|
|
| Direction | In | Out | Risk:Reward |
| BUY | 27/02/2001 00:00:00 | 05/03/2001 00:00:00 | 0.682797 |
| BUY | 20/03/2001 00:00:00 | 21/03/2001 00:00:00 | -0.468086 |
| BUY | 03/04/2001 00:00:00 | 06/04/2001 00:00:00 | 1.24468 |
| BUY | 20/04/2001 00:00:00 | 23/04/2001 00:00:00 | 0.259263 |
| BUY | 27/04/2001 00:00:00 | 27/04/2001 00:00:00 | -1 |
| BUY | 04/05/2001 00:00:00 | 07/05/2001 00:00:00 | -0.499995 |
| BUY | 16/05/2001 00:00:00 | 18/05/2001 00:00:00 | -0.138887 |
| BUY | 06/06/2001 00:00:00 | 11/06/2001 00:00:00 | -0.456312 |
| BUY | 14/06/2001 00:00:00 | 14/06/2001 00:00:00 | -1 |
| BUY | 26/06/2001 00:00:00 | 27/06/2001 00:00:00 | -0.641787 |
| BUY | 10/07/2001 00:00:00 | 12/07/2001 00:00:00 | 0.264706 |
| BUY | 19/07/2001 00:00:00 | 23/07/2001 00:00:00 | -0.195267 |
| BUY | 25/07/2001 00:00:00 | 27/07/2001 00:00:00 | -0.307697 |
| BUY | 02/08/2001 00:00:00 | 06/08/2001 00:00:00 | -0.337075 |
| BUY | 10/08/2001 00:00:00 | 20/08/2001 00:00:00 | 1.60545 |
| BUY | 31/08/2001 00:00:00 | 03/09/2001 00:00:00 | -0.729926 |
| BUY | 08/09/2001 00:00:00 | 10/09/2001 00:00:00 | -0.0559448 |
| BUY | 14/09/2001 00:00:00 | 17/09/2001 00:00:00 | 0.184686 |
| BUY | 25/09/2001 00:00:00 | 27/09/2001 00:00:00 | -0.0833344 |
| BUY | 02/10/2001 00:00:00 | 03/10/2001 00:00:00 | -0.420636 |
| BUY | 29/10/2001 00:00:00 | 31/10/2001 00:00:00 | 0.495234 |
| BUY | 27/11/2001 00:00:00 | 27/11/2001 00:00:00 | -1 |
| BUY | 13/12/2001 00:00:00 | 13/12/2001 00:00:00 | -1 |
| BUY | 31/12/2001 00:00:00 | 04/01/2002 00:00:00 | 0.970583 |
| BUY | 11/02/2002 00:00:00 | 11/02/2002 00:00:00 | -1.23333 |
| BUY | 04/03/2002 00:00:00 | 04/03/2002 00:00:00 | -1 |
| BUY | 14/03/2002 00:00:00 | 18/03/2002 00:00:00 | 0.164179 |
| BUY | 04/04/2002 00:00:00 | 08/04/2002 00:00:00 | -0.376069 |
| BUY | 11/04/2002 00:00:00 | 12/04/2002 00:00:00 | -0.934785 |
| BUY | 25/04/2002 00:00:00 | 30/04/2002 00:00:00 | 1.1129 |
| BUY | 16/05/2002 00:00:00 | 20/05/2002 00:00:00 | 0.575003 |
| BUY | 29/05/2002 00:00:00 | 31/05/2002 00:00:00 | 0.472529 |
| BUY | 07/06/2002 00:00:00 | 10/06/2002 00:00:00 | -0.368054 |
| BUY | 19/06/2002 00:00:00 | 24/06/2002 00:00:00 | 2.36 |
| BUY | 09/07/2002 00:00:00 | 10/07/2002 00:00:00 | -0.119205 |
| BUY | 26/07/2002 00:00:00 | 26/07/2002 00:00:00 | -1 |
| BUY | 13/08/2002 00:00:00 | 15/08/2002 00:00:00 | -0.314606 |
| BUY | 29/08/2002 00:00:00 | 02/09/2002 00:00:00 | -0.19178 |
| BUY | 13/09/2002 00:00:00 | 13/09/2002 00:00:00 | -1 |
| BUY | 19/09/2002 00:00:00 | 24/09/2002 00:00:00 | -0.169017 |
| BUY | 03/10/2002 00:00:00 | 04/10/2002 00:00:00 | -0.585362 |
| BUY | 10/10/2002 00:00:00 | 11/10/2002 00:00:00 | -0.46154 |
| BUY | 31/10/2002 00:00:00 | 04/11/2002 00:00:00 | 1.24286 |
| BUY | 06/11/2002 00:00:00 | 06/11/2002 00:00:00 | -1 |
| BUY | 06/12/2002 00:00:00 | 11/12/2002 00:00:00 | 0.550001 |
| BUY | 27/12/2002 00:00:00 | 30/12/2002 00:00:00 | 0.657124 |
| BUY | 08/01/2003 00:00:00 | 08/01/2003 00:00:00 | -1 |
| BUY | 14/01/2003 00:00:00 | 15/01/2003 00:00:00 | -0.483053 |
| BUY | 17/01/2003 00:00:00 | 21/01/2003 00:00:00 | 0.0326142 |
| BUY | 05/02/2003 00:00:00 | 05/02/2003 00:00:00 | -1 |
| BUY | 21/02/2003 00:00:00 | 24/02/2003 00:00:00 | -1.07547 |
| BUY | 03/03/2003 00:00:00 | 11/03/2003 00:00:00 | 1.63888 |
| BUY | 25/03/2003 00:00:00 | 26/03/2003 00:00:00 | -0.35937 |
| BUY | 10/04/2003 00:00:00 | 11/04/2003 00:00:00 | -0.279659 |
| BUY | 15/04/2003 00:00:00 | 21/04/2003 00:00:00 | 0.572822 |
| BUY | 24/04/2003 00:00:00 | 28/04/2003 00:00:00 | 0.122697 |
| BUY | 01/05/2003 00:00:00 | 05/05/2003 00:00:00 | 0.186563 |
| BUY | 17/05/2003 00:00:00 | 20/05/2003 00:00:00 | 0.181822 |
| BUY | 26/05/2003 00:00:00 | 28/05/2003 00:00:00 | -0.0617315 |
| BUY | 01/07/2003 00:00:00 | 03/07/2003 00:00:00 | -0.158729 |
| BUY | 21/07/2003 00:00:00 | 28/07/2003 00:00:00 | 1.11888 |
| BUY | 05/08/2003 00:00:00 | 07/08/2003 00:00:00 | -0.463413 |
| BUY | 01/09/2003 00:00:00 | 02/09/2003 00:00:00 | -0.391299 |
| BUY | 05/09/2003 00:00:00 | 08/09/2003 00:00:00 | 1.00695 |
| BUY | 11/09/2003 00:00:00 | 12/09/2003 00:00:00 | -0.482051 |
| BUY | 19/09/2003 00:00:00 | 24/09/2003 00:00:00 | 0.680002 |
| BUY | 07/10/2003 00:00:00 | 09/10/2003 00:00:00 | 0.121214 |
| BUY | 23/10/2003 00:00:00 | 27/10/2003 00:00:00 | -0.322583 |
| BUY | 13/11/2003 00:00:00 | 17/11/2003 00:00:00 | 0.589283 |
| BUY | 28/11/2003 00:00:00 | 01/12/2003 00:00:00 | 0.108107 |
| BUY | 03/12/2003 00:00:00 | 04/12/2003 00:00:00 | -0.26415 |
| BUY | 08/12/2003 00:00:00 | 10/12/2003 00:00:00 | -0.0161317 |
| BUY | 15/12/2003 00:00:00 | 15/12/2003 00:00:00 | -1.56363 |
| BUY | 18/12/2003 00:00:00 | 19/12/2003 00:00:00 | -0.525926 |
| BUY | 12/01/2004 00:00:00 | 13/01/2004 00:00:00 | -0.820807 |
| BUY | 21/01/2004 00:00:00 | 23/01/2004 00:00:00 | 0.0496173 |
| BUY | 05/02/2004 00:00:00 | 06/02/2004 00:00:00 | -0.465969 |
| BUY | 17/02/2004 00:00:00 | 18/02/2004 00:00:00 | -0.51219 |
| BUY | 09/03/2004 00:00:00 | 10/03/2004 00:00:00 | -0.625001 |
| BUY | 16/03/2004 00:00:00 | 17/03/2004 00:00:00 | -0.659571 |
| BUY | 31/03/2004 00:00:00 | 02/04/2004 00:00:00 | 0.258428 |
| BUY | 08/04/2004 00:00:00 | 12/04/2004 00:00:00 | -0.767741 |
| BUY | 19/04/2004 00:00:00 | 20/04/2004 00:00:00 | -0.442752 |
| BUY | 30/04/2004 00:00:00 | 03/05/2004 00:00:00 | -0.11111 |
| BUY | 05/05/2004 00:00:00 | 06/05/2004 00:00:00 | -0.194026 |
| BUY | 26/05/2004 00:00:00 | 31/05/2004 00:00:00 | 0.506584 |
| BUY | 02/06/2004 00:00:00 | 03/06/2004 00:00:00 | -0.57143 |
| BUY | 07/06/2004 00:00:00 | 08/06/2004 00:00:00 | -0.163742 |
| BUY | 15/06/2004 00:00:00 | 16/06/2004 00:00:00 | -0.472226 |
| BUY | 28/06/2004 00:00:00 | 29/06/2004 00:00:00 | -0.829785 |
| BUY | 02/07/2004 00:00:00 | 05/07/2004 00:00:00 | 1.10464 |
| BUY | 08/07/2004 00:00:00 | 12/07/2004 00:00:00 | 0.070315 |
| BUY | 19/07/2004 00:00:00 | 20/07/2004 00:00:00 | -0.499996 |
| BUY | 27/07/2004 00:00:00 | 27/07/2004 00:00:00 | -1 |
| BUY | 10/08/2004 00:00:00 | 11/08/2004 00:00:00 | -0.271317 |
| BUY | 13/08/2004 00:00:00 | 13/08/2004 00:00:00 | -1 |
| BUY | 31/08/2004 00:00:00 | 02/09/2004 00:00:00 | 0.958343 |
| BUY | 08/09/2004 00:00:00 | 08/09/2004 00:00:00 | -1 |
| BUY | 24/09/2004 00:00:00 | 27/09/2004 00:00:00 | -0.558011 |
| BUY | 15/10/2004 00:00:00 | 18/10/2004 00:00:00 | 0.436883 |
| BUY | 30/10/2004 00:00:00 | 01/11/2004 00:00:00 | -0.185562 |
| BUY | 04/11/2004 00:00:00 | 05/11/2004 00:00:00 | -0.259667 |
| BUY | 18/11/2004 00:00:00 | 18/11/2004 00:00:00 | -1 |
| BUY | 01/12/2004 00:00:00 | 02/12/2004 00:00:00 | -0.594589 |
| BUY | 14/12/2004 00:00:00 | 16/12/2004 00:00:00 | -0.510347 |
| BUY | 11/01/2005 00:00:00 | 14/01/2005 00:00:00 | 0.777771 |
| BUY | 24/01/2005 00:00:00 | 25/01/2005 00:00:00 | -0.331031 |
| BUY | 27/01/2005 00:00:00 | 28/01/2005 00:00:00 | -0.690793 |
| BUY | 14/02/2005 00:00:00 | 21/02/2005 00:00:00 | 0.758615 |
| BUY | 23/02/2005 00:00:00 | 24/02/2005 00:00:00 | -0.389907 |
| BUY | 09/03/2005 00:00:00 | 14/03/2005 00:00:00 | 0.469518 |
| BUY | 31/03/2005 00:00:00 | 31/03/2005 00:00:00 | -1 |
| BUY | 07/04/2005 00:00:00 | 08/04/2005 00:00:00 | -0.926818 |
| BUY | 12/04/2005 00:00:00 | 12/04/2005 00:00:00 | -1 |
| BUY | 18/04/2005 00:00:00 | 22/04/2005 00:00:00 | 0.436043 |
| BUY | 05/05/2005 00:00:00 | 06/05/2005 00:00:00 | -0.491524 |
| BUY | 11/05/2005 00:00:00 | 11/05/2005 00:00:00 | -1 |
| BUY | 19/05/2005 00:00:00 | 20/05/2005 00:00:00 | -0.831853 |
| BUY | 24/05/2005 00:00:00 | 26/05/2005 00:00:00 | -0.671245 |
| BUY | 07/06/2005 00:00:00 | 08/06/2005 00:00:00 | -0.767445 |
| BUY | 17/06/2005 00:00:00 | 20/06/2005 00:00:00 | 0.352951 |
| BUY | 11/07/2005 00:00:00 | 14/07/2005 00:00:00 | 0.178576 |
| BUY | 21/07/2005 00:00:00 | 22/07/2005 00:00:00 | -0.485001 |
| BUY | 29/07/2005 00:00:00 | 01/08/2005 00:00:00 | -0.314519 |
| BUY | 23/08/2005 00:00:00 | 24/08/2005 00:00:00 | -0.649478 |
| BUY | 26/08/2005 00:00:00 | 29/08/2005 00:00:00 | -0.737502 |
| BUY | 01/09/2005 00:00:00 | 05/09/2005 00:00:00 | 0.910613 |
| BUY | 22/09/2005 00:00:00 | 23/09/2005 00:00:00 | -0.829784 |
| BUY | 27/09/2005 00:00:00 | 27/09/2005 00:00:00 | -1 |
| BUY | 30/09/2005 00:00:00 | 30/09/2005 00:00:00 | -1 |
| BUY | 06/10/2005 |