MKT - Daily S&P 500 Neural Network Forecast

[BL <blee3@xxxxxxxxxxxxx>]

The forecast for the Wednesday's close (3/10/99) 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 Educational
Purposes Only.  Do Not Trade This Model.

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