Versione professionale del Ts sul Bund future daily v123.
Vi presento una seconda versione professionale del Trading system sul Bund daily che si differenzia dalla prima per il numero da contratti da utilizzare che varia da 1 a 3 e non da 1 a 2.
Questa indicazione è fondamentale in quanto ci permette di ottenere risultati decisamente superiori, ma visto che con l’aumentare del numero dei contratti crescono per ovvi motivi anche i rischi, tale versione è adatta solo ed unicamente ad investitori professionisti ed istituzionali.
Gli input sono dunque quelli del Ts sul Bund già noto, ma insieme all’indicazione di andare “Long” o “Short” con i prezzi serali del giorno xxx, vi indicherò anche di procedere con 1, 2 o 3 contratti.
Questo accorgimento ci ha permesso di raggiungere storicamente, dal 09 agosto 1989 al 18 luglio 2008, un utile di ben 714.89 punti rispetto alla versione base di 336.19 punti e alla versione professionale v12 di 549.13 punti.
L'utile massimo è pari a 10.23 punti (non tengo contro del +14.88 punti della prima operazione) mentre la perdita peggiore è pari a 2.88 punti. Interessante notare che, rispetto alla versione v12, la perdita massima è praticamente invariata rispetto al precedente 2.76, mentre l’utile massimo invece è cresciuto di oltre 2 punti da 8.04 all’attuale 10.23. Quindi a parità di rischio l’utile è cresciuto del 27.23%.
Troverete di seguito la lista completa delle operazioni realizzate con il Ts bund versione 1 insieme al numero di contratti che sarà sempre 1, 2 o 3. In questo modo, in un’ottica di totale trasparenza, avete la possibilità di portarvi la tabella in un foglio elettronico per effettuare tutte le verifiche del caso.
Osserviamo dunque che nel 49% dei casi, ossia 664 su 1334, utilizziamo ben 3 contratti bund, nel 29% dei casi abbiamo utilizzato 2 contratti mentre 1 solo nel 22% dei casi. Potevamo ottenere un utile maggiore, ma abbiamo scelto tale ripartizione per il rischio relativamente contenuto.
Il grafico accanto mostra l'equity cumulata dal mese di agosto 1989 al mese di luglio 2008; ossia il risultato delle 1334 operazioni realizzate in tale periodo con 1, 2 o 3 contratti.
Trade Type Entry Date Close Date N° cont Risult. Reason For Close
Short 14/07/2008 18/07/2008 2 3.3 Enter long signal
Long 08/07/2008 10/07/2008 3 0.06 Close long signal
Short 04/07/2008 08/07/2008 1 -0.65 Enter long signal
Long 02/07/2008 04/07/2008 1 1.25 Enter short signal
Short 30/06/2008 02/07/2008 1 0.25 Enter long signal
Long 19/06/2008 30/06/2008 3 2.28 Enter short signal
Short 17/06/2008 19/06/2008 2 1.16 Enter long signal
Long 10/06/2008 17/06/2008 1 -0.48 Enter short signal
Long 29/05/2008 03/06/2008 1 0.32 Close long signal
Short 26/05/2008 29/05/2008 1 0.96 Enter long signal
Short 08/05/2008 22/05/2008 1 1.88 Close short signal
Long 02/05/2008 08/05/2008 2 2.26 Enter short signal
Short 28/04/2008 02/05/2008 2 0 Enter long signal
Long 16/04/2008 28/04/2008 1 -1.38 Enter short signal
Short 14/04/2008 16/04/2008 1 0.96 Enter long signal
Long 08/04/2008 10/04/2008 1 0.31 Close long signal
Short 20/03/2008 08/04/2008 3 7.59 Enter long signal
Long 18/03/2008 20/03/2008 3 0.33 Enter short signal
Short 14/03/2008 18/03/2008 3 1.32 Enter long signal
Long 12/03/2008 14/03/2008 3 0.24 Enter short signal
Short 10/03/2008 12/03/2008 3 0.81 Enter long signal
Long 06/03/2008 10/03/2008 1 0.63 Enter short signal
Short 04/03/2008 06/03/2008 1 0.14 Enter long signal
Long 26/02/2008 04/03/2008 3 6.33 Enter short signal
Short 18/02/2008 26/02/2008 3 1.56 Enter long signal
Long 13/02/2008 18/02/2008 1 -0.31 Enter short signal
Short 11/02/2008 13/02/2008 1 0.98 Enter long signal
Long 07/02/2008 11/02/2008 1 0.43 Enter short signal
Short 05/02/2008 07/02/2008 3 1.86 Enter long signal
Long 01/02/2008 05/02/2008 2 1.36 Enter short signal
Short 29/01/2008 01/02/2008 3 -1.68 Enter long signal
Long 24/01/2008 29/01/2008 2 0.38 Enter short signal
Short 18/01/2008 22/01/2008 2 -0.16 Close short signal
Long 16/01/2008 18/01/2008 2 0.12 Enter short signal
Short 14/01/2008 16/01/2008 3 -2.13 Enter long signal
Long 09/01/2008 14/01/2008 3 0.93 Enter short signal
Short 07/01/2008 09/01/2008 1 -0.08 Enter long signal
Long 03/01/2008 07/01/2008 1 0.52 Enter short signal
Short 06/12/2007 28/12/2007 1 1.88 Close short signal
Long 28/11/2007 06/12/2007 1 0.57 Enter short signal
Short 26/11/2007 28/11/2007 3 4.05 Enter long signal
Long 21/11/2007 26/11/2007 3 1.56 Enter short signal
Short 19/11/2007 21/11/2007 2 -0.36 Enter long signal
Long 12/11/2007 19/11/2007 3 1.14 Enter short signal
Short 08/11/2007 12/11/2007 3 -1.44 Enter long signal
Long 06/11/2007 08/11/2007 3 1.62 Enter short signal
Short 02/11/2007 06/11/2007 3 0.21 Enter long signal
Long 31/10/2007 02/11/2007 3 1.23 Enter short signal
Short 25/10/2007 29/10/2007 1 -0.01 Close short signal
Long 23/10/2007 25/10/2007 1 0.2 Enter short signal
Long 10/10/2007 19/10/2007 2 2.32 Close long signal
Short 08/10/2007 10/10/2007 3 -0.15 Enter long signal
Long 04/10/2007 08/10/2007 1 -0.57 Enter short signal
Short 17/09/2007 04/10/2007 3 3.75 Enter long signal
Long 13/09/2007 17/09/2007 1 0.19 Enter short signal
Short 11/09/2007 13/09/2007 3 1.44 Enter long signal
Long 30/08/2007 11/09/2007 2 1.18 Enter short signal
Short 24/08/2007 30/08/2007 3 -1.26 Enter long signal
Long 22/08/2007 24/08/2007 3 0.66 Enter short signal
Short 16/08/2007 20/08/2007 3 0.3 Close short signal
Long 13/08/2007 16/08/2007 2 1.62 Enter short signal
Short 01/08/2007 13/08/2007 3 -0.24 Enter long signal
Short 26/07/2007 30/07/2007 1 -0.19 Close short signal
Long 24/07/2007 26/07/2007 1 0.52 Enter short signal
Long 18/07/2007 20/07/2007 3 2.94 Close long signal
Short 16/07/2007 18/07/2007 1 0.01 Enter long signal
Long 12/07/2007 16/07/2007 3 2.22 Enter short signal
Short 10/07/2007 12/07/2007 1 0.59 Enter long signal
Long 04/07/2007 10/07/2007 1 0.32 Enter short signal
Short 02/07/2007 04/07/2007 3 2.97 Enter long signal
Long 28/06/2007 02/07/2007 3 1.92 Enter short signal
Short 25/06/2007 28/06/2007 1 -0.36 Enter long signal
Long 21/06/2007 25/06/2007 1 0.42 Enter short signal
Short 05/06/2007 21/06/2007 3 4.2 Enter long signal
Long 01/06/2007 05/06/2007 1 -0.25 Enter short signal
Short 25/05/2007 01/06/2007 3 1.53 Enter long signal
Short 09/05/2007 23/05/2007 3 3.21 Close short signal
Long 04/05/2007 09/05/2007 1 -0.28 Enter short signal
Short 30/04/2007 04/05/2007 3 1.29 Enter long signal
Long 19/04/2007 30/04/2007 1 0.49 Enter short signal
Short 17/04/2007 19/04/2007 3 0.51 Enter long signal
Short 23/03/2007 12/04/2007 2 3.18 Close short signal
Long 20/03/2007 23/03/2007 3 -2.55 Enter short signal
Short 14/03/2007 16/03/2007 3 -0.03 Close short signal
Long 08/03/2007 14/03/2007 3 0.57 Enter short signal
Short 06/03/2007 08/03/2007 2 0.82 Enter long signal
Long 02/03/2007 06/03/2007 3 0 Enter short signal
Short 28/02/2007 02/03/2007 1 -0.32 Enter long signal
Long 19/02/2007 28/02/2007 3 2.73 Enter short signal
Short 15/02/2007 19/02/2007 1 0.12 Enter long signal
Long 12/02/2007 15/02/2007 3 1.68 Enter short signal
Short 08/02/2007 12/02/2007 2 1.04 Enter long signal
Long 06/02/2007 08/02/2007 3 -0.78 Enter short signal
Long 25/01/2007 02/02/2007 2 0.48 Close long signal
Short 16/01/2007 25/01/2007 2 0.74 Enter long signal
Long 08/01/2007 16/01/2007 1 -0.61 Enter short signal
Short 03/01/2007 08/01/2007 1 0.23 Enter long signal
Short 13/12/2006 27/12/2006 3 5.34 Close short signal
Long 11/12/2006 13/12/2006 3 -0.24 Enter short signal
Short 07/12/2006 11/12/2006 3 1.11 Enter long signal
Long 05/12/2006 07/12/2006 3 -0.21 Enter short signal
Short 01/12/2006 05/12/2006 3 0.45 Enter long signal
Long 29/11/2006 01/12/2006 2 0.96 Enter short signal
Short 27/11/2006 29/11/2006 2 -0.14 Enter long signal
Long 20/11/2006 27/11/2006 2 -0.12 Enter short signal
Short 16/11/2006 20/11/2006 3 -1.2 Enter long signal
Long 03/11/2006 16/11/2006 1 0.22 Enter short signal
Short 01/11/2006 03/11/2006 3 1.62 Enter long signal
Long 30/10/2006 01/11/2006 2 1.6 Enter short signal
Short 25/10/2006 30/10/2006 3 -2.34 Enter long signal
Long 20/10/2006 25/10/2006 1 -0.45 Enter short signal
Short 05/10/2006 20/10/2006 3 3.27 Enter long signal
Long 03/10/2006 05/10/2006 2 0.32 Enter short signal
Short 29/09/2006 03/10/2006 3 0.42 Enter long signal
Long 27/09/2006 29/09/2006 1 -0.34 Enter short signal
Long 21/09/2006 25/09/2006 2 1.86 Close long signal
Short 06/09/2006 21/09/2006 2 0.14 Enter long signal
Long 04/09/2006 06/09/2006 3 -2.28 Enter short signal
Short 31/08/2006 04/09/2006 1 -0.14 Enter long signal
Long 29/08/2006 31/08/2006 3 1.77 Enter short signal
Short 25/08/2006 29/08/2006 2 0.66 Enter long signal
Long 23/08/2006 25/08/2006 2 0.52 Enter short signal
Short 21/08/2006 23/08/2006 3 -1.35 Enter long signal
Long 17/08/2006 21/08/2006 2 0.86 Enter short signal
Short 10/08/2006 17/08/2006 2 -0.28 Enter long signal
Long 08/08/2006 10/08/2006 2 -0.56 Enter short signal
Short 02/08/2006 04/08/2006 2 -0.6 Close short signal
Long 31/07/2006 02/08/2006 2 -0.34 Enter short signal
Short 27/07/2006 31/07/2006 3 -1.05 Enter long signal
Long 25/07/2006 27/07/2006 3 0.21 Enter short signal
Short 21/07/2006 25/07/2006 3 0.27 Enter long signal
Long 18/07/2006 21/07/2006 1 0.56 Enter short signal
Short 14/07/2006 18/07/2006 1 0.2 Enter long signal
Long 12/07/2006 14/07/2006 1 0.94 Enter short signal
Long 06/07/2006 10/07/2006 3 0.63 Close long signal
Short 21/06/2006 06/07/2006 2 1.74 Enter long signal
Long 16/06/2006 21/06/2006 3 -2.16 Enter short signal
Short 14/06/2006 16/06/2006 3 1.02 Enter long signal
Long 12/06/2006 14/06/2006 3 0.45 Enter short signal
Short 05/06/2006 07/06/2006 3 0.9 Close short signal
Long 01/06/2006 05/06/2006 3 0.63 Enter short signal
Short 30/05/2006 01/06/2006 2 0.88 Enter long signal
Long 24/05/2006 26/05/2006 3 0.09 Close long signal
Short 22/05/2006 24/05/2006 3 -0.93 Enter long signal
Long 18/05/2006 22/05/2006 3 2.16 Enter short signal
Short 16/05/2006 18/05/2006 1 -0.03 Enter long signal
Long 11/05/2006 16/05/2006 3 2.31 Enter short signal
Short 08/05/2006 11/05/2006 3 0.93 Enter long signal
Long 04/05/2006 08/05/2006 3 0.48 Enter short signal
Short 28/04/2006 04/05/2006 1 0.56 Enter long signal
Long 26/04/2006 28/04/2006 1 0.25 Enter short signal
Short 27/03/2006 26/04/2006 3 8.85 Enter long signal
Long 23/03/2006 27/03/2006 1 0.27 Enter short signal
Long 16/03/2006 21/03/2006 1 -0.23 Close long signal
Short 01/03/2006 16/03/2006 2 4 Enter long signal
Long 24/02/2006 01/03/2006 2 -0.54 Enter short signal
Long 20/02/2006 22/02/2006 2 0.3 Close long signal
Short 16/02/2006 20/02/2006 3 -1.83 Enter long signal
Long 13/02/2006 16/02/2006 3 0 Enter short signal
Short 09/02/2006 13/02/2006 1 0.2 Enter long signal
Long 03/02/2006 09/02/2006 1 0.07 Enter short signal
Short 18/01/2006 03/02/2006 3 5.73 Enter long signal
Short 12/01/2006 16/01/2006 3 0.09 Close short signal
Long 10/01/2006 12/01/2006 3 0.39 Enter short signal
Short 06/01/2006 10/01/2006 2 0.44 Enter long signal
Long 04/01/2006 06/01/2006 2 0.26 Enter short signal
Short 30/12/2005 04/01/2006 2 -0.74 Enter long signal
Long 28/12/2005 30/12/2005 3 -0.21 Enter short signal
Short 23/12/2005 28/12/2005 1 -0.21 Enter long signal
Long 21/12/2005 23/12/2005 3 1.74 Enter short signal
Short 19/12/2005 21/12/2005 3 1.32 Enter long signal
Long 15/12/2005 19/12/2005 3 0.93 Enter short signal
Short 13/12/2005 15/12/2005 3 -0.87 Enter long signal
Long 09/12/2005 13/12/2005 3 1.14 Enter short signal
Long 05/12/2005 07/12/2005 3 0.93 Close long signal
Short 01/12/2005 05/12/2005 3 0.06 Enter long signal
Long 29/11/2005 01/12/2005 1 0.46 Enter short signal
Short 25/11/2005 29/11/2005 3 0.99 Enter long signal
Long 23/11/2005 25/11/2005 3 1.83 Enter short signal
Long 15/11/2005 21/11/2005 3 0.48 Close long signal
Short 01/11/2005 15/11/2005 3 2.16 Enter long signal
Long 26/10/2005 01/11/2005 1 -0.31 Enter short signal
Short 24/10/2005 26/10/2005 1 1.04 Enter long signal
Long 13/10/2005 20/10/2005 1 0.02 Close long signal
Short 31/08/2005 13/10/2005 3 7.68 Enter long signal
Long 25/08/2005 31/08/2005 2 0.66 Enter short signal
Long 19/08/2005 23/08/2005 3 0.48 Close long signal
Short 17/08/2005 19/08/2005 3 -1.2 Enter long signal
Long 15/08/2005 17/08/2005 2 0.82 Enter short signal
Short 04/08/2005 10/08/2005 2 -0.02 Close short signal
Long 27/07/2005 29/07/2005 1 -0.2 Close long signal
Short 25/07/2005 27/07/2005 1 0.01 Enter long signal
Short 01/07/2005 21/07/2005 3 3.72 Close short signal
Long 29/06/2005 01/07/2005 3 0.69 Enter short signal
Short 27/06/2005 29/06/2005 3 1.53 Enter long signal
Long 23/06/2005 27/06/2005 2 0.7 Enter short signal
Short 13/06/2005 23/06/2005 2 -0.48 Enter long signal
Short 07/06/2005 09/06/2005 3 -0.54 Close short signal
Short 01/06/2005 03/06/2005 3 -0.06 Close short signal
Long 26/05/2005 01/06/2005 3 2.31 Enter short signal
Short 24/05/2005 26/05/2005 3 0.33 Enter long signal
Long 20/05/2005 24/05/2005 3 1.77 Enter short signal
Short 16/05/2005 20/05/2005 2 0.26 Enter long signal
Long 12/05/2005 16/05/2005 3 0.45 Enter short signal
Short 10/05/2005 12/05/2005 1 -0.31 Enter long signal
Long 06/05/2005 10/05/2005 3 2.07 Enter short signal
Short 04/05/2005 06/05/2005 2 0.62 Enter long signal
Long 28/04/2005 04/05/2005 2 -0.28 Enter short signal
Short 26/04/2005 28/04/2005 3 -1.71 Enter long signal
Long 22/04/2005 26/04/2005 3 0.42 Enter short signal
Short 20/04/2005 22/04/2005 2 0.2 Enter long signal
Long 18/04/2005 20/04/2005 2 0.32 Enter short signal
Short 14/04/2005 18/04/2005 2 -1.14 Enter long signal
Long 12/04/2005 14/04/2005 3 0.33 Enter short signal
Short 08/04/2005 12/04/2005 3 -0.75 Enter long signal
Long 06/04/2005 08/04/2005 3 0.87 Enter short signal
Short 04/04/2005 06/04/2005 2 0.16 Enter long signal
Long 31/03/2005 04/04/2005 2 0.62 Enter short signal
Short 29/03/2005 31/03/2005 3 -2.4 Enter long signal
Long 23/03/2005 29/03/2005 1 0.26 Enter short signal
Short 17/03/2005 23/03/2005 1 0.43 Enter long signal
Long 10/03/2005 17/03/2005 1 0.73 Enter short signal
Long 01/03/2005 07/03/2005 1 0.57 Close long signal
Short 11/02/2005 01/03/2005 2 4.36 Enter long signal
Long 09/02/2005 11/02/2005 3 -0.66 Enter short signal
Short 07/02/2005 09/02/2005 3 -1.23 Enter long signal
Long 02/02/2005 07/02/2005 3 1.77 Enter short signal
Short 31/01/2005 02/02/2005 3 0.18 Enter long signal
Long 27/01/2005 31/01/2005 3 1.29 Enter short signal
Short 25/01/2005 27/01/2005 3 0.9 Enter long signal
Long 21/01/2005 25/01/2005 3 0.03 Enter short signal
Short 19/01/2005 21/01/2005 2 0.64 Enter long signal
Long 17/01/2005 19/01/2005 3 0.54 Enter short signal
Short 13/01/2005 17/01/2005 3 -0.69 Enter long signal
Long 11/01/2005 13/01/2005 3 0.99 Enter short signal
Short 07/01/2005 11/01/2005 3 -0.54 Enter long signal
Long 05/01/2005 07/01/2005 2 0.5 Enter short signal
Short 03/01/2005 05/01/2005 2 0 Enter long signal
Long 27/12/2004 03/01/2005 2 -0.26 Enter short signal
Short 22/12/2004 27/12/2004 2 -0.06 Enter long signal
Long 20/12/2004 22/12/2004 3 -0.99 Enter short signal
Short 16/12/2004 20/12/2004 3 0.42 Enter long signal
Long 14/12/2004 16/12/2004 3 0.48 Enter short signal
Short 10/12/2004 14/12/2004 3 -0.45 Enter long signal
Long 08/12/2004 10/12/2004 3 0.6 Enter short signal
Short 06/12/2004 08/12/2004 3 -0.03 Enter long signal
Long 01/12/2004 06/12/2004 3 1.56 Enter short signal
Short 26/11/2004 01/12/2004 2 -0.1 Enter long signal
Long 24/11/2004 26/11/2004 3 0.6 Enter short signal
Short 22/11/2004 24/11/2004 3 -0.72 Enter long signal
Long 18/11/2004 22/11/2004 3 1.14 Enter short signal
Short 16/11/2004 18/11/2004 2 0.72 Enter long signal
Long 12/11/2004 16/11/2004 2 0.14 Enter short signal
Short 10/11/2004 12/11/2004 3 -2.88 Enter long signal
Long 08/11/2004 10/11/2004 3 0.51 Enter short signal
Short 04/11/2004 08/11/2004 3 1.23 Enter long signal
Long 02/11/2004 04/11/2004 3 1.35 Enter short signal
Short 29/10/2004 02/11/2004 3 0.66 Enter long signal
Long 27/10/2004 29/10/2004 3 0.18 Enter short signal
Short 25/10/2004 27/10/2004 2 0.68 Enter long signal
Long 21/10/2004 25/10/2004 2 0.62 Enter short signal
Short 19/10/2004 21/10/2004 2 -0.76 Enter long signal
Long 14/10/2004 19/10/2004 3 -0.57 Enter short signal
Short 12/10/2004 14/10/2004 1 -0.28 Enter long signal
Long 07/10/2004 12/10/2004 2 1.88 Enter short signal
Short 30/09/2004 07/10/2004 2 0.3 Enter long signal
Long 27/09/2004 30/09/2004 3 -1.08 Enter short signal
Short 23/09/2004 27/09/2004 3 -0.03 Enter long signal
Long 17/09/2004 23/09/2004 3 1.95 Enter short signal
Short 07/09/2004 17/09/2004 1 -0.2 Enter long signal
Short 01/09/2004 03/09/2004 3 2.88 Close short signal
Long 30/08/2004 01/09/2004 3 0.87 Enter short signal
Short 26/08/2004 30/08/2004 3 0.03 Enter long signal
Long 24/08/2004 26/08/2004 3 1.2 Enter short signal
Short 20/08/2004 24/08/2004 3 1.26 Enter long signal
Long 18/08/2004 20/08/2004 2 0.4 Enter short signal
Short 16/08/2004 18/08/2004 2 -0.26 Enter long signal
Long 12/08/2004 16/08/2004 3 -0.84 Enter short signal
Short 09/08/2004 12/08/2004 3 -0.48 Enter long signal
Long 05/08/2004 09/08/2004 3 1.98 Enter short signal
Short 03/08/2004 05/08/2004 1 -0.38 Enter long signal
Long 27/07/2004 03/08/2004 3 2.88 Enter short signal
Short 23/07/2004 27/07/2004 1 0.39 Enter long signal
Long 21/07/2004 23/07/2004 1 0.35 Enter short signal
Short 19/07/2004 21/07/2004 3 2.28 Enter long signal
Long 15/07/2004 19/07/2004 3 1.53 Enter short signal
Short 09/07/2004 13/07/2004 2 0.54 Close short signal
Long 07/07/2004 09/07/2004 3 0.27 Enter short signal
Short 05/07/2004 07/07/2004 3 -0.84 Enter long signal
Long 01/07/2004 05/07/2004 3 1.26 Enter short signal
Short 25/06/2004 29/06/2004 3 0.54 Close short signal
Long 23/06/2004 25/06/2004 3 0.54 Enter short signal
Short 21/06/2004 23/06/2004 2 0.16 Enter long signal
Long 16/06/2004 21/06/2004 2 0.54 Enter short signal
Short 09/06/2004 16/06/2004 2 -0.64 Enter long signal
Long 01/06/2004 07/06/2004 3 -1.68 Close long signal
Short 28/05/2004 01/06/2004 2 0.62 Enter long signal
Long 26/05/2004 28/05/2004 2 -0.1 Enter short signal
Short 21/05/2004 26/05/2004 2 -1.02 Enter long signal
Long 18/05/2004 21/05/2004 2 -0.64 Enter short signal
Short 11/05/2004 18/05/2004 3 -0.3 Enter long signal
Long 07/05/2004 11/05/2004 3 0.21 Enter short signal
Short 23/04/2004 07/05/2004 2 1.68 Enter long signal
Short 16/04/2004 20/04/2004 1 0.05 Close short signal
Long 02/04/2004 16/04/2004 1 -0.26 Enter short signal
Short 31/03/2004 02/04/2004 1 1.43 Enter long signal
Long 29/03/2004 31/03/2004 1 0.24 Enter short signal
Short 25/03/2004 29/03/2004 3 2.76 Enter long signal
Long 17/03/2004 25/03/2004 3 1.68 Enter short signal
Short 15/03/2004 17/03/2004 3 -0.18 Enter long signal
Long 11/03/2004 15/03/2004 3 0.39 Enter short signal
Short 09/03/2004 11/03/2004 3 -0.03 Enter long signal
Long 05/03/2004 09/03/2004 2 0.92 Enter short signal
Short 02/03/2004 05/03/2004 2 -0.3 Enter long signal
Long 27/02/2004 02/03/2004 3 -1.38 Enter short signal
Short 25/02/2004 27/02/2004 3 -0.99 Enter long signal
Long 23/02/2004 25/02/2004 3 1.29 Enter short signal
Short 18/02/2004 23/02/2004 3 0.75 Enter long signal
Long 16/02/2004 18/02/2004 3 0.66 Enter short signal
Short 12/02/2004 16/02/2004 3 -0.33 Enter long signal
Long 10/02/2004 12/02/2004 3 0.6 Enter short signal
Short 06/02/2004 10/02/2004 3 -0.06 Enter long signal
Long 04/02/2004 06/02/2004 3 1.44 Enter short signal
Short 02/02/2004 04/02/2004 1 -0.34 Enter long signal
Long 29/01/2004 02/02/2004 3 1.17 Enter short signal
Short 27/01/2004 29/01/2004 2 1.9 Enter long signal
Long 23/01/2004 27/01/2004 3 -0.57 Enter short signal
Long 19/01/2004 21/01/2004 3 0.48 Close long signal
Short 15/01/2004 19/01/2004 2 0.24 Enter long signal
Long 13/01/2004 15/01/2004 3 -0.24 Enter short signal
Short 09/01/2004 13/01/2004 3 -0.18 Enter long signal
Long 07/01/2004 09/01/2004 2 1.78 Enter short signal
Short 30/12/2003 07/01/2004 2 -0.84 Enter long signal
Long 23/12/2003 30/12/2003 3 -0.84 Enter short signal
Short 17/12/2003 23/12/2003 3 -0.24 Enter long signal
Long 11/12/2003 15/12/2003 2 1.56 Close long signal
Short 27/11/2003 09/12/2003 3 -1.71 Close short signal
Long 25/11/2003 27/11/2003 1 -0.57 Enter short signal
Short 21/11/2003 25/11/2003 3 1.83 Enter long signal
Long 19/11/2003 21/11/2003 1 0.31 Enter short signal
Short 17/11/2003 19/11/2003 1 0.12 Enter long signal
Long 12/11/2003 17/11/2003 3 3.03 Enter short signal
Short 03/11/2003 12/11/2003 3 1.11 Enter long signal
Long 30/10/2003 03/11/2003 3 -0.45 Enter short signal
Short 28/10/2003 30/10/2003 2 0.62 Enter long signal
Long 23/10/2003 28/10/2003 3 -0.54 Enter short signal
Short 20/10/2003 23/10/2003 1 -0.13 Enter long signal
Long 16/10/2003 20/10/2003 3 1.02 Enter short signal
Short 13/10/2003 16/10/2003 1 0.62 Enter long signal
Long 03/10/2003 13/10/2003 1 -0.38 Enter short signal
Short 01/10/2003 03/10/2003 1 1.85 Enter long signal
Long 12/09/2003 01/10/2003 1 1.4 Enter short signal
Short 05/09/2003 10/09/2003 1 0.36 Close short signal
Long 03/09/2003 05/09/2003 1 0.68 Enter short signal
Short 29/08/2003 03/09/2003 3 4.95 Enter long signal
Long 27/08/2003 29/08/2003 3 1.02 Enter short signal
Short 25/08/2003 27/08/2003 1 0.07 Enter long signal
Long 14/08/2003 25/08/2003 1 0.31 Enter short signal
Short 08/08/2003 14/08/2003 3 5.91 Enter long signal
Short 25/07/2003 06/08/2003 2 2.08 Close short signal
Long 23/07/2003 25/07/2003 1 -0.3 Enter short signal
Long 15/07/2003 17/07/2003 1 0.19 Close long signal
Short 01/07/2003 15/07/2003 1 1.56 Enter long signal
Long 26/06/2003 01/07/2003 1 0.01 Enter short signal
Short 13/06/2003 26/06/2003 3 9 Enter long signal
Long 11/06/2003 13/06/2003 3 1.41 Enter short signal
Short 03/06/2003 05/06/2003 1 0.07 Close short signal
Long 30/05/2003 03/06/2003 1 0.71 Enter short signal
Short 26/05/2003 28/05/2003 1 1.2 Close short signal
Long 15/05/2003 26/05/2003 2 4 Enter short signal
Short 13/05/2003 15/05/2003 2 -0.74 Enter long signal
Long 09/05/2003 13/05/2003 3 0.87 Enter short signal
Short 07/05/2003 09/05/2003 3 -1.14 Enter long signal
Long 05/05/2003 07/05/2003 2 1.72 Enter short signal
Short 30/04/2003 05/05/2003 2 -1.04 Enter long signal
Long 28/04/2003 30/04/2003 3 -0.36 Enter short signal
Short 24/04/2003 28/04/2003 2 0.14 Enter long signal
Long 22/04/2003 24/04/2003 2 0.7 Enter short signal
Short 11/04/2003 22/04/2003 1 -0.61 Enter long signal
Long 03/04/2003 11/04/2003 1 -0.17 Enter short signal
Short 01/04/2003 03/04/2003 1 1.19 Enter long signal
Long 28/03/2003 01/04/2003 1 0.88 Enter short signal
Short 04/03/2003 26/03/2003 2 6.56 Close short signal
Long 28/02/2003 04/03/2003 3 -0.18 Enter short signal
Short 26/02/2003 28/02/2003 3 -0.18 Enter long signal
Long 24/02/2003 26/02/2003 3 0.36 Enter short signal
Short 20/02/2003 24/02/2003 1 -0.07 Enter long signal
Long 18/02/2003 20/02/2003 1 0.71 Enter short signal
Short 13/02/2003 18/02/2003 3 1.89 Enter long signal
Long 11/02/2003 13/02/2003 3 2.37 Enter short signal
Short 07/02/2003 11/02/2003 3 -0.15 Enter long signal
Long 05/02/2003 07/02/2003 3 2.1 Enter short signal
Short 03/02/2003 05/02/2003 3 0.06 Enter long signal
Long 30/01/2003 03/02/2003 1 0.14 Enter short signal
Short 24/01/2003 28/01/2003 1 0.33 Close short signal
Long 22/01/2003 24/01/2003 3 2.61 Enter short signal
Long 16/01/2003 20/01/2003 2 1.62 Close long signal
Short 13/01/2003 16/01/2003 2 -0.9 Enter long signal
Long 09/01/2003 13/01/2003 3 -0.63 Enter short signal
Short 07/01/2003 09/01/2003 1 -0.3 Enter long signal
Long 02/01/2003 07/01/2003 1 0.31 Enter short signal
Short 27/12/2002 02/01/2003 1 0.95 Enter long signal
Long 20/12/2002 27/12/2002 1 0.72 Enter short signal
Long 16/12/2002 18/12/2002 1 0.59 Close long signal
Short 12/12/2002 16/12/2002 3 1.59 Enter long signal
Long 09/12/2002 12/12/2002 2 1.6 Enter short signal
Long 03/12/2002 05/12/2002 2 -0.34 Close long signal
Short 27/11/2002 03/12/2002 3 -1.74 Enter long signal
Long 21/11/2002 27/11/2002 3 -0.9 Enter short signal
Short 19/11/2002 21/11/2002 3 1.02 Enter long signal
Long 15/11/2002 19/11/2002 3 -0.15 Enter short signal
Short 13/11/2002 15/11/2002 2 0.92 Enter long signal
Long 11/11/2002 13/11/2002 2 0.44 Enter short signal
Short 07/11/2002 11/11/2002 3 -2.52 Enter long signal
Long 04/11/2002 07/11/2002 1 0.33 Enter short signal
Short 29/10/2002 04/11/2002 1 0.47 Enter long signal
Long 25/10/2002 29/10/2002 3 2.13 Enter short signal
Short 14/10/2002 21/10/2002 2 2.74 Close short signal
Long 10/10/2002 14/10/2002 1 -0.88 Enter short signal
Short 08/10/2002 10/10/2002 1 0.35 Enter long signal
Long 02/10/2002 08/10/2002 1 0.77 Enter short signal
Short 30/09/2002 02/10/2002 1 0.94 Enter long signal
Long 26/09/2002 30/09/2002 1 0.58 Enter short signal
Short 24/09/2002 26/09/2002 3 1.44 Enter long signal
Long 19/09/2002 24/09/2002 3 1.41 Enter short signal
Short 17/09/2002 19/09/2002 3 -0.81 Enter long signal
Long 13/09/2002 17/09/2002 2 1.06 Enter short signal
Short 10/09/2002 13/09/2002 3 -0.78 Enter long signal
Long 06/09/2002 10/09/2002 1 -0.35 Enter short signal
Short 04/09/2002 06/09/2002 2 0.86 Enter long signal
Long 02/09/2002 04/09/2002 2 1.12 Enter short signal
Short 29/08/2002 02/09/2002 3 -1.86 Enter long signal
Long 16/08/2002 29/08/2002 1 -0.02 Enter short signal
Short 14/08/2002 16/08/2002 2 1.58 Enter long signal
Long 12/08/2002 14/08/2002 2 1.02 Enter short signal
Short 01/08/2002 12/08/2002 1 -1.32 Enter long signal
Long 30/07/2002 01/08/2002 1 0.91 Enter short signal
Short 25/07/2002 30/07/2002 3 1.26 Enter long signal
Long 23/07/2002 25/07/2002 3 1.71 Enter short signal
Short 19/07/2002 23/07/2002 3 -0.57 Enter long signal
Long 17/07/2002 19/07/2002 3 0.87 Enter short signal
Short 15/07/2002 17/07/2002 2 0.62 Enter long signal
Long 11/07/2002 15/07/2002 2 0.94 Enter short signal
Short 09/07/2002 11/07/2002 3 -2.61 Enter long signal
Long 04/07/2002 09/07/2002 3 -0.45 Enter short signal
Short 02/07/2002 04/07/2002 3 1.56 Enter long signal
Long 28/06/2002 02/07/2002 3 0.93 Enter short signal
Short 26/06/2002 28/06/2002 2 0.82 Enter long signal
Long 24/06/2002 26/06/2002 2 0.54 Enter short signal
Short 20/06/2002 24/06/2002 2 -1 Enter long signal
Long 18/06/2002 20/06/2002 3 -0.18 Enter short signal
Short 14/06/2002 18/06/2002 3 -0.09 Enter long signal
Long 12/06/2002 14/06/2002 2 1.52 Enter short signal
Short 10/06/2002 12/06/2002 3 -0.96 Enter long signal
Long 05/06/2002 10/06/2002 3 0.33 Enter short signal
Short 03/06/2002 05/06/2002 2 0.44 Enter long signal
Long 30/05/2002 03/06/2002 2 -0.08 Enter short signal
Short 28/05/2002 30/05/2002 2 -0.76 Enter long signal
Long 24/05/2002 28/05/2002 3 -0.12 Enter short signal
Short 22/05/2002 24/05/2002 2 -0.16 Enter long signal
Long 20/05/2002 22/05/2002 2 0.22 Enter short signal
Short 13/05/2002 20/05/2002 3 -0.81 Enter long signal
Long 09/05/2002 13/05/2002 3 -0.39 Enter short signal
Short 07/05/2002 09/05/2002 2 1.32 Enter long signal
Long 03/05/2002 07/05/2002 3 -0.36 Enter short signal
Short 30/04/2002 03/05/2002 1 -0.35 Enter long signal
Long 17/04/2002 25/04/2002 3 2.28 Close long signal
Short 15/04/2002 17/04/2002 2 1.34 Enter long signal
Long 11/04/2002 15/04/2002 2 0.46 Enter short signal
Short 09/04/2002 11/04/2002 2 -0.54 Enter long signal
Long 05/04/2002 09/04/2002 2 -0.66 Enter short signal
Short 03/04/2002 05/04/2002 3 -1.86 Enter long signal
Long 28/03/2002 03/04/2002 2 0.88 Enter short signal
Short 22/03/2002 28/03/2002 3 0.03 Enter long signal
Long 20/03/2002 22/03/2002 3 -0.33 Enter short signal
Short 18/03/2002 20/03/2002 1 0.24 Enter long signal
Short 12/03/2002 14/03/2002 3 0.9 Close short signal
Short 28/02/2002 04/03/2002 3 2.07 Close short signal
Long 25/02/2002 28/02/2002 2 0.4 Enter short signal
Short 21/02/2002 25/02/2002 3 -0.42 Enter long signal
Long 19/02/2002 21/02/2002 2 -0.48 Enter short signal
Short 15/02/2002 19/02/2002 2 0.52 Enter long signal
Long 05/02/2002 08/02/2002 3 -2.31 Close long signal
Long 24/01/2002 01/02/2002 2 0.2 Close long signal
Short 22/01/2002 24/01/2002 3 0.87 Enter long signal
Long 18/01/2002 22/01/2002 3 -0.99 Enter short signal
Short 15/01/2002 18/01/2002 2 0.84 Enter long signal
Long 11/01/2002 15/01/2002 3 1.05 Enter short signal
Long 07/01/2002 09/01/2002 3 -1.71 Close long signal
Short 20/12/2001 27/12/2001 1 1.06 Close short signal
Long 06/12/2001 20/12/2001 1 -0.43 Enter short signal
Short 04/12/2001 06/12/2001 1 2.27 Enter long signal
Long 30/11/2001 04/12/2001 3 1.44 Enter short signal
Short 23/11/2001 27/11/2001 1 0.64 Close short signal
Long 21/11/2001 23/11/2001 1 0.21 Enter short signal
Short 13/11/2001 21/11/2001 2 3.7 Enter long signal
Long 09/11/2001 13/11/2001 3 -1.86 Enter short signal
Short 07/11/2001 09/11/2001 2 0.88 Enter long signal
Long 05/11/2001 07/11/2001 2 0.58 Enter short signal
Short 30/10/2001 01/11/2001 2 -2.32 Close short signal
Short 24/10/2001 26/10/2001 3 -1.86 Close short signal
Long 22/10/2001 24/10/2001 3 0.66 Enter short signal
Short 18/10/2001 22/10/2001 2 -0.26 Enter long signal
Long 16/10/2001 18/10/2001 2 0.44 Enter short signal
Short 12/10/2001 16/10/2001 3 -1.02 Enter long signal
Long 10/10/2001 12/10/2001 3 0 Enter short signal
Short 08/10/2001 10/10/2001 2 0.08 Enter long signal
Long 04/10/2001 08/10/2001 3 -0.09 Enter short signal
Short 02/10/2001 04/10/2001 3 -0.54 Enter long signal
Long 28/09/2001 02/10/2001 3 2.4 Enter short signal
Short 26/09/2001 28/09/2001 3 -0.12 Enter long signal
Long 18/09/2001 26/09/2001 3 0.36 Enter short signal
Short 12/09/2001 18/09/2001 1 -0.02 Enter long signal
Long 04/09/2001 12/09/2001 1 0.31 Enter short signal
Short 31/08/2001 04/09/2001 2 1.88 Enter long signal
Long 29/08/2001 31/08/2001 2 0.14 Enter short signal
Short 24/08/2001 29/08/2001 3 -1.77 Enter long signal
Short 17/08/2001 21/08/2001 3 1.2 Close short signal
Long 15/08/2001 17/08/2001 3 1.41 Enter short signal
Short 10/08/2001 15/08/2001 3 0.48 Enter long signal
Long 08/08/2001 10/08/2001 3 2.07 Enter short signal
Short 06/08/2001 08/08/2001 3 -0.18 Enter long signal
Long 02/08/2001 06/08/2001 3 0.69 Enter short signal
Short 31/07/2001 02/08/2001 2 0.58 Enter long signal
Long 27/07/2001 31/07/2001 2 0.34 Enter short signal
Short 25/07/2001 27/07/2001 3 -1.62 Enter long signal
Long 20/07/2001 25/07/2001 2 0.02 Enter short signal
Long 16/07/2001 18/07/2001 3 0.63 Close long signal
Short 12/07/2001 16/07/2001 3 -0.72 Enter long signal
Long 10/07/2001 12/07/2001 2 0.76 Enter short signal
Short 03/07/2001 10/07/2001 2 -0.68 Enter long signal
Long 25/06/2001 27/06/2001 3 -0.36 Close long signal
Short 15/06/2001 21/06/2001 3 -1.53 Close short signal
Long 13/06/2001 15/06/2001 3 1.59 Enter short signal
Short 11/06/2001 13/06/2001 3 0.3 Enter long signal
Short 04/06/2001 07/06/2001 3 0.45 Close short signal
Long 31/05/2001 04/06/2001 3 1.83 Enter short signal
Short 29/05/2001 31/05/2001 1 0.07 Enter long signal
Long 25/05/2001 29/05/2001 3 1.23 Enter short signal
Short 16/05/2001 25/05/2001 1 0.73 Enter long signal
Long 14/05/2001 16/05/2001 1 0.15 Enter short signal
Short 10/05/2001 14/05/2001 3 3.72 Enter long signal
Long 08/05/2001 10/05/2001 1 0.04 Enter short signal
Long 02/05/2001 04/05/2001 1 0.5 Close long signal
Short 09/04/2001 02/05/2001 2 4.72 Enter long signal
Short 29/03/2001 05/04/2001 2 0.72 Close short signal
Long 26/03/2001 29/03/2001 1 -0.57 Enter short signal
Short 22/03/2001 26/03/2001 1 0.38 Enter long signal
Long 20/03/2001 22/03/2001 3 2.28 Enter short signal
Short 16/03/2001 20/03/2001 2 0.52 Enter long signal
Long 14/03/2001 16/03/2001 2 0.46 Enter short signal
Short 12/03/2001 14/03/2001 3 -0.87 Enter long signal
Long 06/03/2001 12/03/2001 2 0 Enter short signal
Long 28/02/2001 02/03/2001 2 0.2 Close long signal
Short 26/02/2001 28/02/2001 3 -1.74 Enter long signal
Short 19/02/2001 22/02/2001 3 1.23 Close short signal
Long 15/02/2001 19/02/2001 3 0.72 Enter short signal
Short 13/02/2001 15/02/2001 2 0.88 Enter long signal
Long 09/02/2001 13/02/2001 2 -0.62 Enter short signal
Short 07/02/2001 09/02/2001 3 -0.21 Enter long signal
Long 05/02/2001 07/02/2001 3 0.06 Enter short signal
Long 25/01/2001 01/02/2001 2 1.28 Close long signal
Short 12/01/2001 25/01/2001 3 0.45 Enter long signal
Long 10/01/2001 12/01/2001 3 -1.08 Enter short signal
Short 08/01/2001 10/01/2001 1 0.6 Enter long signal
Short 02/01/2001 04/01/2001 1 0.08 Close short signal
Long 27/12/2000 02/01/2001 3 3.3 Enter short signal
Short 21/12/2000 27/12/2000 3 -0.15 Enter long signal
Short 15/12/2000 19/12/2000 3 0.42 Close short signal
Long 13/12/2000 15/12/2000 2 0.92 Enter short signal
Short 07/12/2000 11/12/2000 3 0.39 Close short signal
Short 01/12/2000 05/12/2000 3 -0.93 Close short signal
Long 29/11/2000 01/12/2000 2 1.14 Enter short signal
Short 27/11/2000 29/11/2000 2 -0.66 Enter long signal
Long 23/11/2000 27/11/2000 2 0.34 Enter short signal
Short 21/11/2000 23/11/2000 2 -0.92 Enter long signal
Long 17/11/2000 21/11/2000 2 0.04 Enter short signal
Short 15/11/2000 17/11/2000 2 -0.14 Enter long signal
Long 13/11/2000 15/11/2000 2 -0.3 Enter short signal
Short 03/11/2000 13/11/2000 2 -0.86 Enter long signal
Long 31/10/2000 03/11/2000 3 -0.18 Enter short signal
Short 27/10/2000 31/10/2000 3 0.12 Enter long signal
Short 23/10/2000 25/10/2000 3 0.9 Close short signal
Long 19/10/2000 23/10/2000 3 -0.09 Enter short signal
Short 13/10/2000 17/10/2000 3 0.36 Close short signal
Long 04/10/2000 13/10/2000 3 1.56 Enter short signal
Long 28/09/2000 02/10/2000 2 0.18 Close long signal
Short 26/09/2000 28/09/2000 2 -0.12 Enter long signal
Long 22/09/2000 26/09/2000 2 -0.26 Enter short signal
Short 07/09/2000 22/09/2000 2 -0.62 Enter long signal
Long 04/09/2000 07/09/2000 2 -1.4 Enter short signal
Short 31/08/2000 04/09/2000 3 -2.28 Enter long signal
Long 29/08/2000 31/08/2000 3 0.3 Enter short signal
Short 24/08/2000 29/08/2000 3 1.89 Enter long signal
Long 22/08/2000 24/08/2000 3 0.36 Enter short signal
Short 18/08/2000 22/08/2000 3 0.78 Enter long signal
Long 16/08/2000 18/08/2000 3 0.33 Enter short signal
Short 14/08/2000 16/08/2000 2 0.82 Enter long signal
Long 10/08/2000 14/08/2000 3 -0.39 Enter short signal
Long 03/08/2000 08/08/2000 3 -0.21 Close long signal
Long 24/07/2000 01/08/2000 2 1.52 Close long signal
Short 17/07/2000 24/07/2000 3 -1.71 Enter long signal
Long 04/07/2000 17/07/2000 1 -0.39 Enter short signal
Short 19/06/2000 04/07/2000 3 3.81 Enter long signal
Short 13/06/2000 15/06/2000 3 0.42 Close short signal
Long 09/06/2000 13/06/2000 3 0.48 Enter short signal
Short 07/06/2000 09/06/2000 2 0.9 Enter long signal
Long 05/06/2000 07/06/2000 3 -0.72 Enter short signal
Short 01/06/2000 05/06/2000 1 -0.26 Enter long signal
Long 30/05/2000 01/06/2000 3 3.03 Enter short signal
Long 24/05/2000 26/05/2000 2 1.66 Close long signal
Short 22/05/2000 24/05/2000 3 -1.53 Enter long signal
Long 11/05/2000 22/05/2000 2 0.54 Enter short signal
Short 08/05/2000 11/05/2000 1 0.15 Enter long signal
Long 03/05/2000 08/05/2000 3 -0.6 Enter short signal
Short 18/04/2000 03/05/2000 3 3.39 Enter long signal
Long 06/04/2000 18/04/2000 1 -0.3 Enter short signal
Short 04/04/2000 06/04/2000 3 2.07 Enter long signal
Long 31/03/2000 04/04/2000 2 1.7 Enter short signal
Short 24/03/2000 31/03/2000 2 -0.6 Enter long signal
Long 22/03/2000 24/03/2000 3 0.03 Enter short signal
Short 20/03/2000 22/03/2000 1 -0.03 Enter long signal
Long 14/03/2000 16/03/2000 1 0.54 Close long signal
Long 08/03/2000 10/03/2000 3 1.95 Close long signal
Long 25/02/2000 06/03/2000 1 0.38 Close long signal
Short 23/02/2000 25/02/2000 1 0.23 Enter long signal
Long 07/02/2000 23/02/2000 3 2.43 Enter short signal
Long 31/01/2000 03/02/2000 2 2.34 Close long signal
Short 21/01/2000 31/01/2000 1 -0.54 Enter long signal
Long 19/01/2000 21/01/2000 1 0.07 Enter short signal
Short 10/01/2000 19/01/2000 1 1.19 Enter long signal
Long 04/01/2000 10/01/2000 1 0.45 Enter short signal
Short 16/12/1999 04/01/2000 1 3.42 Enter long signal
Long 14/12/1999 16/12/1999 1 0.38 Enter short signal
Short 10/12/1999 14/12/1999 1 1.05 Enter long signal
Long 08/12/1999 10/12/1999 1 0.9 Enter short signal
Short 06/12/1999 08/12/1999 1 0.49 Enter long signal
Long 02/12/1999 06/12/1999 1 1.21 Enter short signal
Short 18/11/1999 02/12/1999 3 2.88 Enter long signal
Long 11/11/1999 15/11/1999 1 0.61 Close long signal
Short 05/11/1999 09/11/1999 3 0.36 Close short signal
Long 01/11/1999 05/11/1999 3 3.6 Enter short signal
Short 28/10/1999 01/11/1999 1 -0.93 Enter long signal
Long 21/10/1999 28/10/1999 1 1.29 Enter short signal
Short 05/10/1999 21/10/1999 3 4.98 Enter long signal
Long 01/10/1999 05/10/1999 2 0.86 Enter short signal
Short 29/09/1999 01/10/1999 2 0.86 Enter long signal
Long 27/09/1999 29/09/1999 3 -1.44 Enter short signal
Short 23/09/1999 27/09/1999 3 0.93 Enter long signal
Long 21/09/1999 23/09/1999 3 1.74 Enter short signal
Short 17/09/1999 21/09/1999 1 0.33 Enter long signal
Long 07/09/1999 17/09/1999 1 0.06 Enter short signal
Short 30/08/1999 07/09/1999 2 4.78 Enter long signal
Long 26/08/1999 30/08/1999 2 -1.94 Enter short signal
Short 24/08/1999 26/08/1999 3 -1.14 Enter long signal
Long 20/08/1999 24/08/1999 1 -0.21 Enter short signal
Short 28/07/1999 18/08/1999 1 1.01 Close short signal
Short 21/07/1999 26/07/1999 1 0.62 Close short signal
Long 16/07/1999 21/07/1999 3 3.45 Enter short signal
Short 14/07/1999 16/07/1999 3 1.59 Enter long signal
Short 02/07/1999 12/07/1999 1 0.06 Close short signal
Long 24/06/1999 30/06/1999 3 2.37 Close long signal
Short 22/06/1999 24/06/1999 1 1.8 Enter long signal
Long 17/06/1999 22/06/1999 1 -1.11 Enter short signal
Short 31/05/1999 10/06/1999 3 9.21 Close short signal
Long 27/05/1999 31/05/1999 1 -0.04 Enter short signal
Short 25/05/1999 27/05/1999 1 0.6 Enter long signal
Long 20/05/1999 25/05/1999 1 0.47 Enter short signal
Short 13/05/1999 17/05/1999 1 0.74 Close short signal
Short 03/05/1999 11/05/1999 3 3.03 Close short signal
Long 28/04/1999 03/05/1999 2 0.26 Enter short signal
Short 22/04/1999 28/04/1999 2 0.08 Enter long signal
Long 20/04/1999 22/04/1999 2 -0.16 Enter short signal
Short 15/04/1999 20/04/1999 2 -0.56 Enter long signal
Long 13/04/1999 15/04/1999 1 -0.35 Enter short signal
Short 08/04/1999 13/04/1999 1 0.24 Enter long signal
Long 01/04/1999 08/04/1999 2 3.94 Enter short signal
Short 25/03/1999 01/04/1999 2 0.22 Enter long signal
Long 19/03/1999 25/03/1999 3 -1.05 Enter short signal
Short 17/03/1999 19/03/1999 1 0.01 Enter long signal
Short 08/03/1999 10/03/1999 1 0.45 Close short signal
Short 22/02/1999 26/02/1999 1 1.36 Close short signal
Long 15/02/1999 22/02/1999 1 0.67 Enter short signal
Short 25/01/1999 15/02/1999 3 7.5 Enter long signal
Long 20/01/1999 25/01/1999 1 0.59 Enter short signal
Short 18/01/1999 20/01/1999 1 0.27 Enter long signal
Long 11/01/1999 18/01/1999 1 1.37 Enter short signal
Short 05/01/1999 11/01/1999 1 0.53 Enter long signal
Long 22/12/1998 05/01/1999 1 1.27 Enter short signal
Short 18/12/1998 22/12/1998 1 0.84 Enter long signal
Short 10/12/1998 15/12/1998 1 0.57 Close short signal
Long 04/12/1998 10/12/1998 3 4.95 Enter short signal
Short 02/12/1998 04/12/1998 2 0.14 Enter long signal
Long 30/11/1998 02/12/1998 2 0.74 Enter short signal
Short 26/11/1998 30/11/1998 2 -0.98 Enter long signal
Long 24/11/1998 26/11/1998 3 0.36 Enter short signal
Short 20/11/1998 24/11/1998 2 -0.38 Enter long signal
Long 18/11/1998 20/11/1998 2 0.84 Enter short signal
Short 13/11/1998 18/11/1998 3 -2.46 Enter long signal
Long 11/11/1998 13/11/1998 3 0.78 Enter short signal
Short 04/11/1998 11/11/1998 3 -0.09 Enter long signal
Long 02/11/1998 04/11/1998 3 0.9 Enter short signal
Long 26/10/1998 29/10/1998 3 1.17 Close long signal
Short 22/10/1998 26/10/1998 1 0.31 Enter long signal
Long 15/10/1998 22/10/1998 1 0.09 Enter short signal
Short 01/10/1998 13/10/1998 1 4.02 Close short signal
Long 28/09/1998 01/10/1998 3 3.72 Enter short signal
Short 22/09/1998 28/09/1998 3 1.59 Enter long signal
Short 10/09/1998 18/09/1998 1 -0.23 Close short signal
Short 03/09/1998 07/09/1998 2 2 Close short signal
Short 27/08/1998 01/09/1998 3 3.09 Close short signal
Short 21/08/1998 25/08/1998 1 -1.11 Close short signal
Long 19/08/1998 21/08/1998 3 5.37 Enter short signal
Short 17/08/1998 19/08/1998 2 -0.08 Enter long signal
Short 11/08/1998 13/08/1998 2 0.42 Close short signal
Short 05/08/1998 07/08/1998 3 -0.99 Close short signal
Long 03/08/1998 05/08/1998 3 0.6 Enter short signal
Long 23/07/1998 30/07/1998 3 0.81 Close long signal
Long 17/07/1998 21/07/1998 2 0.54 Close long signal
Short 15/07/1998 17/07/1998 3 -0.3 Enter long signal
Long 13/07/1998 15/07/1998 3 0.27 Enter short signal
Short 09/07/1998 13/07/1998 2 0.42 Enter long signal
Long 07/07/1998 09/07/1998 3 0.12 Enter short signal
Short 03/07/1998 07/07/1998 3 -0.39 Enter long signal
Long 01/07/1998 03/07/1998 2 0.52 Enter short signal
Long 25/06/1998 29/06/1998 2 0.06 Close long signal
Short 19/06/1998 23/06/1998 3 -1.32 Close short signal
Long 17/06/1998 19/06/1998 3 -0.15 Enter short signal
Short 15/06/1998 17/06/1998 2 0.88 Enter long signal
Long 11/06/1998 15/06/1998 2 0.18 Enter short signal
Short 05/06/1998 11/06/1998 2 -1.38 Enter long signal
Long 03/06/1998 05/06/1998 3 -1.14 Enter short signal
Short 01/06/1998 03/06/1998 3 0.51 Enter long signal
Long 28/05/1998 01/06/1998 3 1.62 Enter short signal
Short 26/05/1998 28/05/1998 2 0.06 Enter long signal
Long 21/05/1998 26/05/1998 2 0.5 Enter short signal
Short 19/05/1998 21/05/1998 3 -1.56 Enter long signal
Long 15/05/1998 19/05/1998 2 0.4 Enter short signal
Short 06/05/1998 13/05/1998 2 0.08 Close short signal
Long 04/05/1998 06/05/1998 3 -0.75 Enter short signal
Short 30/04/1998 04/05/1998 3 -0.93 Enter long signal
Short 21/04/1998 28/04/1998 3 2.49 Close short signal
Long 14/04/1998 17/04/1998 2 0.04 Close long signal
Short 08/04/1998 14/04/1998 2 0.06 Enter l
| 