未來研究與建議 - 中華大學

本研究在未來的研究可依下述方向作延續：

(1) 在特徵模糊轉換方面，本研究採用對各技術指標對進行模糊分群的動作與模糊化指標的方法來轉換為具買賣策略之特徵值，為了能透露出更多的股市買賣訊息，未來可以朝向利用模糊規則的方式，將不同模糊化指標組合，

以提供股市決策模型更多的股市訊息。

(2) 本研究以探討大盤的趨勢為主，在實驗過程中發現本模型在預測效能上有不錯的結果，未來可用來探討於個股或是認購權證等其它金融衍生產品，

以驗證本研究模型的方法。

(3) 本模型架構主軸為支持向量迴歸，但實際上尚有其他人工智慧技術可以用來探討股市趨勢，例如類神經網路、灰色理論及案件式推理等技術可以運用，未來可以用其他的技術當做研究模型主軸並搭配模糊化指標來做股市趨勢之探討。

參考文獻

中文部分

1. 林耀暄，2001，“模糊理論和基因演算法於股市買賣點決策及資金比例配置之研究”，中華大學資工所碩士論文

2. 徐俊明，1999，投資學理論與實務，新陸出版

3. 陳天賞，2002，“利用基因演算法最佳化類神經網路並運用在電子類股股價指數預測問題上”，中華大學資訊管理研究所碩士論文

4. 傅光萬，2005，“遺傳程式規劃為基礎的股票動態交易策略之研究-模糊化技術指標擇時策略之應用”，輔仁大學資訊管理學系碩士論文

5. 董永寬、許淑卿，1998，投資學，新陸出版

6. 蘇木春、張孝德，1997，機器學習：類神經網路、模糊系統以及基因演算法則，

全華科技圖書股份有限公司

英文部分

1. Bezdek, J.C.;1974, “Cluster validity with fuzzy sets,” Journal of Cybernetics, Vol. 3, pp.58-73.

2. Chang, P.C., Liu, C.H.; 2008, “A TSK type fuzzy rule based system for stock price prediction”, Expert Systems with Application, Vol.34, pp.135-144.

3. Chiu, D.Y., Chen, P.J.; 2008, “Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm”, Expert Systems with Applications. (in press)

4. Drucker, H., Burges, C. J.C., Kaufman, L., Smola A., Vapnik V.; 1997, “Support vector regression machines”, Advances in Neural Information Processing Systems, Vol. 9, pp.

155-161.

5. Dourra, H., Siy, P.; 2002, “Investment usingtechnical analysis and fuzzy logic”, Fuzzy Sets and Systems, Vol. 127, pp.221-240.

6. Fazel Zarandi, M.H., Rezaee, B., Turksen, I.B., Neshat, E.; 2007, “A type-2 fuzzy rule-based expert system model for stock price analysis”, Expert Systems with Applications. (in press)

7. Fletcher, R.; 1987, Practical method of optimization, John Wiley and Sons, Inc.

8. Gunn, S. R.; 1998, Support vector machines for classification and regression, Technical Report, Image Speech and Intelligent Systems Research Group, University of Southampton.

9. Huang, C.L., Tsai, C.Y.; 2008, “A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting”, Expert Systems with Application. (in press) 10. Ince, H., Trafalis, T.B.; 2006, “A hybrid model for exchange rate prediction”,

Decision Support Systems, Vol.42, pp.1054-1062.

11. Kamijo, K., Tanigawa, T., 1990, “Stock price pattern recognition: a recurrent neural network approach”. In: Proceedings of the International Joint Conference on Neural Networks, pp. 215-221.

12. Khemchandani, R., Jayadeva, Chandra, S.; 2007, “Regularized least squares fuzzy support vector regression for financial time series forecasting”, Expert Systems with Application. (in press)

13. Kim, K.J., Lee, W.B.; 2004, “Stock market prediction using artificial neural networks with optimal feature transformation”, Neural Comput & Applic, Vol.13, pp. 255-260.

14. Kim, K.J., Han, I.; 2000, “Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index”, Expert Systems with Applications, Vol.19, 125-132.

15. Kimoto, T., Asakawa, K., Yoda, M., Takeoka, M.; 1990, “Stock market prediction system with modular neural networks”, International Joint Conference, pp. 1-6.

16. Kuo, R.J., Chen, C.H., Hwang, Y.C., 2001, “An intelligent stock trading decision support system through integration of genetic algorithm based fuzzy neural network and artificial neural network”, Fuzzy Sets and Systems, Vol. 118, pp. 21-45.

17. Lee, C.C.; 1990, “Fuzzy Logic in Control Systems: Fuzzy Logic Controller - Part I and Part II”, IEEE Transactions on Systems, Man and Cybernetics. Vol. 20, pp.

404-435

18. Vapnik, V.N.; 1995, The nature of statistical learning theory, Springer Verlag.

19. Wang, Y.F.; 2002, “Predicting stock price using fuzzy grey prediction system”, Expert Systems with Application, Vol.22, pp.33-39.

20. Wang, Y.F.; 2003, “Mining stock price using fuzzy rough set system”, Expert Systems with Application, Vol.24, pp.13-23.

21. Zadeh L. A.; 1965, “Fuzzy sets”, Information and Control, Vol. 8, pp. 338-353.

附錄 A、台灣之測試時期的買賣決策點與獲利資料

下列的表格是在本研究模型在台灣的買賣決策點與每次交易的獲利與累積獲利值，測試時期為六年，其決策點與獲利結果如下：

買入日期買入價賣出日期賣出價獲利率累積獲利率

1999/10/15 7923.188 1999/10/18 7804.797 0.985058 0.985058 1999/10/26 7690.309 1999/10/27 7731.168 1.005313 0.990291 1999/11/8 7318.277 1999/11/10 7356.727 1.005254 0.995494 1999/11/15 7575.609 1999/11/16 7570.977 0.999389 0.994886 1999/11/29 7706.117 1999/11/30 7857.047 1.019586 1.014371 1999/12/1 7702.18 1999/12/2 7802.828 1.013067 1.027626 1999/12/3 7880.488 1999/12/6 7982.738 1.012975 1.04096 1999/12/21 7803.93 1999/12/22 8033.367 1.0294 1.071564 2000/1/6 8876.59 2000/1/7 8856.867 0.997778 1.069184 2000/2/1 9829.68 2000/2/9 10039.67 1.021363 1.092024 2000/2/29 9525.648 2000/3/1 9572.238 1.004891 1.097366 2000/3/3 9557.656 2000/3/6 9519.797 0.996039 1.093019 2000/3/9 9453.699 2000/3/13 9279.898 0.981616 1.072924 2000/5/3 8537.348 2000/5/4 8444.066 0.989074 1.061201 2000/5/17 8885.238 2000/5/19 9034.406 1.016788 1.079017 2000/5/22 8903.316 2000/5/23 8811.438 0.989681 1.067882 2000/5/29 8593.617 2000/5/30 8668.699 1.008737 1.077212 2000/5/31 8951.109 2000/6/1 8936.43 0.99836 1.075445 2000/6/8 9151.309 2000/6/9 9113.066 0.995821 1.070951 2000/6/21 8733.199 2000/6/22 8623.398 0.987427 1.057486 2000/6/23 8742.207 2000/6/29 8433.898 0.964733 1.020192 2000/7/5 8079.277 2000/7/6 8291.27 1.026239 1.046961 2000/7/12 8168.559 2000/7/14 8309.668 1.017275 1.065047 2000/7/28 7861.039 2000/7/31 8154.988 1.037393 1.104872 2000/8/7 7804 2000/8/8 7751.277 0.993244 1.097408 2000/8/9 7866.109 2000/8/11 8012.637 1.018628 1.11785 2000/8/16 7870.578 2000/8/17 8059.02 1.023943 1.144614 2000/8/21 8232.906 2000/8/22 8244.418 1.001398 1.146215 2000/8/30 7784.738 2000/8/31 7458.34 0.958072 1.098156 2000/9/1 7659.816 2000/9/5 7829.34 1.022132 1.12246 2000/9/8 7457.859 2000/9/11 7297.777 0.978535 1.098367 2000/9/15 7160.008 2000/9/18 6990.477 0.976323 1.07236 2000/9/20 6843.949 2000/9/27 6706.449 0.979909 1.050816 2000/10/2 6165.637 2000/10/11 6070.43 0.984559 1.03459 2000/10/13 5577.859 2000/10/16 6060.438 1.086517 1.124099 2000/10/19 5261.938 2000/10/23 5644.727 1.072747 1.205874

2001/3/5 5506.598 2001/3/6 5689.637 1.03324 1.283063 2001/4/6 5570.707 2001/4/9 5476.75 0.983134 1.261422 2001/4/11 5470.668 2001/4/13 5592.297 1.022233 1.289467 2001/6/27 4822.668 2001/6/28 4826.27 1.000747 1.29043 2001/7/2 4886.488 2001/7/3 4861.406 0.994867 1.283807 2001/7/6 4670.27 2001/7/16 4505.719 0.964766 1.238574 2001/7/17 4318.02 2001/7/24 4101.609 0.949882 1.176499 2001/7/25 4026.09 2001/7/26 4157.578 1.032659 1.214922 2001/7/27 4341.488 2001/7/31 4299.566 0.990344 1.20319 2001/10/2 3623.67 2001/10/8 3519.35 0.971212 1.168552 2001/10/9 3561.16 2001/11/1 3939.08 1.106123 1.292562 2001/11/5 4014.74 2001/11/6 4136.848 1.030415 1.331876 2001/11/7 4135.969 2001/11/13 4151.457 1.003745 1.336863 2001/11/14 4241.039 2001/12/4 4646.609 1.09563 1.464707 2001/12/5 4766.43 2001/12/13 5539.309 1.162151 1.70221 2001/12/14 5407.539 2001/12/20 5221.957 0.965681 1.643792 2001/12/24 5109.238 2001/12/27 5392.43 1.055428 1.734903 2001/12/28 5332.977 2001/12/31 5398.277 1.012245 1.756146 2002/1/1 5551.238 2002/1/3 5600.047 1.008793 1.771587 2002/1/8 5834.887 2002/1/9 5810.078 0.995748 1.764055 2002/1/14 5687.59 2002/1/17 5488.328 0.964966 1.702252 2002/1/24 5769.777 2002/1/28 5950.637 1.031346 1.755611 2002/1/29 6007.328 2002/1/31 5812.668 0.967596 1.698722 2002/2/4 5857.93 2002/2/5 5849.848 0.99862 1.696379 2002/2/6 5844.25 2002/2/20 5861.656 1.002978 1.701431 2002/2/26 5510.707 2002/3/4 5680.777 1.030862 1.75394 2002/3/6 5957.75 2002/3/11 6011.648 1.009047 1.769808 2002/3/12 6196.258 2002/3/13 6122.539 0.988103 1.748752 2002/3/14 6088.34 2002/3/25 6140.418 1.008554 1.76371 2002/3/26 6219.168 2002/3/27 6242.637 1.003774 1.770366 2002/3/29 6209.918 2002/4/9 6190.828 0.996926 1.764923 2002/4/15 6182.59 2002/4/16 6196 1.002169 1.768752 2002/4/18 6390.68 2002/4/30 6205.09 0.970959 1.717386 2002/5/7 5642.477 2002/5/14 5742.656 1.017754 1.747877 2002/5/20 5789.84 2002/5/28 5729.898 0.989647 1.729781 2002/5/29 5669.527 2002/5/30 5623.227 0.991834 1.715655 2002/6/3 5675.648 2002/6/5 5527.797 0.97395 1.670962 2002/6/6 5599.418 2002/6/7 5591.02 0.9985 1.668456 2002/6/19 5536.418 2002/6/21 5445.77 0.983627 1.641138 2002/7/3 4995.078 2002/7/5 5130.797 1.027171 1.685729 2002/7/9 5377.859 2002/7/11 5262.008 0.978458 1.649415 2002/7/12 5202.59 2002/7/17 5318.008 1.022185 1.686006 2002/7/18 5250.816 2002/7/19 5242.109 0.998342 1.683211 2002/7/22 5161.918 2002/7/25 5039.477 0.97628 1.643285 2002/8/8 4720.727 2002/8/19 4919.02 1.042005 1.712311

2002/8/21 4919.258 2002/8/26 4968.848 1.010081 1.729572 2002/8/27 4935.918 2002/8/29 4789.629 0.970362 1.678312 2002/9/10 4533.27 2002/9/12 4660.527 1.028072 1.725425 2002/9/18 4633.859 2002/10/1 4191.809 0.904604 1.560827 2002/10/7 4067.79 2002/10/21 4458.168 1.095968 1.710616 2002/10/22 4463.52 2002/10/24 4589.879 1.028309 1.759043 2002/10/31 4498.727 2002/11/5 4583.68 1.018884 1.79226 2002/11/6 4566.098 2002/11/7 4725.34 1.034875 1.854765 2002/11/14 4671.77 2002/11/15 4665.559 0.998671 1.852299 2002/11/22 4579.449 2002/11/29 4612.598 1.007239 1.865707 2002/12/2 4646.688 2002/12/4 4793.93 1.031687 1.924827 2002/12/5 4727.488 2002/12/9 4738.977 1.00243 1.929504 2002/12/10 4823.668 2002/12/11 4755.008 0.985766 1.90204 2002/12/12 4699.406 2002/12/20 4549.227 0.968043 1.841256 2002/12/24 4572.77 2002/12/30 4547.316 0.994434 1.831007 2003/1/9 4836.93 2003/1/13 4850.797 1.002867 1.836256 2003/1/20 4907.777 2003/1/21 4951.027 1.008813 1.852438 2003/2/10 4735.367 2003/2/13 4624.867 0.976665 1.809212 2003/2/17 4493.988 2003/2/18 4705.078 1.046972 1.894193 2003/2/19 4605.309 2003/2/21 4550.699 0.988142 1.871732 2003/2/24 4548.348 2003/2/26 4454.348 0.979333 1.833049 2003/3/19 4539.719 2003/3/20 4515.066 0.994569 1.823095 2003/3/24 4586.918 2003/3/25 4570.68 0.99646 1.816641 2003/3/27 4496.047 2003/3/28 4514.238 1.004046 1.823991 2003/3/31 4477.008 2003/4/2 4337.609 0.968863 1.767198 2003/4/7 4499.18 2003/4/22 4648.117 1.033103 1.825698 2003/4/24 4564.93 2003/4/29 4139.5 0.906805 1.655551 2003/5/2 4148.066 2003/5/5 4187.816 1.009583 1.671416 2003/5/6 4202.117 2003/5/12 4244.18 1.01001 1.688147 2003/5/15 4341.098 2003/5/16 4331.238 0.997729 1.684312 2003/5/22 4216.637 2003/5/23 4271.297 1.012963 1.706146 2003/5/26 4349.52 2003/5/28 4451.109 1.023356 1.745995 2003/6/5 4678.078 2003/6/9 4740.449 1.013333 1.769274 2003/6/27 4894.008 2003/7/3 5095.238 1.041118 1.842022 2003/7/9 5367.969 2003/7/10 5358.906 0.998312 1.838912 2003/7/23 5261.008 2003/7/28 5394.75 1.025421 1.88566 2003/8/1 5318.34 2003/8/6 5259.449 0.988927 1.86478 2003/8/7 5225.828 2003/8/18 5488.738 1.05031 1.958596 2003/8/21 5543.609 2003/8/22 5611.859 1.012311 1.982709 2003/9/15 5645.277 2003/9/17 5699.258 1.009562 2.001668 2003/9/24 5684.008 2003/9/25 5722.359 1.006747 2.015174 2003/9/29 5650.109 2003/10/1 5611.406 0.99315 2.00137 2003/10/2 5581.656 2003/10/6 5747.789 1.029764 2.060939 2003/10/7 5851.199 2003/10/8 5856.68 1.000937 2.06287

2003/10/16 5924.379 2003/10/27 5918.137 0.998946 2.101976 2003/10/28 5958.547 2003/11/3 6045.117 1.014529 2.132515 2003/11/6 6142.316 2003/11/10 6056.828 0.986082 2.102835 2003/11/13 5982.75 2003/11/17 6044.77 1.010366 2.124634 2003/11/19 5939.469 2003/11/27 5860.609 0.986723 2.096424 2003/12/1 5771.77 2003/12/8 5900.047 1.022225 2.143017 2003/12/9 5847.148 2003/12/10 5859.559 1.002123 2.147566 2003/12/11 5803.418 2003/12/15 5858.316 1.00946 2.167881 2003/12/17 5887.227 2003/12/18 5752.008 0.977032 2.118088 2003/12/19 5768.758 2003/12/24 5845.508 1.013304 2.146269 2004/1/5 6041.559 2004/1/7 6144.008 1.016957 2.182663 2004/1/14 6210.219 2004/2/2 6375.379 1.026595 2.240711 2004/2/3 6319.957 2004/2/4 6252.227 0.989283 2.216698 2004/2/5 6241.387 2004/2/16 6549.18 1.049315 2.326014 2004/2/17 6565.367 2004/2/25 6589.227 1.003634 2.334467 2004/3/2 6888.43 2004/3/3 6975.258 1.012605 2.363893 2004/3/9 6901.477 2004/3/10 6973.898 1.010494 2.388698 2004/3/11 6874.906 2004/3/12 6879.109 1.000611 2.390159 2004/3/16 6635.977 2004/3/22 6815.09 1.026991 2.454672 2004/3/24 6172.887 2004/3/26 6156.727 0.997382 2.448246 2004/3/29 6132.617 2004/3/31 6494.707 1.059043 2.592798 2004/4/6 6682.727 2004/4/8 6646.738 0.994615 2.578835 2004/4/14 6794.328 2004/4/19 6818.199 1.003513 2.587895 2004/4/20 6779.18 2004/4/21 6799.969 1.003067 2.595832 2004/4/27 6710.699 2004/4/28 6646.797 0.990478 2.571113 2004/4/29 6574.75 2004/4/30 6402.207 0.973757 2.503639 2004/5/4 6029.77 2004/5/14 5918.09 0.981479 2.457267 2004/5/18 5482.957 2004/5/24 5964.938 1.087905 2.673274 2004/5/25 5942.078 2004/6/3 5875.668 0.988824 2.643397 2004/6/4 5671.449 2004/6/9 5986.758 1.055596 2.790359 2004/6/10 5965.699 2004/6/11 5867.508 0.983541 2.744431 2004/6/15 5574.078 2004/6/25 5779.09 1.03678 2.84537 2004/6/28 5802.547 2004/6/30 5741.52 0.989483 2.815444 2004/7/1 5839.438 2004/7/9 5713.387 0.978414 2.75467 2004/7/12 5777.719 2004/7/15 5623.648 0.973334 2.681213 2004/7/16 5542.797 2004/7/29 5383.566 0.971273 2.604188 2004/8/9 5399.156 2004/8/12 5367.34 0.994107 2.588842 2004/8/17 5352.008 2004/8/19 5427.75 1.014152 2.625479 2004/8/20 5602.988 2004/8/30 5797.707 1.034753 2.716722 2004/8/31 5788.938 2004/9/3 5852.848 1.01104 2.746715 2004/9/6 5761.137 2004/9/7 5775.988 1.002578 2.753795 2004/9/14 5928.219 2004/9/17 5891.047 0.99373 2.736527 2004/9/21 5864.539 2004/9/29 5849.219 0.997388 2.729379 2004/9/30 5809.75 2004/10/1 5845.688 1.006186 2.746262 2004/10/4 5945.348 2004/10/7 6060.609 1.019387 2.799504

2004/10/8 6103 2004/10/11 6102.156 0.999862 2.799116 2004/10/12 6089.277 2004/10/26 5774.668 0.948334 2.654497 2004/10/27 5662.879 2004/11/1 5705.93 1.007602 2.674678 2004/11/2 5656.168 2004/11/11 5948.488 1.051682 2.812909 2004/11/19 6049.488 2004/11/24 5851.098 0.967206 2.720661 2004/11/25 5911.309 2004/11/26 5855.238 0.990515 2.694855 2004/11/29 5778.648 2004/12/10 5913.969 1.023417 2.757962 2004/12/13 5911.629 2004/12/14 5878.887 0.994462 2.742687 2004/12/15 5909.648 2004/12/21 5985.938 1.012909 2.778093 2004/12/30 6088.488 2004/12/31 6100.859 1.002032 2.783738 2005/1/4 6143.117 2005/1/6 5988.367 0.974809 2.713614 2005/1/19 5933.566 2005/2/18 6072.156 1.023357 2.776995 2005/3/2 6259.688 2005/3/4 6202.379 0.990845 2.751571 2005/3/10 6213.277 2005/3/17 6072.359 0.97732 2.689165 2005/3/18 6032.469 2005/3/22 6058.957 1.004391 2.700973 2005/3/23 6018.789 2005/3/24 6019.488 1.000116 2.701286 2005/3/29 6048.738 2005/4/1 6005.879 0.992914 2.682146 2005/4/4 6028.75 2005/4/7 6013.488 0.997468 2.675356 2005/4/11 6024.066 2005/4/12 5979.418 0.992588 2.655527 2005/4/14 5998.078 2005/4/19 5715.156 0.952831 2.530269 2005/4/21 5693.008 2005/4/25 5747.09 1.0095 2.554306 2005/5/3 5818.066 2005/5/5 5803.68 0.997527 2.54799 2005/5/6 5927.5 2005/5/9 5967.957 1.006825 2.565381 2005/5/12 5917.129 2005/5/18 5894.008 0.996093 2.555357 2005/5/19 5890.828 2005/5/20 5970.707 1.01356 2.590007 2005/5/23 5954.688 2005/6/7 6137.566 1.030712 2.66955 2005/6/8 6105.789 2005/6/9 6161.656 1.00915 2.693976 2005/6/10 6145.918 2005/6/14 6231.047 1.013851 2.731291 2005/6/17 6282.406 2005/6/29 6316.84 1.005481 2.746261 2005/7/1 6241.938 2005/7/5 6271.199 1.004688 2.759135 2005/7/7 6222.047 2005/7/11 6201.398 0.996681 2.749979 2005/7/12 6298.859 2005/8/1 6311.977 1.002083 2.755706 2005/8/2 6307.93 2005/8/4 6455.566 1.023405 2.820202 2005/8/8 6446.008 2005/8/10 6380 0.98976 2.791323 2005/8/15 6350.898 2005/8/16 6245.129 0.983346 2.744836 2005/8/17 6242.398 2005/8/19 6205.09 0.994023 2.728431 2005/8/22 6158.938 2005/8/30 6049.438 0.982221 2.679922 2005/8/31 6032.117 2005/9/2 6033.469 1.000224 2.680523 2005/9/6 6098.777 2005/9/8 6141.137 1.006946 2.699141 2005/9/9 6149.879 2005/9/16 6082.559 0.989054 2.669595 2005/9/19 6031.238 2005/9/22 6067.34 1.005986 2.685575 2005/9/26 5925.539 2005/9/27 5930.199 1.000786 2.687686

附錄 B、美國之測試時期的買賣決策點與獲利資料

下列的表格是在本研究模型在美國的買賣決策點與每次交易的獲利與累積獲利值，測試時期為六年，其決策點與獲利結果如下：

買入日期買入價賣出日期賣出價獲利率累積獲利率

1999/10/4 1282.81 1999/10/7 1325.4 1.033201 1.033201 1999/10/14 1285.55 1999/11/1 1362.93 1.060192 1.095391 1999/11/24 1404.64 1999/12/10 1408.11 1.00247 1.098097 1999/12/14 1415.22 1999/12/20 1421.03 1.004105 1.102605 1999/12/21 1418.09 1999/12/28 1457.09 1.027502 1.132929 2000/1/7 1403.45 2000/1/10 1441.47 1.02709 1.16362 2000/1/12 1438.56 2000/1/18 1465.15 1.018484 1.185128 2000/1/19 1455.14 2000/1/26 1410.03 0.969 1.148389 2000/1/28 1398.56 2000/2/7 1424.37 1.018455 1.169582 2000/2/8 1424.24 2000/2/10 1411.7 0.991195 1.159284 2000/2/11 1416.83 2000/2/16 1402.05 0.989568 1.147191 2000/3/2 1379.19 2000/3/3 1381.76 1.001863 1.149329 2000/3/6 1409.17 2000/3/7 1391.28 0.987305 1.134738 2000/3/10 1401.69 2000/3/13 1395.07 0.995277 1.129378 2000/3/15 1359.15 2000/3/20 1464.47 1.07749 1.216893 2000/3/21 1456.63 2000/3/23 1500.64 1.030214 1.25366 2000/4/3 1498.58 2000/4/10 1516.35 1.011858 1.268526 2000/4/11 1504.46 2000/4/19 1441.61 0.958224 1.215532 2000/4/20 1427.47 2000/5/12 1407.81 0.986228 1.198791 2000/5/15 1420.96 2000/5/18 1447.8 1.018889 1.221435 2000/5/22 1406.95 2000/5/23 1400.72 0.995572 1.216026 2000/5/24 1373.86 2000/5/31 1422.44 1.03536 1.259025 2000/6/1 1420.6 2000/6/6 1467.63 1.033106 1.300706 2000/6/8 1471.36 2000/6/28 1450.55 0.985857 1.28231 2000/6/29 1454.82 2000/7/6 1446.23 0.994096 1.274739 2000/7/7 1456.67 2000/7/17 1509.98 1.036597 1.32139 2000/7/21 1495.57 2000/7/26 1474.47 0.985892 1.302748 2000/7/27 1452.42 2000/8/1 1430.83 0.985135 1.283383 2000/8/2 1438.1 2000/8/10 1472.87 1.024178 1.314412 2000/8/11 1460.25 2000/8/16 1484.43 1.016559 1.336177 2000/8/18 1496.07 2000/8/25 1508.31 1.008181 1.347109 2000/8/28 1506.45 2000/9/29 1458.29 0.968031 1.304043 2000/10/3 1436.23 2000/10/6 1436.28 1.000035 1.304088 2000/10/10 1402.03 2000/10/17 1374.62 0.98045 1.278593 2000/10/18 1349.97 2000/10/24 1395.78 1.033934 1.321981 2000/10/27 1364.44 2000/11/1 1429.4 1.047609 1.38492 2000/11/3 1428.32 2000/11/6 1428.76 1.000308 1.385347

2000/11/13 1365.98 2000/11/14 1351.26 0.989224 1.370418 2000/11/15 1382.95 2000/11/16 1389.81 1.004961 1.377216 2000/11/17 1372.32 2000/11/20 1367.72 0.996648 1.3726 2000/11/22 1347.35 2000/12/7 1351.46 1.00305 1.376787 2000/12/22 1274.86 2001/1/1 1320.28 1.035627 1.425838 2001/1/9 1295.86 2001/1/12 1326.82 1.023891 1.459903 2001/1/16 1318.32 2001/1/19 1347.97 1.022491 1.492738 2001/1/26 1357.51 2001/2/7 1352.26 0.996133 1.486965 2001/2/12 1314.76 2001/2/16 1326.61 1.009013 1.500367 2001/2/20 1301.53 2001/2/28 1257.94 0.966509 1.450117 2001/3/2 1241.23 2001/3/12 1233.42 0.993708 1.440993 2001/3/13 1180.16 2001/3/14 1197.66 1.014828 1.462361 2001/3/15 1166.71 2001/3/28 1182.17 1.013251 1.481739 2001/3/29 1153.29 2001/3/30 1147.95 0.99537 1.474878 2001/4/2 1160.33 2001/4/3 1145.87 0.987538 1.456498 2001/4/5 1103.25 2001/4/6 1151.44 1.04368 1.520118 2001/4/9 1128.43 2001/4/10 1137.59 1.008117 1.532457 2001/4/11 1168.38 2001/4/12 1165.89 0.997869 1.529191 2001/4/27 1234.52 2001/5/8 1266.71 1.026075 1.569065 2001/5/9 1261.2 2001/5/14 1245.67 0.987686 1.549744 2001/5/15 1248.92 2001/5/22 1312.83 1.051172 1.629048 2001/5/24 1289.05 2001/5/29 1277.89 0.991342 1.614944 2001/5/30 1267.93 2001/5/31 1248.08 0.984345 1.589661 2001/6/5 1267.11 2001/6/8 1276.96 1.007774 1.602018 2001/6/18 1214.36 2001/6/26 1218.6 1.003492 1.607612 2001/6/27 1216.76 2001/7/2 1224.42 1.006295 1.617733 2001/7/3 1236.71 2001/7/5 1234.45 0.998173 1.614776 2001/7/6 1219.24 2001/7/17 1202.45 0.986229 1.592539 2001/7/18 1214.44 2001/7/19 1207.71 0.994458 1.583714 2001/7/25 1171.65 2001/7/26 1190.49 1.01608 1.60918 2001/7/27 1202.93 2001/7/30 1205.82 1.002402 1.613046 2001/7/31 1204.52 2001/8/2 1215.93 1.009473 1.628326 2001/8/7 1200.47 2001/8/9 1183.53 0.985889 1.605348 2001/8/13 1190.16 2001/8/14 1191.29 1.00095 1.606873 2001/8/16 1178.02 2001/8/28 1179.21 1.00101 1.608496 2001/8/29 1161.51 2001/8/30 1148.6 0.988885 1.590617 2001/8/31 1129.03 2001/9/24 965.8 0.855425 1.360653 2001/9/26 1012.27 2001/9/27 1007.04 0.994833 1.353623 2001/10/15 1091.65 2001/10/17 1097.54 1.005396 1.360927 2001/10/22 1073.48 2001/10/25 1085.2 1.010918 1.375785 2001/11/8 1115.8 2001/11/14 1139.09 1.020873 1.404501 2001/11/15 1141.21 2001/11/19 1138.65 0.997757 1.401351 2001/11/23 1137.03 2001/11/27 1157.42 1.017933 1.426481 2001/12/4 1129.9 2001/12/5 1143.77 1.012275 1.443991

2001/12/19 1142.92 2001/12/20 1149.56 1.00581 1.430175 2002/1/15 1138.41 2002/1/16 1146.19 1.006834 1.439949 2002/1/28 1133.28 2002/1/29 1133.06 0.999806 1.439669 2002/2/4 1122.2 2002/2/6 1090.02 0.971324 1.398386 2002/2/8 1080.17 2002/2/12 1111.94 1.029412 1.439515 2002/2/13 1107.5 2002/2/14 1118.51 1.009941 1.453826 2002/2/26 1109.43 2002/2/27 1109.38 0.999955 1.45376 2002/2/28 1109.89 2002/3/1 1106.73 0.997153 1.449621 2002/3/4 1131.78 2002/3/5 1153.84 1.019491 1.477876 2002/3/12 1168.26 2002/3/13 1165.58 0.997706 1.474486 2002/3/18 1166.16 2002/3/20 1170.29 1.003542 1.479708 2002/3/25 1148.7 2002/3/26 1131.87 0.985349 1.458028 2002/4/3 1136.76 2002/4/4 1125.4 0.990007 1.443458 2002/4/10 1117.8 2002/4/11 1130.47 1.011335 1.459819 2002/4/22 1125.17 2002/4/23 1107.83 0.984589 1.437321 2002/4/24 1100.96 2002/4/25 1093.14 0.992897 1.427112 2002/5/2 1086.46 2002/5/7 1052.67 0.968899 1.382728 2002/5/8 1049.49 2002/5/10 1073.01 1.022411 1.413716 2002/5/15 1097.28 2002/5/16 1091.07 0.994341 1.405715 2002/5/21 1091.88 2002/5/22 1079.88 0.98901 1.390266 2002/5/23 1086.02 2002/5/24 1097.08 1.010184 1.404424 2002/6/7 1029.15 2002/6/10 1027.53 0.998426 1.402213 2002/6/11 1030.74 2002/6/19 1037.14 1.006209 1.41092 2002/6/26 976.14 2002/6/27 973.53 0.997326 1.407148 2002/7/9 976.98 2002/7/10 952.83 0.975281 1.372364 2002/7/11 920.47 2002/7/12 927.37 1.007496 1.382652 2002/7/18 905.45 2002/7/19 881.56 0.973615 1.346171 2002/7/22 847.76 2002/7/30 898.96 1.060395 1.427472 2002/8/8 876.77 2002/8/9 898.73 1.025046 1.463225 2002/8/13 903.8 2002/8/15 919.62 1.017504 1.488837 2002/8/28 934.82 2002/8/29 917.87 0.981868 1.461842 2002/9/4 878.02 2002/9/6 879.15 1.001287 1.463723 2002/9/20 843.32 2002/9/24 833.7 0.988593 1.447026 2002/9/26 839.66 2002/10/1 815.28 0.970965 1.405011 2002/10/2 843.77 2002/10/3 827.91 0.981203 1.378602 2002/10/4 818.95 2002/10/9 798.55 0.97509 1.344261 2002/10/11 803.92 2002/10/14 835.32 1.039059 1.396766 2002/10/28 897.65 2002/10/29 890.23 0.991734 1.38522 2002/10/30 882.15 2002/10/31 890.71 1.009704 1.398661 2002/11/4 900.96 2002/11/5 908.35 1.008202 1.410134 2002/11/11 894.74 2002/11/13 882.95 0.986823 1.391552 2002/11/14 882.53 2002/11/15 904.27 1.024634 1.425832 2002/11/20 896.74 2002/11/22 933.76 1.041283 1.484694 2002/11/29 938.87 2002/12/3 934.53 0.995378 1.477831 2002/12/11 904.45 2002/12/23 895.74 0.99037 1.463599

2002/12/24 897.38 2003/1/1 879.82 0.980432 1.434959 2003/1/3 909.03 2003/1/6 908.59 0.999516 1.434265 2003/1/9 909.93 2003/1/16 918.22 1.009111 1.447332 2003/1/23 878.36 2003/2/5 848.2 0.965663 1.397635 2003/2/7 838.15 2003/2/12 829.2 0.989322 1.382711 2003/2/13 818.68 2003/2/21 837.1 1.0225 1.413821 2003/2/28 837.28 2003/3/3 841.15 1.004622 1.420356 2003/3/7 822.1 2003/3/10 828.89 1.008259 1.432087 2003/3/20 874.02 2003/3/21 875.84 1.002082 1.435069 2003/3/27 869.95 2003/4/1 848.18 0.974976 1.399158 2003/4/3 880.9 2003/4/4 876.45 0.994948 1.39209 2003/4/7 878.85 2003/4/8 879.93 1.001229 1.3938 2003/4/9 878.29 2003/4/10 865.99 0.985996 1.374281 2003/4/17 879.91 2003/4/21 893.58 1.015536 1.395631 2003/4/28 898.81 2003/4/29 914.84 1.017835 1.420522 2003/4/30 917.84 2003/5/1 916.92 0.998998 1.419098 2003/5/2 916.3 2003/5/5 930.08 1.015039 1.44044 2003/5/6 926.55 2003/5/7 934.39 1.008461 1.452628 2003/5/23 931.87 2003/5/27 933.22 1.001449 1.454732 2003/6/13 998.51 2003/6/16 988.61 0.990085 1.440309 2003/7/22 978.8 2003/7/23 988.11 1.009512 1.454008 2003/9/29 996.85 2003/9/30 1006.58 1.009761 1.468201 2003/10/2 1018.22 2003/10/9 1033.78 1.015282 1.490637 2003/10/10 1038.73 2003/10/13 1038.06 0.999355 1.489676 2003/10/14 1045.35 2003/10/24 1033.77 0.988922 1.473174 2003/10/27 1028.91 2003/11/10 1053.21 1.023617 1.507966 2003/11/12 1046.57 2003/11/21 1033.65 0.987655 1.48935 2003/11/24 1035.28 2003/12/9 1069.3 1.032861 1.538291 2003/12/10 1060.18 2003/12/17 1075.13 1.014101 1.559983 2003/12/18 1076.48 2003/12/22 1088.66 1.011315 1.577634 2003/12/23 1092.94 2003/12/24 1096.02 1.002818 1.58208 2003/12/26 1094.04 2004/1/16 1132.05 1.034743 1.637046 2004/1/22 1147.62 2004/1/23 1143.94 0.996793 1.631796 2004/1/26 1141.55 2004/1/28 1144.05 1.00219 1.63537 2004/1/29 1128.48 2004/2/23 1144.11 1.01385 1.658021 2004/2/24 1140.99 2004/4/21 1118.15 0.979982 1.624831 2004/4/22 1124.09 2004/4/28 1138.11 1.012472 1.645096 2004/4/29 1122.41 2004/5/20 1088.68 0.969949 1.595659 2004/5/21 1089.19 2004/5/26 1113.05 1.021906 1.630614 2004/5/27 1114.94 2004/6/9 1142.18 1.024432 1.670453 2004/6/10 1131.33 2004/6/14 1136.47 1.004543 1.678042 2004/6/17 1133.56 2004/7/1 1140.84 1.006422 1.688819 2004/7/2 1128.94 2004/8/3 1106.62 0.980229 1.655429 2004/8/4 1099.69 2004/8/6 1080.7 0.982732 1.626843

2004/8/19 1095.17 2004/8/27 1105.09 1.009058 1.668949 2004/8/30 1107.77 2004/9/1 1104.24 0.996813 1.663631 2004/9/2 1105.91 2004/9/23 1113.56 1.006917 1.675139 2004/9/24 1108.36 2004/10/1 1114.58 1.005612 1.68454 2004/10/4 1131.5 2004/10/11 1122.14 0.991728 1.670605 2004/10/12 1124.39 2004/10/20 1103.23 0.981181 1.639166 2004/10/21 1103.66 2004/10/25 1095.74 0.992824 1.627403 2004/10/26 1094.81 2004/11/8 1166.17 1.06518 1.733477 2004/11/10 1164.08 2004/11/15 1184.17 1.017258 1.763394 2004/11/17 1175.43 2004/11/18 1181.94 1.005538 1.77316 2004/11/22 1170.34 2004/11/23 1177.24 1.005896 1.783615 2004/11/24 1176.94 2004/12/8 1177.07 1.000111 1.783812 2004/12/9 1182.81 2004/12/10 1189.24 1.005436 1.793509 2004/12/16 1205.72 2004/12/21 1194.65 0.990819 1.777042 2004/12/30 1213.45 2005/1/1 1211.92 0.998739 1.774801 2005/1/5 1188.05 2005/1/14 1177.45 0.991078 1.758966 2005/1/18 1184.52 2005/1/19 1195.98 1.009675 1.775984 2005/1/24 1167.87 2005/1/27 1174.07 1.005309 1.785412 2005/2/1 1181.27 2005/2/2 1189.41 1.006891 1.797715 2005/2/3 1193.19 2005/2/11 1197.01 1.003202 1.803471 2005/2/15 1206.14 2005/2/16 1210.12 1.0033 1.809422 2005/2/23 1184.16 2005/3/3 1210.08 1.021889 1.849028 2005/3/4 1210.47 2005/3/11 1209.25 0.998992 1.847164 2005/3/14 1200.08 2005/3/15 1206.83 1.005625 1.857554 2005/3/17 1188.07 2005/4/1 1180.59 0.993704 1.845859 2005/4/5 1176.12 2005/4/6 1181.39 1.004481 1.85413 2005/4/8 1191.14 2005/4/11 1181.2 0.991655 1.838657 2005/4/18 1142.62 2005/4/21 1137.5 0.995519 1.830418 2005/4/22 1159.95 2005/4/29 1143.22 0.985577 1.804018 2005/5/2 1156.85 2005/5/4 1161.17 1.003734 1.810755 2005/5/10 1178.84 2005/5/11 1166.22 0.989295 1.79137 2005/5/16 1154.05 2005/5/19 1185.56 1.027304 1.840281 2005/5/20 1191.08 2005/6/1 1191.5 1.000353 1.84093 2005/6/3 1204.29 2005/6/7 1197.51 0.99437 1.830566 2005/6/9 1194.67 2005/6/13 1198.11 1.002879 1.835837 2005/6/14 1200.82 2005/6/16 1206.55 1.004772 1.844597 2005/6/20 1216.96 2005/6/28 1190.69 0.978413 1.804779 2005/6/29 1201.57 2005/7/11 1211.86 1.008564 1.820235 2005/7/12 1219.44 2005/7/25 1233.68 1.011678 1.841491 2005/7/26 1229.03 2005/7/27 1231.16 1.001733 1.844682 2005/7/29 1243.72 2005/8/3 1244.12 1.000322 1.845276 2005/8/4 1245.04 2005/8/29 1205.1 0.967921 1.78608 2005/9/1 1220.33 2005/9/15 1227.16 1.005597 1.796077 2005/9/16 1228.42 2005/9/21 1221.34 0.994236 1.785725 2005/9/22 1210.2 2005/9/27 1215.63 1.004487 1.793737

附錄 C、巴西之測試時期的買賣決策點與獲利資料

下列的表格是在本研究模型在巴西的買賣決策點與每次交易的獲利與累積獲利值，測試時期為六年，其決策點與獲利結果如下：

買入日期買入價賣出日期賣出價獲利率累積獲利率

1999/10/4 10979 1999/10/18 11146 1.015211 1.015211 1999/10/19 10982 1999/11/1 11701 1.065471 1.081678 1999/11/3 11763 1999/11/5 12409 1.054918 1.141081 1999/11/23 13445 1999/11/24 13570 1.009297 1.15169 1999/12/2 13890 1999/12/6 14415 1.037797 1.19522 1999/12/8 14302 1999/12/10 14596 1.020557 1.21979 1999/12/22 15606 1999/12/23 15926 1.020505 1.244802 2000/1/7 16125 2000/1/10 16325 1.012403 1.260241 2000/1/11 17045 2000/1/13 16663 0.977589 1.231997 2000/1/17 17678 2000/1/19 17905 1.012841 1.247817 2000/1/21 17188 2000/1/26 16972 0.987433 1.232136 2000/1/31 16744 2000/2/2 16546 0.988175 1.217566 2000/2/4 17471 2000/2/10 18367 1.051285 1.280009 2000/2/16 17921 2000/2/25 17784 0.992355 1.270223 2000/2/28 17787 2000/3/1 17668 0.99331 1.261725 2000/3/2 17966 2000/3/3 18016 1.002783 1.265237 2000/3/8 18617 2000/3/13 18279 0.981845 1.242266 2000/3/14 17595 2000/3/17 17654 1.003353 1.246432 2000/3/20 17511 2000/3/23 18314 1.045857 1.303589 2000/3/24 18332 2000/3/29 18339 1.000382 1.304087 2000/3/30 18053 2000/4/5 16762 0.928488 1.210829 2000/4/11 16787 2000/4/12 16542 0.985405 1.193158 2000/4/20 14938 2000/4/24 15204 1.017807 1.214404 2000/4/25 14798 2000/4/27 15446 1.04379 1.267583 2000/5/3 15525 2000/5/5 14967 0.964058 1.222023 2000/5/8 15220 2000/5/11 14447 0.949212 1.159958 2000/5/17 15361 2000/5/22 14330 0.932882 1.082104 2000/5/23 13891 2000/5/24 13592 0.978475 1.058812 2000/5/29 14541 2000/5/31 15251 1.048827 1.110511 2000/6/2 15518 2000/6/5 16222 1.045367 1.160892 2000/6/14 16365 2000/6/20 16854 1.029881 1.19558 2000/6/21 16854 2000/6/26 16977 1.007298 1.204305 2000/6/27 16743 2000/6/28 16532 0.987398 1.189128 2000/6/30 16404 2000/7/4 17106 1.042794 1.240016 2000/7/5 17285 2000/7/12 16893 0.977321 1.211895 2000/7/13 17057 2000/7/17 16890 0.990209 1.200029 2000/7/18 17379 2000/7/24 17314 0.99626 1.195541

2000/7/25 17390 2000/8/1 16475 0.947384 1.132636 2000/8/7 16772 2000/8/9 16894 1.007274 1.140875 2000/8/11 16846 2000/8/16 17741 1.053128 1.201487 2000/8/17 17326 2000/8/21 17317 0.999481 1.200863 2000/8/22 17086 2000/8/28 17657 1.033419 1.240995 2000/8/31 17417 2000/9/8 17594 1.010162 1.253607 2000/9/13 16888 2000/9/14 17032 1.008527 1.264296 2000/9/26 16319 2000/9/27 16289 0.998162 1.261972 2000/10/3 15562 2000/10/4 15653 1.005848 1.269351 2000/10/6 16370 2000/10/13 15441 0.94325 1.197315 2000/10/16 15387 2000/10/17 15267 0.992201 1.187978 2000/10/26 13705 2000/10/30 14707 1.073112 1.274833 2000/11/8 14982 2000/11/9 14667 0.978975 1.248029 2000/11/10 14542 2000/11/14 14395 0.989891 1.235413 2000/11/17 14479 2000/11/23 14579 1.006907 1.243946 2000/11/27 14340 2000/11/30 13779 0.960879 1.195281 2000/12/1 13303 2000/12/4 13396 1.006991 1.203637 2000/12/6 14180 2000/12/7 13947 0.983568 1.183859 2000/12/8 14462 2000/12/12 15186 1.050062 1.243126 2000/12/15 15253 2001/1/1 15242 0.999279 1.24223 2001/1/3 15425 2001/1/4 16597 1.075981 1.336615 2001/1/5 16679 2001/1/12 17034 1.021284 1.365064 2001/1/15 16858 2001/1/24 17849 1.058785 1.445309 2001/1/30 17882 2001/2/1 17670 0.988145 1.428174 2001/2/2 17027 2001/2/5 16914 0.993364 1.418696 2001/2/7 17003 2001/2/13 16922 0.995236 1.411938 2001/2/21 15909 2001/3/2 16423 1.032309 1.457556 2001/3/5 16620 2001/3/8 16401 0.986823 1.43835 2001/3/12 16125 2001/3/19 15249 0.945674 1.360211 2001/3/22 14847 2001/3/23 14070 0.947666 1.289026 2001/3/26 14443 2001/4/11 15057 1.042512 1.343825 2001/4/12 14811 2001/4/16 14974 1.011005 1.358614 2001/4/17 14443 2001/4/19 14956 1.035519 1.40687 2001/4/23 13734 2001/4/25 14062 1.023882 1.44047 2001/4/26 14204 2001/5/7 15103 1.063292 1.53164 2001/5/8 14861 2001/5/14 14499 0.975641 1.494331 2001/5/16 14256 2001/5/17 14727 1.033039 1.543701 2001/5/18 14848 2001/5/24 14694 0.989628 1.52769 2001/5/25 14523 2001/5/30 14459 0.995593 1.520958 2001/5/31 14514 2001/6/7 15319 1.055464 1.605316 2001/6/8 15469 2001/6/11 15291 0.988493 1.586844 2001/6/12 15238 2001/6/15 15386 1.009713 1.602256 2001/6/19 14375 2001/6/26 14521 1.010157 1.61853 2001/6/27 14477 2001/7/3 14561 1.005802 1.627921 2001/7/4 14352 2001/7/13 13907 0.968994 1.577445

2001/7/16 14081 2001/8/13 13914 0.98814 1.558737 2001/8/16 13686 2001/10/1 10633 0.776925 1.211022 2002/1/11 13554 2002/1/14 13594 1.002951 1.214596 2002/1/15 13131 2002/1/18 13340 1.015917 1.233928 2002/1/21 13367 2002/1/23 13025 0.974415 1.202358 2002/2/4 12648 2002/2/5 12557 0.992805 1.193707 2002/3/11 13959 2002/3/12 13717 0.982664 1.173012 2002/4/1 13256 2002/4/3 13280 1.001811 1.175136 2002/4/30 13096 2002/5/6 12594 0.961668 1.13009 2002/5/8 12353 2002/5/13 12147 0.983324 1.111245 2002/6/17 11705 2002/6/18 11942 1.020248 1.133745 2002/6/19 11822 2002/6/26 10676 0.903062 1.023842 2002/6/27 10690 2002/6/28 11018 1.030683 1.055256 2002/7/10 10690 2002/7/15 10966 1.025818 1.082502 2002/7/24 9739 2002/7/25 9947 1.021357 1.105621 2002/7/29 9251 2002/8/2 9768 1.055886 1.16741 2002/8/16 9213 2002/8/20 9455 1.026267 1.198074 2002/8/21 9270 2002/8/23 9710 1.047465 1.254941 2002/9/9 9725 2002/9/13 10156 1.044319 1.310558 2002/9/19 9512 2002/9/20 9375 0.985597 1.291682 2002/9/24 9245 2002/9/26 9251 1.000649 1.292521 2002/9/30 8718 2002/10/1 8642 0.991282 1.281253 2002/10/2 9011 2002/10/7 9268 1.028521 1.317795 2002/10/8 8870 2002/10/15 8452 0.952875 1.255694 2002/10/16 8510 2002/10/22 9099 1.069213 1.342604 2002/11/7 9734 2002/11/25 10407 1.069139 1.43543 2002/11/27 10142 2002/11/28 10222 1.007888 1.446753 2002/12/9 10562 2002/12/10 10345 0.979455 1.417029 2002/12/18 10833 2002/12/19 10987 1.014216 1.437173 2002/12/31 11235 2003/1/1 11291 1.004984 1.444337 2003/1/7 12010 2003/1/8 11875 0.988759 1.428101 2003/1/10 11925 2003/1/13 12243 1.026667 1.466184 2003/1/17 11952 2003/1/21 11610 0.971386 1.42423 2003/1/23 11148 2003/1/28 10534 0.944923 1.345787 2003/1/29 10514 2003/2/3 10943 1.040803 1.400699 2003/2/4 10879 2003/2/13 10509 0.96599 1.353061 2003/2/19 10434 2003/2/20 10259 0.983228 1.330367 2003/2/26 10192 2003/3/5 10263 1.006966 1.339635 2003/3/19 11143 2003/3/20 10993 0.986539 1.321602 2003/3/26 11248 2003/4/3 11877 1.055921 1.395507 2003/4/10 11784 2003/4/14 11726 0.995078 1.388638 2003/4/15 11865 2003/4/24 12370 1.042562 1.447742 2003/4/28 12128 2003/4/30 12713 1.048236 1.517574 2003/5/7 12669 2003/5/8 12969 1.02368 1.55351

2003/5/19 13179 2003/5/20 12753 0.967676 1.546478 2003/5/21 12749 2003/5/23 13101 1.02761 1.589176 2003/5/27 12861 2003/5/28 13257 1.030791 1.638108 2003/5/29 13303 2003/5/30 13413 1.008269 1.651653 2003/6/6 13794 2003/6/10 13869 1.005437 1.660633 2003/6/11 13898 2003/6/17 13843 0.996043 1.654062 2003/6/24 12993 2003/6/30 13027 1.002617 1.65839 2003/7/1 12967 2003/7/2 13292 1.025064 1.699955 2003/7/7 13274 2003/7/10 13622 1.026217 1.744522 2003/7/24 13799 2003/7/28 13752 0.996594 1.73858 2003/8/6 13060 2003/8/7 12892 0.987136 1.716216 2003/8/27 14876 2003/8/28 15151 1.018486 1.747942 2003/9/11 15985 2003/9/15 16423 1.027401 1.795837 2003/9/17 16280 2003/9/22 16850 1.035012 1.858713 2003/9/24 16446 2003/9/29 15810 0.961328 1.786833 2003/9/30 16109 2003/10/1 16010 0.993854 1.775852 2003/10/2 16582 2003/10/8 17474 1.053793 1.871381 2003/10/17 17923 2003/10/22 18449 1.029348 1.926302 2003/10/24 17687 2003/11/3 17983 1.016735 1.958539 2003/11/4 18519 2003/11/5 18545 1.001404 1.961289 2003/11/6 18307 2003/11/26 19810 1.0821 2.12231 2003/11/27 19695 2003/12/2 20523 1.042041 2.211535 2003/12/4 20540 2003/12/9 20889 1.016991 2.249111 2003/12/10 21258 2003/12/11 20971 0.986499 2.218746 2003/12/12 21296 2003/12/22 21386 1.004226 2.228123 2003/12/23 21631 2003/12/26 21688 1.002635 2.233994 2003/12/31 22051 2004/1/1 22233 1.008254 2.252433 2004/1/9 23722 2004/1/12 23896 1.007335 2.268954 2004/1/16 22964 2004/1/28 24226 1.054956 2.393646 2004/1/30 22384 2004/2/2 21842 0.975786 2.335687 2004/2/10 21936 2004/2/12 23197 1.057485 2.469955 2004/2/13 23067 2004/2/20 20949 0.908181 2.243165 2004/2/26 21608 2004/3/2 22496 1.041096 2.33535 2004/3/3 22442 2004/3/4 22542 1.004456 2.345756 2004/3/5 22397 2004/3/26 21001 0.93767 2.199545 2004/3/30 21531 2004/4/12 22725 1.055455 2.321521 2004/4/13 22777 2004/4/15 22312 0.979585 2.274127 2004/4/20 21627 2004/4/23 21142 0.977574 2.223128 2004/4/27 21324 2004/4/28 21317 0.999672 2.222398 2004/4/29 20481 2004/4/30 19871 0.970216 2.156207 2004/5/6 20019 2004/5/10 18616 0.929917 2.005092 2004/5/11 17607 2004/5/19 18602 1.056512 2.118403 2004/5/20 18688 2004/7/5 21565 1.153949 2.44453 2004/7/7 21190 2004/7/22 21821 1.029778 2.517323 2004/7/26 21635 2004/7/27 21325 0.985671 2.481253

2004/7/29 22169 2004/8/3 22453 1.012811 2.51304 2004/8/5 22174 2004/8/11 21736 0.980247 2.4634 2004/8/12 21574 2004/8/17 21767 1.008946 2.485438 2004/8/18 22059 2004/8/20 22935 1.039712 2.584139 2004/8/24 22863 2004/8/27 22583 0.987753 2.552491 2004/8/30 22600 2004/9/3 22688 1.003894 2.56243 2004/9/6 22416 2004/9/13 21970 0.980104 2.511447 2004/9/16 22346 2004/9/22 23106 1.034011 2.596863 2004/9/23 22749 2004/9/29 23230 1.021144 2.65177 2004/10/4 23784 2004/10/5 24150 1.015388 2.692577 2004/10/7 24014 2004/10/8 24120 1.004414 2.704462 2004/10/15 22961 2004/10/18 23368 1.017726 2.752401 2004/10/19 23411 2004/10/20 22893 0.977874 2.6915 2004/10/21 22873 2004/10/27 22861 0.999475 2.690088 2004/11/4 23660 2004/11/5 23864 1.008622 2.713282 2004/11/11 23457 2004/11/17 23772 1.013429 2.749718 2004/11/18 24167 2004/11/24 24339 1.007117 2.769288 2004/11/25 24372 2004/11/30 24855 1.019818 2.82417 2004/12/1 25129 2004/12/2 25235 1.004218 2.836083 2004/12/3 25218 2004/12/7 25632 1.016417 2.882642 2004/12/8 24988 2004/12/9 24970 0.99928 2.880566 2004/12/10 24530 2004/12/13 24933 1.016429 2.92789 2004/12/14 25226 2004/12/23 25719 1.019543 2.985111 2004/12/27 25862 2004/12/28 25937 1.0029 2.993767 2004/12/29 26117 2005/1/6 24695 0.945553 2.830765 2005/1/7 24376 2005/1/17 24924 1.022481 2.894404 2005/1/18 24515 2005/1/26 24207 0.987436 2.858039 2005/1/27 24529 2005/2/9 25733 1.049085 2.998325 2005/2/10 26314 2005/2/21 26730 1.015809 3.045726 2005/2/22 26856 2005/2/23 26746 0.995904 3.033251 2005/2/24 27198 2005/4/25 24769 0.910692 2.762357 2005/4/26 25232 2005/4/28 25238 1.000238 2.763014 2005/5/3 24711 2005/5/16 23883 0.966493 2.670433 2005/5/18 24410 2005/5/20 24827 1.017083 2.716053 2005/5/25 24541 2005/6/1 25209 1.02722 2.789983 2005/6/2 25950 2005/6/3 26642 1.026667 2.864382 2005/6/6 26363 2005/6/13 24955 0.946592 2.711401 2005/6/14 24898 2005/6/16 25479 1.023335 2.774672 2005/6/20 26093 2005/6/22 25730 0.986088 2.736071 2005/6/23 25678 2005/6/30 25132 0.978737 2.677893 2005/7/1 25051 2005/7/5 25042 0.999641 2.676931 2005/7/7 24513 2005/7/15 25916 1.057235 2.830144 2005/7/18 25222 2005/7/27 24882 0.98652 2.791993 2005/7/28 25340 2005/7/29 26065 1.028611 2.871875

附錄 D、英國之測試時期的買賣決策點與獲利資料

下列的表格是在本研究模型在英國的買賣決策點與每次交易的獲利與累積獲利值，測試時期為六年，其決策點與獲利結果如下：

買入日期買入價賣出日期賣出價獲利率累積獲利率

1999/10/7 6101.9 1999/10/8 6202.7 1.01652 1.01652 1999/10/12 6242.8 1999/11/9 6381 1.022138 1.039023 1999/12/8 6656.2 1999/12/9 6625.1 0.995328 1.034168 1999/12/10 6674.9 1999/12/13 6744.5 1.010427 1.044952 1999/12/17 6677.9 1999/12/20 6720.2 1.006334 1.051571 2000/1/7 6477.2 2000/1/12 6518.9 1.006438 1.058341 2000/1/13 6532.8 2000/1/18 6669.5 1.020925 1.080487 2000/1/21 6348.7 2000/1/31 6375.6 1.004237 1.085065 2000/2/3 6302.8 2000/2/4 6324.3 1.003411 1.088766 2000/2/8 6118.6 2000/2/10 6315.4 1.032164 1.123785 2000/2/15 6068.6 2000/3/2 6364.9 1.048825 1.178654 2000/3/29 6650.4 2000/3/30 6598.8 0.992241 1.169509 2000/4/4 6462.1 2000/4/5 6427 0.994568 1.163157 2000/4/7 6451.1 2000/4/11 6533.4 1.012758 1.177996 2000/4/12 6379.2 2000/4/17 6178.1 0.968476 1.14086 2000/4/18 5994.6 2000/4/25 6241.2 1.041137 1.187792 2000/4/26 6283 2000/4/28 6179.3 0.983495 1.168187 2000/5/2 6327.4 2000/5/4 6184.8 0.977463 1.14186 2000/5/11 6100.6 2000/5/16 6247.7 1.024112 1.169393 2000/5/17 6318.4 2000/5/22 6045.4 0.956793 1.118867 2000/5/23 6035.5 2000/5/30 6216.9 1.030056 1.152495 2000/6/5 6626.4 2000/6/7 6546.8 0.987987 1.13865 2000/6/14 6447.1 2000/6/16 6490.8 1.006778 1.146368 2000/6/26 6391.5 2000/6/29 6313.5 0.987796 1.132378 2000/7/6 6382.5 2000/7/10 6497.5 1.018018 1.152782 2000/7/11 6466.2 2000/7/12 6475.8 1.001485 1.154493 2000/7/21 6469 2000/7/24 6378.4 0.985995 1.138324 2000/7/25 6381.3 2000/7/26 6390.7 1.001473 1.140001 2000/7/27 6387.1 2000/8/2 6379.1 0.998748 1.138573 2000/8/9 6358.1 2000/8/11 6387.3 1.004593 1.143802 2000/9/12 6582 2000/9/29 6264.1 0.951702 1.088558 2000/10/2 6294.2 2000/10/3 6284.5 0.998459 1.086881 2000/10/4 6345 2000/10/10 6264.8 0.98736 1.073143 2000/10/12 6117.6 2000/10/17 6285.7 1.027478 1.102631 2000/10/24 6315.9 2000/10/25 6438.4 1.019395 1.124017 2000/10/26 6367.8 2000/10/30 6366.5 0.999796 1.123787 2000/11/3 6392 2000/11/6 6385.4 0.998968 1.122627

2000/11/15 6412.9 2000/11/21 6345 0.989412 1.11074 2000/11/23 6221.4 2000/11/28 6374.7 1.024641 1.13811 2000/11/30 6164.9 2000/12/7 6273.3 1.017583 1.158122 2000/12/13 6390.4 2000/12/18 6175.8 0.966418 1.11923 2000/12/19 6246.5 2000/12/20 6295 1.007764 1.12792 2000/12/22 6115.5 2000/12/31 6223.2 1.017611 1.147784 2001/1/5 6185.6 2001/1/9 6149.6 0.99418 1.141104 2001/1/11 6059.9 2001/1/15 6165.5 1.017426 1.160989 2001/1/16 6170.3 2001/1/17 6083.3 0.9859 1.144619 2001/1/18 6197.4 2001/1/23 6232 1.005583 1.15101 2001/1/29 6294.3 2001/1/30 6317 1.003606 1.155161 2001/1/31 6334.5 2001/2/1 6297.5 0.994159 1.148413 2001/2/5 6256.4 2001/2/6 6269.2 1.002046 1.150763 2001/2/9 6206.1 2001/2/12 6164.3 0.993265 1.143012 2001/2/13 6241.4 2001/2/19 6088.3 0.97547 1.114974 2001/2/20 6094 2001/3/13 5826.5 0.956104 1.066032 2001/3/14 5720.7 2001/3/22 5540.7 0.968535 1.032489 2001/3/23 5314.8 2001/3/28 5728.1 1.077764 1.11278 2001/3/29 5614 2001/3/30 5588.4 0.99544 1.107705 2001/4/3 5618.5 2001/4/4 5463.1 0.972341 1.077068 2001/4/17 5766.6 2001/4/19 5890.2 1.021434 1.100154 2001/4/20 5871.6 2001/4/23 5879.8 1.001397 1.10169 2001/4/24 5871.3 2001/4/26 5827.5 0.99254 1.093471 2001/5/1 5966.9 2001/5/3 5904.2 0.989492 1.081981 2001/5/8 5870.3 2001/5/15 5690.5 0.969371 1.048841 2001/5/16 5842.9 2001/5/17 5884 1.007034 1.056219 2001/5/23 5976.6 2001/5/25 5915.9 0.989844 1.045492 2001/6/1 5796.1 2001/6/5 5856.5 1.010421 1.056387 2001/6/11 5950.6 2001/6/13 5804 0.975364 1.030361 2001/6/14 5820.2 2001/6/29 5638.4 0.968764 0.998177 2001/7/2 5642.5 2001/7/3 5716.7 1.01315 1.011303 2001/7/9 5479.2 2001/7/16 5537 1.010549 1.021971 2001/7/19 5404.6 2001/7/24 5405.3 1.000129 1.022104 2001/7/27 5286.1 2001/7/31 5446.7 1.030382 1.053157 2001/8/2 5546.9 2001/8/3 5584.5 1.006779 1.060296 2001/8/6 5547.6 2001/8/7 5526.4 0.996179 1.056244 2001/8/10 5402.9 2001/8/16 5461.6 1.010865 1.067719 2001/8/17 5389.8 2001/8/23 5408.7 1.003507 1.071464 2001/8/29 5434.7 2001/8/30 5417.6 0.996854 1.068092 2001/9/3 5345 2001/9/4 5312.1 0.993845 1.061518 2001/9/5 5379.6 2001/9/12 4746 0.882222 0.936494 2001/9/18 4898.9 2001/9/19 4848.7 0.989753 0.926898 2001/9/20 4721.7 2001/10/1 4903.4 1.038482 0.962566 2001/10/17 5082.6 2001/10/19 5116 1.006571 0.968892

2001/10/26 5086.6 2001/10/29 5188.6 1.020053 1.022908 2001/11/1 5039.7 2001/11/2 5071.2 1.00625 1.029302 2001/11/6 5209.1 2001/11/7 5214.1 1.00096 1.03029 2001/11/13 5146.2 2001/11/14 5277.1 1.025436 1.056496 2001/11/19 5291 2001/11/20 5338 1.008883 1.065881 2001/11/28 5266 2001/12/3 5203.6 0.98815 1.053251 2001/12/4 5164.6 2001/12/6 5333.5 1.032703 1.087696 2001/12/17 5061 2001/12/19 5151.1 1.017803 1.10706 2002/1/10 5228.5 2002/1/14 5198.6 0.994281 1.100729 2002/1/15 5113.5 2002/1/17 5127.6 1.002757 1.103764 2002/1/21 5126.8 2002/1/23 5149.2 1.004369 1.108587 2002/3/22 5253.3 2002/3/26 5203.6 0.990539 1.098099 2002/4/3 5251.4 2002/4/4 5247.8 0.999314 1.097346 2002/4/9 5178.6 2002/4/10 5179.6 1.000193 1.097558 2002/4/16 5201.4 2002/4/17 5259.9 1.011247 1.109902 2002/4/22 5243.6 2002/4/23 5221.5 0.995785 1.105224 2002/4/26 5197.5 2002/4/29 5159 0.992593 1.097038 2002/5/3 5174.1 2002/5/7 5203.1 1.005605 1.103186 2002/5/22 5197.2 2002/5/27 5169.1 0.994593 1.097221 2002/5/28 5136.3 2002/5/31 5040.8 0.981407 1.076821 2002/6/7 4957.6 2002/6/13 4851.7 0.978639 1.053819 2002/6/14 4771.9 2002/6/20 4652.4 0.974958 1.027428 2002/6/21 4580.3 2002/6/27 4531 0.989237 1.01637 2002/6/28 4540.6 2002/7/1 4656.4 1.025503 1.04229 2002/7/5 4471.2 2002/7/8 4615.6 1.032296 1.075952 2002/7/11 4420.1 2002/7/23 3895.5 0.881315 0.948252 2002/7/24 3858 2002/7/31 4180.9 1.083696 1.027617 2002/8/30 4209.3 2002/9/10 4062.4 0.965101 0.991755 2002/9/11 4175.5 2002/9/12 4210.7 1.00843 1.000115 2002/9/16 4008 2002/9/18 4025.1 1.004267 1.004382 2002/9/20 3813.5 2002/9/30 3907.2 1.024571 1.029061 2002/10/18 4170.7 2002/10/21 4130.5 0.990361 1.019142 2002/10/22 4133.8 2002/10/28 4051.1 0.979994 0.998753 2002/10/29 4090.5 2002/10/30 3935.9 0.962205 0.961005 2002/11/1 4039.7 2002/11/4 3997 0.98943 0.950847 2002/11/5 4141.5 2002/11/6 4146.1 1.001111 0.951904 2002/11/8 4081.3 2002/11/11 4034.6 0.988558 0.941011 2002/12/4 4075.4 2002/12/5 4048.6 0.993424 0.934823 2002/12/6 4032.4 2002/12/9 4013.5 0.995313 0.930442 2002/12/11 3925 2002/12/18 3908.7 0.995847 0.926578 2002/12/19 3835.2 2002/12/24 3936.9 1.026518 0.951148 2003/1/10 3934 2003/1/13 3974.1 1.010193 0.960844 2003/1/15 3945.6 2003/1/17 3881.8 0.98383 0.945307 2003/1/20 3820.6 2003/1/22 3736.7 0.97804 0.924548 2003/1/23 3678 2003/1/27 3603.7 0.979799 0.905871

2003/1/30 3483.8 2003/2/5 3590.1 1.030513 0.933511 2003/2/20 3658.3 2003/2/21 3687.2 1.0079 0.940886 2003/3/6 3563.5 2003/3/7 3555.4 0.997727 0.938747 2003/3/10 3491.6 2003/3/11 3436 0.984076 0.923799 2003/3/12 3452.7 2003/3/13 3287 0.952009 0.879464 2003/3/21 3765.7 2003/3/24 3861.1 1.025334 0.901745 2003/3/25 3743.3 2003/3/27 3793.1 1.013304 0.913741 2003/4/17 3854.9 2003/4/24 3966.5 1.02895 0.940194 2003/4/25 3899 2003/4/28 3870.2 0.992614 0.933249 2003/5/20 3941.3 2003/5/21 3971.6 1.007688 0.940424 2003/5/23 3990.4 2003/5/27 3979.8 0.997344 0.937926 2003/6/4 4115.7 2003/6/5 4126.6 1.002648 0.94041 2003/6/9 4150.8 2003/6/10 4129.1 0.994772 0.935494 2003/6/11 4113 2003/6/13 4161.3 1.011743 0.946479 2003/6/19 4207 2003/6/20 4131.5 0.982054 0.929494 2003/6/26 4067.9 2003/7/2 3963.9 0.974434 0.90573 2003/7/3 4006.9 2003/7/9 4073.6 1.016646 0.920807 2003/7/15 4127.6 2003/7/18 4056.6 0.982799 0.904968 2003/7/29 4148.8 2003/7/31 4141.2 0.998168 0.90331 2003/8/1 4157 2003/8/4 4098.4 0.985903 0.890577 2003/8/18 4247.3 2003/8/22 4223.5 0.994397 0.885586 2003/9/2 4204.4 2003/9/3 4204.4 1 0.885586 2003/9/9 4292.1 2003/9/11 4252.1 0.990681 0.877333 2003/9/18 4293 2003/9/19 4314.7 1.005055 0.881768 2003/9/22 4257 2003/9/23 4228.2 0.993235 0.875803 2003/10/2 4169.2 2003/10/7 4270.1 1.024201 0.896998 2003/10/9 4268.6 2003/10/10 4313.9 1.010612 0.906517 2003/10/23 4285.6 2003/10/24 4240.2 0.989406 0.896914 2003/10/31 4300.9 2003/11/4 4332.6 1.007371 0.903525 2003/11/5 4330.3 2003/11/10 4376.9 1.010761 0.913248 2003/11/13 4371.2 2003/11/14 4373 1.000412 0.913624 2003/11/19 4354.7 2003/11/24 4319 0.991802 0.906134 2003/11/26 4388.7 2003/11/27 4370.3 0.995807 0.902335 2003/11/28 4361.1 2003/12/3 4378.9 1.004081 0.906018 2003/12/8 4367 2003/12/12 4331.3 0.991825 0.898611 2003/12/17 4333 2003/12/22 4412.3 1.018301 0.915057 2004/1/9 4494.2 2004/1/12 4466.3 0.993792 0.909376 2004/1/13 4449.6 2004/1/14 4440.1 0.997865 0.907435 2004/1/20 4518.1 2004/1/21 4499.3 0.995839 0.903659 2004/1/26 4460.8 2004/1/28 4447 0.996906 0.900863 2004/1/30 4411.5 2004/2/2 4390.7 0.995285 0.896616 2004/2/6 4384.4 2004/2/9 4402.7 1.004174 0.900358 2004/2/10 4434.4 2004/2/11 4404.9 0.993348 0.894368 2004/2/13 4377.7 2004/2/16 4412 1.007835 0.901376

2004/3/2 4537 2004/3/3 4540.1 1.000683 0.898231 2004/3/5 4559.1 2004/3/8 4547.1 0.997368 0.895867 2004/3/11 4545.3 2004/3/16 4412.9 0.970871 0.869772 2004/3/19 4397.9 2004/3/22 4417.7 1.004502 0.873687 2004/3/29 4357.5 2004/3/30 4406.7 1.011291 0.883552 2004/4/23 4571.8 2004/4/26 4570 0.999606 0.883204 2004/4/30 4519.5 2004/5/5 4547.2 1.006129 0.888617 2004/5/6 4569.5 2004/5/7 4516.2 0.988336 0.878252 2004/5/10 4498.4 2004/5/12 4454.7 0.990286 0.869721 2004/5/26 4418 2004/5/28 4453.6 1.008058 0.876729 2004/6/2 4422.7 2004/6/3 4422.8 1.000023 0.876749 2004/6/4 4435.4 2004/6/8 4491.6 1.012671 0.887858 2004/6/17 4491.1 2004/6/18 4493.3 1.00049 0.888293 2004/6/21 4505.8 2004/6/22 4502.2 0.999201 0.887583 2004/6/24 4486.7 2004/6/25 4503.2 1.003677 0.890847 2004/6/29 4518.7 2004/6/30 4512.4 0.998606 0.889605 2004/7/1 4464.1 2004/7/5 4407.4 0.987299 0.878306 2004/7/13 4360 2004/7/14 4357.7 0.999473 0.877842 2004/7/29 4356.2 2004/7/30 4418.7 1.014347 0.890437 2004/8/12 4312.2 2004/8/13 4328.1 1.003687 0.89372 2004/9/16 4548.4 2004/9/22 4608.4 1.013191 0.90551 2004/9/24 4568.3 2004/9/27 4578.1 1.002145 0.907452 2004/9/28 4541.2 2004/9/29 4567.3 1.005747 0.912668 2004/9/30 4588.1 2004/10/1 4570.8 0.996229 0.909226 2004/10/4 4659.6 2004/10/14 4634.8 0.994678 0.904387 2004/10/18 4622.7 2004/10/21 4616.4 0.998637 0.903154 2004/10/22 4617.4 2004/10/29 4642.8 1.005501 0.908123 2004/11/3 4693.2 2004/11/10 4717.7 1.00522 0.912863 2004/11/11 4734.5 2004/11/23 4733.1 0.999704 0.912593 2004/11/24 4742.4 2004/12/1 4703.2 0.991734 0.90505 2004/12/2 4735.7 2004/12/3 4751.2 1.003273 0.908012 2004/12/13 4694 2004/12/14 4736.8 1.009118 0.916291 2004/12/20 4696.8 2004/12/21 4731.1 1.007303 0.922983 2004/12/24 4787.7 2005/1/7 4824.3 1.007645 0.930039 2005/1/17 4820.8 2005/1/18 4846.7 1.005373 0.935036 2005/1/20 4818.3 2005/1/21 4800.8 0.996368 0.93164 2005/1/28 4853.4 2005/2/2 4906.2 1.010879 0.941775 2005/2/3 4916.2 2005/2/28 5006.8 1.018429 0.959131 2005/3/1 4968.5 2005/3/2 5000.5 1.006441 0.965308 2005/3/3 4992.8 2005/3/7 5036.3 1.008713 0.973718 2005/3/8 5027.2 2005/3/9 5010.9 0.996758 0.970561 2005/3/10 4996.1 2005/3/11 4962.1 0.993195 0.963956 2005/3/14 4982 2005/3/17 4937.6 0.991088 0.955365 2005/3/18 4922.1 2005/3/24 4910.4 0.997623 0.953094 2005/3/29 4922.5 2005/3/30 4919 0.999289 0.952417

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