Daily Close 5 Day Moving Average 45 Day Moving Average Signal Position Price Gain/Loss Margin Balance
$/cwt $/cwt $/cwt $/cwt $
3-Jun-04 88.15 86.31 82.42
4-Jun-04 88.73 86.62 82.69  
7-Jun-04 89.55 86.96 82.97  
8-Jun-04 88.30 87.27 83.22  
9-Jun-04 88.75 87.57 83.48  
10-Jun-04 87.65 87.70 83.71  
14-Jun-04 86.73 87.72 83.93  
15-Jun-04 86.08 87.66 84.13  
16-Jun-04 86.15 87.61 84.29  
17-Jun-04 86.93 87.65 84.48  
18-Jun-04 86.75 87.65 84.66  
21-Jun-04 87.35 87.59 84.85  
22-Jun-04 87.50 87.57 85.04  
23-Jun-04 88.85 87.72 85.25  
24-Jun-04 89.65 87.81 85.47  
25-Jun-04 89.38 87.89 85.69  
28-Jun-04 86.90 87.77 85.87  
29-Jun-04 88.12 87.67 86.07  
30-Jun-04 86.30 87.54 86.20  
1-Jul-04 86.72 87.40 86.33  
2-Jul-04 86.40 87.32 86.40  
6-Jul-04 88.87 87.46 86.54  
7-Jul-04 88.00 87.59 86.65  
8-Jul-04 86.55 87.62 86.70  
9-Jul-04 86.95 87.62 86.77  
12-Jul-04 86.70 87.62 86.82  
13-Jul-04 86.75 87.58 86.87  
14-Jul-04 87.28 87.56 86.92  
15-Jul-04 85.55 87.34 86.94  
16-Jul-04 85.40 87.06 86.97  
19-Jul-04 85.85 86.82 87.01 Sell
20-Jul-04 85.55 86.73 87.04   85.35 -0.20 -80 Sell at the open on the day after the signal
21-Jul-04 87.13 86.67 87.10   -1.78 -710
22-Jul-04 90.12 86.92 87.24   -4.77 -1908
23-Jul-04 89.30 87.09 87.35   -3.95 -1580
26-Jul-04 90.72 87.38 87.47   -5.37 -2148
27-Jul-04 90.95 87.52 87.57   -5.60 -2240
28-Jul-04 90.35 87.68 87.64 Buy -5.00 -2000
29-Jul-04 89.45 87.87 87.70   90.25 -4.90 -1960 Bought on the Open based on the signal.  Lost $1960+commission.
30-Jul-04 88.75 87.99 87.75  
2-Aug-04 88.50 88.11 87.79  
3-Aug-04 86.37 88.08 87.75  
4-Aug-04 87.50 88.10 87.74  
5-Aug-04 86.75 88.18 87.75  
6-Aug-04 86.97 88.28 87.72  
9-Aug-04 88.87 88.49 87.73  
10-Aug-04 88.77 88.70 87.73  
11-Aug-04 87.30 88.71 87.68  
12-Aug-04 87.52 88.54 87.67  
13-Aug-04 89.80 88.57 87.69  
16-Aug-04 89.35 88.48 87.73  
17-Aug-04 89.02 88.35 87.78  
18-Aug-04 88.67 88.24 87.84  
19-Aug-04 86.55 88.05 87.84  
20-Aug-04 86.27 87.88 87.83  
23-Aug-04 85.82 87.70 87.81 Sell
24-Aug-04 83.92 87.54 87.73   84.80 0.88 352 Sold on the open following the sell signal on Monday's close.
25-Aug-04 83.55 87.28 87.65   1.25 500
26-Aug-04 83.05 87.03 87.52   1.75 700
27-Aug-04 82.85 86.75 87.37   1.95 780
30-Aug-04 84.42 86.46 87.25   0.38 152
31-Aug-04 84.65 86.18 87.20   0.15 60
1-Sep-04 83.07 85.90 87.09   1.73 692
2-Sep-04 82.77 85.58 87.01   2.03 812
3-Sep-04 82.72 85.11 86.93   2.08 832
7-Sep-04 82.37 84.65 86.84   2.43 972
8-Sep-04 82.90 84.24 86.70   1.90 760
9-Sep-04 82.60 83.83 86.58   2.20 880
10-Sep-04 85.02 83.73 86.55   -0.22 -88
13-Sep-04 85.02 83.65 86.51   -0.22 -88
14-Sep-04 85.42 83.62 86.48   -0.62 -248
15-Sep-04 85.70 83.74 86.45   -0.90 -360
16-Sep-04 86.42 83.93 86.44   -1.62 -648
17-Sep-04 85.45 84.09 86.43   -0.65 -260
20-Sep-04 86.00 84.30 86.45   -1.20 -480
21-Sep-04 86.65 84.45 86.46   -1.85 -740
22-Sep-04 84.85 84.46 86.45   -0.05 -20
23-Sep-04 84.15 84.54 86.38   0.65 260
24-Sep-04 84.47 84.65 86.26   0.33 132
27-Sep-04 83.80 84.72 86.13   1.00 400
28-Sep-04 84.10 84.84 85.99   0.70 280
29-Sep-04 85.90 85.04 85.88   -1.10 -440
30-Sep-04 85.08 85.20 85.76   -0.28 -112
1-Oct-04 85.88 85.26 85.68   -1.08 -430
4-Oct-04 85.83 85.31 85.61   -1.03 -410
5-Oct-04 86.18 85.36 85.56   -1.38 -550
6-Oct-04 86.23 85.40 85.56   -1.43 -570
7-Oct-04 85.45 85.33 85.51   -0.65 -260
8-Oct-04 86.23 85.39 85.50   -1.43 -570
11-Oct-04 86.40 85.41 85.49   -1.60 -640
12-Oct-04 86.78 85.42 85.44   -1.98 -790 Bought on the close when cattle were sold.