Diese Präsentation wurde erfolgreich gemeldet.
Die SlideShare-Präsentation wird heruntergeladen. ×

Biweekly Financial Commentary 09 08 17

Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Period Starting
           $ Return % Return % Max DD Exposure Entries       Exits       12星期平均線買賣系統
                     ...
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
Date         Equity    Long      Short    Buy & Hold Linear Reg Cash      System Max.
                                    ...
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Anzeige
Wird geladen in …3
×

Hier ansehen

1 von 38 Anzeige

Weitere Verwandte Inhalte

Andere mochten auch (20)

Anzeige

Ähnlich wie Biweekly Financial Commentary 09 08 17 (20)

Weitere von Ant Wong (20)

Anzeige

Biweekly Financial Commentary 09 08 17

  1. 1. Period Starting $ Return % Return % Max DD Exposure Entries Exits 12星期平均線買賣系統 上證指數 1/6/1995 0 0 0 0 0 0 1/5/1996 42,768.02 42.77 -26.98 76.17 2 2 42.8% 65.1% 1/3/1997 32,752.30 22.94 -16.93 50.62 4 3 22.9% 30.2% 1/2/1998 11,192.47 6.38 -7.32 61.92 2 3 6.4% -4.0% 1/1/1999 60,099.67 32.19 -5.81 50.06 2 2 32.2% 19.2% 1/7/2000 53,555.95 21.7 -7.07 78.85 4 3 21.7% 51.7% 1/5/2001 ### -4.34 -7.87 41.11 2 3 -4.3% -20.6% 1/4/2002 ### -10.01 -11.59 41.47 2 2 -10.0% -17.5% 1/3/2003 24,820.39 9.6 -7.2 48.24 3 2 9.6% 10.3% 1/2/2004 -440.44 -0.16 -14.48 40.09 2 3 -0.2% -15.4% 1/7/2005 4,224.13 1.49 -6.46 35.52 3 2 1.5% -8.3% 1/6/2006 ### 120.91 -9.24 91.91 1 1 120.9% 130.4% 1/5/2007 ### 86.95 -9.95 74.86 1 2 87.0% 96.7% 1/4/2008 ### -14.18 -16.11 7.97 3 3 -14.2% -65.4% 1/2/2009 ### 59.92 -10.7 97.63 1 0 59.9% 67.4%
  2. 2. 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009
  3. 3. Date Equity Long Short Buy & Hold Linear Reg Cash System Max. B&H Max. Date Equity Long Short Buy & Hold Linear Reg Cash 12/29/1995 100000 100000 100000 93447.6 -21808.73 100000 100000 93447.6 1/5/1996 100000 100000 100000 90533.62 -20453.92 100000 100000 93447.6 1/12/1996 100000 100000 100000 92188.34 -19099.11 100000 100000 93447.6 1/19/1996 100000 100000 100000 88553.02 -17744.31 100000 100000 93447.6 1/26/1996 100000 100000 100000 88871.5 -16389.5 100000 100000 93447.6 2/2/1996 100000 100000 100000 90483.41 -15034.69 100000 100000 93447.6 2/9/1996 100000 100000 100000 88846.54 -13679.89 100000 100000 93447.6 2/16/1996 100000 100000 100000 93085.4 -12325.08 100000 100000 93447.6 3/8/1996 100000 100000 100000 96195.73 -10970.27 275.03 100000 96195.73 3/15/1996 98131.58 98131.58 100000 94542.08 -9615.47 275.03 100000 96195.73 3/22/1996 99486.34 99486.34 100000 95741.13 -8260.66 275.03 100000 96195.73 3/29/1996 97087.77 97087.77 100000 93618.24 -6905.85 275.03 100000 96195.73 4/5/1996 101635.25 101635.25 100000 97643.03 -5551.05 275.03 101635.25 97643.03 4/12/1996 102405.89 102405.89 100000 98325.09 -4196.24 275.03 102405.89 98325.09 4/19/1996 107827.04 107827.04 100000 103123.12 -2841.43 275.03 107827.04 103123.12 4/26/1996 123398.48 123398.48 100000 116904.73 -1486.63 275.03 123398.48 116904.73 5/3/1996 113381.3 113381.3 100000 108038.95 -131.82 275.03 123398.48 116904.73 5/10/1996 115370.28 115370.28 100000 109799.32 1222.99 275.03 123398.48 116904.73 5/17/1996 124150.84 124150.84 100000 117570.63 2577.79 275.03 124150.84 117570.63 5/24/1996 111600.58 111600.58 100000 106462.91 3932.6 275.03 124150.84 117570.63 5/31/1996 112270.13 112270.13 100000 107055.51 5287.41 275.03 124150.84 117570.63 6/7/1996 126832.36 126832.36 100000 119943.92 6642.21 275.03 126832.36 119943.92 6/14/1996 135520.89 135520.89 100000 127633.76 7997.02 275.03 135520.89 127633.76 6/21/1996 138797.81 138797.81 100000 130534.03 9351.82 275.03 138797.81 130534.03 6/28/1996 140214.7 140214.7 100000 131788.06 10706.63 275.03 140214.7 131788.06 7/5/1996 136930.98 136930.98 100000 128881.77 12061.44 275.03 140214.7 131788.06 7/12/1996 138850.36 138850.36 100000 130580.54 13416.24 275.03 140214.7 131788.06 7/19/1996 149380.5 149380.5 100000 139900.31 14771.05 275.03 149380.5 139900.31 7/26/1996 147326.42 147326.42 100000 138082.34 16125.86 275.03 149380.5 139900.31 8/2/1996 146239.28 146239.28 100000 137120.16 17480.66 275.03 149380.5 139900.31 8/9/1996 151934.13 151934.13 100000 142160.42 18835.47 275.03 151934.13 142160.42 8/16/1996 148848.41 148848.41 100000 139429.39 20190.28 275.03 151934.13 142160.42 8/23/1996 140117.61 140117.61 100000 131702.13 21545.08 275.03 151934.13 142160.42 8/30/1996 141204.23 141204.23 100000 132663.86 22899.89 141204.23 151934.13 142160.42 9/6/1996 141204.23 141204.23 100000 131323.45 24254.7 141204.23 151934.13 142160.42 9/13/1996 141204.23 141204.23 100000 127910.03 25609.5 141204.23 151934.13 142160.42 9/20/1996 141204.23 141204.23 100000 131986.27 26964.31 141204.23 151934.13 142160.42 9/27/1996 141204.23 141204.23 100000 142764.27 28319.12 244.7 151934.13 142764.27 10/4/1996 139261.61 139261.61 100000 140906.09 29673.92 244.7 151934.13 142764.27 10/11/1996 146737.64 146737.64 100000 148057.08 31028.73 244.7 151934.13 148057.08 10/18/1996 151573.77 151573.77 100000 152682.94 32383.54 244.7 151934.13 152682.94 10/25/1996 163284.89 163284.89 100000 163884.89 33738.34 244.7 163284.89 163884.89 11/1/1996 150101.73 150101.73 100000 151274.91 35093.15 244.7 163284.89 163884.89 11/8/1996 148312.22 148312.22 100000 149563.2 36447.96 244.7 163284.89 163884.89 11/15/1996 153327.86 153327.86 100000 154360.77 37802.76 244.7 163284.89 163884.89 11/22/1996 153489.66 153489.66 100000 154515.53 39157.57 244.7 163284.89 163884.89 11/29/1996 166549.17 166549.17 100000 167007.25 40512.38 244.7 166549.17 167007.25 12/6/1996 195519.84 195519.84 100000 194718.31 41867.18 244.7 195519.84 194718.31 12/13/1996 178960.81 178960.81 100000 178879.25 43221.99 244.7 195519.84 194718.31 12/20/1996 142768.02 142768.02 100000 144260.06 44576.8 142768.02 195519.84 194718.31 12/27/1996 142768.02 142768.02 100000 150265.59 45931.6 142768.02 195519.84 194718.31 1/3/1997 142768.02 142768.02 100000 146473.34 47286.41 142768.02 195519.84 194718.31 1/10/1997 142768.02 142768.02 100000 149367.02 48641.22 142768.02 195519.84 194718.31 1/17/1997 142768.02 142768.02 100000 149590.3 49996.02 142768.02 195519.84 194718.31 1/24/1997 142768.02 142768.02 100000 154837.08 51350.83 142768.02 195519.84 194718.31
  4. 4. 1/31/1997 142768.02 142768.02 100000 156503.36 52705.64 142768.02 195519.84 194718.31 2/21/1997 142768.02 142768.02 100000 164571.42 54060.44 369.81 195519.84 194718.31 2/28/1997 146007.63 146007.63 100000 168134.98 55415.25 369.81 195519.84 194718.31 3/7/1997 151250.61 151250.61 100000 173902.28 56770.06 369.81 195519.84 194718.31 3/14/1997 157981.83 157981.83 100000 181306.61 58124.86 369.81 195519.84 194718.31 3/21/1997 163773.63 163773.63 100000 187677.59 59479.67 369.81 195519.84 194718.31 3/28/1997 168743.63 168743.63 100000 193144.59 60834.48 369.81 195519.84 194718.31 4/4/1997 176904.2 176904.2 100000 202121.23 62189.28 369.81 195519.84 202121.23 4/11/1997 179364.02 179364.02 100000 204827.03 63544.09 369.81 195519.84 204827.03 4/18/1997 187694.02 187694.02 100000 213990.03 64898.9 369.81 195519.84 213990.03 4/25/1997 191467.02 191467.02 100000 218140.33 66253.7 369.81 195519.84 218140.33 5/2/1997 195494.81 195494.81 100000 222570.91 67608.51 369.81 195519.84 222570.91 5/9/1997 205782.02 205782.02 100000 233886.83 68963.32 369.81 205782.02 233886.83 5/16/1997 184598.63 184598.63 100000 210585.09 70318.12 369.81 205782.02 233886.83 5/23/1997 175967.63 175967.63 100000 201090.98 71672.93 369.81 205782.02 233886.83 5/30/1997 180295.02 180295.02 100000 205851.14 73027.74 369.81 205782.02 233886.83 6/6/1997 178911.81 178911.81 100000 204329.61 74382.54 178911.81 205782.02 233886.83 6/13/1997 178911.81 178911.81 100000 199506.33 75737.35 178911.81 205782.02 233886.83 6/20/1997 178911.81 178911.81 100000 206778.2 77092.15 178911.81 205782.02 233886.83 6/27/1997 178911.81 178911.81 100000 200474.98 78446.96 178911.81 205782.02 233886.83 7/4/1997 178911.81 178911.81 100000 186471.77 79801.77 178911.81 205782.02 233886.83 7/11/1997 178911.81 178911.81 100000 185771.08 81156.57 178911.81 205782.02 233886.83 7/18/1997 178911.81 178911.81 100000 194251.84 82511.38 178911.81 205782.02 233886.83 7/25/1997 178911.81 178911.81 100000 188245.84 83866.19 178911.81 205782.02 233886.83 8/1/1997 178911.81 178911.81 100000 191629.22 85220.99 178911.81 205782.02 233886.83 8/8/1997 178911.81 178911.81 100000 193665.11 86575.8 178911.81 205782.02 233886.83 8/15/1997 178911.81 178911.81 100000 183964.66 87930.61 178911.81 205782.02 233886.83 8/22/1997 178911.81 178911.81 100000 188395.22 89285.41 178911.81 205782.02 233886.83 8/29/1997 178911.81 178911.81 100000 195976.66 90640.22 637.05 205782.02 233886.83 9/5/1997 183363.34 183363.34 100000 200672.11 91995.03 637.05 205782.02 233886.83 9/12/1997 177107.23 177107.23 100000 194073.2 93349.83 637.05 205782.02 233886.83 9/19/1997 173576.97 173576.97 100000 190349.48 94704.64 173576.97 205782.02 233886.83 9/26/1997 173576.97 173576.97 100000 178816.42 96059.45 173576.97 205782.02 233886.83 10/3/1997 173576.97 173576.97 100000 176929.92 97414.25 173576.97 205782.02 233886.83 10/10/1997 173576.97 173576.97 100000 182075.08 98769.06 173576.97 205782.02 233886.83 10/17/1997 173576.97 173576.97 100000 189112.86 100123.87 632.94 205782.02 233886.83 10/24/1997 173844.52 173844.52 100000 189393.16 101478.67 632.94 205782.02 233886.83 10/31/1997 174150.27 174150.27 100000 189713.47 102833.48 632.94 205782.02 233886.83 11/7/1997 176318.52 176318.52 100000 191984.97 104188.29 632.94 205782.02 233886.83 11/14/1997 176713.94 176713.94 100000 192399.22 105543.09 632.94 205782.02 233886.83 11/21/1997 170941.27 170941.27 100000 186351.66 106897.9 170941.27 205782.02 233886.83 11/28/1997 170941.27 170941.27 100000 183436.42 108252.71 170941.27 205782.02 233886.83 12/5/1997 170941.27 170941.27 100000 182908.2 109607.51 170941.27 205782.02 233886.83 12/12/1997 170941.27 170941.27 100000 185624.77 110962.32 170941.27 205782.02 233886.83 12/19/1997 170941.27 170941.27 100000 186691.98 112317.13 308.08 205782.02 233886.83 12/26/1997 175520.31 175520.31 100000 191489.09 113671.93 308.08 205782.02 233886.83 1/2/1998 175840.77 175840.77 100000 191824.8 115026.74 308.08 205782.02 233886.83 1/9/1998 182573.52 182573.52 100000 198878.16 116381.55 308.08 205782.02 233886.83 1/16/1998 178760.48 178760.48 100000 194883.56 117736.35 308.08 205782.02 233886.83 1/23/1998 180076.28 180076.28 100000 196262 119091.16 308.08 205782.02 233886.83 2/13/1998 183456.98 183456.98 100000 199803.7 120445.97 308.08 205782.02 233886.83 2/20/1998 180533.02 180533.02 100000 196740.48 121800.77 308.08 205782.02 233886.83 2/27/1998 177667.98 177667.98 100000 193739.03 123155.58 308.08 205782.02 233886.83 3/6/1998 177656.52 177656.52 100000 193727.02 124510.39 308.08 205782.02 233886.83 3/13/1998 174497.34 174497.34 100000 190417.41 125865.19 174497.34 205782.02 233886.83 3/20/1998 174497.34 174497.34 100000 190808.56 127220 174497.34 205782.02 233886.83 3/27/1998 174497.34 174497.34 100000 196362.41 128574.81 751.13 205782.02 233886.83
  5. 5. 4/3/1998 183253.5 183253.5 100000 205858.52 129929.61 751.13 205782.02 233886.83 4/10/1998 186986.11 186986.11 100000 209906.56 131284.42 751.13 205782.02 233886.83 4/17/1998 185082.33 185082.33 100000 207841.89 132639.23 751.13 205782.02 233886.83 4/24/1998 187504.83 187504.83 100000 210469.13 133994.03 751.13 205782.02 233886.83 5/1/1998 191520.73 191520.73 100000 214824.39 135348.84 751.13 205782.02 233886.83 5/8/1998 193529.61 193529.61 100000 217003.03 136703.65 751.13 205782.02 233886.83 5/15/1998 195019.48 195019.48 100000 218618.81 138058.45 751.13 205782.02 233886.83 5/22/1998 196117.14 196117.14 100000 219809.23 139413.26 751.13 205782.02 233886.83 5/29/1998 201142.38 201142.38 100000 225259.14 140768.07 751.13 205782.02 233886.83 6/5/1998 200774.31 200774.31 100000 224859.97 142122.87 751.13 205782.02 233886.83 6/12/1998 197192.2 197192.2 100000 220975.16 143477.68 751.13 205782.02 233886.83 6/19/1998 198321.39 198321.39 100000 222199.77 144832.48 751.13 205782.02 233886.83 6/26/1998 197508.89 197508.89 100000 221318.58 146187.29 751.13 205782.02 233886.83 7/3/1998 190338.88 190338.88 100000 213542.66 147542.1 190338.88 205782.02 233886.83 7/10/1998 190338.88 190338.88 100000 217468.73 148896.9 190338.88 205782.02 233886.83 7/17/1998 190338.88 190338.88 100000 210399.52 150251.71 190338.88 205782.02 233886.83 7/24/1998 190338.88 190338.88 100000 212263.84 151606.52 190338.88 205782.02 233886.83 7/31/1998 190338.88 190338.88 100000 210738.92 152961.32 190338.88 205782.02 233886.83 8/7/1998 190338.88 190338.88 100000 203678.03 154316.13 190338.88 205782.02 233886.83 8/14/1998 190338.88 190338.88 100000 187809.41 155670.94 190338.88 205782.02 233886.83 8/21/1998 190338.88 190338.88 100000 189287.36 157025.74 190338.88 205782.02 233886.83 8/28/1998 190338.88 190338.88 100000 181910.61 158380.55 190338.88 205782.02 233886.83 9/4/1998 190338.88 190338.88 100000 187116.56 159735.36 190338.88 205782.02 233886.83 9/11/1998 190338.88 190338.88 100000 195506.17 161090.16 190338.88 205782.02 233886.83 9/18/1998 190338.88 190338.88 100000 193811.56 162444.97 190338.88 205782.02 233886.83 9/25/1998 190338.88 190338.88 100000 196056.42 163799.78 190338.88 205782.02 233886.83 10/2/1998 190338.88 190338.88 100000 199339.39 165154.58 175.78 205782.02 233886.83 10/9/1998 189426.39 189426.39 100000 198420.94 166509.39 175.78 205782.02 233886.83 10/16/1998 191659.11 191659.11 100000 200668.27 167864.2 175.78 205782.02 233886.83 10/23/1998 186442.42 186442.42 100000 195417.47 169219 175.78 205782.02 233886.83 10/30/1998 186425.14 186425.14 100000 195400.08 170573.81 175.78 205782.02 233886.83 11/6/1998 192919.83 192919.83 100000 201937.22 171928.62 175.78 205782.02 233886.83 11/13/1998 196399.52 196399.52 100000 205439.64 173283.42 175.78 205782.02 233886.83 11/20/1998 195308.02 195308.02 100000 204341 174638.23 175.78 205782.02 233886.83 11/27/1998 190673.19 190673.19 100000 199675.89 175993.04 175.78 205782.02 233886.83 12/4/1998 186712.78 186712.78 100000 195689.59 177347.84 186712.78 205782.02 233886.83 12/11/1998 186712.78 186712.78 100000 194921.73 178702.65 186712.78 205782.02 233886.83 12/18/1998 186712.78 186712.78 100000 185945.09 180057.46 186712.78 205782.02 233886.83 12/25/1998 186712.78 186712.78 100000 188716 181412.26 186712.78 205782.02 233886.83 1/1/1999 186712.78 186712.78 100000 184525.2 182767.07 186712.78 205782.02 233886.83 1/8/1999 186712.78 186712.78 100000 187930.75 184121.88 186712.78 205782.02 233886.83 1/15/1999 186712.78 186712.78 100000 183078.98 185476.68 186712.78 205782.02 233886.83 1/22/1999 186712.78 186712.78 100000 186935.3 186831.49 186712.78 205782.02 233886.83 1/29/1999 186712.78 186712.78 100000 182673.05 188186.3 186712.78 205782.02 233886.83 2/5/1999 186712.78 186712.78 100000 174475.48 189541.1 186712.78 205782.02 233886.83 2/12/1999 186712.78 186712.78 100000 175806.81 190895.91 186712.78 205782.02 233886.83 3/5/1999 186712.78 186712.78 100000 182316.39 192250.72 186712.78 205782.02 233886.83 3/12/1999 186712.78 186712.78 100000 186373.52 193605.52 161.75 205782.02 233886.83 3/19/1999 189003.97 189003.97 100000 188565.09 194960.33 161.75 205782.02 233886.83 3/26/1999 187102.08 187102.08 100000 186745.89 196315.14 161.75 205782.02 233886.83 4/2/1999 190850.47 190850.47 100000 190331.31 197669.94 161.75 205782.02 233886.83 4/9/1999 194189.14 194189.14 100000 193524.81 199024.75 161.75 205782.02 233886.83 4/16/1999 187925.92 187925.92 100000 187533.91 200379.56 161.75 205782.02 233886.83 4/23/1999 183701.27 183701.27 100000 183492.94 201734.36 183701.27 205782.02 233886.83 4/30/1999 183701.27 183701.27 100000 180556.17 203089.17 183701.27 205782.02 233886.83 5/7/1999 183701.27 183701.27 100000 180527.06 204443.98 183701.27 205782.02 233886.83 5/14/1999 183701.27 183701.27 100000 171678.06 205798.78 183701.27 205782.02 233886.83
  6. 6. 5/21/1999 183701.27 183701.27 100000 187916.28 207153.59 212.23 205782.02 233886.83 5/28/1999 200724.78 200724.78 100000 204614.52 208508.39 212.23 205782.02 233886.83 6/4/1999 202048.13 202048.13 100000 205912.56 209863.2 212.23 205782.02 233886.83 6/11/1999 215363.47 215363.47 100000 218973.47 211218.01 212.23 215363.47 233886.83 6/18/1999 235541.89 235541.89 100000 238766.33 212572.81 212.23 235541.89 238766.33 6/25/1999 250448.09 250448.09 100000 253387.69 213927.62 212.23 250448.09 253387.69 7/2/1999 253536.91 253536.91 100000 256417.48 215282.43 212.23 253536.91 256417.48 7/9/1999 249017.98 249017.98 100000 251984.91 216637.23 212.23 253536.91 256417.48 7/16/1999 238811.56 238811.56 100000 241973.52 217992.04 212.23 253536.91 256417.48 7/23/1999 249211.09 249211.09 100000 252174.33 219346.85 212.23 253536.91 256417.48 7/30/1999 251641.3 251641.3 100000 254558.09 220701.65 212.23 253536.91 256417.48 8/6/1999 258727.33 258727.33 100000 261508.73 222056.46 212.23 258727.33 261508.73 8/13/1999 247000.69 247000.69 100000 250006.16 223411.27 212.23 258727.33 261508.73 8/20/1999 255954.86 255954.86 100000 258789.23 224766.07 212.23 258727.33 261508.73 8/27/1999 256734.53 256734.53 100000 259554.02 226120.88 212.23 258727.33 261508.73 9/3/1999 249510.48 249510.48 100000 252468 227475.69 212.23 258727.33 261508.73 9/10/1999 260821.08 260821.08 100000 263562.47 228830.49 212.23 260821.08 263562.47 9/17/1999 259035.83 259035.83 100000 261811.34 230185.3 212.23 260821.08 263562.47 9/24/1999 254446.42 254446.42 100000 257309.63 231540.11 212.23 260821.08 263562.47 10/1/1999 246812.45 246812.45 100000 249821.52 232894.91 246812.45 260821.08 263562.47 10/8/1999 246812.45 246812.45 100000 244248.72 234249.72 246812.45 260821.08 263562.47 10/15/1999 246812.45 246812.45 100000 245678.3 235604.53 246812.45 260821.08 263562.47 10/22/1999 246812.45 246812.45 100000 238542.56 236959.33 246812.45 260821.08 263562.47 10/29/1999 246812.45 246812.45 100000 239636.11 238314.14 246812.45 260821.08 263562.47 11/5/1999 246812.45 246812.45 100000 233579.14 239668.95 246812.45 260821.08 263562.47 11/12/1999 246812.45 246812.45 100000 231283.77 241023.75 246812.45 260821.08 263562.47 11/19/1999 246812.45 246812.45 100000 234078.11 242378.56 246812.45 260821.08 263562.47 11/26/1999 246812.45 246812.45 100000 230388.41 243733.37 246812.45 260821.08 263562.47 12/3/1999 246812.45 246812.45 100000 229267.3 245088.17 246812.45 260821.08 263562.47 12/10/1999 246812.45 246812.45 100000 227990 246442.98 246812.45 260821.08 263562.47 12/17/1999 246812.45 246812.45 100000 226544.27 247797.79 246812.45 260821.08 263562.47 12/24/1999 246812.45 246812.45 100000 216659.92 249152.59 246812.45 260821.08 263562.47 12/31/1999 246812.45 246812.45 100000 218386.72 250507.4 246812.45 260821.08 263562.47 1/7/2000 246812.45 246812.45 100000 241490.42 251862.21 1122.61 260821.08 263562.47 1/14/2000 229355.98 229355.98 100000 224896 253217.01 229355.98 260821.08 263562.47 1/21/2000 229355.98 229355.98 100000 233556.48 254571.82 802.73 260821.08 263562.47 1/28/2000 240262.25 240262.25 100000 244322.94 255926.63 802.73 260821.08 263562.47 2/18/2000 261024.92 261024.92 100000 264819.41 257281.43 802.73 261024.92 264819.41 2/25/2000 255328.59 255328.59 100000 259196.13 258636.24 802.73 261024.92 264819.41 3/3/2000 271934 271934 100000 275588.63 259991.05 802.73 271934 275588.63 3/10/2000 266790.38 266790.38 100000 270510.94 261345.85 802.73 271934 275588.63 3/17/2000 259544.48 259544.48 100000 263357.97 262700.66 802.73 271934 275588.63 3/24/2000 270760.56 270760.56 100000 274430.25 264055.47 802.73 271934 275588.63 3/31/2000 281637.81 281637.81 100000 285168.06 265410.27 802.73 281637.81 285168.06 4/7/2000 284706.5 284706.5 100000 288197.38 266765.08 802.73 284706.5 288197.38 4/14/2000 286854.5 286854.5 100000 290317.81 268119.89 802.73 286854.5 290317.81 4/21/2000 288008.69 288008.69 100000 291457.25 269474.69 802.73 288008.69 291457.25 4/28/2000 287268.81 287268.81 100000 290726.84 270829.5 802.73 288008.69 291457.25 5/12/2000 269217.56 269217.56 100000 272907.03 272184.31 269217.56 288008.69 291457.25 5/19/2000 269217.56 269217.56 100000 281718.91 273539.11 765.53 288008.69 291457.25 5/26/2000 284587.69 284587.69 100000 297394.41 274893.92 765.53 288008.69 297394.41 6/2/2000 290119.28 290119.28 100000 303035.91 276248.72 765.53 290119.28 303035.91 6/9/2000 287784.38 287784.38 100000 300654.59 277603.53 765.53 290119.28 303035.91 6/16/2000 291734.06 291734.06 100000 304682.78 278958.34 765.53 291734.06 304682.78 6/23/2000 293649.22 293649.22 100000 306635.97 280313.14 765.53 293649.22 306635.97 6/30/2000 291909.53 291909.53 100000 304861.72 281667.95 765.53 293649.22 306635.97 7/7/2000 292617.13 292617.13 100000 305583.38 283022.76 765.53 293649.22 306635.97
  7. 7. 7/14/2000 300831.53 300831.53 100000 313960.97 284377.56 765.53 300831.53 313960.97 7/21/2000 302212.28 302212.28 100000 315369.16 285732.37 765.53 302212.28 315369.16 7/28/2000 304697.28 304697.28 100000 317903.53 287087.18 765.53 304697.28 317903.53 8/4/2000 306746.03 306746.03 100000 319993 288441.98 765.53 306746.03 319993 8/11/2000 312228.09 312228.09 100000 325583.97 289796.79 765.53 312228.09 325583.97 8/18/2000 316383.19 316383.19 100000 329821.59 291151.6 765.53 316383.19 329821.59 8/25/2000 315857.66 315857.66 100000 329285.66 292506.4 765.53 316383.19 329821.59 9/1/2000 302744.25 302744.25 100000 315911.69 293861.21 765.53 316383.19 329821.59 9/8/2000 296621.66 296621.66 100000 309667.47 295216.02 296621.66 316383.19 329821.59 9/15/2000 296621.66 296621.66 100000 312612.25 296570.82 296621.66 316383.19 329821.59 9/22/2000 296621.66 296621.66 100000 299298.94 297925.63 296621.66 316383.19 329821.59 9/29/2000 296621.66 296621.66 100000 302098.19 299280.44 296621.66 316383.19 329821.59 10/13/2000 296621.66 296621.66 100000 303329.59 300635.24 296621.66 316383.19 329821.59 10/20/2000 296621.66 296621.66 100000 307841.47 301990.05 296621.66 316383.19 329821.59 10/27/2000 296621.66 296621.66 100000 310914.56 303344.86 296621.66 316383.19 329821.59 11/3/2000 296621.66 296621.66 100000 313104.56 304699.66 296621.66 316383.19 329821.59 11/10/2000 296621.66 296621.66 100000 323241.94 306054.47 1787.72 316383.19 329821.59 11/17/2000 303213.56 303213.56 100000 330291.63 307409.28 1787.72 316383.19 330291.63 11/24/2000 297473 297473 100000 324152.41 308764.08 1787.72 316383.19 330291.63 12/1/2000 301573.09 301573.09 100000 328537.22 310118.89 1787.72 316383.19 330291.63 12/8/2000 300323.19 300323.19 100000 327200.53 311473.7 1787.72 316383.19 330291.63 12/15/2000 295456.13 295456.13 100000 321995.47 312828.5 1787.72 316383.19 330291.63 12/22/2000 299834.31 299834.31 100000 326677.69 314183.31 1787.72 316383.19 330291.63 12/29/2000 300368.41 300368.41 100000 327248.88 315538.12 1787.72 316383.19 330291.63 1/5/2001 307830.91 307830.91 100000 335229.63 316892.92 1787.72 316383.19 335229.63 1/12/2001 304871.28 304871.28 100000 332064.47 318247.73 1787.72 316383.19 335229.63 1/19/2001 299234.97 299234.97 100000 326036.72 319602.54 1787.72 316383.19 335229.63 2/9/2001 283591.38 283591.38 100000 309306.78 320957.34 283591.38 316383.19 335229.63 2/16/2001 283591.38 283591.38 100000 306995.88 322312.15 283591.38 316383.19 335229.63 2/23/2001 283591.38 283591.38 100000 306130.69 323666.96 283591.38 316383.19 335229.63 3/2/2001 283591.38 283591.38 100000 313640.5 325021.76 283591.38 316383.19 335229.63 3/9/2001 283591.38 283591.38 100000 317729.06 326376.57 283591.38 316383.19 335229.63 3/16/2001 283591.38 283591.38 100000 319049.75 327731.38 283591.38 316383.19 335229.63 3/23/2001 283591.38 283591.38 100000 324178.44 329086.18 203 316383.19 335229.63 3/30/2001 291765.91 291765.91 100000 333300.75 330440.99 203 316383.19 335229.63 4/6/2001 291190.59 291190.59 100000 332658.72 331795.8 203 316383.19 335229.63 4/13/2001 296268.16 296268.16 100000 338325 333150.6 203 316383.19 338325 4/20/2001 297225.22 297225.22 100000 339393 334505.41 203 316383.19 339393 4/27/2001 292088 292088 100000 333660.19 335860.22 203 316383.19 339393 5/4/2001 292650.38 292650.38 100000 334287.75 337215.02 203 316383.19 339393 5/11/2001 297648.88 297648.88 100000 339865.78 338569.83 203 316383.19 339865.78 5/18/2001 304268.34 304268.34 100000 347252.72 339924.64 203 316383.19 347252.72 5/25/2001 302916.47 302916.47 100000 345744.09 341279.44 203 316383.19 347252.72 6/1/2001 306506.56 306506.56 100000 349750.44 342634.25 203 316383.19 349750.44 6/8/2001 306986.38 306986.38 100000 350285.91 343989.05 203 316383.19 350285.91 6/15/2001 305316.84 305316.84 100000 348422.78 345343.86 203 316383.19 350285.91 6/22/2001 304640.22 304640.22 100000 347667.72 346698.67 203 316383.19 350285.91 6/29/2001 306291 306291 100000 349509.88 348053.47 203 316383.19 350285.91 7/6/2001 299734.88 299734.88 100000 342193.63 349408.28 299734.88 316383.19 350285.91 7/13/2001 299734.88 299734.88 100000 340779.78 350763.09 299734.88 316383.19 350285.91 7/20/2001 299734.88 299734.88 100000 343595.5 352117.89 299734.88 316383.19 350285.91 7/27/2001 299734.88 299734.88 100000 326055.53 353472.7 299734.88 316383.19 350285.91 8/3/2001 299734.88 299734.88 100000 309571.97 354827.51 299734.88 316383.19 350285.91 8/10/2001 299734.88 299734.88 100000 309008.94 356182.31 299734.88 316383.19 350285.91 8/17/2001 299734.88 299734.88 100000 304229.88 357537.12 299734.88 316383.19 350285.91 8/24/2001 299734.88 299734.88 100000 298500.63 358891.93 299734.88 316383.19 350285.91 8/31/2001 299734.88 299734.88 100000 290390.66 360246.73 299734.88 316383.19 350285.91
  8. 8. 9/7/2001 299734.88 299734.88 100000 286495.38 361601.54 299734.88 316383.19 350285.91 9/14/2001 299734.88 299734.88 100000 287964.22 362956.35 299734.88 316383.19 350285.91 9/21/2001 299734.88 299734.88 100000 286214.34 364311.15 299734.88 316383.19 350285.91 9/28/2001 299734.88 299734.88 100000 279722.91 365665.96 299734.88 316383.19 350285.91 10/12/2001 299734.88 299734.88 100000 268397.63 367020.77 299734.88 316383.19 350285.91 10/19/2001 299734.88 299734.88 100000 250091.17 368375.57 299734.88 316383.19 350285.91 10/26/2001 299734.88 299734.88 100000 266326.63 369730.38 299734.88 316383.19 350285.91 11/2/2001 299734.88 299734.88 100000 268401.47 371085.19 299734.88 316383.19 350285.91 11/9/2001 299734.88 299734.88 100000 259008.69 372439.99 299734.88 316383.19 350285.91 11/16/2001 299734.88 299734.88 100000 261534.91 373794.8 299734.88 316383.19 350285.91 11/23/2001 299734.88 299734.88 100000 271667.66 375149.61 299734.88 316383.19 350285.91 11/30/2001 299734.88 299734.88 100000 277124.34 376504.41 828.06 316383.19 350285.91 12/7/2001 299293.19 299293.19 100000 276726.56 377859.22 828.06 316383.19 350285.91 12/14/2001 287340.97 287340.97 100000 265962.56 379214.03 287340.97 316383.19 350285.91 12/21/2001 287340.97 287340.97 100000 260515.27 380568.83 287340.97 316383.19 350285.91 12/28/2001 287340.97 287340.97 100000 260413.94 381923.64 287340.97 316383.19 350285.91 1/4/2002 287340.97 287340.97 100000 256087.92 383278.45 287340.97 316383.19 350285.91 1/11/2002 287340.97 287340.97 100000 244414.73 384633.25 287340.97 316383.19 350285.91 1/18/2002 287340.97 287340.97 100000 225910.86 385988.06 287340.97 316383.19 350285.91 1/25/2002 287340.97 287340.97 100000 231461.94 387342.87 287340.97 316383.19 350285.91 2/1/2002 287340.97 287340.97 100000 236741.98 388697.67 287340.97 316383.19 350285.91 2/8/2002 287340.97 287340.97 100000 239952.11 390052.48 287340.97 316383.19 350285.91 3/1/2002 287340.97 287340.97 100000 239324.58 391407.29 287340.97 316383.19 350285.91 3/8/2002 287340.97 287340.97 100000 260532.83 392762.09 296.19 316383.19 350285.91 3/15/2002 283966.97 283966.97 100000 257563.7 394116.9 296.19 316383.19 350285.91 3/22/2002 292492.63 292492.63 100000 265066.28 395471.71 296.19 316383.19 350285.91 3/29/2002 280979.56 280979.56 100000 254934.78 396826.51 296.19 316383.19 350285.91 4/5/2002 286358.69 286358.69 100000 259668.42 398181.32 296.19 316383.19 350285.91 4/12/2002 290617.5 290617.5 100000 263416.19 399536.13 296.19 316383.19 350285.91 4/19/2002 286451.28 286451.28 100000 259749.89 400890.93 296.19 316383.19 350285.91 4/26/2002 287399.25 287399.25 100000 260584.11 402245.74 296.19 316383.19 350285.91 5/3/2002 292152.25 292152.25 100000 264766.75 403600.55 296.19 316383.19 350285.91 5/10/2002 286980.81 286980.81 100000 260215.89 404955.35 296.19 316383.19 350285.91 5/17/2002 274608.13 274608.13 100000 249327.94 406310.16 274608.13 316383.19 350285.91 5/24/2002 274608.13 274608.13 100000 246551.16 407664.97 274608.13 316383.19 350285.91 5/31/2002 274608.13 274608.13 100000 241356.3 409019.77 274608.13 316383.19 350285.91 6/7/2002 274608.13 274608.13 100000 243477.48 410374.58 274608.13 316383.19 350285.91 6/14/2002 274608.13 274608.13 100000 238047.28 411729.38 274608.13 316383.19 350285.91 6/21/2002 274608.13 274608.13 100000 248592.61 413084.19 274608.13 316383.19 350285.91 6/28/2002 274608.13 274608.13 100000 274777.69 414439 832.84 316383.19 350285.91 7/5/2002 272938.53 272938.53 100000 273150.34 415793.8 832.84 316383.19 350285.91 7/12/2002 269163.91 269163.91 100000 269471.31 417148.61 832.84 316383.19 350285.91 7/19/2002 271622.88 271622.88 100000 271868 418503.42 832.84 316383.19 350285.91 7/26/2002 262717.69 262717.69 100000 263188.25 419858.22 832.84 316383.19 350285.91 8/2/2002 263408.44 263408.44 100000 263861.53 421213.03 832.84 316383.19 350285.91 8/9/2002 261066.11 261066.11 100000 261578.5 422567.84 832.84 316383.19 350285.91 8/16/2002 261025.97 261025.97 100000 261539.38 423922.64 832.84 316383.19 350285.91 8/23/2002 266779.53 266779.53 100000 267147.31 425277.45 832.84 316383.19 350285.91 8/30/2002 264158.5 264158.5 100000 264592.59 426632.26 832.84 316383.19 350285.91 9/6/2002 258591.52 258591.52 100000 259166.55 427987.06 258591.52 316383.19 350285.91 9/13/2002 258591.52 258591.52 100000 258300.3 429341.87 258591.52 316383.19 350285.91 9/20/2002 258591.52 258591.52 100000 255090 430696.68 258591.52 316383.19 350285.91 9/27/2002 258591.52 258591.52 100000 251502.58 432051.48 258591.52 316383.19 350285.91 10/11/2002 258591.52 258591.52 100000 242637.27 433406.29 258591.52 316383.19 350285.91 10/18/2002 258591.52 258591.52 100000 241942.41 434761.1 258591.52 316383.19 350285.91 10/25/2002 258591.52 258591.52 100000 242061.61 436115.9 258591.52 316383.19 350285.91 11/1/2002 258591.52 258591.52 100000 240590.45 437470.71 258591.52 316383.19 350285.91
  9. 9. 11/8/2002 258591.52 258591.52 100000 242350.2 438825.52 258591.52 316383.19 350285.91 11/15/2002 258591.52 258591.52 100000 233341.83 440180.32 258591.52 316383.19 350285.91 11/22/2002 258591.52 258591.52 100000 222839.94 441535.13 258591.52 316383.19 350285.91 11/29/2002 258591.52 258591.52 100000 228797.44 442889.94 258591.52 316383.19 350285.91 12/6/2002 258591.52 258591.52 100000 224384.27 444244.74 258591.52 316383.19 350285.91 12/13/2002 258591.52 258591.52 100000 223055.69 445599.55 258591.52 316383.19 350285.91 12/20/2002 258591.52 258591.52 100000 227835.56 446954.36 258591.52 316383.19 350285.91 12/27/2002 258591.52 258591.52 100000 220910.94 448309.16 258591.52 316383.19 350285.91 1/3/2003 258591.52 258591.52 100000 211193.08 449663.97 258591.52 316383.19 350285.91 1/10/2003 258591.52 258591.52 100000 221201.69 451018.78 258591.52 316383.19 350285.91 1/17/2003 258591.52 258591.52 100000 235649.36 452373.58 1302.06 316383.19 350285.91 1/24/2003 258660.23 258660.23 100000 235710.17 453728.39 1302.06 316383.19 350285.91 1/31/2003 262269.88 262269.88 100000 238904.91 455083.2 1302.06 316383.19 350285.91 2/14/2003 264207.34 264207.34 100000 240619.7 456438 1302.06 316383.19 350285.91 2/21/2003 258625.61 258625.61 100000 235679.53 457792.81 1302.06 316383.19 350285.91 2/28/2003 264378.22 264378.22 100000 240770.94 459147.62 1302.06 316383.19 350285.91 3/7/2003 261100.25 261100.25 100000 237869.73 460502.42 1302.06 316383.19 350285.91 3/14/2003 256393.7 256393.7 100000 233704.17 461857.23 1302.06 316383.19 350285.91 3/21/2003 257892.38 257892.38 100000 235030.58 463212.04 1302.06 316383.19 350285.91 3/28/2003 260899.8 260899.8 100000 237692.33 464566.84 1302.06 316383.19 350285.91 4/4/2003 265978.34 265978.34 100000 242187.13 465921.65 1302.06 316383.19 350285.91 4/11/2003 275675.69 275675.69 100000 250769.84 467276.46 1302.06 316383.19 350285.91 4/18/2003 280237.47 280237.47 100000 254807.27 468631.26 1302.06 316383.19 350285.91 4/25/2003 260065.63 260065.63 100000 236954.05 469986.07 260065.63 316383.19 350285.91 5/2/2003 260065.63 260065.63 100000 242235.78 471340.88 1420.16 316383.19 350285.91 5/16/2003 265677 265677 100000 247319.02 472695.68 1420.16 316383.19 350285.91 5/23/2003 266782.5 266782.5 100000 248320.47 474050.49 1420.16 316383.19 350285.91 5/30/2003 269384.53 269384.53 100000 250677.59 475405.3 1420.16 316383.19 350285.91 6/6/2003 263036.56 263036.56 100000 244927.09 476760.1 1420.16 316383.19 350285.91 6/13/2003 267770.38 267770.38 100000 249215.38 478114.91 1420.16 316383.19 350285.91 6/20/2003 261430.05 261430.05 100000 243471.78 479469.71 261430.05 316383.19 350285.91 6/27/2003 261430.05 261430.05 100000 238479.72 480824.52 261430.05 316383.19 350285.91 7/4/2003 261430.05 261430.05 100000 239295.16 482179.33 261430.05 316383.19 350285.91 7/11/2003 261430.05 261430.05 100000 243376.92 483534.13 261430.05 316383.19 350285.91 7/18/2003 261430.05 261430.05 100000 240036.36 484888.94 261430.05 316383.19 350285.91 7/25/2003 261430.05 261430.05 100000 235491.66 486243.75 261430.05 316383.19 350285.91 8/1/2003 261430.05 261430.05 100000 235386.63 487598.55 261430.05 316383.19 350285.91 8/8/2003 261430.05 261430.05 100000 234509.3 488953.36 261430.05 316383.19 350285.91 8/15/2003 261430.05 261430.05 100000 231264.67 490308.17 261430.05 316383.19 350285.91 8/22/2003 261430.05 261430.05 100000 229521.39 491662.97 261430.05 316383.19 350285.91 8/29/2003 261430.05 261430.05 100000 226918.8 493017.78 261430.05 316383.19 350285.91 9/5/2003 261430.05 261430.05 100000 228389.48 494372.59 261430.05 316383.19 350285.91 9/12/2003 261430.05 261430.05 100000 224944.36 495727.39 261430.05 316383.19 350285.91 9/19/2003 261430.05 261430.05 100000 222204.39 497082.2 261430.05 316383.19 350285.91 9/26/2003 261430.05 261430.05 100000 219043.23 498437.01 261430.05 316383.19 350285.91 10/3/2003 261430.05 261430.05 100000 218476.2 499791.81 261430.05 316383.19 350285.91 10/10/2003 261430.05 261430.05 100000 224150.64 501146.62 261430.05 316383.19 350285.91 10/17/2003 261430.05 261430.05 100000 219003.05 502501.43 261430.05 316383.19 350285.91 10/24/2003 261430.05 261430.05 100000 220735.22 503856.23 261430.05 316383.19 350285.91 10/31/2003 261430.05 261430.05 100000 215572.06 505211.04 261430.05 316383.19 350285.91 11/7/2003 261430.05 261430.05 100000 213554.97 506565.85 261430.05 316383.19 350285.91 11/14/2003 261430.05 261430.05 100000 212915.27 507920.65 261430.05 316383.19 350285.91 11/21/2003 261430.05 261430.05 100000 217613.48 509275.46 261430.05 316383.19 350285.91 11/28/2003 261430.05 261430.05 100000 223106.05 510630.27 148.97 316383.19 350285.91 12/5/2003 271508.06 271508.06 100000 231405.58 511985.07 148.97 316383.19 350285.91 12/12/2003 275187.09 275187.09 100000 234435.38 513339.88 148.97 316383.19 350285.91 12/19/2003 270604.28 270604.28 100000 230661.3 514694.69 148.97 316383.19 350285.91
  10. 10. 12/26/2003 283411.91 283411.91 100000 241208.77 516049.49 148.97 316383.19 350285.91 1/2/2004 283864.06 283864.06 100000 241581.13 517404.3 148.97 316383.19 350285.91 1/9/2004 295883.09 295883.09 100000 251479.16 518759.11 148.97 316383.19 350285.91 1/16/2004 299428.47 299428.47 100000 254398.86 520113.91 148.97 316383.19 350285.91 1/30/2004 297615.31 297615.31 100000 252905.67 521468.72 148.97 316383.19 350285.91 2/6/2004 314158.06 314158.06 100000 266529.13 522823.53 148.97 316383.19 350285.91 2/13/2004 310295.75 310295.75 100000 263348.41 524178.33 148.97 316383.19 350285.91 2/20/2004 322116.59 322116.59 100000 273083.22 525533.14 148.97 322116.59 350285.91 2/27/2004 313386.5 313386.5 100000 265893.75 526887.95 148.97 322116.59 350285.91 3/5/2004 310960.91 310960.91 100000 263896.19 528242.75 148.97 322116.59 350285.91 3/12/2004 317065.94 317065.94 100000 268923.84 529597.56 148.97 322116.59 350285.91 3/19/2004 327001.03 327001.03 100000 277105.69 530952.37 148.97 327001.03 350285.91 3/26/2004 324415.75 324415.75 100000 274976.66 532307.17 148.97 327001.03 350285.91 4/2/2004 330885.59 330885.59 100000 280304.75 533661.98 148.97 330885.59 350285.91 4/9/2004 323163.06 323163.06 100000 273945 535016.79 148.97 330885.59 350285.91 4/16/2004 316900.97 316900.97 100000 268788 536371.59 148.97 330885.59 350285.91 4/23/2004 305987.66 305987.66 100000 259800.56 537726.4 305987.66 330885.59 350285.91 4/30/2004 305987.66 305987.66 100000 253653.81 539081.21 305987.66 330885.59 350285.91 5/14/2004 305987.66 305987.66 100000 248587.36 540436.01 305987.66 330885.59 350285.91 5/21/2004 305987.66 305987.66 100000 247916.22 541790.82 305987.66 330885.59 350285.91 5/28/2004 305987.66 305987.66 100000 246436.61 543145.63 305987.66 330885.59 350285.91 6/4/2004 305987.66 305987.66 100000 245414.66 544500.43 305987.66 330885.59 350285.91 6/11/2004 305987.66 305987.66 100000 234632.5 545855.24 305987.66 330885.59 350285.91 6/18/2004 305987.66 305987.66 100000 227737.77 547210.04 305987.66 330885.59 350285.91 6/25/2004 305987.66 305987.66 100000 223704.81 548564.85 305987.66 330885.59 350285.91 7/2/2004 305987.66 305987.66 100000 229876.66 549919.66 305987.66 330885.59 350285.91 7/9/2004 305987.66 305987.66 100000 228254.13 551274.46 305987.66 330885.59 350285.91 7/16/2004 305987.66 305987.66 100000 232177.42 552629.27 305987.66 330885.59 350285.91 7/23/2004 305987.66 305987.66 100000 224672.39 553984.08 305987.66 330885.59 350285.91 7/30/2004 305987.66 305987.66 100000 221408.52 555338.88 305987.66 330885.59 350285.91 8/6/2004 305987.66 305987.66 100000 222064.41 556693.69 305987.66 330885.59 350285.91 8/13/2004 305987.66 305987.66 100000 218674.7 558048.5 305987.66 330885.59 350285.91 8/20/2004 305987.66 305987.66 100000 214561.06 559403.3 305987.66 330885.59 350285.91 8/27/2004 305987.66 305987.66 100000 211307.97 560758.11 305987.66 330885.59 350285.91 9/3/2004 305987.66 305987.66 100000 212309.27 562112.92 305987.66 330885.59 350285.91 9/10/2004 305987.66 305987.66 100000 206143.89 563467.72 305987.66 330885.59 350285.91 9/17/2004 305987.66 305987.66 100000 225797.52 564822.53 412.03 330885.59 350285.91 9/24/2004 310493.63 310493.63 100000 229010.11 566177.34 412.03 330885.59 350285.91 10/1/2004 302099.22 302099.22 100000 223025.2 567532.14 412.03 330885.59 350285.91 10/8/2004 307764.69 307764.69 100000 227064.47 568886.95 412.03 330885.59 350285.91 10/15/2004 287803.91 287803.91 100000 212833.17 570241.76 287803.91 330885.59 350285.91 10/22/2004 287803.91 287803.91 100000 212654.08 571596.56 287803.91 330885.59 350285.91 10/29/2004 287803.91 287803.91 100000 211295.95 572951.37 287803.91 330885.59 350285.91 11/5/2004 287803.91 287803.91 100000 208923.13 574306.18 287803.91 330885.59 350285.91 11/12/2004 287803.91 287803.91 100000 216174.83 575660.98 287803.91 330885.59 350285.91 11/19/2004 287803.91 287803.91 100000 220447.23 577015.79 772.22 330885.59 350285.91 11/26/2004 282971.47 282971.47 100000 216869.38 578370.6 282971.47 330885.59 350285.91 12/3/2004 282971.47 282971.47 100000 213861.75 579725.4 282971.47 330885.59 350285.91 12/10/2004 282971.47 282971.47 100000 210861.83 581080.21 282971.47 330885.59 350285.91 12/17/2004 282971.47 282971.47 100000 206668.86 582435.02 282971.47 330885.59 350285.91 12/24/2004 282971.47 282971.47 100000 205828.95 583789.82 282971.47 330885.59 350285.91 12/31/2004 282971.47 282971.47 100000 202973.78 585144.63 282971.47 330885.59 350285.91 1/7/2005 282971.47 282971.47 100000 199624.28 586499.44 282971.47 330885.59 350285.91 1/14/2005 282971.47 282971.47 100000 199758.89 587854.24 282971.47 330885.59 350285.91 1/21/2005 282971.47 282971.47 100000 198042.7 589209.05 282971.47 330885.59 350285.91 1/28/2005 282971.47 282971.47 100000 194839.05 590563.86 282971.47 330885.59 350285.91 2/4/2005 282971.47 282971.47 100000 203360.03 591918.66 282971.47 330885.59 350285.91
  11. 11. 2/18/2005 282971.47 282971.47 100000 201814.63 593273.47 282971.47 330885.59 350285.91 2/25/2005 282971.47 282971.47 100000 210049.92 594628.28 795.81 330885.59 350285.91 3/4/2005 277654.31 277654.31 100000 206241.36 595983.08 795.81 330885.59 350285.91 3/11/2005 278133.13 278133.13 100000 206584.33 597337.89 795.81 330885.59 350285.91 3/18/2005 264687.44 264687.44 100000 196953.47 598692.7 264687.44 330885.59 350285.91 3/25/2005 264687.44 264687.44 100000 193601.05 600047.5 264687.44 330885.59 350285.91 4/1/2005 264687.44 264687.44 100000 196362.58 601402.31 264687.44 330885.59 350285.91 4/8/2005 264687.44 264687.44 100000 200205.64 602757.12 264687.44 330885.59 350285.91 4/15/2005 264687.44 264687.44 100000 195345.56 604111.92 264687.44 330885.59 350285.91 4/22/2005 264687.44 264687.44 100000 187988.2 605466.73 264687.44 330885.59 350285.91 4/29/2005 264687.44 264687.44 100000 186441.89 606821.54 264687.44 330885.59 350285.91 5/13/2005 264687.44 264687.44 100000 178507.95 608176.34 264687.44 330885.59 350285.91 5/20/2005 264687.44 264687.44 100000 177220.84 609531.15 264687.44 330885.59 350285.91 5/27/2005 264687.44 264687.44 100000 169933.09 610885.95 264687.44 330885.59 350285.91 6/3/2005 264687.44 264687.44 100000 164033.52 612240.76 264687.44 330885.59 350285.91 6/10/2005 264687.44 264687.44 100000 178609.45 613595.57 264687.44 330885.59 350285.91 6/17/2005 264687.44 264687.44 100000 175117.34 614950.37 264687.44 330885.59 350285.91 6/24/2005 264687.44 264687.44 100000 177623.23 616305.18 264687.44 330885.59 350285.91 7/1/2005 264687.44 264687.44 100000 170494.88 617659.99 264687.44 330885.59 350285.91 7/8/2005 264687.44 264687.44 100000 164702.78 619014.79 264687.44 330885.59 350285.91 7/15/2005 264687.44 264687.44 100000 165955.11 620369.6 264687.44 330885.59 350285.91 7/22/2005 264687.44 264687.44 100000 169066.84 621724.41 264687.44 330885.59 350285.91 7/29/2005 264687.44 264687.44 100000 174720.48 623079.21 427.41 330885.59 350285.91 8/5/2005 275840.69 275840.69 100000 181759.83 624434.02 427.41 330885.59 350285.91 8/12/2005 285398.66 285398.66 100000 187792.33 625788.83 427.41 330885.59 350285.91 8/19/2005 281072.28 281072.28 100000 185061.73 627143.63 427.41 330885.59 350285.91 8/26/2005 286361.22 286361.22 100000 188399.84 628498.44 427.41 330885.59 350285.91 9/2/2005 290506.31 290506.31 100000 191016 629853.25 427.41 330885.59 350285.91 9/9/2005 290695.91 290695.91 100000 191135.66 631208.05 427.41 330885.59 350285.91 9/16/2005 296386.47 296386.47 100000 194727.25 632562.86 427.41 330885.59 350285.91 9/23/2005 281510.5 281510.5 100000 185338.33 633917.67 427.41 330885.59 350285.91 9/30/2005 282397.22 282397.22 100000 185897.97 635272.47 427.41 330885.59 350285.91 10/14/2005 278476.88 278476.88 100000 183423.64 636627.28 427.41 330885.59 350285.91 10/21/2005 278909 278909 100000 183696.38 637982.09 278909 330885.59 350285.91 10/28/2005 278909 278909 100000 174386.92 639336.89 278909 330885.59 350285.91 11/4/2005 278909 278909 100000 177340.34 640691.7 278909 330885.59 350285.91 11/11/2005 278909 278909 100000 175823.42 642046.51 278909 330885.59 350285.91 11/18/2005 278909 278909 100000 179951.25 643401.31 278909 330885.59 350285.91 11/25/2005 278909 278909 100000 179630.47 644756.12 278909 330885.59 350285.91 12/2/2005 278909 278909 100000 176453.61 646110.93 278909 330885.59 350285.91 12/9/2005 278909 278909 100000 179408.88 647465.73 278909 330885.59 350285.91 12/16/2005 278909 278909 100000 181569.64 648820.54 414.5 330885.59 350285.91 12/23/2005 283197.63 283197.63 100000 184243.53 650175.35 414.5 330885.59 350285.91 12/30/2005 287195.59 287195.59 100000 186736.19 651530.15 414.5 330885.59 350285.91 1/6/2006 299141.75 299141.75 100000 194184.39 652884.96 414.5 330885.59 350285.91 1/13/2006 302114.88 302114.88 100000 196038.09 654239.77 414.5 330885.59 350285.91 1/20/2006 310475.59 310475.59 100000 201250.84 655594.57 414.5 330885.59 350285.91 1/27/2006 311151.88 311151.88 100000 201672.5 656949.38 414.5 330885.59 350285.91 2/10/2006 317230.53 317230.53 100000 205462.44 658304.19 414.5 330885.59 350285.91 2/17/2006 313464.28 313464.28 100000 203114.23 659658.99 414.5 330885.59 350285.91 2/24/2006 320740.41 320740.41 100000 207650.77 661013.8 414.5 330885.59 350285.91 3/3/2006 319858.88 319858.88 100000 207101.14 662368.61 414.5 330885.59 350285.91 3/10/2006 308090.78 308090.78 100000 199763.97 663723.41 414.5 330885.59 350285.91 3/17/2006 313971.63 313971.63 100000 203430.56 665078.22 414.5 330885.59 350285.91 3/24/2006 320206.41 320206.41 100000 207317.81 666433.03 414.5 330885.59 350285.91 3/31/2006 321093.38 321093.38 100000 207870.84 667787.83 414.5 330885.59 350285.91 4/7/2006 332126.84 332126.84 100000 214750.02 669142.64 414.5 332126.84 350285.91
  12. 12. 4/14/2006 336220.38 336220.38 100000 217302.25 670497.45 414.5 336220.38 350285.91 4/21/2006 350362.38 350362.38 100000 226119.53 671852.25 414.5 350362.38 350285.91 4/28/2006 356149.59 356149.59 100000 229727.75 673207.06 414.5 356149.59 350285.91 5/12/2006 396314.03 396314.03 100000 254769.55 674561.87 414.5 396314.03 350285.91 5/19/2006 410322.13 410322.13 100000 263503.34 675916.67 414.5 410322.13 350285.91 5/26/2006 399046.34 399046.34 100000 256473.09 677271.48 414.5 410322.13 350285.91 6/2/2006 412756.06 412756.06 100000 265020.88 678626.28 414.5 412756.06 350285.91 6/9/2006 383606.38 383606.38 100000 246846.55 679981.09 414.5 412756.06 350285.91 6/16/2006 389307.88 389307.88 100000 250401.33 681335.9 414.5 412756.06 350285.91 6/23/2006 397025.16 397025.16 100000 255212.91 682690.7 414.5 412756.06 350285.91 6/30/2006 413450.66 413450.66 100000 265453.91 684045.51 414.5 413450.66 350285.91 7/7/2006 427771.44 427771.44 100000 274382.66 685400.32 414.5 427771.44 350285.91 7/14/2006 411720.88 411720.88 100000 264375.44 686755.12 414.5 427771.44 350285.91 7/21/2006 411750.53 411750.53 100000 264393.94 688109.93 414.5 427771.44 350285.91 7/28/2006 410936.16 410936.16 100000 263886.19 689464.74 414.5 427771.44 350285.91 8/4/2006 388241.56 388241.56 100000 249736.52 690819.54 388241.56 427771.44 350285.91 8/11/2006 388241.56 388241.56 100000 255246.02 692174.35 388241.56 427771.44 350285.91 8/18/2006 388241.56 388241.56 100000 254028.17 693529.16 388241.56 427771.44 350285.91 8/25/2006 388241.56 388241.56 100000 257880.66 694883.96 388241.56 427771.44 350285.91 9/1/2006 388241.56 388241.56 100000 259983.83 696238.77 345.78 427771.44 350285.91 9/8/2006 395658 395658 100000 264802.94 697593.58 345.78 427771.44 350285.91 9/15/2006 408233.47 408233.47 100000 272974.34 698948.38 345.78 427771.44 350285.91 9/22/2006 409256.34 409256.34 100000 273639 700303.19 345.78 427771.44 350285.91 9/29/2006 415670.25 415670.25 100000 277806.69 701658 345.78 427771.44 350285.91 10/13/2006 423309.25 423309.25 100000 282770.44 703012.8 345.78 427771.44 350285.91 10/20/2006 424662.06 424662.06 100000 283649.47 704367.61 345.78 427771.44 350285.91 10/27/2006 428646.28 428646.28 100000 286238.38 705722.42 345.78 428646.28 350285.91 11/3/2006 442673.59 442673.59 100000 295353.16 707077.22 345.78 442673.59 350285.91 11/10/2006 446699.03 446699.03 100000 297968.84 708432.03 345.78 446699.03 350285.91 11/17/2006 467660.72 467660.72 100000 311589.53 709786.84 345.78 467660.72 350285.91 11/24/2006 486388.22 486388.22 100000 323758.47 711141.64 345.78 486388.22 350285.91 12/1/2006 498531.41 498531.41 100000 331648.97 712496.45 345.78 498531.41 350285.91 12/8/2006 496537.97 496537.97 100000 330353.66 713851.26 345.78 498531.41 350285.91 12/15/2006 539262 539262 100000 358115.22 715206.06 345.78 539262 358115.22 12/22/2006 555795.13 555795.13 100000 368858.28 716560.87 345.78 555795.13 368858.28 12/29/2006 634433.13 634433.13 100000 419956.41 717915.68 345.78 634433.13 419956.41 1/5/2007 626342 626342 100000 414698.84 719270.48 345.78 634433.13 419956.41 1/12/2007 632687.88 632687.88 100000 418822.38 720625.29 345.78 634433.13 419956.41 1/19/2007 671578.88 671578.88 100000 444093.28 721980.1 345.78 671578.88 444093.28 1/26/2007 683512 683512 100000 451847.34 723334.9 345.78 683512 451847.34 2/2/2007 633897 633897 100000 419608.03 724689.71 345.78 683512 451847.34 2/9/2007 647447.25 647447.25 100000 428412.84 726044.52 345.78 683512 451847.34 2/16/2007 710984.13 710984.13 100000 469698.41 727399.32 345.78 710984.13 469698.41 3/2/2007 671417.38 671417.38 100000 443988.41 728754.13 345.78 710984.13 469698.41 3/9/2007 696630.38 696630.38 100000 460371.53 730108.94 345.78 710984.13 469698.41 3/16/2007 694869.75 694869.75 100000 459227.47 731463.74 345.78 710984.13 469698.41 3/23/2007 728951.5 728951.5 100000 481373.44 732818.55 345.78 728951.5 481373.44 3/30/2007 754949.75 754949.75 100000 498266.78 734173.36 345.78 754949.75 498266.78 4/6/2007 788035.38 788035.38 100000 519765.5 735528.16 345.78 788035.38 519765.5 4/13/2007 834175.13 834175.13 100000 549746.56 736882.97 345.78 834175.13 549746.56 4/20/2007 849802.13 849802.13 100000 559900.88 738237.78 345.78 849802.13 559900.88 4/27/2007 891434.25 891434.25 100000 586952.94 739592.58 345.78 891434.25 586952.94 5/4/2007 910727.25 910727.25 100000 599489.31 740947.39 345.78 910727.25 599489.31 5/11/2007 953483.5 953483.5 100000 627271.88 742302.2 345.78 953483.5 627271.88 5/18/2007 955517 955517 100000 628593.19 743657 345.78 955517 628593.19 5/25/2007 990952.63 990952.63 100000 651618.94 745011.81 345.78 990952.63 651618.94 6/1/2007 948521.63 948521.63 100000 624047.69 746366.61 345.78 990952.63 651618.94
  13. 13. 6/8/2007 927758.75 927758.75 100000 610556.25 747721.42 345.78 990952.63 651618.94 6/15/2007 979835.75 979835.75 100000 644395.31 749076.23 345.78 990952.63 651618.94 6/22/2007 970018.25 970018.25 100000 638016 750431.03 345.78 990952.63 651618.94 6/29/2007 905852.38 905852.38 100000 596321.69 751785.84 905852.38 990952.63 651618.94 7/6/2007 905852.38 905852.38 100000 590261 753140.65 905852.38 990952.63 651618.94 7/13/2007 905852.38 905852.38 100000 610750.25 754495.45 905852.38 990952.63 651618.94 7/20/2007 905852.38 905852.38 100000 632996.81 755850.26 728.13 990952.63 651618.94 7/27/2007 969742.75 969742.75 100000 677118.38 757205.07 728.13 990952.63 677118.38 8/3/2007 ### ### 100000 710292.63 758559.87 728.13 ### 710292.63 8/10/2007 1059837.5 1059837.5 100000 739336.31 759914.68 728.13 1059837.5 739336.31 8/17/2007 ### ### 100000 725045.88 761269.49 728.13 1059837.5 739336.31 8/24/2007 ### ### 100000 794514.31 762624.29 728.13 ### 794514.31 8/31/2007 ### ### 100000 811632.5 763979.1 728.13 ### 811632.5 9/7/2007 ### ### 100000 820618.5 765333.91 728.13 ### 820618.5 9/14/2007 ### ### 100000 826009.5 766688.71 728.13 ### 826009.5 9/21/2007 ### ### 100000 847953.19 768043.52 728.13 ### 847953.19 9/28/2007 ### ### 100000 862987.75 769398.33 728.13 ### 862987.75 10/12/2007 1317156 1317156 100000 917036.13 770753.13 728.13 1317156 917036.13 10/19/2007 ### ### 100000 903912.69 772107.94 728.13 1317156 917036.13 10/26/2007 ### ### 100000 868736.56 773462.75 728.13 1317156 917036.13 11/2/2007 ### ### 100000 897716.06 774817.55 728.13 1317156 917036.13 11/9/2007 ### ### 100000 826526.63 776172.36 ### 1317156 917036.13 11/16/2007 ### ### 100000 826639.63 777527.17 ### 1317156 917036.13 11/23/2007 ### ### 100000 782881.44 778881.97 ### 1317156 917036.13 11/30/2007 ### ### 100000 758187.25 780236.78 ### 1317156 917036.13 12/7/2007 ### ### 100000 792063.81 781591.59 ### 1317156 917036.13 12/14/2007 ### ### 100000 779151.75 782946.39 ### 1317156 917036.13 12/21/2007 ### ### 100000 793607.38 784301.2 ### 1317156 917036.13 12/28/2007 ### ### 100000 818214.13 785656.01 ### 1317156 917036.13 1/4/2008 ### ### 100000 833615.88 787010.81 1185.75 1317156 917036.13 1/11/2008 ### ### 100000 852573.69 788365.62 1185.75 1317156 917036.13 1/18/2008 ### ### 100000 805732.63 789720.43 ### 1317156 917036.13 1/25/2008 ### ### 100000 741233.38 791075.23 ### 1317156 917036.13 2/1/2008 ### ### 100000 673331.56 792430.04 ### 1317156 917036.13 2/8/2008 ### ### 100000 716286.56 793784.85 ### 1317156 917036.13 2/15/2008 ### ### 100000 700491 795139.65 ### 1317156 917036.13 2/22/2008 ### ### 100000 680957.38 796494.46 ### 1317156 917036.13 2/29/2008 ### ### 100000 677609.06 797849.27 ### 1317156 917036.13 3/7/2008 ### ### 100000 670212.75 799204.07 ### 1317156 917036.13 3/14/2008 ### ### 100000 618185.13 800558.88 ### 1317156 917036.13 3/21/2008 ### ### 100000 592606.13 801913.69 ### 1317156 917036.13 3/28/2008 ### ### 100000 559275.94 803268.49 ### 1317156 917036.13 4/4/2008 ### ### 100000 538655 804623.3 ### 1317156 917036.13 4/11/2008 ### ### 100000 545839 805978.11 ### 1317156 917036.13 4/18/2008 ### ### 100000 484512.28 807332.91 ### 1317156 917036.13 4/25/2008 ### ### 100000 555826.81 808687.72 ### 1317156 917036.13 5/2/2008 ### ### 100000 576671.75 810042.53 ### 1317156 917036.13 5/9/2008 ### ### 100000 564411.5 811397.33 ### 1317156 917036.13 5/16/2008 ### ### 100000 566065.31 812752.14 ### 1317156 917036.13 5/23/2008 ### ### 100000 542789.44 814106.94 ### 1317156 917036.13 5/30/2008 ### ### 100000 536669.94 815461.75 ### 1317156 917036.13 6/6/2008 ### ### 100000 520702.56 816816.56 ### 1317156 917036.13 6/13/2008 ### ### 100000 449728.63 818171.36 ### 1317156 917036.13 6/20/2008 ### ### 100000 444020.75 819526.17 ### 1317156 917036.13 6/27/2008 ### ### 100000 431191.91 820880.98 ### 1317156 917036.13 7/4/2008 ### ### 100000 419096.78 822235.78 ### 1317156 917036.13 7/11/2008 ### ### 100000 447855.06 823590.59 ### 1317156 917036.13
  14. 14. 7/18/2008 ### ### 100000 435801.91 824945.4 ### 1317156 917036.13 7/25/2008 ### ### 100000 449158.97 826300.2 ### 1317156 917036.13 8/1/2008 ### ### 100000 439413.22 827655.01 ### 1317156 917036.13 8/8/2008 ### ### 100000 409214.13 829009.82 ### 1317156 917036.13 8/15/2008 ### ### 100000 385327.38 830364.62 ### 1317156 917036.13 8/22/2008 ### ### 100000 378338.22 831719.43 ### 1317156 917036.13 8/29/2008 ### ### 100000 377128.22 833074.24 ### 1317156 917036.13 9/5/2008 ### ### 100000 347110.09 834429.04 ### 1317156 917036.13 9/12/2008 ### ### 100000 328203.06 835783.85 ### 1317156 917036.13 9/19/2008 ### ### 100000 327497.44 837138.66 ### 1317156 917036.13 9/26/2008 ### ### 100000 361176.13 838493.46 ### 1317156 917036.13 10/10/2008 ### ### 100000 316021.5 839848.27 ### 1317156 917036.13 10/17/2008 ### ### 100000 305253.66 841203.08 ### 1317156 917036.13 10/24/2008 ### ### 100000 291235.03 842557.88 ### 1317156 917036.13 10/31/2008 ### ### 100000 274166.44 843912.69 ### 1317156 917036.13 11/7/2008 ### ### 100000 277081.22 845267.5 ### 1317156 917036.13 11/14/2008 ### ### 100000 313844.84 846622.3 ### 1317156 917036.13 11/21/2008 ### ### 100000 311219.31 847977.11 ### 1317156 917036.13 11/28/2008 ### ### 100000 296091.44 849331.92 ### 1317156 917036.13 12/5/2008 ### ### 100000 318806.44 850686.72 1501.38 1317156 917036.13 12/12/2008 ### ### 100000 308882.5 852041.53 ### 1317156 917036.13 12/19/2008 ### ### 100000 318776.72 853396.34 1405 1317156 917036.13 12/26/2008 ### ### 100000 293067.16 854751.14 ### 1317156 917036.13 1/2/2009 ### ### 100000 288337.38 856105.95 ### 1317156 917036.13 1/9/2009 ### ### 100000 301282 857460.76 692.63 1317156 917036.13 1/16/2009 1044362.5 1044362.5 100000 308916.84 858815.56 692.63 1317156 917036.13 1/23/2009 1063703.5 1063703.5 100000 314494.59 860170.37 692.63 1317156 917036.13 2/6/2009 ### ### 100000 343844.22 861525.18 692.63 1317156 917036.13 2/13/2009 1239995.5 1239995.5 100000 365335.38 862879.98 692.63 1317156 917036.13 2/20/2009 ### ### 100000 356201.03 864234.79 692.63 1317156 917036.13 2/27/2009 ### ### 100000 328692.63 865589.6 692.63 1317156 917036.13 3/6/2009 ### ### 100000 345656.5 866944.4 692.63 1317156 917036.13 3/13/2009 ### ### 100000 335775.97 868299.21 692.63 1317156 917036.13 3/20/2009 1218793 1218793 100000 359220.78 869654.02 692.63 1317156 917036.13 3/27/2009 1268642.5 1268642.5 100000 373596.84 871008.82 692.63 1317156 917036.13 4/3/2009 ### ### 100000 380579.22 872363.63 692.63 1317156 917036.13 4/10/2009 ### ### 100000 384344.22 873718.44 692.63 1317156 917036.13 4/17/2009 1337794 1337794 100000 393539.41 875073.24 692.63 1337794 917036.13 4/24/2009 ### ### 100000 385017.03 876428.05 692.63 1337794 917036.13 5/1/2009 1323714.5 1323714.5 100000 389479.03 877782.86 692.63 1337794 917036.13 5/8/2009 1402787 1402787 100000 412282.75 879137.66 692.63 1402787 917036.13 5/15/2009 1413263 1413263 100000 415303.91 880492.47 692.63 1413263 917036.13 5/22/2009 ### ### 100000 407963.97 881847.27 692.63 1413263 917036.13 5/29/2009 ### ### 100000 413404.63 883202.08 692.63 1413263 917036.13 6/5/2009 1471270.5 1471270.5 100000 432032.63 884556.89 692.63 1471270.5 917036.13 6/12/2009 1465861.5 1465861.5 100000 430472.75 885911.69 692.63 1471270.5 917036.13 6/19/2009 ### ### 100000 451529.16 887266.5 692.63 ### 917036.13 6/26/2009 ### ### 100000 458877.91 888621.31 692.63 ### 917036.13 7/3/2009 ### ### 100000 483541.91 889976.11 692.63 ### 917036.13 7/10/2009 ### ### 100000 487478.91 891330.92 692.63 ### 917036.13 7/17/2009 ### ### 100000 499153.5 892685.73 692.63 ### 917036.13 7/24/2009 ### ### 100000 527314.31 894040.53 692.63 ### 917036.13 7/31/2009 ### ### 100000 533391 895395.34 692.63 ### 917036.13 8/7/2009 1741901 1741901 100000 510079.66 896750.15 692.63 ### 917036.13 8/14/2009 ### ### 100000 477167.09 898104.95 692.63 ### 917036.13
  15. 15. 12星期平均線買賣系統 上證指數 0.0% 0.0% 0.0% -3.1% 0.0% -1.3% 0.0% -5.2% 0.0% -4.9% 0.0% -3.2% 0.0% -4.9% 0.0% -0.4% 0.0% 0.0% -1.9% -1.7% -0.5% -0.5% -2.9% -2.7% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -8.1% -7.6% -6.5% -6.1% 0.0% 0.0% -10.1% -9.4% -9.6% -8.9% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -2.3% -2.2% -1.0% -0.9% 0.0% 0.0% -1.4% -1.3% -2.1% -2.0% 0.0% 0.0% -2.0% -1.9% -7.8% -7.4% -7.1% -6.7% -7.1% -7.6% -7.1% -10.0% -7.1% -7.2% -7.1% 0.0% -8.3% -1.3% -3.4% 0.0% -0.2% 0.0% 0.0% 0.0% -8.1% -7.7% -9.2% -8.7% -6.1% -5.8% -6.0% -5.7% 0.0% 0.0% 0.0% 0.0% -8.5% -8.1% -27.0% -25.9% -27.0% -22.8% -27.0% -24.8% -27.0% -23.3% -27.0% -23.2% -27.0% -20.5%
  16. 16. -27.0% -19.6% -27.0% -15.5% -25.3% -13.7% -22.6% -10.7% -19.2% -6.9% -16.2% -3.6% -13.7% -0.8% -9.5% 0.0% -8.3% 0.0% -4.0% 0.0% -2.1% 0.0% 0.0% 0.0% 0.0% 0.0% -10.3% -10.0% -14.5% -14.0% -12.4% -12.0% -13.1% -12.6% -13.1% -14.7% -13.1% -11.6% -13.1% -14.3% -13.1% -20.3% -13.1% -20.6% -13.1% -16.9% -13.1% -19.5% -13.1% -18.1% -13.1% -17.2% -13.1% -21.3% -13.1% -19.5% -13.1% -16.2% -10.9% -14.2% -13.9% -17.0% -15.7% -18.6% -15.7% -23.5% -15.7% -24.4% -15.7% -22.2% -15.7% -19.1% -15.5% -19.0% -15.4% -18.9% -14.3% -17.9% -14.1% -17.7% -16.9% -20.3% -16.9% -21.6% -16.9% -21.8% -16.9% -20.6% -16.9% -20.2% -14.7% -18.1% -14.5% -18.0% -11.3% -15.0% -13.1% -16.7% -12.5% -16.1% -10.8% -14.6% -12.3% -15.9% -13.7% -17.2% -13.7% -17.2% -15.2% -18.6% -15.2% -18.4% -15.2% -16.0%
  17. 17. -10.9% -12.0% -9.1% -10.3% -10.1% -11.1% -8.9% -10.0% -6.9% -8.2% -6.0% -7.2% -5.2% -6.5% -4.7% -6.0% -2.3% -3.7% -2.4% -3.9% -4.2% -5.5% -3.6% -5.0% -4.0% -5.4% -7.5% -8.7% -7.5% -7.0% -7.5% -10.0% -7.5% -9.2% -7.5% -9.9% -7.5% -12.9% -7.5% -19.7% -7.5% -19.1% -7.5% -22.2% -7.5% -20.0% -7.5% -16.4% -7.5% -17.1% -7.5% -16.2% -7.5% -14.8% -7.9% -15.2% -6.9% -14.2% -9.4% -16.4% -9.4% -16.5% -6.3% -13.7% -4.6% -12.2% -5.1% -12.6% -7.3% -14.6% -9.3% -16.3% -9.3% -16.7% -9.3% -20.5% -9.3% -19.3% -9.3% -21.1% -9.3% -19.6% -9.3% -21.7% -9.3% -20.1% -9.3% -21.9% -9.3% -25.4% -9.3% -24.8% -9.3% -22.0% -9.3% -20.3% -8.2% -19.4% -9.1% -20.2% -7.3% -18.6% -5.6% -17.3% -8.7% -19.8% -10.7% -21.5% -10.7% -22.8% -10.7% -22.8% -10.7% -26.6%
  18. 18. -10.7% -19.7% -2.5% -12.5% -1.8% -12.0% 0.0% -6.4% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -1.8% -1.7% -5.8% -5.6% -1.7% -1.7% -0.7% -0.7% 0.0% 0.0% -4.5% -4.4% -1.1% -1.0% -0.8% -0.7% -3.6% -3.5% 0.0% 0.0% -0.7% -0.7% -2.4% -2.4% -5.4% -5.2% -5.4% -7.3% -5.4% -6.8% -5.4% -9.5% -5.4% -9.1% -5.4% -11.4% -5.4% -12.2% -5.4% -11.2% -5.4% -12.6% -5.4% -13.0% -5.4% -13.5% -5.4% -14.0% -5.4% -17.8% -5.4% -17.1% -5.4% -8.4% -12.1% -14.7% -12.1% -11.4% -7.9% -7.3% 0.0% 0.0% -2.2% -2.1% 0.0% 0.0% -1.9% -1.8% -4.6% -4.4% -0.4% -0.4% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -0.3% -0.3% -6.5% -6.4% -6.5% -3.3% -1.2% 0.0% 0.0% 0.0% -0.8% -0.8% 0.0% 0.0% 0.0% 0.0% -0.6% -0.6% -0.4% -0.3%
  19. 19. 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -0.2% -0.2% -4.3% -4.2% -6.2% -6.1% -6.2% -5.2% -6.2% -9.3% -6.2% -8.4% -6.2% -8.0% -6.2% -6.7% -6.2% -5.7% -6.2% -5.1% -6.2% -2.0% -4.2% 0.0% -6.0% -1.9% -4.7% -0.5% -5.1% -0.9% -6.6% -2.5% -5.2% -1.1% -5.1% -0.9% -2.7% 0.0% -3.6% -0.9% -5.4% -2.7% -10.4% -7.7% -10.4% -8.4% -10.4% -8.7% -10.4% -6.4% -10.4% -5.2% -10.4% -4.8% -10.4% -3.3% -7.8% -0.6% -8.0% -0.8% -6.4% 0.0% -6.1% 0.0% -7.7% -1.7% -7.5% -1.5% -5.9% 0.0% -3.8% 0.0% -4.3% -0.4% -3.1% 0.0% -3.0% 0.0% -3.5% -0.5% -3.7% -0.7% -3.2% -0.2% -5.3% -2.3% -5.3% -2.7% -5.3% -1.9% -5.3% -6.9% -5.3% -11.6% -5.3% -11.8% -5.3% -13.1% -5.3% -14.8% -5.3% -17.1%
  20. 20. -5.3% -18.2% -5.3% -17.8% -5.3% -18.3% -5.3% -20.1% -5.3% -23.4% -5.3% -28.6% -5.3% -24.0% -5.3% -23.4% -5.3% -26.1% -5.3% -25.3% -5.3% -22.4% -5.3% -20.9% -5.4% -21.0% -9.2% -24.1% -9.2% -25.6% -9.2% -25.7% -9.2% -26.9% -9.2% -30.2% -9.2% -35.5% -9.2% -33.9% -9.2% -32.4% -9.2% -31.5% -9.2% -31.7% -9.2% -25.6% -10.2% -26.5% -7.6% -24.3% -11.2% -27.2% -9.5% -25.9% -8.1% -24.8% -9.5% -25.8% -9.2% -25.6% -7.7% -24.4% -9.3% -25.7% -13.2% -28.8% -13.2% -29.6% -13.2% -31.1% -13.2% -30.5% -13.2% -32.0% -13.2% -29.0% -13.2% -21.6% -13.7% -22.0% -14.9% -23.1% -14.1% -22.4% -17.0% -24.9% -16.7% -24.7% -17.5% -25.3% -17.5% -25.3% -15.7% -23.7% -16.5% -24.5% -18.3% -26.0% -18.3% -26.3% -18.3% -27.2% -18.3% -28.2% -18.3% -30.7% -18.3% -30.9% -18.3% -30.9% -18.3% -31.3%
  21. 21. -18.3% -30.8% -18.3% -33.4% -18.3% -36.4% -18.3% -34.7% -18.3% -35.9% -18.3% -36.3% -18.3% -35.0% -18.3% -36.9% -18.3% -39.7% -18.3% -36.9% -18.3% -32.7% -18.2% -32.7% -17.1% -31.8% -16.5% -31.3% -18.3% -32.7% -16.4% -31.3% -17.5% -32.1% -19.0% -33.3% -18.5% -32.9% -17.5% -32.1% -15.9% -30.9% -12.9% -28.4% -11.4% -27.3% -17.8% -32.4% -17.8% -30.8% -16.0% -29.4% -15.7% -29.1% -14.9% -28.4% -16.9% -30.1% -15.4% -28.9% -17.4% -30.5% -17.4% -31.9% -17.4% -31.7% -17.4% -30.5% -17.4% -31.5% -17.4% -32.8% -17.4% -32.8% -17.4% -33.1% -17.4% -34.0% -17.4% -34.5% -17.4% -35.2% -17.4% -34.8% -17.4% -35.8% -17.4% -36.6% -17.4% -37.5% -17.4% -37.6% -17.4% -36.0% -17.4% -37.5% -17.4% -37.0% -17.4% -38.5% -17.4% -39.0% -17.4% -39.2% -17.4% -37.9% -17.4% -36.3% -14.2% -33.9% -13.0% -33.1% -14.5% -34.2%
  22. 22. -10.4% -31.1% -10.3% -31.0% -6.5% -28.2% -5.4% -27.4% -5.9% -27.8% -0.7% -23.9% -1.9% -24.8% 0.0% -22.0% -2.7% -24.1% -3.5% -24.7% -1.6% -23.2% 0.0% -20.9% -0.8% -21.5% 0.0% -20.0% -2.3% -21.8% -4.2% -23.3% -7.5% -25.8% -7.5% -27.6% -7.5% -29.0% -7.5% -29.2% -7.5% -29.6% -7.5% -29.9% -7.5% -33.0% -7.5% -35.0% -7.5% -36.1% -7.5% -34.4% -7.5% -34.8% -7.5% -33.7% -7.5% -35.9% -7.5% -36.8% -7.5% -36.6% -7.5% -37.6% -7.5% -38.7% -7.5% -39.7% -7.5% -39.4% -7.5% -41.1% -7.5% -35.5% -6.2% -34.6% -8.7% -36.3% -7.0% -35.2% -13.0% -39.2% -13.0% -39.3% -13.0% -39.7% -13.0% -40.4% -13.0% -38.3% -13.0% -37.1% -14.5% -38.1% -14.5% -38.9% -14.5% -39.8% -14.5% -41.0% -14.5% -41.2% -14.5% -42.1% -14.5% -43.0% -14.5% -43.0% -14.5% -43.5% -14.5% -44.4% -14.5% -41.9%
  23. 23. -14.5% -42.4% -14.5% -40.0% -16.1% -41.1% -15.9% -41.0% -20.0% -43.8% -20.0% -44.7% -20.0% -43.9% -20.0% -42.8% -20.0% -44.2% -20.0% -46.3% -20.0% -46.8% -20.0% -49.0% -20.0% -49.4% -20.0% -51.5% -20.0% -53.2% -20.0% -49.0% -20.0% -50.0% -20.0% -49.3% -20.0% -51.3% -20.0% -53.0% -20.0% -52.6% -20.0% -51.7% -20.0% -50.1% -16.6% -48.1% -13.7% -46.4% -15.1% -47.2% -13.5% -46.2% -12.2% -45.5% -12.1% -45.4% -10.4% -44.4% -14.9% -47.1% -14.7% -46.9% -15.8% -47.6% -15.7% -47.6% -15.7% -50.2% -15.7% -49.4% -15.7% -49.8% -15.7% -48.6% -15.7% -48.7% -15.7% -49.6% -15.7% -48.8% -15.7% -48.2% -14.4% -47.4% -13.2% -46.7% -9.6% -44.6% -8.7% -44.0% -6.2% -42.5% -6.0% -42.4% -4.1% -41.3% -5.3% -42.0% -3.1% -40.7% -3.3% -40.9% -6.9% -43.0% -5.1% -41.9% -3.2% -40.8% -3.0% -40.7% 0.0% -38.7%
  24. 24. 0.0% -38.0% 0.0% -35.4% 0.0% -34.4% 0.0% -27.3% 0.0% -24.8% -2.7% -26.8% 0.0% -24.3% -7.1% -29.5% -5.7% -28.5% -3.8% -27.1% 0.0% -24.2% 0.0% -21.7% -3.8% -24.5% -3.7% -24.5% -3.9% -24.7% -9.2% -28.7% -9.2% -27.1% -9.2% -27.5% -9.2% -26.4% -9.2% -25.8% -7.5% -24.4% -4.6% -22.1% -4.3% -21.9% -2.8% -20.7% -1.0% -19.3% -0.7% -19.0% 0.0% -18.3% 0.0% -15.7% 0.0% -14.9% 0.0% -11.0% 0.0% -7.6% 0.0% -5.3% -0.4% -5.7% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -1.3% -1.3% -0.3% -0.3% 0.0% 0.0% 0.0% 0.0% -7.3% -7.1% -5.3% -5.2% 0.0% 0.0% -5.6% -5.5% -2.0% -2.0% -2.3% -2.2% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -4.3% -4.2%
  25. 25. -6.4% -6.3% -1.1% -1.1% -2.1% -2.1% -8.6% -8.5% -8.6% -9.4% -8.6% -6.3% -8.6% -2.9% -2.1% 0.0% 0.0% 0.0% 0.0% 0.0% -2.0% -1.9% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% -1.4% -1.4% -5.3% -5.3% -2.1% -2.1% -10.0% -9.9% -10.0% -9.9% -10.0% -14.6% -10.0% -17.3% -10.0% -13.6% -10.0% -15.0% -10.0% -13.5% -10.0% -10.8% -10.0% -9.1% -7.9% -7.0% -13.0% -12.1% -13.0% -19.2% -13.0% -26.6% -13.0% -21.9% -13.0% -23.6% -13.0% -25.7% -13.0% -26.1% -13.0% -26.9% -13.0% -32.6% -13.0% -35.4% -13.0% -39.0% -13.0% -41.3% -13.0% -40.5% -13.0% -47.2% -13.0% -39.4% -13.0% -37.1% -13.0% -38.5% -13.0% -38.3% -13.0% -40.8% -13.0% -41.5% -13.0% -43.2% -13.0% -51.0% -13.0% -51.6% -13.0% -53.0% -13.0% -54.3% -13.0% -51.2%
  26. 26. -13.0% -52.5% -13.0% -51.0% -13.0% -52.1% -13.0% -55.4% -13.0% -58.0% -13.0% -58.7% -13.0% -58.9% -13.0% -62.1% -13.0% -64.2% -13.0% -64.3% -13.0% -60.6% -13.0% -65.5% -13.0% -66.7% -13.0% -68.2% -13.0% -70.1% -13.0% -69.8% -13.0% -65.8% -13.0% -66.1% -13.0% -67.7% -13.0% -65.2% -15.8% -66.3% -15.8% -65.2% -22.7% -68.0% -22.7% -68.6% -22.7% -67.1% -20.7% -66.3% -19.2% -65.7% -11.5% -62.5% -5.9% -60.2% -8.3% -61.2% -15.5% -64.2% -11.0% -62.3% -13.6% -63.4% -7.5% -60.8% -3.7% -59.3% -1.8% -58.5% -0.9% -58.1% 0.0% -57.1% -2.2% -58.0% -1.1% -57.5% 0.0% -55.0% 0.0% -54.7% -1.8% -55.5% -0.5% -54.9% 0.0% -52.9% -0.4% -53.1% 0.0% -50.8% 0.0% -50.0% 0.0% -47.3% 0.0% -46.8% 0.0% -45.6% 0.0% -42.5% 0.0% -41.8% -4.4% -44.4% -10.7% -48.0%
  27. 27. 不同周數之平均線買賣系統與買入並持有之數據1995- 平均線系統 4 8 12 16 20 24 28 32 開始本金(000s) 100 100 100 100 100 100 100 100 現值(000s) 1,044 1,262 1,628 1,524 1,323 1,339 1,213 960 盈利% 943.59% 1162.06% 1527.78% 1424.16% 1222.72% 1239.28% 1113.06% 859.80% 年度化盈利% 17.41% 18.94% 21.03% 20.49% 19.33% 19.43% 18.62% 16.74% 參與率% 54.05% 55.42% 55.00% 56.08% 56.98% 56.90% 57.48% 55.28% 交易次數 74 41 32 29 29 25 21 20 平均盈虧% 3.96% 8.16% 11.59% 14.03% 16.21% 19.64% 22.27% 21.44% 平均手持周數 4.97 8.9 11.75 12.9 13.03 15.28 18.38 18.75 獲利之交易次數 32 19 17 12 9 11 9 9 勝出率% 43.24% 46.34% 53.13% 41.38% 31.03% 44.00% 42.86% 45.00% 平均盈利% 13.70% 21.72% 25.52% 39.06% 58.25% 49.06% 56.68% 52.29% 平均手持周數 8.41 14.89 18.06 24.83 32 31.09 37 36.67 最多連輸贏次數 5 5 4 3 1 4 4 2 失敗之交易次數 42 22 15 17 20 14 12 11 失敗率% 56.76% 53.66% 46.88% 58.62% 68.97% 56.00% 57.14% 55.00% 平均虧損% -3.45% -3.55% -4.20% -3.65% -2.71% -3.48% -3.55% -3.81% 平均手持周數 2.36 3.73 4.6 4.47 4.5 2.86 4.42 4.09 最多連贏次數 7 5 3 4 5 5 5 5 最多由高位下跌% -37.97% -33.76% -26.98% -26.92% -28.93% -28.92% -26.95% -29.70% 夏普比率 0.84 0.92 0.99 0.96 0.9 0.9 0.87 0.81
  28. 28. 有之數據1995-現在(表一) 36 40 44 48 52 買入並持有 100 100 100 100 100 100 903 628 593 575 599 477 803.48% 527.74% 492.85% 474.78% 499.32% 377.16% 16.26% 13.39% 12.95% 12.71% 13.04% 11.29% 54.84% 55.01% 54.95% 54.44% 53.36% 100.00% 18 21 20 21 20 1 23.47% 16.64% 16.95% 15.97% 16.64% 409.67% 20.83 17.81 18.65 17.67 18.8 679 7 7 6 6 7 1 38.89% 33.33% 30.00% 28.57% 35.00% 100.00% 66.65% 58.20% 65.96% 64.99% 54.37% 409.67% 44.14 41.86 48.67 50 44.57 729 2 2 2 2 3 N/A 11 14 14 15 13 0 61.11% 66.67% 70.00% 71.43% 65.00% 0.00% -4.01% -4.14% -4.06% -3.64% -3.68% 0.00% 6 5.79 5.79 4.73 4.92 0 6 7 7 7 6 N/A -29.45% -33.67% -34.22% -31.96% -29.67% -70.10% 0.79 0.67 0.65 0.64 0.65 0.52
  29. 29. Position Symbol Shares Entry Date Entry Price Exit Date Exit Price % Change Net Profit Bars Held Long shcomp 174 3/8/1996 573.13 8/30/1996 809.94 41.32 41,204.24 25 Long shcomp 161 9/27/1996 875.53 ### 885.24 1.11 1,563.79 12 Long shcomp 140 2/21/1997 1,017.13 6/6/1997 1,275.30 25.38 36,143.80 15 Long shcomp 146 8/29/1997 1,221.06 9/19/1997 1,184.52 -2.99 -5,334.85 3 Long shcomp 147 ### 1,176.49 ### 1,158.56 -1.52 -2,635.70 5 Long shcomp 147 ### 1,160.77 3/13/1998 1,184.96 2.08 3,556.08 10 Long shcomp 142 3/27/1998 1,223.56 7/3/1998 1,335.13 9.12 15,841.53 14 Long shcomp 153 10/2/1998 1,242.90 12/4/1998 1,219.20 -1.91 -3,626.09 9 Long shcomp 161 3/12/1999 1,158.70 4/23/1999 1,140.00 -1.61 -3,011.52 6 Long shcomp 157 5/21/1999 1,168.72 10/1/1999 1,570.70 34.4 63,111.18 19 Long shcomp 162 1/7/2000 1,516.60 1/14/2000 1,408.85 -7.11 ### 1 Long shcomp 156 1/21/2000 1,465.08 5/12/2000 1,720.61 17.44 39,861.60 13 Long shcomp 151 5/19/2000 1,777.83 9/8/2000 1,959.31 10.21 27,404.09 16 Long shcomp 144 ### 2,047.46 2/9/2001 1,956.97 -4.42 ### 11 Long shcomp 138 3/23/2001 2,053.54 7/6/2001 2,170.52 5.7 16,143.51 15 Long shcomp 171 ### 1,747.99 ### 1,675.51 -4.15 ### 2 Long shcomp 175 3/8/2002 1,640.26 5/17/2002 1,567.50 -4.44 ### 10 Long shcomp 158 6/28/2002 1,732.76 9/6/2002 1,631.38 -5.85 ### 10 Long shcomp 174 1/17/2003 1,478.68 4/25/2003 1,487.15 0.57 1,474.11 13 Long shcomp 170 5/2/2003 1,521.44 6/20/2003 1,529.47 0.53 1,364.42 6 Long shcomp 187 ### 1,397.22 4/23/2004 1,635.50 17.05 44,557.61 20 Long shcomp 216 9/17/2004 1,414.70 ### 1,330.52 -5.95 ### 4 Long shcomp 208 ### 1,379.96 ### 1,356.73 -1.68 -4,832.45 1 Long shcomp 215 2/25/2005 1,312.44 3/18/2005 1,227.40 -6.48 ### 3 Long shcomp 244 7/29/2005 1,083.03 ### 1,141.32 5.38 14,221.55 11 Long shcomp 247 ### 1,127.51 8/4/2006 1,570.15 39.26 ### 31 Long shcomp 237 9/1/2006 1,636.69 6/29/2007 3,820.70 133.44 ### 41 Long shcomp 223 7/20/2007 4,058.85 11/9/2007 5,315.54 30.96 ### 15 Long shcomp 221 1/4/2008 5,361.57 1/18/2008 5,180.51 -3.38 ### 2 Long shcomp 567 12/5/2008 2,018.66 ### 1,954.21 -3.19 ### 1 Long shcomp 549 ### 2,018.46 ### 1,851.52 -8.27 ### 1 Long shcomp 534 1/9/2009 1,904.86 Open Open 59.96 ### 31
  30. 30. Profit/Bar Entry Signal Exit Signal Cum Profit MAE % MFE % ChartScript 1,648.17 41,204.24 -2.92 52.08 MA weekly 130.32 42,768.02 -1.38 38.53 MA weekly 2,409.59 78,911.83 0 44.25 MA weekly -1,778.28 73,576.98 -2.99 2.5 MA weekly -527.14 70,941.28 -1.52 1.81 MA weekly 355.61 74,497.37 0 7.33 MA weekly 1,131.54 90,338.90 0 15.34 MA weekly -402.9 86,712.80 -2.06 3.19 MA weekly -501.92 83,701.29 -1.61 4.01 MA weekly 3,321.64 ### 0 42.03 MA weekly ### ### -7.11 0 MA weekly 3,066.28 ### 0 25.66 MA weekly 1,712.76 ### 0 17.57 MA weekly -1,184.57 ### -4.42 3.8 MA weekly 1,076.23 ### 0 8.26 MA weekly -6,196.96 ### -4.15 0 MA weekly -1,273.28 ### -4.44 1.79 MA weekly -1,601.66 ### -5.85 0 MA weekly 113.39 ### -0.85 8.41 MA weekly 227.4 ### 0 3.6 MA weekly 2,227.88 ### 0 26.58 MA weekly -4,545.94 ### -5.95 1.47 MA weekly -4,832.45 ### -1.68 0 MA weekly -6,094.68 ### -6.48 0 MA weekly 1,292.87 ### 0 12 MA weekly 3,526.86 ### 0 53.45 MA weekly 12,624.65 ### 0 155.38 MA weekly 18,682.75 ### 0 45.44 MA weekly ### ### -3.38 2.3 MA weekly ### ### -3.19 0 MA weekly ### ### -8.27 0 MA weekly 19,673.78 ### 0 79.12 MA weekly
  31. 31. 12星期平均線買賣系統信號(表二) 買入到賣 買入日期 買入價格 賣出日期 賣出價格 變動% 出之交易 周數 9/27/1996 875.53 ### 885.24 1.11 12 2/21/1997 1,017.13 6/6/1997 1,275.30 25.38 15 8/29/1997 1,221.06 9/19/1997 1,184.52 -2.99 3 10/17/1997 1,176.49 ### 1,158.56 -1.52 5 12/19/1997 1,160.77 3/13/1998 1,184.96 2.08 10 3/27/1998 1,223.56 7/3/1998 1,335.13 9.12 14 10/2/1998 1,242.90 12/4/1998 1,219.20 -1.91 9 3/12/1999 1,158.70 4/23/1999 1,140.00 -1.61 6 5/21/1999 1,168.72 10/1/1999 1,570.70 34.4 19 1/7/2000 1,516.60 1/14/2000 1,408.85 -7.11 1 1/21/2000 1,465.08 5/12/2000 1,720.61 17.44 13 5/19/2000 1,777.83 9/8/2000 1,959.31 10.21 16 11/10/2000 2,047.46 2/9/2001 1,956.97 -4.42 11 3/23/2001 2,053.54 7/6/2001 2,170.52 5.7 15 11/30/2001 1,747.99 ### 1,675.51 -4.15 2 3/8/2002 1,640.26 5/17/2002 1,567.50 -4.44 10 6/28/2002 1,732.76 9/6/2002 1,631.38 -5.85 10 1/17/2003 1,478.68 4/25/2003 1,487.15 0.57 13 5/2/2003 1,521.44 6/20/2003 1,529.47 0.53 6 11/28/2003 1,397.22 4/23/2004 1,635.50 17.05 20 9/17/2004 1,414.70 ### 1,330.52 -5.95 4 11/19/2004 1,379.96 ### 1,356.73 -1.68 1 2/25/2005 1,312.44 3/18/2005 1,227.40 -6.48 3 7/29/2005 1,083.03 ### 1,141.32 5.38 11 12/16/2005 1,127.51 8/4/2006 1,570.15 39.26 31 9/1/2006 1,636.69 6/29/2007 3,820.70 133.44 41 7/20/2007 4,058.85 11/9/2007 5,315.54 30.96 15 1/4/2008 5,361.57 1/18/2008 5,180.51 -3.38 2 12/5/2008 2,018.66 ### 1,954.21 -3.19 1 12/19/2008 2,018.46 ### 1,851.52 -8.27 1 1/9/2009 1,904.86 手持 手持 59.96 31
  32. 32. 使用不同平均線買賣系統與買入並時有之年度化回報 ( 圖一 ) 22.00% 20.00% 18.00% 年度化回報 16.00% 14.00% 12.00% 10.00% 4 8 12 16 20 24 28 32 36 40 44 48 52 買入並持有 周數
  33. 33. 12 周平均線買賣系統與上證指數之回報 ( 圖三 ) 藍線 ( 上證指數 ), 綠線 (12 周平均線買賣系統 ) 12 周平均線買賣系統信號 ( 圖
  34. 34. 回報 ( 圖三 ) 平均線買賣系統 ) 平均線買賣系統信號 ( 圖二 )
  35. 35. 12 星期平均線買賣系統與上證指數之每年回報 ( 圖四 ) 150.0% 100.0% 50.0% 回報 0.0% -50.0% -100.0% 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 12 星期平均線買賣系統 上證指數
  36. 36. 12 星期平均線買賣系統與上證指數之最大跌幅 %(Max. Drawdown) 圖五 0.0% -10.0% -20.0% -30.0% -40.0% -50.0% -60.0% -70.0% -80.0% 8/16/1996 10/24/1997 1/1/1999 3/24/2000 6/15/2001 8/30/2002 11/14/2003 1/21/2005 4/14/2006 6/29/2007 8/29/2008 1/5/1996 3/28/1997 6/5/1998 8/13/1999 11/3/2000 1/18/2002 4/11/2003 6/25/2004 9/2/2005 11/24/2006 2/1/2008 4/10/2009 12 星期平均線買賣系統 上證指數

×