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Hi Al,
The "explanation" is very simple. Whenever the blue neural signal passes
from positive (negative) to negative (positive) territory (crossing the red
zero-axis line), a hypothetical sell (buy) signal is generated for the next
day's Opening price; otherwise it maintains its then current position. The
model uses no stops or money management and is therefore in the market one
(1) Nasdaq-100 futures contract, right or wrong, 100% of the time. Since
the neural signal is currently positive as it was at yesterday's close, it
remains in its hypothetical Long position. All trades from 4-1-2001 forward
represent non-optimized, out-of-sample hypothetical model performance. -
Brian
Disclaimer - Do not trade this model. This message and chart(s) are merely
observations of one hypothetical model which is 100% market exposed. The
financial risk of trading futures is extremely high and the amount of
potential loss is not limited to margin monies posted.
----- Original Message -----
From: "Al Witko" <trainjedi@xxxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, August 09, 2001 8:55 AM
Subject: Re: [RT] Neural Nasdaq Model Going Long
> Brian
>
> nice call for the last few days
> Is there an explaination of the chart?
>
> -al
>
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Hypothetical Trades:
Date: Trans. Type: Price: Profit: Cumulative Profit:
11/22/1999 Short Entry 3,370.25
11/30/1999 Short Exit 3,392.25 -2,300.00 -2,300.00
11/30/1999 Long Entry 3,392.25
12/3/1999 Long Exit 3,498.25 10,500.00 8,200.00
12/3/1999 Short Entry 3,498.25
12/6/1999 Short Exit 3,504.25 -700.00 7,500.00
12/6/1999 Long Entry 3,504.25
12/8/1999 Long Exit 3,518.25 1,300.00 8,800.00
12/8/1999 Short Entry 3,518.25
12/10/1999 Short Exit 3,524.75 -750.00 8,050.00
12/10/1999 Long Entry 3,524.75
12/13/1999 Long Exit 3,519.75 -600.00 7,450.00
12/13/1999 Short Entry 3,519.75
12/15/1999 Short Exit 3,474.75 4,400.00 11,850.00
12/15/1999 Long Entry 3,474.75
12/17/1999 Long Exit 3,709.75 23,400.00 35,250.00
12/17/1999 Short Entry 3,709.75
12/21/1999 Short Exit 3,723.75 -1,500.00 33,750.00
12/21/1999 Long Entry 3,723.75
12/22/1999 Long Exit 3,893.75 16,900.00 50,650.00
12/22/1999 Short Entry 3,893.75
1/3/2000 Short Exit 4,164.75 -27,200.00 23,450.00
1/3/2000 Long Entry 4,164.75
1/4/2000 Long Exit 4,042.25 -12,350.00 11,100.00
1/4/2000 Short Entry 4,042.25
1/5/2000 Short Exit 3,817.75 22,350.00 33,450.00
1/5/2000 Long Entry 3,817.75
1/11/2000 Long Exit 3,998.75 18,000.00 51,450.00
1/11/2000 Short Entry 3,998.75
1/12/2000 Short Exit 3,879.75 11,800.00 63,250.00
1/12/2000 Long Entry 3,879.75
1/18/2000 Long Exit 3,986.75 10,600.00 73,850.00
1/18/2000 Short Entry 3,986.75
1/19/2000 Short Exit 4,049.75 -6,400.00 67,450.00
1/19/2000 Long Entry 4,049.75
1/20/2000 Long Exit 4,159.75 10,900.00 78,350.00
1/20/2000 Short Entry 4,159.75
1/25/2000 Short Exit 3,994.75 16,400.00 94,750.00
1/25/2000 Long Entry 3,994.75
1/26/2000 Long Exit 4,029.75 3,400.00 98,150.00
1/26/2000 Short Entry 4,029.75
1/28/2000 Short Exit 3,879.75 14,900.00 113,050.00
1/28/2000 Long Entry 3,879.75
1/31/2000 Long Exit 3,769.75 -11,100.00 101,950.00
1/31/2000 Short Entry 3,769.75
2/3/2000 Short Exit 4,081.75 -31,300.00 70,650.00
2/3/2000 Long Entry 4,081.75
2/4/2000 Long Exit 4,191.75 10,900.00 81,550.00
2/4/2000 Short Entry 4,191.75
2/10/2000 Short Exit 4,284.75 -9,400.00 72,150.00
2/10/2000 Long Entry 4,284.75
2/11/2000 Long Exit 4,384.75 9,900.00 82,050.00
2/11/2000 Short Entry 4,384.75
2/17/2000 Short Exit 4,351.75 3,200.00 85,250.00
2/17/2000 Long Entry 4,351.75
2/18/2000 Long Exit 4,414.75 6,200.00 91,450.00
2/18/2000 Short Entry 4,414.75
2/22/2000 Short Exit 4,261.75 15,200.00 106,650.00
2/22/2000 Long Entry 4,261.75
2/24/2000 Long Exit 4,484.75 22,200.00 128,850.00
2/24/2000 Short Entry 4,484.75
2/29/2000 Short Exit 4,504.75 -2,100.00 126,750.00
2/29/2000 Long Entry 4,504.75
3/1/2000 Long Exit 4,584.75 7,900.00 134,650.00
3/1/2000 Short Entry 4,584.75
3/3/2000 Short Exit 4,609.75 -2,600.00 132,050.00
3/3/2000 Long Entry 4,609.75
3/6/2000 Long Exit 4,737.75 12,700.00 144,750.00
3/6/2000 Short Entry 4,737.75
3/8/2000 Short Exit 4,734.75 200.00 144,950.00
3/8/2000 Long Entry 4,734.75
3/10/2000 Long Exit 4,870.75 13,500.00 158,450.00
3/10/2000 Short Entry 4,870.75
3/14/2000 Short Exit 4,795.75 7,400.00 165,850.00
3/14/2000 Long Entry 4,795.75
3/20/2000 Long Exit 4,725.75 -7,100.00 158,750.00
3/20/2000 Short Entry 4,725.75
3/21/2000 Short Exit 4,540.75 18,400.00 177,150.00
3/21/2000 Long Entry 4,540.75
3/24/2000 Long Exit 4,975.75 43,400.00 220,550.00
3/24/2000 Short Entry 4,975.75
3/28/2000 Short Exit 4,955.75 1,900.00 222,450.00
3/28/2000 Long Entry 4,955.75
4/3/2000 Long Exit 4,590.75 -36,600.00 185,850.00
4/3/2000 Short Entry 4,590.75
4/4/2000 Short Exit 4,395.75 19,400.00 205,250.00
4/4/2000 Long Entry 4,395.75
4/10/2000 Long Exit 4,565.75 16,900.00 222,150.00
4/10/2000 Short Entry 4,565.75
4/11/2000 Short Exit 4,165.75 39,900.00 262,050.00
4/11/2000 Long Entry 4,165.75
4/19/2000 Long Exit 3,970.75 -19,600.00 242,450.00
4/19/2000 Short Entry 3,970.75
4/20/2000 Short Exit 3,852.75 11,700.00 254,150.00
4/20/2000 Long Entry 3,852.75
4/26/2000 Long Exit 3,875.75 2,200.00 256,350.00
4/26/2000 Short Entry 3,875.75
4/27/2000 Short Exit 3,633.25 24,150.00 280,500.00
4/27/2000 Long Entry 3,633.25
5/1/2000 Long Exit 4,080.75 44,650.00 325,150.00
5/1/2000 Short Entry 4,080.75
5/3/2000 Short Exit 3,835.75 24,400.00 349,550.00
5/3/2000 Long Entry 3,835.75
5/5/2000 Long Exit 3,765.75 -7,100.00 342,450.00
5/5/2000 Short Entry 3,765.75
5/8/2000 Short Exit 3,835.75 -7,100.00 335,350.00
5/8/2000 Long Entry 3,835.75
5/17/2000 Long Exit 3,800.75 -3,600.00 331,750.00
5/17/2000 Short Entry 3,800.75
5/19/2000 Short Exit 3,595.75 20,400.00 352,150.00
5/19/2000 Long Entry 3,595.75
5/23/2000 Long Exit 3,477.75 -11,900.00 340,250.00
5/23/2000 Short Entry 3,477.75
5/24/2000 Short Exit 3,225.75 25,100.00 365,350.00
5/24/2000 Long Entry 3,225.75
5/26/2000 Long Exit 3,345.75 11,900.00 377,250.00
5/26/2000 Short Entry 3,345.75
5/30/2000 Short Exit 3,430.75 -8,600.00 368,650.00
5/30/2000 Long Entry 3,430.75
5/31/2000 Long Exit 3,600.75 16,900.00 385,550.00
5/31/2000 Short Entry 3,600.75
6/1/2000 Short Exit 3,625.75 -2,600.00 382,950.00
6/1/2000 Long Entry 3,625.75
6/6/2000 Long Exit 3,960.75 33,400.00 416,350.00
6/6/2000 Short Entry 3,960.75
6/7/2000 Short Exit 3,885.75 7,400.00 423,750.00
6/7/2000 Long Entry 3,885.75
6/9/2000 Long Exit 3,996.00 10,925.00 434,675.00
6/9/2000 Short Entry 3,996.00
6/12/2000 Short Exit 3,996.00 -100.00 434,575.00
6/12/2000 Long Entry 3,996.00
6/14/2000 Long Exit 4,016.00 1,900.00 436,475.00
6/14/2000 Short Entry 4,016.00
6/16/2000 Short Exit 4,011.00 400.00 436,875.00
6/16/2000 Long Entry 4,011.00
6/19/2000 Long Exit 3,968.00 -4,400.00 432,475.00
6/19/2000 Short Entry 3,968.00
6/22/2000 Short Exit 4,166.00 -19,900.00 412,575.00
6/22/2000 Long Entry 4,166.00
6/23/2000 Long Exit 4,028.00 -13,900.00 398,675.00
6/23/2000 Short Entry 4,028.00
6/26/2000 Short Exit 3,946.00 8,100.00 406,775.00
6/26/2000 Long Entry 3,946.00
6/27/2000 Long Exit 3,964.00 1,700.00 408,475.00
6/27/2000 Short Entry 3,964.00
6/28/2000 Short Exit 3,931.00 3,200.00 411,675.00
6/28/2000 Long Entry 3,931.00
7/3/2000 Long Exit 3,946.00 1,400.00 413,075.00
7/3/2000 Short Entry 3,946.00
7/6/2000 Short Exit 3,874.00 7,100.00 420,175.00
7/6/2000 Long Entry 3,874.00
7/7/2000 Long Exit 4,004.00 12,900.00 433,075.00
7/7/2000 Short Entry 4,004.00
7/11/2000 Short Exit 3,967.00 3,600.00 436,675.00
7/11/2000 Long Entry 3,967.00
7/14/2000 Long Exit 4,207.00 23,900.00 460,575.00
7/14/2000 Short Entry 4,207.00
7/17/2000 Short Exit 4,243.00 -3,700.00 456,875.00
7/17/2000 Long Entry 4,243.00
7/18/2000 Long Exit 4,219.00 -2,500.00 454,375.00
7/18/2000 Short Entry 4,219.00
7/20/2000 Short Exit 4,111.00 10,700.00 465,075.00
7/20/2000 Long Entry 4,111.00
7/21/2000 Long Exit 4,143.00 3,100.00 468,175.00
7/21/2000 Short Entry 4,143.00
7/25/2000 Short Exit 4,026.00 11,600.00 479,775.00
7/25/2000 Long Entry 4,026.00
7/27/2000 Long Exit 3,961.00 -6,600.00 473,175.00
7/27/2000 Short Entry 3,961.00
7/28/2000 Short Exit 3,877.00 8,300.00 481,475.00
7/28/2000 Long Entry 3,877.00
8/1/2000 Long Exit 3,778.00 -10,000.00 471,475.00
8/1/2000 Short Entry 3,778.00
8/3/2000 Short Exit 3,571.00 20,600.00 492,075.00
8/3/2000 Long Entry 3,571.00
8/7/2000 Long Exit 3,826.00 25,400.00 517,475.00
8/7/2000 Short Entry 3,826.00
8/8/2000 Short Exit 3,866.00 -4,100.00 513,375.00
8/8/2000 Long Entry 3,866.00
8/15/2000 Long Exit 3,891.00 2,400.00 515,775.00
8/15/2000 Short Entry 3,891.00
8/17/2000 Short Exit 3,894.00 -400.00 515,375.00
8/17/2000 Long Entry 3,894.00
8/18/2000 Long Exit 4,017.00 12,200.00 527,575.00
8/18/2000 Short Entry 4,017.00
8/22/2000 Short Exit 4,026.00 -1,000.00 526,575.00
8/22/2000 Long Entry 4,026.00
8/24/2000 Long Exit 4,071.00 4,400.00 530,975.00
8/24/2000 Short Entry 4,071.00
8/29/2000 Short Exit 4,116.00 -4,600.00 526,375.00
8/29/2000 Long Entry 4,116.00
8/30/2000 Long Exit 4,106.00 -1,100.00 525,275.00
8/30/2000 Short Entry 4,106.00
9/6/2000 Short Exit 4,144.00 -3,900.00 521,375.00
9/6/2000 Long Entry 4,144.00
9/15/2000 Long Exit 3,894.00 -25,100.00 496,275.00
9/15/2000 Short Entry 3,894.00
9/18/2000 Short Exit 3,831.00 6,200.00 502,475.00
9/18/2000 Long Entry 3,831.00
9/20/2000 Long Exit 3,898.00 6,600.00 509,075.00
9/20/2000 Short Entry 3,898.00
9/22/2000 Short Exit 3,767.00 13,000.00 522,075.00
9/22/2000 Long Entry 3,767.00
9/25/2000 Long Exit 3,899.00 13,100.00 535,175.00
9/25/2000 Short Entry 3,899.00
9/27/2000 Short Exit 3,774.00 12,400.00 547,575.00
9/27/2000 Long Entry 3,774.00
9/29/2000 Long Exit 3,819.00 4,400.00 551,975.00
9/29/2000 Short Entry 3,819.00
10/3/2000 Short Exit 3,679.00 13,900.00 565,875.00
10/3/2000 Long Entry 3,679.00
10/6/2000 Long Exit 3,571.00 -10,900.00 554,975.00
10/6/2000 Short Entry 3,571.00
10/9/2000 Short Exit 3,454.00 11,600.00 566,575.00
10/9/2000 Long Entry 3,454.00
10/17/2000 Long Exit 3,449.00 -600.00 565,975.00
10/17/2000 Short Entry 3,449.00
10/18/2000 Short Exit 3,189.00 25,900.00 591,875.00
10/18/2000 Long Entry 3,189.00
10/23/2000 Long Exit 3,577.00 38,700.00 630,575.00
10/23/2000 Short Entry 3,577.00
10/24/2000 Short Exit 3,594.00 -1,800.00 628,775.00
10/24/2000 Long Entry 3,594.00
10/27/2000 Long Exit 3,364.00 -23,100.00 605,675.00
10/27/2000 Short Entry 3,364.00
10/31/2000 Short Exit 3,242.00 12,100.00 617,775.00
10/31/2000 Long Entry 3,242.00
11/2/2000 Long Exit 3,413.00 17,000.00 634,775.00
11/2/2000 Short Entry 3,413.00
11/3/2000 Short Exit 3,445.00 -3,300.00 631,475.00
11/3/2000 Long Entry 3,445.00
11/8/2000 Long Exit 3,414.00 -3,200.00 628,275.00
11/8/2000 Short Entry 3,414.00
11/9/2000 Short Exit 3,109.00 30,400.00 658,675.00
11/9/2000 Long Entry 3,109.00
11/13/2000 Long Exit 2,924.00 -18,600.00 640,075.00
11/13/2000 Short Entry 2,924.00
11/14/2000 Short Exit 3,069.00 -14,600.00 625,475.00
11/14/2000 Long Entry 3,069.00
11/15/2000 Long Exit 3,137.00 6,700.00 632,175.00
11/15/2000 Short Entry 3,137.00
11/20/2000 Short Exit 2,949.00 18,700.00 650,875.00
11/20/2000 Long Entry 2,949.00
11/21/2000 Long Exit 2,924.00 -2,600.00 648,275.00
11/21/2000 Short Entry 2,924.00
11/22/2000 Short Exit 2,851.00 7,200.00 655,475.00
11/22/2000 Long Entry 2,851.00
11/28/2000 Long Exit 2,865.00 1,300.00 656,775.00
11/28/2000 Short Entry 2,865.00
11/29/2000 Short Exit 2,739.00 12,500.00 669,275.00
11/29/2000 Long Entry 2,739.00
12/6/2000 Long Exit 2,931.00 19,100.00 688,375.00
12/6/2000 Short Entry 2,931.00
12/8/2000 Short Exit 2,929.00 100.00 688,475.00
12/8/2000 Long Entry 2,929.00
12/12/2000 Long Exit 3,046.50 11,650.00 700,125.00
12/12/2000 Short Entry 3,046.50
12/14/2000 Short Exit 2,846.50 19,900.00 720,025.00
12/14/2000 Long Entry 2,846.50
12/26/2000 Long Exit 2,511.50 -33,600.00 686,425.00
12/26/2000 Short Entry 2,511.50
1/2/2001 Short Exit 2,424.50 8,600.00 695,025.00
1/2/2001 Long Entry 2,424.50
1/5/2001 Long Exit 2,531.50 10,600.00 705,625.00
1/5/2001 Short Entry 2,531.50
1/8/2001 Short Exit 2,336.50 19,400.00 725,025.00
1/8/2001 Long Entry 2,336.50
1/9/2001 Long Exit 2,391.50 5,400.00 730,425.00
1/9/2001 Short Entry 2,391.50
1/11/2001 Short Exit 2,451.50 -6,100.00 724,325.00
1/11/2001 Long Entry 2,451.50
1/12/2001 Long Exit 2,596.50 14,400.00 738,725.00
1/12/2001 Short Entry 2,596.50
1/16/2001 Short Exit 2,578.50 1,700.00 740,425.00
1/16/2001 Long Entry 2,578.50
1/17/2001 Long Exit 2,661.50 8,200.00 748,625.00
1/17/2001 Short Entry 2,661.50
1/18/2001 Short Exit 2,644.50 1,600.00 750,225.00
1/18/2001 Long Entry 2,644.50
1/19/2001 Long Exit 2,801.50 15,600.00 765,825.00
1/19/2001 Short Entry 2,801.50
1/23/2001 Short Exit 2,711.50 8,900.00 774,725.00
1/23/2001 Long Entry 2,711.50
1/24/2001 Long Exit 2,798.50 8,600.00 783,325.00
1/24/2001 Short Entry 2,798.50
1/25/2001 Short Exit 2,746.50 5,100.00 788,425.00
1/25/2001 Long Entry 2,746.50
1/30/2001 Long Exit 2,753.50 600.00 789,025.00
1/30/2001 Short Entry 2,753.50
2/1/2001 Short Exit 2,651.50 10,100.00 799,125.00
2/1/2001 Long Entry 2,651.50
2/2/2001 Long Exit 2,665.50 1,300.00 800,425.00
2/2/2001 Short Entry 2,665.50
2/6/2001 Short Exit 2,526.50 13,800.00 814,225.00
2/6/2001 Long Entry 2,526.50
2/9/2001 Long Exit 2,391.50 -13,600.00 800,625.00
2/9/2001 Short Entry 2,391.50
2/12/2001 Short Exit 2,313.50 7,700.00 808,325.00
2/12/2001 Long Entry 2,313.50
2/13/2001 Long Exit 2,371.50 5,700.00 814,025.00
2/13/2001 Short Entry 2,371.50
2/14/2001 Short Exit 2,276.50 9,400.00 823,425.00
2/14/2001 Long Entry 2,276.50
2/27/2001 Long Exit 2,119.50 -15,800.00 807,625.00
2/27/2001 Short Entry 2,119.50
2/28/2001 Short Exit 2,033.50 8,500.00 816,125.00
2/28/2001 Long Entry 2,033.50
3/15/2001 Long Exit 1,856.00 -17,850.00 798,275.00
3/15/2001 Short Entry 1,856.00
3/16/2001 Short Exit 1,714.00 14,100.00 812,375.00
3/16/2001 Long Entry 1,714.00
3/21/2001 Long Exit 1,666.00 -4,900.00 807,475.00
3/21/2001 Short Entry 1,666.00
3/22/2001 Short Exit 1,671.00 -600.00 806,875.00
3/22/2001 Long Entry 1,671.00
3/23/2001 Long Exit 1,791.00 11,900.00 818,775.00
3/23/2001 Short Entry 1,791.00
3/27/2001 Short Exit 1,719.50 7,050.00 825,825.00
3/27/2001 Long Entry 1,719.50
3/29/2001 Long Exit 1,616.00 -10,450.00 815,375.00
3/29/2001 Short Entry 1,616.00
3/30/2001 Short Exit 1,614.00 100.00 815,475.00
3/30/2001 Long Entry 1,614.00
4/11/2001 Long Exit 1,726.00 11,100.00 826,575.00
4/11/2001 Short Entry 1,726.00
4/18/2001 Short Exit 1,791.00 -6,600.00 819,975.00
4/18/2001 Long Entry 1,791.00
4/19/2001 Long Exit 1,887.00 9,500.00 829,475.00
4/19/2001 Short Entry 1,887.00
4/24/2001 Short Exit 1,846.00 4,000.00 833,475.00
4/24/2001 Long Entry 1,846.00
4/26/2001 Long Exit 1,873.00 2,600.00 836,075.00
4/26/2001 Short Entry 1,873.00
4/27/2001 Short Exit 1,844.00 2,800.00 838,875.00
4/27/2001 Long Entry 1,844.00
5/1/2001 Long Exit 1,888.00 4,300.00 843,175.00
5/1/2001 Short Entry 1,888.00
5/4/2001 Short Exit 1,864.50 2,250.00 845,425.00
5/4/2001 Long Entry 1,864.50
5/7/2001 Long Exit 1,949.00 8,350.00 853,775.00
5/7/2001 Short Entry 1,949.00
5/9/2001 Short Exit 1,921.50 2,650.00 856,425.00
5/9/2001 Long Entry 1,921.50
5/10/2001 Long Exit 1,957.00 3,450.00 859,875.00
5/10/2001 Short Entry 1,957.00
5/11/2001 Short Exit 1,868.00 8,800.00 868,675.00
5/11/2001 Long Entry 1,868.00
5/18/2001 Long Exit 1,935.00 6,600.00 875,275.00
5/18/2001 Short Entry 1,935.00
5/21/2001 Short Exit 1,959.00 -2,500.00 872,775.00
5/21/2001 Long Entry 1,959.00
5/22/2001 Long Exit 2,087.00 12,700.00 885,475.00
5/22/2001 Short Entry 2,087.00
5/24/2001 Short Exit 1,989.00 9,700.00 895,175.00
5/24/2001 Long Entry 1,989.00
5/29/2001 Long Exit 1,970.00 -2,000.00 893,175.00
5/29/2001 Short Entry 1,970.00
5/30/2001 Short Exit 1,847.00 12,200.00 905,375.00
5/30/2001 Long Entry 1,847.00
6/4/2001 Long Exit 1,880.00 3,200.00 908,575.00
6/4/2001 Short Entry 1,880.00
6/5/2001 Short Exit 1,880.00 -100.00 908,475.00
6/5/2001 Long Entry 1,880.00
6/7/2001 Long Exit 1,911.00 3,000.00 911,475.00
6/7/2001 Short Entry 1,911.00
6/12/2001 Short Exit 1,820.00 9,000.00 920,475.00
6/12/2001 Long Entry 1,820.00
6/13/2001 Long Exit 1,876.00 5,500.00 925,975.00
6/13/2001 Short Entry 1,876.00
6/14/2001 Short Exit 1,784.00 9,100.00 935,075.00
6/14/2001 Long Entry 1,784.00
6/19/2001 Long Exit 1,755.00 -3,000.00 932,075.00
6/19/2001 Short Entry 1,755.00
6/20/2001 Short Exit 1,671.00 8,300.00 940,375.00
6/20/2001 Long Entry 1,671.00
6/22/2001 Long Exit 1,765.00 9,300.00 949,675.00
6/22/2001 Short Entry 1,765.00
6/25/2001 Short Exit 1,769.00 -500.00 949,175.00
6/25/2001 Long Entry 1,769.00
6/27/2001 Long Exit 1,769.00 -100.00 949,075.00
6/27/2001 Short Entry 1,769.00
6/29/2001 Short Exit 1,824.00 -5,600.00 943,475.00
6/29/2001 Long Entry 1,824.00
7/3/2001 Long Exit 1,830.00 500.00 943,975.00
7/3/2001 Short Entry 1,830.00
7/9/2001 Short Exit 1,694.00 13,500.00 957,475.00
7/9/2001 Long Entry 1,694.00
7/13/2001 Long Exit 1,753.00 5,800.00 963,275.00
7/13/2001 Short Entry 1,753.00
7/17/2001 Short Exit 1,690.00 6,200.00 969,475.00
7/17/2001 Long Entry 1,690.00
7/19/2001 Long Exit 1,717.00 2,600.00 972,075.00
7/19/2001 Short Entry 1,717.00
7/20/2001 Short Exit 1,673.00 4,300.00 976,375.00
7/20/2001 Long Entry 1,673.00
7/26/2001 Long Exit 1,633.00 -4,100.00 972,275.00
7/26/2001 Short Entry 1,633.00
7/30/2001 Short Exit 1,701.00 -6,900.00 965,375.00
7/30/2001 Long Entry 1,701.00
8/2/2001 Long Exit 1,768.00 6,600.00 971,975.00
8/2/2001 Short Entry 1,768.00
8/7/2001 Short Exit 1,703.00 6,400.00 978,375.00
8/7/2001 Long Entry 1,703.00
8/8/2001 Long Exit 1,686.00 -1,800.00 976,575.00
8/8/2001 Short Entry 1,686.00
8/9/2001 Short Exit 1,627.00 5,800.00 982,375.00
8/9/2001 Long Entry 1,627.00
Attachment:
Description: "nasdaq100 competing_model_oos.gif"
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