SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 EURO CURRENCY UNIT 5338 Trading days from 880104 to 080728 Tue Jul 29 09:32:11 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 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 Enter Short 1 0.00 200.00 0.00 0.00 200.00 880201 Exit Short 1 100.00 300.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880212 Exit Short 1 100.00 400.00 0.00 0.00 MFE = 100.00 MAE = 0.00 200.00 880307 Exit Long 1 100.00 500.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880317 Exit Short 1 100.00 600.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880324 Enter Long 1 -50.00 550.00 0.00 0.00 880325 Exit Long 1 100.00 700.00 0.00 0.00 MFE = 100.00 MAE = -50.00 880328 Exit Long 1 100.00 800.00 0.00 0.00 MFE = 100.00 MAE = 0.00 400.00 880414 Exit Long 1 100.00 900.00 0.00 0.00 MFE = 100.00 MAE = 0.00 100.00 880517 Exit Short 1 100.00 1000.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880524 Exit Short 1 100.00 1100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 200.00 880614 Exit Short 1 100.00 1200.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880622 Exit Short 1 100.00 1300.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880624 Exit Short 1 100.00 1400.00 0.00 0.00 MFE = 100.00 MAE = 0.00 300.00 880708 Enter Short 1 6.25 1406.25 0.00 0.00 880711 Exit Short 1 100.00 1500.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880715 Exit Short 1 100.00 1600.00 0.00 0.00 MFE = 100.00 MAE = 0.00 200.00 880809 Enter Short 1 31.25 1631.25 0.00 0.00 880810 Exit Short 1 100.00 1700.00 0.00 0.00 MFE = 100.00 MAE = 0.00 100.00 880902 Exit Long 1 100.00 1800.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880914 Exit Short 1 100.00 1900.00 0.00 0.00 MFE = 100.00 MAE = 0.00 880926 Enter Short 1 -350.00 1550.00 -81.25 -81.25 880927 Short 1 -456.25 1443.75 -187.50 -187.50 880928 Short 1 -543.75 1356.25 -275.00 -275.00 880929 Short 1 -375.00 1525.00 -106.25 -275.00 880930 Short 1 -837.50 1062.50 -568.75 -568.75 200.00 881003 Short 1 -1137.50 762.50 -868.75 -868.75 881004 Short 1 -993.75 906.25 -725.00 -868.75 881005 Short 1 -993.75 906.25 -725.00 -868.75 881006 Short 1 -931.25 968.75 -662.50 -868.75 881007 Short 1 -1043.75 856.25 -775.00 -868.75 881010 Short 1 -1343.75 556.25 -1075.00 -1075.00 881011 Short 1 -1393.75 506.25 -1124.99 -1124.99 881012 Exit Short 1 -1981.25 -81.25 -1981.25 -1981.25 MFE = 0.00 MAE = -1981.25 881012 Exit Long 1 100.00 18.75 -1881.25 -1981.25 MFE = 100.00 MAE = 0.00 881021 Exit Long 1 100.00 118.75 -1781.25 -1981.25 MFE = 100.00 MAE = 0.00 881026 Enter Long 1 12.50 131.25 -1500.00 -1981.25 881027 Exit Long 1 100.00 218.75 -1681.25 -1981.25 MFE = 100.00 MAE = 0.00 -1681.25 881109 Exit Long 1 100.00 318.75 -1581.25 -1981.25 MFE = 100.00 MAE = 0.00 881116 Exit Long 1 100.00 418.75 -1212.50 -1981.25 MFE = 100.00 MAE = 0.00 200.00 881228 Exit Short 1 100.00 518.75 -1112.50 -1981.25 MFE = 100.00 MAE = 0.00 100.00 890118 Exit Short 1 100.00 618.75 -1012.50 -1981.25 MFE = 100.00 MAE = 0.00 100.00 890327 Enter Short 1 -100.00 518.75 -1112.50 -1981.25 890328 Exit Short 1 -687.50 -68.75 -1700.00 -1981.25 MFE = 0.00 MAE = -687.50 890328 Exit Long 1 -1012.50 -1081.25 -2712.50 -2712.50 MFE = 0.00 MAE = -1012.50 -1700.00 890515 Exit Short 1 100.00 -981.25 -2612.50 -2712.50 MFE = 100.00 MAE = 0.00 890517 Exit Short 1 100.00 -881.25 -2512.50 -2712.50 MFE = 100.00 MAE = 0.00 890529 Exit Short 1 100.00 -781.25 -2412.50 -2712.50 MFE = 100.00 MAE = 0.00 300.00 890705 Exit Long 1 100.00 -681.25 -2312.50 -2712.50 MFE = 100.00 MAE = 0.00 100.00 890804 Exit Short 1 100.00 -581.25 -2212.50 -2712.50 MFE = 100.00 MAE = 0.00 890811 Exit Short 1 100.00 -481.25 -2112.50 -2712.50 MFE = 100.00 MAE = 0.00 890829 Exit Long 1 100.00 -381.25 -2012.50 -2712.50 MFE = 100.00 MAE = 0.00 300.00 890915 Exit Short 1 100.00 -281.25 -1912.50 -2712.50 MFE = 100.00 MAE = 0.00 890925 Exit Long 1 100.00 -181.25 -1812.50 -2712.50 MFE = 100.00 MAE = 0.00 200.00 891013 Exit Long 1 100.00 -81.25 -1712.50 -2712.50 MFE = 100.00 MAE = 0.00 100.00 891110 Enter Short 1 -18.75 -100.00 -1731.24 -2712.50 891113 Short 1 -243.75 -325.00 -1956.24 -2712.50 891114 Exit Short 1 -1018.75 -1100.00 -2731.25 -2731.25 MFE = 0.00 MAE = -1018.75 891114 Exit Long 1 100.00 -1000.00 -2631.25 -2731.25 MFE = 100.00 MAE = 0.00 891121 Exit Long 1 100.00 -900.00 -2531.25 -2731.25 MFE = 100.00 MAE = 0.00 891128 Enter Long 1 -175.00 -1075.00 -2706.24 -2731.25 891129 Long 1 -537.50 -1437.50 -3068.75 -3068.75 891130 Long 1 -287.50 -1187.50 -2818.75 -3068.75 -818.75 891201 Long 1 -556.25 -1456.25 -3087.50 -3087.50 891204 Long 1 -506.25 -1406.25 -3037.50 -3087.50 891205 Long 1 -143.75 -1043.75 -2675.00 -3087.50 891206 Exit Long 1 100.00 -800.00 -2431.25 -3087.50 MFE = 100.00 MAE = -556.25 891212 Exit Long 1 100.00 -700.00 -2331.25 -3087.50 MFE = 100.00 MAE = 0.00 891213 Enter Long 1 -981.25 -1681.25 -3312.50 -3312.50 891214 Long 1 -1131.25 -1831.25 -3462.50 -3462.50 891215 Long 1 -550.00 -1250.00 -2881.25 -3462.50 891218 Long 1 -731.25 -1431.25 -3062.50 -3462.50 891219 Long 1 -1156.25 -1856.25 -3487.50 -3487.50 891220 Long 1 -862.50 -1562.50 -3193.75 -3487.50 891221 Long 1 -706.25 -1406.25 -3037.50 -3487.50 891222 Long 1 -25.00 -725.00 -2356.25 -3487.50 891225 Long 1 -25.00 -725.00 -2356.25 -3487.50 891226 Exit Long 1 100.00 -600.00 -2231.25 -3487.50 MFE = 100.00 MAE = -1156.25 300.00 900104 Exit Long 1 100.00 -500.00 -2131.25 -3487.50 MFE = 100.00 MAE = 0.00 900123 Enter Long 1 37.50 -462.50 -2093.75 -3487.50 900124 Exit Long 1 100.00 -400.00 -2031.25 -3487.50 MFE = 100.00 MAE = 0.00 200.00 900205 Exit Long 1 100.00 -300.00 -1931.25 -3487.50 MFE = 100.00 MAE = 0.00 900215 Enter Short 1 31.25 -268.75 -1900.00 -3487.50 900216 Exit Short 1 100.00 -200.00 -1831.25 -3487.50 MFE = 100.00 MAE = 0.00 900226 Exit Short 1 100.00 -100.00 -1731.25 -3487.50 MFE = 100.00 MAE = 0.00 900228 Exit Short 1 100.00 0.00 -1631.25 -3487.50 MFE = 100.00 MAE = 0.00 400.00 900301 Enter Short 1 -143.75 -143.75 -1774.99 -3487.50 900302 Exit Short 1 100.00 100.00 -1531.25 -3487.50 MFE = 100.00 MAE = -143.75 900320 Exit Short 1 100.00 200.00 -1431.25 -3487.50 MFE = 100.00 MAE = 0.00 200.00 900410 Exit Long 1 100.00 300.00 -1331.25 -3487.50 MFE = 100.00 MAE = 0.00 900425 Exit Long 1 100.00 400.00 -1231.25 -3487.50 MFE = 100.00 MAE = 0.00 200.00 900504 Exit Long 1 100.00 500.00 -1131.25 -3487.50 MFE = 100.00 MAE = 0.00 900509 Enter Long 1 -106.25 393.75 -1237.50 -3487.50 900510 Exit Long 1 100.00 600.00 -1031.25 -3487.50 MFE = 100.00 MAE = -106.25 200.00 900615 Exit Short 1 100.00 700.00 -931.25 -3487.50 MFE = 100.00 MAE = 0.00 900618 Exit Long 1 100.00 800.00 -831.25 -3487.50 MFE = 100.00 MAE = 0.00 900627 Enter Long 1 -231.25 568.75 -1062.50 -3487.50 900628 Long 1 -356.25 443.75 -1187.49 -3487.50 900629 Long 1 -437.50 362.50 -1268.75 -3487.50 200.00 900702 Exit Long 1 100.00 900.00 -731.25 -3487.50 MFE = 100.00 MAE = -437.50 900709 Enter Long 1 -112.50 787.50 -843.74 -3487.50 900710 Exit Long 1 100.00 1000.00 -631.25 -3487.50 MFE = 100.00 MAE = -112.50 900713 Exit Long 1 100.00 1100.00 -531.25 -3487.50 MFE = 100.00 MAE = 0.00 900723 Enter Long 1 56.25 1156.25 -475.00 -3487.50 900724 Exit Long 1 100.00 1200.00 -431.25 -3487.50 MFE = 100.00 MAE = 0.00 900731 Exit Long 1 100.00 1300.00 -331.25 -3487.50 MFE = 100.00 MAE = 0.00 500.00 900813 Exit Long 1 100.00 1400.00 -231.25 -3487.50 MFE = 100.00 MAE = 0.00 900815 Exit Long 1 100.00 1500.00 -131.25 -3487.50 MFE = 100.00 MAE = 0.00 900817 Enter Long 1 -106.25 1393.75 -237.49 -3487.50 900820 Long 1 -475.00 1025.00 -606.25 -3487.50 900821 Long 1 -1000.00 500.00 -1131.25 -3487.50 900822 Long 1 -656.25 843.75 -787.50 -3487.50 900823 Exit Long 1 100.00 1600.00 -31.25 -3487.50 MFE = 100.00 MAE = -1000.00 300.00 900910 Enter Short 1 6.25 1606.25 -25.00 -3487.50 900911 Exit Short 1 100.00 1700.00 0.00 -3487.50 MFE = 100.00 MAE = 0.00 100.00 901008 Enter Long 1 -206.25 1493.75 -206.25 -3487.50 901009 Exit Long 1 156.25 1856.25 0.00 -3487.50 MFE = 156.25 MAE = -206.25 901019 Enter Long 1 -543.75 1312.50 -543.75 -3487.50 901022 Long 1 -1281.25 575.00 -1281.25 -3487.50 901023 Long 1 -1262.50 593.75 -1262.50 -3487.50 901024 Long 1 -700.00 1156.25 -700.00 -3487.50 901025 Long 1 -1012.50 843.75 -1012.50 -3487.50 901026 Long 1 -1106.25 750.00 -1106.25 -3487.50 901029 Long 1 -1168.75 687.50 -1168.75 -3487.50 901030 Long 1 -1243.75 612.50 -1243.75 -3487.50 901031 Long 1 -1043.75 812.50 -1043.75 -3487.50 156.25 901101 Long 1 -668.75 1187.50 -668.75 -3487.50 901102 Long 1 -512.50 1343.75 -512.50 -3487.50 901105 Exit Long 1 100.00 1956.25 0.00 -3487.50 MFE = 100.00 MAE = -1281.25 901127 Enter Long 1 -56.25 1900.00 -56.25 -3487.50 901128 Exit Long 1 100.00 2056.25 0.00 -3487.50 MFE = 100.00 MAE = -56.25 901130 Exit Short 1 100.00 2156.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 300.00 901220 Enter Short 1 25.00 2181.25 0.00 -3487.50 901221 Exit Short 1 125.00 2281.25 0.00 -3487.50 MFE = 125.00 MAE = 0.00 125.00 910107 Exit Short 1 100.00 2381.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910117 Exit Long 1 100.00 2481.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910130 Exit Short 1 100.00 2581.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910131 Enter Long 1 50.00 2631.25 0.00 -3487.50 300.00 910201 Exit Long 1 100.00 2681.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910211 Exit Long 1 100.00 2781.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 200.00 910306 Enter Short 1 -525.00 2256.25 -375.00 -3487.50 910307 Short 1 -87.50 2693.75 0.00 -3487.50 910308 Exit Short 1 100.00 2881.25 0.00 -3487.50 MFE = 100.00 MAE = -525.00 910311 Exit Short 1 100.00 2981.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910315 Exit Short 1 100.00 3081.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910318 Exit Short 1 100.00 3181.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910319 Exit Short 1 100.00 3281.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910326 Exit Short 1 100.00 3381.25 0.00 -3487.50 MFE = 100.00 MAE = 0.00 910327 Enter Short 1 -456.25 2925.00 0.00 -3487.50 910328 Exit Short 1 100.00 3481.25 0.00 -3487.50 MFE = 100.00 MAE = -456.25 700.00 910418 Enter Short 1 25.00 3506.25 0.00 -3487.50 910419 Exit Short 1 468.75 3950.00 0.00 -3487.50 MFE = 468.75 MAE = 0.00 910429 Exit Short 1 100.00 4050.00 0.00 -3487.50 MFE = 100.00 MAE = 0.00 568.75 910708 Enter Long 1 -50.00 4000.00 0.00 -3487.50 910709 Long 1 -425.00 3625.01 -375.00 -3487.50 910710 Long 1 -250.00 3800.01 -200.00 -3487.50 910711 Exit Long 1 -1075.00 2975.00 -1075.00 -3487.50 MFE = 0.00 MAE = -1075.00 910711 Enter Short 1 -31.25 2943.75 -1056.25 -3487.50 910712 Exit Short 1 -1606.25 1368.75 -2681.25 -3487.50 MFE = 0.00 MAE = -1606.25 910712 Exit Long 1 100.00 1468.75 -2581.25 -3487.50 MFE = 100.00 MAE = 0.00 910719 Enter Long 1 0.00 1468.76 -2531.24 -3487.50 910722 Exit Long 1 100.00 1568.75 -2431.25 -3487.50 MFE = 100.00 MAE = 0.00 -2481.25 910802 Enter Long 1 -237.50 1331.26 -2668.75 -3487.50 910805 Exit Long 1 100.00 1668.75 -2331.25 -3487.50 MFE = 100.00 MAE = -237.50 910819 Exit Short 1 100.00 1768.75 -2231.25 -3487.50 MFE = 100.00 MAE = 0.00 200.00 910906 Exit Long 1 100.00 1868.75 -2131.25 -3487.50 MFE = 100.00 MAE = 0.00 100.00 911004 Exit Short 1 100.00 1968.75 -2031.25 -3487.50 MFE = 100.00 MAE = 0.00 911028 Enter Short 1 -75.00 1893.76 -2106.25 -3487.50 911029 Exit Short 1 -1456.25 512.50 -3487.50 -3487.50 MFE = 0.00 MAE = -1456.25 911029 Exit Long 1 100.00 612.50 -3387.50 -3487.50 MFE = 100.00 MAE = 0.00 -1256.25 911118 Enter Long 1 -500.00 112.51 -3887.50 -3887.50 911119 Exit Long 1 100.00 712.50 -3287.50 -3887.50 MFE = 100.00 MAE = -500.00 911126 Exit Short 1 100.00 812.50 -3187.50 -3887.50 MFE = 100.00 MAE = 0.00 200.00 911206 Exit Long 1 100.00 912.50 -3087.50 -3887.50 MFE = 100.00 MAE = 0.00 911220 Exit Long 1 100.00 1012.50 -2987.50 -3887.50 MFE = 100.00 MAE = 0.00 911223 Exit Long 1 100.00 1112.50 -2887.50 -3887.50 MFE = 100.00 MAE = 0.00 300.00 920106 Exit Long 1 100.00 1212.50 -2787.50 -3887.50 MFE = 100.00 MAE = 0.00 920109 Exit Short 1 100.00 1312.50 -2687.50 -3887.50 MFE = 100.00 MAE = 0.00 200.00 920403 Exit Long 1 100.00 1412.50 -2587.50 -3887.50 MFE = 100.00 MAE = 0.00 100.00 920611 Exit Long 1 100.00 1512.50 -2487.50 -3887.50 MFE = 100.00 MAE = 0.00 920629 Enter Long 1 -343.75 1168.76 -2831.24 -3887.50 920630 Long 1 -450.00 1062.51 -2937.50 -3887.50 100.00 920701 Exit Long 1 100.00 1612.50 -2387.50 -3887.50 MFE = 100.00 MAE = -450.00 920707 Exit Long 1 100.00 1712.50 -2287.50 -3887.50 MFE = 100.00 MAE = 0.00 200.00 920807 Exit Long 1 100.00 1812.50 -2187.50 -3887.50 MFE = 100.00 MAE = 0.00 920821 Exit Long 1 100.00 1912.50 -2087.50 -3887.50 MFE = 100.00 MAE = 0.00 920824 Enter Long 1 -325.00 1587.50 -2412.50 -3887.50 920825 Long 1 -343.75 1568.75 -2431.25 -3887.50 920826 Long 1 -725.00 1187.51 -2812.50 -3887.50 920827 Long 1 -906.25 1006.25 -2993.75 -3887.50 920828 Long 1 -906.25 1006.25 -2993.75 -3887.50 920831 Long 1 -437.50 1475.01 -2524.99 -3887.50 200.00 920901 Exit Long 1 100.00 2012.50 -1987.50 -3887.50 MFE = 100.00 MAE = -906.25 920911 Enter Short 1 -156.25 1856.25 -2143.75 -3887.50 920914 Exit Short 1 2275.00 4287.51 0.00 -3887.50 MFE = 2275.00 MAE = -156.25 920916 Exit Short 1 100.00 4387.51 0.00 -3887.50 MFE = 100.00 MAE = 0.00 2475.00 921102 Exit Short 1 100.00 4487.51 0.00 -3887.50 MFE = 100.00 MAE = 0.00 921116 Enter Short 1 -125.00 4362.51 -125.00 -3887.50 921117 Exit Short 1 100.00 4587.51 0.00 -3887.50 MFE = 100.00 MAE = -125.00 921120 Enter Short 1 -206.25 4381.25 -206.25 -3887.50 921123 Exit Short 1 881.25 5468.75 0.00 -3887.50 MFE = 881.25 MAE = -206.25 1081.25 921201 Enter Long 1 -243.75 5225.01 -243.75 -3887.50 921202 Long 1 -156.25 5312.50 -156.25 -3887.50 921203 Long 1 -500.00 4968.75 -500.00 -3887.50 921204 Long 1 -718.75 4750.00 -718.75 -3887.50 921207 Exit Long 1 100.00 5568.75 0.00 -3887.50 MFE = 100.00 MAE = -718.75 100.00 930218 Enter Short 1 -1187.50 4381.25 -1187.50 -3887.50 930219 Short 1 -968.75 4600.00 -968.75 -3887.50 930222 Short 1 -1312.50 4256.26 -1312.50 -3887.50 930223 Short 1 -1237.50 4331.25 -1237.50 -3887.50 930224 Short 1 -1018.75 4550.00 -1018.75 -3887.50 930225 Short 1 -668.75 4900.00 -668.75 -3887.50 930226 Short 1 -393.75 5175.00 -393.75 -3887.50 0.00 930301 Short 1 -112.50 5456.25 -112.50 -3887.50 930302 Short 1 -787.50 4781.25 -787.50 -3887.50 930303 Short 1 -512.50 5056.25 -512.50 -3887.50 930304 Short 1 -856.25 4712.50 -856.25 -3887.50 930305 Exit Short 1 100.00 5668.75 0.00 -3887.50 MFE = 100.00 MAE = -1312.50 930318 Exit Long 1 100.00 5768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 930401 Exit Long 1 100.00 5868.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 930413 Enter Long 1 -137.50 5731.25 -137.50 -3887.50 930414 Long 1 -756.25 5112.51 -756.25 -3887.50 930415 Long 1 -1306.25 4562.50 -1306.25 -3887.50 930416 Long 1 -1762.50 4106.25 -1762.50 -3887.50 930419 Long 1 -962.50 4906.25 -962.50 -3887.50 930420 Long 1 -887.50 4981.25 -887.50 -3887.50 930421 Long 1 -950.00 4918.75 -950.00 -3887.50 930422 Long 1 -450.00 5418.76 -450.00 -3887.50 930423 Exit Long 1 100.00 5968.75 0.00 -3887.50 MFE = 100.00 MAE = -1762.50 200.00 930510 Exit Short 1 100.00 6068.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 930524 Enter Short 1 -262.50 5806.26 -262.50 -3887.50 930525 Short 1 -531.25 5537.51 -531.25 -3887.50 930526 Short 1 -575.00 5493.76 -575.00 -3887.50 930527 Short 1 -1525.00 4543.75 -1525.00 -3887.50 930528 Short 1 -2243.75 3825.00 -2243.75 -3887.50 930531 Short 1 -1918.75 4150.01 -1918.75 -3887.50 100.00 930601 Short 1 -2275.00 3793.75 -2275.00 -3887.50 930602 Short 1 -1668.75 4400.00 -1668.75 -3887.50 930603 Short 1 -1806.25 4262.50 -1806.25 -3887.50 930604 Short 1 -393.75 5675.01 -393.75 -3887.50 930607 Short 1 -775.00 5293.75 -775.00 -3887.50 930608 Short 1 -568.75 5500.00 -568.75 -3887.50 930609 Short 1 -162.50 5906.25 -162.50 -3887.50 930610 Short 1 -468.75 5600.00 -468.75 -3887.50 930611 Short 1 -456.25 5612.50 -456.25 -3887.50 930614 Short 1 -475.00 5593.75 -475.00 -3887.50 930615 Exit Short 1 100.00 6168.75 0.00 -3887.50 MFE = 100.00 MAE = -2275.00 100.00 930709 Exit Short 1 100.00 6268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 930722 Enter Short 1 -431.25 5837.50 -431.25 -3887.50 930723 Exit Short 1 100.00 6368.75 0.00 -3887.50 MFE = 100.00 MAE = -431.25 930729 Exit Short 1 100.00 6468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 930730 Exit Short 1 100.00 6568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 400.00 930816 Enter Long 1 -25.00 6543.75 -25.00 -3887.50 930817 Exit Long 1 100.00 6668.75 0.00 -3887.50 MFE = 100.00 MAE = -25.00 100.00 930903 Enter Long 1 12.50 6681.25 0.00 -3887.50 930906 Exit Long 1 100.00 6768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 930930 Enter Short 1 -12.50 6756.25 0.00 -3887.50 100.00 931001 Exit Short 1 100.00 6868.75 0.00 -3887.50 MFE = 100.00 MAE = -12.50 100.00 931206 Exit Long 1 100.00 6968.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 931223 Enter Long 1 -56.25 6912.50 0.00 -3887.50 931224 Long 1 -31.25 6937.50 0.00 -3887.50 931227 Long 1 -356.25 6612.50 -325.00 -3887.50 931228 Long 1 -275.00 6693.75 -243.75 -3887.50 931229 Exit Long 1 -956.25 6012.50 -956.25 -3887.50 MFE = 0.00 MAE = -956.25 931229 Exit Short 1 100.00 6112.50 -856.25 -3887.50 MFE = 100.00 MAE = 0.00 -756.25 940204 Enter Short 1 -143.75 5968.75 -968.75 -3887.50 940207 Short 1 -137.50 5975.01 -962.50 -3887.50 940208 Exit Short 1 100.00 6212.50 -725.00 -3887.50 MFE = 100.00 MAE = -143.75 940214 Exit Long 1 100.00 6312.50 -625.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 940310 Exit Long 1 100.00 6412.50 -525.00 -3887.50 MFE = 100.00 MAE = 0.00 940324 Enter Long 1 -31.25 6381.26 -556.25 -3887.50 940325 Exit Long 1 100.00 6512.50 -425.00 -3887.50 MFE = 100.00 MAE = -31.25 200.00 940401 Exit Short 1 100.00 6612.50 -325.00 -3887.50 MFE = 100.00 MAE = 0.00 940429 Exit Long 1 100.00 6712.50 -225.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 940603 Exit Short 1 100.00 6812.50 -125.00 -3887.50 MFE = 100.00 MAE = 0.00 940613 Exit Long 1 100.00 6912.50 -25.00 -3887.50 MFE = 100.00 MAE = 0.00 940617 Enter Long 1 -75.00 6837.50 -100.00 -3887.50 940620 Exit Long 1 100.00 7012.50 0.00 -3887.50 MFE = 100.00 MAE = -75.00 940624 Enter Long 1 -68.75 6943.75 -68.75 -3887.50 940627 Exit Long 1 175.00 7187.50 0.00 -3887.50 MFE = 175.00 MAE = -68.75 475.00 940711 Exit Long 1 100.00 7287.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 940811 Enter Long 1 -37.50 7250.00 -37.50 -3887.50 940812 Exit Long 1 100.00 7387.50 0.00 -3887.50 MFE = 100.00 MAE = -37.50 940826 Exit Short 1 100.00 7487.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 940909 Exit Long 1 100.00 7587.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 940916 Enter Long 1 -181.25 7406.25 -181.25 -3887.50 940919 Long 1 -650.00 6937.50 -650.00 -3887.50 940920 Long 1 -681.25 6906.25 -681.25 -3887.50 940921 Long 1 -518.75 7068.76 -518.75 -3887.50 940922 Long 1 -518.75 7068.76 -518.75 -3887.50 940923 Long 1 -550.00 7037.50 -550.00 -3887.50 940926 Long 1 -768.75 6818.75 -768.75 -3887.50 940927 Long 1 -206.25 7381.26 -206.25 -3887.50 940928 Long 1 -687.50 6900.00 -687.50 -3887.50 940929 Long 1 -468.75 7118.75 -468.75 -3887.50 940930 Long 1 -593.75 6993.75 -593.75 -3887.50 100.00 941003 Long 1 -662.50 6925.00 -662.50 -3887.50 941004 Long 1 -331.25 7256.25 -331.25 -3887.50 941005 Long 1 -293.75 7293.76 -293.75 -3887.50 941006 Long 1 -243.75 7343.75 -243.75 -3887.50 941007 Exit Long 1 100.00 7687.50 0.00 -3887.50 MFE = 100.00 MAE = -768.75 941017 Exit Long 1 100.00 7787.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 941028 Exit Short 1 100.00 7887.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 941109 Exit Short 1 100.00 7987.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 941208 Enter Short 1 -143.75 7843.75 -143.75 -3887.50 941209 Exit Short 1 100.00 8087.50 0.00 -3887.50 MFE = 100.00 MAE = -143.75 941221 Exit Short 1 100.00 8187.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 941229 Exit Long 1 100.00 8287.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 950109 Exit Long 1 100.00 8387.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 950119 Exit Long 1 100.00 8487.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 950216 Enter Long 1 -100.00 8387.50 -100.00 -3887.50 950217 Exit Long 1 100.00 8587.50 0.00 -3887.50 MFE = 100.00 MAE = -100.00 100.00 950302 Exit Long 1 100.00 8687.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 950306 Exit Long 1 100.00 8787.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 950330 Exit Short 1 100.00 8887.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 950410 Exit Short 1 100.00 8987.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 950511 Exit Short 1 100.00 9087.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 950707 Exit Short 1 100.00 9187.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 950802 Exit Short 1 100.00 9287.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 950815 Exit Short 1 100.00 9387.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 950906 Enter Short 1 -181.25 9206.25 -181.25 -3887.50 950907 Short 1 -56.25 9331.25 -56.25 -3887.50 950908 Exit Short 1 100.00 9487.50 0.00 -3887.50 MFE = 100.00 MAE = -181.25 950913 Exit Short 1 100.00 9587.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 950920 Enter Long 1 -118.75 9468.75 -118.75 -3887.50 950921 Exit Long 1 100.00 9687.50 0.00 -3887.50 MFE = 100.00 MAE = -118.75 300.00 951120 Exit Short 1 100.00 9787.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 951127 Exit Short 1 100.00 9887.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 960116 Exit Short 1 100.00 9987.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 960219 Enter Long 1 -56.25 9931.25 -56.25 -3887.50 960220 Long 1 -81.25 9906.25 -81.25 -3887.50 960221 Exit Long 1 100.00 10087.50 0.00 -3887.50 MFE = 100.00 MAE = -81.25 100.00 960327 Enter Short 1 -118.75 9968.76 -118.75 -3887.50 960328 Short 1 -687.50 9400.00 -687.50 -3887.50 960329 Short 1 -437.50 9650.01 -437.50 -3887.50 0.00 960401 Short 1 -125.00 9962.51 -125.00 -3887.50 960402 Short 1 -506.25 9581.25 -506.25 -3887.50 960403 Short 1 -356.25 9731.25 -356.25 -3887.50 960404 Short 1 -525.00 9562.51 -525.00 -3887.50 960405 Short 1 -250.00 9837.50 -250.00 -3887.50 960408 Short 1 -381.25 9706.25 -381.25 -3887.50 960409 Exit Short 1 100.00 10187.50 0.00 -3887.50 MFE = 100.00 MAE = -687.50 100.00 960614 Exit Long 1 100.00 10287.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 960716 Exit Long 1 100.00 10387.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 960725 Enter Long 1 -325.00 10062.50 -325.00 -3887.50 960726 Long 1 -612.50 9775.00 -612.50 -3887.50 960729 Long 1 -437.50 9950.00 -437.50 -3887.50 960730 Long 1 -337.50 10050.00 -337.50 -3887.50 960731 Exit Long 1 100.00 10487.50 0.00 -3887.50 MFE = 100.00 MAE = -612.50 200.00 960822 Enter Short 1 -218.75 10268.75 -218.75 -3887.50 960823 Short 1 -787.50 9700.00 -787.50 -3887.50 960826 Short 1 -800.00 9687.50 -800.00 -3887.50 960827 Short 1 -875.00 9612.50 -875.00 -3887.50 960828 Short 1 -937.50 9550.00 -937.50 -3887.50 960829 Short 1 -925.00 9562.50 -925.00 -3887.50 960830 Short 1 -887.50 9600.00 -887.50 -3887.50 0.00 960902 Short 1 -600.00 9887.50 -600.00 -3887.50 960903 Short 1 -700.00 9787.50 -700.00 -3887.50 960904 Short 1 -931.25 9556.25 -931.25 -3887.50 960905 Short 1 -662.50 9825.00 -662.50 -3887.50 960906 Short 1 -412.50 10075.00 -412.50 -3887.50 960909 Short 1 -187.50 10300.00 -187.50 -3887.50 960910 Exit Short 1 100.00 10587.50 0.00 -3887.50 MFE = 100.00 MAE = -937.50 100.00 961015 Exit Short 1 100.00 10687.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 961029 Enter Long 1 -193.75 10493.76 -193.75 -3887.50 961030 Exit Long 1 100.00 10787.50 0.00 -3887.50 MFE = 100.00 MAE = -193.75 200.00 961125 Exit Short 1 100.00 10887.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 961203 Exit Short 1 100.00 10987.50 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 970102 Enter Long 1 -37.50 10950.00 -37.50 -3887.50 970103 Exit Long 1 -793.75 10193.76 -793.75 -3887.50 MFE = 0.00 MAE = -793.75 970103 Exit Short 1 100.00 10293.76 -693.75 -3887.50 MFE = 100.00 MAE = 0.00 970117 Exit Short 1 100.00 10393.76 -593.75 -3887.50 MFE = 100.00 MAE = 0.00 970120 Enter Short 1 -118.75 10275.01 -712.49 -3887.50 970121 Short 1 -168.75 10225.01 -762.50 -3887.50 970122 Exit Short 1 181.25 10575.00 -412.50 -3887.50 MFE = 181.25 MAE = -168.75 970128 Enter Short 1 -212.50 10362.50 -625.00 -3887.50 970129 Short 1 -450.00 10125.00 -862.50 -3887.50 970130 Short 1 -731.25 9843.76 -1143.75 -3887.50 970131 Short 1 -650.00 9925.00 -1062.50 -3887.50 -412.50 970203 Short 1 -312.50 10262.50 -725.00 -3887.50 970204 Short 1 -175.00 10400.00 -587.50 -3887.50 970205 Short 1 -431.25 10143.75 -843.75 -3887.50 970206 Short 1 -175.00 10400.00 -587.50 -3887.50 970207 Exit Short 1 100.00 10675.00 -312.50 -3887.50 MFE = 100.00 MAE = -731.25 970226 Enter Short 1 -112.50 10562.50 -425.00 -3887.50 970227 Short 1 0.00 10675.00 -312.50 -3887.50 970228 Exit Short 1 100.00 10775.00 -212.50 -3887.50 MFE = 100.00 MAE = -112.50 200.00 970407 Exit Short 1 100.00 10875.00 -112.50 -3887.50 MFE = 100.00 MAE = 0.00 100.00 970509 Exit Long 1 100.00 10975.00 -12.50 -3887.50 MFE = 100.00 MAE = 0.00 970520 Exit Long 1 100.00 11075.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 970602 Enter Short 1 -156.25 10918.75 -156.25 -3887.50 970603 Short 1 -256.25 10818.76 -256.25 -3887.50 970604 Short 1 -250.00 10825.00 -250.00 -3887.50 970605 Short 1 -187.50 10887.50 -187.50 -3887.50 970606 Exit Short 1 100.00 11175.00 0.00 -3887.50 MFE = 100.00 MAE = -256.25 970609 Enter Long 1 -31.25 11143.76 -31.25 -3887.50 970610 Exit Long 1 100.00 11275.00 0.00 -3887.50 MFE = 100.00 MAE = -31.25 200.00 970711 Exit Short 1 100.00 11375.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 970722 Exit Short 1 100.00 11475.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 970801 Exit Short 1 100.00 11575.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 970822 Exit Long 1 100.00 11675.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 971017 Exit Short 1 100.00 11775.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 971028 Exit Long 1 100.00 11875.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 971211 Exit Long 1 100.00 11975.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 971229 Exit Short 1 100.00 12075.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 980105 Enter Short 1 -75.00 12000.00 -75.00 -3887.50 980106 Exit Short 1 100.00 12175.00 0.00 -3887.50 MFE = 100.00 MAE = -75.00 980122 Enter Long 1 -218.75 11956.25 -218.75 -3887.50 980123 Exit Long 1 100.00 12275.00 0.00 -3887.50 MFE = 100.00 MAE = -218.75 200.00 980223 Exit Long 1 100.00 12375.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 980313 Exit Long 1 100.00 12475.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 980330 Exit Short 1 100.00 12575.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 980408 Exit Long 1 100.00 12675.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 980421 Enter Long 1 -125.00 12550.00 -125.00 -3887.50 980422 Long 1 -268.75 12406.25 -268.75 -3887.50 980423 Long 1 -487.50 12187.50 -487.50 -3887.50 980424 Long 1 -275.00 12400.00 -275.00 -3887.50 980427 Long 1 -93.75 12581.25 -93.75 -3887.50 980428 Long 1 -356.25 12318.75 -356.25 -3887.50 980429 Long 1 -400.00 12275.00 -400.00 -3887.50 980430 Long 1 -350.00 12325.00 -350.00 -3887.50 100.00 980501 Exit Long 1 100.00 12775.00 0.00 -3887.50 MFE = 100.00 MAE = -487.50 980520 Enter Long 1 93.75 12868.75 0.00 -3887.50 980521 Exit Long 1 100.00 12875.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 980527 Enter Short 1 -118.75 12756.25 -112.50 -3887.50 980528 Short 1 -162.50 12712.50 -156.25 -3887.50 980529 Exit Short 1 100.00 12975.00 0.00 -3887.50 MFE = 100.00 MAE = -162.50 300.00 980610 Enter Short 1 -25.00 12950.00 -25.00 -3887.50 980611 Exit Short 1 100.00 13075.00 0.00 -3887.50 MFE = 100.00 MAE = -25.00 100.00 980724 Exit Long 1 100.00 13175.00 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 980813 Enter Short 1 -237.50 12937.50 -237.50 -3887.50 980814 Exit Short 1 100.00 13275.00 0.00 -3887.50 MFE = 100.00 MAE = -237.50 980826 Enter Short 1 -75.00 13200.00 -75.00 -3887.50 980827 Short 1 -506.25 12768.76 -506.25 -3887.50 980828 Exit Short 1 -1206.25 12068.75 -1206.25 -3887.50 MFE = 0.00 MAE = -1206.25 980828 Exit Long 1 100.00 12168.75 -1106.25 -3887.50 MFE = 100.00 MAE = 0.00 -1006.25 980910 Exit Long 1 100.00 12268.75 -1006.25 -3887.50 MFE = 100.00 MAE = 0.00 100.00 981001 Exit Long 1 100.00 12368.75 -906.25 -3887.50 MFE = 100.00 MAE = 0.00 981008 Exit Long 1 100.00 12468.75 -806.25 -3887.50 MFE = 100.00 MAE = 0.00 981026 Exit Short 1 100.00 12568.75 -706.25 -3887.50 MFE = 100.00 MAE = 0.00 300.00 981103 Enter Short 1 -137.50 12431.25 -843.75 -3887.50 981104 Exit Short 1 100.00 12668.75 -606.25 -3887.50 MFE = 100.00 MAE = -137.50 981109 Exit Short 1 100.00 12768.75 -506.25 -3887.50 MFE = 100.00 MAE = 0.00 981112 Enter Short 1 -350.00 12418.75 -856.25 -3887.50 981113 Short 1 -393.75 12375.00 -900.00 -3887.50 981116 Short 1 -1050.00 11718.76 -1556.25 -3887.50 981117 Short 1 -975.00 11793.75 -1481.25 -3887.50 981118 Short 1 -812.50 11956.25 -1318.75 -3887.50 981119 Short 1 -350.00 12418.75 -856.25 -3887.50 981120 Short 1 -12.50 12756.26 -518.75 -3887.50 981123 Exit Short 1 100.00 12868.75 -406.25 -3887.50 MFE = 100.00 MAE = -1050.00 981130 Enter Long 1 -75.00 12793.75 -481.25 -3887.50 300.00 981201 Exit Long 1 100.00 12968.75 -306.25 -3887.50 MFE = 100.00 MAE = -75.00 100.00 990104 Exit Long 1 100.00 13068.75 -206.25 -3887.50 MFE = 100.00 MAE = 0.00 990106 Exit Short 1 100.00 13168.75 -106.25 -3887.50 MFE = 100.00 MAE = 0.00 990113 Exit Long 1 100.00 13268.75 -6.25 -3887.50 MFE = 100.00 MAE = 0.00 990127 Exit Short 1 100.00 13368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 400.00 990219 Exit Short 1 100.00 13468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 990311 Enter Short 1 -1368.75 12100.00 -1368.75 -3887.50 990312 Short 1 -600.00 12868.75 -600.00 -3887.50 990315 Short 1 -762.50 12706.25 -762.50 -3887.50 990316 Short 1 -1156.25 12312.51 -1156.25 -3887.50 990317 Short 1 -1143.75 12325.00 -1143.75 -3887.50 990318 Short 1 -968.75 12500.00 -968.75 -3887.50 990319 Short 1 -512.50 12956.25 -512.50 -3887.50 990322 Short 1 -625.00 12843.75 -625.00 -3887.50 990323 Short 1 -625.00 12843.75 -625.00 -3887.50 990324 Short 1 -481.25 12987.51 -481.25 -3887.50 990325 Short 1 -187.50 13281.25 -187.50 -3887.50 990326 Exit Short 1 100.00 13568.75 0.00 -3887.50 MFE = 100.00 MAE = -1368.75 100.00 990415 Enter Short 1 -12.50 13556.25 -12.50 -3887.50 990416 Exit Short 1 100.00 13668.75 0.00 -3887.50 MFE = 100.00 MAE = -12.50 100.00 990505 Exit Long 1 100.00 13768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 990526 Exit Short 1 100.00 13868.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 990602 Enter Short 1 -131.25 13737.50 -131.25 -3887.50 990603 Exit Short 1 100.00 13968.75 0.00 -3887.50 MFE = 100.00 MAE = -131.25 100.00 990701 Enter Short 1 -75.00 13893.75 -75.00 -3887.50 990702 Short 1 -212.50 13756.25 -212.50 -3887.50 990705 Short 1 37.50 14006.25 0.00 -3887.50 990706 Exit Short 1 100.00 14068.75 0.00 -3887.50 MFE = 100.00 MAE = -212.50 990726 Exit Long 1 100.00 14168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 990804 Exit Long 1 100.00 14268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 990910 Exit Short 1 100.00 14368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 991012 Enter Long 1 -12.50 14356.25 0.00 -3887.50 991013 Exit Long 1 100.00 14468.75 0.00 -3887.50 MFE = 100.00 MAE = -12.50 100.00 991104 Enter Short 1 -106.25 14362.50 0.00 -3887.50 991105 Short 1 -400.00 14068.75 -293.75 -3887.50 991108 Short 1 -181.25 14287.50 -75.00 -3887.50 991109 Short 1 -293.75 14175.00 -187.50 -3887.50 991110 Short 1 -543.75 13925.01 -437.50 -3887.50 991111 Short 1 -356.25 14112.50 -250.00 -3887.50 991112 Exit Short 1 100.00 14568.75 0.00 -3887.50 MFE = 100.00 MAE = -543.75 100.00 991206 Exit Long 1 100.00 14668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 991228 Exit Short 1 100.00 14768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 000103 Exit Long 1 100.00 14868.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 000114 Enter Short 1 -43.75 14825.00 -43.75 -3887.50 000117 Exit Short 1 100.00 14968.75 0.00 -3887.50 MFE = 100.00 MAE = -43.75 000128 Enter Short 1 -137.50 14831.25 -137.50 -3887.50 000131 Exit Short 1 100.00 15068.75 0.00 -3887.50 MFE = 100.00 MAE = -137.50 300.00 000222 Exit Long 1 100.00 15168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 000228 Exit Short 1 100.00 15268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 000404 Exit Long 1 100.00 15368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 000425 Exit Short 1 100.00 15468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 000503 Exit Short 1 100.00 15568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 000526 Exit Long 1 100.00 15668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 000602 Enter Long 1 -225.00 15443.75 -225.00 -3887.50 000605 Long 1 -106.25 15562.50 -106.25 -3887.50 000606 Exit Long 1 100.00 15768.75 0.00 -3887.50 MFE = 100.00 MAE = -225.00 000616 Enter Long 1 -37.50 15731.25 -37.50 -3887.50 000619 Exit Long 1 100.00 15868.75 0.00 -3887.50 MFE = 100.00 MAE = -37.50 200.00 000712 Enter Short 1 -81.25 15787.50 -81.25 -3887.50 000713 Exit Short 1 100.00 15968.75 0.00 -3887.50 MFE = 100.00 MAE = -81.25 100.00 000906 Exit Short 1 100.00 16068.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 000922 Exit Long 1 100.00 16168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 001018 Exit Short 1 100.00 16268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 001103 Enter Long 1 -712.50 15556.25 -712.50 -3887.50 001106 Long 1 -1018.75 15250.00 -1018.75 -3887.50 001107 Long 1 -1118.75 15150.00 -1118.75 -3887.50 001108 Long 1 -1437.50 14831.25 -1437.50 -3887.50 001109 Long 1 -687.50 15581.25 -687.50 -3887.50 001110 Long 1 -1162.50 15106.25 -1162.50 -3887.50 001113 Long 1 -1337.50 14931.25 -1337.50 -3887.50 001114 Long 1 -1250.00 15018.75 -1250.00 -3887.50 001115 Long 1 -1287.50 14981.25 -1287.50 -3887.50 001116 Long 1 -1556.25 14712.50 -1556.25 -3887.50 001117 Long 1 -1881.25 14387.50 -1881.25 -3887.50 001120 Long 1 -1712.50 14556.25 -1712.50 -3887.50 001121 Long 1 -2187.50 14081.25 -2187.50 -3887.50 001122 Long 1 -2087.50 14181.25 -2087.50 -3887.50 001123 Long 1 -2462.50 13806.25 -2462.50 -3887.50 001124 Long 1 -2493.75 13775.00 -2493.75 -3887.50 001127 Long 1 -1618.75 14650.00 -1618.75 -3887.50 001128 Long 1 -1381.25 14887.50 -1381.25 -3887.50 001129 Long 1 -1331.25 14937.50 -1331.25 -3887.50 001130 Long 1 -350.00 15918.75 -350.00 -3887.50 0.00 001201 Long 1 6.25 16275.00 0.00 -3887.50 001204 Exit Long 1 100.00 16368.75 0.00 -3887.50 MFE = 100.00 MAE = -2493.75 001214 Exit Long 1 100.00 16468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 001229 Exit Long 1 100.00 16568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 010111 Exit Long 1 100.00 16668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 010208 Enter Short 1 -43.75 16625.00 0.00 -3887.50 010209 Exit Short 1 100.00 16768.75 0.00 -3887.50 MFE = 100.00 MAE = -43.75 100.00 010313 Exit Short 1 100.00 16868.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 010403 Exit Long 1 100.00 16968.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 010522 Enter Short 1 -37.50 16931.25 0.00 -3887.50 010523 Exit Short 1 100.00 17068.75 0.00 -3887.50 MFE = 100.00 MAE = -37.50 010531 Exit Short 1 100.00 17168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 010628 Exit Short 1 100.00 17268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 010705 Enter Short 1 37.50 17306.25 0.00 -3887.50 010706 Exit Short 1 100.00 17368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 010718 Exit Long 1 100.00 17468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 010809 Exit Long 1 100.00 17568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 010904 Exit Short 1 100.00 17668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 011011 Enter Short 1 -156.25 17512.50 0.00 -3887.50 011012 Short 1 -712.50 16956.25 -556.25 -3887.50 011015 Short 1 -562.50 17106.25 -406.25 -3887.50 011016 Short 1 -537.50 17131.25 -381.25 -3887.50 011017 Short 1 -250.00 17418.75 -93.75 -3887.50 011018 Short 1 -268.75 17400.00 -112.50 -3887.50 011019 Exit Short 1 100.00 17768.75 0.00 -3887.50 MFE = 100.00 MAE = -712.50 011022 Enter Short 1 -125.00 17643.75 -125.00 -3887.50 011023 Exit Short 1 100.00 17868.75 0.00 -3887.50 MFE = 100.00 MAE = -125.00 200.00 011113 Exit Short 1 100.00 17968.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 011130 Enter Long 1 -112.50 17856.25 -112.50 -3887.50 100.00 011204 Long 1 -475.00 17493.75 -475.00 -3887.50 011205 Long 1 -637.50 17331.25 -637.50 -3887.50 011206 Long 1 -175.00 17793.75 -175.00 -3887.50 011207 Long 1 -512.50 17456.25 -512.50 -3887.50 011210 Long 1 -493.75 17475.00 -493.75 -3887.50 011211 Long 1 -375.00 17593.75 -375.00 -3887.50 011212 Long 1 50.00 18018.75 0.00 -3887.50 011213 Long 1 -256.25 17712.50 -306.25 -3887.50 011214 Exit Long 1 100.00 18068.75 0.00 -3887.50 MFE = 100.00 MAE = -637.50 011221 Exit Short 1 100.00 18168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 020102 Exit Long 1 100.00 18268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020123 Enter Short 1 -31.25 18237.50 -31.25 -3887.50 020124 Short 1 62.50 18331.25 0.00 -3887.50 020125 Exit Short 1 100.00 18368.75 0.00 -3887.50 MFE = 100.00 MAE = -31.25 200.00 020401 Exit Long 1 100.00 18468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020417 Enter Long 1 43.75 18512.50 0.00 -3887.50 020418 Exit Long 1 100.00 18568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020425 Enter Long 1 25.00 18593.75 0.00 -3887.50 020426 Exit Long 1 100.00 18668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 020503 Exit Long 1 100.00 18768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020514 Enter Short 1 -12.50 18756.25 0.00 -3887.50 020515 Exit Short 1 100.00 18868.75 0.00 -3887.50 MFE = 100.00 MAE = -12.50 200.00 020624 Exit Long 1 100.00 18968.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020626 Exit Long 1 100.00 19068.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 020708 Enter Long 1 -625.00 18443.75 -312.50 -3887.50 020709 Exit Long 1 100.00 19168.75 0.00 -3887.50 MFE = 100.00 MAE = -625.00 020715 Exit Long 1 100.00 19268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 020723 Exit Short 1 100.00 19368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 020806 Exit Short 1 100.00 19468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 020903 Enter Long 1 62.50 19531.25 0.00 -3887.50 020904 Long 1 -293.75 19175.00 -356.25 -3887.50 020905 Exit Long 1 100.00 19568.75 0.00 -3887.50 MFE = 100.00 MAE = -293.75 100.00 030102 Exit Short 1 100.00 19668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 030204 Exit Long 1 100.00 19768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 030213 Enter Long 1 -212.50 19556.25 -212.50 -3887.50 030214 Long 1 -462.50 19306.25 -462.50 -3887.50 030217 Long 1 -793.75 18975.00 -793.75 -3887.50 030218 Long 1 -1081.25 18687.50 -1081.25 -3887.50 030219 Long 1 -712.50 19056.25 -712.50 -3887.50 030220 Long 1 -281.25 19487.50 -281.25 -3887.50 030221 Long 1 -550.00 19218.75 -550.00 -3887.50 030224 Long 1 -431.25 19337.50 -431.25 -3887.50 030225 Long 1 -637.50 19131.25 -637.50 -3887.50 030226 Long 1 -487.50 19281.25 -487.50 -3887.50 030227 Long 1 -712.50 19056.25 -712.50 -3887.50 030228 Long 1 -356.25 19412.50 -356.25 -3887.50 100.00 030303 Exit Long 1 100.00 19868.75 0.00 -3887.50 MFE = 100.00 MAE = -1081.25 030313 Exit Short 1 100.00 19968.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 030416 Enter Long 1 93.75 20062.51 0.00 -3887.50 030417 Exit Long 1 100.00 20068.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 030506 Exit Long 1 100.00 20168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 030516 Exit Long 1 100.00 20268.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 030605 Exit Long 1 100.00 20368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 030707 Exit Short 1 100.00 20468.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 030731 Enter Short 1 25.00 20493.75 0.00 -3887.50 100.00 030801 Exit Short 1 100.00 20568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 030821 Exit Short 1 100.00 20668.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 030902 Exit Short 1 100.00 20768.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 030929 Exit Long 1 100.00 20868.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 031022 Enter Long 1 -43.75 20825.00 0.00 -3887.50 031023 Exit Long 1 100.00 20968.75 0.00 -3887.50 MFE = 100.00 MAE = -43.75 100.00 031103 Enter Short 1 -112.50 20856.25 0.00 -3887.50 031104 Short 1 -387.50 20581.25 -275.00 -3887.50 031105 Exit Short 1 100.00 21068.75 0.00 -3887.50 MFE = 100.00 MAE = -387.50 100.00 031231 Exit Long 1 100.00 21168.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 040106 Enter Long 1 -450.00 20718.75 -450.00 -3887.50 040107 Long 1 -1012.50 20156.26 -1012.50 -3887.50 040108 Long 1 -231.25 20937.50 -231.25 -3887.50 040109 Exit Long 1 100.00 21268.75 0.00 -3887.50 MFE = 100.00 MAE = -1012.50 040116 Exit Short 1 100.00 21368.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 040302 Enter Short 1 -81.25 21287.50 -81.25 -3887.50 040303 Exit Short 1 100.00 21468.75 0.00 -3887.50 MFE = 100.00 MAE = -81.25 100.00 040402 Exit Short 1 100.00 21568.75 0.00 -3887.50 MFE = 100.00 MAE = 0.00 040413 Enter Short 1 -168.75 21400.00 -168.75 -3887.50 040414 Exit Short 1 100.00 21668.75 0.00 -3887.50 MFE = 100.00 MAE = -168.75 040420 Enter Short 1 -43.75 21625.00 -43.75 -3887.50 040421 Exit Short 1 112.50 21781.25 0.00 -3887.50 MFE = 112.50 MAE = -43.75 312.50 040517 Enter Long 1 -162.50 21618.75 -162.50 -3887.50 040518 Long 1 -687.50 21093.76 -687.50 -3887.50 040519 Long 1 -262.50 21518.75 -262.50 -3887.50 040520 Long 1 -762.50 21018.75 -762.50 -3887.50 040521 Long 1 -306.25 21475.00 -306.25 -3887.50 040524 Long 1 -268.75 21512.50 -268.75 -3887.50 040525 Exit Long 1 100.00 21881.25 0.00 -3887.50 MFE = 100.00 MAE = -762.50 040527 Enter Long 1 -75.00 21806.26 -75.00 -3887.50 040528 Long 1 -418.75 21462.50 -418.75 -3887.50 040531 Long 1 -556.25 21325.00 -556.25 -3887.50 100.00 040601 Long 1 -312.50 21568.75 -312.50 -3887.50 040602 Exit Long 1 100.00 21981.25 0.00 -3887.50 MFE = 100.00 MAE = -556.25 040609 Exit Short 1 100.00 22081.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 040806 Exit Long 1 100.00 22181.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 040813 Enter Long 1 31.25 22212.51 0.00 -3887.50 040816 Long 1 -62.50 22118.76 -93.75 -3887.50 040817 Exit Long 1 100.00 22281.25 0.00 -3887.50 MFE = 100.00 MAE = -62.50 040823 Exit Short 1 100.00 22381.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 300.00 040921 Exit Long 1 100.00 22481.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 041025 Exit Long 1 100.00 22581.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 041203 Exit Long 1 100.00 22681.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 041223 Enter Long 1 -12.50 22668.75 -12.50 -3887.50 041224 Exit Long 1 100.00 22781.25 0.00 -3887.50 MFE = 100.00 MAE = -12.50 200.00 050222 Exit Long 1 100.00 22881.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 050304 Exit Long 1 100.00 22981.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 100.00 050506 Enter Short 1 6.25 22987.50 0.00 -3887.50 050509 Exit Short 1 100.00 23081.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 050531 Exit Short 1 100.00 23181.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 050701 Enter Short 1 75.00 23256.25 0.00 -3887.50 050704 Exit Short 1 100.00 23281.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 050712 Exit Long 1 100.00 23381.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 050720 Enter Long 1 -87.50 23293.75 0.00 -3887.50 050721 Exit Long 1 100.00 23481.25 0.00 -3887.50 MFE = 100.00 MAE = -87.50 300.00 050901 Enter Long 1 -125.00 23356.25 0.00 -3887.50 050902 Exit Long 1 100.00 23581.25 0.00 -3887.50 MFE = 100.00 MAE = -125.00 050919 Enter Short 1 -218.75 23362.50 0.00 -3887.50 050920 Short 1 -68.75 23512.50 0.00 -3887.50 050921 Short 1 -587.50 22993.75 -518.75 -3887.50 050922 Short 1 -256.25 23325.00 -187.50 -3887.50 050923 Exit Short 1 100.00 23681.25 0.00 -3887.50 MFE = 100.00 MAE = -587.50 200.00 051003 Exit Short 1 100.00 23781.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 051006 Exit Long 1 100.00 23881.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 060103 Exit Long 1 100.00 23981.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 060123 Exit Long 1 100.00 24081.25 0.00 -3887.50 MFE = 100.00 MAE = 0.00 200.00 060307 Enter Short 1 -87.50 23993.75 -87.50 -3887.50 060308 Short 1 -312.50 23768.75 -312.50 -3887.50 060309 Short 1 -262.50 23818.75 -262.50 -3887.50 060310 Short 1 -268.75 23812.50 -268.75 -3887.50 060313 Short 1 -581.25 23500.00 -581.25 -3887.50 060314 Exit Short 1 -1043.75 23037.50 -1043.75 -3887.50 MFE = 0.00 MAE = -1043.75 060314 Enter Long 1 -62.50 22975.00 -1106.25 -3887.50 060315 Exit Long 1 100.00 23137.50 -943.75 -3887.50 MFE = 100.00 MAE = -62.50 060316 Exit Long 1 100.00 23237.50 -843.75 -3887.50 MFE = 100.00 MAE = 0.00 060323 Enter Short 1 -12.50 23225.00 -856.25 -3887.50 060324 Short 1 -368.75 22868.75 -1212.50 -3887.50 060327 Short 1 -237.50 23000.00 -1081.25 -3887.50 060328 Short 1 -287.50 22950.00 -1131.25 -3887.50 060329 Short 1 -375.00 22862.50 -1218.75 -3887.50 060330 Exit Short 1 -1187.50 22050.00 -2031.25 -3887.50 MFE = 0.00 MAE = -1187.50 060330 Enter Long 1 18.75 22068.75 -2012.50 -3887.50 060331 Long 1 -262.50 21787.50 -2293.75 -3887.50 -2031.25 060403 Long 1 -106.25 21943.75 -2137.50 -3887.50 060404 Exit Long 1 100.00 22150.00 -1931.25 -3887.50 MFE = 100.00 MAE = -262.50 060417 Exit Long 1 100.00 22250.00 -1831.25 -3887.50 MFE = 100.00 MAE = 0.00 060427 Enter Long 1 -87.50 22162.51 -1918.75 -3887.50 060428 Exit Long 1 100.00 22350.00 -1731.25 -3887.50 MFE = 100.00 MAE = -87.50 300.00 060717 Enter Short 1 25.00 22375.00 -1706.25 -3887.50 060718 Exit Short 1 100.00 22450.00 -1631.25 -3887.50 MFE = 100.00 MAE = 0.00 100.00 061006 Enter Short 1 -137.50 22312.50 -1768.75 -3887.50 061009 Short 1 -143.75 22306.25 -1775.00 -3887.50 061010 Exit Short 1 100.00 22550.00 -1531.25 -3887.50 MFE = 100.00 MAE = -143.75 100.00 061122 Exit Long 1 100.00 22650.00 -1431.25 -3887.50 MFE = 100.00 MAE = 0.00 061124 Exit Long 1 100.00 22750.00 -1331.25 -3887.50 MFE = 100.00 MAE = 0.00 200.00 070214 Exit Long 1 100.00 22850.00 -1231.25 -3887.50 MFE = 100.00 MAE = 0.00 100.00 070316 Enter Long 1 -125.00 22725.00 -1356.25 -3887.50 070319 Long 1 -212.50 22637.50 -1443.75 -3887.50 070320 Long 1 -87.50 22762.50 -1318.75 -3887.50 070321 Exit Long 1 100.00 22950.00 -1131.25 -3887.50 MFE = 100.00 MAE = -212.50 100.00 070607 Enter Short 1 -25.00 22925.00 -1156.25 -3887.50 070608 Exit Short 1 100.00 23050.00 -1031.25 -3887.50 MFE = 100.00 MAE = -25.00 070615 Enter Long 1 7.50 23057.50 -1023.75 -3887.50 070618 Exit Long 1 100.00 23150.00 -931.25 -3887.50 MFE = 100.00 MAE = 0.00 070622 Enter Long 1 45.00 23195.00 -886.25 -3887.50 070625 Long 1 59.37 23209.38 -871.88 -3887.50 070626 Exit Long 1 100.00 23250.00 -831.25 -3887.50 MFE = 100.00 MAE = 0.00 070629 Exit Long 1 100.00 23350.00 -731.25 -3887.50 MFE = 100.00 MAE = 0.00 400.00 070710 Exit Long 1 100.00 23450.00 -631.25 -3887.50 MFE = 100.00 MAE = 0.00 070725 Exit Short 1 100.00 23550.00 -531.25 -3887.50 MFE = 100.00 MAE = 0.00 200.00 070803 Enter Long 1 -12.50 23537.50 -543.75 -3887.50 070806 Exit Long 1 100.00 23650.00 -431.25 -3887.50 MFE = 100.00 MAE = -12.50 070817 Enter Long 1 -390.62 23259.38 -821.87 -3887.50 070820 Long 1 -331.25 23318.75 -762.50 -3887.50 070821 Long 1 -418.75 23231.25 -850.00 -3887.50 070822 Long 1 25.00 23675.00 -406.25 -3887.50 070823 Exit Long 1 100.00 23750.00 -331.25 -3887.50 MFE = 100.00 MAE = -418.75 200.00 070918 Enter Long 1 31.25 23781.25 -300.00 -3887.50 070919 Exit Long 1 100.00 23850.00 -231.25 -3887.50 MFE = 100.00 MAE = 0.00 070928 Exit Long 1 100.00 23950.00 -131.25 -3887.50 MFE = 100.00 MAE = 0.00 200.00 071018 Enter Long 1 -11.25 23938.75 -142.50 -3887.50 071019 Long 1 12.50 23962.50 -118.75 -3887.50 071022 Exit Long 1 -975.00 22975.00 -1106.25 -3887.50 MFE = 12.50 MAE = -975.00 071022 Exit Short 1 100.00 23075.00 -1006.25 -3887.50 MFE = 100.00 MAE = 0.00 -875.00 071107 Exit Long 1 100.00 23175.00 -906.25 -3887.50 MFE = 100.00 MAE = 0.00 071120 Exit Long 1 100.00 23275.00 -806.25 -3887.50 MFE = 100.00 MAE = 0.00 200.00 071214 Exit Short 1 100.00 23375.00 -706.25 -3887.50 MFE = 100.00 MAE = 0.00 071227 Enter Long 1 -20.63 23354.37 -726.88 -3887.50 071228 Exit Long 1 100.00 23475.00 -606.25 -3887.50 MFE = 100.00 MAE = -20.63 200.00 080205 Enter Short 1 -146.88 23328.13 -753.13 -3887.50 080206 Exit Short 1 100.00 23575.00 -506.25 -3887.50 MFE = 100.00 MAE = -146.88 100.00 080306 Enter Long 1 -50.00 23525.00 -556.25 -3887.50 080307 Exit Long 1 100.00 23675.00 -406.25 -3887.50 MFE = 100.00 MAE = -50.00 080311 Enter Long 1 -981.25 22693.75 -1387.50 -3887.50 080312 Exit Long 1 100.00 23775.00 -306.25 -3887.50 MFE = 100.00 MAE = -981.25 080317 Exit Long 1 100.00 23875.00 -206.25 -3887.50 MFE = 100.00 MAE = 0.00 300.00 080703 Exit Short 1 100.00 23975.00 -106.25 -3887.50 MFE = 100.00 MAE = 0.00 080711 Exit Long 1 100.00 24075.00 -6.25 -3887.50 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 ================================================================================================================================= 4 1.22 0.00 0.00 0.00 0.00 0.00 0.00 20 0.05 33 2 50000 50000 125 9999 0 368 96 24075.00 -3887.50 6.19 65.42 0.0 0.00 39075.00 -15000.00 2275.00 -1981.25 start time = Tue Jul 29 09:32:11 2008 stop time = Tue Jul 29 09:32:12 2008 run time = 1 seconds