SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 EURO CURRENCY UNIT 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:10 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<2.00> (4) Tomorrow's open<0.00> Compute volatility using: opens and closes within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 880105 Exit Short 1 100.00 100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880115 Exit Short 1 100.00 200.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880129 Exit Short 1 100.00 300.00 0.00 0.00 MFE = 100.00 MAE = 0.00 300.00 880201 Exit Short 1 100.00 400.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880205 Exit Short 1 100.00 500.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880212 Exit Short 1 100.00 600.00 0.00 0.00 MFE = 100.00 MAE = 0.00 300.00 880302 Enter Short 1 37.50 637.50 0.00 0.00 880303 Short 1 -87.50 512.50 -125.00 -125.00 880304 Short 1 -331.25 268.75 -368.74 -368.74 880307 Exit Short 1 -818.75 -218.75 -818.75 -818.75 MFE = 37.50 MAE = -818.75 880307 Exit Long 1 100.00 -118.75 -718.75 -818.75 MFE = 100.00 MAE = 0.00 880324 Exit Long 1 100.00 -18.75 -618.75 -818.75 MFE = 100.00 MAE = 0.00 880328 Enter Long 1 -25.00 -43.75 -681.25 -818.75 880329 Long 1 -506.25 -525.00 -1162.49 -1162.49 880330 Long 1 -281.25 -300.00 -937.49 -1162.49 880331 Exit Long 1 100.00 81.25 -556.25 -1162.49 MFE = 100.00 MAE = -506.25 -518.75 880411 Enter Short 1 -243.75 -162.50 -800.00 -1162.49 880412 Exit Short 1 100.00 181.25 -456.25 -1162.49 MFE = 100.00 MAE = -243.75 880414 Exit Long 1 100.00 281.25 -356.25 -1162.49 MFE = 100.00 MAE = 0.00 200.00 880517 Exit Short 1 100.00 381.25 -256.25 -1162.49 MFE = 100.00 MAE = 0.00 880524 Exit Short 1 100.00 481.25 -156.25 -1162.49 MFE = 100.00 MAE = 0.00 200.00 880614 Exit Short 1 100.00 581.25 -56.25 -1162.49 MFE = 100.00 MAE = 0.00 880620 Enter Short 1 62.50 643.75 0.00 -1162.49 880621 Short 1 -150.00 431.25 -212.50 -1162.49 880622 Exit Short 1 100.00 681.25 0.00 -1162.49 MFE = 100.00 MAE = -150.00 880624 Exit Short 1 100.00 781.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 300.00 880708 Exit Short 1 100.00 881.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880711 Exit Short 1 100.00 981.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880714 Exit Short 1 100.00 1081.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880715 Exit Short 1 100.00 1181.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 400.00 880817 Exit Short 1 100.00 1281.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880822 Exit Short 1 100.00 1381.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 200.00 880902 Exit Long 1 100.00 1481.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880914 Exit Short 1 100.00 1581.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 880930 Enter Long 1 62.50 1643.75 0.00 -1162.49 200.00 881003 Exit Long 1 100.00 1681.25 0.00 -1162.49 MFE = 100.00 MAE = 0.00 881012 Enter Long 1 -106.25 1575.00 -68.75 -1162.49 881013 Exit Long 1 100.00 1781.25 0.00 -1162.49 MFE = 100.00 MAE = -106.25 881020 Enter Long 1 -31.25 1750.00 -31.25 -1162.49 881021 Exit Long 1 106.25 1887.50 0.00 -1162.49 MFE = 106.25 MAE = -31.25 881026 Exit Long 1 100.00 1987.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 406.25 881102 Exit Long 1 100.00 2087.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 881109 Exit Long 1 100.00 2187.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 881116 Exit Long 1 100.00 2287.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 881128 Exit Short 1 100.00 2387.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 400.00 881202 Enter Long 1 0.00 2387.50 0.00 -1162.49 881205 Exit Long 1 100.00 2487.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 881228 Exit Short 1 100.00 2587.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 200.00 890113 Exit Short 1 100.00 2687.50 0.00 -1162.49 MFE = 100.00 MAE = 0.00 890118 Enter Short 1 -62.50 2625.00 0.00 -1162.49 890119 Short 1 -706.25 1981.25 -643.75 -1162.49 890120 Short 1 -1393.75 1293.75 -1331.25 -1331.25 890123 Short 1 -1575.00 1112.50 -1512.50 -1512.50 890124 Short 1 -1143.75 1543.75 -1081.25 -1512.50 890125 Short 1 -1262.50 1425.00 -1200.00 -1512.50 890126 Short 1 -962.50 1725.00 -900.00 -1512.50 890127 Short 1 -375.00 2312.50 -312.50 -1512.50 890130 Short 1 -537.50 2150.00 -475.00 -1512.50 890131 Exit Short 1 100.00 2787.50 0.00 -1512.50 MFE = 100.00 MAE = -1575.00 200.00 890206 Enter Short 1 -575.00 2212.50 -575.00 -1512.50 890207 Short 1 -550.00 2237.50 -550.00 -1512.50 890208 Short 1 -631.25 2156.25 -631.25 -1512.50 890209 Short 1 -1425.00 1362.50 -1425.00 -1512.50 890210 Short 1 -618.75 2168.75 -618.75 -1512.50 890213 Short 1 -931.25 1856.24 -931.25 -1512.50 890214 Short 1 -1675.00 1112.50 -1675.00 -1675.00 890215 Short 1 -1675.00 1112.50 -1675.00 -1675.00 890216 Short 1 -1787.50 1000.00 -1787.50 -1787.50 890217 Short 1 -1818.75 968.75 -1818.75 -1818.75 890220 Short 1 -1562.50 1225.00 -1562.50 -1818.75 890221 Short 1 -1568.75 1218.75 -1568.75 -1818.75 890222 Short 1 -1818.75 968.75 -1818.75 -1818.75 890223 Short 1 -2143.75 643.74 -2143.75 -2143.75 890224 Short 1 -2318.75 468.75 -2318.75 -2318.75 890227 Short 1 -2068.75 718.75 -2068.75 -2318.75 890228 Short 1 -2118.75 668.75 -2118.75 -2318.75 0.00 890301 Short 1 -1531.25 1256.25 -1531.25 -2318.75 890302 Short 1 -1162.50 1625.00 -1162.50 -2318.75 890303 Short 1 -1350.00 1437.50 -1350.00 -2318.75 890306 Short 1 -1056.25 1731.25 -1056.25 -2318.75 890307 Short 1 -1031.25 1756.25 -1031.25 -2318.75 890308 Short 1 -656.25 2131.25 -656.25 -2318.75 890309 Short 1 -1000.00 1787.50 -1000.00 -2318.75 890310 Short 1 -768.75 2018.75 -768.75 -2318.75 890313 Short 1 -575.00 2212.50 -575.00 -2318.75 890314 Short 1 -862.50 1925.00 -862.50 -2318.75 890315 Short 1 -481.25 2306.25 -481.25 -2318.75 890316 Short 1 -587.50 2200.00 -587.50 -2318.75 890317 Short 1 -306.25 2481.25 -306.25 -2318.75 890320 Short 1 -587.50 2200.00 -587.50 -2318.75 890321 Short 1 -431.25 2356.25 -431.25 -2318.75 890322 Short 1 -687.50 2100.00 -687.50 -2318.75 890323 Short 1 -456.25 2331.25 -456.25 -2318.75 890324 Short 1 -387.50 2400.00 -387.50 -2318.75 890327 Short 1 -75.00 2712.50 -75.00 -2318.75 890328 Exit Short 1 100.00 2887.50 0.00 -2318.75 MFE = 100.00 MAE = -2318.75 100.00 890403 Exit Long 1 100.00 2987.50 0.00 -2318.75 MFE = 100.00 MAE = 0.00 890413 Enter Long 1 -137.50 2850.00 -137.50 -2318.75 890414 Exit Long 1 100.00 3087.50 0.00 -2318.75 MFE = 100.00 MAE = -137.50 890420 Enter Long 1 -125.00 2962.50 -125.00 -2318.75 890421 Long 1 -143.75 2943.75 -143.75 -2318.75 890424 Long 1 -537.50 2550.00 -537.50 -2318.75 890425 Long 1 -756.25 2331.25 -756.25 -2318.75 890426 Long 1 -1181.25 1906.25 -1181.25 -2318.75 890427 Long 1 -1112.50 1975.00 -1112.50 -2318.75 890428 Long 1 -1256.25 1831.25 -1256.25 -2318.75 200.00 890501 Long 1 -1581.25 1506.25 -1581.25 -2318.75 890502 Long 1 -1631.25 1456.25 -1631.25 -2318.75 890503 Long 1 -1631.25 1456.25 -1631.25 -2318.75 890504 Long 1 -1675.00 1412.50 -1675.00 -2318.75 890505 Long 1 -1775.00 1312.50 -1775.00 -2318.75 890508 Exit Long 1 -2206.25 881.25 -2206.25 -2318.75 MFE = 0.00 MAE = -2206.25 890508 Exit Short 1 100.00 981.25 -2106.25 -2318.75 MFE = 100.00 MAE = 0.00 890515 Exit Short 1 100.00 1081.25 -2006.25 -2318.75 MFE = 100.00 MAE = 0.00 890517 Enter Short 1 -125.00 956.25 -2131.25 -2318.75 890518 Exit Short 1 100.00 1181.25 -1906.25 -2318.75 MFE = 100.00 MAE = -125.00 890522 Exit Short 1 100.00 1281.25 -1806.25 -2318.75 MFE = 100.00 MAE = 0.00 890529 Exit Short 1 100.00 1381.25 -1706.25 -2318.75 MFE = 100.00 MAE = 0.00 -1706.25 890605 Exit Short 1 100.00 1481.25 -1606.25 -2318.75 MFE = 100.00 MAE = 0.00 890609 Exit Short 1 100.00 1581.25 -1506.25 -2318.75 MFE = 100.00 MAE = 0.00 890615 Enter Short 1 -1075.00 506.25 -2581.25 -2581.25 890616 Short 1 -1962.50 -381.25 -3468.75 -3468.75 890619 Short 1 -2175.00 -593.75 -3681.25 -3681.25 890620 Short 1 -1831.25 -250.00 -3337.50 -3681.25 890621 Short 1 -2762.50 -1181.25 -4268.75 -4268.75 890622 Short 1 -3131.25 -1550.00 -4637.50 -4637.50 890623 Exit Short 1 -3325.00 -1743.75 -4831.25 -4831.25 MFE = 0.00 MAE = -3325.00 890629 Enter Long 1 -806.25 -2550.00 -5637.50 -5637.50 890630 Long 1 -450.00 -2193.75 -5281.25 -5637.50 -3125.00 890703 Exit Long 1 100.00 -1643.75 -4731.25 -5637.50 MFE = 100.00 MAE = -806.25 890725 Enter Long 1 -43.75 -1687.50 -4775.00 -5637.50 890726 Exit Long 1 100.00 -1543.75 -4631.25 -5637.50 MFE = 100.00 MAE = -43.75 890731 Enter Long 1 -125.00 -1668.75 -4756.25 -5637.50 200.00 890801 Exit Long 1 100.00 -1443.75 -4531.25 -5637.50 MFE = 100.00 MAE = -125.00 890804 Exit Short 1 100.00 -1343.75 -4431.25 -5637.50 MFE = 100.00 MAE = 0.00 890811 Exit Short 1 100.00 -1243.75 -4331.25 -5637.50 MFE = 100.00 MAE = 0.00 890817 Exit Short 1 100.00 -1143.75 -4231.25 -5637.50 MFE = 100.00 MAE = 0.00 890829 Exit Long 1 100.00 -1043.75 -4131.25 -5637.50 MFE = 100.00 MAE = 0.00 500.00 890907 Enter Short 1 -487.50 -1531.26 -4618.75 -5637.50 890908 Short 1 68.75 -975.00 -4062.50 -5637.50 890911 Exit Short 1 100.00 -943.75 -4031.25 -5637.50 MFE = 100.00 MAE = -487.50 890915 Exit Short 1 100.00 -843.75 -3931.25 -5637.50 MFE = 100.00 MAE = 0.00 890925 Exit Long 1 100.00 -743.75 -3831.25 -5637.50 MFE = 100.00 MAE = 0.00 300.00 891005 Enter Long 1 -475.00 -1218.75 -4306.25 -5637.50 891006 Long 1 -675.00 -1418.75 -4506.25 -5637.50 891009 Long 1 -806.25 -1550.00 -4637.50 -5637.50 891010 Long 1 -1562.50 -2306.25 -5393.75 -5637.50 891011 Long 1 -1843.75 -2587.50 -5675.00 -5675.00 891012 Long 1 -1525.00 -2268.75 -5356.25 -5675.00 891013 Long 1 -125.00 -868.75 -3956.25 -5675.00 891016 Exit Long 1 100.00 -643.75 -3731.25 -5675.00 MFE = 100.00 MAE = -1843.75 891024 Enter Long 1 -56.25 -700.00 -3787.50 -5675.00 891025 Long 1 -6.25 -650.00 -3737.50 -5675.00 891026 Long 1 -431.25 -1075.00 -4162.50 -5675.00 891027 Exit Long 1 100.00 -543.75 -3631.25 -5675.00 MFE = 100.00 MAE = -431.25 200.00 891107 Enter Long 1 -37.50 -581.25 -3668.75 -5675.00 891108 Long 1 -106.25 -650.00 -3737.50 -5675.00 891109 Long 1 -362.50 -906.25 -3993.75 -5675.00 891110 Long 1 -862.50 -1406.25 -4493.75 -5675.00 891113 Long 1 -637.50 -1181.25 -4268.75 -5675.00 891114 Exit Long 1 100.00 -443.75 -3531.25 -5675.00 MFE = 100.00 MAE = -862.50 891121 Exit Long 1 100.00 -343.75 -3431.25 -5675.00 MFE = 100.00 MAE = 0.00 200.00 891206 Exit Long 1 100.00 -243.75 -3331.25 -5675.00 MFE = 100.00 MAE = 0.00 891211 Enter Long 1 -18.75 -262.50 -3350.00 -5675.00 891212 Exit Long 1 100.00 -143.75 -3231.25 -5675.00 MFE = 100.00 MAE = -18.75 891213 Enter Long 1 -956.25 -1100.00 -4187.50 -5675.00 891214 Long 1 -1106.25 -1250.00 -4337.50 -5675.00 891215 Long 1 -525.00 -668.75 -3756.25 -5675.00 891218 Long 1 -706.25 -850.00 -3937.50 -5675.00 891219 Long 1 -1131.25 -1275.00 -4362.50 -5675.00 891220 Long 1 -837.50 -981.25 -4068.75 -5675.00 891221 Long 1 -681.25 -825.00 -3912.50 -5675.00 891222 Long 1 0.00 -143.75 -3231.25 -5675.00 891225 Long 1 0.00 -143.75 -3231.25 -5675.00 891226 Exit Long 1 100.00 -43.75 -3131.25 -5675.00 MFE = 100.00 MAE = -1131.25 300.00 900104 Exit Long 1 100.00 56.25 -3031.25 -5675.00 MFE = 100.00 MAE = 0.00 900129 Enter Long 1 -243.75 -187.50 -3275.00 -5675.00 900130 Exit Long 1 100.00 156.25 -2931.25 -5675.00 MFE = 100.00 MAE = -243.75 200.00 900205 Exit Long 1 100.00 256.25 -2831.25 -5675.00 MFE = 100.00 MAE = 0.00 100.00 900312 Enter Short 1 -37.50 218.75 -2868.75 -5675.00 900313 Exit Short 1 100.00 356.25 -2731.25 -5675.00 MFE = 100.00 MAE = -37.50 900329 Enter Long 1 6.25 362.50 -2725.00 -5675.00 900330 Exit Long 1 100.00 456.25 -2631.25 -5675.00 MFE = 100.00 MAE = 0.00 200.00 900406 Enter Long 1 -118.75 337.50 -2750.00 -5675.00 900409 Exit Long 1 100.00 556.25 -2531.25 -5675.00 MFE = 100.00 MAE = -118.75 900410 Exit Long 1 100.00 656.25 -2431.25 -5675.00 MFE = 100.00 MAE = 0.00 900425 Enter Long 1 -12.50 643.75 -2443.75 -5675.00 900426 Long 1 -106.25 550.00 -2537.50 -5675.00 900427 Exit Long 1 100.00 756.25 -2331.25 -5675.00 MFE = 100.00 MAE = -106.25 300.00 900504 Exit Long 1 100.00 856.25 -2231.25 -5675.00 MFE = 100.00 MAE = 0.00 900517 Exit Long 1 100.00 956.25 -2131.25 -5675.00 MFE = 100.00 MAE = 0.00 900531 Enter Short 1 -150.00 806.25 -2281.25 -5675.00 200.00 900601 Short 1 -12.50 943.75 -2143.75 -5675.00 900604 Exit Short 1 100.00 1056.25 -2031.25 -5675.00 MFE = 100.00 MAE = -150.00 900615 Exit Short 1 100.00 1156.25 -1931.25 -5675.00 MFE = 100.00 MAE = 0.00 900626 Enter Long 1 -87.50 1068.75 -2018.75 -5675.00 900627 Exit Long 1 137.50 1293.75 -1793.75 -5675.00 MFE = 137.50 MAE = -87.50 337.50 900702 Exit Long 1 100.00 1393.75 -1693.75 -5675.00 MFE = 100.00 MAE = 0.00 900709 Enter Long 1 -81.25 1312.50 -1775.00 -5675.00 900710 Exit Long 1 100.00 1493.75 -1593.75 -5675.00 MFE = 100.00 MAE = -81.25 900713 Exit Long 1 100.00 1593.75 -1493.75 -5675.00 MFE = 100.00 MAE = 0.00 900718 Enter Long 1 -312.50 1281.25 -1806.25 -5675.00 900719 Long 1 -218.75 1375.00 -1712.50 -5675.00 900720 Long 1 -237.50 1356.25 -1731.25 -5675.00 900723 Exit Long 1 100.00 1693.75 -1393.75 -5675.00 MFE = 100.00 MAE = -312.50 900727 Exit Long 1 100.00 1793.75 -1293.75 -5675.00 MFE = 100.00 MAE = 0.00 900731 Exit Long 1 100.00 1893.75 -1193.75 -5675.00 MFE = 100.00 MAE = 0.00 600.00 900806 Enter Long 1 -243.75 1650.00 -1437.50 -5675.00 900807 Long 1 -450.00 1443.75 -1643.75 -5675.00 900808 Long 1 -943.75 950.00 -2137.50 -5675.00 900809 Long 1 -925.00 968.75 -2118.75 -5675.00 900810 Long 1 -912.50 981.25 -2106.25 -5675.00 900813 Long 1 -68.75 1825.00 -1262.50 -5675.00 900814 Exit Long 1 100.00 1993.75 -1093.75 -5675.00 MFE = 100.00 MAE = -943.75 900817 Enter Long 1 -25.00 1968.75 -1118.75 -5675.00 900820 Long 1 -393.75 1600.00 -1487.50 -5675.00 900821 Long 1 -918.75 1075.00 -2012.50 -5675.00 900822 Long 1 -575.00 1418.75 -1668.75 -5675.00 900823 Exit Long 1 100.00 2093.75 -993.75 -5675.00 MFE = 100.00 MAE = -918.75 200.00 901019 Exit Long 1 100.00 2193.75 -893.75 -5675.00 MFE = 100.00 MAE = 0.00 901029 Enter Long 1 -537.50 1656.25 -1431.25 -5675.00 901030 Long 1 -612.50 1581.25 -1506.25 -5675.00 901031 Long 1 -412.50 1781.25 -1306.25 -5675.00 100.00 901101 Long 1 -37.50 2156.25 -931.25 -5675.00 901102 Exit Long 1 100.00 2293.75 -793.75 -5675.00 MFE = 100.00 MAE = -612.50 901116 Enter Long 1 -31.25 2262.50 -825.00 -5675.00 901119 Exit Long 1 100.00 2393.75 -693.75 -5675.00 MFE = 100.00 MAE = -31.25 901130 Exit Short 1 100.00 2493.75 -593.75 -5675.00 MFE = 100.00 MAE = 0.00 300.00 901220 Exit Short 1 100.00 2593.75 -493.75 -5675.00 MFE = 100.00 MAE = 0.00 901221 Exit Short 1 100.00 2693.75 -393.75 -5675.00 MFE = 100.00 MAE = 0.00 901228 Exit Long 1 100.00 2793.75 -293.75 -5675.00 MFE = 100.00 MAE = 0.00 300.00 910107 Exit Short 1 100.00 2893.75 -193.75 -5675.00 MFE = 100.00 MAE = 0.00 910117 Exit Long 1 100.00 2993.75 -93.75 -5675.00 MFE = 100.00 MAE = 0.00 910129 Enter Long 1 -268.75 2725.00 -362.50 -5675.00 910130 Exit Long 1 -1068.75 1925.00 -1162.50 -5675.00 MFE = 0.00 MAE = -1068.75 910130 Enter Short 1 -556.25 1368.75 -1718.75 -5675.00 910131 Exit Short 1 -1143.75 781.25 -2306.25 -5675.00 MFE = 0.00 MAE = -1143.75 910131 Enter Long 1 0.00 781.25 -2306.25 -5675.00 -2012.50 910201 Exit Long 1 100.00 881.25 -2206.25 -5675.00 MFE = 100.00 MAE = 0.00 910211 Exit Long 1 100.00 981.25 -2106.25 -5675.00 MFE = 100.00 MAE = 0.00 200.00 910306 Exit Short 1 100.00 1081.25 -2006.25 -5675.00 MFE = 100.00 MAE = 0.00 910308 Exit Short 1 100.00 1181.25 -1906.25 -5675.00 MFE = 100.00 MAE = 0.00 910311 Exit Short 1 100.00 1281.25 -1806.25 -5675.00 MFE = 100.00 MAE = 0.00 910315 Exit Short 1 100.00 1381.25 -1706.25 -5675.00 MFE = 100.00 MAE = 0.00 910318 Exit Short 1 100.00 1481.25 -1606.25 -5675.00 MFE = 100.00 MAE = 0.00 910319 Exit Short 1 100.00 1581.25 -1506.25 -5675.00 MFE = 100.00 MAE = 0.00 910322 Exit Short 1 100.00 1681.25 -1406.25 -5675.00 MFE = 100.00 MAE = 0.00 910325 Exit Short 1 100.00 1781.25 -1306.25 -5675.00 MFE = 100.00 MAE = 0.00 910326 Exit Short 1 100.00 1881.25 -1206.25 -5675.00 MFE = 100.00 MAE = 0.00 910327 Exit Short 1 100.00 1981.25 -1106.25 -5675.00 MFE = 100.00 MAE = 0.00 910328 Exit Short 1 100.00 2081.25 -1006.24 -5675.00 MFE = 100.00 MAE = 0.00 1100.00 910404 Exit Short 1 100.00 2181.25 -906.24 -5675.00 MFE = 100.00 MAE = 0.00 910408 Exit Short 1 100.00 2281.25 -806.25 -5675.00 MFE = 100.00 MAE = 0.00 910409 Enter Short 1 -1143.75 1137.50 -1949.99 -5675.00 910410 Short 1 -706.25 1575.00 -1512.50 -5675.00 910411 Short 1 -1281.25 1000.00 -2087.49 -5675.00 910412 Short 1 -706.25 1575.00 -1512.50 -5675.00 910415 Short 1 -1143.75 1137.50 -1949.99 -5675.00 910416 Short 1 -1331.25 950.00 -2137.50 -5675.00 910417 Short 1 -1237.50 1043.75 -2043.74 -5675.00 910418 Short 1 -393.75 1887.50 -1200.00 -5675.00 910419 Exit Short 1 100.00 2381.25 -706.25 -5675.00 MFE = 100.00 MAE = -1331.25 910429 Exit Short 1 100.00 2481.25 -606.25 -5675.00 MFE = 100.00 MAE = 0.00 400.00 910509 Enter Short 1 -1206.25 1275.00 -1812.49 -5675.00 910510 Short 1 -881.25 1600.00 -1487.50 -5675.00 910513 Short 1 -1268.75 1212.50 -1875.00 -5675.00 910514 Short 1 -2093.75 387.50 -2700.00 -5675.00 910515 Short 1 -2506.25 -24.99 -3112.49 -5675.00 910516 Short 1 -2062.50 418.75 -2668.74 -5675.00 910517 Short 1 -581.25 1900.00 -1187.49 -5675.00 910520 Exit Short 1 100.00 2581.25 -506.25 -5675.00 MFE = 100.00 MAE = -2506.25 100.00 910607 Exit Short 1 100.00 2681.25 -406.25 -5675.00 MFE = 100.00 MAE = 0.00 910618 Exit Short 1 100.00 2781.25 -306.25 -5675.00 MFE = 100.00 MAE = 0.00 910628 Exit Short 1 100.00 2881.25 -206.25 -5675.00 MFE = 100.00 MAE = 0.00 300.00 910701 Enter Short 1 25.00 2906.25 -181.24 -5675.00 910702 Exit Short 1 100.00 2981.25 -106.25 -5675.00 MFE = 100.00 MAE = 0.00 910711 Exit Short 1 100.00 3081.25 -6.25 -5675.00 MFE = 100.00 MAE = 0.00 910712 Exit Long 1 100.00 3181.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 910718 Exit Long 1 100.00 3281.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 910802 Exit Long 1 100.00 3381.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 910805 Exit Long 1 100.00 3481.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 910819 Exit Short 1 100.00 3581.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 910906 Exit Long 1 100.00 3681.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 910916 Enter Long 1 -175.00 3506.25 -175.00 -5675.00 910917 Exit Long 1 100.00 3781.25 0.00 -5675.00 MFE = 100.00 MAE = -175.00 910923 Enter Long 1 -112.50 3668.75 -112.50 -5675.00 910924 Exit Long 1 100.00 3881.25 0.00 -5675.00 MFE = 100.00 MAE = -112.50 910930 Enter Long 1 -368.75 3512.50 -368.75 -5675.00 300.00 911001 Long 1 -400.00 3481.25 -400.00 -5675.00 911002 Long 1 -337.50 3543.75 -337.50 -5675.00 911003 Long 1 -175.00 3706.25 -175.00 -5675.00 911004 Exit Long 1 -806.25 3075.00 -806.25 -5675.00 MFE = 0.00 MAE = -806.25 911004 Exit Short 1 100.00 3175.00 -706.25 -5675.00 MFE = 100.00 MAE = 0.00 911028 Exit Short 1 100.00 3275.00 -606.25 -5675.00 MFE = 100.00 MAE = 0.00 911029 Enter Long 1 -106.25 3168.75 -712.50 -5675.00 911030 Exit Long 1 100.00 3375.00 -506.25 -5675.00 MFE = 100.00 MAE = -106.25 -506.25 911118 Exit Long 1 100.00 3475.00 -406.25 -5675.00 MFE = 100.00 MAE = 0.00 911122 Exit Long 1 100.00 3575.00 -306.25 -5675.00 MFE = 100.00 MAE = 0.00 911126 Exit Long 1 -1850.00 1725.00 -2156.25 -5675.00 MFE = 0.00 MAE = -1850.00 -1650.00 911202 Exit Long 1 100.00 1825.00 -2056.25 -5675.00 MFE = 100.00 MAE = 0.00 911205 Exit Long 1 100.00 1925.00 -1956.25 -5675.00 MFE = 100.00 MAE = 0.00 911220 Exit Long 1 100.00 2025.00 -1856.25 -5675.00 MFE = 100.00 MAE = 0.00 911223 Enter Long 1 -375.00 1650.00 -2231.25 -5675.00 911224 Long 1 -656.25 1368.75 -2512.50 -5675.00 911225 Long 1 -575.00 1450.01 -2431.25 -5675.00 911226 Long 1 112.50 2137.50 -1743.75 -5675.00 911227 Exit Long 1 100.00 2125.00 -1756.25 -5675.00 MFE = 112.50 MAE = -656.25 400.00 920102 Exit Long 1 -968.75 1156.25 -2725.00 -5675.00 MFE = 0.00 MAE = -968.75 920106 Exit Long 1 100.00 1256.25 -2625.00 -5675.00 MFE = 100.00 MAE = 0.00 920123 Exit Short 1 100.00 1356.25 -2525.00 -5675.00 MFE = 100.00 MAE = 0.00 920127 Exit Short 1 100.00 1456.25 -2425.00 -5675.00 MFE = 100.00 MAE = 0.00 920130 Exit Short 1 100.00 1556.25 -2325.00 -5675.00 MFE = 100.00 MAE = 0.00 -568.75 920211 Enter Short 1 -31.25 1525.00 -2356.25 -5675.00 920212 Exit Short 1 100.00 1656.25 -2225.00 -5675.00 MFE = 100.00 MAE = -31.25 100.00 920303 Exit Short 1 100.00 1756.25 -2125.00 -5675.00 MFE = 100.00 MAE = 0.00 920311 Enter Short 1 -706.25 1050.00 -2831.25 -5675.00 920312 Short 1 -343.75 1412.50 -2468.75 -5675.00 920313 Short 1 -300.00 1456.25 -2425.00 -5675.00 920316 Short 1 -650.00 1106.25 -2775.00 -5675.00 920317 Short 1 -1381.25 375.00 -3506.25 -5675.00 920318 Short 1 -1000.00 756.26 -3125.00 -5675.00 920319 Short 1 -218.75 1537.50 -2343.75 -5675.00 920320 Exit Short 1 100.00 1856.25 -2025.00 -5675.00 MFE = 100.00 MAE = -1381.25 200.00 920403 Exit Long 1 100.00 1956.25 -1925.00 -5675.00 MFE = 100.00 MAE = 0.00 920422 Enter Long 1 -68.75 1887.50 -1993.75 -5675.00 920423 Long 1 68.75 2025.00 -1856.25 -5675.00 920424 Exit Long 1 100.00 2056.25 -1825.00 -5675.00 MFE = 100.00 MAE = -68.75 200.00 920518 Exit Long 1 100.00 2156.25 -1725.00 -5675.00 MFE = 100.00 MAE = 0.00 920527 Exit Short 1 100.00 2256.25 -1625.00 -5675.00 MFE = 100.00 MAE = 0.00 920529 Enter Long 1 -243.75 2012.50 -1868.75 -5675.00 200.00 920601 Exit Long 1 100.00 2356.25 -1525.00 -5675.00 MFE = 100.00 MAE = -243.75 920611 Exit Long 1 100.00 2456.25 -1425.00 -5675.00 MFE = 100.00 MAE = 0.00 920624 Enter Long 1 118.75 2575.00 -1306.25 -5675.00 920625 Exit Long 1 100.00 2556.25 -1325.00 -5675.00 MFE = 118.75 MAE = 0.00 300.00 920702 Exit Long 1 100.00 2656.25 -1225.00 -5675.00 MFE = 100.00 MAE = 0.00 920707 Exit Long 1 100.00 2756.25 -1125.00 -5675.00 MFE = 100.00 MAE = 0.00 920713 Exit Long 1 100.00 2856.25 -1025.00 -5675.00 MFE = 100.00 MAE = 0.00 920716 Exit Long 1 100.00 2956.25 -925.00 -5675.00 MFE = 100.00 MAE = 0.00 920717 Exit Long 1 100.00 3056.25 -825.00 -5675.00 MFE = 100.00 MAE = 0.00 920727 Exit Long 1 100.00 3156.25 -725.00 -5675.00 MFE = 100.00 MAE = 0.00 600.00 920807 Exit Long 1 100.00 3256.25 -625.00 -5675.00 MFE = 100.00 MAE = 0.00 920821 Exit Long 1 100.00 3356.25 -525.00 -5675.00 MFE = 100.00 MAE = 0.00 920824 Exit Long 1 100.00 3456.25 -425.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 920901 Exit Long 1 100.00 3556.25 -325.00 -5675.00 MFE = 100.00 MAE = 0.00 920923 Exit Short 1 100.00 3656.25 -225.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 921001 Exit Short 1 100.00 3756.25 -125.00 -5675.00 MFE = 100.00 MAE = 0.00 921002 Exit Short 1 100.00 3856.25 -25.00 -5675.00 MFE = 100.00 MAE = 0.00 921005 Exit Short 1 100.00 3956.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921006 Exit Short 1 100.00 4056.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921007 Exit Short 1 100.00 4156.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921008 Exit Short 1 100.00 4256.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921023 Enter Short 1 -356.25 3900.00 -356.25 -5675.00 921026 Exit Short 1 100.00 4356.25 0.00 -5675.00 MFE = 100.00 MAE = -356.25 700.00 921102 Exit Short 1 100.00 4456.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921103 Exit Short 1 100.00 4556.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921105 Exit Short 1 100.00 4656.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921106 Exit Short 1 100.00 4756.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921110 Enter Short 1 -556.25 4200.00 -556.25 -5675.00 921111 Short 1 -806.25 3950.01 -806.25 -5675.00 921112 Short 1 -1193.75 3562.50 -1193.75 -5675.00 921113 Short 1 -1650.00 3106.26 -1650.00 -5675.00 921116 Short 1 -775.00 3981.25 -775.00 -5675.00 921117 Short 1 -837.50 3918.75 -837.50 -5675.00 921118 Short 1 -825.00 3931.25 -825.00 -5675.00 921119 Short 1 -1468.75 3287.51 -1468.75 -5675.00 921120 Short 1 -468.75 4287.50 -468.75 -5675.00 921123 Exit Short 1 618.75 5375.00 0.00 -5675.00 MFE = 618.75 MAE = -1650.00 1018.75 921207 Exit Long 1 100.00 5475.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 921228 Exit Short 1 100.00 5575.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 930104 Exit Short 1 100.00 5675.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 930216 Enter Long 1 18.75 5693.75 0.00 -5675.00 930217 Exit Long 1 100.00 5775.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930218 Exit Short 1 100.00 5875.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930225 Enter Short 1 -193.75 5681.25 -12.50 -5675.00 930226 Exit Short 1 100.00 5975.00 0.00 -5675.00 MFE = 100.00 MAE = -193.75 300.00 930305 Exit Short 1 100.00 6075.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930318 Exit Long 1 100.00 6175.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 930412 Enter Long 1 -12.50 6162.50 -12.50 -5675.00 930413 Exit Long 1 100.00 6275.00 0.00 -5675.00 MFE = 100.00 MAE = -12.50 930420 Enter Long 1 -687.50 5587.50 -687.50 -5675.00 930421 Long 1 -750.00 5525.00 -750.00 -5675.00 930422 Long 1 -250.00 6025.00 -250.00 -5675.00 930423 Exit Long 1 100.00 6375.00 0.00 -5675.00 MFE = 100.00 MAE = -750.00 200.00 930510 Exit Short 1 100.00 6475.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930524 Exit Short 1 100.00 6575.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930527 Exit Long 1 100.00 6675.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 930604 Exit Short 1 100.00 6775.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930615 Exit Short 1 100.00 6875.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930624 Enter Short 1 -250.00 6625.00 -250.00 -5675.00 930625 Short 1 -193.75 6681.25 -193.75 -5675.00 930628 Exit Short 1 100.00 6975.00 0.00 -5675.00 MFE = 100.00 MAE = -250.00 930630 Exit Short 1 100.00 7075.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 930708 Enter Short 1 -325.00 6750.00 -325.00 -5675.00 930709 Exit Short 1 100.00 7175.00 0.00 -5675.00 MFE = 100.00 MAE = -325.00 930716 Exit Short 1 100.00 7275.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930729 Exit Short 1 100.00 7375.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930730 Exit Short 1 100.00 7475.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 930810 Exit Short 1 100.00 7575.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930816 Exit Long 1 100.00 7675.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 930901 Exit Long 1 100.00 7775.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930903 Enter Long 1 68.75 7843.75 0.00 -5675.00 930906 Exit Long 1 100.00 7875.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930909 Exit Long 1 100.00 7975.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 930915 Exit Long 1 100.00 8075.00 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 931008 Enter Long 1 -68.75 8006.25 0.00 -5675.00 931011 Exit Long 1 100.00 8175.00 0.00 -5675.00 MFE = 100.00 MAE = -68.75 931014 Enter Short 1 -25.00 8150.00 0.00 -5675.00 931015 Short 1 68.75 8243.75 0.00 -5675.00 931018 Exit Short 1 168.75 8343.75 0.00 -5675.00 MFE = 168.75 MAE = -25.00 268.75 931109 Enter Short 1 -150.00 8193.75 -50.00 -5675.00 931110 Short 1 -368.75 7975.00 -268.75 -5675.00 931111 Short 1 -131.25 8212.51 -31.25 -5675.00 931112 Short 1 -575.00 7768.75 -475.00 -5675.00 931115 Short 1 -300.00 8043.75 -200.00 -5675.00 931116 Exit Short 1 100.00 8443.75 0.00 -5675.00 MFE = 100.00 MAE = -575.00 100.00 931206 Exit Long 1 100.00 8543.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 931229 Exit Short 1 100.00 8643.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 940127 Enter Long 1 -12.50 8631.25 -12.50 -5675.00 940128 Exit Long 1 100.00 8743.75 0.00 -5675.00 MFE = 100.00 MAE = -12.50 100.00 940204 Exit Short 1 100.00 8843.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 940214 Exit Long 1 100.00 8943.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 940310 Exit Long 1 100.00 9043.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 940331 Enter Long 1 -368.75 8675.01 -368.75 -5675.00 100.00 940401 Exit Long 1 -1131.25 7912.50 -1131.25 -5675.00 MFE = 0.00 MAE = -1131.25 940401 Exit Short 1 100.00 8012.50 -1031.25 -5675.00 MFE = 100.00 MAE = 0.00 -1031.25 940517 Enter Long 1 -425.00 7587.50 -1456.25 -5675.00 940518 Exit Long 1 100.00 8112.50 -931.25 -5675.00 MFE = 100.00 MAE = -425.00 100.00 940602 Enter Short 1 -18.75 8093.76 -950.00 -5675.00 940603 Exit Short 1 100.00 8212.50 -831.25 -5675.00 MFE = 100.00 MAE = -18.75 940613 Exit Long 1 100.00 8312.50 -731.25 -5675.00 MFE = 100.00 MAE = 0.00 940617 Exit Long 1 100.00 8412.50 -631.25 -5675.00 MFE = 100.00 MAE = 0.00 940624 Exit Long 1 100.00 8512.50 -531.25 -5675.00 MFE = 100.00 MAE = 0.00 400.00 940705 Exit Long 1 100.00 8612.50 -431.25 -5675.00 MFE = 100.00 MAE = 0.00 940711 Exit Long 1 100.00 8712.50 -331.25 -5675.00 MFE = 100.00 MAE = 0.00 200.00 940811 Exit Long 1 100.00 8812.50 -231.25 -5675.00 MFE = 100.00 MAE = 0.00 940826 Exit Short 1 100.00 8912.50 -131.25 -5675.00 MFE = 100.00 MAE = 0.00 200.00 940902 Exit Long 1 100.00 9012.50 -31.25 -5675.00 MFE = 100.00 MAE = 0.00 940909 Exit Long 1 100.00 9112.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 940916 Enter Long 1 -218.75 8893.75 -218.75 -5675.00 940919 Long 1 -687.50 8425.00 -687.50 -5675.00 940920 Long 1 -718.75 8393.75 -718.75 -5675.00 940921 Long 1 -556.25 8556.26 -556.25 -5675.00 940922 Long 1 -556.25 8556.26 -556.25 -5675.00 940923 Long 1 -587.50 8525.00 -587.50 -5675.00 940926 Long 1 -806.25 8306.25 -806.25 -5675.00 940927 Long 1 -243.75 8868.76 -243.75 -5675.00 940928 Long 1 -725.00 8387.50 -725.00 -5675.00 940929 Long 1 -506.25 8606.25 -506.25 -5675.00 940930 Long 1 -631.25 8481.25 -631.25 -5675.00 200.00 941003 Long 1 -700.00 8412.51 -700.00 -5675.00 941004 Long 1 -368.75 8743.75 -368.75 -5675.00 941005 Long 1 -331.25 8781.26 -331.25 -5675.00 941006 Long 1 -281.25 8831.25 -281.25 -5675.00 941007 Exit Long 1 100.00 9212.50 0.00 -5675.00 MFE = 100.00 MAE = -806.25 941013 Exit Long 1 100.00 9312.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 941025 Enter Long 1 -568.75 8743.75 -568.75 -5675.00 941026 Long 1 -181.25 9131.25 -181.25 -5675.00 941027 Long 1 -443.75 8868.75 -443.75 -5675.00 941028 Exit Long 1 -1306.25 8006.25 -1306.25 -5675.00 MFE = 0.00 MAE = -1306.25 941028 Exit Short 1 100.00 8106.25 -1206.25 -5675.00 MFE = 100.00 MAE = 0.00 -1006.25 941109 Enter Short 1 -150.00 7956.26 -1356.25 -5675.00 941110 Exit Short 1 100.00 8206.25 -1106.25 -5675.00 MFE = 100.00 MAE = -150.00 941121 Enter Short 1 -325.00 7881.25 -1431.25 -5675.00 941122 Short 1 -393.75 7812.50 -1500.00 -5675.00 941123 Short 1 -487.50 7718.75 -1593.75 -5675.00 941124 Short 1 -206.25 8000.00 -1312.50 -5675.00 941125 Short 1 -200.00 8006.25 -1306.25 -5675.00 941128 Exit Short 1 100.00 8306.25 -1006.25 -5675.00 MFE = 100.00 MAE = -487.50 200.00 941202 Enter Short 1 -25.00 8281.25 -1031.25 -5675.00 941205 Short 1 -306.25 8000.00 -1312.50 -5675.00 941206 Short 1 -350.00 7956.25 -1356.25 -5675.00 941207 Short 1 -556.25 7750.00 -1562.50 -5675.00 941208 Short 1 -200.00 8106.25 -1206.25 -5675.00 941209 Short 1 -193.75 8112.50 -1200.00 -5675.00 941212 Short 1 -262.50 8043.75 -1268.75 -5675.00 941213 Short 1 -281.25 8025.00 -1287.50 -5675.00 941214 Short 1 -400.00 7906.25 -1406.25 -5675.00 941215 Short 1 -368.75 7937.50 -1375.00 -5675.00 941216 Short 1 -275.00 8031.26 -1281.25 -5675.00 941219 Short 1 -225.00 8081.26 -1231.25 -5675.00 941220 Short 1 -343.75 7962.50 -1350.00 -5675.00 941221 Exit Short 1 100.00 8406.25 -906.25 -5675.00 MFE = 100.00 MAE = -556.25 941228 Enter Long 1 -62.50 8343.76 -968.75 -5675.00 941229 Exit Long 1 787.50 9193.75 -118.75 -5675.00 MFE = 787.50 MAE = -62.50 887.50 950109 Exit Long 1 100.00 9293.75 -18.75 -5675.00 MFE = 100.00 MAE = 0.00 950119 Exit Long 1 100.00 9393.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 950125 Enter Long 1 -593.75 8800.00 -593.75 -5675.00 950126 Long 1 -687.50 8706.25 -687.50 -5675.00 950127 Long 1 -650.00 8743.75 -650.00 -5675.00 950130 Long 1 -168.75 9225.00 -168.75 -5675.00 950131 Long 1 -1068.75 8325.00 -1068.75 -5675.00 200.00 950201 Long 1 -812.50 8581.25 -812.50 -5675.00 950202 Long 1 -831.25 8562.50 -831.25 -5675.00 950203 Long 1 -1375.00 8018.75 -1375.00 -5675.00 950206 Long 1 -1481.25 7912.51 -1481.25 -5675.00 950207 Long 1 -1675.00 7718.75 -1675.00 -5675.00 950208 Long 1 -1487.50 7906.25 -1487.50 -5675.00 950209 Long 1 -1343.75 8050.01 -1343.75 -5675.00 950210 Long 1 -925.00 8468.75 -925.00 -5675.00 950213 Long 1 -1031.25 8362.51 -1031.25 -5675.00 950214 Long 1 -425.00 8968.75 -425.00 -5675.00 950215 Long 1 -500.00 8893.75 -500.00 -5675.00 950216 Exit Long 1 100.00 9493.75 0.00 -5675.00 MFE = 100.00 MAE = -1675.00 100.00 950302 Exit Long 1 100.00 9593.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 950306 Exit Long 1 100.00 9693.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 950315 Exit Long 1 100.00 9793.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 950327 Enter Long 1 -306.25 9487.51 -306.25 -5675.00 950328 Exit Long 1 100.00 9893.75 0.00 -5675.00 MFE = 100.00 MAE = -306.25 950331 Exit Long 1 100.00 9993.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 500.00 950410 Exit Short 1 100.00 10093.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 950417 Enter Long 1 -37.50 10056.25 -37.50 -5675.00 950418 Exit Long 1 100.00 10193.75 0.00 -5675.00 MFE = 100.00 MAE = -37.50 200.00 950508 Enter Long 1 -237.50 9956.25 -237.50 -5675.00 950509 Long 1 -875.00 9318.75 -875.00 -5675.00 950510 Long 1 -1156.25 9037.50 -1156.25 -5675.00 950511 Exit Long 1 -2668.75 7525.00 -2668.75 -5675.00 MFE = 0.00 MAE = -2668.75 950511 Exit Short 1 100.00 7625.00 -2568.75 -5675.00 MFE = 100.00 MAE = 0.00 950518 Exit Short 1 100.00 7725.00 -2468.75 -5675.00 MFE = 100.00 MAE = 0.00 950525 Exit Long 1 100.00 7825.00 -2368.75 -5675.00 MFE = 100.00 MAE = 0.00 950531 Exit Short 1 100.00 7925.00 -2268.75 -5675.00 MFE = 100.00 MAE = 0.00 -2268.75 950614 Enter Long 1 -206.25 7718.75 -2475.00 -5675.00 950615 Long 1 -518.75 7406.25 -2787.50 -5675.00 950616 Long 1 -231.25 7693.75 -2500.00 -5675.00 950619 Long 1 -100.00 7825.00 -2368.75 -5675.00 950620 Exit Long 1 100.00 8025.00 -2168.75 -5675.00 MFE = 100.00 MAE = -518.75 100.00 950707 Exit Short 1 100.00 8125.00 -2068.75 -5675.00 MFE = 100.00 MAE = 0.00 950713 Enter Long 1 -150.00 7975.00 -2218.75 -5675.00 950714 Long 1 -231.25 7893.76 -2300.00 -5675.00 950717 Long 1 -481.25 7643.75 -2550.00 -5675.00 950718 Exit Long 1 100.00 8225.00 -1968.75 -5675.00 MFE = 100.00 MAE = -481.25 950719 Exit Long 1 100.00 8325.00 -1868.75 -5675.00 MFE = 100.00 MAE = 0.00 300.00 950802 Exit Short 1 100.00 8425.00 -1768.75 -5675.00 MFE = 100.00 MAE = 0.00 950815 Exit Short 1 100.00 8525.00 -1668.75 -5675.00 MFE = 100.00 MAE = 0.00 950822 Exit Short 1 100.00 8625.00 -1568.75 -5675.00 MFE = 100.00 MAE = 0.00 950824 Exit Short 1 100.00 8725.00 -1468.75 -5675.00 MFE = 100.00 MAE = 0.00 950829 Exit Short 1 100.00 8825.00 -1368.75 -5675.00 MFE = 100.00 MAE = 0.00 500.00 950906 Exit Short 1 100.00 8925.00 -1268.75 -5675.00 MFE = 100.00 MAE = 0.00 950913 Exit Short 1 100.00 9025.00 -1168.75 -5675.00 MFE = 100.00 MAE = 0.00 950920 Exit Long 1 100.00 9125.00 -1068.75 -5675.00 MFE = 100.00 MAE = 0.00 300.00 951019 Enter Long 1 -81.25 9043.75 -1150.00 -5675.00 951020 Exit Long 1 100.00 9225.00 -968.75 -5675.00 MFE = 100.00 MAE = -81.25 100.00 951109 Exit Long 1 100.00 9325.00 -868.75 -5675.00 MFE = 100.00 MAE = 0.00 951120 Exit Short 1 100.00 9425.00 -768.75 -5675.00 MFE = 100.00 MAE = 0.00 951127 Exit Short 1 100.00 9525.00 -668.75 -5675.00 MFE = 100.00 MAE = 0.00 300.00 960125 Enter Short 1 -275.00 9250.01 -943.75 -5675.00 960126 Exit Short 1 100.00 9625.00 -568.75 -5675.00 MFE = 100.00 MAE = -275.00 100.00 960205 Exit Long 1 100.00 9725.00 -468.75 -5675.00 MFE = 100.00 MAE = 0.00 960219 Enter Long 1 -75.00 9650.00 -543.75 -5675.00 960220 Long 1 -100.00 9625.00 -568.75 -5675.00 960221 Exit Long 1 100.00 9825.00 -368.75 -5675.00 MFE = 100.00 MAE = -100.00 200.00 960327 Enter Short 1 -131.25 9693.76 -500.00 -5675.00 960328 Short 1 -700.00 9125.00 -1068.75 -5675.00 960329 Short 1 -450.00 9375.00 -818.75 -5675.00 0.00 960401 Short 1 -137.50 9687.50 -506.25 -5675.00 960402 Short 1 -518.75 9306.25 -887.50 -5675.00 960403 Short 1 -368.75 9456.25 -737.50 -5675.00 960404 Short 1 -537.50 9287.51 -906.25 -5675.00 960405 Short 1 -262.50 9562.50 -631.25 -5675.00 960408 Short 1 -393.75 9431.25 -762.50 -5675.00 960409 Exit Short 1 100.00 9925.00 -268.75 -5675.00 MFE = 100.00 MAE = -700.00 960415 Exit Short 1 100.00 10025.00 -168.75 -5675.00 MFE = 100.00 MAE = 0.00 960418 Enter Long 1 -337.50 9687.50 -506.25 -5675.00 960419 Long 1 -737.50 9287.50 -906.25 -5675.00 960422 Long 1 -787.50 9237.50 -956.25 -5675.00 960423 Long 1 -881.25 9143.75 -1050.00 -5675.00 960424 Long 1 -781.25 9243.75 -950.00 -5675.00 960425 Exit Long 1 -1168.75 8856.25 -1337.50 -5675.00 MFE = 0.00 MAE = -1168.75 960425 Exit Short 1 100.00 8956.25 -1237.50 -5675.00 MFE = 100.00 MAE = 0.00 -868.75 960517 Enter Long 1 -343.75 8612.50 -1581.25 -5675.00 960520 Long 1 -418.75 8537.50 -1656.25 -5675.00 960521 Long 1 -668.75 8287.50 -1906.25 -5675.00 960522 Long 1 -743.75 8212.50 -1981.25 -5675.00 960523 Long 1 -531.25 8425.00 -1768.75 -5675.00 960524 Long 1 -556.25 8400.00 -1793.75 -5675.00 960527 Long 1 -468.75 8487.50 -1706.25 -5675.00 960528 Long 1 -662.50 8293.75 -1900.00 -5675.00 960529 Long 1 -150.00 8806.25 -1387.50 -5675.00 960530 Exit Long 1 100.00 9056.25 -1137.50 -5675.00 MFE = 100.00 MAE = -743.75 100.00 960614 Exit Long 1 100.00 9156.25 -1037.50 -5675.00 MFE = 100.00 MAE = 0.00 960627 Enter Long 1 6.25 9162.50 -1031.25 -5675.00 960628 Long 1 -231.25 8925.00 -1268.75 -5675.00 100.00 960701 Long 1 -181.25 8975.00 -1218.75 -5675.00 960702 Long 1 -306.25 8850.00 -1343.75 -5675.00 960703 Long 1 12.50 9168.75 -1025.00 -5675.00 960704 Exit Long 1 100.00 9256.25 -937.50 -5675.00 MFE = 100.00 MAE = -306.25 960711 Enter Long 1 -25.00 9231.25 -962.50 -5675.00 960712 Exit Long 1 100.00 9356.25 -837.50 -5675.00 MFE = 100.00 MAE = -25.00 960716 Exit Long 1 100.00 9456.25 -737.50 -5675.00 MFE = 100.00 MAE = 0.00 960725 Exit Long 1 100.00 9556.25 -637.50 -5675.00 MFE = 100.00 MAE = 0.00 960731 Exit Long 1 100.00 9656.25 -537.50 -5675.00 MFE = 100.00 MAE = 0.00 500.00 960809 Enter Long 1 -131.25 9525.00 -668.75 -5675.00 960812 Exit Long 1 100.00 9756.25 -437.50 -5675.00 MFE = 100.00 MAE = -131.25 960822 Enter Short 1 -218.75 9537.50 -656.25 -5675.00 960823 Short 1 -787.50 8968.75 -1225.00 -5675.00 960826 Short 1 -800.00 8956.25 -1237.50 -5675.00 960827 Short 1 -875.00 8881.25 -1312.50 -5675.00 960828 Short 1 -937.50 8818.75 -1375.00 -5675.00 960829 Short 1 -925.00 8831.25 -1362.50 -5675.00 960830 Short 1 -887.50 8868.75 -1325.00 -5675.00 100.00 960902 Short 1 -600.00 9156.25 -1037.50 -5675.00 960903 Short 1 -700.00 9056.25 -1137.50 -5675.00 960904 Short 1 -931.25 8825.00 -1368.75 -5675.00 960905 Short 1 -662.50 9093.75 -1100.00 -5675.00 960906 Short 1 -412.50 9343.75 -850.00 -5675.00 960909 Short 1 -187.50 9568.75 -625.00 -5675.00 960910 Exit Short 1 100.00 9856.25 -337.50 -5675.00 MFE = 100.00 MAE = -937.50 100.00 961015 Exit Short 1 100.00 9956.25 -237.50 -5675.00 MFE = 100.00 MAE = 0.00 961029 Exit Long 1 100.00 10056.25 -137.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 961118 Enter Long 1 -106.25 9950.00 -243.75 -5675.00 961119 Long 1 -156.25 9900.00 -293.75 -5675.00 961120 Exit Long 1 100.00 10156.25 -37.50 -5675.00 MFE = 100.00 MAE = -156.25 961125 Exit Short 1 100.00 10256.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 961203 Exit Short 1 100.00 10356.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 961216 Enter Short 1 -137.50 10218.76 -137.50 -5675.00 961217 Short 1 -312.50 10043.75 -312.50 -5675.00 961218 Exit Short 1 100.00 10456.25 0.00 -5675.00 MFE = 100.00 MAE = -312.50 200.00 970117 Exit Short 1 100.00 10556.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970128 Exit Short 1 100.00 10656.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 970203 Exit Short 1 100.00 10756.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970206 Enter Short 1 -68.75 10687.50 -68.75 -5675.00 970207 Exit Short 1 100.00 10856.25 0.00 -5675.00 MFE = 100.00 MAE = -68.75 970211 Exit Short 1 100.00 10956.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970212 Enter Short 1 -137.50 10818.75 -137.50 -5675.00 970213 Short 1 -25.00 10931.25 -25.00 -5675.00 970214 Exit Short 1 100.00 11056.25 0.00 -5675.00 MFE = 100.00 MAE = -137.50 970217 Enter Short 1 -50.00 11006.25 -50.00 -5675.00 970218 Exit Short 1 100.00 11156.25 0.00 -5675.00 MFE = 100.00 MAE = -50.00 500.00 970304 Exit Short 1 100.00 11256.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970310 Enter Long 1 -56.25 11200.00 -56.25 -5675.00 970311 Long 1 6.25 11262.50 0.00 -5675.00 970312 Long 1 -56.25 11200.00 -62.50 -5675.00 970313 Exit Long 1 250.00 11506.25 0.00 -5675.00 MFE = 250.00 MAE = -56.25 970327 Exit Long 1 100.00 11606.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 450.00 970407 Exit Short 1 100.00 11706.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 970520 Exit Long 1 100.00 11806.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 970606 Exit Short 1 100.00 11906.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970609 Exit Long 1 100.00 12006.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 970711 Exit Short 1 100.00 12106.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970722 Exit Short 1 100.00 12206.25 0.00 -5675.00 MFE = 100.00 MAE = 0.00 970728 Enter Short 1 -162.50 12043.75 -162.50 -5675.00 970729 Short 1 -312.50 11893.75 -312.50 -5675.00 970730 Short 1 -325.00 11881.26 -325.00 -5675.00 970731 Short 1 -300.00 11906.25 -300.00 -5675.00 200.00 970801 Exit Short 1 100.00 12306.25 0.00 -5675.00 MFE = 100.00 MAE = -325.00 970822 Enter Long 1 -356.25 11950.00 -356.25 -5675.00 970825 Long 1 -431.25 11875.00 -431.25 -5675.00 970826 Exit Long 1 100.00 12406.25 0.00 -5675.00 MFE = 100.00 MAE = -431.25 200.00 970905 Enter Long 1 -181.25 12225.00 -181.25 -5675.00 970908 Long 1 -406.25 12000.00 -406.25 -5675.00 970909 Long 1 -537.50 11868.75 -537.50 -5675.00 970910 Long 1 -75.00 12331.26 -75.00 -5675.00 970911 Exit Long 1 112.50 12518.75 0.00 -5675.00 MFE = 112.50 MAE = -537.50 970924 Enter Long 1 -125.00 12393.75 -125.00 -5675.00 970925 Exit Long 1 100.00 12618.75 0.00 -5675.00 MFE = 100.00 MAE = -125.00 212.50 971017 Exit Short 1 100.00 12718.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 971023 Enter Long 1 -112.50 12606.25 -112.50 -5675.00 971024 Long 1 -475.00 12243.76 -475.00 -5675.00 971027 Exit Long 1 100.00 12818.75 0.00 -5675.00 MFE = 100.00 MAE = -475.00 971028 Exit Long 1 100.00 12918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 971107 Enter Long 1 -137.50 12781.25 -137.50 -5675.00 971110 Long 1 -125.00 12793.75 -125.00 -5675.00 971111 Exit Long 1 100.00 13018.75 0.00 -5675.00 MFE = 100.00 MAE = -137.50 100.00 971205 Exit Short 1 100.00 13118.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 971211 Exit Long 1 100.00 13218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 971229 Exit Short 1 100.00 13318.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 980105 Enter Short 1 -31.25 13287.50 -31.25 -5675.00 980106 Exit Short 1 100.00 13418.75 0.00 -5675.00 MFE = 100.00 MAE = -31.25 100.00 980223 Exit Long 1 100.00 13518.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 980313 Exit Long 1 100.00 13618.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980330 Exit Short 1 100.00 13718.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 980408 Exit Long 1 100.00 13818.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980414 Exit Long 1 100.00 13918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980421 Enter Long 1 -50.00 13868.75 -50.00 -5675.00 980422 Exit Long 1 100.00 14018.75 0.00 -5675.00 MFE = 100.00 MAE = -50.00 300.00 980501 Exit Long 1 100.00 14118.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980520 Exit Long 1 100.00 14218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980527 Enter Short 1 -37.50 14181.26 -37.50 -5675.00 980528 Exit Short 1 100.00 14318.75 0.00 -5675.00 MFE = 100.00 MAE = -37.50 300.00 980626 Enter Short 1 -106.25 14212.50 -106.25 -5675.00 980629 Short 1 -18.75 14300.00 -18.75 -5675.00 980630 Short 1 -187.50 14131.25 -187.50 -5675.00 0.00 980701 Exit Short 1 100.00 14418.75 0.00 -5675.00 MFE = 100.00 MAE = -187.50 980707 Exit Short 1 100.00 14518.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980713 Enter Long 1 -12.50 14506.25 -12.50 -5675.00 980714 Exit Long 1 100.00 14618.75 0.00 -5675.00 MFE = 100.00 MAE = -12.50 980724 Enter Long 1 -68.75 14550.00 -68.75 -5675.00 980727 Long 1 -281.25 14337.50 -281.25 -5675.00 980728 Exit Long 1 100.00 14718.75 0.00 -5675.00 MFE = 100.00 MAE = -281.25 400.00 980813 Enter Short 1 -193.75 14525.00 -193.75 -5675.00 980814 Exit Short 1 100.00 14818.75 0.00 -5675.00 MFE = 100.00 MAE = -193.75 980826 Exit Short 1 100.00 14918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980828 Exit Long 1 100.00 15018.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 980903 Exit Long 1 100.00 15118.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980910 Exit Long 1 100.00 15218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980917 Exit Long 1 100.00 15318.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980921 Exit Long 1 100.00 15418.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 980924 Enter Long 1 -100.00 15318.75 -100.00 -5675.00 980925 Exit Long 1 100.00 15518.75 0.00 -5675.00 MFE = 100.00 MAE = -100.00 500.00 981001 Exit Long 1 100.00 15618.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981002 Enter Long 1 -600.00 15018.76 -600.00 -5675.00 981005 Exit Long 1 100.00 15718.75 0.00 -5675.00 MFE = 100.00 MAE = -600.00 981007 Exit Long 1 100.00 15818.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981008 Exit Long 1 100.00 15918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981015 Exit Long 1 100.00 16018.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981026 Exit Short 1 100.00 16118.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 600.00 981109 Exit Short 1 100.00 16218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981112 Exit Short 1 100.00 16318.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 981127 Exit Short 1 100.00 16418.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 990104 Exit Long 1 100.00 16518.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990127 Exit Short 1 100.00 16618.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 990211 Enter Short 1 0.00 16618.76 0.00 -5675.00 990212 Short 1 -262.50 16356.25 -262.51 -5675.00 990215 Short 1 62.50 16681.25 0.00 -5675.00 990216 Exit Short 1 100.00 16718.75 0.00 -5675.00 MFE = 100.00 MAE = -262.50 990219 Exit Short 1 100.00 16818.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 990301 Exit Short 1 100.00 16918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990311 Exit Short 1 100.00 17018.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990325 Enter Short 1 -56.25 16962.50 0.00 -5675.00 990326 Exit Short 1 100.00 17118.75 0.00 -5675.00 MFE = 100.00 MAE = -56.25 300.00 990505 Exit Long 1 100.00 17218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990526 Exit Short 1 100.00 17318.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 990602 Exit Short 1 100.00 17418.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990614 Exit Short 1 100.00 17518.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 990708 Exit Short 1 100.00 17618.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990719 Enter Long 1 -137.50 17481.25 0.00 -5675.00 990720 Exit Long 1 100.00 17718.75 0.00 -5675.00 MFE = 100.00 MAE = -137.50 990726 Exit Long 1 100.00 17818.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 990804 Exit Long 1 100.00 17918.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990819 Exit Long 1 100.00 18018.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 990831 Exit Long 1 100.00 18118.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 990910 Exit Short 1 100.00 18218.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 991012 Enter Long 1 6.25 18225.00 0.00 -5675.00 991013 Exit Long 1 100.00 18318.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 991104 Exit Short 1 100.00 18418.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 991112 Exit Short 1 100.00 18518.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 991118 Enter Short 1 -50.00 18468.75 0.00 -5675.00 991119 Exit Short 1 100.00 18618.75 0.00 -5675.00 MFE = 100.00 MAE = -50.00 991124 Exit Short 1 100.00 18718.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 991206 Exit Long 1 100.00 18818.75 0.00 -5675.00 MFE = 100.00 MAE = 0.00 991228 Enter Short 1 -106.25 18712.50 0.00 -5675.00 991229 Short 1 56.25 18875.01 0.00 -5675.00 991230 Short 1 -650.00 18168.75 -706.26 -5675.00 991231 Short 1 -337.50 18481.25 -393.76 -5675.00 100.00 000103 Exit Short 1 -1243.75 17575.00 -1243.75 -5675.00 MFE = 56.25 MAE = -1243.75 000103 Exit Long 1 100.00 17675.00 -1143.75 -5675.00 MFE = 100.00 MAE = 0.00 000114 Enter Short 1 -125.00 17550.00 -1325.00 -5675.00 000117 Exit Short 1 100.00 17775.00 -1100.00 -5675.00 MFE = 100.00 MAE = -125.00 000127 Exit Short 1 100.00 17875.00 -1000.00 -5675.00 MFE = 100.00 MAE = 0.00 -943.75 000222 Exit Long 1 100.00 17975.00 -900.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 000321 Enter Short 1 87.50 18062.50 -812.50 -5675.00 000322 Exit Short 1 187.50 18162.50 -712.50 -5675.00 MFE = 187.50 MAE = 0.00 187.50 000404 Exit Long 1 100.00 18262.50 -612.50 -5675.00 MFE = 100.00 MAE = 0.00 000425 Exit Short 1 100.00 18362.50 -512.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 000503 Exit Short 1 100.00 18462.50 -412.50 -5675.00 MFE = 100.00 MAE = 0.00 000526 Exit Long 1 100.00 18562.50 -312.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 000602 Exit Long 1 100.00 18662.50 -212.50 -5675.00 MFE = 100.00 MAE = 0.00 000616 Exit Long 1 100.00 18762.50 -112.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 000712 Exit Short 1 100.00 18862.50 -12.50 -5675.00 MFE = 100.00 MAE = 0.00 000718 Exit Short 1 100.00 18962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 000829 Exit Short 1 100.00 19062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 000906 Exit Short 1 100.00 19162.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 000915 Enter Short 1 -31.25 19131.25 -31.25 -5675.00 000918 Short 1 -6.25 19156.25 -6.25 -5675.00 000919 Exit Short 1 100.00 19262.50 0.00 -5675.00 MFE = 100.00 MAE = -31.25 000922 Exit Long 1 100.00 19362.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 001018 Enter Short 1 -275.00 19087.50 -275.00 -5675.00 001019 Short 1 -543.75 18818.75 -543.75 -5675.00 001020 Short 1 -431.25 18931.25 -431.25 -5675.00 001023 Short 1 -75.00 19287.51 -75.00 -5675.00 001024 Short 1 -62.50 19300.00 -62.50 -5675.00 001025 Exit Short 1 100.00 19462.50 0.00 -5675.00 MFE = 100.00 MAE = -543.75 100.00 001127 Exit Long 1 100.00 19562.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 001214 Exit Long 1 100.00 19662.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 001220 Exit Long 1 100.00 19762.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 001229 Exit Long 1 100.00 19862.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 010102 Exit Long 1 100.00 19962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 010111 Exit Long 1 100.00 20062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 010206 Enter Short 1 -87.50 19975.00 -87.50 -5675.00 010207 Exit Short 1 100.00 20162.50 0.00 -5675.00 MFE = 100.00 MAE = -87.50 010215 Enter Short 1 -68.75 20093.76 -68.75 -5675.00 010216 Short 1 -656.25 19506.25 -656.25 -5675.00 010219 Short 1 -1106.25 19056.25 -1106.25 -5675.00 010220 Short 1 -531.25 19631.25 -531.25 -5675.00 010221 Short 1 -318.75 19843.75 -318.75 -5675.00 010222 Short 1 -75.00 20087.50 -75.00 -5675.00 010223 Short 1 -856.25 19306.25 -856.25 -5675.00 010226 Short 1 -425.00 19737.51 -425.00 -5675.00 010227 Short 1 -937.50 19225.00 -937.50 -5675.00 010228 Short 1 -1225.00 18937.50 -1225.00 -5675.00 100.00 010301 Short 1 -1637.50 18525.01 -1637.50 -5675.00 010302 Short 1 -1993.75 18168.75 -1993.75 -5675.00 010305 Short 1 -1550.00 18612.51 -1550.00 -5675.00 010306 Short 1 -1900.00 18262.50 -1900.00 -5675.00 010307 Short 1 -1612.50 18550.00 -1612.50 -5675.00 010308 Short 1 -1800.00 18362.50 -1800.00 -5675.00 010309 Short 1 -1837.50 18325.00 -1837.50 -5675.00 010312 Short 1 -1518.75 18643.75 -1518.75 -5675.00 010313 Short 1 -706.25 19456.25 -706.25 -5675.00 010314 Short 1 -500.00 19662.50 -500.00 -5675.00 010315 Exit Short 1 100.00 20262.50 0.00 -5675.00 MFE = 100.00 MAE = -1993.75 100.00 010403 Enter Long 1 -68.75 20193.75 -68.75 -5675.00 010404 Exit Long 1 100.00 20362.50 0.00 -5675.00 MFE = 100.00 MAE = -68.75 010410 Enter Short 1 -31.25 20331.25 -31.25 -5675.00 010411 Exit Short 1 100.00 20462.50 0.00 -5675.00 MFE = 100.00 MAE = -31.25 010417 Enter Short 1 -293.75 20168.75 -293.75 -5675.00 010418 Exit Short 1 100.00 20562.50 0.00 -5675.00 MFE = 100.00 MAE = -293.75 300.00 010522 Exit Short 1 100.00 20662.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 010531 Exit Short 1 100.00 20762.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 010611 Enter Short 1 -18.75 20743.75 -18.75 -5675.00 010612 Short 1 -681.25 20081.25 -681.25 -5675.00 010613 Short 1 -737.50 20025.00 -737.50 -5675.00 010614 Short 1 -1237.50 19525.00 -1237.50 -5675.00 010615 Short 1 -1143.75 19618.75 -1143.75 -5675.00 010618 Short 1 -1156.25 19606.26 -1156.25 -5675.00 010619 Short 1 -675.00 20087.50 -675.00 -5675.00 010620 Short 1 -750.00 20012.50 -750.00 -5675.00 010621 Short 1 -756.25 20006.25 -756.25 -5675.00 010622 Short 1 -900.00 19862.50 -900.00 -5675.00 010625 Short 1 -1025.00 19737.50 -1025.00 -5675.00 010626 Short 1 -1275.00 19487.50 -1275.00 -5675.00 010627 Short 1 -1037.50 19725.00 -1037.50 -5675.00 010628 Short 1 -75.00 20687.50 -75.00 -5675.00 010629 Short 1 -412.50 20350.00 -412.50 -5675.00 0.00 010702 Short 1 -275.00 20487.50 -275.00 -5675.00 010703 Short 1 -312.50 20450.00 -312.50 -5675.00 010704 Short 1 -237.50 20525.01 -237.50 -5675.00 010705 Exit Short 1 100.00 20862.50 0.00 -5675.00 MFE = 100.00 MAE = -1275.00 010718 Exit Long 1 100.00 20962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 010801 Exit Long 1 100.00 21062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 010809 Exit Long 1 100.00 21162.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 010815 Exit Long 1 100.00 21262.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 010904 Exit Short 1 100.00 21362.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 010921 Exit Short 1 100.00 21462.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 011029 Exit Long 1 100.00 21562.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 011113 Exit Short 1 100.00 21662.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 011119 Enter Short 1 -143.75 21518.75 -143.75 -5675.00 011120 Short 1 -412.50 21250.00 -412.50 -5675.00 011121 Short 1 -168.75 21493.75 -168.75 -5675.00 011122 Short 1 -93.75 21568.75 -93.75 -5675.00 011123 Exit Short 1 100.00 21762.50 0.00 -5675.00 MFE = 100.00 MAE = -412.50 200.00 011214 Enter Long 1 -56.25 21706.25 -56.25 -5675.00 011217 Exit Long 1 100.00 21862.50 0.00 -5675.00 MFE = 100.00 MAE = -56.25 011221 Exit Short 1 100.00 21962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 011231 Enter Long 1 6.25 21968.75 0.00 -5675.00 200.00 020102 Exit Long 1 100.00 22062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020115 Exit Short 1 100.00 22162.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020123 Enter Short 1 31.25 22193.75 0.00 -5675.00 020124 Exit Short 1 100.00 22262.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020125 Enter Short 1 -118.75 22143.75 -50.00 -5675.00 020128 Exit Short 1 100.00 22362.50 0.00 -5675.00 MFE = 100.00 MAE = -118.75 400.00 020314 Exit Long 1 100.00 22462.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 020401 Exit Long 1 100.00 22562.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020417 Exit Long 1 100.00 22662.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020425 Enter Long 1 18.75 22681.25 0.00 -5675.00 020426 Exit Long 1 100.00 22762.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 020501 Enter Long 1 -187.50 22575.00 -106.25 -5675.00 020502 Long 1 -331.25 22431.25 -250.00 -5675.00 020503 Exit Long 1 100.00 22862.50 0.00 -5675.00 MFE = 100.00 MAE = -331.25 020528 Enter Long 1 -37.50 22825.00 -37.50 -5675.00 020529 Exit Long 1 100.00 22962.50 0.00 -5675.00 MFE = 100.00 MAE = -37.50 200.00 020614 Exit Long 1 100.00 23062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020626 Exit Long 1 100.00 23162.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 020708 Exit Long 1 100.00 23262.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020709 Exit Long 1 100.00 23362.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020715 Exit Long 1 100.00 23462.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020719 Exit Long 1 100.00 23562.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020723 Exit Short 1 100.00 23662.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 500.00 020806 Exit Short 1 100.00 23762.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020822 Exit Short 1 100.00 23862.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 020903 Exit Long 1 100.00 23962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 020930 Enter Long 1 -125.00 23837.50 -125.00 -5675.00 100.00 021001 Long 1 -406.25 23556.25 -406.25 -5675.00 021002 Long 1 -162.50 23800.00 -162.50 -5675.00 021003 Long 1 -106.25 23856.25 -106.25 -5675.00 021004 Exit Long 1 -675.00 23287.50 -675.00 -5675.00 MFE = 0.00 MAE = -675.00 021004 Enter Short 1 -6.25 23281.25 -681.25 -5675.00 021007 Short 1 -275.00 23012.50 -950.00 -5675.00 021008 Short 1 25.00 23312.50 -650.00 -5675.00 021009 Short 1 -687.50 22600.00 -1362.50 -5675.00 021010 Short 1 -362.50 22925.00 -1037.50 -5675.00 021011 Short 1 -525.00 22762.50 -1200.00 -5675.00 021014 Short 1 -506.25 22781.25 -1181.25 -5675.00 021015 Short 1 -156.25 23131.25 -831.25 -5675.00 021016 Short 1 -156.25 23131.25 -831.25 -5675.00 021017 Exit Short 1 100.00 23387.50 -575.00 -5675.00 MFE = 100.00 MAE = -687.50 021028 Enter Long 1 68.75 23456.25 -506.25 -5675.00 021029 Exit Long 1 100.00 23487.50 -475.00 -5675.00 MFE = 100.00 MAE = 0.00 -475.00 021101 Enter Long 1 -193.75 23293.75 -668.75 -5675.00 021104 Long 1 -143.75 23343.75 -618.75 -5675.00 021105 Exit Long 1 100.00 23587.50 -375.00 -5675.00 MFE = 100.00 MAE = -193.75 100.00 021202 Enter Short 1 -750.00 22837.50 -1125.00 -5675.00 021203 Short 1 -618.75 22968.76 -993.75 -5675.00 021204 Short 1 -893.75 22693.75 -1268.75 -5675.00 021205 Short 1 -868.75 22718.76 -1243.75 -5675.00 021206 Exit Short 1 -1325.00 22262.50 -1700.00 -5675.00 MFE = 0.00 MAE = -1325.00 021206 Exit Long 1 100.00 22362.50 -1600.00 -5675.00 MFE = 100.00 MAE = 0.00 021212 Exit Long 1 100.00 22462.50 -1500.00 -5675.00 MFE = 100.00 MAE = 0.00 021226 Enter Long 1 37.50 22500.01 -1462.50 -5675.00 021227 Exit Long 1 100.00 22562.50 -1400.00 -5675.00 MFE = 100.00 MAE = 0.00 -1025.00 030108 Enter Long 1 -118.75 22443.76 -1518.75 -5675.00 030109 Exit Long 1 100.00 22662.50 -1300.00 -5675.00 MFE = 100.00 MAE = -118.75 030116 Exit Long 1 100.00 22762.50 -1200.00 -5675.00 MFE = 100.00 MAE = 0.00 030124 Enter Long 1 25.00 22787.50 -1175.00 -5675.00 030127 Exit Long 1 100.00 22862.50 -1100.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 030204 Exit Long 1 100.00 22962.50 -1000.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 030303 Enter Long 1 25.00 22987.50 -975.00 -5675.00 030304 Exit Long 1 100.00 23062.50 -900.00 -5675.00 MFE = 100.00 MAE = 0.00 030313 Exit Short 1 100.00 23162.50 -800.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 030416 Enter Long 1 93.75 23256.26 -706.25 -5675.00 030417 Exit Long 1 100.00 23262.50 -700.00 -5675.00 MFE = 100.00 MAE = 0.00 030422 Exit Long 1 100.00 23362.50 -600.00 -5675.00 MFE = 100.00 MAE = 0.00 030430 Enter Long 1 87.50 23450.00 -512.50 -5675.00 200.00 030501 Exit Long 1 100.00 23462.50 -500.00 -5675.00 MFE = 100.00 MAE = 0.00 030506 Exit Long 1 100.00 23562.50 -400.00 -5675.00 MFE = 100.00 MAE = 0.00 030512 Exit Long 1 100.00 23662.50 -300.00 -5675.00 MFE = 100.00 MAE = 0.00 030516 Exit Long 1 100.00 23762.50 -200.00 -5675.00 MFE = 100.00 MAE = 0.00 030519 Exit Long 1 100.00 23862.50 -100.00 -5675.00 MFE = 100.00 MAE = 0.00 030523 Exit Long 1 100.00 23962.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030526 Enter Long 1 50.00 24012.50 0.00 -5675.00 030527 Exit Long 1 100.00 24062.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030529 Exit Long 1 100.00 24162.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 800.00 030605 Exit Long 1 100.00 24262.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030626 Exit Short 1 100.00 24362.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 030707 Exit Short 1 100.00 24462.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030714 Enter Short 1 -237.50 24225.00 0.00 -5675.00 030715 Exit Short 1 100.00 24562.50 0.00 -5675.00 MFE = 100.00 MAE = -237.50 030730 Enter Short 1 118.75 24681.26 0.00 -5675.00 030731 Exit Short 1 125.00 24687.50 0.00 -5675.00 MFE = 125.00 MAE = 0.00 325.00 030818 Enter Short 1 -25.00 24662.50 -18.75 -5675.00 030819 Exit Short 1 100.00 24787.50 0.00 -5675.00 MFE = 100.00 MAE = -25.00 030821 Exit Short 1 100.00 24887.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030828 Enter Short 1 -381.25 24506.26 -381.25 -5675.00 030829 Short 1 -912.50 23975.01 -912.50 -5675.00 200.00 030901 Short 1 -950.00 23937.50 -950.00 -5675.00 030902 Short 1 6.25 24893.75 0.00 -5675.00 030903 Exit Short 1 100.00 24987.50 0.00 -5675.00 MFE = 100.00 MAE = -950.00 030929 Exit Long 1 100.00 25087.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 030930 Exit Long 1 100.00 25187.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 031006 Enter Long 1 25.00 25212.50 0.00 -5675.00 031007 Exit Long 1 100.00 25287.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 031010 Enter Long 1 -281.25 25006.26 -206.25 -5675.00 031013 Long 1 -900.00 24387.51 -825.00 -5675.00 031014 Long 1 -787.50 24500.00 -712.50 -5675.00 031015 Long 1 -1337.50 23950.00 -1262.50 -5675.00 031016 Long 1 -1531.25 23756.26 -1456.25 -5675.00 031017 Long 1 -1150.00 24137.50 -1075.00 -5675.00 031020 Long 1 -1337.50 23950.00 -1262.50 -5675.00 031021 Long 1 -1150.00 24137.50 -1075.00 -5675.00 031022 Long 1 -293.75 24993.75 -218.75 -5675.00 031023 Long 1 -400.00 24887.51 -325.00 -5675.00 031024 Long 1 -412.50 24875.01 -337.50 -5675.00 031027 Long 1 -625.00 24662.51 -550.00 -5675.00 031028 Long 1 -1156.25 24131.25 -1081.25 -5675.00 031029 Long 1 -1156.25 24131.25 -1081.25 -5675.00 031030 Long 1 -1375.00 23912.50 -1300.00 -5675.00 031031 Long 1 -1587.50 23700.00 -1512.50 -5675.00 100.00 031103 Long 1 -2450.00 22837.50 -2375.00 -5675.00 031104 Long 1 -2175.00 23112.50 -2100.00 -5675.00 031105 Long 1 -2575.00 22712.50 -2500.00 -5675.00 031106 Long 1 -2718.75 22568.75 -2643.75 -5675.00 031107 Long 1 -2012.50 23275.00 -1937.50 -5675.00 031110 Long 1 -2281.25 23006.25 -2206.25 -5675.00 031111 Long 1 -2150.00 23137.51 -2075.00 -5675.00 031112 Long 1 -1306.25 23981.26 -1231.25 -5675.00 031113 Long 1 -725.00 24562.51 -650.00 -5675.00 031114 Long 1 -500.00 24787.51 -425.00 -5675.00 031117 Long 1 -537.50 24750.01 -462.50 -5675.00 031118 Exit Long 1 100.00 25387.50 0.00 -5675.00 MFE = 100.00 MAE = -2718.75 031124 Exit Short 1 100.00 25487.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 031202 Enter Long 1 -112.50 25375.00 -112.50 -5675.00 031203 Exit Long 1 100.00 25587.50 0.00 -5675.00 MFE = 100.00 MAE = -112.50 031208 Enter Long 1 -37.50 25550.00 -37.50 -5675.00 031209 Exit Long 1 100.00 25687.50 0.00 -5675.00 MFE = 100.00 MAE = -37.50 031212 Exit Long 1 100.00 25787.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 031224 Enter Long 1 -18.75 25768.75 -18.75 -5675.00 031226 Long 1 -150.00 25637.51 -150.00 -5675.00 031229 Exit Long 1 100.00 25887.50 0.00 -5675.00 MFE = 100.00 MAE = -150.00 031230 Enter Long 1 12.50 25900.00 0.00 -5675.00 031231 Exit Long 1 100.00 25987.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 500.00 040105 Enter Long 1 -150.00 25837.51 -62.49 -5675.00 040106 Exit Long 1 100.00 26087.50 0.00 -5675.00 MFE = 100.00 MAE = -150.00 040109 Enter Long 1 -100.00 25987.50 -100.00 -5675.00 040112 Long 1 -750.00 25337.50 -750.00 -5675.00 040113 Long 1 -681.25 25406.25 -681.25 -5675.00 040114 Long 1 -1300.00 24787.51 -1300.00 -5675.00 040115 Long 1 -1793.75 24293.76 -1793.75 -5675.00 040116 Long 1 -3018.75 23068.75 -3018.75 -5675.00 040119 Long 1 -3181.25 22906.26 -3181.25 -5675.00 040120 Long 1 -1781.25 24306.25 -1781.25 -5675.00 040121 Long 1 -1418.75 24668.75 -1418.75 -5675.00 040122 Long 1 -937.50 25150.01 -937.50 -5675.00 040123 Long 1 -1668.75 24418.75 -1668.75 -5675.00 040126 Long 1 -2418.75 23668.76 -2418.75 -5675.00 040127 Long 1 -1437.50 24650.01 -1437.50 -5675.00 040128 Long 1 -2256.25 23831.25 -2256.25 -5675.00 040129 Long 1 -2868.75 23218.76 -2868.75 -5675.00 040130 Long 1 -2418.75 23668.76 -2418.75 -5675.00 100.00 040202 Long 1 -2837.50 23250.00 -2837.50 -5675.00 040203 Long 1 -2050.00 24037.50 -2050.00 -5675.00 040204 Long 1 -2056.25 24031.26 -2056.25 -5675.00 040205 Long 1 -1993.75 24093.75 -1993.75 -5675.00 040206 Long 1 -1006.25 25081.25 -1006.25 -5675.00 040209 Long 1 -1106.25 24981.25 -1106.25 -5675.00 040210 Long 1 -1006.25 25081.25 -1006.25 -5675.00 040211 Long 1 -262.50 25825.01 -262.50 -5675.00 040212 Long 1 -362.50 25725.01 -362.50 -5675.00 040213 Exit Long 1 100.00 26187.50 0.00 -5675.00 MFE = 100.00 MAE = -3181.25 100.00 040302 Exit Short 1 100.00 26287.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 040324 Exit Short 1 100.00 26387.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 040402 Enter Short 1 -131.25 26256.25 -131.25 -5675.00 040405 Exit Short 1 100.00 26487.50 0.00 -5675.00 MFE = 100.00 MAE = -131.25 040413 Exit Short 1 100.00 26587.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 040420 Exit Short 1 100.00 26687.50 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 040513 Enter Short 1 -268.75 26418.75 -268.75 -5675.00 040514 Short 1 -650.00 26037.51 -650.00 -5675.00 040517 Exit Short 1 -1500.00 25187.50 -1500.00 -5675.00 MFE = 0.00 MAE = -1500.00 040517 Exit Long 1 100.00 25287.50 -1400.00 -5675.00 MFE = 100.00 MAE = 0.00 -1400.00 040702 Enter Long 1 -62.50 25225.00 -1462.50 -5675.00 040705 Long 1 -281.25 25006.25 -1681.25 -5675.00 040706 Long 1 -187.50 25100.00 -1587.50 -5675.00 040707 Exit Long 1 100.00 25387.50 -1300.00 -5675.00 MFE = 100.00 MAE = -281.25 040713 Enter Short 1 -68.75 25318.75 -1368.75 -5675.00 040714 Short 1 -493.75 24893.76 -1793.75 -5675.00 040715 Short 1 -225.00 25162.51 -1525.00 -5675.00 040716 Exit Short 1 -856.25 24531.25 -2156.25 -5675.00 MFE = 0.00 MAE = -856.25 040716 Enter Long 1 37.50 24568.75 -2118.75 -5675.00 040719 Long 1 -37.50 24493.76 -2193.75 -5675.00 040720 Long 1 -712.50 23818.76 -2868.75 -5675.00 040721 Long 1 -1218.75 23312.50 -3375.00 -5675.00 040722 Long 1 -1250.00 23281.26 -3406.25 -5675.00 040723 Long 1 -2137.50 22393.75 -4293.75 -5675.00 040726 Long 1 -1812.50 22718.75 -3968.75 -5675.00 040727 Long 1 -2412.50 22118.76 -4568.75 -5675.00 040728 Long 1 -2512.50 22018.76 -4668.75 -5675.00 040729 Long 1 -2575.00 21956.25 -4731.25 -5675.00 040730 Long 1 -2618.75 21912.50 -4775.00 -5675.00 -756.25 040802 Long 1 -2575.00 21956.25 -4731.25 -5675.00 040803 Long 1 -2418.75 22112.51 -4575.00 -5675.00 040804 Long 1 -2525.00 22006.25 -4681.25 -5675.00 040805 Long 1 -2381.25 22150.01 -4537.50 -5675.00 040806 Long 1 -1000.00 23531.25 -3156.25 -5675.00 040809 Long 1 -1075.00 23456.26 -3231.25 -5675.00 040810 Long 1 -1262.50 23268.75 -3418.75 -5675.00 040811 Long 1 -1443.75 23087.50 -3600.00 -5675.00 040812 Long 1 -1156.25 23375.01 -3312.50 -5675.00 040813 Long 1 -437.50 24093.76 -2593.75 -5675.00 040816 Long 1 -531.25 24000.01 -2687.50 -5675.00 040817 Long 1 -612.50 23918.75 -2768.75 -5675.00 040818 Long 1 -656.25 23875.00 -2812.50 -5675.00 040819 Long 1 -475.00 24056.25 -2631.25 -5675.00 040820 Long 1 -806.25 23725.01 -2962.50 -5675.00 040823 Exit Long 1 -1456.25 23075.00 -3612.50 -5675.00 MFE = 37.50 MAE = -2618.75 040823 Exit Short 1 100.00 23175.00 -3512.50 -5675.00 MFE = 100.00 MAE = 0.00 040831 Enter Long 1 12.50 23187.51 -3500.00 -5675.00 -1356.25 040901 Exit Long 1 100.00 23275.00 -3412.50 -5675.00 MFE = 100.00 MAE = 0.00 040915 Exit Short 1 100.00 23375.00 -3312.50 -5675.00 MFE = 100.00 MAE = 0.00 040921 Exit Long 1 100.00 23475.00 -3212.50 -5675.00 MFE = 100.00 MAE = 0.00 040930 Exit Long 1 100.00 23575.00 -3112.50 -5675.00 MFE = 100.00 MAE = 0.00 400.00 041008 Exit Long 1 100.00 23675.00 -3012.50 -5675.00 MFE = 100.00 MAE = 0.00 041025 Exit Long 1 100.00 23775.00 -2912.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 041103 Enter Long 1 25.00 23800.00 -2887.50 -5675.00 041104 Exit Long 1 100.00 23875.00 -2812.50 -5675.00 MFE = 100.00 MAE = 0.00 041112 Enter Long 1 0.00 23875.00 -2812.50 -5675.00 041115 Long 1 -237.50 23637.51 -3050.00 -5675.00 041116 Long 1 -131.25 23743.75 -2943.75 -5675.00 041117 Exit Long 1 100.00 23975.00 -2712.50 -5675.00 MFE = 100.00 MAE = -237.50 041124 Enter Long 1 31.25 24006.25 -2681.25 -5675.00 041125 Exit Long 1 100.00 24075.00 -2612.50 -5675.00 MFE = 100.00 MAE = 0.00 300.00 041203 Exit Long 1 100.00 24175.00 -2512.50 -5675.00 MFE = 100.00 MAE = 0.00 041215 Enter Long 1 -187.50 23987.51 -2700.00 -5675.00 041216 Long 1 -1225.00 22950.01 -3737.50 -5675.00 041217 Long 1 -975.00 23200.00 -3487.50 -5675.00 041220 Long 1 -256.25 23918.75 -2768.75 -5675.00 041221 Long 1 -425.00 23750.00 -2937.50 -5675.00 041222 Long 1 -275.00 23900.01 -2787.50 -5675.00 041223 Exit Long 1 100.00 24275.00 -2412.50 -5675.00 MFE = 100.00 MAE = -1225.00 041231 Enter Short 1 -275.00 24000.01 -2687.50 -5675.00 200.00 050103 Exit Short 1 100.00 24375.00 -2312.50 -5675.00 MFE = 100.00 MAE = -275.00 050125 Exit Short 1 100.00 24475.00 -2212.50 -5675.00 MFE = 100.00 MAE = 0.00 200.00 050203 Exit Short 1 100.00 24575.00 -2112.50 -5675.00 MFE = 100.00 MAE = 0.00 050204 Enter Short 1 18.75 24593.75 -2093.75 -5675.00 050207 Exit Short 1 100.00 24675.00 -2012.50 -5675.00 MFE = 100.00 MAE = 0.00 050222 Exit Long 1 100.00 24775.00 -1912.50 -5675.00 MFE = 100.00 MAE = 0.00 300.00 050304 Enter Long 1 -75.00 24700.01 -1987.50 -5675.00 050307 Long 1 -262.50 24512.51 -2175.00 -5675.00 050308 Exit Long 1 100.00 24875.00 -1812.50 -5675.00 MFE = 100.00 MAE = -262.50 100.00 050414 Exit Short 1 100.00 24975.00 -1712.50 -5675.00 MFE = 100.00 MAE = 0.00 100.00 050512 Enter Short 1 43.75 25018.75 -1668.75 -5675.00 050513 Exit Short 1 100.00 25075.00 -1612.50 -5675.00 MFE = 100.00 MAE = 0.00 050520 Exit Short 1 100.00 25175.00 -1512.50 -5675.00 MFE = 100.00 MAE = 0.00 050526 Exit Short 1 100.00 25275.00 -1412.50 -5675.00 MFE = 100.00 MAE = 0.00 050530 Enter Short 1 37.50 25312.51 -1375.00 -5675.00 050531 Exit Short 1 100.00 25375.00 -1312.50 -5675.00 MFE = 100.00 MAE = 0.00 400.00 050610 Enter Short 1 0.00 25375.01 -1312.50 -5675.00 050613 Exit Short 1 100.00 25475.00 -1212.50 -5675.00 MFE = 100.00 MAE = 0.00 050623 Enter Short 1 -25.00 25450.01 -1237.50 -5675.00 050624 Exit Short 1 100.00 25575.00 -1112.50 -5675.00 MFE = 100.00 MAE = -25.00 200.00 050701 Enter Short 1 68.75 25643.75 -1043.75 -5675.00 050704 Exit Short 1 100.00 25675.00 -1012.50 -5675.00 MFE = 100.00 MAE = 0.00 050707 Enter Long 1 -512.50 25162.50 -1525.00 -5675.00 050708 Long 1 -456.25 25218.75 -1468.75 -5675.00 050711 Exit Long 1 100.00 25775.00 -912.50 -5675.00 MFE = 100.00 MAE = -512.50 050720 Enter Long 1 -168.75 25606.25 -1081.25 -5675.00 050721 Exit Long 1 100.00 25875.00 -812.50 -5675.00 MFE = 100.00 MAE = -168.75 300.00 050803 Enter Long 1 -12.50 25862.50 -825.00 -5675.00 050804 Exit Long 1 100.00 25975.00 -712.50 -5675.00 MFE = 100.00 MAE = -12.50 050811 Enter Long 1 12.50 25987.50 -700.00 -5675.00 050812 Exit Long 1 143.75 26118.76 -568.75 -5675.00 MFE = 143.75 MAE = 0.00 050831 Enter Long 1 -125.00 25993.75 -693.75 -5675.00 243.75 050901 Exit Long 1 100.00 26218.76 -468.75 -5675.00 MFE = 100.00 MAE = -125.00 050919 Enter Short 1 -187.50 26031.25 -656.25 -5675.00 050920 Short 1 -37.50 26181.26 -506.25 -5675.00 050921 Short 1 -556.25 25662.50 -1025.00 -5675.00 050922 Short 1 -225.00 25993.76 -693.75 -5675.00 050923 Exit Short 1 100.00 26318.76 -368.75 -5675.00 MFE = 100.00 MAE = -556.25 200.00 051003 Exit Short 1 100.00 26418.76 -268.75 -5675.00 MFE = 100.00 MAE = 0.00 051006 Exit Long 1 100.00 26518.76 -168.75 -5675.00 MFE = 100.00 MAE = 0.00 200.00 051103 Enter Short 1 -50.00 26468.76 -218.75 -5675.00 051104 Exit Short 1 100.00 26618.76 -68.75 -5675.00 MFE = 100.00 MAE = -50.00 100.00 051212 Exit Long 1 100.00 26718.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 051220 Exit Short 1 100.00 26818.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 051228 Exit Long 1 100.00 26918.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 060103 Exit Long 1 100.00 27018.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 060123 Exit Long 1 100.00 27118.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 060210 Enter Short 1 62.50 27181.25 0.00 -5675.00 060213 Exit Short 1 100.00 27218.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 060330 Exit Long 1 100.00 27318.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 060404 Enter Long 1 -162.50 27156.25 -25.00 -5675.00 060405 Exit Long 1 100.00 27418.76 0.00 -5675.00 MFE = 100.00 MAE = -162.50 060417 Exit Long 1 100.00 27518.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 060427 Enter Long 1 -68.75 27450.01 -68.75 -5675.00 060428 Exit Long 1 100.00 27618.76 0.00 -5675.00 MFE = 100.00 MAE = -68.75 300.00 060504 Enter Long 1 -56.25 27562.51 -56.25 -5675.00 060505 Exit Long 1 100.00 27718.76 0.00 -5675.00 MFE = 100.00 MAE = -56.25 060510 Exit Long 1 100.00 27818.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 060512 Exit Long 1 100.00 27918.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 060530 Exit Long 1 100.00 28018.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 400.00 060623 Enter Short 1 -156.25 27862.50 -156.25 -5675.00 060626 Short 1 -662.50 27356.26 -662.50 -5675.00 060627 Short 1 -550.00 27468.75 -550.00 -5675.00 060628 Short 1 -462.50 27556.25 -462.50 -5675.00 060629 Short 1 -1075.00 26943.76 -1075.00 -5675.00 060630 Short 1 -1906.25 26112.50 -1906.25 -5675.00 0.00 060703 Short 1 -1981.25 26037.50 -1981.25 -5675.00 060704 Short 1 -2006.25 26012.51 -2006.25 -5675.00 060705 Short 1 -1518.75 26500.01 -1518.75 -5675.00 060706 Short 1 -1831.25 26187.51 -1831.25 -5675.00 060707 Short 1 -2012.50 26006.26 -2012.50 -5675.00 060710 Short 1 -1575.00 26443.76 -1575.00 -5675.00 060711 Short 1 -1806.25 26212.50 -1806.25 -5675.00 060712 Short 1 -1381.25 26637.51 -1381.25 -5675.00 060713 Short 1 -1287.50 26731.26 -1287.50 -5675.00 060714 Short 1 -1031.25 26987.51 -1031.25 -5675.00 060717 Short 1 -200.00 27818.75 -200.00 -5675.00 060718 Short 1 -81.25 27937.51 -81.25 -5675.00 060719 Exit Short 1 100.00 28118.76 0.00 -5675.00 MFE = 100.00 MAE = -2012.50 100.00 060816 Enter Long 1 -137.50 27981.26 -137.50 -5675.00 060817 Exit Long 1 100.00 28218.76 0.00 -5675.00 MFE = 100.00 MAE = -137.50 060821 Exit Long 1 100.00 28318.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 060915 Exit Short 1 100.00 28418.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 060921 Exit Long 1 100.00 28518.76 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 061002 Enter Long 1 -100.00 28418.76 -100.00 -5675.00 061003 Long 1 -156.25 28362.50 -156.25 -5675.00 061004 Long 1 -268.75 28250.01 -268.75 -5675.00 061005 Long 1 -412.50 28106.26 -412.50 -5675.00 061006 Exit Long 1 -900.00 27618.76 -900.00 -5675.00 MFE = 0.00 MAE = -900.00 061006 Exit Short 1 100.00 27718.76 -800.00 -5675.00 MFE = 100.00 MAE = 0.00 061019 Exit Long 1 100.00 27818.76 -700.00 -5675.00 MFE = 100.00 MAE = 0.00 -700.00 061107 Enter Long 1 -243.75 27575.01 -943.75 -5675.00 061108 Long 1 -275.00 27543.76 -975.00 -5675.00 061109 Exit Long 1 100.00 27918.76 -600.00 -5675.00 MFE = 100.00 MAE = -275.00 061122 Exit Long 1 100.00 28018.76 -500.00 -5675.00 MFE = 100.00 MAE = 0.00 061124 Enter Long 1 -6.25 28012.50 -506.25 -5675.00 061127 Exit Long 1 387.50 28406.26 -112.50 -5675.00 MFE = 387.50 MAE = -6.25 061130 Enter Long 1 -100.00 28306.25 -212.50 -5675.00 587.50 061201 Exit Long 1 100.00 28506.26 -12.50 -5675.00 MFE = 100.00 MAE = -100.00 061208 Enter Long 1 -881.25 27625.01 -893.75 -5675.00 061211 Long 1 -662.50 27843.76 -675.00 -5675.00 061212 Long 1 -412.50 28093.75 -425.00 -5675.00 061213 Long 1 -862.50 27643.75 -875.00 -5675.00 061214 Long 1 -1237.50 27268.76 -1250.00 -5675.00 061215 Long 1 -1650.00 26856.26 -1662.50 -5675.00 061218 Long 1 -1531.25 26975.00 -1543.75 -5675.00 061219 Long 1 -968.75 27537.51 -981.25 -5675.00 061220 Long 1 -1081.25 27425.00 -1093.75 -5675.00 061221 Long 1 -1118.75 27387.51 -1131.25 -5675.00 061222 Long 1 -1293.75 27212.51 -1306.25 -5675.00 061225 Long 1 -1350.00 27156.25 -1362.50 -5675.00 061226 Long 1 -1556.25 26950.01 -1568.75 -5675.00 061227 Long 1 -1393.75 27112.50 -1406.25 -5675.00 061228 Long 1 -1250.00 27256.26 -1262.50 -5675.00 061229 Long 1 -937.50 27568.76 -950.00 -5675.00 100.00 070102 Long 1 -456.25 28050.00 -468.75 -5675.00 070103 Long 1 -1162.50 27343.76 -1175.00 -5675.00 070104 Long 1 -1668.75 26837.50 -1681.25 -5675.00 070105 Long 1 -2112.50 26393.75 -2125.00 -5675.00 070108 Long 1 -2043.75 26462.51 -2056.25 -5675.00 070109 Long 1 -2150.00 26356.26 -2162.50 -5675.00 070110 Long 1 -2550.00 25956.26 -2562.50 -5675.00 070111 Long 1 -2831.25 25675.00 -2843.75 -5675.00 070112 Long 1 -2681.25 25825.01 -2693.75 -5675.00 070115 Long 1 -2562.50 25943.75 -2575.00 -5675.00 070116 Long 1 -2662.50 25843.75 -2675.00 -5675.00 070117 Long 1 -2581.25 25925.01 -2593.75 -5675.00 070118 Long 1 -2387.50 26118.75 -2400.00 -5675.00 070119 Long 1 -2387.50 26118.75 -2400.00 -5675.00 070122 Long 1 -2493.75 26012.51 -2506.25 -5675.00 070123 Long 1 -2000.00 26506.26 -2012.50 -5675.00 070124 Long 1 -2431.25 26075.00 -2443.75 -5675.00 070125 Long 1 -2568.75 25937.50 -2581.25 -5675.00 070126 Long 1 -2706.25 25800.00 -2718.75 -5675.00 070129 Long 1 -2475.00 26031.25 -2487.50 -5675.00 070130 Long 1 -2400.00 26106.26 -2412.50 -5675.00 070131 Long 1 -1962.50 26543.76 -1975.00 -5675.00 0.00 070201 Long 1 -2031.25 26475.00 -2043.75 -5675.00 070202 Long 1 -2362.50 26143.76 -2375.00 -5675.00 070205 Long 1 -2625.00 25881.26 -2637.50 -5675.00 070206 Long 1 -2275.00 26231.26 -2287.50 -5675.00 070207 Long 1 -2118.75 26387.50 -2131.25 -5675.00 070208 Long 1 -1925.00 26581.26 -1937.50 -5675.00 070209 Long 1 -2143.75 26362.51 -2156.25 -5675.00 070212 Long 1 -2368.75 26137.51 -2381.25 -5675.00 070213 Long 1 -1962.50 26543.76 -1975.00 -5675.00 070214 Long 1 -1368.75 27137.51 -1381.25 -5675.00 070215 Long 1 -1262.50 27243.75 -1275.00 -5675.00 070216 Long 1 -1312.50 27193.75 -1325.00 -5675.00 070219 Long 1 -1193.75 27312.51 -1206.25 -5675.00 070220 Long 1 -1300.00 27206.25 -1312.50 -5675.00 070221 Long 1 -1306.25 27200.00 -1318.75 -5675.00 070222 Long 1 -1406.25 27100.00 -1418.75 -5675.00 070223 Long 1 -1143.75 27362.51 -1156.25 -5675.00 070226 Long 1 -1025.00 27481.26 -1037.50 -5675.00 070227 Long 1 -618.75 27887.51 -631.25 -5675.00 070228 Long 1 -731.25 27775.00 -743.75 -5675.00 0.00 070301 Long 1 -981.25 27525.01 -993.75 -5675.00 070302 Long 1 -968.75 27537.51 -981.25 -5675.00 070305 Long 1 -1575.00 26931.25 -1587.50 -5675.00 070306 Long 1 -1393.75 27112.50 -1406.25 -5675.00 070307 Long 1 -1056.25 27450.01 -1068.75 -5675.00 070308 Long 1 -1337.50 27168.76 -1350.00 -5675.00 070309 Long 1 -1456.25 27050.01 -1468.75 -5675.00 070312 Long 1 -1056.25 27450.01 -1068.75 -5675.00 070313 Long 1 -943.75 27562.50 -956.25 -5675.00 070314 Long 1 -756.25 27750.01 -768.75 -5675.00 070315 Long 1 -693.75 27812.51 -706.25 -5675.00 070316 Long 1 -206.25 28300.01 -218.75 -5675.00 070319 Long 1 -293.75 28212.51 -306.25 -5675.00 070320 Long 1 -168.75 28337.51 -181.25 -5675.00 070321 Exit Long 1 100.00 28606.26 0.00 -5675.00 MFE = 100.00 MAE = -2831.25 070330 Enter Long 1 -218.75 28387.51 -218.75 -5675.00 100.00 070402 Long 1 -143.75 28462.50 -143.75 -5675.00 070403 Long 1 -400.00 28206.26 -400.00 -5675.00 070404 Long 1 -162.50 28443.76 -162.50 -5675.00 070405 Exit Long 1 100.00 28706.26 0.00 -5675.00 MFE = 100.00 MAE = -400.00 100.00 070529 Enter Long 1 -396.87 28309.38 -396.87 -5675.00 070530 Long 1 -490.62 28215.63 -490.62 -5675.00 070531 Long 1 -353.75 28352.51 -353.75 -5675.00 0.00 070601 Long 1 -413.12 28293.13 -413.12 -5675.00 070604 Long 1 -137.50 28568.75 -137.50 -5675.00 070605 Exit Long 1 100.00 28806.26 0.00 -5675.00 MFE = 100.00 MAE = -490.62 070622 Enter Long 1 51.25 28857.51 0.00 -5675.00 070625 Long 1 65.62 28871.88 0.00 -5675.00 070626 Exit Long 1 100.00 28906.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 070629 Exit Long 1 100.00 29006.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 070710 Exit Long 1 100.00 29106.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 070718 Exit Long 1 100.00 29206.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 070725 Exit Short 1 100.00 29306.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 300.00 070803 Exit Long 1 100.00 29406.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 070809 Enter Short 1 -50.00 29356.26 0.00 -5675.00 070810 Exit Short 1 100.00 29506.26 0.00 -5675.00 MFE = 100.00 MAE = -50.00 200.00 070918 Exit Long 1 100.00 29606.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 070920 Enter Long 1 -53.75 29552.51 0.00 -5675.00 070921 Exit Long 1 100.00 29706.26 0.00 -5675.00 MFE = 100.00 MAE = -53.75 070927 Enter Long 1 -265.63 29440.63 -111.88 -5675.00 070928 Exit Long 1 100.00 29806.26 0.00 -5675.00 MFE = 100.00 MAE = -265.63 300.00 071018 Exit Long 1 100.00 29906.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 071106 Enter Long 1 -68.75 29837.51 -68.75 -5675.00 071107 Exit Long 1 100.00 30006.26 0.00 -5675.00 MFE = 100.00 MAE = -68.75 071120 Exit Long 1 100.00 30106.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 071213 Enter Short 1 -275.63 29830.63 -275.63 -5675.00 071214 Exit Short 1 100.00 30206.26 0.00 -5675.00 MFE = 100.00 MAE = -275.63 100.00 080110 Enter Long 1 96.25 30302.50 0.00 -5675.00 080111 Exit Long 1 100.00 30306.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080116 Exit Short 1 100.00 30406.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080130 Enter Long 1 -196.87 30209.38 -93.12 -5675.00 080131 Exit Long 1 100.00 30506.26 0.00 -5675.00 MFE = 100.00 MAE = -196.87 300.00 080205 Exit Short 1 100.00 30606.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080221 Enter Long 1 -78.13 30528.13 -78.13 -5675.00 080222 Exit Long 1 100.00 30706.26 0.00 -5675.00 MFE = 100.00 MAE = -78.13 200.00 080305 Enter Long 1 -137.50 30568.75 -137.50 -5675.00 080306 Exit Long 1 100.00 30806.26 0.00 -5675.00 MFE = 100.00 MAE = -137.50 080311 Exit Long 1 100.00 30906.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080312 Exit Long 1 100.00 31006.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080313 Exit Long 1 100.00 31106.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080317 Exit Long 1 100.00 31206.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080319 Exit Long 1 100.00 31306.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080325 Exit Long 1 100.00 31406.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080326 Exit Long 1 100.00 31506.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 800.00 080401 Exit Short 1 100.00 31606.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080409 Exit Long 1 100.00 31706.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 200.00 080501 Enter Short 1 -150.00 31556.26 -150.00 -5675.00 080502 Exit Short 1 100.00 31806.26 0.00 -5675.00 MFE = 100.00 MAE = -150.00 100.00 080606 Enter Long 1 62.50 31868.76 0.00 -5675.00 080609 Exit Long 1 100.00 31906.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 100.00 080702 Enter Long 1 37.50 31943.76 0.00 -5675.00 080703 Exit Long 1 100.00 32006.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 080711 Exit Long 1 100.00 32106.26 0.00 -5675.00 MFE = 100.00 MAE = 0.00 ================================================================================================================================= 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 ================================================================================================================================= 3 1.12 0.00 0.00 0.00 0.00 0.00 0.00 25 0.15 999 2 3300 50000 125 9999 0 585 97 32106.26 -5675.00 5.66 54.88 0.3 0.00 58525.00 -26418.75 787.50 -3325.00 start time = Tue Jul 29 09:32:10 2008 stop time = Tue Jul 29 09:32:10 2008 run time = 0 seconds