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<DIV><FONT size=2>Here is a trading system </FONT></DIV>
<DIV><FONT size=2>Buy=Buyrule;</FONT></DIV>
<DIV><FONT size=2>Buy=Exremspan(Buy,D);</FONT></DIV>
<DIV><FONT size=2>Sell=Ref(Buy,-D);</FONT></DIV>
<DIV><FONT size=2>Short=Sell;Cover=Buy;</FONT></DIV>
<DIV><FONT size=2>applied on N100 database since March 2000.</FONT></DIV>
<DIV><FONT size=2>There is a clear periodicity of 65 trading days, a fundamental
"frequency" of Nasdaq 100.</FONT></DIV>
<DIV><FONT size=2>The observation is almost the same for Long only or
Long&Short trades.</FONT></DIV>
<DIV><FONT size=2>Dimitris Tsokakis</FONT></DIV>
<DIV><FONT size=2>BTW, the Long profits are interesting for this bearish period.
</FONT></DIV>
<DIV><FONT size=2>Another interesting result : After a main trough do notstay
Long more than 32 to 33 days. </FONT></DIV>
<DIV><FONT size=2>It is the time for bears to come
again.</FONT></DIV></BODY></HTML>
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