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<DIV><FONT color=#000000 size=2>Hi all,</FONT></DIV>
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<DIV><FONT color=#000000 size=2>After not posting anything for almost a year
now, I have developed a set of S&P 500 futures model which I feel are now
worthy. Attached is an example of the single best model I have in a five
model group. Everything you see in the attachment is all out-of-sample
results from 4-1-1999 forward thru today. This model uses only 4 inputs to
predict the S&P 500 market. They are all technical in nature and one
is the one day change in the simple 5-day moving average of daily closing prices
while the other three inputs are homemade. No inputs or outputs are
optimized in this model. The system model produces even better results
than this with a cumulative equity over $280,000 since 4-1-1999. There is
some optimization in the system model in that its signal uses an equity voting
of a 4-day simple moving average of the individual 5 models that comprise the
system of models. I developed these models almost 2 months ago and they
continue to perform extraordinarily. I plan to post this model and the
system model's results on my web page periodically. We will see if the
upward trend stays intact. - Brian Lee</FONT></DIV></BODY></HTML>
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