MKT - Daily Neural S&P 500 Model Goes Short

[BL <blee3@xxxxxxxxxxxxx>]

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