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Trading Reference Links
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The forecast for the close tomorrow (3/5/99) switches from Long (Long
UltraBull fund) to Short (Long UltraBear fund). Reference updated
performance to-date at http://pweb.netcom.com/~blee3/spneural.gif. Trading
returns will be volatile given the approximate 2X Market Beta mutual funds
being traded (UltraBull/UltraBear).
For those wishing to reference the performance of the neural model in the
"Out-of-Sample" testing period, see "Out-of-Sample" Test Equity Curves @
http://pweb.netcom.com/~blee3/spindex7.gif and simulated trades for the
"Out-of Sample" period @
http://pweb.netcom.com/~blee3/sp500indexdailytrades.gif. - Brian
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