SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 BRITISH POUND SPOT 5339 Trading days from 880104 to 080728 Tue Jul 29 09:32:12 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<0.00> (4) Tomorrow's open<0.00> Compute volatility using: opens and closes within N days Compute drawdown on an intra trade basis Reverse on protective stops: No Allow reverse below low filter: No High filter type: normal low filter type: normal MFE = Maximum Favorable Excursion of the trade equity based on closes MAE = Maximum Adverse Excursion of the trade equity based on closes TRADE/ TRADE CUM MAX MONTHLY DATE POSITION CTS EQUITY EQUITY DRAWDOWN DRAWDOWN PROFIT 880105 Exit Short 1 175.00 175.00 0.00 0.00 MFE = 175.00 MAE = 0.00 880115 Exit Short 1 175.00 350.00 0.00 0.00 MFE = 175.00 MAE = 0.00 350.00 880201 Exit Short 1 175.00 525.00 0.00 0.00 MFE = 175.00 MAE = 0.00 880212 Exit Short 1 175.00 700.00 0.00 0.00 MFE = 175.00 MAE = 0.00 880222 Enter Long 1 -46.88 653.12 0.00 0.00 880223 Exit Long 1 175.00 875.00 0.00 0.00 MFE = 175.00 MAE = -46.88 525.00 880307 Exit Long 1 175.00 1050.00 0.00 0.00 MFE = 175.00 MAE = 0.00 880317 Enter Short 1 -265.62 784.38 0.00 0.00 880318 Short 1 -3.13 1046.87 0.00 0.00 880321 Short 1 -175.00 875.00 -171.87 -171.87 880322 Short 1 -237.50 812.50 -234.37 -234.37 880323 Short 1 -415.62 634.38 -412.50 -412.50 880324 Short 1 -562.50 487.50 -559.37 -559.37 880325 Short 1 -600.00 450.00 -596.87 -596.87 880328 Exit Short 1 -803.12 246.88 -803.12 -803.12 MFE = 0.00 MAE = -803.12 880328 Exit Long 1 175.00 421.88 -628.12 -803.12 MFE = 175.00 MAE = 0.00 -453.12 880425 Enter Short 1 34.38 456.25 -590.62 -803.12 880426 Short 1 -59.37 362.50 -684.37 -803.12 880427 Short 1 6.25 428.13 -618.75 -803.12 880428 Short 1 34.38 456.25 -590.62 -803.12 880429 Short 1 -87.50 334.37 -712.50 -803.12 0.00 880502 Exit Short 1 175.00 596.88 -450.00 -803.12 MFE = 175.00 MAE = -87.50 880509 Enter Long 1 90.63 687.50 -359.37 -803.12 880510 Exit Long 1 175.00 771.88 -275.00 -803.12 MFE = 175.00 MAE = 0.00 880517 Exit Short 1 175.00 946.88 -100.00 -803.12 MFE = 175.00 MAE = 0.00 525.00 880601 Enter Short 1 46.88 993.75 -53.12 -803.12 880602 Exit Short 1 175.00 1121.88 0.00 -803.12 MFE = 175.00 MAE = 0.00 880614 Exit Short 1 175.00 1296.88 0.00 -803.12 MFE = 175.00 MAE = 0.00 880622 Exit Short 1 175.00 1471.88 0.00 -803.12 MFE = 175.00 MAE = 0.00 880623 Enter Short 1 -68.75 1403.12 -68.75 -803.12 880624 Exit Short 1 175.00 1646.88 0.00 -803.12 MFE = 175.00 MAE = -68.75 700.00 880715 Exit Short 1 175.00 1821.88 0.00 -803.12 MFE = 175.00 MAE = 0.00 175.00 880805 Enter Short 1 -9.38 1812.50 -9.38 -803.12 880808 Short 1 -375.00 1446.88 -375.00 -803.12 880809 Exit Short 1 175.00 1996.88 0.00 -803.12 MFE = 175.00 MAE = -375.00 175.00 880914 Exit Short 1 175.00 2171.88 0.00 -803.12 MFE = 175.00 MAE = 0.00 880922 Enter Short 1 -93.75 2078.12 -93.75 -803.12 880923 Short 1 -215.62 1956.25 -215.62 -803.12 880926 Short 1 -225.00 1946.87 -225.00 -803.12 880927 Short 1 -421.87 1750.00 -421.87 -803.12 880928 Short 1 -775.00 1396.88 -775.00 -803.12 880929 Short 1 -540.63 1631.25 -540.63 -803.12 880930 Short 1 -859.38 1312.50 -859.38 -859.38 175.00 881003 Short 1 -1137.50 1034.38 -1137.50 -1137.50 881004 Short 1 -959.37 1212.50 -959.37 -1137.50 881005 Short 1 -921.88 1250.00 -921.88 -1137.50 881006 Short 1 -859.38 1312.50 -859.38 -1137.50 881007 Short 1 -1053.12 1118.75 -1053.12 -1137.50 881010 Exit Short 1 -1440.62 731.25 -1440.62 -1440.62 MFE = 0.00 MAE = -1440.62 881010 Enter Long 1 121.88 853.13 -1318.75 -1440.62 881011 Exit Long 1 175.00 906.25 -1265.62 -1440.62 MFE = 175.00 MAE = 0.00 881020 Enter Long 1 -6.25 900.00 -1271.87 -1440.62 881021 Long 1 -78.13 828.12 -1343.75 -1440.62 881024 Long 1 -581.25 325.00 -1846.87 -1846.87 881025 Long 1 -312.50 593.75 -1578.12 -1846.87 881026 Long 1 -125.00 781.25 -1390.63 -1846.87 881027 Exit Long 1 175.00 1081.25 -1090.62 -1846.87 MFE = 175.00 MAE = -581.25 -1090.62 881102 Enter Long 1 -112.50 968.75 -1203.12 -1846.87 881103 Long 1 -315.63 765.62 -1406.25 -1846.87 881104 Long 1 -568.75 512.50 -1659.38 -1846.87 881107 Long 1 -215.62 865.63 -1306.25 -1846.87 881108 Long 1 -465.62 615.63 -1556.25 -1846.87 881109 Exit Long 1 175.00 1256.25 -915.62 -1846.87 MFE = 175.00 MAE = -568.75 881116 Exit Long 1 175.00 1431.25 -740.62 -1846.87 MFE = 175.00 MAE = 0.00 350.00 881207 Exit Short 1 175.00 1606.25 -565.62 -1846.87 MFE = 175.00 MAE = 0.00 881220 Exit Short 1 175.00 1781.25 -390.62 -1846.87 MFE = 175.00 MAE = 0.00 881228 Exit Short 1 175.00 1956.25 -215.62 -1846.87 MFE = 175.00 MAE = 0.00 525.00 890209 Enter Long 1 103.12 2059.37 -112.50 -1846.87 890210 Exit Long 1 175.00 2131.25 -40.62 -1846.87 MFE = 175.00 MAE = 0.00 175.00 890327 Enter Short 1 -12.50 2118.75 -53.12 -1846.87 890328 Exit Short 1 175.00 2306.25 0.00 -1846.87 MFE = 175.00 MAE = -12.50 175.00 890424 Enter Short 1 -118.75 2187.50 -118.75 -1846.87 890425 Short 1 125.00 2431.25 0.00 -1846.87 890426 Exit Short 1 175.00 2481.25 0.00 -1846.87 MFE = 175.00 MAE = -118.75 175.00 890505 Enter Short 1 9.37 2490.62 0.00 -1846.87 890508 Exit Short 1 175.00 2656.25 0.00 -1846.87 MFE = 175.00 MAE = 0.00 890515 Exit Short 1 175.00 2831.25 0.00 -1846.87 MFE = 175.00 MAE = 0.00 890522 Exit Short 1 175.00 3006.25 0.00 -1846.87 MFE = 175.00 MAE = 0.00 890529 Enter Short 1 -100.00 2906.25 0.00 -1846.87 890530 Exit Short 1 175.00 3181.25 0.00 -1846.87 MFE = 175.00 MAE = -100.00 700.00 890602 Enter Long 1 -31.25 3150.00 0.00 -1846.87 890605 Long 1 -1184.38 1996.87 -1153.13 -1846.87 890606 Long 1 -937.50 2243.75 -906.25 -1846.87 890607 Long 1 -915.63 2265.62 -884.38 -1846.87 890608 Long 1 -793.75 2387.50 -762.50 -1846.87 890609 Long 1 -1753.12 1428.13 -1721.87 -1846.87 890612 Exit Long 1 -2218.75 962.50 -2218.75 -2218.75 MFE = 0.00 MAE = -2218.75 890612 Exit Short 1 175.00 1137.50 -2043.75 -2218.75 MFE = 175.00 MAE = 0.00 -2043.75 890703 Enter Long 1 -31.25 1106.25 -2043.75 -2218.75 890704 Exit Long 1 175.00 1312.50 -1837.50 -2218.75 MFE = 175.00 MAE = -31.25 890705 Enter Long 1 -218.75 1093.75 -2056.25 -2218.75 890706 Long 1 -109.38 1203.12 -1946.88 -2218.75 890707 Long 1 -134.38 1178.12 -1971.88 -2218.75 890710 Exit Long 1 175.00 1487.50 -1662.50 -2218.75 MFE = 175.00 MAE = -218.75 890725 Enter Long 1 -9.38 1478.12 -1671.88 -2218.75 890726 Exit Long 1 175.00 1662.50 -1487.50 -2218.75 MFE = 175.00 MAE = -9.38 525.00 890803 Enter Short 1 -65.62 1596.88 -1553.12 -2218.75 890804 Exit Short 1 175.00 1837.50 -1312.50 -2218.75 MFE = 175.00 MAE = -65.62 890811 Enter Short 1 84.37 1921.87 -1228.13 -2218.75 890814 Exit Short 1 175.00 2012.50 -1137.50 -2218.75 MFE = 175.00 MAE = 0.00 350.00 890901 Exit Short 1 175.00 2187.50 -962.50 -2218.75 MFE = 175.00 MAE = 0.00 890925 Exit Long 1 175.00 2362.50 -787.50 -2218.75 MFE = 175.00 MAE = 0.00 350.00 891009 Enter Short 1 -75.00 2287.50 -862.50 -2218.75 891010 Exit Short 1 175.00 2537.50 -612.50 -2218.75 MFE = 175.00 MAE = -75.00 891026 Exit Short 1 175.00 2712.50 -437.50 -2218.75 MFE = 175.00 MAE = 0.00 350.00 891114 Enter Long 1 -90.62 2621.88 -528.12 -2218.75 891115 Long 1 -496.87 2215.63 -934.37 -2218.75 891116 Long 1 -606.25 2106.25 -1043.75 -2218.75 891117 Long 1 -909.38 1803.12 -1346.88 -2218.75 891120 Long 1 -1153.12 1559.38 -1590.62 -2218.75 891121 Long 1 -840.62 1871.88 -1278.13 -2218.75 891122 Long 1 -856.25 1856.25 -1293.75 -2218.75 891123 Long 1 -1059.37 1653.13 -1496.87 -2218.75 891124 Long 1 -1028.13 1684.37 -1465.63 -2218.75 891127 Long 1 -1200.00 1512.50 -1637.50 -2218.75 891128 Long 1 -896.88 1815.62 -1334.38 -2218.75 891129 Long 1 -903.12 1809.38 -1340.62 -2218.75 891130 Long 1 -784.38 1928.12 -1221.88 -2218.75 0.00 891201 Long 1 -1090.63 1621.87 -1528.13 -2218.75 891204 Long 1 -1043.75 1668.75 -1481.25 -2218.75 891205 Long 1 -837.50 1875.00 -1275.00 -2218.75 891206 Long 1 -590.62 2121.88 -1028.12 -2218.75 891207 Long 1 -606.25 2106.25 -1043.75 -2218.75 891208 Long 1 -403.13 2309.37 -840.63 -2218.75 891211 Long 1 -75.00 2637.50 -512.50 -2218.75 891212 Exit Long 1 175.00 2887.50 -262.50 -2218.75 MFE = 175.00 MAE = -1200.00 891222 Enter Long 1 -50.00 2837.50 -312.50 -2218.75 891225 Long 1 -65.63 2821.87 -328.13 -2218.75 891226 Long 1 -65.63 2821.87 -328.13 -2218.75 891227 Long 1 12.50 2900.00 -250.00 -2218.75 891228 Exit Long 1 -721.87 2165.63 -984.38 -2218.75 MFE = 12.50 MAE = -721.87 891228 Exit Short 1 175.00 2340.63 -809.38 -2218.75 MFE = 175.00 MAE = 0.00 -371.88 900104 Enter Long 1 87.50 2428.13 -721.87 -2218.75 900105 Exit Long 1 175.00 2515.62 -634.38 -2218.75 MFE = 175.00 MAE = 0.00 175.00 900226 Exit Short 1 175.00 2690.63 -459.38 -2218.75 MFE = 175.00 MAE = 0.00 175.00 900309 Exit Short 1 175.00 2865.63 -284.38 -2218.75 MFE = 175.00 MAE = 0.00 900320 Enter Short 1 40.63 2906.25 -243.75 -2218.75 900321 Exit Short 1 175.00 3040.63 -109.38 -2218.75 MFE = 175.00 MAE = 0.00 350.00 900504 Exit Long 1 175.00 3215.63 0.00 -2218.75 MFE = 175.00 MAE = 0.00 900516 Enter Short 1 -450.00 2765.62 -450.00 -2218.75 900517 Exit Short 1 -846.87 2368.75 -846.87 -2218.75 MFE = 0.00 MAE = -846.87 900517 Enter Long 1 128.13 2496.88 -718.75 -2218.75 900518 Exit Long 1 175.00 2543.75 -671.88 -2218.75 MFE = 175.00 MAE = 0.00 -496.88 900612 Exit Long 1 175.00 2718.75 -496.88 -2218.75 MFE = 175.00 MAE = 0.00 900626 Enter Long 1 -46.87 2671.88 -543.75 -2218.75 900627 Long 1 -46.87 2671.88 -543.75 -2218.75 900628 Long 1 -156.25 2562.50 -653.12 -2218.75 900629 Long 1 171.87 2890.62 -325.00 -2218.75 175.00 900702 Exit Long 1 175.00 2893.75 -321.88 -2218.75 MFE = 175.00 MAE = -156.25 900709 Exit Long 1 175.00 3068.75 -146.87 -2218.75 MFE = 175.00 MAE = 0.00 900710 Enter Long 1 -118.75 2950.00 -265.62 -2218.75 900711 Long 1 -884.37 2184.38 -1031.25 -2218.75 900712 Long 1 -453.12 2615.63 -600.00 -2218.75 900713 Long 1 -859.37 2209.38 -1006.25 -2218.75 900716 Long 1 -743.75 2325.00 -890.62 -2218.75 900717 Long 1 -353.13 2715.62 -500.00 -2218.75 900718 Long 1 -353.13 2715.62 -500.00 -2218.75 900719 Long 1 -400.00 2668.75 -546.88 -2218.75 900720 Long 1 -290.63 2778.12 -437.50 -2218.75 900723 Long 1 -87.50 2981.25 -234.38 -2218.75 900724 Long 1 -462.50 2606.25 -609.38 -2218.75 900725 Long 1 -515.63 2553.12 -662.50 -2218.75 900726 Long 1 -400.00 2668.75 -546.88 -2218.75 900727 Exit Long 1 175.00 3243.75 0.00 -2218.75 MFE = 175.00 MAE = -884.37 525.00 900813 Exit Long 1 175.00 3418.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 900814 Enter Long 1 -59.37 3359.38 -59.37 -2218.75 900815 Exit Long 1 175.00 3593.75 0.00 -2218.75 MFE = 175.00 MAE = -59.37 900823 Exit Long 1 175.00 3768.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 900830 Exit Short 1 175.00 3943.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 700.00 900910 Enter Short 1 -193.75 3750.00 -193.75 -2218.75 900911 Exit Short 1 175.00 4118.75 0.00 -2218.75 MFE = 175.00 MAE = -193.75 175.00 901005 Exit Long 1 175.00 4293.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 175.00 901119 Enter Long 1 -37.50 4256.25 -37.50 -2218.75 901120 Long 1 -303.13 3990.62 -303.13 -2218.75 901121 Long 1 -171.88 4121.87 -171.88 -2218.75 901122 Long 1 -156.25 4137.50 -156.25 -2218.75 901123 Long 1 -256.25 4037.50 -256.25 -2218.75 901126 Long 1 -209.38 4084.37 -209.38 -2218.75 901127 Exit Long 1 175.00 4468.75 0.00 -2218.75 MFE = 175.00 MAE = -303.13 901129 Exit Short 1 175.00 4643.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 350.00 901220 Exit Short 1 175.00 4818.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 901228 Exit Long 1 175.00 4993.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 350.00 910107 Exit Short 1 175.00 5168.75 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910114 Enter Short 1 -587.50 4581.25 -587.50 -2218.75 910115 Short 1 -728.12 4440.63 -728.12 -2218.75 910116 Short 1 -603.13 4565.62 -603.13 -2218.75 910117 Exit Short 1 -1484.37 3684.37 -1484.37 -2218.75 MFE = 0.00 MAE = -1484.37 910117 Enter Long 1 43.75 3728.13 -1440.62 -2218.75 910118 Exit Long 1 175.00 3859.38 -1309.37 -2218.75 MFE = 175.00 MAE = 0.00 -1134.37 910201 Enter Long 1 -106.25 3753.13 -1415.62 -2218.75 910204 Exit Long 1 175.00 4034.38 -1134.37 -2218.75 MFE = 175.00 MAE = -106.25 910225 Exit Short 1 175.00 4209.38 -959.37 -2218.75 MFE = 175.00 MAE = 0.00 350.00 910308 Exit Short 1 175.00 4384.38 -784.37 -2218.75 MFE = 175.00 MAE = 0.00 910315 Exit Short 1 175.00 4559.38 -609.37 -2218.75 MFE = 175.00 MAE = 0.00 910318 Exit Short 1 175.00 4734.38 -434.37 -2218.75 MFE = 175.00 MAE = 0.00 910319 Exit Short 1 175.00 4909.38 -259.37 -2218.75 MFE = 175.00 MAE = 0.00 910325 Exit Short 1 175.00 5084.38 -84.37 -2218.75 MFE = 175.00 MAE = 0.00 875.00 910408 Enter Short 1 -246.88 4837.50 -331.25 -2218.75 910409 Short 1 -1121.88 3962.50 -1206.25 -2218.75 910410 Short 1 -512.50 4571.88 -596.87 -2218.75 910411 Short 1 -1021.87 4062.50 -1106.25 -2218.75 910412 Short 1 -646.87 4437.50 -731.25 -2218.75 910415 Short 1 -1100.00 3984.37 -1184.38 -2218.75 910416 Short 1 -990.63 4093.75 -1075.00 -2218.75 910417 Short 1 -881.25 4203.12 -965.63 -2218.75 910418 Exit Short 1 175.00 5259.38 0.00 -2218.75 MFE = 175.00 MAE = -1121.88 910419 Enter Short 1 -100.00 5159.38 -100.00 -2218.75 910422 Exit Short 1 175.00 5434.38 0.00 -2218.75 MFE = 175.00 MAE = -100.00 350.00 910517 Enter Short 1 143.75 5578.13 0.00 -2218.75 910520 Exit Short 1 175.00 5609.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910530 Enter Short 1 -59.38 5550.00 -28.13 -2218.75 910531 Exit Short 1 175.00 5784.38 0.00 -2218.75 MFE = 175.00 MAE = -59.38 350.00 910607 Exit Short 1 175.00 5959.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 175.00 910708 Exit Long 1 175.00 6134.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910712 Exit Long 1 175.00 6309.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910719 Enter Long 1 81.25 6390.62 0.00 -2218.75 910722 Long 1 -475.00 5834.37 -556.25 -2218.75 910723 Long 1 -350.00 5959.37 -431.25 -2218.75 910724 Exit Long 1 175.00 6484.38 0.00 -2218.75 MFE = 175.00 MAE = -475.00 525.00 910802 Exit Long 1 175.00 6659.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910805 Exit Long 1 175.00 6834.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910819 Exit Short 1 175.00 7009.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 525.00 910906 Exit Long 1 175.00 7184.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 910916 Enter Long 1 -65.63 7118.75 -65.63 -2218.75 910917 Exit Long 1 175.00 7359.38 0.00 -2218.75 MFE = 175.00 MAE = -65.63 910923 Enter Long 1 -50.00 7309.37 -50.00 -2218.75 910924 Long 1 -581.25 6778.13 -581.25 -2218.75 910925 Long 1 -300.00 7059.37 -300.00 -2218.75 910926 Long 1 -503.13 6856.25 -503.13 -2218.75 910927 Long 1 -65.62 7293.75 -65.62 -2218.75 910930 Exit Long 1 175.00 7534.38 0.00 -2218.75 MFE = 175.00 MAE = -581.25 525.00 911004 Exit Short 1 175.00 7709.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 911008 Exit Short 1 175.00 7884.38 0.00 -2218.75 MFE = 175.00 MAE = 0.00 911028 Enter Short 1 40.62 7925.00 0.00 -2218.75 911029 Exit Short 1 -1037.50 6846.88 -1037.50 -2218.75 MFE = 40.62 MAE = -1037.50 911029 Exit Long 1 175.00 7021.88 -862.50 -2218.75 MFE = 175.00 MAE = 0.00 -512.50 911118 Exit Long 1 175.00 7196.88 -687.50 -2218.75 MFE = 175.00 MAE = 0.00 911126 Exit Short 1 175.00 7371.88 -512.50 -2218.75 MFE = 175.00 MAE = 0.00 350.00 911220 Exit Long 1 175.00 7546.88 -337.50 -2218.75 MFE = 175.00 MAE = 0.00 911223 Enter Long 1 -87.50 7459.37 -465.62 -2218.75 911224 Long 1 -337.50 7209.37 -715.62 -2218.75 911225 Long 1 6.25 7553.13 -371.87 -2218.75 911226 Exit Long 1 175.00 7721.88 -203.12 -2218.75 MFE = 175.00 MAE = -337.50 350.00 920103 Exit Short 1 175.00 7896.88 -28.12 -2218.75 MFE = 175.00 MAE = 0.00 920106 Enter Long 1 40.62 7937.50 0.00 -2218.75 920107 Exit Long 1 175.00 8071.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 920109 Exit Short 1 175.00 8246.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 920130 Enter Short 1 -162.50 8084.37 0.00 -2218.75 920131 Short 1 -287.50 7959.38 -125.00 -2218.75 525.00 920203 Short 1 -609.38 7637.50 -446.87 -2218.75 920204 Short 1 -818.75 7428.12 -656.25 -2218.75 920205 Short 1 -1256.25 6990.63 -1093.75 -2218.75 920206 Short 1 -1396.88 6850.00 -1234.37 -2218.75 920207 Short 1 -1943.75 6303.12 -1781.25 -2218.75 920210 Short 1 -1318.75 6928.13 -1156.25 -2218.75 920211 Short 1 -693.75 7553.13 -531.25 -2218.75 920212 Short 1 -365.63 7881.25 -203.13 -2218.75 920213 Exit Short 1 175.00 8421.88 0.00 -2218.75 MFE = 175.00 MAE = -1943.75 175.00 920403 Enter Long 1 -84.37 8337.50 -84.37 -2218.75 920406 Long 1 0.00 8421.88 0.00 -2218.75 920407 Long 1 112.50 8534.38 0.00 -2218.75 920408 Exit Long 1 175.00 8596.88 0.00 -2218.75 MFE = 175.00 MAE = -84.37 920410 Enter Long 1 -412.50 8184.38 -350.00 -2218.75 920413 Long 1 -475.00 8121.87 -412.50 -2218.75 920414 Long 1 -490.62 8106.25 -428.13 -2218.75 920415 Long 1 -709.37 7887.50 -646.87 -2218.75 920416 Long 1 -1021.87 7575.00 -959.37 -2218.75 920417 Long 1 -1037.50 7559.37 -975.00 -2218.75 920420 Long 1 -925.00 7671.87 -862.50 -2218.75 920421 Long 1 -818.75 7778.13 -756.25 -2218.75 920422 Long 1 -475.00 8121.87 -412.50 -2218.75 920423 Long 1 -312.50 8284.37 -250.00 -2218.75 920424 Long 1 -115.63 8481.25 -53.13 -2218.75 920427 Long 1 -37.50 8559.38 0.00 -2218.75 920428 Long 1 -21.88 8575.00 0.00 -2218.75 920429 Long 1 -193.75 8403.13 -171.87 -2218.75 920430 Long 1 56.25 8653.13 0.00 -2218.75 175.00 920501 Exit Long 1 175.00 8771.88 0.00 -2218.75 MFE = 175.00 MAE = -1037.50 920512 Enter Long 1 68.75 8840.63 0.00 -2218.75 920513 Exit Long 1 175.00 8946.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 920527 Exit Short 1 175.00 9121.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 920529 Enter Long 1 -131.25 8990.62 0.00 -2218.75 525.00 920601 Exit Long 1 175.00 9296.88 0.00 -2218.75 MFE = 175.00 MAE = -131.25 920611 Exit Long 1 175.00 9471.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 920625 Enter Long 1 81.25 9553.13 0.00 -2218.75 920626 Long 1 46.87 9518.75 -34.38 -2218.75 920629 Exit Long 1 175.00 9646.88 0.00 -2218.75 MFE = 175.00 MAE = 0.00 525.00 920702 Enter Long 1 -162.50 9484.37 -162.50 -2218.75 920703 Long 1 -615.63 9031.25 -615.63 -2218.75 920706 Long 1 -584.37 9062.50 -584.37 -2218.75 920707 Long 1 165.63 9812.50 0.00 -2218.75 920708 Exit Long 1 175.00 9821.88 0.00 -2218.75 MFE = 175.00 MAE = -615.63 920717 Enter Long 1 -21.88 9800.00 -12.50 -2218.75 920720 Exit Long 1 175.00 9996.88 0.00 -2218.75 MFE = 175.00 MAE = -21.88 350.00 920805 Enter Short 1 -62.50 9934.37 -62.50 -2218.75 920806 Short 1 -312.50 9684.37 -312.50 -2218.75 920807 Short 1 -781.25 9215.62 -781.25 -2218.75 920810 Short 1 -834.37 9162.50 -834.37 -2218.75 920811 Short 1 -765.63 9231.25 -765.63 -2218.75 920812 Short 1 -781.25 9215.62 -781.25 -2218.75 920813 Short 1 -887.50 9109.38 -887.50 -2218.75 920814 Short 1 -531.25 9465.62 -531.25 -2218.75 920817 Short 1 -615.62 9381.25 -615.62 -2218.75 920818 Short 1 -775.00 9221.88 -775.00 -2218.75 920819 Short 1 -921.88 9075.00 -921.88 -2218.75 920820 Short 1 -1078.13 8918.75 -1078.13 -2218.75 920821 Short 1 -1625.00 8371.88 -1625.00 -2218.75 920824 Exit Short 1 -2418.75 7578.13 -2418.75 -2418.75 MFE = 0.00 MAE = -2418.75 920824 Exit Long 1 175.00 7753.13 -2243.75 -2418.75 MFE = 175.00 MAE = 0.00 -2243.75 920901 Enter Long 1 162.50 7915.62 -2081.25 -2418.75 920902 Exit Long 1 175.00 7928.12 -2068.75 -2418.75 MFE = 175.00 MAE = 0.00 920923 Enter Short 1 -1006.25 6921.88 -3075.00 -3075.00 920924 Short 1 -812.50 7115.63 -2881.25 -3075.00 920925 Short 1 -828.12 7100.00 -2896.87 -3075.00 920928 Short 1 -1484.37 6443.75 -3553.12 -3553.12 920929 Short 1 -3234.37 4693.75 -5303.12 -5303.12 920930 Short 1 -3150.00 4778.12 -5218.75 -5303.12 175.00 921001 Short 1 -1828.13 6100.00 -3896.88 -5303.12 921002 Short 1 -1421.88 6506.25 -3490.63 -5303.12 921005 Short 1 -906.25 7021.87 -2975.00 -5303.12 921006 Short 1 -906.25 7021.87 -2975.00 -5303.12 921007 Short 1 -828.12 7100.00 -2896.87 -5303.12 921008 Exit Short 1 175.00 8103.12 -1893.75 -5303.12 MFE = 175.00 MAE = -3234.37 921016 Exit Short 1 175.00 8278.12 -1718.75 -5303.12 MFE = 175.00 MAE = 0.00 921026 Exit Short 1 175.00 8453.12 -1543.75 -5303.12 MFE = 175.00 MAE = 0.00 525.00 921102 Exit Short 1 175.00 8628.12 -1368.75 -5303.12 MFE = 175.00 MAE = 0.00 921106 Enter Short 1 62.50 8690.62 -1306.25 -5303.12 921109 Exit Short 1 175.00 8803.12 -1193.75 -5303.12 MFE = 175.00 MAE = 0.00 921120 Enter Short 1 -118.75 8684.37 -1312.50 -5303.12 921123 Short 1 -431.25 8371.87 -1625.00 -5303.12 921124 Short 1 -556.25 8246.88 -1750.00 -5303.12 921125 Short 1 -603.12 8200.00 -1796.87 -5303.12 921126 Short 1 -446.87 8356.25 -1640.62 -5303.12 921127 Short 1 -134.38 8668.75 -1328.13 -5303.12 921130 Short 1 -259.37 8543.75 -1453.12 -5303.12 350.00 921201 Exit Short 1 -1121.87 7681.25 -2315.63 -5303.12 MFE = 0.00 MAE = -1121.87 921201 Exit Long 1 175.00 7856.25 -2140.63 -5303.12 MFE = 175.00 MAE = 0.00 -946.87 930105 Exit Long 1 175.00 8031.25 -1965.63 -5303.12 MFE = 175.00 MAE = 0.00 930121 Enter Short 1 -112.50 7918.75 -2078.12 -5303.12 930122 Exit Short 1 175.00 8206.25 -1790.63 -5303.12 MFE = 175.00 MAE = -112.50 930125 Enter Long 1 -103.13 8103.12 -1893.75 -5303.12 930126 Exit Long 1 175.00 8381.25 -1615.63 -5303.12 MFE = 175.00 MAE = -103.13 525.00 930209 Exit Short 1 175.00 8556.25 -1440.63 -5303.12 MFE = 175.00 MAE = 0.00 930216 Enter Long 1 -15.63 8540.62 -1456.25 -5303.12 930217 Exit Long 1 175.00 8731.25 -1265.63 -5303.12 MFE = 175.00 MAE = -15.63 930224 Exit Short 1 175.00 8906.25 -1090.63 -5303.12 MFE = 175.00 MAE = 0.00 525.00 930316 Enter Long 1 56.25 8962.50 -1034.38 -5303.12 930317 Exit Long 1 175.00 9081.25 -915.63 -5303.12 MFE = 175.00 MAE = 0.00 930318 Exit Long 1 175.00 9256.25 -740.63 -5303.12 MFE = 175.00 MAE = 0.00 930326 Enter Long 1 -128.12 9128.13 -868.75 -5303.12 930329 Long 1 21.87 9278.12 -718.75 -5303.12 930330 Exit Long 1 175.00 9431.25 -565.63 -5303.12 MFE = 175.00 MAE = -128.12 525.00 930412 Exit Long 1 175.00 9606.25 -390.63 -5303.12 MFE = 175.00 MAE = 0.00 930423 Enter Long 1 -181.25 9425.00 -571.87 -5303.12 930426 Exit Long 1 175.00 9781.25 -215.63 -5303.12 MFE = 175.00 MAE = -181.25 350.00 930510 Exit Short 1 175.00 9956.25 -40.63 -5303.12 MFE = 175.00 MAE = 0.00 175.00 930604 Exit Short 1 175.00 10131.25 0.00 -5303.12 MFE = 175.00 MAE = 0.00 930616 Enter Short 1 -181.25 9950.00 -181.25 -5303.12 930617 Short 1 -450.00 9681.25 -450.00 -5303.12 930618 Exit Short 1 175.00 10306.25 0.00 -5303.12 MFE = 175.00 MAE = -450.00 350.00 930802 Enter Long 1 -181.25 10125.00 -181.25 -5303.12 930803 Long 1 -228.13 10078.12 -228.13 -5303.12 930804 Long 1 -196.87 10109.38 -196.87 -5303.12 930805 Long 1 -371.88 9934.37 -371.88 -5303.12 930806 Long 1 -290.62 10015.63 -290.62 -5303.12 930809 Long 1 -509.37 9796.88 -509.37 -5303.12 930810 Exit Long 1 -959.38 9346.87 -959.38 -5303.12 MFE = 0.00 MAE = -959.38 930810 Exit Short 1 175.00 9521.87 -784.38 -5303.12 MFE = 175.00 MAE = 0.00 -784.38 930903 Exit Long 1 175.00 9696.87 -609.37 -5303.12 MFE = 175.00 MAE = 0.00 930915 Enter Long 1 -234.38 9462.50 -843.75 -5303.12 930916 Exit Long 1 -843.75 8853.12 -1453.12 -5303.12 MFE = 0.00 MAE = -843.75 930916 Enter Short 1 -68.75 8784.38 -1521.87 -5303.12 930917 Short 1 -68.75 8784.38 -1521.87 -5303.12 930920 Short 1 -68.75 8784.38 -1521.87 -5303.12 930921 Exit Short 1 175.00 9028.12 -1278.12 -5303.12 MFE = 175.00 MAE = -68.75 -493.75 931018 Enter Short 1 18.75 9046.88 -1259.37 -5303.12 931019 Short 1 -53.12 8975.00 -1331.25 -5303.12 931020 Short 1 -237.50 8790.63 -1515.62 -5303.12 931021 Short 1 112.50 9140.62 -1165.63 -5303.12 931022 Exit Short 1 175.00 9203.12 -1103.12 -5303.12 MFE = 175.00 MAE = -237.50 175.00 931109 Enter Short 1 34.37 9237.50 -1068.75 -5303.12 931110 Short 1 -293.75 8909.38 -1396.87 -5303.12 931111 Short 1 -168.75 9034.37 -1271.88 -5303.12 931112 Short 1 -715.62 8487.50 -1818.75 -5303.12 931115 Short 1 -600.00 8603.12 -1703.13 -5303.12 931116 Short 1 -334.37 8868.75 -1437.50 -5303.12 931117 Short 1 -300.00 8903.12 -1403.13 -5303.12 931118 Short 1 -168.75 9034.37 -1271.88 -5303.12 931119 Short 1 -106.25 9096.87 -1209.38 -5303.12 931122 Short 1 -193.75 9009.37 -1296.88 -5303.12 931123 Exit Short 1 -490.63 8712.50 -1593.75 -5303.12 MFE = 34.37 MAE = -715.62 931123 Enter Long 1 15.63 8728.13 -1578.12 -5303.12 931124 Exit Long 1 175.00 8887.50 -1418.75 -5303.12 MFE = 175.00 MAE = 0.00 -315.63 931203 Enter Long 1 -137.50 8750.00 -1556.25 -5303.12 931206 Exit Long 1 175.00 9062.50 -1243.75 -5303.12 MFE = 175.00 MAE = -137.50 931223 Enter Long 1 -68.75 8993.75 -1312.50 -5303.12 931224 Long 1 -68.75 8993.75 -1312.50 -5303.12 931227 Long 1 -37.50 9025.00 -1281.25 -5303.12 931228 Long 1 84.37 9146.87 -1159.38 -5303.12 931229 Exit Long 1 -490.62 8571.87 -1734.37 -5303.12 MFE = 84.37 MAE = -490.62 931229 Exit Short 1 175.00 8746.87 -1559.37 -5303.12 MFE = 175.00 MAE = 0.00 -140.62 940127 Enter Long 1 46.88 8793.75 -1512.50 -5303.12 940128 Long 1 -359.37 8387.50 -1918.75 -5303.12 940131 Long 1 -25.00 8721.88 -1584.37 -5303.12 0.00 940201 Long 1 -181.25 8565.63 -1740.62 -5303.12 940202 Long 1 -334.37 8412.50 -1893.75 -5303.12 940203 Long 1 -593.75 8153.12 -2153.13 -5303.12 940204 Long 1 -937.50 7809.37 -2496.88 -5303.12 940207 Long 1 -743.75 8003.13 -2303.12 -5303.12 940208 Long 1 -1250.00 7496.87 -2809.38 -5303.12 940209 Long 1 -1409.38 7337.50 -2968.75 -5303.12 940210 Long 1 -1375.00 7371.88 -2934.37 -5303.12 940211 Long 1 -1368.75 7378.13 -2928.12 -5303.12 940214 Long 1 -687.50 8059.37 -2246.88 -5303.12 940215 Long 1 -1037.50 7709.38 -2596.87 -5303.12 940216 Long 1 -928.12 7818.75 -2487.50 -5303.12 940217 Long 1 -875.00 7871.88 -2434.37 -5303.12 940218 Long 1 -753.13 7993.75 -2312.50 -5303.12 940221 Long 1 -1015.62 7731.25 -2575.00 -5303.12 940222 Long 1 -859.37 7887.50 -2418.75 -5303.12 940223 Long 1 -875.00 7871.88 -2434.37 -5303.12 940224 Long 1 -640.63 8106.25 -2200.00 -5303.12 940225 Long 1 -562.50 8184.38 -2121.87 -5303.12 940228 Long 1 -656.25 8090.63 -2215.62 -5303.12 0.00 940301 Long 1 -531.25 8215.62 -2090.63 -5303.12 940302 Long 1 -312.50 8434.38 -1871.87 -5303.12 940303 Long 1 -328.13 8418.75 -1887.50 -5303.12 940304 Long 1 -537.50 8209.38 -2096.87 -5303.12 940307 Long 1 -531.25 8215.62 -2090.63 -5303.12 940308 Long 1 -581.25 8165.63 -2140.62 -5303.12 940309 Long 1 -350.00 8396.87 -1909.38 -5303.12 940310 Long 1 -93.75 8653.13 -1653.12 -5303.12 940311 Long 1 -203.12 8543.75 -1762.50 -5303.12 940314 Long 1 -312.50 8434.38 -1871.87 -5303.12 940315 Long 1 -500.00 8246.88 -2059.37 -5303.12 940316 Long 1 -375.00 8371.87 -1934.38 -5303.12 940317 Long 1 -396.88 8350.00 -1956.25 -5303.12 940318 Long 1 -475.00 8271.88 -2034.37 -5303.12 940321 Long 1 -531.25 8215.62 -2090.63 -5303.12 940322 Long 1 -578.13 8168.75 -2137.50 -5303.12 940323 Long 1 -256.25 8490.62 -1815.63 -5303.12 940324 Long 1 -281.25 8465.62 -1840.63 -5303.12 940325 Long 1 -234.38 8512.50 -1793.75 -5303.12 940328 Long 1 -315.62 8431.25 -1875.00 -5303.12 940329 Exit Long 1 -784.37 7962.50 -2343.75 -5303.12 MFE = 46.88 MAE = -1409.38 940329 Enter Short 1 -96.87 7865.63 -2440.62 -5303.12 940330 Exit Short 1 175.00 8137.50 -2168.75 -5303.12 MFE = 175.00 MAE = -96.87 -609.38 940419 Enter Long 1 -65.63 8071.87 -2234.38 -5303.12 940420 Exit Long 1 175.00 8312.50 -1993.75 -5303.12 MFE = 175.00 MAE = -65.63 175.00 940601 Enter Long 1 31.25 8343.75 -1962.50 -5303.12 940602 Long 1 -146.87 8165.63 -2140.62 -5303.12 940603 Exit Long 1 -431.25 7881.25 -2425.00 -5303.12 MFE = 31.25 MAE = -431.25 940603 Enter Short 1 -93.75 7787.50 -2518.75 -5303.12 940606 Short 1 -162.50 7718.75 -2587.50 -5303.12 940607 Short 1 -234.38 7646.87 -2659.38 -5303.12 940608 Short 1 -265.62 7615.63 -2690.62 -5303.12 940609 Short 1 -253.13 7628.12 -2678.13 -5303.12 940610 Short 1 -203.12 7678.13 -2628.12 -5303.12 940613 Exit Short 1 -421.88 7459.37 -2846.88 -5303.12 MFE = 0.00 MAE = -421.88 940613 Exit Long 1 175.00 7634.37 -2671.88 -5303.12 MFE = 175.00 MAE = 0.00 940624 Enter Long 1 18.75 7653.13 -2653.12 -5303.12 940627 Exit Long 1 175.00 7809.37 -2496.88 -5303.12 MFE = 175.00 MAE = 0.00 -503.13 940711 Exit Long 1 175.00 7984.37 -2321.88 -5303.12 MFE = 175.00 MAE = 0.00 940719 Enter Short 1 -53.13 7931.25 -2375.00 -5303.12 940720 Short 1 0.00 7984.37 -2321.88 -5303.12 940721 Exit Short 1 175.00 8159.37 -2146.88 -5303.12 MFE = 175.00 MAE = -53.13 350.00 940811 Enter Long 1 -90.63 8068.75 -2237.50 -5303.12 940812 Long 1 -106.25 8053.13 -2253.12 -5303.12 940815 Long 1 -250.00 7909.37 -2396.88 -5303.12 940816 Long 1 -325.00 7834.38 -2471.87 -5303.12 940817 Long 1 -231.25 7928.13 -2378.12 -5303.12 940818 Long 1 -21.88 8137.50 -2168.75 -5303.12 940819 Long 1 -59.37 8100.00 -2206.25 -5303.12 940822 Exit Long 1 175.00 8334.37 -1971.88 -5303.12 MFE = 175.00 MAE = -325.00 940826 Exit Short 1 175.00 8509.37 -1796.88 -5303.12 MFE = 175.00 MAE = 0.00 350.00 940912 Exit Long 1 175.00 8684.37 -1621.88 -5303.12 MFE = 175.00 MAE = 0.00 940916 Enter Long 1 -103.12 8581.25 -1725.00 -5303.12 940919 Long 1 -456.25 8228.13 -2078.12 -5303.12 940920 Long 1 -290.63 8393.75 -1912.50 -5303.12 940921 Long 1 -175.00 8509.37 -1796.88 -5303.12 940922 Long 1 -271.88 8412.50 -1893.75 -5303.12 940923 Long 1 -221.88 8462.50 -1843.75 -5303.12 940926 Long 1 -400.00 8284.37 -2021.88 -5303.12 940927 Long 1 -125.00 8559.38 -1746.87 -5303.12 940928 Long 1 -303.12 8381.25 -1925.00 -5303.12 940929 Long 1 -196.88 8487.50 -1818.75 -5303.12 940930 Long 1 -196.88 8487.50 -1818.75 -5303.12 175.00 941003 Long 1 -162.50 8521.88 -1784.37 -5303.12 941004 Long 1 -84.38 8600.00 -1706.25 -5303.12 941005 Long 1 9.38 8693.75 -1612.50 -5303.12 941006 Exit Long 1 175.00 8859.37 -1446.88 -5303.12 MFE = 175.00 MAE = -456.25 941014 Enter Long 1 -84.37 8775.00 -1531.25 -5303.12 941017 Exit Long 1 175.00 9034.37 -1271.88 -5303.12 MFE = 175.00 MAE = -84.37 941028 Enter Short 1 -59.38 8975.00 -1331.25 -5303.12 941031 Short 1 -456.25 8578.13 -1728.12 -5303.12 350.00 941101 Short 1 -359.37 8675.00 -1631.25 -5303.12 941102 Short 1 -65.63 8968.75 -1337.50 -5303.12 941103 Exit Short 1 175.00 9209.37 -1096.88 -5303.12 MFE = 175.00 MAE = -456.25 941124 Enter Short 1 62.50 9271.88 -1034.37 -5303.12 941125 Short 1 9.37 9218.75 -1087.50 -5303.12 941128 Short 1 78.12 9287.50 -1018.75 -5303.12 941129 Short 1 37.50 9246.87 -1059.38 -5303.12 941130 Short 1 -56.25 9153.12 -1153.13 -5303.12 175.00 941201 Short 1 -109.37 9100.00 -1206.25 -5303.12 941202 Exit Short 1 175.00 9384.37 -921.88 -5303.12 MFE = 175.00 MAE = -109.37 941221 Exit Short 1 175.00 9559.37 -746.88 -5303.12 MFE = 175.00 MAE = 0.00 941228 Exit Long 1 175.00 9734.37 -571.88 -5303.12 MFE = 175.00 MAE = 0.00 525.00 950106 Enter Short 1 25.00 9759.38 -546.87 -5303.12 950109 Short 1 -381.25 9353.13 -953.12 -5303.12 950110 Short 1 -328.13 9406.25 -900.00 -5303.12 950111 Short 1 -278.13 9456.25 -850.00 -5303.12 950112 Exit Short 1 -796.87 8937.50 -1368.75 -5303.12 MFE = 25.00 MAE = -796.87 950112 Enter Long 1 -78.13 8859.37 -1446.88 -5303.12 950113 Long 1 -265.62 8671.88 -1634.37 -5303.12 950116 Long 1 -253.13 8684.37 -1621.88 -5303.12 950117 Long 1 -281.25 8656.25 -1650.00 -5303.12 950118 Long 1 -193.75 8743.75 -1562.50 -5303.12 950119 Exit Long 1 175.00 9112.50 -1193.75 -5303.12 MFE = 175.00 MAE = -281.25 -621.87 950203 Enter Short 1 -90.62 9021.88 -1284.37 -5303.12 950206 Short 1 12.50 9125.00 -1181.25 -5303.12 950207 Short 1 118.75 9231.25 -1075.00 -5303.12 950208 Exit Short 1 175.00 9287.50 -1018.75 -5303.12 MFE = 175.00 MAE = -90.62 950216 Exit Long 1 175.00 9462.50 -843.75 -5303.12 MFE = 175.00 MAE = 0.00 350.00 950302 Exit Long 1 175.00 9637.50 -668.75 -5303.12 MFE = 175.00 MAE = 0.00 950328 Enter Long 1 112.50 9750.00 -556.25 -5303.12 950329 Long 1 12.50 9650.00 -656.25 -5303.12 950330 Long 1 -262.50 9375.00 -931.25 -5303.12 950331 Exit Long 1 175.00 9812.50 -493.75 -5303.12 MFE = 175.00 MAE = -262.50 350.00 950410 Enter Short 1 -196.88 9615.62 -690.63 -5303.12 950411 Short 1 -193.75 9618.75 -687.50 -5303.12 950412 Short 1 -156.25 9656.25 -650.00 -5303.12 950413 Short 1 -703.12 9109.38 -1196.87 -5303.12 950414 Short 1 -515.63 9296.87 -1009.38 -5303.12 950417 Short 1 -1156.25 8656.25 -1650.00 -5303.12 950418 Short 1 -771.87 9040.63 -1265.62 -5303.12 950419 Short 1 -656.25 9156.25 -1150.00 -5303.12 950420 Short 1 -709.38 9103.12 -1203.13 -5303.12 950421 Short 1 -796.87 9015.63 -1290.62 -5303.12 950424 Short 1 -578.13 9234.37 -1071.88 -5303.12 950425 Short 1 -821.88 8990.62 -1315.63 -5303.12 950426 Short 1 -921.88 8890.62 -1415.63 -5303.12 950427 Short 1 -943.75 8868.75 -1437.50 -5303.12 950428 Short 1 -796.87 9015.63 -1290.62 -5303.12 0.00 950501 Short 1 -906.25 8906.25 -1400.00 -5303.12 950502 Short 1 -906.25 8906.25 -1400.00 -5303.12 950503 Short 1 -906.25 8906.25 -1400.00 -5303.12 950504 Short 1 -890.63 8921.87 -1384.38 -5303.12 950505 Short 1 -328.13 9484.37 -821.88 -5303.12 950508 Short 1 -531.25 9281.25 -1025.00 -5303.12 950509 Short 1 78.13 9890.63 -415.62 -5303.12 950510 Exit Short 1 175.00 9987.50 -318.75 -5303.12 MFE = 175.00 MAE = -1156.25 950525 Exit Long 1 175.00 10162.50 -143.75 -5303.12 MFE = 175.00 MAE = 0.00 350.00 950614 Exit Long 1 175.00 10337.50 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 950725 Enter Short 1 -100.00 10237.50 -100.00 -5303.12 950726 Short 1 -209.37 10128.13 -209.37 -5303.12 950727 Short 1 -250.00 10087.50 -250.00 -5303.12 950728 Short 1 -378.12 9959.38 -378.12 -5303.12 950731 Short 1 -300.00 10037.50 -300.00 -5303.12 0.00 950801 Short 1 -578.13 9759.37 -578.13 -5303.12 950802 Short 1 -378.12 9959.38 -378.12 -5303.12 950803 Short 1 -571.88 9765.62 -571.88 -5303.12 950804 Short 1 -559.37 9778.13 -559.37 -5303.12 950807 Short 1 -409.37 9928.13 -409.37 -5303.12 950808 Short 1 -440.63 9896.87 -440.63 -5303.12 950809 Short 1 -362.50 9975.00 -362.50 -5303.12 950810 Short 1 -112.50 10225.00 -112.50 -5303.12 950811 Exit Short 1 175.00 10512.50 0.00 -5303.12 MFE = 175.00 MAE = -578.13 175.00 950920 Enter Long 1 -65.63 10446.87 -65.63 -5303.12 950921 Exit Long 1 175.00 10687.50 0.00 -5303.12 MFE = 175.00 MAE = -65.63 175.00 951110 Exit Short 1 175.00 10862.50 0.00 -5303.12 MFE = 175.00 MAE = 0.00 951113 Enter Short 1 -37.50 10825.00 -37.50 -5303.12 951114 Short 1 -203.12 10659.38 -203.12 -5303.12 951115 Short 1 -178.12 10684.38 -178.12 -5303.12 951116 Short 1 -93.75 10768.75 -93.75 -5303.12 951117 Exit Short 1 175.00 11037.50 0.00 -5303.12 MFE = 175.00 MAE = -203.12 951127 Enter Short 1 -71.87 10965.63 -71.87 -5303.12 951128 Exit Short 1 175.00 11212.50 0.00 -5303.12 MFE = 175.00 MAE = -71.87 951129 Enter Short 1 -200.00 11012.50 -200.00 -5303.12 951130 Short 1 -128.12 11084.38 -128.12 -5303.12 525.00 951201 Short 1 -96.88 11115.62 -96.88 -5303.12 951204 Short 1 -146.87 11065.63 -146.87 -5303.12 951205 Short 1 -471.88 10740.62 -471.88 -5303.12 951206 Short 1 -462.50 10750.00 -462.50 -5303.12 951207 Short 1 -206.25 11006.25 -206.25 -5303.12 951208 Exit Short 1 175.00 11387.50 0.00 -5303.12 MFE = 175.00 MAE = -471.88 951226 Exit Long 1 175.00 11562.50 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 960116 Enter Short 1 -25.00 11537.50 -25.00 -5303.12 960117 Exit Short 1 175.00 11737.50 0.00 -5303.12 MFE = 175.00 MAE = -25.00 960126 Enter Short 1 -21.88 11715.62 -21.88 -5303.12 960129 Short 1 -162.50 11575.00 -162.50 -5303.12 960130 Short 1 -134.38 11603.12 -134.38 -5303.12 960131 Short 1 -365.63 11371.87 -365.63 -5303.12 175.00 960201 Short 1 -621.87 11115.63 -621.87 -5303.12 960202 Short 1 -718.75 11018.75 -718.75 -5303.12 960205 Short 1 -1162.50 10575.00 -1162.50 -5303.12 960206 Short 1 -1268.75 10468.75 -1268.75 -5303.12 960207 Short 1 -1137.50 10600.00 -1137.50 -5303.12 960208 Short 1 -1146.88 10590.62 -1146.88 -5303.12 960209 Short 1 -918.75 10818.75 -918.75 -5303.12 960212 Short 1 -818.75 10918.75 -818.75 -5303.12 960213 Short 1 -1134.37 10603.13 -1134.37 -5303.12 960214 Short 1 -1296.87 10440.63 -1296.87 -5303.12 960215 Short 1 -1128.13 10609.37 -1128.13 -5303.12 960216 Short 1 -1568.75 10168.75 -1568.75 -5303.12 960219 Short 1 -1421.88 10315.62 -1421.88 -5303.12 960220 Short 1 -1375.00 10362.50 -1375.00 -5303.12 960221 Short 1 -1350.00 10387.50 -1350.00 -5303.12 960222 Short 1 -1368.75 10368.75 -1368.75 -5303.12 960223 Short 1 -1309.38 10428.12 -1309.38 -5303.12 960226 Short 1 -1271.87 10465.63 -1271.87 -5303.12 960227 Short 1 -1231.25 10506.25 -1231.25 -5303.12 960228 Short 1 -993.75 10743.75 -993.75 -5303.12 960229 Short 1 -953.12 10784.38 -953.12 -5303.12 0.00 960301 Short 1 -853.13 10884.37 -853.13 -5303.12 960304 Short 1 -834.38 10903.12 -834.38 -5303.12 960305 Short 1 -912.50 10825.00 -912.50 -5303.12 960306 Short 1 -896.88 10840.62 -896.88 -5303.12 960307 Short 1 -903.13 10834.37 -903.13 -5303.12 960308 Short 1 -646.87 11090.63 -646.87 -5303.12 960311 Short 1 -728.12 11009.38 -728.12 -5303.12 960312 Short 1 -712.50 11025.00 -712.50 -5303.12 960313 Short 1 -731.25 11006.25 -731.25 -5303.12 960314 Short 1 -875.00 10862.50 -875.00 -5303.12 960315 Short 1 -887.50 10850.00 -887.50 -5303.12 960318 Short 1 -981.25 10756.25 -981.25 -5303.12 960319 Short 1 -1021.87 10715.63 -1021.87 -5303.12 960320 Short 1 -1184.37 10553.13 -1184.37 -5303.12 960321 Short 1 -1115.62 10621.88 -1115.62 -5303.12 960322 Short 1 -1100.00 10637.50 -1100.00 -5303.12 960325 Short 1 -665.62 11071.88 -665.62 -5303.12 960326 Short 1 -693.75 11043.75 -693.75 -5303.12 960327 Short 1 -568.75 11168.75 -568.75 -5303.12 960328 Short 1 -740.63 10996.87 -740.63 -5303.12 960329 Short 1 -790.63 10946.87 -790.63 -5303.12 0.00 960401 Short 1 -709.37 11028.13 -709.37 -5303.12 960402 Short 1 -734.37 11003.13 -734.37 -5303.12 960403 Short 1 -753.12 10984.38 -753.12 -5303.12 960404 Exit Short 1 -968.75 10768.75 -968.75 -5303.12 MFE = 0.00 MAE = -1568.75 960404 Enter Long 1 -46.87 10721.88 -1015.62 -5303.12 960405 Long 1 -81.25 10687.50 -1050.00 -5303.12 960408 Long 1 -62.50 10706.25 -1031.25 -5303.12 960409 Exit Long 1 -340.62 10428.12 -1309.38 -5303.12 MFE = 0.00 MAE = -340.62 960409 Enter Short 1 -15.62 10412.50 -1325.00 -5303.12 960410 Exit Short 1 175.00 10603.12 -1134.38 -5303.12 MFE = 175.00 MAE = -15.62 960418 Exit Long 1 175.00 10778.12 -959.38 -5303.12 MFE = 175.00 MAE = 0.00 960425 Enter Short 1 -40.63 10737.50 -1000.00 -5303.12 960426 Short 1 -265.63 10512.50 -1225.00 -5303.12 960429 Short 1 -46.87 10731.25 -1006.25 -5303.12 960430 Exit Short 1 175.00 10953.12 -784.37 -5303.12 MFE = 175.00 MAE = -265.63 -784.37 960522 Enter Short 1 0.00 10953.13 -784.37 -5303.12 960523 Short 1 -118.75 10834.38 -903.12 -5303.12 960524 Short 1 -100.00 10853.12 -884.38 -5303.12 960527 Short 1 -162.50 10790.63 -946.87 -5303.12 960528 Short 1 -178.13 10775.00 -962.50 -5303.12 960529 Exit Short 1 -353.13 10600.00 -1137.50 -5303.12 MFE = 0.00 MAE = -353.13 960529 Exit Long 1 175.00 10775.00 -962.50 -5303.12 MFE = 175.00 MAE = 0.00 -178.13 960614 Enter Long 1 -131.25 10643.75 -1093.75 -5303.12 960617 Long 1 65.62 10840.62 -896.88 -5303.12 960618 Exit Long 1 175.00 10950.00 -787.50 -5303.12 MFE = 175.00 MAE = -131.25 960627 Enter Long 1 -43.75 10906.25 -831.25 -5303.12 960628 Long 1 68.75 11018.75 -718.75 -5303.12 175.00 960701 Exit Long 1 175.00 11125.00 -612.50 -5303.12 MFE = 175.00 MAE = -43.75 960716 Enter Long 1 -25.00 11100.00 -637.50 -5303.12 960717 Exit Long 1 -500.00 10625.00 -1112.50 -5303.12 MFE = 0.00 MAE = -500.00 960717 Enter Short 1 -50.00 10575.00 -1162.50 -5303.12 960718 Exit Short 1 175.00 10800.00 -937.50 -5303.12 MFE = 175.00 MAE = -50.00 -150.00 960802 Enter Short 1 112.50 10912.50 -825.00 -5303.12 960805 Short 1 18.75 10818.75 -918.75 -5303.12 960806 Exit Short 1 175.00 10975.00 -762.50 -5303.12 MFE = 175.00 MAE = 0.00 960816 Enter Short 1 -71.88 10903.12 -834.38 -5303.12 960819 Short 1 12.50 10987.50 -750.00 -5303.12 960820 Short 1 -81.25 10893.75 -843.75 -5303.12 960821 Short 1 -143.75 10831.25 -906.25 -5303.12 960822 Short 1 -159.38 10815.62 -921.88 -5303.12 960823 Exit Short 1 -378.12 10596.87 -1140.63 -5303.12 MFE = 12.50 MAE = -378.12 960823 Enter Long 1 -15.62 10581.25 -1156.25 -5303.12 960826 Long 1 9.38 10606.25 -1131.25 -5303.12 960827 Long 1 -81.25 10515.63 -1221.87 -5303.12 960828 Long 1 65.62 10662.50 -1075.00 -5303.12 960829 Long 1 28.13 10625.00 -1112.50 -5303.12 960830 Exit Long 1 175.00 10771.87 -965.63 -5303.12 MFE = 175.00 MAE = -81.25 -28.12 960918 Enter Long 1 -65.63 10706.25 -1031.25 -5303.12 960919 Exit Long 1 -456.25 10315.62 -1421.88 -5303.12 MFE = 0.00 MAE = -456.25 960919 Enter Short 1 -140.62 10175.00 -1562.50 -5303.12 960920 Short 1 -206.25 10109.38 -1628.12 -5303.12 960923 Short 1 -221.87 10093.75 -1643.75 -5303.12 960924 Exit Short 1 -578.13 9737.50 -2000.00 -5303.12 MFE = 0.00 MAE = -578.13 960924 Enter Long 1 -50.00 9687.50 -2050.00 -5303.12 960925 Long 1 -165.63 9571.87 -2165.63 -5303.12 960926 Long 1 -159.37 9578.13 -2159.37 -5303.12 960927 Long 1 -106.25 9631.25 -2106.25 -5303.12 960930 Long 1 -40.62 9696.88 -2040.62 -5303.12 -1034.38 961001 Long 1 -81.25 9656.25 -2081.25 -5303.12 961002 Long 1 -31.25 9706.25 -2031.25 -5303.12 961003 Long 1 -25.00 9712.50 -2025.00 -5303.12 961004 Long 1 -25.00 9712.50 -2025.00 -5303.12 961007 Long 1 -106.25 9631.25 -2106.25 -5303.12 961008 Long 1 -131.25 9606.25 -2131.25 -5303.12 961009 Long 1 -40.62 9696.88 -2040.62 -5303.12 961010 Long 1 -3.12 9734.38 -2003.12 -5303.12 961011 Exit Long 1 175.00 9912.50 -1825.00 -5303.12 MFE = 175.00 MAE = -165.63 961025 Enter Long 1 -12.50 9900.00 -1837.50 -5303.12 961028 Exit Long 1 175.00 10087.50 -1650.00 -5303.12 MFE = 175.00 MAE = -12.50 961030 Enter Long 1 146.87 10234.37 -1503.13 -5303.12 961031 Long 1 -78.13 10009.37 -1728.13 -5303.12 350.00 961101 Exit Long 1 175.00 10262.50 -1475.00 -5303.12 MFE = 175.00 MAE = -78.13 961114 Enter Long 1 -75.00 10187.50 -1550.00 -5303.12 961115 Long 1 -118.75 10143.75 -1593.75 -5303.12 961118 Long 1 115.63 10378.13 -1359.37 -5303.12 961119 Exit Long 1 175.00 10437.50 -1300.00 -5303.12 MFE = 175.00 MAE = -118.75 350.00 961203 Exit Short 1 175.00 10612.50 -1125.00 -5303.12 MFE = 175.00 MAE = 0.00 961227 Exit Long 1 175.00 10787.50 -950.00 -5303.12 MFE = 175.00 MAE = 0.00 961231 Exit Long 1 175.00 10962.50 -775.00 -5303.12 MFE = 175.00 MAE = 0.00 525.00 970122 Exit Short 1 175.00 11137.50 -600.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 970213 Enter Short 1 -134.38 11003.12 -734.38 -5303.12 970214 Short 1 -87.50 11050.00 -687.50 -5303.12 970217 Short 1 115.62 11253.12 -484.38 -5303.12 970218 Exit Short 1 175.00 11312.50 -425.00 -5303.12 MFE = 175.00 MAE = -134.38 970224 Enter Long 1 -28.13 11284.37 -453.13 -5303.12 970225 Long 1 18.75 11331.25 -406.25 -5303.12 970226 Exit Long 1 175.00 11487.50 -250.00 -5303.12 MFE = 175.00 MAE = -28.13 350.00 970324 Enter Long 1 59.38 11546.88 -190.62 -5303.12 970325 Long 1 21.87 11509.37 -228.13 -5303.12 970326 Exit Long 1 175.00 11662.50 -75.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 970423 Enter Short 1 -56.25 11606.25 -131.25 -5303.12 970424 Short 1 -175.00 11487.50 -250.00 -5303.12 970425 Short 1 -81.25 11581.25 -156.25 -5303.12 970428 Short 1 -112.50 11550.00 -187.50 -5303.12 970429 Short 1 -328.12 11334.38 -403.12 -5303.12 970430 Short 1 -93.75 11568.75 -168.75 -5303.12 0.00 970501 Short 1 -231.25 11431.25 -306.25 -5303.12 970502 Exit Short 1 175.00 11837.50 0.00 -5303.12 MFE = 175.00 MAE = -328.12 970514 Enter Long 1 28.12 11865.62 0.00 -5303.12 970515 Long 1 -165.62 11671.88 -193.75 -5303.12 970516 Long 1 -365.62 11471.88 -393.75 -5303.12 970519 Long 1 -240.63 11596.87 -268.75 -5303.12 970520 Exit Long 1 175.00 12012.50 0.00 -5303.12 MFE = 175.00 MAE = -365.62 970522 Enter Short 1 37.50 12050.00 0.00 -5303.12 970523 Short 1 -337.50 11675.00 -375.00 -5303.12 970526 Short 1 -456.25 11556.25 -493.75 -5303.12 970527 Short 1 -212.50 11800.00 -250.00 -5303.12 970528 Short 1 -478.12 11534.38 -515.62 -5303.12 970529 Short 1 -453.13 11559.37 -490.63 -5303.12 970530 Short 1 -493.75 11518.75 -531.25 -5303.12 350.00 970602 Short 1 -365.62 11646.88 -403.12 -5303.12 970603 Short 1 -284.37 11728.13 -321.88 -5303.12 970604 Short 1 -268.75 11743.75 -306.25 -5303.12 970605 Short 1 -259.37 11753.13 -296.88 -5303.12 970606 Short 1 -228.13 11784.37 -265.63 -5303.12 970609 Short 1 -431.25 11581.25 -468.75 -5303.12 970610 Short 1 -362.50 11650.00 -400.00 -5303.12 970611 Short 1 -378.13 11634.37 -415.63 -5303.12 970612 Short 1 -200.00 11812.50 -237.50 -5303.12 970613 Short 1 -321.87 11690.63 -359.38 -5303.12 970616 Short 1 -375.00 11637.50 -412.50 -5303.12 970617 Short 1 -484.37 11528.13 -521.88 -5303.12 970618 Short 1 -412.50 11600.00 -450.00 -5303.12 970619 Short 1 -706.25 11306.25 -743.75 -5303.12 970620 Short 1 -934.37 11078.13 -971.88 -5303.12 970623 Exit Short 1 -1506.25 10506.25 -1506.25 -5303.12 MFE = 37.50 MAE = -1506.25 970623 Enter Long 1 -103.13 10403.12 -1646.88 -5303.12 970624 Long 1 -75.00 10431.25 -1618.75 -5303.12 970625 Long 1 -275.00 10231.25 -1818.75 -5303.12 970626 Long 1 -218.75 10287.50 -1762.50 -5303.12 970627 Long 1 -306.25 10200.00 -1850.00 -5303.12 970630 Long 1 -218.75 10287.50 -1762.50 -5303.12 -1506.25 970701 Long 1 -443.75 10062.50 -1987.50 -5303.12 970702 Exit Long 1 175.00 10681.25 -1368.75 -5303.12 MFE = 175.00 MAE = -443.75 970703 Enter Long 1 71.88 10753.13 -1296.88 -5303.12 970704 Long 1 -56.25 10625.00 -1425.00 -5303.12 970707 Long 1 56.25 10737.50 -1312.50 -5303.12 970708 Exit Long 1 175.00 10856.25 -1193.75 -5303.12 MFE = 175.00 MAE = -56.25 970711 Enter Long 1 -178.13 10678.12 -1371.88 -5303.12 970714 Long 1 -187.50 10668.75 -1381.25 -5303.12 970715 Exit Long 1 -721.87 10134.37 -1915.63 -5303.12 MFE = 0.00 MAE = -721.87 970715 Enter Short 1 -134.38 10000.00 -2050.00 -5303.12 970716 Short 1 -134.38 10000.00 -2050.00 -5303.12 970717 Exit Short 1 175.00 10309.37 -1740.63 -5303.12 MFE = 175.00 MAE = -134.38 970725 Enter Short 1 50.00 10359.38 -1690.62 -5303.12 970728 Exit Short 1 175.00 10484.37 -1565.63 -5303.12 MFE = 175.00 MAE = 0.00 -21.88 970806 Exit Short 1 175.00 10659.37 -1390.63 -5303.12 MFE = 175.00 MAE = 0.00 970815 Enter Long 1 -115.62 10543.75 -1506.25 -5303.12 970818 Long 1 -228.12 10431.25 -1618.75 -5303.12 970819 Long 1 -256.25 10403.12 -1646.88 -5303.12 970820 Long 1 -609.37 10050.00 -2000.00 -5303.12 970821 Long 1 -665.63 9993.75 -2056.25 -5303.12 970822 Long 1 -100.00 10559.37 -1490.63 -5303.12 970825 Long 1 -190.63 10468.75 -1581.25 -5303.12 970826 Exit Long 1 175.00 10834.37 -1215.63 -5303.12 MFE = 175.00 MAE = -665.63 350.00 970902 Exit Short 1 175.00 11009.37 -1040.63 -5303.12 MFE = 175.00 MAE = 0.00 970911 Enter Long 1 -34.37 10975.00 -1075.00 -5303.12 970912 Exit Long 1 175.00 11184.37 -865.63 -5303.12 MFE = 175.00 MAE = -34.37 970918 Enter Long 1 -190.63 10993.75 -1056.25 -5303.12 970919 Long 1 -171.88 11012.50 -1037.50 -5303.12 970922 Long 1 -387.50 10796.87 -1253.13 -5303.12 970923 Long 1 -78.13 11106.25 -943.75 -5303.12 970924 Long 1 -103.13 11081.25 -968.75 -5303.12 970925 Exit Long 1 175.00 11359.37 -690.63 -5303.12 MFE = 175.00 MAE = -387.50 525.00 971020 Exit Long 1 175.00 11534.37 -515.63 -5303.12 MFE = 175.00 MAE = 0.00 971027 Exit Long 1 175.00 11709.37 -340.63 -5303.12 MFE = 175.00 MAE = 0.00 971028 Enter Long 1 -365.63 11343.75 -706.25 -5303.12 971029 Long 1 -318.75 11390.62 -659.38 -5303.12 971030 Long 1 -412.50 11296.87 -753.13 -5303.12 971031 Long 1 -271.88 11437.50 -612.50 -5303.12 350.00 971103 Long 1 -178.13 11531.25 -518.75 -5303.12 971104 Long 1 78.13 11787.50 -262.50 -5303.12 971105 Long 1 -28.13 11681.25 -368.75 -5303.12 971106 Exit Long 1 175.00 11884.37 -165.63 -5303.12 MFE = 175.00 MAE = -412.50 971125 Enter Short 1 112.50 11996.88 -53.13 -5303.12 971126 Exit Short 1 175.00 12059.37 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 971215 Exit Short 1 175.00 12234.37 0.00 -5303.12 MFE = 175.00 MAE = 0.00 971230 Enter Short 1 131.25 12365.62 0.00 -5303.12 971231 Exit Short 1 175.00 12409.37 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 980113 Enter Long 1 -56.25 12353.13 -12.50 -5303.12 980114 Long 1 -209.37 12200.00 -165.62 -5303.12 980115 Long 1 -196.88 12212.50 -153.12 -5303.12 980116 Long 1 -62.50 12346.87 -18.75 -5303.12 980119 Exit Long 1 175.00 12584.37 0.00 -5303.12 MFE = 175.00 MAE = -209.37 980120 Enter Short 1 -6.25 12578.12 -6.25 -5303.12 980121 Short 1 -137.50 12446.88 -137.50 -5303.12 980122 Exit Short 1 -634.38 11950.00 -634.38 -5303.12 MFE = 0.00 MAE = -634.38 980122 Enter Long 1 106.25 12056.25 -528.13 -5303.12 980123 Exit Long 1 175.00 12125.00 -459.38 -5303.12 MFE = 175.00 MAE = 0.00 -284.38 980223 Enter Long 1 -84.38 12040.62 -543.75 -5303.12 980224 Long 1 46.88 12171.88 -412.50 -5303.12 980225 Long 1 -165.63 11959.37 -625.00 -5303.12 980226 Long 1 -115.62 12009.38 -575.00 -5303.12 980227 Long 1 -143.75 11981.25 -603.13 -5303.12 0.00 980302 Exit Long 1 175.00 12300.00 -284.38 -5303.12 MFE = 175.00 MAE = -165.63 980323 Enter Long 1 -46.88 12253.12 -331.25 -5303.12 980324 Long 1 -178.12 12121.88 -462.50 -5303.12 980325 Long 1 -184.38 12115.62 -468.75 -5303.12 980326 Exit Long 1 175.00 12475.00 -109.38 -5303.12 MFE = 175.00 MAE = -184.38 350.00 980414 Exit Long 1 175.00 12650.00 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 980501 Enter Short 1 -159.38 12490.62 -159.38 -5303.12 980504 Short 1 -178.12 12471.88 -178.12 -5303.12 980505 Short 1 -46.88 12603.12 -46.88 -5303.12 980506 Short 1 68.75 12718.75 0.00 -5303.12 980507 Exit Short 1 175.00 12825.00 0.00 -5303.12 MFE = 175.00 MAE = -178.12 980518 Enter Short 1 -90.63 12734.37 0.00 -5303.12 980519 Short 1 -71.88 12753.12 0.00 -5303.12 980520 Short 1 -409.38 12415.62 -337.50 -5303.12 980521 Short 1 -381.25 12443.75 -309.37 -5303.12 980522 Short 1 -353.12 12471.88 -281.25 -5303.12 980525 Short 1 -290.63 12534.37 -218.75 -5303.12 980526 Short 1 -537.50 12287.50 -465.62 -5303.12 980527 Short 1 -375.00 12450.00 -303.12 -5303.12 980528 Short 1 -303.12 12521.88 -231.25 -5303.12 980529 Short 1 -412.50 12412.50 -340.63 -5303.12 175.00 980601 Short 1 -693.75 12131.25 -621.87 -5303.12 980602 Short 1 -603.12 12221.88 -531.25 -5303.12 980603 Short 1 -621.87 12203.13 -550.00 -5303.12 980604 Short 1 -568.75 12256.25 -496.88 -5303.12 980605 Short 1 -487.50 12337.50 -415.62 -5303.12 980608 Short 1 -468.75 12356.25 -396.87 -5303.12 980609 Short 1 -553.12 12271.88 -481.25 -5303.12 980610 Short 1 -315.63 12509.37 -243.75 -5303.12 980611 Short 1 -262.50 12562.50 -190.62 -5303.12 980612 Short 1 -412.50 12412.50 -340.63 -5303.12 980615 Short 1 -487.50 12337.50 -415.62 -5303.12 980616 Exit Short 1 -781.25 12043.75 -781.25 -5303.12 MFE = 0.00 MAE = -781.25 980616 Exit Long 1 175.00 12218.75 -606.25 -5303.12 MFE = 175.00 MAE = 0.00 -606.25 980713 Enter Long 1 -75.00 12143.75 -609.38 -5303.12 980714 Long 1 -268.75 11950.00 -803.12 -5303.12 980715 Long 1 -281.25 11937.50 -815.62 -5303.12 980716 Long 1 -125.00 12093.75 -659.37 -5303.12 980717 Long 1 50.00 12268.75 -484.37 -5303.12 980720 Exit Long 1 175.00 12393.75 -359.37 -5303.12 MFE = 175.00 MAE = -281.25 980724 Enter Long 1 50.00 12443.75 -309.37 -5303.12 980727 Long 1 -50.00 12343.75 -409.37 -5303.12 980728 Long 1 -337.50 12056.25 -696.87 -5303.12 980729 Long 1 -496.88 11896.87 -856.25 -5303.12 980730 Long 1 -690.62 11703.13 -1050.00 -5303.12 980731 Long 1 -809.37 11584.38 -1168.75 -5303.12 175.00 980803 Long 1 -996.88 11396.87 -1356.25 -5303.12 980804 Long 1 -765.63 11628.12 -1125.00 -5303.12 980805 Long 1 -681.25 11712.50 -1040.62 -5303.12 980806 Long 1 -778.12 11615.63 -1137.50 -5303.12 980807 Long 1 -884.38 11509.37 -1243.75 -5303.12 980810 Long 1 -718.75 11675.00 -1078.12 -5303.12 980811 Long 1 -815.63 11578.12 -1175.00 -5303.12 980812 Long 1 -1003.12 11390.63 -1362.50 -5303.12 980813 Long 1 -1034.38 11359.37 -1393.75 -5303.12 980814 Long 1 -1275.00 11118.75 -1634.37 -5303.12 980817 Long 1 -1331.25 11062.50 -1690.62 -5303.12 980818 Long 1 -1318.75 11075.00 -1678.12 -5303.12 980819 Long 1 -1112.50 11281.25 -1471.88 -5303.12 980820 Long 1 -862.50 11531.25 -1221.88 -5303.12 980821 Long 1 -690.62 11703.13 -1050.00 -5303.12 980824 Long 1 -553.12 11840.63 -912.50 -5303.12 980825 Long 1 -581.25 11812.50 -940.62 -5303.12 980826 Long 1 -643.75 11750.00 -1003.12 -5303.12 980827 Long 1 -112.50 12281.25 -471.87 -5303.12 980828 Exit Long 1 175.00 12568.75 -184.37 -5303.12 MFE = 175.00 MAE = -1331.25 175.00 980910 Exit Long 1 175.00 12743.75 -9.37 -5303.12 MFE = 175.00 MAE = 0.00 980924 Enter Long 1 62.50 12806.25 0.00 -5303.12 980925 Exit Long 1 175.00 12918.75 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 981005 Exit Short 1 175.00 13093.75 0.00 -5303.12 MFE = 175.00 MAE = 0.00 981008 Exit Long 1 175.00 13268.75 0.00 -5303.12 MFE = 175.00 MAE = 0.00 981026 Enter Short 1 137.50 13406.25 0.00 -5303.12 981027 Short 1 -290.63 12978.12 -428.13 -5303.12 981028 Short 1 -200.00 13068.75 -337.50 -5303.12 981029 Short 1 -259.37 13009.38 -396.87 -5303.12 981030 Short 1 -196.88 13071.87 -334.37 -5303.12 350.00 981102 Exit Short 1 175.00 13443.75 0.00 -5303.12 MFE = 175.00 MAE = -290.63 981113 Enter Long 1 -178.13 13265.62 -178.13 -5303.12 981116 Exit Long 1 175.00 13618.75 0.00 -5303.12 MFE = 175.00 MAE = -178.13 981130 Enter Short 1 -96.88 13521.87 -96.88 -5303.12 350.00 981201 Short 1 -237.50 13381.25 -237.50 -5303.12 981202 Exit Short 1 -675.00 12943.75 -675.00 -5303.12 MFE = 0.00 MAE = -675.00 981202 Enter Long 1 -53.12 12890.63 -728.12 -5303.12 981203 Long 1 -84.37 12859.38 -759.37 -5303.12 981204 Long 1 -78.12 12865.63 -753.12 -5303.12 981207 Long 1 -478.12 12465.63 -1153.12 -5303.12 981208 Long 1 -281.25 12662.50 -956.25 -5303.12 981209 Long 1 -309.38 12634.37 -984.38 -5303.12 981210 Long 1 103.13 13046.88 -571.87 -5303.12 981211 Exit Long 1 175.00 13118.75 -500.00 -5303.12 MFE = 175.00 MAE = -478.12 981229 Enter Long 1 -40.62 13078.13 -540.62 -5303.12 981230 Exit Long 1 -621.88 12496.87 -1121.88 -5303.12 MFE = 0.00 MAE = -621.88 981230 Enter Short 1 125.00 12621.88 -996.87 -5303.12 981231 Exit Short 1 193.75 12690.63 -928.12 -5303.12 MFE = 193.75 MAE = 0.00 -928.12 990108 Enter Short 1 -131.25 12559.38 -1059.37 -5303.12 990111 Exit Short 1 175.00 12865.63 -753.12 -5303.12 MFE = 175.00 MAE = -131.25 175.00 990219 Enter Short 1 43.75 12909.38 -709.37 -5303.12 990222 Short 1 -75.00 12790.63 -828.12 -5303.12 990223 Exit Short 1 175.00 13040.63 -578.12 -5303.12 MFE = 175.00 MAE = -75.00 175.00 990323 Enter Long 1 109.38 13150.00 -468.75 -5303.12 990324 Exit Long 1 175.00 13215.63 -403.12 -5303.12 MFE = 175.00 MAE = 0.00 175.00 990406 Enter Short 1 -184.38 13031.25 -587.50 -5303.12 990407 Short 1 -284.37 12931.25 -687.50 -5303.12 990408 Short 1 -571.87 12643.75 -975.00 -5303.12 990409 Short 1 -668.75 12546.88 -1071.87 -5303.12 990412 Short 1 -790.63 12425.00 -1193.75 -5303.12 990413 Short 1 -887.50 12328.13 -1290.62 -5303.12 990414 Short 1 -834.38 12381.25 -1237.50 -5303.12 990415 Short 1 -681.25 12534.38 -1084.37 -5303.12 990416 Short 1 -846.87 12368.75 -1250.00 -5303.12 990419 Exit Short 1 -1146.88 12068.75 -1550.00 -5303.12 MFE = 0.00 MAE = -1146.88 990419 Enter Long 1 -362.50 11706.25 -1912.50 -5303.12 990420 Long 1 -331.25 11737.50 -1881.25 -5303.12 990421 Long 1 -512.50 11556.25 -2062.50 -5303.12 990422 Long 1 -181.25 11887.50 -1731.25 -5303.12 990423 Long 1 -234.38 11834.38 -1784.37 -5303.12 990426 Long 1 -337.50 11731.25 -1887.50 -5303.12 990427 Long 1 -128.13 11940.62 -1678.13 -5303.12 990428 Long 1 -275.00 11793.75 -1825.00 -5303.12 990429 Long 1 -440.63 11628.12 -1990.63 -5303.12 990430 Long 1 -428.12 11640.63 -1978.12 -5303.12 -1146.88 990503 Long 1 -421.87 11646.88 -1971.87 -5303.12 990504 Exit Long 1 175.00 12243.75 -1375.00 -5303.12 MFE = 175.00 MAE = -512.50 990520 Enter Short 1 150.00 12393.75 -1225.00 -5303.12 990521 Exit Short 1 175.00 12418.75 -1200.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 990611 Enter Long 1 56.25 12475.00 -1143.75 -5303.12 990614 Long 1 -240.63 12178.13 -1440.62 -5303.12 990615 Exit Long 1 -712.50 11706.25 -1912.50 -5303.12 MFE = 56.25 MAE = -712.50 990615 Enter Short 1 -18.75 11687.50 -1931.25 -5303.12 990616 Exit Short 1 175.00 11881.25 -1737.50 -5303.12 MFE = 175.00 MAE = -18.75 990623 Enter Short 1 -96.88 11784.38 -1834.37 -5303.12 990624 Short 1 -321.88 11559.38 -2059.37 -5303.12 990625 Short 1 -275.00 11606.25 -2012.50 -5303.12 990628 Short 1 -181.25 11700.00 -1918.75 -5303.12 990629 Short 1 162.50 12043.75 -1575.00 -5303.12 990630 Short 1 18.75 11900.00 -1718.75 -5303.12 -537.50 990701 Short 1 137.50 12018.75 -1600.00 -5303.12 990702 Exit Short 1 175.00 12056.25 -1562.50 -5303.12 MFE = 175.00 MAE = -321.88 990706 Exit Short 1 175.00 12231.25 -1387.50 -5303.12 MFE = 175.00 MAE = 0.00 990719 Exit Long 1 -881.25 11350.00 -2268.75 -5303.12 MFE = 0.00 MAE = -881.25 990729 Exit Long 1 175.00 11525.00 -2093.75 -5303.12 MFE = 175.00 MAE = 0.00 -356.25 990819 Enter Long 1 -50.00 11475.00 -2143.75 -5303.12 990820 Long 1 -84.37 11440.63 -2178.12 -5303.12 990823 Long 1 -540.63 10984.38 -2634.37 -5303.12 990824 Long 1 -787.50 10737.50 -2881.25 -5303.12 990825 Long 1 -1043.75 10481.25 -3137.50 -5303.12 990826 Long 1 -959.37 10565.63 -3053.12 -5303.12 990827 Long 1 -937.50 10587.50 -3031.25 -5303.12 990830 Long 1 -896.87 10628.13 -2990.62 -5303.12 990831 Long 1 -390.63 11134.37 -2484.38 -5303.12 0.00 990901 Long 1 -421.87 11103.13 -2515.62 -5303.12 990902 Long 1 -362.50 11162.50 -2456.25 -5303.12 990903 Long 1 -434.38 11090.62 -2528.13 -5303.12 990906 Long 1 -350.00 11175.00 -2443.75 -5303.12 990907 Long 1 -431.25 11093.75 -2525.00 -5303.12 990908 Exit Long 1 175.00 11700.00 -1918.75 -5303.12 MFE = 175.00 MAE = -1043.75 990909 Enter Long 1 -40.62 11659.38 -1959.37 -5303.12 990910 Long 1 -562.50 11137.50 -2481.25 -5303.12 990913 Long 1 -915.62 10784.38 -2834.37 -5303.12 990914 Long 1 -921.88 10778.13 -2840.62 -5303.12 990915 Long 1 -734.37 10965.63 -2653.12 -5303.12 990916 Long 1 -406.25 11293.75 -2325.00 -5303.12 990917 Long 1 -440.62 11259.38 -2359.37 -5303.12 990920 Long 1 -506.25 11193.75 -2425.00 -5303.12 990921 Long 1 -134.37 11565.63 -2053.12 -5303.12 990922 Long 1 -243.75 11456.25 -2162.50 -5303.12 990923 Exit Long 1 175.00 11875.00 -1743.75 -5303.12 MFE = 175.00 MAE = -921.88 350.00 991001 Enter Long 1 46.88 11921.88 -1696.87 -5303.12 991004 Long 1 31.25 11906.25 -1712.50 -5303.12 991005 Long 1 15.62 11890.63 -1728.12 -5303.12 991006 Long 1 28.13 11903.13 -1715.62 -5303.12 991007 Long 1 -131.25 11743.75 -1875.00 -5303.12 991008 Long 1 -109.37 11765.63 -1853.12 -5303.12 991011 Long 1 -84.37 11790.63 -1828.12 -5303.12 991012 Long 1 56.25 11931.25 -1687.50 -5303.12 991013 Long 1 18.75 11893.75 -1725.00 -5303.12 991014 Exit Long 1 175.00 12050.00 -1568.75 -5303.12 MFE = 175.00 MAE = -131.25 991015 Enter Long 1 -15.62 12034.38 -1584.37 -5303.12 991018 Long 1 -62.50 11987.50 -1631.25 -5303.12 991019 Long 1 25.00 12075.00 -1543.75 -5303.12 991020 Long 1 -253.12 11796.88 -1821.87 -5303.12 991021 Exit Long 1 175.00 12225.00 -1393.75 -5303.12 MFE = 175.00 MAE = -253.12 991022 Enter Short 1 -87.50 12137.50 -1481.25 -5303.12 991025 Short 1 -287.50 11937.50 -1681.25 -5303.12 991026 Short 1 78.13 12303.13 -1315.62 -5303.12 991027 Exit Short 1 175.00 12400.00 -1218.75 -5303.12 MFE = 175.00 MAE = -287.50 525.00 991104 Exit Short 1 175.00 12575.00 -1043.75 -5303.12 MFE = 175.00 MAE = 0.00 991112 Enter Short 1 -59.38 12515.63 -1103.12 -5303.12 991115 Short 1 -221.88 12353.12 -1265.63 -5303.12 991116 Short 1 -118.75 12456.25 -1162.50 -5303.12 991117 Short 1 -337.50 12237.50 -1381.25 -5303.12 991118 Short 1 -56.25 12518.75 -1100.00 -5303.12 991119 Short 1 -153.13 12421.87 -1196.88 -5303.12 991122 Short 1 -184.37 12390.63 -1228.12 -5303.12 991123 Short 1 -331.25 12243.75 -1375.00 -5303.12 991124 Exit Short 1 175.00 12750.00 -868.75 -5303.12 MFE = 175.00 MAE = -337.50 350.00 991206 Exit Long 1 175.00 12925.00 -693.75 -5303.12 MFE = 175.00 MAE = 0.00 175.00 000103 Exit Long 1 175.00 13100.00 -518.75 -5303.12 MFE = 175.00 MAE = 0.00 000120 Enter Long 1 -62.50 13037.50 -581.25 -5303.12 000121 Long 1 -190.63 12909.38 -709.37 -5303.12 000124 Long 1 -125.00 12975.00 -643.75 -5303.12 000125 Long 1 -331.25 12768.75 -850.00 -5303.12 000126 Long 1 -503.12 12596.88 -1021.87 -5303.12 000127 Long 1 -528.13 12571.88 -1046.87 -5303.12 000128 Exit Long 1 -1193.75 11906.25 -1712.50 -5303.12 MFE = 0.00 MAE = -1193.75 000128 Enter Short 1 -62.50 11843.75 -1775.00 -5303.12 000131 Short 1 71.87 11978.13 -1640.62 -5303.12 -1018.75 000201 Exit Short 1 175.00 12081.25 -1537.50 -5303.12 MFE = 175.00 MAE = -62.50 000211 Enter Short 1 -203.13 11878.13 -1740.62 -5303.12 000214 Short 1 12.50 12093.75 -1525.00 -5303.12 000215 Short 1 -265.62 11815.63 -1803.12 -5303.12 000216 Short 1 -650.00 11431.25 -2187.50 -5303.12 000217 Short 1 -600.00 11481.25 -2137.50 -5303.12 000218 Short 1 -400.00 11681.25 -1937.50 -5303.12 000221 Short 1 -393.75 11687.50 -1931.25 -5303.12 000222 Short 1 -781.25 11300.00 -2318.75 -5303.12 000223 Short 1 -512.50 11568.75 -2050.00 -5303.12 000224 Short 1 -356.25 11725.00 -1893.75 -5303.12 000225 Short 1 -231.25 11850.00 -1768.75 -5303.12 000228 Short 1 -268.75 11812.50 -1806.25 -5303.12 000229 Exit Short 1 175.00 12256.25 -1362.50 -5303.12 MFE = 175.00 MAE = -781.25 350.00 000320 Enter Short 1 -134.38 12121.88 -1496.87 -5303.12 000321 Short 1 -190.62 12065.63 -1553.12 -5303.12 000322 Short 1 -421.87 11834.38 -1784.37 -5303.12 000323 Exit Short 1 -765.63 11490.63 -2128.12 -5303.12 MFE = 0.00 MAE = -765.63 000323 Enter Long 1 -71.88 11418.75 -2200.00 -5303.12 000324 Long 1 106.25 11596.88 -2021.87 -5303.12 000327 Exit Long 1 175.00 11665.63 -1953.12 -5303.12 MFE = 175.00 MAE = -71.88 -590.63 000405 Enter Short 1 -81.25 11584.38 -2034.37 -5303.12 000406 Short 1 84.38 11750.00 -1868.75 -5303.12 000407 Short 1 128.13 11793.75 -1825.00 -5303.12 000410 Short 1 -62.50 11603.13 -2015.62 -5303.12 000411 Short 1 -43.75 11621.87 -1996.88 -5303.12 000412 Short 1 -156.25 11509.37 -2109.38 -5303.12 000413 Short 1 -93.75 11571.88 -2046.87 -5303.12 000414 Short 1 -118.75 11546.88 -2071.87 -5303.12 000417 Short 1 84.38 11750.00 -1868.75 -5303.12 000418 Exit Short 1 175.00 11840.63 -1778.12 -5303.12 MFE = 175.00 MAE = -156.25 000428 Exit Short 1 175.00 12015.63 -1603.12 -5303.12 MFE = 175.00 MAE = 0.00 350.00 000504 Enter Short 1 -62.50 11953.13 -1665.62 -5303.12 000505 Exit Short 1 175.00 12190.63 -1428.12 -5303.12 MFE = 175.00 MAE = -62.50 000511 Enter Short 1 -253.13 11937.50 -1681.25 -5303.12 000512 Short 1 -646.87 11543.75 -2075.00 -5303.12 000515 Short 1 -318.75 11871.88 -1746.87 -5303.12 000516 Short 1 56.25 12246.88 -1371.87 -5303.12 000517 Short 1 -37.50 12153.13 -1465.62 -5303.12 000518 Exit Short 1 175.00 12365.63 -1253.12 -5303.12 MFE = 175.00 MAE = -646.87 000523 Enter Short 1 -90.63 12275.00 -1343.75 -5303.12 000524 Short 1 -34.37 12331.25 -1287.50 -5303.12 000525 Exit Short 1 175.00 12540.63 -1078.12 -5303.12 MFE = 175.00 MAE = -90.63 525.00 000713 Enter Short 1 -150.00 12390.62 -1228.13 -5303.12 000714 Short 1 -53.13 12487.50 -1131.25 -5303.12 000717 Exit Short 1 175.00 12715.63 -903.12 -5303.12 MFE = 175.00 MAE = -150.00 000720 Enter Long 1 59.37 12775.00 -843.75 -5303.12 000721 Exit Long 1 175.00 12890.63 -728.12 -5303.12 MFE = 175.00 MAE = 0.00 000728 Exit Short 1 175.00 13065.63 -553.12 -5303.12 MFE = 175.00 MAE = 0.00 525.00 000921 Enter Long 1 0.00 13065.63 -553.12 -5303.12 000922 Exit Long 1 175.00 13240.63 -378.12 -5303.12 MFE = 175.00 MAE = 0.00 175.00 001025 Exit Short 1 175.00 13415.63 -203.12 -5303.12 MFE = 175.00 MAE = 0.00 175.00 001106 Exit Short 1 175.00 13590.63 -28.12 -5303.12 MFE = 175.00 MAE = 0.00 001122 Enter Short 1 146.88 13737.50 0.00 -5303.12 001123 Exit Short 1 175.00 13765.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 001214 Exit Long 1 175.00 13940.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 001227 Enter Long 1 53.13 13993.75 0.00 -5303.12 001228 Long 1 -34.37 13906.25 -87.50 -5303.12 001229 Long 1 -43.75 13896.88 -96.88 -5303.12 175.00 010102 Exit Long 1 175.00 14115.63 0.00 -5303.12 MFE = 175.00 MAE = -43.75 010122 Enter Short 1 -359.37 13756.25 -359.37 -5303.12 010123 Short 1 -462.50 13653.13 -462.50 -5303.12 010124 Short 1 62.50 14178.13 0.00 -5303.12 010125 Exit Short 1 175.00 14290.63 0.00 -5303.12 MFE = 175.00 MAE = -462.50 350.00 010201 Exit Long 1 175.00 14465.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 010220 Enter Short 1 -387.50 14078.13 -100.00 -5303.12 010221 Short 1 -243.75 14221.88 0.00 -5303.12 010222 Short 1 -403.12 14062.50 -159.38 -5303.12 010223 Short 1 -637.50 13828.13 -393.75 -5303.12 010226 Short 1 -306.25 14159.38 -62.50 -5303.12 010227 Short 1 -268.75 14196.88 -25.00 -5303.12 010228 Short 1 -331.25 14134.37 -87.50 -5303.12 175.00 010301 Short 1 -631.25 13834.38 -387.50 -5303.12 010302 Exit Short 1 -1040.62 13425.00 -1040.62 -5303.12 MFE = 0.00 MAE = -1040.62 010302 Exit Long 1 175.00 13600.00 -865.63 -5303.12 MFE = 175.00 MAE = 0.00 010313 Enter Short 1 56.25 13656.25 -565.63 -5303.12 010314 Exit Short 1 175.00 13775.00 -690.63 -5303.12 MFE = 175.00 MAE = 0.00 010322 Enter Short 1 -68.75 13706.25 -515.63 -5303.12 010323 Short 1 -181.25 13593.75 -628.13 -5303.12 010326 Short 1 -484.38 13290.63 -931.25 -5303.12 010327 Short 1 -443.75 13331.25 -890.63 -5303.12 010328 Short 1 -575.00 13200.00 -1021.88 -5303.12 010329 Short 1 -268.75 13506.25 -715.63 -5303.12 010330 Short 1 90.63 13865.63 -356.25 -5303.12 -690.63 010402 Short 1 25.00 13800.00 -421.88 -5303.12 010403 Short 1 -446.87 13328.13 -893.75 -5303.12 010404 Short 1 -425.00 13350.00 -871.88 -5303.12 010405 Short 1 -262.50 13512.50 -709.38 -5303.12 010406 Short 1 -650.00 13125.00 -1096.88 -5303.12 010409 Short 1 -800.00 12975.00 -1246.88 -5303.12 010410 Short 1 -387.50 13387.50 -834.38 -5303.12 010411 Short 1 -537.50 13237.50 -984.38 -5303.12 010412 Short 1 -621.88 13153.12 -1068.75 -5303.12 010413 Short 1 -525.00 13250.00 -971.88 -5303.12 010416 Short 1 -571.88 13203.13 -1018.75 -5303.12 010417 Short 1 -400.00 13375.00 -846.87 -5303.12 010418 Short 1 -259.38 13515.63 -706.25 -5303.12 010419 Exit Short 1 -868.75 12906.25 -1559.37 -5303.12 MFE = 90.63 MAE = -868.75 010419 Enter Long 1 -18.75 12887.50 -1334.38 -5303.12 010420 Long 1 -90.62 12815.63 -1406.25 -5303.12 010423 Long 1 -243.75 12662.50 -1559.38 -5303.12 010424 Long 1 -362.50 12543.75 -1678.13 -5303.12 010425 Long 1 -171.88 12734.37 -1487.50 -5303.12 010426 Long 1 -159.37 12746.88 -1475.00 -5303.12 010427 Long 1 -306.25 12600.00 -1621.88 -5303.12 010430 Long 1 -468.75 12437.50 -1784.38 -5303.12 -868.75 010501 Long 1 -356.25 12550.00 -1671.88 -5303.12 010502 Long 1 -371.88 12534.38 -1687.50 -5303.12 010503 Long 1 -306.25 12600.00 -1621.88 -5303.12 010504 Long 1 -221.87 12684.38 -1537.50 -5303.12 010507 Long 1 -231.25 12675.00 -1546.88 -5303.12 010508 Exit Long 1 -559.37 12346.88 -2118.75 -5303.12 MFE = 0.00 MAE = -559.37 010508 Enter Short 1 84.38 12431.25 -1790.63 -5303.12 010509 Exit Short 1 175.00 12521.88 -1943.75 -5303.12 MFE = 175.00 MAE = 0.00 010516 Enter Long 1 -40.62 12481.25 -1740.63 -5303.12 010517 Long 1 31.25 12553.12 -1668.75 -5303.12 010518 Exit Long 1 175.00 12696.88 -1768.75 -5303.12 MFE = 175.00 MAE = -40.62 -209.37 010606 Enter Short 1 -25.00 12671.88 -1550.00 -5303.12 010607 Exit Short 1 175.00 12871.88 -1593.75 -5303.12 MFE = 175.00 MAE = -25.00 010621 Enter Long 1 106.25 12978.13 -1243.75 -5303.12 010622 Long 1 9.37 12881.25 -1340.63 -5303.12 010625 Long 1 18.75 12890.63 -1331.25 -5303.12 010626 Long 1 68.75 12940.63 -1281.25 -5303.12 010627 Exit Long 1 175.00 13046.88 -1418.75 -5303.12 MFE = 175.00 MAE = 0.00 010628 Enter Short 1 -28.13 13018.75 -1203.13 -5303.12 010629 Short 1 -253.13 12793.75 -1428.13 -5303.12 350.00 010702 Short 1 -271.88 12775.00 -1446.88 -5303.12 010703 Short 1 12.50 13059.38 -1162.50 -5303.12 010704 Short 1 12.50 13059.38 -1162.50 -5303.12 010705 Exit Short 1 175.00 13221.88 -1243.75 -5303.12 MFE = 175.00 MAE = -271.88 010718 Exit Long 1 175.00 13396.88 -825.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 010801 Enter Long 1 -25.00 13371.87 -850.00 -5303.12 010802 Long 1 -93.75 13303.12 -918.75 -5303.12 010803 Long 1 -187.50 13209.38 -1012.50 -5303.12 010806 Long 1 -515.63 12881.25 -1340.63 -5303.12 010807 Long 1 -587.50 12809.37 -1412.50 -5303.12 010808 Long 1 -540.63 12856.25 -1365.63 -5303.12 010809 Long 1 -284.37 13112.50 -1109.38 -5303.12 010810 Long 1 -350.00 13046.88 -1175.00 -5303.12 010813 Long 1 -450.00 12946.88 -1275.00 -5303.12 010814 Long 1 -187.50 13209.38 -1012.50 -5303.12 010815 Exit Long 1 175.00 13571.88 -650.00 -5303.12 MFE = 175.00 MAE = -587.50 175.00 011002 Enter Short 1 -181.25 13390.63 -831.25 -5303.12 011003 Short 1 -368.75 13203.13 -1018.75 -5303.12 011004 Short 1 -421.88 13150.00 -1071.88 -5303.12 011005 Short 1 -603.13 12968.75 -1253.13 -5303.12 011008 Short 1 -343.75 13228.13 -993.75 -5303.12 011009 Exit Short 1 175.00 13746.88 -475.00 -5303.12 MFE = 175.00 MAE = -603.13 011019 Enter Short 1 78.12 13825.00 -396.88 -5303.12 011022 Exit Short 1 175.00 13921.88 -300.00 -5303.12 MFE = 175.00 MAE = 0.00 011029 Enter Long 1 100.00 14021.88 -200.00 -5303.12 011030 Exit Long 1 175.00 14096.88 -125.00 -5303.12 MFE = 175.00 MAE = 0.00 525.00 020122 Enter Short 1 -34.38 14062.50 -159.38 -5303.12 020123 Short 1 121.87 14218.75 -3.13 -5303.12 020124 Exit Short 1 175.00 14271.88 0.00 -5303.12 MFE = 175.00 MAE = -34.38 175.00 020219 Enter Short 1 -296.88 13975.00 -296.88 -5303.12 020220 Short 1 -171.87 14100.00 -171.87 -5303.12 020221 Short 1 -75.00 14196.88 -75.00 -5303.12 020222 Short 1 -321.87 13950.00 -321.87 -5303.12 020225 Short 1 -75.00 14196.88 -75.00 -5303.12 020226 Exit Short 1 175.00 14446.88 0.00 -5303.12 MFE = 175.00 MAE = -321.87 175.00 020312 Enter Short 1 -159.38 14287.50 -159.38 -5303.12 020313 Short 1 -162.50 14284.38 -162.50 -5303.12 020314 Short 1 -312.50 14134.38 -312.50 -5303.12 020315 Short 1 -431.25 14015.63 -431.25 -5303.12 020318 Short 1 -503.13 13943.75 -503.13 -5303.12 020319 Short 1 -440.62 14006.25 -440.62 -5303.12 020320 Short 1 -553.12 13893.75 -553.12 -5303.12 020321 Short 1 -475.00 13971.88 -475.00 -5303.12 020322 Short 1 -462.50 13984.38 -462.50 -5303.12 020325 Short 1 -500.00 13946.88 -500.00 -5303.12 020326 Short 1 -521.88 13925.00 -521.88 -5303.12 020327 Short 1 -450.00 13996.88 -450.00 -5303.12 020328 Short 1 -471.88 13975.00 -471.88 -5303.12 0.00 020401 Exit Short 1 -646.88 13800.00 -646.88 -5303.12 MFE = 0.00 MAE = -646.88 020401 Exit Long 1 175.00 13975.00 -471.88 -5303.12 MFE = 175.00 MAE = 0.00 020417 Enter Long 1 3.12 13978.13 -468.75 -5303.12 020418 Long 1 143.75 14118.75 -328.12 -5303.12 020419 Long 1 140.63 14115.63 -331.25 -5303.12 020422 Exit Long 1 175.00 14150.00 -296.87 -5303.12 MFE = 175.00 MAE = 0.00 020425 Enter Long 1 75.00 14225.00 -221.88 -5303.12 020426 Long 1 131.25 14281.25 -165.62 -5303.12 020429 Exit Long 1 175.00 14325.00 -121.87 -5303.12 MFE = 175.00 MAE = 0.00 -121.87 020509 Enter Short 1 -87.50 14237.50 -209.37 -5303.12 020510 Short 1 -203.13 14121.88 -325.00 -5303.12 020513 Short 1 -15.62 14309.38 -137.50 -5303.12 020514 Exit Short 1 175.00 14500.00 0.00 -5303.12 MFE = 175.00 MAE = -203.13 020523 Enter Short 1 -168.75 14331.25 -168.75 -5303.12 020524 Short 1 -140.63 14359.38 -140.63 -5303.12 020527 Short 1 -125.00 14375.00 -125.00 -5303.12 020528 Short 1 -215.63 14284.38 -215.63 -5303.12 020529 Short 1 -312.50 14187.50 -312.50 -5303.12 020530 Short 1 -368.75 14131.25 -368.75 -5303.12 020531 Short 1 -109.37 14390.63 -109.37 -5303.12 175.00 020603 Short 1 -615.63 13884.38 -615.63 -5303.12 020604 Short 1 -237.50 14262.50 -237.50 -5303.12 020605 Short 1 -212.50 14287.50 -212.50 -5303.12 020606 Short 1 -234.38 14265.63 -234.38 -5303.12 020607 Short 1 -225.00 14275.00 -225.00 -5303.12 020610 Short 1 -240.63 14259.38 -240.63 -5303.12 020611 Exit Short 1 -450.00 14050.00 -450.00 -5303.12 MFE = 0.00 MAE = -615.63 020611 Exit Long 1 175.00 14225.00 -275.00 -5303.12 MFE = 175.00 MAE = 0.00 020618 Enter Long 1 121.88 14346.88 -153.12 -5303.12 020619 Exit Long 1 175.00 14400.00 -100.00 -5303.12 MFE = 175.00 MAE = 0.00 020626 Exit Long 1 175.00 14575.00 0.00 -5303.12 MFE = 175.00 MAE = 0.00 75.00 020708 Enter Long 1 -3.12 14571.88 -3.12 -5303.12 020709 Exit Long 1 175.00 14750.00 0.00 -5303.12 MFE = 175.00 MAE = -3.12 020715 Exit Long 1 175.00 14925.00 0.00 -5303.12 MFE = 175.00 MAE = 0.00 020723 Enter Short 1 -109.37 14815.63 -109.37 -5303.12 020724 Short 1 -640.63 14284.38 -640.63 -5303.12 020725 Short 1 -878.12 14046.88 -878.12 -5303.12 020726 Short 1 -290.62 14634.38 -290.62 -5303.12 020729 Short 1 -240.62 14684.38 -240.62 -5303.12 020730 Short 1 -571.88 14353.13 -571.88 -5303.12 020731 Short 1 -262.50 14662.50 -262.50 -5303.12 350.00 020801 Exit Short 1 175.00 15100.00 0.00 -5303.12 MFE = 175.00 MAE = -878.12 020806 Enter Short 1 12.50 15112.50 0.00 -5303.12 020807 Exit Short 1 175.00 15275.00 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 020916 Enter Short 1 -3.13 15271.88 0.00 -5303.12 020917 Exit Short 1 175.00 15450.00 0.00 -5303.12 MFE = 175.00 MAE = -3.13 020930 Enter Long 1 -140.63 15309.38 0.00 -5303.12 175.00 021001 Long 1 -228.13 15221.88 -87.50 -5303.12 021002 Long 1 -125.00 15325.00 0.00 -5303.12 021003 Long 1 -90.63 15359.38 0.00 -5303.12 021004 Long 1 -240.62 15209.38 -150.00 -5303.12 021007 Long 1 -215.62 15234.38 -125.00 -5303.12 021008 Exit Long 1 -603.12 14846.88 -603.12 -5303.12 MFE = 0.00 MAE = -603.12 021008 Enter Short 1 37.50 14884.38 -475.00 -5303.12 021009 Short 1 -312.50 14534.38 -825.00 -5303.12 021010 Short 1 -284.37 14562.50 -796.87 -5303.12 021011 Short 1 -246.88 14600.00 -759.38 -5303.12 021014 Short 1 -87.50 14759.38 -600.00 -5303.12 021015 Short 1 90.62 14937.50 -421.88 -5303.12 021016 Short 1 37.50 14884.38 -475.00 -5303.12 021017 Short 1 125.00 14971.88 -387.50 -5303.12 021018 Exit Short 1 175.00 15021.88 -428.12 -5303.12 MFE = 175.00 MAE = -312.50 -428.12 021104 Enter Short 1 -118.75 14903.13 -456.25 -5303.12 021105 Short 1 -281.25 14740.63 -618.75 -5303.12 021106 Short 1 -296.88 14725.00 -634.38 -5303.12 021107 Exit Short 1 -606.25 14415.63 -1034.37 -5303.12 MFE = 0.00 MAE = -606.25 021107 Exit Long 1 175.00 14590.63 -859.37 -5303.12 MFE = 175.00 MAE = 0.00 021126 Enter Short 1 -84.38 14506.25 -853.13 -5303.12 021127 Exit Short 1 175.00 14765.63 -593.75 -5303.12 MFE = 175.00 MAE = -84.38 -256.25 021203 Enter Long 1 18.75 14784.38 -575.00 -5303.12 021204 Long 1 12.50 14778.13 -581.25 -5303.12 021205 Long 1 62.50 14828.13 -531.25 -5303.12 021206 Exit Long 1 175.00 14940.63 -418.75 -5303.12 MFE = 175.00 MAE = 0.00 021213 Enter Long 1 -50.00 14890.63 -468.75 -5303.12 021216 Long 1 21.88 14962.50 -396.87 -5303.12 021217 Exit Long 1 175.00 15115.63 -243.75 -5303.12 MFE = 175.00 MAE = -50.00 350.00 030207 Enter Short 1 -262.50 14853.13 -506.25 -5303.12 030210 Short 1 -81.25 15034.38 -325.00 -5303.12 030211 Exit Short 1 175.00 15290.63 -68.75 -5303.12 MFE = 175.00 MAE = -262.50 030217 Enter Short 1 59.38 15350.00 -9.37 -5303.12 030218 Exit Short 1 175.00 15465.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 030305 Enter Long 1 31.25 15496.88 0.00 -5303.12 030306 Exit Long 1 175.00 15640.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 030314 Exit Short 1 175.00 15815.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 030430 Enter Long 1 -156.25 15659.38 0.00 -5303.12 0.00 030501 Exit Long 1 175.00 15990.63 0.00 -5303.12 MFE = 175.00 MAE = -156.25 030529 Enter Long 1 121.87 16112.50 0.00 -5303.12 030530 Long 1 -428.12 15562.50 -550.00 -5303.12 175.00 030602 Long 1 -362.50 15628.13 -484.37 -5303.12 030603 Long 1 -653.12 15337.50 -775.00 -5303.12 030604 Long 1 -596.88 15393.75 -718.75 -5303.12 030605 Exit Long 1 175.00 16165.63 0.00 -5303.12 MFE = 175.00 MAE = -653.12 030627 Enter Short 1 -115.63 16050.00 -115.63 -5303.12 030630 Short 1 -303.13 15862.50 -303.13 -5303.12 175.00 030701 Short 1 -525.00 15640.63 -525.00 -5303.12 030702 Short 1 -637.50 15528.13 -637.50 -5303.12 030703 Short 1 -703.13 15462.50 -703.13 -5303.12 030704 Short 1 -640.63 15525.00 -640.63 -5303.12 030707 Short 1 -118.75 16046.88 -118.75 -5303.12 030708 Exit Short 1 175.00 16340.63 0.00 -5303.12 MFE = 175.00 MAE = -703.13 030715 Exit Short 1 175.00 16515.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 030731 Enter Short 1 -106.25 16409.38 -106.25 -5303.12 350.00 030801 Exit Short 1 175.00 16690.63 0.00 -5303.12 MFE = 175.00 MAE = -106.25 030815 Enter Short 1 -93.75 16596.88 -93.75 -5303.12 030818 Short 1 75.00 16765.63 0.00 -5303.12 030819 Exit Short 1 175.00 16865.63 0.00 -5303.12 MFE = 175.00 MAE = -93.75 030822 Enter Short 1 -265.62 16600.00 -165.62 -5303.12 030825 Short 1 -153.12 16712.50 -53.12 -5303.12 030826 Short 1 -118.75 16746.88 -18.75 -5303.12 030827 Short 1 -231.25 16634.38 -131.25 -5303.12 030828 Short 1 -368.75 16496.88 -268.75 -5303.12 030829 Short 1 -246.87 16618.75 -146.87 -5303.12 350.00 030901 Short 1 -146.88 16718.75 -46.88 -5303.12 030902 Short 1 -231.25 16634.38 -131.25 -5303.12 030903 Short 1 -159.37 16706.25 -59.38 -5303.12 030904 Short 1 -490.62 16375.00 -390.62 -5303.12 030905 Short 1 -709.38 16156.25 -609.38 -5303.12 030908 Short 1 -525.00 16340.63 -425.00 -5303.12 030909 Short 1 -759.37 16106.25 -659.37 -5303.12 030910 Short 1 -828.12 16037.50 -728.12 -5303.12 030911 Short 1 -900.00 15965.63 -800.00 -5303.12 030912 Short 1 -1146.87 15718.75 -1046.88 -5303.12 030915 Short 1 -1084.38 15781.25 -984.38 -5303.12 030916 Short 1 -643.75 16221.88 -543.75 -5303.12 030917 Short 1 -1343.75 15521.88 -1243.75 -5303.12 030918 Exit Short 1 -1725.00 15140.63 -1725.00 -5303.12 MFE = 0.00 MAE = -1725.00 030918 Enter Long 1 -96.87 15043.75 -1721.88 -5303.12 030919 Exit Long 1 175.00 15315.63 -1450.00 -5303.12 MFE = 175.00 MAE = -96.87 030930 Enter Long 1 -296.87 15018.75 -1746.88 -5303.12 -1550.00 031001 Long 1 -100.00 15215.63 -1550.00 -5303.12 031002 Long 1 -87.50 15228.13 -1537.50 -5303.12 031003 Long 1 -303.13 15012.50 -1753.13 -5303.12 031006 Long 1 -87.50 15228.13 -1537.50 -5303.12 031007 Long 1 -334.37 14981.25 -1784.37 -5303.12 031008 Long 1 -296.87 15018.75 -1746.88 -5303.12 031009 Long 1 -200.00 15115.63 -1650.00 -5303.12 031010 Long 1 -275.00 15040.63 -1725.00 -5303.12 031013 Long 1 -215.63 15100.00 -1665.63 -5303.12 031014 Long 1 -28.12 15287.50 -1478.13 -5303.12 031015 Long 1 -159.37 15156.25 -1609.38 -5303.12 031016 Exit Long 1 175.00 15490.63 -1275.00 -5303.12 MFE = 175.00 MAE = -334.37 031022 Exit Long 1 175.00 15665.63 -1100.00 -5303.12 MFE = 175.00 MAE = 0.00 031029 Enter Long 1 -125.00 15540.63 -1225.00 -5303.12 031030 Long 1 -212.50 15453.13 -1312.50 -5303.12 031031 Long 1 -181.25 15484.38 -1281.25 -5303.12 350.00 031103 Exit Long 1 -693.75 14971.88 -1793.75 -5303.12 MFE = 0.00 MAE = -693.75 031103 Enter Short 1 125.00 15096.88 -1668.75 -5303.12 031104 Exit Short 1 175.00 15146.88 -1618.75 -5303.12 MFE = 175.00 MAE = 0.00 031126 Enter Long 1 18.75 15165.63 -1600.00 -5303.12 031127 Long 1 90.62 15237.50 -1528.13 -5303.12 031128 Exit Long 1 175.00 15321.88 -1443.75 -5303.12 MFE = 175.00 MAE = 0.00 -343.75 031209 Enter Long 1 65.63 15387.50 -1378.12 -5303.12 031210 Long 1 -25.00 15296.88 -1468.75 -5303.12 031211 Long 1 37.50 15359.38 -1406.25 -5303.12 031212 Exit Long 1 175.00 15496.88 -1268.75 -5303.12 MFE = 175.00 MAE = -25.00 031216 Enter Long 1 3.12 15500.00 -1265.63 -5303.12 031217 Exit Long 1 175.00 15671.88 -1093.75 -5303.12 MFE = 175.00 MAE = 0.00 031231 Enter Long 1 -206.25 15465.63 -1300.00 -5303.12 350.00 040102 Long 1 -12.50 15659.38 -1106.25 -5303.12 040105 Exit Long 1 175.00 15846.88 -918.75 -5303.12 MFE = 175.00 MAE = -206.25 175.00 040310 Exit Short 1 175.00 16021.88 -743.75 -5303.12 MFE = 175.00 MAE = 0.00 040325 Exit Short 1 175.00 16196.88 -568.75 -5303.12 MFE = 175.00 MAE = 0.00 350.00 040413 Exit Short 1 175.00 16371.88 -393.75 -5303.12 MFE = 175.00 MAE = 0.00 040414 Exit Short 1 175.00 16546.88 -218.75 -5303.12 MFE = 175.00 MAE = 0.00 040421 Enter Short 1 -146.87 16400.00 -365.63 -5303.12 040422 Exit Short 1 175.00 16721.88 -43.75 -5303.12 MFE = 175.00 MAE = -146.87 040429 Enter Short 1 -406.25 16315.63 -450.00 -5303.12 040430 Short 1 -496.87 16225.00 -540.62 -5303.12 525.00 040503 Short 1 -290.63 16431.25 -334.38 -5303.12 040504 Short 1 -943.75 15778.13 -987.50 -5303.12 040505 Short 1 -953.12 15768.75 -996.88 -5303.12 040506 Short 1 -1015.62 15706.25 -1059.37 -5303.12 040507 Short 1 -831.25 15890.63 -875.00 -5303.12 040510 Short 1 -496.87 16225.00 -540.62 -5303.12 040511 Exit Short 1 175.00 16896.88 0.00 -5303.12 MFE = 175.00 MAE = -1015.62 175.00 040629 Enter Short 1 50.00 16946.88 0.00 -5303.12 040630 Exit Short 1 175.00 17071.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 040716 Exit Long 1 175.00 17246.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 040806 Exit Long 1 175.00 17421.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 040903 Enter Short 1 65.62 17487.50 0.00 -5303.12 040906 Short 1 -131.25 17290.63 -196.87 -5303.12 040907 Exit Short 1 175.00 17596.88 0.00 -5303.12 MFE = 175.00 MAE = -131.25 040915 Exit Short 1 175.00 17771.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 041004 Enter Short 1 -28.13 17743.75 -28.13 -5303.12 041005 Short 1 -6.25 17765.63 -6.25 -5303.12 041006 Exit Short 1 175.00 17946.88 0.00 -5303.12 MFE = 175.00 MAE = -28.13 041020 Exit Long 1 175.00 18121.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 041123 Enter Long 1 -31.25 18090.63 -31.25 -5303.12 041124 Exit Long 1 175.00 18296.88 0.00 -5303.12 MFE = 175.00 MAE = -31.25 175.00 041201 Exit Long 1 175.00 18471.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 050103 Enter Short 1 -121.87 18350.00 -121.87 -5303.12 050104 Exit Short 1 175.00 18646.88 0.00 -5303.12 MFE = 175.00 MAE = -121.87 050114 Enter Short 1 -71.87 18575.00 -71.87 -5303.12 050117 Exit Short 1 175.00 18821.88 0.00 -5303.12 MFE = 175.00 MAE = -71.87 350.00 050204 Enter Short 1 -40.63 18781.25 -40.63 -5303.12 050207 Exit Short 1 175.00 18996.88 0.00 -5303.12 MFE = 175.00 MAE = -40.63 050214 Enter Long 1 59.38 19056.25 0.00 -5303.12 050215 Exit Long 1 175.00 19171.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 050304 Enter Long 1 -53.13 19118.75 0.00 -5303.12 050307 Long 1 -381.25 18790.63 -328.12 -5303.12 050308 Exit Long 1 175.00 19346.88 0.00 -5303.12 MFE = 175.00 MAE = -381.25 050321 Exit Short 1 175.00 19521.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 050418 Enter Long 1 -43.75 19478.13 -43.75 -5303.12 050419 Exit Long 1 175.00 19696.88 0.00 -5303.12 MFE = 175.00 MAE = -43.75 175.00 050502 Enter Short 1 56.25 19753.13 0.00 -5303.12 050503 Exit Short 1 175.00 19871.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 050526 Enter Short 1 -59.37 19812.50 0.00 -5303.12 050527 Short 1 -128.12 19743.75 -68.75 -5303.12 050530 Short 1 -112.50 19759.38 -53.13 -5303.12 050531 Exit Short 1 175.00 20046.88 0.00 -5303.12 MFE = 175.00 MAE = -128.12 350.00 050629 Exit Short 1 175.00 20221.88 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 050825 Enter Long 1 -146.88 20075.00 -146.88 -5303.12 050826 Long 1 -200.00 20021.88 -200.00 -5303.12 050829 Long 1 -371.88 19850.00 -371.88 -5303.12 050830 Exit Long 1 -718.75 19503.13 -718.75 -5303.12 MFE = 0.00 MAE = -718.75 050830 Enter Short 1 0.00 19503.13 -718.75 -5303.12 050831 Short 1 -543.75 18959.38 -1262.50 -5303.12 -718.75 050901 Exit Short 1 -1015.63 18487.50 -1734.38 -5303.12 MFE = 0.00 MAE = -1015.63 050901 Exit Long 1 175.00 18662.50 -1559.38 -5303.12 MFE = 175.00 MAE = 0.00 050912 Enter Short 1 153.12 18815.63 -1406.25 -5303.12 050913 Short 1 31.25 18693.75 -1528.13 -5303.12 050914 Short 1 18.75 18681.25 -1540.63 -5303.12 050915 Exit Short 1 175.00 18837.50 -1384.38 -5303.12 MFE = 175.00 MAE = 0.00 050923 Enter Short 1 53.13 18890.63 -1331.25 -5303.12 050926 Exit Short 1 178.12 19015.63 -1206.25 -5303.12 MFE = 178.12 MAE = 0.00 -487.50 051104 Exit Short 1 175.00 19190.63 -1031.25 -5303.12 MFE = 175.00 MAE = 0.00 051116 Enter Short 1 78.13 19268.75 -953.12 -5303.12 051117 Short 1 31.25 19221.88 -1000.00 -5303.12 051118 Exit Short 1 175.00 19365.63 -856.25 -5303.12 MFE = 175.00 MAE = 0.00 350.00 051208 Enter Long 1 -31.25 19334.38 -887.50 -5303.12 051209 Long 1 31.25 19396.88 -825.00 -5303.12 051212 Exit Long 1 175.00 19540.63 -681.25 -5303.12 MFE = 175.00 MAE = -31.25 175.00 060123 Exit Long 1 175.00 19715.63 -506.25 -5303.12 MFE = 175.00 MAE = 0.00 175.00 060206 Enter Short 1 -34.38 19681.25 -540.63 -5303.12 060207 Short 1 40.63 19756.25 -465.62 -5303.12 060208 Exit Short 1 175.00 19890.63 -331.25 -5303.12 MFE = 175.00 MAE = -34.38 175.00 060307 Exit Short 1 175.00 20065.63 -156.25 -5303.12 MFE = 175.00 MAE = 0.00 060314 Enter Long 1 75.00 20140.63 -81.25 -5303.12 060315 Long 1 131.25 20196.88 -25.00 -5303.12 060316 Exit Long 1 175.00 20240.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060323 Enter Short 1 3.13 20243.75 0.00 -5303.12 060324 Short 1 -212.50 20028.13 -215.63 -5303.12 060327 Short 1 -368.75 19871.88 -371.88 -5303.12 060328 Short 1 -284.37 19956.25 -287.50 -5303.12 060329 Short 1 31.25 20271.88 0.00 -5303.12 060330 Short 1 -337.50 19903.13 -368.75 -5303.12 060331 Short 1 -28.13 20212.50 -59.38 -5303.12 350.00 060403 Exit Short 1 175.00 20415.63 0.00 -5303.12 MFE = 175.00 MAE = -368.75 060404 Enter Long 1 59.38 20475.00 0.00 -5303.12 060405 Exit Long 1 175.00 20590.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060417 Exit Long 1 175.00 20765.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060427 Enter Long 1 109.38 20875.00 0.00 -5303.12 060428 Exit Long 1 175.00 20940.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 700.00 060511 Enter Long 1 62.50 21003.13 0.00 -5303.12 060512 Exit Long 1 175.00 21115.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 175.00 060622 Enter Short 1 96.88 21212.50 0.00 -5303.12 060623 Exit Short 1 175.00 21290.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060630 Exit Long 1 175.00 21465.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 350.00 060717 Exit Short 1 175.00 21640.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060727 Enter Long 1 -284.37 21356.25 0.00 -5303.12 060728 Long 1 -103.12 21537.50 0.00 -5303.12 060731 Long 1 43.75 21684.38 0.00 -5303.12 175.00 060801 Exit Long 1 175.00 21815.63 0.00 -5303.12 MFE = 175.00 MAE = -284.37 060804 Exit Long 1 175.00 21990.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060821 Enter Long 1 -168.75 21821.88 0.00 -5303.12 060822 Long 1 -375.00 21615.63 -206.25 -5303.12 060823 Long 1 -193.75 21796.88 -25.00 -5303.12 060824 Long 1 -403.12 21587.50 -234.37 -5303.12 060825 Long 1 -400.00 21590.63 -231.25 -5303.12 060828 Long 1 -203.12 21787.50 -34.37 -5303.12 060829 Long 1 -34.38 21956.25 0.00 -5303.12 060830 Exit Long 1 175.00 22165.63 0.00 -5303.12 MFE = 175.00 MAE = -403.12 525.00 060905 Enter Short 1 6.25 22171.88 0.00 -5303.12 060906 Exit Short 1 175.00 22340.63 0.00 -5303.12 MFE = 175.00 MAE = 0.00 060921 Enter Long 1 9.37 22350.00 0.00 -5303.12 060922 Long 1 -68.75 22271.88 -78.12 -5303.12 060925 Long 1 -68.75 22271.88 -