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Formula
d1=14;
d2=43;
F2=H-L<=0.001*d1*(H+L);
F1=H-L>=0.001*d2*(H+L);
Sell=F2;Buy=F1;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Short=Sell;Cover=Buy;
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
//QQQ [14,43]=+177% [LONG]
//QQQ [14,43]=+359% [SHORT] AND
//QQQ [14,43]=+1175% [LONG & SHORT]
Overall performance summary
Total net profit: 117513.95 Total commissions paid: 9284.07
Return on account: 1175.14 % Open position gain/loss 18819.13
Buy&Hold profit: -7322.57 Bars (avg. days) in test: 619 (901)
Buy&Hold % return: -73.23% System to Buy&Hold index: 1704.82%
Annual system % return: 180.46% Annual B&H % return: -41.36%
System drawdown: -2402.30 B&H drawdown: -7333.40
Max. system drawdown: -20694.52 B&H max. drawdown: -9860.69
Max. system % drawdown: -44.31% B&H max. % drawdown: -78.71%
Max. trade drawdown: -17788.22
Max. trade % drawdown: -44.31%
Trade drawdown: -17536.98
Total number of trades: 21 Percent profitable: 85.7%
Number winning trades: 18 Number losing trades: 3
Profit of winners: 102413.24 Loss of losers: -3718.42
Total # of bars in winners: 452 Total # of bars in losers: 157
Commissions paid in winners: 8173.78 Commissions paid in losers: 1110.30
Largest winning trade: 17709.06 Largest losing trade: -2585.95
# of bars in largest winner: 97 # bars in largest loser: 82
Commission paid in largest winner: 590.83 Commission paid in largest loser: 902.60
Average winning trade: 5689.62 Average losing trade: -1239.47
Avg. # of bars in winners: 25.1 Avg. # bars in losers: 52.3
Avg. commission paid in winner: 454.10 Avg. commission paid in loser: 370.10
Max consec. winners: 14 Max consec. losers: 2
Bars out of the market: 4 Interest earned: 0.00
Exposure: 99.4% Risk adjusted ann. return: 181.63%
Ratio avg win/avg loss: 4.59 Avg. trade (win & loss): 4699.75
Profit factor: 27.54
Performance for QQQ
Total net profit: 117513.95 Total commissions paid: 9284.07
Return on account: 1175.14 % Open position gain/loss 18819.13
Buy&Hold profit: -7322.57 Bars (days) in test: 619 (901)
Buy&Hold % return: -73.23% System to Buy&Hold index: 1704.82%
Annual system % return: 180.46% Annual B&H % return: -41.36%
System drawdown: -2402.30 B&H drawdown: -7333.40
Max. system drawdown: -20694.52 B&H max. drawdown: -9860.69
Max. system % drawdown: -44.31% B&H max. % drawdown: -78.71%
Max. trade drawdown: -17788.22
Max. trade % drawdown: -44.31%
Trade drawdown: -17536.98
Total number of trades: 21 Percent profitable: 85.7%
Number winning trades: 18 Number losing trades: 3
Profit of winners: 102413.24 Loss of losers: -3718.42
Total # of bars in winners: 452 Total # of bars in losers: 157
Commissions paid in winners: 8173.78 Commissions paid in losers: 1110.30
Largest winning trade: 17709.06 Largest losing trade: -2585.95
# of bars in largest winner: 97 # bars in largest loser: 82
Commission paid in largest winner: 590.83 Commission paid in largest loser: 902.60
Average winning trade: 5689.62 Average losing trade: -1239.47
Avg. # of bars in winners: 25.1 Avg. # bars in losers: 52.3
Avg. commission paid in winner: 454.10 Avg. commission paid in loser: 370.10
Max consec. winners: 14 Max consec. losers: 2
Bars out of the market: 4 Interest earned: 0.00
Exposure: 99.4% Risk adjusted ann. return: 181.63%
Ratio avg win/avg loss: 4.59 Avg. trade (win & loss): 4699.75
Profit factor: 27.54
Trade list for QQQ
Trade Entry date Exit date Net Profit Equity value
Long 7/1/2000 18/1/2000 994.09 10994.09
Short 18/1/2000 5/4/2000 -756.35 10237.74
Long 5/4/2000 2/5/2000 -376.11 9861.63
Short 2/5/2000 24/5/2000 1957.34 11818.97
Long 24/5/2000 12/6/2000 2909.58 14728.55
Short 12/6/2000 4/8/2000 211.67 14940.22
Long 4/8/2000 16/8/2000 83.28 15023.49
Short 16/8/2000 16/10/2000 1820.70 16844.19
Long 16/10/2000 3/11/2000 195.19 17039.38
Short 3/11/2000 20/12/2000 5060.28 22099.66
Long 20/12/2000 31/1/2001 3592.86 25692.52
Short 31/1/2001 4/4/2001 12112.66 37805.18
Long 4/4/2001 30/4/2001 12128.15 49933.33
Short 30/4/2001 20/9/2001 17709.06 67642.39
Long 20/9/2001 16/10/2001 11635.88 79278.27
Short 16/10/2001 18/10/2001 3667.93 82946.20
Long 18/10/2001 5/11/2001 8155.61 91101.81
Short 5/11/2001 5/3/2002 -2585.95 88515.86
Long 5/3/2002 11/3/2002 2501.35 91017.21
Short 11/3/2002 29/4/2002 15879.83 106897.04
Long 29/4/2002 15/5/2002 1797.78 108694.83
Open Short 15/5/2002 21/6/2002 18819.13 127513.95
----- Original Message -----
From: Dimitris Tsokakis
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 23, 2002 6:59 PM
Subject: QQQ Individual Analysis
If you are fed up from my Composite Analysis, let us make a break with an individual one.
Simple logic, simple profits, pre-indicator era.[High, Low and thats all !!]
Dimitris Tsokakis
------=_NextPart_001_0013_01C21AF9.BDEB79A0
Content-Type: text/html;
charset="iso-8859-7"
Content-Transfer-Encoding: quoted-printable
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-7" http-equiv=Content-Type>
<META content="MSHTML 5.00.3013.2600" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT size=2>
<TABLE cellSpacing=2 width="100%">
<TBODY>
<TR bgColor=#cccccc>
<TH class=BIG colSpan=5>Settings</TH></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Initial Equity:</TH>
<TD>10000</TD>
<TD></TD>
<TH>Periodicity/Positions:</TD>
<TD>Daily/Long Short</TD></TR>
<TR>
<TH>Commissions:</TH>
<TD>0.50 %</TD>
<TD></TD>
<TH>Annual interest rate:</TH>
<TD>0.00%</TD></TR>
<TR>
<TH>Range:</TH>
<TD>1/1/2000 - 21/6/2002</TD>
<TD></TD>
<TH>Apply to:</TH>
<TD>Current Symbol</TD></TR>
<TR>
<TH colSpan=5><B>Long trades</B></TH></TR>
<TR>
<TH>Buy price:</TH>
<TD>Open</TD>
<TD></TD>
<TH>Sell price:</TD>
<TD>Open</TD></TR>
<TR>
<TH>Buy delay:</TH>
<TD>1</TD>
<TD></TD>
<TH>Sell delay:</TD>
<TD>1</TD></TR>
<TR>
<TH colSpan=5><B>Short trades</B></TH></TR>
<TR>
<TH>Short price:</TH>
<TD>Open</TD>
<TD></TD>
<TH>Cover price:</TD>
<TD>Open</TD></TR>
<TR>
<TH>Short delay:</TH>
<TD>1</TD>
<TD></TD>
<TH>Cover delay:</TD>
<TD>1</TD></TR>
<TR>
<TH colSpan=5><B>Stops</B></TH></TR>
<TR>
<TH>Maximum loss:</TH>
<TD>disabled</TD>
<TD></TD>
<TH>Profit target:</TD>
<TD>disabled</TD></TR>
<TR>
<TH>Value:</TH>
<TD>40.00</TD>
<TD></TD>
<TH>Value:</TD>
<TD>20.00</TD></TR>
<TR>
<TH>Exit at stop?</TH>
<TD>yes</TD>
<TD></TD>
<TH>Exit at stop?</TD>
<TD>yes</TD></TR>
<TR>
<TD colSpan=5> </TD></TR>
<TR>
<TH>Trailing stop:</TH>
<TD>disabled</TD>
<TD></TD>
<TH> </TD>
<TD> </TD></TR>
<TR>
<TH>Value:</TH>
<TD>0.00</TD>
<TD></TD>
<TH> </TD>
<TD> </TD></TR>
<TR>
<TH>Exit at stop?</TH>
<TD>no</TD>
<TD></TD>
<TH> </TD>
<TD> </TD></TR></TBODY></TABLE>
<P>
<TABLE cellSpacing=2 width="100%">
<TBODY>
<TR bgColor=#cccccc>
<TH class=BIG colSpan=5>Formula</TH></TR></TBODY></TABLE><PRE>d1=14;
d2=43;
F2=H-L<=0.001*d1*(H+L);
F1=H-L>=0.001*d2*(H+L);
Sell=F2;Buy=F1;
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
Short=Sell;Cover=Buy;
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short);
//QQQ [14,43]=+177% [LONG]
//QQQ [14,43]=+359% [SHORT] AND
//QQQ [14,43]=+1175% [LONG & SHORT]
</PRE>
<TABLE cellSpacing=2 width="100%">
<TBODY>
<TR bgColor=#cccccc>
<TH class=BIG colSpan=5>Overall performance summary</TH></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Total net profit:</TH>
<TD>117513.95</TD>
<TD> </TD>
<TH>Total commissions paid:</TH>
<TD>9284.07</TD></TR>
<TR>
<TH>Return on account:</TH>
<TD>1175.14 % </TD>
<TD> </TD>
<TH>Open position gain/loss</TH>
<TD>18819.13</TD></TR>
<TR>
<TH>Buy&Hold profit:</TH>
<TD>-7322.57</TD>
<TD> </TD>
<TH>Bars (avg. days) in test:</TH>
<TD>619 (901)</TD></TR>
<TR>
<TH>Buy&Hold % return:</TH>
<TD>-73.23%</TD>
<TD> </TD>
<TH>System to Buy&Hold index:</TH>
<TD>1704.82%</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Annual system % return:</TD>
<TD>180.46%</TD>
<TD> </TD>
<TH>Annual B&H % return:</TH>
<TD>-41.36%</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>System drawdown:</TH>
<TD>-2402.30</TD>
<TD> </TD>
<TH>B&H drawdown:</TH>
<TD>-7333.40</TD></TR>
<TR>
<TH>Max. system drawdown:</TH>
<TD>-20694.52</TD>
<TD> </TD>
<TH>B&H max. drawdown:</TH>
<TD>-9860.69</TD></TR>
<TR>
<TH>Max. system % drawdown:</TH>
<TD>-44.31%</TD>
<TD> </TD>
<TH>B&H max. % drawdown:</TH>
<TD>-78.71%</TD></TR>
<TR>
<TH>Max. trade drawdown:</TH>
<TD>-17788.22</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH>Max. trade % drawdown:</TH>
<TD>-44.31%</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH>Trade drawdown:</TH>
<TD>-17536.98</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Total number of trades:</TH>
<TD>21</TD>
<TD> </TD>
<TH>Percent profitable:</TH>
<TD>85.7%</TD></TR>
<TR>
<TH>Number winning trades:</TH>
<TD>18</TD>
<TD> </TD>
<TH>Number losing trades:</TH>
<TD>3</TD></TR>
<TR>
<TH>Profit of winners:</TH>
<TD>102413.24</TD>
<TD> </TD>
<TH>Loss of losers:</TH>
<TD>-3718.42</TD></TR>
<TR>
<TH>Total # of bars in winners:</TH>
<TD>452</TD>
<TD> </TD>
<TH>Total # of bars in losers:</TH>
<TD>157</TD></TR>
<TR>
<TH>Commissions paid in winners:</TH>
<TD>8173.78</TD>
<TD> </TD>
<TH>Commissions paid in losers:</TH>
<TD>1110.30</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Largest winning trade:</TH>
<TD>17709.06</TD>
<TD> </TD>
<TH>Largest losing trade:</TH>
<TD>-2585.95</TD></TR>
<TR>
<TH># of bars in largest winner:</TH>
<TD>97</TD>
<TD> </TD>
<TH># bars in largest loser:</TH>
<TD>82</TD></TR>
<TR>
<TH>Commission paid in largest winner:</TH>
<TD>590.83</TD>
<TD> </TD>
<TH>Commission paid in largest loser:</TH>
<TD>902.60</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Average winning trade:</TH>
<TD>5689.62</TD>
<TD> </TD>
<TH>Average losing trade:</TH>
<TD>-1239.47</TD></TR>
<TR>
<TH>Avg. # of bars in winners:</TH>
<TD>25.1</TD>
<TD> </TD>
<TH>Avg. # bars in losers:</TH>
<TD>52.3</TD></TR>
<TR>
<TH>Avg. commission paid in winner:</TH>
<TD>454.10</TD>
<TD> </TD>
<TH>Avg. commission paid in loser:</TH>
<TD>370.10</TD></TR>
<TR>
<TH>Max consec. winners:</TH>
<TD>14</TD>
<TD> </TD>
<TH>Max consec. losers:</TH>
<TD>2</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Bars out of the market:</TH>
<TD>4</TD>
<TD> </TD>
<TH>Interest earned:</TH>
<TD>0.00</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Exposure:</TH>
<TD>99.4%</TD>
<TD> </TD>
<TH>Risk adjusted ann. return:</TH>
<TD>181.63%</TD></TR>
<TR>
<TH>Ratio avg win/avg loss:</TH>
<TD>4.59</TD>
<TD> </TD>
<TH>Avg. trade (win & loss):</TH>
<TD>4699.75</TD></TR>
<TR>
<TH>Profit factor:</TH>
<TD>27.54</TD>
<TD> </TD>
<TH></TH>
<TD></TD></TR></TBODY></TABLE>
<P>
<P>
<TABLE cellSpacing=2 width="100%">
<TBODY>
<TR bgColor=#cccccc>
<TH class=BIG colSpan=5>Performance for QQQ </TH></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Total net profit:</TH>
<TD>117513.95</TD>
<TD> </TD>
<TH>Total commissions paid:</TH>
<TD>9284.07</TD></TR>
<TR>
<TH>Return on account:</TH>
<TD>1175.14 % </TD>
<TD> </TD>
<TH>Open position gain/loss</TH>
<TD>18819.13</TD></TR>
<TR>
<TH>Buy&Hold profit:</TH>
<TD>-7322.57</TD>
<TD> </TD>
<TH>Bars (days) in test:</TH>
<TD>619 (901)</TD></TR>
<TR>
<TH>Buy&Hold % return:</TH>
<TD>-73.23%</TD>
<TD> </TD>
<TH>System to Buy&Hold index:</TH>
<TD>1704.82%</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Annual system % return:</TD>
<TD>180.46%</TD>
<TD> </TD>
<TH>Annual B&H % return:</TH>
<TD>-41.36%</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>System drawdown:</TH>
<TD>-2402.30</TD>
<TD> </TD>
<TH>B&H drawdown:</TH>
<TD>-7333.40</TD></TR>
<TR>
<TH>Max. system drawdown:</TH>
<TD>-20694.52</TD>
<TD> </TD>
<TH>B&H max. drawdown:</TH>
<TD>-9860.69</TD></TR>
<TR>
<TH>Max. system % drawdown:</TH>
<TD>-44.31%</TD>
<TD> </TD>
<TH>B&H max. % drawdown:</TH>
<TD>-78.71%</TD></TR>
<TR>
<TH>Max. trade drawdown:</TH>
<TD>-17788.22</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH>Max. trade % drawdown:</TH>
<TD>-44.31%</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH>Trade drawdown:</TH>
<TD>-17536.98</TD>
<TD> </TD>
<TH> </TH>
<TD> </TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Total number of trades:</TH>
<TD>21</TD>
<TD> </TD>
<TH>Percent profitable:</TH>
<TD>85.7%</TD></TR>
<TR>
<TH>Number winning trades:</TH>
<TD>18</TD>
<TD> </TD>
<TH>Number losing trades:</TH>
<TD>3</TD></TR>
<TR>
<TH>Profit of winners:</TH>
<TD>102413.24</TD>
<TD> </TD>
<TH>Loss of losers:</TH>
<TD>-3718.42</TD></TR>
<TR>
<TH>Total # of bars in winners:</TH>
<TD>452</TD>
<TD> </TD>
<TH>Total # of bars in losers:</TH>
<TD>157</TD></TR>
<TR>
<TH>Commissions paid in winners:</TH>
<TD>8173.78</TD>
<TD> </TD>
<TH>Commissions paid in losers:</TH>
<TD>1110.30</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Largest winning trade:</TH>
<TD>17709.06</TD>
<TD> </TD>
<TH>Largest losing trade:</TH>
<TD>-2585.95</TD></TR>
<TR>
<TH># of bars in largest winner:</TH>
<TD>97</TD>
<TD> </TD>
<TH># bars in largest loser:</TH>
<TD>82</TD></TR>
<TR>
<TH>Commission paid in largest winner:</TH>
<TD>590.83</TD>
<TD> </TD>
<TH>Commission paid in largest loser:</TH>
<TD>902.60</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Average winning trade:</TH>
<TD>5689.62</TD>
<TD> </TD>
<TH>Average losing trade:</TH>
<TD>-1239.47</TD></TR>
<TR>
<TH>Avg. # of bars in winners:</TH>
<TD>25.1</TD>
<TD> </TD>
<TH>Avg. # bars in losers:</TH>
<TD>52.3</TD></TR>
<TR>
<TH>Avg. commission paid in winner:</TH>
<TD>454.10</TD>
<TD> </TD>
<TH>Avg. commission paid in loser:</TH>
<TD>370.10</TD></TR>
<TR>
<TH>Max consec. winners:</TH>
<TD>14</TD>
<TD> </TD>
<TH>Max consec. losers:</TH>
<TD>2</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Bars out of the market:</TH>
<TD>4</TD>
<TD> </TD>
<TH>Interest earned:</TH>
<TD>0.00</TD></TR>
<TR>
<TH colSpan=5> </TH></TR>
<TR>
<TH>Exposure:</TH>
<TD>99.4%</TD>
<TD> </TD>
<TH>Risk adjusted ann. return:</TH>
<TD>181.63%</TD></TR>
<TR>
<TH>Ratio avg win/avg loss:</TH>
<TD>4.59</TD>
<TD> </TD>
<TH>Avg. trade (win & loss):</TH>
<TD>4699.75</TD></TR>
<TR>
<TH>Profit factor:</TH>
<TD>27.54</TD>
<TD> </TD>
<TH></TH>
<TD></TD></TR></TBODY></TABLE>
<P>
<P>
<TABLE cellSpacing=2 width="100%">
<TBODY>
<TR bgColor=#cccccc>
<TD align=middle class=BIG colSpan=5>Trade list for QQQ </TD></TR>
<TR>
<TH>Trade</TH>
<TD>Entry date</TD>
<TD>Exit date</TD>
<TD align=right>Net Profit</TD>
<TD align=right>Equity value</TD></TR>
<TR>
<TH>Long</TH>
<TD>7/1/2000</TD>
<TD>18/1/2000</TD>
<TD>994.09</TD>
<TD>10994.09</TD></TR>
<TR>
<TH>Short</TH>
<TD>18/1/2000</TD>
<TD>5/4/2000</TD>
<TD>-756.35</TD>
<TD>10237.74</TD></TR>
<TR>
<TH>Long</TH>
<TD>5/4/2000</TD>
<TD>2/5/2000</TD>
<TD>-376.11</TD>
<TD>9861.63</TD></TR>
<TR>
<TH>Short</TH>
<TD>2/5/2000</TD>
<TD>24/5/2000</TD>
<TD>1957.34</TD>
<TD>11818.97</TD></TR>
<TR>
<TH>Long</TH>
<TD>24/5/2000</TD>
<TD>12/6/2000</TD>
<TD>2909.58</TD>
<TD>14728.55</TD></TR>
<TR>
<TH>Short</TH>
<TD>12/6/2000</TD>
<TD>4/8/2000</TD>
<TD>211.67</TD>
<TD>14940.22</TD></TR>
<TR>
<TH>Long</TH>
<TD>4/8/2000</TD>
<TD>16/8/2000</TD>
<TD>83.28</TD>
<TD>15023.49</TD></TR>
<TR>
<TH>Short</TH>
<TD>16/8/2000</TD>
<TD>16/10/2000</TD>
<TD>1820.70</TD>
<TD>16844.19</TD></TR>
<TR>
<TH>Long</TH>
<TD>16/10/2000</TD>
<TD>3/11/2000</TD>
<TD>195.19</TD>
<TD>17039.38</TD></TR>
<TR>
<TH>Short</TH>
<TD>3/11/2000</TD>
<TD>20/12/2000</TD>
<TD>5060.28</TD>
<TD>22099.66</TD></TR>
<TR>
<TH>Long</TH>
<TD>20/12/2000</TD>
<TD>31/1/2001</TD>
<TD>3592.86</TD>
<TD>25692.52</TD></TR>
<TR>
<TH>Short</TH>
<TD>31/1/2001</TD>
<TD>4/4/2001</TD>
<TD>12112.66</TD>
<TD>37805.18</TD></TR>
<TR>
<TH>Long</TH>
<TD>4/4/2001</TD>
<TD>30/4/2001</TD>
<TD>12128.15</TD>
<TD>49933.33</TD></TR>
<TR>
<TH>Short</TH>
<TD>30/4/2001</TD>
<TD>20/9/2001</TD>
<TD>17709.06</TD>
<TD>67642.39</TD></TR>
<TR>
<TH>Long</TH>
<TD>20/9/2001</TD>
<TD>16/10/2001</TD>
<TD>11635.88</TD>
<TD>79278.27</TD></TR>
<TR>
<TH>Short</TH>
<TD>16/10/2001</TD>
<TD>18/10/2001</TD>
<TD>3667.93</TD>
<TD>82946.20</TD></TR>
<TR>
<TH>Long</TH>
<TD>18/10/2001</TD>
<TD>5/11/2001</TD>
<TD>8155.61</TD>
<TD>91101.81</TD></TR>
<TR>
<TH>Short</TH>
<TD>5/11/2001</TD>
<TD>5/3/2002</TD>
<TD>-2585.95</TD>
<TD>88515.86</TD></TR>
<TR>
<TH>Long</TH>
<TD>5/3/2002</TD>
<TD>11/3/2002</TD>
<TD>2501.35</TD>
<TD>91017.21</TD></TR>
<TR>
<TH>Short</TH>
<TD>11/3/2002</TD>
<TD>29/4/2002</TD>
<TD>15879.83</TD>
<TD>106897.04</TD></TR>
<TR>
<TH>Long</TH>
<TD>29/4/2002</TD>
<TD>15/5/2002</TD>
<TD>1797.78</TD>
<TD>108694.83</TD></TR>
<TR>
<TH>Open Short</TH>
<TD>15/5/2002</TD>
<TD>21/6/2002</TD>
<TD>18819.13</TD>
<TD>127513.95</TD></TR></TBODY></TABLE></FONT>----- Original Message -----
</P></DIV>
<DIV style="FONT: 10pt arial">
<DIV style="BACKGROUND: #e4e4e4; font-color: black"><B>From:</B> <A
href="mailto:tsokakis@xxxx"; title=tsokakis@xxxx>Dimitris Tsokakis</A>
</DIV>
<DIV><B>To:</B> <A href="mailto:amibroker@xxxxxxxxxxxxxxx";
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx</A> </DIV>
<DIV><B>Sent:</B> Sunday, June 23, 2002 6:59 PM</DIV>
<DIV><B>Subject:</B> QQQ Individual Analysis</DIV></DIV>
<DIV><BR></DIV>
<DIV><FONT size=2>If you are fed up from my Composite Analysis, let us make a
break with an individual one.</FONT></DIV>
<DIV><FONT size=2>Simple logic, simple profits, pre-indicator era.[High, Low and
thats all !!]</FONT></DIV>
<DIV><FONT size=2>Dimitris Tsokakis</FONT></DIV>
<DIV> </DIV></BODY></HTML>
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