MKT - Daily S&P 500 Neural Network Forecast

[BL <blee3@xxxxxxxxxxxxx>]

The forecast for the Tuesday's close (3/9/99) continues a Short position
using Profund's UltraBear no-load mutual 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).  Note:  You may need to click your
browser's  "Reload" button to obtain the current forecast. 

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