Individual or System of Models?	Individual Model
In-Sample Period	2-1-2001 to 4-1-2001
Length of In-Sample Period	2 Months
Out-of-Sample Period	Post 4-1-2001
Length of Out-of-Sample Period	Over 1-Year and 2-Months
Date of Model Development	2-17-2002
Time since Model Development	4-Months
Number of Non-Optimized Inputs	4
Number of Optimized Inputs	0
Total Number of Inputs	4
Hypothetical Profit
Overall	+$338,000 (approx.)
Out-of-Sample	+$251,000 (approx.)
Post-Model Development	+$56,000  (approx.)
Hypothetical Number of Contracts	1
Post-Model Optimization	None
Post-Model Validation?	Yes