Portfolio: MiniMax Forex Portfolio: EURUSD, AUDUSD, USDJPY

 

PORTFOLIO SETTINGS

Starting Equity: $25,000.00

 

MS

File Name

Vehicle

Description

1

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

Futures

MiniMax: EURUSD

2

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

Futures

MiniMax: USDJPY

3

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

Futures

MiniMax: AUDUSD

 

POSITION SIZING SETTINGS & RULES

MS

Sizing Method

Parameters

1

Fixed Contracts

Contracts = 1

2

Fixed Contracts

Contracts = 1

3

Fixed Contracts

Contracts = 1

 

 

MSA Report

ALL TRADES

LONG

SHORT

Total Net Profit

$221,038.21

$109,971.34

$111,066.87

Gross Profit

$486,230.42

$261,198.60

$225,031.82

Gross Loss

($265,192.21)

($151,227.26)

($113,964.95)

Profit Factor

1.834

1.727

1.975

Pessimistic Return Ratio

1.620

1.469

1.628

Trading Period

6/5/1998 1:59:00 PM to 11/27/2009 1:59:00 PM (11 years 175 days)

Starting Account Equity

$25,000.00

Highest Closed Trade Equity

$246,442.09

Lowest Closed Trade Equity

$25,000.00

Additions to Equity

$0.00

Withdrawals From Equity

$0.00

Final Account Equity

$246,038.21

Return on Starting Equity

884.2%

Total Number of Trades

522

307

215

Number of Winning Trades

282

170

112

Number of Losing Trades

240

137

103

Trades Not Taken

0

0

0

Percent Profitable

54.02%

55.37%

52.09%

Max Position Size

1

1

1

Minimum Position Size

1

1

1

Average Position Size

1

1

1

Largest Winning Trade

$19,654.00

$9,084.00

$19,654.00

/Percent of Equity

10.10%

12.54%

10.10%

Largest Winning Trade (%)

32.90%

16.98%

32.90%

/Trade Value

$11,031.59

$8,890.00

$11,031.59

Average Winning Trade

$1,724.22

$1,536.46

$2,009.21

Average Winning Trade (%)

1.901%

1.671%

2.251%

Average R-Multiple, Wins

46880

Average Length of Wins

13 days 18 hours

13 days 21 hours

13 days 13 hours

Max Number Consecutive Wins

8

8

8

Largest Losing Trade

($6,397.00)

($6,397.00)

($3,972.13)

/Percent of Equity

-3.020%

-3.020%

-1.828%

Largest Losing Trade (%)

-6.411%

-6.411%

-5.720%

/Trade Value

($3,415.16)

($3,415.16)

($2,851.83)

Average Losing Trade

($1,104.97)

($1,103.85)

($1,106.46)

Average Losing Trade (%)

-1.197%

-1.188%

-1.208%

Average R-Multiple, Losses

33190

Average Length of Losses

8 days 13 hours

9 days 2 hours

7 days 21 hours

Max Number Consecutive Losses

7

5

7

Average Trade (Expectation)

$423.44

$358.21

$516.59

Average Trade (%)

0.4770%

0.3950%

0.5942%

Trade Standard Deviation

$2,298.60

$1,900.60

$2,771.87

Trade Standard Deviation (%)

2.869%

2.374%

3.458%

Win/Loss Ratio

1.560

1.392

1.816

Win/Loss Ratio (%/%)

1.589

1.406

1.864

Return/Drawdown Ratio

35.95

17.22

19.03

Modified Sharpe Ratio

0.1663

0.1664

0.1718

Sharpe Ratio

0.3085

Average Risk

$1.17

Average Risk (%)

0.0016%

Average R-Multiple (Expectancy)

10070

R-Multiple Standard Deviation

71500

Average Margin

$0.00

Average Margin (%)

0.000%

Max Margin (%)

0.000%

/Margin Value

$0.00

Date of Max Margin

 

Average Leverage

0.0005

Risk of Ruin

0.0043%

Average Annual Profit/Loss

$19,254.52

Ave Annual Compounded Return

22.04%

Average Monthly Profit/Loss

$1,604.54

Ave Monthly Compounded Return

1.674%

Average Weekly Profit/Loss

$368.40

Ave Weekly Compounded Return

0.3818%

Average Daily Profit/Loss

$52.72

Ave Daily Compounded Return

0.0545%

CLOSED TRADE DRAWDOWNS

ALL TRADES

LONG

SHORT

Number of Drawdowns

50

35

17

Average Drawdown

($3,508.91)

($2,853.95)

($3,891.33)

Average Drawdown (%)

3.332%

4.209%

5.356%

Average Length of Drawdowns

72 days 2 hours

100 days 9 hours

192 days 2 hours

Average Trades in Drawdowns

8

6

10

Worst Case Drawdown

($16,157.46)

($21,013.82)

($13,819.24)

/Percent of Equity

7.502%

17.43%

19.18%

Date at Trough

12/8/2008 1:59:00 PM

12/1/2008 1:59:00 PM

7/26/2007 1:59:00 PM

Trade Number at Trough

472

471

400

Length of Drawdown

54 days 0 min

288 days 0 min

1 years 338 days

Trades in Drawdown

8

20

41

Worst Case Drawdown (%)

24.59%

25.54%

23.35%

/Equity Value

($15,422.35)

($10,446.78)

($12,730.03)

Date at Trough

1/2/2002 1:59:00 PM

6/20/2002 1:59:00 PM

1/2/2002 1:59:00 PM

Trade Number at Trough

95

121

95

Length of Drawdown

1 years 200 days

1 years 319 days

3 years 316 days

Trades in Drawdown

71

49

79

Longest Drawdown

1 years 200 days

1 years 319 days

3 years 316 days

Start of Drawdown

1/4/2001 1:59:00 PM

1/4/2001 1:59:00 PM

5/19/2000 1:59:00 PM

End of Drawdown

7/24/2002 1:59:00 PM

11/20/2002 1:59:00 PM

3/31/2004 1:59:00 PM

Percent of Equity

24.59%

25.54%

23.35%

MSA Report

ANNUAL RETURNS

Year

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

Sharpe

2009

$37,030.35

$0.00

$246,038.21

17.72

3.236

47

57.45

2.345

0.9180

2008

$58,282.12

$0.00

$209,007.86

38.67

7.502

51

56.86

2.339

0.4242

2007

$20,870.72

$0.00

$150,725.74

16.07

5.095

56

51.79

1.817

0.3881

2006

$3,634.26

$0.00

$129,855.02

2.879

5.896

49

38.78

1.183

0.1281

2005

$11,043.12

$0.00

$126,220.76

9.588

5.514

52

57.69

1.500

0.2887

2004

$33,602.55

$0.00

$115,177.64

41.19

3.600

60

65.00

2.687

0.8487

2003

$14,101.39

$0.00

$81,575.09

20.90

8.618

61

49.18

1.488

0.2941

2002

$19,379.74

$0.00

$67,473.70

40.30

4.248

52

59.62

2.281

0.4434

2001

($13,148.91)

$0.00

$48,093.96

-21.47

23.31

44

40.91

0.6321

-0.4946

2000

$8,768.40

$0.00

$61,242.87

16.71

11.16

26

57.69

1.695

0.2175

1999

$7,984.44

$0.00

$52,474.47

17.95

17.25

17

52.94

1.613

0.2157

1998

$19,490.03

$0.00

$44,490.03

77.96

2.939

7

85.71

15.47

0.4956

Ave

$18,419.85

$0.00

$111,031.28

23.20

8.197

43.50

56.13

2.921

0.3473

SD

$18,251.41

$0.00

$65,411.80

24.50

6.258

17.37

12.00

3.992

0.3584

 

MONTHLY RETURNS

Month

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

11-2009

$1,186.12

$0.00

$246,038.21

0.4844

2.036

5

20.00

1.238

10-2009

$5,610.55

$0.00

$244,852.09

2.345

0.6452

5

80.00

4.529

9-2009

$3,459.00

$0.00

$239,241.54

1.467

0.3461

3

66.67

5.239

8-2009

$210.55

$0.00

$235,782.54

0.0894

0.4292

5

40.00

1.162

7-2009

$1,538.55

$0.00

$235,571.99

0.6574

0.1467

4

50.00

4.121

6-2009

$3,861.42

$0.00

$234,033.44

1.678

0.5101

4

75.00

4.218

5-2009

$2,485.00

$0.00

$230,172.02

1.091

0.9617

4

75.00

2.112

4-2009

$41.03

$0.00

$227,687.02

0.0180

0.9514

4

50.00

1.010

3-2009

$7,032.08

$0.00

$227,645.99

3.188

0.000

2

100.0

100.0

2-2009

$3,378.87

$0.00

$220,613.91

1.555

2.873

6

50.00

1.524

1-2009

$8,227.18

$0.00

$217,235.04

3.936

1.575

5

60.00

2.940

12-2008

$3,560.14

$0.00

$209,007.86

1.733

3.037

5

60.00

1.571

11-2008

($9,917.82)

$0.00

$205,447.72

-4.605

4.605

3

0.000

0.000

10-2008

$36,460.22

$0.00

$215,365.54

20.38

1.958

5

80.00

11.16

9-2008

$11,461.91

$0.00

$178,905.32

6.845

1.635

4

75.00

4.943

8-2008

$509.94

$0.00

$167,443.41

0.3055

0.7018

2

50.00

1.431

7-2008

($6,679.03)

$0.00

$166,933.47

-3.847

3.884

8

37.50

0.2858

6-2008

$1,971.38

$0.00

$173,612.50

1.149

0.5300

5

60.00

2.445

5-2008

$5,423.40

$0.00

$171,641.12

3.263

0.000

2

100.0

100.0

4-2008

($816.00)

$0.00

$166,217.72

-0.4885

1.844

3

66.67

0.7386

3-2008

$17,023.65

$0.00

$167,033.72

11.35

0.000

5

100.0

100.0

2-2008

$1,071.33

$0.00

$150,010.07

0.7193

0.9823

5

40.00

1.504

1-2008

($1,787.00)

$0.00

$148,938.74

-1.186

2.434

4

25.00

0.5191

12-2007

$4,510.61

$0.00

$150,725.74

3.085

0.1044

4

75.00

30.10

11-2007

$4,194.94

$0.00

$146,215.13

2.954

0.000

3

100.0

100.0

10-2007

($3,697.61)

$0.00

$142,020.19

-2.538

4.379

5

20.00

0.4205

9-2007

$9,552.55

$0.00

$145,717.80

7.015

0.5887

5

60.00

12.73

8-2007

$8,747.04

$0.00

$136,165.25

6.865

1.209

7

71.43

4.128

7-2007

$4,179.00

$0.00

$127,418.21

3.391

0.0816

3

66.67

41.18

6-2007

($3,671.20)

$0.00

$123,239.21

-2.893

2.893

6

16.67

0.1478

5-2007

($374.00)

$0.00

$126,910.41

-0.2938

1.769

6

50.00

0.8593

4-2007

($344.33)

$0.00

$127,284.41

-0.2698

1.575

4

50.00

0.8389

3-2007

($1,179.00)

$0.00

$127,628.74

-0.9153

2.254

4

50.00

0.5946

2-2007

$597.36

$0.00

$128,807.74

0.4659

0.9206

5

60.00

1.437

1-2007

($1,644.64)

$0.00

$128,210.38

-1.267

1.483

4

25.00

0.1459

12-2006

$6,147.02

$0.00

$129,855.02

4.969

0.1946

5

80.00

25.69

11-2006

$1,000.00

$0.00

$123,708.00

0.8149

0.000

1

100.0

100.0

10-2006

$346.53

$0.00

$122,708.00

0.2832

0.4670

4

50.00

1.367

9-2006

($2,328.38)

$0.00

$122,361.47

-1.867

1.915

7

28.57

0.1248

8-2006

($1,837.00)

$0.00

$124,689.85

-1.452

1.452

2

0.000

0.000

7-2006

($97.88)

$0.00

$126,526.85

-0.0773

1.146

4

25.00

0.9325

6-2006

($472.06)

$0.00

$126,624.73

-0.3714

0.9662

5

20.00

0.7389

5-2006

($920.29)

$0.00

$127,096.79

-0.7189

0.7189

2

0.000

0.000

4-2006

$2,982.75

$0.00

$128,017.08

2.386

1.511

6

66.67

2.572

3-2006

($181.75)

$0.00

$125,034.33

-0.1451

1.404

5

20.00

0.8966

2-2006

($2,805.08)

$0.00

$125,216.08

-2.191

2.245

5

20.00

0.4257

1-2006

$1,800.40

$0.00

$128,021.16

1.426

1.081

3

66.67

2.287

12-2005

$3,954.90

$0.00

$126,220.76

3.235

0.000

4

100.0

100.0

11-2005

($929.00)

$0.00

$122,265.86

-0.7541

1.734

3

33.33

0.5695

10-2005

$201.62

$0.00

$123,194.86

0.1639

0.2365

2

50.00

1.691

9-2005

($1,151.50)

$0.00

$122,993.24

-0.9275

2.473

5

60.00

0.6300

8-2005

$3,314.77

$0.00

$124,144.74

2.743

0.000

6

100.0

100.0

7-2005

$2,287.27

$0.00

$120,829.97

1.929

1.270

6

66.67

2.350

6-2005

$6,343.47

$0.00

$118,542.70

5.654

1.347

4

75.00

5.198

5-2005

($4,877.44)

$0.00

$112,199.23

-4.166

4.166

5

0.000

0.000

4-2005

($71.32)

$0.00

$117,076.67

-0.0609

1.902

2

50.00

0.9680

3-2005

$1,442.72

$0.00

$117,147.99

1.247

1.027

4

75.00

2.201

2-2005

$3,685.16

$0.00

$115,705.27

3.290

0.8427

4

75.00

4.904

1-2005

($3,157.53)

$0.00

$112,020.11

-2.741

3.510

7

14.29

0.2252

12-2004

$3,997.61

$0.00

$115,177.64

3.596

3.525

5

40.00

1.752

11-2004

$2,694.54

$0.00

$111,180.03

2.484

0.7984

3

66.67

4.062

10-2004

$2,734.18

$0.00

$108,485.49

2.585

0.6722

6

66.67

3.956

9-2004

($1,601.01)

$0.00

$105,751.31

-1.491

3.042

6

50.00

0.5144

8-2004

$3,154.62

$0.00

$107,352.32

3.028

0.000

6

100.0

100.0

7-2004

$1,285.07

$0.00

$104,197.70

1.249

1.768

7

57.14

1.393

6-2004

$2,084.00

$0.00

$102,912.63

2.067

0.000

2

100.0

100.0

5-2004

$5,278.78

$0.00

$100,828.63

5.525

1.401

6

83.33

4.684

4-2004

$2,637.00

$0.00

$95,549.85

2.838

0.3926

3

66.67

8.051

3-2004

$10,346.49

$0.00

$92,912.85

12.53

0.3523

5

80.00

34.56

2-2004

($95.94)

$0.00

$82,566.36

-0.1161

1.582

6

33.33

0.9490

1-2004

$1,087.21

$0.00

$82,662.30

1.333

2.050

5

60.00

1.487

12-2003

$1,301.21

$0.00

$81,575.09

1.621

3.631

6

66.67

1.426

11-2003

($5,136.31)

$0.00

$80,273.88

-6.014

6.014

9

22.22

0.1178

10-2003

$6,393.78

$0.00

$85,410.19

8.092

1.554

5

80.00

5.743

9-2003

($41.60)

$0.00

$79,016.41

-0.0526

2.255

4

75.00

0.9771

8-2003

($2,259.55)

$0.00

$79,058.01

-2.779

2.779

3

0.000

0.000

7-2003

($1,142.49)

$0.00

$81,317.56

-1.386

2.587

5

40.00

0.4645

6-2003

$364.00

$0.00

$82,460.05

0.4434

1.379

2

50.00

1.322

5-2003

$9,701.86

$0.00

$82,096.05

13.40

2.297

5

80.00

6.835

4-2003

($5,007.79)

$0.00

$72,394.19

-6.470

7.823

8

25.00

0.1748

3-2003

$1,517.82

$0.00

$77,401.98

2.000

1.871

4

75.00

2.069

2-2003

$2,559.64

$0.00

$75,884.16

3.491

1.085

4

50.00

4.128

1-2003

$5,850.82

$0.00

$73,324.52

8.671

1.426

6

50.00

5.231

12-2002

($709.21)

$0.00

$67,473.70

-1.040

2.417

3

33.33

0.5756

11-2002

$1,581.14

$0.00

$68,182.91

2.374

1.469

6

50.00

2.251

10-2002

$1,430.01

$0.00

$66,601.77

2.194

2.522

4

75.00

1.867

9-2002

($1,314.60)

$0.00

$65,171.76

-1.977

2.593

5

40.00

0.3159

8-2002

$1,772.00

$0.00

$66,486.36

2.738

0.000

1

100.0

100.0

7-2002

$12,390.10

$0.00

$64,714.36

23.68

1.494

5

80.00

14.48

6-2002

$1,289.91

$0.00

$52,324.26

2.528

3.678

5

80.00

1.651

5-2002

($1,464.82)

$0.00

$51,034.35

-2.790

2.849

3

33.33

0.0214

4-2002

$524.00

$0.00

$52,499.17

1.008

0.6388

5

40.00

2.172

3-2002

$338.18

$0.00

$51,975.17

0.6549

2.876

5

60.00

1.182

2-2002

$836.89

$0.00

$51,636.99

1.647

1.994

5

60.00

1.746

1-2002

$2,706.14

$0.00

$50,800.10

5.627

1.676

5

80.00

4.357

12-2001

($1,720.00)

$0.00

$48,093.96

-3.453

3.453

3

0.000

0.000

11-2001

($1,410.93)

$0.00

$49,813.96

-2.754

5.864

4

25.00

0.5453

10-2001

($1,230.00)

$0.00

$51,224.89

-2.345

2.841

4

25.00

0.1745

9-2001

$221.81

$0.00

$52,454.89

0.4247

2.930

4

25.00

1.105

8-2001

($1,860.63)

$0.00

$52,233.08

-3.440

6.022

4

25.00

0.4288

7-2001

$303.86

$0.00

$54,093.71

0.5649

2.964

4

75.00

1.185

6-2001

($4,168.15)

$0.00

$53,789.85

-7.192

8.138

4

50.00

0.1253

5-2001

$2,630.81

$0.00

$57,958.00

4.755

0.000

2

100.0

100.0

4-2001

$2,499.69

$0.00

$55,327.19

4.732

1.469

2

50.00

4.031

3-2001

($3,402.00)

$0.00

$52,827.50

-6.050

6.050

4

50.00

0.3329

2-2001

($3,480.81)

$0.00

$56,229.50

-5.829

8.315

3

33.33

0.2989

1-2001

($1,532.56)

$0.00

$59,710.31

-2.502

6.038

6

50.00

0.7737

12-2000

$10,897.00

$0.00

$61,242.87

21.64

0.000

2

100.0

100.0

11-2000

($2,082.91)

$0.00

$50,345.87

-3.973

6.011

3

33.33

0.3391

10-2000

($818.17)

$0.00

$52,428.78

-1.537

2.000

2

50.00

0.2354

9-2000

$1,297.03

$0.00

$53,246.95

2.497

1.059

3

66.67

3.275

8-2000

$166.22

$0.00

$51,949.92

0.3210

1.153

5

60.00

1.172

7-2000

($750.33)

$0.00

$51,783.70

-1.428

4.289

2

50.00

0.6670

6-2000

($1,943.71)

$0.00

$52,534.03

-3.568

4.390

2

50.00

0.1873

5-2000

$863.00

$0.00

$54,477.74

1.610

0.000

2

100.0

100.0

4-2000

($1,854.46)

$0.00

$53,614.74

-3.343

3.343

2

0.000

0.000

3-2000

$1,368.04

$0.00

$55,469.20

2.529

0.000

1

100.0

100.0

2-2000

($354.57)

$0.00

$54,101.16

-0.6511

0.6511

1

0.000

0.000

1-2000

$1,981.26

$0.00

$54,455.73

3.776

0.000

1

100.0

100.0

12-1999

($752.57)

$0.00

$52,474.47

-1.414

2.071

2

50.00

0.3173

11-1999

($28.67)

$0.00

$53,227.04

-0.0538

2.128

2

50.00

0.9747

10-1999

($927.66)

$0.00

$53,255.71

-1.712

1.712

1

0.000

0.000

9-1999

$1,479.85

$0.00

$54,183.37

2.808

0.000

1

100.0

100.0

8-1999

$7,000.01

$0.00

$52,703.52

15.32

0.000

1

100.0

100.0

7-1999

($1,631.19)

$0.00

$45,703.51

-3.446

3.446

1

0.000

0.000

6-1999

$331.53

$0.00

$47,334.70

0.7053

0.000

2

100.0

100.0

5-1999

($2,851.83)

$0.00

$47,003.17

-5.720

5.720

1

0.000

0.000

4-1999

($4,985.72)

$0.00

$49,855.00

-9.091

9.091

2

0.000

0.000

3-1999

($389.49)

$0.00

$54,840.72

-0.7052

0.7052

1

0.000

0.000

2-1999

$4,008.42

$0.00

$55,230.21

7.826

0.000

2

100.0

100.0

1-1999

$6,731.76

$0.00

$51,221.79

15.13

0.000

1

100.0

100.0

11-1998

($1,347.17)

$0.00

$44,490.03

-2.939

2.939

1

0.000

0.000

10-1998

$12,307.71

$0.00

$45,837.20

36.71

0.000

2

100.0

100.0

9-1998

$3,137.69

$0.00

$33,529.49

10.32

0.000

1

100.0

100.0

8-1998

$2,416.61

$0.00

$30,391.80

8.638

0.000

1

100.0

100.0

7-1998

$515.63

$0.00

$27,975.19

1.878

0.000

1

100.0

100.0

6-1998

$2,459.56

$0.00

$27,459.56

9.838

0.000

1

100.0

100.0

Ave

$1,613.42

$0.00

$103,772.18

1.844

1.899

3.810

55.84

20.70

SD

$4,977.98

$0.00

$56,175.29

5.976

1.911

1.801

30.80

38.04

 

WEEKLY RETURNS

Week

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

11/22/2009

$1,211.12

$0.00

$246,038.21

0.4947

2.026

4

25.00

1.244

11/8/2009

($25.00)

$0.00

$244,827.09

-0.0102

0.0102

1

0.000

0.000

10/25/2009

$185.00

$0.00

$244,852.09

0.0756

0.6452

3

66.67

1.116

10/11/2009

$2,085.55

$0.00

$244,667.09

0.8597

0.000

1

100.0

100.0

10/4/2009

$3,340.00

$0.00

$242,581.54

1.396

0.000

1

100.0

100.0

9/27/2009

$1,583.00

$0.00

$239,241.54

0.6661

0.000

1

100.0

100.0

9/13/2009

$2,692.00

$0.00

$237,658.54

1.146

0.000

1

100.0

100.0

8/30/2009

($816.00)

$0.00

$234,966.54

-0.3461

0.3461

1

0.000

0.000

8/23/2009

($283.00)

$0.00

$235,782.54

-0.1199

0.1199

1

0.000

0.000

8/16/2009

$728.00

$0.00

$236,065.54

0.3093

0.000

1

100.0

100.0

8/9/2009

($1,014.45)

$0.00

$235,337.54

-0.4292

0.4292

2

0.000

0.000

8/2/2009

$780.00

$0.00

$236,351.99

0.3311

0.000

1

100.0

100.0

7/26/2009

($148.00)

$0.00

$235,571.99

-0.0628

0.0628

1

0.000

0.000

7/12/2009

$825.00

$0.00

$235,719.99

0.3512

0.000

1

100.0

100.0

6/28/2009

$861.55

$0.00

$234,894.99

0.3681

0.1467

2

50.00

3.497

6/21/2009

($1,200.00)

$0.00

$234,033.44

-0.5101

0.5101

1

0.000

0.000

6/7/2009

$1,785.42

$0.00

$235,233.44

0.7648

0.000

2

100.0

100.0

5/31/2009

$3,276.00

$0.00

$233,448.02

1.423

0.000

1

100.0

100.0

5/24/2009

($862.00)

$0.00

$230,172.02

-0.3731

0.9617

3

66.67

0.6143

5/3/2009

$3,347.00

$0.00

$231,034.02

1.470

0.000

1

100.0

100.0

4/26/2009

($2,186.97)

$0.00

$227,687.02

-0.9514

0.9514

1

0.000

0.000

4/19/2009

$892.00

$0.00

$229,873.99

0.3896

0.000

1

100.0

100.0

4/12/2009

$3,376.00

$0.00

$228,981.99

1.496

0.000

1

100.0

100.0

4/5/2009

($2,040.00)

$0.00

$225,605.99

-0.8961

0.8961

1

0.000

0.000

3/29/2009

$947.00

$0.00

$227,645.99

0.4177

0.000

1

100.0

100.0

3/15/2009

$6,085.08

$0.00

$226,698.99

2.758

0.000

1

100.0

100.0

2/22/2009

($156.00)

$0.00

$220,613.91

-0.0707

0.0947

2

50.00

0.2536

2/15/2009

$9,775.00

$0.00

$220,769.91

4.633

0.000

2

100.0

100.0

2/1/2009

($6,240.13)

$0.00

$210,994.91

-2.873

2.873

2

0.000

0.000

1/18/2009

($817.00)

$0.00

$217,235.04

-0.3747

0.3747

1

0.000

0.000

1/11/2009

$880.00

$0.00

$218,052.04

0.4052

0.000

1

100.0

100.0

1/4/2009

$8,164.18

$0.00

$217,172.04

3.906

1.575

3

66.67

3.385

12/28/2008

$96.62

$0.00

$209,007.86

0.0462

0.000

1

100.0

100.0

12/14/2008

$9,703.16

$0.00

$208,911.24

4.871

0.000

2

100.0

100.0

12/7/2008

($2,349.00)

$0.00

$199,208.08

-1.165

1.165

1

0.000

0.000

11/30/2008

($3,890.64)

$0.00

$201,557.08

-1.894

1.894

1

0.000

0.000

11/16/2008

($6,397.00)

$0.00

$205,447.72

-3.020

3.020

1

0.000

0.000

11/9/2008

($3,520.82)

$0.00

$211,844.72

-1.635

1.635

2

0.000

0.000

10/26/2008

$20,781.00

$0.00

$215,365.54

10.68

0.000

2

100.0

100.0

10/19/2008

$11,254.22

$0.00

$194,584.54

6.139

1.958

2

50.00

4.135

10/5/2008

$4,425.00

$0.00

$183,330.32

2.473

0.000

1

100.0

100.0

9/14/2008

$783.00

$0.00

$178,905.32

0.4396

0.000

1

100.0

100.0

8/31/2008

$10,678.91

$0.00

$178,122.32

6.378

1.635

3

66.67

4.673

8/17/2008

$509.94

$0.00

$167,443.41

0.3055

0.7018

2

50.00

1.431

7/20/2008

($4,124.00)

$0.00

$166,933.47

-2.411

2.411

2

0.000

0.000

7/13/2008

($2,482.03)

$0.00

$171,057.47

-1.430

1.433

3

33.33

0.4629

7/6/2008

($73.00)

$0.00

$173,539.50

-0.0420

0.3495

3

66.67

0.8797

6/8/2008

($357.00)

$0.00

$173,612.50

-0.2052

0.5300

2

50.00

0.6128

6/1/2008

$2,328.38

$0.00

$173,969.50

1.357

0.2573

3

66.67

6.261

5/25/2008

$2,504.00

$0.00

$171,641.12

1.480

0.000

1

100.0

100.0

5/4/2008

$2,919.40

$0.00

$169,137.12

1.756

0.000

1

100.0

100.0

4/20/2008

($986.00)

$0.00

$166,217.72

-0.5897

1.844

2

50.00

0.6842

3/30/2008

$170.00

$0.00

$167,203.72

0.1018

0.000

1

100.0

100.0

3/23/2008

$5,550.00

$0.00

$167,033.72

3.437

0.000

3

100.0

100.0

3/16/2008

$10,492.65

$0.00

$161,483.72

6.949

0.000

1

100.0

100.0

3/9/2008

$981.00

$0.00

$150,991.07

0.6540

0.000

1

100.0

100.0

2/17/2008

$1,745.33

$0.00

$150,010.07

1.177

0.2945

2

50.00

4.997

2/3/2008

($674.00)

$0.00

$148,264.74

-0.4525

0.9823

3

33.33

0.6007

1/27/2008

($2,041.00)

$0.00

$148,938.74

-1.352

1.352

1

0.000

0.000

1/13/2008

($1,675.00)

$0.00

$150,979.74

-1.097

1.097

2

0.000

0.000

1/6/2008

$1,929.00

$0.00

$152,654.74

1.280

0.000

1

100.0

100.0

12/23/2007

$2,187.61

$0.00

$150,725.74

1.473

0.1044

3

66.67

15.11

12/9/2007

$2,323.00

$0.00

$148,538.13

1.589

0.000

1

100.0

100.0

11/25/2007

$3,421.94

$0.00

$146,215.13

2.396

0.000

2

100.0

100.0

11/4/2007

$773.00

$0.00

$142,793.19

0.5443

0.000

1

100.0

100.0

10/28/2007

$2,683.00

$0.00

$142,020.19

1.926

0.000

1

100.0

100.0

10/21/2007

($5,243.00)

$0.00

$139,337.19

-3.626

3.626

3

0.000

0.000

10/14/2007

($1,137.61)

$0.00

$144,580.19

-0.7807

0.7807

1

0.000

0.000

9/23/2007

$8,189.00

$0.00

$145,717.80

5.954

0.000

2

100.0

100.0

9/16/2007

$1,363.55

$0.00

$137,528.80

1.001

0.5887

3

33.33

2.674

8/26/2007

($496.29)

$0.00

$136,165.25

-0.3632

1.209

2

50.00

0.6996

8/19/2007

$885.00

$0.00

$136,661.54

0.6518

0.000

1

100.0

100.0

8/12/2007

$9,436.33

$0.00

$135,776.54

7.469

0.000

2

100.0

100.0

8/5/2007

($1,078.00)

$0.00

$126,340.21

-0.8460

0.8974

2

50.00

0.0577

7/22/2007

$2,607.00

$0.00

$127,418.21

2.089

0.0816

2

50.00

26.07

7/8/2007

$1,572.00

$0.00

$124,811.21

1.276

0.000

1

100.0

100.0

6/24/2007

($709.04)

$0.00

$123,239.21

-0.5720

1.080

3

33.33

0.4732

6/17/2007

($768.00)

$0.00

$123,948.25

-0.6158

0.6158

1

0.000

0.000

6/10/2007

($913.16)

$0.00

$124,716.25

-0.7269

0.7269

1

0.000

0.000

6/3/2007

($1,281.00)

$0.00

$125,629.41

-1.009

1.009

1

0.000

0.000

5/20/2007

($1,913.00)

$0.00

$126,910.41

-1.485

1.485

2

0.000

0.000

5/13/2007

($372.00)

$0.00

$128,823.41

-0.2879

0.5766

2

50.00

0.5007

5/6/2007

$76.00

$0.00

$129,195.41

0.0589

0.000

1

100.0

100.0

4/29/2007

$1,835.00

$0.00

$129,119.41

1.442

0.000

1

100.0

100.0

4/22/2007

$372.00

$0.00

$127,284.41

0.2931

0.000

1

100.0

100.0

4/8/2007

$1,293.91

$0.00

$126,912.41

1.030

0.1000

2

50.00

11.18

4/1/2007

($2,010.24)

$0.00

$125,618.50

-1.575

1.575

1

0.000

0.000

3/11/2007

$36.00

$0.00

$127,628.74

0.0282

1.151

2

50.00

1.025

3/4/2007

($1,440.00)

$0.00

$127,592.74

-1.116

1.116

1

0.000

0.000

2/25/2007

$1,206.47

$0.00

$129,032.74

0.9438

0.000

2

100.0

100.0

2/18/2007

($1,187.65)

$0.00

$127,826.27

-0.9206

0.9206

1

0.000

0.000

2/11/2007

$313.00

$0.00

$129,013.92

0.2432

0.000

1

100.0

100.0

1/28/2007

$490.54

$0.00

$128,700.92

0.3826

0.1381

2

50.00

3.756

1/21/2007

($332.00)

$0.00

$128,210.38

-0.2583

0.4769

2

50.00

0.4584

1/14/2007

($24.00)

$0.00

$128,542.38

-0.0187

0.0187

1

0.000

0.000

12/31/2006

($1,288.64)

$0.00

$128,566.38

-0.9924

0.9924

1

0.000

0.000

12/24/2006

$2,149.70

$0.00

$129,855.02

1.683

0.000

2

100.0

100.0

12/17/2006

($249.00)

$0.00

$127,705.32

-0.1946

0.1946

1

0.000

0.000

12/3/2006

$4,246.32

$0.00

$127,954.32

3.433

0.000

2

100.0

100.0

11/26/2006

$1,000.00

$0.00

$123,708.00

0.8149

0.000

1

100.0

100.0

10/29/2006

$918.00

$0.00

$122,708.00

0.7538

0.000

1

100.0

100.0

10/15/2006

($95.47)

$0.00

$121,790.00

-0.0783

0.3820

2

50.00

0.7956

10/8/2006

($476.00)

$0.00

$121,885.47

-0.3890

0.3890

1

0.000

0.000

9/17/2006

$60.00

$0.00

$122,361.47

0.0491

0.000

1

100.0

100.0

9/10/2006

($1,654.42)

$0.00

$122,301.47

-1.335

1.335

2

0.000

0.000

9/3/2006

($733.96)

$0.00

$123,955.89

-0.5886

0.8068

4

25.00

0.2704

8/6/2006

($1,316.00)

$0.00

$124,689.85

-1.044

1.044

1

0.000

0.000

7/30/2006

($521.00)

$0.00

$126,005.85

-0.4118

0.4118

1

0.000

0.000

7/23/2006

$863.62

$0.00

$126,526.85

0.6872

0.3894

2

50.00

2.765

7/2/2006

($961.50)

$0.00

$125,663.23

-0.7593

0.7593

2

0.000

0.000

6/25/2006

$398.94

$0.00

$126,624.73

0.3161

0.4560

4

25.00

1.426

6/4/2006

($871.00)

$0.00

$126,225.79

-0.6853

0.6853

1

0.000

0.000

5/21/2006

($920.29)

$0.00

$127,096.79

-0.7189

0.7189

2

0.000

0.000

4/23/2006

$1,695.00

$0.00

$128,017.08

1.342

0.000

1

100.0

100.0

4/16/2006

$1,699.75

$0.00

$126,322.08

1.364

0.6997

3

66.67

2.949

4/9/2006

($1,026.00)

$0.00

$124,622.33

-0.8166

0.8166

1

0.000

0.000

4/2/2006

$614.00

$0.00

$125,648.33

0.4911

0.000

1

100.0

100.0

3/19/2006

$524.00

$0.00

$125,034.33

0.4208

0.8449

2

50.00

1.498

3/12/2006

($18.00)

$0.00

$124,510.33

-0.0145

0.0145

1

0.000

0.000

3/5/2006

($687.75)

$0.00

$124,528.33

-0.5493

0.5493

2

0.000

0.000

2/19/2006

($1,069.82)

$0.00

$125,216.08

-0.8471

0.8471

1

0.000

0.000

2/5/2006

$273.74

$0.00

$126,285.90

0.2172

1.410

3

33.33

1.152

1/29/2006

($2,009.00)

$0.00

$126,012.16

-1.569

1.569

1

0.000

0.000

1/22/2006

($392.60)

$0.00

$128,021.16

-0.3057

1.081

2

50.00

0.7194

1/1/2006

$2,193.00

$0.00

$128,413.76

1.737

0.000

1

100.0

100.0

12/25/2005

$433.00

$0.00

$126,220.76

0.3442

0.000

1

100.0

100.0

12/18/2005

$328.00

$0.00

$125,787.76

0.2614

0.000

1

100.0

100.0

12/11/2005

$3,193.90

$0.00

$125,459.76

2.612

0.000

2

100.0

100.0

11/27/2005

($2,158.00)

$0.00

$122,265.86

-1.734

1.734

2

0.000

0.000

10/30/2005

$1,229.00

$0.00

$124,423.86

0.9976

0.000

1

100.0

100.0

10/2/2005

$201.62

$0.00

$123,194.86

0.1639

0.2365

2

50.00

1.691

9/25/2005

($1,864.50)

$0.00

$122,993.24

-1.493

1.675

3

66.67

0.1085

9/18/2005

($1,021.00)

$0.00

$124,857.74

-0.8111

0.8111

1

0.000

0.000

8/28/2005

$1,734.00

$0.00

$125,878.74

1.397

0.000

1

100.0

100.0

8/21/2005

$869.00

$0.00

$124,144.74

0.7049

0.000

2

100.0

100.0

8/14/2005

$376.77

$0.00

$123,275.74

0.3066

0.000

2

100.0

100.0

8/7/2005

$414.00

$0.00

$122,898.97

0.3380

0.000

1

100.0

100.0

7/31/2005

$1,655.00

$0.00

$122,484.97

1.370

0.000

1

100.0

100.0

7/17/2005

$749.87

$0.00

$120,829.97

0.6245

0.4466

3

66.67

2.396

7/10/2005

$1,537.40

$0.00

$120,080.10

1.297

0.9548

3

66.67

2.328

6/19/2005

$7,854.47

$0.00

$118,542.70

7.096

0.000

3

100.0

100.0

6/5/2005

($1,511.00)

$0.00

$110,688.23

-1.347

1.347

1

0.000

0.000

5/8/2005

($2,568.44)

$0.00

$112,199.23

-2.238

2.238

2

0.000

0.000

5/1/2005

($2,309.00)

$0.00

$114,767.67

-1.972

1.972

3

0.000

0.000

4/10/2005

$2,156.68

$0.00

$117,076.67

1.877

0.000

1

100.0

100.0

4/3/2005

($2,228.00)

$0.00

$114,919.99

-1.902

1.902

1

0.000

0.000

3/27/2005

$1,403.00

$0.00

$117,147.99

1.212

0.000

1

100.0

100.0

3/20/2005

($1,201.00)

$0.00

$115,744.99

-1.027

1.027

1

0.000

0.000

3/13/2005

$698.00

$0.00

$116,945.99

0.6004

0.000

1

100.0

100.0

2/27/2005

$542.72

$0.00

$116,247.99

0.4691

0.000

1

100.0

100.0

2/20/2005

$1,635.00

$0.00

$115,705.27

1.433

0.000

1

100.0

100.0

2/13/2005

$1,427.16

$0.00

$114,070.27

1.267

0.000

1

100.0

100.0

2/6/2005

$623.00

$0.00

$112,643.11

0.5562

0.8427

2

50.00

1.660

1/23/2005

($848.00)

$0.00

$112,020.11

-0.7513

0.7513

1

0.000

0.000

1/16/2005

($1,202.00)

$0.00

$112,868.11

-1.054

1.054

1

0.000

0.000

1/9/2005

($498.00)

$0.00

$114,070.11

-0.4347

0.4347

2

0.000

0.000

1/2/2005

($609.53)

$0.00

$114,568.11

-0.5292

1.316

3

33.33

0.6010

12/26/2004

($1,491.76)

$0.00

$115,177.64

-1.279

1.279

1

0.000

0.000

12/5/2004

($1,501.63)

$0.00

$116,669.40

-1.271

2.276

2

50.00

0.4473

11/28/2004

$6,991.00

$0.00

$118,171.03

6.288

0.9297

2

50.00

7.304

11/14/2004

$1,829.00

$0.00

$111,180.03

1.673

0.000

1

100.0

100.0

11/7/2004

$865.54

$0.00

$109,351.03

0.7978

0.7984

2

50.00

1.983

10/24/2004

$1,796.00

$0.00

$108,485.49

1.683

0.000

1

100.0

100.0

10/10/2004

($722.00)

$0.00

$106,689.49

-0.6722

0.6722

1

0.000

0.000

10/3/2004

$1,660.18

$0.00

$107,411.49

1.570

0.1902

4

75.00

9.178

9/26/2004

$1,496.00

$0.00

$105,751.31

1.435

0.000

1

100.0

100.0

9/12/2004

($819.00)

$0.00

$104,255.31

-0.7794

0.7794

1

0.000

0.000

9/5/2004

($955.00)

$0.00

$105,074.31

-0.9007

0.9007

1

0.000

0.000

8/29/2004

($1,219.01)

$0.00

$106,029.31

-1.137

1.416

4

75.00

0.1996

8/22/2004

$605.00

$0.00

$107,248.32

0.5673

0.000

2

100.0

100.0

8/8/2004

$408.00

$0.00

$106,643.32

0.3841

0.000

1

100.0

100.0

8/1/2004

$2,037.62

$0.00

$106,235.32

1.956

0.000

2

100.0

100.0

7/18/2004

($1,431.00)

$0.00

$104,197.70

-1.355

1.768

3

33.33

0.2335

7/11/2004

$306.00

$0.00

$105,628.70

0.2905

0.000

1

100.0

100.0

7/4/2004

$2,112.00

$0.00

$105,322.70

2.046

0.000

1

100.0

100.0

6/27/2004

$298.07

$0.00

$103,210.70

0.2896

1.341

2

50.00

1.212

6/6/2004

$1,458.00

$0.00

$102,912.63

1.437

0.000

1

100.0

100.0

5/30/2004

$626.00

$0.00

$101,454.63

0.6209

0.000

1

100.0

100.0

5/16/2004

($1,433.00)

$0.00

$100,828.63

-1.401

1.401

1

0.000

0.000

5/9/2004

$2,501.00

$0.00

$102,261.63

2.507

0.000

1

100.0

100.0

5/2/2004

$4,210.78

$0.00

$99,760.63

4.407

0.000

4

100.0

100.0

4/11/2004

$287.00

$0.00

$95,549.85

0.3013

0.3926

2

50.00

1.767

3/28/2004

$8,062.81

$0.00

$95,262.85

9.246

0.000

2

100.0

100.0

3/14/2004

($308.32)

$0.00

$87,200.04

-0.3523

0.3523

1

0.000

0.000

3/7/2004

$3,141.00

$0.00

$87,508.36

3.723

0.000

2

100.0

100.0

2/29/2004

$1,801.00

$0.00

$84,367.36

2.181

0.000

1

100.0

100.0

2/22/2004

($574.00)

$0.00

$82,566.36

-0.6904

0.6904

1

0.000

0.000

2/15/2004

$1,786.00

$0.00

$83,140.36

2.195

0.000

2

100.0

100.0

2/1/2004

($1,307.94)

$0.00

$81,354.36

-1.582

1.582

3

0.000

0.000

1/25/2004

($1,730.00)

$0.00

$82,662.30

-2.050

2.050

1

0.000

0.000

1/18/2004

$2,004.00

$0.00

$84,392.30

2.432

0.000

2

100.0

100.0

1/11/2004

$1,314.00

$0.00

$82,388.30

1.621

0.000

1

100.0

100.0

1/4/2004

($500.79)

$0.00

$81,074.30

-0.6139

0.6139

1

0.000

0.000

12/21/2003

$467.00

$0.00

$81,575.09

0.5758

0.000

2

100.0

100.0

12/14/2003

($457.79)

$0.00

$81,108.09

-0.5613

3.631

3

33.33

0.8502

11/30/2003

$1,292.00

$0.00

$81,565.88

1.609

0.000

1

100.0

100.0

11/16/2003

($453.41)

$0.00

$80,273.88

-0.5617

1.399

4

50.00

0.6020

11/9/2003

($236.00)

$0.00

$80,727.29

-0.2915

0.2915

1

0.000

0.000

11/2/2003

($4,446.90)

$0.00

$80,963.29

-5.207

5.207

4

0.000

0.000

10/26/2003

($1,286.37)

$0.00

$85,410.19

-1.484

1.554

2

50.00

0.0457

10/19/2003

$1,520.00

$0.00

$86,696.56

1.785

0.000

1

100.0

100.0

10/5/2003

$6,068.15

$0.00

$85,176.56

7.671

0.000

1

100.0

100.0

9/28/2003

$92.00

$0.00

$79,108.41

0.1164

0.000

1

100.0

100.0

9/14/2003

$433.00

$0.00

$79,016.41

0.5510

0.000

1

100.0

100.0

9/7/2003

($1,382.60)

$0.00

$78,583.41

-1.729

2.255

2

50.00

0.2374

8/31/2003

$908.00

$0.00

$79,966.01

1.149

0.000

1

100.0

100.0

8/24/2003

($1,696.00)

$0.00

$79,058.01

-2.100

2.100

1

0.000

0.000

8/10/2003

($563.55)

$0.00

$80,754.01

-0.6930

0.6930

2

0.000

0.000

Ave

$791.93

$0.00

$141,444.53

0.5553

0.5988

1.644

56.13

43.95

SD

$3,072.29

$0.00

$47,287.90

2.114

0.8112

0.8331

43.30

49.13

 

DAILY RETURNS

Day

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

11/27/2009

$3,385.12

$0.00

$246,038.21

1.395

1.148

2

50.00

2.215

11/26/2009

($1,296.00)

$0.00

$242,653.09

-0.5313

0.5313

1

0.000

0.000

11/23/2009

($878.00)

$0.00

$243,949.09

-0.3586

0.3586

1

0.000

0.000

11/10/2009

($25.00)

$0.00

$244,827.09

-0.0102

0.0102

1

0.000

0.000

10/30/2009

($1,590.00)

$0.00

$244,852.09

-0.6452

0.6452

1

0.000

0.000

10/28/2009

$1,382.00

$0.00

$246,442.09

0.5639

0.000

1

100.0

100.0

10/26/2009

$393.00

$0.00

$245,060.09

0.1606

0.000

1

100.0

100.0

10/12/2009

$2,085.55

$0.00

$244,667.09

0.8597

0.000

1

100.0

100.0

10/8/2009

$3,340.00

$0.00

$242,581.54

1.396

0.000

1

100.0

100.0

9/28/2009

$1,583.00

$0.00

$239,241.54

0.6661

0.000

1

100.0

100.0

9/17/2009

$2,692.00

$0.00

$237,658.54

1.146

0.000

1

100.0

100.0

9/2/2009

($816.00)

$0.00

$234,966.54

-0.3461

0.3461

1

0.000

0.000

8/25/2009

($283.00)

$0.00

$235,782.54

-0.1199

0.1199

1

0.000

0.000

8/21/2009

$728.00

$0.00

$236,065.54

0.3093

0.000

1

100.0

100.0

8/14/2009

($108.45)

$0.00

$235,337.54

-0.0461

0.0461

1

0.000

0.000

8/12/2009

($906.00)

$0.00

$235,445.99

-0.3833

0.3833

1

0.000

0.000

8/7/2009

$780.00

$0.00

$236,351.99

0.3311

0.000

1

100.0

100.0

7/29/2009

($148.00)

$0.00

$235,571.99

-0.0628

0.0628

1

0.000

0.000

7/15/2009

$825.00

$0.00

$235,719.99

0.3512

0.000

1

100.0

100.0

7/3/2009

($345.00)

$0.00

$234,894.99

-0.1467

0.1467

1

0.000

0.000

7/2/2009

$1,206.55

$0.00

$235,239.99

0.5155

0.000

1

100.0

100.0

6/24/2009

($1,200.00)

$0.00

$234,033.44

-0.5101

0.5101

1

0.000

0.000

6/10/2009

$1,257.00

$0.00

$235,233.44

0.5372

0.000

1

100.0

100.0

6/9/2009

$528.42

$0.00

$233,976.44

0.2264

0.000

1

100.0

100.0

6/3/2009

$3,276.00

$0.00

$233,448.02

1.423

0.000

1

100.0

100.0

5/29/2009

($2,235.00)

$0.00

$230,172.02

-0.9617

0.9617

1

0.000

0.000

5/27/2009

$97.00

$0.00

$232,407.02

0.0418

0.000

1

100.0

100.0

5/26/2009

$1,276.00

$0.00

$232,310.02

0.5523

0.000

1

100.0

100.0

5/5/2009

$3,347.00

$0.00

$231,034.02

1.470

0.000

1

100.0

100.0

4/30/2009

($2,186.97)

$0.00

$227,687.02

-0.9514

0.9514

1

0.000

0.000

4/24/2009

$892.00

$0.00

$229,873.99

0.3896

0.000

1

100.0

100.0

4/13/2009

$3,376.00

$0.00

$228,981.99

1.496

0.000

1

100.0

100.0

4/8/2009

($2,040.00)

$0.00

$225,605.99

-0.8961

0.8961

1

0.000

0.000

3/30/2009

$947.00

$0.00

$227,645.99

0.4177

0.000

1

100.0

100.0

3/18/2009

$6,085.08

$0.00

$226,698.99

2.758

0.000

1

100.0

100.0

2/25/2009

$53.00

$0.00

$220,613.91

0.0240

0.000

1

100.0

100.0

2/23/2009

($209.00)

$0.00

$220,560.91

-0.0947

0.0947

1

0.000

0.000

2/19/2009

$8,523.00

$0.00

$220,769.91

4.016

0.000

1

100.0

100.0

2/17/2009

$1,252.00

$0.00

$212,246.91

0.5934

0.000

1

100.0

100.0

2/6/2009

($2,268.00)

$0.00

$210,994.91

-1.063

1.063

1

0.000

0.000

2/5/2009

($3,972.13)

$0.00

$213,262.91

-1.828

1.828

1

0.000

0.000

1/19/2009

($817.00)

$0.00

$217,235.04

-0.3747

0.3747

1

0.000

0.000

1/16/2009

$880.00

$0.00

$218,052.04

0.4052

0.000

1

100.0

100.0

1/6/2009

$3,165.00

$0.00

$217,172.04

1.479

0.000

1

100.0

100.0

1/5/2009

$4,999.18

$0.00

$214,007.04

2.392

1.575

2

50.00

2.460

12/29/2008

$96.62

$0.00

$209,007.86

0.0462

0.000

1

100.0

100.0

12/18/2008

$5,081.16

$0.00

$208,911.24

2.493

0.000

1

100.0

100.0

12/17/2008

$4,622.00

$0.00

$203,830.08

2.320

0.000

1

100.0

100.0

12/8/2008

($2,349.00)

$0.00

$199,208.08

-1.165

1.165

1

0.000

0.000

12/1/2008

($3,890.64)

$0.00

$201,557.08

-1.894

1.894

1

0.000

0.000

11/20/2008

($6,397.00)

$0.00

$205,447.72

-3.020

3.020

1

0.000

0.000

11/14/2008

($1,379.00)

$0.00

$211,844.72

-0.6467

0.6467

1

0.000

0.000

11/13/2008

($2,141.82)

$0.00

$213,223.72

-0.9945

0.9945

1

0.000

0.000

10/29/2008

$1,127.00

$0.00

$215,365.54

0.5260

0.000

1

100.0

100.0

10/27/2008

$19,654.00

$0.00

$214,238.54

10.10

0.000

1

100.0

100.0

10/24/2008

$14,844.22

$0.00

$194,584.54

8.259

0.000

1

100.0

100.0

10/21/2008

($3,590.00)

$0.00

$179,740.32

-1.958

1.958

1

0.000

0.000

10/6/2008

$4,425.00

$0.00

$183,330.32

2.473

0.000

1

100.0

100.0

9/15/2008

$783.00

$0.00

$178,905.32

0.4396

0.000

1

100.0

100.0

9/5/2008

$273.91

$0.00

$178,122.32

0.1540

1.635

2

50.00

1.094

9/3/2008

$10,405.00

$0.00

$177,848.41

6.214

0.000

1

100.0

100.0

8/22/2008

($1,183.35)

$0.00

$167,443.41

-0.7018

0.7018

1

0.000

0.000

8/21/2008

$1,693.29

$0.00

$168,626.76

1.014

0.000

1

100.0

100.0

7/24/2008

($1,866.00)

$0.00

$166,933.47

-1.105

1.105

1

0.000

0.000

7/23/2008

($2,258.00)

$0.00

$168,799.47

-1.320

1.320

1

0.000

0.000

7/17/2008

($2,134.65)

$0.00

$171,057.47

-1.233

1.233

1

0.000

0.000

7/15/2008

($347.38)

$0.00

$173,192.12

-0.2002

1.433

2

50.00

0.8603

7/9/2008

($140.00)

$0.00

$173,539.50

-0.0806

0.3495

2

50.00

0.7694

7/7/2008

$67.00

$0.00

$173,679.50

0.0386

0.000

1

100.0

100.0

6/10/2008

$565.00

$0.00

$173,612.50

0.3265

0.000

1

100.0

100.0

6/9/2008

($922.00)

$0.00

$173,047.50

-0.5300

0.5300

1

0.000

0.000

6/6/2008

$2,444.00

$0.00

$173,969.50

1.425

0.000

1

100.0

100.0

6/3/2008

($442.54)

$0.00

$171,525.50

-0.2573

0.2573

1

0.000

0.000

6/2/2008

$326.92

$0.00

$171,968.04

0.1905

0.000

1

100.0

100.0

5/29/2008

$2,504.00

$0.00

$171,641.12

1.480

0.000

1

100.0

100.0

5/9/2008

$2,919.40

$0.00

$169,137.12

1.756

0.000

1

100.0

100.0

4/24/2008

($3,122.00)

$0.00

$166,217.72

-1.844

1.844

1

0.000

0.000

4/23/2008

$2,136.00

$0.00

$169,339.72

1.277

0.000

1

100.0

100.0

4/1/2008

$170.00

$0.00

$167,203.72

0.1018

0.000

1

100.0

100.0

3/26/2008

$556.00

$0.00

$167,033.72

0.3340

0.000

1

100.0

100.0

3/25/2008

$105.00

$0.00

$166,477.72

0.0631

0.000

1

100.0

100.0

3/24/2008

$4,889.00

$0.00

$166,372.72

3.028

0.000

1

100.0

100.0

3/17/2008

$10,492.65

$0.00

$161,483.72

6.949

0.000

1

100.0

100.0

3/13/2008

$981.00

$0.00

$150,991.07

0.6540

0.000

1

100.0

100.0

2/22/2008

$2,182.00

$0.00

$150,010.07

1.476

0.000

1

100.0

100.0

2/19/2008

($436.67)

$0.00

$147,828.07

-0.2945

0.2945

1

0.000

0.000

2/8/2008

($225.00)

$0.00

$148,264.74

-0.1515

0.1515

1

0.000

0.000

2/5/2008

($449.00)

$0.00

$148,489.74

-0.3015

0.9823

2

50.00

0.6931

1/30/2008

($2,041.00)

$0.00

$148,938.74

-1.352

1.352

1

0.000

0.000

1/18/2008

($148.00)

$0.00

$150,979.74

-0.0979

0.0979

1

0.000

0.000

1/16/2008

($1,527.00)

$0.00

$151,127.74

-1.000

1.000

1

0.000

0.000

1/10/2008

$1,929.00

$0.00

$152,654.74

1.280

0.000

1

100.0

100.0

12/28/2007

$757.61

$0.00

$150,725.74

0.5052

0.000

1

100.0

100.0

12/27/2007

$1,585.00

$0.00

$149,968.13

1.068

0.000

1

100.0

100.0

12/26/2007

($155.00)

$0.00

$148,383.13

-0.1044

0.1044

1

0.000

0.000

12/14/2007

$2,323.00

$0.00

$148,538.13

1.589

0.000

1

100.0

100.0

11/29/2007

$3,008.94

$0.00

$146,215.13

2.101

0.000

1

100.0

100.0

11/28/2007

$413.00

$0.00

$143,206.19

0.2892

0.000

1

100.0

100.0

11/7/2007

$773.00

$0.00

$142,793.19

0.5443

0.000

1

100.0

100.0

10/31/2007

$2,683.00

$0.00

$142,020.19

1.926

0.000

1

100.0

100.0

10/26/2007

($1,998.00)

$0.00

$139,337.19

-1.414

1.414

1

0.000

0.000

10/22/2007

($3,245.00)

$0.00

$141,335.19

-2.244

2.244

2

0.000

0.000

10/18/2007

($1,137.61)

$0.00

$144,580.19

-0.7807

0.7807

1

0.000

0.000

9/28/2007

$5,559.00

$0.00

$145,717.80

3.966

0.000

1

100.0

100.0

9/25/2007

$2,630.00

$0.00

$140,158.80

1.912

0.000

1

100.0

100.0

9/21/2007

($567.13)

$0.00

$137,528.80

-0.4107

0.4107

1

0.000

0.000

9/20/2007

($247.32)

$0.00

$138,095.93

-0.1788

0.1788

1

0.000

0.000

9/17/2007

$2,178.00

$0.00

$138,343.25

1.600

0.000

1

100.0

100.0

8/29/2007

($496.29)

$0.00

$136,165.25

-0.3632

1.209

2

50.00

0.6996

8/23/2007

$885.00

$0.00

$136,661.54

0.6518

0.000

1

100.0

100.0

8/17/2007

$3,068.00

$0.00

$135,776.54

2.312

0.000

1

100.0

100.0

8/16/2007

$6,368.33

$0.00

$132,708.54

5.041

0.000

1

100.0

100.0

8/9/2007

($1,144.00)

$0.00

$126,340.21

-0.8974

0.8974

1

0.000

0.000

8/6/2007

$66.00

$0.00

$127,484.21

0.0518

0.000

1

100.0

100.0

7/26/2007

($104.00)

$0.00

$127,418.21

-0.0816

0.0816

1

0.000

0.000

7/25/2007

$2,711.00

$0.00

$127,522.21

2.172

0.000

1

100.0

100.0

7/10/2007

$1,572.00

$0.00

$124,811.21

1.276

0.000

1

100.0

100.0

6/28/2007

($915.00)

$0.00

$123,239.21

-0.7370

0.7370

1

0.000

0.000

6/27/2007

($431.00)

$0.00

$124,154.21

-0.3459

0.3459

1

0.000

0.000

6/26/2007

$636.96

$0.00

$124,585.21

0.5139

0.000

1

100.0

100.0

6/18/2007

($768.00)

$0.00

$123,948.25

-0.6158

0.6158

1

0.000

0.000

6/13/2007

($913.16)

$0.00

$124,716.25

-0.7269

0.7269

1

0.000

0.000

6/5/2007

($1,281.00)

$0.00

$125,629.41

-1.009

1.009

1

0.000

0.000

5/24/2007

($442.00)

$0.00

$126,910.41

-0.3471

0.3471

1

0.000

0.000

5/21/2007

($1,471.00)

$0.00

$127,352.41

-1.142

1.142

1

0.000

0.000

5/17/2007

$373.00

$0.00

$128,823.41

0.2904

0.000

1

100.0

100.0

5/15/2007

($745.00)

$0.00

$128,450.41

-0.5766

0.5766

1

0.000

0.000

5/9/2007

$76.00

$0.00

$129,195.41

0.0589

0.000

1

100.0

100.0

5/3/2007

$1,835.00

$0.00

$129,119.41

1.442

0.000

1

100.0

100.0

4/24/2007

$372.00

$0.00

$127,284.41

0.2931

0.000

1

100.0

100.0

4/13/2007

($127.09)

$0.00

$126,912.41

-0.1000

0.1000

1

0.000

0.000

4/10/2007

$1,421.00

$0.00

$127,039.50

1.131

0.000

1

100.0

100.0

4/3/2007

($2,010.24)

$0.00

$125,618.50

-1.575

1.575

1

0.000

0.000

3/16/2007

$1,504.00

$0.00

$127,628.74

1.192

0.000

1

100.0

100.0

3/14/2007

($1,468.00)

$0.00

$126,124.74

-1.151

1.151

1

0.000

0.000

3/5/2007

($1,440.00)

$0.00

$127,592.74

-1.116

1.116

1

0.000

0.000

3/1/2007

$225.00

$0.00

$129,032.74

0.1747

0.000

1

100.0

100.0

2/27/2007

$981.47

$0.00

$128,807.74

0.7678

0.000

1

100.0

100.0

2/21/2007

($1,187.65)

$0.00

$127,826.27

-0.9206

0.9206

1

0.000

0.000

2/14/2007

$313.00

$0.00

$129,013.92

0.2432

0.000

1

100.0

100.0

2/1/2007

$490.54

$0.00

$128,700.92

0.3826

0.1381

2

50.00

3.756

1/24/2007

($332.00)

$0.00

$128,210.38

-0.2583

0.4769

2

50.00

0.4584

1/15/2007

($24.00)

$0.00

$128,542.38

-0.0187

0.0187

1

0.000

0.000

1/3/2007

($1,288.64)

$0.00

$128,566.38

-0.9924

0.9924

1

0.000

0.000

12/28/2006

$292.00

$0.00

$129,855.02

0.2254

0.000

1

100.0

100.0

12/27/2006

$1,857.70

$0.00

$129,563.02

1.455

0.000

1

100.0

100.0

12/20/2006

($249.00)

$0.00

$127,705.32

-0.1946

0.1946

1

0.000

0.000

12/8/2006

$4,246.32

$0.00

$127,954.32

3.433

0.000

2

100.0

100.0

11/29/2006

$1,000.00

$0.00

$123,708.00

0.8149

0.000

1

100.0

100.0

10/31/2006

$918.00

$0.00

$122,708.00

0.7538

0.000

1

100.0

100.0

10/19/2006

($467.00)

$0.00

$121,790.00

-0.3820

0.3820

1

0.000

0.000

10/18/2006

$371.53

$0.00

$122,257.00

0.3048

0.000

1

100.0

100.0

10/13/2006

($476.00)

$0.00

$121,885.47

-0.3890

0.3890

1

0.000

0.000

9/22/2006

$60.00

$0.00

$122,361.47

0.0491

0.000

1

100.0

100.0

9/15/2006

($200.00)

$0.00

$122,301.47

-0.1633

0.1633

1

0.000

0.000

9/12/2006

($1,454.42)

$0.00

$122,501.47

-1.173

1.173

1

0.000

0.000

9/7/2006

$272.00

$0.00

$123,955.89

0.2199

0.000

1

100.0

100.0

9/6/2006

($117.00)

$0.00

$123,683.89

-0.0945

0.0945

1

0.000

0.000

9/5/2006

($201.00)

$0.00

$123,800.89

-0.1621

0.1621

1

0.000

0.000

9/4/2006

($687.96)

$0.00

$124,001.89

-0.5517

0.5517

1

0.000

0.000

8/11/2006

($1,316.00)

$0.00

$124,689.85

-1.044

1.044

1

0.000

0.000

8/4/2006

($521.00)

$0.00

$126,005.85

-0.4118

0.4118

1

0.000

0.000

7/26/2006

$1,353.00

$0.00

$126,526.85

1.081

0.000

1

100.0

100.0

7/24/2006

($489.38)

$0.00

$125,173.85

-0.3894

0.3894

1

0.000

0.000

7/6/2006

($961.50)

$0.00

$125,663.23

-0.7593

0.7593

2

0.000

0.000

6/30/2006

$756.00

$0.00

$126,624.73

0.6006

0.4560

2

50.00

2.303

6/29/2006

($357.06)

$0.00

$125,868.73

-0.2829

0.2829

2

0.000

0.000

6/8/2006

($871.00)

$0.00

$126,225.79

-0.6853

0.6853

1

0.000

0.000

5/26/2006

($44.00)

$0.00

$127,096.79

-0.0346

0.0346

1

0.000

0.000

5/24/2006

($876.29)

$0.00

$127,140.79

-0.6845

0.6845

1

0.000

0.000

4/26/2006

$1,695.00

$0.00

$128,017.08

1.342

0.000

1

100.0

100.0

4/18/2006

$2,571.75

$0.00

$126,322.08

2.078

0.000

2

100.0

100.0

4/17/2006

($872.00)

$0.00

$123,750.33

-0.6997

0.6997

1

0.000

0.000

4/13/2006

($1,026.00)

$0.00

$124,622.33

-0.8166

0.8166

1

0.000

0.000

4/7/2006

$614.00

$0.00

$125,648.33

0.4911

0.000

1

100.0

100.0

3/24/2006

$1,576.00

$0.00

$125,034.33

1.277

0.000

1

100.0

100.0

3/22/2006

($1,052.00)

$0.00

$123,458.33

-0.8449

0.8449

1

0.000

0.000

3/16/2006

($18.00)

$0.00

$124,510.33

-0.0145

0.0145

1

0.000

0.000

3/8/2006

($380.00)

$0.00

$124,528.33

-0.3042

0.3042

1

0.000

0.000

3/7/2006

($307.75)

$0.00

$124,908.33

-0.2458

0.2458

1

0.000

0.000

2/23/2006

($1,069.82)

$0.00

$125,216.08

-0.8471

0.8471

1

0.000

0.000

2/8/2006

($515.54)

$0.00

$126,285.90

-0.4066

0.4066

1

0.000

0.000

2/7/2006

$789.28

$0.00

$126,801.44

0.6264

1.007

2

50.00

1.612

2/3/2006

($2,009.00)

$0.00

$126,012.16

-1.569

1.569

1

0.000

0.000

1/27/2006

($1,399.00)

$0.00

$128,021.16

-1.081

1.081

1

0.000

0.000

1/25/2006

$1,006.40

$0.00

$129,420.16

0.7837

0.000

1

100.0

100.0

1/4/2006

$2,193.00

$0.00

$128,413.76

1.737

0.000

1

100.0

100.0

12/30/2005

$433.00

$0.00

$126,220.76

0.3442

0.000

1

100.0

100.0

12/21/2005

$328.00

$0.00

$125,787.76

0.2614

0.000

1

100.0

100.0

12/13/2005

$1,694.90

$0.00

$125,459.76

1.369

0.000

1

100.0

100.0

12/12/2005

$1,499.00

$0.00

$123,764.86

1.226

0.000

1

100.0

100.0

11/29/2005

($657.00)

$0.00

$122,265.86

-0.5345

0.5345

1

0.000

0.000

11/28/2005

($1,501.00)

$0.00

$122,922.86

-1.206

1.206

1

0.000

0.000

11/2/2005

$1,229.00

$0.00

$124,423.86

0.9976

0.000

1

100.0

100.0

10/7/2005

($291.99)

$0.00

$123,194.86

-0.2365

0.2365

1

0.000

0.000

10/5/2005

$493.61

$0.00

$123,486.85

0.4013

0.000

1

100.0

100.0

9/29/2005

$29.00

$0.00

$122,993.24

0.0236

0.000

1

100.0

100.0

9/28/2005

$198.00

$0.00

$122,964.24

0.1613

0.000

1

100.0

100.0

9/26/2005

($2,091.50)

$0.00

$122,766.24

-1.675

1.675

1

0.000

0.000

9/22/2005

($1,021.00)

$0.00

$124,857.74

-0.8111

0.8111

1

0.000

0.000

9/1/2005

$1,734.00

$0.00

$125,878.74

1.397

0.000

1

100.0

100.0

8/23/2005

$110.00

$0.00

$124,144.74

0.0887

0.000

1

100.0

100.0

8/22/2005

$759.00

$0.00

$124,034.74

0.6157

0.000

1

100.0

100.0

8/19/2005

$278.77

$0.00

$123,275.74

0.2266

0.000

1

100.0

100.0

8/17/2005

$98.00

$0.00

$122,996.97

0.0797

0.000

1

100.0

100.0

8/11/2005

$414.00

$0.00

$122,898.97

0.3380

0.000

1

100.0

100.0

8/3/2005

$1,655.00

$0.00

$122,484.97

1.370

0.000

1

100.0

100.0

7/21/2005

$594.87

$0.00

$120,829.97

0.4948

0.4466

2

50.00

2.108

7/18/2005

$155.00

$0.00

$120,235.10

0.1291

0.000

1

100.0

100.0

7/13/2005

($1,157.60)

$0.00

$120,080.10

-0.9548

0.9548

1

0.000

0.000

7/12/2005

$2,695.00

$0.00

$121,237.70

2.273

0.000

2

100.0

100.0

6/23/2005

$305.47

$0.00

$118,542.70

0.2584

0.000

1

100.0

100.0

6/21/2005

$1,448.00

$0.00

$118,237.23

1.240

0.000

1

100.0

100.0

6/20/2005

$6,101.00

$0.00

$116,789.23

5.512

0.000

1

100.0

100.0

6/8/2005

($1,511.00)

$0.00

$110,688.23

-1.347

1.347

1

0.000

0.000

5/13/2005

($1,617.00)

$0.00

$112,199.23

-1.421

1.421

1

0.000

0.000

5/10/2005

($951.44)

$0.00

$113,816.23

-0.8290

0.8290

1

0.000

0.000

5/6/2005

($1,513.00)

$0.00

$114,767.67

-1.301

1.301

1

0.000

0.000

5/4/2005

($556.00)

$0.00

$116,280.67

-0.4759

0.4759

1

0.000

0.000

5/3/2005

($240.00)

$0.00

$116,836.67

-0.2050

0.2050

1

0.000

0.000

4/14/2005

$2,156.68

$0.00

$117,076.67

1.877

0.000

1

100.0

100.0

4/5/2005

($2,228.00)

$0.00

$114,919.99

-1.902

1.902

1

0.000

0.000

3/31/2005

$1,403.00

$0.00

$117,147.99

1.212

0.000

1

100.0

100.0

3/23/2005

($1,201.00)

$0.00

$115,744.99

-1.027

1.027

1

0.000

0.000

3/18/2005

$698.00

$0.00

$116,945.99

0.6004

0.000

1

100.0

100.0

3/1/2005

$542.72

$0.00

$116,247.99

0.4691

0.000

1

100.0

100.0

2/22/2005

$1,635.00

$0.00

$115,705.27

1.433

0.000

1

100.0

100.0

2/14/2005

$1,427.16

$0.00

$114,070.27

1.267

0.000

1

100.0

100.0

2/10/2005

$1,567.00

$0.00

$112,643.11

1.411

0.000

1

100.0

100.0

2/8/2005

($944.00)

$0.00

$111,076.11

-0.8427

0.8427

1

0.000

0.000

1/26/2005

($848.00)

$0.00

$112,020.11

-0.7513

0.7513

1

0.000

0.000

1/21/2005

($1,202.00)

$0.00

$112,868.11

-1.054

1.054

1

0.000

0.000

1/13/2005

($498.00)

$0.00

$114,070.11

-0.4347

0.4347

2

0.000

0.000

1/7/2005

($38.00)

$0.00

$114,568.11

-0.0332

0.0332

1

0.000

0.000

1/4/2005

($1,489.53)

$0.00

$114,606.11

-1.283

1.283

1

0.000

0.000

1/3/2005

$918.00

$0.00

$116,095.64

0.7970

0.000

1

100.0

100.0

12/27/2004

($1,491.76)

$0.00

$115,177.64

-1.279

1.279

1

0.000

0.000

12/8/2004

($1,501.63)

$0.00

$116,669.40

-1.271

2.276

2

50.00

0.4473

12/3/2004

$6,991.00

$0.00

$118,171.03

6.288

0.9297

2

50.00

7.304

11/15/2004

$1,829.00

$0.00

$111,180.03

1.673

0.000

1

100.0

100.0

11/12/2004

($880.08)

$0.00

$109,351.03

-0.7984

0.7984

1

0.000

0.000

11/10/2004

$1,745.62

$0.00

$110,231.11

1.609

0.000

1

100.0

100.0

10/25/2004

$1,796.00

$0.00

$108,485.49

1.683

0.000

1

100.0

100.0

10/13/2004

($722.00)

$0.00

$106,689.49

-0.6722

0.6722

1

0.000

0.000

10/8/2004

$874.90

$0.00

$107,411.49

0.8212

0.000

1

100.0

100.0

10/5/2004

($203.00)

$0.00

$106,536.59

-0.1902

0.1902

1

0.000

0.000

10/4/2004

$988.28

$0.00

$106,739.59

0.9345

0.000

2

100.0

100.0

9/28/2004

$1,496.00

$0.00

$105,751.31

1.435

0.000

1

100.0

100.0

9/14/2004

($819.00)

$0.00

$104,255.31

-0.7794

0.7794

1

0.000

0.000

9/8/2004

($955.00)

$0.00

$105,074.31

-0.9007

0.9007

1

0.000

0.000

9/3/2004

$25.99

$0.00

$106,029.31

0.0245

0.000

1

100.0

100.0

9/2/2004

($1,523.00)

$0.00

$106,003.32

-1.416

1.416

1

0.000

0.000

9/1/2004

$174.00

$0.00

$107,526.32

0.1621

0.000

1

100.0

100.0

8/31/2004

$104.00

$0.00

$107,352.32

0.0970

0.000

1

100.0

100.0

8/23/2004

$605.00

$0.00

$107,248.32

0.5673

0.000

2

100.0

100.0

8/13/2004

$408.00

$0.00

$106,643.32

0.3841

0.000

1

100.0

100.0

8/6/2004

$2,037.62

$0.00

$106,235.32

1.956

0.000

2

100.0

100.0

7/21/2004

($54.00)

$0.00

$104,197.70

-0.0518

0.4700

2

50.00

0.8898

7/20/2004

($1,377.00)

$0.00

$104,251.70

-1.304

1.304

1

0.000

0.000

7/13/2004

$306.00

$0.00

$105,628.70

0.2905

0.000

1

100.0

100.0

Ave

$541.21

$0.00

$151,565.45

0.3388

0.3877

1.096

53.65

50.88

SD

$2,552.66

$0.00

$43,454.35

1.571

0.5575

0.2954

48.49

49.99

 

MSA Report

DEPENDENCY ANALYSIS RESULTS FOR ALL TRADES

Dependency: Positive

 

Confidence Level: 58.84%

Total Number of Runs: 251

Number of Runs of Wins: 126

Number of Runs of Losses: 125

Average Length of Winning Runs: 2.2

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: 522

Number of Degrees of Freedom: 522

Average trade at 95.00% confidence: $423.44 +/- 165.50

Worst-case average trade at 95.00% confidence: $257.95

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

1

1.000

0.9496

0.9212

2

0.9496

1.000

0.9396

3

0.9212

0.9396

1.000