SHIVA TRADING SYSTEM ENVIRONMENT Version 1.18 JAPANESE YEN SPOT 5341 Trading days from 880104 to 080728 Tue Jul 29 09:32:14 2008 Rollovers enabled RolloverMonth: 12 RolloverDay: 99 Slippage: 25.00 dollars Position trading using ASCII daily data Reference price(s): N days high and low Compute volatility using: 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 880104 Enter Long 1 -1039.51 -1039.51 -1039.51 -1039.51 880105 Exit Long 1 -2231.88 -2231.88 -2231.88 -2231.88 MFE = 0.00 MAE = -2231.88 880115 Enter Short 1 563.61 -1668.26 -1668.26 -2231.88 880118 Exit Short 1 775.00 -1456.88 -1456.88 -2231.88 MFE = 775.00 MAE = 0.00 -1456.88 880201 Enter Short 1 284.00 -1172.88 -1172.88 -2231.88 880202 Short 1 -149.50 -1606.38 -1606.38 -2231.88 880203 Short 1 -149.50 -1606.38 -1606.38 -2231.88 880204 Short 1 -267.70 -1724.57 -1724.57 -2231.88 880205 Short 1 284.00 -1172.88 -1172.88 -2231.88 880208 Short 1 107.76 -1349.11 -1349.11 -2231.88 880209 Short 1 36.15 -1420.72 -1420.72 -2231.88 880210 Short 1 145.37 -1311.51 -1311.51 -2231.88 880211 Short 1 269.05 -1187.82 -1187.82 -2231.88 880212 Exit Short 1 775.00 -681.88 -681.88 -2231.88 MFE = 775.00 MAE = -267.70 775.00 880307 Enter Long 1 6.10 -675.78 -675.78 -2231.88 880308 Long 1 -9.21 -691.08 -691.08 -2231.88 880309 Long 1 -135.17 -817.04 -817.04 -2231.88 880310 Long 1 -39.80 -721.68 -721.68 -2231.88 880311 Long 1 202.17 -479.71 -479.71 -2231.88 880314 Long 1 353.16 -328.72 -328.72 -2231.88 880315 Long 1 167.45 -514.42 -514.42 -2231.88 880316 Long 1 109.70 -572.17 -572.17 -2231.88 880317 Exit Long 1 -311.25 -993.13 -993.13 -2231.88 MFE = 353.16 MAE = -311.25 880324 Enter Long 1 239.36 -753.77 -753.77 -2231.88 880325 Long 1 402.64 -590.48 -590.48 -2231.88 880328 Exit Long 1 775.00 -218.13 -218.13 -2231.88 MFE = 775.00 MAE = 0.00 463.75 880404 Enter Long 1 -315.83 -533.95 -533.95 -2231.88 880405 Long 1 -762.22 -980.34 -980.34 -2231.88 880406 Long 1 -1059.39 -1277.51 -1277.51 -2231.88 880407 Long 1 -925.11 -1143.23 -1143.23 -2231.88 880408 Long 1 -933.03 -1151.16 -1151.16 -2231.88 880411 Long 1 -1192.94 -1411.06 -1411.06 -2231.88 880412 Long 1 -1356.93 -1575.05 -1575.05 -2231.88 880413 Long 1 -1232.08 -1450.21 -1450.21 -2231.88 880414 Long 1 -99.85 -317.98 -317.98 -2231.88 880415 Long 1 -238.61 -456.73 -456.73 -2231.88 880418 Long 1 -368.51 -586.64 -586.64 -2231.88 880419 Long 1 -368.51 -586.64 -586.64 -2231.88 880420 Long 1 -356.37 -574.49 -574.49 -2231.88 880421 Long 1 -417.06 -635.18 -635.18 -2231.88 880422 Exit Long 1 -633.12 -851.25 -851.25 -2231.88 MFE = 0.00 MAE = -1356.93 880422 Enter Short 1 -33.95 -885.20 -885.20 -2231.88 880425 Short 1 -94.27 -945.52 -945.52 -2231.88 880426 Short 1 62.25 -789.00 -789.00 -2231.88 880427 Short 1 -1.84 -853.09 -853.09 -2231.88 880428 Short 1 -142.62 -993.87 -993.87 -2231.88 880429 Short 1 102.22 -749.03 -749.03 -2231.88 -633.12 880502 Short 1 -17.89 -869.14 -869.14 -2231.88 880503 Short 1 122.19 -729.06 -729.06 -2231.88 880504 Short 1 -66.10 -917.35 -917.35 -2231.88 880505 Short 1 82.24 -769.01 -769.01 -2231.88 880506 Short 1 -41.98 -893.23 -893.23 -2231.88 880509 Short 1 -25.92 -877.17 -877.17 -2231.88 880510 Exit Short 1 -291.87 -1143.13 -1143.13 -2231.88 MFE = 122.19 MAE = -291.87 880510 Enter Long 1 -67.72 -1210.85 -1210.85 -2231.88 880511 Long 1 -116.19 -1259.31 -1259.31 -2231.88 880512 Long 1 -116.19 -1259.31 -1259.31 -2231.88 880513 Long 1 -224.89 -1368.02 -1368.02 -2231.88 880516 Exit Long 1 -358.75 -1501.88 -1501.88 -2231.88 MFE = 0.00 MAE = -358.75 880516 Enter Short 1 -44.66 -1546.54 -1546.54 -2231.88 880517 Short 1 246.15 -1255.73 -1255.73 -2231.88 880518 Short 1 -32.65 -1534.52 -1534.52 -2231.88 880519 Short 1 -64.71 -1566.58 -1566.58 -2231.88 880520 Short 1 -84.77 -1586.64 -1586.64 -2231.88 880523 Short 1 -209.49 -1711.37 -1711.37 -2231.88 880524 Short 1 -330.79 -1832.67 -1832.67 -2231.88 880525 Short 1 -249.86 -1751.74 -1751.74 -2231.88 880526 Short 1 -209.49 -1711.37 -1711.37 -2231.88 880527 Short 1 -52.68 -1554.55 -1554.55 -2231.88 880530 Short 1 -12.63 -1514.50 -1514.50 -2231.88 880531 Short 1 67.28 -1434.59 -1434.59 -2231.88 -650.62 880601 Short 1 150.91 -1350.96 -1350.96 -2231.88 880602 Short 1 466.96 -1034.91 -1034.91 -2231.88 880603 Short 1 404.07 -1097.80 -1097.80 -2231.88 880606 Short 1 273.86 -1228.01 -1228.01 -2231.88 880607 Short 1 158.87 -1343.01 -1343.01 -2231.88 880608 Short 1 210.48 -1291.39 -1291.39 -2231.88 880609 Exit Short 1 -230.00 -1731.88 -1731.88 -2231.88 MFE = 466.96 MAE = -330.79 880614 Enter Short 1 196.79 -1535.08 -1535.08 -2231.88 880615 Short 1 122.44 -1609.44 -1609.44 -2231.88 880616 Short 1 -169.31 -1901.18 -1901.18 -2231.88 880617 Short 1 -98.02 -1829.90 -1829.90 -2231.88 880620 Short 1 114.60 -1617.28 -1617.28 -2231.88 880621 Short 1 161.60 -1570.28 -1570.28 -2231.88 880622 Exit Short 1 775.00 -956.88 -956.88 -2231.88 MFE = 775.00 MAE = -169.31 880624 Enter Short 1 -59.68 -1016.55 -1016.55 -2231.88 880627 Short 1 199.76 -757.11 -757.11 -2231.88 880628 Exit Short 1 775.00 -181.88 -181.88 -2231.88 MFE = 775.00 MAE = -59.68 880629 Enter Short 1 -278.22 -460.10 -460.10 -2231.88 880630 Short 1 -87.00 -268.87 -268.87 -2231.88 1320.00 880701 Short 1 356.69 174.81 0.00 -2231.88 880704 Short 1 683.13 501.26 0.00 -2231.88 880705 Short 1 210.89 29.01 -472.24 -2231.88 880706 Short 1 -157.64 -339.52 -840.77 -2231.88 880707 Short 1 -228.50 -410.37 -911.63 -2231.88 880708 Short 1 -104.63 -286.51 -787.77 -2231.88 880711 Short 1 -193.04 -374.91 -876.17 -2231.88 880712 Short 1 -385.14 -567.01 -1068.27 -2231.88 880713 Short 1 -246.24 -428.12 -929.38 -2231.88 880714 Short 1 -30.63 -212.51 -713.77 -2231.88 880715 Short 1 717.23 535.36 0.00 -2231.88 880718 Short 1 356.69 174.81 -360.54 -2231.88 880719 Short 1 -87.00 -268.87 -804.23 -2231.88 880720 Short 1 141.14 -40.73 -576.09 -2231.88 880721 Short 1 -600.43 -782.30 -1317.66 -2231.88 880722 Short 1 -890.54 -1072.42 -1607.77 -2231.88 880725 Short 1 -385.14 -567.01 -1102.37 -2231.88 880726 Short 1 -349.44 -531.32 -1066.68 -2231.88 880727 Short 1 -636.49 -818.37 -1353.73 -2231.88 880728 Short 1 -278.22 -460.10 -995.46 -2231.88 880729 Short 1 -76.42 -258.30 -793.65 -2231.88 0.00 880801 Short 1 -285.34 -467.21 -1002.57 -2231.88 880802 Short 1 -157.64 -339.52 -874.87 -2231.88 880803 Short 1 -232.04 -413.92 -949.27 -2231.88 880804 Short 1 -129.36 -311.23 -846.59 -2231.88 880805 Short 1 158.60 -23.28 -558.63 -2231.88 880808 Short 1 123.67 -58.21 -593.56 -2231.88 880809 Short 1 587.39 405.52 -129.84 -2231.88 880810 Short 1 88.69 -93.19 -628.54 -2231.88 880811 Short 1 -182.41 -364.29 -899.65 -2231.88 880812 Short 1 -210.76 -392.64 -927.99 -2231.88 880815 Short 1 -48.23 -230.11 -765.47 -2231.88 880816 Exit Short 1 -731.87 -913.75 -913.75 -2231.88 MFE = 717.23 MAE = -890.54 880831 Enter Short 1 244.73 -669.02 -1204.38 -2231.88 -731.87 880901 Short 1 157.33 -756.42 -1291.78 -2231.88 880902 Short 1 22.23 -891.52 -1426.88 -2231.88 880905 Short 1 39.16 -874.59 -1409.95 -2231.88 880906 Short 1 -305.30 -1219.05 -1754.41 -2231.88 880907 Exit Short 1 -825.00 -1738.75 -2274.11 -2274.11 MFE = 244.73 MAE = -825.00 880914 Enter Short 1 -227.77 -1966.52 -2501.87 -2501.87 880915 Short 1 -360.11 -2098.86 -2634.21 -2634.21 880916 Short 1 -563.57 -2302.32 -2837.68 -2837.68 880919 Exit Short 1 -1027.50 -2766.25 -3301.61 -3301.61 MFE = 0.00 MAE = -1027.50 880919 Enter Long 1 -141.11 -2907.36 -3442.71 -3442.71 880920 Long 1 -663.34 -3429.59 -3964.95 -3964.95 880921 Long 1 -694.72 -3460.97 -3996.33 -3996.33 880922 Long 1 -396.62 -3162.87 -3698.22 -3996.33 880923 Long 1 -778.21 -3544.46 -4079.82 -4079.82 880926 Long 1 -971.86 -3738.11 -4273.46 -4273.46 880927 Long 1 -764.31 -3530.56 -4065.92 -4273.46 880928 Long 1 -882.15 -3648.40 -4183.76 -4273.46 880929 Long 1 -812.91 -3579.16 -4114.51 -4273.46 880930 Long 1 -930.50 -3696.75 -4232.11 -4273.46 -1852.50 881003 Exit Long 1 -1223.13 -3989.38 -4524.73 -4524.73 MFE = 0.00 MAE = -1223.13 881003 Enter Short 1 20.36 -3969.02 -4504.38 -4524.73 881004 Short 1 -0.09 -3989.47 -4524.83 -4524.83 881005 Short 1 482.45 -3506.92 -4042.28 -4524.83 881006 Short 1 -41.06 -4030.43 -4565.79 -4565.79 881007 Short 1 -336.73 -4326.10 -4861.46 -4861.46 881010 Short 1 -357.50 -4346.87 -4882.23 -4882.23 881011 Short 1 -178.11 -4167.48 -4702.84 -4882.23 881012 Exit Short 1 -1445.17 -5434.54 -5969.90 -5969.90 MFE = 482.45 MAE = -1445.17 881024 Enter Long 1 -431.26 -5865.81 -6401.16 -6401.16 881025 Long 1 -260.34 -5694.88 -6230.24 -6401.16 881026 Long 1 160.34 -5274.21 -5809.56 -6401.16 881027 Long 1 93.02 -5341.52 -5876.88 -6401.16 881028 Long 1 184.14 -5250.40 -5785.76 -6401.16 881031 Long 1 168.27 -5266.27 -5801.63 -6401.16 -2668.29 881101 Long 1 423.41 -5011.13 -5546.49 -6401.16 881102 Exit Long 1 775.00 -4659.54 -5194.90 -6401.16 MFE = 775.00 MAE = -431.26 881109 Enter Long 1 -15.24 -4674.79 -5210.14 -6401.16 881110 Long 1 -43.80 -4703.34 -5238.70 -6401.16 881111 Long 1 396.27 -4263.27 -4798.63 -6401.16 881114 Long 1 -15.24 -4674.79 -5210.14 -6401.16 881115 Long 1 197.91 -4461.64 -4996.99 -6401.16 881116 Exit Long 1 775.00 -3884.54 -4419.90 -6401.16 MFE = 775.00 MAE = -43.80 881123 Enter Long 1 -79.69 -3964.24 -4499.59 -6401.16 881124 Long 1 65.74 -3818.80 -4354.16 -6401.16 881125 Long 1 -156.36 -4040.90 -4576.26 -6401.16 881128 Long 1 -590.69 -4475.23 -5010.59 -6401.16 881129 Long 1 -372.33 -4256.88 -4792.23 -6401.16 881130 Long 1 -224.31 -4108.85 -4644.21 -6401.16 1550.00 881201 Long 1 -232.79 -4117.33 -4652.69 -6401.16 881202 Long 1 -147.85 -4032.39 -4567.75 -6401.16 881205 Long 1 -258.22 -4142.76 -4678.12 -6401.16 881206 Long 1 -422.89 -4307.43 -4842.79 -6401.16 881207 Exit Long 1 -691.25 -4575.79 -5111.15 -6401.16 MFE = 65.74 MAE = -691.25 881216 Enter Short 1 -226.69 -4802.49 -5337.84 -6401.16 881219 Short 1 -145.44 -4721.24 -5256.59 -6401.16 881220 Short 1 288.86 -4286.94 -4822.29 -6401.16 881221 Short 1 -15.98 -4591.77 -5127.13 -6401.16 881222 Short 1 24.35 -4551.44 -5086.80 -6401.16 881223 Short 1 56.56 -4519.23 -5054.59 -6401.16 881226 Short 1 88.73 -4487.07 -5022.42 -6401.16 881227 Short 1 152.95 -4422.85 -4958.20 -6401.16 881228 Short 1 463.66 -4112.14 -4647.50 -6401.16 881229 Short 1 416.11 -4159.69 -4695.05 -6401.16 881230 Short 1 176.98 -4398.81 -4934.17 -6401.16 -691.25 890102 Short 1 96.77 -4479.03 -5014.38 -6401.16 890103 Exit Short 1 -343.12 -4918.92 -5454.28 -6401.16 MFE = 463.66 MAE = -343.12 890105 Enter Short 1 -158.43 -5077.35 -5612.70 -6401.16 890106 Short 1 123.32 -4795.60 -5330.95 -6401.16 890109 Short 1 -205.70 -5124.62 -5659.97 -6401.16 890110 Short 1 -56.31 -4975.23 -5510.59 -6401.16 890111 Short 1 -182.05 -5100.97 -5636.33 -6401.16 890112 Short 1 -1.50 -4920.42 -5455.78 -6401.16 890113 Short 1 347.96 -4570.96 -5106.31 -6401.16 890116 Short 1 559.11 -4359.81 -4895.17 -6401.16 890117 Short 1 517.03 -4401.89 -4937.25 -6401.16 890118 Exit Short 1 775.00 -4143.92 -4679.28 -6401.16 MFE = 775.00 MAE = -205.70 890119 Enter Short 1 -193.17 -4337.08 -4872.44 -6401.16 890120 Short 1 -520.93 -4664.85 -5200.21 -6401.16 890123 Short 1 -617.04 -4760.96 -5296.31 -6401.16 890124 Short 1 -497.91 -4641.83 -5177.19 -6401.16 890125 Short 1 -667.17 -4811.08 -5346.44 -6401.16 890126 Short 1 -280.40 -4424.31 -4959.67 -6401.16 890127 Short 1 104.07 -4039.85 -4575.20 -6401.16 890130 Short 1 119.03 -4024.89 -4560.25 -6401.16 890131 Short 1 471.47 -3672.45 -4207.80 -6401.16 431.88 890201 Short 1 478.83 -3665.09 -4200.44 -6401.16 890202 Short 1 175.02 -3968.90 -4504.26 -6401.16 890203 Short 1 62.90 -4081.02 -4616.37 -6401.16 890206 Short 1 111.55 -4032.37 -4567.72 -6401.16 890207 Short 1 182.48 -3961.44 -4496.80 -6401.16 890208 Short 1 163.83 -3980.09 -4515.45 -6401.16 890209 Exit Short 1 -308.12 -4452.04 -4987.40 -6401.16 MFE = 478.83 MAE = -667.17 -308.12 890313 Enter Short 1 75.66 -4376.39 -4911.74 -6401.16 890314 Short 1 -79.94 -4531.98 -5067.34 -6401.16 890315 Short 1 292.53 -4159.51 -4694.87 -6401.16 890316 Short 1 361.96 -4090.09 -4625.44 -6401.16 890317 Short 1 652.07 -3799.97 -4335.33 -6401.16 890320 Exit Short 1 775.00 -3677.04 -4212.40 -6401.16 MFE = 775.00 MAE = -79.94 890327 Enter Short 1 313.69 -3363.35 -3898.71 -6401.16 890328 Short 1 476.62 -3200.43 -3735.78 -6401.16 890329 Short 1 476.62 -3200.43 -3735.78 -6401.16 890330 Short 1 63.59 -3613.46 -4148.81 -6401.16 890331 Short 1 349.21 -3327.84 -3863.19 -6401.16 775.00 890403 Short 1 -48.02 -3725.07 -4260.42 -6401.16 890404 Short 1 -309.29 -3986.34 -4521.69 -6401.16 890405 Short 1 -19.18 -3696.22 -4231.58 -6401.16 890406 Short 1 178.25 -3498.80 -4034.15 -6401.16 890407 Short 1 366.94 -3310.10 -3845.46 -6401.16 890410 Short 1 374.03 -3303.01 -3838.37 -6401.16 890411 Short 1 342.11 -3334.94 -3870.29 -6401.16 890412 Short 1 462.49 -3214.55 -3749.91 -6401.16 890413 Short 1 85.13 -3591.92 -4127.27 -6401.16 890414 Short 1 85.13 -3591.92 -4127.27 -6401.16 890417 Short 1 138.89 -3538.15 -4073.51 -6401.16 890418 Short 1 -134.80 -3811.84 -4347.20 -6401.16 890419 Short 1 260.32 -3416.72 -3952.08 -6401.16 890420 Short 1 -185.56 -3862.60 -4397.96 -6401.16 890421 Short 1 -102.22 -3779.26 -4314.62 -6401.16 890424 Short 1 -66.08 -3743.12 -4278.48 -6401.16 890425 Short 1 -134.80 -3811.84 -4347.20 -6401.16 890426 Short 1 117.40 -3559.64 -4095.00 -6401.16 890427 Short 1 103.07 -3573.98 -4109.34 -6401.16 890428 Short 1 455.43 -3221.62 -3756.98 -6401.16 0.00 890501 Exit Short 1 775.00 -2902.04 -3437.40 -6401.16 MFE = 775.00 MAE = -309.29 890508 Enter Short 1 5.65 -2896.40 -3431.75 -6401.16 890509 Short 1 -94.29 -2996.33 -3531.69 -6401.16 890510 Short 1 -146.14 -3048.19 -3583.55 -6401.16 890511 Short 1 142.78 -2759.27 -3294.62 -6401.16 890512 Short 1 445.01 -2457.04 -2992.39 -6401.16 890515 Exit Short 1 775.00 -2127.04 -2662.40 -6401.16 MFE = 775.00 MAE = -146.14 890517 Enter Short 1 447.12 -1679.92 -2215.28 -6401.16 890518 Short 1 282.09 -1844.96 -2380.31 -6401.16 890519 Short 1 366.38 -1760.67 -2296.03 -6401.16 890522 Exit Short 1 775.00 -1352.04 -1887.40 -6401.16 MFE = 775.00 MAE = 0.00 890523 Enter Short 1 -244.38 -1596.43 -2131.78 -6401.16 890524 Short 1 -167.34 -1519.39 -2054.74 -6401.16 890525 Short 1 -570.92 -1922.96 -2458.32 -6401.16 890526 Short 1 -621.11 -1973.15 -2508.51 -6401.16 890529 Short 1 -93.64 -1445.68 -1981.04 -6401.16 890530 Short 1 -148.89 -1500.93 -2036.29 -6401.16 890531 Short 1 -75.25 -1427.30 -1962.65 -6401.16 2325.00 890601 Short 1 -241.29 -1593.34 -2128.69 -6401.16 890602 Exit Short 1 -720.00 -2072.04 -2607.40 -6401.16 MFE = 0.00 MAE = -720.00 890608 Enter Short 1 -120.32 -2192.37 -2727.72 -6401.16 890609 Exit Short 1 775.00 -1297.04 -1832.40 -6401.16 MFE = 775.00 MAE = -120.32 890612 Enter Short 1 437.43 -859.61 -1394.97 -6401.16 890613 Short 1 232.71 -1064.34 -1599.69 -6401.16 890614 Short 1 673.79 -623.26 -1158.62 -6401.16 890615 Exit Short 1 774.74 -522.30 -1057.66 -6401.16 MFE = 774.74 MAE = 0.00 829.74 890704 Enter Long 1 -394.72 -917.02 -1452.38 -6401.16 890705 Long 1 714.41 192.11 -343.25 -6401.16 890706 Exit Long 1 775.00 252.70 -282.66 -6401.16 MFE = 775.00 MAE = -394.72 890726 Enter Long 1 155.67 408.37 -126.99 -6401.16 890727 Long 1 461.28 713.98 0.00 -6401.16 890728 Long 1 383.69 636.38 -77.60 -6401.16 890731 Exit Long 1 775.00 1027.70 0.00 -6401.16 MFE = 775.00 MAE = 0.00 1550.00 890817 Enter Short 1 -69.41 958.29 -69.41 -6401.16 890818 Short 1 -311.09 716.61 -311.09 -6401.16 890821 Short 1 -163.93 863.77 -163.93 -6401.16 890822 Short 1 -434.48 593.22 -434.48 -6401.16 890823 Short 1 -145.60 882.09 -145.60 -6401.16 890824 Short 1 -35.97 991.73 -35.97 -6401.16 890825 Short 1 76.13 1103.83 0.00 -6401.16 890828 Short 1 310.58 1338.28 0.00 -6401.16 890829 Short 1 -90.72 936.98 -401.30 -6401.16 890830 Short 1 256.70 1284.40 -53.88 -6401.16 890831 Short 1 400.08 1427.78 0.00 -6401.16 0.00 890901 Short 1 695.75 1723.45 0.00 -6401.16 890904 Exit Short 1 775.00 1802.70 0.00 -6401.16 MFE = 775.00 MAE = -434.48 890905 Enter Short 1 33.51 1836.21 0.00 -6401.16 890906 Short 1 -158.95 1643.75 -192.46 -6401.16 890907 Short 1 -12.99 1789.71 -46.50 -6401.16 890908 Short 1 160.85 1963.55 0.00 -6401.16 890911 Short 1 4.46 1807.16 -156.40 -6401.16 890912 Short 1 155.08 1957.78 -5.77 -6401.16 890913 Short 1 -100.45 1702.25 -261.30 -6401.16 890914 Short 1 39.31 1842.01 -121.54 -6401.16 890915 Exit Short 1 -732.50 1070.20 -732.50 -6401.16 MFE = 160.85 MAE = -732.50 890927 Enter Long 1 32.30 1102.50 -861.06 -6401.16 890928 Long 1 -56.55 1013.65 -949.91 -6401.16 890929 Long 1 407.45 1477.65 -485.90 -6401.16 42.50 891002 Long 1 233.52 1303.72 -659.84 -6401.16 891003 Long 1 -280.28 789.92 -1173.64 -6401.16 891004 Long 1 -383.51 686.69 -1276.86 -6401.16 891005 Long 1 -607.06 463.14 -1500.41 -6401.16 891006 Long 1 -653.34 416.86 -1546.70 -6401.16 891009 Long 1 -742.55 327.64 -1635.91 -6401.16 891010 Long 1 -1288.29 -218.09 -2181.65 -6401.16 891011 Long 1 -1282.31 -212.11 -2175.66 -6401.16 891012 Long 1 -1180.24 -110.04 -2073.59 -6401.16 891013 Long 1 -371.02 699.18 -1264.37 -6401.16 891016 Long 1 -467.60 602.60 -1360.96 -6401.16 891017 Long 1 -708.76 361.44 -1602.12 -6401.16 891018 Long 1 -371.02 699.18 -1264.37 -6401.16 891019 Long 1 -448.94 621.26 -1342.29 -6401.16 891020 Long 1 -662.59 407.61 -1555.94 -6401.16 891023 Long 1 -514.19 556.01 -1407.54 -6401.16 891024 Long 1 -336.65 733.55 -1230.00 -6401.16 891025 Long 1 -383.51 686.69 -1276.86 -6401.16 891026 Long 1 -517.28 552.91 -1410.64 -6401.16 891027 Long 1 -399.11 671.09 -1292.46 -6401.16 891030 Long 1 -594.70 475.50 -1488.05 -6401.16 891031 Long 1 -779.37 290.83 -1672.72 -6401.16 0.00 891101 Long 1 -1047.43 22.77 -1940.78 -6401.16 891102 Long 1 -947.30 122.90 -1840.65 -6401.16 891103 Long 1 -935.12 135.08 -1828.48 -6401.16 891106 Long 1 -1092.80 -22.60 -1986.15 -6401.16 891107 Long 1 -797.75 272.45 -1691.10 -6401.16 891108 Long 1 -916.86 153.34 -1810.21 -6401.16 891109 Long 1 -855.86 214.34 -1749.21 -6401.16 891110 Long 1 -962.49 107.70 -1855.85 -6401.16 891113 Long 1 -1092.80 -22.60 -1986.15 -6401.16 891114 Long 1 -855.86 214.34 -1749.21 -6401.16 891115 Long 1 -1083.73 -13.53 -1977.09 -6401.16 891116 Exit Long 1 -1319.38 -249.18 -2051.87 -6401.16 MFE = 407.45 MAE = -1319.38 891116 Enter Short 1 -120.16 -369.33 -2332.88 -6401.16 891117 Short 1 -60.04 -309.22 -2272.77 -6401.16 891120 Short 1 -48.04 -297.22 -2260.77 -6401.16 891121 Short 1 -286.34 -535.51 -2499.06 -6401.16 891122 Short 1 -417.15 -666.32 -2629.88 -6401.16 891123 Short 1 -120.16 -369.33 -2332.88 -6401.16 891124 Short 1 -286.34 -535.51 -2499.06 -6401.16 891127 Short 1 -392.75 -641.93 -2605.48 -6401.16 891128 Short 1 -408.00 -657.17 -2620.73 -6401.16 891129 Exit Short 1 -641.88 -891.05 -2693.75 -6401.16 MFE = 0.00 MAE = -641.88 891129 Enter Long 1 -123.31 -1014.36 -2977.92 -6401.16 891130 Long 1 -101.87 -992.92 -2956.47 -6401.16 -1961.25 891201 Long 1 -294.11 -1185.16 -3148.71 -6401.16 891204 Long 1 -363.88 -1254.93 -3218.48 -6401.16 891205 Long 1 -379.01 -1270.07 -3233.62 -6401.16 891206 Long 1 -481.66 -1372.71 -3336.27 -6401.16 891207 Long 1 -538.82 -1429.87 -3393.42 -6401.16 891208 Long 1 -511.76 -1402.81 -3366.36 -6401.16 891211 Exit Long 1 -698.75 -1589.80 -3392.50 -6401.16 MFE = 0.00 MAE = -698.75 891211 Enter Short 1 -125.92 -1715.73 -3679.28 -6401.16 891212 Short 1 -243.35 -1833.15 -3796.70 -6401.16 891213 Exit Short 1 -385.62 -1975.43 -3938.98 -6401.16 MFE = 0.00 MAE = -385.62 891213 Enter Long 1 -228.69 -2204.12 -4167.67 -6401.16 891214 Long 1 -183.59 -2159.02 -4122.57 -6401.16 891215 Long 1 -153.47 -2128.90 -4092.45 -6401.16 891218 Long 1 12.94 -1962.49 -3926.04 -6401.16 891219 Long 1 -65.89 -2041.32 -4004.87 -6401.16 891220 Long 1 -96.13 -2071.55 -4035.11 -6401.16 891221 Long 1 -32.57 -2008.00 -3971.55 -6401.16 891222 Long 1 380.48 -1594.94 -3558.50 -6401.16 891225 Long 1 241.93 -1733.50 -3697.05 -6401.16 891226 Long 1 504.38 -1471.05 -3434.60 -6401.16 891227 Long 1 442.34 -1533.08 -3496.64 -6401.16 891228 Long 1 19.01 -1956.41 -3919.96 -6401.16 891229 Long 1 -108.22 -2083.64 -4047.19 -6401.16 -1084.37 900102 Exit Long 1 -502.50 -2477.93 -4441.48 -6401.16 MFE = 504.38 MAE = -502.50 900118 Enter Short 1 7.69 -2470.24 -4433.79 -6401.16 900119 Short 1 -94.76 -2572.69 -4536.24 -6401.16 900122 Short 1 74.74 -2403.18 -4366.73 -6401.16 900123 Short 1 -124.12 -2602.05 -4565.60 -6401.16 900124 Short 1 -182.96 -2660.89 -4624.44 -6401.16 900125 Short 1 -719.91 -3197.84 -5161.39 -6401.16 900126 Short 1 -1033.25 -3511.18 -5474.73 -6401.16 900129 Short 1 -1002.63 -3480.56 -5444.11 -6401.16 900130 Short 1 -434.86 -2912.78 -4876.34 -6401.16 900131 Short 1 -545.44 -3023.36 -4986.91 -6401.16 -502.50 900201 Short 1 -399.12 -2877.04 -4840.60 -6401.16 900202 Short 1 -212.44 -2690.37 -4653.92 -6401.16 900205 Short 1 -449.77 -2927.69 -4891.25 -6401.16 900206 Short 1 -310.02 -2787.95 -4751.50 -6401.16 900207 Short 1 -212.44 -2690.37 -4653.92 -6401.16 900208 Short 1 -301.13 -2779.06 -4742.61 -6401.16 900209 Short 1 -464.69 -2942.62 -4906.17 -6401.16 900212 Short 1 -590.42 -3068.35 -5031.90 -6401.16 900213 Short 1 -599.43 -3077.36 -5040.91 -6401.16 900214 Short 1 -524.47 -3002.40 -4965.95 -6401.16 900215 Short 1 -425.92 -2903.84 -4867.40 -6401.16 900216 Short 1 -689.73 -3167.65 -5131.21 -6401.16 900219 Short 1 -494.56 -2972.48 -4936.03 -6401.16 900220 Short 1 -330.78 -2808.71 -4772.26 -6401.16 900221 Short 1 -218.35 -2696.27 -4659.82 -6401.16 900222 Short 1 16.45 -2461.48 -4425.03 -6401.16 900223 Short 1 225.57 -2252.35 -4215.90 -6401.16 900226 Short 1 654.75 -1823.18 -3786.73 -6401.16 900227 Exit Short 1 775.00 -1702.93 -3666.48 -6401.16 MFE = 775.00 MAE = -1033.25 775.00 900302 Enter Short 1 -51.00 -1753.92 -3717.48 -6401.16 900305 Short 1 -413.81 -2116.73 -4080.29 -6401.16 900306 Short 1 -134.17 -1837.09 -3800.65 -6401.16 900307 Short 1 -56.53 -1759.46 -3723.01 -6401.16 900308 Short 1 169.17 -1533.76 -3497.31 -6401.16 900309 Short 1 210.19 -1492.74 -3456.29 -6401.16 900312 Short 1 621.33 -1081.60 -3045.15 -6401.16 900313 Short 1 427.60 -1275.33 -3238.88 -6401.16 900314 Short 1 441.11 -1261.81 -3225.37 -6401.16 900315 Short 1 414.08 -1288.85 -3252.40 -6401.16 900316 Short 1 567.70 -1135.23 -3098.78 -6401.16 900319 Exit Short 1 775.00 -927.93 -2891.48 -6401.16 MFE = 775.00 MAE = -413.81 900320 Enter Short 1 114.74 -813.19 -2776.74 -6401.16 900321 Short 1 201.22 -726.71 -2690.26 -6401.16 900322 Short 1 292.53 -635.39 -2598.95 -6401.16 900323 Short 1 109.49 -818.44 -2781.99 -6401.16 900326 Short 1 742.99 -184.93 -2148.49 -6401.16 900327 Exit Short 1 775.00 -152.93 -2116.48 -6401.16 MFE = 775.00 MAE = 0.00 900328 Enter Short 1 89.56 -63.36 -2026.91 -6401.16 900329 Short 1 -487.77 -640.70 -2604.25 -6401.16 900330 Short 1 64.70 -88.23 -2051.78 -6401.16 1550.00 900402 Short 1 228.21 75.29 -1888.26 -6401.16 900403 Short 1 392.83 239.90 -1723.65 -6401.16 900404 Short 1 188.70 35.77 -1927.78 -6401.16 900405 Short 1 -223.49 -376.42 -2339.97 -6401.16 900406 Short 1 -155.46 -308.38 -2271.93 -6401.16 900409 Short 1 -17.57 -170.50 -2134.05 -6401.16 900410 Short 1 -135.34 -288.26 -2251.82 -6401.16 900411 Short 1 -60.09 -213.01 -2176.57 -6401.16 900412 Short 1 -47.57 -200.50 -2164.05 -6401.16 900413 Short 1 106.94 -45.98 -2009.53 -6401.16 900416 Short 1 267.65 114.73 -1848.83 -6401.16 900417 Short 1 392.83 239.90 -1723.65 -6401.16 900418 Short 1 -35.06 -187.99 -2151.54 -6401.16 900419 Exit Short 1 -341.25 -494.18 -2457.73 -6401.16 MFE = 392.83 MAE = -487.77 -341.25 900502 Enter Long 1 -84.31 -578.48 -2542.04 -6401.16 900503 Long 1 -101.80 -595.98 -2559.53 -6401.16 900504 Long 1 -101.80 -595.98 -2559.53 -6401.16 900507 Long 1 -101.80 -595.98 -2559.53 -6401.16 900508 Long 1 41.14 -453.03 -2416.58 -6401.16 900509 Exit Long 1 -451.87 -946.05 -2909.60 -6401.16 MFE = 41.14 MAE = -451.87 900509 Exit Short 1 -688.75 -1634.80 -3598.35 -6401.16 MFE = 0.00 MAE = -688.75 900511 Enter Long 1 673.68 -961.12 -2924.68 -6401.16 900514 Exit Long 1 775.00 -859.80 -2823.35 -6401.16 MFE = 775.00 MAE = 0.00 900515 Enter Long 1 102.96 -756.84 -2720.39 -6401.16 900516 Long 1 -294.64 -1154.44 -3117.99 -6401.16 900517 Long 1 -405.69 -1265.49 -3229.04 -6401.16 900518 Long 1 -644.70 -1504.50 -3468.06 -6401.16 900521 Long 1 -814.87 -1674.67 -3638.22 -6401.16 900522 Long 1 -150.19 -1009.99 -2973.55 -6401.16 900523 Long 1 -215.73 -1075.53 -3039.08 -6401.16 900524 Long 1 -57.00 -916.80 -2880.35 -6401.16 900525 Long 1 367.65 -492.15 -2455.71 -6401.16 900528 Long 1 466.01 -393.79 -2357.34 -6401.16 900529 Long 1 -204.82 -1064.62 -3028.17 -6401.16 900530 Long 1 -207.55 -1067.35 -3030.90 -6401.16 900531 Long 1 -419.19 -1278.99 -3242.55 -6401.16 -365.62 900601 Long 1 -362.42 -1222.22 -3185.78 -6401.16 900604 Long 1 -483.87 -1343.67 -3307.23 -6401.16 900605 Long 1 -491.95 -1351.75 -3315.30 -6401.16 900606 Long 1 -545.68 -1405.48 -3369.03 -6401.16 900607 Long 1 -510.77 -1370.57 -3334.12 -6401.16 900608 Exit Long 1 -755.00 -1614.80 -3578.35 -6401.16 MFE = 466.01 MAE = -814.87 900608 Enter Short 1 34.50 -1580.31 -3543.86 -6401.16 900611 Short 1 363.60 -1251.20 -3214.76 -6401.16 900612 Short 1 319.15 -1295.65 -3259.20 -6401.16 900613 Short 1 366.21 -1248.59 -3212.14 -6401.16 900614 Short 1 206.30 -1408.50 -3372.06 -6401.16 900615 Short 1 153.59 -1461.21 -3424.77 -6401.16 900618 Short 1 74.27 -1540.53 -3504.08 -6401.16 900619 Short 1 42.46 -1572.35 -3535.90 -6401.16 900620 Short 1 153.59 -1461.21 -3424.77 -6401.16 900621 Short 1 376.65 -1238.15 -3201.70 -6401.16 900622 Short 1 389.70 -1225.10 -3188.65 -6401.16 900625 Short 1 530.05 -1084.75 -3048.30 -6401.16 900626 Short 1 342.69 -1272.11 -3235.66 -6401.16 900627 Short 1 292.96 -1321.84 -3285.39 -6401.16 900628 Exit Short 1 -98.75 -1713.55 -3677.10 -6401.16 MFE = 530.05 MAE = -98.75 -853.75 900704 Enter Long 1 -88.38 -1801.93 -3765.49 -6401.16 900705 Long 1 -288.01 -2001.56 -3965.12 -6401.16 900706 Long 1 -589.34 -2302.89 -4266.44 -6401.16 900709 Long 1 -452.92 -2166.47 -4130.02 -6401.16 900710 Long 1 350.80 -1362.75 -3326.30 -6401.16 900711 Long 1 285.47 -1428.08 -3391.64 -6401.16 900712 Exit Long 1 775.00 -938.55 -2902.10 -6401.16 MFE = 775.00 MAE = -589.34 900731 Enter Long 1 343.86 -594.69 -2558.24 -6401.16 775.00 900801 Long 1 -93.26 -1031.81 -2995.36 -6401.16 900802 Long 1 -662.42 -1600.97 -3564.52 -6401.16 900803 Long 1 -690.48 -1629.03 -3592.58 -6401.16 900806 Long 1 -969.00 -1907.55 -3871.11 -6401.16 900807 Long 1 -1112.37 -2050.92 -4014.48 -6401.16 900808 Long 1 -816.27 -1754.83 -3718.38 -6401.16 900809 Long 1 -802.33 -1740.88 -3704.44 -6401.16 900810 Long 1 -996.65 -1935.20 -3898.75 -6401.16 900813 Long 1 -982.83 -1921.38 -3884.93 -6401.16 900814 Long 1 -535.69 -1474.24 -3437.80 -6401.16 900815 Long 1 -193.98 -1132.53 -3096.08 -6401.16 900816 Long 1 -93.26 -1031.81 -2995.36 -6401.16 900817 Long 1 -208.33 -1146.88 -3110.43 -6401.16 900820 Long 1 124.18 -814.37 -2777.92 -6401.16 900821 Long 1 80.51 -858.04 -2821.59 -6401.16 900822 Long 1 197.16 -741.39 -2704.94 -6401.16 900823 Long 1 182.54 -756.01 -2719.56 -6401.16 900824 Long 1 226.42 -712.13 -2675.69 -6401.16 900827 Exit Long 1 775.00 -163.55 -2127.10 -6401.16 MFE = 775.00 MAE = -1112.37 900828 Enter Long 1 -78.15 -241.71 -2205.26 -6401.16 900829 Long 1 -78.15 -241.71 -2205.26 -6401.16 900830 Long 1 -277.09 -440.64 -2404.19 -6401.16 900831 Long 1 -87.24 -250.79 -2214.34 -6401.16 775.00 900903 Long 1 -32.69 -196.24 -2159.79 -6401.16 900904 Long 1 28.08 -135.47 -2099.02 -6401.16 900905 Long 1 548.44 384.89 -1578.66 -6401.16 900906 Exit Long 1 775.00 611.45 -1352.10 -6401.16 MFE = 775.00 MAE = -277.09 900907 Enter Long 1 118.48 729.93 -1233.62 -6401.16 900910 Long 1 239.99 851.44 -1112.12 -6401.16 900911 Long 1 140.82 752.27 -1211.29 -6401.16 900912 Exit Long 1 775.00 1386.45 -577.10 -6401.16 MFE = 775.00 MAE = 0.00 900913 Enter Long 1 317.29 1703.74 -259.81 -6401.16 900914 Long 1 199.93 1586.38 -377.17 -6401.16 900917 Long 1 250.15 1636.60 -326.95 -6401.16 900918 Long 1 -197.93 1188.52 -775.03 -6401.16 900919 Long 1 -49.54 1336.91 -626.65 -6401.16 900920 Long 1 -122.21 1264.24 -699.31 -6401.16 900921 Long 1 266.92 1653.37 -310.18 -6401.16 900924 Long 1 33.31 1419.76 -543.79 -6401.16 900925 Long 1 193.24 1579.69 -383.86 -6401.16 900926 Long 1 149.82 1536.27 -427.29 -6401.16 900927 Long 1 -279.94 1106.51 -857.05 -6401.16 900928 Long 1 -394.27 992.18 -971.38 -6401.16 1550.00 901001 Long 1 256.86 1643.31 -320.24 -6401.16 901002 Long 1 199.93 1586.38 -377.17 -6401.16 901003 Long 1 486.00 1872.45 -91.11 -6401.16 901004 Exit Long 1 775.00 2161.45 0.00 -6401.16 MFE = 775.00 MAE = -394.27 901005 Enter Long 1 143.73 2305.18 0.00 -6401.16 901008 Exit Long 1 775.00 2936.45 0.00 -6401.16 MFE = 775.00 MAE = 0.00 901009 Enter Long 1 -508.83 2427.62 0.00 -6401.16 901010 Long 1 -156.97 2779.48 0.00 -6401.16 901011 Long 1 -190.53 2745.92 -33.56 -6401.16 901012 Long 1 -14.78 2921.66 0.00 -6401.16 901015 Long 1 478.05 3414.50 0.00 -6401.16 901016 Exit Long 1 775.00 3711.45 0.00 -6401.16 MFE = 775.00 MAE = -508.83 901017 Enter Long 1 523.63 4235.08 0.00 -6401.16 901018 Exit Long 1 775.00 4486.45 0.00 -6401.16 MFE = 775.00 MAE = 0.00 3100.00 901105 Enter Long 1 3.83 4490.28 0.00 -6401.16 901106 Long 1 -663.05 3823.40 -666.88 -6401.16 901107 Long 1 -863.77 3622.68 -867.60 -6401.16 901108 Long 1 -1411.93 3074.52 -1415.76 -6401.16 901109 Long 1 -1226.87 3259.58 -1230.70 -6401.16 901112 Long 1 -682.06 3804.39 -685.89 -6401.16 901113 Long 1 -1204.57 3281.88 -1208.41 -6401.16 901114 Long 1 -957.87 3528.58 -961.71 -6401.16 901115 Long 1 -1189.69 3296.76 -1193.53 -6401.16 901116 Long 1 -1115.15 3371.30 -1118.99 -6401.16 901119 Long 1 -860.00 3626.45 -863.83 -6401.16 901120 Long 1 -908.99 3577.46 -912.82 -6401.16 901121 Long 1 -241.12 4245.33 -244.96 -6401.16 901122 Long 1 -217.90 4268.55 -221.73 -6401.16 901123 Long 1 -221.77 4264.68 -225.60 -6401.16 901126 Long 1 -965.39 3521.06 -969.22 -6401.16 901127 Long 1 -701.05 3785.40 -704.88 -6401.16 901128 Exit Long 1 -1449.37 3037.07 -1449.37 -6401.16 MFE = 3.83 MAE = -1449.37 901129 Enter Short 1 454.70 3491.78 -998.51 -6401.16 901130 Exit Short 1 775.00 3812.07 -678.21 -6401.16 MFE = 775.00 MAE = 0.00 -674.37 901214 Enter Short 1 94.03 3906.11 -584.18 -6401.16 901217 Short 1 164.70 3976.78 -513.51 -6401.16 901218 Short 1 -47.94 3764.14 -726.15 -6401.16 901219 Short 1 480.09 4292.16 -198.12 -6401.16 901220 Exit Short 1 775.00 4587.07 0.00 -6401.16 MFE = 775.00 MAE = -47.94 901221 Enter Short 1 -282.96 4304.11 -282.96 -6401.16 901224 Short 1 -164.12 4422.95 -164.12 -6401.16 901225 Short 1 -181.06 4406.01 -181.06 -6401.16 901226 Short 1 -35.79 4551.28 -35.79 -6401.16 901227 Short 1 4.58 4591.66 0.00 -6401.16 901228 Short 1 -522.48 4064.59 -527.07 -6401.16 901231 Short 1 -317.03 4270.04 -321.61 -6401.16 775.00 910102 Short 1 -695.10 3891.97 -699.69 -6401.16 910103 Short 1 -1157.05 3430.02 -1161.64 -6401.16 910104 Short 1 -556.91 4030.17 -561.49 -6401.16 910107 Short 1 -72.87 4514.20 -77.45 -6401.16 910108 Short 1 31.46 4618.53 0.00 -6401.16 910109 Short 1 131.97 4719.05 0.00 -6401.16 910110 Short 1 -677.78 3909.29 -809.76 -6401.16 910111 Short 1 -834.13 3752.95 -966.10 -6401.16 910114 Short 1 -419.53 4167.55 -551.50 -6401.16 910115 Short 1 -214.98 4372.09 -346.96 -6401.16 910116 Short 1 138.66 4725.73 0.00 -6401.16 910117 Exit Short 1 -1294.37 3292.70 -1294.37 -6401.16 MFE = 138.66 MAE = -1294.37 910117 Enter Long 1 111.39 3404.09 -1321.64 -6401.16 910118 Long 1 129.24 3421.94 -1303.79 -6401.16 910121 Long 1 93.57 3386.27 -1339.47 -6401.16 910122 Long 1 68.62 3361.32 -1364.42 -6401.16 910123 Long 1 301.26 3593.96 -1131.77 -6401.16 910124 Long 1 114.97 3407.67 -1318.07 -6401.16 910125 Long 1 75.74 3368.44 -1357.29 -6401.16 910128 Long 1 373.31 3666.01 -1059.72 -6401.16 910129 Long 1 211.51 3504.21 -1221.52 -6401.16 910130 Long 1 554.39 3847.09 -878.65 -6401.16 910131 Long 1 521.69 3814.39 -911.35 -6401.16 -1294.37 910201 Long 1 398.58 3691.28 -1034.46 -6401.16 910204 Exit Long 1 775.00 4067.70 -658.03 -6401.16 MFE = 775.00 MAE = 0.00 910205 Enter Long 1 203.25 4270.95 -454.79 -6401.16 910206 Exit Long 1 775.00 4842.70 0.00 -6401.16 MFE = 775.00 MAE = 0.00 910207 Enter Long 1 -260.28 4582.42 -260.28 -6401.16 910208 Long 1 10.33 4853.03 0.00 -6401.16 910211 Long 1 14.16 4856.86 0.00 -6401.16 910212 Long 1 -343.53 4499.17 -357.69 -6401.16 910213 Long 1 -696.03 4146.67 -710.19 -6401.16 910214 Long 1 -736.94 4105.76 -751.10 -6401.16 910215 Long 1 -1021.42 3821.28 -1035.59 -6401.16 910218 Long 1 -947.86 3894.84 -962.02 -6401.16 910219 Long 1 -1447.31 3395.39 -1461.48 -6401.16 910220 Long 1 -1367.81 3474.89 -1381.98 -6401.16 910221 Long 1 -1313.45 3529.25 -1327.62 -6401.16 910222 Long 1 -1627.02 3215.68 -1641.18 -6401.16 910225 Exit Long 1 -2058.12 2784.57 -2058.12 -6401.16 MFE = 14.16 MAE = -2058.12 910225 Enter Short 1 103.93 2888.50 -1968.36 -6401.16 910226 Short 1 -146.16 2638.41 -2218.45 -6401.16 910227 Short 1 -366.75 2417.82 -2439.04 -6401.16 910228 Short 1 -93.11 2691.47 -2165.40 -6401.16 -508.12 910301 Short 1 465.50 3250.07 -1606.79 -6401.16 910304 Exit Short 1 775.00 3559.57 -1297.29 -6401.16 MFE = 775.00 MAE = -366.75 910305 Enter Short 1 70.94 3630.51 -1226.35 -6401.16 910306 Short 1 -131.96 3427.62 -1429.25 -6401.16 910307 Short 1 -227.26 3332.32 -1524.55 -6401.16 910308 Short 1 221.94 3781.52 -1075.35 -6401.16 910311 Exit Short 1 775.00 4334.57 -522.29 -6401.16 MFE = 775.00 MAE = -227.26 910318 Enter Short 1 -181.59 4152.98 -703.88 -6401.16 910319 Short 1 -257.28 4077.30 -779.57 -6401.16 910320 Short 1 -83.25 4251.32 -605.54 -6401.16 910321 Short 1 -555.88 3778.69 -1078.17 -6401.16 910322 Short 1 -323.30 4011.28 -845.59 -6401.16 910325 Short 1 199.55 4534.12 -322.74 -6401.16 910326 Short 1 86.20 4420.78 -436.09 -6401.16 910327 Short 1 328.38 4662.96 -193.91 -6401.16 910328 Exit Short 1 775.00 5109.57 0.00 -6401.16 MFE = 775.00 MAE = -555.88 2325.00 910429 Enter Long 1 -63.66 5045.91 -63.66 -6401.16 910430 Long 1 178.25 5287.82 0.00 -6401.16 0.00 910501 Long 1 -500.61 4608.96 -678.86 -6401.16 910502 Long 1 -510.44 4599.13 -688.69 -6401.16 910503 Long 1 -738.68 4370.89 -916.93 -6401.16 910506 Long 1 -530.10 4579.48 -708.34 -6401.16 910507 Long 1 -411.91 4697.66 -590.16 -6401.16 910508 Long 1 -559.54 4550.03 -737.79 -6401.16 910509 Long 1 -454.66 4654.92 -632.91 -6401.16 910510 Long 1 -673.71 4435.87 -851.96 -6401.16 910513 Long 1 -903.53 4206.05 -1081.77 -6401.16 910514 Long 1 -434.94 4674.63 -613.19 -6401.16 910515 Long 1 -196.96 4912.62 -375.20 -6401.16 910516 Long 1 -306.34 4803.23 -484.59 -6401.16 910517 Long 1 -608.54 4501.04 -786.79 -6401.16 910520 Long 1 -641.15 4468.43 -819.40 -6401.16 910521 Long 1 -213.56 4896.01 -391.81 -6401.16 910522 Long 1 -411.91 4697.66 -590.16 -6401.16 910523 Long 1 -402.04 4707.54 -580.29 -6401.16 910524 Long 1 -559.54 4550.03 -737.79 -6401.16 910527 Long 1 -575.89 4533.68 -754.14 -6401.16 910528 Long 1 -286.49 4823.08 -464.74 -6401.16 910529 Long 1 -516.99 4592.58 -695.24 -6401.16 910530 Long 1 -415.20 4694.37 -593.45 -6401.16 910531 Long 1 -608.54 4501.04 -786.79 -6401.16 0.00 910603 Exit Long 1 -857.50 4252.07 -857.50 -6401.16 MFE = 178.25 MAE = -903.53 910603 Enter Short 1 -19.33 4232.75 -1055.08 -6401.16 910604 Short 1 -90.58 4161.50 -1126.32 -6401.16 910605 Short 1 45.25 4297.32 -990.50 -6401.16 910606 Short 1 3.30 4255.37 -1032.45 -6401.16 910607 Short 1 387.60 4639.68 -648.15 -6401.16 910610 Exit Short 1 775.00 5027.07 -260.75 -6401.16 MFE = 775.00 MAE = -90.58 -82.50 910712 Enter Long 1 443.07 5470.15 0.00 -6401.16 910715 Long 1 275.84 5302.92 -167.23 -6401.16 910716 Long 1 189.36 5216.44 -253.71 -6401.16 910717 Long 1 292.51 5319.59 -150.56 -6401.16 910718 Long 1 275.84 5302.92 -167.23 -6401.16 910719 Long 1 493.48 5520.56 0.00 -6401.16 910722 Long 1 60.26 5087.33 -433.22 -6401.16 910723 Long 1 222.59 5249.66 -270.90 -6401.16 910724 Long 1 123.07 5150.14 -370.42 -6401.16 910725 Exit Long 1 -293.13 4733.95 -553.87 -6401.16 MFE = 493.48 MAE = -293.13 -293.13 910802 Enter Long 1 -183.21 4550.74 -969.81 -6401.16 910805 Long 1 -9.77 4724.18 -796.38 -6401.16 910806 Long 1 344.49 5078.44 -442.11 -6401.16 910807 Long 1 252.87 4986.82 -533.74 -6401.16 910808 Long 1 134.65 4868.60 -651.96 -6401.16 910809 Long 1 17.03 4750.98 -769.58 -6401.16 910812 Long 1 40.51 4774.46 -746.10 -6401.16 910813 Long 1 74.08 4808.03 -712.53 -6401.16 910814 Long 1 -13.12 4720.83 -799.72 -6401.16 910815 Exit Long 1 -237.50 4496.45 -1024.11 -6401.16 MFE = 344.49 MAE = -237.50 -237.50 910904 Enter Long 1 -109.79 4386.66 -1133.90 -6401.16 910905 Long 1 -238.94 4257.51 -1263.04 -6401.16 910906 Long 1 -154.06 4342.39 -1178.16 -6401.16 910909 Long 1 164.48 4660.93 -859.63 -6401.16 910910 Long 1 140.35 4636.80 -883.76 -6401.16 910911 Long 1 147.24 4643.69 -876.86 -6401.16 910912 Long 1 344.51 4840.96 -679.60 -6401.16 910913 Long 1 379.29 4875.74 -644.82 -6401.16 910916 Long 1 518.94 5015.39 -505.17 -6401.16 910917 Long 1 438.54 4934.99 -585.57 -6401.16 910918 Long 1 261.25 4757.70 -762.86 -6401.16 910919 Long 1 223.18 4719.63 -800.92 -6401.16 910920 Long 1 320.19 4816.64 -703.91 -6401.16 910923 Exit Long 1 775.00 5271.45 -249.11 -6401.16 MFE = 775.00 MAE = -238.94 775.00 911003 Enter Long 1 479.38 5750.83 0.00 -6401.16 911004 Exit Long 1 775.00 6046.45 0.00 -6401.16 MFE = 775.00 MAE = 0.00 911014 Enter Long 1 -202.04 5844.41 0.00 -6401.16 911015 Long 1 -331.83 5714.62 -129.79 -6401.16 911016 Long 1 -357.70 5688.75 -155.66 -6401.16 911017 Long 1 -90.24 5956.21 0.00 -6401.16 911018 Long 1 -276.29 5770.16 -186.05 -6401.16 911021 Long 1 -629.53 5416.92 -539.29 -6401.16 911022 Long 1 -844.06 5202.39 -753.82 -6401.16 911023 Long 1 -934.38 5112.07 -844.15 -6401.16 911024 Long 1 -807.84 5238.61 -717.60 -6401.16 911025 Long 1 -880.23 5166.22 -790.00 -6401.16 911028 Exit Long 1 -1216.88 4829.57 -1216.88 -6401.16 MFE = 0.00 MAE = -1216.88 911029 Enter Long 1 -53.50 4776.08 -1180.14 -6401.16 911030 Long 1 -188.73 4640.84 -1315.37 -6401.16 911031 Long 1 -134.00 4695.57 -1260.64 -6401.16 -441.88 911101 Long 1 271.25 5100.83 -855.39 -6401.16 911104 Long 1 476.47 5306.04 -650.17 -6401.16 911105 Long 1 152.65 4982.22 -973.99 -6401.16 911106 Long 1 185.95 5015.53 -940.69 -6401.16 911107 Long 1 197.06 5026.64 -929.58 -6401.16 911108 Long 1 30.96 4860.53 -1095.68 -6401.16 911111 Long 1 171.15 5000.72 -955.49 -6401.16 911112 Long 1 171.15 5000.72 -955.49 -6401.16 911113 Long 1 134.17 4963.75 -992.47 -6401.16 911114 Long 1 319.60 5149.17 -807.04 -6401.16 911115 Long 1 420.32 5249.90 -706.32 -6401.16 911118 Long 1 289.84 5119.41 -836.80 -6401.16 911119 Long 1 204.47 5034.04 -922.17 -6401.16 911120 Long 1 289.84 5119.41 -836.80 -6401.16 911121 Long 1 327.05 5156.62 -799.59 -6401.16 911122 Long 1 382.97 5212.55 -743.67 -6401.16 911125 Exit Long 1 775.00 5604.57 -351.64 -6401.16 MFE = 775.00 MAE = -188.73 775.00 911203 Enter Long 1 -273.36 5331.21 -625.00 -6401.16 911204 Long 1 -172.29 5432.28 -523.93 -6401.16 911205 Long 1 -25.55 5579.02 -377.19 -6401.16 911206 Long 1 282.07 5886.65 -69.57 -6401.16 911209 Long 1 141.07 5745.64 -210.57 -6401.16 911210 Long 1 -21.78 5582.80 -373.41 -6401.16 911211 Exit Long 1 -401.25 5203.32 -752.89 -6401.16 MFE = 282.07 MAE = -401.25 911220 Enter Long 1 76.49 5279.81 -676.40 -6401.16 911223 Long 1 386.00 5589.32 -366.89 -6401.16 911224 Long 1 57.27 5260.59 -695.62 -6401.16 911225 Long 1 288.86 5492.18 -464.03 -6401.16 911226 Long 1 503.08 5706.40 -249.81 -6401.16 911227 Exit Long 1 775.00 5978.32 0.00 -6401.16 MFE = 775.00 MAE = 0.00 911231 Enter Long 1 58.25 6036.57 0.00 -6401.16 373.75 920101 Long 1 58.25 6036.57 0.00 -6401.16 920102 Long 1 239.49 6217.81 0.00 -6401.16 920103 Long 1 130.58 6108.91 -108.90 -6401.16 920106 Long 1 646.96 6625.28 0.00 -6401.16 920107 Exit Long 1 775.00 6753.32 0.00 -6401.16 MFE = 775.00 MAE = 0.00 920117 Enter Long 1 316.36 7069.69 0.00 -6401.16 920120 Exit Long 1 775.00 7528.32 0.00 -6401.16 MFE = 775.00 MAE = 0.00 1550.00 920203 Enter Short 1 -84.29 7444.03 0.00 -6401.16 920204 Short 1 -96.07 7432.25 -11.78 -6401.16 920205 Short 1 -372.52 7155.80 -288.23 -6401.16 920206 Short 1 -273.44 7254.89 -189.15 -6401.16 920207 Exit Short 1 -635.63 6892.70 -635.63 -6401.16 MFE = 0.00 MAE = -635.63 920207 Enter Long 1 -182.44 6710.25 -733.78 -6401.16 920210 Long 1 -729.63 6163.07 -1280.96 -6401.16 920211 Long 1 -981.40 5911.30 -1532.74 -6401.16 920212 Long 1 -1000.66 5892.04 -1552.00 -6401.16 920213 Long 1 -1092.91 5799.79 -1644.24 -6401.16 920214 Long 1 -1173.34 5719.36 -1724.67 -6401.16 920217 Exit Long 1 -1332.50 5560.20 -1968.13 -6401.16 MFE = 0.00 MAE = -1332.50 920217 Enter Short 1 -488.49 5071.71 -2372.33 -6401.16 920218 Short 1 -95.96 5464.24 -1979.79 -6401.16 920219 Short 1 -19.72 5540.48 -1903.56 -6401.16 920220 Short 1 113.12 5673.32 -1770.72 -6401.16 920221 Short 1 256.53 5816.73 -1627.31 -6401.16 920224 Short 1 357.91 5918.11 -1525.93 -6401.16 920225 Short 1 581.69 6141.89 -1302.14 -6401.16 920226 Short 1 339.17 5899.37 -1544.67 -6401.16 920227 Short 1 320.41 5880.61 -1563.43 -6401.16 920228 Short 1 470.06 6030.26 -1413.78 -6401.16 -1968.13 920302 Short 1 544.54 6104.74 -1339.30 -6401.16 920303 Exit Short 1 775.00 6335.20 -1108.84 -6401.16 MFE = 775.00 MAE = -488.49 920304 Enter Short 1 92.05 6427.25 -1016.79 -6401.16 920305 Short 1 200.15 6535.35 -908.68 -6401.16 920306 Short 1 164.17 6499.37 -944.67 -6401.16 920309 Short 1 200.15 6535.35 -908.68 -6401.16 920310 Short 1 539.25 6874.45 -569.59 -6401.16 920311 Exit Short 1 775.00 7110.20 -333.84 -6401.16 MFE = 775.00 MAE = 0.00 920312 Enter Short 1 -105.89 7004.31 -439.73 -6401.16 920313 Short 1 -287.18 6823.02 -621.02 -6401.16 920316 Short 1 -238.23 6871.97 -572.07 -6401.16 920317 Short 1 -597.23 6512.97 -931.06 -6401.16 920318 Short 1 -746.66 6363.54 -1080.49 -6401.16 920319 Short 1 -322.21 6787.99 -656.05 -6401.16 920320 Short 1 -227.76 6882.44 -561.59 -6401.16 920323 Short 1 -402.97 6707.23 -736.81 -6401.16 920324 Short 1 -322.21 6787.99 -656.05 -6401.16 920325 Short 1 -350.27 6759.93 -684.11 -6401.16 920326 Short 1 -175.45 6934.75 -509.29 -6401.16 920327 Short 1 -508.73 6601.47 -842.57 -6401.16 920330 Short 1 -579.50 6530.70 -913.34 -6401.16 920331 Short 1 -597.23 6512.97 -931.06 -6401.16 1550.00 920401 Short 1 15.35 7125.55 -318.49 -6401.16 920402 Short 1 -262.70 6847.50 -596.53 -6401.16 920403 Short 1 -367.83 6742.37 -701.66 -6401.16 920406 Short 1 -459.32 6650.88 -793.15 -6401.16 920407 Short 1 -410.01 6700.19 -743.84 -6401.16 920408 Exit Short 1 -927.50 6182.70 -1261.34 -6401.16 MFE = 15.35 MAE = -927.50 920408 Enter Long 1 -244.90 5937.80 -1506.24 -6401.16 920409 Long 1 -62.86 6119.84 -1324.20 -6401.16 920410 Long 1 -340.71 5841.99 -1602.05 -6401.16 920413 Long 1 -418.49 5764.21 -1679.83 -6401.16 920414 Long 1 -393.77 5788.93 -1655.10 -6401.16 920415 Long 1 -527.65 5655.05 -1788.99 -6401.16 920416 Long 1 -720.08 5462.62 -1981.42 -6401.16 920417 Long 1 -709.62 5473.08 -1970.96 -6401.16 920420 Long 1 -848.65 5334.05 -2109.98 -6401.16 920421 Long 1 -813.97 5368.73 -2075.30 -6401.16 920422 Long 1 -813.97 5368.73 -2075.30 -6401.16 920423 Long 1 -935.12 5247.58 -2196.45 -6401.16 920424 Long 1 -883.27 5299.43 -2144.61 -6401.16 920427 Long 1 -397.30 5785.40 -1658.64 -6401.16 920428 Long 1 -429.08 5753.62 -1690.41 -6401.16 920429 Long 1 -587.30 5595.40 -1848.63 -6401.16 920430 Long 1 -446.70 5735.99 -1708.04 -6401.16 -927.50 920501 Long 1 -234.23 5948.47 -1495.57 -6401.16 920504 Long 1 -471.37 5711.33 -1732.71 -6401.16 920505 Long 1 -330.09 5852.61 -1591.42 -6401.16 920506 Long 1 -116.55 6066.15 -1377.88 -6401.16 920507 Long 1 -187.94 5994.76 -1449.28 -6401.16 920508 Long 1 -517.11 5665.59 -1778.45 -6401.16 920511 Long 1 -358.41 5824.29 -1619.74 -6401.16 920512 Long 1 477.13 6659.83 -784.21 -6401.16 920513 Exit Long 1 775.00 6957.70 -486.34 -6401.16 MFE = 775.00 MAE = -935.12 920518 Enter Long 1 87.52 7045.22 -398.81 -6401.16 920519 Long 1 -96.64 6861.06 -582.97 -6401.16 920520 Long 1 -208.70 6749.00 -695.04 -6401.16 920521 Long 1 -475.55 6482.15 -961.89 -6401.16 920522 Long 1 -77.91 6879.79 -564.24 -6401.16 920525 Long 1 -134.05 6823.65 -620.39 -6401.16 920526 Long 1 -249.66 6708.04 -736.00 -6401.16 920527 Long 1 -420.20 6537.50 -906.54 -6401.16 920528 Long 1 -197.52 6760.18 -683.85 -6401.16 920529 Long 1 490.75 7448.45 0.00 -6401.16 775.00 920601 Exit Long 1 775.00 7732.70 0.00 -6401.16 MFE = 775.00 MAE = -475.55 920611 Enter Long 1 -55.05 7677.65 0.00 -6401.16 920612 Long 1 -133.16 7599.54 -78.11 -6401.16 920615 Long 1 -211.03 7521.67 -155.98 -6401.16 920616 Long 1 -78.50 7654.19 -23.46 -6401.16 920617 Long 1 -404.63 7328.07 -349.58 -6401.16 920618 Long 1 -218.80 7513.90 -163.76 -6401.16 920619 Long 1 -292.53 7440.17 -237.48 -6401.16 920622 Long 1 -311.89 7420.81 -256.84 -6401.16 920623 Long 1 -385.33 7347.36 -330.29 -6401.16 920624 Long 1 -23.73 7708.97 0.00 -6401.16 920625 Long 1 458.78 8191.48 0.00 -6401.16 920626 Long 1 240.09 7972.79 -218.69 -6401.16 920629 Long 1 244.05 7976.75 -214.73 -6401.16 920630 Long 1 279.71 8012.41 -179.07 -6401.16 775.00 920701 Long 1 359.14 8091.84 -99.64 -6401.16 920702 Exit Long 1 775.00 8507.70 0.00 -6401.16 MFE = 775.00 MAE = -404.63 920724 Enter Short 1 -5.63 8502.07 -5.63 -6401.16 920727 Short 1 -269.86 8237.84 -269.86 -6401.16 920728 Short 1 -273.71 8233.99 -273.71 -6401.16 920729 Short 1 -89.57 8418.13 -89.57 -6401.16 920730 Short 1 -219.86 8287.84 -219.86 -6401.16 920731 Short 1 -408.86 8098.84 -408.86 -6401.16 775.00 920803 Short 1 -370.17 8137.53 -370.17 -6401.16 920804 Short 1 -335.40 8172.30 -335.40 -6401.16 920805 Short 1 -185.31 8322.39 -185.31 -6401.16 920806 Short 1 -212.17 8295.53 -212.17 -6401.16 920807 Short 1 -235.24 8272.46 -235.24 -6401.16 920810 Short 1 -32.31 8475.39 -32.31 -6401.16 920811 Short 1 -78.10 8429.59 -78.10 -6401.16 920812 Short 1 -339.26 8168.44 -339.26 -6401.16 920813 Exit Short 1 -611.25 7896.45 -611.25 -6401.16 MFE = 0.00 MAE = -611.25 920824 Enter Long 1 255.65 8152.10 -355.60 -6401.16 920825 Long 1 251.62 8148.07 -359.63 -6401.16 920826 Long 1 -4.87 7891.58 -616.12 -6401.16 920827 Long 1 175.20 8071.65 -436.05 -6401.16 920828 Exit Long 1 775.00 8671.45 0.00 -6401.16 MFE = 775.00 MAE = -4.87 920831 Enter Long 1 -185.77 8485.68 -185.77 -6401.16 163.75 920901 Long 1 -20.12 8651.33 -20.12 -6401.16 920902 Long 1 -259.96 8411.49 -259.96 -6401.16 920903 Long 1 -526.08 8145.37 -526.08 -6401.16 920904 Long 1 -144.45 8527.00 -144.45 -6401.16 920907 Long 1 -370.84 8300.61 -370.84 -6401.16 920908 Long 1 -82.36 8589.09 -82.36 -6401.16 920909 Long 1 -264.07 8407.38 -264.07 -6401.16 920910 Long 1 -473.07 8198.38 -473.07 -6401.16 920911 Long 1 -688.46 7982.99 -688.46 -6401.16 920914 Long 1 -635.80 8035.65 -635.80 -6401.16 920915 Long 1 -736.97 7934.48 -736.97 -6401.16 920916 Long 1 -998.12 7673.33 -998.12 -6401.16 920917 Long 1 -680.36 7991.09 -680.36 -6401.16 920918 Long 1 -736.97 7934.48 -736.97 -6401.16 920921 Long 1 -411.78 8259.67 -411.78 -6401.16 920922 Exit Long 1 775.00 9446.45 0.00 -6401.16 MFE = 775.00 MAE = -998.12 920930 Enter Long 1 -459.09 8987.35 -459.09 -6401.16 775.00 921001 Long 1 -384.96 9061.49 -384.96 -6401.16 921002 Long 1 -253.61 9192.84 -253.61 -6401.16 921005 Long 1 -467.80 8978.65 -467.80 -6401.16 921006 Long 1 -393.69 9052.76 -393.69 -6401.16 921007 Long 1 -719.08 8727.37 -719.08 -6401.16 921008 Exit Long 1 -1280.63 8165.82 -1280.63 -6401.16 MFE = 0.00 MAE = -1280.63 921015 Enter Long 1 -117.15 8048.67 -1397.78 -6401.16 921016 Long 1 360.68 8526.50 -919.94 -6401.16 921019 Long 1 -185.94 7979.89 -1466.56 -6401.16 921020 Exit Long 1 -793.13 7372.70 -2073.75 -6401.16 MFE = 360.68 MAE = -793.13 921020 Enter Short 1 154.16 7526.86 -1919.59 -6401.16 921021 Short 1 237.46 7610.16 -1836.29 -6401.16 921022 Short 1 -522.16 6850.54 -2595.91 -6401.16 921023 Short 1 -202.92 7169.78 -2276.67 -6401.16 921026 Short 1 -63.70 7309.00 -2137.45 -6401.16 921027 Short 1 45.46 7418.16 -2028.29 -6401.16 921028 Short 1 489.85 7862.54 -1583.90 -6401.16 921029 Short 1 485.73 7858.43 -1588.02 -6401.16 921030 Short 1 580.26 7952.96 -1493.49 -6401.16 -2073.75 921102 Short 1 608.96 7981.66 -1464.79 -6401.16 921103 Short 1 158.33 7531.03 -1915.42 -6401.16 921104 Short 1 361.90 7734.60 -1711.85 -6401.16 921105 Short 1 341.20 7713.90 -1732.55 -6401.16 921106 Short 1 567.95 7940.65 -1505.80 -6401.16 921109 Exit Short 1 775.00 8147.70 -1298.75 -6401.16 MFE = 775.00 MAE = -522.16 921116 Enter Short 1 -3.05 8144.64 -1301.80 -6401.16 921117 Short 1 -152.24 7995.46 -1450.99 -6401.16 921118 Short 1 -424.65 7723.05 -1723.40 -6401.16 921119 Short 1 -547.58 7600.12 -1846.33 -6401.16 921120 Short 1 -160.33 7987.37 -1459.08 -6401.16 921123 Short 1 -277.91 7869.79 -1576.66 -6401.16 921124 Short 1 -359.33 7788.37 -1658.08 -6401.16 921125 Short 1 -408.30 7739.40 -1707.05 -6401.16 921126 Short 1 -261.66 7886.04 -1560.41 -6401.16 921127 Short 1 -140.11 8007.59 -1438.86 -6401.16 921130 Short 1 -11.10 8136.60 -1309.85 -6401.16 775.00 921201 Short 1 -241.36 7906.34 -1540.11 -6401.16 921202 Short 1 -91.65 8056.05 -1390.40 -6401.16 921203 Short 1 -43.29 8104.41 -1342.04 -6401.16 921204 Short 1 93.23 8240.93 -1205.52 -6401.16 921207 Exit Short 1 -454.37 7693.32 -1753.13 -6401.16 MFE = 93.23 MAE = -547.58 921207 Enter Long 1 -33.33 7659.99 -1786.46 -6401.16 921208 Long 1 -41.49 7651.83 -1794.62 -6401.16 921209 Long 1 -151.46 7541.86 -1904.59 -6401.16 921210 Long 1 -21.08 7672.25 -1774.20 -6401.16 921211 Long 1 -86.35 7606.97 -1839.48 -6401.16 921214 Long 1 -21.08 7672.25 -1774.20 -6401.16 921215 Long 1 -118.93 7574.39 -1872.06 -6401.16 921216 Long 1 303.73 7997.05 -1449.40 -6401.16 921217 Long 1 332.71 8026.03 -1420.42 -6401.16 921218 Long 1 241.73 7935.06 -1511.39 -6401.16 921221 Long 1 262.38 7955.71 -1490.74 -6401.16 921222 Long 1 -4.73 7688.60 -1757.85 -6401.16 921223 Long 1 -65.97 7627.35 -1819.10 -6401.16 921224 Long 1 -106.72 7586.60 -1859.84 -6401.16 921225 Long 1 -4.73 7688.60 -1757.85 -6401.16 921228 Exit Long 1 -340.63 7352.70 -2093.75 -6401.16 MFE = 332.71 MAE = -340.63 -795.00 930113 Enter Short 1 -11.78 7340.92 -2105.53 -6401.16 930114 Short 1 95.00 7447.70 -1998.75 -6401.16 930115 Short 1 165.95 7518.65 -1927.80 -6401.16 930118 Short 1 -55.43 7297.27 -2149.18 -6401.16 930119 Short 1 -79.26 7273.44 -2173.01 -6401.16 930120 Exit Short 1 -313.75 7038.95 -2407.50 -6401.16 MFE = 165.95 MAE = -313.75 -313.75 930209 Exit Long 1 775.00 7813.95 -1632.50 -6401.16 MFE = 775.00 MAE = 0.00 930211 Enter Long 1 -559.84 7254.11 -2192.34 -6401.16 930212 Long 1 -303.29 7510.66 -1935.79 -6401.16 930215 Long 1 -461.80 7352.15 -2094.30 -6401.16 930216 Long 1 -31.14 7782.81 -1663.64 -6401.16 930217 Long 1 125.66 7939.61 -1506.84 -6401.16 930218 Long 1 336.19 8150.14 -1296.31 -6401.16 930219 Long 1 748.98 8562.93 -883.52 -6401.16 930222 Exit Long 1 782.20 8596.15 -850.30 -6401.16 MFE = 782.20 MAE = -559.84 1557.20 930303 Enter Long 1 177.02 8773.17 -673.28 -6401.16 930304 Long 1 121.94 8718.09 -728.36 -6401.16 930305 Long 1 -242.39 8353.76 -1092.69 -6401.16 930308 Long 1 121.94 8718.09 -728.36 -6401.16 930309 Long 1 -305.64 8290.51 -1155.94 -6401.16 930310 Long 1 -436.17 8159.98 -1286.47 -6401.16 930311 Long 1 -260.47 8335.68 -1110.77 -6401.16 930312 Long 1 -445.15 8151.00 -1295.45 -6401.16 930315 Long 1 -713.11 7883.04 -1563.41 -6401.16 930316 Long 1 -15.27 8580.88 -865.57 -6401.16 930317 Long 1 -79.06 8517.09 -929.36 -6401.16 930318 Long 1 626.44 9222.59 -223.86 -6401.16 930319 Long 1 444.85 9040.99 -405.45 -6401.16 930322 Exit Long 1 775.00 9371.15 -75.30 -6401.16 MFE = 775.00 MAE = -713.11 930331 Enter Long 1 523.85 9895.00 0.00 -6401.16 775.00 930401 Exit Long 1 775.00 10146.15 0.00 -6401.16 MFE = 775.00 MAE = 0.00 930408 Enter Long 1 -65.47 10080.68 0.00 -6401.16 930409 Long 1 32.08 10178.23 0.00 -6401.16 930412 Long 1 218.38 10364.53 0.00 -6401.16 930413 Long 1 -148.12 9998.03 -366.49 -6401.16 930414 Long 1 -245.03 9901.12 -463.40 -6401.16 930415 Long 1 -16.73 10129.41 -235.11 -6401.16 930416 Long 1 475.35 10621.50 0.00 -6401.16 930419 Exit Long 1 775.00 10921.15 0.00 -6401.16 MFE = 775.00 MAE = -245.03 930420 Enter Long 1 57.56 10978.71 0.00 -6401.16 930421 Long 1 -29.43 10891.72 -86.99 -6401.16 930422 Long 1 382.30 11303.45 0.00 -6401.16 930423 Long 1 -54.96 10866.18 -437.26 -6401.16 930426 Long 1 6.36 10927.51 -375.94 -6401.16 930427 Long 1 -675.95 10245.20 -1058.24 -6401.16 930428 Long 1 -695.92 10225.23 -1078.22 -6401.16 930429 Long 1 -293.88 10627.27 -676.18 -6401.16 930430 Long 1 -258.42 10662.73 -640.72 -6401.16 1550.00 930503 Long 1 -111.06 10810.08 -493.36 -6401.16 930504 Long 1 258.15 11179.30 -124.15 -6401.16 930505 Long 1 180.84 11101.98 -201.46 -6401.16 930506 Long 1 371.94 11293.09 -10.36 -6401.16 930507 Long 1 124.27 11045.42 -258.03 -6401.16 930510 Exit Long 1 -448.13 10473.02 -448.13 -6401.16 MFE = 382.30 MAE = -695.92 930525 Enter Long 1 126.93 10599.96 -703.49 -6401.16 930526 Long 1 512.12 10985.14 -318.31 -6401.16 930527 Exit Long 1 775.00 11248.02 -55.42 -6401.16 MFE = 775.00 MAE = 0.00 326.87 930601 Enter Long 1 -242.90 11005.13 -298.32 -6401.16 930602 Long 1 -324.82 10923.20 -380.24 -6401.16 930603 Long 1 -379.31 10868.72 -434.73 -6401.16 930604 Long 1 -709.50 10538.53 -764.92 -6401.16 930607 Long 1 -401.07 10846.95 -456.49 -6401.16 930608 Long 1 181.29 11429.31 0.00 -6401.16 930609 Long 1 20.81 11268.84 -160.48 -6401.16 930610 Long 1 281.34 11529.37 0.00 -6401.16 930611 Long 1 225.72 11473.74 -55.63 -6401.16 930614 Exit Long 1 775.00 12023.02 0.00 -6401.16 MFE = 775.00 MAE = -709.50 930615 Enter Long 1 -538.93 11484.09 -538.93 -6401.16 930616 Long 1 -926.48 11096.54 -926.48 -6401.16 930617 Long 1 -1260.07 10762.95 -1260.07 -6401.16 930618 Exit Long 1 -2374.38 9648.65 -2374.38 -6401.16 MFE = 0.00 MAE = -2374.38 -1599.38 930709 Enter Short 1 20.12 9668.77 -2354.26 -6401.16 930712 Short 1 -265.92 9382.72 -2640.30 -6401.16 930713 Short 1 -1087.73 8560.91 -3462.11 -6401.16 930714 Short 1 -1504.85 8143.80 -3879.22 -6401.16 930715 Short 1 -868.06 8780.58 -3242.44 -6401.16 930716 Short 1 -1249.53 8399.11 -3623.91 -6401.16 930719 Short 1 -766.82 8881.82 -3141.20 -6401.16 930720 Short 1 -905.45 8743.20 -3279.83 -6401.16 930721 Short 1 -926.84 8721.81 -3301.21 -6401.16 930722 Exit Short 1 -1701.87 7946.77 -4076.25 -6401.16 MFE = 20.12 MAE = -1701.87 930730 Enter Long 1 -299.31 7647.46 -4375.56 -6401.16 -1701.87 930802 Long 1 151.92 8098.70 -3924.33 -6401.16 930803 Long 1 65.72 8012.49 -4010.53 -6401.16 930804 Long 1 -214.16 7732.61 -4290.41 -6401.16 930805 Long 1 105.92 8052.69 -3970.33 -6401.16 930806 Long 1 37.04 7983.81 -4039.21 -6401.16 930809 Long 1 -236.89 7709.88 -4313.14 -6401.16 930810 Long 1 -48.83 7897.94 -4125.08 -6401.16 930811 Long 1 487.60 8434.37 -3588.65 -6401.16 930812 Exit Long 1 775.00 8721.77 -3301.25 -6401.16 MFE = 775.00 MAE = -299.31 930813 Enter Long 1 481.44 9203.21 -2819.81 -6401.16 930816 Exit Long 1 775.00 9496.77 -2526.25 -6401.16 MFE = 775.00 MAE = 0.00 930817 Enter Long 1 -220.94 9275.84 -2747.19 -6401.16 930818 Long 1 -580.45 8916.32 -3106.70 -6401.16 930819 Exit Long 1 -2349.37 7147.40 -4875.62 -6401.16 MFE = 0.00 MAE = -2349.37 -799.37 930910 Enter Short 1 29.80 7177.19 -4845.83 -6401.16 930913 Short 1 212.89 7360.29 -4662.74 -6401.16 930914 Short 1 -64.97 7082.43 -4940.60 -6401.16 930915 Short 1 -109.67 7037.72 -4985.30 -6401.16 930916 Exit Short 1 -709.38 6438.02 -5585.00 -6401.16 MFE = 212.89 MAE = -709.38 930921 Enter Short 1 -341.27 6096.76 -5926.27 -6401.16 930922 Short 1 -545.40 5892.62 -6130.40 -6401.16 930923 Short 1 -806.77 5631.26 -6391.77 -6401.16 930924 Short 1 -739.82 5698.21 -6324.82 -6401.16 930927 Short 1 -567.56 5870.47 -6152.56 -6401.16 930928 Exit Short 1 -1162.50 5275.52 -6747.50 -6747.50 MFE = 0.00 MAE = -1162.50 -1871.88 931014 Enter Short 1 228.35 5503.87 -6519.15 -6747.50 931015 Short 1 119.57 5395.09 -6627.93 -6747.50 931018 Short 1 320.49 5596.01 -6427.01 -6747.50 931019 Short 1 103.22 5378.74 -6644.28 -6747.50 931020 Short 1 255.47 5531.00 -6492.03 -6747.50 931021 Exit Short 1 775.00 6050.52 -5972.50 -6747.50 MFE = 775.00 MAE = 0.00 775.00 931129 Enter Short 1 -187.56 5862.96 -6160.06 -6747.50 931130 Short 1 -261.03 5789.49 -6233.53 -6747.50 0.00 931201 Short 1 -424.39 5626.13 -6396.89 -6747.50 931202 Short 1 -382.14 5668.38 -6354.64 -6747.50 931203 Short 1 -530.27 5520.25 -6502.77 -6747.50 931206 Short 1 -898.61 5151.92 -6871.11 -6871.11 931207 Short 1 -1119.71 4930.81 -7092.21 -7092.21 931208 Short 1 -371.59 5678.93 -6344.09 -7092.21 931209 Short 1 -487.88 5562.65 -6460.38 -7092.21 931210 Short 1 -208.53 5842.00 -6181.03 -7092.21 931213 Short 1 -329.42 5721.10 -6301.92 -7092.21 931214 Short 1 -114.28 5936.25 -6086.78 -7092.21 931215 Short 1 109.64 6160.17 -5862.86 -7092.21 931216 Short 1 -30.75 6019.77 -6003.25 -7092.21 931217 Short 1 306.07 6356.59 -5666.43 -7092.21 931220 Short 1 531.82 6582.34 -5440.68 -7092.21 931221 Exit Short 1 775.00 6825.52 -5197.50 -7092.21 MFE = 775.00 MAE = -1119.71 931222 Enter Short 1 -644.84 6180.68 -5842.34 -7092.21 931223 Short 1 -516.82 6308.70 -5714.32 -7092.21 931224 Short 1 -440.28 6385.24 -5637.78 -7092.21 931227 Short 1 -111.00 6714.52 -5308.50 -7092.21 931228 Short 1 -116.04 6709.48 -5313.54 -7092.21 931229 Short 1 54.70 6880.22 -5142.80 -7092.21 931230 Short 1 89.72 6915.25 -5107.78 -7092.21 931231 Short 1 89.72 6915.25 -5107.78 -7092.21 775.00 940103 Short 1 496.77 7322.29 -4700.73 -7092.21 940104 Exit Short 1 775.00 7600.52 -4422.50 -7092.21 MFE = 775.00 MAE = -644.84 940105 Enter Short 1 -283.60 7316.93 -4706.10 -7092.21 940106 Short 1 -455.60 7144.93 -4878.10 -7092.21 940107 Short 1 -837.77 6762.75 -5260.27 -7092.21 940110 Short 1 -638.58 6961.94 -5061.08 -7092.21 940111 Short 1 -569.20 7031.32 -4991.70 -7092.21 940112 Short 1 -628.66 6971.86 -5051.16 -7092.21 940113 Short 1 -857.78 6742.75 -5280.28 -7092.21 940114 Exit Short 1 -1392.50 6208.02 -5815.00 -7092.21 MFE = 0.00 MAE = -1392.50 940127 Enter Long 1 404.02 6612.05 -5410.98 -7092.21 940128 Long 1 -241.08 5966.94 -6056.08 -7092.21 940131 Long 1 404.02 6612.05 -5410.98 -7092.21 -617.50 940201 Exit Long 1 775.00 6983.02 -5040.00 -7092.21 MFE = 775.00 MAE = -241.08 940209 Enter Long 1 -326.56 6656.46 -5366.56 -7092.21 940210 Long 1 -219.89 6763.13 -5259.89 -7092.21 940211 Long 1 510.60 7493.62 -4529.40 -7092.21 940214 Exit Long 1 927.27 7910.29 -4112.73 -7092.21 MFE = 927.27 MAE = -326.56 940215 Enter Long 1 -853.85 7056.43 -4966.59 -7092.21 940216 Long 1 -853.85 7056.43 -4966.59 -7092.21 940217 Long 1 -1085.22 6825.07 -5197.95 -7092.21 940218 Long 1 -1337.67 6572.62 -5450.41 -7092.21 940221 Long 1 -2337.65 5572.63 -6450.39 -7092.21 940222 Long 1 -1909.21 6001.08 -6021.95 -7092.21 940223 Long 1 -1965.21 5945.08 -6077.94 -7092.21 940224 Long 1 -1485.86 6424.43 -5598.59 -7092.21 940225 Long 1 -1457.42 6452.87 -5570.15 -7092.21 940228 Long 1 -1286.21 6624.08 -5398.94 -7092.21 1702.27 940301 Long 1 -1309.09 6601.20 -5421.83 -7092.21 940302 Long 1 -1085.22 6825.07 -5197.95 -7092.21 940303 Long 1 -935.04 6975.25 -5047.77 -7092.21 940304 Long 1 -1881.18 6029.11 -5993.91 -7092.21 940307 Long 1 -1864.34 6045.95 -5977.07 -7092.21 940308 Long 1 -1706.75 6203.53 -5819.49 -7092.21 940309 Long 1 -1993.16 5917.12 -6105.90 -7092.21 940310 Long 1 -1718.04 6192.25 -5830.77 -7092.21 940311 Long 1 -1554.00 6356.29 -5666.73 -7092.21 940314 Long 1 -2188.12 5722.16 -6300.86 -7092.21 940315 Long 1 -2132.55 5777.73 -6245.29 -7092.21 940316 Long 1 -2099.16 5811.13 -6211.90 -7092.21 940317 Long 1 -1976.39 5933.89 -6089.13 -7092.21 940318 Long 1 -2199.23 5711.06 -6311.97 -7092.21 940321 Long 1 -2043.42 5866.87 -6156.16 -7092.21 940322 Long 1 -2138.12 5772.17 -6250.85 -7092.21 940323 Long 1 -2271.29 5639.00 -6384.03 -7092.21 940324 Long 1 -1309.09 6601.20 -5421.83 -7092.21 940325 Long 1 -1457.42 6452.87 -5570.15 -7092.21 940328 Long 1 -1004.44 6905.84 -5117.18 -7092.21 940329 Long 1 -474.06 7436.23 -4586.80 -7092.21 940330 Long 1 -303.06 7607.22 -4415.80 -7092.21 940331 Long 1 -208.31 7701.97 -4321.05 -7092.21 0.00 940401 Long 1 -766.64 7143.65 -4879.37 -7092.21 940404 Long 1 -497.57 7412.72 -4610.31 -7092.21 940405 Long 1 -1228.92 6681.37 -5341.66 -7092.21 940406 Long 1 -1326.24 6584.04 -5438.98 -7092.21 940407 Long 1 -1519.95 6390.34 -5632.68 -7092.21 940408 Long 1 -1712.39 6197.89 -5825.13 -7092.21 940411 Long 1 -626.55 7283.73 -4739.29 -7092.21 940412 Long 1 -795.73 7114.55 -4908.47 -7092.21 940413 Long 1 -614.85 7295.44 -4727.58 -7092.21 940414 Long 1 -1119.77 6790.52 -5232.50 -7092.21 940415 Long 1 -708.35 7201.94 -4821.08 -7092.21 940418 Long 1 -503.45 7406.84 -4616.18 -7092.21 940419 Long 1 -544.54 7365.75 -4657.27 -7092.21 940420 Long 1 -403.43 7506.86 -4516.16 -7092.21 940421 Long 1 -720.01 7190.28 -4832.75 -7092.21 940422 Long 1 -503.45 7406.84 -4616.18 -7092.21 940425 Long 1 -474.06 7436.23 -4586.80 -7092.21 940426 Long 1 -285.32 7624.97 -4398.06 -7092.21 940427 Long 1 -35.81 7874.48 -4148.54 -7092.21 940428 Long 1 597.02 8507.31 -3515.72 -7092.21 940429 Exit Long 1 775.18 8685.47 -3337.55 -7092.21 MFE = 775.18 MAE = -2337.65 775.18 940524 Enter Short 1 -73.43 8612.04 -3410.98 -7092.21 940525 Short 1 -256.58 8428.89 -3594.13 -7092.21 940526 Short 1 -159.14 8526.33 -3496.69 -7092.21 940527 Short 1 -308.29 8377.18 -3645.84 -7092.21 940530 Short 1 -147.70 8537.77 -3485.25 -7092.21 940531 Short 1 -50.62 8634.85 -3388.17 -7092.21 0.00 940601 Short 1 -153.42 8532.05 -3490.98 -7092.21 940602 Short 1 6.35 8691.81 -3331.21 -7092.21 940603 Short 1 328.96 9014.42 -3008.60 -7092.21 940606 Short 1 255.68 8941.15 -3081.87 -7092.21 940607 Short 1 -296.79 8388.68 -3634.35 -7092.21 940608 Short 1 -498.67 8186.80 -3836.22 -7092.21 940609 Short 1 -504.46 8181.01 -3842.01 -7092.21 940610 Short 1 -742.72 7942.75 -4080.28 -7092.21 940613 Exit Short 1 -1215.00 7470.47 -4552.55 -7092.21 MFE = 328.96 MAE = -1215.00 940613 Enter Long 1 -65.64 7404.83 -4618.19 -7092.21 940614 Long 1 -12.42 7458.05 -4564.97 -7092.21 940615 Long 1 23.12 7493.58 -4529.44 -7092.21 940616 Long 1 -383.03 7087.44 -4935.58 -7092.21 940617 Long 1 -0.58 7469.89 -4553.13 -7092.21 940620 Long 1 452.78 7923.24 -4099.78 -7092.21 940621 Exit Long 1 775.00 8245.47 -3777.55 -7092.21 MFE = 775.00 MAE = -383.03 940627 Enter Long 1 -447.82 7797.65 -4225.38 -7092.21 940628 Long 1 -11.63 8233.84 -3789.18 -7092.21 940629 Exit Long 1 775.00 9020.47 -3002.55 -7092.21 MFE = 775.00 MAE = -447.82 940630 Enter Long 1 -7.07 9013.40 -3009.63 -7092.21 335.00 940701 Long 1 -232.42 8788.05 -3234.97 -7092.21 940704 Long 1 -379.64 8640.83 -3382.20 -7092.21 940705 Long 1 -392.41 8628.06 -3394.96 -7092.21 940706 Long 1 -386.03 8634.44 -3388.58 -7092.21 940707 Long 1 -200.33 8820.14 -3202.88 -7092.21 940708 Long 1 187.36 9207.83 -2815.19 -7092.21 940711 Exit Long 1 775.00 9795.47 -2227.55 -7092.21 MFE = 775.00 MAE = -392.41 940712 Enter Long 1 -392.30 9403.17 -2619.85 -7092.21 940713 Long 1 -921.32 8874.15 -3148.87 -7092.21 940714 Long 1 -1108.60 8686.87 -3336.15 -7092.21 940715 Long 1 -641.57 9153.90 -2869.13 -7092.21 940718 Long 1 -1089.28 8706.19 -3316.84 -7092.21 940719 Long 1 -1479.89 8315.58 -3707.44 -7092.21 940720 Long 1 -1256.36 8539.11 -3483.91 -7092.21 940721 Long 1 -1479.89 8315.58 -3707.44 -7092.21 940722 Long 1 -1352.36 8443.11 -3579.91 -7092.21 940725 Long 1 -1121.48 8673.99 -3349.04 -7092.21 940726 Long 1 -940.74 8854.73 -3168.30 -7092.21 940727 Long 1 -1037.70 8757.77 -3265.25 -7092.21 940728 Exit Long 1 -1869.37 7926.09 -4096.93 -7092.21 MFE = 0.00 MAE = -1869.37 940728 Enter Short 1 171.86 8097.95 -3925.07 -7092.21 940729 Short 1 228.11 8154.21 -3868.81 -7092.21 -1094.37 940801 Short 1 -218.45 7707.65 -4315.38 -7092.21 940802 Short 1 439.72 8365.82 -3657.21 -7092.21 940803 Short 1 346.55 8272.64 -3750.38 -7092.21 940804 Short 1 557.35 8483.45 -3539.57 -7092.21 940805 Short 1 327.87 8253.97 -3769.06 -7092.21 940808 Exit Short 1 775.00 8701.09 -3321.93 -7092.21 MFE = 775.00 MAE = -218.45 775.00 940902 Enter Long 1 5.11 8706.20 -3316.82 -7092.21 940905 Long 1 -96.55 8604.54 -3418.48 -7092.21 940906 Long 1 260.71 8961.80 -3061.22 -7092.21 940907 Long 1 -166.25 8534.84 -3488.18 -7092.21 940908 Long 1 -279.98 8421.11 -3601.91 -7092.21 940909 Long 1 -26.69 8674.40 -3348.62 -7092.21 940912 Long 1 -64.82 8636.27 -3386.75 -7092.21 940913 Long 1 228.64 8929.73 -3093.29 -7092.21 940914 Long 1 -26.69 8674.40 -3348.62 -7092.21 940915 Long 1 -191.56 8509.53 -3513.49 -7092.21 940916 Long 1 132.64 8833.74 -3189.29 -7092.21 940919 Long 1 389.28 9090.37 -2932.65 -7092.21 940920 Exit Long 1 775.00 9476.09 -2546.93 -7092.21 MFE = 775.00 MAE = -279.98 775.00 941007 Enter Short 1 -20.84 9455.26 -2567.77 -7092.21 941010 Short 1 -169.47 9306.62 -2716.40 -7092.21 941011 Short 1 -231.61 9244.49 -2778.54 -7092.21 941012 Short 1 -556.74 8919.35 -3103.67 -7092.21 941013 Short 1 -809.16 8666.93 -3356.09 -7092.21 941014 Exit Short 1 -1371.25 8104.84 -3918.18 -7092.21 MFE = 0.00 MAE = -1371.25 -1371.25 941101 Enter Long 1 -78.86 8025.98 -3997.04 -7092.21 941102 Long 1 -714.99 7389.85 -4633.17 -7092.21 941103 Long 1 -780.53 7324.31 -4698.71 -7092.21 941104 Long 1 -616.42 7488.42 -4534.60 -7092.21 941107 Long 1 -517.55 7587.29 -4435.73 -7092.21 941108 Long 1 -385.24 7719.60 -4303.42 -7092.21 941109 Long 1 -813.26 7291.59 -4731.44 -7092.21 941110 Long 1 -787.08 7317.76 -4705.26 -7092.21 941111 Long 1 -780.53 7324.31 -4698.71 -7092.21 941114 Long 1 -1106.25 6998.59 -5024.43 -7092.21 941115 Long 1 -1447.92 6656.93 -5366.10 -7092.21 941116 Long 1 -1190.40 6914.44 -5108.58 -7092.21 941117 Long 1 -1177.47 6927.38 -5095.65 -7092.21 941118 Long 1 -1312.98 6791.87 -5231.15 -7092.21 941121 Long 1 -1196.86 6907.99 -5115.04 -7092.21 941122 Long 1 -1171.00 6933.84 -5089.18 -7092.21 941123 Long 1 -1254.97 6849.87 -5173.15 -7092.21 941124 Long 1 -1254.97 6849.87 -5173.15 -7092.21 941125 Long 1 -1460.74 6644.11 -5378.91 -7092.21 941128 Long 1 -1332.29 6772.55 -5250.47 -7092.21 941129 Long 1 -1588.66 6516.19 -5506.84 -7092.21 941130 Exit Long 1 -1742.50 6362.34 -5660.68 -7092.21 MFE = 0.00 MAE = -1742.50 941130 Enter Short 1 -160.77 6201.58 -5821.45 -7092.21 -1742.50 941201 Short 1 87.45 6449.80 -5573.23 -7092.21 941202 Exit Short 1 775.00 7137.34 -4885.68 -7092.21 MFE = 775.00 MAE = -160.77 941222 Enter Short 1 -210.94 6926.41 -5096.62 -7092.21 941223 Short 1 -291.96 6845.38 -5177.64 -7092.21 941226 Short 1 -304.45 6832.89 -5190.13 -7092.21 941227 Short 1 -148.74 6988.60 -5034.42 -7092.21 941228 Exit Short 1 -473.81 6663.53 -5359.49 -7092.21 MFE = 0.00 MAE = -473.81 301.19 950104 Enter Short 1 39.41 6702.95 -5320.08 -7092.21 950105 Short 1 -211.26 6452.27 -5570.75 -7092.21 950106 Short 1 33.32 6696.86 -5326.17 -7092.21 950109 Short 1 -818.79 5844.74 -6178.28 -7092.21 950110 Short 1 -731.27 5932.26 -6090.76 -7092.21 950111 Short 1 -775.00 5888.53 -6134.49 -7092.21 950112 Exit Short 1 -1581.87 5081.66 -6941.36 -7092.21 MFE = 39.41 MAE = -1581.87 950112 Enter Long 1 86.44 5168.10 -6854.92 -7092.21 950113 Long 1 131.46 5213.11 -6809.91 -7092.21 950116 Long 1 228.13 5309.79 -6713.23 -7092.21 950117 Long 1 -226.88 4854.78 -7168.25 -7168.25 950118 Long 1 -593.78 4487.88 -7535.14 -7535.14 950119 Long 1 -195.05 4886.61 -7136.41 -7535.14 950120 Long 1 -391.88 4689.78 -7333.24 -7535.14 950123 Long 1 -618.92 4462.74 -7560.29 -7560.29 950124 Long 1 -618.92 4462.74 -7560.29 -7560.29 950125 Long 1 -474.06 4607.60 -7415.42 -7560.29 950126 Long 1 -398.20 4683.45 -7339.57 -7560.29 950127 Long 1 -391.88 4689.78 -7333.24 -7560.29 950130 Long 1 228.13 5309.79 -6713.23 -7560.29 950131 Long 1 -505.60 4576.05 -7446.97 -7560.29 -1581.87 950201 Long 1 -277.74 4803.91 -7219.11 -7560.29 950202 Long 1 -410.87 4670.79 -7352.23 -7560.29 950203 Long 1 -662.88 4418.78 -7604.24 -7604.24 950206 Long 1 -360.21 4721.45 -7301.58 -7604.24 950207 Long 1 -448.79 4632.87 -7390.16 -7604.24 950208 Long 1 -99.37 4982.29 -7040.74 -7604.24 950209 Long 1 -80.19 5001.47 -7021.56 -7604.24 950210 Long 1 -99.37 4982.29 -7040.74 -7604.24 950213 Long 1 35.08 5116.74 -6906.28 -7604.24 950214 Long 1 150.77 5232.43 -6790.59 -7604.24 950215 Long 1 292.75 5374.41 -6648.61 -7604.24 950216 Exit Long 1 775.00 5856.66 -6166.36 -7604.24 MFE = 775.00 MAE = -662.88 950223 Enter Long 1 -62.12 5794.54 -6228.48 -7604.24 950224 Long 1 -228.78 5627.88 -6395.14 -7604.24 950227 Long 1 -295.21 5561.45 -6461.57 -7604.24 950228 Long 1 -75.48 5781.18 -6241.84 -7604.24 775.00 950301 Long 1 -62.12 5794.54 -6228.48 -7604.24 950302 Exit Long 1 775.00 6631.66 -5391.36 -7604.24 MFE = 775.00 MAE = -295.21 950303 Enter Long 1 470.58 7102.24 -4920.78 -7604.24 950306 Exit Long 1 775.00 7406.66 -4616.36 -7604.24 MFE = 775.00 MAE = 0.00 950307 Exit Long 1 775.00 8181.66 -3841.36 -7604.24 MFE = 775.00 MAE = 0.00 950308 Enter Long 1 -1968.73 6212.93 -5810.10 -7604.24 950309 Long 1 -1530.88 6650.78 -5372.25 -7604.24 950310 Long 1 -1682.50 6499.16 -5523.87 -7604.24 950313 Long 1 -1538.48 6643.18 -5379.85 -7604.24 950314 Long 1 -1644.65 6537.00 -5486.02 -7604.24 950315 Long 1 -552.31 7629.35 -4393.68 -7604.24 950316 Long 1 -1141.23 7040.43 -4982.59 -7604.24 950317 Long 1 -293.47 7888.19 -4134.83 -7604.24 950320 Long 1 -474.08 7707.58 -4315.44 -7604.24 950321 Long 1 -348.54 7833.12 -4189.90 -7604.24 950322 Long 1 -230.43 7951.23 -4071.79 -7604.24 950323 Long 1 478.59 8660.25 -3362.78 -7604.24 950324 Long 1 -175.18 8006.48 -4016.54 -7604.24 950327 Long 1 -497.57 7684.09 -4338.93 -7604.24 950328 Long 1 -135.66 8046.00 -3977.03 -7604.24 950329 Long 1 318.01 8499.67 -3523.36 -7604.24 950330 Long 1 -669.34 7512.32 -4510.70 -7604.24 950331 Exit Long 1 775.00 8956.66 -3066.36 -7604.24 MFE = 775.00 MAE = -1968.73 3100.00 950403 Enter Long 1 191.30 9147.96 -2875.06 -7604.24 950404 Long 1 -104.99 8851.67 -3171.35 -7604.24 950405 Long 1 -147.12 8809.54 -3213.48 -7604.24 950406 Exit Long 1 775.00 9731.66 -2291.36 -7604.24 MFE = 775.00 MAE = -147.12 950407 Exit Long 1 775.00 10506.66 -1516.36 -7604.24 MFE = 775.00 MAE = 0.00 950410 Exit Long 1 775.00 11281.66 -741.36 -7604.24 MFE = 775.00 MAE = 0.00 950417 Exit Long 1 775.00 12056.66 0.00 -7604.24 MFE = 775.00 MAE = 0.00 950418 Exit Long 1 775.00 12831.66 0.00 -7604.24 MFE = 775.00 MAE = 0.00 950419 Enter Long 1 -913.14 11918.52 -913.14 -7604.24 950420 Long 1 -2694.92 10136.74 -2694.92 -7604.24 950421 Long 1 -2030.78 10800.88 -2030.78 -7604.24 950424 Long 1 -2468.80 10362.86 -2468.80 -7604.24 950425 Long 1 -1410.80 11420.85 -1410.80 -7604.24 950426 Long 1 -2973.45 9858.21 -2973.45 -7604.24 950427 Long 1 -3098.55 9733.11 -3098.55 -7604.24 950428 Long 1 -3586.02 9245.63 -3586.02 -7604.24 3875.00 950501 Long 1 -2883.82 9947.83 -2883.82 -7604.24 950502 Long 1 -2964.49 9867.16 -2964.49 -7604.24 950503 Long 1 -3071.78 9759.88 -3071.78 -7604.24 950504 Long 1 -3232.13 9599.53 -3232.13 -7604.24 950505 Long 1 -3320.92 9510.74 -3320.92 -7604.24 950508 Long 1 -2604.64 10227.02 -2604.64 -7604.24 950509 Long 1 -2748.99 10082.67 -2748.99 -7604.24 950510 Long 1 -3160.95 9670.71 -3160.95 -7604.24 950511 Exit Long 1 -3868.12 8963.53 -3868.12 -7604.24 MFE = 0.00 MAE = -3868.12 950511 Exit Short 1 775.00 9738.53 -3093.13 -7604.24 MFE = 775.00 MAE = 0.00 950512 Enter Short 1 337.34 10075.87 -2755.79 -7604.24 950515 Exit Short 1 775.00 10513.53 -2318.13 -7604.24 MFE = 775.00 MAE = 0.00 950518 Enter Short 1 -721.55 9791.98 -3039.68 -7604.24 950519 Short 1 -638.62 9874.92 -2956.74 -7604.24 950522 Short 1 -275.96 10237.57 -2594.08 -7604.24 950523 Short 1 -423.88 10089.66 -2742.00 -7604.24 950524 Short 1 -415.65 10097.89 -2733.77 -7604.24 950525 Exit Short 1 -1627.50 8886.03 -3945.63 -7604.24 MFE = 0.00 MAE = -1627.50 -3945.63 950612 Enter Long 1 30.07 8916.11 -3915.55 -7604.24 950613 Long 1 -488.52 8397.52 -4434.14 -7604.24 950614 Long 1 -225.73 8660.30 -4171.36 -7604.24 950615 Long 1 -427.37 8458.66 -4373.00 -7604.24 950616 Long 1 -532.13 8353.90 -4477.76 -7604.24 950619 Long 1 -453.59 8432.45 -4399.21 -7604.24 950620 Long 1 -383.63 8502.41 -4329.25 -7604.24 950621 Long 1 100.95 8986.99 -3844.67 -7604.24 950622 Long 1 -348.60 8537.44 -4294.22 -7604.24 950623 Long 1 -208.15 8677.88 -4153.78 -7604.24 950626 Long 1 -172.96 8713.08 -4118.58 -7604.24 950627 Long 1 -111.28 8774.75 -4056.90 -7604.24 950628 Exit Long 1 -843.12 8042.91 -4788.75 -7604.24 MFE = 100.95 MAE = -843.12 -843.12 950706 Enter Short 1 -238.32 7804.59 -5027.07 -7604.24 950707 Exit Short 1 775.00 8817.91 -4013.75 -7604.24 MFE = 775.00 MAE = -238.32 950712 Enter Short 1 -511.99 8305.92 -4525.74 -7604.24 950713 Short 1 -479.16 8338.75 -4492.91 -7604.24 950714 Short 1 -63.26 8754.65 -4077.01 -7604.24 950717 Exit Short 1 775.00 9592.91 -3238.75 -7604.24 MFE = 775.00 MAE = -511.99 1550.00 950802 Exit Short 1 775.00 10367.91 -2463.75 -7604.24 MFE = 775.00 MAE = 0.00 950808 Enter Short 1 -177.23 10190.68 -2640.98 -7604.24 950809 Short 1 -110.09 10257.82 -2573.84 -7604.24 950810 Exit Short 1 775.00 11142.91 -1688.75 -7604.24 MFE = 775.00 MAE = -177.23 950811 Enter Short 1 666.50 11809.41 -1022.25 -7604.24 950814 Exit Short 1 846.22 11989.13 -842.53 -7604.24 MFE = 846.22 MAE = 0.00 950815 Exit Short 1 775.00 12764.13 -67.53 -7604.24 MFE = 775.00 MAE = 0.00 950816 Exit Short 1 775.00 13539.13 0.00 -7604.24 MFE = 775.00 MAE = 0.00 950829 Enter Short 1 487.66 14026.79 0.00 -7604.24 950830 Exit Short 1 775.00 14314.13 0.00 -7604.24 MFE = 775.00 MAE = 0.00 950831 Enter Short 1 -1232.95 13081.17 -945.62 -7604.24 4721.22 950901 Short 1 -1298.84 13015.29 -1011.50 -7604.24 950904 Short 1 -1134.38 13179.74 -847.05 -7604.24 950905 Short 1 -1108.15 13205.97 -820.81 -7604.24 950906 Short 1 -324.61 13989.51 -37.27 -7604.24 950907 Short 1 -196.94 14117.18 0.00 -7604.24 950908 Short 1 214.43 14528.56 0.00 -7604.24 950911 Short 1 383.75 14697.87 0.00 -7604.24 950912 Exit Short 1 775.00 15089.13 0.00 -7604.24 MFE = 775.00 MAE = -1298.84 950913 Enter Short 1 643.18 15732.30 0.00 -7604.24 950914 Exit Short 1 775.00 15864.13 0.00 -7604.24 MFE = 775.00 MAE = 0.00 950915 Enter Short 1 120.32 15984.45 0.00 -7604.24 950918 Short 1 -467.89 15396.24 -588.21 -7604.24 950919 Short 1 321.51 16185.63 0.00 -7604.24 950920 Short 1 -816.86 15047.27 -1138.37 -7604.24 950921 Exit Short 1 -1807.50 14056.63 -1807.50 -7604.24 MFE = 321.51 MAE = -1807.50 -257.50 951018 Enter Long 1 -757.94 13298.68 -2886.95 -7604.24 951019 Long 1 -491.94 13564.68 -2620.95 -7604.24 951020 Long 1 -460.86 13595.77 -2589.87 -7604.24 951023 Long 1 -254.96 13801.67 -2383.97 -7604.24 951024 Long 1 -584.99 13471.64 -2713.99 -7604.24 951025 Exit Long 1 -1138.75 12917.88 -2946.25 -7604.24 MFE = 0.00 MAE = -1138.75 951025 Enter Short 1 -128.73 12789.14 -3396.49 -7604.24 951026 Short 1 23.76 12941.64 -3244.00 -7604.24 951027 Short 1 302.39 13220.26 -2965.37 -7604.24 951030 Short 1 374.66 13292.54 -2893.10 -7604.24 951031 Short 1 416.74 13334.61 -2851.02 -7604.24 -1138.75 951101 Exit Short 1 775.00 13692.88 -2492.76 -7604.24 MFE = 775.00 MAE = -128.73 951102 Enter Short 1 107.59 13800.47 -2385.16 -7604.24 951103 Short 1 -8.19 13684.68 -2500.95 -7604.24 951106 Short 1 -299.64 13393.24 -2792.40 -7604.24 951107 Short 1 -505.33 13187.54 -2998.09 -7604.24 951108 Short 1 -730.25 12962.63 -3223.00 -7604.24 951109 Exit Short 1 -1974.38 11718.50 -4467.13 -7604.24 MFE = 107.59 MAE = -1974.38 951122 Enter Long 1 -246.14 11472.36 -4713.28 -7604.24 951123 Long 1 -141.50 11577.00 -4608.64 -7604.24 951124 Long 1 -612.67 11105.83 -5079.80 -7604.24 951127 Long 1 -770.16 10948.34 -5237.29 -7604.24 951128 Long 1 -460.48 11258.02 -4927.61 -7604.24 951129 Long 1 -643.02 11075.48 -5110.15 -7604.24 951130 Long 1 -1022.86 10695.64 -5489.99 -7604.24 -1199.37 951201 Long 1 -399.39 11319.11 -4866.53 -7604.24 951204 Long 1 -515.35 11203.15 -4982.49 -7604.24 951205 Long 1 -490.98 11227.52 -4958.11 -7604.24 951206 Long 1 -667.28 11051.22 -5134.41 -7604.24 951207 Long 1 -582.29 11136.21 -5049.43 -7604.24 951208 Long 1 -460.48 11258.02 -4927.61 -7604.24 951211 Long 1 -399.39 11319.11 -4866.53 -7604.24 951212 Long 1 -818.45 10900.05 -5285.59 -7604.24 951213 Long 1 -733.89 10984.61 -5201.02 -7604.24 951214 Long 1 -643.02 11075.48 -5110.15 -7604.24 951215 Long 1 -944.86 10773.64 -5412.00 -7604.24 951218 Long 1 -600.52 11117.98 -5067.66 -7604.24 951219 Long 1 -914.81 10803.69 -5381.94 -7604.24 951220 Long 1 -764.11 10954.39 -5231.24 -7604.24 951221 Long 1 -812.42 10906.08 -5279.55 -7604.24 951222 Exit Long 1 -1199.37 10519.13 -5666.51 -7604.24 MFE = 0.00 MAE = -1199.37 951222 Enter Short 1 -67.74 10451.38 -5734.25 -7604.24 951225 Short 1 -79.70 10439.43 -5746.20 -7604.24 951226 Short 1 -67.74 10451.38 -5734.25 -7604.24 951227 Short 1 276.89 10796.01 -5389.62 -7604.24 951228 Short 1 158.49 10677.62 -5508.01 -7604.24 951229 Short 1 570.88 11090.01 -5095.62 -7604.24 -1199.37 960102 Exit Short 1 775.00 11294.13 -4891.51 -7604.24 MFE = 775.00 MAE = -79.70 960103 Enter Short 1 324.16 11618.29 -4567.35 -7604.24 960104 Exit Short 1 775.00 12069.13 -4116.51 -7604.24 MFE = 775.00 MAE = 0.00 960116 Enter Short 1 175.48 12244.60 -3941.03 -7604.24 960117 Short 1 30.39 12099.51 -4086.12 -7604.24 960118 Short 1 -53.64 12015.48 -4170.15 -7604.24 960119 Short 1 -182.95 11886.17 -4299.46 -7604.24 960122 Short 1 47.17 12116.29 -4069.34 -7604.24 960123 Short 1 108.60 12177.73 -4007.91 -7604.24 960124 Exit Short 1 775.00 12844.13 -3341.51 -7604.24 MFE = 775.00 MAE = -182.95 960125 Enter Short 1 -261.17 12582.95 -3602.68 -7604.24 960126 Short 1 -414.77 12429.36 -3756.28 -7604.24 960129 Short 1 -332.38 12511.74 -3673.89 -7604.24 960130 Short 1 -75.74 12768.39 -3417.25 -7604.24 960131 Short 1 -168.31 12675.82 -3509.81 -7604.24 2325.00 960201 Short 1 -359.82 12484.30 -3701.33 -7604.24 960202 Short 1 -524.97 12319.15 -3866.48 -7604.24 960205 Exit Short 1 -985.00 11859.13 -4326.51 -7604.24 MFE = 0.00 MAE = -985.00 960216 Enter Long 1 -165.48 11693.65 -4491.98 -7604.24 960219 Long 1 486.00 12345.13 -3840.51 -7604.24 960220 Long 1 -429.98 11429.15 -4756.49 -7604.24 960221 Long 1 4.59 11863.71 -4321.92 -7604.24 960222 Long 1 -80.56 11778.56 -4407.07 -7604.24 960223 Long 1 33.03 11892.15 -4293.48 -7604.24 960226 Long 1 313.18 12172.31 -4013.32 -7604.24 960227 Exit Long 1 775.00 12634.13 -3551.51 -7604.24 MFE = 775.00 MAE = -429.98 -210.00 960319 Enter Short 1 -166.29 12467.83 -3717.80 -7604.24 960320 Short 1 -16.85 12617.28 -3568.36 -7604.24 960321 Short 1 203.15 12837.28 -3348.35 -7604.24 960322 Short 1 203.15 12837.28 -3348.35 -7604.24 960325 Short 1 -160.74 12473.38 -3712.25 -7604.24 960326 Short 1 -11.33 12622.79 -3562.84 -7604.24 960327 Short 1 71.35 12705.47 -3480.16 -7604.24 960328 Short 1 -110.85 12523.27 -3662.36 -7604.24 960329 Short 1 405.19 13039.32 -3146.32 -7604.24 0.00 960401 Short 1 643.65 13277.77 -2907.86 -7604.24 960402 Short 1 611.25 13245.37 -2940.26 -7604.24 960403 Exit Short 1 775.00 13409.13 -2776.51 -7604.24 MFE = 775.00 MAE = -166.29 960409 Enter Short 1 62.73 13471.86 -2713.78 -7604.24 960410 Short 1 84.04 13493.17 -2692.47 -7604.24 960411 Short 1 211.58 13620.71 -2564.93 -7604.24 960412 Short 1 238.08 13647.20 -2538.43 -7604.24 960415 Short 1 174.44 13583.56 -2602.07 -7604.24 960416 Short 1 -38.71 13370.41 -2815.22 -7604.24 960417 Short 1 -11.98 13397.14 -2788.49 -7604.24 960418 Exit Short 1 -376.88 13032.25 -3153.38 -7604.24 MFE = 238.08 MAE = -376.88 960426 Enter Long 1 271.66 13303.91 -2881.72 -7604.24 960429 Exit Long 1 775.00 13807.25 -2378.38 -7604.24 MFE = 775.00 MAE = 0.00 1173.12 960524 Enter Short 1 164.76 13972.01 -2213.62 -7604.24 960527 Short 1 154.02 13961.27 -2224.36 -7604.24 960528 Short 1 681.33 14488.58 -1697.05 -7604.24 960529 Short 1 298.79 14106.04 -2079.59 -7604.24 960530 Short 1 94.83 13902.08 -2283.55 -7604.24 960531 Short 1 266.68 14073.93 -2111.70 -7604.24 0.00 960603 Short 1 464.12 14271.37 -1914.26 -7604.24 960604 Exit Short 1 775.00 14582.25 -1603.38 -7604.24 MFE = 775.00 MAE = 0.00 960606 Enter Short 1 -189.52 14392.73 -1792.91 -7604.24 960607 Short 1 -84.64 14497.61 -1688.03 -7604.24 960610 Short 1 -200.03 14382.22 -1803.41 -7604.24 960611 Short 1 30.29 14612.54 -1573.10 -7604.24 960612 Short 1 -268.44 14313.81 -1871.82 -7604.24 960613 Short 1 -411.03 14171.22 -2014.41 -7604.24 960614 Exit Short 1 -856.88 13725.38 -2460.26 -7604.24 MFE = 30.29 MAE = -856.88 -81.88 960702 Enter Short 1 2.11 13727.49 -2458.14 -7604.24 960703 Short 1 -28.72 13696.66 -2488.98 -7604.24 960704 Short 1 32.92 13758.29 -2427.34 -7604.24 960705 Short 1 237.40 13962.78 -2222.86 -7604.24 960708 Short 1 247.59 13972.97 -2212.66 -7604.24 960709 Short 1 48.31 13773.68 -2411.95 -7604.24 960710 Short 1 22.66 13748.03 -2437.60 -7604.24 960711 Short 1 -28.72 13696.66 -2488.98 -7604.24 960712 Short 1 288.30 14013.67 -2171.96 -7604.24 960715 Short 1 -39.00 13686.37 -2499.26 -7604.24 960716 Exit Short 1 -529.37 13196.00 -2989.63 -7604.24 MFE = 288.30 MAE = -529.37 960731 Enter Long 1 432.47 13628.47 -2557.16 -7604.24 -529.37 960801 Long 1 290.36 13486.36 -2699.27 -7604.24 960802 Long 1 443.44 13639.44 -2546.19 -7604.24 960805 Long 1 580.80 13776.80 -2408.84 -7604.24 960806 Long 1 443.44 13639.44 -2546.19 -7604.24 960807 Long 1 -212.39 12983.61 -3202.03 -7604.24 960808 Long 1 -340.74 12855.26 -3330.37 -7604.24 960809 Long 1 -319.38 12876.62 -3309.02 -7604.24 960812 Long 1 -29.60 13166.40 -3019.24 -7604.24 960813 Long 1 -18.81 13177.19 -3008.44 -7604.24 960814 Long 1 -260.59 12935.41 -3250.22 -7604.24 960815 Long 1 -110.39 13085.61 -3100.02 -7604.24 960816 Long 1 -51.17 13144.83 -3040.80 -7604.24 960819 Long 1 -110.39 13085.61 -3100.02 -7604.24 960820 Exit Long 1 -443.75 12752.25 -3433.38 -7604.24 MFE = 580.80 MAE = -443.75 960820 Enter Short 1 -46.02 12706.23 -3479.40 -7604.24 960821 Short 1 39.13 12791.38 -3394.25 -7604.24 960822 Short 1 -67.35 12684.91 -3500.73 -7604.24 960823 Short 1 -152.81 12599.44 -3586.19 -7604.24 960826 Short 1 -367.58 12384.67 -3800.96 -7604.24 960827 Short 1 -389.15 12363.10 -3822.53 -7604.24 960828 Short 1 23.19 12775.44 -3410.20 -7604.24 960829 Short 1 -14.06 12738.19 -3447.44 -7604.24 960830 Short 1 287.81 13040.06 -3145.57 -7604.24 -443.75 960902 Short 1 382.48 13134.73 -3050.90 -7604.24 960903 Short 1 450.66 13202.91 -2982.72 -7604.24 960904 Short 1 213.96 12966.21 -3219.42 -7604.24 960905 Short 1 434.94 13187.19 -2998.44 -7604.24 960906 Short 1 434.94 13187.19 -2998.44 -7604.24 960909 Short 1 450.66 13202.91 -2982.72 -7604.24 960910 Exit Short 1 775.00 13527.25 -2658.38 -7604.24 MFE = 775.00 MAE = -389.15 960911 Enter Short 1 -5.25 13522.00 -2663.64 -7604.24 960912 Short 1 -51.59 13475.66 -2709.97 -7604.24 960913 Short 1 66.67 13593.92 -2591.71 -7604.24 960916 Short 1 -41.28 13485.97 -2699.66 -7604.24 960917 Short 1 5.03 13532.28 -2653.35 -7604.24 960918 Exit Short 1 -408.75 13118.50 -3067.13 -7604.24 MFE = 66.67 MAE = -408.75 960925 Enter Short 1 43.05 13161.55 -3024.09 -7604.24 960926 Short 1 181.21 13299.71 -2885.92 -7604.24 960927 Short 1 262.77 13381.27 -2804.36 -7604.24 960930 Short 1 541.34 13659.84 -2525.79 -7604.24 366.25 961001 Short 1 581.64 13700.14 -2485.50 -7604.24 961002 Exit Short 1 775.00 13893.50 -2292.13 -7604.24 MFE = 775.00 MAE = 0.00 961015 Enter Short 1 88.95 13982.45 -2203.18 -7604.24 961016 Short 1 103.84 13997.34 -2188.30 -7604.24 961017 Short 1 79.02 13972.52 -2213.11 -7604.24 961018 Short 1 178.14 14071.64 -2113.99 -7604.24 961021 Short 1 326.16 14219.66 -1965.97 -7604.24 961022 Short 1 148.44 14041.94 -2143.69 -7604.24 961023 Short 1 424.40 14317.90 -1867.73 -7604.24 961024 Short 1 394.96 14288.46 -1897.17 -7604.24 961025 Short 1 668.49 14561.99 -1623.65 -7604.24 961028 Exit Short 1 775.00 14668.50 -1517.13 -7604.24 MFE = 775.00 MAE = 0.00 961029 Enter Short 1 -275.04 14393.46 -1792.17 -7604.24 961030 Short 1 -356.49 14312.01 -1873.62 -7604.24 961031 Short 1 -418.94 14249.56 -1936.07 -7604.24 1550.00 961101 Short 1 -743.05 13925.45 -2260.19 -7604.24 961104 Short 1 -524.94 14143.56 -2042.08 -7604.24 961105 Short 1 -313.34 14355.16 -1830.47 -7604.24 961106 Short 1 -418.94 14249.56 -1936.07 -7604.24 961107 Exit Short 1 -1355.00 13313.50 -2872.13 -7604.24 MFE = 0.00 MAE = -1355.00 -1355.00 961202 Enter Short 1 -4.45 13309.05 -2876.58 -7604.24 961203 Short 1 -630.76 12682.74 -3502.90 -7604.24 961204 Short 1 -689.30 12624.20 -3561.43 -7604.24 961205 Short 1 -1072.86 12240.64 -3944.99 -7604.24 961206 Short 1 -821.47 12492.03 -3693.60 -7604.24 961209 Short 1 -533.47 12780.03 -3405.61 -7604.24 961210 Short 1 -606.41 12707.09 -3478.54 -7604.24 961211 Short 1 -796.95 12516.55 -3669.08 -7604.24 961212 Short 1 -650.26 12663.24 -3522.39 -7604.24 961213 Short 1 -301.37 13012.13 -3173.50 -7604.24 961216 Short 1 -339.92 12973.58 -3212.05 -7604.24 961217 Short 1 -335.10 12978.40 -3207.23 -7604.24 961218 Short 1 -431.69 12881.81 -3303.82 -7604.24 961219 Short 1 -253.26 13060.24 -3125.40 -7604.24 961220 Short 1 -99.88 13213.62 -2972.01 -7604.24 961223 Short 1 -229.24 13084.26 -3101.37 -7604.24 961224 Short 1 -28.28 13285.22 -2900.41 -7604.24 961225 Short 1 66.90 13380.40 -2805.23 -7604.24 961226 Short 1 175.95 13489.45 -2696.18 -7604.24 961227 Short 1 350.46 13663.96 -2521.67 -7604.24 961230 Short 1 793.43 14106.93 -2078.70 -7604.24 961231 Exit Short 1 775.00 14088.50 -2097.13 -7604.24 MFE = 793.43 MAE = -1072.86 775.00 970103 Enter Short 1 -79.23 14009.27 -2176.36 -7604.24 970106 Short 1 -385.15 13703.35 -2482.29 -7604.24 970107 Short 1 -642.77 13445.73 -2739.90 -7604.24 970108 Short 1 -343.23 13745.27 -2440.37 -7604.24 970109 Short 1 -102.28 13986.22 -2199.41 -7604.24 970110 Short 1 -217.85 13870.65 -2314.99 -7604.24 970113 Short 1 -51.59 14036.91 -2148.72 -7604.24 970114 Short 1 163.94 14252.44 -1933.19 -7604.24 970115 Short 1 86.18 14174.68 -2010.95 -7604.24 970116 Short 1 -23.98 14064.52 -2121.11 -7604.24 970117 Short 1 332.39 14420.90 -1764.74 -7604.24 970120 Short 1 598.83 14687.33 -1498.30 -7604.24 970121 Short 1 603.32 14691.82 -1493.82 -7604.24 970122 Exit Short 1 775.00 14863.50 -1322.13 -7604.24 MFE = 775.00 MAE = -642.77 970123 Enter Short 1 -114.65 14748.85 -1436.78 -7604.24 970124 Short 1 -277.78 14585.72 -1599.91 -7604.24 970127 Short 1 21.24 14884.74 -1300.89 -7604.24 970128 Exit Short 1 775.00 15638.50 -547.13 -7604.24 MFE = 775.00 MAE = -277.78 970129 Enter Short 1 22.01 15660.51 -525.12 -7604.24 970130 Short 1 -78.93 15559.57 -626.06 -7604.24 970131 Short 1 -282.02 15356.48 -829.15 -7604.24 1550.00 970203 Short 1 -121.11 15517.39 -668.24 -7604.24 970204 Short 1 214.39 15852.89 -332.74 -7604.24 970205 Short 1 594.83 16233.33 0.00 -7604.24 970206 Exit Short 1 775.00 16413.50 0.00 -7604.24 MFE = 775.00 MAE = -282.02 970207 Enter Short 1 -355.56 16057.94 -175.39 -7604.24 970210 Short 1 -545.54 15867.97 -365.36 -7604.24 970211 Short 1 -330.89 16082.61 -150.72 -7604.24 970212 Short 1 93.01 16506.51 0.00 -7604.24 970213 Short 1 56.61 16470.11 -36.40 -7604.24 970214 Short 1 64.71 16478.21 -28.31 -7604.24 970217 Short 1 181.78 16595.28 0.00 -7604.24 970218 Short 1 -36.66 16376.84 -218.44 -7604.24 970219 Short 1 193.86 16607.36 0.00 -7604.24 970220 Exit Short 1 -631.87 15781.63 -631.87 -7604.24 MFE = 193.86 MAE = -631.87 143.13 970326 Enter Short 1 -99.16 15682.46 -924.90 -7604.24 970327 Short 1 -266.18 15515.45 -1091.91 -7604.24 970328 Short 1 -78.87 15702.76 -904.60 -7604.24 970331 Short 1 -204.95 15576.67 -1030.69 -7604.24 0.00 970401 Exit Short 1 -644.37 15137.25 -1276.25 -7604.24 MFE = 0.00 MAE = -644.37 970407 Enter Short 1 205.93 15343.18 -1264.18 -7604.24 970408 Short 1 442.02 15579.27 -1028.09 -7604.24 970409 Short 1 656.48 15793.73 -813.63 -7604.24 970410 Short 1 241.49 15378.74 -1228.62 -7604.24 970411 Short 1 363.58 15500.83 -1106.53 -7604.24 970414 Short 1 539.74 15676.99 -930.37 -7604.24 970415 Short 1 332.13 15469.38 -1137.98 -7604.24 970416 Short 1 253.33 15390.58 -1216.78 -7604.24 970417 Short 1 324.26 15461.51 -1145.85 -7604.24 970418 Short 1 245.43 15382.68 -1224.68 -7604.24 970421 Short 1 63.19 15200.44 -1406.92 -7604.24 970422 Short 1 461.60 15598.85 -1008.51 -7604.24 970423 Short 1 332.13 15469.38 -1137.98 -7604.24 970424 Short 1 351.78 15489.03 -1118.32 -7604.24 970425 Short 1 422.44 15559.69 -1047.67 -7604.24 970428 Short 1 668.13 15805.38 -801.98 -7604.24 970429 Short 1 640.95 15778.20 -829.16 -7604.24 970430 Short 1 734.01 15871.26 -736.10 -7604.24 -644.37 970501 Exit Short 1 775.00 15912.25 -695.11 -7604.24 MFE = 775.00 MAE = 0.00 970506 Enter Long 1 147.79 16060.04 -547.32 -7604.24 970507 Long 1 203.58 16115.83 -491.53 -7604.24 970508 Exit Long 1 775.00 16687.25 0.00 -7604.24 MFE = 775.00 MAE = 0.00 970509 Exit Long 1 775.00 17462.25 0.00 -7604.24 MFE = 775.00 MAE = 0.00 970514 Enter Long 1 265.07 17727.32 0.00 -7604.24 970515 Exit Long 1 775.00 18237.25 0.00 -7604.24 MFE = 775.00 MAE = 0.00 970520 Exit Long 1 775.00 19012.25 0.00 -7604.24 MFE = 775.00 MAE = 0.00 3875.00 970605 Enter Long