Artificial Foreteller. Associative Neuron Systems

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Test Results

Artificial Foreteller was tested on S&P 500 historic tick data with quantum in 1 second. It was tested for intra day trade using different time intervals, starting from 5 min and up to 8 hours to simulate intra day trade. The system demonstrated stable results and proved that it can improve results of trading.

As an example we would like to describe results of two tests. It was selected time interval in 1 hour to build bar chart. A straightforward way of train was implemented. Foreteller recognizes as a positive or negative period for trade even if difference between open and close prices were more than 0.1. In other cases the system recognizes them as neutral. Artificial Foreteller was trained on historic tick data for 1998 - 1999. Then tick data for eight months of 2002 was taken for system test.

Value of contract for period (period is a set of consecutive time intervals with same trend) was calculated by formula - (C - O)*500, where C is tick value when current period closed, and O is tick value when current period is open. No commissions were taken into calculations.

Below two strategies are shown. First strategy is quite sensitive and reacts on most of fluctuations. Foreteller selected 373 trade periods. The second strategy is less sensitive and formed 193 trade periods however it demonstrated better results (see next page with test result).

Preprocessor selected 373 trade periods. The acquired result was as following:

System selected 241 negative trade periods. If it traded during these periods it would loose 606,850.00 $

System selected 132 positive trade periods. If it traded during these periods it would gain 633,200.00 $

When Artificial Foreteller was used the following result was obtained:

System managed to recognize 99 from 241 negative periods of trade as negative periods and managed to avoid loss of 285,385.00$.

System made wrong prediction in 124 negative trade periods and lost was 294,250.00 $.

System recognized 17 periods as unknown.

System made correct prediction in 68 trade periods and gain was 330,650.00 $.

System recognized as negative 65 positive trade periods and did not obtained 301,60.00 $. This happened only because Artificial Foreteller was not trained on these types of trade periods.

NOTE: During unknown periods system did not trade.

Preprocessor managed to select trade periods in such a manner that totals was 26,350.00 $

If Artificial Foreteller traded it would gain 330,650.00 - 294,250.00 = 36,400.00 $.

Artificial Foreteller helps trader to recognize negative trade periods.

Demo version of Artificial Foreteller v.1.0 can be downloaded here

A table below contains results of tick data analysis for 2002

Date	Time	DT	Recognition	FOR	AGAINST	POS/NEG	Profit	Unfavorable periods	Lost Gain	Error PrognosisS	Correct prognosis	Correct guess of losses
12.28.01	12:34:00	L	+	0.06	0.04	-	-650	-650	*	-650	*	*
12.28.01	13:35:00	S	-	0.19	0.21	+	1200	*	1200	*	*	*
12.31.01	11:33:00	L	+	0.08	0.07	-	-900	-900	*	-900	*	*
12.31.01	14:37:00	S	-	0.14	0.16	+	6900	*	6900	*	*	*
01.02.02	11:33:00	L	+	0.05	0.04	+	13600	*	*	*	13600	*
01.04.02	10:32:00	S	-	0.03	0.05	-	-50	-50	*	*	*	-50
01.04.02	13:35:00	L	+	0.1	0.08	+	350	*	*	*	350	*
01.07.02	10:32:00	S	-	0.05	0.09	+	350	*	350	*	*	*
01.07.02	13:35:00	L	+	0.26	0.2	-	-1600	-1600	*	-1600	*	*
01.07.02	14:36:00	S	+	0.41	0.4	+	750	*	*	*	750	*
01.08.02	12:34:00	L	+	0.1	0.09	-	-3250	-3250	*	-3250	*	*
01.08.02	13:35:00	S	+	0.33	0.33	-	-2150	-2150	*	-2150	*	*
01.08.02	15:14:00	L	+	0.1	0.06	+	3000	*	*	*	3000	*
01.09.02	11:33:00	S	-	0.29	0.29	-	-250	-250	*	*	*	-250
01.09.02	12:34:00	L	+	0.17	0.16	-	-7250	-7250	*	-7250	*	*
01.09.02	14:36:00	S	-	0.12	0.14	+	1950	*	1950	*	*	*
01.10.02	9:31:00	L	N	0.14	0.14	+	600	*	*	*	*	*
01.10.02	10:32:00	S	N	0.04	0.04	-	-50	-50	*	*	*	*
01.10.02	11:33:00	L	+	0.13	0.11	+	1250	*	*	*	1250	*
01.10.02	12:34:00	S	+	0.02	0.01	-	-500	-500	*	-500	*	*
01.10.02	13:35:00	L	+	0.24	0.24	+	600	*	*	*	600	*
01.10.02	15:14:00	S	-	0.04	0.04	+	9600	*	9600	*	*	*
01.14.02	13:35:00	L	+	0	0	-	-250	-250	*	-250	*	*
01.14.02	15:14:00	S	-	0.1	0.1	-	-2800	-2800	*	*	*	-2800
01.15.02	9:31:00	L	-	0.24	0.29	-	-1400	-1400	*	*	*	-1400
01.15.02	11:33:00	S	-	0.36	0.36	+	550	*	550	*	*	*
01.15.02	14:36:00	L	+	0.14	0.1	-	-3150	-3150	*	-3150	*	*
01.16.02	9:31:00	S	-	0.11	0.13	+	2100	*	2100	*	*	*
01.17.02	9:31:00	L	+	0.01	0.01	+	200	*	*	*	200	*
01.17.02	13:35:00	S	-	0.09	0.1	-	-3000	-3000	*	*	*	-3000
01.17.02	14:36:00	L	-	0.4	0.41	-	-3850	-3850	*	*	*	-3850
01.18.02	9:31:00	S	-	0.14	0.15	+	250	*	250	*	*	*
01.18.02	10:32:00	L	+	0.15	0.14	-	-1000	-1000	*	-1000	*	*
01.18.02	11:33:00	S	+	0.44	0.44	-	-850	-850	*	-850	*	*
01.18.02	12:34:00	L	+	0.43	0.43	-	-2900	-2900	*	-2900	*	*
01.18.02	14:36:00	S	+	0.09	0.08	-	-1900	-1900	*	-1900	*	*
01.18.02	15:14:00	L	-	0.24	0.27	-	-3650	-3650	*	*	*	-3650
01.22.02	10:32:00	S	-	0.15	0.15	+	1750	*	1750	*	*	*
01.23.02	10:32:00	L	+	0.04	0.02	+	3000	*	*	*	3000	*
01.23.02	14:36:00	S	+	0.19	0.18	-	-2900	-2900	*	-2900	*	*
01.24.02	9:31:00	L	+	0.2	0.11	-	-1400	-1400	*	-1400	*	*
01.24.02	13:35:00	S	-	0.02	0.04	-	-150	-150	*	*	*	-150
01.25.02	10:32:00	L	+	0.1	0.08	+	500	*	*	*	500	*
01.25.02	14:36:00	S	-	0.16	0.17	+	300	*	300	*	*	*
01.28.02	9:31:00	L	+	0.09	0.04	+	0	*	*	*	0	*
01.28.02	10:32:00	S	-	0.36	0.41	+	2600	*	2600	*	*	*
01.28.02	13:36:00	L	-	0.05	0.06	-	-4100	-4100	*	*	*	-4100
01.29.02	10:32:00	S	+	0.09	0.08	+	11750	*	*	*	11750	*
01.30.02	13:35:00	L	-	0	0	+	9250	*	9250	*	*	*
01.31.02	10:32:00	S	+	0.18	0.17	-	-1150	-1150	*	-1150	*	*
01.31.02	11:33:00	L	+	0.24	0.19	+	4550	*	*	*	4550	*
02.01.02	9:31:00	S	-	0.13	0.15	+	1300	*	1300	*	*	*
02.01.02	13:35:00	L	-	0.05	0.06	-	-1950	-1950	*	*	*	-1950
02.01.02	14:36:00	S	-	0.39	0.46	-	-1500	-1500	*	*	*	-1500
02.01.02	15:14:00	L	-	0.51	0.54	-	-4850	-4850	*	*	*	-4850
02.04.02	9:31:00	S	-	0.15	0.17	+	9900	*	9900	*	*	*
02.05.02	10:32:00	L	+	0.16	0.15	+	1750	*	*	*	1750	*
02.05.02	12:34:00	S	+	0.07	0.07	-	-2250	-2250	*	-2250	*	*
02.05.02	13:35:00	L	-	0.24	0.27	-	-9500	-9500	*	*	*	-9500
02.06.02	10:32:00	S	-	0.02	0.04	-	-4750	-4750	*	*	*	-4750
02.06.02	12:34:00	L	+	0.34	0.32	-	-1900	-1900	*	-1900	*	*
02.06.02	14:36:00	S	+	0.14	0.11	-	-2550	-2550	*	-2550	*	*
02.07.02	10:32:00	L	-	0.05	0.06	+	950	*	950	*	*	*
02.07.02	12:34:00	S	-	0.06	0.1	+	1450	*	1450	*	*	*
02.08.02	9:31:00	L	+	0.28	0.23	-	-2950	-2950	*	-2950	*	*
02.08.02	11:33:00	S	-	0.12	0.13	-	-7100	-7100	*	*	*	-7100
02.08.02	15:14:00	L	-	0.14	0.16	+	4250	*	4250	*	*	*
02.12.02	9:31:00	S	N	0.02	0.02	-	-400	-400	*	*	*	*
02.12.02	10:32:00	L	+	0.56	0.48	+	1550	*	*	*	1550	*
02.12.02	15:14:00	S	-	0.02	0.04	-	-4150	-4150	*	*	*	-4150
02.13.02	9:31:00	L	-	0.41	0.44	-	-1250	-1250	*	*	*	-1250
02.13.02	11:33:00	S	-	0.06	0.07	-	-1400	-1400	*	*	*	-1400
02.13.02	12:34:00	L	+	0.7	0.69	-	-400	-400	*	-400	*	*
02.13.02	14:36:00	S	-	0.12	0.14	-	-600	-600	*	*	*	-600
02.13.02	15:14:00	L	+	0.24	0.24	-	-1650	-1650	*	-1650	*	*
02.14.02	13:36:00	S	-	0.07	0.09	+	13200	*	13200	*	*	*
02.19.02	11:33:00	L	N	0	0	-	-50	-50	*	*	*	*
02.19.02	12:34:00	S	-	0.17	0.17	+	2650	*	2650	*	*	*
02.20.02	9:31:00	L	+	0.04	0.02	-	-1200	-1200	*	-1200	*	*
02.20.02	10:32:00	S	-	0.2	0.22	-	-3200	-3200	*	*	*	-3200
02.20.02	13:35:00	L	-	0.13	0.15	+	4800	*	4800	*	*	*
02.21.02	9:31:00	S	-	0.08	0.08	+	500	*	500	*	*	*
02.21.02	11:33:00	L	+	0.07	0.06	-	-1250	-1250	*	-1250	*	*
02.21.02	13:35:00	S	-	0.12	0.17	+	5800	*	5800	*	*	*
02.22.02	13:35:00	L	+	0.06	0.05	+	11450	*	*	*	11450	*
02.27.02	13:35:00	S	N	0	0	-	-2400	-2400	*	*	*	*
02.27.02	15:14:00	L	-	0.17	0.18	+	100	*	100	*	*	*
02.28.02	10:32:00	S	+	0.06	0.05	-	-1250	-1250	*	-1250	*	*
02.28.02	12:34:00	L	+	0.22	0.11	-	-750	-750	*	-750	*	*
02.28.02	13:35:00	S	+	0.39	0.39	-	-900	-900	*	-900	*	*
03.01.02	9:31:00	L	+	0.09	0.09	+	16000	*	*	*	16000	*
03.05.02	10:32:00	S	N	0	0	-	-1500	-1500	*	*	*	*
03.05.02	11:33:00	L	+	0.33	0.29	-	-1150	-1150	*	-1150	*	*
03.05.02	13:35:00	S	+	0.13	0.08	-	-2350	-2350	*	-2350	*	*
03.06.02	10:32:00	L	+	0.09	0.06	+	1750	*	*	*	1750	*
03.06.02	13:35:00	S	+	0.18	0.16	-	-2900	-2900	*	-2900	*	*
03.06.02	14:36:00	L	-	0.49	0.57	-	-1550	-1550	*	*	*	-1550
03.07.02	10:32:00	S	+	0.08	0.06	+	1600	*	*	*	1600	*
03.07.02	12:34:00	L	+	0.19	0.15	-	-1850	-1850	*	-1850	*	*
03.07.02	13:35:00	S	-	0.43	0.45	-	-3700	-3700	*	*	*	-3700
03.07.02	15:14:00	L	+	0.11	0.09	-	-900	-900	*	-900	*	*
03.08.02	10:32:00	S	+	0.13	0.13	-	-650	-650	*	-650	*	*
03.08.02	13:35:00	L	N	0.1	0.1	-	-2450	-2450	*	*	*	*
03.08.02	14:36:00	S	-	0.39	0.4	-	-250	-250	*	*	*	-250
03.11.02	10:32:00	L	+	0.14	0.11	+	1750	*	*	*	1750	*
03.11.02	15:14:00	S	-	0.01	0.02	-	-1500	-1500	*	*	*	-1500
03.12.02	10:32:00	L	+	0.19	0.13	+	1750	*	*	*	1750	*
03.12.02	14:36:00	S	+	0.07	0.04	-	-2250	-2250	*	-2250	*	*
03.12.02	15:14:00	L	+	0.56	0.53	+	50	*	*	*	50	*
03.13.02	9:31:00	S	-	0.29	0.33	+	1850	*	1850	*	*	*
03.13.02	12:34:00	L	+	0.08	0.08	-	-1450	-1450	*	-1450	*	*
03.13.02	13:35:00	S	-	0.31	0.33	-	-200	-200	*	*	*	-200
03.13.02	15:14:00	L	+	0.12	0.08	+	250	*	*	*	250	*
03.14.02	12:35:00	S	-	0.07	0.07	+	850	*	850	*	*	*
03.14.02	14:37:00	L	+	0.17	0.15	-	-300	-300	*	-300	*	*
03.14.02	15:14:00	S	-	0.42	0.45	-	-500	-500	*	*	*	-500
03.15.02	9:31:00	L	+	0.54	0.48	+	1700	*	*	*	1700	*
03.18.02	10:32:00	S	-	0	0.02	-	-2350	-2350	*	*	*	-2350
03.18.02	14:36:00	L	+	0.1	0.09	+	1100	*	*	*	1100	*
03.19.02	14:36:00	S	-	0.02	0.03	+	4950	*	4950	*	*	*
03.20.02	12:34:00	L	-	0.11	0.12	-	-1600	-1600	*	*	*	-1600
03.20.02	13:35:00	S	+	0.44	0.44	+	5300	*	*	*	5300	*
03.21.02	13:35:00	L	+	0.1	0.09	+	400	*	*	*	400	*
03.22.02	9:31:00	S	-	0.04	0.05	-	-3050	-3050	*	*	*	-3050
03.22.02	10:32:00	L	-	0.4	0.41	-	-1600	-1600	*	*	*	-1600
03.22.02	13:35:00	S	-	0.17	0.18	+	3850	*	3850	*	*	*
03.25.02	12:34:00	L	-	0.08	0.09	-	-3400	-3400	*	*	*	-3400
03.25.02	14:36:00	S	+	0.1	0.1	-	-5650	-5650	*	-5650	*	*
03.26.02	9:31:00	L	+	0.11	0.07	-	-4650	-4650	*	-4650	*	*
03.26.02	13:35:00	S	-	0.03	0.05	-	-1600	-1600	*	*	*	-1600
03.26.02	15:14:00	L	+	0.05	0.05	+	1750	*	*	*	1750	*
03.27.02	13:35:00	S	-	0.13	0.13	-	-1400	-1400	*	*	*	-1400
03.27.02	14:36:00	L	-	0.81	0.83	+	2150	*	2150	*	*	*
03.28.02	11:33:00	S	+	0.24	0.23	-	-650	-650	*	-650	*	*
03.28.02	13:35:00	L	+	0.26	0.1	-	-3600	-3600	*	-3600	*	*
03.28.02	15:14:00	S	-	0.12	0.13	+	600	*	600	*	*	*
04.01.02	11:33:00	L	N	0.16	0.16	-	-350	-350	*	*	*	*
04.02.02	9:31:00	S	+	0.02	0.02	-	-1600	-1600	*	-1600	*	*
04.02.02	10:32:00	L	+	0.64	0.58	-	-2100	-2100	*	-2100	*	*
04.02.02	12:34:00	S	-	0.11	0.12	-	-800	-800	*	*	*	-800
04.02.02	13:35:00	L	-	0.6	0.62	-	-500	-500	*	*	*	-500
04.02.02	14:36:00	S	+	0.42	0.39	+	3950	*	*	*	3950	*
04.03.02	12:34:00	L	-	0.06	0.07	-	-2000	-2000	*	*	*	-2000
04.03.02	13:35:00	S	-	0.35	0.37	-	-1250	-1250	*	*	*	-1250
04.03.02	15:14:00	L	-	0.07	0.07	-	-150	-150	*	*	*	-150
04.04.02	12:34:00	S	+	0.06	0.05	-	-1100	-1100	*	-1100	*	*
04.04.02	15:14:00	L	+	0.13	0.12	-	-2400	-2400	*	-2400	*	*
04.05.02	10:32:00	S	+	0.14	0.13	-	-650	-650	*	-650	*	*
04.05.02	13:35:00	L	+	0.07	0.07	-	-4850	-4850	*	-4850	*	*
04.08.02	9:31:00	S	-	0.08	0.09	+	150	*	150	*	*	*
04.08.02	10:32:00	L	+	0.15	0.13	+	3500	*	*	*	3500	*
04.09.02	10:32:00	S	-	0.13	0.17	+	50	*	50	*	*	*
04.09.02	11:33:00	L	+	0.33	0.26	-	-750	-750	*	-750	*	*
04.09.02	12:34:00	S	+	0.42	0.39	-	-2900	-2900	*	-2900	*	*
04.10.02	9:31:00	L	+	0.08	0.06	-	-3400	-3400	*	-3400	*	*
04.10.02	11:33:00	S	-	0.13	0.15	-	-4000	-4000	*	*	*	-4000
04.10.02	13:35:00	L	-	0.06	0.06	-	-4100	-4100	*	*	*	-4100
04.11.02	9:31:00	S	+	0.11	0.1	+	5100	*	*	*	5100	*
04.12.02	9:31:00	L	+	0.02	0.01	-	-550	-550	*	-550	*	*
04.12.02	11:33:00	S	+	0.18	0.17	+	250	*	*	*	250	*
04.12.02	12:34:00	L	N	0.01	0.01	-	-3000	-3000	*	*	*	*
04.15.02	10:32:00	S	+	0.15	0.14	-	-2700	-2700	*	-2700	*	*
04.15.02	12:34:00	L	+	0.07	0.05	-	-750	-750	*	-750	*	*
04.15.02	14:36:00	S	+	0.16	0.12	-	-8600	-8600	*	-8600	*	*
04.16.02	9:31:00	L	+	0.23	0.12	+	2150	*	*	*	2150	*
04.17.02	11:33:00	S	-	0.03	0.06	+	400	*	400	*	*	*
04.17.02	15:14:00	L	+	0.19	0.15	-	-1550	-1550	*	-1550	*	*
04.18.02	10:32:00	S	+	0.19	0.16	-	-1150	-1150	*	-1150	*	*
04.18.02	13:35:00	L	-	0.02	0.03	+	250	*	250	*	*	*
04.19.02	10:32:00	S	-	0.07	0.1	-	-650	-650	*	*	*	-650
04.19.02	11:33:00	L	+	0.7	0.69	-	-500	-500	*	-500	*	*
04.19.02	13:35:00	S	+	0.32	0.3	+	9100	*	*	*	9100	*
04.22.02	15:14:00	L	+	0.02	0.01	-	-650	-650	*	-650	*	*
04.23.02	11:33:00	S	-	0.08	0.12	-	-500	-500	*	*	*	-500
04.23.02	13:35:00	L	+	0.28	0.2	-	-3650	-3650	*	-3650	*	*
04.23.02	14:36:00	S	+	0.34	0.33	-	-1250	-1250	*	-1250	*	*
04.24.02	9:31:00	L	+	0.71	0.65	+	1100	*	*	*	1100	*
04.24.02	12:34:00	S	+	0.11	0.08	+	6200	*	*	*	6200	*
04.25.02	10:32:00	L	+	0.05	0.03	-	-2850	-2850	*	-2850	*	*
04.25.02	11:33:00	S	-	0.14	0.18	-	-750	-750	*	*	*	-750
04.25.02	13:35:00	L	-	0.06	0.08	+	350	*	350	*	*	*
04.25.02	14:36:00	S	+	0.05	0.02	-	-600	-600	*	-600	*	*
04.25.02	15:14:00	L	+	0.37	0.36	-	-5150	-5150	*	-5150	*	*
04.26.02	10:32:00	S	+	0.13	0.11	+	250	*	*	*	250	*
04.26.02	13:35:00	L	+	0.1	0.07	-	-2850	-2850	*	-2850	*	*
04.26.02	14:36:00	S	+	0.33	0.33	+	100	*	*	*	100	*
04.30.02	10:32:00	L	N	0	0	+	350	*	*	*	*	*
04.30.02	13:35:00	S	+	0.12	0.11	+	3750	*	*	*	3750	*
05.01.02	11:33:00	L	+	0.18	0.13	+	5750	*	*	*	5750	*
05.02.02	10:32:00	S	-	0.06	0.08	-	-400	-400	*	*	*	-400
05.02.02	15:14:00	L	-	0.02	0.02	-	-3650	-3650	*	*	*	-3650
05.03.02	9:31:00	S	-	0.46	0.49	-	-1050	-1050	*	*	*	-1050
05.03.02	13:35:00	L	+	0.13	0.09	-	-2000	-2000	*	-2000	*	*
05.03.02	15:14:00	S	+	0.07	0.05	+	8000	*	*	*	8000	*
05.07.02	12:34:00	L	+	0.01	0	-	-1150	-1150	*	-1150	*	*
05.07.02	13:35:00	S	-	0.2	0.21	-	-8850	-8850	*	*	*	-8850
05.08.02	9:31:00	L	+	0.02	0.01	+	6350	*	*	*	6350	*
05.08.02	13:35:00	S	+	0.04	0.03	-	-2500	-2500	*	-2500	*	*
05.08.02	14:36:00	L	-	0.19	0.2	-	-4850	-4850	*	*	*	-4850
05.09.02	9:31:00	S	+	0.05	0.04	-	-1150	-1150	*	-1150	*	*
05.09.02	12:34:00	L	+	0.08	0.06	-	-1800	-1800	*	-1800	*	*
05.09.02	14:36:00	S	-	0.06	0.08	+	5950	*	5950	*	*	*
05.13.02	9:31:00	L	-	0	0	+	2300	*	2300	*	*	*
05.13.02	13:35:00	S	+	0.03	0.02	-	-1850	-1850	*	-1850	*	*
05.13.02	14:37:00	L	+	0.41	0.38	+	9850	*	*	*	9850	*
05.15.02	9:31:00	S	+	0.01	0.01	-	-1550	-1550	*	-1550	*	*
05.15.02	10:32:00	L	+	0.38	0.33	-	-1750	-1750	*	-1750	*	*
05.15.02	11:33:00	S	-	0.22	0.22	-	-2400	-2400	*	*	*	-2400
05.15.02	12:34:00	L	-	0.17	0.18	-	-2500	-2500	*	*	*	-2500
05.15.02	14:36:00	S	+	0.19	0.18	-	-1250	-1250	*	-1250	*	*
05.16.02	10:32:00	L	+	0.42	0.36	-	-1600	-1600	*	-1600	*	*
05.16.02	11:33:00	S	-	0.22	0.22	-	-2900	-2900	*	*	*	-2900
05.16.02	13:35:00	L	-	0.21	0.26	-	-350	-350	*	*	*	-350
05.17.02	10:32:00	S	+	0.07	0.06	-	-1650	-1650	*	-1650	*	*
05.17.02	12:34:00	L	+	0.38	0.3	-	-600	-600	*	-600	*	*
05.17.02	13:35:00	S	+	0.3	0.29	-	-1150	-1150	*	-1150	*	*
05.17.02	14:36:00	L	+	0.43	0.42	-	-4650	-4650	*	-4650	*	*
05.20.02	9:31:00	S	-	0.11	0.13	-	-250	-250	*	*	*	-250
05.20.02	11:33:00	L	+	0.08	0.06	-	-550	-550	*	-550	*	*
05.20.02	14:36:00	S	+	0.06	0.05	-	-2150	-2150	*	-2150	*	*
05.21.02	9:31:00	L	-	0.21	0.22	-	-4200	-4200	*	*	*	-4200
05.21.02	10:32:00	S	-	0.27	0.28	+	2100	*	2100	*	*	*
05.22.02	15:14:00	L	+	0	0	-	-1750	-1750	*	-1750	*	*
05.23.02	10:32:00	S	+	0.15	0.14	+	450	*	*	*	450	*
05.23.02	12:36:00	L	+	0.09	0.05	+	4850	*	*	*	4850	*
05.24.02	9:31:00	S	+	0.02	0.01	+	9000	*	*	*	9000	*
05.28.02	13:35:00	L	+	0.01	0.01	-	-450	-450	*	-450	*	*
05.28.02	14:36:00	S	-	0.16	0.17	-	-1400	-1400	*	*	*	-1400
05.28.02	15:14:00	L	N	0.43	0.43	-	-850	-850	*	*	*	*
05.29.02	9:31:00	S	-	0.13	0.16	-	-1800	-1800	*	*	*	-1800
05.29.02	11:33:00	L	+	0.08	0.05	-	-2000	-2000	*	-2000	*	*
05.29.02	12:34:00	S	-	0.35	0.37	-	-1600	-1600	*	*	*	-1600
05.29.02	13:35:00	L	-	0.37	0.4	-	-600	-600	*	*	*	-600
05.29.02	14:36:00	S	-	0.25	0.26	+	1950	*	1950	*	*	*
05.30.02	10:32:00	L	-	0.03	0.04	-	-2000	-2000	*	*	*	-2000
05.30.02	11:33:00	S	-	0.37	0.37	-	-1850	-1850	*	*	*	-1850
05.30.02	14:36:00	L	-	0.11	0.13	+	3200	*	3200	*	*	*
05.31.02	13:36:00	S	-	0.03	0.04	+	14200	*	14200	*	*	*
06.04.02	13:35:00	L	+	0.15	0.15	-	-6150	-6150	*	-6150	*	*
06.04.02	14:36:00	S	-	0.14	0.16	-	-6100	-6100	*	*	*	-6100
06.05.02	9:31:00	L	+	0.37	0.32	-	-1650	-1650	*	-1650	*	*
06.05.02	10:32:00	S	-	0.37	0.37	-	-2250	-2250	*	*	*	-2250
06.05.02	12:34:00	L	+	0.37	0.3	-	-350	-350	*	-350	*	*
06.05.02	13:35:00	S	-	0.32	0.33	-	-1600	-1600	*	*	*	-1600
06.05.02	14:36:00	L	-	0.81	0.83	-	-3250	-3250	*	*	*	-3250
06.06.02	9:31:00	S	+	0.08	0.07	+	9250	*	*	*	9250	*
06.07.02	10:32:00	L	+	0.01	0.01	+	2950	*	*	*	2950	*
06.10.02	10:32:00	S	-	0	0.02	-	-2150	-2150	*	*	*	-2150
06.10.02	11:33:00	L	+	0.56	0.53	+	1350	*	*	*	1350	*
06.10.02	13:35:00	S	-	0.09	0.11	+	950	*	950	*	*	*
06.10.02	14:36:00	L	+	0.21	0.16	-	-1150	-1150	*	-1150	*	*
06.10.02	15:14:00	S	-	0.36	0.36	+	150	*	150	*	*	*
06.11.02	9:31:00	L	+	0.45	0.43	-	-2500	-2500	*	-2500	*	*
06.11.02	11:33:00	S	+	0.19	0.19	+	7850	*	*	*	7850	*
06.12.02	12:34:00	L	+	0.16	0.16	-	-1300	-1300	*	-1300	*	*
06.13.02	9:31:00	S	-	0.05	0.06	-	-4700	-4700	*	*	*	-4700
06.13.02	11:33:00	L	+	0.08	0.04	-	-5250	-5250	*	-5250	*	*
06.13.02	14:36:00	S	-	0.07	0.09	+	7600	*	7600	*	*	*
06.14.02	10:32:00	L	+	0.14	0.12	+	350	*	*	*	350	*
06.14.02	12:34:00	S	-	0.06	0.07	-	-4650	-4650	*	*	*	-4650
06.14.02	13:35:00	L	-	0.18	0.19	+	14550	*	14550	*	*	*
06.18.02	12:34:00	S	N	0	0	-	-250	-250	*	*	*	*
06.18.02	13:35:00	L	+	0.44	0.38	-	-3550	-3550	*	-3550	*	*
06.19.02	9:31:00	S	+	0.09	0.07	-	-3850	-3850	*	-3850	*	*
06.19.02	10:32:00	L	-	0.2	0.22	-	-3950	-3950	*	*	*	-3950
06.19.02	12:34:00	S	-	0.11	0.12	+	17500	*	17500	*	*	*
06.21.02	13:35:00	L	N	0	0	-	-2000	-2000	*	*	*	*
06.21.02	14:36:00	S	-	0.19	0.23	-	-5600	-5600	*	*	*	-5600
06.24.02	13:35:00	L	+	0.03	0.03	-	-2500	-2500	*	-2500	*	*
06.24.02	15:14:00	S	+	0.16	0.15	-	-1650	-1650	*	-1650	*	*
06.25.02	9:31:00	L	+	0.44	0.4	-	-2750	-2750	*	-2750	*	*
06.25.02	11:33:00	S	-	0.05	0.08	+	17250	*	17250	*	*	*
06.26.02	11:33:00	L	+	0.04	0.03	-	-50	-50	*	-50	*	*
06.26.02	12:34:00	S	-	0.14	0.17	-	-3000	-3000	*	*	*	-3000
06.26.02	14:36:00	L	-	0.08	0.08	-	-1750	-1750	*	*	*	-1750
06.27.02	10:32:00	S	+	0.01	0.01	-	-7000	-7000	*	-7000	*	*
06.27.02	13:35:00	L	+	0.02	0.02	+	7400	*	*	*	7400	*
06.28.02	12:34:00	S	-	0.02	0.03	+	20350	*	20350	*	*	*
07.02.02	13:35:00	L	N	N	N	-	-4600	-4600	*	*	*	*
07.02.02	14:36:00	S	-	0.15	0.17	+	400	*	400	*	*	*
07.03.02	13:35:00	L	+	0.01	0.01	+	16250	*	*	*	16250	*
07.08.02	10:32:00	S	-	0	0.01	+	1000	*	1000	*	*	*
07.08.02	13:35:00	L	+	0.13	0.12	-	-2850	-2850	*	-2850	*	*
07.08.02	14:36:00	S	-	0.2	0.27	-	-1600	-1600	*	*	*	-1600
07.09.02	10:32:00	L	-	0.12	0.17	-	-1750	-1750	*	*	*	-1750
07.09.02	11:33:00	S	+	0.35	0.34	+	18000	*	*	*	18000	*
07.10.02	12:34:00	L	N	0	0	-	-5850	-5850	*	*	*	*
07.10.02	13:35:00	S	-	0.08	0.09	+	6000	*	6000	*	*	*
07.11.02	12:34:00	L	-	0.01	0.01	+	9400	*	9400	*	*	*
07.12.02	11:33:00	S	-	0	0.01	+	2050	*	2050	*	*	*
07.12.02	12:34:00	L	+	0.24	0.21	-	-4000	-4000	*	-4000	*	*
07.12.02	13:35:00	S	-	0.21	0.27	+	1500	*	1500	*	*	*
07.12.02	15:14:00	L	+	0.22	0.18	-	-5750	-5750	*	-5750	*	*
07.15.02	9:31:00	S	-	0.13	0.15	-	-9300	-9300	*	*	*	-9300
07.15.02	15:14:00	L	+	0.03	0.03	-	-5500	-5500	*	-5500	*	*
07.16.02	9:31:00	S	-	0.14	0.16	-	-8250	-8250	*	*	*	-8250
07.16.02	12:34:00	L	+	0.23	0.23	-	-1150	-1150	*	-1150	*	*
07.16.02	13:35:00	S	-	0.32	0.32	-	-4000	-4000	*	*	*	-4000
07.17.02	9:31:00	L	-	0.1	0.12	-	-6350	-6350	*	*	*	-6350
07.17.02	10:32:00	S	-	0.27	0.34	+	3000	*	3000	*	*	*
07.17.02	13:35:00	L	+	0.12	0.1	-	-900	-900	*	-900	*	*
07.18.02	9:31:00	S	-	0.05	0.09	-	-850	-850	*	*	*	-850
07.18.02	11:33:00	L	+	0.19	0.18	-	-1600	-1600	*	-1600	*	*
07.18.02	12:34:00	S	-	0.33	0.35	+	20350	*	20350	*	*	*
07.19.02	13:35:00	L	+	0.05	0.03	-	-3100	-3100	*	-3100	*	*
07.19.02	14:36:00	S	-	0.09	0.09	+	10500	*	10500	*	*	*
07.22.02	13:35:00	L	+	0.02	0.01	-	-2000	-2000	*	-2000	*	*
07.22.02	14:36:00	S	-	0.11	0.14	+	10500	*	10500	*	*	*
07.23.02	14:36:00	L	+	0.02	0.01	-	-5600	-5600	*	-5600	*	*
07.23.02	15:14:00	S	-	0.09	0.11	-	-14750	-14750	*	*	*	-14750
07.24.02	10:32:00	L	+	0.02	0.01	-	-750	-750	*	-750	*	*
07.24.02	12:34:00	S	+	0.06	0.04	-	-5500	-5500	*	-5500	*	*
07.24.02	13:35:00	L	+	0.35	0.32	+	8250	*	*	*	8250	*
07.25.02	12:34:00	S	+	0.02	0.02	-	-5100	-5100	*	-5100	*	*
07.26.02	14:36:00	L	+	0.01	0.01	+	22500	*	*	*	22500	*
07.30.02	9:31:00	S	-	0.03	0.05	-	-4250	-4250	*	*	*	-4250
07.30.02	11:33:00	L	+	0.05	0.05	-	-1000	-1000	*	-1000	*	*
07.30.02	14:36:00	S	-	0.01	0.02	-	-4250	-4250	*	*	*	-4250
07.30.02	15:14:00	L	+	0.03	0.02	-	-5250	-5250	*	-5250	*	*
07.31.02	9:31:00	S	-	0.27	0.3	-	-3000	-3000	*	*	*	-3000
07.31.02	11:33:00	L	+	0.2	0.16	-	-1000	-1000	*	-1000	*	*
07.31.02	13:35:00	S	+	0.15	0.14	-	-3250	-3250	*	-3250	*	*
07.31.02	14:36:00	L	-	0.07	0.09	-	-3200	-3200	*	*	*	-3200
08.01.02	9:31:00	S	+	0.21	0.18	+	2500	*	*	*	2500	*
08.01.02	12:34:00	L	+	0.13	0.12	-	-2400	-2400	*	-2400	*	*
08.01.02	14:36:00	S	-	0.09	0.11	+	10500	*	10500	*	*	*
08.02.02	15:14:00	L	N	0.16	0.16	-	-2500	-2500	*	*	*	*
08.05.02	9:31:00	S	-	0.13	0.15	-	-5250	-5250	*	*	*	-5250
08.06.02	9:31:00	L	+	0.01	0.01	+	1500	*	*	*	1500	*
08.06.02	13:35:00	S	+	0.01	0.01	+	1500	*	*	*	1500	*
08.06.02	14:36:00	L	+	0.24	0.21	-	-2500	-2500	*	-2500	*	*
08.06.02	15:14:00	S	-	0.43	0.49	+	4850	*	4850	*	*	*
08.07.02	9:31:00	L	+	0.33	0.27	-	-3600	-3600	*	-3600	*	*
08.07.02	10:32:00	S	-	0.3	0.37	-	-6650	-6650	*	*	*	-6650
08.07.02	14:36:00	L	+	0.05	0.04	+	10500	*	*	*	10500	*
08.09.02	9:31:00	S	-	0.12	0.16	-	-7250	-7250	*	*	*	-7250
08.09.02	10:32:00	L	N	0.15	0.15	-	-1000	-1000	*	*	*	*
08.09.02	12:34:00	S	-	0.11	0.12	-	-2100	-2100	*	*	*	-2100
08.09.02	13:35:00	L	-	0.18	0.19	-	-1600	-1600	*	*	*	-1600
08.09.02	15:14:00	S	+	0.1	0.09	+	0	*	*	*	0	*
08.12.02	12:34:00	L	+	0.09	0.09	+	3750	*	*	*	3750	*
08.13.02	9:31:00	S	+	0.11	0.09	-	-4350	-4350	*	-4350	*	*
08.13.02	10:32:00	L	+	0.39	0.35	-	-650	-650	*	-650	*	*
08.13.02	12:34:00	S	+	0.23	0.19	+	13150	*	*	*	13150	*
08.14.02	12:34:00	L	+	0.02	0.01	+	19750	*	*	*	19750	*
08.15.02	12:34:00	S	-	0.13	0.16	-	-1400	-1400	*	*	*	-1400
08.15.02	13:35:00	L	+	0.52	0.47	+	750	*	*	*	750	*
08.16.02	9:31:00	S	-	0.11	0.12	-	-4000	-4000	*	*	*	-4000
08.16.02	10:32:00	L	-	0.26	0.27	-	-1600	-1600	*	*	*	-1600
08.16.02	12:35:00	S	-	0.03	0.04	-	-250	-250	*	*	*	-250
08.16.02	13:37:00	L	+	0.36	0.33	-	-2250	-2250	*	-2250	*	*
08.16.02	15:14:00	S	-	0.12	0.16	-	-4750	-4750	*	*	*	-4750
08.19.02	9:31:00	L	+	0.39	0.36	+	5800	*	*	*	5800	*
08.19.02	14:36:00	S	-	0.09	0.11	-	-100	-100	*	*	*	-100
08.19.02	15:14:00	L	+	0.48	0.4	-	-3100	-3100	*	-3100	*	*
08.20.02	9:31:00	S	-	0.15	0.18	+	500	*	500	*	*	*
08.20.02	13:35:00	L	+	0.31	0.25	+	650	*	*	*	650	*
08.21.02	10:32:00	S	-	0.09	0.1	-	-3400	-3400	*	*	*	-3400
08.21.02	11:33:00	L	+	0.42	0.4	-	-1750	-1750	*	-1750	*	*
08.21.02	14:36:00	S	+	0.05	0.04	-	-5650	-5650	*	-5650	*	*
08.21.02	15:14:00	L	+	0.34	0.32	+	3400	*	*	*	3400	*
08.22.02	11:33:00	S	-	0.04	0.05	-	-4000	-4000	*	*	*	-4000
08.22.02	14:36:00	L	+	0.24	0.23	-	-8050	-8050	*	-8050	*	*
08.23.02	9:31:00	S	-	0.21	0.24	+	50	*	50	*	*	*
08.23.02	13:35:00	L	+	0.11	0.1	-	-4650	-4650	*	-4650	*	*
08.23.02	14:36:00	S	-	0.14	0.16	+	900	*	900	*	*	*
08.26.02	12:34:00	L	+	0.05	0.03	+	5850	*	*	*	5850	*
08.27.02	10:32:00	S	-	0.01	0.03	+	13550	*	13550	*	*	*
08.28.02	12:34:00	L	-	0	0	-	-1650	-1650	*	*	*	-1650
08.28.02	13:35:00	S	-	0.25	0.31	+	1350	*	1350	*	*	*
08.29.02	10:32:00	L	-	0.05	0.05	+	0	*	0	*	*	*
08.29.02	13:35:00	S	-	0.09	0.12	-	-2850	-2850	*	*	*	-2850
08.30.02	10:32:00	L	-	0.06	0.09	-	-400	-400	*	*	*	-400

							26350	-606850	301600	-294250	330650	-285350


										Profit =	36400

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