Portfolio: MiniMax Futures Portfolio: ES, TF, QM, US, GC

 

PORTFOLIO SETTINGS

Starting Equity: $25,000.00

 

MS

File Name

Vehicle

Description

1

C:\...\MiniMaxPortfolio\MiniMax- Russell.msa

Futures

MiniMax: mini Russell (TF)

2

C:\...\MiniMaxPortfolio\MiniMax- TBonds.msa

Futures

MiniMax: T-Bonds (US)

3

C:\...\MiniMaxPortfolio\MiniMax- EminiSP.msa

Futures

MiniMax: E-mini S&P (ES)

4

C:\...\MiniMaxPortfolio\MiniMax- miniCrude.msa

Futures

MiniMax: E-mini Crude Oil (QM)

5

C:\...\MiniMaxPortfolio\MiniMax- Gold.msa

Futures

MiniMax: Gold (GC)

 

POSITION SIZING SETTINGS & RULES

MS

Sizing Method

Parameters

1

Fixed Contracts

Contracts = 1

2

Fixed Contracts

Contracts = 1

3

Fixed Contracts

Contracts = 1

4

Fixed Contracts

Contracts = 1

5

Fixed Contracts

Contracts = 1

 

 

MSA Report

ALL TRADES

LONG

SHORT

Total Net Profit

$399,087.50

$276,953.75

$122,133.75

Gross Profit

$797,466.25

$490,243.75

$307,222.50

Gross Loss

($398,378.75)

($213,290.00)

($185,088.75)

Profit Factor

2.002

2.298

1.660

Pessimistic Return Ratio

1.832

2.042

1.450

Trading Period

5/24/1995 12:00:00 PM to 12/14/2009 1:15:00 PM (14 years 204 days)

Starting Account Equity

$25,000.00

Highest Closed Trade Equity

$425,087.50

Lowest Closed Trade Equity

$25,000.00

Additions to Equity

$0.00

Withdrawals From Equity

$0.00

Final Account Equity

$424,087.50

Return on Starting Equity

1596%

Total Number of Trades

1,018

576

442

Number of Winning Trades

539

329

210

Number of Losing Trades

479

247

232

Trades Not Taken

0

0

0

Percent Profitable

52.95%

57.12%

47.51%

Max Position Size

1

1

1

Minimum Position Size

1

1

1

Average Position Size

1

1

1

Largest Winning Trade

$9,615.00

$9,615.00

$7,262.50

/Percent of Equity

3.078%

3.078%

2.224%

Largest Winning Trade (%)

10.58%

10.58%

9.997%

/Trade Value

$2,643.75

$2,643.75

$4,987.50

Average Winning Trade

$1,479.53

$1,490.10

$1,462.96

Average Winning Trade (%)

1.055%

1.060%

1.047%

Average R-Multiple, Wins

1.002

Average Length of Wins

7 days 7 hours

8 days 9 hours

5 days 15 hours

Max Number Consecutive Wins

9

11

9

Largest Losing Trade

($4,662.50)

($4,662.50)

($3,567.50)

/Percent of Equity

-1.469%

-1.469%

-1.017%

Largest Losing Trade (%)

-4.614%

-4.614%

-3.651%

/Trade Value

($2,200.00)

($2,200.00)

($1,231.25)

Average Losing Trade

($831.69)

($863.52)

($797.80)

Average Losing Trade (%)

-0.5762%

-0.5980%

-0.5530%

Average R-Multiple, Losses

0.6578

Average Length of Losses

5 days 4 hours

6 days 4 hours

4 days 3 hours

Max Number Consecutive Losses

9

7

10

Average Trade (Expectation)

$392.03

$480.82

$276.32

Average Trade (%)

0.2874%

0.3490%

0.2071%

Trade Standard Deviation

$1,609.95

$1,668.34

$1,524.65

Trade Standard Deviation (%)

1.352%

1.415%

1.263%

Win/Loss Ratio

1.779

1.726

1.834

Win/Loss Ratio (%/%)

1.831

1.773

1.893

Return/Drawdown Ratio

117.2

114.3

34.29

Modified Sharpe Ratio

0.2125

0.2466

0.1641

Sharpe Ratio

0.5719

Average Risk

$1,723.68

Average Risk (%)

1.163%

Average R-Multiple (Expectancy)

0.2212

R-Multiple Standard Deviation

1.076

Average Margin

$6,421.68

Average Margin (%)

4.023%

Max Margin (%)

12.87%

/Margin Value

$12,725.00

Date of Max Margin

11/6/2002 2:15:00 PM

Average Leverage

0.0035

Risk of Ruin

0.0001%

Average Annual Profit/Loss

$27,409.85

Ave Annual Compounded Return

21.46%

Average Monthly Profit/Loss

$2,284.15

Ave Monthly Compounded Return

1.634%

Average Weekly Profit/Loss

$524.62

Ave Weekly Compounded Return

0.3728%

Average Daily Profit/Loss

$75.04

Ave Daily Compounded Return

0.0532%

CLOSED TRADE DRAWDOWNS

ALL TRADES

LONG

SHORT

Number of Drawdowns

120

79

30

Average Drawdown

($2,343.97)

($2,146.36)

($3,458.42)

Average Drawdown (%)

1.587%

1.896%

4.867%

Average Length of Drawdowns

37 days 1 hours

44 days 21 hours

149 days 22 hours

Average Trades in Drawdowns

6

4

12

Worst Case Drawdown

($8,455.00)

($7,630.00)

($10,711.25)

/Percent of Equity

5.262%

3.233%

7.110%

Date at Trough

9/9/2005 1:15:00 PM

9/9/2008 1:15:00 PM

11/16/2009 1:15:00 PM

Trade Number at Trough

493

861

1,008

Length of Drawdown

151 days 0 min

35 days 1 hours

298 days 1 hours

Trades in Drawdown

57

8

43

Worst Case Drawdown (%)

13.63%

9.692%

14.25%

/Equity Value

($7,787.50)

($4,725.00)

($9,972.50)

Date at Trough

9/16/1999 12:00:00 PM

9/14/1999 12:00:00 PM

9/9/2005 1:15:00 PM

Trade Number at Trough

61

60

493

Length of Drawdown

1 years 173 days

267 days 0 min

1 years 292 days

Trades in Drawdown

20

6

102

Longest Drawdown

1 years 173 days

308 days 1 hours

2 years 218 days

Start of Drawdown

2/12/1999 12:00:00 PM

1/2/2001 12:00:00 PM

2/12/1999 12:00:00 PM

End of Drawdown

8/4/2000 12:00:00 PM

11/6/2001 1:15:00 PM

9/18/2001 12:00:00 PM

Percent of Equity

13.63%

6.005%

12.86%

MSA Report

ANNUAL RETURNS

Year

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

Sharpe

2009

$61,498.75

$0.00

$424,087.50

16.96

1.836

122

51.64

2.047

0.8417

2008

$124,558.75

$0.00

$362,588.75

52.33

2.350

110

58.18

2.829

1.478

2007

$45,197.50

$0.00

$238,030.00

23.44

3.279

126

54.76

1.992

0.9507

2006

$32,573.75

$0.00

$192,832.50

20.33

3.714

126

48.41

1.682

0.5866

2005

$7,027.50

$0.00

$160,258.75

4.586

5.262

140

47.14

1.136

0.1530

2004

$20,443.75

$0.00

$153,231.25

15.40

4.791

118

45.76

1.552

0.7414

2003

$33,113.75

$0.00

$132,787.50

33.22

4.685

94

59.57

2.142

1.025

2002

$25,681.25

$0.00

$99,673.75

34.71

4.680

78

57.69

2.073

0.7011

2001

$14,855.00

$0.00

$73,992.50

25.12

4.728

30

63.33

3.049

0.4629

2000

$7,606.25

$0.00

$59,137.50

14.76

3.746

9

55.56

3.143

0.4228

1999

($4,881.25)

$0.00

$51,531.25

-8.653

13.63

18

44.44

0.5149

-0.3271

1998

$7,993.75

$0.00

$56,412.50

16.51

11.20

13

53.85

2.270

0.2456

1997

$10,500.00

$0.00

$48,418.75

27.69

3.511

15

60.00

3.482

0.6815

1996

$5,425.00

$0.00

$37,918.75

16.70

3.586

11

72.73

2.883

0.3929

1995

$7,493.75

$0.00

$32,493.75

29.98

4.402

8

62.50

4.028

0.4667

Ave

$26,605.83

$0.00

$141,559.67

21.54

5.026

67.87

55.70

2.322

0.5882

SD

$32,258.17

$0.00

$119,807.72

13.98

3.174

53.44

7.609

0.9252

0.4194

 

MONTHLY RETURNS

Month

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12-2009

$4,562.50

$0.00

$424,087.50

1.088

0.2352

3

66.67

5.563

11-2009

$11,672.50

$0.00

$419,525.00

2.862

0.3243

13

53.85

4.431

10-2009

$827.50

$0.00

$407,852.50

0.2033

0.9781

11

45.45

1.131

9-2009

$7,963.75

$0.00

$407,025.00

1.996

0.7156

11

54.55

3.329

8-2009

$792.50

$0.00

$399,061.25

0.1990

0.8457

10

50.00

1.234

7-2009

$1,625.00

$0.00

$398,268.75

0.4097

1.295

11

54.55

1.232

6-2009

($860.00)

$0.00

$396,643.75

-0.2164

1.153

8

37.50

0.8181

5-2009

$8,976.25

$0.00

$397,503.75

2.310

0.6011

11

54.55

2.760

4-2009

($2,090.00)

$0.00

$388,527.50

-0.5351

1.395

12

33.33

0.7005

3-2009

$7,813.75

$0.00

$390,617.50

2.041

0.6233

11

63.64

2.488

2-2009

$13,763.75

$0.00

$382,803.75

3.730

0.5481

9

66.67

3.597

1-2009

$6,451.25

$0.00

$369,040.00

1.779

1.836

12

50.00

1.939

12-2008

$11,607.50

$0.00

$362,588.75

3.307

1.423

12

58.33

2.432

11-2008

$3,637.50

$0.00

$350,981.25

1.047

0.6502

6

66.67

1.851

10-2008

$21,036.25

$0.00

$347,343.75

6.447

1.343

9

66.67

3.646

9-2008

$10,488.75

$0.00

$326,307.50

3.321

2.350

12

58.33

1.831

8-2008

$10,295.00

$0.00

$315,818.75

3.370

0.5623

11

54.55

3.941

7-2008

$21,357.50

$0.00

$305,523.75

7.516

0.6232

10

70.00

7.411

6-2008

$2,455.00

$0.00

$284,166.25

0.8715

1.922

8

25.00

1.376

5-2008

$13,158.75

$0.00

$281,711.25

4.900

0.7472

11

72.73

4.932

4-2008

$4,293.75

$0.00

$268,552.50

1.625

0.9925

8

62.50

2.014

3-2008

$14,522.50

$0.00

$264,258.75

5.815

1.095

7

71.43

4.260

2-2008

($556.25)

$0.00

$249,736.25

-0.2222

1.337

8

25.00

0.8947

1-2008

$12,262.50

$0.00

$250,292.50

5.152

0.6983

8

62.50

3.749

12-2007

$5,060.00

$0.00

$238,030.00

2.172

1.146

11

63.64

2.216

11-2007

$12,188.75

$0.00

$232,970.00

5.521

1.154

8

62.50

5.247

10-2007

$952.50

$0.00

$220,781.25

0.4333

1.763

14

42.86

1.094

9-2007

$8,456.25

$0.00

$219,828.75

4.001

0.6718

9

55.56

3.835

8-2007

$2,661.25

$0.00

$211,372.50

1.275

1.231

11

54.55

1.623

7-2007

$3,852.50

$0.00

$208,711.25

1.881

0.8341

11

63.64

2.722

6-2007

$4,905.00

$0.00

$204,858.75

2.453

0.4931

11

54.55

4.466

5-2007

($2,235.00)

$0.00

$199,953.75

-1.105

2.025

11

36.36

0.5611

4-2007

($145.00)

$0.00

$202,188.75

-0.0717

0.7900

8

50.00

0.9279

3-2007

($278.75)

$0.00

$202,333.75

-0.1376

1.235

12

50.00

0.9481

2-2007

$6,110.00

$0.00

$202,612.50

3.109

0.5831

10

70.00

3.472

1-2007

$3,670.00

$0.00

$196,502.50

1.903

0.6968

10

60.00

2.475

12-2006

($4,942.50)

$0.00

$192,832.50

-2.499

3.427

12

25.00

0.2740

11-2006

$790.00

$0.00

$197,775.00

0.4010

1.011

10

40.00

1.280

10-2006

$4,050.00

$0.00

$196,985.00

2.099

0.9887

11

54.55

2.412

9-2006

$6,547.50

$0.00

$192,935.00

3.513

0.2391

6

66.67

13.47

8-2006

($1,602.50)

$0.00

$186,387.50

-0.8524

2.488

16

31.25

0.7894

7-2006

$5,601.25

$0.00

$187,990.00

3.071

0.9218

10

50.00

2.267

6-2006

$5,742.50

$0.00

$182,388.75

3.251

2.066

15

46.67

1.923

5-2006

$12,381.25

$0.00

$176,646.25

7.537

0.000

8

100.0

100.0

4-2006

$4,245.00

$0.00

$164,265.00

2.653

0.7983

7

42.86

2.660

3-2006

($1,806.25)

$0.00

$160,020.00

-1.116

2.399

15

46.67

0.7538

2-2006

($480.00)

$0.00

$161,826.25

-0.2957

2.432

9

44.44

0.9083

1-2006

$2,047.50

$0.00

$162,306.25

1.278

0.8588

7

71.43

2.476

12-2005

($1,133.75)

$0.00

$160,258.75

-0.7025

3.199

13

38.46

0.8130

11-2005

$6,712.50

$0.00

$161,392.50

4.340

0.4041

8

87.50

11.74

10-2005

($62.50)

$0.00

$154,680.00

-0.0404

2.409

10

50.00

0.9836

9-2005

$1,368.75

$0.00

$154,742.50

0.8924

0.7400

12

58.33

1.458

8-2005

($3,888.75)

$0.00

$153,373.75

-2.473

3.614

16

43.75

0.4753

7-2005

($1,346.25)

$0.00

$157,262.50

-0.8488

1.583

10

40.00

0.6969

6-2005

$4,317.50

$0.00

$158,608.75

2.798

1.351

15

60.00

1.848

5-2005

$1,057.50

$0.00

$154,291.25

0.6901

1.867

10

40.00

1.262

4-2005

$6,231.25

$0.00

$153,233.75

4.239

1.054

11

63.64

3.387

3-2005

($5,932.50)

$0.00

$147,002.50

-3.879

3.879

11

18.18

0.0859

2-2005

$3,457.50

$0.00

$152,935.00

2.313

0.7026

12

50.00

2.313

1-2005

($3,753.75)

$0.00

$149,477.50

-2.450

2.450

12

25.00

0.2929

12-2004

$2,830.00

$0.00

$153,231.25

1.882

1.070

13

46.15

1.629

11-2004

($1,596.25)

$0.00

$150,401.25

-1.050

2.725

10

20.00

0.6145

10-2004

$5,416.25

$0.00

$151,997.50

3.695

0.3479

9

77.78

6.271

9-2004

$1,786.25

$0.00

$146,581.25

1.234

1.033

11

54.55

1.679

8-2004

$4,606.25

$0.00

$144,795.00

3.286

1.198

8

50.00

3.625

7-2004

($1,603.75)

$0.00

$140,188.75

-1.131

3.176

10

30.00

0.6439

6-2004

($1,186.25)

$0.00

$141,792.50

-0.8297

2.493

14

35.71

0.7708

5-2004

$2,091.25

$0.00

$142,978.75

1.484

0.8452

9

44.44

1.896

4-2004

$192.50

$0.00

$140,887.50

0.1368

1.474

9

44.44

1.059

3-2004

$1,725.00

$0.00

$140,695.00

1.241

1.405

8

50.00

1.740

2-2004

$2,787.50

$0.00

$138,970.00

2.047

0.5521

6

66.67

3.352

1-2004

$3,395.00

$0.00

$136,182.50

2.557

2.066

11

45.45

1.808

12-2003

$3,323.75

$0.00

$132,787.50

2.567

0.5166

6

66.67

3.530

11-2003

$1,005.00

$0.00

$129,463.75

0.7824

0.7570

8

50.00

1.346

10-2003

$4,852.50

$0.00

$128,458.75

3.926

0.0314

7

85.71

122.3

9-2003

$1,300.00

$0.00

$123,606.25

1.063

1.463

10

50.00

1.374

8-2003

$1,236.25

$0.00

$122,306.25

1.021

1.652

5

80.00

1.605

7-2003

$8,082.50

$0.00

$121,070.00

7.153

0.9448

9

66.67

4.755

6-2003

$2,880.00

$0.00

$112,987.50

2.616

0.3421

6

66.67

5.966

5-2003

$5,772.50

$0.00

$110,107.50

5.533

0.8144

9

77.78

4.848

4-2003

$2,387.50

$0.00

$104,335.00

2.342

2.184

10

70.00

1.676

3-2003

$3,291.25

$0.00

$101,947.50

3.336

1.777

9

33.33

1.938

2-2003

$847.50

$0.00

$98,656.25

0.8665

1.792

6

33.33

1.355

1-2003

($1,865.00)

$0.00

$97,808.75

-1.871

4.685

9

44.44

0.6649

12-2002

($1,607.50)

$0.00

$99,673.75

-1.587

2.602

11

27.27

0.6463

11-2002

$3,712.50

$0.00

$101,281.25

3.805

0.7584

9

66.67

3.194

10-2002

$5,376.25

$0.00

$97,568.75

5.832

0.3897

5

80.00

15.34

9-2002

($60.00)

$0.00

$92,192.50

-0.0650

2.580

8

50.00

0.9838

8-2002

$4,882.50

$0.00

$92,252.50

5.588

1.537

8

62.50

3.123

7-2002

$6,507.50

$0.00

$87,370.00

8.048

1.145

7

71.43

4.434

6-2002

$5,400.00

$0.00

$80,862.50

7.156

1.360

7

71.43

4.008

5-2002

$1,492.50

$0.00

$75,462.50

2.018

2.233

7

57.14

1.647

4-2002

$2,410.00

$0.00

$73,970.00

3.368

0.8852

4

75.00

4.766

3-2002

$653.75

$0.00

$71,560.00

0.9220

0.4799

4

75.00

2.909

2-2002

($415.00)

$0.00

$70,906.25

-0.5819

0.5819

2

0.000

0.000

1-2002

($2,671.25)

$0.00

$71,321.25

-3.610

4.196

6

50.00

0.3179

12-2001

$2,567.50

$0.00

$73,992.50

3.595

0.000

5

100.0

100.0

11-2001

$6,451.25

$0.00

$71,425.00

9.929

0.4174

6

66.67

23.06

10-2001

($2.50)

$0.00

$64,973.75

-0.0038

1.324

4

50.00

0.9971

9-2001

$6,338.75

$0.00

$64,976.25

10.81

0.000

2

100.0

100.0

8-2001

($415.00)

$0.00

$58,637.50

-0.7028

4.728

5

40.00

0.8527

7-2001

$115.00

$0.00

$59,052.50

0.1951

1.048

2

50.00

1.186

6-2001

$643.75

$0.00

$58,937.50

1.104

0.000

1

100.0

100.0

5-2001

$975.00

$0.00

$58,293.75

1.701

0.9767

2

50.00

2.696

4-2001

($137.50)

$0.00

$57,318.75

-0.2393

0.2393

1

0.000

0.000

3-2001

$268.75

$0.00

$57,456.25

0.4699

0.000

1

100.0

100.0

1-2001

($1,950.00)

$0.00

$57,187.50

-3.297

3.297

1

0.000

0.000

12-2000

$2,956.25

$0.00

$59,137.50

5.262

0.000

1

100.0

100.0

11-2000

($481.25)

$0.00

$56,181.25

-0.8493

0.8493

1

0.000

0.000

9-2000

($962.50)

$0.00

$56,662.50

-1.670

2.733

2

50.00

0.3889

8-2000

$1,256.25

$0.00

$57,625.00

2.229

1.041

2

50.00

3.072

4-2000

$2,206.25

$0.00

$56,368.75

4.073

0.000

1

100.0

100.0

2-2000

$3,518.75

$0.00

$54,162.50

6.948

0.000

1

100.0

100.0

1-2000

($887.50)

$0.00

$50,643.75

-1.722

1.722

1

0.000

0.000

12-1999

$1,712.50

$0.00

$51,531.25

3.437

0.5896

3

66.67

6.830

11-1999

$456.25

$0.00

$49,818.75

0.9243

0.000

1

100.0

100.0

9-1999

($2,006.25)

$0.00

$49,362.50

-3.906

4.521

3

33.33

0.1417

8-1999

($1,181.25)

$0.00

$51,368.75

-2.248

3.146

2

50.00

0.2921

7-1999

($1,450.00)

$0.00

$52,550.00

-2.685

2.685

1

0.000

0.000

6-1999

$1,018.75

$0.00

$54,000.00

1.923

0.000

1

100.0

100.0

5-1999

($450.00)

$0.00

$52,981.25

-0.8422

0.8422

1

0.000

0.000

4-1999

($1,837.50)

$0.00

$53,431.25

-3.325

3.325

2

0.000

0.000

3-1999

$143.75

$0.00

$55,268.75

0.2608

0.000

1

100.0

100.0

2-1999

($1,287.50)

$0.00

$55,125.00

-2.282

3.543

3

33.33

0.3642

12-1998

$1,537.50

$0.00

$56,412.50

2.802

0.000

2

100.0

100.0

10-1998

$4,987.50

$0.00

$54,875.00

9.997

0.000

1

100.0

100.0

9-1998

$3,268.75

$0.00

$49,887.50

7.012

0.000

1

100.0

100.0

7-1998

($12.50)

$0.00

$46,618.75

-0.0268

0.0268

1

0.000

0.000

6-1998

($543.75)

$0.00

$46,631.25

-1.153

1.153

1

0.000

0.000

5-1998

$1,581.25

$0.00

$47,175.00

3.468

0.000

1

100.0

100.0

4-1998

($2,087.50)

$0.00

$45,593.75

-4.378

4.614

2

50.00

0.0511

2-1998

($2,556.25)

$0.00

$47,681.25

-5.088

5.088

2

0.000

0.000

1-1998

$1,818.75

$0.00

$50,237.50

3.756

1.916

2

50.00

2.854

12-1997

($506.25)

$0.00

$48,418.75

-1.035

1.488

3

33.33

0.4906

11-1997

$2,393.75

$0.00

$48,925.00

5.144

0.000

1

100.0

100.0

10-1997

$2,225.00

$0.00

$46,531.25

5.022

0.000

2

100.0

100.0

9-1997

$2,393.75

$0.00

$44,306.25

5.711

0.000

1

100.0

100.0

7-1997

$1,100.00

$0.00

$41,912.50

2.695

1.945

2

50.00

2.386

6-1997

($512.50)

$0.00

$40,812.50

-1.240

1.240

1

0.000

0.000

5-1997

$675.00

$0.00

$41,325.00

1.661

0.000

1

100.0

100.0

3-1997

$1,475.00

$0.00

$40,650.00

3.765

1.989

2

50.00

2.788

2-1997

($1,106.25)

$0.00

$39,175.00

-2.746

2.746

1

0.000

0.000

1-1997

$2,362.50

$0.00

$40,281.25

6.230

0.000

1

100.0

100.0

12-1996

$1,112.50

$0.00

$37,918.75

3.023

0.000

1

100.0

100.0

11-1996

$2,862.50

$0.00

$36,806.25

8.433

0.000

1

100.0

100.0

9-1996

($1,262.50)

$0.00

$33,943.75

-3.586

3.586

1

0.000

0.000

8-1996

$2,318.75

$0.00

$35,206.25

7.051

0.000

2

100.0

100.0

7-1996

($431.25)

$0.00

$32,887.50

-1.294

2.570

2

50.00

0.4964

5-1996

$50.00

$0.00

$33,318.75

0.1503

0.000

1

100.0

100.0

4-1996

($56.25)

$0.00

$33,268.75

-0.1688

2.288

2

50.00

0.9262

3-1996

$831.25

$0.00

$33,325.00

2.558

0.000

1

100.0

100.0

12-1995

$787.50

$0.00

$32,493.75

2.484

3.651

2

50.00

1.640

10-1995

$2,612.50

$0.00

$31,706.25

8.980

0.000

1

100.0

100.0

8-1995

$2,081.25

$0.00

$29,093.75

7.705

0.000

1

100.0

100.0

7-1995

($1,243.75)

$0.00

$27,012.50

-4.402

4.402

2

0.000

0.000

6-1995

$3,256.25

$0.00

$28,256.25

13.03

0.000

2

100.0

100.0

5-1995

$0.00

$0.00

$25,000.00

0.000

0.000

0

0.000

0.000

Ave

$2,541.96

$0.00

$140,132.56

1.871

1.322

6.484

55.94

20.52

SD

$4,352.39

$0.00

$107,155.82

3.272

1.219

4.434

28.80

38.46

 

WEEKLY RETURNS

Week

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12/13/2009

($1,000.00)

$0.00

$424,087.50

-0.2352

0.2352

1

0.000

0.000

12/6/2009

$3,262.50

$0.00

$425,087.50

0.7734

0.000

1

100.0

100.0

11/29/2009

$2,300.00

$0.00

$421,825.00

0.5482

0.000

1

100.0

100.0

11/22/2009

$3,580.00

$0.00

$419,525.00

0.8607

0.2983

5

40.00

3.544

11/15/2009

($1,157.50)

$0.00

$415,945.00

-0.2775

0.3243

3

33.33

0.1442

11/8/2009

$9,172.50

$0.00

$417,102.50

2.249

0.000

3

100.0

100.0

11/1/2009

$77.50

$0.00

$407,930.00

0.0190

0.1575

2

50.00

1.121

10/25/2009

($2,448.75)

$0.00

$407,852.50

-0.5968

0.5968

2

0.000

0.000

10/18/2009

$188.75

$0.00

$410,301.25

0.0460

0.3836

3

33.33

1.119

10/11/2009

$2,475.00

$0.00

$410,112.50

0.6072

0.000

1

100.0

100.0

10/4/2009

$580.00

$0.00

$407,637.50

0.1425

0.2996

3

66.67

1.473

9/27/2009

($497.50)

$0.00

$407,057.50

-0.1221

0.3858

3

33.33

0.6836

9/20/2009

$4,145.00

$0.00

$407,555.00

1.027

0.6048

4

25.00

2.699

9/13/2009

$442.50

$0.00

$403,410.00

0.1098

0.1114

2

50.00

1.983

9/6/2009

$3,906.25

$0.00

$402,967.50

0.9789

0.000

4

100.0

100.0

8/23/2009

$2,790.00

$0.00

$399,061.25

0.7041

0.000

4

100.0

100.0

8/16/2009

($1,217.50)

$0.00

$396,271.25

-0.3063

0.3063

1

0.000

0.000

8/9/2009

($2,162.50)

$0.00

$397,488.75

-0.5411

0.5411

4

0.000

0.000

8/2/2009

$1,382.50

$0.00

$399,651.25

0.3471

0.000

1

100.0

100.0

7/26/2009

($2,060.00)

$0.00

$398,268.75

-0.5146

0.5308

2

50.00

0.0306

7/19/2009

($1,372.50)

$0.00

$400,328.75

-0.3417

0.4997

3

33.33

0.3163

7/12/2009

($1,725.00)

$0.00

$401,701.25

-0.4276

0.4276

1

0.000

0.000

7/5/2009

$6,782.50

$0.00

$403,426.25

1.710

0.2857

5

80.00

6.963

6/21/2009

($1,462.50)

$0.00

$396,643.75

-0.3674

0.7642

6

33.33

0.5372

6/14/2009

($1,567.50)

$0.00

$398,106.25

-0.3922

0.3922

1

0.000

0.000

5/31/2009

$2,170.00

$0.00

$399,673.75

0.5459

0.000

1

100.0

100.0

5/24/2009

$6,347.50

$0.00

$397,503.75

1.623

0.4410

4

75.00

4.680

5/17/2009

$902.50

$0.00

$391,156.25

0.2313

0.1608

3

33.33

1.887

5/10/2009

($793.75)

$0.00

$390,253.75

-0.2030

0.2030

1

0.000

0.000

5/3/2009

$4,082.50

$0.00

$391,047.50

1.055

0.000

2

100.0

100.0

4/26/2009

($3,177.50)

$0.00

$386,965.00

-0.8144

0.8144

3

0.000

0.000

4/19/2009

($3,882.50)

$0.00

$390,142.50

-0.9853

0.9853

3

0.000

0.000

4/12/2009

$2,507.50

$0.00

$394,025.00

0.6405

0.000

1

100.0

100.0

4/5/2009

$2,055.00

$0.00

$391,517.50

0.5277

0.0833

5

60.00

7.323

3/29/2009

($3,435.00)

$0.00

$389,462.50

-0.8743

0.9171

3

33.33

0.0472

3/22/2009

$1,020.00

$0.00

$392,897.50

0.2603

0.3470

2

50.00

1.750

3/15/2009

$10,281.25

$0.00

$391,877.50

2.694

0.000

3

100.0

100.0

3/8/2009

($1,442.50)

$0.00

$381,596.25

-0.3766

0.3766

2

0.000

0.000

3/1/2009

$235.00

$0.00

$383,038.75

0.0614

0.000

2

100.0

100.0

2/22/2009

($1,337.50)

$0.00

$382,803.75

-0.3482

0.3482

1

0.000

0.000

2/15/2009

$9,217.50

$0.00

$384,141.25

2.458

0.5481

5

60.00

3.326

2/8/2009

$5,883.75

$0.00

$374,923.75

1.594

0.000

3

100.0

100.0

1/25/2009

$1,595.00

$0.00

$369,040.00

0.4341

0.000

2

100.0

100.0

1/18/2009

($3,913.75)

$0.00

$367,445.00

-1.054

1.054

4

0.000

0.000

1/11/2009

($2,958.75)

$0.00

$371,358.75

-0.7904

0.7904

2

0.000

0.000

1/4/2009

$7,558.75

$0.00

$374,317.50

2.061

0.000

2

100.0

100.0

12/28/2008

$871.25

$0.00

$366,758.75

0.2381

1.217

5

60.00

1.195

12/21/2008

($1,935.00)

$0.00

$365,887.50

-0.5261

0.5261

2

0.000

0.000

12/14/2008

$2,172.50

$0.00

$367,822.50

0.5941

0.000

1

100.0

100.0

12/7/2008

($1,700.00)

$0.00

$365,650.00

-0.4628

0.4628

1

0.000

0.000

11/30/2008

$16,368.75

$0.00

$367,350.00

4.664

0.000

5

100.0

100.0

11/16/2008

$2,785.00

$0.00

$350,981.25

0.7998

0.6117

2

50.00

2.308

11/9/2008

$2,010.00

$0.00

$348,196.25

0.5806

0.000

2

100.0

100.0

11/2/2008

($1,157.50)

$0.00

$346,186.25

-0.3332

0.6158

2

50.00

0.4604

10/26/2008

($1,967.50)

$0.00

$347,343.75

-0.5633

1.017

2

50.00

0.4485

10/19/2008

$15,490.00

$0.00

$349,311.25

4.640

0.000

3

100.0

100.0

10/5/2008

$11,895.00

$0.00

$333,821.25

3.695

0.000

2

100.0

100.0

9/28/2008

($4,381.25)

$0.00

$321,926.25

-1.343

1.343

2

0.000

0.000

9/21/2008

$2,447.50

$0.00

$326,307.50

0.7557

0.000

2

100.0

100.0

9/14/2008

$13,841.25

$0.00

$323,860.00

4.465

1.040

6

66.67

3.682

9/7/2008

($1,430.00)

$0.00

$310,018.75

-0.4591

0.4591

1

0.000

0.000

8/31/2008

($4,370.00)

$0.00

$311,448.75

-1.384

1.899

3

33.33

0.2753

8/24/2008

$312.50

$0.00

$315,818.75

0.0990

0.2219

2

50.00

1.446

8/17/2008

$1,725.00

$0.00

$315,506.25

0.5497

0.5623

4

50.00

1.969

8/10/2008

$1,820.00

$0.00

$313,781.25

0.5834

0.000

1

100.0

100.0

8/3/2008

$6,917.50

$0.00

$311,961.25

2.268

0.1740

3

66.67

13.81

7/27/2008

$77.50

$0.00

$305,043.75

0.0254

0.2387

3

33.33

1.106

7/20/2008

($1,912.50)

$0.00

$304,966.25

-0.6232

0.6232

1

0.000

0.000

7/13/2008

$11,033.75

$0.00

$306,878.75

3.730

0.3951

3

66.67

10.44

7/6/2008

$4,483.75

$0.00

$295,845.00

1.539

0.000

2

100.0

100.0

6/29/2008

$7,195.00

$0.00

$291,361.25

2.532

0.000

2

100.0

100.0

6/22/2008

($1,070.00)

$0.00

$284,166.25

-0.3751

0.3751

1

0.000

0.000

6/15/2008

($3,187.50)

$0.00

$285,236.25

-1.105

1.105

3

0.000

0.000

6/8/2008

$847.50

$0.00

$288,423.75

0.2947

0.4521

2

50.00

1.647

6/1/2008

$5,865.00

$0.00

$287,576.25

2.082

0.3408

2

50.00

7.109

5/25/2008

$1,605.00

$0.00

$281,711.25

0.5730

0.000

2

100.0

100.0

5/18/2008

$4,158.75

$0.00

$280,106.25

1.507

0.4598

3

66.67

4.214

5/11/2008

$2,462.50

$0.00

$275,947.50

0.9004

0.3081

3

66.67

3.923

5/4/2008

$4,932.50

$0.00

$273,485.00

1.837

0.4405

3

66.67

5.076

4/27/2008

$130.00

$0.00

$268,552.50

0.0484

0.000

1

100.0

100.0

4/13/2008

$936.25

$0.00

$268,422.50

0.3500

0.9925

3

66.67

1.351

4/6/2008

$4,365.00

$0.00

$267,486.25

1.659

0.1609

3

66.67

11.15

3/30/2008

$795.00

$0.00

$263,121.25

0.3031

0.4304

2

50.00

1.699

3/23/2008

$2,155.00

$0.00

$262,326.25

0.8283

0.000

1

100.0

100.0

3/16/2008

$9,465.00

$0.00

$260,171.25

3.775

0.000

1

100.0

100.0

3/9/2008

$1,825.00

$0.00

$250,706.25

0.7333

0.6735

2

50.00

2.074

3/2/2008

($855.00)

$0.00

$248,881.25

-0.3424

1.095

2

50.00

0.6897

2/24/2008

($1,505.00)

$0.00

$249,736.25

-0.5990

0.5990

1

0.000

0.000

2/17/2008

$1,670.00

$0.00

$251,241.25

0.6691

0.3246

3

33.33

2.372

2/10/2008

($1,798.75)

$0.00

$249,571.25

-0.7156

0.7156

2

0.000

0.000

2/3/2008

($762.50)

$0.00

$251,370.00

-0.3024

0.3024

1

0.000

0.000

1/27/2008

$80.00

$0.00

$252,132.50

0.0317

0.6983

2

50.00

1.045

1/20/2008

$2,900.00

$0.00

$252,052.50

1.164

0.000

1

100.0

100.0

1/13/2008

$5,285.00

$0.00

$249,152.50

2.167

0.000

2

100.0

100.0

1/6/2008

$3,955.00

$0.00

$243,867.50

1.649

0.6113

3

33.33

2.465

12/30/2007

$1,882.50

$0.00

$239,912.50

0.7909

0.000

1

100.0

100.0

12/23/2007

$4,315.00

$0.00

$238,030.00

1.846

0.000

2

100.0

100.0

12/16/2007

($2,550.00)

$0.00

$233,715.00

-1.079

1.146

5

40.00

0.2360

12/9/2007

$4,117.50

$0.00

$236,265.00

1.774

0.000

3

100.0

100.0

12/2/2007

($822.50)

$0.00

$232,147.50

-0.3530

0.3530

1

0.000

0.000

11/25/2007

($200.00)

$0.00

$232,970.00

-0.0858

0.0858

1

0.000

0.000

11/18/2007

$4,433.75

$0.00

$233,170.00

1.938

0.000

2

100.0

100.0

11/11/2007

($2,670.00)

$0.00

$228,736.25

-1.154

1.154

2

0.000

0.000

11/4/2007

$10,625.00

$0.00

$231,406.25

4.812

0.000

3

100.0

100.0

10/28/2007

($3,912.50)

$0.00

$220,781.25

-1.741

1.741

2

0.000

0.000

10/21/2007

$2,682.50

$0.00

$224,693.75

1.208

1.190

5

60.00

2.003

10/14/2007

$642.50

$0.00

$222,011.25

0.2902

1.216

4

25.00

1.235

9/30/2007

$1,540.00

$0.00

$221,368.75

0.7005

0.3913

3

66.67

2.780

9/23/2007

$1,710.00

$0.00

$219,828.75

0.7840

0.1091

3

33.33

8.125

9/16/2007

$1,882.50

$0.00

$218,118.75

0.8706

0.000

1

100.0

100.0

9/9/2007

$3,032.50

$0.00

$216,236.25

1.422

0.6718

4

50.00

2.106

9/2/2007

$1,831.25

$0.00

$213,203.75

0.8664

0.000

1

100.0

100.0

8/26/2007

$1,035.00

$0.00

$211,372.50

0.4921

0.000

3

100.0

100.0

8/19/2007

($55.00)

$0.00

$210,337.50

-0.0261

0.0261

1

0.000

0.000

8/12/2007

($858.75)

$0.00

$210,392.50

-0.4065

1.206

5

20.00

0.7963

8/5/2007

$2,400.00

$0.00

$211,251.25

1.149

0.000

1

100.0

100.0

7/29/2007

$140.00

$0.00

$208,851.25

0.0671

0.000

1

100.0

100.0

7/22/2007

$3,242.50

$0.00

$208,711.25

1.578

0.1338

4

75.00

12.79

7/15/2007

($242.50)

$0.00

$205,468.75

-0.1179

0.1215

2

50.00

0.0300

7/8/2007

$1,626.25

$0.00

$205,711.25

0.7968

0.2358

3

66.67

4.379

7/1/2007

($773.75)

$0.00

$204,085.00

-0.3777

0.5997

2

50.00

0.3716

6/24/2007

$1,450.00

$0.00

$204,858.75

0.7129

0.000

1

100.0

100.0

6/17/2007

$1,035.00

$0.00

$203,408.75

0.5114

0.4931

5

40.00

1.847

6/10/2007

$1,937.50

$0.00

$202,373.75

0.9666

0.0249

2

50.00

39.75

6/3/2007

$332.50

$0.00

$200,436.25

0.1662

0.0712

2

50.00

3.333

5/27/2007

($430.00)

$0.00

$200,103.75

-0.2144

0.2892

2

50.00

0.2586

5/20/2007

$2,387.50

$0.00

$200,533.75

1.205

0.000

2

100.0

100.0

5/13/2007

($1,237.50)

$0.00

$198,146.25

-0.6207

0.6207

1

0.000

0.000

5/6/2007

($2,387.50)

$0.00

$199,383.75

-1.183

1.413

6

33.33

0.1645

4/29/2007

($417.50)

$0.00

$201,771.25

-0.2065

0.2065

1

0.000

0.000

4/22/2007

($1,610.00)

$0.00

$202,188.75

-0.7900

0.7900

2

0.000

0.000

4/15/2007

$730.00

$0.00

$203,798.75

0.3595

0.1921

2

50.00

2.872

4/8/2007

$465.00

$0.00

$203,068.75

0.2295

0.0049

3

66.67

47.50

4/1/2007

$270.00

$0.00

$202,603.75

0.1334

0.000

1

100.0

100.0

3/25/2007

$452.50

$0.00

$202,333.75

0.2241

1.235

6

66.67

1.175

3/18/2007

($1,455.00)

$0.00

$201,881.25

-0.7156

0.7156

1

0.000

0.000

3/11/2007

$431.25

$0.00

$203,336.25

0.2125

0.6499

3

33.33

1.327

3/4/2007

$292.50

$0.00

$202,905.00

0.1444

0.0086

2

50.00

17.71

2/25/2007

$588.75

$0.00

$202,612.50

0.2914

0.5485

2

50.00

1.527

2/18/2007

$1,157.50

$0.00

$202,023.75

0.5763

0.5831

4

75.00

1.977

2/4/2007

$3,332.50

$0.00

$200,866.25

1.687

0.000

2

100.0

100.0

1/28/2007

$1,928.75

$0.00

$197,533.75

0.9860

0.0859

3

66.67

12.43

1/21/2007

$1,292.50

$0.00

$195,605.00

0.6652

0.0051

3

66.67

130.3

1/14/2007

$130.00

$0.00

$194,312.50

0.0669

0.000

1

100.0

100.0

1/7/2007

($1,362.50)

$0.00

$194,182.50

-0.6968

0.6968

1

0.000

0.000

12/31/2006

$2,712.50

$0.00

$195,545.00

1.407

0.5782

4

50.00

3.433

12/24/2006

($1,171.25)

$0.00

$192,832.50

-0.6037

1.550

4

50.00

0.6104

12/17/2006

($1,555.00)

$0.00

$194,003.75

-0.7952

0.7952

4

0.000

0.000

12/10/2006

($1,816.25)

$0.00

$195,558.75

-0.9202

0.9202

2

0.000

0.000

12/3/2006

$30.00

$0.00

$197,375.00

0.0152

0.000

1

100.0

100.0

11/26/2006

($410.00)

$0.00

$197,345.00

-0.2073

0.2174

3

33.33

0.4184

11/12/2006

$2,762.50

$0.00

$197,755.00

1.417

0.2774

4

75.00

6.023

11/5/2006

($600.00)

$0.00

$194,992.50

-0.3068

0.3068

2

0.000

0.000

10/29/2006

($1,392.50)

$0.00

$195,592.50

-0.7069

0.7069

2

0.000

0.000

10/22/2006

($1,380.00)

$0.00

$196,985.00

-0.6957

0.9887

4

25.00

0.2964

10/15/2006

$1,913.75

$0.00

$198,365.00

0.9742

0.000

2

100.0

100.0

10/8/2006

$2,637.50

$0.00

$196,451.25

1.361

0.2193

3

66.67

7.206

10/1/2006

$878.75

$0.00

$193,813.75

0.4555

0.2477

2

50.00

2.826

9/24/2006

$895.00

$0.00

$192,935.00

0.4660

0.0389

2

50.00

12.93

9/17/2006

$3,155.00

$0.00

$192,040.00

1.670

0.000

1

100.0

100.0

9/10/2006

$2,497.50

$0.00

$188,885.00

1.340

0.2391

3

66.67

6.550

8/27/2006

$3,075.00

$0.00

$186,387.50

1.677

0.4779

4

75.00

4.436

8/20/2006

($2,315.00)

$0.00

$183,312.50

-1.247

1.247

2

0.000

0.000

8/13/2006

($1,138.75)

$0.00

$185,627.50

-0.6097

0.8540

4

25.00

0.2861

8/6/2006

($250.00)

$0.00

$186,766.25

-0.1337

0.1337

1

0.000

0.000

7/30/2006

($973.75)

$0.00

$187,016.25

-0.5180

1.266

5

20.00

0.6189

7/16/2006

$602.50

$0.00

$187,990.00

0.3215

0.6133

4

50.00

1.391

7/9/2006

$6,650.00

$0.00

$187,387.50

3.679

0.000

2

100.0

100.0

7/2/2006

($1,651.25)

$0.00

$180,737.50

-0.9053

0.9218

4

25.00

0.4269

6/25/2006

($2,070.00)

$0.00

$182,388.75

-1.122

1.122

2

0.000

0.000

6/18/2006

($640.00)

$0.00

$184,458.75

-0.3458

0.3458

1

0.000

0.000

6/11/2006

$5,750.00

$0.00

$185,098.75

3.206

0.6108

4

50.00

5.742

6/4/2006

$2,212.50

$0.00

$179,348.75

1.249

1.073

4

75.00

2.164

5/28/2006

$490.00

$0.00

$177,136.25

0.2774

0.2264

4

50.00

2.225

5/14/2006

$1,342.50

$0.00

$176,646.25

0.7658

0.000

1

100.0

100.0

5/7/2006

$7,157.50

$0.00

$175,303.75

4.257

0.000

3

100.0

100.0

4/30/2006

$3,881.25

$0.00

$168,146.25

2.363

0.000

4

100.0

100.0

4/23/2006

($1,280.00)

$0.00

$164,265.00

-0.7732

0.7732

1

0.000

0.000

4/16/2006

$6,802.50

$0.00

$165,545.00

4.285

0.000

3

100.0

100.0

4/9/2006

($1,067.50)

$0.00

$158,742.50

-0.6680

0.6680

1

0.000

0.000

4/2/2006

($210.00)

$0.00

$159,810.00

-0.1312

0.1312

2

0.000

0.000

3/26/2006

($2,298.75)

$0.00

$160,020.00

-1.416

1.416

2

0.000

0.000

3/19/2006

($55.00)

$0.00

$162,318.75

-0.0339

0.7065

3

66.67

0.9524

3/12/2006

$3,585.00

$0.00

$162,373.75

2.258

0.000

4

100.0

100.0

3/5/2006

($2,257.50)

$0.00

$158,788.75

-1.402

1.926

5

20.00

0.2724

2/26/2006

($1,335.00)

$0.00

$161,046.25

-0.8221

0.8221

2

0.000

0.000

2/19/2006

$650.00

$0.00

$162,381.25

0.4019

0.000

1

100.0

100.0

2/12/2006

$3,132.50

$0.00

$161,731.25

1.975

0.000

2

100.0

100.0

2/5/2006

($2,982.50)

$0.00

$158,598.75

-1.846

2.432

4

25.00

0.2454

1/29/2006

($725.00)

$0.00

$161,581.25

-0.4467

0.4467

1

0.000

0.000

1/22/2006

$132.50

$0.00

$162,306.25

0.0817

0.000

1

100.0

100.0

1/15/2006

$620.00

$0.00

$162,173.75

0.3838

0.8588

4

50.00

1.447

1/1/2006

$1,295.00

$0.00

$161,553.75

0.8081

0.000

2

100.0

100.0

12/25/2005

$3,023.75

$0.00

$160,258.75

1.923

0.6357

6

66.67

4.009

12/11/2005

($3,222.50)

$0.00

$157,235.00

-2.008

2.008

2

0.000

0.000

12/4/2005

($1,422.50)

$0.00

$160,457.50

-0.8787

0.8787

3

0.000

0.000

11/27/2005

$807.50

$0.00

$161,880.00

0.5013

0.2542

3

66.67

2.958

11/20/2005

$2,987.50

$0.00

$161,072.50

1.890

0.000

2

100.0

100.0

11/13/2005

$3,495.00

$0.00

$158,085.00

2.261

0.000

3

100.0

100.0

11/6/2005

$535.00

$0.00

$154,590.00

0.3473

0.000

1

100.0

100.0

10/30/2005

($3,080.00)

$0.00

$154,055.00

-1.960

1.960

3

0.000

0.000

10/23/2005

($1,037.50)

$0.00

$157,135.00

-0.6559

0.6559

2

0.000

0.000

10/16/2005

($325.00)

$0.00

$158,172.50

-0.2051

0.2051

1

0.000

0.000

10/9/2005

$697.50

$0.00

$158,497.50

0.4420

0.000

2

100.0

100.0

10/2/2005

$3,057.50

$0.00

$157,800.00

1.976

0.000

3

100.0

100.0

9/25/2005

$420.00

$0.00

$154,742.50

0.2722

0.2578

3

66.67

2.050

9/18/2005

$1,476.25

$0.00

$154,322.50

0.9658

0.6470

5

60.00

2.015

9/11/2005

$607.50

$0.00

$152,846.25

0.3990

0.000

2

100.0

100.0

Ave

$1,306.97

$0.00

$261,642.63

0.5019

0.4249

2.524

53.17

33.13

SD

$3,433.90

$0.00

$88,627.85

1.290

0.4757

1.293

38.69

45.82

 

DAILY RETURNS

Day

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

12/14/2009

($1,000.00)

$0.00

$424,087.50

-0.2352

0.2352

1

0.000

0.000

12/9/2009

$3,262.50

$0.00

$425,087.50

0.7734

0.000

1

100.0

100.0

12/4/2009

$2,300.00

$0.00

$421,825.00

0.5482

0.000

1

100.0

100.0

11/27/2009

$3,740.00

$0.00

$419,525.00

0.8995

0.2983

4

50.00

3.998

11/23/2009

($160.00)

$0.00

$415,785.00

-0.0385

0.0385

1

0.000

0.000

11/20/2009

$195.00

$0.00

$415,945.00

0.0469

0.000

1

100.0

100.0

11/19/2009

($292.50)

$0.00

$415,750.00

-0.0703

0.0703

1

0.000

0.000

11/16/2009

($1,060.00)

$0.00

$416,042.50

-0.2541

0.2541

1

0.000

0.000

11/11/2009

$7,722.50

$0.00

$417,102.50

1.886

0.000

2

100.0

100.0

11/9/2009

$1,450.00

$0.00

$409,380.00

0.3555

0.000

1

100.0

100.0

11/6/2009

$720.00

$0.00

$407,930.00

0.1768

0.000

1

100.0

100.0

11/4/2009

($642.50)

$0.00

$407,210.00

-0.1575

0.1575

1

0.000

0.000

10/30/2009

($1,043.75)

$0.00

$407,852.50

-0.2553

0.2553

1

0.000

0.000

10/26/2009

($1,405.00)

$0.00

$408,896.25

-0.3424

0.3424

1

0.000

0.000

10/20/2009

($840.00)

$0.00

$410,301.25

-0.2043

0.2043

1

0.000

0.000

10/19/2009

$1,028.75

$0.00

$411,141.25

0.2508

0.1797

2

50.00

2.390

10/15/2009

$2,475.00

$0.00

$410,112.50

0.6072

0.000

1

100.0

100.0

10/6/2009

$580.00

$0.00

$407,637.50

0.1425

0.2996

3

66.67

1.473

10/2/2009

$1,075.00

$0.00

$407,057.50

0.2648

0.000

1

100.0

100.0

10/1/2009

($1,042.50)

$0.00

$405,982.50

-0.2561

0.2561

1

0.000

0.000

9/30/2009

($530.00)

$0.00

$407,025.00

-0.1300

0.1300

1

0.000

0.000

9/24/2009

$5,630.00

$0.00

$407,555.00

1.401

0.2376

2

50.00

6.895

9/23/2009

($1,485.00)

$0.00

$401,925.00

-0.3681

0.3681

2

0.000

0.000

9/18/2009

($450.00)

$0.00

$403,410.00

-0.1114

0.1114

1

0.000

0.000

9/14/2009

$892.50

$0.00

$403,860.00

0.2215

0.000

1

100.0

100.0

9/10/2009

$18.75

$0.00

$402,967.50

0.0047

0.000

1

100.0

100.0

9/9/2009

$2,477.50

$0.00

$402,948.75

0.6186

0.000

2

100.0

100.0

9/8/2009

$1,410.00

$0.00

$400,471.25

0.3533

0.000

1

100.0

100.0

8/27/2009

$40.00

$0.00

$399,061.25

0.0100

0.000

1

100.0

100.0

8/26/2009

$742.50

$0.00

$399,021.25

0.1864

0.000

1

100.0

100.0

8/25/2009

$2,007.50

$0.00

$398,278.75

0.5066

0.000

2

100.0

100.0

8/17/2009

($1,217.50)

$0.00

$396,271.25

-0.3063

0.3063

1

0.000

0.000

8/14/2009

($610.00)

$0.00

$397,488.75

-0.1532

0.1532

1

0.000

0.000

8/12/2009

($1,142.50)

$0.00

$398,098.75

-0.2862

0.2862

2

0.000

0.000

8/11/2009

($410.00)

$0.00

$399,241.25

-0.1026

0.1026

1

0.000

0.000

8/7/2009

$1,382.50

$0.00

$399,651.25

0.3471

0.000

1

100.0

100.0

7/30/2009

$65.00

$0.00

$398,268.75

0.0163

0.000

1

100.0

100.0

7/27/2009

($2,125.00)

$0.00

$398,203.75

-0.5308

0.5308

1

0.000

0.000

7/21/2009

($1,372.50)

$0.00

$400,328.75

-0.3417

0.4997

3

33.33

0.3163

7/14/2009

($1,725.00)

$0.00

$401,701.25

-0.4276

0.4276

1

0.000

0.000

7/10/2009

$1,300.00

$0.00

$403,426.25

0.3233

0.000

1

100.0

100.0

7/8/2009

$1,645.00

$0.00

$402,126.25

0.4108

0.000

1

100.0

100.0

7/7/2009

$2,387.50

$0.00

$400,481.25

0.5997

0.2857

2

50.00

3.099

7/6/2009

$1,450.00

$0.00

$398,093.75

0.3656

0.000

1

100.0

100.0

6/26/2009

($117.50)

$0.00

$396,643.75

-0.0296

0.0296

1

0.000

0.000

6/25/2009

$1,697.50

$0.00

$396,761.25

0.4297

0.000

2

100.0

100.0

6/22/2009

($3,042.50)

$0.00

$395,063.75

-0.7642

0.7642

3

0.000

0.000

6/15/2009

($1,567.50)

$0.00

$398,106.25

-0.3922

0.3922

1

0.000

0.000

6/1/2009

$2,170.00

$0.00

$399,673.75

0.5459

0.000

1

100.0

100.0

5/29/2009

$1,760.00

$0.00

$397,503.75

0.4447

0.000

1

100.0

100.0

5/28/2009

$2,575.00

$0.00

$395,743.75

0.6549

0.000

1

100.0

100.0

5/27/2009

$3,737.50

$0.00

$393,168.75

0.9597

0.000

1

100.0

100.0

5/26/2009

($1,725.00)

$0.00

$389,431.25

-0.4410

0.4410

1

0.000

0.000

5/21/2009

($630.00)

$0.00

$391,156.25

-0.1608

0.1608

1

0.000

0.000

5/20/2009

$1,920.00

$0.00

$391,786.25

0.4925

0.000

1

100.0

100.0

5/18/2009

($387.50)

$0.00

$389,866.25

-0.0993

0.0993

1

0.000

0.000

5/11/2009

($793.75)

$0.00

$390,253.75

-0.2030

0.2030

1

0.000

0.000

5/5/2009

$2,132.50

$0.00

$391,047.50

0.5483

0.000

1

100.0

100.0

5/4/2009

$1,950.00

$0.00

$388,915.00

0.5039

0.000

1

100.0

100.0

5/1/2009

($1,562.50)

$0.00

$386,965.00

-0.4022

0.4022

1

0.000

0.000

4/27/2009

($1,615.00)

$0.00

$388,527.50

-0.4140

0.4140

2

0.000

0.000

4/20/2009

($3,882.50)

$0.00

$390,142.50

-0.9853

0.9853

3

0.000

0.000

4/13/2009

$2,507.50

$0.00

$394,025.00

0.6405

0.000

1

100.0

100.0

4/9/2009

$1,630.00

$0.00

$391,517.50

0.4181

0.000

1

100.0

100.0

4/8/2009

($325.00)

$0.00

$389,887.50

-0.0833

0.0833

2

0.000

0.000

4/6/2009

$750.00

$0.00

$390,212.50

0.1926

0.000

2

100.0

100.0

4/1/2009

($1,155.00)

$0.00

$389,462.50

-0.2957

0.2957

1

0.000

0.000

3/30/2009

($2,280.00)

$0.00

$390,617.50

-0.5803

0.6233

2

50.00

0.0694

3/26/2009

$2,380.00

$0.00

$392,897.50

0.6094

0.000

1

100.0

100.0

3/23/2009

($1,360.00)

$0.00

$390,517.50

-0.3470

0.3470

1

0.000

0.000

3/19/2009

$5,700.00

$0.00

$391,877.50

1.476

0.000

2

100.0

100.0

3/18/2009

$4,581.25

$0.00

$386,177.50

1.201

0.000

1

100.0

100.0

3/12/2009

($250.00)

$0.00

$381,596.25

-0.0655

0.0655

1

0.000

0.000

3/11/2009

($1,192.50)

$0.00

$381,846.25

-0.3113

0.3113

1

0.000

0.000

3/5/2009

$172.50

$0.00

$383,038.75

0.0451

0.000

1

100.0

100.0

3/4/2009

$62.50

$0.00

$382,866.25

0.0163

0.000

1

100.0

100.0

2/23/2009

($1,337.50)

$0.00

$382,803.75

-0.3482

0.3482

1

0.000

0.000

2/20/2009

($106.25)

$0.00

$384,141.25

-0.0277

0.5481

2

50.00

0.9496

2/17/2009

$9,323.75

$0.00

$384,247.50

2.487

0.4951

3

66.67

6.023

2/12/2009

$1,840.00

$0.00

$374,923.75

0.4932

0.000

1

100.0

100.0

2/11/2009

$4,043.75

$0.00

$373,083.75

1.096

0.000

2

100.0

100.0

1/28/2009

$1,500.00

$0.00

$369,040.00

0.4081

0.000

1

100.0

100.0

1/27/2009

$95.00

$0.00

$367,540.00

0.0259

0.000

1

100.0

100.0

1/22/2009

($687.50)

$0.00

$367,445.00

-0.1868

0.1868

1

0.000

0.000

1/21/2009

($2,682.50)

$0.00

$368,132.50

-0.7234

0.7234

2

0.000

0.000

1/20/2009

($543.75)

$0.00

$370,815.00

-0.1464

0.1464

1

0.000

0.000

1/16/2009

($2,543.75)

$0.00

$371,358.75

-0.6803

0.6803

1

0.000

0.000

1/15/2009

($415.00)

$0.00

$373,902.50

-0.1109

0.1109

1

0.000

0.000

1/8/2009

$2,352.50

$0.00

$374,317.50

0.6325

0.000

1

100.0

100.0

1/5/2009

$5,206.25

$0.00

$371,965.00

1.420

0.000

1

100.0

100.0

1/2/2009

$4,170.00

$0.00

$366,758.75

1.150

0.000

2

100.0

100.0

12/31/2008

($4,468.75)

$0.00

$362,588.75

-1.217

1.217

2

0.000

0.000

12/29/2008

$1,170.00

$0.00

$367,057.50

0.3198

0.000

1

100.0

100.0

12/22/2008

($1,935.00)

$0.00

$365,887.50

-0.5261

0.5261

2

0.000

0.000

12/17/2008

$2,172.50

$0.00

$367,822.50

0.5941

0.000

1

100.0

100.0

12/12/2008

($1,700.00)

$0.00

$365,650.00

-0.4628

0.4628

1

0.000

0.000

12/5/2008

$4,437.50

$0.00

$367,350.00

1.223

0.000

1

100.0

100.0

12/4/2008

$6,456.25

$0.00

$362,912.50

1.811

0.000

1

100.0

100.0

12/2/2008

$195.00

$0.00

$356,456.25

0.0547

0.000

1

100.0

100.0

12/1/2008

$5,280.00

$0.00

$356,261.25

1.504

0.000

2

100.0

100.0

11/19/2008

$4,915.00

$0.00

$350,981.25

1.420

0.000

1

100.0

100.0

11/18/2008

($2,130.00)

$0.00

$346,066.25

-0.6117

0.6117

1

0.000

0.000

11/13/2008

$1,420.00

$0.00

$348,196.25

0.4095

0.000

1

100.0

100.0

11/10/2008

$590.00

$0.00

$346,776.25

0.1704

0.000

1

100.0

100.0

11/5/2008

($1,157.50)

$0.00

$346,186.25

-0.3332

0.6158

2

50.00

0.4604

10/29/2008

($1,967.50)

$0.00

$347,343.75

-0.5633

1.017

2

50.00

0.4485

10/24/2008

$12,315.00

$0.00

$349,311.25

3.654

0.000

2

100.0

100.0

10/21/2008

$3,175.00

$0.00

$336,996.25

0.9511

0.000

1

100.0

100.0

10/10/2008

$7,262.50

$0.00

$333,821.25

2.224

0.000

1

100.0

100.0

10/6/2008

$4,632.50

$0.00

$326,558.75

1.439

0.000

1

100.0

100.0

10/3/2008

($356.25)

$0.00

$321,926.25

-0.1105

0.1105

1

0.000

0.000

10/2/2008

($4,025.00)

$0.00

$322,282.50

-1.233

1.233

1

0.000

0.000

9/24/2008

$2,447.50

$0.00

$326,307.50

0.7557

0.000

2

100.0

100.0

9/19/2008

$1,835.00

$0.00

$323,860.00

0.5698

1.040

2

50.00

1.539

9/18/2008

$9,615.00

$0.00

$322,025.00

3.078

0.000

1

100.0

100.0

9/17/2008

$1,065.00

$0.00

$312,410.00

0.3421

0.000

1

100.0

100.0

9/15/2008

$1,326.25

$0.00

$311,345.00

0.4278

0.5605

2

50.00

1.756

9/9/2008

($1,430.00)

$0.00

$310,018.75

-0.4591

0.4591

1

0.000

0.000

9/4/2008

($1,367.50)

$0.00

$311,448.75

-0.4372

0.4372

1

0.000

0.000

9/2/2008

($3,002.50)

$0.00

$312,816.25

-0.9507

1.469

2

50.00

0.3560

8/25/2008

$312.50

$0.00

$315,818.75

0.0990

0.2219

2

50.00

1.446

8/21/2008

$55.00

$0.00

$315,506.25

0.0174

0.2061

2

50.00

1.085

8/18/2008

$1,670.00

$0.00

$315,451.25

0.5322

0.3569

2

50.00

2.478

8/11/2008

$1,820.00

$0.00

$313,781.25

0.5834

0.000

1

100.0

100.0

8/8/2008

$2,170.00

$0.00

$311,961.25

0.7005

0.000

1

100.0

100.0

8/7/2008

($540.00)

$0.00

$309,791.25

-0.1740

0.1740

1

0.000

0.000

8/6/2008

$5,287.50

$0.00

$310,331.25

1.733

0.000

1

100.0

100.0

8/1/2008

($480.00)

$0.00

$305,043.75

-0.1571

0.1571

1

0.000

0.000

7/29/2008

($250.00)

$0.00

$305,523.75

-0.0818

0.0818

1

0.000

0.000

7/28/2008

$807.50

$0.00

$305,773.75

0.2648

0.000

1

100.0

100.0

7/22/2008

($1,912.50)

$0.00

$304,966.25

-0.6232

0.6232

1

0.000

0.000

7/16/2008

$4,087.50

$0.00

$306,878.75

1.350

0.000

1

100.0

100.0

7/15/2008

$8,115.00

$0.00

$302,791.25

2.754

0.000

1

100.0

100.0

7/14/2008

($1,168.75)

$0.00

$294,676.25

-0.3951

0.3951

1

0.000

0.000

7/11/2008

$4,483.75

$0.00

$295,845.00

1.539

0.000

2

100.0

100.0

7/4/2008

$4,862.50

$0.00

$291,361.25

1.697

0.000

1

100.0

100.0

7/3/2008

$2,332.50

$0.00

$286,498.75

0.8208

0.000

1

100.0

100.0

6/26/2008

($1,070.00)

$0.00

$284,166.25

-0.3751

0.3751

1

0.000

0.000

6/20/2008

($875.00)

$0.00

$285,236.25

-0.3058

0.3058

1

0.000

0.000

6/19/2008

($2,162.50)

$0.00

$286,111.25

-0.7502

0.7502

1

0.000

0.000

6/18/2008

($150.00)

$0.00

$288,273.75

-0.0520

0.0520

1

0.000

0.000

6/12/2008

($1,310.00)

$0.00

$288,423.75

-0.4521

0.4521

1

0.000

0.000

6/11/2008

$2,157.50

$0.00

$289,733.75

0.7502

0.000

1

100.0

100.0

6/6/2008

$5,865.00

$0.00

$287,576.25

2.082

0.3408

2

50.00

7.109

5/29/2008

$1,360.00

$0.00

$281,711.25

0.4851

0.000

1

100.0

100.0

5/28/2008

$245.00

$0.00

$280,351.25

0.0875

0.000

1

100.0

100.0

5/23/2008

($1,293.75)

$0.00

$280,106.25

-0.4598

0.4598

1

0.000

0.000

5/21/2008

$3,587.50

$0.00

$281,400.00

1.291

0.000

1

100.0

100.0

5/19/2008

$1,865.00

$0.00

$277,812.50

0.6759

0.000

1

100.0

100.0

5/16/2008

$1,895.00

$0.00

$275,947.50

0.6915

0.000

1

100.0

100.0

5/14/2008

$1,410.00

$0.00

$274,052.50

0.5172

0.000

1

100.0

100.0

5/13/2008

($842.50)

$0.00

$272,642.50

-0.3081

0.3081

1

0.000

0.000

5/7/2008

($1,210.00)

$0.00

$273,485.00

-0.4405

0.4405

1

0.000

0.000

5/5/2008

$6,142.50

$0.00

$274,695.00

2.287

0.000

2

100.0

100.0

4/29/2008

$130.00

$0.00

$268,552.50

0.0484

0.000

1

100.0

100.0

4/18/2008

$2,195.00

$0.00

$268,422.50

0.8245

0.000

1

100.0

100.0

4/17/2008

($2,668.75)

$0.00

$266,227.50

-0.9925

0.9925

1

0.000

0.000

4/16/2008

$1,410.00

$0.00

$268,896.25

0.5271

0.000

1

100.0

100.0

4/11/2008

$707.50

$0.00

$267,486.25

0.2652

0.000

1

100.0

100.0

4/10/2008

($430.00)

$0.00

$266,778.75

-0.1609

0.1609

1

0.000

0.000

4/9/2008

$4,087.50

$0.00

$267,208.75

1.553

0.000

1

100.0

100.0

4/4/2008

($1,137.50)

$0.00

$263,121.25

-0.4304

0.4304

1

0.000

0.000

3/31/2008

$1,932.50

$0.00

$264,258.75

0.7367

0.000

1

100.0

100.0

3/27/2008

$2,155.00

$0.00

$262,326.25

0.8283

0.000

1

100.0

100.0

3/17/2008

$9,465.00

$0.00

$260,171.25

3.775

0.000

1

100.0

100.0

3/12/2008

($1,700.00)

$0.00

$250,706.25

-0.6735

0.6735

1

0.000

0.000

3/10/2008

$3,525.00

$0.00

$252,406.25

1.416

0.000

1

100.0

100.0

3/7/2008

($2,755.00)

$0.00

$248,881.25

-1.095

1.095

1

0.000

0.000

3/6/2008

$1,900.00

$0.00

$251,636.25

0.7608

0.000

1

100.0

100.0

2/26/2008

($1,505.00)

$0.00

$249,736.25

-0.5990

0.5990

1

0.000

0.000

2/22/2008

($407.50)

$0.00

$251,241.25

-0.1619

0.1619

1

0.000

0.000

2/19/2008

$2,077.50

$0.00

$251,648.75

0.8324

0.3246

2

50.00

3.565

2/12/2008

($130.00)

$0.00

$249,571.25

-0.0521

0.0521

1

0.000

0.000

2/11/2008

($1,668.75)

$0.00

$249,701.25

-0.6639

0.6639

1

0.000

0.000

2/4/2008

($762.50)

$0.00

$251,370.00

-0.3024

0.3024

1

0.000

0.000

2/1/2008

$1,840.00

$0.00

$252,132.50

0.7351

0.000

1

100.0

100.0

1/31/2008

($1,760.00)

$0.00

$250,292.50

-0.6983

0.6983

1

0.000

0.000

1/22/2008

$2,900.00

$0.00

$252,052.50

1.164

0.000

1

100.0

100.0

1/18/2008

$2,390.00

$0.00

$249,152.50

0.9685

0.000

1

100.0

100.0

1/17/2008

$2,895.00

$0.00

$246,762.50

1.187

0.000

1

100.0

100.0

1/10/2008

($1,500.00)

$0.00

$243,867.50

-0.6113

0.6113

1

0.000

0.000

1/9/2008

$6,655.00

$0.00

$245,367.50

2.788

0.000

1

100.0

100.0

1/7/2008

($1,200.00)

$0.00

$238,712.50

-0.5002

0.5002

1

0.000

0.000

1/2/2008

$1,882.50

$0.00

$239,912.50

0.7909

0.000

1

100.0

100.0

12/28/2007

$4,315.00

$0.00

$238,030.00

1.846

0.000

2

100.0

100.0

12/20/2007

$157.50

$0.00

$233,715.00

0.0674

0.000

1

100.0

100.0

12/19/2007

($720.00)

$0.00

$233,557.50

-0.3073

0.5747

2

50.00

0.4667

12/18/2007

($1,987.50)

$0.00

$234,277.50

-0.8412

0.8412

2

0.000

0.000

12/11/2007

$4,117.50

$0.00

$236,265.00

1.774

0.000

3

100.0

100.0

12/7/2007

($822.50)

$0.00

$232,147.50

-0.3530

0.3530

1

0.000

0.000

11/28/2007

($200.00)

$0.00

$232,970.00

-0.0858

0.0858

1

0.000

0.000

11/20/2007

$2,290.00

$0.00

$233,170.00

0.9919

0.000

1

100.0

100.0

11/19/2007

$2,143.75

$0.00

$230,880.00

0.9372

0.000

1

100.0

100.0

11/13/2007

($2,450.00)

$0.00

$228,736.25

-1.060

1.060

1

0.000

0.000

11/12/2007

($220.00)

$0.00

$231,186.25

-0.0951

0.0951

1

0.000

0.000

11/8/2007

$2,470.00

$0.00

$231,406.25

1.079

0.000

1

100.0

100.0

11/7/2007

$6,135.00

$0.00

$228,936.25

2.754

0.000

1

100.0

100.0

11/6/2007

$2,020.00

$0.00

$222,801.25

0.9149

0.000

1

100.0

100.0

10/31/2007

($1,470.00)

$0.00

$220,781.25

-0.6614

0.6614

1

0.000

0.000

10/29/2007

($2,442.50)

$0.00

$222,251.25

-1.087

1.087

1

0.000

0.000

10/26/2007

$2,625.00

$0.00

$224,693.75

1.182

0.000

1

100.0

100.0

10/25/2007

($1,220.00)

$0.00

$222,068.75

-0.5464

0.5464

1

0.000

0.000

10/24/2007

$720.00

$0.00

$223,288.75

0.3235

0.6474

2

50.00

1.495

10/23/2007

$557.50

$0.00

$222,568.75

0.2511

0.000

1

100.0

100.0

10/19/2007

($1,680.00)

$0.00

$222,011.25

-0.7510

0.7510

1

0.000

0.000

10/17/2007

($1,052.50)

$0.00

$223,691.25

-0.4683

0.4683

2

0.000

0.000

10/16/2007

$3,375.00

$0.00

$224,743.75

1.525

0.000

1

100.0

100.0

10/5/2007

$1,195.00

$0.00

$221,368.75

0.5428

0.000

1

100.0

100.0

10/4/2007

$345.00

$0.00

$220,173.75

0.1569

0.3913

2

50.00

1.399

9/28/2007

($240.00)

$0.00

$219,828.75

-0.1091

0.1091

1

0.000

0.000

9/27/2007

$1,950.00

$0.00

$220,068.75

0.8940

0.000

1

100.0

100.0

9/25/2007

$0.00

$0.00

$218,118.75

0.000

0.000

1

0.000

0.000

9/18/2007

$1,882.50

$0.00

$218,118.75

0.8706

0.000

1

100.0

100.0

9/12/2007

($1,462.50)

$0.00

$216,236.25

-0.6718

0.6718

1

0.000

0.000

9/11/2007

$2,775.00

$0.00

$217,698.75

1.291

0.5956

2

50.00

3.168

9/10/2007

$1,720.00

$0.00

$214,923.75

0.8067

0.000

1

100.0

100.0

9/7/2007

$1,831.25

$0.00

$213,203.75

0.8664

0.000

1

100.0

100.0

8/31/2007

$670.00

$0.00

$211,372.50

0.3180

0.000

1

100.0

100.0

8/29/2007

$340.00

$0.00

$210,702.50

0.1616

0.000

1

100.0

100.0

8/27/2007

$25.00

$0.00

$210,362.50

0.0119

0.000

1

100.0

100.0

8/23/2007

($55.00)

$0.00

$210,337.50

-0.0261

0.0261

1

0.000

0.000

8/16/2007

$790.00

$0.00

$210,392.50

0.3769

1.206

3

33.33

1.308

8/15/2007

($793.75)

$0.00

$209,602.50

-0.3773

0.3773

1

0.000

0.000

8/14/2007

($855.00)

$0.00

$210,396.25

-0.4047

0.4047

1

0.000

0.000

8/6/2007

$2,400.00

$0.00

$211,251.25

1.149

0.000

1

100.0

100.0

8/2/2007

$140.00

$0.00

$208,851.25

0.0671

0.000

1

100.0

100.0

7/27/2007

$1,375.00

$0.00

$208,711.25

0.6632

0.000

1

100.0

100.0

7/26/2007

$2,142.50

$0.00

$207,336.25

1.044

0.000

2

100.0

100.0

7/24/2007

($275.00)

$0.00

$205,193.75

-0.1338

0.1338

1

0.000

0.000

7/20/2007

$7.50

$0.00

$205,468.75

0.0037

0.000

1

100.0

100.0

7/16/2007

($250.00)

$0.00

$205,461.25

-0.1215

0.1215

1

0.000

0.000

7/11/2007

$545.00

$0.00

$205,711.25

0.2656

0.000

1

100.0

100.0

7/10/2007

$1,081.25

$0.00

$205,166.25

0.5298

0.2358

2

50.00

3.247

7/5/2007

($1,231.25)

$0.00

$204,085.00

-0.5997

0.5997

1

0.000

0.000

7/3/2007

$457.50

$0.00

$205,316.25

0.2233

0.000

1

100.0

100.0

6/28/2007

$1,450.00

$0.00

$204,858.75

0.7129

0.000

1

100.0

100.0

6/21/2007

$607.50

$0.00

$203,408.75

0.2996

0.000

1

100.0

100.0

6/20/2007

($820.00)

$0.00

$202,801.25

-0.4027

0.4027

1

0.000

0.000

6/19/2007

$1,465.00

$0.00

$203,621.25

0.7247

0.0908

2

50.00

8.919

6/18/2007

($217.50)

$0.00

$202,156.25

-0.1075

0.1075

1

0.000

0.000

6/12/2007

$1,987.50

$0.00

$202,373.75

0.9918

0.000

1

100.0

100.0

6/11/2007

($50.00)

$0.00

$200,386.25

-0.0249

0.0249

1

0.000

0.000

6/8/2007

$475.00

$0.00

$200,436.25

0.2375

0.000

1

100.0

100.0

6/6/2007

($142.50)

$0.00

$199,961.25

-0.0712

0.0712

1

0.000

0.000

6/1/2007

$150.00

$0.00

$200,103.75

0.0750

0.000

1

100.0

100.0

5/30/2007

($580.00)

$0.00

$199,953.75

-0.2892

0.2892

1

0.000

0.000

5/23/2007

$1,207.50

$0.00

$200,533.75

0.6058

0.000

1

100.0

100.0

5/21/2007

$1,180.00

$0.00

$199,326.25

0.5955

0.000

1

100.0

100.0

5/17/2007

($1,237.50)

$0.00

$198,146.25

-0.6207

0.6207

1

0.000

0.000

5/11/2007

($465.00)

$0.00

$199,383.75

-0.2327

0.2327

1

0.000

0.000

5/10/2007

($1,930.00)

$0.00

$199,848.75

-0.9565

0.9565

2

0.000

0.000

5/9/2007

($462.50)

$0.00

$201,778.75

-0.2287

0.2287

1

0.000

0.000

5/8/2007

$470.00

$0.00

$202,241.25

0.2329

0.000

2

100.0

100.0

5/1/2007

($417.50)

$0.00

$201,771.25

-0.2065

0.2065

1

0.000

0.000

4/24/2007

($1,610.00)

$0.00

$202,188.75

-0.7900

0.7900

2

0.000

0.000

4/20/2007

$1,120.00

$0.00

$203,798.75

0.5526

0.000

1

100.0

100.0

4/18/2007

($390.00)

$0.00

$202,678.75

-0.1921

0.1921

1

0.000

0.000

4/13/2007

$342.50

$0.00

$203,068.75

0.1689

0.000

1

100.0

100.0

4/12/2007

$132.50

$0.00

$202,726.25

0.0654

0.000

1

100.0

100.0

4/11/2007

($10.00)

$0.00

$202,593.75

-0.0049

0.0049

1

0.000

0.000

Ave

$851.86

$0.00

$306,588.85

0.2879

0.2072

1.250

54.62

49.87

SD

$2,482.92

$0.00

$77,278.44

0.8254

0.2988

0.5152

47.35

49.86

 

MSA Report

DEPENDENCY ANALYSIS RESULTS FOR ALL TRADES

Dependency: Positive

 

Confidence Level: 30.51%

Total Number of Runs: 502

Number of Runs of Wins: 251

Number of Runs of Losses: 251

Average Length of Winning Runs: 2.1

Average Length of Losing Runs: 1.9

 

MSA Report

SIGNIFICANCE TEST SETTINGS

Number of rules and/or restrictions in trading system or method: 0

Confidence level for confidence intervals around average trade: 95.00%

 

SIGNIFICANCE TEST RESULTS

Number of Trades: 1018

Number of Degrees of Freedom: 1018

Average trade at 95.00% confidence: $392.03 +/- 83.01

Worst-case average trade at 95.00% confidence: $309.03

Probability that average trade is greater than zero: > 99.95%

 

>Trades pass statistical significance test at specified confidence level<

 

MSA Report

CORRELATION TABLE

Market System

1

2

3

4

5

1

1.000

0.8475

0.9663

0.9709

0.9601

2

0.8475

1.000

0.9158

0.7720

0.7083

3

0.9663

0.9158

1.000

0.9399

0.8849

4

0.9709

0.7720

0.9399

1.000

0.9798

5

0.9601

0.7083

0.8849

0.9798

1.000