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): weighted average with the following weights: (1) Today's high<1.00> (2) Today's low<1.00> (3) Today's close<1.00> (4) Tomorrow's open<0.00> 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 880414 Exit Long 1 100.00 100.00 0.00 0.00 MFE = 100.00 MAE = 0.00 100.00 880517 Exit Short 1 100.00 200.00 0.00 0.00 MFE = 100.00 MAE = 0.00 100.00 880715 Enter Short 1 40.98 240.98 0.00 0.00 880718 Short 1 -319.56 -119.56 -360.54 -360.54 880719 Short 1 -763.25 -563.25 -804.23 -804.23 880720 Short 1 -535.11 -335.11 -576.09 -804.23 880721 Short 1 -1276.68 -1076.68 -1317.66 -1317.66 880722 Short 1 -1566.79 -1366.79 -1607.77 -1607.77 880725 Short 1 -1061.39 -861.39 -1102.37 -1607.77 880726 Short 1 -1025.69 -825.69 -1066.68 -1607.77 880727 Short 1 -1312.74 -1112.74 -1353.73 -1607.77 880728 Short 1 -954.47 -754.47 -995.46 -1607.77 880729 Short 1 -752.67 -552.67 -793.65 -1607.77 0.00 880801 Short 1 -961.59 -761.59 -1002.57 -1607.77 880802 Short 1 -833.89 -633.89 -874.87 -1607.77 880803 Short 1 -908.29 -708.29 -949.27 -1607.77 880804 Short 1 -805.61 -605.61 -846.59 -1607.77 880805 Short 1 -517.65 -317.65 -558.63 -1607.77 880808 Short 1 -552.58 -352.58 -593.56 -1607.77 880809 Short 1 -88.86 111.14 -129.84 -1607.77 880810 Short 1 -587.56 -387.56 -628.54 -1607.77 880811 Short 1 -858.66 -658.66 -899.65 -1607.77 880812 Short 1 -887.01 -687.01 -927.99 -1607.77 880815 Short 1 -724.48 -524.48 -765.47 -1607.77 880816 Short 1 -570.06 -370.06 -611.05 -1607.77 880817 Short 1 -489.75 -289.75 -530.73 -1607.77 880818 Short 1 -689.30 -489.30 -730.28 -1607.77 880819 Short 1 -619.09 -419.09 -660.07 -1607.77 880822 Short 1 -587.56 -387.56 -628.54 -1607.77 880823 Short 1 -413.19 -213.19 -454.17 -1607.77 880824 Short 1 -535.11 -335.11 -576.09 -1607.77 880825 Short 1 -713.92 -513.92 -754.90 -1607.77 880826 Short 1 -524.63 -324.63 -565.62 -1607.77 880829 Short 1 -267.71 -67.71 -308.70 -1607.77 880830 Short 1 -154.05 45.95 -195.03 -1607.77 880831 Exit Short 1 100.00 300.00 0.00 -1607.77 MFE = 100.00 MAE = -1566.79 100.00 880916 Exit Short 1 100.00 400.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 881012 Exit Long 1 100.00 500.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 890103 Exit Long 1 100.00 600.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 890609 Exit Short 1 100.00 700.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 890915 Exit Short 1 100.00 800.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 900102 Enter Short 1 -42.56 757.44 -42.56 -1607.77 900103 Short 1 -403.53 396.47 -403.53 -1607.77 900104 Short 1 -1000.66 -200.66 -1000.66 -1607.77 900105 Short 1 -647.60 152.40 -647.60 -1607.77 900108 Short 1 -767.66 32.34 -767.66 -1607.77 900109 Short 1 -462.81 337.19 -462.81 -1607.77 900110 Short 1 -306.09 493.91 -306.09 -1607.77 900111 Short 1 -365.09 434.91 -365.09 -1607.77 900112 Short 1 -276.65 523.35 -276.65 -1607.77 900115 Short 1 -282.53 517.47 -282.53 -1607.77 900116 Short 1 -388.74 411.26 -388.74 -1607.77 900117 Short 1 -385.78 414.22 -385.78 -1607.77 900118 Short 1 -115.44 684.56 -115.44 -1607.77 900119 Short 1 -217.88 582.12 -217.88 -1607.77 900122 Short 1 -48.38 751.62 -48.38 -1607.77 900123 Short 1 -247.24 552.76 -247.24 -1607.77 900124 Short 1 -306.09 493.91 -306.09 -1607.77 900125 Short 1 -843.03 -43.03 -843.03 -1607.77 900126 Short 1 -1156.38 -356.38 -1156.38 -1607.77 900129 Short 1 -1125.76 -325.76 -1125.76 -1607.77 900130 Short 1 -557.98 242.02 -557.98 -1607.77 900131 Short 1 -668.56 131.44 -668.56 -1607.77 0.00 900201 Short 1 -522.24 277.76 -522.24 -1607.77 900202 Short 1 -335.57 464.43 -335.57 -1607.77 900205 Short 1 -572.89 227.11 -572.89 -1607.77 900206 Short 1 -433.15 366.85 -433.15 -1607.77 900207 Short 1 -335.57 464.43 -335.57 -1607.77 900208 Short 1 -424.26 375.74 -424.26 -1607.77 900209 Short 1 -587.81 212.19 -587.81 -1607.77 900212 Short 1 -713.55 86.45 -713.55 -1607.77 900213 Short 1 -722.56 77.44 -722.56 -1607.77 900214 Short 1 -647.60 152.40 -647.60 -1607.77 900215 Short 1 -549.04 250.96 -549.04 -1607.77 900216 Short 1 -812.85 -12.85 -812.85 -1607.77 900219 Short 1 -617.68 182.32 -617.68 -1607.77 900220 Short 1 -453.91 346.09 -453.91 -1607.77 900221 Short 1 -341.47 458.53 -341.47 -1607.77 900222 Short 1 -106.68 693.32 -106.68 -1607.77 900223 Exit Short 1 100.00 900.00 0.00 -1607.77 MFE = 100.00 MAE = -1156.38 100.00 900509 Exit Short 1 100.00 1000.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 100.00 900815 Enter Long 1 -176.48 823.52 -176.48 -1607.77 900816 Long 1 -75.76 924.24 -75.76 -1607.77 900817 Long 1 -190.83 809.17 -190.83 -1607.77 900820 Exit Long 1 100.00 1100.00 0.00 -1607.77 MFE = 100.00 MAE = -190.83 100.00 901004 Exit Long 1 100.00 1200.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901017 Enter Long 1 -156.99 1043.01 -156.99 -1607.77 901018 Exit Long 1 100.00 1300.00 0.00 -1607.77 MFE = 100.00 MAE = -156.99 200.00 901102 Exit Long 1 100.00 1400.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901105 Exit Long 1 100.00 1500.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901112 Exit Long 1 100.00 1600.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901119 Exit Long 1 100.00 1700.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901121 Exit Long 1 100.00 1800.00 0.00 -1607.77 MFE = 100.00 MAE = 0.00 901122 Enter Long 1 -86.02 1713.98 -86.02 -1607.77 901123 Long 1 -89.89 1710.11 -89.89 -1607.77 901126 Long 1 -833.51 966.49 -833.51 -1607.77 901127 Long 1 -569.17 1230.83 -569.17 -1607.77 901128 Long 1 -1316.90 483.10 -1316.90 -1607.77 901129 Long 1 -2325.95 -525.95 -2325.95 -2325.95 901130 Long 1 -2113.31 -313.31 -2113.31 -2325.95 500.00 901203 Long 1 -2883.72 -1083.72 -2883.72 -2883.72 901204 Long 1 -2255.28 -455.28 -2255.28 -2883.72 901205 Long 1 -2494.68 -694.68 -2494.68 -2883.72 901206 Long 1 -1959.74 -159.74 -1959.74 -2883.72 901207 Long 1 -1445.39 354.61 -1445.39 -2883.72 901210 Long 1 -1970.49 -170.49 -1970.49 -2883.72 901211 Long 1 -2059.86 -259.86 -2059.86 -2883.72 901212 Long 1 -1751.00 49.00 -1751.00 -2883.72 901213 Long 1 -1999.12 -199.12 -1999.12 -2883.72 901214 Long 1 -2255.28 -455.28 -2255.28 -2883.72 901217 Long 1 -2325.95 -525.95 -2325.95 -2883.72 901218 Long 1 -2113.31 -313.31 -2113.31 -2883.72 901219 Long 1 -2641.34 -841.34 -2641.34 -2883.72 901220 Long 1 -3242.61 -1442.61 -3242.61 -3242.61 901221 Long 1 -3157.66 -1357.66 -3157.66 -3242.61 901224 Long 1 -3276.50 -1476.50 -3276.50 -3276.50 901225 Long 1 -3259.56 -1459.56 -3259.56 -3276.50 901226 Long 1 -3404.83 -1604.83 -3404.83 -3404.83 901227 Long 1 -3445.21 -1645.21 -3445.21 -3445.21 901228 Long 1 -2918.14 -1118.14 -2918.14 -3445.21 901231 Long 1 -3123.59 -1323.59 -3123.59 -3445.21 0.00 910102 Long 1 -2745.52 -945.52 -2745.52 -3445.21 910103 Long 1 -2283.57 -483.57 -2283.57 -3445.21 910104 Long 1 -2883.72 -1083.72 -2883.72 -3445.21 910107 Long 1 -3367.76 -1567.76 -3367.76 -3445.21 910108 Long 1 -3472.08 -1672.08 -3472.08 -3472.08 910109 Long 1 -3572.60 -1772.60 -3572.60 -3572.60 910110 Long 1 -2762.84 -962.84 -2762.84 -3572.60 910111 Long 1 -2606.50 -806.50 -2606.50 -3572.60 910114 Long 1 -3021.10 -1221.10 -3021.10 -3572.60 910115 Long 1 -3225.64 -1425.64 -3225.64 -3572.60 910116 Long 1 -3579.28 -1779.28 -3579.28 -3579.28 910117 Long 1 -2059.86 -259.86 -2059.86 -3579.28 910118 Long 1 -2042.01 -242.01 -2042.01 -3579.28 910121 Long 1 -2077.68 -277.68 -2077.68 -3579.28 910122 Long 1 -2102.63 -302.63 -2102.63 -3579.28 910123 Long 1 -1869.99 -69.99 -1869.99 -3579.28 910124 Long 1 -2056.28 -256.28 -2056.28 -3579.28 910125 Long 1 -2095.51 -295.51 -2095.51 -3579.28 910128 Long 1 -1797.94 2.06 -1797.94 -3579.28 910129 Long 1 -1959.74 -159.74 -1959.74 -3579.28 910130 Long 1 -1616.86 183.14 -1616.86 -3579.28 910131 Long 1 -1649.56 150.44 -1649.56 -3579.28 0.00 910201 Long 1 -1772.67 27.33 -1772.67 -3579.28 910204 Long 1 -1427.08 372.92 -1427.08 -3579.28 910205 Long 1 -1031.75 768.25 -1031.75 -3579.28 910206 Long 1 -504.54 1295.46 -504.54 -3579.28 910207 Long 1 -610.90 1189.10 -610.90 -3579.28 910208 Long 1 -340.29 1459.71 -340.29 -3579.28 910211 Long 1 -336.46 1463.54 -336.46 -3579.28 910212 Long 1 -694.15 1105.85 -694.15 -3579.28 910213 Long 1 -1046.65 753.35 -1046.65 -3579.28 910214 Long 1 -1087.56 712.44 -1087.56 -3579.28 910215 Long 1 -1372.05 427.95 -1372.05 -3579.28 910218 Long 1 -1298.48 501.52 -1298.48 -3579.28 910219 Long 1 -1797.94 2.06 -1797.94 -3579.28 910220 Long 1 -1718.44 81.56 -1718.44 -3579.28 910221 Long 1 -1664.08 135.92 -1664.08 -3579.28 910222 Long 1 -1977.64 -177.64 -1977.64 -3579.28 910225 Long 1 -2487.68 -687.68 -2487.68 -3579.28 910226 Long 1 -2237.59 -437.59 -2237.59 -3579.28 910227 Long 1 -2017.00 -217.00 -2017.00 -3579.28 910228 Long 1 -2290.64 -490.64 -2290.64 -3579.28 0.00 910301 Long 1 -2849.25 -1049.25 -2849.25 -3579.28 910304 Long 1 -3140.63 -1340.63 -3140.63 -3579.28 910305 Long 1 -3411.57 -1611.57 -3411.57 -3579.28 910306 Long 1 -3208.67 -1408.67 -3208.67 -3579.28 910307 Long 1 -3113.37 -1313.37 -3113.37 -3579.28 910308 Long 1 -3562.57 -1762.57 -3562.57 -3579.28 910311 Long 1 -4058.81 -2258.81 -4058.81 -4058.81 910312 Long 1 -3252.78 -1452.78 -3252.78 -4058.81 910313 Long 1 -3225.64 -1425.64 -3225.64 -4058.81 910314 Long 1 -3310.34 -1510.34 -3310.34 -4058.81 910315 Long 1 -3934.12 -2134.12 -3934.12 -4058.81 910318 Long 1 -3970.28 -2170.28 -3970.28 -4058.81 910319 Long 1 -3894.60 -2094.60 -3894.60 -4058.81 910320 Long 1 -4068.62 -2268.62 -4068.62 -4068.62 910321 Long 1 -3595.99 -1795.99 -3595.99 -4068.62 910322 Long 1 -3828.58 -2028.58 -3828.58 -4068.62 910325 Long 1 -4351.42 -2551.42 -4351.42 -4351.42 910326 Long 1 -4238.08 -2438.08 -4238.08 -4351.42 910327 Long 1 -4480.26 -2680.26 -4480.26 -4480.26 910328 Long 1 -4997.72 -3197.72 -4997.72 -4997.72 910329 Long 1 -4862.37 -3062.37 -4862.37 -4997.72 0.00 910401 Long 1 -4415.93 -2615.93 -4415.93 -4997.72 910402 Long 1 -3960.43 -2160.43 -3960.43 -4997.72 910403 Long 1 -3788.88 -1988.88 -3788.88 -4997.72 910404 Long 1 -3310.34 -1510.34 -3310.34 -4997.72 910405 Long 1 -3529.10 -1729.10 -3529.10 -4997.72 910408 Long 1 -3695.96 -1895.96 -3695.96 -4997.72 910409 Long 1 -2900.94 -1100.94 -2900.94 -4997.72 910410 Long 1 -3904.48 -2104.48 -3904.48 -4997.72 910411 Long 1 -3327.24 -1527.24 -3327.24 -4997.72 910412 Long 1 -3411.57 -1611.57 -3411.57 -4997.72 910415 Long 1 -2710.84 -910.84 -2710.84 -4997.72 910416 Long 1 -2894.05 -1094.05 -2894.05 -4997.72 910417 Long 1 -3364.38 -1564.38 -3364.38 -4997.72 910418 Long 1 -3914.37 -2114.37 -3914.37 -4997.72 910419 Long 1 -4091.51 -2291.51 -4091.51 -4997.72 910422 Long 1 -4383.70 -2583.70 -4383.70 -4997.72 910423 Long 1 -3897.90 -2097.90 -3897.90 -4997.72 910424 Long 1 -3927.54 -2127.54 -3927.54 -4997.72 910425 Long 1 -3881.41 -2081.41 -3881.41 -4997.72 910426 Long 1 -4075.17 -2275.17 -4075.17 -4997.72 910429 Long 1 -3579.28 -1779.28 -3579.28 -4997.72 910430 Long 1 -3337.38 -1537.38 -3337.38 -4997.72 0.00 910501 Long 1 -4016.23 -2216.23 -4016.23 -4997.72 910502 Long 1 -4026.07 -2226.07 -4026.07 -4997.72 910503 Long 1 -4254.31 -2454.31 -4254.31 -4997.72 910506 Long 1 -4045.72 -2245.72 -4045.72 -4997.72 910507 Long 1 -3927.54 -2127.54 -3927.54 -4997.72 910508 Long 1 -4075.17 -2275.17 -4075.17 -4997.72 910509 Long 1 -3970.28 -2170.28 -3970.28 -4997.72 910510 Long 1 -4189.33 -2389.33 -4189.33 -4997.72 910513 Long 1 -4419.15 -2619.15 -4419.15 -4997.72 910514 Long 1 -3950.57 -2150.57 -3950.57 -4997.72 910515 Long 1 -3712.58 -1912.58 -3712.58 -4997.72 910516 Long 1 -3821.97 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Long 1 -4205.59 -2405.59 -4205.59 -5116.63 910712 Long 1 -3478.80 -1678.80 -3478.80 -5116.63 910715 Long 1 -3646.03 -1846.03 -3646.03 -5116.63 910716 Long 1 -3732.51 -1932.51 -3732.51 -5116.63 910717 Long 1 -3629.36 -1829.36 -3629.36 -5116.63 910718 Long 1 -3646.03 -1846.03 -3646.03 -5116.63 910719 Long 1 -3428.39 -1628.39 -3428.39 -5116.63 910722 Long 1 -3861.61 -2061.61 -3861.61 -5116.63 910723 Long 1 -3699.29 -1899.29 -3699.29 -5116.63 910724 Long 1 -3798.81 -1998.81 -3798.81 -5116.63 910725 Long 1 -4254.31 -2454.31 -4254.31 -5116.63 910726 Long 1 -3878.11 -2078.11 -3878.11 -5116.63 910729 Long 1 -3911.07 -2111.07 -3911.07 -5116.63 910730 Long 1 -3920.95 -2120.95 -3920.95 -5116.63 910731 Long 1 -3762.37 -1962.37 -3762.37 -5116.63 0.00 910801 Long 1 -3845.10 -2045.10 -3845.10 -5116.63 910802 Long 1 -3712.58 -1912.58 -3712.58 -5116.63 910805 Long 1 -3539.15 -1739.15 -3539.15 -5116.63 910806 Long 1 -3184.88 -1384.88 -3184.88 -5116.63 910807 Long 1 -3276.50 -1476.50 -3276.50 -5116.63 910808 Long 1 -3394.73 -1594.73 -3394.73 -5116.63 910809 Long 1 -3512.35 -1712.35 -3512.35 -5116.63 910812 Long 1 -3488.87 -1688.87 -3488.87 -5116.63 910813 Long 1 -3455.29 -1655.29 -3455.29 -5116.63 910814 Long 1 -3542.49 -1742.49 -3542.49 -5116.63 910815 Long 1 -3672.67 -1872.67 -3672.67 -5116.63 910816 Long 1 -3778.94 -1978.94 -3778.94 -5116.63 910819 Long 1 -4009.67 -2209.67 -4009.67 -5116.63 910820 Long 1 -3729.19 -1929.19 -3729.19 -5116.63 910821 Long 1 -3455.29 -1655.29 -3455.29 -5116.63 910822 Long 1 -3562.57 -1762.57 -3562.57 -5116.63 910823 Long 1 -3612.68 -1812.68 -3612.68 -5116.63 910826 Long 1 -3602.67 -1802.67 -3602.67 -5116.63 910827 Long 1 -3629.36 -1829.36 -3629.36 -5116.63 910828 Long 1 -3495.58 -1695.58 -3495.58 -5116.63 910829 Long 1 -3695.96 -1895.96 -3695.96 -5116.63 910830 Long 1 -3589.31 -1789.31 -3589.31 -5116.63 0.00 910902 Long 1 -3562.57 -1762.57 -3562.57 -5116.63 910903 Long 1 -3259.56 -1459.56 -3259.56 -5116.63 910904 Long 1 -3130.41 -1330.41 -3130.41 -5116.63 910905 Long 1 -3259.56 -1459.56 -3259.56 -5116.63 910906 Long 1 -3174.68 -1374.68 -3174.68 -5116.63 910909 Long 1 -2856.14 -1056.14 -2856.14 -5116.63 910910 Long 1 -2880.27 -1080.27 -2880.27 -5116.63 910911 Long 1 -2873.38 -1073.38 -2873.38 -5116.63 910912 Long 1 -2676.12 -876.12 -2676.12 -5116.63 910913 Long 1 -2641.34 -841.34 -2641.34 -5116.63 910916 Long 1 -2501.69 -701.69 -2501.69 -5116.63 910917 Long 1 -2582.09 -782.09 -2582.09 -5116.63 910918 Long 1 -2759.38 -959.38 -2759.38 -5116.63 910919 Long 1 -2797.44 -997.44 -2797.44 -5116.63 910920 Long 1 -2700.43 -900.43 -2700.43 -5116.63 910923 Long 1 -2212.78 -412.78 -2212.78 -5116.63 910924 Long 1 -2484.17 -684.17 -2484.17 -5116.63 910925 Long 1 -2354.15 -554.15 -2354.15 -5116.63 910926 Long 1 -2571.62 -771.62 -2571.62 -5116.63 910927 Long 1 -2325.95 -525.95 -2325.95 -5116.63 910930 Long 1 -2301.24 -501.24 -2301.24 -5116.63 0.00 911001 Long 1 -2431.55 -631.55 -2431.55 -5116.63 911002 Long 1 -2123.99 -323.99 -2123.99 -5116.63 911003 Long 1 -1408.75 391.25 -1408.75 -5116.63 911004 Long 1 -1057.82 742.18 -1057.82 -5116.63 911007 Long 1 -1061.54 738.46 -1061.54 -5116.63 911008 Long 1 -1335.29 464.71 -1335.29 -5116.63 911009 Long 1 -1124.70 675.30 -1124.70 -5116.63 911010 Long 1 -1316.90 483.10 -1316.90 -5116.63 911011 Long 1 -1028.03 771.97 -1028.03 -5116.63 911014 Long 1 -1076.41 723.59 -1076.41 -5116.63 911015 Long 1 -1206.20 593.80 -1206.20 -5116.63 911016 Long 1 -1232.08 567.92 -1232.08 -5116.63 911017 Long 1 -964.61 835.39 -964.61 -5116.63 911018 Long 1 -1150.67 649.33 -1150.67 -5116.63 911021 Long 1 -1503.90 296.10 -1503.90 -5116.63 911022 Long 1 -1718.44 81.56 -1718.44 -5116.63 911023 Long 1 -1808.76 -8.76 -1808.76 -5116.63 911024 Long 1 -1682.21 117.79 -1682.21 -5116.63 911025 Long 1 -1754.61 45.39 -1754.61 -5116.63 911028 Long 1 -2017.00 -217.00 -2017.00 -5116.63 911029 Long 1 -1419.75 380.25 -1419.75 -5116.63 911030 Long 1 -1554.98 245.02 -1554.98 -5116.63 911031 Long 1 -1500.25 299.75 -1500.25 -5116.63 0.00 911101 Long 1 -1095.00 705.00 -1095.00 -5116.63 911104 Long 1 -889.78 910.22 -889.78 -5116.63 911105 Long 1 -1213.60 586.40 -1213.60 -5116.63 911106 Long 1 -1180.30 619.70 -1180.30 -5116.63 911107 Long 1 -1169.19 630.81 -1169.19 -5116.63 911108 Long 1 -1335.29 464.71 -1335.29 -5116.63 911111 Long 1 -1195.10 604.90 -1195.10 -5116.63 911112 Long 1 -1195.10 604.90 -1195.10 -5116.63 911113 Long 1 -1232.08 567.92 -1232.08 -5116.63 911114 Long 1 -1046.65 753.35 -1046.65 -5116.63 911115 Long 1 -945.93 854.07 -945.93 -5116.63 911118 Long 1 -1076.41 723.59 -1076.41 -5116.63 911119 Long 1 -1161.78 638.22 -1161.78 -5116.63 911120 Long 1 -1076.41 723.59 -1076.41 -5116.63 911121 Long 1 -1039.20 760.80 -1039.20 -5116.63 911122 Long 1 -983.28 816.72 -983.28 -5116.63 911125 Long 1 -416.82 1383.18 -416.82 -5116.63 911126 Long 1 -1280.05 519.95 -1280.05 -5116.63 911127 Long 1 -1154.37 645.63 -1154.37 -5116.63 911128 Long 1 -1113.57 686.43 -1113.57 -5116.63 911129 Long 1 -1195.10 604.90 -1195.10 -5116.63 0.00 911202 Long 1 -1254.23 545.77 -1254.23 -5116.63 911203 Long 1 -964.61 835.39 -964.61 -5116.63 911204 Long 1 -863.54 936.46 -863.54 -5116.63 911205 Long 1 -716.80 1083.20 -716.80 -5116.63 911206 Long 1 -409.18 1390.82 -409.18 -5116.63 911209 Long 1 -550.18 1249.82 -550.18 -5116.63 911210 Long 1 -713.03 1086.97 -713.03 -5116.63 911211 Long 1 -945.93 854.07 -945.93 -5116.63 911212 Long 1 -945.93 854.07 -945.93 -5116.63 911213 Long 1 -844.78 955.22 -844.78 -5116.63 911216 Long 1 -599.53 1200.47 -599.53 -5116.63 911217 Long 1 -550.18 1249.82 -550.18 -5116.63 911218 Long 1 -599.53 1200.47 -599.53 -5116.63 911219 Long 1 -504.54 1295.46 -504.54 -5116.63 911220 Long 1 -263.51 1536.49 -263.51 -5116.63 911223 Exit Long 1 100.00 1900.00 0.00 -5116.63 MFE = 100.00 MAE = -5116.63 100.00 920401 Enter Short 1 -43.40 1856.60 -43.40 -5116.63 920402 Exit Short 1 100.00 2000.00 0.00 -5116.63 MFE = 100.00 MAE = -43.40 100.00 920512 Enter Long 1 -26.00 1974.00 -26.00 -5116.63 920513 Exit Long 1 100.00 2100.00 0.00 -5116.63 MFE = 100.00 MAE = -26.00 100.00 920625 Enter Long 1 -36.22 2063.78 -36.22 -5116.63 920626 Long 1 -254.91 1845.09 -254.91 -5116.63 920629 Exit Long 1 100.00 2200.00 0.00 -5116.63 MFE = 100.00 MAE = -254.91 100.00 920813 Enter Long 1 48.84 2248.84 0.00 -5116.63 920814 Exit Long 1 100.00 2300.00 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 920922 Exit Long 1 100.00 2400.00 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 921207 Enter Long 1 -190.83 2209.17 -39.67 -5116.63 921208 Long 1 -198.99 2201.01 -47.84 -5116.63 921209 Long 1 -308.96 2091.04 -157.81 -5116.63 921210 Long 1 -178.58 2221.42 -27.42 -5116.63 921211 Long 1 -243.85 2156.15 -92.70 -5116.63 921214 Long 1 -178.58 2221.42 -27.42 -5116.63 921215 Long 1 -276.43 2123.57 -125.27 -5116.63 921216 Exit Long 1 100.00 2500.00 0.00 -5116.63 MFE = 100.00 MAE = -308.96 100.00 930113 Enter Short 1 -204.91 2295.09 -204.91 -5116.63 930114 Short 1 -98.12 2401.88 -98.12 -5116.63 930115 Short 1 -27.18 2472.82 -27.18 -5116.63 930118 Short 1 -248.55 2251.45 -248.55 -5116.63 930119 Short 1 -272.38 2227.62 -272.38 -5116.63 930120 Short 1 -576.29 1923.71 -576.29 -5116.63 930121 Short 1 -479.92 2020.08 -479.92 -5116.63 930122 Short 1 -403.89 2096.11 -403.89 -5116.63 930125 Exit Short 1 -1318.12 1181.87 -1318.12 -5116.63 MFE = 0.00 MAE = -1318.12 930125 Enter Long 1 -171.88 1010.00 -1490.00 -5116.63 930126 Long 1 -282.63 899.25 -1600.75 -5116.63 930127 Long 1 -478.34 703.53 -1796.47 -5116.63 930128 Long 1 -539.19 642.68 -1857.32 -5116.63 930129 Long 1 -700.73 481.14 -2018.86 -5116.63 -1318.12 930201 Long 1 -885.24 296.64 -2203.36 -5116.63 930202 Long 1 -708.79 473.08 -2026.92 -5116.63 930203 Long 1 -616.05 565.82 -1934.18 -5116.63 930204 Long 1 -736.95 444.93 -2055.07 -5116.63 930205 Long 1 -620.09 561.78 -1938.22 -5116.63 930208 Long 1 -364.36 817.52 -1682.48 -5116.63 930209 Exit Long 1 100.00 1281.87 -1218.12 -5116.63 MFE = 100.00 MAE = -885.24 100.00 930416 Enter Long 1 32.85 1314.73 -1185.27 -5116.63 930419 Exit Long 1 307.34 1589.21 -910.79 -5116.63 MFE = 307.34 MAE = 0.00 307.34 930514 Enter Long 1 -4.34 1584.87 -915.13 -5116.63 930517 Long 1 -334.21 1255.00 -1245.00 -5116.63 930518 Long 1 -389.66 1199.56 -1300.44 -5116.63 930519 Exit Long 1 100.00 1689.21 -810.79 -5116.63 MFE = 100.00 MAE = -389.66 930525 Exit Long 1 100.00 1789.21 -710.79 -5116.63 MFE = 100.00 MAE = 0.00 930526 Enter Long 1 -1.63 1787.58 -712.42 -5116.63 930527 Exit Long 1 100.00 1889.21 -610.79 -5116.63 MFE = 100.00 MAE = -1.63 300.00 930608 Exit Long 1 100.00 1989.21 -510.79 -5116.63 MFE = 100.00 MAE = 0.00 930614 Exit Long 1 100.00 2089.21 -410.79 -5116.63 MFE = 100.00 MAE = 0.00 200.00 930722 Exit Long 1 100.00 2189.21 -310.79 -5116.63 MFE = 100.00 MAE = 0.00 100.00 930811 Exit Long 1 100.00 2289.21 -210.79 -5116.63 MFE = 100.00 MAE = 0.00 100.00 940324 Exit Long 1 100.00 2389.21 -110.79 -5116.63 MFE = 100.00 MAE = 0.00 100.00 940428 Exit Long 1 100.00 2489.21 -10.79 -5116.63 MFE = 100.00 MAE = 0.00 100.00 940607 Exit Long 1 100.00 2589.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 940818 Exit Long 1 100.00 2689.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 940920 Enter Long 1 -55.56 2633.65 -55.56 -5116.63 940921 Long 1 -121.00 2568.21 -121.00 -5116.63 940922 Long 1 -290.51 2398.70 -290.51 -5116.63 940923 Long 1 -166.73 2522.49 -166.73 -5116.63 940926 Long 1 -723.21 1966.00 -723.21 -5116.63 940927 Long 1 -225.42 2463.79 -225.42 -5116.63 940928 Long 1 -876.78 1812.43 -876.78 -5116.63 940929 Long 1 -613.98 2075.23 -613.98 -5116.63 940930 Long 1 -1035.96 1653.25 -1035.96 -5116.63 0.00 941003 Long 1 -1270.09 1419.13 -1270.09 -5116.63 941004 Long 1 -1257.48 1431.73 -1257.48 -5116.63 941005 Long 1 -1263.78 1425.43 -1263.78 -5116.63 941006 Long 1 -1446.11 1243.11 -1446.11 -5116.63 941007 Long 1 -1900.41 788.80 -1900.41 -5116.63 941010 Long 1 -1751.78 937.43 -1751.78 -5116.63 941011 Long 1 -1689.64 999.57 -1689.64 -5116.63 941012 Long 1 -1364.51 1324.70 -1364.51 -5116.63 941013 Long 1 -1112.09 1577.12 -1112.09 -5116.63 941014 Long 1 -400.86 2288.35 -400.86 -5116.63 941017 Exit Long 1 100.00 2789.21 0.00 -5116.63 MFE = 100.00 MAE = -1900.41 100.00 941228 Exit Long 1 100.00 2889.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 950302 Exit Long 1 100.00 2989.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950329 Enter Long 1 -181.37 2807.85 -181.37 -5116.63 950330 Long 1 -1168.71 1820.50 -1168.71 -5116.63 950331 Exit Long 1 100.00 3089.21 0.00 -5116.63 MFE = 100.00 MAE = -1168.71 200.00 950403 Enter Long 1 89.43 3178.64 0.00 -5116.63 950404 Exit Long 1 100.00 3189.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950407 Exit Long 1 100.00 3289.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950410 Exit Long 1 100.00 3389.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950412 Exit Long 1 100.00 3489.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950413 Exit Long 1 100.00 3589.21 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950417 Exit Long 1 100.04 3689.25 0.00 -5116.63 MFE = 100.04 MAE = 0.00 950418 Exit Long 1 100.00 3789.25 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950419 Exit Long 1 100.00 3889.25 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950424 Enter Long 1 -899.73 2989.52 -189.12 -5116.63 950425 Exit Long 1 99.70 3988.94 0.00 -5116.63 MFE = 99.70 MAE = -899.73 950426 Exit Long 1 100.00 4088.94 0.00 -5116.63 MFE = 100.00 MAE = 0.00 999.73 950501 Exit Long 1 100.00 4188.94 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950502 Exit Long 1 100.00 4288.94 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950503 Exit Long 1 100.00 4388.94 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950508 Exit Long 1 100.09 4489.03 0.00 -5116.63 MFE = 100.09 MAE = 0.00 950509 Enter Long 1 -315.24 4173.79 -315.24 -5116.63 950510 Long 1 -727.20 3761.83 -727.20 -5116.63 950511 Long 1 -2407.42 2081.61 -2407.42 -5116.63 950512 Long 1 -3248.59 1240.45 -3248.59 -5116.63 950515 Long 1 -3006.66 1482.38 -3006.66 -5116.63 950516 Long 1 -3165.35 1323.69 -3165.35 -5116.63 950517 Long 1 -3373.09 1115.94 -3373.09 -5116.63 950518 Long 1 -3298.45 1190.59 -3298.45 -5116.63 950519 Long 1 -3381.38 1107.65 -3381.38 -5116.63 950522 Long 1 -3744.04 744.99 -3744.04 -5116.63 950523 Long 1 -3596.12 892.91 -3596.12 -5116.63 950524 Long 1 -3604.35 884.68 -3604.35 -5116.63 950525 Long 1 -1633.42 2855.61 -1633.42 -5116.63 950526 Exit Long 1 100.00 4589.03 0.00 -5116.63 MFE = 100.00 MAE = -3744.04 950529 Exit Long 1 100.19 4689.22 0.00 -5116.63 MFE = 100.19 MAE = 0.00 600.28 950602 Exit Long 1 100.00 4789.22 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950607 Exit Long 1 100.00 4889.22 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950609 Exit Long 1 100.00 4989.22 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950612 Exit Long 1 100.00 5089.22 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950613 Exit Long 1 100.00 5189.22 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950615 Exit Long 1 100.03 5289.25 0.00 -5116.63 MFE = 100.03 MAE = 0.00 950619 Exit Long 1 100.22 5389.47 0.00 -5116.63 MFE = 100.22 MAE = 0.00 950620 Exit Long 1 100.00 5489.47 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950621 Exit Long 1 100.00 5589.47 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950622 Enter Long 1 -476.17 5113.30 -476.17 -5116.63 950623 Long 1 -335.72 5253.75 -335.72 -5116.63 950626 Long 1 -300.53 5288.94 -300.53 -5116.63 950627 Long 1 -238.85 5350.62 -238.85 -5116.63 950628 Exit Long 1 99.93 5689.40 0.00 -5116.63 MFE = 99.93 MAE = -476.17 950629 Exit Long 1 100.00 5789.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 1100.18 950802 Exit Short 1 100.00 5889.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950815 Exit Short 1 100.00 5989.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950829 Exit Short 1 100.00 6089.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950830 Exit Short 1 100.00 6189.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950831 Enter Short 1 -1243.58 4945.82 -1243.58 -5116.63 400.00 950901 Short 1 -1309.46 4879.94 -1309.46 -5116.63 950904 Short 1 -1145.01 5044.39 -1145.01 -5116.63 950905 Short 1 -1118.78 5070.62 -1118.78 -5116.63 950906 Short 1 -335.24 5854.16 -335.24 -5116.63 950907 Short 1 -207.57 5981.83 -207.57 -5116.63 950908 Exit Short 1 100.00 6289.40 0.00 -5116.63 MFE = 100.00 MAE = -1309.46 950911 Enter Short 1 73.12 6362.52 0.00 -5116.63 950912 Exit Short 1 100.00 6389.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950913 Exit Short 1 100.00 6489.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950914 Exit Short 1 100.00 6589.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950915 Exit Short 1 100.00 6689.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950918 Enter Short 1 -738.51 5950.89 -411.63 -5116.63 950919 Exit Short 1 100.00 6789.40 0.00 -5116.63 MFE = 100.00 MAE = -738.51 950922 Exit Short 1 100.00 6889.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 950925 Exit Short 1 100.00 6989.40 0.00 -5116.63 MFE = 100.00 MAE = 0.00 800.00 951002 Exit Short 1 99.94 7089.34 0.00 -5116.63 MFE = 99.94 MAE = 0.00 951003 Exit Short 1 100.00 7189.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951004 Enter Short 1 -504.17 6685.17 -504.17 -5116.63 951005 Short 1 -1238.32 5951.03 -1238.32 -5116.63 951006 Short 1 -763.50 6425.84 -763.50 -5116.63 951009 Short 1 -763.50 6425.84 -763.50 -5116.63 951010 Short 1 -467.30 6722.04 -467.30 -5116.63 951011 Short 1 -363.07 6826.27 -363.07 -5116.63 951012 Short 1 -931.36 6257.99 -931.36 -5116.63 951013 Short 1 -430.47 6758.87 -430.47 -5116.63 951016 Short 1 -608.88 6580.47 -608.88 -5116.63 951017 Short 1 -825.56 6363.78 -825.56 -5116.63 951018 Short 1 -559.56 6629.79 -559.56 -5116.63 951019 Short 1 -825.56 6363.78 -825.56 -5116.63 951020 Short 1 -856.64 6332.70 -856.64 -5116.63 951023 Short 1 -1062.54 6126.80 -1062.54 -5116.63 951024 Short 1 -732.51 6456.83 -732.51 -5116.63 951025 Short 1 -332.48 6856.86 -332.48 -5116.63 951026 Exit Short 1 100.00 7289.34 0.00 -5116.63 MFE = 100.00 MAE = -1238.32 951027 Enter Short 1 69.26 7358.61 0.00 -5116.63 951030 Exit Short 1 100.00 7389.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951031 Exit Short 1 100.00 7489.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 499.94 951101 Exit Short 1 100.00 7589.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951102 Exit Short 1 100.00 7689.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951113 Exit Short 1 100.00 7789.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951114 Exit Short 1 100.00 7889.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951116 Exit Short 1 100.00 7989.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951117 Enter Short 1 -95.12 7894.22 0.00 -5116.63 951120 Exit Short 1 100.00 8089.34 0.00 -5116.63 MFE = 100.00 MAE = -95.12 951124 Exit Short 1 100.00 8189.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951127 Exit Short 1 100.00 8289.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951130 Exit Short 1 100.00 8389.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 900.00 951212 Exit Short 1 100.00 8489.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 951222 Exit Short 1 100.00 8589.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 200.00 960124 Exit Short 1 100.00 8689.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 960418 Exit Long 1 100.00 8789.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 960716 Exit Long 1 100.00 8889.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 961107 Exit Long 1 100.00 8989.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 961125 Exit Short 1 100.00 9089.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 200.00 970325 Enter Short 1 2.16 9091.50 0.00 -5116.63 970326 Exit Short 1 100.00 9189.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 970407 Enter Short 1 59.68 9249.03 0.00 -5116.63 970408 Exit Short 1 100.00 9289.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 970428 Enter Short 1 -33.75 9255.59 0.00 -5116.63 970429 Short 1 -60.93 9228.42 -27.18 -5116.63 970430 Short 1 32.14 9321.48 0.00 -5116.63 100.00 970501 Exit Short 1 100.00 9389.34 0.00 -5116.63 MFE = 100.00 MAE = -60.93 100.00 970609 Exit Long 1 100.00 9489.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 970707 Exit Long 1 100.00 9589.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 970808 Exit Long 1 100.00 9689.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 971217 Exit Long 1 100.00 9789.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 980102 Exit Short 1 100.00 9889.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 980713 Exit Short 1 100.00 9989.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 981006 Exit Long 1 100.00 10089.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981007 Exit Long 1 100.00 10189.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981030 Exit Long 1 100.00 10289.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 300.00 981102 Exit Long 1 100.00 10389.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981111 Exit Long 1 100.00 10489.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981113 Exit Long 1 100.00 10589.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981116 Exit Long 1 100.00 10689.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981117 Exit Long 1 100.00 10789.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981119 Exit Long 1 100.00 10889.34 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981120 Exit Long 1 99.98 10989.33 0.00 -5116.63 MFE = 99.98 MAE = 0.00 981124 Enter Long 1 -291.86 10697.47 0.00 -5116.63 981125 Long 1 -550.61 10438.71 -258.75 -5116.63 981126 Long 1 -618.05 10371.28 -326.19 -5116.63 981127 Long 1 -1105.88 9883.45 -814.02 -5116.63 981130 Long 1 -1184.22 9805.11 -892.36 -5116.63 699.98 981201 Long 1 -731.46 10257.87 -439.60 -5116.63 981202 Exit Long 1 100.00 11089.33 0.00 -5116.63 MFE = 100.00 MAE = -1184.22 981203 Exit Long 1 100.03 11189.36 0.00 -5116.63 MFE = 100.03 MAE = 0.00 981204 Exit Long 1 100.00 11289.36 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981209 Exit Long 1 100.00 11389.36 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981210 Exit Long 1 100.00 11489.36 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981211 Exit Long 1 100.00 11589.36 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981214 Exit Long 1 99.78 11689.14 0.00 -5116.63 MFE = 99.78 MAE = 0.00 981216 Exit Long 1 100.00 11789.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981218 Exit Long 1 100.00 11889.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981221 Exit Long 1 100.00 11989.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981223 Exit Long 1 100.00 12089.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981224 Exit Long 1 100.00 12189.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981228 Enter Long 1 18.85 12208.00 0.00 -5116.63 981229 Exit Long 1 100.00 12289.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981230 Exit Long 1 100.00 12389.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 981231 Exit Long 1 100.00 12489.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 1499.82 990104 Exit Long 1 100.00 12589.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990105 Exit Long 1 100.00 12689.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990107 Exit Long 1 100.00 12789.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990111 Exit Long 1 100.00 12889.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 400.00 990202 Exit Long 1 100.00 12989.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 990513 Exit Short 1 100.00 13089.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 990719 Enter Long 1 -260.88 12828.26 0.00 -5116.63 990720 Long 1 -505.00 12584.14 -244.12 -5116.63 990721 Long 1 -126.77 12962.38 0.00 -5116.63 990722 Exit Long 1 100.00 13189.14 0.00 -5116.63 MFE = 100.00 MAE = -505.00 100.00 990818 Exit Long 1 100.00 13289.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990831 Enter Long 1 -197.38 13091.76 0.00 -5116.63 100.00 990901 Exit Long 1 100.00 13389.14 0.00 -5116.63 MFE = 100.00 MAE = -197.38 990909 Exit Long 1 100.00 13489.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990913 Exit Long 1 100.00 13589.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990921 Exit Long 1 100.00 13689.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 990930 Exit Long 1 100.00 13789.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 500.00 991001 Exit Long 1 100.00 13889.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991011 Enter Long 1 5.31 13894.45 0.00 -5116.63 991012 Exit Long 1 100.00 13989.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991015 Exit Long 1 100.00 14089.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991018 Exit Long 1 100.21 14189.35 0.00 -5116.63 MFE = 100.21 MAE = 0.00 991022 Enter Long 1 -208.46 13980.89 0.00 -5116.63 991025 Exit Long 1 100.00 14289.35 0.00 -5116.63 MFE = 100.00 MAE = -208.46 991026 Exit Long 1 100.00 14389.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991027 Exit Long 1 100.00 14489.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991029 Enter Long 1 11.55 14500.90 0.00 -5116.63 700.21 991101 Exit Long 1 100.00 14589.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991103 Exit Long 1 100.00 14689.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991108 Enter Long 1 8.84 14698.20 0.00 -5116.63 991109 Exit Long 1 100.00 14789.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 991110 Enter Long 1 -123.36 14665.99 -32.21 -5116.63 991111 Long 1 -294.08 14495.27 -202.92 -5116.63 991112 Long 1 -418.66 14370.70 -327.50 -5116.63 991115 Long 1 -225.91 14563.44 -134.76 -5116.63 991116 Long 1 -845.02 13944.33 -753.87 -5116.63 991117 Long 1 -615.77 14173.58 -524.61 -5116.63 991118 Long 1 -839.45 13949.90 -748.29 -5116.63 991119 Long 1 -1066.98 13722.37 -975.82 -5116.63 991122 Long 1 -123.36 14665.99 -32.21 -5116.63 991123 Exit Long 1 100.00 14889.35 0.00 -5116.63 MFE = 100.00 MAE = -1066.98 991126 Exit Long 1 100.00 14989.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 500.00 991216 Enter Long 1 -346.98 14642.37 -346.98 -5116.63 991217 Long 1 -305.88 14683.48 -305.88 -5116.63 991220 Exit Long 1 100.00 15089.35 0.00 -5116.63 MFE = 100.00 MAE = -346.98 100.00 000519 Enter Long 1 -274.61 14814.74 -274.61 -5116.63 000522 Long 1 -361.97 14727.38 -361.97 -5116.63 000523 Long 1 -66.08 15023.27 -66.08 -5116.63 000524 Long 1 -800.26 14289.09 -800.26 -5116.63 000525 Long 1 -546.75 14542.60 -546.75 -5116.63 000526 Long 1 -378.32 14711.03 -378.32 -5116.63 000529 Long 1 -280.08 14809.27 -280.08 -5116.63 000530 Exit Long 1 100.00 15189.35 0.00 -5116.63 MFE = 100.00 MAE = -800.26 100.00 010228 Enter Short 1 -0.02 15189.33 -0.02 -5116.63 0.00 010301 Short 1 27.23 15216.58 0.00 -5116.63 010302 Exit Short 1 100.00 15289.35 0.00 -5116.63 MFE = 100.00 MAE = -0.02 010315 Enter Short 1 1.86 15291.21 0.00 -5116.63 010316 Exit Short 1 100.00 15389.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 010329 Enter Short 1 45.78 15435.14 0.00 -5116.63 010330 Exit Short 1 100.00 15489.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 300.00 010523 Exit Long 1 100.00 15589.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 020108 Exit Short 1 100.00 15689.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 020122 Exit Short 1 100.00 15789.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 020131 Exit Short 1 100.00 15889.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 300.00 020205 Enter Short 1 -135.31 15754.04 0.00 -5116.63 020206 Short 1 -194.69 15694.66 -59.39 -5116.63 020207 Short 1 -250.72 15638.64 -115.41 -5116.63 020208 Exit Short 1 100.00 15989.35 0.00 -5116.63 MFE = 100.00 MAE = -250.72 100.00 020517 Exit Long 1 100.00 16089.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 020621 Exit Long 1 100.00 16189.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 020708 Exit Long 1 100.00 16289.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 020812 Exit Long 1 100.00 16389.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 020814 Exit Long 1 100.00 16489.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 200.00 021202 Exit Short 1 100.00 16589.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 031202 Enter Long 1 80.41 16669.76 0.00 -5116.63 031203 Exit Long 1 100.00 16689.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 200.00 040105 Exit Long 1 100.00 16789.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 040218 Exit Short 1 100.00 16889.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 040507 Exit Short 1 100.00 16989.35 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 050222 Enter Long 1 -54.89 16934.46 0.00 -5116.63 050223 Long 1 -541.43 16447.92 -486.53 -5116.63 050224 Long 1 -818.34 16171.01 -763.45 -5116.63 050225 Long 1 -688.68 16300.67 -633.79 -5116.63 050228 Long 1 -307.74 16681.62 -252.84 -5116.63 0.00 050301 Long 1 -216.04 16773.32 -161.14 -5116.63 050302 Long 1 -439.06 16550.29 -384.16 -5116.63 050303 Long 1 -767.67 16221.68 -712.78 -5116.63 050304 Long 1 -444.75 16544.60 -389.86 -5116.63 050307 Long 1 -683.03 16306.32 -628.14 -5116.63 050308 Long 1 -439.06 16550.29 -384.16 -5116.63 050309 Exit Long 1 100.00 17089.35 0.00 -5116.63 MFE = 100.00 MAE = -818.34 100.00 050830 Enter Short 1 -124.99 16964.36 -124.99 -5116.63 050831 Short 1 -454.62 16634.73 -454.62 -5116.63 0.00 050901 Short 1 -886.39 16202.96 -886.39 -5116.63 050902 Short 1 -974.58 16114.77 -974.58 -5116.63 050905 Short 1 -1235.54 15853.81 -1235.54 -5116.63 050906 Short 1 -995.37 16093.99 -995.37 -5116.63 050907 Short 1 -757.20 16332.15 -757.20 -5116.63 050908 Short 1 -556.83 16532.52 -556.83 -5116.63 050909 Short 1 -922.67 16166.68 -922.67 -5116.63 050912 Short 1 -685.11 16404.24 -685.11 -5116.63 050913 Short 1 -469.93 16619.42 -469.93 -5116.63 050914 Short 1 -618.33 16471.02 -618.33 -5116.63 050915 Short 1 -454.62 16634.73 -454.62 -5116.63 050916 Short 1 -130.03 16959.32 -130.03 -5116.63 050919 Short 1 -49.46 17039.89 -49.46 -5116.63 050920 Exit Short 1 100.00 17189.35 0.00 -5116.63 MFE = 100.00 MAE = -1235.54 100.00 051125 Enter Short 1 -35.64 17153.72 -35.64 -5116.63 051128 Exit Short 1 100.00 17289.35 0.00 -5116.63 MFE = 100.00 MAE = -35.64 100.00 051214 Enter Long 1 -187.74 17101.61 -187.74 -5116.63 051215 Exit Long 1 100.00 17389.35 0.00 -5116.63 MFE = 100.00 MAE = -187.74 100.00 060918 Exit Short 1 99.79 17489.14 0.00 -5116.63 MFE = 99.79 MAE = 0.00 99.79 061006 Enter Short 1 -28.67 17460.47 -28.67 -5116.63 061009 Short 1 28.68 17517.82 0.00 -5116.63 061010 Exit Short 1 100.00 17589.14 0.00 -5116.63 MFE = 100.00 MAE = -28.67 100.00 061122 Enter Long 1 -165.77 17423.37 -94.45 -5116.63 061123 Exit Long 1 100.00 17689.14 0.00 -5116.63 MFE = 100.00 MAE = -165.77 100.00 070816 Exit Long 1 100.00 17789.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 071018 Enter Long 1 -73.71 17715.43 -73.71 -5116.63 071019 Exit Long 1 100.00 17889.14 0.00 -5116.63 MFE = 100.00 MAE = -73.71 100.00 071107 Exit Long 1 100.00 17989.14 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 071228 Enter Long 1 1.39 17990.53 0.00 -5116.63 0.00 080102 Exit Long 1 312.91 18302.05 0.00 -5116.63 MFE = 312.91 MAE = 0.00 312.91 080227 Exit Long 1 100.00 18402.05 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 080313 Exit Long 1 100.00 18502.05 0.00 -5116.63 MFE = 100.00 MAE = 0.00 080317 Exit Long 1 100.00 18602.05 0.00 -5116.63 MFE = 100.00 MAE = 0.00 200.00 080410 Exit Long 1 100.00 18702.05 0.00 -5116.63 MFE = 100.00 MAE = 0.00 100.00 080508 Enter Long 1 -173.27 18528.78 0.00 -5116.63 080509 Exit Long 1 100.00 18802.05 0.00 -5116.63 MFE = 100.00 MAE = -173.27 ================================================================================================================================= N K1 K2 K3 K4 K5 K6 K7 K8 K9 K10 Model Fixed Trail Profit Net Ave Open Total Total Biggest Biggest Stop Stop Obj HF LF TDS %W Profit PVDraw R/R Profit %A Equity Profits Losses Win Loss ================================================================================================================================= 7 1.28 0.00 0.00 0.00 0.00 0.00 0.00 96 0.05 999 2 50000 50000 125 9999 0 198 99 18802.05 -5116.63 3.67 94.96 0.0 0.00 20120.18 -1318.12 312.91 -1318.12 start time = Tue Jul 29 09:32:14 2008 stop time = Tue Jul 29 09:32:14 2008 run time = 0 seconds