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: 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 880115 Exit Short 1 225.00 225.00 0.00 0.00 MFE = 225.00 MAE = 0.00 880129 Enter Short 1 193.75 418.75 0.00 0.00 225.00 880201 Exit Short 1 225.00 450.00 0.00 0.00 MFE = 225.00 MAE = 0.00 880205 Enter Short 1 -6.25 443.75 0.00 0.00 880208 Short 1 -106.25 343.75 -100.00 -100.00 880209 Short 1 -350.00 100.00 -343.75 -343.75 880210 Short 1 -350.00 100.00 -343.75 -343.75 880211 Short 1 -418.75 31.25 -412.50 -412.50 880212 Exit Short 1 225.00 675.00 0.00 -412.50 MFE = 225.00 MAE = -418.75 450.00 880307 Exit Long 1 225.00 900.00 0.00 -412.50 MFE = 225.00 MAE = 0.00 880317 Enter Short 1 -18.75 881.25 -18.75 -412.50 880318 Exit Short 1 225.00 1125.00 0.00 -412.50 MFE = 225.00 MAE = -18.75 880324 Enter Long 1 12.50 1137.50 0.00 -412.50 880325 Long 1 218.75 1343.75 0.00 -412.50 880328 Exit Long 1 225.00 1350.00 0.00 -412.50 MFE = 225.00 MAE = 0.00 675.00 880414 Exit Long 1 225.00 1575.00 0.00 -412.50 MFE = 225.00 MAE = 0.00 225.00 880517 Exit Short 1 225.00 1800.00 0.00 -412.50 MFE = 225.00 MAE = 0.00 880524 Exit Short 1 225.00 2025.00 0.00 -412.50 MFE = 225.00 MAE = 0.00 450.00 880608 Enter Short 1 6.25 2031.25 0.00 -412.50 880609 Short 1 -475.00 1550.00 -481.25 -481.25 880610 Short 1 -237.50 1787.50 -243.75 -481.25 880613 Short 1 -181.25 1843.75 -187.50 -481.25 880614 Exit Short 1 225.00 2250.00 0.00 -481.25 MFE = 225.00 MAE = -475.00 880622 Exit Short 1 225.00 2475.00 0.00 -481.25 MFE = 225.00 MAE = 0.00 880624 Exit Short 1 225.00 2700.00 0.00 -481.25 MFE = 225.00 MAE = 0.00 675.00 880708 Exit Short 1 225.00 2925.00 0.00 -481.25 MFE = 225.00 MAE = 0.00 880711 Exit Short 1 225.00 3150.00 0.00 -481.25 MFE = 225.00 MAE = 0.00 880713 Enter Short 1 -137.50 3012.50 -137.50 -481.25 880714 Exit Short 1 225.00 3375.00 0.00 -481.25 MFE = 225.00 MAE = -137.50 880715 Exit Short 1 225.00 3600.00 0.00 -481.25 MFE = 225.00 MAE = 0.00 900.00 880809 Enter Short 1 75.00 3675.00 0.00 -481.25 880810 Short 1 -350.00 3250.00 -425.00 -481.25 880811 Short 1 -1012.50 2587.50 -1087.50 -1087.50 880812 Short 1 -1268.75 2331.25 -1343.75 -1343.75 880815 Short 1 -1212.50 2387.50 -1287.50 -1343.75 880816 Short 1 -875.00 2725.00 -950.00 -1343.75 880817 Short 1 -175.00 3425.00 -250.00 -1343.75 880818 Short 1 -568.75 3031.25 -643.75 -1343.75 880819 Short 1 -593.75 3006.25 -668.75 -1343.75 880822 Exit Short 1 225.00 3825.00 0.00 -1343.75 MFE = 225.00 MAE = -1268.75 225.00 880902 Enter Long 1 -6.25 3818.75 -6.25 -1343.75 880905 Long 1 -100.00 3725.00 -100.00 -1343.75 880906 Exit Long 1 225.00 4050.00 0.00 -1343.75 MFE = 225.00 MAE = -100.00 880914 Exit Short 1 225.00 4275.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 450.00 881012 Exit Long 1 225.00 4500.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 881021 Enter Long 1 243.75 4743.75 0.00 -1343.75 881024 Long 1 -350.00 4150.00 -593.75 -1343.75 881025 Long 1 -156.25 4343.75 -400.00 -1343.75 881026 Exit Long 1 225.00 4725.00 -18.75 -1343.75 MFE = 243.75 MAE = -350.00 450.00 881109 Exit Long 1 225.00 4950.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 881116 Exit Long 1 225.00 5175.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 450.00 881228 Exit Short 1 225.00 5400.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 225.00 890104 Enter Short 1 -12.50 5387.50 -12.50 -1343.75 890105 Exit Short 1 225.00 5625.00 0.00 -1343.75 MFE = 225.00 MAE = -12.50 890118 Exit Short 1 225.00 5850.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890127 Enter Short 1 -75.00 5775.00 -75.00 -1343.75 890130 Short 1 -237.50 5612.50 -237.50 -1343.75 890131 Exit Short 1 225.00 6075.00 0.00 -1343.75 MFE = 225.00 MAE = -237.50 675.00 890327 Enter Short 1 -81.25 5993.75 -81.25 -1343.75 890328 Exit Short 1 225.00 6300.00 0.00 -1343.75 MFE = 225.00 MAE = -81.25 225.00 890515 Enter Short 1 -112.50 6187.50 -112.50 -1343.75 890516 Short 1 -162.50 6137.50 -162.50 -1343.75 890517 Exit Short 1 225.00 6525.00 0.00 -1343.75 MFE = 225.00 MAE = -162.50 890522 Exit Short 1 225.00 6750.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890529 Exit Short 1 225.00 6975.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 675.00 890605 Exit Short 1 225.00 7200.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890609 Exit Short 1 225.00 7425.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890629 Enter Long 1 -706.25 6718.75 -706.25 -1343.75 890630 Long 1 -350.00 7075.00 -350.00 -1343.75 450.00 890703 Exit Long 1 225.00 7650.00 0.00 -1343.75 MFE = 225.00 MAE = -706.25 890705 Exit Long 1 225.00 7875.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890718 Enter Long 1 -281.25 7593.75 -281.25 -1343.75 890719 Long 1 -893.75 6981.25 -893.75 -1343.75 890720 Long 1 -543.75 7331.25 -543.75 -1343.75 890721 Long 1 -725.00 7150.00 -725.00 -1343.75 890724 Long 1 -200.00 7675.00 -200.00 -1343.75 890725 Exit Long 1 225.00 8100.00 0.00 -1343.75 MFE = 225.00 MAE = -893.75 890726 Enter Long 1 25.00 8125.00 0.00 -1343.75 890727 Long 1 -275.00 7825.00 -300.01 -1343.75 890728 Long 1 -400.00 7700.00 -425.00 -1343.75 890731 Exit Long 1 225.00 8325.00 0.00 -1343.75 MFE = 225.00 MAE = -400.00 900.00 890804 Enter Short 1 43.75 8368.75 0.00 -1343.75 890807 Exit Short 1 225.00 8550.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890811 Exit Short 1 225.00 8775.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890817 Enter Short 1 -100.00 8675.00 0.00 -1343.75 890818 Short 1 -412.50 8362.50 -312.50 -1343.75 890821 Short 1 -400.00 8375.00 -300.00 -1343.75 890822 Short 1 -1056.25 7718.76 -956.24 -1343.75 890823 Short 1 -543.75 8231.25 -443.75 -1343.75 890824 Short 1 -431.25 8343.76 -331.25 -1343.75 890825 Short 1 -312.50 8462.50 -212.50 -1343.75 890828 Short 1 -218.75 8556.25 -118.75 -1343.75 890829 Short 1 -1075.00 7700.00 -975.00 -1343.75 890830 Short 1 -556.25 8218.75 -456.25 -1343.75 890831 Short 1 -187.50 8587.50 -87.50 -1343.75 450.00 890901 Exit Short 1 225.00 9000.00 0.00 -1343.75 MFE = 225.00 MAE = -1075.00 890915 Exit Short 1 225.00 9225.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 890925 Exit Long 1 225.00 9450.00 0.00 -1343.75 MFE = 225.00 MAE = 0.00 675.00 891005 Enter Long 1 -431.25 9018.76 -431.25 -1343.75 891006 Long 1 -631.25 8818.75 -631.25 -1343.75 891009 Long 1 -762.50 8687.50 -762.50 -1343.75 891010 Long 1 -1518.75 7931.25 -1518.75 -1518.75 891011 Long 1 -1800.00 7650.00 -1800.00 -1800.00 891012 Long 1 -1481.25 7968.75 -1481.25 -1800.00 891013 Long 1 -81.25 9368.75 -81.25 -1800.00 891016 Exit Long 1 225.00 9675.00 0.00 -1800.00 MFE = 225.00 MAE = -1800.00 225.00 891114 Enter Long 1 100.00 9775.00 0.00 -1800.00 891115 Long 1 -150.00 9525.00 -250.00 -1800.00 891116 Long 1 -300.00 9375.00 -400.00 -1800.00 891117 Long 1 -318.75 9356.26 -418.74 -1800.00 891120 Long 1 -168.75 9506.25 -268.75 -1800.00 891121 Exit Long 1 225.00 9900.00 0.00 -1800.00 MFE = 225.00 MAE = -318.75 891128 Enter Long 1 -118.75 9781.26 -118.75 -1800.00 891129 Long 1 -481.25 9418.75 -481.25 -1800.00 891130 Long 1 -231.25 9668.75 -231.25 -1800.00 225.00 891201 Long 1 -500.00 9400.00 -500.00 -1800.00 891204 Long 1 -450.00 9450.00 -450.00 -1800.00 891205 Long 1 -87.50 9812.50 -87.50 -1800.00 891206 Exit Long 1 225.00 10125.00 0.00 -1800.00 MFE = 225.00 MAE = -500.00 891212 Exit Long 1 225.00 10350.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 891213 Exit Long 1 225.00 10575.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 891222 Enter Long 1 0.00 10575.01 0.00 -1800.00 891225 Long 1 0.00 10575.01 0.00 -1800.00 891226 Exit Long 1 225.00 10800.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 900.00 900104 Exit Long 1 225.00 11025.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 900123 Enter Long 1 81.25 11106.25 0.00 -1800.00 900124 Exit Long 1 225.00 11250.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 450.00 900205 Exit Long 1 225.00 11475.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 900226 Enter Short 1 -275.00 11200.01 0.00 -1800.00 900227 Short 1 -118.75 11356.25 0.00 -1800.00 900228 Exit Short 1 225.00 11700.00 0.00 -1800.00 MFE = 225.00 MAE = -275.00 450.00 900320 Enter Short 1 68.75 11768.75 0.00 -1800.00 900321 Exit Short 1 225.00 11925.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 225.00 900410 Exit Long 1 225.00 12150.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 900425 Exit Long 1 225.00 12375.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 450.00 900504 Exit Long 1 225.00 12600.00 0.00 -1800.00 MFE = 225.00 MAE = 0.00 900509 Enter Long 1 -125.00 12475.00 0.00 -1800.00 900510 Long 1 68.75 12668.75 0.00 -1800.00 900511 Long 1 -350.00 12250.00 -418.75 -1800.00 900514 Long 1 -418.75 12181.25 -487.50 -1800.00 900515 Long 1 -606.25 11993.75 -675.00 -1800.00 900516 Long 1 -612.50 11987.50 -681.25 -1800.00 900517 Long 1 -618.75 11981.25 -687.50 -1800.00 900518 Long 1 -618.75 11981.25 -687.50 -1800.00 900521 Long 1 -1162.50 11437.50 -1231.25 -1800.00 900522 Long 1 -1450.00 11150.01 -1518.75 -1800.00 900523 Long 1 -1637.50 10962.50 -1706.25 -1800.00 900524 Long 1 -2025.00 10575.01 -2093.75 -2093.75 900525 Long 1 -1900.00 10700.00 -1968.75 -2093.75 900528 Long 1 -1700.00 10900.00 -1768.75 -2093.75 900529 Long 1 -1525.00 11075.00 -1593.75 -2093.75 900530 Long 1 -1962.50 10637.50 -2031.25 -2093.75 900531 Long 1 -2481.25 10118.76 -2550.00 -2550.00 225.00 900601 Long 1 -2618.75 9981.25 -2687.50 -2687.50 900604 Long 1 -2168.75 10431.25 -2237.50 -2687.50 900605 Long 1 -2043.75 10556.25 -2112.50 -2687.50 900606 Long 1 -2150.00 10450.00 -2218.75 -2687.50 900607 Long 1 -2362.50 10237.50 -2431.25 -2687.50 900608 Long 1 -2512.50 10087.50 -2581.25 -2687.50 900611 Long 1 -2350.00 10250.00 -2418.75 -2687.50 900612 Long 1 -2006.25 10593.75 -2075.00 -2687.50 900613 Long 1 -2168.75 10431.25 -2237.50 -2687.50 900614 Long 1 -1662.50 10937.50 -1731.25 -2687.50 900615 Exit Long 1 -2331.25 10268.75 -2331.25 -2687.50 MFE = 68.75 MAE = -2618.75 900615 Enter Short 1 -231.25 10037.50 -2631.25 -2687.50 900618 Short 1 -987.50 9281.25 -3387.50 -3387.50 900619 Short 1 -1250.00 9018.75 -3650.00 -3650.00 900620 Short 1 -1018.75 9250.00 -3418.75 -3650.00 900621 Short 1 -1006.25 9262.51 -3406.25 -3650.00 900622 Short 1 -1081.25 9187.50 -3481.25 -3650.00 900625 Short 1 -968.75 9300.01 -3368.75 -3650.00 900626 Short 1 -1268.75 9000.00 -3668.75 -3668.75 900627 Short 1 -1568.75 8700.00 -3968.75 -3968.75 900628 Short 1 -1443.75 8825.00 -3843.75 -3968.75 900629 Short 1 -1362.50 8906.26 -3762.50 -3968.75 -2331.25 900702 Exit Short 1 -1962.50 8306.25 -4293.75 -4293.75 MFE = 0.00 MAE = -1962.50 900702 Enter Long 1 50.00 8356.26 -4312.50 -4312.50 900703 Exit Long 1 225.00 8531.25 -4137.50 -4312.50 MFE = 225.00 MAE = 0.00 900709 Enter Long 1 -62.50 8468.76 -4200.00 -4312.50 900710 Exit Long 1 225.00 8756.25 -3912.50 -4312.50 MFE = 225.00 MAE = -62.50 900713 Exit Long 1 225.00 8981.25 -3687.50 -4312.50 MFE = 225.00 MAE = 0.00 900723 Enter Long 1 206.25 9187.50 -3481.25 -4312.50 900724 Exit Long 1 225.00 9206.25 -3462.50 -4312.50 MFE = 225.00 MAE = 0.00 900731 Exit Long 1 225.00 9431.25 -3237.50 -4312.50 MFE = 225.00 MAE = 0.00 -837.50 900813 Exit Long 1 225.00 9656.25 -3012.50 -4312.50 MFE = 225.00 MAE = 0.00 900814 Enter Long 1 12.50 9668.76 -3000.00 -4312.50 900815 Exit Long 1 225.00 9881.25 -2787.50 -4312.50 MFE = 225.00 MAE = 0.00 900817 Exit Long 1 225.00 10106.25 -2562.50 -4312.50 MFE = 225.00 MAE = 0.00 900822 Enter Long 1 -493.75 9612.50 -3056.25 -4312.50 900823 Exit Long 1 225.00 10331.25 -2337.50 -4312.50 MFE = 225.00 MAE = -493.75 900.00 901019 Enter Long 1 -400.00 9931.25 -2737.50 -4312.50 901022 Long 1 -1137.50 9193.76 -3475.00 -4312.50 901023 Long 1 -1118.75 9212.50 -3456.25 -4312.50 901024 Long 1 -556.25 9775.00 -2893.75 -4312.50 901025 Long 1 -868.75 9462.51 -3206.25 -4312.50 901026 Long 1 -962.50 9368.75 -3300.00 -4312.50 901029 Long 1 -1025.00 9306.25 -3362.50 -4312.50 901030 Long 1 -1100.00 9231.25 -3437.50 -4312.50 901031 Long 1 -900.00 9431.25 -3237.50 -4312.50 0.00 901101 Long 1 -525.00 9806.25 -2862.50 -4312.50 901102 Long 1 -368.75 9962.51 -2706.25 -4312.50 901105 Exit Long 1 225.00 10556.25 -2112.50 -4312.50 MFE = 225.00 MAE = -1137.50 901127 Enter Long 1 -12.50 10543.76 -2125.00 -4312.50 901128 Long 1 -268.75 10287.50 -2381.25 -4312.50 901129 Long 1 -425.00 10131.26 -2537.50 -4312.50 901130 Exit Long 1 -1525.00 9031.25 -3637.50 -4312.50 MFE = 0.00 MAE = -1525.00 901130 Exit Short 1 225.00 9256.25 -3412.50 -4312.50 MFE = 225.00 MAE = 0.00 -1075.00 901220 Enter Short 1 6.25 9262.50 -3406.25 -4312.50 901221 Exit Short 1 225.00 9481.25 -3187.50 -4312.50 MFE = 225.00 MAE = 0.00 901228 Enter Long 1 -25.00 9456.25 -3212.50 -4312.50 901231 Exit Long 1 225.00 9706.25 -2962.50 -4312.50 MFE = 225.00 MAE = -25.00 450.00 910107 Exit Short 1 225.00 9931.25 -2737.50 -4312.50 MFE = 225.00 MAE = 0.00 910117 Exit Long 1 225.00 10156.25 -2512.50 -4312.50 MFE = 225.00 MAE = 0.00 910129 Enter Long 1 -256.25 9900.00 -2768.75 -4312.50 910130 Exit Long 1 -1093.75 9062.50 -3606.25 -4312.50 MFE = 0.00 MAE = -1093.75 910130 Enter Short 1 -593.75 8468.75 -4200.00 -4312.50 910131 Exit Short 1 -1112.50 7950.00 -4718.75 -4718.75 MFE = 0.00 MAE = -1112.50 910131 Enter Long 1 68.75 8018.75 -4650.00 -4718.75 -1756.25 910201 Exit Long 1 225.00 8175.00 -4493.75 -4718.75 MFE = 225.00 MAE = 0.00 910211 Exit Long 1 225.00 8400.00 -4268.75 -4718.75 MFE = 225.00 MAE = 0.00 450.00 910306 Exit Short 1 225.00 8625.00 -4043.75 -4718.75 MFE = 225.00 MAE = 0.00 910308 Exit Short 1 225.00 8850.00 -3818.75 -4718.75 MFE = 225.00 MAE = 0.00 910311 Exit Short 1 225.00 9075.00 -3593.75 -4718.75 MFE = 225.00 MAE = 0.00 910313 Enter Short 1 -25.00 9050.00 -3618.75 -4718.75 910314 Short 1 12.50 9087.50 -3581.25 -4718.75 910315 Exit Short 1 225.00 9300.00 -3368.75 -4718.75 MFE = 225.00 MAE = -25.00 910318 Exit Short 1 225.00 9525.00 -3143.75 -4718.75 MFE = 225.00 MAE = 0.00 910319 Exit Short 1 225.00 9750.00 -2918.75 -4718.75 MFE = 225.00 MAE = 0.00 910320 Enter Short 1 -481.25 9268.75 -3400.00 -4718.75 910321 Short 1 -1062.50 8687.50 -3981.25 -4718.75 910322 Short 1 -887.50 8862.50 -3806.26 -4718.75 910325 Exit Short 1 225.00 9975.00 -2693.75 -4718.75 MFE = 225.00 MAE = -1062.50 910326 Exit Short 1 225.00 10200.00 -2468.75 -4718.75 MFE = 225.00 MAE = 0.00 910327 Exit Short 1 225.00 10425.00 -2243.75 -4718.75 MFE = 225.00 MAE = 0.00 910328 Exit Short 1 225.00 10650.00 -2018.75 -4718.75 MFE = 225.00 MAE = 0.00 2250.00 910402 Exit Short 1 -1431.25 9218.75 -3450.00 -4718.75 MFE = 0.00 MAE = -1431.25 910404 Exit Short 1 225.00 9443.75 -3225.00 -4718.75 MFE = 225.00 MAE = 0.00 910408 Exit Short 1 225.00 9668.75 -3000.00 -4718.75 MFE = 225.00 MAE = 0.00 910409 Enter Short 1 -1118.75 8550.00 -4118.75 -4718.75 910410 Short 1 -681.25 8987.50 -3681.25 -4718.75 910411 Short 1 -1256.25 8412.50 -4256.25 -4718.75 910412 Short 1 -681.25 8987.50 -3681.25 -4718.75 910415 Short 1 -1118.75 8550.00 -4118.75 -4718.75 910416 Short 1 -1306.25 8362.50 -4306.25 -4718.75 910417 Short 1 -1212.50 8456.25 -4212.50 -4718.75 910418 Short 1 -368.75 9300.00 -3368.75 -4718.75 910419 Exit Short 1 225.00 9893.75 -2775.00 -4718.75 MFE = 225.00 MAE = -1306.25 910429 Exit Short 1 225.00 10118.75 -2550.00 -4718.75 MFE = 225.00 MAE = 0.00 -531.25 910509 Exit Short 1 225.00 10343.75 -2325.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 910607 Enter Short 1 -37.50 10306.25 -2362.50 -4718.75 910610 Short 1 -193.75 10150.01 -2518.75 -4718.75 910611 Exit Short 1 225.00 10568.75 -2100.00 -4718.75 MFE = 225.00 MAE = -193.75 910613 Enter Short 1 -293.75 10275.00 -2393.75 -4718.75 910614 Short 1 -237.50 10331.26 -2337.50 -4718.75 910617 Short 1 -331.25 10237.50 -2431.25 -4718.75 910618 Exit Short 1 225.00 10793.75 -1875.00 -4718.75 MFE = 225.00 MAE = -331.25 910628 Enter Short 1 -137.50 10656.25 -2012.50 -4718.75 450.00 910701 Exit Short 1 225.00 11018.75 -1650.00 -4718.75 MFE = 225.00 MAE = -137.50 910711 Enter Short 1 75.00 11093.75 -1575.00 -4718.75 910712 Exit Short 1 -1837.50 9181.25 -3487.50 -4718.75 MFE = 75.00 MAE = -1837.50 910712 Enter Long 1 -168.75 9012.50 -3656.25 -4718.75 910715 Long 1 -250.00 8931.26 -3737.50 -4718.75 910716 Long 1 -625.00 8556.25 -4112.50 -4718.75 910717 Long 1 -262.50 8918.75 -3750.00 -4718.75 910718 Exit Long 1 225.00 9406.25 -3262.50 -4718.75 MFE = 225.00 MAE = -625.00 -1387.50 910802 Exit Long 1 225.00 9631.25 -3037.50 -4718.75 MFE = 225.00 MAE = 0.00 910805 Enter Long 1 106.25 9737.50 -2931.25 -4718.75 910806 Exit Long 1 225.00 9856.25 -2812.50 -4718.75 MFE = 225.00 MAE = 0.00 910819 Exit Short 1 225.00 10081.25 -2587.50 -4718.75 MFE = 225.00 MAE = 0.00 675.00 910906 Exit Long 1 225.00 10306.25 -2362.50 -4718.75 MFE = 225.00 MAE = 0.00 910916 Enter Long 1 -206.25 10100.00 -2568.75 -4718.75 910917 Long 1 -68.75 10237.50 -2431.25 -4718.75 910918 Long 1 -600.00 9706.25 -2962.50 -4718.75 910919 Long 1 -762.50 9543.75 -3125.00 -4718.75 910920 Long 1 -631.25 9675.00 -2993.75 -4718.75 910923 Long 1 -131.25 10175.00 -2493.75 -4718.75 910924 Exit Long 1 225.00 10531.25 -2137.50 -4718.75 MFE = 225.00 MAE = -762.50 450.00 911004 Enter Short 1 -131.25 10400.00 -2268.75 -4718.75 911007 Short 1 -37.50 10493.75 -2175.00 -4718.75 911008 Exit Short 1 225.00 10756.25 -1912.50 -4718.75 MFE = 225.00 MAE = -131.25 911023 Enter Short 1 6.25 10762.50 -1906.25 -4718.75 911024 Short 1 -512.50 10243.76 -2425.00 -4718.75 911025 Short 1 -500.00 10256.25 -2412.50 -4718.75 911028 Exit Short 1 225.00 10981.25 -1687.50 -4718.75 MFE = 225.00 MAE = -512.50 911029 Enter Long 1 -200.00 10781.25 -1887.50 -4718.75 911030 Exit Long 1 225.00 11206.25 -1462.50 -4718.75 MFE = 225.00 MAE = -200.00 675.00 911118 Exit Long 1 225.00 11431.25 -1237.50 -4718.75 MFE = 225.00 MAE = 0.00 911119 Enter Long 1 -250.00 11181.26 -1487.50 -4718.75 911120 Long 1 -268.75 11162.50 -1506.25 -4718.75 911121 Long 1 -293.75 11137.50 -1531.25 -4718.75 911122 Exit Long 1 225.00 11656.25 -1012.50 -4718.75 MFE = 225.00 MAE = -293.75 450.00 911202 Enter Long 1 -418.75 11237.50 -1431.25 -4718.75 911203 Long 1 -156.25 11500.00 -1168.75 -4718.75 911204 Exit Long 1 225.00 11881.25 -787.50 -4718.75 MFE = 225.00 MAE = -418.75 911206 Enter Long 1 181.25 12062.51 -606.25 -4718.75 911209 Exit Long 1 225.00 12106.25 -562.50 -4718.75 MFE = 225.00 MAE = 0.00 911220 Exit Long 1 225.00 12331.25 -337.50 -4718.75 MFE = 225.00 MAE = 0.00 911223 Exit Long 1 225.00 12556.25 -112.50 -4718.75 MFE = 225.00 MAE = 0.00 900.00 920102 Enter Long 1 -900.00 11656.25 -1012.50 -4718.75 920103 Long 1 -1543.75 11012.50 -1656.25 -4718.75 920106 Long 1 50.00 12606.25 -62.50 -4718.75 920107 Exit Long 1 225.00 12781.25 0.00 -4718.75 MFE = 225.00 MAE = -1543.75 920123 Exit Short 1 225.00 13006.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 920127 Enter Short 1 -268.75 12737.51 -268.75 -4718.75 920128 Short 1 -800.00 12206.25 -800.00 -4718.75 920129 Short 1 -706.25 12300.00 -706.25 -4718.75 920130 Short 1 -18.75 12987.50 -18.75 -4718.75 920131 Short 1 -300.00 12706.25 -300.00 -4718.75 450.00 920203 Short 1 -787.50 12218.75 -787.50 -4718.75 920204 Short 1 -1100.00 11906.25 -1100.00 -4718.75 920205 Short 1 -1725.00 11281.25 -1725.00 -4718.75 920206 Short 1 -1943.75 11062.50 -1943.75 -4718.75 920207 Short 1 -2850.00 10156.25 -2850.00 -4718.75 920210 Short 1 -1925.00 11081.26 -1925.00 -4718.75 920211 Short 1 -1018.75 11987.50 -1018.75 -4718.75 920212 Short 1 -487.50 12518.76 -487.50 -4718.75 920213 Exit Short 1 225.00 13231.25 0.00 -4718.75 MFE = 225.00 MAE = -2850.00 225.00 920303 Exit Short 1 225.00 13456.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 920304 Enter Short 1 -193.75 13262.50 -193.75 -4718.75 920305 Exit Short 1 225.00 13681.25 0.00 -4718.75 MFE = 225.00 MAE = -193.75 450.00 920403 Enter Long 1 -81.25 13600.00 -81.25 -4718.75 920406 Exit Long 1 225.00 13906.25 0.00 -4718.75 MFE = 225.00 MAE = -81.25 225.00 920518 Enter Long 1 -25.00 13881.25 -25.00 -4718.75 920519 Exit Long 1 225.00 14131.25 0.00 -4718.75 MFE = 225.00 MAE = -25.00 920527 Exit Short 1 225.00 14356.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 920529 Enter Long 1 -175.00 14181.25 -175.00 -4718.75 450.00 920601 Exit Long 1 225.00 14581.25 0.00 -4718.75 MFE = 225.00 MAE = -175.00 920611 Enter Long 1 25.00 14606.25 0.00 -4718.75 920612 Exit Long 1 225.00 14806.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 920624 Enter Long 1 168.75 14975.00 0.00 -4718.75 920625 Exit Long 1 225.00 15031.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 920629 Exit Long 1 225.00 15256.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 900.00 920702 Enter Long 1 -300.00 14956.25 -18.75 -4718.75 920703 Long 1 -812.50 14443.75 -531.25 -4718.75 920706 Long 1 -550.00 14706.25 -268.75 -4718.75 920707 Exit Long 1 225.00 15481.25 0.00 -4718.75 MFE = 225.00 MAE = -812.50 920708 Enter Long 1 -656.25 14825.00 -656.25 -4718.75 920709 Long 1 -1881.25 13600.00 -1881.25 -4718.75 920710 Long 1 -1093.75 14387.50 -1093.75 -4718.75 920713 Long 1 56.25 15537.50 0.00 -4718.75 920714 Long 1 -631.25 14850.01 -687.49 -4718.75 920715 Long 1 -568.75 14912.50 -625.00 -4718.75 920716 Long 1 -256.25 15225.00 -312.50 -4718.75 920717 Exit Long 1 225.00 15706.25 0.00 -4718.75 MFE = 225.00 MAE = -1881.25 920720 Enter Long 1 -2468.75 13237.50 -2468.75 -4718.75 920721 Long 1 -1968.75 13737.50 -1968.75 -4718.75 920722 Long 1 -2062.50 13643.75 -2062.50 -4718.75 920723 Long 1 -1812.50 13893.75 -1812.50 -4718.75 920724 Long 1 -3031.25 12675.01 -3031.25 -4718.75 920727 Long 1 -1593.75 14112.51 -1593.75 -4718.75 920728 Long 1 -1250.00 14456.25 -1250.00 -4718.75 920729 Long 1 -1737.50 13968.75 -1737.50 -4718.75 920730 Long 1 -1406.25 14300.00 -1406.25 -4718.75 920731 Long 1 -1337.50 14368.75 -1337.50 -4718.75 450.00 920803 Long 1 -1275.00 14431.25 -1275.00 -4718.75 920804 Long 1 -1493.75 14212.50 -1493.75 -4718.75 920805 Long 1 -1750.00 13956.25 -1750.00 -4718.75 920806 Long 1 -1493.75 14212.50 -1493.75 -4718.75 920807 Long 1 -900.00 14806.25 -900.00 -4718.75 920810 Long 1 -743.75 14962.51 -743.75 -4718.75 920811 Long 1 -906.25 14800.00 -906.25 -4718.75 920812 Long 1 -787.50 14918.76 -787.50 -4718.75 920813 Long 1 -412.50 15293.75 -412.50 -4718.75 920814 Long 1 -968.75 14737.51 -968.75 -4718.75 920817 Long 1 -906.25 14800.00 -906.25 -4718.75 920818 Long 1 -493.75 15212.50 -493.75 -4718.75 920819 Long 1 -406.25 15300.00 -406.25 -4718.75 920820 Long 1 -31.25 15675.00 -31.25 -4718.75 920821 Exit Long 1 225.00 15931.25 0.00 -4718.75 MFE = 225.00 MAE = -3031.25 920824 Enter Long 1 -156.25 15775.00 -156.25 -4718.75 920825 Exit Long 1 225.00 16156.25 0.00 -4718.75 MFE = 225.00 MAE = -156.25 920831 Enter Long 1 -81.25 16075.01 -81.25 -4718.75 450.00 920901 Exit Long 1 225.00 16381.25 0.00 -4718.75 MFE = 225.00 MAE = -81.25 920916 Enter Short 1 -581.25 15800.00 -581.25 -4718.75 920917 Exit Short 1 1006.25 17387.50 0.00 -4718.75 MFE = 1006.25 MAE = -581.25 920923 Exit Short 1 225.00 17612.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 1456.25 921001 Exit Short 1 225.00 17837.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921002 Exit Short 1 225.00 18062.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921005 Exit Short 1 225.00 18287.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921006 Enter Short 1 -462.50 17825.00 -462.50 -4718.75 921007 Exit Short 1 225.00 18512.50 0.00 -4718.75 MFE = 225.00 MAE = -462.50 921008 Exit Short 1 225.00 18737.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921023 Enter Short 1 -468.75 18268.75 -468.75 -4718.75 921026 Exit Short 1 225.00 18962.50 0.00 -4718.75 MFE = 225.00 MAE = -468.75 1350.00 921102 Exit Short 1 225.00 19187.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921103 Exit Short 1 225.00 19412.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921105 Exit Short 1 225.00 19637.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921106 Exit Short 1 225.00 19862.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 921110 Enter Short 1 -462.50 19400.00 -462.50 -4718.75 921111 Short 1 -712.50 19150.00 -712.50 -4718.75 921112 Short 1 -1100.00 18762.50 -1100.00 -4718.75 921113 Short 1 -1556.25 18306.25 -1556.25 -4718.75 921116 Short 1 -681.25 19181.25 -681.25 -4718.75 921117 Short 1 -743.75 19118.75 -743.75 -4718.75 921118 Short 1 -731.25 19131.25 -731.25 -4718.75 921119 Short 1 -1375.00 18487.50 -1375.00 -4718.75 921120 Short 1 -375.00 19487.50 -375.00 -4718.75 921123 Exit Short 1 712.50 20575.00 0.00 -4718.75 MFE = 712.50 MAE = -1556.25 921127 Enter Short 1 -325.00 20249.99 -325.00 -4718.75 921130 Short 1 -731.25 19843.74 -731.25 -4718.75 1612.50 921201 Short 1 -1456.25 19118.74 -1456.25 -4718.75 921202 Short 1 -1543.75 19031.24 -1543.75 -4718.75 921203 Short 1 -1200.00 19375.00 -1200.00 -4718.75 921204 Short 1 -981.25 19593.75 -981.25 -4718.75 921207 Exit Short 1 -2518.75 18056.25 -2518.75 -4718.75 MFE = 0.00 MAE = -2518.75 921207 Enter Long 1 143.75 18199.99 -2375.00 -4718.75 921208 Exit Long 1 225.00 18281.25 -2293.75 -4718.75 MFE = 225.00 MAE = 0.00 921228 Exit Short 1 225.00 18506.25 -2068.75 -4718.75 MFE = 225.00 MAE = 0.00 -2068.75 930104 Exit Short 1 225.00 18731.25 -1843.75 -4718.75 MFE = 225.00 MAE = 0.00 225.00 930218 Exit Short 1 225.00 18956.25 -1618.75 -4718.75 MFE = 225.00 MAE = 0.00 930225 Enter Short 1 -175.00 18781.24 -1793.75 -4718.75 930226 Exit Short 1 225.00 19181.25 -1393.75 -4718.75 MFE = 225.00 MAE = -175.00 450.00 930305 Enter Short 1 -168.75 19012.49 -1562.50 -4718.75 930308 Short 1 -306.25 18875.00 -1700.00 -4718.75 930309 Short 1 -93.75 19087.50 -1487.50 -4718.75 930310 Short 1 -31.25 19149.99 -1425.00 -4718.75 930311 Exit Short 1 225.00 19406.25 -1168.75 -4718.75 MFE = 225.00 MAE = -306.25 930318 Enter Long 1 193.75 19600.00 -975.00 -4718.75 930319 Exit Long 1 225.00 19631.25 -943.75 -4718.75 MFE = 225.00 MAE = 0.00 450.00 930401 Enter Long 1 -6.25 19625.00 -950.00 -4718.75 930402 Exit Long 1 225.00 19856.25 -718.75 -4718.75 MFE = 225.00 MAE = -6.25 930412 Enter Long 1 -112.50 19743.75 -831.25 -4718.75 930413 Exit Long 1 225.00 20081.25 -493.75 -4718.75 MFE = 225.00 MAE = -112.50 930419 Enter Long 1 -68.75 20012.49 -562.50 -4718.75 930420 Exit Long 1 225.00 20306.25 -268.75 -4718.75 MFE = 225.00 MAE = -68.75 930426 Enter Long 1 -256.25 20049.99 -525.00 -4718.75 930427 Long 1 -1037.50 19268.74 -1306.25 -4718.75 930428 Long 1 -581.25 19724.99 -850.00 -4718.75 930429 Long 1 -600.00 19706.25 -868.75 -4718.75 930430 Long 1 -943.75 19362.49 -1212.50 -4718.75 675.00 930503 Long 1 -693.75 19612.50 -962.50 -4718.75 930504 Long 1 -468.75 19837.50 -737.50 -4718.75 930505 Long 1 -600.00 19706.25 -868.75 -4718.75 930506 Long 1 -287.50 20018.75 -556.25 -4718.75 930507 Long 1 -843.75 19462.49 -1112.50 -4718.75 930510 Exit Long 1 -2018.75 18287.50 -2287.50 -4718.75 MFE = 0.00 MAE = -2018.75 930510 Enter Short 1 43.75 18331.24 -2243.75 -4718.75 930511 Exit Short 1 225.00 18512.50 -2062.50 -4718.75 MFE = 225.00 MAE = 0.00 -1793.75 930604 Exit Short 1 225.00 18737.50 -1837.50 -4718.75 MFE = 225.00 MAE = 0.00 930615 Exit Short 1 225.00 18962.50 -1612.50 -4718.75 MFE = 225.00 MAE = 0.00 930624 Enter Short 1 -62.50 18900.00 -1675.00 -4718.75 930625 Short 1 -6.25 18956.25 -1618.75 -4718.75 930628 Exit Short 1 225.00 19187.50 -1387.50 -4718.75 MFE = 225.00 MAE = -62.50 930630 Exit Short 1 225.00 19412.50 -1162.50 -4718.75 MFE = 225.00 MAE = 0.00 900.00 930709 Exit Short 1 225.00 19637.50 -937.50 -4718.75 MFE = 225.00 MAE = 0.00 930716 Enter Short 1 -606.25 19031.24 -1543.75 -4718.75 930719 Short 1 -1106.25 18531.24 -2043.75 -4718.75 930720 Short 1 -1481.25 18156.25 -2418.75 -4718.75 930721 Short 1 -1500.00 18137.50 -2437.50 -4718.75 930722 Short 1 -1118.75 18518.74 -2056.25 -4718.75 930723 Short 1 -368.75 19268.75 -1306.25 -4718.75 930726 Short 1 -262.50 19374.99 -1200.00 -4718.75 930727 Short 1 -143.75 19493.75 -1081.25 -4718.75 930728 Short 1 -493.75 19143.75 -1431.25 -4718.75 930729 Exit Short 1 225.00 19862.50 -712.50 -4718.75 MFE = 225.00 MAE = -1500.00 930730 Exit Short 1 225.00 20087.50 -487.50 -4718.75 MFE = 225.00 MAE = 0.00 675.00 930810 Enter Short 1 -112.50 19974.99 -600.00 -4718.75 930811 Short 1 -225.00 19862.50 -712.50 -4718.75 930812 Short 1 -287.50 19799.99 -775.00 -4718.75 930813 Short 1 -206.25 19881.24 -693.75 -4718.75 930816 Exit Short 1 -1268.75 18818.75 -1756.25 -4718.75 MFE = 0.00 MAE = -1268.75 930816 Enter Long 1 -12.50 18806.25 -1768.75 -4718.75 930817 Long 1 -68.75 18750.00 -1825.00 -4718.75 930818 Exit Long 1 225.00 19043.75 -1531.25 -4718.75 MFE = 225.00 MAE = -68.75 -1043.75 930901 Enter Long 1 -200.00 18843.74 -1731.25 -4718.75 930902 Exit Long 1 225.00 19268.75 -1306.25 -4718.75 MFE = 225.00 MAE = -200.00 930903 Enter Long 1 87.50 19356.25 -1218.75 -4718.75 930906 Exit Long 1 225.00 19493.75 -1081.25 -4718.75 MFE = 225.00 MAE = 0.00 930909 Enter Long 1 -12.50 19481.25 -1093.75 -4718.75 930910 Exit Long 1 225.00 19718.75 -856.25 -4718.75 MFE = 225.00 MAE = -12.50 930915 Exit Long 1 225.00 19943.75 -631.25 -4718.75 MFE = 225.00 MAE = 0.00 900.00 931206 Enter Long 1 156.25 20099.99 -475.00 -4718.75 931207 Long 1 0.00 19943.75 -631.25 -4718.75 931208 Long 1 0.00 19943.75 -631.25 -4718.75 931209 Long 1 -12.50 19931.25 -643.75 -4718.75 931210 Exit Long 1 225.00 20168.75 -406.25 -4718.75 MFE = 225.00 MAE = -12.50 931223 Enter Long 1 -81.25 20087.49 -487.50 -4718.75 931224 Long 1 -56.25 20112.50 -462.50 -4718.75 931227 Long 1 -381.25 19787.49 -787.50 -4718.75 931228 Long 1 -300.00 19868.74 -706.25 -4718.75 931229 Exit Long 1 -900.00 19268.75 -1306.25 -4718.75 MFE = 0.00 MAE = -900.00 931229 Exit Short 1 225.00 19493.75 -1081.25 -4718.75 MFE = 225.00 MAE = 0.00 -450.00 940113 Enter Short 1 -87.50 19406.24 -1168.75 -4718.75 940114 Short 1 -56.25 19437.50 -1137.50 -4718.75 940117 Short 1 62.50 19556.25 -1018.75 -4718.75 940118 Short 1 -262.50 19231.24 -1343.75 -4718.75 940119 Short 1 -212.50 19281.24 -1293.75 -4718.75 940120 Short 1 -493.75 18999.99 -1575.00 -4718.75 940121 Short 1 -56.25 19437.50 -1137.50 -4718.75 940124 Short 1 -125.00 19368.74 -1206.25 -4718.75 940125 Short 1 -250.00 19243.75 -1331.25 -4718.75 940126 Short 1 -325.00 19168.75 -1406.25 -4718.75 940127 Exit Short 1 -756.25 18737.50 -1837.50 -4718.75 MFE = 62.50 MAE = -756.25 940127 Exit Long 1 225.00 18962.50 -1612.50 -4718.75 MFE = 225.00 MAE = 0.00 -531.25 940214 Exit Long 1 225.00 19187.50 -1387.50 -4718.75 MFE = 225.00 MAE = 0.00 225.00 940310 Exit Long 1 225.00 19412.50 -1162.50 -4718.75 MFE = 225.00 MAE = 0.00 940317 Enter Long 1 -425.00 18987.49 -1587.50 -4718.75 940318 Long 1 -718.75 18693.75 -1881.25 -4718.75 940321 Long 1 -568.75 18843.74 -1731.25 -4718.75 940322 Long 1 -518.75 18893.74 -1681.25 -4718.75 940323 Long 1 -181.25 19231.25 -1343.75 -4718.75 940324 Exit Long 1 225.00 19637.50 -937.50 -4718.75 MFE = 225.00 MAE = -718.75 450.00 940401 Enter Short 1 18.75 19656.25 -918.75 -4718.75 940404 Short 1 -37.50 19599.99 -975.00 -4718.75 940405 Exit Short 1 225.00 19862.50 -712.50 -4718.75 MFE = 225.00 MAE = -37.50 940429 Enter Long 1 -343.75 19518.75 -1056.25 -4718.75 225.00 940502 Long 1 -125.00 19737.49 -837.50 -4718.75 940503 Exit Long 1 225.00 20087.50 -487.50 -4718.75 MFE = 225.00 MAE = -343.75 940518 Enter Long 1 -37.50 20050.00 -525.00 -4718.75 940519 Long 1 -156.25 19931.24 -643.75 -4718.75 940520 Exit Long 1 225.00 20312.50 -262.50 -4718.75 MFE = 225.00 MAE = -156.25 450.00 940603 Enter Short 1 81.25 20393.75 -181.25 -4718.75 940606 Short 1 0.00 20312.49 -262.50 -4718.75 940607 Short 1 -137.50 20175.00 -400.00 -4718.75 940608 Short 1 -118.75 20193.74 -381.25 -4718.75 940609 Short 1 -125.00 20187.49 -387.50 -4718.75 940610 Short 1 -225.00 20087.49 -487.50 -4718.75 940613 Exit Short 1 -706.25 19606.25 -968.75 -4718.75 MFE = 81.25 MAE = -706.25 940613 Exit Long 1 225.00 19831.25 -743.75 -4718.75 MFE = 225.00 MAE = 0.00 940617 Exit Long 1 225.00 20056.25 -518.75 -4718.75 MFE = 225.00 MAE = 0.00 940624 Enter Long 1 -62.50 19993.74 -581.25 -4718.75 940627 Exit Long 1 225.00 20281.25 -293.75 -4718.75 MFE = 225.00 MAE = -62.50 -31.25 940705 Enter Long 1 50.00 20331.24 -243.75 -4718.75 940706 Exit Long 1 225.00 20506.25 -68.75 -4718.75 MFE = 225.00 MAE = 0.00 940711 Exit Long 1 225.00 20731.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 940811 Enter Long 1 0.00 20731.24 0.00 -4718.75 940812 Exit Long 1 225.00 20956.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 940826 Exit Short 1 225.00 21181.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 940902 Exit Long 1 225.00 21406.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 940909 Enter Long 1 0.00 21406.25 0.00 -4718.75 940912 Long 1 -218.75 21187.50 -218.75 -4718.75 940913 Long 1 -300.00 21106.25 -300.00 -4718.75 940914 Long 1 -118.75 21287.50 -118.75 -4718.75 940915 Long 1 -506.25 20899.99 -506.25 -4718.75 940916 Exit Long 1 225.00 21631.25 0.00 -4718.75 MFE = 225.00 MAE = -506.25 940927 Enter Long 1 106.25 21737.50 0.00 -4718.75 940928 Long 1 -375.00 21256.24 -481.26 -4718.75 940929 Long 1 -156.25 21474.99 -262.51 -4718.75 940930 Long 1 -281.25 21349.99 -387.50 -4718.75 450.00 941003 Long 1 -350.00 21281.25 -456.25 -4718.75 941004 Long 1 -18.75 21612.49 -125.01 -4718.75 941005 Exit Long 1 225.00 21856.25 0.00 -4718.75 MFE = 225.00 MAE = -375.00 941013 Enter Long 1 62.50 21918.75 0.00 -4718.75 941014 Exit Long 1 225.00 22081.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 941017 Exit Long 1 225.00 22306.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 941025 Enter Long 1 -587.50 21718.75 -200.00 -4718.75 941026 Long 1 -200.00 22106.25 0.00 -4718.75 941027 Long 1 -462.50 21843.75 -262.50 -4718.75 941028 Exit Long 1 -1568.75 20737.50 -1568.75 -4718.75 MFE = 0.00 MAE = -1568.75 941028 Enter Short 1 -300.00 20437.50 -1668.75 -4718.75 941031 Short 1 -731.25 20006.24 -2100.00 -4718.75 -893.75 941101 Short 1 -1050.00 19687.49 -2418.75 -4718.75 941102 Short 1 -62.50 20674.99 -1431.25 -4718.75 941103 Exit Short 1 225.00 20962.50 -1143.75 -4718.75 MFE = 225.00 MAE = -1050.00 941109 Enter Short 1 -175.00 20787.50 -1318.75 -4718.75 941110 Exit Short 1 225.00 21187.50 -918.75 -4718.75 MFE = 225.00 MAE = -175.00 941118 Enter Short 1 -193.75 20993.75 -1112.50 -4718.75 941121 Short 1 -118.75 21068.75 -1037.50 -4718.75 941122 Short 1 -187.50 20999.99 -1106.25 -4718.75 941123 Short 1 -281.25 20906.24 -1200.00 -4718.75 941124 Short 1 0.00 21187.49 -918.75 -4718.75 941125 Short 1 6.25 21193.75 -912.50 -4718.75 941128 Exit Short 1 225.00 21412.50 -693.75 -4718.75 MFE = 225.00 MAE = -281.25 675.00 941208 Enter Short 1 -75.00 21337.50 -768.75 -4718.75 941209 Short 1 -68.75 21343.75 -762.50 -4718.75 941212 Short 1 -137.50 21274.99 -831.25 -4718.75 941213 Short 1 -156.25 21256.25 -850.00 -4718.75 941214 Short 1 -275.00 21137.49 -968.75 -4718.75 941215 Short 1 -243.75 21168.75 -937.50 -4718.75 941216 Short 1 -150.00 21262.50 -843.75 -4718.75 941219 Short 1 -100.00 21312.50 -793.75 -4718.75 941220 Short 1 -218.75 21193.74 -912.50 -4718.75 941221 Exit Short 1 225.00 21637.50 -468.75 -4718.75 MFE = 225.00 MAE = -275.00 941229 Enter Long 1 -106.25 21531.24 -575.00 -4718.75 941230 Long 1 100.00 21737.50 -368.75 -4718.75 225.00 950102 Long 1 -393.75 21243.75 -862.50 -4718.75 950103 Long 1 -168.75 21468.75 -637.50 -4718.75 950104 Long 1 -262.50 21375.00 -731.25 -4718.75 950105 Long 1 93.75 21731.25 -375.00 -4718.75 950106 Long 1 -518.75 21118.75 -987.50 -4718.75 950109 Exit Long 1 225.00 21862.50 -243.75 -4718.75 MFE = 225.00 MAE = -518.75 950119 Exit Long 1 225.00 22087.50 -18.75 -4718.75 MFE = 225.00 MAE = 0.00 450.00 950302 Exit Long 1 225.00 22312.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 950306 Exit Long 1 225.00 22537.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 950308 Enter Long 1 -1350.00 21187.50 -1350.00 -4718.75 950309 Long 1 -1381.25 21156.25 -1381.25 -4718.75 950310 Long 1 -2693.75 19843.75 -2693.75 -4718.75 950313 Long 1 -2287.50 20250.00 -2287.50 -4718.75 950314 Long 1 -2518.75 20018.75 -2518.75 -4718.75 950315 Long 1 -1368.75 21168.74 -1368.75 -4718.75 950316 Long 1 -1706.25 20831.25 -1706.25 -4718.75 950317 Long 1 -2000.00 20537.49 -2000.00 -4718.75 950320 Long 1 -2481.25 20056.25 -2481.25 -4718.75 950321 Long 1 -2662.50 19874.99 -2662.50 -4718.75 950322 Long 1 -2350.00 20187.49 -2350.00 -4718.75 950323 Long 1 -2256.25 20281.25 -2256.25 -4718.75 950324 Long 1 -2743.75 19793.75 -2743.75 -4718.75 950327 Long 1 -2231.25 20306.25 -2231.25 -4718.75 950328 Long 1 -1156.25 21381.25 -1156.25 -4718.75 950329 Long 1 -962.50 21574.99 -962.50 -4718.75 950330 Long 1 -2043.75 20493.74 -2043.75 -4718.75 950331 Long 1 -168.75 22368.75 -168.75 -4718.75 450.00 950403 Long 1 -287.50 22249.99 -287.50 -4718.75 950404 Long 1 -581.25 21956.25 -581.25 -4718.75 950405 Long 1 -425.00 22112.49 -425.00 -4718.75 950406 Long 1 -93.75 22443.75 -93.75 -4718.75 950407 Exit Long 1 225.00 22762.50 0.00 -4718.75 MFE = 225.00 MAE = -2743.75 950410 Exit Short 1 225.00 22987.50 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 950508 Enter Long 1 -268.75 22718.74 -268.75 -4718.75 950509 Long 1 -906.25 22081.24 -906.25 -4718.75 950510 Long 1 -1187.50 21800.00 -1187.50 -4718.75 950511 Exit Long 1 -2362.50 20625.00 -2362.50 -4718.75 MFE = 0.00 MAE = -2362.50 950511 Exit Short 1 225.00 20850.00 -2137.50 -4718.75 MFE = 225.00 MAE = 0.00 -2137.50 950707 Exit Short 1 225.00 21075.00 -1912.50 -4718.75 MFE = 225.00 MAE = 0.00 950713 Enter Long 1 -62.50 21012.50 -1975.00 -4718.75 950714 Long 1 -143.75 20931.25 -2056.25 -4718.75 950717 Long 1 -393.75 20681.25 -2306.25 -4718.75 950718 Exit Long 1 225.00 21300.00 -1687.50 -4718.75 MFE = 225.00 MAE = -393.75 950719 Enter Long 1 -137.50 21162.50 -1825.00 -4718.75 950720 Long 1 -518.75 20781.24 -2206.25 -4718.75 950721 Long 1 -618.75 20681.25 -2306.25 -4718.75 950724 Long 1 -575.00 20725.00 -2262.50 -4718.75 950725 Long 1 -1018.75 20281.24 -2706.25 -4718.75 950726 Long 1 -456.25 20843.75 -2143.75 -4718.75 950727 Long 1 -75.00 21224.99 -1762.50 -4718.75 950728 Long 1 -100.00 21200.00 -1787.50 -4718.75 950731 Long 1 -356.25 20943.75 -2043.75 -4718.75 450.00 950801 Exit Long 1 225.00 21525.00 -1462.50 -4718.75 MFE = 225.00 MAE = -1018.75 950802 Enter Short 1 -156.25 21368.75 -1618.75 -4718.75 950803 Short 1 -593.75 20931.24 -2056.25 -4718.75 950804 Short 1 -243.75 21281.25 -1706.25 -4718.75 950807 Exit Short 1 225.00 21750.00 -1237.50 -4718.75 MFE = 225.00 MAE = -593.75 950815 Exit Short 1 225.00 21975.00 -1012.50 -4718.75 MFE = 225.00 MAE = 0.00 950822 Enter Short 1 -12.50 21962.49 -1025.00 -4718.75 950823 Short 1 -225.00 21750.00 -1237.50 -4718.75 950824 Exit Short 1 225.00 22200.00 -787.50 -4718.75 MFE = 225.00 MAE = -225.00 950829 Exit Short 1 225.00 22425.00 -562.50 -4718.75 MFE = 225.00 MAE = 0.00 1125.00 950906 Exit Short 1 225.00 22650.00 -337.50 -4718.75 MFE = 225.00 MAE = 0.00 950913 Exit Short 1 225.00 22875.00 -112.50 -4718.75 MFE = 225.00 MAE = 0.00 950920 Enter Long 1 -43.75 22831.25 -156.25 -4718.75 950921 Exit Long 1 225.00 23100.00 0.00 -4718.75 MFE = 225.00 MAE = -43.75 675.00 951120 Exit Short 1 225.00 23325.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 951127 Enter Short 1 -25.00 23300.00 -25.00 -4718.75 951128 Short 1 -225.00 23099.99 -225.00 -4718.75 951129 Exit Short 1 225.00 23550.00 0.00 -4718.75 MFE = 225.00 MAE = -225.00 450.00 960125 Enter Short 1 -256.25 23293.75 -256.25 -4718.75 960126 Exit Short 1 225.00 23775.00 0.00 -4718.75 MFE = 225.00 MAE = -256.25 225.00 960327 Enter Short 1 -131.25 23643.75 -131.25 -4718.75 960328 Short 1 -700.00 23075.00 -700.00 -4718.75 960329 Short 1 -450.00 23325.00 -450.00 -4718.75 0.00 960401 Short 1 -137.50 23637.50 -137.50 -4718.75 960402 Short 1 -518.75 23256.25 -518.75 -4718.75 960403 Short 1 -368.75 23406.25 -368.75 -4718.75 960404 Short 1 -537.50 23237.50 -537.50 -4718.75 960405 Short 1 -262.50 23512.49 -262.50 -4718.75 960408 Short 1 -393.75 23381.24 -393.75 -4718.75 960409 Short 1 112.50 23887.50 0.00 -4718.75 960410 Exit Short 1 225.00 24000.00 0.00 -4718.75 MFE = 225.00 MAE = -700.00 960425 Enter Short 1 237.50 24237.50 0.00 -4718.75 960426 Exit Short 1 225.00 24225.00 0.00 -4718.75 MFE = 237.50 MAE = 0.00 450.00 960529 Enter Long 1 112.50 24337.50 0.00 -4718.75 960530 Exit Long 1 225.00 24450.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 960614 Enter Long 1 -462.50 23987.49 -350.01 -4718.75 960617 Long 1 -87.50 24362.50 0.00 -4718.75 960618 Exit Long 1 225.00 24675.00 0.00 -4718.75 MFE = 225.00 MAE = -462.50 225.00 960716 Exit Long 1 225.00 24900.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 960725 Enter Long 1 -281.25 24618.75 0.00 -4718.75 960726 Long 1 -568.75 24331.25 -287.50 -4718.75 960729 Long 1 -393.75 24506.24 -112.50 -4718.75 960730 Long 1 -293.75 24606.25 -12.50 -4718.75 960731 Exit Long 1 225.00 25125.00 0.00 -4718.75 MFE = 225.00 MAE = -568.75 450.00 960809 Enter Long 1 -118.75 25006.25 -118.75 -4718.75 960812 Long 1 -143.75 24981.24 -143.75 -4718.75 960813 Long 1 -118.75 25006.25 -118.75 -4718.75 960814 Long 1 -518.75 24606.25 -518.75 -4718.75 960815 Long 1 -218.75 24906.25 -218.75 -4718.75 960816 Long 1 -556.25 24568.75 -556.25 -4718.75 960819 Long 1 -375.00 24750.00 -375.00 -4718.75 960820 Long 1 -437.50 24687.50 -437.50 -4718.75 960821 Long 1 -187.50 24937.49 -187.50 -4718.75 960822 Exit Long 1 -831.25 24293.75 -831.25 -4718.75 MFE = 0.00 MAE = -831.25 960822 Enter Short 1 -206.25 24087.49 -1037.50 -4718.75 960823 Short 1 -775.00 23518.75 -1606.25 -4718.75 960826 Short 1 -787.50 23506.24 -1618.75 -4718.75 960827 Short 1 -862.50 23431.25 -1693.75 -4718.75 960828 Short 1 -925.00 23368.74 -1756.25 -4718.75 960829 Short 1 -912.50 23381.25 -1743.75 -4718.75 960830 Short 1 -875.00 23418.74 -1706.25 -4718.75 -831.25 960902 Short 1 -587.50 23706.25 -1418.75 -4718.75 960903 Short 1 -687.50 23606.25 -1518.75 -4718.75 960904 Short 1 -918.75 23374.99 -1750.00 -4718.75 960905 Short 1 -650.00 23643.74 -1481.25 -4718.75 960906 Short 1 -400.00 23893.75 -1231.25 -4718.75 960909 Short 1 -175.00 24118.75 -1006.25 -4718.75 960910 Exit Short 1 225.00 24518.75 -606.25 -4718.75 MFE = 225.00 MAE = -925.00 225.00 961015 Enter Short 1 31.25 24549.99 -575.00 -4718.75 961016 Exit Short 1 225.00 24743.75 -381.25 -4718.75 MFE = 225.00 MAE = 0.00 961029 Enter Long 1 -231.25 24512.50 -612.50 -4718.75 961030 Long 1 -106.25 24637.50 -487.50 -4718.75 961031 Long 1 -425.00 24318.75 -806.25 -4718.75 225.00 961101 Long 1 -300.00 24443.75 -681.25 -4718.75 961104 Long 1 -125.00 24618.74 -506.25 -4718.75 961105 Long 1 -531.25 24212.49 -912.50 -4718.75 961106 Long 1 -518.75 24225.00 -900.00 -4718.75 961107 Long 1 -293.75 24450.00 -675.00 -4718.75 961108 Long 1 25.00 24768.75 -356.25 -4718.75 961111 Exit Long 1 225.00 24968.75 -156.25 -4718.75 MFE = 225.00 MAE = -531.25 961125 Enter Short 1 125.00 25093.75 -31.25 -4718.75 961126 Exit Short 1 225.00 25193.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 961203 Enter Short 1 -331.25 24862.50 -331.25 -4718.75 961204 Short 1 -100.00 25093.75 -100.00 -4718.75 961205 Short 1 -393.75 24800.00 -393.75 -4718.75 961206 Short 1 -606.25 24587.50 -606.25 -4718.75 961209 Short 1 -256.25 24937.50 -256.25 -4718.75 961210 Short 1 -193.75 25000.00 -193.75 -4718.75 961211 Short 1 -893.75 24300.00 -893.75 -4718.75 961212 Short 1 -693.75 24500.00 -693.75 -4718.75 961213 Short 1 -631.25 24562.49 -631.25 -4718.75 961216 Short 1 -368.75 24825.00 -368.75 -4718.75 961217 Short 1 -543.75 24649.99 -543.75 -4718.75 961218 Short 1 -37.50 25156.25 -37.50 -4718.75 961219 Exit Short 1 225.00 25418.75 0.00 -4718.75 MFE = 225.00 MAE = -893.75 225.00 970102 Enter Long 1 -56.25 25362.49 -56.25 -4718.75 970103 Exit Long 1 -818.75 24600.00 -818.75 -4718.75 MFE = 0.00 MAE = -818.75 970103 Enter Short 1 225.00 24824.99 -593.75 -4718.75 970106 Exit Short 1 387.50 24987.50 -431.25 -4718.75 MFE = 387.50 MAE = 0.00 970117 Enter Short 1 62.50 25050.00 -368.75 -4718.75 970120 Exit Short 1 487.50 25475.00 0.00 -4718.75 MFE = 487.50 MAE = 0.00 970122 Enter Short 1 12.50 25487.50 0.00 -4718.75 970123 Exit Short 1 293.75 25768.75 0.00 -4718.75 MFE = 293.75 MAE = 0.00 970128 Exit Short 1 225.00 25993.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 575.00 970203 Enter Short 1 -256.25 25737.50 0.00 -4718.75 970204 Short 1 -118.75 25875.00 0.00 -4718.75 970205 Short 1 -375.00 25618.75 -256.25 -4718.75 970206 Short 1 -118.75 25875.00 0.00 -4718.75 970207 Exit Short 1 225.00 26218.75 0.00 -4718.75 MFE = 225.00 MAE = -375.00 970211 Enter Short 1 137.50 26356.24 0.00 -4718.75 970212 Exit Short 1 225.00 26443.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 970226 Exit Short 1 225.00 26668.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 970304 Exit Short 1 225.00 26893.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 970327 Enter Long 1 206.25 27100.00 0.00 -4718.75 970328 Exit Long 1 300.00 27193.75 0.00 -4718.75 MFE = 300.00 MAE = 0.00 525.00 970407 Exit Short 1 225.00 27418.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 970509 Enter Long 1 -68.75 27350.00 0.00 -4718.75 970512 Long 1 -806.25 26612.49 -737.50 -4718.75 970513 Long 1 -112.50 27306.25 -43.75 -4718.75 970514 Long 1 -93.75 27325.00 -25.00 -4718.75 970515 Exit Long 1 225.00 27643.75 0.00 -4718.75 MFE = 225.00 MAE = -806.25 970520 Enter Long 1 150.00 27793.75 0.00 -4718.75 970521 Exit Long 1 225.00 27868.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 970602 Enter Short 1 -193.75 27674.99 -118.75 -4718.75 970603 Short 1 -293.75 27575.00 -218.75 -4718.75 970604 Short 1 -287.50 27581.24 -212.51 -4718.75 970605 Short 1 -225.00 27643.75 -150.00 -4718.75 970606 Exit Short 1 225.00 28093.75 0.00 -4718.75 MFE = 225.00 MAE = -293.75 225.00 970711 Enter Short 1 118.75 28212.50 0.00 -4718.75 970714 Exit Short 1 225.00 28318.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 970722 Exit Short 1 225.00 28543.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 970728 Enter Short 1 -87.50 28456.25 0.00 -4718.75 970729 Short 1 -237.50 28306.24 -150.00 -4718.75 970730 Short 1 -250.00 28293.75 -162.50 -4718.75 970731 Short 1 -225.00 28318.75 -137.50 -4718.75 450.00 970801 Exit Short 1 225.00 28768.75 0.00 -4718.75 MFE = 225.00 MAE = -250.00 970822 Enter Long 1 -287.50 28481.24 -287.50 -4718.75 970825 Long 1 -362.50 28406.25 -362.50 -4718.75 970826 Exit Long 1 225.00 28993.75 0.00 -4718.75 MFE = 225.00 MAE = -362.50 450.00 970911 Enter Long 1 50.00 29043.75 0.00 -4718.75 970912 Exit Long 1 225.00 29218.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 971017 Exit Short 1 225.00 29443.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 971028 Exit Long 1 225.00 29668.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 971118 Enter Long 1 -256.25 29412.50 0.00 -4718.75 971119 Long 1 -350.00 29318.75 -93.75 -4718.75 971120 Long 1 -600.00 29068.75 -343.75 -4718.75 971121 Long 1 -537.50 29131.25 -281.25 -4718.75 971124 Long 1 -556.25 29112.50 -300.00 -4718.75 971125 Long 1 -1062.50 28606.25 -806.25 -4718.75 971126 Long 1 -1550.00 28118.75 -1293.75 -4718.75 971127 Long 1 -1662.50 28006.25 -1406.25 -4718.75 971128 Long 1 -1587.50 28081.25 -1331.25 -4718.75 0.00 971201 Long 1 -2050.00 27618.75 -1793.75 -4718.75 971202 Long 1 -2131.25 27537.50 -1875.00 -4718.75 971203 Long 1 -1912.50 27756.25 -1656.25 -4718.75 971204 Long 1 -1893.75 27774.99 -1637.50 -4718.75 971205 Exit Long 1 -2362.50 27306.25 -2362.50 -4718.75 MFE = 0.00 MAE = -2362.50 971205 Enter Short 1 -18.75 27287.49 -2125.00 -4718.75 971208 Exit Short 1 225.00 27531.25 -2137.50 -4718.75 MFE = 225.00 MAE = -18.75 971211 Exit Long 1 225.00 27756.25 -1656.25 -4718.75 MFE = 225.00 MAE = 0.00 971229 Exit Short 1 225.00 27981.25 -1431.25 -4718.75 MFE = 225.00 MAE = 0.00 -1687.50 980105 Exit Short 1 225.00 28206.25 -1206.25 -4718.75 MFE = 225.00 MAE = 0.00 980123 Enter Long 1 -106.25 28100.00 -1312.50 -4718.75 980126 Exit Long 1 225.00 28431.25 -981.25 -4718.75 MFE = 225.00 MAE = -106.25 450.00 980223 Exit Long 1 225.00 28656.25 -756.25 -4718.75 MFE = 225.00 MAE = 0.00 225.00 980313 Enter Long 1 6.25 28662.50 -750.00 -4718.75 980316 Long 1 -56.25 28600.00 -812.50 -4718.75 980317 Long 1 -50.00 28606.24 -806.25 -4718.75 980318 Long 1 -243.75 28412.50 -1000.00 -4718.75 980319 Long 1 -450.00 28206.24 -1206.25 -4718.75 980320 Long 1 -406.25 28249.99 -1162.50 -4718.75 980323 Long 1 -181.25 28474.99 -937.50 -4718.75 980324 Long 1 -318.75 28337.49 -1075.00 -4718.75 980325 Long 1 -300.00 28356.25 -1056.25 -4718.75 980326 Long 1 -6.25 28649.99 -762.50 -4718.75 980327 Long 1 -212.50 28443.75 -968.75 -4718.75 980330 Exit Long 1 -675.00 27981.25 -1431.25 -4718.75 MFE = 6.25 MAE = -675.00 980330 Exit Short 1 225.00 28206.25 -1206.25 -4718.75 MFE = 225.00 MAE = 0.00 -450.00 980408 Exit Long 1 225.00 28431.25 -981.25 -4718.75 MFE = 225.00 MAE = 0.00 980414 Enter Long 1 93.75 28525.00 -887.50 -4718.75 980415 Exit Long 1 225.00 28656.25 -756.25 -4718.75 MFE = 225.00 MAE = 0.00 450.00 980501 Exit Long 1 225.00 28881.25 -531.25 -4718.75 MFE = 225.00 MAE = 0.00 980520 Enter Long 1 75.00 28956.24 -456.25 -4718.75 980521 Exit Long 1 225.00 29106.25 -306.25 -4718.75 MFE = 225.00 MAE = 0.00 980527 Enter Short 1 -112.50 28993.75 -418.75 -4718.75 980528 Short 1 -156.25 28950.00 -462.50 -4718.75 980529 Short 1 93.75 29200.00 -212.50 -4718.75 450.00 980601 Short 1 -250.00 28856.25 -556.25 -4718.75 980602 Short 1 -143.75 28962.49 -450.00 -4718.75 980603 Short 1 -606.25 28500.00 -912.50 -4718.75 980604 Short 1 -656.25 28450.00 -962.50 -4718.75 980605 Short 1 -400.00 28706.25 -706.25 -4718.75 980608 Short 1 -225.00 28881.24 -531.25 -4718.75 980609 Short 1 -212.50 28893.75 -518.75 -4718.75 980610 Exit Short 1 225.00 29331.25 -81.25 -4718.75 MFE = 225.00 MAE = -656.25 225.00 980707 Enter Short 1 -387.50 28943.74 -468.75 -4718.75 980708 Short 1 -275.00 29056.25 -356.25 -4718.75 980709 Short 1 50.00 29381.25 -31.25 -4718.75 980710 Short 1 -318.75 29012.50 -400.00 -4718.75 980713 Exit Short 1 -868.75 28462.50 -950.00 -4718.75 MFE = 50.00 MAE = -868.75 980713 Enter Long 1 0.00 28462.49 -950.00 -4718.75 980714 Long 1 -125.00 28337.50 -1075.00 -4718.75 980715 Long 1 50.00 28512.49 -900.00 -4718.75 980716 Exit Long 1 225.00 28687.50 -725.00 -4718.75 MFE = 225.00 MAE = -125.00 980724 Enter Long 1 37.50 28725.00 -687.50 -4718.75 980727 Long 1 -175.00 28512.50 -900.00 -4718.75 980728 Exit Long 1 225.00 28912.50 -500.00 -4718.75 MFE = 225.00 MAE = -175.00 -418.75 980826 Enter Short 1 -68.75 28843.75 -568.75 -4718.75 980827 Short 1 -500.00 28412.50 -1000.00 -4718.75 980828 Exit Short 1 -1337.50 27575.00 -1837.50 -4718.75 MFE = 0.00 MAE = -1337.50 980828 Exit Long 1 225.00 27800.00 -1612.50 -4718.75 MFE = 225.00 MAE = 0.00 -1112.50 980903 Enter Long 1 -306.25 27493.75 -1918.75 -4718.75 980904 Long 1 -475.00 27324.99 -2087.50 -4718.75 980907 Long 1 -250.00 27549.99 -1862.50 -4718.75 980908 Long 1 -537.50 27262.50 -2150.00 -4718.75 980909 Long 1 -181.25 27618.75 -1793.75 -4718.75 980910 Exit Long 1 225.00 28025.00 -1387.50 -4718.75 MFE = 225.00 MAE = -537.50 980917 Enter Long 1 -650.00 27374.99 -2037.50 -4718.75 980918 Long 1 -562.50 27462.50 -1950.00 -4718.75 980921 Exit Long 1 225.00 28250.00 -1162.50 -4718.75 MFE = 225.00 MAE = -650.00 980924 Enter Long 1 -181.25 28068.75 -1343.75 -4718.75 980925 Exit Long 1 225.00 28475.00 -937.50 -4718.75 MFE = 225.00 MAE = -181.25 675.00 981001 Exit Long 1 225.00 28700.00 -712.50 -4718.75 MFE = 225.00 MAE = 0.00 981002 Enter Long 1 -537.50 28162.50 -1250.00 -4718.75 981005 Exit Long 1 225.00 28925.00 -487.50 -4718.75 MFE = 225.00 MAE = -537.50 981007 Enter Long 1 -156.25 28768.75 -643.75 -4718.75 981008 Exit Long 1 225.00 29150.00 -262.50 -4718.75 MFE = 225.00 MAE = -156.25 981015 Enter Long 1 118.75 29268.75 -143.75 -4718.75 981016 Exit Long 1 225.00 29375.00 -37.50 -4718.75 MFE = 225.00 MAE = 0.00 900.00 981109 Enter Short 1 -12.50 29362.50 -50.00 -4718.75 981110 Short 1 -193.75 29181.25 -231.25 -4718.75 981111 Short 1 -875.00 28500.00 -912.50 -4718.75 981112 Exit Short 1 225.00 29600.00 0.00 -4718.75 MFE = 225.00 MAE = -875.00 981123 Enter Short 1 -118.75 29481.25 -118.75 -4718.75 981124 Short 1 -181.25 29418.75 -181.25 -4718.75 981125 Short 1 -212.50 29387.50 -212.50 -4718.75 981126 Short 1 -100.00 29500.00 -100.00 -4718.75 981127 Exit Short 1 225.00 29825.00 0.00 -4718.75 MFE = 225.00 MAE = -212.50 450.00 990104 Exit Long 1 225.00 30050.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 990106 Enter Short 1 -237.50 29812.50 -237.50 -4718.75 990107 Short 1 -762.50 29287.49 -762.50 -4718.75 990108 Exit Short 1 225.00 30275.00 0.00 -4718.75 MFE = 225.00 MAE = -762.50 990127 Exit Short 1 225.00 30500.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 990219 Exit Short 1 225.00 30725.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 990301 Enter Short 1 156.25 30881.25 0.00 -4718.75 990302 Exit Short 1 225.00 30950.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 990311 Enter Short 1 -1225.00 29724.99 -1156.25 -4718.75 990312 Short 1 -456.25 30493.74 -387.50 -4718.75 990315 Short 1 -618.75 30331.25 -550.00 -4718.75 990316 Short 1 -1012.50 29937.50 -943.75 -4718.75 990317 Short 1 -1000.00 29949.99 -931.25 -4718.75 990318 Short 1 -825.00 30124.99 -756.25 -4718.75 990319 Short 1 -368.75 30581.24 -300.00 -4718.75 990322 Short 1 -481.25 30468.75 -412.50 -4718.75 990323 Short 1 -481.25 30468.75 -412.50 -4718.75 990324 Short 1 -337.50 30612.50 -268.75 -4718.75 990325 Short 1 -43.75 30906.25 0.00 -4718.75 990326 Exit Short 1 225.00 31175.00 0.00 -4718.75 MFE = 225.00 MAE = -1225.00 450.00 990415 Enter Short 1 -6.25 31168.75 0.00 -4718.75 990416 Exit Short 1 225.00 31400.00 0.00 -4718.75 MFE = 225.00 MAE = -6.25 225.00 990505 Enter Long 1 112.50 31512.50 0.00 -4718.75 990506 Exit Long 1 225.00 31625.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 990526 Exit Short 1 225.00 31850.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 990602 Enter Short 1 -162.50 31687.49 0.00 -4718.75 990603 Short 1 31.25 31881.25 0.00 -4718.75 990604 Exit Short 1 225.00 32075.00 0.00 -4718.75 MFE = 225.00 MAE = -162.50 990614 Enter Short 1 100.00 32175.00 0.00 -4718.75 990615 Exit Short 1 225.00 32300.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 990701 Enter Short 1 -118.75 32181.24 0.00 -4718.75 990702 Short 1 -256.25 32043.74 -137.50 -4718.75 990705 Short 1 -6.25 32293.75 0.00 -4718.75 990706 Short 1 -137.50 32162.50 -131.25 -4718.75 990707 Short 1 -6.25 32293.75 0.00 -4718.75 990708 Exit Short 1 225.00 32525.00 0.00 -4718.75 MFE = 225.00 MAE = -256.25 990726 Enter Long 1 -281.25 32243.75 -50.00 -4718.75 990727 Long 1 -462.50 32062.50 -231.25 -4718.75 990728 Long 1 -187.50 32337.49 0.00 -4718.75 990729 Exit Long 1 225.00 32750.00 0.00 -4718.75 MFE = 225.00 MAE = -462.50 450.00 990804 Exit Long 1 225.00 32975.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 990819 Enter Long 1 81.25 33056.25 0.00 -4718.75 990820 Exit Long 1 225.00 33200.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 990831 Exit Long 1 225.00 33425.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 990910 Exit Short 1 225.00 33650.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 991012 Enter Long 1 6.25 33656.24 0.00 -4718.75 991013 Exit Long 1 225.00 33875.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 991104 Enter Short 1 -6.25 33868.75 0.00 -4718.75 991105 Short 1 -300.00 33574.99 -293.75 -4718.75 991108 Short 1 -81.25 33793.74 -75.00 -4718.75 991109 Short 1 -193.75 33681.25 -187.50 -4718.75 991110 Short 1 -443.75 33431.25 -437.50 -4718.75 991111 Short 1 -256.25 33618.74 -250.00 -4718.75 991112 Exit Short 1 225.00 34100.00 0.00 -4718.75 MFE = 225.00 MAE = -443.75 991124 Exit Short 1 225.00 34325.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 991206 Exit Long 1 225.00 34550.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 991227 Enter Short 1 56.25 34606.25 0.00 -4718.75 991228 Exit Short 1 225.00 34775.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 000103 Exit Long 1 225.00 35000.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 000127 Enter Short 1 75.00 35075.00 0.00 -4718.75 000128 Exit Short 1 225.00 35225.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 000222 Exit Long 1 225.00 35450.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 000228 Exit Short 1 225.00 35675.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 000404 Exit Long 1 225.00 35900.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 000425 Exit Short 1 225.00 36125.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 000503 Exit Short 1 225.00 36350.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 000526 Enter Long 1 -25.00 36325.00 0.00 -4718.75 000529 Long 1 -293.75 36056.25 -268.75 -4718.75 000530 Exit Long 1 225.00 36575.00 0.00 -4718.75 MFE = 225.00 MAE = -293.75 450.00 000602 Enter Long 1 -212.50 36362.50 -212.50 -4718.75 000605 Long 1 -93.75 36481.25 -93.75 -4718.75 000606 Exit Long 1 225.00 36800.00 0.00 -4718.75 MFE = 225.00 MAE = -212.50 000616 Enter Long 1 156.25 36956.25 0.00 -4718.75 000619 Exit Long 1 225.00 37025.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 000712 Enter Short 1 -6.25 37018.75 0.00 -4718.75 000713 Exit Short 1 225.00 37250.00 0.00 -4718.75 MFE = 225.00 MAE = -6.25 000718 Enter Short 1 -18.75 37231.25 0.00 -4718.75 000719 Exit Short 1 225.00 37475.00 0.00 -4718.75 MFE = 225.00 MAE = -18.75 450.00 000906 Exit Short 1 225.00 37700.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 001018 Enter Short 1 -193.75 37506.25 0.00 -4718.75 001019 Short 1 -462.50 37237.50 -268.75 -4718.75 001020 Short 1 -350.00 37350.00 -156.25 -4718.75 001023 Short 1 6.25 37706.25 0.00 -4718.75 001024 Short 1 18.75 37718.75 0.00 -4718.75 001025 Exit Short 1 225.00 37925.00 0.00 -4718.75 MFE = 225.00 MAE = -462.50 225.00 001127 Enter Long 1 137.50 38062.50 0.00 -4718.75 001128 Exit Long 1 225.00 38150.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 001214 Exit Long 1 225.00 38375.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 001220 Exit Long 1 225.00 38600.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 001222 Enter Long 1 -150.00 38450.00 0.00 -4718.75 001225 Long 1 -25.00 38575.00 0.00 -4718.75 001226 Exit Long 1 225.00 38825.00 0.00 -4718.75 MFE = 225.00 MAE = -150.00 001229 Exit Long 1 225.00 39050.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 900.00 010102 Enter Long 1 125.00 39175.00 0.00 -4718.75 010103 Exit Long 1 225.00 39275.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 010111 Exit Long 1 225.00 39500.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 010208 Enter Short 1 -31.25 39468.75 0.00 -4718.75 010209 Short 1 -443.75 39056.25 -412.50 -4718.75 010212 Short 1 -893.75 38606.25 -862.50 -4718.75 010213 Short 1 -137.50 39362.50 -106.25 -4718.75 010214 Short 1 -18.75 39481.25 0.00 -4718.75 010215 Exit Short 1 225.00 39725.00 0.00 -4718.75 MFE = 225.00 MAE = -893.75 225.00 010313 Exit Short 1 225.00 39950.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 010403 Enter Long 1 -62.50 39887.50 0.00 -4718.75 010404 Exit Long 1 225.00 40175.00 0.00 -4718.75 MFE = 225.00 MAE = -62.50 225.00 010522 Exit Short 1 225.00 40400.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 010531 Exit Short 1 225.00 40625.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 010628 Exit Short 1 225.00 40850.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 010705 Enter Short 1 -31.25 40818.75 0.00 -4718.75 010706 Short 1 -656.25 40193.75 -625.00 -4718.75 010709 Short 1 -925.00 39925.00 -893.75 -4718.75 010710 Short 1 -1162.50 39687.50 -1131.25 -4718.75 010711 Short 1 -1462.50 39387.50 -1431.25 -4718.75 010712 Short 1 -1075.00 39775.00 -1043.75 -4718.75 010713 Short 1 -1143.75 39706.25 -1112.50 -4718.75 010716 Short 1 -1031.25 39818.75 -1000.00 -4718.75 010717 Short 1 -1400.00 39450.00 -1368.75 -4718.75 010718 Exit Short 1 -2300.00 38550.00 -2300.00 -4718.75 MFE = 0.00 MAE = -2300.00 010718 Enter Long 1 18.75 38568.75 -2250.00 -4718.75 010719 Exit Long 1 225.00 38775.00 -2043.75 -4718.75 MFE = 225.00 MAE = 0.00 -2075.00 010809 Exit Long 1 225.00 39000.00 -1818.75 -4718.75 MFE = 225.00 MAE = 0.00 010815 Exit Long 1 225.00 39225.00 -1593.75 -4718.75 MFE = 225.00 MAE = 0.00 450.00 010904 Enter Short 1 -112.50 39112.50 -1706.25 -4718.75 010905 Short 1 75.00 39300.00 -1518.75 -4718.75 010906 Short 1 -637.50 38587.50 -2231.25 -4718.75 010907 Short 1 -1306.25 37918.75 -2900.00 -4718.75 010910 Short 1 -718.75 38506.25 -2312.50 -4718.75 010911 Short 1 -1775.00 37450.00 -3368.75 -4718.75 010912 Short 1 -1287.50 37937.50 -2881.25 -4718.75 010913 Short 1 -1568.75 37656.25 -3162.50 -4718.75 010914 Short 1 -2175.00 37050.00 -3768.75 -4718.75 010917 Short 1 -2331.25 36893.75 -3925.00 -4718.75 010918 Short 1 -2568.75 36656.25 -4162.50 -4718.75 010919 Short 1 -2581.25 36643.75 -4175.00 -4718.75 010920 Short 1 -2543.75 36681.25 -4137.50 -4718.75 010921 Short 1 -1756.25 37468.75 -3350.00 -4718.75 010924 Short 1 -1906.25 37318.75 -3500.00 -4718.75 010925 Short 1 -2243.75 36981.25 -3837.50 -4718.75 010926 Short 1 -2337.50 36887.50 -3931.25 -4718.75 010927 Short 1 -1975.00 37250.00 -3568.75 -4718.75 010928 Short 1 -1493.75 37731.25 -3087.50 -4718.75 0.00 011001 Short 1 -1931.25 37293.75 -3525.00 -4718.75 011002 Short 1 -2037.50 37187.50 -3631.25 -4718.75 011003 Short 1 -1706.25 37518.75 -3300.00 -4718.75 011004 Short 1 -1981.25 37243.75 -3575.00 -4718.75 011005 Short 1 -2018.75 37206.25 -3612.50 -4718.75 011008 Short 1 -2200.00 37025.00 -3793.75 -4718.75 011009 Short 1 -1637.50 37587.50 -3231.25 -4718.75 011010 Short 1 -1500.00 37725.00 -3093.75 -4718.75 011011 Short 1 -993.75 38231.25 -2587.50 -4718.75 011012 Short 1 -1550.00 37675.00 -3143.75 -4718.75 011015 Short 1 -1400.00 37825.00 -2993.75 -4718.75 011016 Short 1 -1375.00 37850.00 -2968.75 -4718.75 011017 Short 1 -1087.50 38137.50 -2681.25 -4718.75 011018 Short 1 -1106.25 38118.75 -2700.00 -4718.75 011019 Short 1 -775.00 38450.00 -2368.75 -4718.75 011022 Short 1 -381.25 38843.75 -1975.00 -4718.75 011023 Short 1 -256.25 38968.75 -1850.00 -4718.75 011024 Short 1 -493.75 38731.25 -2087.50 -4718.75 011025 Short 1 -393.75 38831.25 -1987.50 -4718.75 011026 Short 1 -443.75 38781.25 -2037.50 -4718.75 011029 Short 1 -1162.50 38062.50 -2756.25 -4718.75 011030 Short 1 -1150.00 38075.00 -2743.75 -4718.75 011031 Short 1 -850.00 38375.00 -2443.75 -4718.75 0.00 011101 Short 1 -1031.25 38193.75 -2625.00 -4718.75 011102 Short 1 -1012.50 38212.50 -2606.25 -4718.75 011105 Short 1 -743.75 38481.25 -2337.50 -4718.75 011106 Short 1 -556.25 38668.75 -2150.00 -4718.75 011107 Short 1 -768.75 38456.25 -2362.50 -4718.75 011108 Short 1 -412.50 38812.50 -2006.25 -4718.75 011109 Short 1 -506.25 38718.75 -2100.00 -4718.75 011112 Short 1 -518.75 38706.25 -2112.50 -4718.75 011113 Exit Short 1 225.00 39450.00 -1368.75 -4718.75 MFE = 225.00 MAE = -2581.25 225.00 011214 Enter Long 1 56.25 39506.25 -1312.50 -4718.75 011217 Exit Long 1 225.00 39675.00 -1143.75 -4718.75 MFE = 225.00 MAE = 0.00 011221 Enter Short 1 -37.50 39637.50 -1181.25 -4718.75 011224 Exit Short 1 225.00 39900.00 -918.75 -4718.75 MFE = 225.00 MAE = -37.50 450.00 020102 Exit Long 1 225.00 40125.00 -693.75 -4718.75 MFE = 225.00 MAE = 0.00 020115 Exit Short 1 225.00 40350.00 -468.75 -4718.75 MFE = 225.00 MAE = 0.00 020123 Enter Short 1 -50.00 40300.00 -518.75 -4718.75 020124 Short 1 43.75 40393.75 -425.00 -4718.75 020125 Exit Short 1 225.00 40575.00 -243.75 -4718.75 MFE = 225.00 MAE = -50.00 675.00 020314 Enter Long 1 -362.50 40212.50 -606.25 -4718.75 020315 Long 1 -68.75 40506.25 -312.50 -4718.75 020318 Long 1 -75.00 40500.00 -318.75 -4718.75 020319 Long 1 -68.75 40506.25 -312.50 -4718.75 020320 Long 1 37.50 40612.50 -206.25 -4718.75 020321 Long 1 -100.00 40475.00 -343.75 -4718.75 020322 Long 1 -437.50 40137.50 -681.25 -4718.75 020325 Long 1 -368.75 40206.25 -612.50 -4718.75 020326 Long 1 -412.50 40162.50 -656.25 -4718.75 020327 Long 1 -675.00 39900.00 -918.75 -4718.75 020328 Long 1 -781.25 39793.75 -1025.00 -4718.75 0.00 020401 Long 1 -193.75 40381.25 -437.50 -4718.75 020402 Long 1 -268.75 40306.25 -512.50 -4718.75 020403 Long 1 -156.25 40418.75 -400.00 -4718.75 020404 Long 1 -368.75 40206.25 -612.50 -4718.75 020405 Long 1 -281.25 40293.75 -525.00 -4718.75 020408 Long 1 -593.75 39981.25 -837.50 -4718.75 020409 Long 1 -193.75 40381.25 -437.50 -4718.75 020410 Long 1 -200.00 40375.00 -443.75 -4718.75 020411 Long 1 -31.25 40543.75 -275.00 -4718.75 020412 Long 1 -225.00 40350.00 -468.75 -4718.75 020415 Long 1 -181.25 40393.75 -425.00 -4718.75 020416 Long 1 -118.75 40456.25 -362.50 -4718.75 020417 Exit Long 1 225.00 40800.00 -18.75 -4718.75 MFE = 225.00 MAE = -781.25 020425 Enter Long 1 6.25 40806.25 -12.50 -4718.75 020426 Long 1 187.50 40987.50 0.00 -4718.75 020429 Exit Long 1 225.00 41025.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 020501 Enter Long 1 -150.00 40875.00 -112.50 -4718.75 020502 Long 1 -293.75 40731.25 -256.25 -4718.75 020503 Exit Long 1 225.00 41250.00 0.00 -4718.75 MFE = 225.00 MAE = -293.75 225.00 020614 Enter Long 1 -306.25 40943.75 -306.25 -4718.75 020617 Long 1 -393.75 40856.25 -393.75 -4718.75 020618 Long 1 43.75 41293.75 0.00 -4718.75 020619 Exit Long 1 225.00 41475.00 0.00 -4718.75 MFE = 225.00 MAE = -393.75 020620 Enter Long 1 18.75 41493.75 0.00 -4718.75 020621 Exit Long 1 225.00 41700.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 020624 Enter Long 1 -437.50 41262.50 -231.25 -4718.75 020625 Long 1 0.00 41700.00 0.00 -4718.75 020626 Exit Long 1 225.00 41925.00 0.00 -4718.75 MFE = 225.00 MAE = -437.50 675.00 020708 Exit Long 1 225.00 42150.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 020709 Exit Long 1 225.00 42375.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 020715 Exit Long 1 225.00 42600.00 0.00 -4718.75 MFE = 225.00 MAE = 0.00 020719 Enter Long 1 -250.00 42350.00 0.00 -4718.75 020722 Long 1 -712.50 41887.50 -462.50 -4718.75 020723 Exit Long 1 -1831.25 40768.75 -1831.25 -4718.75 MFE = 0.00 MAE = -1831.25 020723 Exit Short 1 225.00 40993.75 -1606.25 -4718.75 MFE = 225.00 MAE = 0.00 -931.25 020806 Exit Short 1 225.00 41218.75 -1381.25 -4718.75 MFE = 225.00 MAE = 0.00 225.00 021004 Enter Short 1 25.00 41243.75 -1106.25 -4718.75 021007 Short 1 -243.75 40975.00 -1375.00 -4718.75 021008 Short 1 56.25 41275.00 -1075.00 -4718.75 021009 Short 1 -656.25 40562.50 -1787.50 -4718.75 021010 Short 1 -331.25 40887.50 -1462.50 -4718.75 021011 Short 1 -493.75 40725.00 -1625.00 -4718.75 021014 Short 1 -475.00 40743.75 -1606.25 -4718.75 021015 Short 1 -125.00 41093.75 -1256.25 -4718.75 021016 Short 1 -125.00 41093.75 -1256.25 -4718.75 021017 Exit Short 1 225.00 41443.75 -906.25 -4718.75 MFE = 225.00 MAE = -656.25 021028 Enter Long 1 -31.25 41412.50 -937.50 -4718.75 021029 Exit Long 1 225.00 41668.75 -681.25 -4718.75 MFE = 225.00 MAE = -31.25 450.00 021206 Enter Long 1 31.25 41700.00 -650.00 -4718.75 021209 Long 1 75.00 41743.75 -606.25 -4718.75 021210 Exit Long 1 225.00 41893.75 -456.25 -4718.75 MFE = 225.00 MAE = 0.00 021212 Enter Long 1 68.75 41962.50 -387.50 -4718.75 021213 Exit Long 1 225.00 42118.75 -231.25 -4718.75 MFE = 225.00 MAE = 0.00 450.00 030108 Enter Long 1 -25.00 42093.75 -256.25 -4718.75 030109 Long 1 -93.75 42025.00 -325.00 -4718.75 030110 Exit Long 1 225.00 42343.75 -6.25 -4718.75 MFE = 225.00 MAE = -93.75 030117 Enter Long 1 -37.50 42306.24 -43.75 -4718.75 030120 Long 1 12.50 42356.24 0.00 -4718.75 030121 Exit Long 1 225.00 42568.75 0.00 -4718.75 MFE = 225.00 MAE = -37.50 030124 Enter Long 1 50.00 42618.75 0.00 -4718.75 030127 Exit Long 1 225.00 42793.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 030204 Exit Long 1 225.00 43018.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030213 Enter Long 1 -81.25 42937.50 0.00 -4718.75 030214 Long 1 -331.25 42687.49 -250.00 -4718.75 030217 Long 1 -662.50 42356.25 -581.25 -4718.75 030218 Long 1 -950.00 42068.75 -868.75 -4718.75 030219 Long 1 -581.25 42437.50 -500.00 -4718.75 030220 Long 1 -150.00 42868.74 -68.75 -4718.75 030221 Long 1 -418.75 42599.99 -337.50 -4718.75 030224 Long 1 -300.00 42718.75 -218.75 -4718.75 030225 Long 1 -506.25 42512.49 -425.00 -4718.75 030226 Long 1 -356.25 42662.50 -275.00 -4718.75 030227 Long 1 -581.25 42437.50 -500.00 -4718.75 030228 Long 1 -225.00 42793.75 -143.75 -4718.75 225.00 030303 Exit Long 1 225.00 43243.75 0.00 -4718.75 MFE = 225.00 MAE = -950.00 030313 Exit Short 1 225.00 43468.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 030416 Enter Long 1 43.75 43512.50 0.00 -4718.75 030417 Exit Long 1 225.00 43693.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030422 Enter Long 1 -156.25 43537.50 0.00 -4718.75 030423 Long 1 -168.75 43525.00 -12.49 -4718.75 030424 Exit Long 1 225.00 43918.75 0.00 -4718.75 MFE = 225.00 MAE = -168.75 450.00 030506 Exit Long 1 225.00 44143.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030508 Enter Long 1 -31.25 44112.50 -31.25 -4718.75 030509 Long 1 -62.50 44081.24 -62.50 -4718.75 030512 Exit Long 1 225.00 44368.75 0.00 -4718.75 MFE = 225.00 MAE = -62.50 030516 Exit Long 1 225.00 44593.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030519 Exit Long 1 225.00 44818.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030523 Exit Long 1 225.00 45043.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030526 Enter Long 1 106.25 45149.99 0.00 -4718.75 030527 Exit Long 1 225.00 45268.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030529 Exit Long 1 225.00 45493.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 1575.00 030605 Exit Long 1 225.00 45718.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 030707 Exit Short 1 225.00 45943.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030711 Enter Short 1 -225.00 45718.75 0.00 -4718.75 030714 Short 1 -12.50 45931.24 0.00 -4718.75 030715 Exit Short 1 225.00 46168.75 0.00 -4718.75 MFE = 225.00 MAE = -225.00 030731 Enter Short 1 18.75 46187.49 0.00 -4718.75 450.00 030801 Exit Short 1 225.00 46393.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030821 Exit Short 1 225.00 46618.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 030902 Exit Short 1 225.00 46843.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030922 Enter Long 1 -31.25 46812.50 0.00 -4718.75 030923 Exit Long 1 225.00 47068.75 0.00 -4718.75 MFE = 225.00 MAE = -31.25 030929 Exit Long 1 225.00 47293.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 030930 Exit Long 1 225.00 47518.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 900.00 031006 Enter Long 1 6.25 47525.00 0.00 -4718.75 031007 Exit Long 1 225.00 47743.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 031022 Enter Long 1 50.00 47793.75 0.00 -4718.75 031023 Exit Long 1 225.00 47968.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 031118 Enter Long 1 50.00 48018.75 0.00 -4718.75 031119 Long 1 -393.75 47575.00 -443.75 -4718.75 031120 Long 1 -175.00 47793.75 -225.00 -4718.75 031121 Long 1 -200.00 47768.74 -250.00 -4718.75 031124 Long 1 -1137.50 46831.24 -1187.50 -4718.75 031125 Long 1 -1037.50 46931.25 -1087.50 -4718.75 031126 Long 1 -68.75 47900.00 -118.75 -4718.75 031127 Long 1 -243.75 47724.99 -293.75 -4718.75 031128 Exit Long 1 225.00 48193.75 0.00 -4718.75 MFE = 225.00 MAE = -1137.50 225.00 031202 Enter Long 1 -100.00 48093.74 -100.00 -4718.75 031203 Exit Long 1 225.00 48418.75 0.00 -4718.75 MFE = 225.00 MAE = -100.00 031208 Enter Long 1 -87.50 48331.25 -87.50 -4718.75 031209 Long 1 37.50 48456.25 0.00 -4718.75 031210 Long 1 -143.75 48275.00 -181.25 -4718.75 031211 Long 1 -143.75 48275.00 -181.25 -4718.75 031212 Exit Long 1 225.00 48643.75 0.00 -4718.75 MFE = 225.00 MAE = -143.75 031229 Enter Long 1 -81.25 48562.50 -81.25 -4718.75 031230 Exit Long 1 225.00 48868.75 0.00 -4718.75 MFE = 225.00 MAE = -81.25 031231 Exit Long 1 225.00 49093.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 900.00 040106 Exit Long 1 225.00 49318.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 040109 Enter Long 1 -75.00 49243.75 -75.00 -4718.75 040112 Long 1 -725.00 48593.74 -725.00 -4718.75 040113 Long 1 -656.25 48662.50 -656.25 -4718.75 040114 Long 1 -1275.00 48043.75 -1275.00 -4718.75 040115 Long 1 -1768.75 47550.00 -1768.75 -4718.75 040116 Long 1 -2993.75 46325.00 -2993.75 -4718.75 040119 Long 1 -3156.25 46162.50 -3156.25 -4718.75 040120 Long 1 -1756.25 47562.49 -1756.25 -4718.75 040121 Long 1 -1393.75 47924.99 -1393.75 -4718.75 040122 Long 1 -912.50 48406.25 -912.50 -4718.75 040123 Long 1 -1643.75 47675.00 -1643.75 -4718.75 040126 Long 1 -2393.75 46925.00 -2393.75 -4718.75 040127 Long 1 -1412.50 47906.25 -1412.50 -4718.75 040128 Long 1 -2231.25 47087.50 -2231.25 -4718.75 040129 Long 1 -2843.75 46475.00 -2843.75 -4718.75 040130 Long 1 -2393.75 46925.00 -2393.75 -4718.75 225.00 040202 Long 1 -2812.50 46506.25 -2812.50 -4718.75 040203 Long 1 -2025.00 47293.74 -2025.00 -4718.75 040204 Long 1 -2031.25 47287.50 -2031.25 -4718.75 040205 Long 1 -1968.75 47350.00 -1968.75 -4718.75 040206 Long 1 -981.25 48337.50 -981.25 -4718.75 040209 Long 1 -1081.25 48237.49 -1081.25 -4718.75 040210 Long 1 -981.25 48337.50 -981.25 -4718.75 040211 Long 1 -237.50 49081.25 -237.50 -4718.75 040212 Long 1 -337.50 48981.25 -337.50 -4718.75 040213 Long 1 -725.00 48593.74 -725.00 -4718.75 040216 Long 1 -543.75 48774.99 -543.75 -4718.75 040217 Long 1 -137.50 49181.24 -137.50 -4718.75 040218 Exit Long 1 225.00 49543.75 0.00 -4718.75 MFE = 225.00 MAE = -3156.25 225.00 040302 Exit Short 1 225.00 49768.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 040324 Enter Short 1 43.75 49812.50 0.00 -4718.75 040325 Short 1 -62.50 49706.24 -106.25 -4718.75 040326 Exit Short 1 225.00 49993.75 0.00 -4718.75 MFE = 225.00 MAE = -62.50 450.00 040402 Exit Short 1 225.00 50218.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 040413 Enter Short 1 -6.25 50212.49 -6.25 -4718.75 040414 Exit Short 1 225.00 50443.75 0.00 -4718.75 MFE = 225.00 MAE = -6.25 040420 Enter Short 1 25.00 50468.75 0.00 -4718.75 040421 Exit Short 1 225.00 50668.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 040527 Enter Long 1 -106.25 50562.50 0.00 -4718.75 040528 Long 1 -450.00 50218.75 -343.75 -4718.75 040531 Long 1 -587.50 50081.25 -481.26 -4718.75 0.00 040601 Long 1 -343.75 50325.00 -237.50 -4718.75 040602 Long 1 -443.75 50225.00 -337.50 -4718.75 040603 Long 1 -343.75 50325.00 -237.50 -4718.75 040604 Long 1 -6.25 50662.49 0.00 -4718.75 040607 Exit Long 1 225.00 50893.75 0.00 -4718.75 MFE = 225.00 MAE = -587.50 225.00 040806 Exit Long 1 225.00 51118.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 040823 Enter Short 1 175.00 51293.75 0.00 -4718.75 040824 Exit Short 1 225.00 51343.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 040921 Exit Long 1 225.00 51568.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 040930 Exit Long 1 225.00 51793.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 041008 Exit Long 1 225.00 52018.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 041025 Exit Long 1 225.00 52243.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 041103 Enter Long 1 37.50 52281.25 0.00 -4718.75 041104 Exit Long 1 225.00 52468.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 041203 Exit Long 1 225.00 52693.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 041223 Enter Long 1 43.75 52737.50 0.00 -4718.75 041224 Exit Long 1 225.00 52918.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 050125 Enter Short 1 -68.75 52850.00 0.00 -4718.75 050126 Short 1 -681.25 52237.49 -612.50 -4718.75 050127 Short 1 -487.50 52431.25 -418.75 -4718.75 050128 Short 1 -493.75 52425.00 -425.00 -4718.75 050131 Short 1 -431.25 52487.50 -362.50 -4718.75 0.00 050201 Short 1 -531.25 52387.50 -462.50 -4718.75 050202 Short 1 -456.25 52462.49 -387.50 -4718.75 050203 Short 1 -81.25 52837.50 -12.50 -4718.75 050204 Exit Short 1 225.00 53143.75 0.00 -4718.75 MFE = 225.00 MAE = -681.25 050222 Exit Long 1 225.00 53368.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 050304 Enter Long 1 50.00 53418.75 0.00 -4718.75 050307 Long 1 -137.50 53231.25 -187.50 -4718.75 050308 Exit Long 1 225.00 53593.75 0.00 -4718.75 MFE = 225.00 MAE = -137.50 225.00 050412 Enter Short 1 -300.00 53293.75 -300.00 -4718.75 050413 Short 1 -250.00 53343.75 -250.00 -4718.75 050414 Exit Short 1 225.00 53818.75 0.00 -4718.75 MFE = 225.00 MAE = -300.00 225.00 050520 Enter Short 1 -75.00 53743.75 -75.00 -4718.75 050523 Short 1 -268.75 53550.00 -268.75 -4718.75 050524 Short 1 -256.25 53562.50 -256.25 -4718.75 050525 Short 1 -375.00 53443.74 -375.00 -4718.75 050526 Exit Short 1 225.00 54043.75 0.00 -4718.75 MFE = 225.00 MAE = -375.00 050531 Exit Short 1 225.00 54268.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 050623 Enter Short 1 6.25 54275.00 0.00 -4718.75 050624 Exit Short 1 225.00 54493.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 050701 Enter Short 1 125.00 54618.75 0.00 -4718.75 050704 Exit Short 1 225.00 54718.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 050707 Enter Long 1 -600.00 54118.74 -500.00 -4718.75 050708 Long 1 -543.75 54175.00 -443.75 -4718.75 050711 Exit Long 1 225.00 54943.75 0.00 -4718.75 MFE = 225.00 MAE = -600.00 050712 Enter Long 1 -112.50 54831.25 -112.50 -4718.75 050713 Long 1 -1037.50 53906.24 -1037.50 -4718.75 050714 Long 1 -1006.25 53937.50 -1006.25 -4718.75 050715 Long 1 -1325.00 53618.75 -1325.00 -4718.75 050718 Long 1 -1262.50 53681.24 -1262.50 -4718.75 050719 Long 1 -1350.00 53593.74 -1350.00 -4718.75 050720 Long 1 -631.25 54312.49 -631.25 -4718.75 050721 Long 1 -543.75 54399.99 -543.75 -4718.75 050722 Long 1 -1181.25 53762.50 -1181.25 -4718.75 050725 Long 1 -1131.25 53812.49 -1131.25 -4718.75 050726 Long 1 -1493.75 53450.00 -1493.75 -4718.75 050727 Long 1 -1106.25 53837.50 -1106.25 -4718.75 050728 Long 1 -737.50 54206.25 -737.50 -4718.75 050729 Long 1 -818.75 54124.99 -818.75 -4718.75 450.00 050801 Long 1 -400.00 54543.75 -400.00 -4718.75 050802 Long 1 -356.25 54587.50 -356.25 -4718.75 050803 Exit Long 1 225.00 55168.75 0.00 -4718.75 MFE = 225.00 MAE = -1493.75 225.00 051003 Exit Short 1 225.00 55393.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 225.00 051220 Enter Short 1 -125.00 55268.75 -125.00 -4718.75 051221 Exit Short 1 225.00 55618.75 0.00 -4718.75 MFE = 225.00 MAE = -125.00 051228 Enter Long 1 -531.25 55087.50 -531.25 -4718.75 051229 Long 1 -450.00 55168.75 -450.00 -4718.75 051230 Long 1 -518.75 55100.00 -518.75 -4718.75 225.00 060102 Long 1 -593.75 55025.00 -593.75 -4718.75 060103 Exit Long 1 225.00 55843.75 0.00 -4718.75 MFE = 225.00 MAE = -593.75 060123 Exit Long 1 225.00 56068.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 060316 Enter Long 1 12.50 56081.24 0.00 -4718.75 060317 Long 1 168.75 56237.50 0.00 -4718.75 060320 Long 1 -25.00 56043.75 -193.75 -4718.75 060321 Long 1 -493.75 55575.00 -662.50 -4718.75 060322 Long 1 -581.25 55487.50 -750.00 -4718.75 060323 Long 1 -1237.50 54831.25 -1406.25 -4718.75 060324 Long 1 -881.25 55187.50 -1050.00 -4718.75 060327 Long 1 -1012.50 55056.25 -1181.25 -4718.75 060328 Long 1 -962.50 55106.25 -1131.25 -4718.75 060329 Long 1 -875.00 55193.75 -1043.75 -4718.75 060330 Long 1 -68.75 56000.00 -237.50 -4718.75 060331 Long 1 -350.00 55718.74 -518.75 -4718.75 0.00 060403 Long 1 -193.75 55875.00 -362.50 -4718.75 060404 Exit Long 1 225.00 56293.75 0.00 -4718.75 MFE = 225.00 MAE = -1237.50 060417 Exit Long 1 225.00 56518.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 060427 Enter Long 1 37.50 56556.25 0.00 -4718.75 060428 Exit Long 1 225.00 56743.75 0.00 -4718.75 MFE = 225.00 MAE = 0.00 675.00 060510 Enter Long 1 -193.75 56550.00 -6.25 -4718.75 060511 Exit Long 1 225.00 56968.75 0.00 -4718.75 MFE = 225.00 MAE = -193.75 060512 Enter Long 1 -43.75 56925.00 -43.75 -4718.75 060515 Exit Long 1 225.00 57193.75 0.00 -4718.75 MFE = 225.00 MAE = -43.75 060530 Enter Long 1 -112.50 57081.25 -112.50 -4718.75 060531 Long 1 -500.00 56693.75 -500.00 -4718.75 450.00 060601 Long 1 -518.75 56675.00 -518.75 -4718.75 060602 Exit Long 1 225.00 57418.75 0.00 -4718.75 MFE = 225.00 MAE = -518.75 225.00 060821 Enter Long 1 -181.25 57237.50 -181.25 -4718.75 060822 Long 1 -768.75 56650.00 -768.75 -4718.75 060823 Long 1 -881.25 56537.50 -881.25 -4718.75 060824 Long 1 -1018.75 56400.00 -1018.75 -4718.75 060825 Long 1 -1062.50 56356.25 -1062.50 -4718.75 060828 Long 1 -906.25 56512.49 -906.25 -4718.75 060829 Long 1 -631.25 56787.50 -631.25 -4718.75 060830 Long 1 -568.75 56850.00 -568.75 -4718.75 060831 Long 1 -681.25 56737.50 -681.25 -4718.75 0.00 060901 Long 1 -531.25 56887.50 -531.25 -4718.75 060904 Long 1 -318.75 57100.00 -318.75 -4718.75 060905 Long 1 -643.75 56774.99 -643.75 -4718.75 060906 Long 1 -718.75 56700.00 -718.75 -4718.75 060907 Exit Long 1 -1318.75 56100.00 -1318.75 -4718.75 MFE = 0.00 MAE = -1318.75 060907 Enter Short 1 -100.00 56000.00 -1418.75 -4718.75 060908 Exit Short 1 225.00 56325.00 -1093.75 -4718.75 MFE = 225.00 MAE = -100.00 -1093.75 061006 Enter Short 1 25.00 56350.00 -1068.75 -4718.75 061009 Short 1 18.75 56343.75 -1075.00 -4718.75 061010 Exit Short 1 225.00 56550.00 -868.75 -4718.75 MFE = 225.00 MAE = 0.00 061019 Enter Long 1 25.00 56574.99 -843.75 -4718.75 061020 Long 1 -25.00 56524.99 -893.75 -4718.75 061023 Long 1 -456.25 56093.75 -1325.00 -4718.75 061024 Long 1 -412.50 56137.50 -1281.25 -4718.75 061025 Long 1 -81.25 56468.75 -950.00 -4718.75 061026 Exit Long 1 225.00 56775.00 -643.75 -4718.75 MFE = 225.00 MAE = -456.25 450.00 061122 Enter Long 1 68.75 56843.75 -575.00 -4718.75 061123 Exit Long 1 225.00 57000.00 -418.75 -4718.75 MFE = 225.00 MAE = 0.00 061124 Enter Long 1 112.50 57112.49 -306.25 -4718.75 061127 Exit Long 1 506.25 57506.25 0.00 -4718.75 MFE = 506.25 MAE = 0.00 061130 Enter Long 1 -37.50 57468.74 -37.50 -4718.75 731.25 061201 Exit Long 1 225.00 57731.25 0.00 -4718.75 MFE = 225.00 MAE = -37.50 061208 Enter Long 1 -950.00 56781.25 -950.00 -4718.75 061211 Long 1 -731.25 57000.00 -731.25 -4718.75 061212 Long 1 -481.25 57250.00 -481.25 -4718.75 061213 Long 1 -931.25 56799.99 -931.25 -4718.75 061214 Long 1 -1306.25 56425.00 -1306.25 -4718.75 061215 Long 1 -1718.75 56012.50 -1718.75 -4718.75 061218 Long 1 -1600.00 56131.25 -1600.00 -4718.75 061219 Long 1 -1037.50 56693.75 -1037.50 -4718.75 061220 Long 1 -1150.00 56581.25 -1150.00 -4718.75 061221 Long 1 -1187.50 56543.75 -1187.50 -4718.75 061222 Long 1 -1362.50 56368.75 -1362.50 -4718.75 061225 Long 1 -1418.75 56312.50 -1418.75 -4718.75 061226 Long 1 -1625.00 56106.25 -1625.00 -4718.75 061227 Long 1 -1462.50 56268.75 -1462.50 -4718.75 061228 Long 1 -1318.75 56412.50 -1318.75 -4718.75 061229 Long 1 -1006.25 56725.00 -1006.25 -4718.75 225.00 070102 Long 1 -525.00 57206.25 -525.00 -4718.75 070103 Long 1 -1231.25 56500.00 -1231.25 -4718.75 070104 Long 1 -1737.50 55993.75 -1737.50 -4718.75 070105 Long 1 -2181.25 55550.00 -2181.25 -4718.75 070108 Long 1 -2112.50 55618.75 -2112.50 -4718.75 070109 Long 1 -2218.75 55512.50 -2218.75 -4718.75 070110 Long 1 -2618.75 55112.50 -2618.75 -4718.75 070111 Long 1 -2900.00 54831.25 -2900.00 -4718.75 070112 Long 1 -2750.00 54981.25 -2750.00 -4718.75 070115 Long 1 -2631.25 55100.00 -2631.25 -4718.75 070116 Long 1 -2731.25 54999.99 -2731.25 -4718.75 070117 Long 1 -2650.00 55081.25 -2650.00 -4718.75 070118 Long 1 -2456.25 55275.00 -2456.25 -4718.75 070119 Long 1 -2456.25 55275.00 -2456.25 -4718.75 070122 Long 1 -2562.50 55168.75 -2562.50 -4718.75 070123 Long 1 -2068.75 55662.50 -2068.75 -4718.75 070124 Long 1 -2500.00 55231.25 -2500.00 -4718.75 070125 Long 1 -2637.50 55093.74 -2637.50 -4718.75 070126 Long 1 -2775.00 54956.24 -2775.00 -4718.75 070129 Long 1 -2543.75 55187.50 -2543.75 -4718.75 070130 Long 1 -2468.75 55262.50 -2468.75 -4718.75 070131 Long 1 -2031.25 55700.00 -2031.25 -4718.75 0.00 070201 Long 1 -2100.00 55631.24 -2100.00 -4718.75 070202 Long 1 -2431.25 55300.00 -2431.25 -4718.75 070205 Long 1 -2693.75 55037.50 -2693.75 -4718.75 070206 Long 1 -2343.75 55387.50 -2343.75 -4718.75 070207 Long 1 -2187.50 55543.75 -2187.50 -4718.75 070208 Long 1 -1993.75 55737.50 -1993.75 -4718.75 070209 Long 1 -2212.50 55518.75 -2212.50 -4718.75 070212 Long 1 -2437.50 55293.75 -2437.50 -4718.75 070213 Long 1 -2031.25 55700.00 -2031.25 -4718.75 070214 Long 1 -1437.50 56293.75 -1437.50 -4718.75 070215 Long 1 -1331.25 56400.00 -1331.25 -4718.75 070216 Long 1 -1381.25 56349.99 -1381.25 -4718.75 070219 Long 1 -1262.50 56468.75 -1262.50 -4718.75 070220 Long 1 -1368.75 56362.50 -1368.75 -4718.75 070221 Long 1 -1375.00 56356.25 -1375.00 -4718.75 070222 Long 1 -1475.00 56256.24 -1475.00 -4718.75 070223 Long 1 -1212.50 56518.75 -1212.50 -4718.75 070226 Long 1 -1093.75 56637.50 -1093.75 -4718.75 070227 Long 1 -687.50 57043.75 -687.50 -4718.75 070228 Long 1 -800.00 56931.24 -800.00 -4718.75 0.00 070301 Long 1 -1050.00 56681.25 -1050.00 -4718.75 070302 Long 1 -1037.50 56693.75 -1037.50 -4718.75 070305 Long 1 -1643.75 56087.50 -1643.75 -4718.75 070306 Long 1 -1462.50 56268.75 -1462.50 -4718.75 070307 Long 1 -1125.00 56606.25 -1125.00 -4718.75 070308 Long 1 -1406.25 56325.00 -1406.25 -4718.75 070309 Long 1 -1525.00 56206.25 -1525.00 -4718.75 070312 Long 1 -1125.00 56606.25 -1125.00 -4718.75 070313 Long 1 -1012.50 56718.75 -1012.50 -4718.75 070314 Long 1 -825.00 56906.25 -825.00 -4718.75 070315 Long 1 -762.50 56968.75 -762.50 -4718.75 070316 Long 1 -275.00 57456.25 -275.00 -4718.75 070319 Long 1 -362.50 57368.75 -362.50 -4718.75 070320 Long 1 -237.50 57493.75 -237.50 -4718.75 070321 Long 1 125.00 57856.25 0.00 -4718.75 070322 Exit Long 1 225.00 57956.25 0.00 -4718.75 MFE = 225.00 MAE = -2900.00 225.00 070405 Enter Long 1 6.25 57962.50 0.00 -4718.75 070409 Long 1 -425.00 57531.24 -431.25 -4718.75 070410 Long 1 31.25 57987.50 0.00 -4718.75 070411 Long 1 12.50 57968.75 -18.75 -4718.75 070412 Exit Long 1 225.00 58181.25 0.00 -4718.75 MFE = 225.00 MAE = -425.00 225.00 070607 Enter Short 1 -25.00 58156.24 -25.00 -4718.75 070608 Exit Short 1 225.00 58406.25 0.00 -4718.75 MFE = 225.00 MAE = -25.00 070622 Enter Long 1 -17.50 58388.75 -17.50 -4718.75 070625 Long 1 -3.13 58403.12 -3.13 -4718.75 070626 Long 1 -15.63 58390.62 -15.63 -4718.75 070627 Long 1 -137.50 58268.75 -137.50 -4718.75 070628 Long 1 -187.50 58218.75 -187.50 -4718.75 070629 Exit Long 1 225.00 58631.25 0.00 -4718.75 MFE = 225.00 MAE = -187.50 450.00 070710 Enter Long 1 118.75 58750.00 0.00 -4718.75 070711 Exit Long 1 225.00 58856.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 070718 Enter Long 1 -218.75 58637.50 -112.50 -4718.75 070719 Long 1 -211.25 58645.00 -105.00 -4718.75 070720 Long 1 -28.13 58828.12 0.00 -4718.75 070723 Long 1 -156.25 58700.00 -128.12 -4718.75 070724 Long 1 -50.00 58806.25 -21.87 -4718.75 070725 Exit Long 1 -750.00 58106.25 -750.00 -4718.75 MFE = 0.00 MAE = -750.00 070725 Enter Short 1 -30.63 58075.62 -752.50 -4718.75 070726 Short 1 -200.00 57906.25 -921.87 -4718.75 070727 Exit Short 1 225.00 58331.25 -496.87 -4718.75 MFE = 225.00 MAE = -200.00 -300.00 070803 Exit Long 1 225.00 58556.25 -271.87 -4718.75 MFE = 225.00 MAE = 0.00 070817 Enter Long 1 -440.62 58115.62 -712.50 -4718.75 070820 Long 1 -381.25 58175.00 -653.12 -4718.75 070821 Long 1 -468.75 58087.50 -740.62 -4718.75 070822 Long 1 -25.00 58531.25 -296.87 -4718.75 070823 Exit Long 1 225.00 58781.25 -46.87 -4718.75 MFE = 225.00 MAE = -468.75 450.00 070918 Exit Long 1 225.00 59006.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 070928 Exit Long 1 225.00 59231.25 0.00 -4718.75 MFE = 225.00 MAE = 0.00 450.00 071018 Enter Long 1 26.25 59257.49 0.00 -4718.75 071019 Long 1 50.0