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To: jjs_ynot who wrote (60)	1/20/2000 10:03:00 AM
From: Patrick Slevin	Respond to of 797

Dave, since last year it's only traded 15 times. I posted the calls it's made to date. At this rate it may be a month before it takes a position. Technically, it's been Long since SPX 1402.11 but was stopped out on a Trailing Stop at 1439.36; When the system was in Test it performed significantly better with the Stops. However taking out the Stops at this point then over the course of the year it would have outperformed by netting 323.80; about 60 points better. It would have only made 7 trades of which 5 were profitable. However the Drawdowns could get scary. The two losing trades would have been for 5.47 points and 54.37 points. I felt it was necessary to install a stop for practical reasons. In any event, the System would be Long from 1402.11 either way. I'll let you know when it reverses. But don't hold your breath, as I can see by the analysis that it quite a long way off. This does not mean that the market shall not Sell Down, just that this system won't catch it if it occurs near term.