Risultati Operativi Bund Daily
Il trading system è stato studiato sulla banca dati giornaliera del future sul Bund ed è stato testato dal 29 settembre 1988 e per un totale di 7140 giorni, quindi quasi 20 anni.
Complessivamente, tenendo conto di 0.02 punti di spese sia all’acquisto sia alla vendita, il modello ha realizzato un utile netto di 300.08 punti (le commissioni di oltre 54 punti sono già state sottratte) e ha effettuato un totale di ben 1353 operazioni. Oltre il 62% di queste, ossia 848, si sono concluse positivamente offrendoci un’ottima base statistica che lascia ben pensare anche per il prossimo futuro.
La perdita media è pari a 0.28 rispetto ad un utile medio è di 0.52 e otteniamo in tale modo un rapporto tra utile e perdita di 1.83 che non è tuttavia molto elevato benché soddisfacente tenendo conto dell’elevata operatività.
Il modello ha generato 5 perdite consecutive dal 19 ottobre 1997 al 17 novembre 1997 e, in questo mese, la perdita complessiva è stata pari a 1.27 punti. La perdita è stata recuperata molto rapidamente e il giorno 3 dicembre 1997 eravamo giù un utile di 0.34 punti rispetto al saldo del 19 ottobre precedente. Invece, il sistema è riuscito a mettere a segno ben 19 operazioni positive di seguito per un utile complessivo di oltre 16 punti; vedi dal 15 maggio 2003 al successivo mese di ottobre.
La perdita più importante è stata pari a 1.32, mentre l’utile maggiore è risultato 15.30 punti. Il max open trade drawdown è di 2.08 punti.
Punti deboli del modello :
Il drawdown di oltre 2 punti
Le 5 operazioni negative consecutive
Punti forti del modello :
L’elevato numero di operazione che conferma l’efficacia delle formule
L’operazione in perdita più lunga è stata di soli 13 giorni riducendo quindi lo stress legato alla situazione sfavorevole.
19 operazioni positive consecutive
Le 5 perdite consecutive sono state recuperate immediatamente.
Non ha MAI chiuso un anno in perdita ed ogni anno, dal 1988 al 2006 inclusi, ha sempre reso un utile proporzionale alla volatilità del future. Di seguito il risultato in punti per anno.
Anno Utile cumul Utile netto
1988 nessuna op
1989 5.32 5.32
1990 41.73 36.41
1991 51.63 9.90
1992 61.45 9.82
1993 69.38 7.93
1994 94.93 25.55
1995 100.38 5.45
1996 114.45 14.07
1997 130.59 16.14
1998 143.74 13.15
1999 172.89 29.15
2000 182.09 9.20
2001 198.91 16.82
2002 205.18 6.27
2003 231.65 26.47
2004 243.49 11.84
2005 258.72 15.23
2006 274.58 15.86
2007 290.53 15.95
16/04/2008 300.08 9.55
Vi presento ora il grafico dell'equity, il grafico dei segnali operativi e tutti i segnali operativi.
Trade Type Entry Date Close Date Profit Reason For Close
Short 10/04/2008 16/04/2008 0.38 Enter long signal
Long 08/04/2008 10/04/2008 0.31 Enter short signal
Short 20/03/2008 08/04/2008 2.53 Enter long signal
Long 18/03/2008 20/03/2008 0.11 Enter short signal
Short 14/03/2008 18/03/2008 0.44 Enter long signal
Long 12/03/2008 14/03/2008 0.08 Enter short signal
Short 10/03/2008 12/03/2008 0.27 Enter long signal
Long 06/03/2008 10/03/2008 0.63 Enter short signal
Short 04/03/2008 06/03/2008 0.14 Enter long signal
Long 26/02/2008 04/03/2008 2.11 Enter short signal
Short 18/02/2008 26/02/2008 0.52 Enter long signal
Long 13/02/2008 18/02/2008 -0.31 Enter short signal
Short 11/02/2008 13/02/2008 0.98 Enter long signal
Long 07/02/2008 11/02/2008 0.43 Enter short signal
Short 05/02/2008 07/02/2008 0.62 Enter long signal
Long 01/02/2008 05/02/2008 0.68 Enter short signal
Short 29/01/2008 01/02/2008 -0.56 Enter long signal
Long 24/01/2008 29/01/2008 0.19 Enter short signal
Out 22/01/2008 24/01/2008 0 Enter long signal
Short 18/01/2008 22/01/2008 -0.08 Close short signal
Long 16/01/2008 18/01/2008 0.06 Enter short signal
Short 14/01/2008 16/01/2008 -0.71 Enter long signal
Long 09/01/2008 14/01/2008 0.31 Enter short signal
Short 07/01/2008 09/01/2008 -0.08 Enter long signal
Long 03/01/2008 07/01/2008 0.52 Enter short signal
Out 28/12/2007 03/01/2008 0 Enter long signal
Short 06/12/2007 28/12/2007 1.88 Close short signal
Long 28/11/2007 06/12/2007 0.57 Enter short signal
Short 26/11/2007 28/11/2007 1.35 Enter long signal
Long 21/11/2007 26/11/2007 0.52 Enter short signal
Short 19/11/2007 21/11/2007 -0.18 Enter long signal
Long 12/11/2007 19/11/2007 0.38 Enter short signal
Short 08/11/2007 12/11/2007 -0.48 Enter long signal
Long 06/11/2007 08/11/2007 0.54 Enter short signal
Short 02/11/2007 06/11/2007 0.07 Enter long signal
Long 31/10/2007 02/11/2007 0.41 Enter short signal
Out 29/10/2007 31/10/2007 0 Enter long signal
Short 25/10/2007 29/10/2007 -0.01 Close short signal
Long 23/10/2007 25/10/2007 0.2 Enter short signal
Out 19/10/2007 23/10/2007 0 Enter long signal
Long 10/10/2007 19/10/2007 1.16 Close long signal
Short 08/10/2007 10/10/2007 -0.05 Enter long signal
Long 04/10/2007 08/10/2007 -0.57 Enter short signal
Short 17/09/2007 04/10/2007 1.25 Enter long signal
Long 13/09/2007 17/09/2007 0.19 Enter short signal
Short 11/09/2007 13/09/2007 0.48 Enter long signal
Long 06/09/2007 11/09/2007 0.89 Enter short signal
Short 04/09/2007 06/09/2007 -0.19 Enter long signal
Long 30/08/2007 04/09/2007 -0.49 Enter short signal
Short 24/08/2007 30/08/2007 -0.42 Enter long signal
Long 22/08/2007 24/08/2007 0.22 Enter short signal
Out 20/08/2007 22/08/2007 0 Enter long signal
Short 16/08/2007 20/08/2007 0.1 Close short signal
Long 13/08/2007 16/08/2007 0.81 Enter short signal
Short 08/08/2007 13/08/2007 -0.73 Enter long signal
Long 06/08/2007 08/08/2007 -0.67 Enter short signal
Short 02/08/2007 06/08/2007 -0.1 Enter long signal
Long 31/07/2007 02/08/2007 -0.56 Enter short signal
Short 27/07/2007 31/07/2007 -0.16 Enter long signal
Long 25/07/2007 27/07/2007 0.81 Enter short signal
Short 23/07/2007 25/07/2007 -0.25 Enter long signal
Long 19/07/2007 23/07/2007 0.88 Enter short signal
Short 16/07/2007 19/07/2007 -0.09 Enter long signal
Long 12/07/2007 16/07/2007 0.74 Enter short signal
Short 10/07/2007 12/07/2007 0.59 Enter long signal
Long 04/07/2007 10/07/2007 0.32 Enter short signal
Short 02/07/2007 04/07/2007 0.99 Enter long signal
Long 28/06/2007 02/07/2007 0.64 Enter short signal
Short 25/06/2007 28/06/2007 -0.36 Enter long signal
Long 21/06/2007 25/06/2007 0.42 Enter short signal
Short 05/06/2007 21/06/2007 1.4 Enter long signal
Long 01/06/2007 05/06/2007 -0.25 Enter short signal
Short 25/05/2007 01/06/2007 0.51 Enter long signal
Out 23/05/2007 25/05/2007 0 Enter short signal
Short 09/05/2007 23/05/2007 1.07 Close short signal
Long 04/05/2007 09/05/2007 -0.28 Enter short signal
Short 30/04/2007 04/05/2007 0.43 Enter long signal
Long 19/04/2007 30/04/2007 0.49 Enter short signal
Short 17/04/2007 19/04/2007 0.17 Enter long signal
Out 12/04/2007 17/04/2007 0 Enter short signal
Short 23/03/2007 12/04/2007 1.59 Close short signal
Long 20/03/2007 23/03/2007 -0.85 Enter short signal
Short 14/03/2007 20/03/2007 0.03 Enter long signal
Long 08/03/2007 14/03/2007 0.19 Enter short signal
Short 06/03/2007 08/03/2007 0.41 Enter long signal
Long 02/03/2007 06/03/2007 0 Enter short signal
Short 28/02/2007 02/03/2007 -0.32 Enter long signal
Long 22/02/2007 28/02/2007 1.14 Enter short signal
Short 19/02/2007 22/02/2007 0.19 Enter long signal
Long 15/02/2007 19/02/2007 -0.2 Enter short signal
Short 09/02/2007 15/02/2007 -0.48 Enter long signal
Long 07/02/2007 09/02/2007 -0.64 Enter short signal
Short 05/02/2007 07/02/2007 -0.17 Enter long signal
Long 25/01/2007 05/02/2007 0.43 Enter short signal
Short 16/01/2007 25/01/2007 0.37 Enter long signal
Long 08/01/2007 16/01/2007 -0.61 Enter short signal
Short 03/01/2007 08/01/2007 0.23 Enter long signal
Out 27/12/2006 03/01/2007 0 Enter short signal
Short 13/12/2006 27/12/2006 1.78 Close short signal
Long 11/12/2006 13/12/2006 -0.08 Enter short signal
Short 07/12/2006 11/12/2006 0.37 Enter long signal
Long 05/12/2006 07/12/2006 -0.07 Enter short signal
Short 01/12/2006 05/12/2006 0.15 Enter long signal
Long 29/11/2006 01/12/2006 0.48 Enter short signal
Short 27/11/2006 29/11/2006 -0.07 Enter long signal
Long 20/11/2006 27/11/2006 -0.06 Enter short signal
Short 16/11/2006 20/11/2006 -0.4 Enter long signal
Long 06/11/2006 16/11/2006 0.44 Enter short signal
Short 02/11/2006 06/11/2006 0.42 Enter long signal
Long 30/10/2006 02/11/2006 0.46 Enter short signal
Short 25/10/2006 30/10/2006 -0.78 Enter long signal
Long 20/10/2006 25/10/2006 -0.45 Enter short signal
Short 05/10/2006 20/10/2006 1.09 Enter long signal
Long 03/10/2006 05/10/2006 0.16 Enter short signal
Short 29/09/2006 03/10/2006 0.14 Enter long signal
Long 27/09/2006 29/09/2006 -0.34 Enter short signal
Out 25/09/2006 27/09/2006 0 Enter long signal
Long 21/09/2006 25/09/2006 0.93 Close long signal
Short 06/09/2006 21/09/2006 0.07 Enter long signal
Long 04/09/2006 06/09/2006 -0.76 Enter short signal
Short 31/08/2006 04/09/2006 -0.14 Enter long signal
Long 29/08/2006 31/08/2006 0.59 Enter short signal
Short 25/08/2006 29/08/2006 0.33 Enter long signal
Long 23/08/2006 25/08/2006 0.26 Enter short signal
Short 21/08/2006 23/08/2006 -0.45 Enter long signal
Long 17/08/2006 21/08/2006 0.43 Enter short signal
Short 09/08/2006 17/08/2006 -0.17 Enter long signal
Long 07/08/2006 09/08/2006 -0.26 Enter short signal
Short 02/08/2006 07/08/2006 -0.29 Enter long signal
Long 31/07/2006 02/08/2006 -0.17 Enter short signal
Short 27/07/2006 31/07/2006 -0.35 Enter long signal
Long 25/07/2006 27/07/2006 0.07 Enter short signal
Short 21/07/2006 25/07/2006 0.09 Enter long signal
Long 18/07/2006 21/07/2006 0.56 Enter short signal
Short 14/07/2006 18/07/2006 0.2 Enter long signal
Long 12/07/2006 14/07/2006 0.94 Enter short signal
Out 10/07/2006 12/07/2006 0 Enter long signal
Long 06/07/2006 10/07/2006 0.21 Close long signal
Short 21/06/2006 06/07/2006 0.87 Enter long signal
Long 16/06/2006 21/06/2006 -0.72 Enter short signal
Short 14/06/2006 16/06/2006 0.34 Enter long signal
Long 12/06/2006 14/06/2006 0.15 Enter short signal
Out 07/06/2006 12/06/2006 0 Enter long signal
Short 05/06/2006 07/06/2006 0.3 Close short signal
Long 31/05/2006 05/06/2006 -0.03 Enter short signal
Short 29/05/2006 31/05/2006 0.6 Enter long signal
Long 24/05/2006 29/05/2006 -0.01 Enter short signal
Short 22/05/2006 24/05/2006 -0.31 Enter long signal
Long 18/05/2006 22/05/2006 0.72 Enter short signal
Short 16/05/2006 18/05/2006 -0.03 Enter long signal
Long 11/05/2006 16/05/2006 0.77 Enter short signal
Short 08/05/2006 11/05/2006 0.31 Enter long signal
Long 04/05/2006 08/05/2006 0.16 Enter short signal
Short 28/04/2006 04/05/2006 0.56 Enter long signal
Long 26/04/2006 28/04/2006 0.25 Enter short signal
Short 27/03/2006 26/04/2006 2.95 Enter long signal
Long 23/03/2006 27/03/2006 0.27 Enter short signal
Out 21/03/2006 23/03/2006 0 Enter long signal
Long 16/03/2006 21/03/2006 -0.23 Close long signal
Short 01/03/2006 16/03/2006 2 Enter long signal
Long 24/02/2006 01/03/2006 -0.27 Enter short signal
Out 22/02/2006 24/02/2006 0 Enter long signal
Long 20/02/2006 22/02/2006 0.15 Close long signal
Short 16/02/2006 20/02/2006 -0.61 Enter long signal
Long 13/02/2006 16/02/2006 0 Enter short signal
Short 09/02/2006 13/02/2006 0.2 Enter long signal
Long 03/02/2006 09/02/2006 0.07 Enter short signal
Short 18/01/2006 03/02/2006 1.91 Enter long signal
Out 16/01/2006 18/01/2006 0 Enter short signal
Short 12/01/2006 16/01/2006 0.03 Close short signal
Long 10/01/2006 12/01/2006 0.13 Enter short signal
Short 06/01/2006 10/01/2006 0.22 Enter long signal
Long 04/01/2006 06/01/2006 0.13 Enter short signal
Short 30/12/2005 04/01/2006 -0.37 Enter long signal
Long 28/12/2005 30/12/2005 -0.07 Enter short signal
Short 23/12/2005 28/12/2005 -0.21 Enter long signal
Long 21/12/2005 23/12/2005 0.58 Enter short signal
Short 19/12/2005 21/12/2005 0.44 Enter long signal
Long 15/12/2005 19/12/2005 0.31 Enter short signal
Short 13/12/2005 15/12/2005 -0.29 Enter long signal
Long 09/12/2005 13/12/2005 0.38 Enter short signal
Out 07/12/2005 09/12/2005 0 Enter long signal
Long 05/12/2005 07/12/2005 0.31 Close long signal
Short 01/12/2005 05/12/2005 0.02 Enter long signal
Long 29/11/2005 01/12/2005 0.46 Enter short signal
Short 25/11/2005 29/11/2005 0.33 Enter long signal
Long 23/11/2005 25/11/2005 0.61 Enter short signal
Out 21/11/2005 23/11/2005 0 Enter long signal
Long 15/11/2005 21/11/2005 0.16 Close long signal
Short 01/11/2005 15/11/2005 0.72 Enter long signal
Long 26/10/2005 01/11/2005 -0.31 Enter short signal
Short 24/10/2005 26/10/2005 1.04 Enter long signal
Long 20/10/2005 24/10/2005 0.25 Enter short signal
Short 18/10/2005 20/10/2005 -0.04 Enter long signal
Long 13/10/2005 18/10/2005 0.02 Enter short signal
Short 05/09/2005 13/10/2005 3.04 Enter long signal
Out 01/09/2005 05/09/2005 0 Enter short signal
Short 30/08/2005 01/09/2005 -0.95 Close short signal
Long 26/08/2005 30/08/2005 -0.03 Enter short signal
Short 24/08/2005 26/08/2005 -0.19 Enter long signal
Long 19/08/2005 24/08/2005 0.19 Enter short signal
Short 17/08/2005 19/08/2005 -0.4 Enter long signal
Long 15/08/2005 17/08/2005 0.41 Enter short signal
Out 10/08/2005 15/08/2005 0 Enter long signal
Short 04/08/2005 10/08/2005 -0.01 Close short signal
Out 29/07/2005 04/08/2005 0 Enter short signal
Long 27/07/2005 29/07/2005 -0.2 Close long signal
Short 25/07/2005 27/07/2005 0.01 Enter long signal
Out 21/07/2005 25/07/2005 0 Enter short signal
Short 01/07/2005 21/07/2005 1.24 Close short signal
Long 29/06/2005 01/07/2005 0.23 Enter short signal
Short 27/06/2005 29/06/2005 0.51 Enter long signal
Long 23/06/2005 27/06/2005 0.35 Enter short signal
Short 13/06/2005 23/06/2005 -0.24 Enter long signal
Out 09/06/2005 13/06/2005 0 Enter short signal
Short 07/06/2005 09/06/2005 -0.18 Close short signal
Out 03/06/2005 07/06/2005 0 Enter short signal
Short 01/06/2005 03/06/2005 -0.02 Close short signal
Long 26/05/2005 01/06/2005 0.77 Enter short signal
Short 24/05/2005 26/05/2005 0.11 Enter long signal
Long 20/05/2005 24/05/2005 0.59 Enter short signal
Short 17/05/2005 20/05/2005 0.17 Enter long signal
Long 13/05/2005 17/05/2005 0.02 Enter short signal
Short 11/05/2005 13/05/2005 -0.08 Enter long signal
Long 09/05/2005 11/05/2005 0.8 Enter short signal
Short 05/05/2005 09/05/2005 0.24 Enter long signal
Long 03/05/2005 05/05/2005 -0.04 Enter short signal
Out 29/04/2005 03/05/2005 0 Enter long signal
Long 27/04/2005 29/04/2005 0.07 Close long signal
Short 25/04/2005 27/04/2005 -0.28 Enter long signal
Long 21/04/2005 25/04/2005 0.42 Enter short signal
Short 18/04/2005 21/04/2005 0.14 Enter long signal
Long 14/04/2005 18/04/2005 0.49 Enter short signal
Short 12/04/2005 14/04/2005 -0.19 Enter long signal
Long 08/04/2005 12/04/2005 0.17 Enter short signal
Short 06/04/2005 08/04/2005 -0.37 Enter long signal
Long 04/04/2005 06/04/2005 -0.16 Enter short signal
Short 31/03/2005 04/04/2005 -0.39 Enter long signal
Long 29/03/2005 31/03/2005 0.72 Enter short signal
Short 23/03/2005 29/03/2005 -0.34 Enter long signal
Long 18/03/2005 23/03/2005 -0.39 Enter short signal
Short 15/03/2005 18/03/2005 -0.15 Enter long signal
Long 08/03/2005 15/03/2005 0.03 Enter short signal
Short 04/03/2005 08/03/2005 1.03 Enter long signal
Long 01/03/2005 04/03/2005 0.32 Enter short signal
Short 08/02/2005 01/03/2005 2.28 Enter long signal
Long 04/02/2005 08/02/2005 0.38 Enter short signal
Short 19/01/2005 04/02/2005 -0.26 Enter long signal
Long 17/01/2005 19/01/2005 0.18 Enter short signal
Short 13/01/2005 17/01/2005 -0.23 Enter long signal
Long 11/01/2005 13/01/2005 0.33 Enter short signal
Short 07/01/2005 11/01/2005 -0.18 Enter long signal
Long 05/01/2005 07/01/2005 0.25 Enter short signal
Short 03/01/2005 05/01/2005 0 Enter long signal
Long 27/12/2004 03/01/2005 -0.13 Enter short signal
Short 22/12/2004 27/12/2004 -0.03 Enter long signal
Long 20/12/2004 22/12/2004 -0.33 Enter short signal
Short 16/12/2004 20/12/2004 0.14 Enter long signal
Long 14/12/2004 16/12/2004 0.16 Enter short signal
Short 10/12/2004 14/12/2004 -0.15 Enter long signal
Long 08/12/2004 10/12/2004 0.2 Enter short signal
Short 06/12/2004 08/12/2004 -0.01 Enter long signal
Long 01/12/2004 06/12/2004 0.52 Enter short signal
Short 26/11/2004 01/12/2004 -0.05 Enter long signal
Long 24/11/2004 26/11/2004 0.2 Enter short signal
Short 22/11/2004 24/11/2004 -0.24 Enter long signal
Long 18/11/2004 22/11/2004 0.38 Enter short signal
Short 16/11/2004 18/11/2004 0.36 Enter long signal
Long 12/11/2004 16/11/2004 0.07 Enter short signal
Short 10/11/2004 12/11/2004 -0.96 Enter long signal
Long 08/11/2004 10/11/2004 0.17 Enter short signal
Short 04/11/2004 08/11/2004 0.41 Enter long signal
Long 02/11/2004 04/11/2004 0.45 Enter short signal
Short 29/10/2004 02/11/2004 0.22 Enter long signal
Long 27/10/2004 29/10/2004 0.06 Enter short signal
Short 25/10/2004 27/10/2004 0.34 Enter long signal
Long 21/10/2004 25/10/2004 0.31 Enter short signal
Short 19/10/2004 21/10/2004 -0.38 Enter long signal
Long 14/10/2004 19/10/2004 -0.19 Enter short signal
Short 12/10/2004 14/10/2004 -0.28 Enter long signal
Long 07/10/2004 12/10/2004 0.94 Enter short signal
Short 30/09/2004 07/10/2004 0.15 Enter long signal
Long 27/09/2004 30/09/2004 -0.36 Enter short signal
Short 23/09/2004 27/09/2004 -0.01 Enter long signal
Long 17/09/2004 23/09/2004 0.65 Enter short signal
Short 01/09/2004 17/09/2004 0.68 Enter long signal
Long 30/08/2004 01/09/2004 0.29 Enter short signal
Short 26/08/2004 30/08/2004 0.01 Enter long signal
Long 24/08/2004 26/08/2004 0.4 Enter short signal
Short 20/08/2004 24/08/2004 0.42 Enter long signal
Long 18/08/2004 20/08/2004 0.2 Enter short signal
Short 16/08/2004 18/08/2004 -0.13 Enter long signal
Long 12/08/2004 16/08/2004 -0.28 Enter short signal
Short 09/08/2004 12/08/2004 -0.16 Enter long signal
Long 05/08/2004 09/08/2004 0.66 Enter short signal
Short 03/08/2004 05/08/2004 -0.38 Enter long signal
Long 27/07/2004 03/08/2004 0.96 Enter short signal
Short 23/07/2004 27/07/2004 0.39 Enter long signal
Long 21/07/2004 23/07/2004 0.35 Enter short signal
Short 19/07/2004 21/07/2004 0.76 Enter long signal
Long 15/07/2004 19/07/2004 0.51 Enter short signal
Short 13/07/2004 15/07/2004 -0.13 Enter long signal
Long 09/07/2004 13/07/2004 -0.35 Enter short signal
Short 07/07/2004 09/07/2004 -0.17 Enter long signal
Long 05/07/2004 07/07/2004 0.2 Enter short signal
Out 01/07/2004 05/07/2004 0 Enter long signal
Short 25/06/2004 01/07/2004 -0.28 Close short signal
Long 23/06/2004 25/06/2004 0.18 Enter short signal
Short 21/06/2004 23/06/2004 0.08 Enter long signal
Long 16/06/2004 21/06/2004 0.27 Enter short signal
Short 09/06/2004 16/06/2004 -0.32 Enter long signal
Out 07/06/2004 09/06/2004 0 Enter short signal
Long 01/06/2004 07/06/2004 -0.56 Close long signal
Short 28/05/2004 01/06/2004 0.31 Enter long signal
Long 26/05/2004 28/05/2004 -0.05 Enter short signal
Short 21/05/2004 26/05/2004 -0.51 Enter long signal
Long 19/05/2004 21/05/2004 0.07 Enter short signal
Short 11/05/2004 19/05/2004 0.29 Enter long signal
Long 07/05/2004 11/05/2004 0.07 Enter short signal
Short 23/04/2004 07/05/2004 0.84 Enter long signal
Long 20/04/2004 23/04/2004 -0.47 Enter short signal
Short 16/04/2004 20/04/2004 0.05 Enter long signal
Long 02/04/2004 16/04/2004 -0.26 Enter short signal
Short 31/03/2004 02/04/2004 1.43 Enter long signal
Long 29/03/2004 31/03/2004 0.24 Enter short signal
Short 25/03/2004 29/03/2004 0.92 Enter long signal
Long 17/03/2004 25/03/2004 0.56 Enter short signal
Short 15/03/2004 17/03/2004 -0.06 Enter long signal
Long 11/03/2004 15/03/2004 0.13 Enter short signal
Short 09/03/2004 11/03/2004 -0.01 Enter long signal
Long 05/03/2004 09/03/2004 0.46 Enter short signal
Short 02/03/2004 05/03/2004 -0.15 Enter long signal
Long 27/02/2004 02/03/2004 -0.46 Enter short signal
Short 25/02/2004 27/02/2004 -0.33 Enter long signal
Long 23/02/2004 25/02/2004 0.43 Enter short signal
Short 18/02/2004 23/02/2004 0.25 Enter long signal
Long 16/02/2004 18/02/2004 0.22 Enter short signal
Short 12/02/2004 16/02/2004 -0.11 Enter long signal
Long 10/02/2004 12/02/2004 0.2 Enter short signal
Short 06/02/2004 10/02/2004 -0.02 Enter long signal
Long 04/02/2004 06/02/2004 0.48 Enter short signal
Short 02/02/2004 04/02/2004 -0.34 Enter long signal
Long 29/01/2004 02/02/2004 0.39 Enter short signal
Short 27/01/2004 29/01/2004 0.95 Enter long signal
Long 23/01/2004 27/01/2004 -0.19 Enter short signal
Out 21/01/2004 23/01/2004 0 Enter long signal
Long 19/01/2004 21/01/2004 0.16 Close long signal
Short 15/01/2004 19/01/2004 0.12 Enter long signal
Long 13/01/2004 15/01/2004 -0.08 Enter short signal
Short 09/01/2004 13/01/2004 -0.06 Enter long signal
Long 07/01/2004 09/01/2004 0.89 Enter short signal
Short 30/12/2003 07/01/2004 -0.42 Enter long signal
Long 23/12/2003 30/12/2003 -0.28 Enter short signal
Short 16/12/2003 23/12/2003 -0.54 Enter long signal
Out 12/12/2003 16/12/2003 0 Enter short signal
Short 10/12/2003 12/12/2003 -0.5 Close short signal
Long 08/12/2003 10/12/2003 0.03 Enter short signal
Short 01/12/2003 08/12/2003 -0.61 Enter long signal
Long 27/11/2003 01/12/2003 -0.18 Enter short signal
Short 25/11/2003 27/11/2003 0.49 Enter long signal
Long 21/11/2003 25/11/2003 -0.69 Enter short signal
Out 19/11/2003 21/11/2003 0 Enter long signal
Short 17/11/2003 19/11/2003 0.12 Close short signal
Long 12/11/2003 17/11/2003 1.01 Enter short signal
Short 06/11/2003 12/11/2003 -0.17 Enter long signal
Long 03/11/2003 06/11/2003 -0.58 Enter short signal
Short 28/10/2003 03/11/2003 0.42 Enter long signal
Long 23/10/2003 28/10/2003 -0.18 Enter short signal
Short 13/10/2003 23/10/2003 0.15 Enter long signal
Long 03/10/2003 13/10/2003 -0.38 Enter short signal
Short 01/10/2003 03/10/2003 1.85 Enter long signal
Long 12/09/2003 01/10/2003 1.4 Enter short signal
Out 10/09/2003 12/09/2003 0 Enter long signal
Short 05/09/2003 10/09/2003 0.36 Close short signal
Long 03/09/2003 05/09/2003 0.68 Enter short signal
Short 29/08/2003 03/09/2003 1.65 Enter long signal
Long 27/08/2003 29/08/2003 0.34 Enter short signal
Short 25/08/2003 27/08/2003 0.07 Enter long signal
Long 14/08/2003 25/08/2003 0.31 Enter short signal
Short 08/08/2003 14/08/2003 1.97 Enter long signal
Out 06/08/2003 08/08/2003 0 Enter short signal
Short 17/07/2003 06/08/2003 0.84 Close short signal
Long 15/07/2003 17/07/2003 0.19 Enter short signal
Short 01/07/2003 15/07/2003 1.56 Enter long signal
Long 26/06/2003 01/07/2003 0.01 Enter short signal
Short 13/06/2003 26/06/2003 3 Enter long signal
Long 11/06/2003 13/06/2003 0.47 Enter short signal
Out 05/06/2003 11/06/2003 0 Enter long signal
Short 03/06/2003 05/06/2003 0.07 Close short signal
Long 30/05/2003 03/06/2003 0.71 Enter short signal
Out 28/05/2003 30/05/2003 0 Enter long signal
Short 23/05/2003 28/05/2003 0.96 Close short signal
Long 15/05/2003 23/05/2003 1.76 Enter short signal
Short 13/05/2003 15/05/2003 -0.37 Enter long signal
Long 09/05/2003 13/05/2003 0.29 Enter short signal
Short 07/05/2003 09/05/2003 -0.38 Enter long signal
Long 05/05/2003 07/05/2003 0.86 Enter short signal
Short 30/04/2003 05/05/2003 -0.52 Enter long signal
Long 28/04/2003 30/04/2003 -0.12 Enter short signal
Short 24/04/2003 28/04/2003 0.07 Enter long signal
Long 22/04/2003 24/04/2003 0.35 Enter short signal
Short 11/04/2003 22/04/2003 -0.61 Enter long signal
Long 04/04/2003 11/04/2003 -0.07 Enter short signal
Short 01/04/2003 04/04/2003 1.29 Enter long signal
Long 28/03/2003 01/04/2003 0.88 Enter short signal
Out 26/03/2003 28/03/2003 0 Enter long signal
Short 04/03/2003 26/03/2003 3.28 Close short signal
Long 28/02/2003 04/03/2003 -0.06 Enter short signal
Short 26/02/2003 28/02/2003 -0.06 Enter long signal
Long 24/02/2003 26/02/2003 0.12 Enter short signal
Short 20/02/2003 24/02/2003 -0.07 Enter long signal
Long 18/02/2003 20/02/2003 0.71 Enter short signal
Short 13/02/2003 18/02/2003 0.63 Enter long signal
Long 11/02/2003 13/02/2003 0.79 Enter short signal
Short 07/02/2003 11/02/2003 -0.05 Enter long signal
Long 05/02/2003 07/02/2003 0.7 Enter short signal
Short 03/02/2003 05/02/2003 0.02 Enter long signal
Long 30/01/2003 03/02/2003 0.14 Enter short signal
Short 28/01/2003 30/01/2003 0.32 Enter long signal
Out 24/01/2003 28/01/2003 0 Enter short signal
Long 22/01/2003 24/01/2003 0.87 Close long signal
Out 20/01/2003 22/01/2003 0 Enter long signal
Long 16/01/2003 20/01/2003 0.81 Close long signal
Short 13/01/2003 16/01/2003 -0.45 Enter long signal
Long 09/01/2003 13/01/2003 -0.21 Enter short signal
Short 07/01/2003 09/01/2003 -0.3 Enter long signal
Long 03/01/2003 07/01/2003 0.34 Enter short signal
Short 30/12/2002 03/01/2003 0.96 Enter long signal
Long 23/12/2002 30/12/2002 0.67 Enter short signal
Out 19/12/2002 23/12/2002 0 Enter long signal
Long 17/12/2002 19/12/2002 0.45 Close long signal
Short 13/12/2002 17/12/2002 -0.02 Enter long signal
Long 11/12/2002 13/12/2002 0.25 Enter short signal
Short 09/12/2002 11/12/2002 -0.33 Enter long signal
Long 05/12/2002 09/12/2002 0.36 Enter short signal
Short 02/12/2002 05/12/2002 -0.36 Enter long signal
Long 28/11/2002 02/12/2002 -0.04 Enter short signal
Short 22/11/2002 28/11/2002 0.03 Enter long signal
Long 20/11/2002 22/11/2002 -0.71 Enter short signal
Short 18/11/2002 20/11/2002 -0.28 Enter long signal
Long 14/11/2002 18/11/2002 0.04 Enter short signal
Short 12/11/2002 14/11/2002 0.65 Enter long signal
Long 08/11/2002 12/11/2002 0.29 Enter short signal
Short 29/10/2002 08/11/2002 -0.68 Enter long signal
Long 25/10/2002 29/10/2002 0.71 Enter short signal
Out 21/10/2002 25/10/2002 0 Enter long signal
Short 14/10/2002 21/10/2002 1.37 Close short signal
Long 10/10/2002 14/10/2002 -0.88 Enter short signal
Short 08/10/2002 10/10/2002 0.35 Enter long signal
Long 02/10/2002 08/10/2002 0.77 Enter short signal
Short 30/09/2002 02/10/2002 0.94 Enter long signal
Long 26/09/2002 30/09/2002 0.58 Enter short signal
Short 24/09/2002 26/09/2002 0.48 Enter long signal
Long 19/09/2002 24/09/2002 0.47 Enter short signal
Short 17/09/2002 19/09/2002 -0.27 Enter long signal
Long 13/09/2002 17/09/2002 0.53 Enter short signal
Short 10/09/2002 13/09/2002 -0.26 Enter long signal
Long 06/09/2002 10/09/2002 -0.35 Enter short signal
Short 04/09/2002 06/09/2002 0.43 Enter long signal
Long 02/09/2002 04/09/2002 0.56 Enter short signal
Short 29/08/2002 02/09/2002 -0.62 Enter long signal
Long 16/08/2002 29/08/2002 -0.02 Enter short signal
Short 14/08/2002 16/08/2002 0.79 Enter long signal
Long 12/08/2002 14/08/2002 0.51 Enter short signal
Short 01/08/2002 12/08/2002 -1.32 Enter long signal
Long 30/07/2002 01/08/2002 0.91 Enter short signal
Short 25/07/2002 30/07/2002 0.42 Enter long signal
Long 23/07/2002 25/07/2002 0.57 Enter short signal
Short 19/07/2002 23/07/2002 -0.19 Enter long signal
Long 17/07/2002 19/07/2002 0.29 Enter short signal
Short 15/07/2002 17/07/2002 0.31 Enter long signal
Long 11/07/2002 15/07/2002 0.47 Enter short signal
Short 09/07/2002 11/07/2002 -0.87 Enter long signal
Long 04/07/2002 09/07/2002 -0.15 Enter short signal
Short 02/07/2002 04/07/2002 0.52 Enter long signal
Long 28/06/2002 02/07/2002 0.31 Enter short signal
Short 26/06/2002 28/06/2002 0.41 Enter long signal
Long 24/06/2002 26/06/2002 0.27 Enter short signal
Short 20/06/2002 24/06/2002 -0.5 Enter long signal
Long 18/06/2002 20/06/2002 -0.06 Enter short signal
Short 14/06/2002 18/06/2002 -0.03 Enter long signal
Long 12/06/2002 14/06/2002 0.76 Enter short signal
Short 10/06/2002 12/06/2002 -0.32 Enter long signal
Long 05/06/2002 10/06/2002 0.11 Enter short signal
Short 03/06/2002 05/06/2002 0.22 Enter long signal
Long 30/05/2002 03/06/2002 -0.04 Enter short signal
Short 28/05/2002 30/05/2002 -0.38 Enter long signal
Long 24/05/2002 28/05/2002 -0.04 Enter short signal
Short 22/05/2002 24/05/2002 -0.08 Enter long signal
Long 20/05/2002 22/05/2002 0.11 Enter short signal
Short 13/05/2002 20/05/2002 -0.27 Enter long signal
Long 09/05/2002 13/05/2002 -0.13 Enter short signal
Short 07/05/2002 09/05/2002 0.66 Enter long signal
Long 03/05/2002 07/05/2002 -0.12 Enter short signal
Short 25/04/2002 03/05/2002 -0.19 Enter long signal
Long 17/04/2002 25/04/2002 0.76 Enter short signal
Short 15/04/2002 17/04/2002 0.67 Enter long signal
Long 11/04/2002 15/04/2002 0.23 Enter short signal
Short 09/04/2002 11/04/2002 -0.27 Enter long signal
Long 05/04/2002 09/04/2002 -0.33 Enter short signal
Short 03/04/2002 05/04/2002 -0.62 Enter long signal
Long 28/03/2002 03/04/2002 0.44 Enter short signal
Short 22/03/2002 28/03/2002 0.01 Enter long signal
Long 20/03/2002 22/03/2002 -0.11 Enter short signal
Short 18/03/2002 20/03/2002 0.24 Enter long signal
Out 14/03/2002 18/03/2002 0 Enter short signal
Short 12/03/2002 14/03/2002 0.3 Close short signal
Out 04/03/2002 12/03/2002 0 Enter short signal
Short 28/02/2002 04/03/2002 0.69 Close short signal
Long 25/02/2002 28/02/2002 0.2 Enter short signal
Short 21/02/2002 25/02/2002 -0.14 Enter long signal
Long 19/02/2002 21/02/2002 -0.24 Enter short signal
Short 15/02/2002 19/02/2002 0.26 Enter long signal
Out 08/02/2002 15/02/2002 0 Enter short signal
Long 05/02/2002 08/02/2002 -0.77 Close long signal
Short 29/01/2002 05/02/2002 -1.04 Enter long signal
Long 24/01/2002 29/01/2002 -0.39 Enter short signal
Short 22/01/2002 24/01/2002 0.29 Enter long signal
Long 18/01/2002 22/01/2002 -0.33 Enter short signal
Short 16/01/2002 18/01/2002 0.23 Enter long signal
Long 14/01/2002 16/01/2002 -0.2 Enter short signal
Short 10/01/2002 14/01/2002 -0.8 Enter long signal
Long 07/01/2002 10/01/2002 -0.11 Enter short signal
Short 03/01/2002 07/01/2002 -0.74 Enter long signal
Out 27/12/2001 03/01/2002 0 Enter short signal
Short 20/12/2001 27/12/2001 1.06 Close short signal
Long 13/12/2001 20/12/2001 -0.36 Enter short signal
Short 11/12/2001 13/12/2001 -0.29 Enter long signal
Long 06/12/2001 11/12/2001 -0.36 Enter short signal
Short 04/12/2001 06/12/2001 2.27 Enter long signal
Long 30/11/2001 04/12/2001 0.48 Enter short signal
Out 27/11/2001 30/11/2001 0 Enter long signal
Short 23/11/2001 27/11/2001 0.64 Close short signal
Long 21/11/2001 23/11/2001 0.21 Enter short signal
Short 13/11/2001 21/11/2001 1.85 Enter long signal
Long 09/11/2001 13/11/2001 -0.62 Enter short signal
Short 07/11/2001 09/11/2001 0.44 Enter long signal
Long 05/11/2001 07/11/2001 0.29 Enter short signal
Out 01/11/2001 05/11/2001 0 Enter long signal
Short 30/10/2001 01/11/2001 -1.16 Close short signal
Out 26/10/2001 30/10/2001 0 Enter short signal
Short 24/10/2001 26/10/2001 -0.62 Close short signal
Long 22/10/2001 24/10/2001 0.22 Enter short signal
Short 18/10/2001 22/10/2001 -0.13 Enter long signal
Long 16/10/2001 18/10/2001 0.22 Enter short signal
Short 12/10/2001 16/10/2001 -0.34 Enter long signal
Long 10/10/2001 12/10/2001 0 Enter short signal
Short 08/10/2001 10/10/2001 0.04 Enter long signal
Long 04/10/2001 08/10/2001 -0.03 Enter short signal
Short 02/10/2001 04/10/2001 -0.18 Enter long signal
Long 28/09/2001 02/10/2001 0.8 Enter short signal
Short 26/09/2001 28/09/2001 -0.04 Enter long signal
Long 18/09/2001 26/09/2001 0.12 Enter short signal
Short 12/09/2001 18/09/2001 -0.02 Enter long signal
Long 04/09/2001 12/09/2001 0.31 Enter short signal
Short 31/08/2001 04/09/2001 0.94 Enter long signal
Long 29/08/2001 31/08/2001 0.07 Enter short signal
Short 24/08/2001 29/08/2001 -0.59 Enter long signal
Out 21/08/2001 24/08/2001 0 Enter short signal
Short 17/08/2001 21/08/2001 0.4 Close short signal
Long 15/08/2001 17/08/2001 0.47 Enter short signal
Short 09/08/2001 15/08/2001 -0.09 Enter long signal
Long 07/08/2001 09/08/2001 0.53 Enter short signal
Short 03/08/2001 07/08/2001 -0.05 Enter long signal
Long 01/08/2001 03/08/2001 0.04 Enter short signal
Short 30/07/2001 01/08/2001 -0.05 Enter long signal
Long 26/07/2001 30/07/2001 0.27 Enter short signal
Short 24/07/2001 26/07/2001 -0.15 Enter long signal
Long 20/07/2001 24/07/2001 0.07 Enter short signal
Out 18/07/2001 20/07/2001 0 Enter long signal
Long 16/07/2001 18/07/2001 0.21 Close long signal
Short 12/07/2001 16/07/2001 -0.24 Enter long signal
Long 10/07/2001 12/07/2001 0.38 Enter short signal
Short 26/06/2001 10/07/2001 0.77 Enter long signal
Long 22/06/2001 26/06/2001 -0.57 Enter short signal
Out 20/06/2001 22/06/2001 0 Enter long signal
Short 15/06/2001 20/06/2001 -0.33 Close short signal
Long 13/06/2001 15/06/2001 0.53 Enter short signal
Short 11/06/2001 13/06/2001 0.1 Enter long signal
Out 07/06/2001 11/06/2001 0 Enter short signal
Short 04/06/2001 07/06/2001 0.15 Close short signal
Long 31/05/2001 04/06/2001 0.61 Enter short signal
Short 29/05/2001 31/05/2001 0.07 Enter long signal
Long 25/05/2001 29/05/2001 0.41 Enter short signal
Short 16/05/2001 25/05/2001 0.73 Enter long signal
Long 14/05/2001 16/05/2001 0.15 Enter short signal
Short 10/05/2001 14/05/2001 1.24 Enter long signal
Long 08/05/2001 10/05/2001 0.04 Enter short signal
Out 04/05/2001 08/05/2001 0 Enter long signal
Long 02/05/2001 04/05/2001 0.5 Close long signal
Short 09/04/2001 02/05/2001 2.36 Enter long signal
Out 05/04/2001 09/04/2001 0 Enter short signal
Short 29/03/2001 05/04/2001 0.36 Close short signal
Long 27/03/2001 29/03/2001 -0.21 Enter short signal
Short 23/03/2001 27/03/2001 0.6 Enter long signal
Long 21/03/2001 23/03/2001 0.32 Enter short signal
Out 19/03/2001 21/03/2001 0 Enter long signal
Long 15/03/2001 19/03/2001 0 Close long signal
Out 13/03/2001 15/03/2001 0 Enter long signal
Long 09/03/2001 13/03/2001 -0.01 Close long signal
Short 07/03/2001 09/03/2001 0 Enter long signal
Long 05/03/2001 07/03/2001 -0.07 Enter short signal
Short 01/03/2001 05/03/2001 0.05 Enter long signal
Long 27/02/2001 01/03/2001 0.07 Enter short signal
Short 19/02/2001 27/02/2001 -0.36 Enter long signal
Long 15/02/2001 19/02/2001 0.24 Enter short signal
Short 13/02/2001 15/02/2001 0.44 Enter long signal
Long 09/02/2001 13/02/2001 -0.31 Enter short signal
Short 07/02/2001 09/02/2001 -0.07 Enter long signal
Long 05/02/2001 07/02/2001 0.02 Enter short signal
Out 01/02/2001 05/02/2001 0 Enter long signal
Long 25/01/2001 01/02/2001 0.64 Close long signal
Short 12/01/2001 25/01/2001 0.15 Enter long signal
Long 10/01/2001 12/01/2001 -0.36 Enter short signal
Short 08/01/2001 10/01/2001 0.6 Enter long signal
Out 04/01/2001 08/01/2001 0 Enter short signal
Short 02/01/2001 04/01/2001 0.08 Close short signal
Long 27/12/2000 02/01/2001 1.1 Enter short signal
Short 21/12/2000 27/12/2000 -0.05 Enter long signal
Out 19/12/2000 21/12/2000 0 Enter short signal
Short 15/12/2000 19/12/2000 0.14 Close short signal
Long 13/12/2000 15/12/2000 0.46 Enter short signal
Out 11/12/2000 13/12/2000 0 Enter long signal
Short 07/12/2000 11/12/2000 0.13 Close short signal
Out 05/12/2000 07/12/2000 0 Enter short signal
Short 01/12/2000 05/12/2000 -0.31 Close short signal
Long 29/11/2000 01/12/2000 0.57 Enter short signal
Short 27/11/2000 29/11/2000 -0.33 Enter long signal
Long 23/11/2000 27/11/2000 0.17 Enter short signal
Short 21/11/2000 23/11/2000 -0.46 Enter long signal
Long 17/11/2000 21/11/2000 0.02 Enter short signal
Short 15/11/2000 17/11/2000 -0.07 Enter long signal
Long 13/11/2000 15/11/2000 -0.15 Enter short signal
Short 03/11/2000 13/11/2000 -0.43 Enter long signal
Long 31/10/2000 03/11/2000 -0.06 Enter short signal
Short 23/10/2000 31/10/2000 0.09 Enter long signal
Long 18/10/2000 23/10/2000 0.02 Enter short signal
Short 13/10/2000 18/10/2000 0.09 Enter long signal
Long 11/10/2000 13/10/2000 -0.05 Enter short signal
Out 09/10/2000 11/10/2000 0 Enter long signal
Long 04/10/2000 09/10/2000 0.34 Close long signal
Out 02/10/2000 04/10/2000 0 Enter long signal
Long 28/09/2000 02/10/2000 0.09 Close long signal
Short 26/09/2000 28/09/2000 -0.06 Enter long signal
Long 22/09/2000 26/09/2000 -0.13 Enter short signal
Short 07/09/2000 22/09/2000 -0.31 Enter long signal
Long 04/09/2000 07/09/2000 -0.7 Enter short signal
Short 31/08/2000 04/09/2000 -0.76 Enter long signal
Long 29/08/2000 31/08/2000 0.1 Enter short signal
Short 24/08/2000 29/08/2000 0.63 Enter long signal
Long 22/08/2000 24/08/2000 0.12 Enter short signal
Short 15/08/2000 22/08/2000 0.1 Enter long signal
Long 11/08/2000 15/08/2000 -0.44 Enter short signal
Short 09/08/2000 11/08/2000 -0.06 Enter long signal
Long 03/08/2000 09/08/2000 0.14 Enter short signal
Out 01/08/2000 03/08/2000 0 Enter long signal
Long 24/07/2000 01/08/2000 0.76 Close long signal
Short 17/07/2000 24/07/2000 -0.57 Enter long signal
Long 04/07/2000 17/07/2000 -0.39 Enter short signal
Short 19/06/2000 04/07/2000 1.27 Enter long signal
Out 15/06/2000 19/06/2000 0 Enter short signal
Short 13/06/2000 15/06/2000 0.14 Close short signal
Long 09/06/2000 13/06/2000 0.16 Enter short signal
Short 07/06/2000 09/06/2000 0.45 Enter long signal
Long 05/06/2000 07/06/2000 -0.24 Enter short signal
Short 01/06/2000 05/06/2000 -0.26 Enter long signal
Long 30/05/2000 01/06/2000 1.01 Enter short signal
Out 26/05/2000 30/05/2000 0 Enter long signal
Long 24/05/2000 26/05/2000 0.83 Close long signal
Short 22/05/2000 24/05/2000 -0.51 Enter long signal
Long 11/05/2000 22/05/2000 0.27 Enter short signal
Short 08/05/2000 11/05/2000 0.15 Enter long signal
Long 03/05/2000 08/05/2000 -0.2 Enter short signal
Short 18/04/2000 03/05/2000 1.13 Enter long signal
Long 14/04/2000 18/04/2000 -0.16 Enter short signal
Short 12/04/2000 14/04/2000 0.13 Enter long signal
Long 06/04/2000 12/04/2000 -0.01 Enter short signal
Short 04/04/2000 06/04/2000 0.69 Enter long signal
Long 31/03/2000 04/04/2000 0.85 Enter short signal
Short 24/03/2000 31/03/2000 -0.3 Enter long signal
Long 22/03/2000 24/03/2000 0.01 Enter short signal
Short 20/03/2000 22/03/2000 -0.03 Enter long signal
Long 16/03/2000 20/03/2000 0.29 Enter short signal
Short 14/03/2000 16/03/2000 -0.62 Enter long signal
Long 10/03/2000 14/03/2000 0.18 Enter short signal
Short 07/03/2000 10/03/2000 0.07 Enter long signal
Long 02/03/2000 07/03/2000 0.36 Enter short signal
Short 28/02/2000 02/03/2000 -0.05 Enter long signal
Long 21/02/2000 28/02/2000 0.17 Enter short signal
Short 09/02/2000 21/02/2000 -0.1 Enter long signal
Long 07/02/2000 09/02/2000 0.26 Enter short signal
Short 03/02/2000 07/02/2000 1.09 Enter long signal
Long 31/01/2000 03/02/2000 1.17 Enter short signal
Short 21/01/2000 31/01/2000 -0.54 Enter long signal
Long 19/01/2000 21/01/2000 0.07 Enter short signal
Short 10/01/2000 19/01/2000 1.19 Enter long signal
Long 04/01/2000 10/01/2000 0.45 Enter short signal
Short 16/12/1999 04/01/2000 3.42 Enter long signal
Long 14/12/1999 16/12/1999 0.38 Enter short signal
Short 10/12/1999 14/12/1999 1.05 Enter long signal
Long 08/12/1999 10/12/1999 0.9 Enter short signal
Short 06/12/1999 08/12/1999 0.49 Enter long signal
Long 02/12/1999 06/12/1999 1.21 Enter short signal
Short 19/11/1999 02/12/1999 0.9 Enter long signal
Long 17/11/1999 19/11/1999 -0.68 Enter short signal
Out 15/11/1999 17/11/1999 0 Enter long signal
Long 11/11/1999 15/11/1999 0.61 Close long signal
Out 09/11/1999 11/11/1999 0 Enter long signal
Short 05/11/1999 09/11/1999 0.12 Close short signal
Long 01/11/1999 05/11/1999 1.2 Enter short signal
Short 28/10/1999 01/11/1999 -0.93 Enter long signal
Long 21/10/1999 28/10/1999 1.29 Enter short signal
Short 05/10/1999 21/10/1999 1.66 Enter long signal
Long 01/10/1999 05/10/1999 0.43 Enter short signal
Short 29/09/1999 01/10/1999 0.43 Enter long signal
Long 27/09/1999 29/09/1999 -0.48 Enter short signal
Short 23/09/1999 27/09/1999 0.31 Enter long signal
Long 21/09/1999 23/09/1999 0.58 Enter short signal
Short 17/09/1999 21/09/1999 0.33 Enter long signal
Long 14/09/1999 17/09/1999 0.72 Enter short signal
Short 09/09/1999 14/09/1999 0.53 Enter long signal
Long 07/09/1999 09/09/1999 -0.13 Enter short signal
Short 30/08/1999 07/09/1999 2.39 Enter long signal
Long 26/08/1999 30/08/1999 -0.97 Enter short signal
Short 24/08/1999 26/08/1999 -0.38 Enter long signal
Long 20/08/1999 24/08/1999 -0.21 Enter short signal
Out 18/08/1999 20/08/1999 0 Enter long signal
Short 28/07/1999 18/08/1999 1.01 Close short signal
Out 26/07/1999 28/07/1999 0 Enter short signal
Short 21/07/1999 26/07/1999 0.62 Close short signal
Long 16/07/1999 21/07/1999 1.15 Enter short signal
Short 14/07/1999 16/07/1999 0.53 Enter long signal
Out 12/07/1999 14/07/1999 0 Enter short signal
Short 02/07/1999 12/07/1999 0.06 Close short signal
Out 30/06/1999 02/07/1999 0 Enter short signal
Long 24/06/1999 30/06/1999 0.79 Close long signal
Short 22/06/1999 24/06/1999 1.8 Enter long signal
Long 17/06/1999 22/06/1999 -1.11 Enter short signal
Out 10/06/1999 17/06/1999 0 Enter long signal
Short 31/05/1999 10/06/1999 3.07 Close short signal
Long 27/05/1999 31/05/1999 -0.04 Enter short signal
Short 25/05/1999 27/05/1999 0.6 Enter long signal
Long 20/05/1999 25/05/1999 0.47 Enter short signal
Out 17/05/1999 20/05/1999 0 Enter long signal
Short 13/05/1999 17/05/1999 0.74 Close short signal
Out 11/05/1999 13/05/1999 0 Enter short signal
Short 03/05/1999 11/05/1999 1.01 Close short signal
Long 28/04/1999 03/05/1999 0.13 Enter short signal
Short 20/04/1999 28/04/1999 0.08 Enter long signal
Long 16/04/1999 20/04/1999 0.16 Enter short signal
Short 14/04/1999 16/04/1999 0.27 Enter long signal
Long 12/04/1999 14/04/1999 -0.43 Enter short signal
Short 08/04/1999 12/04/1999 -0.19 Enter long signal
Long 01/04/1999 08/04/1999 1.97 Enter short signal
Short 25/03/1999 01/04/1999 0.11 Enter long signal
Long 23/03/1999 25/03/1999 0.13 Enter short signal
Short 19/03/1999 23/03/1999 0.44 Enter long signal
Long 17/03/1999 19/03/1999 -0.09 Enter short signal
Out 10/03/1999 17/03/1999 0 Enter long signal
Short 08/03/1999 10/03/1999 0.45 Close short signal
Long 26/02/1999 08/03/1999 -0.82 Enter short signal
Short 05/01/1999 26/02/1999 2.03 Enter long signal
Out 22/12/1998 05/01/1999 0 Enter short signal
Short 18/12/1998 22/12/1998 0.84 Close short signal
Out 15/12/1998 18/12/1998 0 Enter short signal
Short 10/12/1998 15/12/1998 0.57 Close short signal
Long 04/12/1998 10/12/1998 1.65 Enter short signal
Short 02/12/1998 04/12/1998 0.07 Enter long signal
Long 30/11/1998 02/12/1998 0.37 Enter short signal
Short 26/11/1998 30/11/1998 -0.49 Enter long signal
Long 24/11/1998 26/11/1998 0.12 Enter short signal
Short 20/11/1998 24/11/1998 -0.19 Enter long signal
Long 18/11/1998 20/11/1998 0.42 Enter short signal
Short 13/11/1998 18/11/1998 -0.82 Enter long signal
Long 11/11/1998 13/11/1998 0.26 Enter short signal
Short 04/11/1998 11/11/1998 -0.03 Enter long signal
Long 30/10/1998 04/11/1998 -0.15 Enter short signal
Short 28/10/1998 30/10/1998 -0.01 Enter long signal
Long 22/10/1998 28/10/1998 -0.01 Enter short signal
Short 19/10/1998 22/10/1998 0.15 Enter long signal
Long 15/10/1998 19/10/1998 0.28 Enter short signal
Out 13/10/1998 15/10/1998 0 Enter long signal
Short 01/10/1998 13/10/1998 4.02 Close short signal
Long 28/09/1998 01/10/1998 1.24 Enter short signal
Short 10/09/1998 28/09/1998 0.1 Enter long signal
Long 04/09/1998 10/09/1998 0.96 Enter short signal
Short 27/08/1998 04/09/1998 1.16 Enter long signal
Out 25/08/1998 27/08/1998 0 Enter short signal
Short 21/08/1998 25/08/1998 -1.11 Close short signal
Long 19/08/1998 21/08/1998 1.79 Enter short signal
Short 17/08/1998 19/08/1998 -0.04 Enter long signal
Out 13/08/1998 17/08/1998 0 Enter short signal
Short 11/08/1998 13/08/1998 0.21 Close short signal
Out 07/08/1998 11/08/1998 0 Enter short signal
Short 05/08/1998 07/08/1998 -0.33 Close short signal
Long 03/08/1998 05/08/1998 0.2 Enter short signal
Out 30/07/1998 03/08/1998 0 Enter long signal
Long 23/07/1998 30/07/1998 0.27 Close long signal
Out 21/07/1998 23/07/1998 0 Enter long signal
Long 17/07/1998 21/07/1998 0.27 Close long signal
Short 15/07/1998 17/07/1998 -0.1 Enter long signal
Long 13/07/1998 15/07/1998 0.09 Enter short signal
Short 09/07/1998 13/07/1998 0.21 Enter long signal
Long 07/07/1998 09/07/1998 0.04 Enter short signal
Short 03/07/1998 07/07/1998 -0.13 Enter long signal
Long 01/07/1998 03/07/1998 0.26 Enter short signal
Out 29/06/1998 01/07/1998 0 Enter long signal
Long 25/06/1998 29/06/1998 0.03 Close long signal
Out 23/06/1998 25/06/1998 0 Enter long signal
Short 19/06/1998 23/06/1998 -0.44 Close short signal
Long 17/06/1998 19/06/1998 -0.05 Enter short signal
Short 15/06/1998 17/06/1998 0.44 Enter long signal
Long 11/06/1998 15/06/1998 0.09 Enter short signal
Short 05/06/1998 11/06/1998 -0.69 Enter long signal
Long 03/06/1998 05/06/1998 -0.38 Enter short signal
Short 01/06/1998 03/06/1998 0.17 Enter long signal
Long 28/05/1998 01/06/1998 0.54 Enter short signal
Short 26/05/1998 28/05/1998 0.03 Enter long signal
Long 21/05/1998 26/05/1998 0.25 Enter short signal
Short 19/05/1998 21/05/1998 -0.52 Enter long signal
Long 15/05/1998 19/05/1998 0.2 Enter short signal
Out 13/05/1998 15/05/1998 0 Enter long signal
Short 06/05/1998 13/05/1998 0.04 Close short signal
Out 01/05/1998 06/05/1998 0 Enter short signal
Long 28/04/1998 01/05/1998 0.78 Close long signal
Short 21/04/1998 28/04/1998 0.83 Enter long signal
Out 17/04/1998 21/04/1998 0 Enter short signal
Long 14/04/1998 17/04/1998 0.02 Close long signal
Short 08/04/1998 14/04/1998 0.03 Enter long signal
Long 06/04/1998 08/04/1998 -0.19 Enter short signal
Short 01/04/1998 06/04/1998 -0.84 Enter long signal
Long 27/03/1998 01/04/1998 -0.39 Enter short signal
Short 25/03/1998 27/03/1998 0.25 Enter long signal
Long 19/03/1998 25/03/1998 0.29 Enter short signal
Out 17/03/1998 19/03/1998 0 Enter long signal
Long 13/03/1998 17/03/1998 0.06 Close long signal
Out 10/03/1998 13/03/1998 0 Enter long signal
Long 05/03/1998 10/03/1998 0.77 Close long signal
Short 03/03/1998 05/03/1998 0.87 Enter long signal
Long 26/02/1998 03/03/1998 -0.4 Enter short signal
Short 24/02/1998 26/02/1998 -0.38 Enter long signal
Long 20/02/1998 24/02/1998 -0.04 Enter short signal
Short 12/02/1998 20/02/1998 -0.21 Enter long signal
Long 10/02/1998 12/02/1998 0.66 Enter short signal
Short 06/02/1998 10/02/1998 -0.26 Enter long signal
Long 03/02/1998 06/02/1998 -0.26 Enter short signal
Short 30/01/1998 03/02/1998 -0.13 Enter long signal
Long 28/01/1998 30/01/1998 0.4 Enter short signal
Short 23/01/1998 28/01/1998 -0.16 Enter long signal
Long 21/01/1998 23/01/1998 0.01 Enter short signal
Short 19/01/1998 21/01/1998 0.41 Enter long signal
Out 15/01/1998 19/01/1998 0 Enter short signal
Short 09/01/1998 15/01/1998 -0.17 Close short signal
Long 07/01/1998 09/01/1998 0.66 Enter short signal
Short 29/12/1997 07/01/1998 -0.64 Enter long signal
Long 23/12/1997 29/12/1997 -0.21 Enter short signal
Short 19/12/1997 23/12/1997 -0.09 Enter long signal
Long 16/12/1997 19/12/1997 0.43 Enter short signal
Short 12/12/1997 16/12/1997 0.03 Enter long signal
Long 10/12/1997 12/12/1997 0.76 Enter short signal
Short 05/12/1997 10/12/1997 -0.24 Enter long signal
Out 03/12/1997 05/12/1997 0 Enter short signal
Short 01/12/1997 03/12/1997 0.39 Close short signal
Long 27/11/1997 01/12/1997 0.33 Enter short signal
Short 25/11/1997 27/11/1997 0.11 Enter long signal
Long 21/11/1997 25/11/1997 0.35 Enter short signal
Short 19/11/1997 21/11/1997 -0.05 Enter long signal
Long 17/11/1997 19/11/1997 0.48 Enter short signal
Short 11/11/1997 17/11/1997 -0.26 Enter long signal
Long 07/11/1997 11/11/1997 -0.06 Enter short signal
Short 04/11/1997 07/11/1997 -0.09 Enter long signal
Long 31/10/1997 04/11/1997 -0.29 Enter short signal
Short 29/10/1997 31/10/1997 -0.57 Enter long signal
Out 27/10/1997 29/10/1997 0 Enter short signal
Long 22/10/1997 27/10/1997 0.8 Close long signal
Short 14/10/1997 22/10/1997 1.39 Enter long signal
Long 09/10/1997 14/10/1997 0.22 Enter short signal
Short 07/10/1997 09/10/1997 1.08 Enter long signal
Long 03/10/1997 07/10/1997 -0.35 Enter short signal
Short 01/10/1997 03/10/1997 -0.62 Enter long signal
Long 29/09/1997 01/10/1997 0.57 Enter short signal
Short 25/09/1997 29/09/1997 0.07 Enter long signal
Long 22/09/1997 25/09/1997 0.12 Enter short signal
Out 18/09/1997 22/09/1997 0 Enter long signal
Long 08/09/1997 18/09/1997 1.12 Close long signal
Short 03/09/1997 08/09/1997 0.68 Enter long signal
Long 28/08/1997 03/09/1997 -0.02 Enter short signal
Short 21/08/1997 28/08/1997 0.31 Enter long signal
Long 19/08/1997 21/08/1997 -0.27 Enter short signal
Out 11/08/1997 19/08/1997 0 Enter long signal
Short 01/08/1997 11/08/1997 0.53 Close short signal
Out 30/07/1997 01/08/1997 0 Enter short signal
Long 25/07/1997 30/07/1997 0.46 Close long signal
Short 23/07/1997 25/07/1997 0.27 Enter long signal
Long 21/07/1997 23/07/1997 0.46 Enter short signal
Short 17/07/1997 21/07/1997 0.04 Enter long signal
Long 15/07/1997 17/07/1997 0.44 Enter short signal
Short 11/07/1997 15/07/1997 0.63 Enter long signal
Long 09/07/1997 11/07/1997 0.09 Enter short signal
Short 07/07/1997 09/07/1997 -0.08 Enter long signal
Long 03/07/1997 07/07/1997 0.36 Enter short signal
Short 01/07/1997 03/07/1997 -0.58 Enter long signal
Long 27/06/1997 01/07/1997 0.01 Enter short signal
Out 25/06/1997 27/06/1997 0 Enter long signal
Long 23/06/1997 25/06/1997 0.39 Close long signal
Short 19/06/1997 23/06/1997 -0.35 Enter long signal
Long 17/06/1997 19/06/1997 -0.39 Enter short signal
Short 13/06/1997 17/06/1997 0.21 Enter long signal
Long 11/06/1997 13/06/1997 0.77 Enter short signal
Short 09/06/1997 11/06/1997 -0.1 Enter long signal
Long 04/06/1997 09/06/1997 -0.83 Enter short signal
Short 02/06/1997 04/06/1997 -0.76 Enter long signal
Out 28/05/1997 02/06/1997 0 Enter short signal
Short 19/05/1997 28/05/1997 0.69 Close short signal
Long 15/05/1997 19/05/1997 -0.87 Enter short signal
Short 13/05/1997 15/05/1997 -0.29 Enter long signal
Long 09/05/1997 13/05/1997 0.31 Enter short signal
Short 07/05/1997 09/05/1997 -0.05 Enter long signal
Long 02/05/1997 07/05/1997 0.17 Enter short signal
Short 30/04/1997 02/05/1997 -0.39 Enter long signal
Long 25/04/1997 30/04/1997 0.72 Enter short signal
Short 23/04/1997 25/04/1997 0.33 Enter long signal
Long 21/04/1997 23/04/1997 0.31 Enter short signal
Short 16/04/1997 21/04/1997 0.14 Enter long signal
Long 09/04/1997 16/04/1997 0.33 Enter short signal
Short 07/04/1997 09/04/1997 -0.03 Enter long signal
Long 26/03/1997 07/04/1997 0.01 Enter short signal
Short 28/02/1997 26/03/1997 2.91 Enter long signal
Long 26/02/1997 28/02/1997 0.07 Enter short signal
Out 24/02/1997 26/02/1997 0 Enter long signal
Short 20/02/1997 24/02/1997 0.23 Close short signal
Out 18/02/1997 20/02/1997 0 Enter short signal
Short 14/02/1997 18/02/1997 -0.14 Close short signal
Out 12/02/1997 14/02/1997 0 Enter short signal
Short 10/02/1997 12/02/1997 -0.48 Close short signal
Long 06/02/1997 10/02/1997 0.51 Enter short signal
Short 04/02/1997 06/02/1997 -0.36 Enter long signal
Long 31/01/1997 04/02/1997 0.04 Enter short signal
Short 28/01/1997 31/01/1997 -0.36 Enter long signal
Long 24/01/1997 28/01/1997 0.21 Enter short signal
Short 22/01/1997 24/01/1997 0.42 Enter long signal
Long 17/01/1997 22/01/1997 0.2 Enter short signal
Short 15/01/1997 17/01/1997 -0.1 Enter long signal
Long 02/01/1997 15/01/1997 1.87 Enter short signal
Short 30/12/1996 02/01/1997 1.37 Enter long signal
Long 23/12/1996 30/12/1996 0.11 Enter short signal
Short 16/12/1996 23/12/1996 -0.49 Enter long signal
Out 12/12/1996 16/12/1996 0 Enter short signal
Short 10/12/1996 12/12/1996 0.91 Close short signal
Long 06/12/1996 10/12/1996 0.75 Enter short signal
Short 04/12/1996 06/12/1996 2.25 Enter long signal
Long 02/12/1996 04/12/1996 -0.21 Enter short signal
Out 28/11/1996 02/12/1996 0 Enter long signal
Short 26/11/1996 28/11/1996 -0.31 Close short signal
Long 22/11/1996 26/11/1996 0.19 Enter short signal
Out 20/11/1996 22/11/1996 0 Enter long signal
Short 18/11/1996 20/11/1996 0.16 Close short signal
Long 14/11/1996 18/11/1996 0.08 Enter short signal
Short 12/11/1996 14/11/1996 -0.29 Enter long signal
Long 08/11/1996 12/11/1996 0.44 Enter short signal
Short 06/11/1996 08/11/1996 0.06 Enter long signal
Long 30/10/1996 06/11/1996 0.81 Enter short signal
Short 28/10/1996 30/10/1996 -0.11 Enter long signal
Long 23/10/1996 28/10/1996 -0.1 Enter short signal
Short 21/10/1996 23/10/1996 0.05 Enter long signal
Long 10/10/1996 21/10/1996 0.07 Enter short signal
Short 08/10/1996 10/10/1996 0.11 Enter long signal
Long 04/10/1996 08/10/1996 -0.14 Enter short signal
Short 01/10/1996 04/10/1996 -0.76 Enter long signal
Long 27/09/1996 01/10/1996 0.2 Enter short signal
Short 25/09/1996 27/09/1996 -0.1 Enter long signal
Long 23/09/1996 25/09/1996 0.76 Enter short signal
Short 19/09/1996 23/09/1996 0.15 Enter long signal
Long 17/09/1996 19/09/1996 -0.1 Enter short signal
Short 13/09/1996 17/09/1996 -0.21 Enter long signal
Long 11/09/1996 13/09/1996 0.86 Enter short signal
Short 23/08/1996 11/09/1996 0.36 Enter long signal
Long 21/08/1996 23/08/1996 -0.03 Enter short signal
Short 19/08/1996 21/08/1996 0.59 Enter long signal
Long 15/08/1996 19/08/1996 0.23 Enter short signal
Short 13/08/1996 15/08/1996 0.01 Enter long signal
Long 09/08/1996 13/08/1996 -0.04 Enter short signal
Short 07/08/1996 09/08/1996 -0.01 Enter long signal
Out 05/08/1996 07/08/1996 0 Enter short signal
Short 01/08/1996 05/08/1996 -0.49 Close short signal
Long 30/07/1996 01/08/1996 0.34 Enter short signal
Short 26/07/1996 30/07/1996 0.12 Enter long signal
Long 24/07/1996 26/07/1996 0.11 Enter short signal
Out 22/07/1996 24/07/1996 0 Enter long signal
Short 18/07/1996 22/07/1996 0 Close short signal
Long 16/07/1996 18/07/1996 0.75 Enter short signal
Short 12/07/1996 16/07/1996 -0.19 Enter long signal
Long 10/07/1996 12/07/1996 0.34 Enter short signal
Short 05/07/1996 10/07/1996 -0.44 Enter long signal
Long 03/07/1996 05/07/1996 -0.37 Enter short signal
Short 01/07/1996 03/07/1996 0.16 Enter long signal
Long 27/06/1996 01/07/1996 0.6 Enter short signal
Out 25/06/1996 27/06/1996 0 Enter long signal
Long 21/06/1996 25/06/1996 0.29 Close long signal
Short 18/06/1996 21/06/1996 -0.13 Enter long signal
Long 14/06/1996 18/06/1996 0.29 Enter short signal
Short 12/06/1996 14/06/1996 0.77 Enter long signal
Out 10/06/1996 12/06/1996 0 Enter short signal
Short 04/06/1996 10/06/1996 0.44 Close short signal
Out 30/05/1996 04/06/1996 0 Enter short signal
Short 28/05/1996 30/05/1996 0.46 Close short signal
Long 22/05/1996 28/05/1996 0.19 Enter short signal
Short 20/05/1996 22/05/1996 0.17 Enter long signal
Long 16/05/1996 20/05/1996 0.32 Enter short signal
Out 14/05/1996 16/05/1996 0 Enter long signal
Long 10/05/1996 14/05/1996 0.21 Close long signal
Short 30/04/1996 10/05/1996 0.43 Enter long signal
Long 26/04/1996 30/04/1996 -0.3 Enter short signal
Out 24/04/1996 26/04/1996 0 Enter long signal
Long 22/04/1996 24/04/1996 -0.08 Close long signal
Short 18/04/1996 22/04/1996 -0.77 Enter long signal
Long 15/04/1996 18/04/1996 0.12 Enter short signal
Short 09/04/1996 15/04/1996 -0.02 Enter long signal
Long 03/04/1996 09/04/1996 -0.51 Enter short signal
Short 01/04/1996 03/04/1996 -0.19 Enter long signal
Long 28/03/1996 01/04/1996 0.46 Enter short signal
Short 26/03/1996 28/03/1996 0.33 Enter long signal
Long 22/03/1996 26/03/1996 0.75 Enter short signal
Short 01/12/1995 22/03/1996 3.41 Enter long signal
Out 29/11/1995 01/12/1995 0 Enter short signal
Short 27/11/1995 29/11/1995 0.09 Close short signal
Long 23/11/1995 27/11/1995 0.53 Enter short signal
Short 21/11/1995 23/11/1995 -0.51 Enter long signal
Long 17/11/1995 21/11/1995 -0.21 Enter short signal
Out 15/11/1995 17/11/1995 0 Enter long signal
Short 13/11/1995 15/11/1995 -0.27 Close short signal
Long 09/11/1995 13/11/1995 0.12 Enter short signal
Short 07/11/1995 09/11/1995 -0.47 Enter long signal
Long 03/11/1995 07/11/1995 0.23 Enter short signal
Short 01/11/1995 03/11/1995 0.29 Enter long signal
Long 30/10/1995 01/11/1995 0.54 Enter short signal
Short 26/10/1995 30/10/1995 -0.01 Enter long signal
Long 23/10/1995 26/10/1995 0.36 Enter short signal
Short 19/10/1995 23/10/1995 0.23 Enter long signal
Long 17/10/1995 19/10/1995 0.36 Enter short signal
Out 13/10/1995 17/10/1995 0 Enter long signal
Short 11/10/1995 13/10/1995 -0.5 Close short signal
Long 09/10/1995 11/10/1995 -0.17 Enter short signal
Short 05/10/1995 09/10/1995 -0.07 Enter long signal
Long 03/10/1995 05/10/1995 -0.06 Enter short signal
Short 26/09/1995 03/10/1995 0.1 Enter long signal
Long 22/09/1995 26/09/1995 0.1 Enter short signal
Short 20/09/1995 22/09/1995 1.06 Enter long signal
Long 18/09/1995 20/09/1995 0.64 Enter short signal
Short 14/09/1995 18/09/1995 0.2 Enter long signal
Long 12/09/1995 14/09/1995 0.71 Enter short signal
Short 08/09/1995 12/09/1995 -0.24 Enter long signal
Long 06/09/1995 08/09/1995 -0.14 Enter short signal
Short 04/09/1995 06/09/1995 0.27 Enter long signal
Long 31/08/1995 04/09/1995 0.63 Enter short signal
Out 29/08/1995 31/08/1995 0 Enter long signal
Long 24/08/1995 29/08/1995 0.29 Close long signal
Short 22/08/1995 24/08/1995 0.04 Enter long signal
Long 11/08/1995 22/08/1995 0.04 Enter short signal
Short 09/08/1995 11/08/1995 0.1 Enter long signal
Long 07/08/1995 09/08/1995 -0.15 Enter short signal
Short 03/08/1995 07/08/1995 -0.27 Enter long signal
Long 26/07/1995 03/08/1995 0.53 Enter short signal
Short 18/07/1995 26/07/1995 -0.34 Enter long signal
Long 14/07/1995 18/07/1995 -0.13 Enter short signal
Short 12/07/1995 14/07/1995 0.27 Enter long signal
Long 10/07/1995 12/07/1995 -0.24 Enter short signal
Short 28/06/1995 10/07/1995 -1.07 Enter long signal
Long 21/06/1995 28/06/1995 -0.58 Enter short signal
Short 08/06/1995 21/06/1995 0.81 Enter long signal
Out 06/06/1995 08/06/1995 0 Enter short signal
Short 02/06/1995 06/06/1995 0.11 Close short signal
Out 26/05/1995 02/06/1995 0 Enter short signal
Short 24/05/1995 26/05/1995 -0.05 Close short signal
Long 22/05/1995 24/05/1995 0.58 Enter short signal
Short 18/05/1995 22/05/1995 -0.22 Enter long signal
Long 16/05/1995 18/05/1995 -0.14 Enter short signal
Out 12/05/1995 16/05/1995 0 Enter long signal
Short 10/05/1995 12/05/1995 0.32 Close short signal
Long 05/05/1995 10/05/1995 0.57 Enter short signal
Short 03/05/1995 05/05/1995 -0.45 Enter long signal
Long 01/05/1995 03/05/1995 0.26 Enter short signal
Short 27/04/1995 01/05/1995 -0.07 Enter long signal
Long 25/04/1995 27/04/1995 0.2 Enter short signal
Short 20/04/1995 25/04/1995 -0.2 Enter long signal
Long 06/04/1995 20/04/1995 -0.32 Enter short signal
Short 04/04/1995 06/04/1995 -0.05 Enter long signal
Long 31/03/1995 04/04/1995 0.92 Enter short signal
Short 28/03/1995 31/03/1995 0.26 Enter long signal
Long 24/03/1995 28/03/1995 -0.1 Enter short signal
Short 22/03/1995 24/03/1995 -0.35 Enter long signal
Long 20/03/1995 22/03/1995 -0.27 Enter short signal
Short 16/03/1995 20/03/1995 -0.08 Enter long signal
Long 06/03/1995 16/03/1995 1.36 Enter short signal
Short 02/03/1995 06/03/1995 0.41 Enter long signal
Long 28/02/1995 02/03/1995 -0.04 Enter short signal
Short 24/02/1995 28/02/1995 -0.39 Enter long signal
Long 17/02/1995 24/02/1995 -0.02 Enter short signal
Short 15/02/1995 17/02/1995 0.08 Enter long signal
Long 10/02/1995 15/02/1995 0.14 Enter short signal
Short 08/02/1995 10/02/1995 0.15 Enter long signal
Long 06/02/1995 08/02/1995 0.22 Enter short signal
Short 01/02/1995 06/02/1995 -0.21 Enter long signal
Long 30/01/1995 01/02/1995 0.02 Enter short signal
Out 26/01/1995 30/01/1995 0 Enter long signal
Long 24/01/1995 26/01/1995 0.7 Close long signal
Out 20/01/1995 24/01/1995 0 Enter long signal
Long 18/01/1995 20/01/1995 -0.09 Close long signal
Short 16/01/1995 18/01/1995 -0.19 Enter long signal
Long 12/01/1995 16/01/1995 0.3 Enter short signal
Out 10/01/1995 12/01/1995 0 Enter long signal
Short 03/01/1995 10/01/1995 -0.4 Close short signal
Long 29/12/1994 03/01/1995 -0.08 Enter short signal
Short 23/12/1994 29/12/1994 0.94 Enter long signal
Long 21/12/1994 23/12/1994 0.1 Enter short signal
Short 15/12/1994 21/12/1994 0.06 Enter long signal
Long 13/12/1994 15/12/1994 0.01 Enter short signal
Short 07/12/1994 13/12/1994 0.48 Enter long signal
Long 05/12/1994 07/12/1994 -0.51 Enter short signal
Short 30/11/1994 05/12/1994 0.5 Enter long signal
Long 28/11/1994 30/11/1994 -0.08 Enter short signal
Short 24/11/1994 28/11/1994 -0.01 Enter long signal
Long 22/11/1994 24/11/1994 0.8 Enter short signal
Short 16/11/1994 22/11/1994 -0.32 Enter long signal
Long 14/11/1994 16/11/1994 -0.15 Enter short signal
Out 10/11/1994 14/11/1994 0 Enter long signal
Long 08/11/1994 10/11/1994 0.98 Close long signal
Short 04/11/1994 08/11/1994 0 Enter long signal
Long 01/11/1994 04/11/1994 0.01 Enter short signal
Short 18/10/1994 01/11/1994 1.44 Enter long signal
Long 13/10/1994 18/10/1994 0.52 Enter short signal
Out 11/10/1994 13/10/1994 0 Enter long signal
Short 04/10/1994 11/10/1994 -1.17 Close short signal
Long 30/09/1994 04/10/1994 -0.5 Enter short signal
Short 28/09/1994 30/09/1994 0.73 Enter long signal
Long 26/09/1994 28/09/1994 0.61 Enter short signal
Short 22/09/1994 26/09/1994 -0.31 Enter long signal
Long 19/09/1994 22/09/1994 0.21 Enter short signal
Short 31/08/1994 19/09/1994 3.31 Enter long signal
Out 26/08/1994 31/08/1994 0 Enter short signal
Long 22/08/1994 26/08/1994 0.77 Close long signal
Short 05/08/1994 22/08/1994 2.14 Enter long signal
Long 27/07/1994 05/08/1994 0.09 Enter short signal
Short 22/07/1994 27/07/1994 0.24 Enter long signal
Long 20/07/1994 22/07/1994 -0.16 Enter short signal
Short 18/07/1994 20/07/1994 0.53 Enter long signal
Long 14/07/1994 18/07/1994 0.03 Enter short signal
Short 12/07/1994 14/07/1994 -0.65 Enter long signal
Long 08/07/1994 12/07/1994 1.04 Enter short signal
Short 04/07/1994 08/07/1994 -0.4 Enter long signal
Long 30/06/1994 04/07/1994 0.13 Enter short signal
Short 28/06/1994 30/06/1994 0.52 Enter long signal
Long 24/06/1994 28/06/1994 0.62 Enter short signal
Short 22/06/1994 24/06/1994 0 Enter long signal
Long 13/06/1994 22/06/1994 -0.39 Enter short signal
Short 20/05/1994 13/06/1994 3.17 Enter long signal
Out 18/05/1994 20/05/1994 0 Enter short signal
Short 13/05/1994 18/05/1994 -0.77 Close short signal
Long 05/05/1994 13/05/1994 0.91 Enter short signal
Short 03/05/1994 05/05/1994 0.52 Enter long signal
Long 25/04/1994 03/05/1994 1.19 Enter short signal
Short 13/04/1994 25/04/1994 3.2 Enter long signal
Long 11/04/1994 13/04/1994 -0.46 Enter short signal
Short 07/04/1994 11/04/1994 -0.3 Enter long signal
Long 30/03/1994 07/04/1994 0.64 Enter short signal
Short 23/03/1994 30/03/1994 -0.17 Enter long signal
Long 17/03/1994 23/03/1994 -1.22 Enter short signal
Short 15/03/1994 17/03/1994 0.42 Enter long signal
Long 08/03/1994 15/03/1994 1.31 Enter short signal
Short 04/03/1994 08/03/1994 -0.15 Enter long signal
Long 02/03/1994 04/03/1994 0.94 Enter short signal
Short 23/02/1994 02/03/1994 2.48 Enter long signal
Long 17/02/1994 23/02/1994 -0.74 Enter short signal
Short 10/02/1994 17/02/1994 0.47 Enter long signal
Long 04/02/1994 10/02/1994 -0.37 Enter short signal
Short 01/02/1994 04/02/1994 0.87 Enter long signal
Long 28/01/1994 01/02/1994 0 Enter short signal
Short 11/01/1994 28/01/1994 0.63 Enter long signal
Long 06/01/1994 11/01/1994 0.17 Enter short signal
Out 04/01/1994 06/01/1994 0 Enter long signal
Short 30/12/1993 04/01/1994 0.28 Close short signal
Long 24/12/1993 30/12/1993 0.31 Enter short signal
Short 22/1
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