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I want to thank Ron Griess for his help in providing the data to complete
this analysis. I was happy to see that this methodology would have
avoided the 87 crash. The fact that a buy and hold far outperformed the
results of trying to time the mkt is less encouraging. I did not try to
optimize the results. I am sure with some adjustments I could have
achieved better results, but I do not think this would be realistic. The
merits of this analysis appear to be in understanding the relationship
between interest rates and equity prices (as reflected in an index). this
relationship should be monitored by traders and used as an early warning
signal to be used in conjunction with other tried and tested timing
systems.
Thanks
Ron McEwan
S&P close P/L signal
to signal
2/13/81 -0.26 126.98
2/20/81 -0.08 126.58
2/27/81 0.34 131.27 Buy
3/6/81 0.15 129.85
3/13/81 0.39 133.11
3/20/81 0.48 134.08
3/27/81 0.32 134.65
4/3/81 0.30 135.49
4/10/81 -0.19 134.51 Sell 3.24
4/16/81 -0.27 134.17
4/24/81 -0.04 135.14
5/1/81 -0.40 132.72
5/8/81 -0.59 131.66
5/15/81 -0.40 132.17
5/22/81 -0.22 131.33
5/29/81 0.23 132.59 Buy 1.92
6/5/81 0.19 132.22
6/12/81 0.49 133.49
6/19/81 0.24 132.27
6/26/81 0.15 132.56
7/2/81 -0.18 129.77 Sell -2.82
7/10/81 -0.40 129.37
7/17/81 0.00 130.76
7/24/81 -0.36 128.46
7/31/81 0.07 130.92
8/7/81 0.03 131.75
8/14/81 0.17 132.49
8/21/81 -0.29 129.23 Sell -0.54
8/28/81 -0.46 124.08
9/4/81 -0.43 120.07
9/11/81 0.07 121.61
9/18/81 0.12 116.26
9/25/81 0.00 112.77
10/2/81 0.15 119.36 Buy 9.87
10/9/81 0.33 121.45
10/16/81 0.38 119.19
10/23/81 0.18 118.60
10/30/81 0.38 121.89
11/6/81 0.53 122.67
11/13/81 0.44 121.67
11/20/81 0.41 121.71
11/27/81 0.50 125.09
12/4/81 0.28 126.26
12/11/81 -0.02 124.93
12/18/81 -0.42 124.00
12/24/81 -0.67 122.31
12/31/81 -0.64 122.30
1/8/82 -0.74 119.55
1/15/82 -0.88 115.33
1/22/82 -0.73 115.38
1/29/82 -0.25 120.40
2/5/82 -0.41 117.26
2/12/82 -0.52 114.38
2/19/82 -0.34 113.22
2/26/82 0.02 113.11
3/5/82 -0.15 109.34 Sell 10.02
3/12/82 -0.21 108.61
3/19/82 -0.06 110.61
3/26/82 0.01 111.94
4/2/82 0.08 115.12
4/8/82 0.27 115.46
4/16/82 0.39 116.81
4/23/82 0.52 118.64
4/30/82 0.21 116.44
5/7/82 0.13 119.47
5/14/82 0.04 118.01
5/21/82 0.12 114.89
5/28/82 0.09 111.88
6/4/82 -0.53 110.09 Sell 0.75
6/11/82 -0.15 111.24
6/18/82 -0.43 107.28
6/25/82 -0.35 109.14
7/2/82 -0.27 107.65
7/9/82 0.20 108.83 Buy 1.26
7/16/82 0.49 111.07
7/23/82 0.60 111.17
7/30/82 0.17 107.09
8/6/82 0.10 103.71
8/13/82 -0.02 103.85
8/20/82 0.52 113.02 Buy 4.19
8/27/82 0.56 117.11
9/3/82 0.36 122.68
9/10/82 0.04 120.97
9/17/82 0.11 122.55
9/24/82 0.24 123.32
10/1/82 0.22 121.97
10/8/82 0.17 131.05
10/15/82 0.31 133.57
10/22/82 0.34 138.83
10/29/82 -0.12 133.71 Sell 20.69
11/5/82 0.11 142.16 Buy -8.45
11/12/82 -0.16 139.53 Sell -2.63
11/19/82 -0.26 137.02
11/26/82 -0.07 134.88
12/3/82 0.06 138.69
12/10/82 0.22 139.57
12/17/82 0.12 137.49
12/23/82 0.06 138.83
12/31/82 0.05 140.64
1/7/83 0.29 145.18
1/14/83 0.63 146.65
1/21/83 0.08 143.85
1/28/83 -0.20 144.51 Sell -4.98
2/4/83 -0.12 146.14
2/11/83 -0.09 147.63
2/18/83 0.36 148.00 Buy -3.49
2/25/83 0.66 149.74
3/4/83 0.53 153.67
3/11/83 -0.11 151.24 Sell 3.24
3/18/83 -0.26 149.90
3/25/83 -0.33 152.67
3/31/83 -0.18 153.39
4/8/83 0.11 152.85 Buy -1.61
4/15/83 0.50 158.75
4/22/83 0.51 160.42
4/29/83 0.47 164.42
5/6/83 0.42 166.10
5/13/83 0.31 164.90
5/20/83 -0.30 162.14 Sell 9.29
5/27/83 -0.30 164.46
6/3/83 -0.28 164.42
6/10/83 -0.45 162.68
6/17/83 0.13 169.13 Buy -6.99
6/24/83 -0.08 170.40
7/1/83 0.00 168.91
7/8/83 -0.27 167.08 Sell -2.05
7/15/83 -0.45 164.29
7/22/83 -0.01 168.89
7/29/83 -0.20 162.56
8/5/83 -0.42 161.74
8/12/83 -0.39 162.16
8/19/83 0.08 163.98
8/26/83 0.13 162.14
9/2/83 0.23 165.00
9/9/83 0.35 166.92
9/16/83 0.22 166.24
9/23/83 0.53 169.51
9/30/83 0.40 166.07
10/7/83 0.61 170.80
10/14/83 0.02 169.86
10/21/83 0.04 165.95
10/28/83 -0.22 163.37 Sell 3.71
11/4/83 -0.29 162.44
11/11/83 -0.02 166.29
11/18/83 -0.11 165.09
11/25/83 0.06 167.18
12/2/83 -0.19 165.44 Sell -2.07
12/9/83 -0.42 165.09
12/16/83 -0.64 162.39
12/23/83 -0.13 163.22
12/30/83 0.19 164.93 Buy 0.51
1/6/84 0.38 169.28
1/13/84 0.40 167.02
1/20/84 0.18 166.21
1/27/84 -0.25 163.94 Sell -0.99
2/3/84 -0.51 160.91
2/10/84 -0.73 156.30
2/17/84 -0.59 155.74
2/24/84 -0.30 157.51
3/2/84 -0.02 159.24
3/9/84 -0.49 154.35
3/16/84 -0.33 159.27
3/23/84 -0.42 156.86
3/30/84 -0.14 159.18
4/6/84 -0.20 155.48
4/13/84 0.08 157.31
4/19/84 -0.07 157.90
4/27/84 0.27 159.89 Buy 4.05
5/4/84 0.03 159.11
5/11/84 -0.30 158.49 Sell -1.40
5/18/84 -0.33 155.77
5/25/84 -0.35 151.62
6/1/84 -0.01 153.24
6/8/84 0.08 155.17
6/15/84 -0.39 149.03 Sell 9.46
6/22/84 -0.06 154.46
6/29/84 0.12 153.18 Buy -4.15
7/6/84 -0.04 152.24
7/13/84 -0.31 150.88
7/20/84 -0.75 149.55
7/27/84 -0.47 151.19
8/3/84 -0.22 162.37
8/10/84 -0.16 165.42
8/17/84 0.19 164.14 Buy 10.96
8/24/84 0.06 167.51
8/31/84 -0.15 166.68 Sell 2.54
9/7/84 -0.23 164.37
9/14/84 0.26 168.78 Buy -2.10
9/21/84 0.16 165.67
9/28/84 0.28 166.10
10/5/84 0.03 162.68
10/12/84 0.38 164.18
10/19/84 0.61 167.96
10/26/84 0.43 165.29
11/2/84 0.54 167.42
11/9/84 0.51 167.60
11/16/84 0.06 164.10
11/23/84 0.22 166.92
11/30/84 0.04 163.58
12/7/84 0.03 162.26
12/14/84 0.21 162.69
12/21/84 0.50 165.53
12/28/84 0.55 166.26
1/4/85 -0.03 163.68
1/11/85 0.15 167.91 Buy -0.87
1/18/85 0.26 171.32
1/25/85 0.49 177.35
2/1/85 0.21 178.63
2/8/85 0.09 182.19
2/15/85 -0.13 181.60 Sell 13.69
2/22/85 -0.33 179.36
3/1/85 -0.23 183.23
3/8/85 -0.56 179.10
3/15/85 -0.23 176.53
3/22/85 0.03 179.04
3/29/85 0.33 180.66
4/4/85 0.45 179.11
4/12/85 0.47 180.54
4/19/85 0.57 181.11
4/26/85 0.65 182.18
5/3/85 0.08 180.08
5/10/85 0.24 184.28
5/17/85 0.56 187.42
5/24/85 0.59 188.29
5/31/85 0.58 189.55
6/7/85 0.55 189.68
6/14/85 -0.03 187.10
6/21/85 0.38 189.61 Buy -8.01
6/28/85 0.17 191.85
7/5/85 0.22 192.52
7/12/85 0.19 193.29
7/19/85 0.22 195.13
7/26/85 -0.42 192.40 Sell 2.79
8/2/85 -0.62 191.48
8/9/85 -0.32 188.32
8/16/85 -0.32 186.10
8/23/85 0.17 187.17 Buy 5.23
8/30/85 0.35 188.63
9/6/85 -0.03 188.24
9/13/85 -0.50 182.91
9/20/85 -0.18 182.05
9/26/85 0.02 180.66
10/4/85 0.12 183.22
10/11/85 0.05 184.28
10/18/85 0.15 187.04
10/25/85 0.12 187.52
11/1/85 0.38 191.53
11/8/85 0.19 193.72
11/15/85 0.14 198.11
11/22/85 0.54 201.52
11/29/85 0.53 202.17
12/6/85 0.16 202.99
12/13/85 0.54 209.94
12/20/85 0.46 210.94
12/27/85 0.27 209.61
1/3/86 0.08 210.88
1/10/86 -0.43 205.96 Sell 18.79
1/17/86 -0.29 208.43
1/24/86 0.06 206.43
1/31/86 0.30 211.78
2/7/86 0.24 214.56
2/14/86 0.20 219.76
2/21/86 0.50 224.62
2/28/86 0.55 226.92
3/7/86 0.38 225.57
3/14/86 0.67 236.55
3/21/86 0.46 233.34
3/27/86 0.53 237.30
4/4/86 0.29 228.69
4/11/86 0.51 235.97
4/18/86 0.63 242.38
4/25/86 0.16 242.29
5/2/86 -0.20 234.79 Sell -28.83
5/9/86 -0.10 237.85
5/16/86 -0.28 232.76
5/23/86 -0.08 241.35
5/30/86 0.00 247.35
6/6/86 -0.30 245.67
6/13/86 0.02 245.73
6/20/86 0.25 247.58
6/27/86 0.44 249.60
7/3/86 0.79 252.70
7/11/86 0.19 242.22
7/18/86 0.23 236.36
7/25/86 0.10 240.22
8/1/86 -0.18 234.91 Sell -0.12
8/8/86 0.12 236.88 Buy -1.97
8/15/86 0.48 247.15
8/22/86 0.59 250.19
8/29/86 0.77 252.93
9/5/86 0.44 250.47
9/12/86 -0.06 230.67
9/19/86 -0.09 232.21
9/26/86 -0.21 232.23
10/3/86 0.08 233.71
10/10/86 0.66 235.48
10/17/86 0.37 238.84
10/24/86 0.04 238.26
10/31/86 0.31 243.98
11/7/86 0.23 245.77
11/14/86 -0.13 244.50 Sell 7.62
11/21/86 -0.04 245.86
11/28/86 0.19 249.22 Buy -4.72
12/5/86 0.25 251.17
12/12/86 -0.34 247.35 Sell -1.87
12/19/86 -0.45 249.73
12/26/86 -0.34 246.92
1/2/87 -0.40 246.45
1/9/87 0.38 258.73 Buy -11.38
1/16/87 0.54 266.28
1/23/87 0.47 270.10
1/30/87 0.16 274.08
2/6/87 0.23 280.04
2/13/87 -0.15 279.70 Sell 20.97
2/20/87 0.40 285.48 Buy -5.78
2/27/87 0.27 284.20
3/6/87 0.30 290.66
3/13/87 -0.03 289.89
3/20/87 0.27 298.17 Buy 12.69
3/27/87 0.07 296.13
4/3/87 0.24 300.41
4/10/87 -0.21 292.49 Sell -5.68
4/16/87 -0.58 284.44
4/24/87 -0.17 281.52
5/1/87 0.01 288.03
5/8/87 0.23 293.37
5/15/87 -0.07 287.43
5/22/87 -0.19 282.16
5/29/87 0.03 290.10
6/5/87 0.08 293.45
6/12/87 0.52 301.62
6/19/87 0.46 306.97
6/26/87 0.10 307.16
7/2/87 -0.09 302.94
7/10/87 0.21 308.37 Buy -15.88
7/17/87 0.40 314.59
7/24/87 -0.06 309.27
7/31/87 -0.10 318.66
8/7/87 0.06 323.00
8/14/87 0.18 333.99
8/21/87 0.19 335.90
8/28/87 -0.41 327.04 Sell 18.67
9/4/87 -0.43 316.70
9/11/87 -0.38 321.98
9/18/87 -0.24 314.86
9/25/87 -0.17 320.16
10/2/87 -0.11 328.07
10/9/87 -0.41 311.07
10/16/87 -0.67 282.70
10/23/87 -0.17 248.22
10/30/87 0.03 251.79
11/6/87 -0.03 250.41
11/13/87 -0.10 245.64
11/20/87 -0.36 242.00
11/27/87 -0.40 240.34
12/4/87 -0.10 223.92
12/11/87 -0.10 235.32
12/18/87 0.05 249.16
12/24/87 0.12 253.16
12/31/87 0.11 247.86
1/8/88 -0.17 243.40 Sell 83.64
1/15/88 0.08 252.05
1/22/88 -0.10 246.50 Sell -3.10
1/29/88 0.31 257.07 Buy -10.57
2/5/88 0.27 250.96
2/12/88 0.33 257.63
2/19/88 0.06 261.61
2/26/88 0.25 262.46
3/4/88 0.43 267.30
3/11/88 -0.07 264.94
3/18/88 0.26 271.12 Buy 14.05
3/25/88 -0.31 258.51 Sell -12.61
3/31/88 -0.17 258.07
4/8/88 -0.15 269.43
4/15/88 -0.08 259.77
4/22/88 0.00 260.14
4/29/88 -0.04 261.33
5/6/88 -0.34 257.48
5/13/88 -0.49 256.78
5/20/88 -0.44 253.02
5/27/88 -0.32 253.42
6/3/88 -0.07 266.45
6/10/88 0.11 271.26 Buy -12.75
6/17/88 0.24 270.68
6/24/88 -0.02 273.78
7/1/88 -0.22 271.78
7/8/88 -0.30 270.02
7/15/88 -0.32 272.05
7/22/88 -0.52 263.50
7/29/88 -0.28 272.02
8/5/88 -0.10 271.15
8/12/88 -0.29 262.55
8/19/88 -0.31 260.24
8/26/88 -0.53 259.68
9/2/88 -0.34 264.48
9/9/88 -0.03 266.84
9/16/88 0.46 270.65 Buy -0.61
9/23/88 0.25 269.76
9/30/88 0.08 271.91
10/7/88 0.28 278.07
10/14/88 -0.05 275.50
10/21/88 0.03 283.66
10/28/88 -0.24 278.53 Sell 7.27
11/4/88 -0.08 276.31
11/11/88 -0.47 267.92
11/18/88 -0.66 266.47
11/25/88 -0.43 267.23
12/2/88 0.03 271.81
12/9/88 0.34 277.03
12/16/88 0.02 276.29
12/23/88 -0.05 277.87
12/30/88 -0.24 277.72
1/6/89 -0.05 280.67
1/13/89 0.01 283.87
1/20/89 0.35 286.63
1/27/89 0.32 293.82
2/3/89 0.12 296.97
2/10/89 -0.40 292.02 Sell -13.49
2/17/89 -0.21 296.76
2/24/89 -0.40 287.13
3/3/89 -0.31 291.18
3/10/89 -0.11 292.88
3/17/89 -0.20 292.69
3/23/89 -0.44 290.49
3/31/89 -0.04 294.87
4/7/89 0.30 297.16 Buy -5.14
4/14/89 0.49 301.36
4/21/89 0.92 309.61
4/28/89 0.58 309.64
5/5/89 0.12 307.61
5/12/89 0.36 313.84
5/19/89 0.68 321.24
5/26/89 0.24 321.59
6/2/89 0.12 325.52
6/9/89 0.32 326.69
6/16/89 0.03 321.35
6/23/89 0.21 328.00
6/30/89 -0.03 317.98
7/7/89 0.42 324.91 Buy 27.75
7/14/89 0.45 331.84
7/21/89 0.11 335.90
7/28/89 0.39 342.15
8/4/89 0.52 343.92
8/11/89 0.21 344.74
8/18/89 0.08 346.03
8/25/89 0.31 350.52
9/1/89 0.49 353.73
9/8/89 0.22 348.76
9/15/89 0.18 345.06
9/22/89 -0.03 347.05
9/29/89 -0.02 349.15
10/6/89 0.26 358.78 Buy 33.87
10/13/89 -0.03 333.65
10/20/89 0.30 347.16 Buy -11.62
10/27/89 -0.04 335.06
11/3/89 -0.18 337.62
11/10/89 -0.13 339.10
11/17/89 0.13 341.61 Buy -5.55
11/24/89 0.66 343.97
12/1/89 0.56 350.63
12/8/89 0.21 348.69
12/15/89 -0.01 350.14
12/22/89 0.02 347.42
12/29/89 0.02 353.40
1/5/90 0.17 352.20
1/12/90 -0.03 339.93
1/19/90 -0.31 339.15
1/26/90 -0.43 325.80
2/2/90 -0.21 330.92
2/9/90 -0.09 333.62
2/16/90 0.19 332.72 Buy -8.89
2/23/90 -0.20 324.15 Sell -8.57
3/2/90 0.05 335.54
3/9/90 -0.09 337.93
3/16/90 -0.19 341.91
3/23/90 -0.13 337.22
3/30/90 0.16 339.94 Buy -15.79
4/6/90 0.33 340.08
4/12/90 0.35 341.92
4/20/90 -0.05 335.12
4/27/90 -0.34 329.11
5/4/90 -0.22 338.39
5/11/90 0.35 352.00 Buy 12.06
5/18/90 0.45 354.64
5/25/90 0.22 354.58
6/1/90 0.14 363.16
6/8/90 0.05 358.71
6/15/90 0.18 362.91
6/22/90 -0.23 355.43 Sell 3.43
6/29/90 -0.25 358.02
7/6/90 0.08 358.42
7/13/90 0.24 367.31
7/20/90 0.27 361.61
7/27/90 0.09 353.44
8/3/90 0.04 344.86
8/10/90 -0.15 335.52 Sell 19.91
8/17/90 -0.51 327.83
8/24/90 -0.67 311.51
8/31/90 -0.04 322.56
9/7/90 0.19 323.40 Buy 12.12
9/14/90 0.12 316.83
9/21/90 -0.09 311.32
9/28/90 -0.14 306.05
10/5/90 0.36 311.50 Buy -11.90
10/12/90 -0.02 300.03
10/19/90 0.08 312.48
10/26/90 -0.09 304.71
11/2/90 0.27 311.85 Buy 0.35
11/9/90 0.31 313.74
11/16/90 0.40 317.12
11/23/90 0.10 315.10
11/30/90 0.55 322.22
12/7/90 0.70 327.75
12/14/90 0.52 326.82
12/21/90 0.67 331.75
12/28/90 0.48 328.72
1/4/91 0.09 321.00
1/11/91 0.07 315.23
1/18/91 0.55 332.23
1/25/91 0.34 336.07
2/1/91 0.22 343.05
2/8/91 0.55 359.35
2/15/91 0.67 369.06
2/22/91 0.21 365.65
3/1/91 -0.02 370.47
3/8/91 -0.02 374.95
3/15/91 0.29 373.59 Buy 61.74
3/22/91 -0.05 367.48
3/28/91 0.20 375.35 Buy 1.76
4/5/91 0.21 375.36
4/12/91 0.52 380.40
4/19/91 0.45 384.20
4/26/91 -0.04 379.02
5/3/91 0.14 380.80 Buy 5.45
5/10/91 0.02 375.74
5/17/91 -0.05 372.39
5/24/91 0.12 377.49 Buy -3.31
5/31/91 0.21 389.83
6/7/91 -0.27 379.43 Sell 1.94
6/14/91 -0.21 382.29
6/21/91 -0.20 377.75
6/28/91 -0.18 371.16
7/5/91 -0.15 374.08
7/12/91 0.17 380.25 Buy -0.82
7/19/91 0.08 384.22
7/26/91 0.05 380.93
8/2/91 0.42 387.18
8/9/91 0.44 387.12
8/16/91 0.44 385.58
8/23/91 0.66 394.17
8/30/91 0.16 395.43
9/6/91 -0.11 389.10 Sell 8.85
9/13/91 -0.07 383.59
9/20/91 0.15 387.92 Buy 1.18
9/27/91 0.33 385.90
10/4/91 0.28 381.24
10/11/91 0.33 381.45
10/18/91 0.51 392.50
10/25/91 0.04 384.20
11/1/91 0.37 391.32
11/8/91 0.42 392.89
11/15/91 0.22 382.62
11/22/91 0.23 376.14
11/29/91 0.23 375.22
12/6/91 0.51 379.10
12/13/91 0.69 384.47
12/20/91 0.84 387.04
12/27/91 0.85 406.46
1/3/92 0.56 419.34
1/10/92 0.32 415.10
1/17/92 0.08 418.86
1/24/92 0.05 415.48
1/31/92 -0.35 408.79 Sell 20.87
2/7/92 -0.11 411.09
2/14/92 0.15 412.48 Buy -3.69
2/21/92 -0.10 411.46 Sell -1.02
2/28/92 -0.12 412.70
3/6/92 -0.56 404.44
3/13/92 -0.29 405.84
3/20/92 -0.08 411.30
3/27/92 -0.06 403.50
4/3/92 -0.02 401.55
4/10/92 0.26 404.29 Buy 7.17
4/16/92 0.61 416.28
4/24/92 0.19 409.02
5/1/92 0.07 412.53
5/8/92 0.12 416.05
5/15/92 0.14 410.09
5/22/92 0.16 414.02
5/29/92 -0.13 415.35 Sell 11.06
6/5/92 -0.17 413.48
6/12/92 -0.18 409.76
6/19/92 -0.22 403.67
6/26/92 -0.13 403.45
7/2/92 0.46 412.88 Buy 2.47
7/10/92 0.55 414.62
7/17/92 0.46 415.62
7/24/92 0.09 411.60
7/31/92 0.22 424.21
8/7/92 0.20 418.88
8/14/92 0.35 419.91
8/21/92 0.26 414.85
8/28/92 -0.24 414.84 Sell 1.96
9/4/92 0.05 417.08
9/11/92 0.41 419.58
9/18/92 0.64 422.93
9/25/92 -0.01 414.35
10/2/92 0.06 410.47
10/9/92 -0.24 402.66 Sell 12.18
10/16/92 -0.07 411.73
10/23/92 -0.05 414.10
10/30/92 0.02 418.68
11/6/92 -0.12 417.58 Sell -14.92
11/13/92 -0.05 422.43
11/20/92 -0.06 426.65
11/27/92 -0.14 430.16
12/4/92 -0.05 432.06
12/11/92 0.37 433.73 Buy -16.15
12/18/92 0.51 441.28
12/24/92 0.32 439.03
12/31/92 0.47 438.82
1/8/93 0.27 429.05
1/15/93 0.49 437.15
1/22/93 0.35 436.11
1/29/93 0.48 438.78
2/5/93 0.47 448.93
2/12/93 0.13 444.58
2/19/93 -0.15 434.22 Sell 0.49
2/26/93 -0.21 443.38
3/5/93 -0.05 446.11
3/12/93 -0.12 449.83
3/19/93 0.07 450.18
3/26/93 0.15 447.78
4/2/93 -0.05 441.39
4/8/93 0.00 442.73
4/16/93 0.43 448.94 Buy -14.72
4/23/93 0.23 437.03
4/30/93 -0.16 440.19 Sell -8.75
5/7/93 -0.02 442.31
5/14/93 -0.11 439.56
5/21/93 -0.01 445.84
5/28/93 -0.06 450.19
6/4/93 -0.11 450.06
6/11/93 -0.29 447.26
6/18/93 -0.15 443.68
6/25/93 -0.04 447.60
7/2/93 0.15 445.84 Buy -5.65
7/9/93 0.18 448.13
7/16/93 -0.01 445.75
7/23/93 -0.11 447.10
7/30/93 -0.05 448.13
8/6/93 0.09 448.68
8/13/93 0.64 450.14
8/20/93 0.71 456.16
8/27/93 0.61 460.54
9/3/93 0.45 461.34
9/10/93 0.48 461.72
9/17/93 0.11 458.83
9/24/93 0.09 457.63
10/1/93 0.38 461.29
10/8/93 -0.09 460.31
10/15/93 0.01 469.50
10/22/93 -0.33 463.27 Sell 17.43
10/29/93 -0.27 467.83
11/5/93 -0.46 459.57
11/12/93 -0.46 465.39
11/19/93 -0.52 462.60
11/26/93 -0.42 463.06
12/3/93 -0.13 464.89
12/10/93 0.26 463.93 Buy -0.66
12/17/93 0.53 466.38
12/23/93 0.29 467.32
12/31/93 0.22 466.45
1/7/94 0.19 469.90
1/14/94 0.55 474.91
1/21/94 0.38 474.72
1/28/94 0.52 478.70
2/4/94 -0.33 469.81 Sell 5.88
2/11/94 -0.44 470.18
2/18/94 -0.40 467.69
2/25/94 -0.40 466.07
3/4/94 -0.69 464.74
3/11/94 -0.39 466.44
3/18/94 0.05 471.06
3/25/94 -0.12 460.58 Sell 9.23
3/31/94 -0.25 445.55
4/8/94 -0.42 447.10
4/15/94 -0.19 446.18
4/22/94 -0.25 447.63
4/29/94 -0.03 450.99
5/6/94 -0.41 447.82
5/13/94 -0.69 444.14
5/20/94 -0.04 454.92
5/27/94 0.11 457.33 Buy 3.25
6/3/94 0.24 460.13
6/10/94 0.31 458.67
6/17/94 0.11 458.45
6/24/94 -0.40 442.80 Sell -14.53
7/1/94 -0.26 446.20
7/8/94 -0.31 449.55
7/15/94 -0.26 454.16
7/22/94 0.13 453.11 Buy -10.31
7/29/94 0.16 458.26
8/5/94 0.10 457.09
8/12/94 0.12 461.94
8/19/94 -0.07 463.68
8/26/94 0.16 473.80 Buy 20.69
9/2/94 0.01 470.99
9/9/94 -0.04 468.18
9/16/94 -0.26 471.19
9/23/94 -0.58 459.67
9/30/94 -0.16 462.71
10/7/94 -0.45 455.10
10/14/94 -0.04 469.10
10/21/94 -0.09 464.89
10/28/94 0.02 473.77
11/4/94 -0.52 462.28 Sell -11.52
11/11/94 -0.56 462.35
11/18/94 -0.58 461.47
11/25/94 -0.42 452.29
12/2/94 -0.47 453.30
12/9/94 -0.61 446.97
12/16/94 -0.03 458.80
12/23/94 0.25 459.83 Buy 2.45
12/30/94 0.18 459.27
1/6/95 -0.09 460.68
1/13/95 0.21 465.97 Buy 6.14
1/20/95 -0.03 464.78
1/27/95 0.08 470.39
2/3/95 -0.03 478.65
2/10/95 0.23 481.46 Buy 15.49
2/17/95 0.33 481.97
2/24/95 0.51 488.26
3/3/95 0.13 485.42
3/10/95 0.05 489.57
3/17/95 0.19 495.52
3/24/95 0.52 500.97
3/31/95 0.56 500.71
4/7/95 0.47 506.42
4/13/95 0.50 507.17
4/21/95 0.47 508.49
4/28/95 0.27 514.71
5/5/95 0.37 520.12
5/12/95 0.48 525.55
5/19/95 -0.15 519.19 Sell 37.73
5/26/95 -0.09 523.65
6/2/95 0.43 532.51 Buy -13.32
6/9/95 0.21 527.94
6/16/95 0.47 539.83
6/23/95 0.54 549.71
6/30/95 0.27 544.75
7/7/95 0.25 556.37
7/14/95 0.34 559.89
7/21/95 -0.06 553.62
7/28/95 0.01 562.93
8/4/95 0.00 558.94
8/11/95 0.08 555.11
8/18/95 -0.10 559.21
8/25/95 0.14 560.10 Buy 27.59
9/1/95 0.48 563.84
9/8/95 0.54 572.68
9/15/95 0.55 583.35
9/22/95 0.46 581.73
9/29/95 0.20 584.41
10/6/95 -0.11 582.49 Sell 22.39
10/13/95 0.00 584.50
10/20/95 0.30 587.46
10/27/95 0.06 579.70
11/3/95 0.00 590.57
11/10/95 -0.12 592.72 Sell -10.23
11/17/95 0.02 600.07
11/24/95 0.18 599.97
12/1/95 0.46 606.98
12/8/95 0.73 617.48
12/15/95 0.61 616.34
12/22/95 0.30 611.95
12/29/95 0.40 615.93
1/5/96 0.12 616.71
1/12/96 -0.27 601.81 Sell -9.09
1/19/96 0.00 611.83
1/26/96 0.22 621.62
2/2/96 0.56 635.85
2/9/96 0.88 656.36
2/16/96 0.42 647.98
2/23/96 0.20 659.08
3/1/96 -0.21 644.36 Sell -42.55
3/8/96 -0.50 633.50
3/15/96 -0.49 641.42
3/22/96 -0.27 650.62
3/29/96 -0.14 645.50
4/5/96 0.12 655.86 Buy -11.50
4/12/96 0.02 636.70
4/19/96 0.31 645.06
4/26/96 0.05 653.46
5/3/96 -0.14 641.62 Sell -14.24
5/10/96 -0.02 652.08
5/17/96 0.16 668.90 Buy -27.28
5/24/96 -0.01 678.50
5/31/96 -0.20 669.12
6/7/96 -0.33 673.30
6/14/96 -0.46 665.84
6/21/96 -0.11 666.84
6/28/96 0.09 670.62
7/5/96 -0.38 657.44 Sell -11.46
7/12/96 -0.55 646.18
7/19/96 -0.37 638.72
7/26/96 -0.47 635.90
8/2/96 0.16 662.48 Buy -5.04
8/9/96 0.41 662.10
8/16/96 0.31 665.20
8/23/96 0.17 667.02
8/30/96 -0.34 651.98 Sell -10.50
9/6/96 -0.44 655.68
9/13/96 0.13 680.54 Buy -28.56
9/20/96 0.24 687.02
9/27/96 0.39 686.18
10/4/96 0.59 701.46
10/11/96 0.21 700.66
10/18/96 0.18 710.82
10/25/96 -0.14 700.92 Sell 20.38
11/1/96 -0.18 703.76
11/8/96 0.04 730.82
11/15/96 0.14 737.62
11/22/96 0.30 748.72
11/29/96 0.53 757.02
12/6/96 0.20 739.60
12/13/96 0.17 728.64
12/20/96 0.15 748.88
12/27/96 0.01 756.80
1/3/97 -0.22 748.02 Sell -47.10
1/10/97 -0.08 759.50
1/17/97 0.23 776.16 Buy -28.14
1/24/97 0.10 770.52
1/31/97 0.16 786.14
2/7/97 0.40 789.56
2/14/97 0.43 808.48
2/21/97 0.30 801.76
2/28/97 -0.26 790.82 Sell 14.66
3/7/97 -0.20 804.96
3/14/97 -0.20 793.16
3/21/97 -0.43 784.10
3/28/97 -0.60 773.88
4/4/97 -0.51 757.88
4/11/97 -0.39 737.64
4/18/97 0.12 766.34 Buy 24.48
4/25/97 -0.02 765.38
5/2/97 0.31 812.96 Buy 46.62
5/9/97 0.54 824.78
5/16/97 0.42 829.76
5/23/97 0.14 847.02
5/30/97 0.48 848.28
6/6/97 0.51 858.02
6/13/97 0.54 893.26
6/20/97 0.29 898.70
6/27/97 -0.20 887.30 Sell 74.34
7/4/97 -0.16 916.92
7/11/97 0.11 916.68 Buy -29.38
7/18/97 -0.04 915.30
7/25/97 0.04 938.78
8/1/97 0.07 947.14
8/8/97 -0.47 933.54 Sell 16.86
8/15/97 -0.72 900.80
8/22/97 0.06 923.54
8/29/97 -0.06 899.46
Buy & Hold 763.12 268.92 total cum pts
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