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Your system as written is looking for a CROSS to occur. That CROSS for
RUT-I took place on 2/20/2001 (See Attachment). Therefore with a start
date of 2/23/2001 there is NO signal in play until the one in April
(See Attachment). Therefore there is no equity gain/loss to show.
Ergo the menaing of OUT in the AA list and report.
Fred
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