In data 22/08/2008 ho ultimato la revisione del Ts Miseon sul Fib30 ottimizzando qualche parametro mentre le formule di base sono rimaste praticamente le stesse.
La nuova versione mostra un utile netto storico di 338294 punti rispetto agli attuali 290193, un numero di operazioni pari a 650 rispetto alle attuali 602, un utile medio di 913 rispetto a 880, sempre un massimo di 4 perdite consecutive, mentre le operazioni positive consecutive sono passate da 18 a 24. Dall’inizio dell’anno in corso, l’utile è pari a 10245 punti rispetto all’attuale 9310 punti. Il resto è rimasto tendenzialmente invariato. Vedi sotto il grafico dell'equity.
Il modello entra in funzione dal giorno 25 agosto 2008 anche se l'equity da maggio è altalenante.
Vi presento il grafico dell'equity e tutte le operazioni realizzati con la versione 1 :
Trade Type Entry Date Close Date Profit Reason For Close
Out 28/11/1994 16/03/1995 0 Enter long signal
Long 16/03/1995 09/05/1995 1360 Enter short signal
Short 09/05/1995 11/05/1995 -164 Enter long signal
Long 11/05/1995 16/05/1995 205 Enter short signal
Short 16/05/1995 18/05/1995 302 Enter long signal
Long 18/05/1995 22/05/1995 -261 Enter short signal
Short 22/05/1995 31/05/1995 249 Enter long signal
Long 31/05/1995 02/06/1995 -127 Enter short signal
Short 02/06/1995 15/06/1995 179 Enter long signal
Long 15/06/1995 21/06/1995 346 Enter short signal
Short 21/06/1995 28/06/1995 243 Close short signal
Out 28/06/1995 30/06/1995 0 Enter long signal
Long 30/06/1995 14/07/1995 678 Enter short signal
Short 14/07/1995 18/07/1995 221 Enter long signal
Long 18/07/1995 26/07/1995 416 Close long signal
Out 26/07/1995 28/07/1995 0 Enter long signal
Long 28/07/1995 01/08/1995 -111 Enter short signal
Short 01/08/1995 03/08/1995 -393 Enter long signal
Long 03/08/1995 16/08/1995 283 Enter short signal
Short 16/08/1995 18/08/1995 24 Enter long signal
Long 18/08/1995 25/08/1995 -425 Enter short signal
Short 25/08/1995 14/09/1995 121 Enter long signal
Long 14/09/1995 22/09/1995 -216 Enter short signal
Short 22/09/1995 26/09/1995 -138 Enter long signal
Long 26/09/1995 28/09/1995 -411 Enter short signal
Short 28/09/1995 03/10/1995 93 Enter long signal
Long 03/10/1995 05/10/1995 -9 Enter short signal
Short 05/10/1995 24/10/1995 1240 Enter long signal
Long 24/10/1995 26/10/1995 321 Enter short signal
Short 26/10/1995 30/10/1995 98 Enter long signal
Long 30/10/1995 02/11/1995 445 Enter short signal
Short 02/11/1995 06/11/1995 271 Enter long signal
Long 06/11/1995 08/11/1995 268 Enter short signal
Short 08/11/1995 10/11/1995 507 Enter long signal
Long 10/11/1995 27/11/1995 40 Close long signal
Out 27/11/1995 01/12/1995 0 Enter long signal
Long 01/12/1995 12/12/1995 461 Enter short signal
Short 12/12/1995 15/12/1995 -536 Enter long signal
Long 15/12/1995 05/01/1996 -211 Enter short signal
Short 05/01/1996 09/01/1996 -175 Enter long signal
Long 09/01/1996 11/01/1996 -191 Enter short signal
Short 11/01/1996 15/01/1996 246 Enter long signal
Long 15/01/1996 17/01/1996 322 Enter short signal
Short 17/01/1996 19/01/1996 -634 Enter long signal
Long 19/01/1996 12/02/1996 -94 Enter short signal
Short 12/02/1996 22/02/1996 842 Enter long signal
Long 22/02/1996 26/02/1996 -28 Enter short signal
Short 26/02/1996 05/03/1996 -719 Enter long signal
Long 05/03/1996 07/03/1996 -229 Enter short signal
Short 07/03/1996 11/03/1996 521 Enter long signal
Long 11/03/1996 18/03/1996 177 Enter short signal
Short 18/03/1996 02/04/1996 183 Enter long signal
Long 02/04/1996 06/05/1996 1785 Enter short signal
Short 06/05/1996 08/05/1996 206 Enter long signal
Long 08/05/1996 10/05/1996 320 Enter short signal
Short 10/05/1996 28/05/1996 -83 Close short signal
Out 28/05/1996 30/05/1996 0 Enter short signal
Short 30/05/1996 04/06/1996 105 Enter long signal
Long 04/06/1996 06/06/1996 36 Close long signal
Out 06/06/1996 10/06/1996 0 Enter short signal
Short 10/06/1996 12/06/1996 5 Enter long signal
Long 12/06/1996 14/06/1996 -108 Enter short signal
Short 14/06/1996 19/06/1996 -354 Enter long signal
Long 19/06/1996 28/06/1996 2 Enter short signal
Short 28/06/1996 02/07/1996 41 Enter long signal
Long 02/07/1996 10/07/1996 -36 Close long signal
Out 10/07/1996 16/07/1996 0 Enter short signal
Short 16/07/1996 19/07/1996 -333 Enter long signal
Long 19/07/1996 23/07/1996 77 Enter short signal
Short 23/07/1996 30/07/1996 622 Enter long signal
Long 30/07/1996 01/08/1996 395 Enter short signal
Short 01/08/1996 05/08/1996 -78 Enter long signal
Long 05/08/1996 08/08/1996 -255 Enter short signal
Short 08/08/1996 12/08/1996 203 Enter long signal
Long 12/08/1996 14/08/1996 113 Enter short signal
Short 14/08/1996 19/08/1996 84 Enter long signal
Long 19/08/1996 21/08/1996 91 Enter short signal
Short 21/08/1996 23/08/1996 -157 Enter long signal
Long 23/08/1996 27/08/1996 -107 Enter short signal
Short 27/08/1996 05/09/1996 639 Close short signal
Out 05/09/1996 09/09/1996 0 Enter long signal
Long 09/09/1996 12/09/1996 62 Close long signal
Out 12/09/1996 16/09/1996 0 Enter long signal
Long 16/09/1996 08/10/1996 852 Enter short signal
Short 08/10/1996 10/10/1996 134 Enter long signal
Long 10/10/1996 21/10/1996 167 Enter short signal
Short 21/10/1996 12/11/1996 -86 Enter long signal
Long 12/11/1996 28/11/1996 229 Enter short signal
Short 28/11/1996 02/12/1996 -62 Enter long signal
Long 02/12/1996 04/12/1996 -12 Enter short signal
Short 04/12/1996 16/12/1996 218 Enter long signal
Long 16/12/1996 18/12/1996 116 Enter short signal
Short 18/12/1996 20/12/1996 -284 Enter long signal
Long 20/12/1996 02/01/1997 -154 Enter short signal
Short 02/01/1997 07/01/1997 -185 Enter long signal
Long 07/01/1997 23/01/1997 3211 Enter short signal
Short 23/01/1997 27/01/1997 545 Close short signal
Out 27/01/1997 29/01/1997 0 Enter long signal
Long 29/01/1997 31/01/1997 299 Enter short signal
Short 31/01/1997 04/02/1997 85 Enter long signal
Long 04/02/1997 06/02/1997 286 Enter short signal
Short 06/02/1997 12/03/1997 1318 Enter long signal
Long 12/03/1997 01/04/1997 -264 Close long signal
Out 01/04/1997 04/04/1997 0 Enter long signal
Long 04/04/1997 02/05/1997 1010 Close long signal
Out 02/05/1997 06/05/1997 0 Enter long signal
Long 06/05/1997 08/05/1997 -248 Enter short signal
Short 08/05/1997 15/05/1997 -220 Enter long signal
Long 15/05/1997 23/05/1997 146 Enter short signal
Short 23/05/1997 27/05/1997 110 Enter long signal
Long 27/05/1997 30/05/1997 -444 Close long signal
Out 30/05/1997 03/06/1997 0 Enter short signal
Short 03/06/1997 05/06/1997 5 Enter long signal
Long 05/06/1997 10/07/1997 2881 Enter short signal
Short 10/07/1997 14/07/1997 -482 Enter long signal
Long 14/07/1997 16/07/1997 469 Enter short signal
Short 16/07/1997 18/07/1997 -207 Enter long signal
Long 18/07/1997 29/07/1997 203 Enter short signal
Short 29/07/1997 31/07/1997 82 Enter long signal
Long 31/07/1997 06/08/1997 202 Enter short signal
Short 06/08/1997 08/08/1997 609 Enter long signal
Long 08/08/1997 12/08/1997 142 Enter short signal
Short 12/08/1997 18/08/1997 880 Close short signal
Out 18/08/1997 20/08/1997 0 Enter short signal
Short 20/08/1997 26/08/1997 658 Enter long signal
Long 26/08/1997 28/08/1997 -178 Enter short signal
Short 28/08/1997 01/09/1997 -438 Enter long signal
Long 01/09/1997 10/09/1997 274 Enter short signal
Short 10/09/1997 12/09/1997 255 Enter long signal
Long 12/09/1997 26/09/1997 3091 Enter short signal
Short 26/09/1997 30/09/1997 546 Enter long signal
Long 30/09/1997 02/10/1997 -795 Enter short signal
Short 02/10/1997 06/10/1997 -269 Enter long signal
Long 06/10/1997 08/10/1997 -35 Enter short signal
Short 08/10/1997 10/10/1997 413 Enter long signal
Long 10/10/1997 21/10/1997 886 Enter short signal
Short 21/10/1997 27/10/1997 1675 Enter long signal
Long 27/10/1997 29/10/1997 -265 Enter short signal
Short 29/10/1997 31/10/1997 195 Enter long signal
Long 31/10/1997 04/11/1997 340 Enter short signal
Short 04/11/1997 13/11/1997 290 Close short signal
Out 13/11/1997 17/11/1997 0 Enter long signal
Long 17/11/1997 25/11/1997 50 Close long signal
Out 25/11/1997 27/11/1997 0 Enter long signal
Long 27/11/1997 01/12/1997 580 Close long signal
Out 01/12/1997 03/12/1997 0 Enter long signal
Long 03/12/1997 16/12/1997 875 Close long signal
Out 16/12/1997 22/12/1997 0 Enter long signal
Long 22/12/1997 29/12/1997 900 Enter short signal
Short 29/12/1997 31/12/1997 35 Enter long signal
Long 31/12/1997 15/01/1998 1725 Enter short signal
Short 15/01/1998 19/01/1998 160 Enter long signal
Long 19/01/1998 21/01/1998 305 Enter short signal
Short 21/01/1998 23/01/1998 465 Enter long signal
Long 23/01/1998 27/01/1998 560 Enter short signal
Short 27/01/1998 29/01/1998 -515 Enter long signal
Long 29/01/1998 18/02/1998 1305 Close long signal
Out 18/02/1998 20/02/1998 0 Enter long signal
Long 20/02/1998 02/03/1998 1665 Enter short signal
Short 02/03/1998 04/03/1998 175 Enter long signal
Long 04/03/1998 06/04/1998 8650 Enter short signal
Short 06/04/1998 08/04/1998 2920 Enter long signal
Long 08/04/1998 15/04/1998 2225 Enter short signal
Short 15/04/1998 17/04/1998 1380 Enter long signal
Long 17/04/1998 21/04/1998 535 Enter short signal
Short 21/04/1998 27/04/1998 5675 Close short signal
Out 27/04/1998 29/04/1998 0 Enter long signal
Long 29/04/1998 04/05/1998 2835 Enter short signal
Short 04/05/1998 06/05/1998 600 Enter long signal
Long 06/05/1998 08/05/1998 545 Enter short signal
Short 08/05/1998 12/05/1998 -175 Enter long signal
Long 12/05/1998 14/05/1998 -315 Enter short signal
Short 14/05/1998 18/05/1998 705 Enter long signal
Long 18/05/1998 28/05/1998 1220 Enter short signal
Short 28/05/1998 01/06/1998 455 Enter long signal
Long 01/06/1998 08/06/1998 1085 Close long signal
Out 08/06/1998 19/06/1998 0 Enter long signal
Long 19/06/1998 25/06/1998 1060 Close long signal
Out 25/06/1998 30/06/1998 0 Enter long signal
Long 30/06/1998 23/07/1998 4320 Enter short signal
Short 23/07/1998 27/07/1998 845 Enter long signal
Long 27/07/1998 29/07/1998 -645 Enter short signal
Short 29/07/1998 04/08/1998 760 Close short signal
Out 04/08/1998 17/08/1998 0 Enter short signal
Short 17/08/1998 19/08/1998 -335 Enter long signal
Long 19/08/1998 24/08/1998 -1320 Enter short signal
Short 24/08/1998 28/08/1998 3100 Close short signal
Out 28/08/1998 01/09/1998 0 Enter short signal
Short 01/09/1998 03/09/1998 550 Enter long signal
Long 03/09/1998 08/09/1998 1585 Enter short signal
Short 08/09/1998 10/09/1998 3165 Enter long signal
Long 10/09/1998 14/09/1998 1410 Enter short signal
Short 14/09/1998 17/09/1998 1930 Enter long signal
Long 17/09/1998 23/09/1998 660 Enter short signal
Short 23/09/1998 25/09/1998 1440 Enter long signal
Long 25/09/1998 29/09/1998 1495 Enter short signal
Short 29/09/1998 01/10/1998 2605 Enter long signal
Long 01/10/1998 06/10/1998 420 Enter short signal
Short 06/10/1998 09/10/1998 1600 Enter long signal
Long 09/10/1998 06/11/1998 5470 Enter short signal
Short 06/11/1998 10/11/1998 345 Enter long signal
Long 10/11/1998 16/11/1998 755 Close long signal
Out 16/11/1998 18/11/1998 0 Enter long signal
Long 18/11/1998 27/11/1998 3320 Enter short signal
Short 27/11/1998 02/12/1998 2515 Enter long signal
Long 02/12/1998 07/12/1998 885 Enter short signal
Short 07/12/1998 15/12/1998 375 Enter long signal
Long 15/12/1998 21/12/1998 1955 Close long signal
Out 21/12/1998 23/12/1998 0 Enter long signal
Long 23/12/1998 08/01/1999 3470 Close long signal
Out 08/01/1999 12/01/1999 0 Enter short signal
Short 12/01/1999 14/01/1999 2090 Enter long signal
Long 14/01/1999 18/01/1999 2535 Enter short signal
Short 18/01/1999 21/01/1999 1985 Enter long signal
Long 21/01/1999 25/01/1999 -595 Enter short signal
Short 25/01/1999 27/01/1999 85 Enter long signal
Long 27/01/1999 29/01/1999 945 Enter short signal
Short 29/01/1999 10/02/1999 1615 Enter long signal
Long 10/02/1999 15/02/1999 1240 Enter short signal
Short 15/02/1999 17/02/1999 520 Enter long signal
Long 17/02/1999 15/03/1999 3460 Enter short signal
Short 15/03/1999 17/03/1999 700 Enter long signal
Long 17/03/1999 22/03/1999 260 Enter short signal
Short 22/03/1999 24/03/1999 1680 Close short signal
Out 24/03/1999 26/03/1999 0 Enter long signal
Long 26/03/1999 30/03/1999 730 Enter short signal
Short 30/03/1999 01/04/1999 0 Enter long signal
Long 01/04/1999 07/04/1999 230 Enter short signal
Short 07/04/1999 14/04/1999 -60 Enter long signal
Long 14/04/1999 21/04/1999 -330 Enter short signal
Short 21/04/1999 26/04/1999 280 Enter long signal
Long 26/04/1999 28/04/1999 350 Close long signal
Out 28/04/1999 30/04/1999 0 Enter short signal
Short 30/04/1999 18/05/1999 2125 Close short signal
Out 18/05/1999 20/05/1999 0 Enter long signal
Long 20/05/1999 24/05/1999 285 Enter short signal
Short 24/05/1999 26/05/1999 85 Enter long signal
Long 26/05/1999 28/05/1999 -610 Close long signal
Out 28/05/1999 01/06/1999 0 Enter long signal
Long 01/06/1999 03/06/1999 780 Close long signal
Out 03/06/1999 07/06/1999 0 Enter long signal
Long 07/06/1999 11/06/1999 -35 Enter short signal
Short 11/06/1999 18/06/1999 15 Enter long signal
Long 18/06/1999 22/06/1999 130 Enter short signal
Short 22/06/1999 24/06/1999 155 Enter long signal
Long 24/06/1999 28/06/1999 -150 Enter short signal
Short 28/06/1999 30/06/1999 275 Enter long signal
Long 30/06/1999 09/07/1999 1410 Enter short signal
Short 09/07/1999 13/07/1999 750 Enter long signal
Long 13/07/1999 19/07/1999 0 Enter short signal
Short 19/07/1999 26/07/1999 2705 Close short signal
Out 26/07/1999 28/07/1999 0 Enter long signal
Long 28/07/1999 03/08/1999 155 Enter short signal
Short 03/08/1999 12/08/1999 65 Enter long signal
Long 12/08/1999 18/08/1999 645 Close long signal
Out 18/08/1999 20/08/1999 0 Enter long signal
Long 20/08/1999 25/08/1999 940 Enter short signal
Short 25/08/1999 31/08/1999 475 Enter long signal
Long 31/08/1999 03/09/1999 250 Enter short signal
Short 03/09/1999 07/09/1999 15 Enter long signal
Long 07/09/1999 10/09/1999 860 Enter short signal
Short 10/09/1999 17/09/1999 -35 Enter long signal
Long 17/09/1999 21/09/1999 -200 Enter short signal
Short 21/09/1999 24/09/1999 -205 Enter long signal
Long 24/09/1999 28/09/1999 -355 Enter short signal
Short 28/09/1999 30/09/1999 670 Enter long signal
Long 30/09/1999 04/10/1999 285 Enter short signal
Short 04/10/1999 07/10/1999 -120 Enter long signal
Long 07/10/1999 11/10/1999 -315 Enter short signal
Short 11/10/1999 18/10/1999 2275 Close short signal
Out 18/10/1999 20/10/1999 0 Enter long signal
Long 20/10/1999 22/10/1999 585 Enter short signal
Short 22/10/1999 27/10/1999 380 Enter long signal
Long 27/10/1999 29/10/1999 985 Enter short signal
Short 29/10/1999 03/11/1999 330 Enter long signal
Long 03/11/1999 27/12/1999 9925 Enter short signal
Short 27/12/1999 29/12/1999 -290 Enter long signal
Long 29/12/1999 03/01/2000 -1440 Enter short signal
Short 03/01/2000 05/01/2000 2035 Enter long signal
Long 05/01/2000 07/01/2000 735 Enter short signal
Short 07/01/2000 12/01/2000 -145 Enter long signal
Long 12/01/2000 17/01/2000 1585 Enter short signal
Short 17/01/2000 19/01/2000 -70 Enter long signal
Long 19/01/2000 21/01/2000 125 Enter short signal
Short 21/01/2000 25/01/2000 505 Enter long signal
Long 25/01/2000 24/02/2000 6265 Close long signal
Out 24/02/2000 28/02/2000 0 Enter long signal
Long 28/02/2000 01/03/2000 950 Enter short signal
Short 01/03/2000 03/03/2000 -375 Enter long signal
Long 03/03/2000 07/03/2000 -940 Enter short signal
Short 07/03/2000 15/03/2000 2275 Enter long signal
Long 15/03/2000 17/03/2000 1525 Enter short signal
Short 17/03/2000 22/03/2000 1935 Close short signal
Out 22/03/2000 24/03/2000 0 Enter short signal
Short 24/03/2000 05/04/2000 3875 Enter long signal
Long 05/04/2000 07/04/2000 1730 Enter short signal
Short 07/04/2000 11/04/2000 1420 Enter long signal
Long 11/04/2000 13/04/2000 695 Enter short signal
Short 13/04/2000 18/04/2000 1775 Enter long signal
Long 18/04/2000 10/05/2000 1810 Enter short signal
Short 10/05/2000 15/05/2000 -1040 Enter long signal
Long 15/05/2000 18/05/2000 -125 Enter short signal
Short 18/05/2000 24/05/2000 2185 Enter long signal
Long 24/05/2000 26/05/2000 1135 Enter short signal
Short 26/05/2000 31/05/2000 -585 Enter long signal
Long 31/05/2000 02/06/2000 1375 Enter short signal
Short 02/06/2000 06/06/2000 865 Enter long signal
Long 06/06/2000 19/06/2000 650 Enter short signal
Short 19/06/2000 21/06/2000 245 Enter long signal
Long 21/06/2000 27/06/2000 -165 Enter short signal
Short 27/06/2000 05/07/2000 -500 Enter long signal
Long 05/07/2000 07/07/2000 1000 Enter short signal
Short 07/07/2000 11/07/2000 -450 Enter long signal
Long 11/07/2000 25/07/2000 -475 Enter short signal
Short 25/07/2000 27/07/2000 1435 Enter long signal
Long 27/07/2000 31/07/2000 -40 Enter short signal
Short 31/07/2000 02/08/2000 245 Enter long signal
Long 02/08/2000 07/08/2000 515 Enter short signal
Short 07/08/2000 11/08/2000 -630 Enter long signal
Long 11/08/2000 07/09/2000 1210 Enter short signal
Short 07/09/2000 11/09/2000 615 Enter long signal
Long 11/09/2000 14/09/2000 -325 Enter short signal
Short 14/09/2000 22/09/2000 1840 Close short signal
Out 22/09/2000 26/09/2000 0 Enter long signal
Long 26/09/2000 28/09/2000 80 Enter short signal
Short 28/09/2000 13/10/2000 1340 Close short signal
Out 13/10/2000 17/10/2000 0 Enter long signal
Long 17/10/2000 15/11/2000 4375 Enter short signal
Short 15/11/2000 21/11/2000 1170 Enter long signal
Long 21/11/2000 23/11/2000 -535 Enter short signal
Short 23/11/2000 22/12/2000 3410 Enter long signal
Long 22/12/2000 28/12/2000 860 Enter short signal
Short 28/12/2000 03/01/2001 2335 Enter long signal
Long 03/01/2001 12/01/2001 2325 Enter short signal
Short 12/01/2001 16/01/2001 435 Enter long signal
Long 16/01/2001 01/02/2001 545 Enter short signal
Short 01/02/2001 14/02/2001 2310 Enter long signal
Long 14/02/2001 16/02/2001 -580 Enter short signal
Short 16/02/2001 23/02/2001 1840 Enter long signal
Long 23/02/2001 27/02/2001 290 Enter short signal
Short 27/02/2001 22/03/2001 4830 Enter long signal
Long 22/03/2001 24/04/2001 4360 Enter short signal
Short 24/04/2001 26/04/2001 5 Enter long signal
Long 26/04/2001 30/04/2001 805 Enter short signal
Short 30/04/2001 03/05/2001 995 Enter long signal
Long 03/05/2001 07/05/2001 215 Enter short signal
Short 07/05/2001 18/05/2001 345 Enter long signal
Long 18/05/2001 28/05/2001 545 Enter short signal
Short 28/05/2001 30/05/2001 1135 Enter long signal
Long 30/05/2001 01/06/2001 -325 Enter short signal
Short 01/06/2001 06/06/2001 470 Enter long signal
Long 06/06/2001 08/06/2001 660 Enter short signal
Short 08/06/2001 12/06/2001 580 Enter long signal
Long 12/06/2001 14/06/2001 -525 Enter short signal
Short 14/06/2001 26/06/2001 995 Enter long signal
Long 26/06/2001 09/07/2001 620 Enter short signal
Short 09/07/2001 11/07/2001 755 Enter long signal
Long 11/07/2001 17/07/2001 -490 Enter short signal
Short 17/07/2001 20/07/2001 85 Enter long signal
Long 20/07/2001 24/07/2001 170 Enter short signal
Short 24/07/2001 30/07/2001 -765 Enter long signal
Long 30/07/2001 06/08/2001 250 Close long signal
Out 06/08/2001 08/08/2001 0 Enter long signal
Long 08/08/2001 14/08/2001 -520 Close long signal
Out 14/08/2001 20/08/2001 0 Enter short signal
Short 20/08/2001 22/08/2001 -160 Enter long signal
Long 22/08/2001 24/08/2001 565 Enter short signal
Short 24/08/2001 04/09/2001 1625 Close short signal
Out 04/09/2001 06/09/2001 0 Enter short signal
Short 06/09/2001 11/09/2001 3705 Enter long signal
Long 11/09/2001 13/09/2001 1330 Enter short signal
Short 13/09/2001 17/09/2001 2085 Enter long signal
Long 17/09/2001 19/09/2001 -915 Enter short signal
Short 19/09/2001 21/09/2001 2295 Enter long signal
Long 21/09/2001 25/09/2001 2575 Enter short signal
Short 25/09/2001 27/09/2001 -1210 Enter long signal
Long 27/09/2001 23/10/2001 3680 Enter short signal
Short 23/10/2001 25/10/2001 720 Enter long signal
Long 25/10/2001 29/10/2001 290 Enter short signal
Short 29/10/2001 01/11/2001 550 Enter long signal
Long 01/11/2001 05/11/2001 390 Enter short signal
Short 05/11/2001 12/11/2001 800 Enter long signal
Long 12/11/2001 19/11/2001 2505 Enter short signal
Short 19/11/2001 21/11/2001 565 Enter long signal
Long 21/11/2001 26/11/2001 -50 Enter short signal
Short 26/11/2001 28/11/2001 670 Enter long signal
Long 28/11/2001 10/12/2001 720 Enter short signal
Short 10/12/2001 19/12/2001 1130 Enter long signal
Long 19/12/2001 07/01/2002 1060 Enter short signal
Short 07/01/2002 09/01/2002 -240 Enter long signal
Long 09/01/2002 11/01/2002 -405 Enter short signal
Short 11/01/2002 15/01/2002 435 Enter long signal
Long 15/01/2002 17/01/2002 -25 Enter short signal
Short 17/01/2002 21/01/2002 185 Enter long signal
Long 21/01/2002 23/01/2002 170 Enter short signal
Short 23/01/2002 29/01/2002 -410 Close short signal
Out 29/01/2002 31/01/2002 0 Enter short signal
Short 31/01/2002 12/02/2002 1760 Enter long signal
Long 12/02/2002 14/02/2002 885 Enter short signal
Short 14/02/2002 27/02/2002 -555 Enter long signal
Long 27/02/2002 19/03/2002 860 Enter short signal
Short 19/03/2002 25/03/2002 425 Enter long signal
Long 25/03/2002 02/04/2002 415 Enter short signal
Short 02/04/2002 11/04/2002 965 Enter long signal
Long 11/04/2002 16/04/2002 1115 Enter short signal
Short 16/04/2002 18/04/2002 210 Enter long signal
Long 18/04/2002 23/04/2002 -85 Enter short signal
Short 23/04/2002 08/05/2002 1165 Enter long signal
Long 08/05/2002 21/05/2002 -165 Close long signal
Out 21/05/2002 23/05/2002 0 Enter long signal
Long 23/05/2002 27/05/2002 10 Enter short signal
Short 27/05/2002 10/06/2002 2075 Enter long signal
Long 10/06/2002 12/06/2002 70 Enter short signal
Short 12/06/2002 26/06/2002 1590 Enter long signal
Long 26/06/2002 11/07/2002 -530 Enter short signal
Short 11/07/2002 15/07/2002 1300 Enter long signal
Long 15/07/2002 17/07/2002 765 Enter short signal
Short 17/07/2002 19/07/2002 715 Enter long signal
Long 19/07/2002 23/07/2002 -1425 Enter short signal
Short 23/07/2002 25/07/2002 -205 Enter long signal
Long 25/07/2002 29/07/2002 970 Enter short signal
Short 29/07/2002 05/08/2002 1165 Enter long signal
Long 05/08/2002 29/08/2002 1490 Enter short signal
Short 29/08/2002 03/09/2002 1035 Enter long signal
Long 03/09/2002 05/09/2002 25 Enter short signal
Short 05/09/2002 09/09/2002 -135 Enter long signal
Long 09/09/2002 11/09/2002 1045 Enter short signal
Short 11/09/2002 24/09/2002 3865 Enter long signal
Long 24/09/2002 26/09/2002 955 Enter short signal
Short 26/09/2002 30/09/2002 885 Enter long signal
Long 30/09/2002 03/10/2002 510 Enter short signal
Short 03/10/2002 10/10/2002 655 Enter long signal
Long 10/10/2002 06/11/2002 2925 Enter short signal
Short 06/11/2002 08/11/2002 950 Enter long signal
Long 08/11/2002 12/11/2002 25 Enter short signal
Short 12/11/2002 15/11/2002 -665 Close short signal
Out 15/11/2002 19/11/2002 0 Enter long signal
Long 19/11/2002 21/11/2002 750 Enter short signal
Short 21/11/2002 26/11/2002 260 Enter long signal
Long 26/11/2002 04/12/2002 195 Enter short signal
Short 04/12/2002 06/12/2002 580 Enter long signal
Long 06/12/2002 10/12/2002 -200 Enter short signal
Short 10/12/2002 12/12/2002 220 Enter long signal
Long 12/12/2002 16/12/2002 445 Enter short signal
Short 16/12/2002 06/01/2003 -435 Enter long signal
Long 06/01/2003 13/01/2003 -250 Enter short signal
Short 13/01/2003 28/01/2003 2705 Enter long signal
Long 28/01/2003 30/01/2003 525 Enter short signal
Short 30/01/2003 03/02/2003 -355 Enter long signal
Long 03/02/2003 06/02/2003 -490 Enter short signal
Short 06/02/2003 10/02/2003 225 Close short signal
Out 10/02/2003 12/02/2003 0 Enter long signal
Long 12/02/2003 27/02/2003 480 Close long signal
Out 27/02/2003 04/03/2003 0 Enter short signal
Short 04/03/2003 12/03/2003 2360 Enter long signal
Long 12/03/2003 14/03/2003 1600 Close long signal
Out 14/03/2003 18/03/2003 0 Enter short signal
Short 18/03/2003 20/03/2003 -95 Enter long signal
Long 20/03/2003 24/03/2003 -255 Enter short signal
Short 24/03/2003 26/03/2003 -355 Enter long signal
Long 26/03/2003 28/03/2003 -210 Enter short signal
Short 28/03/2003 01/04/2003 540 Enter long signal
Long 01/04/2003 14/04/2003 1550 Enter short signal
Short 14/04/2003 16/04/2003 25 Close short signal
Out 16/04/2003 22/04/2003 0 Enter long signal
Long 22/04/2003 28/04/2003 210 Enter short signal
Short 28/04/2003 30/04/2003 70 Enter long signal
Long 30/04/2003 16/05/2003 440 Enter short signal
Short 16/05/2003 20/05/2003 405 Close short signal
Out 20/05/2003 22/05/2003 0 Enter long signal
Long 22/05/2003 26/05/2003 190 Enter short signal
Short 26/05/2003 28/05/2003 -695 Enter long signal
Long 28/05/2003 25/06/2003 595 Enter short signal
Short 25/06/2003 07/07/2003 365 Enter long signal
Long 07/07/2003 09/07/2003 -115 Enter short signal
Short 09/07/2003 15/07/2003 -280 Enter long signal
Long 15/07/2003 17/07/2003 -235 Enter short signal
Short 17/07/2003 21/07/2003 85 Enter long signal
Long 21/07/2003 28/07/2003 305 Enter short signal
Short 28/07/2003 11/08/2003 275 Enter long signal
Long 11/08/2003 14/08/2003 470 Enter short signal
Short 14/08/2003 19/08/2003 -165 Enter long signal
Long 19/08/2003 25/08/2003 -335 Enter short signal
Short 25/08/2003 27/08/2003 70 Enter long signal
Long 27/08/2003 02/09/2003 225 Enter short signal
Short 02/09/2003 04/09/2003 -305 Enter long signal
Long 04/09/2003 08/09/2003 255 Enter short signal
Short 08/09/2003 10/09/2003 560 Enter long signal
Long 10/09/2003 15/09/2003 -115 Enter short signal
Short 15/09/2003 17/09/2003 -280 Enter long signal
Long 17/09/2003 19/09/2003 370 Enter short signal
Short 19/09/2003 01/10/2003 1175 Close short signal
Out 01/10/2003 03/10/2003 0 Enter long signal
Long 03/10/2003 07/10/2003 -125 Close long signal
Out 07/10/2003 09/10/2003 0 Enter long signal
Long 09/10/2003 27/10/2003 -190 Enter short signal
Short 27/10/2003 30/10/2003 -360 Enter long signal
Long 30/10/2003 06/11/2003 420 Enter short signal
Short 06/11/2003 10/11/2003 -230 Enter long signal
Long 10/11/2003 18/11/2003 -110 Enter short signal
Short 18/11/2003 20/11/2003 135 Enter long signal
Long 20/11/2003 24/11/2003 470 Enter short signal
Short 24/11/2003 26/11/2003 -100 Enter long signal
Long 26/11/2003 28/11/2003 60 Enter short signal
Short 28/11/2003 02/12/2003 -325 Enter long signal
Long 02/12/2003 16/12/2003 -30 Enter short signal
Short 16/12/2003 02/01/2004 -70 Close short signal
Out 02/01/2004 06/01/2004 0 Enter short signal
Short 06/01/2004 08/01/2004 75 Close short signal
Out 08/01/2004 12/01/2004 0 Enter long signal
Long 12/01/2004 30/01/2004 345 Enter short signal
Short 30/01/2004 03/02/2004 85 Enter long signal
Long 03/02/2004 05/02/2004 -165 Enter short signal
Short 05/02/2004 10/02/2004 -405 Enter long signal
Long 10/02/2004 12/02/2004 -40 Enter short signal
Short 12/02/2004 25/02/2004 45 Enter long signal
Long 25/02/2004 12/03/2004 -330 Enter short signal
Short 12/03/2004 19/03/2004 1005 Enter long signal
Long 19/03/2004 23/03/2004 -485 Enter short signal
Short 23/03/2004 25/03/2004 -340 Enter long signal
Long 25/03/2004 29/03/2004 510 Enter short signal
Short 29/03/2004 02/04/2004 -725 Enter long signal
Long 02/04/2004 27/04/2004 575 Enter short signal
Short 27/04/2004 18/05/2004 1380 Enter long signal
Long 18/05/2004 20/05/2004 300 Enter short signal
Short 20/05/2004 25/05/2004 -175 Enter long signal
Long 25/05/2004 18/06/2004 925 Enter short signal
Short 18/06/2004 22/06/2004 30 Enter long signal
Long 22/06/2004 24/06/2004 260 Enter short signal
Short 24/06/2004 09/07/2004 210 Enter long signal
Long 09/07/2004 13/07/2004 -185 Enter short signal
Short 13/07/2004 28/07/2004 775 Enter long signal
Long 28/07/2004 30/07/2004 520 Enter short signal
Short 30/07/2004 12/08/2004 1370 Enter long signal
Long 12/08/2004 16/08/2004 215 Enter short signal
Short 16/08/2004 19/08/2004 -45 Enter long signal
Long 19/08/2004 23/08/2004 210 Enter short signal
Short 23/08/2004 25/08/2004 -120 Enter long signal
Long 25/08/2004 27/08/2004 300 Close long signal
Out 27/08/2004 31/08/2004 0 Enter long signal
Long 31/08/2004 23/09/2004 880 Enter short signal
Short 23/09/2004 27/09/2004 55 Enter long signal
Long 27/09/2004 29/09/2004 150 Enter short signal
Short 29/09/2004 04/10/2004 -515 Close short signal
Out 04/10/2004 06/10/2004 0 Enter long signal
Long 06/10/2004 13/10/2004 -135 Enter short signal
Short 13/10/2004 18/10/2004 175 Close short signal
Out 18/10/2004 21/10/2004 0 Enter long signal
Long 21/10/2004 25/10/2004 -300 Enter short signal
Short 25/10/2004 29/10/2004 -485 Enter long signal
Long 29/10/2004 02/11/2004 385 Close long signal
Out 02/11/2004 04/11/2004 0 Enter long signal
Long 04/11/2004 23/11/2004 335 Enter short signal
Short 23/11/2004 03/12/2004 -320 Enter long signal
Long 03/12/2004 07/12/2004 380 Enter short signal
Short 07/12/2004 09/12/2004 190 Enter long signal
Long 09/12/2004 18/01/2005 1100 Close long signal
Out 18/01/2005 20/01/2005 0 Enter long signal
Long 20/01/2005 22/02/2005 300 Enter short signal
Short 22/02/2005 16/03/2005 -95 Enter long signal
Long 16/03/2005 21/03/2005 -175 Enter short signal
Short 21/03/2005 23/03/2005 20 Enter long signal
Long 23/03/2005 29/03/2005 265 Close long signal
Out 29/03/2005 31/03/2005 0 Enter short signal
Short 31/03/2005 15/04/2005 675 Enter long signal
Long 15/04/2005 19/04/2005 -430 Enter short signal
Short 19/04/2005 25/04/2005 -250 Enter long signal
Long 25/04/2005 27/04/2005 -400 Enter short signal
Short 27/04/2005 09/05/2005 -375 Enter long signal
Long 09/05/2005 14/06/2005 1660 Enter short signal
Short 14/06/2005 20/06/2005 210 Enter long signal
Long 20/06/2005 22/06/2005 75 Enter short signal
Short 22/06/2005 08/07/2005 -725 Enter long signal
Long 08/07/2005 01/08/2005 450 Enter short signal
Short 01/08/2005 05/08/2005 280 Enter long signal
Long 05/08/2005 11/08/2005 520 Close long signal
Out 11/08/2005 19/08/2005 0 Enter short signal
Short 19/08/2005 23/08/2005 250 Enter long signal
Long 23/08/2005 25/08/2005 -45 Enter short signal
Short 25/08/2005 31/08/2005 -140 Enter long signal
Long 31/08/2005 02/09/2005 135 Enter short signal
Short 02/09/2005 06/09/2005 -280 Enter long signal
Long 06/09/2005 23/09/2005 295 Enter short signal
Short 23/09/2005 27/09/2005 -350 Enter long signal
Long 27/09/2005 29/09/2005 230 Enter short signal
Short 29/09/2005 07/10/2005 1155 Close short signal
Out 07/10/2005 11/10/2005 0 Enter short signal
Short 11/10/2005 01/11/2005 945 Enter long signal
Long 01/11/2005 04/11/2005 670 Close long signal
Out 04/11/2005 08/11/2005 0 Enter long signal
Long 08/11/2005 28/11/2005 955 Enter short signal
Short 28/11/2005 30/11/2005 190 Enter long signal
Long 30/11/2005 05/12/2005 590 Enter short signal
Short 05/12/2005 07/12/2005 -155 Enter long signal
Long 07/12/2005 09/12/2005 -80 Enter short signal
Short 09/12/2005 14/12/2005 -210 Enter long signal
Long 14/12/2005 30/01/2006 1755 Close long signal
Out 30/01/2006 02/02/2006 0 Enter long signal
Long 02/02/2006 06/02/2006 350 Enter short signal
Short 06/02/2006 08/02/2006 225 Enter long signal
Long 08/02/2006 16/02/2006 560 Enter short signal
Short 16/02/2006 20/02/2006 -355 Enter long signal
Long 20/02/2006 01/03/2006 225 Enter short signal
Short 01/03/2006 06/03/2006 75 Enter long signal
Long 06/03/2006 10/03/2006 185 Enter short signal
Short 10/03/2006 03/04/2006 335 Enter long signal
Long 03/04/2006 05/04/2006 100 Enter short signal
Short 05/04/2006 11/04/2006 690 Enter long signal
Long 11/04/2006 13/04/2006 -90 Enter short signal
Short 13/04/2006 20/04/2006 -760 Enter long signal
Long 20/04/2006 15/05/2006 -760 Enter short signal
Short 15/05/2006 24/05/2006 1235 Enter long signal
Long 24/05/2006 26/05/2006 950 Enter short signal
Short 26/05/2006 02/06/2006 100 Enter long signal
Long 02/06/2006 19/06/2006 -1210 Enter short signal
Short 19/06/2006 21/06/2006 -425 Enter long signal
Long 21/06/2006 23/06/2006 125 Close long signal
Out 23/06/2006 27/06/2006 0 Enter long signal
Long 27/06/2006 29/06/2006 540 Enter short signal
Short 29/06/2006 03/07/2006 -655 Enter long signal
Long 03/07/2006 12/07/2006 -380 Enter short signal
Short 12/07/2006 21/07/2006 745 Enter long signal
Long 21/07/2006 28/07/2006 1110 Enter short signal
Short 28/07/2006 01/08/2006 400 Enter long signal
Long 01/08/2006 03/08/2006 170 Enter short signal
Short 03/08/2006 07/08/2006 -30 Enter long signal
Long 07/08/2006 29/08/2006 1160 Enter short signal
Short 29/08/2006 31/08/2006 -230 Close short signal
Out 31/08/2006 05/09/2006 0 Enter short signal
Short 05/09/2006 07/09/2006 450 Enter long signal
Long 07/09/2006 14/09/2006 230 Close long signal
Out 14/09/2006 22/09/2006 0 Enter long signal
Long 22/09/2006 26/09/2006 330 Enter short signal
Short 26/09/2006 28/09/2006 -240 Close short signal
Out 28/09/2006 04/10/2006 0 Enter long signal
Long 04/10/2006 18/10/2006 655 Enter short signal
Short 18/10/2006 20/10/2006 -55 Close short signal
Out 20/10/2006 26/10/2006 0 Enter long signal
Long 26/10/2006 03/11/2006 450 Close long signal
Out 03/11/2006 07/11/2006 0 Enter long signal
Long 07/11/2006 04/12/2006 -140 Enter short signal
Short 04/12/2006 06/12/2006 -325 Enter long signal
Long 06/12/2006 08/12/2006 215 Enter short signal
Short 08/12/2006 14/12/2006 -400 Enter long signal
Long 14/12/2006 08/01/2007 715 Enter short signal
Short 08/01/2007 10/01/2007 210 Enter long signal
Long 10/01/2007 12/01/2007 765 Enter short signal
Short 12/01/2007 17/01/2007 445 Enter long signal
Long 17/01/2007 19/01/2007 345 Enter short signal
Short 19/01/2007 25/01/2007 -325 Enter long signal
Long 25/01/2007 29/01/2007 -175 Enter short signal
Short 29/01/2007 31/01/2007 35 Close short signal
Out 31/01/2007 02/02/2007 0 Enter short signal
Short 02/02/2007 06/02/2007 5 Enter long signal
Long 06/02/2007 12/02/2007 -165 Enter short signal
Short 12/02/2007 14/02/2007 -395 Enter long signal
Long 14/02/2007 16/02/2007 -15 Enter short signal
Short 16/02/2007 05/03/2007 2860 Close short signal
Out 05/03/2007 07/03/2007 0 Enter long signal
Long 07/03/2007 09/03/2007 530 Enter short signal
Short 09/03/2007 21/03/2007 935 Enter long signal
Long 21/03/2007 23/03/2007 1065 Enter short signal
Short 23/03/2007 27/03/2007 425 Enter long signal
Long 27/03/2007 25/04/2007 2485 Enter short signal
Short 25/04/2007 03/05/2007 105 Enter long signal
Long 03/05/2007 07/05/2007 275 Enter short signal
Short 07/05/2007 09/05/2007 110 Enter long signal
Long 09/05/2007 11/05/2007 -265 Enter short signal
Short 11/05/2007 16/05/2007 -215 Enter long signal
Long 16/05/2007 18/05/2007 650 Enter short signal
Short 18/05/2007 22/05/2007 305 Enter long signal
Long 22/05/2007 28/05/2007 -195 Close long signal
Out 28/05/2007 31/05/2007 0 Enter long signal
Long 31/05/2007 04/06/2007 -405 Enter short signal
Short 04/06/2007 11/06/2007 885 Close short signal
Out 11/06/2007 18/06/2007 0 Enter long signal
Long 18/06/2007 22/06/2007 -630 Enter short signal
Short 22/06/2007 26/06/2007 570 Enter long signal
Long 26/06/2007 06/07/2007 625 Enter short signal
Short 06/07/2007 18/07/2007 685 Enter long signal
Long 18/07/2007 23/07/2007 80 Enter short signal
Short 23/07/2007 01/08/2007 2380 Enter long signal
Long 01/08/2007 06/08/2007 -365 Close long signal
Out 06/08/2007 08/08/2007 0 Enter short signal
Short 08/08/2007 16/08/2007 2600 Enter long signal
Long 16/08/2007 23/08/2007 1630 Enter short signal
Short 23/08/2007 28/08/2007 515 Enter long signal
Long 28/08/2007 30/08/2007 730 Enter short signal
Short 30/08/2007 03/09/2007 -360 Close short signal
Out 03/09/2007 05/09/2007 0 Enter long signal
Long 05/09/2007 13/09/2007 -5 Close long signal
Out 13/09/2007 17/09/2007 0 Enter long signal
Long 17/09/2007 21/09/2007 1455 Close long signal
Out 21/09/2007 27/09/2007 0 Enter long signal
Long 27/09/2007 11/10/2007 870 Enter short signal
Short 11/10/2007 15/10/2007 410 Enter long signal
Long 15/10/2007 17/10/2007 -360 Enter short signal
Short 17/10/2007 01/11/2007 475 Enter long signal
Long 01/11/2007 06/11/2007 -375 Enter short signal
Short 06/11/2007 15/11/2007 960 Enter long signal
Long 15/11/2007 19/11/2007 -725 Enter short signal
Short 19/11/2007 29/11/2007 -980 Enter long signal
Long 29/11/2007 21/12/2007 -235 Close long signal
Out 21/12/2007 02/01/2008 0 Enter short signal
Short 02/01/2008 21/01/2008 4160 Close short signal
Out 21/01/2008 24/01/2008 0 Enter long signal
Long 24/01/2008 28/01/2008 150 Enter short signal
Short 28/01/2008 30/01/2008 -35 Enter long signal
Long 30/01/2008 01/02/2008 215 Enter short signal
Short 01/02/2008 05/02/2008 850 Enter long signal
Long 05/02/2008 07/02/2008 -525 Enter short signal
Short 07/02/2008 11/02/2008 425 Enter long signal
Long 11/02/2008 13/02/2008 1185 Enter short signal
Short 13/02/2008 15/02/2008 400 Enter long signal
Long 15/02/2008 19/02/2008 585 Enter short signal
Short 19/02/2008 22/02/2008 780 Enter long signal
Long 22/02/2008 26/02/2008 1020 Enter short signal
Short 26/02/2008 28/02/2008 535 Enter long signal
Long 28/02/2008 05/03/2008 -570 Close long signal
Out 05/03/2008 11/03/2008 0 Enter short signal
Short 11/03/2008 27/03/2008 1710 Enter long signal
Long 27/03/2008 31/03/2008 -160 Enter short signal
Short 31/03/2008 02/04/2008 -1625 Enter long signal
Long 02/04/2008 23/04/2008 390 Enter short signal
Short 23/04/2008 14/05/2008 -760 Enter long signal
Long 14/05/2008 16/05/2008 220 Enter short signal
Short 16/05/2008 09/06/2008 1805 Close short signal
Out 09/06/2008 11/06/2008 0 Enter long signal
Long 11/06/2008 18/06/2008 -205 Enter short signal
Short 18/06/2008 01/07/2008 1540 Enter long signal
