 24957.80 -189.39 -3562.50 911225 Long 1 549.74 25133.37 -13.83 -3562.50 911226 Long 1 615.48 25199.11 0.00 -3562.50 911227 Exit Long 1 752.88 25336.51 0.00 -3562.50 MFE = 752.88 MAE = 0.00 911231 Enter Long 1 -187.13 25149.38 -49.73 -3562.50 2253.98 920101 Long 1 -187.13 25149.38 -49.73 -3562.50 920102 Long 1 -422.97 24913.54 -285.57 -3562.50 920103 Long 1 -716.05 24620.46 -578.65 -3562.50 920106 Long 1 326.53 25663.04 0.00 -3562.50 920107 Long 1 448.04 25784.55 0.00 -3562.50 920108 Long 1 309.23 25645.74 -138.81 -3562.50 920109 Exit Long 1 -1081.25 24255.26 -1081.25 -3562.50 MFE = 448.04 MAE = -1081.25 920113 Enter Long 1 -143.38 24111.88 -1672.67 -3562.50 920114 Long 1 -370.72 23884.53 -1900.01 -3562.50 920115 Long 1 -1419.67 22835.59 -2948.96 -3562.50 920116 Long 1 -1127.24 23128.02 -2656.53 -3562.50 920117 Long 1 -213.09 24042.17 -1742.38 -3562.50 920120 Long 1 -276.28 23978.98 -1805.57 -3562.50 920121 Long 1 -213.09 24042.17 -1742.38 -3562.50 920122 Long 1 -307.80 23947.46 -1837.09 -3562.50 920123 Exit Long 1 -925.00 23330.26 -2006.25 -3562.50 MFE = 0.00 MAE = -1419.67 920123 Enter Short 1 -93.80 23236.46 -2548.09 -3562.50 920124 Short 1 -372.76 22957.50 -2827.05 -3562.50 920127 Short 1 59.67 23389.93 -2394.62 -3562.50 920128 Short 1 -155.48 23174.78 -2609.77 -3562.50 920129 Short 1 29.06 23359.32 -2425.23 -3562.50 920130 Short 1 242.42 23572.67 -2211.87 -3562.50 920131 Short 1 166.46 23496.72 -2287.83 -3562.50 -2006.25 920203 Short 1 -47.64 23282.62 -2501.93 -3562.50 920204 Short 1 -192.58 23137.68 -2646.87 -3562.50 920205 Short 1 -516.72 22813.54 -2971.01 -3562.50 920206 Short 1 -686.91 22643.35 -3141.20 -3562.50 920207 Short 1 -1182.78 22147.48 -3637.07 -3637.07 920210 Short 1 -592.20 22738.06 -3046.49 -3637.07 920211 Short 1 13.74 23344.00 -2440.55 -3637.07 920212 Short 1 348.31 23678.57 -2105.98 -3637.07 920213 Exit Short 1 750.00 24080.26 -1704.29 -3637.07 MFE = 750.00 MAE = -1182.78 920214 Enter Short 1 219.54 24299.79 -1484.75 -3637.07 920217 Short 1 242.82 24323.08 -1461.47 -3637.07 920218 Exit Short 1 750.40 24830.66 -953.89 -3637.07 MFE = 750.40 MAE = 0.00 920219 Enter Short 1 0.00 24830.66 -953.89 -3637.07 920220 Short 1 22.65 24853.30 -931.24 -3637.07 920221 Short 1 420.59 25251.25 -533.30 -3637.07 920224 Short 1 239.37 25070.03 -714.52 -3637.07 920225 Short 1 545.14 25375.79 -408.75 -3637.07 920226 Short 1 225.37 25056.03 -728.52 -3637.07 920227 Short 1 -156.35 24674.30 -1110.24 -3637.07 920228 Short 1 -14.16 24816.49 -968.05 -3637.07 1500.40 920302 Short 1 127.07 24957.73 -826.82 -3637.07 920303 Short 1 614.01 25444.67 -339.88 -3637.07 920304 Exit Short 1 748.38 25579.03 -205.51 -3637.07 MFE = 748.38 MAE = -156.35 920305 Enter Short 1 148.25 25727.28 -57.27 -3637.07 920306 Short 1 -203.89 25375.14 -409.41 -3637.07 920309 Short 1 -368.47 25210.57 -573.98 -3637.07 920310 Short 1 -94.90 25484.14 -300.41 -3637.07 920311 Short 1 -362.96 25216.07 -568.48 -3637.07 920312 Short 1 -299.74 25279.30 -505.25 -3637.07 920313 Short 1 -272.31 25306.73 -477.82 -3637.07 920316 Short 1 -382.24 25196.79 -587.75 -3637.07 920317 Short 1 -841.97 24737.07 -1047.48 -3637.07 920318 Short 1 -645.69 24933.34 -851.21 -3637.07 920319 Short 1 -162.95 25416.08 -368.47 -3637.07 920320 Short 1 -67.74 25511.29 -273.25 -3637.07 920323 Short 1 -138.43 25440.61 -343.94 -3637.07 920324 Short 1 -190.24 25388.80 -395.75 -3637.07 920325 Short 1 -520.49 25058.55 -726.00 -3637.07 920326 Short 1 -162.95 25416.08 -368.47 -3637.07 920327 Short 1 -757.63 24821.41 -963.14 -3637.07 920330 Short 1 -520.49 25058.55 -726.00 -3637.07 920331 Short 1 -581.60 24997.43 -787.12 -3637.07 748.38 920401 Short 1 -291.50 25287.53 -497.02 -3637.07 920402 Short 1 -520.49 25058.55 -726.00 -3637.07 920403 Short 1 -884.26 24694.77 -1089.78 -3637.07 920406 Short 1 -743.60 24835.43 -949.12 -3637.07 920407 Short 1 -856.06 24722.97 -1061.57 -3637.07 920408 Short 1 -715.58 24863.45 -921.10 -3637.07 920409 Short 1 -898.39 24680.65 -1103.90 -3637.07 920410 Short 1 -335.45 25243.58 -540.97 -3637.07 920413 Short 1 54.03 25633.07 -151.48 -3637.07 920414 Short 1 48.64 25627.67 -156.88 -3637.07 920415 Short 1 316.75 25895.78 0.00 -3637.07 920416 Short 1 612.91 26191.95 0.00 -3637.07 920417 Short 1 652.25 26231.28 0.00 -3637.07 920420 Short 1 536.64 26115.67 -115.61 -3637.07 920421 Short 1 665.34 26244.38 0.00 -3637.07 920422 Exit Short 1 749.67 26328.71 0.00 -3637.07 MFE = 749.67 MAE = -898.39 920424 Enter Long 1 8.51 26337.22 0.00 -3637.07 920427 Exit Long 1 -243.75 26084.96 -243.75 -3637.07 MFE = 8.51 MAE = -243.75 920427 Enter Short 1 -374.93 25710.03 -627.19 -3637.07 920428 Short 1 -564.41 25520.54 -816.67 -3637.07 920429 Short 1 -401.89 25683.07 -654.15 -3637.07 920430 Short 1 -728.23 25356.73 -980.49 -3637.07 505.92 920501 Short 1 -962.54 25122.41 -1214.80 -3637.07 920504 Short 1 -673.48 25411.47 -925.74 -3637.07 920505 Short 1 -871.26 25213.69 -1123.52 -3637.07 920506 Short 1 -1059.79 25025.16 -1312.06 -3637.07 920507 Short 1 -774.88 25310.08 -1027.14 -3637.07 920508 Short 1 -321.11 25763.85 -573.37 -3637.07 920511 Short 1 -348.00 25736.96 -600.26 -3637.07 920512 Exit Short 1 -862.50 25222.46 -1106.25 -3637.07 MFE = 0.00 MAE = -1059.79 920512 Enter Long 1 50.33 25272.78 -1064.44 -3637.07 920513 Exit Long 1 750.00 25972.46 -364.76 -3637.07 MFE = 750.00 MAE = 0.00 920518 Enter Long 1 -8.32 25964.13 -373.09 -3637.07 920519 Long 1 99.81 26072.27 -264.95 -3637.07 920520 Long 1 -147.80 25824.66 -512.56 -3637.07 920521 Exit Long 1 -668.75 25303.71 -1033.51 -3637.07 MFE = 99.81 MAE = -668.75 920521 Enter Short 1 -51.71 25251.99 -1085.23 -3637.07 920522 Short 1 19.07 25322.77 -1014.45 -3637.07 920525 Short 1 -23.38 25280.33 -1056.89 -3637.07 920526 Exit Short 1 -181.25 25122.46 -1214.76 -3637.07 MFE = 19.07 MAE = -181.25 920526 Enter Long 1 -81.83 25040.62 -1296.60 -3637.07 920527 Long 1 -203.56 24918.89 -1418.33 -3637.07 920528 Long 1 181.00 25303.46 -1033.76 -3637.07 920529 Exit Long 1 750.00 25872.46 -464.76 -3637.07 MFE = 750.00 MAE = -203.56 -212.50 920601 Enter Long 1 0.00 25872.46 -464.76 -3637.07 920602 Long 1 -351.37 25521.09 -816.13 -3637.07 920603 Long 1 -409.37 25463.08 -874.13 -3637.07 920604 Long 1 -88.38 25784.07 -553.14 -3637.07 920605 Long 1 85.79 25958.24 -378.98 -3637.07 920608 Long 1 222.57 26095.02 -242.19 -3637.07 920609 Long 1 0.00 25872.46 -464.76 -3637.07 920610 Long 1 133.26 26005.72 -331.50 -3637.07 920611 Exit Long 1 750.93 26623.38 0.00 -3637.07 MFE = 750.93 MAE = -409.37 920612 Enter Long 1 137.78 26761.16 0.00 -3637.07 920615 Long 1 509.47 27132.86 0.00 -3637.07 920616 Exit Long 1 749.25 27372.63 0.00 -3637.07 MFE = 749.25 MAE = 0.00 920617 Enter Long 1 -424.26 26948.37 -184.49 -3637.07 920618 Long 1 -361.92 27010.72 -122.14 -3637.07 920619 Long 1 -501.94 26870.69 -262.16 -3637.07 920622 Long 1 -333.81 27038.82 -94.03 -3637.07 920623 Long 1 -470.90 26901.73 -231.12 -3637.07 920624 Long 1 127.28 27499.91 0.00 -3637.07 920625 Long 1 692.78 28065.42 0.00 -3637.07 920626 Exit Long 1 749.72 28122.35 0.00 -3637.07 MFE = 749.72 MAE = -501.94 920629 Enter Long 1 270.76 28393.11 0.00 -3637.07 920630 Long 1 270.76 28393.11 0.00 -3637.07 2249.90 920701 Exit Long 1 750.00 28872.35 0.00 -3637.07 MFE = 750.00 MAE = 0.00 920702 Enter Long 1 494.91 29367.26 0.00 -3637.07 920703 Long 1 307.48 29179.83 -187.43 -3637.07 920706 Long 1 409.53 29281.88 -85.38 -3637.07 920707 Exit Long 1 750.00 29622.35 0.00 -3637.07 MFE = 750.00 MAE = 0.00 920708 Enter Long 1 -41.73 29580.62 -41.73 -3637.07 920709 Long 1 -837.47 28784.89 -837.47 -3637.07 920710 Long 1 -424.24 29198.12 -424.24 -3637.07 920713 Long 1 350.69 29973.04 0.00 -3637.07 920714 Long 1 -79.92 29542.43 -430.61 -3637.07 920715 Long 1 0.00 29622.35 -350.69 -3637.07 920716 Long 1 333.03 29955.39 -17.66 -3637.07 920717 Exit Long 1 751.96 30374.31 0.00 -3637.07 MFE = 751.96 MAE = -837.47 920720 Exit Long 1 747.63 31121.94 0.00 -3637.07 MFE = 747.63 MAE = 0.00 920722 Enter Long 1 25.83 31147.77 0.00 -3637.07 920723 Long 1 126.86 31248.80 0.00 -3637.07 920724 Long 1 -504.66 30617.28 -631.52 -3637.07 920727 Long 1 333.87 31455.81 0.00 -3637.07 920728 Long 1 535.33 31657.27 0.00 -3637.07 920729 Long 1 43.84 31165.78 -491.49 -3637.07 920730 Long 1 116.02 31237.96 -419.31 -3637.07 920731 Long 1 134.10 31256.03 -401.24 -3637.07 2999.59 920803 Long 1 61.87 31183.81 -473.47 -3637.07 920804 Long 1 -207.06 30914.88 -742.39 -3637.07 920805 Long 1 -420.02 30701.92 -955.35 -3637.07 920806 Long 1 -331.52 30790.42 -866.85 -3637.07 920807 Long 1 170.29 31292.23 -365.04 -3637.07 920810 Long 1 134.10 31256.03 -401.24 -3637.07 920811 Long 1 -20.93 31101.01 -556.26 -3637.07 920812 Long 1 -46.07 31075.87 -581.40 -3637.07 920813 Long 1 352.11 31474.05 -183.22 -3637.07 920814 Long 1 -46.07 31075.87 -581.40 -3637.07 920817 Long 1 54.65 31176.59 -480.68 -3637.07 920818 Long 1 443.55 31565.49 -91.78 -3637.07 920819 Long 1 542.69 31664.63 0.00 -3637.07 920820 Exit Long 1 750.00 31871.94 0.00 -3637.07 MFE = 750.00 MAE = -504.66 920821 Exit Long 1 750.00 32621.94 0.00 -3637.07 MFE = 750.00 MAE = 0.00 920824 Exit Long 1 750.00 33371.94 0.00 -3637.07 MFE = 750.00 MAE = 0.00 920825 Enter Long 1 -189.46 33182.48 0.00 -3637.07 920826 Long 1 -619.47 32752.46 -430.01 -3637.07 920827 Long 1 -714.03 32657.91 -524.57 -3637.07 920828 Long 1 -706.17 32665.77 -516.70 -3637.07 920831 Long 1 -297.67 33074.27 -108.20 -3637.07 2250.00 920901 Long 1 268.50 33640.44 0.00 -3637.07 920902 Long 1 4.05 33375.99 -264.45 -3637.07 920903 Exit Long 1 -927.17 32444.77 -927.17 -3637.07 MFE = 268.50 MAE = -927.17 920904 Enter Long 1 212.50 32657.27 -983.16 -3637.07 920907 Long 1 192.51 32637.28 -1003.15 -3637.07 920908 Exit Long 1 750.00 33194.77 -445.66 -3637.07 MFE = 750.00 MAE = 0.00 920909 Enter Long 1 -759.81 32434.96 -1205.47 -3637.07 920910 Long 1 -1427.49 31767.28 -1873.16 -3637.07 920911 Long 1 -2228.01 30966.76 -2673.67 -3637.07 920914 Exit Long 1 -3172.69 30022.08 -3618.35 -3637.07 MFE = 0.00 MAE = -3172.69 920915 Enter Long 1 -370.36 29651.72 -3988.72 -3988.72 920916 Long 1 -291.40 29730.68 -3909.75 -3988.72 920917 Exit Long 1 750.00 30772.08 -2868.35 -3988.72 MFE = 750.00 MAE = -370.36 920918 Enter Long 1 -780.88 29991.20 -3649.23 -3988.72 920921 Long 1 -497.49 30274.60 -3365.84 -3988.72 920922 Long 1 -817.44 29954.65 -3685.79 -3988.72 920923 Long 1 -744.26 30027.82 -3612.62 -3988.72 920924 Long 1 -634.08 30138.01 -3502.43 -3988.72 920925 Long 1 -393.60 30378.48 -3261.95 -3988.72 920928 Exit Long 1 749.69 31521.77 -2118.66 -3988.72 MFE = 749.69 MAE = -817.44 920929 Exit Long 1 750.00 32271.77 -1368.66 -3988.72 MFE = 750.00 MAE = 0.00 -1100.17 921007 Enter Short 1 390.88 32662.65 -977.79 -3988.72 921008 Exit Short 1 750.00 33021.77 -618.66 -3988.72 MFE = 750.00 MAE = 0.00 921013 Enter Short 1 -792.33 32229.44 -1410.99 -3988.72 921014 Short 1 -1032.25 31989.52 -1650.92 -3988.72 921015 Short 1 -682.40 32339.37 -1301.06 -3988.72 921016 Short 1 -140.23 32881.54 -758.90 -3988.72 921019 Short 1 650.35 33672.12 0.00 -3988.72 921020 Exit Short 1 750.00 33771.77 0.00 -3988.72 MFE = 750.00 MAE = -1032.25 921022 Enter Short 1 -490.13 33281.64 -390.48 -3988.72 921023 Short 1 162.91 33934.68 0.00 -3988.72 921026 Short 1 105.83 33877.60 -57.08 -3988.72 921027 Short 1 -12.13 33759.64 -175.04 -3988.72 921028 Short 1 449.50 34221.27 0.00 -3988.72 921029 Short 1 416.36 34188.13 -33.14 -3988.72 921030 Short 1 505.72 34277.50 0.00 -3988.72 1500.00 921102 Exit Short 1 750.00 34521.77 0.00 -3988.72 MFE = 750.00 MAE = -490.13 921103 Enter Short 1 102.54 34624.31 0.00 -3988.72 921104 Short 1 255.47 34777.24 0.00 -3988.72 921105 Exit Short 1 752.87 35274.64 0.00 -3988.72 MFE = 752.87 MAE = 0.00 921106 Enter Short 1 461.05 35735.69 0.00 -3988.72 921109 Short 1 567.24 35841.88 0.00 -3988.72 921110 Exit Short 1 748.13 36022.77 0.00 -3988.72 MFE = 748.13 MAE = 0.00 921111 Enter Short 1 -259.22 35763.55 -78.33 -3988.72 921112 Short 1 -363.42 35659.34 -182.54 -3988.72 921113 Short 1 -629.24 35393.53 -448.35 -3988.72 921116 Short 1 -37.14 35985.63 0.00 -3988.72 921117 Short 1 263.44 36286.21 0.00 -3988.72 921118 Short 1 248.50 36271.27 -14.93 -3988.72 921119 Exit Short 1 -606.25 35416.52 -606.25 -3988.72 MFE = 263.44 MAE = -629.24 921120 Enter Short 1 508.57 35925.08 -361.12 -3988.72 921123 Exit Short 1 750.00 36166.52 -119.69 -3988.72 MFE = 750.00 MAE = 0.00 921124 Enter Short 1 -427.83 35738.68 -547.52 -3988.72 921125 Short 1 -513.64 35652.88 -633.33 -3988.72 921126 Short 1 -336.27 35830.25 -455.96 -3988.72 921127 Short 1 -124.10 36042.41 -243.79 -3988.72 921130 Short 1 -305.83 35860.69 -425.52 -3988.72 2394.75 921201 Exit Short 1 -943.75 35222.77 -1063.44 -3988.72 MFE = 0.00 MAE = -943.75 921202 Enter Short 1 -605.57 34617.20 -1669.01 -3988.72 921203 Short 1 -50.88 35171.89 -1114.32 -3988.72 921204 Short 1 413.74 35636.51 -649.70 -3988.72 921207 Exit Short 1 750.00 35972.77 -313.44 -3988.72 MFE = 750.00 MAE = -605.57 921209 Enter Short 1 98.76 36071.53 -214.68 -3988.72 921210 Short 1 51.55 36024.32 -261.89 -3988.72 921211 Short 1 -27.35 35945.42 -340.79 -3988.72 921214 Short 1 35.80 36008.56 -277.64 -3988.72 921215 Short 1 83.03 36055.80 -230.41 -3988.72 921216 Exit Short 1 -406.25 35566.52 -719.69 -3988.72 MFE = 98.76 MAE = -406.25 921216 Enter Long 1 -99.53 35466.99 -819.21 -3988.72 921217 Long 1 -99.53 35466.99 -819.21 -3988.72 921218 Exit Long 1 -562.50 35004.02 -1282.19 -3988.72 MFE = 0.00 MAE = -562.50 921218 Enter Short 1 -152.01 34852.01 -1434.20 -3988.72 921221 Short 1 30.36 35034.37 -1251.83 -3988.72 921222 Exit Short 1 750.00 35754.02 -532.19 -3988.72 MFE = 750.00 MAE = -152.01 921228 Enter Short 1 -164.27 35589.75 -696.45 -3988.72 921229 Short 1 -228.34 35525.68 -760.53 -3988.72 921230 Short 1 -199.19 35554.83 -731.38 -3988.72 921231 Short 1 -164.27 35589.75 -696.45 -3988.72 -412.50 930104 Short 1 210.47 35964.48 -321.72 -3988.72 930105 Short 1 0.85 35754.87 -531.33 -3988.72 930106 Short 1 451.94 36205.96 -80.25 -3988.72 930107 Short 1 620.74 36374.76 0.00 -3988.72 930108 Exit Short 1 750.00 36504.02 0.00 -3988.72 MFE = 750.00 MAE = -228.34 930112 Enter Short 1 207.59 36711.61 0.00 -3988.72 930113 Short 1 -225.55 36278.46 -433.14 -3988.72 930114 Short 1 -197.15 36306.86 -404.75 -3988.72 930115 Short 1 154.64 36658.65 -52.96 -3988.72 930118 Short 1 -339.53 36164.48 -547.13 -3988.72 930119 Short 1 -526.07 35977.95 -733.66 -3988.72 930120 Short 1 -641.69 35862.33 -849.28 -3988.72 930121 Short 1 -339.53 36164.48 -547.13 -3988.72 930122 Short 1 -948.19 35555.83 -1155.78 -3988.72 930125 Short 1 -1274.06 35229.96 -1481.65 -3988.72 930126 Short 1 -1140.15 35363.87 -1347.74 -3988.72 930127 Short 1 -816.29 35687.72 -1023.88 -3988.72 930128 Short 1 -830.91 35673.11 -1038.50 -3988.72 930129 Short 1 -83.94 36420.08 -291.53 -3988.72 750.00 930201 Exit Short 1 750.00 37254.02 0.00 -3988.72 MFE = 750.00 MAE = -1274.06 930202 Enter Short 1 108.28 37362.30 0.00 -3988.72 930203 Short 1 186.42 37440.44 0.00 -3988.72 930204 Short 1 403.13 37657.15 0.00 -3988.72 930205 Short 1 376.50 37630.51 -26.63 -3988.72 930208 Short 1 496.06 37750.07 0.00 -3988.72 930209 Short 1 363.17 37617.19 -132.88 -3988.72 930210 Short 1 522.53 37776.54 0.00 -3988.72 930211 Short 1 477.50 37731.52 -45.02 -3988.72 930212 Short 1 527.82 37781.84 0.00 -3988.72 930215 Exit Short 1 748.66 38002.68 0.00 -3988.72 MFE = 748.66 MAE = 0.00 930218 Enter Short 1 -90.74 37911.94 0.00 -3988.72 930219 Short 1 -21.87 37980.81 0.00 -3988.72 930222 Short 1 -593.43 37409.24 -571.57 -3988.72 930223 Short 1 -298.73 37703.95 -276.86 -3988.72 930224 Short 1 -63.16 37939.52 -41.29 -3988.72 930225 Short 1 237.76 38240.44 0.00 -3988.72 930226 Short 1 480.75 38483.43 0.00 -3988.72 1498.66 930301 Exit Short 1 750.00 38752.68 0.00 -3988.72 MFE = 750.00 MAE = -593.43 930302 Enter Short 1 -465.38 38287.30 -196.13 -3988.72 930303 Short 1 -438.40 38314.27 -169.15 -3988.72 930304 Short 1 -519.45 38233.23 -250.20 -3988.72 930305 Short 1 146.33 38899.01 0.00 -3988.72 930308 Short 1 14.90 38767.58 -131.42 -3988.72 930309 Short 1 20.18 38772.85 -126.15 -3988.72 930310 Short 1 -104.11 38648.56 -250.44 -3988.72 930311 Short 1 -416.84 38335.84 -563.17 -3988.72 930312 Short 1 -538.41 38214.27 -684.74 -3988.72 930315 Short 1 -419.54 38333.14 -565.87 -3988.72 930316 Short 1 -371.11 38381.57 -517.44 -3988.72 930317 Short 1 -165.21 38587.47 -311.54 -3988.72 930318 Exit Short 1 -631.25 38121.43 -631.25 -3988.72 MFE = 146.33 MAE = -631.25 930318 Enter Long 1 281.91 38403.34 -495.67 -3988.72 930319 Long 1 213.14 38334.56 -564.44 -3988.72 930322 Long 1 49.00 38170.42 -728.58 -3988.72 930323 Long 1 163.76 38285.18 -613.82 -3988.72 930324 Long 1 21.77 38143.20 -755.81 -3988.72 930325 Long 1 -154.36 37967.07 -931.94 -3988.72 930326 Long 1 95.37 38216.80 -682.21 -3988.72 930329 Long 1 331.58 38453.01 -446.00 -3988.72 930330 Long 1 606.85 38728.28 -170.73 -3988.72 930331 Long 1 769.83 38891.26 -7.75 -3988.72 118.75 930401 Exit Long 1 750.00 38871.43 -27.58 -3988.72 MFE = 769.83 MAE = -154.36 930412 Enter Long 1 299.66 39171.09 0.00 -3988.72 930413 Exit Long 1 750.00 39621.43 0.00 -3988.72 MFE = 750.00 MAE = 0.00 930414 Enter Long 1 -340.80 39280.62 0.00 -3988.72 930415 Long 1 -603.79 39017.64 -262.99 -3988.72 930416 Long 1 -1035.00 38586.42 -694.20 -3988.72 930419 Long 1 -618.31 39003.12 -277.50 -3988.72 930420 Long 1 -364.31 39257.12 -23.51 -3988.72 930421 Long 1 -252.42 39369.01 0.00 -3988.72 930422 Long 1 59.82 39681.25 0.00 -3988.72 930423 Long 1 513.84 40135.27 0.00 -3988.72 930426 Exit Long 1 748.50 40369.93 0.00 -3988.72 MFE = 748.50 MAE = -1035.00 930427 Enter Long 1 -331.87 40038.06 -97.20 -3988.72 930428 Long 1 -270.57 40099.36 -35.90 -3988.72 930429 Long 1 -141.28 40228.65 0.00 -3988.72 930430 Long 1 -377.73 39992.20 -236.45 -3988.72 2248.50 930503 Long 1 -328.81 40041.12 -187.53 -3988.72 930504 Long 1 -23.65 40346.28 0.00 -3988.72 930505 Long 1 54.09 40424.02 0.00 -3988.72 930506 Long 1 141.48 40511.41 0.00 -3988.72 930507 Long 1 -362.46 40007.48 -503.93 -3988.72 930510 Exit Long 1 -1181.25 39188.68 -1181.25 -3988.72 MFE = 141.48 MAE = -1181.25 930513 Enter Long 1 -94.09 39094.59 -1416.82 -3988.72 930514 Long 1 304.33 39493.01 -1018.40 -3988.72 930517 Long 1 -181.64 39007.05 -1504.37 -3988.72 930518 Long 1 -585.47 38603.22 -1908.19 -3988.72 930519 Long 1 -384.51 38804.17 -1707.24 -3988.72 930520 Long 1 -239.80 38948.89 -1562.52 -3988.72 930521 Long 1 -312.27 38876.41 -1635.00 -3988.72 930524 Long 1 -297.80 38890.88 -1620.53 -3988.72 930525 Long 1 37.90 39226.58 -1284.83 -3988.72 930526 Long 1 141.12 39329.80 -1181.61 -3988.72 930527 Exit Long 1 750.00 39938.68 -572.73 -3988.72 MFE = 750.00 MAE = -585.47 -431.25 930604 Exit Short 1 750.00 40688.68 0.00 -3988.72 MFE = 750.00 MAE = 0.00 930615 Enter Short 1 324.39 41013.08 0.00 -3988.72 930616 Exit Short 1 750.00 41438.68 0.00 -3988.72 MFE = 750.00 MAE = 0.00 930618 Enter Short 1 102.08 41540.76 0.00 -3988.72 930621 Short 1 88.19 41526.87 -13.89 -3988.72 930622 Short 1 399.94 41838.62 0.00 -3988.72 930623 Short 1 226.71 41665.39 -173.23 -3988.72 930624 Short 1 536.40 41975.08 0.00 -3988.72 930625 Short 1 501.00 41939.69 -35.39 -3988.72 930628 Short 1 179.72 41618.40 -356.68 -3988.72 930629 Short 1 15.79 41454.48 -520.61 -3988.72 930630 Short 1 520.07 41958.75 -16.33 -3988.72 1500.00 930701 Exit Short 1 750.00 42188.68 0.00 -3988.72 MFE = 750.00 MAE = 0.00 930705 Enter Short 1 95.84 42284.53 0.00 -3988.72 930706 Short 1 82.18 42270.86 -13.67 -3988.72 930707 Short 1 95.84 42284.53 0.00 -3988.72 930708 Short 1 68.50 42257.19 -27.34 -3988.72 930709 Short 1 635.12 42823.81 0.00 -3988.72 930712 Exit Short 1 749.41 42938.09 0.00 -3988.72 MFE = 749.41 MAE = 0.00 930714 Enter Short 1 -378.23 42559.86 -263.95 -3988.72 930715 Short 1 -181.80 42756.29 -67.52 -3988.72 930716 Short 1 -488.16 42449.93 -373.88 -3988.72 930719 Short 1 -640.28 42297.81 -526.00 -3988.72 930720 Short 1 -765.57 42172.52 -651.29 -3988.72 930721 Short 1 -668.06 42270.03 -553.78 -3988.72 930722 Short 1 -543.35 42394.74 -429.07 -3988.72 930723 Short 1 -132.99 42805.10 -18.71 -3988.72 930726 Short 1 -119.45 42818.64 -5.17 -3988.72 930727 Short 1 -92.40 42845.69 0.00 -3988.72 930728 Short 1 -323.48 42614.61 -231.08 -3988.72 930729 Short 1 109.36 43047.45 0.00 -3988.72 930730 Short 1 2.00 42940.09 -107.36 -3988.72 1499.41 930802 Exit Short 1 -568.75 42369.34 -568.75 -3988.72 MFE = 109.36 MAE = -765.57 930802 Enter Long 1 263.75 42633.09 -414.36 -3988.72 930803 Long 1 68.79 42438.13 -609.32 -3988.72 930804 Long 1 13.42 42382.76 -664.69 -3988.72 930805 Long 1 -55.59 42313.75 -733.70 -3988.72 930806 Long 1 41.09 42410.43 -637.02 -3988.72 930809 Long 1 27.25 42396.59 -650.86 -3988.72 930810 Exit Long 1 -281.25 42088.09 -850.00 -3988.72 MFE = 263.75 MAE = -281.25 930810 Enter Short 1 321.77 42409.86 -637.59 -3988.72 930811 Short 1 490.34 42578.43 -469.03 -3988.72 930812 Short 1 302.95 42391.04 -656.41 -3988.72 930813 Short 1 302.95 42391.04 -656.41 -3988.72 930816 Exit Short 1 -243.75 41844.34 -1093.75 -3988.72 MFE = 490.34 MAE = -243.75 930816 Enter Long 1 273.29 42117.63 -929.82 -3988.72 930817 Long 1 78.59 41922.93 -1124.52 -3988.72 930818 Long 1 568.79 42413.13 -634.32 -3988.72 930819 Exit Long 1 750.00 42594.34 -453.11 -3988.72 MFE = 750.00 MAE = 0.00 930826 Enter Long 1 -51.74 42542.60 -504.85 -3988.72 930827 Long 1 49.73 42644.07 -403.38 -3988.72 930830 Long 1 -80.64 42513.70 -533.75 -3988.72 930831 Long 1 -296.18 42298.16 -749.29 -3988.72 -343.75 930901 Long 1 298.19 42892.53 -154.92 -3988.72 930902 Long 1 662.90 43257.24 0.00 -3988.72 930903 Exit Long 1 750.00 43344.34 0.00 -3988.72 MFE = 750.00 MAE = -296.18 930906 Enter Long 1 101.95 43446.29 0.00 -3988.72 930907 Long 1 185.71 43530.05 0.00 -3988.72 930908 Long 1 185.71 43530.05 0.00 -3988.72 930909 Exit Long 1 747.05 44091.39 0.00 -3988.72 MFE = 747.05 MAE = 0.00 930910 Enter Long 1 339.37 44430.76 0.00 -3988.72 930913 Long 1 -15.88 44075.51 -355.25 -3988.72 930914 Long 1 57.27 44148.66 -282.11 -3988.72 930915 Long 1 361.97 44453.36 0.00 -3988.72 930916 Long 1 111.49 44202.88 -250.48 -3988.72 930917 Long 1 -47.61 44043.78 -409.58 -3988.72 930920 Long 1 95.53 44186.92 -266.44 -3988.72 930921 Long 1 -611.10 43480.29 -973.07 -3988.72 930922 Long 1 -657.41 43433.98 -1019.38 -3988.72 930923 Long 1 -948.48 43142.90 -1310.45 -3988.72 930924 Long 1 -826.40 43264.99 -1188.37 -3988.72 930927 Long 1 -580.17 43511.22 -942.14 -3988.72 930928 Long 1 -252.75 43838.64 -614.72 -3988.72 930929 Long 1 -299.82 43791.57 -661.79 -3988.72 930930 Long 1 -719.01 43372.38 -1080.98 -3988.72 1497.05 931001 Long 1 -641.98 43449.41 -1003.95 -3988.72 931004 Long 1 -480.89 43610.50 -842.86 -3988.72 931005 Long 1 -626.55 43464.84 -988.52 -3988.72 931006 Long 1 -672.83 43418.56 -1034.80 -3988.72 931007 Long 1 -734.39 43357.00 -1096.35 -3988.72 931008 Long 1 -63.46 44027.93 -425.42 -3988.72 931011 Long 1 -174.08 43917.31 -536.04 -3988.72 931012 Long 1 111.49 44202.88 -250.48 -3988.72 931013 Long 1 -63.46 44027.93 -425.42 -3988.72 931014 Long 1 -641.98 43449.41 -1003.95 -3988.72 931015 Long 1 -758.96 43332.43 -1120.93 -3988.72 931018 Exit Long 1 -1332.03 42759.36 -1332.03 -3988.72 MFE = 361.97 MAE = -1332.03 931018 Enter Short 1 33.57 42792.93 -1660.43 -3988.72 931019 Short 1 93.26 42852.62 -1600.73 -3988.72 931020 Short 1 152.80 42912.17 -1541.19 -3988.72 931021 Exit Short 1 750.00 43509.36 -944.00 -3988.72 MFE = 750.00 MAE = 0.00 931022 Enter Short 1 109.49 43618.86 -834.50 -3988.72 931025 Short 1 309.10 43818.46 -634.90 -3988.72 931026 Short 1 103.77 43613.13 -840.23 -3988.72 931027 Short 1 206.68 43716.04 -737.32 -3988.72 931028 Short 1 123.81 43633.18 -820.18 -3988.72 931029 Short 1 540.53 44049.89 -403.46 -3988.72 -582.03 931101 Exit Short 1 750.00 44259.36 -194.00 -3988.72 MFE = 750.00 MAE = 0.00 931102 Enter Short 1 173.76 44433.12 -20.24 -3988.72 931103 Short 1 -152.89 44106.47 -346.89 -3988.72 931104 Short 1 -30.49 44228.87 -224.49 -3988.72 931105 Short 1 -186.40 44072.96 -380.40 -3988.72 931108 Short 1 -496.07 43763.29 -690.07 -3988.72 931109 Short 1 -284.44 43974.92 -478.43 -3988.72 931110 Short 1 -368.84 43890.52 -562.83 -3988.72 931111 Short 1 -144.52 44114.84 -338.52 -3988.72 931112 Short 1 -382.93 43876.43 -576.93 -3988.72 931115 Short 1 -298.48 43960.88 -492.47 -3988.72 931116 Short 1 8.31 44267.67 -185.69 -3988.72 931117 Short 1 -166.85 44092.51 -360.84 -3988.72 931118 Short 1 49.79 44309.15 -144.20 -3988.72 931119 Short 1 63.61 44322.97 -130.39 -3988.72 931122 Short 1 -242.36 44017.00 -436.36 -3988.72 931123 Short 1 -318.15 43941.21 -512.15 -3988.72 931124 Short 1 -290.05 43969.31 -484.05 -3988.72 931125 Short 1 -130.59 44128.77 -324.58 -3988.72 931126 Short 1 -116.65 44142.71 -310.65 -3988.72 931129 Short 1 -340.66 43918.70 -534.66 -3988.72 931130 Short 1 -144.52 44114.84 -338.52 -3988.72 750.00 931201 Short 1 -33.26 44226.10 -227.26 -3988.72 931202 Short 1 -166.85 44092.51 -360.84 -3988.72 931203 Exit Short 1 -544.36 43715.01 -738.35 -3988.72 MFE = 173.76 MAE = -544.36 931203 Enter Long 1 -164.61 43550.39 -902.96 -3988.72 931206 Long 1 668.56 44383.57 -69.79 -3988.72 931207 Long 1 718.43 44433.44 -19.92 -3988.72 931208 Long 1 435.44 44150.44 -302.92 -3988.72 931209 Long 1 522.56 44237.56 -215.79 -3988.72 931210 Exit Long 1 750.00 44465.01 0.00 -3988.72 MFE = 750.00 MAE = -164.61 931216 Enter Long 1 -16.78 44448.22 -16.78 -3988.72 931217 Long 1 -51.94 44413.07 -51.94 -3988.72 931220 Long 1 56.65 44521.65 0.00 -3988.72 931221 Long 1 337.99 44802.99 0.00 -3988.72 931222 Exit Long 1 750.00 45215.01 0.00 -3988.72 MFE = 750.00 MAE = -51.94 931223 Enter Long 1 70.25 45285.26 0.00 -3988.72 931224 Long 1 -96.74 45118.27 -166.99 -3988.72 931227 Long 1 -256.45 44958.55 -326.70 -3988.72 931228 Long 1 -139.04 45075.96 -209.29 -3988.72 931229 Exit Long 1 -975.00 44240.01 -975.00 -3988.72 MFE = 70.25 MAE = -975.00 -19.36 940103 Enter Long 1 -397.42 43842.59 -1442.67 -3988.72 940104 Long 1 -120.45 44119.55 -1165.70 -3988.72 940105 Long 1 -14.93 44225.08 -1060.18 -3988.72 940106 Long 1 -100.53 44139.48 -1145.78 -3988.72 940107 Long 1 360.06 44600.06 -685.19 -3988.72 940110 Long 1 200.61 44440.61 -844.65 -3988.72 940111 Long 1 13.69 44253.69 -1031.57 -3988.72 940112 Long 1 430.02 44670.03 -615.23 -3988.72 940113 Long 1 -0.63 44239.38 -1045.88 -3988.72 940114 Long 1 13.69 44253.69 -1031.57 -3988.72 940117 Long 1 85.38 44325.39 -959.87 -3988.72 940118 Long 1 491.42 44731.43 -553.83 -3988.72 940119 Long 1 506.06 44746.07 -539.19 -3988.72 940120 Long 1 682.59 44922.60 -362.66 -3988.72 940121 Exit Long 1 268.75 44508.76 -706.25 -3988.72 MFE = 682.59 MAE = -397.42 940121 Enter Short 1 -13.99 44494.76 -790.49 -3988.72 940124 Short 1 -43.04 44465.71 -819.54 -3988.72 940125 Short 1 -45.95 44462.80 -822.45 -3988.72 940126 Short 1 78.70 44587.46 -697.80 -3988.72 940127 Short 1 -212.31 44296.44 -988.82 -3988.72 940128 Short 1 49.77 44558.53 -726.73 -3988.72 940131 Short 1 -359.32 44149.43 -1135.82 -3988.72 268.75 940201 Exit Short 1 -775.00 43733.76 -1481.25 -3988.72 MFE = 78.70 MAE = -775.00 940201 Enter Long 1 -168.26 43565.49 -1719.76 -3988.72 940202 Long 1 -233.75 43500.01 -1785.25 -3988.72 940203 Long 1 -251.57 43482.19 -1803.07 -3988.72 940204 Exit Long 1 -681.25 43052.51 -2162.50 -3988.72 MFE = 0.00 MAE = -681.25 940204 Enter Short 1 201.33 43253.84 -2031.42 -3988.72 940207 Short 1 100.07 43152.57 -2132.68 -3988.72 940208 Short 1 470.94 43523.44 -1761.81 -3988.72 940209 Short 1 330.82 43383.33 -1901.93 -3988.72 940210 Short 1 402.43 43454.93 -1830.32 -3988.72 940211 Short 1 431.00 43483.51 -1801.75 -3988.72 940214 Exit Short 1 50.00 43102.51 -2112.50 -3988.72 MFE = 470.94 MAE = 0.00 940214 Enter Long 1 319.93 43422.44 -1862.82 -3988.72 940215 Long 1 355.32 43457.83 -1827.43 -3988.72 940216 Long 1 429.26 43531.77 -1753.49 -3988.72 940217 Long 1 340.57 43443.08 -1842.18 -3988.72 940218 Exit Long 1 750.00 43852.51 -1432.75 -3988.72 MFE = 750.00 MAE = 0.00 940224 Enter Long 1 368.79 44221.30 -1063.96 -3988.72 940225 Long 1 414.69 44267.19 -1018.07 -3988.72 940228 Long 1 491.39 44343.90 -941.36 -3988.72 -656.25 940301 Long 1 177.08 44029.59 -1255.67 -3988.72 940302 Long 1 338.25 44190.76 -1094.50 -3988.72 940303 Long 1 161.94 44014.45 -1270.81 -3988.72 940304 Long 1 50.21 43902.72 -1382.54 -3988.72 940307 Long 1 131.69 43984.19 -1301.06 -3988.72 940308 Long 1 86.39 43938.89 -1346.36 -3988.72 940309 Long 1 338.25 44190.76 -1094.50 -3988.72 940310 Exit Long 1 750.00 44602.51 -682.75 -3988.72 MFE = 750.00 MAE = 0.00 940311 Enter Long 1 -242.16 44360.34 -924.92 -3988.72 940314 Long 1 -717.42 43885.09 -1400.17 -3988.72 940315 Long 1 -928.69 43673.81 -1611.45 -3988.72 940316 Long 1 -611.00 43991.51 -1293.75 -3988.72 940317 Long 1 -808.22 43794.29 -1490.97 -3988.72 940318 Long 1 -868.54 43733.97 -1551.29 -3988.72 940321 Long 1 -571.34 44031.17 -1254.09 -3988.72 940322 Long 1 -473.41 44129.09 -1156.16 -3988.72 940323 Long 1 -436.58 44165.93 -1119.33 -3988.72 940324 Long 1 -86.64 44515.87 -769.39 -3988.72 940325 Long 1 -133.41 44469.09 -816.16 -3988.72 940328 Long 1 -304.07 44298.43 -986.82 -3988.72 940329 Long 1 -319.52 44282.98 -1002.27 -3988.72 940330 Long 1 -180.09 44422.42 -862.84 -3988.72 940331 Long 1 7.21 44609.71 -675.54 -3988.72 750.00 940401 Exit Long 1 -481.25 44121.26 -1164.00 -3988.72 MFE = 7.21 MAE = -928.69 940401 Enter Short 1 -13.53 44107.72 -1177.53 -3988.72 940404 Short 1 -62.73 44058.53 -1226.73 -3988.72 940405 Short 1 634.04 44755.29 -529.96 -3988.72 940406 Short 1 651.92 44773.17 -512.08 -3988.72 940407 Short 1 574.33 44695.58 -589.67 -3988.72 940408 Short 1 541.42 44662.67 -622.58 -3988.72 940411 Short 1 412.29 44533.54 -751.71 -3988.72 940412 Short 1 547.41 44668.66 -616.60 -3988.72 940413 Short 1 373.10 44494.35 -790.90 -3988.72 940414 Short 1 595.24 44716.50 -568.76 -3988.72 940415 Exit Short 1 750.00 44871.26 -414.00 -3988.72 MFE = 750.00 MAE = -62.73 940419 Enter Long 1 -134.45 44736.80 -548.45 -3988.72 940420 Long 1 164.79 45036.05 -249.21 -3988.72 940421 Long 1 164.79 45036.05 -249.21 -3988.72 940422 Long 1 195.25 45066.51 -218.75 -3988.72 940425 Long 1 134.38 45005.64 -279.62 -3988.72 940426 Long 1 237.96 45109.22 -176.04 -3988.72 940427 Long 1 348.18 45219.43 -65.82 -3988.72 940428 Exit Long 1 750.00 45621.26 0.00 -3988.72 MFE = 750.00 MAE = -134.45 940429 Enter Long 1 -46.35 45574.90 -46.35 -3988.72 1018.75 940502 Long 1 7.69 45628.95 0.00 -3988.72 940503 Long 1 183.44 45804.69 0.00 -3988.72 940504 Exit Long 1 -437.50 45183.76 -437.50 -3988.72 MFE = 183.44 MAE = -437.50 940504 Enter Short 1 -242.66 44941.10 -863.60 -3988.72 940505 Short 1 42.83 45226.59 -578.11 -3988.72 940506 Short 1 -82.21 45101.55 -703.15 -3988.72 940509 Short 1 -116.72 45067.04 -737.66 -3988.72 940510 Short 1 548.19 45731.94 -72.75 -3988.72 940511 Short 1 318.52 45502.28 -302.41 -3988.72 940512 Short 1 318.52 45502.28 -302.41 -3988.72 940513 Short 1 346.21 45529.96 -274.73 -3988.72 940516 Short 1 358.51 45542.26 -262.43 -3988.72 940517 Exit Short 1 -6.25 45177.51 -443.75 -3988.72 MFE = 548.19 MAE = -242.66 940517 Enter Long 1 -216.50 44961.01 -843.69 -3988.72 940518 Long 1 226.70 45404.21 -400.49 -3988.72 940519 Long 1 85.29 45262.79 -541.90 -3988.72 940520 Long 1 274.04 45451.55 -353.14 -3988.72 940523 Long 1 337.32 45514.83 -289.87 -3988.72 940524 Long 1 38.35 45215.85 -588.84 -3988.72 940525 Long 1 384.90 45562.40 -242.29 -3988.72 940526 Long 1 305.66 45483.17 -321.53 -3988.72 940527 Long 1 400.78 45578.28 -226.41 -3988.72 940530 Long 1 321.49 45498.99 -305.70 -3988.72 940531 Long 1 432.58 45610.08 -194.61 -3988.72 -443.75 940601 Long 1 438.94 45616.45 -188.24 -3988.72 940602 Long 1 400.78 45578.28 -226.41 -3988.72 940603 Exit Long 1 106.25 45283.76 -337.50 -3988.72 MFE = 438.94 MAE = -216.50 940603 Enter Short 1 233.12 45516.88 -287.82 -3988.72 940606 Short 1 139.74 45423.50 -381.20 -3988.72 940607 Short 1 36.56 45320.32 -484.37 -3988.72 940608 Short 1 30.29 45314.05 -490.65 -3988.72 940609 Short 1 -13.64 45270.12 -534.58 -3988.72 940610 Short 1 -174.41 45109.34 -695.35 -3988.72 940613 Exit Short 1 -337.50 44946.26 -858.44 -3988.72 MFE = 233.12 MAE = -337.50 940613 Enter Long 1 487.54 45433.80 -370.90 -3988.72 940614 Long 1 487.54 45433.80 -370.90 -3988.72 940615 Exit Long 1 750.00 45696.26 -108.44 -3988.72 MFE = 750.00 MAE = 0.00 940616 Enter Long 1 -254.46 45441.80 -362.90 -3988.72 940617 Long 1 317.48 46013.74 0.00 -3988.72 940620 Long 1 505.62 46201.87 0.00 -3988.72 940621 Exit Long 1 750.00 46446.26 0.00 -3988.72 MFE = 750.00 MAE = -254.46 940623 Enter Long 1 -145.85 46300.41 0.00 -3988.72 940624 Exit Long 1 750.00 47196.26 0.00 -3988.72 MFE = 750.00 MAE = -145.85 940627 Enter Long 1 -195.73 47000.53 0.00 -3988.72 940628 Long 1 -149.61 47046.64 0.00 -3988.72 940629 Long 1 -389.84 46806.41 -240.23 -3988.72 940630 Long 1 -354.67 46841.59 -205.05 -3988.72 2018.75 940701 Long 1 -575.38 46620.87 -425.77 -3988.72 940704 Long 1 -617.19 46579.06 -467.58 -3988.72 940705 Long 1 -124.74 47071.51 0.00 -3988.72 940706 Long 1 -241.76 46954.50 -117.02 -3988.72 940707 Long 1 -60.67 47135.58 0.00 -3988.72 940708 Long 1 251.47 47447.73 0.00 -3988.72 940711 Exit Long 1 747.27 47943.52 0.00 -3988.72 MFE = 747.27 MAE = -617.19 940712 Enter Long 1 -131.64 47811.88 0.00 -3988.72 940713 Long 1 -466.91 47476.61 -335.27 -3988.72 940714 Long 1 -859.51 47084.01 -727.87 -3988.72 940715 Long 1 -742.77 47200.75 -611.13 -3988.72 940718 Long 1 -665.85 47277.67 -534.21 -3988.72 940719 Exit Long 1 -1388.73 46554.79 -1388.73 -3988.72 MFE = 0.00 MAE = -1388.73 940720 Enter Long 1 -20.93 46533.86 -1278.02 -3988.72 940721 Long 1 -944.10 45610.69 -2201.19 -3988.72 940722 Long 1 -1235.92 45318.87 -2493.01 -3988.72 940725 Long 1 -1030.31 45524.48 -2287.40 -3988.72 940726 Long 1 -933.73 45621.06 -2190.82 -3988.72 940727 Long 1 -564.44 45990.36 -1821.52 -3988.72 940728 Long 1 -1064.71 45490.09 -2321.79 -3988.72 940729 Long 1 -735.88 45818.92 -1992.96 -3988.72 -641.46 940801 Long 1 -455.32 46099.47 -1712.41 -3988.72 940802 Long 1 -641.57 45913.23 -1898.65 -3988.72 940803 Long 1 -483.53 46071.26 -1740.62 -3988.72 940804 Long 1 -774.19 45780.60 -2031.28 -3988.72 940805 Long 1 -525.78 46029.02 -1782.86 -3988.72 940808 Long 1 -578.48 45976.31 -1835.57 -3988.72 940809 Long 1 -529.29 46025.50 -1786.38 -3988.72 940810 Long 1 -613.55 45941.24 -1870.64 -3988.72 940811 Long 1 159.43 46714.22 -1097.66 -3988.72 940812 Long 1 590.57 47145.36 -666.52 -3988.72 940815 Long 1 575.83 47130.62 -681.26 -3988.72 940816 Exit Long 1 750.00 47304.79 -507.09 -3988.72 MFE = 750.00 MAE = -1235.92 940824 Enter Short 1 -30.96 47273.83 -538.05 -3988.72 940825 Short 1 -49.39 47255.40 -556.48 -3988.72 940826 Exit Short 1 750.00 48054.79 0.00 -3988.72 MFE = 750.00 MAE = -49.39 1500.00 940902 Enter Long 1 316.23 48371.02 0.00 -3988.72 940905 Long 1 268.55 48323.34 -47.68 -3988.72 940906 Exit Long 1 750.00 48804.79 0.00 -3988.72 MFE = 750.00 MAE = 0.00 940907 Enter Long 1 -269.30 48535.49 -269.30 -3988.72 940908 Long 1 -446.93 48357.86 -446.93 -3988.72 940909 Long 1 359.06 49163.85 0.00 -3988.72 940912 Long 1 131.43 48936.22 -227.63 -3988.72 940913 Long 1 195.70 49000.49 -163.35 -3988.72 940914 Long 1 320.97 49125.76 -38.08 -3988.72 940915 Long 1 154.09 48958.88 -204.97 -3988.72 940916 Exit Long 1 750.00 49554.79 0.00 -3988.72 MFE = 750.00 MAE = -446.93 940921 Enter Long 1 -85.81 49468.99 -85.81 -3988.72 940922 Long 1 -199.54 49355.25 -199.54 -3988.72 940923 Long 1 -218.44 49336.36 -218.44 -3988.72 940926 Long 1 -199.54 49355.25 -199.54 -3988.72 940927 Long 1 143.25 49698.05 0.00 -3988.72 940928 Long 1 -263.74 49291.05 -407.00 -3988.72 940929 Long 1 -180.61 49374.18 -323.87 -3988.72 940930 Long 1 -199.54 49355.25 -342.79 -3988.72 1500.00 941003 Long 1 -425.41 49129.39 -568.66 -3988.72 941004 Long 1 -157.90 49396.89 -301.15 -3988.72 941005 Long 1 17.00 49571.80 -126.25 -3988.72 941006 Long 1 66.66 49621.46 -76.59 -3988.72 941007 Long 1 -28.74 49526.05 -172.00 -3988.72 941010 Long 1 -78.21 49476.59 -221.46 -3988.72 941011 Long 1 -320.26 49234.53 -463.52 -3988.72 941012 Long 1 -180.61 49374.18 -323.87 -3988.72 941013 Long 1 324.20 49878.99 0.00 -3988.72 941014 Long 1 627.45 50182.24 0.00 -3988.72 941017 Exit Long 1 750.00 50304.79 0.00 -3988.72 MFE = 750.00 MAE = -425.41 941025 Enter Long 1 -354.33 49950.47 -231.78 -3988.72 941026 Long 1 -40.52 50264.28 0.00 -3988.72 941027 Long 1 -481.94 49822.86 -441.42 -3988.72 941028 Long 1 -739.15 49565.64 -698.64 -3988.72 941031 Long 1 -553.44 49751.36 -512.92 -3988.72 750.00 941101 Long 1 -169.74 50135.06 -129.22 -3988.72 941102 Long 1 -825.61 49479.18 -785.10 -3988.72 941103 Long 1 -1052.11 49252.69 -1011.59 -3988.72 941104 Long 1 -1013.20 49291.59 -972.69 -3988.72 941107 Long 1 -1071.54 49233.26 -1031.02 -3988.72 941108 Long 1 -786.35 49518.44 -745.83 -3988.72 941109 Long 1 -1590.37 48714.42 -1549.86 -3988.72 941110 Long 1 -1635.97 48668.82 -1595.46 -3988.72 941111 Long 1 -1620.78 48684.01 -1580.26 -3988.72 941114 Long 1 -2154.20 48150.59 -2113.69 -3988.72 941115 Exit Long 1 -2423.58 47881.21 -2423.58 -3988.72 MFE = 0.00 MAE = -2423.58 941118 Enter Short 1 239.68 48120.90 -2143.38 -3988.72 941121 Short 1 243.27 48124.49 -2139.79 -3988.72 941122 Short 1 246.87 48128.08 -2136.19 -3988.72 941123 Short 1 246.87 48128.08 -2136.19 -3988.72 941124 Short 1 347.24 48228.46 -2035.82 -3988.72 941125 Short 1 282.77 48163.98 -2100.30 -3988.72 941128 Short 1 568.00 48449.21 -1815.07 -3988.72 941129 Short 1 603.41 48484.62 -1779.65 -3988.72 941130 Short 1 525.43 48406.65 -1857.63 -3988.72 -2423.58 941201 Short 1 585.71 48466.92 -1797.35 -3988.72 941202 Exit Short 1 750.00 48631.21 -1633.06 -3988.72 MFE = 750.00 MAE = 0.00 941205 Enter Short 1 -240.49 48390.72 -1873.55 -3988.72 941206 Short 1 -204.97 48426.25 -1838.03 -3988.72 941207 Short 1 -276.06 48355.16 -1909.12 -3988.72 941208 Short 1 129.82 48761.03 -1503.25 -3988.72 941209 Short 1 140.31 48771.52 -1492.75 -3988.72 941212 Short 1 24.61 48655.82 -1608.45 -3988.72 941213 Short 1 -123.47 48507.74 -1756.54 -3988.72 941214 Short 1 -204.97 48426.25 -1838.03 -3988.72 941215 Short 1 -222.72 48408.49 -1855.78 -3988.72 941216 Short 1 -10.56 48620.65 -1643.63 -3988.72 941219 Short 1 -45.79 48585.42 -1678.85 -3988.72 941220 Short 1 -180.14 48451.08 -1813.20 -3988.72 941221 Short 1 -10.56 48620.65 -1643.63 -3988.72 941222 Short 1 -63.43 48567.79 -1696.49 -3988.72 941223 Short 1 -14.09 48617.13 -1647.15 -3988.72 941226 Short 1 31.64 48662.85 -1601.43 -3988.72 941227 Short 1 -109.33 48521.88 -1742.40 -3988.72 941228 Exit Short 1 -500.00 48131.21 -2133.06 -3988.72 MFE = 140.31 MAE = -500.00 250.00 950109 Enter Long 1 513.85 48645.06 -1619.22 -3988.72 950110 Exit Long 1 750.00 48881.21 -1383.06 -3988.72 MFE = 750.00 MAE = 0.00 950112 Enter Long 1 -116.24 48764.97 -1499.30 -3988.72 950113 Long 1 -400.23 48480.98 -1783.29 -3988.72 950116 Long 1 -230.24 48650.97 -1613.30 -3988.72 950117 Long 1 -287.04 48594.17 -1670.10 -3988.72 950118 Long 1 -494.17 48387.05 -1877.23 -3988.72 950119 Long 1 121.05 49002.27 -1262.01 -3988.72 950120 Long 1 314.10 49195.32 -1068.96 -3988.72 950123 Long 1 306.35 49187.56 -1076.72 -3988.72 950124 Long 1 286.98 49168.20 -1096.08 -3988.72 950125 Long 1 55.75 48936.97 -1327.31 -3988.72 950126 Long 1 71.10 48952.32 -1311.96 -3988.72 950127 Long 1 140.29 49021.50 -1242.78 -3988.72 950130 Long 1 454.04 49335.26 -929.02 -3988.72 950131 Long 1 -294.60 48586.62 -1677.66 -3988.72 750.00 950201 Long 1 -211.27 48669.94 -1594.34 -3988.72 950202 Long 1 -245.40 48635.82 -1628.46 -3988.72 950203