Versione 1 - Bund daily
La perdita massima di 1.38 e il massimo draw down di 2.08 sono invariati. Inoltre, il modello presenta storicamente circa 40 operazioni in meno mentre il rapporto tra utile medio (0.5352) e perdita media (0.2840) è pari a 1.88 in sensibile miglioramento rispetto al precedente 1.77.
Il numero di operazione positive consecutive è passato da 19 all’attuale 15. Mentre nel recente passato il vecchio modello aveva perso anche 7 volte di seguito, la nuova versione ripropone 5 perdite consecutive.
Infine, il modello è rimasto al massimo 12 giorni in un trade negativo rispetto ai precedenti 13 giorni.
Ritengo a precisare che sono costantemente alla ricerca di nuove formule matematiche e questa attività mi occupa anche oltre 6/10 ore al giorno. Pertanto, quando l’equity di un modello inizia a dare qualche problema cerco di migliorarlo inserendo il frutto delle mie ricerche. Tutto questo per dirvi che è normale che un Ts di medio periodo abbia un momento negativo e che riprodurrà ancora per forza, ma state certi che sono pronto ad intervenire rapidamente.
Vi presento ora brevemente il grafico dell’equity e tutti i nuovi segnali operativi.
Trade Type Entry Date Close Date Profit Reason For Close
Out 29/09/1988 09/08/1989 0 Enter short signal
Short 09/08/1989 20/02/1990 14.88 Close short signal
Out 20/02/1990 22/02/1990 0 Enter short signal
Short 22/02/1990 26/02/1990 -0.01 Enter long signal
Long 26/02/1990 28/02/1990 -0.3 Enter short signal
Short 28/02/1990 06/03/1990 1.61 Enter long signal
Long 06/03/1990 08/03/1990 0.75 Enter short signal
Short 08/03/1990 12/03/1990 0.09 Enter long signal
Long 12/03/1990 16/03/1990 1.61 Enter short signal
Short 16/03/1990 20/03/1990 0.59 Enter long signal
Long 20/03/1990 22/03/1990 0.97 Enter short signal
Short 22/03/1990 26/03/1990 -0.22 Close short signal
Out 26/03/1990 28/03/1990 0 Enter long signal
Long 28/03/1990 30/03/1990 1.2 Enter short signal
Short 30/03/1990 03/04/1990 0.35 Enter long signal
Long 03/04/1990 05/04/1990 -0.08 Enter short signal
Short 05/04/1990 09/04/1990 1.43 Enter long signal
Long 09/04/1990 11/04/1990 0.06 Enter short signal
Short 11/04/1990 20/04/1990 0.24 Enter long signal
Long 20/04/1990 26/04/1990 -0.35 Close long signal
Out 26/04/1990 01/05/1990 0 Enter long signal
Long 01/05/1990 04/05/1990 2.04 Enter short signal
Short 04/05/1990 09/05/1990 0.05 Enter long signal
Long 09/05/1990 11/05/1990 -0.1 Enter short signal
Short 11/05/1990 18/05/1990 1.13 Enter long signal
Long 18/05/1990 23/05/1990 0.11 Enter short signal
Short 23/05/1990 25/05/1990 0.22 Enter long signal
Long 25/05/1990 30/05/1990 0.49 Close long signal
Out 30/05/1990 01/06/1990 0 Enter short signal
Short 01/06/1990 19/06/1990 1.2 Enter long signal
Long 19/06/1990 26/06/1990 1.33 Enter short signal
Short 26/06/1990 28/06/1990 0.29 Enter long signal
Long 28/06/1990 04/07/1990 0.98 Close long signal
Out 04/07/1990 09/07/1990 0 Enter long signal
Long 09/07/1990 17/07/1990 1.34 Enter short signal
Short 17/07/1990 19/07/1990 -0.33 Enter long signal
Long 19/07/1990 23/07/1990 0.1 Enter short signal
Short 23/07/1990 27/07/1990 0.32 Enter long signal
Long 27/07/1990 31/07/1990 -0.32 Enter short signal
Short 31/07/1990 13/08/1990 2.32 Enter long signal
Long 13/08/1990 16/08/1990 0.24 Close long signal
Out 16/08/1990 29/08/1990 0 Enter long signal
Long 29/08/1990 31/08/1990 -0.03 Enter short signal
Short 31/08/1990 07/09/1990 0.8 Enter long signal
Long 07/09/1990 11/09/1990 0.3 Enter short signal
Short 11/09/1990 13/09/1990 0.13 Enter long signal
Long 13/09/1990 20/09/1990 -0.19 Enter short signal
Short 20/09/1990 25/09/1990 0.6 Enter long signal
Long 25/09/1990 02/10/1990 0.64 Close long signal
Out 02/10/1990 04/10/1990 0 Enter long signal
Long 04/10/1990 08/10/1990 0.18 Enter short signal
Short 08/10/1990 10/10/1990 0.35 Enter long signal
Long 10/10/1990 12/10/1990 0.2 Enter short signal
Short 12/10/1990 16/10/1990 -0.19 Enter long signal
Long 16/10/1990 18/10/1990 0.61 Enter short signal
Short 18/10/1990 22/10/1990 0.02 Enter long signal
Long 22/10/1990 26/10/1990 -0.12 Enter short signal
Short 26/10/1990 30/10/1990 -0.09 Enter long signal
Long 30/10/1990 01/11/1990 0.18 Enter short signal
Short 01/11/1990 09/11/1990 0.46 Enter long signal
Long 09/11/1990 14/11/1990 0.38 Enter short signal
Short 14/11/1990 16/11/1990 -0.71 Enter long signal
Long 16/11/1990 20/11/1990 0.35 Enter short signal
Short 20/11/1990 22/11/1990 -0.18 Close short signal
Out 22/11/1990 26/11/1990 0 Enter short signal
Short 26/11/1990 28/11/1990 0.15 Enter long signal
Long 28/11/1990 30/11/1990 0.13 Enter short signal
Short 30/11/1990 04/12/1990 0.4 Enter long signal
Long 04/12/1990 07/12/1990 0.76 Enter short signal
Short 07/12/1990 11/12/1990 -0.34 Enter long signal
Long 11/12/1990 13/12/1990 0.63 Enter short signal
Short 13/12/1990 17/12/1990 0.69 Enter long signal
Long 17/12/1990 19/12/1990 0.15 Enter short signal
Short 19/12/1990 21/12/1990 1.61 Enter long signal
Long 21/12/1990 27/12/1990 -0.06 Enter short signal
Short 27/12/1990 07/01/1991 0.2 Enter long signal
Long 07/01/1991 09/01/1991 0.56 Enter short signal
Short 09/01/1991 14/01/1991 0.6 Enter long signal
Long 14/01/1991 18/01/1991 0.87 Enter short signal
Short 18/01/1991 22/01/1991 0.11 Enter long signal
Long 22/01/1991 24/01/1991 0.78 Enter short signal
Short 24/01/1991 28/01/1991 0.14 Close short signal
Out 28/01/1991 30/01/1991 0 Enter short signal
Short 30/01/1991 01/02/1991 -0.25 Enter long signal
Long 01/02/1991 05/02/1991 0.85 Enter short signal
Short 05/02/1991 12/02/1991 0.08 Close short signal
Out 12/02/1991 14/02/1991 0 Enter long signal
Long 14/02/1991 18/02/1991 0.11 Enter short signal
Short 18/02/1991 20/02/1991 0.53 Close short signal
Out 20/02/1991 25/02/1991 0 Enter long signal
Long 25/02/1991 06/03/1991 0.07 Enter short signal
Short 06/03/1991 13/03/1991 0.25 Enter long signal
Long 13/03/1991 15/03/1991 -0.26 Enter short signal
Short 15/03/1991 22/03/1991 0.36 Enter long signal
Long 22/03/1991 02/04/1991 0.13 Enter short signal
Short 02/04/1991 04/04/1991 -0.7 Enter long signal
Long 04/04/1991 08/04/1991 0.4 Enter short signal
Short 08/04/1991 10/04/1991 0.31 Enter long signal
Long 10/04/1991 12/04/1991 0.1 Enter short signal
Short 12/04/1991 16/04/1991 0.4 Enter long signal
Long 16/04/1991 18/04/1991 0.12 Enter short signal
Short 18/04/1991 29/04/1991 0.15 Enter long signal
Long 29/04/1991 01/05/1991 0.51 Enter short signal
Short 01/05/1991 03/05/1991 0.47 Enter long signal
Long 03/05/1991 10/05/1991 -0.11 Enter short signal
Short 10/05/1991 20/05/1991 0 Enter long signal
Long 20/05/1991 22/05/1991 0.09 Enter short signal
Short 22/05/1991 24/05/1991 -0.04 Enter long signal
Long 24/05/1991 30/05/1991 0.3 Enter short signal
Short 30/05/1991 03/06/1991 0.16 Enter long signal
Long 03/06/1991 05/06/1991 -0.07 Enter short signal
Short 05/06/1991 10/06/1991 0.13 Enter long signal
Long 10/06/1991 12/06/1991 -0.02 Enter short signal
Short 12/06/1991 17/06/1991 -0.19 Enter long signal
Long 17/06/1991 19/06/1991 0.09 Enter short signal
Short 19/06/1991 21/06/1991 -0.08 Enter long signal
Long 21/06/1991 25/06/1991 -0.3 Enter short signal
Short 25/06/1991 08/07/1991 1.1 Close short signal
Out 08/07/1991 15/07/1991 0 Enter long signal
Long 15/07/1991 18/07/1991 -0.46 Enter short signal
Short 18/07/1991 31/07/1991 0.18 Enter long signal
Long 31/07/1991 02/08/1991 0.31 Enter short signal
Short 02/08/1991 06/08/1991 -0.09 Enter long signal
Long 06/08/1991 08/08/1991 0.01 Enter short signal
Short 08/08/1991 14/08/1991 -0.5 Enter long signal
Long 14/08/1991 16/08/1991 0.06 Enter short signal
Short 16/08/1991 20/08/1991 0.78 Enter long signal
Long 20/08/1991 22/08/1991 0.61 Close long signal
Out 22/08/1991 27/08/1991 0 Enter long signal
Long 27/08/1991 29/08/1991 0.39 Enter short signal
Short 29/08/1991 02/09/1991 -0.05 Close short signal
Out 02/09/1991 04/09/1991 0 Enter long signal
Long 04/09/1991 06/09/1991 0.04 Enter short signal
Short 06/09/1991 10/09/1991 0 Enter long signal
Long 10/09/1991 12/09/1991 0.05 Enter short signal
Short 12/09/1991 16/09/1991 -0.08 Enter long signal
Long 16/09/1991 18/09/1991 -0.09 Enter short signal
Short 18/09/1991 25/09/1991 0.02 Enter long signal
Long 25/09/1991 30/09/1991 0.15 Close long signal
Out 30/09/1991 02/10/1991 0 Enter short signal
Short 02/10/1991 04/10/1991 -0.31 Enter long signal
Long 04/10/1991 08/10/1991 -0.16 Close long signal
Out 08/10/1991 10/10/1991 0 Enter long signal
Long 10/10/1991 14/10/1991 0.05 Enter short signal
Short 14/10/1991 16/10/1991 0.08 Enter long signal
Long 16/10/1991 18/10/1991 0 Enter short signal
Short 18/10/1991 31/10/1991 0.72 Enter long signal
Long 31/10/1991 08/11/1991 0.65 Close long signal
Out 08/11/1991 12/11/1991 0 Enter long signal
Long 12/11/1991 14/11/1991 0.11 Enter short signal
Short 14/11/1991 18/11/1991 0.17 Enter long signal
Long 18/11/1991 22/11/1991 -0.24 Enter short signal
Short 22/11/1991 02/12/1991 0.34 Close short signal
Out 02/12/1991 05/12/1991 0 Enter long signal
Long 05/12/1991 09/12/1991 -0.04 Enter short signal
Short 09/12/1991 11/12/1991 0.07 Enter long signal
Long 11/12/1991 13/12/1991 0.09 Enter short signal
Short 13/12/1991 17/12/1991 -0.52 Enter long signal
Long 17/12/1991 19/12/1991 0.26 Enter short signal
Short 19/12/1991 23/12/1991 0.03 Close short signal
Out 23/12/1991 27/12/1991 0 Enter long signal
Long 27/12/1991 31/12/1991 0.43 Enter short signal
Short 31/12/1991 03/01/1992 0.21 Enter long signal
Long 03/01/1992 09/01/1992 0.62 Enter short signal
Short 09/01/1992 13/01/1992 0.18 Enter long signal
Long 13/01/1992 15/01/1992 0.32 Enter short signal
Short 15/01/1992 17/01/1992 0.09 Enter long signal
Long 17/01/1992 21/01/1992 0.32 Enter short signal
Short 21/01/1992 23/01/1992 0.17 Close short signal
Out 23/01/1992 27/01/1992 0 Enter long signal
Long 27/01/1992 29/01/1992 0.21 Enter short signal
Short 29/01/1992 10/02/1992 0.25 Enter long signal
Long 10/02/1992 12/02/1992 0.06 Close long signal
Out 12/02/1992 14/02/1992 0 Enter long signal
Long 14/02/1992 18/02/1992 0.05 Enter short signal
Short 18/02/1992 25/02/1992 -0.14 Close short signal
Out 25/02/1992 27/02/1992 0 Enter long signal
Long 27/02/1992 03/03/1992 0.39 Enter short signal
Short 03/03/1992 05/03/1992 0.25 Enter long signal
Long 05/03/1992 10/03/1992 -0.02 Enter short signal
Short 10/03/1992 30/03/1992 1.13 Close short signal
Out 30/03/1992 06/04/1992 0 Enter short signal
Short 06/04/1992 08/04/1992 -0.13 Close short signal
Out 08/04/1992 10/04/1992 0 Enter short signal
Short 10/04/1992 14/04/1992 0.14 Enter long signal
Long 14/04/1992 16/04/1992 -0.21 Enter short signal
Short 16/04/1992 29/04/1992 0.62 Enter long signal
Long 29/04/1992 07/05/1992 0.1 Enter short signal
Short 07/05/1992 11/05/1992 0.13 Enter long signal
Long 11/05/1992 13/05/1992 0 Enter short signal
Short 13/05/1992 15/05/1992 0.11 Enter long signal
Long 15/05/1992 19/05/1992 0.33 Enter short signal
Short 19/05/1992 21/05/1992 -0.24 Enter long signal
Long 21/05/1992 26/05/1992 0.08 Enter short signal
Short 26/05/1992 29/05/1992 -0.1 Enter long signal
Long 29/05/1992 02/06/1992 -0.05 Enter short signal
Short 02/06/1992 04/06/1992 -0.09 Close short signal
Out 04/06/1992 08/06/1992 0 Enter long signal
Long 08/06/1992 10/06/1992 0.07 Enter short signal
Short 10/06/1992 12/06/1992 0.08 Enter long signal
Long 12/06/1992 17/06/1992 -0.12 Enter short signal
Short 17/06/1992 19/06/1992 -0.02 Enter long signal
Long 19/06/1992 25/06/1992 -0.53 Enter short signal
Short 25/06/1992 01/07/1992 -0.23 Enter long signal
Long 01/07/1992 03/07/1992 0.27 Close long signal
Out 03/07/1992 07/07/1992 0 Enter long signal
Long 07/07/1992 09/07/1992 -0.11 Enter short signal
Short 09/07/1992 13/07/1992 0.42 Enter long signal
Long 13/07/1992 22/07/1992 -0.38 Enter short signal
Short 22/07/1992 27/07/1992 -0.16 Enter long signal
Long 27/07/1992 29/07/1992 -0.03 Enter short signal
Short 29/07/1992 31/07/1992 0.77 Enter long signal
Long 31/07/1992 11/08/1992 0.67 Enter short signal
Short 11/08/1992 13/08/1992 0.07 Enter long signal
Long 13/08/1992 18/08/1992 0.51 Enter short signal
Short 18/08/1992 21/08/1992 -0.21 Enter long signal
Long 21/08/1992 25/08/1992 0.23 Enter short signal
Short 25/08/1992 27/08/1992 0.11 Enter long signal
Long 27/08/1992 01/09/1992 -0.11 Enter short signal
Short 01/09/1992 03/09/1992 0.01 Enter long signal
Long 03/09/1992 08/09/1992 1.36 Enter short signal
Short 08/09/1992 10/09/1992 -0.11 Close short signal
Out 10/09/1992 15/09/1992 0 Enter short signal
Short 15/09/1992 17/09/1992 -0.58 Enter long signal
Long 17/09/1992 21/09/1992 -0.11 Enter short signal
Short 21/09/1992 01/10/1992 -0.72 Enter long signal
Long 01/10/1992 05/10/1992 0.32 Enter short signal
Short 05/10/1992 07/10/1992 0.55 Close short signal
Out 07/10/1992 14/10/1992 0 Enter long signal
Long 14/10/1992 19/10/1992 0.54 Enter short signal
Short 19/10/1992 21/10/1992 0.16 Enter long signal
Long 21/10/1992 23/10/1992 0.32 Enter short signal
Short 23/10/1992 27/10/1992 0.21 Enter long signal
Long 27/10/1992 29/10/1992 -0.33 Enter short signal
Short 29/10/1992 04/11/1992 -0.2 Enter long signal
Long 04/11/1992 11/11/1992 0.08 Enter short signal
Short 11/11/1992 13/11/1992 0.34 Enter long signal
Long 13/11/1992 23/11/1992 0.37 Enter short signal
Short 23/11/1992 27/11/1992 0.28 Enter long signal
Long 27/11/1992 04/12/1992 0.4 Enter short signal
Short 04/12/1992 08/12/1992 0.03 Enter long signal
Long 08/12/1992 11/12/1992 0.07 Enter short signal
Short 11/12/1992 15/12/1992 0.04 Enter long signal
Long 15/12/1992 17/12/1992 0.02 Enter short signal
Short 17/12/1992 21/12/1992 -0.35 Enter long signal
Long 21/12/1992 23/12/1992 0.55 Enter short signal
Short 23/12/1992 31/12/1992 0.05 Enter long signal
Long 31/12/1992 06/01/1993 0.46 Enter short signal
Short 06/01/1993 11/01/1993 0 Close short signal
Out 11/01/1993 13/01/1993 0 Enter long signal
Long 13/01/1993 18/01/1993 0.37 Enter short signal
Short 18/01/1993 20/01/1993 0.23 Enter long signal
Long 20/01/1993 22/01/1993 -0.01 Enter short signal
Short 22/01/1993 02/02/1993 -0.22 Enter long signal
Long 02/02/1993 04/02/1993 -0.08 Enter short signal
Short 04/02/1993 08/02/1993 -0.07 Enter long signal
Long 08/02/1993 10/02/1993 0.15 Close long signal
Out 10/02/1993 12/02/1993 0 Enter long signal
Long 12/02/1993 16/02/1993 0.26 Enter short signal
Short 16/02/1993 18/02/1993 -0.26 Close short signal
Out 18/02/1993 22/02/1993 0 Enter short signal
Short 22/02/1993 24/02/1993 0.11 Enter long signal
Long 24/02/1993 26/02/1993 0.6 Enter short signal
Short 26/02/1993 02/03/1993 -0.39 Enter long signal
Long 02/03/1993 04/03/1993 0.65 Enter short signal
Short 04/03/1993 08/03/1993 -0.46 Enter long signal
Long 08/03/1993 10/03/1993 0.19 Enter short signal
Short 10/03/1993 12/03/1993 0.7 Enter long signal
Long 12/03/1993 16/03/1993 -0.02 Enter short signal
Short 16/03/1993 01/04/1993 1.02 Enter long signal
Long 01/04/1993 13/04/1993 1.37 Enter short signal
Short 13/04/1993 15/04/1993 0.19 Enter long signal
Long 15/04/1993 19/04/1993 0.05 Enter short signal
Short 19/04/1993 21/04/1993 0.62 Enter long signal
Long 21/04/1993 28/04/1993 -0.64 Enter short signal
Short 28/04/1993 11/05/1993 0.28 Enter long signal
Long 11/05/1993 13/05/1993 0.27 Enter short signal
Short 13/05/1993 01/06/1993 1.19 Enter long signal
Long 01/06/1993 03/06/1993 0.14 Enter short signal
Short 03/06/1993 07/06/1993 -0.13 Enter long signal
Long 07/06/1993 15/06/1993 0.78 Enter short signal
Short 15/06/1993 17/06/1993 0.06 Enter long signal
Long 17/06/1993 21/06/1993 0.43 Enter short signal
Short 21/06/1993 23/06/1993 0.17 Enter long signal
Long 23/06/1993 28/06/1993 0.54 Enter short signal
Short 28/06/1993 30/06/1993 -0.21 Enter long signal
Long 30/06/1993 09/07/1993 0.17 Close long signal
Out 09/07/1993 13/07/1993 0 Enter long signal
Long 13/07/1993 15/07/1993 -0.01 Enter short signal
Short 15/07/1993 19/07/1993 -0.18 Enter long signal
Long 19/07/1993 21/07/1993 -0.42 Close long signal
Out 21/07/1993 23/07/1993 0 Enter long signal
Long 23/07/1993 27/07/1993 -0.05 Enter short signal
Short 27/07/1993 29/07/1993 -0.09 Enter long signal
Long 29/07/1993 03/08/1993 0.56 Close long signal
Out 03/08/1993 05/08/1993 0 Enter long signal
Long 05/08/1993 09/08/1993 0.11 Close long signal
Out 09/08/1993 11/08/1993 0 Enter short signal
Short 11/08/1993 13/08/1993 -0.09 Close short signal
Out 13/08/1993 17/08/1993 0 Enter long signal
Long 17/08/1993 19/08/1993 -0.16 Enter short signal
Short 19/08/1993 23/08/1993 0.01 Enter long signal
Long 23/08/1993 25/08/1993 0.32 Enter short signal
Short 25/08/1993 27/08/1993 -0.23 Enter long signal
Long 27/08/1993 01/09/1993 0.37 Enter short signal
Short 01/09/1993 03/09/1993 -0.47 Close short signal
Out 03/09/1993 07/09/1993 0 Enter short signal
Short 07/09/1993 09/09/1993 0.23 Close short signal
Out 09/09/1993 13/09/1993 0 Enter short signal
Short 13/09/1993 15/09/1993 0.17 Enter long signal
Long 15/09/1993 17/09/1993 0.71 Enter short signal
Short 17/09/1993 22/09/1993 0.13 Close short signal
Out 22/09/1993 24/09/1993 0 Enter long signal
Long 24/09/1993 29/09/1993 0.63 Enter short signal
Short 29/09/1993 06/10/1993 -0.61 Enter long signal
Long 06/10/1993 08/10/1993 0.15 Enter short signal
Short 08/10/1993 12/10/1993 -0.21 Enter long signal
Long 12/10/1993 14/10/1993 -0.08 Enter short signal
Short 14/10/1993 21/10/1993 -0.23 Close short signal
Out 21/10/1993 25/10/1993 0 Enter short signal
Short 25/10/1993 27/10/1993 0.25 Enter long signal
Long 27/10/1993 16/11/1993 0.18 Close long signal
Out 16/11/1993 18/11/1993 0 Enter long signal
Long 18/11/1993 22/11/1993 -0.51 Enter short signal
Short 22/11/1993 24/11/1993 0.18 Enter long signal
Long 24/11/1993 29/11/1993 0.36 Enter short signal
Short 29/11/1993 06/12/1993 -0.14 Enter long signal
Long 06/12/1993 08/12/1993 0.27 Enter short signal
Short 08/12/1993 10/12/1993 -0.35 Close short signal
Out 10/12/1993 14/12/1993 0 Enter long signal
Long 14/12/1993 16/12/1993 0.09 Enter short signal
Short 16/12/1993 20/12/1993 -0.35 Close short signal
Out 20/12/1993 22/12/1993 0 Enter short signal
Short 22/12/1993 24/12/1993 -0.24 Enter long signal
Long 24/12/1993 30/12/1993 0.31 Enter short signal
Short 30/12/1993 04/01/1994 0.28 Close short signal
Out 04/01/1994 06/01/1994 0 Enter long signal
Long 06/01/1994 11/01/1994 0.17 Enter short signal
Short 11/01/1994 13/01/1994 0.26 Close short signal
Out 13/01/1994 28/01/1994 0 Enter long signal
Long 28/01/1994 01/02/1994 0 Enter short signal
Short 01/02/1994 04/02/1994 0.87 Enter long signal
Long 04/02/1994 10/02/1994 -0.37 Enter short signal
Short 10/02/1994 17/02/1994 0.47 Enter long signal
Long 17/02/1994 23/02/1994 -0.74 Enter short signal
Short 23/02/1994 02/03/1994 2.48 Enter long signal
Long 02/03/1994 04/03/1994 0.94 Enter short signal
Short 04/03/1994 08/03/1994 -0.15 Enter long signal
Long 08/03/1994 11/03/1994 -0.29 Close long signal
Out 11/03/1994 15/03/1994 0 Enter long signal
Long 15/03/1994 17/03/1994 -0.5 Enter short signal
Short 17/03/1994 30/03/1994 1.01 Enter long signal
Long 30/03/1994 07/04/1994 0.64 Enter short signal
Short 07/04/1994 11/04/1994 -0.3 Enter long signal
Long 11/04/1994 13/04/1994 -0.46 Enter short signal
Short 13/04/1994 25/04/1994 3.2 Enter long signal
Long 25/04/1994 03/05/1994 1.19 Enter short signal
Short 03/05/1994 05/05/1994 0.52 Enter long signal
Long 05/05/1994 13/05/1994 0.91 Enter short signal
Short 13/05/1994 18/05/1994 -0.77 Close short signal
Out 18/05/1994 20/05/1994 0 Enter short signal
Short 20/05/1994 13/06/1994 3.17 Enter long signal
Long 13/06/1994 22/06/1994 -0.39 Enter short signal
Short 22/06/1994 24/06/1994 0 Enter long signal
Long 24/06/1994 28/06/1994 0.62 Enter short signal
Short 28/06/1994 30/06/1994 0.52 Enter long signal
Long 30/06/1994 04/07/1994 0.13 Enter short signal
Short 04/07/1994 06/07/1994 0.14 Close short signal
Out 06/07/1994 08/07/1994 0 Enter long signal
Long 08/07/1994 12/07/1994 1.04 Close long signal
Out 12/07/1994 14/07/1994 0 Enter long signal
Long 14/07/1994 18/07/1994 0.03 Enter short signal
Short 18/07/1994 22/08/1994 2.98 Enter long signal
Long 22/08/1994 26/08/1994 0.77 Close long signal
Out 26/08/1994 31/08/1994 0 Enter short signal
Short 31/08/1994 19/09/1994 3.31 Enter long signal
Long 19/09/1994 22/09/1994 0.21 Enter short signal
Short 22/09/1994 26/09/1994 -0.31 Enter long signal
Long 26/09/1994 28/09/1994 0.61 Enter short signal
Short 28/09/1994 30/09/1994 0.73 Enter long signal
Long 30/09/1994 07/10/1994 -0.44 Close long signal
Out 07/10/1994 12/10/1994 0 Enter long signal
Long 12/10/1994 14/10/1994 0.89 Enter short signal
Short 14/10/1994 01/11/1994 0.97 Enter long signal
Long 01/11/1994 04/11/1994 0.01 Enter short signal
Short 04/11/1994 08/11/1994 0 Enter long signal
Long 08/11/1994 10/11/1994 0.98 Close long signal
Out 10/11/1994 14/11/1994 0 Enter long signal
Long 14/11/1994 16/11/1994 -0.15 Enter short signal
Short 16/11/1994 22/11/1994 -0.32 Enter long signal
Long 22/11/1994 24/11/1994 0.8 Enter short signal
Short 24/11/1994 28/11/1994 -0.01 Close short signal
Out 28/11/1994 30/11/1994 0 Enter long signal
Long 30/11/1994 05/12/1994 -0.58 Enter short signal
Short 05/12/1994 13/12/1994 0.95 Enter long signal
Long 13/12/1994 15/12/1994 0.01 Enter short signal
Short 15/12/1994 21/12/1994 0.06 Enter long signal
Long 21/12/1994 23/12/1994 0.1 Enter short signal
Short 23/12/1994 29/12/1994 0.94 Enter long signal
Long 29/12/1994 03/01/1995 -0.08 Enter short signal
Short 03/01/1995 10/01/1995 -0.4 Close short signal
Out 10/01/1995 12/01/1995 0 Enter long signal
Long 12/01/1995 16/01/1995 0.3 Enter short signal
Short 16/01/1995 18/01/1995 -0.19 Enter long signal
Long 18/01/1995 20/01/1995 -0.09 Close long signal
Out 20/01/1995 24/01/1995 0 Enter long signal
Long 24/01/1995 27/01/1995 0.97 Enter short signal
Short 27/01/1995 31/01/1995 0.04 Enter long signal
Long 31/01/1995 02/02/1995 -0.25 Enter short signal
Short 02/02/1995 06/02/1995 -0.37 Enter long signal
Long 06/02/1995 08/02/1995 0.22 Enter short signal
Short 08/02/1995 10/02/1995 0.15 Enter long signal
Long 10/02/1995 15/02/1995 0.14 Enter short signal
Short 15/02/1995 17/02/1995 0.08 Enter long signal
Long 17/02/1995 24/02/1995 -0.02 Enter short signal
Short 24/02/1995 28/02/1995 -0.39 Enter long signal
Long 28/02/1995 02/03/1995 -0.04 Enter short signal
Short 02/03/1995 06/03/1995 0.41 Enter long signal
Long 06/03/1995 16/03/1995 1.36 Enter short signal
Short 16/03/1995 20/03/1995 -0.08 Enter long signal
Long 20/03/1995 22/03/1995 -0.27 Enter short signal
Short 22/03/1995 24/03/1995 -0.35 Enter long signal
Long 24/03/1995 28/03/1995 -0.1 Enter short signal
Short 28/03/1995 31/03/1995 0.26 Enter long signal
Long 31/03/1995 04/04/1995 0.92 Enter short signal
Short 04/04/1995 06/04/1995 -0.05 Enter long signal
Long 06/04/1995 20/04/1995 -0.32 Enter short signal
Short 20/04/1995 25/04/1995 -0.2 Enter long signal
Long 25/04/1995 27/04/1995 0.2 Enter short signal
Short 27/04/1995 01/05/1995 -0.07 Enter long signal
Long 01/05/1995 03/05/1995 0.26 Enter short signal
Short 03/05/1995 05/05/1995 -0.45 Enter long signal
Long 05/05/1995 10/05/1995 0.57 Enter short signal
Short 10/05/1995 12/05/1995 0.32 Close short signal
Out 12/05/1995 16/05/1995 0 Enter long signal
Long 16/05/1995 18/05/1995 -0.14 Enter short signal
Short 18/05/1995 22/05/1995 -0.22 Enter long signal
Long 22/05/1995 24/05/1995 0.58 Enter short signal
Short 24/05/1995 26/05/1995 -0.05 Close short signal
Out 26/05/1995 02/06/1995 0 Enter short signal
Short 02/06/1995 06/06/1995 0.11 Close short signal
Out 06/06/1995 08/06/1995 0 Enter short signal
Short 08/06/1995 21/06/1995 0.81 Enter long signal
Long 21/06/1995 23/06/1995 -0.42 Enter short signal
Short 23/06/1995 10/07/1995 -0.91 Enter long signal
Long 10/07/1995 12/07/1995 -0.24 Enter short signal
Short 12/07/1995 14/07/1995 0.27 Enter long signal
Long 14/07/1995 18/07/1995 -0.13 Enter short signal
Short 18/07/1995 26/07/1995 -0.34 Enter long signal
Long 26/07/1995 03/08/1995 0.53 Enter short signal
Short 03/08/1995 07/08/1995 -0.27 Enter long signal
Long 07/08/1995 09/08/1995 -0.15 Close long signal
Out 09/08/1995 11/08/1995 0 Enter long signal
Long 11/08/1995 22/08/1995 0.04 Enter short signal
Short 22/08/1995 24/08/1995 0.04 Enter long signal
Long 24/08/1995 29/08/1995 0.29 Close long signal
Out 29/08/1995 31/08/1995 0 Enter long signal
Long 31/08/1995 04/09/1995 0.63 Enter short signal
Short 04/09/1995 06/09/1995 0.27 Enter long signal
Long 06/09/1995 08/09/1995 -0.14 Enter short signal
Short 08/09/1995 12/09/1995 -0.24 Enter long signal
Long 12/09/1995 14/09/1995 0.71 Enter short signal
Short 14/09/1995 18/09/1995 0.2 Enter long signal
Long 18/09/1995 20/09/1995 0.64 Enter short signal
Short 20/09/1995 22/09/1995 1.06 Enter long signal
Long 22/09/1995 26/09/1995 0.1 Enter short signal
Short 26/09/1995 03/10/1995 0.1 Enter long signal
Long 03/10/1995 05/10/1995 -0.06 Enter short signal
Short 05/10/1995 09/10/1995 -0.07 Enter long signal
Long 09/10/1995 11/10/1995 -0.17 Enter short signal
Short 11/10/1995 13/10/1995 -0.5 Close short signal
Out 13/10/1995 17/10/1995 0 Enter long signal
Long 17/10/1995 19/10/1995 0.36 Enter short signal
Short 19/10/1995 23/10/1995 0.23 Enter long signal
Long 23/10/1995 26/10/1995 0.36 Enter short signal
Short 26/10/1995 30/10/1995 -0.01 Enter long signal
Long 30/10/1995 01/11/1995 0.54 Enter short signal
Short 01/11/1995 03/11/1995 0.29 Enter long signal
Long 03/11/1995 07/11/1995 0.23 Enter short signal
Short 07/11/1995 09/11/1995 -0.47 Enter long signal
Long 09/11/1995 13/11/1995 0.12 Enter short signal
Short 13/11/1995 15/11/1995 -0.27 Close short signal
Out 15/11/1995 17/11/1995 0 Enter long signal
Long 17/11/1995 21/11/1995 -0.21 Enter short signal
Short 21/11/1995 23/11/1995 -0.51 Enter long signal
Long 23/11/1995 27/11/1995 0.53 Enter short signal
Short 27/11/1995 29/11/1995 0.09 Close short signal
Out 29/11/1995 01/12/1995 0 Enter short signal
Short 01/12/1995 22/03/1996 3.41 Enter long signal
Long 22/03/1996 26/03/1996 0.75 Enter short signal
Short 26/03/1996 28/03/1996 0.33 Enter long signal
Long 28/03/1996 01/04/1996 0.46 Enter short signal
Short 01/04/1996 03/04/1996 -0.19 Enter long signal
Long 03/04/1996 09/04/1996 -0.51 Enter short signal
Short 09/04/1996 15/04/1996 -0.02 Enter long signal
Long 15/04/1996 18/04/1996 0.12 Close long signal
Out 18/04/1996 22/04/1996 0 Enter long signal
Long 22/04/1996 24/04/1996 -0.08 Close long signal
Out 24/04/1996 26/04/1996 0 Enter long signal
Long 26/04/1996 30/04/1996 -0.3 Enter short signal
Short 30/04/1996 10/05/1996 0.43 Enter long signal
Long 10/05/1996 14/05/1996 0.21 Close long signal
Out 14/05/1996 16/05/1996 0 Enter long signal
Long 16/05/1996 20/05/1996 0.32 Close long signal
Out 20/05/1996 22/05/1996 0 Enter long signal
Long 22/05/1996 28/05/1996 0.19 Enter short signal
Short 28/05/1996 30/05/1996 0.46 Close short signal
Out 30/05/1996 04/06/1996 0 Enter short signal
Short 04/06/1996 10/06/1996 0.44 Close short signal
Out 10/06/1996 12/06/1996 0 Enter short signal
Short 12/06/1996 14/06/1996 0.77 Enter long signal
Long 14/06/1996 18/06/1996 0.29 Enter short signal
Short 18/06/1996 21/06/1996 -0.13 Enter long signal
Long 21/06/1996 25/06/1996 0.29 Close long signal
Out 25/06/1996 27/06/1996 0 Enter long signal
Long 27/06/1996 01/07/1996 0.6 Enter short signal
Short 01/07/1996 03/07/1996 0.16 Enter long signal
Long 03/07/1996 05/07/1996 -0.37 Enter short signal
Short 05/07/1996 10/07/1996 -0.44 Enter long signal
Long 10/07/1996 12/07/1996 0.34 Close long signal
Out 12/07/1996 16/07/1996 0 Enter long signal
Long 16/07/1996 18/07/1996 0.75 Enter short signal
Short 18/07/1996 22/07/1996 0 Enter long signal
Long 22/07/1996 24/07/1996 0 Enter short signal
Short 24/07/1996 26/07/1996 -0.19 Enter long signal
Long 26/07/1996 30/07/1996 -0.2 Enter short signal
Short 30/07/1996 01/08/1996 -0.42 Enter long signal
Long 01/08/1996 05/08/1996 0.41 Enter short signal
Short 05/08/1996 07/08/1996 -0.22 Close short signal
Out 07/08/1996 09/08/1996 0 Enter long signal
Long 09/08/1996 13/08/1996 -0.04 Enter short signal
Short 13/08/1996 15/08/1996 0.01 Close short signal
Out 15/08/1996 19/08/1996 0 Enter short signal
Short 19/08/1996 21/08/1996 0.59 Close short signal
Out 21/08/1996 23/08/1996 0 Enter short signal
Short 23/08/1996 11/09/1996 0.36 Enter long signal
Long 11/09/1996 13/09/1996 0.86 Enter short signal
Short 13/09/1996 17/09/1996 -0.21 Enter long signal
Long 17/09/1996 19/09/1996 -0.1 Enter short signal
Short 19/09/1996 23/09/1996 0.15 Enter long signal
Long 23/09/1996 25/09/1996 0.76 Enter short signal
Short 25/09/1996 27/09/1996 -0.1 Enter long signal
Long 27/09/1996 01/10/1996 0.2 Enter short signal
Short 01/10/1996 04/10/1996 -0.76 Enter long signal
Long 04/10/1996 08/10/1996 -0.14 Enter short signal
Short 08/10/1996 10/10/1996 0.11 Enter long signal
Long 10/10/1996 21/10/1996 0.07 Enter short signal
Short 21/10/1996 23/10/1996 0.05 Enter long signal
Long 23/10/1996 28/10/1996 -0.1 Enter short signal
Short 28/10/1996 30/10/1996 -0.11 Enter long signal
Long 30/10/1996 06/11/1996 0.81 Enter short signal
Short 06/11/1996 08/11/1996 0.06 Enter long signal
Long 08/11/1996 12/11/1996 0.44 Enter short signal
Short 12/11/1996 14/11/1996 -0.29 Enter long signal
Long 14/11/1996 18/11/1996 0.08 Enter short signal
Short 18/11/1996 20/11/1996 0.16 Close short signal
Out 20/11/1996 22/11/1996 0 Enter long signal
Long 22/11/1996 26/11/1996 0.19 Enter short signal
Short 26/11/1996 28/11/1996 -0.31 Close short signal
Out 28/11/1996 02/12/1996 0 Enter long signal
Long 02/12/1996 04/12/1996 -0.21 Enter short signal
Short 04/12/1996 06/12/1996 2.25 Enter long signal
Long 06/12/1996 10/12/1996 0.75 Enter short signal
Short 10/12/1996 12/12/1996 0.91 Close short signal
Out 12/12/1996 20/12/1996 0 Enter short signal
Short 20/12/1996 24/12/1996 -0.28 Enter long signal
Long 24/12/1996 30/12/1996 0.04 Enter short signal
Short 30/12/1996 02/01/1997 1.37 Enter long signal
Long 02/01/1997 15/01/1997 1.87 Enter short signal
Short 15/01/1997 17/01/1997 -0.1 Enter long signal
Long 17/01/1997 21/01/1997 0.05 Close long signal
Out 21/01/1997 23/01/1997 0 Enter long signal
Long 23/01/1997 27/01/1997 -0.49 Enter short signal
Short 27/01/1997 29/01/1997 0.08 Enter long signal
Long 29/01/1997 31/01/1997 0.64 Enter short signal
Short 31/01/1997 04/02/1997 -0.12 Enter long signal
Long 04/02/1997 06/02/1997 0.28 Enter short signal
Short 06/02/1997 10/02/1997 -0.59 Enter long signal
Long 10/02/1997 12/02/1997 0.4 Enter short signal
Short 12/02/1997 17/02/1997 -0.52 Close short signal
Out 17/02/1997 19/02/1997 0 Enter short signal
Short 19/02/1997 24/02/1997 0.22 Close short signal
Out 24/02/1997 26/02/1997 0 Enter long signal
Long 26/02/1997 28/02/1997 0.07 Enter short signal
Short 28/02/1997 26/03/1997 2.91 Enter long signal
Long 26/03/1997 08/04/1997 -0.05 Enter short signal
Short 08/04/1997 10/04/1997 0.07 Enter long signal
Long 10/04/1997 16/04/1997 0.49 Enter short signal
Short 16/04/1997 21/04/1997 0.14 Enter long signal
Long 21/04/1997 23/04/1997 0.31 Enter short signal
Short 23/04/1997 25/04/1997 0.33 Enter long signal
Long 25/04/1997 02/05/1997 1.07 Enter short signal
Short 02/05/1997 07/05/1997 -0.25 Enter long signal
Long 07/05/1997 09/05/1997 -0.03 Enter short signal
Short 09/05/1997 13/05/1997 -0.39 Enter long signal
Long 13/05/1997 15/05/1997 0.21 Enter short signal
Short 15/05/1997 19/05/1997 0.79 Enter long signal
Long 19/05/1997 27/05/1997 -0.82 Enter short signal
Short 27/05/1997 04/06/1997 -0.77 Enter long signal
Long 04/06/1997 09/06/1997 -0.83 Enter short signal
Short 09/06/1997 11/06/1997 -0.1 Enter long signal
Long 11/06/1997 13/06/1997 0.77 Enter short signal
Short 13/06/1997 17/06/1997 0.21 Enter long signal
Long 17/06/1997 19/06/1997 -0.39 Enter short signal
Short 19/06/1997 23/06/1997 -0.35 Enter long signal
Long 23/06/1997 25/06/1997 0.39 Close long signal
Out 25/06/1997 27/06/1997 0 Enter long signal
Long 27/06/1997 01/07/1997 0.01 Enter short signal
Short 01/07/1997 03/07/1997 -0.58 Enter long signal
Long 03/07/1997 07/07/1997 0.36 Enter short signal
Short 07/07/1997 09/07/1997 -0.08 Enter long signal
Long 09/07/1997 11/07/1997 0.09 Enter short signal
Short 11/07/1997 15/07/1997 0.63 Enter long signal
Long 15/07/1997 17/07/1997 0.44 Enter short signal
Short 17/07/1997 21/07/1997 0.04 Enter long signal
Long 21/07/1997 23/07/1997 0.46 Enter short signal
Short 23/07/1997 25/07/1997 0.27 Enter long signal
Long 25/07/1997 30/07/1997 0.46 Close long signal
Out 30/07/1997 01/08/1997 0 Enter short signal
Short 01/08/1997 11/08/1997 0.53 Close short signal
Out 11/08/1997 19/08/1997 0 Enter long signal
Long 19/08/1997 21/08/1997 -0.27 Enter short signal
Short 21/08/1997 28/08/1997 0.31 Enter long signal
Long 28/08/1997 03/09/1997 -0.02 Enter short signal
Short 03/09/1997 08/09/1997 0.68 Close short signal
Out 08/09/1997 11/09/1997 0 Enter long signal
Long 11/09/1997 18/09/1997 1.11 Enter short signal
Short 18/09/1997 22/09/1997 0.02 Enter long signal
Long 22/09/1997 24/09/1997 0.23 Enter short signal
Short 24/09/1997 26/09/1997 0.11 Enter long signal
Long 26/09/1997 01/10/1997 0.5 Enter short signal
Short 01/10/1997 03/10/1997 -0.62 Enter long signal
Long 03/10/1997 07/10/1997 -0.35 Enter short signal
Short 07/10/1997 09/10/1997 1.08 Enter long signal
Long 09/10/1997 14/10/1997 0.22 Enter short signal
Short 14/10/1997 22/10/1997 1.39 Enter long signal
Long 22/10/1997 29/10/1997 0.93 Enter short signal
Short 29/10/1997 31/10/1997 -0.57 Enter long signal
Long 31/10/1997 04/11/1997 -0.29 Enter short signal
Short 04/11/1997 07/11/1997 -0.09 Enter long signal
Long 07/11/1997 11/11/1997 -0.06 Enter short signal
Short 11/11/1997 17/11/1997 -0.26 Enter long signal
Long 17/11/1997 19/11/1997 0.48 Enter short signal
Short 19/11/1997 21/11/1997 -0.05 Enter long signal
Long 21/11/1997 25/11/1997 0.35 Enter short signal
Short 25/11/1997 27/11/1997 0.11 Enter long signal
Long 27/11/1997 01/12/1997 0.33 Enter short signal
Short 01/12/1997 03/12/1997 0.39 Close short signal
Out 03/12/1997 05/12/1997 0 Enter short signal
Short 05/12/1997 10/12/1997 -0.24 Enter long signal
Long 10/12/1997 12/12/1997 0.76 Enter short signal
Short 12/12/1997 16/12/1997 0.03 Enter long signal
Long 16/12/1997 19/12/1997 0.43 Enter short signal
Short 19/12/1997 23/12/1997 -0.09 Enter long signal
Long 23/12/1997 29/12/1997 -0.21 Enter short signal
Short 29/12/1997 07/01/1998 -0.64 Enter long signal
Long 07/01/1998 09/01/1998 0.66 Close long signal
Out 09/01/1998 13/01/1998 0 Enter short signal
Short 13/01/1998 15/01/1998 0.15 Close short signal
Out 15/01/1998 19/01/1998 0 Enter short signal
Short 19/01/1998 21/01/1998 0.41 Enter long signal
Long 21/01/1998 23/01/1998 0.01 Enter short signal
Short 23/01/1998 28/01/1998 -0.16 Enter long signal
Long 28/01/1998 30/01/1998 0.4 Enter short signal
Short 30/01/1998 03/02/1998 -0.13 Enter long signal
Long 03/02/1998 06/02/1998 -0.26 Enter short signal
Short 06/02/1998 10/02/1998 -0.26 Enter long signal
Long 10/02/1998 12/02/1998 0.66 Enter short signal
Short 12/02/1998 20/02/1998 -0.21 Enter long signal
Long 20/02/1998 24/02/1998 -0.04 Enter short signal
Short 24/02/1998 26/02/1998 -0.38 Enter long signal
Long 26/02/1998 03/03/1998 -0.4 Enter short signal
Short 03/03/1998 05/03/1998 0.87 Enter long signal
Long 05/03/1998 10/03/1998 0.77 Close long signal
Out 10/03/1998 12/03/1998 0 Enter short signal
Short 12/03/1998 17/03/1998 0.04 Enter long signal
Long 17/03/1998 26/03/1998 0 Close long signal
Out 26/03/1998 01/04/1998 0 Enter short signal
Short 01/04/1998 06/04/1998 -0.84 Enter long signal
Long 06/04/1998 08/04/1998 -0.19 Enter short signal
Short 08/04/1998 14/04/1998 0.03 Enter long signal
Long 14/04/1998 17/04/1998 0.02 Close long signal
Out 17/04/1998 21/04/1998 0 Enter short signal
Short 21/04/1998 28/04/1998 0.83 Close short signal
Out 28/04/1998 30/04/1998 0 Enter short signal
Short 30/04/1998 04/05/1998 -0.31 Enter long signal
Long 04/05/1998 06/05/1998 -0.25 Enter short signal
Short 06/05/1998 13/05/1998 0.04 Close short signal
Out 13/05/1998 15/05/1998 0 Enter long signal
Long 15/05/1998 19/05/1998 0.2 Enter short signal
Short 19/05/1998 21/05/1998 -0.52 Enter long signal
Long 21/05/1998 26/05/1998 0.25 Enter short signal
Short 26/05/1998 28/05/1998 0.03 Enter long signal
Long 28/05/1998 01/06/1998 0.54 Enter short signal
Short 01/06/1998 03/06/1998 0.17 Enter long signal
Long 03/06/1998 05/06/1998 -0.38 Enter short signal
Short 05/06/1998 11/06/1998 -0.69 Enter long signal
Long 11/06/1998 15/06/1998 0.09 Enter short signal
Short 15/06/1998 17/06/1998 0.44 Enter long signal
Long 17/06/1998 19/06/1998 -0.05 Enter short signal
Short 19/06/1998 23/06/1998 -0.44 Close short signal
Out 23/06/1998 25/06/1998 0 Enter long signal
Long 25/06/1998 29/06/1998 0.03 Close long signal
Out 29/06/1998 01/07/1998 0 Enter long signal
Long 01/07/1998 03/07/1998 0.26 Enter short signal
Short 03/07/1998 07/07/1998 -0.13 Enter long signal
Long 07/07/1998 09/07/1998 0.04 Enter short signal
Short 09/07/1998 13/07/1998 0.21 Enter long signal
Long 13/07/1998 15/07/1998 0.09 Enter short signal
Short 15/07/1998 17/07/1998 -0.1 Enter long signal
Long 17/07/1998 21/07/1998 0.27 Close long signal
Out 21/07/1998 23/07/1998 0 Enter long signal
Long 23/07/1998 30/07/1998 0.27 Close long signal
Out 30/07/1998 03/08/1998 0 Enter long signal
Long 03/08/1998 05/08/1998 0.2 Enter short signal
Short 05/08/1998 07/08/1998 -0.33 Close short signal
Out 07/08/1998 11/08/1998 0 Enter short signal
Short 11/08/1998 13/08/1998 0.21 Close short signal
Out 13/08/1998 17/08/1998 0 Enter short signal
Short 17/08/1998 19/08/1998 -0.04 Enter long signal
Long 19/08/1998 21/08/1998 1.79 Enter short signal
Short 21/08/1998 25/08/1998 -1.11 Close short signal
Out 25/08/1998 27/08/1998 0 Enter short signal
Short 27/08/1998 01/09/1998 1.03 Close short signal
Out 01/09/1998 03/09/1998 0 Enter short signal
Short 03/09/1998 07/09/1998 1 Close short signal
Out 07/09/1998 10/09/1998 0 Enter short signal
Short 10/09/1998 18/09/1998 -0.23 Close short signal
Out 18/09/1998 22/09/1998 0 Enter short signal
Short 22/09/1998 28/09/1998 0.53 Enter long signal
Long 28/09/1998 01/10/1998 1.24 Enter short signal
Short 01/10/1998 13/10/1998 4.02 Close short signal
Out 13/10/1998 15/10/1998 0 Enter long signal
Long 15/10/1998 22/10/1998 0.09 Enter short signal
Short 22/10/1998 26/10/1998 0.31 Enter long signal
Long 26/10/1998 29/10/1998 0.39 Close long signal
Out 29/10/1998 02/11/1998 0 Enter long signal
Long 02/11/1998 04/11/1998 0.3 Enter short signal
Short 04/11/1998 11/11/1998 -0.03 Enter long signal
Long 11/11/1998 13/11/1998 0.26 Enter short signal
Short 13/11/1998 18/11/1998 -0.82 Enter long signal
Long 18/11/1998 20/11/1998 0.42 Enter short signal
Short 20/11/1998 24/11/1998 -0.19 Enter long signal
Long 24/11/1998 26/11/1998 0.12 Enter short signal
Short 26/11/1998 30/11/1998 -0.49 Enter long signal
Long 30/11/1998 02/12/1998 0.37 E
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