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TradeStation Performance Report <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> --==TSBoundary-SPR Content-Type: text/html; charset=UTF-8 Content-Transfer-Encoding: 8bit Content-ID: TradeStation Performance Summary
TradeStation TradeManager Performance Report GSBSys1_RAW_v1.1_NQ, @NQ.D, 30 min., 2/12/2001 9:00:00 AM - 5/4/2018 3:00:00 PM
Display:
 
TradeStation Performance Summary Expand
 
  All Trades
Long Trades
Short Trades
Total Net Profit $67,195.00 $31,970.00 $35,225.00
Gross Profit $136,655.00 $64,780.00 $71,875.00
Gross Loss ($69,460.00) ($32,810.00) ($36,650.00)
Profit Factor 1.97 1.97 1.96
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $57,930.00 $29,750.00 $28,180.00
Select Gross Profit $122,300.00 $57,470.00 $64,830.00
Select Gross Loss ($64,370.00) ($27,720.00) ($36,650.00)
Select Profit Factor 1.90 2.07 1.77
       
Adjusted Total Net Profit $54,866.56 $23,551.44 $26,170.62
Adjusted Gross Profit $129,074.74 $59,782.11 $66,138.75
Adjusted Gross Loss ($74,208.19) ($36,230.68) ($39,968.14)
Adjusted Profit Factor 1.74 1.65 1.65
       
Total Number of Trades 540 261 279
Percent Profitable 60.19% 64.37% 56.27%
Winning Trades 325 168 157
Losing Trades 214 92 122
Even Trades 1 1 0
       
Avg. Trade Net Profit $124.44 $122.49 $126.25
Avg. Winning Trade $420.48 $385.60 $457.80
Avg. Losing Trade ($324.58) ($356.63) ($300.41)
Ratio Avg. Win:Avg. Loss 1.30 1.08 1.52
Largest Winning Trade $3,015.00 $2,045.00 $3,015.00
Largest Losing Trade ($1,960.00) ($1,960.00) ($1,205.00)
Largest Winner as % of Gross Profit 2.21% 3.16% 4.19%
Largest Loser as % of Gross Loss 2.82% 5.97% 3.29%
       
Net Profit as % of Largest Loss 3,428.32% 1,631.12% 2,923.24%
Select Net Profit as % of Largest Loss 2,955.61% 1,517.86% 2,338.59%
Adjusted Net Profit as % of Largest Loss 2,799.31% 1,201.60% 2,171.84%
       
Max. Consecutive Winning Trades 9 8 8
Max. Consecutive Losing Trades 5 5 5
Avg. Bars in Total Trades 9.88 10.08 9.70
Avg. Bars in Winning Trades 9.94 10.13 9.73
Avg. Bars in Losing Trades 9.78 9.95 9.66
Avg. Bars in Even Trades 13.00 13.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 540 261 279
Account Size Required $4,540.00 $2,280.00 $3,235.00
Total Slippage $5,400.00 $2,610.00 $2,790.00
Total Commission $2,700.00 $1,305.00 $1,395.00
       
Return on Initial Capital 67.20%
Annual Rate of Return 3.00%
Buy & Hold Return 231.39%
Return on Account 1,480.07%    
Avg. Monthly Return $396.79    
Std. Deviation of Monthly Return $1,049.26    
       
Return Retracement Ratio 6.12    
RINA Index 11,517.37    
Sharpe Ratio 0.20    
K-Ratio n/a    
       
Trading Period 17 Years, 1 Month, 25 days, 3 hours, 30 Minutes
Percent of Time in the Market 1.60%
Time in the Market 3 Months, 8 days, 2 hours, 30 Minutes    
Longest Flat Period 404 days, 19 hours    
       
Max. Equity Run-up
$68,160.00    
Date of Max. Equity Run-up 4/9/2018 11:30    
Max. Equity Run-up as % of Initial Capital 68.16%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($4,935.00) ($2,995.00) ($3,830.00)
Date 12/17/2015 13:00    
as % of Initial Capital 4.94% 3.00% 3.83%
Net Profit as % of Drawdown 1,361.60% 1,067.45% 919.71%
Select Net Profit as % of Drawdown 1,173.86% 993.32% 735.77%
Adjusted Net Profit as % of Drawdown 1,111.78% 786.36% 683.31%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($4,540.00) ($2,280.00) ($3,235.00)
Date 12/15/15 15:00    
as % of Initial Capital 4.54% 2.28% 3.24%
Net Profit as % of Drawdown 1,480.07% 1,402.19% 1,088.87%
Select Net Profit as % of Drawdown 1,275.99% 1,304.82% 871.10%
Adjusted Net Profit as % of Drawdown 1,208.51% 1,032.96% 808.98%
       
Max. Trade Drawdown ($2,315.00) ($2,315.00) ($1,350.00)
     
     
     
Created by TradeStation: 5/6/2018 7:37:24 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report GSBSys1_RAW_v1.1_NQ, @NQ.D, 30 min., 2/12/2001 9:00:00 AM - 5/4/2018 3:00:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 540 325 214
Avg. Trade Net Profit $124.44 $420.48 ($324.58)
1 Std. Deviation of Avg. Trade $521.95 $415.67 $300.34
Avg. Trade + 1 Std. Deviation $646.38 $836.15 ($24.24)
Avg. Trade - 1 Std. Deviation ($397.51) $4.81 ($624.92)
Coefficient of Variation 419.45% 98.86% 92.53%
Time Averages
Avg. Time in Trades 4 hours, 26 Minutes 4 hours, 28 Minutes 4 hours, 23 Minutes
Avg. Time Between Trades 11 days, 4 hours, 54 Minutes 18 days, 18 hours, 15 Minutes 28 days, 12 hours, 57 Minutes
Avg. Time Between Trade Profit Peaks 1018 days, 4 hours
Outliers Total Positive Negative
Number of Outliers 10 7 3
Outlier Profit/Loss $9,265.00 $14,355.00 ($5,090.00)
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $4,090.00 ($2,315.00)
Max. Value Date 3/27/2018 1/13/2015
Avg. Value $430.24 ($288.29)
1 Std. Deviation $429.18 $316.37
Avg. + 1 Std. Deviation $859.42 $28.08
Avg. - 1 Std. Deviation $1.06 ($604.65)
Coefficient of Variation 99.75% 109.74%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 16.52% 58.78% 57.74%
1 Std. Deviation 53.80% 31.12% 30.97%
Avg. + 1 Std. Deviation 70.32% 89.90% 88.71%
Avg. - 1 Std. Deviation -37.28% 27.65% 26.78%
Coefficient of Variation 325.68% 52.95% 53.63%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,015.00 ($1,960.00)
Largest Profit/Loss as % of Gross 2.21% 2.82%
Largest Consec. Profit/Loss $5,675.00 ($4,250.00)
Largest Consec. Profit/Loss as % of Gross 4.15% 6.12%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 51 $471.76 ($301.96)
2 33 $425.68 ($292.50)
3 17 $311.67 ($347.94)
4 12 $482.81 ($282.92)
5 12 $448.58 ($439.17)
6 4 $273.13 ($286.25)
8 2 $402.50 ($350.00)
9 1 $613.33 ($255.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 83 ($311.27) $502.47
2 27 ($326.39) $348.52
3 13 ($343.33) $349.62
4 7 ($338.93) $368.57
5 2 ($312.00) $767.50

Created by TradeStation: 5/6/2018 7:37:24 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
Drawdown
Efficiency Total Eff. Comm. Slippage
 1  Sell Short  7/5/2001 09:00  GSBsys1_SE  $2,043.75  $0.00  1  $915.00  2.28%  $940.00  74.02%    $2.50  $5.00
   Buy to Cover  7/5/2001 15:00  End of Day Exit  $1,997.25    $930.00  $915.00    ($330.00)  99.21%  73.23%  $2.50  $5.00
 2  Buy  7/12/2001 09:00  GSBsys1_LE  $1,962.25  $0.00  1  $635.00  1.66%  $840.00  74.34%    $2.50  $5.00
   Sell  7/12/2001 15:00  End of Day Exit  $1,994.75    $650.00  $1,550.00    ($290.00)  83.19%  57.52%  $2.50  $5.00
 3  Sell Short  7/16/2001 11:30  GSBsys1_SE  $1,959.25  $0.00  1  $555.00  1.45%  $670.00  100.00%    $2.50  $5.00
   Buy to Cover  7/16/2001 15:00  End of Day Exit  $1,930.75    $570.00  $2,105.00    $0.00  85.07%  85.07%  $2.50  $5.00
 4  Buy  7/17/2001 14:30  GSBsys1_LE  $1,966.25  $0.00  1  $105.00  0.31%  $160.00  69.57%    $2.50  $5.00
   Sell  7/17/2001 15:00  End of Day Exit  $1,972.25    $120.00  $2,210.00    ($70.00)  82.61%  52.17%  $2.50  $5.00
 5  Sell Short  7/18/2001 09:30  GSBsys1_SE  $1,921.25  $0.00  1  $195.00  0.55%  $540.00  61.36%    $2.50  $5.00
   Buy to Cover  7/18/2001 15:00  End of Day Exit  $1,910.75    $210.00  $2,405.00    ($340.00)  62.50%  23.86%  $2.50  $5.00
 6  Buy  7/19/2001 09:00  GSBsys1_LE  $1,975.75  $0.00  1  ($775.00)  -1.92%  $160.00  12.21%    $2.50  $5.00
   Sell  7/19/2001 15:00  End of Day Exit  $1,937.75    ($760.00)  $1,630.00    ($1,150.00)  29.77%  -58.02%  $2.50  $5.00
 7  Sell Short  7/20/2001 09:00  GSBsys1_SE  $1,909.75  $0.00  1  ($215.00)  -0.52%  $100.00  16.67%    $2.50  $5.00
   Buy to Cover  7/20/2001 15:00  End of Day Exit  $1,919.75    ($200.00)  $1,415.00    ($500.00)  50.00%  -33.33%  $2.50  $5.00
 8  Buy  8/1/2001 09:00  GSBsys1_LE  $1,960.25  $0.00  1  $155.00  0.43%  $520.00  81.25%    $2.50  $5.00
   Sell  8/1/2001 15:00  End of Day Exit  $1,968.75    $170.00  $1,570.00    ($120.00)  45.31%  26.56%  $2.50  $5.00
 9  Sell Short  8/3/2001 09:30  GSBsys1_SE  $1,959.25  $0.00  1  ($195.00)  -0.46%  $200.00  40.82%    $2.50  $5.00
   Buy to Cover  8/3/2001 15:00  End of Day Exit  $1,968.25    ($180.00)  $1,375.00    ($290.00)  22.45%  -36.73%  $2.50  $5.00
 10  Buy  8/24/2001 09:30  GSBsys1_LE  $1,774.75  $0.00  1  $785.00  2.25%  $840.00  97.67%    $2.50  $5.00
   Sell  8/24/2001 15:00  End of Day Exit  $1,814.75    $800.00  $2,160.00    ($20.00)  95.35%  93.02%  $2.50  $5.00
 11  Sell Short  8/28/2001 13:30  GSBsys1_SE  $1,768.75  $0.00  1  $75.00  0.25%  $150.00  60.00%    $2.50  $5.00
   Buy to Cover  8/28/2001 15:00  End of Day Exit  $1,764.25    $90.00  $2,235.00    ($100.00)  76.00%  36.00%  $2.50  $5.00
 12  Sell Short  9/26/2001 11:00  GSBsys1_SE  $1,386.75  $0.00  1  $285.00  1.08%  $380.00  73.08%    $2.50  $5.00
   Buy to Cover  9/26/2001 15:00  End of Day Exit  $1,371.75    $300.00  $2,520.00    ($140.00)  84.62%  57.69%  $2.50  $5.00
 13  Sell Short  10/5/2001 09:30  GSBsys1_SE  $1,445.25  $0.00  1  ($1,055.00)  -3.60%  $80.00  6.02%    $2.50  $5.00
   Buy to Cover  10/5/2001 15:00  End of Day Exit  $1,497.25    ($1,040.00)  $1,465.00    ($1,250.00)  15.79%  -78.20%  $2.50  $5.00
 14  Sell Short  10/9/2001 11:30  GSBsys1_SE  $1,478.75  $0.00  1  $155.00  0.57%  $260.00  55.32%    $2.50  $5.00
   Buy to Cover  10/9/2001 15:00  End of Day Exit  $1,470.25    $170.00  $1,620.00    ($210.00)  80.85%  36.17%  $2.50  $5.00
 15  Sell Short  10/17/2001 11:00  GSBsys1_SE  $1,604.25  $0.00  1  $1,235.00  3.90%  $1,260.00  93.33%    $2.50  $5.00
   Buy to Cover  10/17/2001 15:00  End of Day Exit  $1,541.75    $1,250.00  $2,855.00    ($90.00)  99.26%  92.59%  $2.50  $5.00
 16  Buy  10/22/2001 09:00  GSBsys1_LE  $1,596.75  $0.00  1  $215.00  0.72%  $240.00  31.58%    $2.50  $5.00
   Sell  10/22/2001 15:00  End of Day Exit  $1,608.25    $230.00  $3,070.00    ($520.00)  98.68%  30.26%  $2.50  $5.00
 17  Sell Short  10/29/2001 12:30  GSBsys1_SE  $1,623.25  $0.00  1  $475.00  1.51%  $510.00  76.12%    $2.50  $5.00
   Buy to Cover  10/29/2001 15:00  End of Day Exit  $1,598.75    $490.00  $3,545.00    ($160.00)  97.01%  73.13%  $2.50  $5.00
 18  Buy  11/1/2001 10:00  GSBsys1_LE  $1,624.25  $0.00  1  $455.00  1.45%  $570.00  65.52%    $2.50  $5.00
   Sell  11/1/2001 15:00  End of Day Exit  $1,647.75    $470.00  $4,000.00    ($300.00)  88.51%  54.02%  $2.50  $5.00
 19  Buy  11/19/2001 09:00  GSBsys1_LE  $1,833.25  $0.00  1  $145.00  0.44%  $190.00  27.54%    $2.50  $5.00
   Sell  11/19/2001 15:00  End of Day Exit  $1,841.25    $160.00  $4,145.00    ($500.00)  95.65%  23.19%  $2.50  $5.00
 20  Sell Short  11/20/2001 10:00  GSBsys1_SE  $1,807.75  $0.00  1  $655.00  1.85%  $790.00  85.87%    $2.50  $5.00
   Buy to Cover  11/20/2001 15:00  End of Day Exit  $1,774.25    $670.00  $4,800.00    ($130.00)  86.96%  72.83%  $2.50  $5.00
 21  Buy  11/26/2001 09:00  GSBsys1_LE  $1,826.75  $0.00  1  $285.00  0.82%  $330.00  40.24%    $2.50  $5.00
   Sell  11/26/2001 15:00  End of Day Exit  $1,841.75    $300.00  $5,085.00    ($490.00)  96.34%  36.59%  $2.50  $5.00
 22  Sell Short  11/27/2001 10:00  GSBsys1_SE  $1,800.75  $0.00  1  ($685.00)  -1.86%  $60.00  4.26%    $2.50  $5.00
   Buy to Cover  11/27/2001 15:00  End of Day Exit  $1,834.25    ($670.00)  $4,400.00    ($1,350.00)  48.23%  -47.52%  $2.50  $5.00
 23  Sell Short  11/28/2001 12:00  GSBsys1_SE  $1,808.75  $0.00  1  $615.00  1.74%  $630.00  81.82%    $2.50  $5.00
   Buy to Cover  11/28/2001 15:00  End of Day Exit  $1,777.25    $630.00  $5,015.00    ($140.00)  100.00%  81.82%  $2.50  $5.00
 24  Buy  12/4/2001 11:30  GSBsys1_LE  $1,812.75  $0.00  1  $835.00  2.34%  $850.00  85.00%    $2.50  $5.00
   Sell  12/4/2001 15:00  End of Day Exit  $1,855.25    $850.00  $5,850.00    ($150.00)  100.00%  85.00%  $2.50  $5.00
 25  Buy  12/11/2001 10:00  GSBsys1_LE  $1,904.25  $0.00  1  ($365.00)  -0.92%  $370.00  45.68%    $2.50  $5.00
   Sell  12/11/2001 15:00  End of Day Exit  $1,886.75    ($350.00)  $5,485.00    ($440.00)  11.11%  -43.21%  $2.50  $5.00
 26  Sell Short  12/13/2001 09:00  GSBsys1_SE  $1,859.75  $0.00  1  $745.00  2.04%  $780.00  86.67%    $2.50  $5.00
   Buy to Cover  12/13/2001 15:00  End of Day Exit  $1,821.75    $760.00  $6,230.00    ($120.00)  97.78%  84.44%  $2.50  $5.00
 27  Buy  12/17/2001 09:30  GSBsys1_LE  $1,858.25  $0.00  1  $15.00  0.08%  $380.00  71.70%    $2.50  $5.00
   Sell  12/17/2001 15:00  End of Day Exit  $1,859.75    $30.00  $6,245.00    ($150.00)  33.96%  5.66%  $2.50  $5.00
 28  Buy  12/26/2001 11:30  GSBsys1_LE  $1,832.75  $0.00  1  ($425.00)  -1.12%  $30.00  5.45%    $2.50  $5.00
   Sell  12/26/2001 15:00  End of Day Exit  $1,812.25    ($410.00)  $5,820.00    ($520.00)  20.00%  -74.55%  $2.50  $5.00
 29  Buy  1/3/2002 09:00  GSBsys1_LE  $1,864.25  $0.00  1  $415.00  1.15%  $480.00  84.21%    $2.50  $5.00
   Sell  1/3/2002 15:00  End of Day Exit  $1,885.75    $430.00  $6,235.00    ($90.00)  91.23%  75.44%  $2.50  $5.00
 30  Buy  1/23/2002 12:00  GSBsys1_LE  $1,755.75  $0.00  1  $175.00  0.54%  $320.00  84.21%    $2.50  $5.00
   Sell  1/23/2002 15:00  End of Day Exit  $1,765.25    $190.00  $6,410.00    ($60.00)  65.79%  50.00%  $2.50  $5.00
 31  Sell Short  2/12/2002 09:00  GSBsys1_SE  $1,665.75  $0.00  1  ($355.00)  -1.02%  $40.00  5.19%    $2.50  $5.00
   Buy to Cover  2/12/2002 15:00  End of Day Exit  $1,682.75    ($340.00)  $6,055.00    ($730.00)  50.65%  -44.16%  $2.50  $5.00
 32  Buy  2/25/2002 13:00  GSBsys1_LE  $1,610.25  $0.00  1  $225.00  0.75%  $420.00  84.00%    $2.50  $5.00
   Sell  2/25/2002 15:00  End of Day Exit  $1,622.25    $240.00  $6,280.00    ($80.00)  64.00%  48.00%  $2.50  $5.00
 33  Buy  3/1/2002 10:30  GSBsys1_LE  $1,624.75  $0.00  1  $475.00  1.51%  $510.00  77.27%    $2.50  $5.00
   Sell  3/1/2002 15:00  End of Day Exit  $1,649.25    $490.00  $6,755.00    ($150.00)  96.97%  74.24%  $2.50  $5.00
 34  Sell Short  3/12/2002 14:00  GSBsys1_SE  $1,717.75  $0.00  1  ($355.00)  -0.99%  $80.00  18.60%    $2.50  $5.00
   Buy to Cover  3/12/2002 15:00  End of Day Exit  $1,734.75    ($340.00)  $6,400.00    ($350.00)  2.33%  -79.07%  $2.50  $5.00
 35  Sell Short  3/13/2002 13:00  GSBsys1_SE  $1,702.25  $0.00  1  ($5.00)  0.03%  $140.00  60.87%    $2.50  $5.00
   Buy to Cover  3/13/2002 15:00  End of Day Exit  $1,701.75    $10.00  $6,395.00    ($90.00)  43.48%  4.35%  $2.50  $5.00
 36  Sell Short  4/2/2002 09:30  GSBsys1_SE  $1,646.75  $0.00  1  $455.00  1.43%  $500.00  79.37%    $2.50  $5.00
   Buy to Cover  4/2/2002 15:00  End of Day Exit  $1,623.25    $470.00  $6,850.00    ($130.00)  95.24%  74.60%  $2.50  $5.00
 37  Buy  4/30/2002 10:00  GSBsys1_LE  $1,484.25  $0.00  1  $15.00  0.10%  $380.00  77.55%    $2.50  $5.00
   Sell  4/30/2002 15:00  End of Day Exit  $1,485.75    $30.00  $6,865.00    ($110.00)  28.57%  6.12%  $2.50  $5.00
 38  Buy  5/8/2002 09:00  GSBsys1_LE  $1,423.25  $0.00  1  $1,305.00  4.64%  $1,330.00  99.25%    $2.50  $5.00
   Sell  5/8/2002 15:00  End of Day Exit  $1,489.25    $1,320.00  $8,170.00    ($10.00)  99.25%  98.51%  $2.50  $5.00
 39  Buy  5/13/2002 11:00  GSBsys1_LE  $1,444.25  $0.00  1  $75.00  0.31%  $180.00  36.73%    $2.50  $5.00
   Sell  5/13/2002 15:00  End of Day Exit  $1,448.75    $90.00  $8,245.00    ($310.00)  81.63%  18.37%  $2.50  $5.00
 40  Sell Short  5/24/2002 09:00  GSBsys1_SE  $1,471.75  $0.00  1  $195.00  0.71%  $360.00  76.60%    $2.50  $5.00
   Buy to Cover  5/24/2002 15:00  End of Day Exit  $1,461.25    $210.00  $8,440.00    ($110.00)  68.09%  44.68%  $2.50  $5.00
 41  Sell Short  6/14/2002 09:00  GSBsys1_SE  $1,262.75  $0.00  1  ($1,085.00)  -4.24%  $70.00  5.83%    $2.50  $5.00
   Buy to Cover  6/14/2002 15:00  End of Day Exit  $1,316.25    ($1,070.00)  $7,355.00    ($1,130.00)  5.00%  -89.17%  $2.50  $5.00
 42  Sell Short  6/19/2002 13:30  GSBsys1_SE  $1,313.75  $0.00  1  $195.00  0.80%  $270.00  93.10%    $2.50  $5.00
   Buy to Cover  6/19/2002 15:00  End of Day Exit  $1,303.25    $210.00  $7,550.00    ($20.00)  79.31%  72.41%  $2.50  $5.00
 43  Buy  6/24/2002 14:00  GSBsys1_LE  $1,279.25  $0.00  1  ($305.00)  -1.13%  $30.00  5.26%    $2.50  $5.00
   Sell  6/24/2002 15:00  End of Day Exit  $1,264.75    ($290.00)  $7,245.00    ($540.00)  43.86%  -50.88%  $2.50  $5.00
 44  Sell Short  7/1/2002 14:00  GSBsys1_SE  $1,217.25  $0.00  1  $245.00  1.07%  $290.00  96.67%    $2.50  $5.00
   Buy to Cover  7/1/2002 15:00  End of Day Exit  $1,204.25    $260.00  $7,490.00    ($10.00)  90.00%  86.67%  $2.50  $5.00
 45  Buy  7/5/2002 09:00  GSBsys1_LE  $1,234.75  $0.00  1  $595.00  2.47%  $650.00  100.00%    $2.50  $5.00
   Sell  7/5/2002 15:00  End of Day Exit  $1,265.25    $610.00  $8,085.00    $0.00  93.85%  93.85%  $2.50  $5.00
 46  Sell Short  7/8/2002 14:30  GSBsys1_SE  $1,216.75  $0.00  1  ($55.00)  -0.16%  $70.00  29.17%    $2.50  $5.00
   Buy to Cover  7/8/2002 15:00  End of Day Exit  $1,218.75    ($40.00)  $8,030.00    ($170.00)  54.17%  -16.67%  $2.50  $5.00
 47  Sell Short  7/25/2002 10:00  GSBsys1_SE  $1,115.25  $0.00  1  $385.00  1.79%  $700.00  78.65%    $2.50  $5.00
   Buy to Cover  7/25/2002 15:00  End of Day Exit  $1,095.25    $400.00  $8,415.00    ($190.00)  66.29%  44.94%  $2.50  $5.00
 48  Sell Short  8/1/2002 10:00  GSBsys1_SE  $1,136.75  $0.00  1  $405.00  1.85%  $460.00  93.88%    $2.50  $5.00
   Buy to Cover  8/1/2002 15:00  End of Day Exit  $1,115.75    $420.00  $8,820.00    ($30.00)  91.84%  85.71%  $2.50  $5.00
 49  Buy  8/6/2002 11:30  GSBsys1_LE  $1,114.75  $0.00  1  ($205.00)  -0.85%  $270.00  45.76%    $2.50  $5.00
   Sell  8/6/2002 15:00  End of Day Exit  $1,105.25    ($190.00)  $8,615.00    ($320.00)  22.03%  -32.20%  $2.50  $5.00
 50  Buy  8/14/2002 13:00  GSBsys1_LE  $1,137.25  $0.00  1  $645.00  2.90%  $710.00  98.61%    $2.50  $5.00
   Sell  8/14/2002 15:00  End of Day Exit  $1,170.25    $660.00  $9,260.00    ($10.00)  93.06%  91.67%  $2.50  $5.00
 51  Sell Short  8/23/2002 12:30  GSBsys1_SE  $1,215.25  $0.00  1  $25.00  0.16%  $180.00  54.55%    $2.50  $5.00
   Buy to Cover  8/23/2002 15:00  End of Day Exit  $1,213.25    $40.00  $9,285.00    ($150.00)  57.58%  12.12%  $2.50  $5.00
 52  Buy  9/6/2002 09:00  GSBsys1_LE  $1,118.75  $0.00  1  $55.00  0.31%  $340.00  66.67%    $2.50  $5.00
   Sell  9/6/2002 15:00  End of Day Exit  $1,122.25    $70.00  $9,340.00    ($170.00)  47.06%  13.73%  $2.50  $5.00
 53  Buy  10/1/2002 14:30  GSBsys1_LE  $1,068.25  $0.00  1  $25.00  0.19%  $50.00  38.46%    $2.50  $5.00
   Sell  10/1/2002 15:00  End of Day Exit  $1,070.25    $40.00  $9,365.00    ($80.00)  92.31%  30.77%  $2.50  $5.00
 54  Buy  10/10/2002 10:00  GSBsys1_LE  $1,038.25  $0.00  1  $185.00  0.96%  $300.00  65.22%    $2.50  $5.00
   Sell  10/10/2002 15:00  End of Day Exit  $1,048.25    $200.00  $9,550.00    ($160.00)  78.26%  43.48%  $2.50  $5.00
 55  Sell Short  11/7/2002 10:30  GSBsys1_SE  $1,229.25  $0.00  1  $75.00  0.37%  $240.00  68.57%    $2.50  $5.00
   Buy to Cover  11/7/2002 15:00  End of Day Exit  $1,224.75    $90.00  $9,625.00    ($110.00)  57.14%  25.71%  $2.50  $5.00
 56  Buy  11/12/2002 13:30  GSBsys1_LE  $1,216.75  $0.00  1  ($315.00)  -1.23%  $70.00  14.58%    $2.50  $5.00
   Sell  11/12/2002 15:00  End of Day Exit  $1,201.75    ($300.00)  $9,310.00    ($410.00)  22.92%  -62.50%  $2.50  $5.00
 57  Sell Short  11/26/2002 12:30  GSBsys1_SE  $1,300.25  $0.00  1  $275.00  1.12%  $390.00  100.00%    $2.50  $5.00
   Buy to Cover  11/26/2002 15:00  End of Day Exit  $1,285.75    $290.00  $9,585.00    $0.00  74.36%  74.36%  $2.50  $5.00
 58  Buy  12/16/2002 13:30  GSBsys1_LE  $1,234.25  $0.00  1  $75.00  0.36%  $160.00  69.57%    $2.50  $5.00
   Sell  12/16/2002 15:00  End of Day Exit  $1,238.75    $90.00  $9,660.00    ($70.00)  69.57%  39.13%  $2.50  $5.00
 59  Buy  1/2/2003 09:30  GSBsys1_LE  $1,208.25  $0.00  1  $295.00  1.28%  $340.00  87.18%    $2.50  $5.00
   Sell  1/2/2003 15:00  End of Day Exit  $1,223.75    $310.00  $9,955.00    ($50.00)  92.31%  79.49%  $2.50  $5.00
 60  Buy  1/9/2003 09:00  GSBsys1_LE  $1,266.25  $0.00  1  $85.00  0.39%  $330.00  94.29%    $2.50  $5.00
   Sell  1/9/2003 15:00  End of Day Exit  $1,271.25    $100.00  $10,040.00    ($20.00)  34.29%  28.57%  $2.50  $5.00
 61  Sell Short  3/24/2003 09:30  GSBsys1_SE  $1,253.25  $0.00  1  $215.00  0.92%  $270.00  81.82%    $2.50  $5.00
   Buy to Cover  3/24/2003 15:00  End of Day Exit  $1,241.75    $230.00  $10,255.00    ($60.00)  87.88%  69.70%  $2.50  $5.00
 62  Buy  3/25/2003 12:30  GSBsys1_LE  $1,269.25  $0.00  1  ($165.00)  -0.59%  $30.00  9.68%    $2.50  $5.00
   Sell  3/25/2003 15:00  End of Day Exit  $1,261.75    ($150.00)  $10,090.00    ($280.00)  41.94%  -48.39%  $2.50  $5.00
 63  Buy  4/2/2003 09:00  GSBsys1_LE  $1,250.25  $0.00  1  $135.00  0.60%  $240.00  82.76%    $2.50  $5.00
   Sell  4/2/2003 15:00  End of Day Exit  $1,257.75    $150.00  $10,225.00    ($50.00)  68.97%  51.72%  $2.50  $5.00
 64  Buy  5/2/2003 09:00  GSBsys1_LE  $1,316.25  $0.00  1  $285.00  1.14%  $300.00  81.08%    $2.50  $5.00
   Sell  5/2/2003 15:00  End of Day Exit  $1,331.25    $300.00  $10,510.00    ($70.00)  100.00%  81.08%  $2.50  $5.00
 65  Buy  6/16/2003 10:00  GSBsys1_LE  $1,421.25  $0.00  1  $205.00  0.77%  $230.00  92.00%    $2.50  $5.00
   Sell  6/16/2003 15:00  End of Day Exit  $1,432.25    $220.00  $10,715.00    ($20.00)  96.00%  88.00%  $2.50  $5.00
 66  Sell Short  7/10/2003 11:00  GSBsys1_SE  $1,460.25  $0.00  1  ($35.00)  -0.07%  $180.00  72.00%    $2.50  $5.00
   Buy to Cover  7/10/2003 15:00  End of Day Exit  $1,461.25    ($20.00)  $10,680.00    ($70.00)  20.00%  -8.00%  $2.50  $5.00
 67  Buy  7/31/2003 10:00  GSBsys1_LE  $1,485.75  $0.00  1  ($415.00)  -1.35%  $90.00  17.31%    $2.50  $5.00
   Sell  7/31/2003 15:00  End of Day Exit  $1,465.75    ($400.00)  $10,265.00    ($430.00)  5.77%  -76.92%  $2.50  $5.00
 68  Sell Short  9/22/2003 09:00  GSBsys1_SE  $1,552.75  $0.00  1  ($35.00)  -0.06%  $140.00  43.75%    $2.50  $5.00
   Buy to Cover  9/22/2003 15:00  End of Day Exit  $1,553.75    ($20.00)  $10,230.00    ($180.00)  50.00%  -6.25%  $2.50  $5.00
 69  Buy  10/1/2003 14:30  GSBsys1_LE  $1,520.75  $0.00  1  ($35.00)  -0.07%  $80.00  57.14%    $2.50  $5.00
   Sell  10/1/2003 15:00  End of Day Exit  $1,519.75    ($20.00)  $10,195.00    ($60.00)  28.57%  -14.29%  $2.50  $5.00
 70  Buy  11/12/2003 12:30  GSBsys1_LE  $1,619.75  $0.00  1  $155.00  0.52%  $210.00  84.00%    $2.50  $5.00
   Sell  11/12/2003 15:00  End of Day Exit  $1,628.25    $170.00  $10,350.00    ($40.00)  84.00%  68.00%  $2.50  $5.00
 71  Buy  12/11/2003 13:30  GSBsys1_LE  $1,604.75  $0.00  1  $5.00  0.06%  $130.00  61.90%    $2.50  $5.00
   Sell  12/11/2003 15:00  End of Day Exit  $1,605.75    $20.00  $10,355.00    ($80.00)  47.62%  9.52%  $2.50  $5.00
 72  Sell Short  1/13/2004 11:00  GSBsys1_SE  $1,702.25  $0.00  1  ($195.00)  -0.53%  $60.00  23.08%    $2.50  $5.00
   Buy to Cover  1/13/2004 15:00  End of Day Exit  $1,711.25    ($180.00)  $10,160.00    ($200.00)  7.69%  -69.23%  $2.50  $5.00
 73  Sell Short  5/12/2004 09:30  GSBsys1_SE  $1,575.25  $0.00  1  ($485.00)  -1.49%  $310.00  38.75%    $2.50  $5.00
   Buy to Cover  5/12/2004 15:00  End of Day Exit  $1,598.75    ($470.00)  $9,675.00    ($490.00)  2.50%  -58.75%  $2.50  $5.00
 74  Sell Short  7/1/2004 10:30  GSBsys1_SE  $1,670.75  $0.00  1  $15.00  0.09%  $270.00  96.43%    $2.50  $5.00
   Buy to Cover  7/1/2004 15:00  End of Day Exit  $1,669.25    $30.00  $9,690.00    ($10.00)  14.29%  10.71%  $2.50  $5.00
 75  Sell Short  8/11/2004 09:00  GSBsys1_SE  $1,489.75  $0.00  1  ($205.00)  -0.64%  $100.00  25.00%    $2.50  $5.00
   Buy to Cover  8/11/2004 15:00  End of Day Exit  $1,499.25    ($190.00)  $9,485.00    ($300.00)  27.50%  -47.50%  $2.50  $5.00
 76  Sell Short  1/19/2005 14:30  GSBsys1_SE  $1,713.25  $0.00  1  $35.00  0.15%  $60.00  66.67%    $2.50  $5.00
   Buy to Cover  1/19/2005 15:00  End of Day Exit  $1,710.75    $50.00  $9,520.00    ($30.00)  88.89%  55.56%  $2.50  $5.00
 77  Sell Short  2/28/2006 10:00  GSBsys1_SE  $1,781.75  $0.00  1  ($35.00)  -0.06%  $80.00  26.67%    $2.50  $5.00
   Buy to Cover  2/28/2006 15:00  End of Day Exit  $1,782.75    ($20.00)  $9,485.00    ($220.00)  66.67%  -6.67%  $2.50  $5.00
 78  Sell Short  5/30/2006 10:30  GSBsys1_SE  $1,675.50  $0.00  1  $210.00  0.67%  $225.00  65.22%    $2.50  $5.00
   Buy to Cover  5/30/2006 15:00  End of Day Exit  $1,664.25    $225.00  $9,695.00    ($120.00)  100.00%  65.22%  $2.50  $5.00
 79  Sell Short  7/5/2006 10:00  GSBsys1_SE  $1,640.00  $0.00  1  ($5.00)  0.03%  $75.00  31.91%    $2.50  $5.00
   Buy to Cover  7/5/2006 15:00  End of Day Exit  $1,639.50    $10.00  $9,690.00    ($160.00)  72.34%  4.26%  $2.50  $5.00
 80  Buy  7/24/2006 14:30  GSBsys1_LE  $1,563.75  $0.00  1  ($30.00)  -0.05%  $20.00  28.57%    $2.50  $5.00
   Sell  7/24/2006 15:00  End of Day Exit  $1,563.00    ($15.00)  $9,660.00    ($50.00)  50.00%  -21.43%  $2.50  $5.00
 81  Sell Short  8/1/2006 09:30  GSBsys1_SE  $1,564.50  $0.00  1  ($20.00)  -0.02%  $180.00  72.00%    $2.50  $5.00
   Buy to Cover  8/1/2006 15:00  End of Day Exit  $1,564.75    ($5.00)  $9,640.00    ($70.00)  26.00%  -2.00%  $2.50  $5.00
 82  Buy  8/9/2006 11:00  GSBsys1_LE  $1,593.25  $0.00  1  ($590.00)  -1.80%  $10.00  1.52%    $2.50  $5.00
   Sell  8/9/2006 15:00  End of Day Exit  $1,564.50    ($575.00)  $9,050.00    ($650.00)  11.36%  -87.12%  $2.50  $5.00
 83  Buy  8/15/2006 10:00  GSBsys1_LE  $1,600.75  $0.00  1  $190.00  0.64%  $270.00  83.08%    $2.50  $5.00
   Sell  8/15/2006 15:00  End of Day Exit  $1,611.00    $205.00  $9,240.00    ($55.00)  80.00%  63.08%  $2.50  $5.00
 84  Buy  9/25/2006 14:00  GSBsys1_LE  $1,718.25  $0.00  1  $55.00  0.20%  $145.00  82.86%    $2.50  $5.00
   Sell  9/25/2006 15:00  End of Day Exit  $1,721.75    $70.00  $9,295.00    ($30.00)  57.14%  40.00%  $2.50  $5.00
 85  Sell Short  10/27/2006 13:30  GSBsys1_SE  $1,781.50  $0.00  1  ($15.00)  0.00%  $115.00  63.89%    $2.50  $5.00
   Buy to Cover  10/27/2006 15:00  End of Day Exit  $1,781.50    $0.00  $9,280.00    ($65.00)  36.11%  0.00%  $2.50  $5.00
 86  Sell Short  7/20/2007 12:00  GSBsys1_SE  $2,028.00  $0.00  1  ($245.00)  -0.57%  $20.00  5.41%    $2.50  $5.00
   Buy to Cover  7/20/2007 15:00  End of Day Exit  $2,039.50    ($230.00)  $9,035.00    ($350.00)  32.43%  -62.16%  $2.50  $5.00
 87  Sell Short  8/3/2007 14:30  GSBsys1_SE  $1,931.50  $0.00  1  $300.00  0.82%  $330.00  75.86%    $2.50  $5.00
   Buy to Cover  8/3/2007 15:00  End of Day Exit  $1,915.75    $315.00  $9,335.00    ($105.00)  96.55%  72.41%  $2.50  $5.00
 88  Sell Short  8/9/2007 14:30  GSBsys1_SE  $1,944.75  $0.00  1  $155.00  0.44%  $185.00  68.52%    $2.50  $5.00
   Buy to Cover  8/9/2007 15:00  End of Day Exit  $1,936.25    $170.00  $9,490.00    ($85.00)  94.44%  62.96%  $2.50  $5.00
 89  Buy  8/29/2007 11:00  GSBsys1_LE  $1,920.75  $0.00  1  $500.00  1.34%  $540.00  73.97%    $2.50  $5.00
   Sell  8/29/2007 15:00  End of Day Exit  $1,946.50    $515.00  $9,990.00    ($190.00)  96.58%  70.55%  $2.50  $5.00
 90  Sell Short  9/7/2007 09:00  GSBsys1_SE  $1,962.00  $0.00  1  $200.00  0.55%  $470.00  87.85%    $2.50  $5.00
   Buy to Cover  9/7/2007 15:00  End of Day Exit  $1,951.25    $215.00  $10,190.00    ($65.00)  52.34%  40.19%  $2.50  $5.00
 91  Buy  9/11/2007 13:30  GSBsys1_LE  $1,979.75  $0.00  1  ($25.00)  -0.03%  $10.00  3.85%    $2.50  $5.00
   Sell  9/11/2007 15:00  End of Day Exit  $1,979.25    ($10.00)  $10,165.00    ($250.00)  92.31%  -3.85%  $2.50  $5.00
 92  Sell Short  10/11/2007 13:30  GSBsys1_SE  $2,130.75  $0.00  1  $140.00  0.36%  $475.00  60.51%    $2.50  $5.00
   Buy to Cover  10/11/2007 15:00  End of Day Exit  $2,123.00    $155.00  $10,305.00    ($310.00)  59.24%  19.75%  $2.50  $5.00
 93  Sell Short  10/24/2007 10:30  GSBsys1_SE  $2,127.50  $0.00  1  ($765.00)  -1.76%  $245.00  24.62%    $2.50  $5.00
   Buy to Cover  10/24/2007 15:00  End of Day Exit  $2,165.00    ($750.00)  $9,540.00    ($750.00)  0.00%  -75.38%  $2.50  $5.00
 94  Sell Short  10/25/2007 12:30  GSBsys1_SE  $2,129.50  $0.00  1  ($130.00)  -0.27%  $180.00  34.62%    $2.50  $5.00
   Buy to Cover  10/25/2007 15:00  End of Day Exit  $2,135.25    ($115.00)  $9,410.00    ($340.00)  43.27%  -22.12%  $2.50  $5.00
 95  Sell Short  11/1/2007 13:00  GSBsys1_SE  $2,183.00  $0.00  1  $245.00  0.60%  $280.00  50.91%    $2.50  $5.00
   Buy to Cover  11/1/2007 15:00  End of Day Exit  $2,170.00    $260.00  $9,655.00    ($270.00)  96.36%  47.27%  $2.50  $5.00
 96  Sell Short  11/5/2007 13:00  GSBsys1_SE  $2,161.50  $0.00  1  ($250.00)  -0.54%  $180.00  28.35%    $2.50  $5.00
   Buy to Cover  11/5/2007 15:00  End of Day Exit  $2,173.25    ($235.00)  $9,405.00    ($455.00)  34.65%  -37.01%  $2.50  $5.00
 97  Sell Short  11/7/2007 12:30  GSBsys1_SE  $2,160.50  $0.00  1  $375.00  0.90%  $430.00  60.14%    $2.50  $5.00
   Buy to Cover  11/7/2007 15:00  End of Day Exit  $2,141.00    $390.00  $9,780.00    ($285.00)  94.41%  54.55%  $2.50  $5.00
 98  Buy  11/20/2007 09:00  GSBsys1_LE  $2,015.00  $0.00  1  ($365.00)  -0.87%  $360.00  23.30%    $2.50  $5.00
   Sell  11/20/2007 15:00  End of Day Exit  $1,997.50    ($350.00)  $9,415.00    ($1,185.00)  54.05%  -22.65%  $2.50  $5.00
 99  Buy  11/28/2007 09:00  GSBsys1_LE  $2,029.75  $0.00  1  $610.00  1.54%  $770.00  84.62%    $2.50  $5.00
   Sell  11/28/2007 15:00  End of Day Exit  $2,061.00    $625.00  $10,025.00    ($140.00)  84.07%  68.68%  $2.50  $5.00
 100  Buy  12/5/2007 09:00  GSBsys1_LE  $2,050.25  $0.00  1  $250.00  0.65%  $385.00  95.06%    $2.50  $5.00
   Sell  12/5/2007 15:00  End of Day Exit  $2,063.50    $265.00  $10,275.00    ($20.00)  70.37%  65.43%  $2.50  $5.00
 101  Sell Short  12/11/2007 14:00  GSBsys1_SE  $2,070.25  $0.00  1  $390.00  0.98%  $495.00  99.00%    $2.50  $5.00
   Buy to Cover  12/11/2007 15:00  End of Day Exit  $2,050.00    $405.00  $10,665.00    ($5.00)  82.00%  81.00%  $2.50  $5.00
 102  Buy  12/20/2007 13:00  GSBsys1_LE  $2,017.00  $0.00  1  $270.00  0.71%  $330.00  86.84%    $2.50  $5.00
   Sell  12/20/2007 15:00  End of Day Exit  $2,031.25    $285.00  $10,935.00    ($50.00)  88.16%  75.00%  $2.50  $5.00
 103  Sell Short  1/11/2008 11:30  GSBsys1_SE  $1,877.25  $0.00  1  $210.00  0.60%  $500.00  79.37%    $2.50  $5.00
   Buy to Cover  1/11/2008 15:00  End of Day Exit  $1,866.00    $225.00  $11,145.00    ($130.00)  56.35%  35.71%  $2.50  $5.00
 104  Sell Short  1/15/2008 09:30  GSBsys1_SE  $1,868.50  $0.00  1  $450.00  1.24%  $655.00  91.61%    $2.50  $5.00
   Buy to Cover  1/15/2008 15:00  End of Day Exit  $1,845.25    $465.00  $11,595.00    ($60.00)  73.43%  65.03%  $2.50  $5.00
 105  Sell Short  2/29/2008 09:30  GSBsys1_SE  $1,701.75  $0.00  1  $265.00  0.82%  $380.00  73.79%    $2.50  $5.00
   Buy to Cover  2/29/2008 15:00  End of Day Exit  $1,687.75    $280.00  $11,860.00    ($135.00)  80.58%  54.37%  $2.50  $5.00
 106  Buy  3/11/2008 14:00  GSBsys1_LE  $1,662.25  $0.00  1  $375.00  1.17%  $405.00  88.04%    $2.50  $5.00
   Sell  3/11/2008 15:00  End of Day Exit  $1,681.75    $390.00  $12,235.00    ($55.00)  96.74%  84.78%  $2.50  $5.00
 107  Sell Short  3/14/2008 09:00  GSBsys1_SE  $1,657.00  $0.00  1  ($15.00)  0.00%  $435.00  49.15%    $2.50  $5.00
   Buy to Cover  3/14/2008 15:00  End of Day Exit  $1,657.00    $0.00  $12,220.00    ($450.00)  50.85%  0.00%  $2.50  $5.00
 108  Buy  3/18/2008 10:00  GSBsys1_LE  $1,660.00  $0.00  1  $780.00  2.39%  $800.00  79.21%    $2.50  $5.00
   Sell  3/18/2008 15:00  End of Day Exit  $1,699.75    $795.00  $13,000.00    ($210.00)  99.50%  78.71%  $2.50  $5.00
 109  Buy  3/20/2008 14:00  GSBsys1_LE  $1,683.25  $0.00  1  $155.00  0.50%  $175.00  70.00%    $2.50  $5.00
   Sell  3/20/2008 15:00  End of Day Exit  $1,691.75    $170.00  $13,155.00    ($75.00)  98.00%  68.00%  $2.50  $5.00
 110  Buy  4/1/2008 09:00  GSBsys1_LE  $1,751.75  $0.00  1  $825.00  2.40%  $860.00  99.42%    $2.50  $5.00
   Sell  4/1/2008 15:00  End of Day Exit  $1,793.75    $840.00  $13,980.00    ($5.00)  97.69%  97.11%  $2.50  $5.00
 111  Buy  4/16/2008 09:30  GSBsys1_LE  $1,768.50  $0.00  1  $275.00  0.82%  $395.00  88.76%    $2.50  $5.00
   Sell  4/16/2008 15:00  End of Day Exit  $1,783.00    $290.00  $14,255.00    ($50.00)  76.40%  65.17%  $2.50  $5.00
 112  Sell Short  4/25/2008 10:30  GSBsys1_SE  $1,836.25  $0.00  1  ($430.00)  -1.13%  $95.00  15.70%    $2.50  $5.00
   Buy to Cover  4/25/2008 15:00  End of Day Exit  $1,857.00    ($415.00)  $13,825.00    ($510.00)  15.70%  -68.60%  $2.50  $5.00
 113  Buy  5/8/2008 13:00  GSBsys1_LE  $1,916.25  $0.00  1  ($245.00)  -0.60%  $5.00  1.16%    $2.50  $5.00
   Sell  5/8/2008 15:00  End of Day Exit  $1,904.75    ($230.00)  $13,580.00    ($425.00)  45.35%  -53.49%  $2.50  $5.00
 114  Sell Short  6/2/2008 10:30  GSBsys1_SE  $1,938.00  $0.00  1  ($100.00)  -0.22%  $285.00  76.00%    $2.50  $5.00
   Buy to Cover  6/2/2008 15:00  End of Day Exit  $1,942.25    ($85.00)  $13,480.00    ($90.00)  1.33%  -22.67%  $2.50  $5.00
 115  Sell Short  6/6/2008 13:30  GSBsys1_SE  $1,932.25  $0.00  1  $120.00  0.35%  $135.00  35.53%    $2.50  $5.00
   Buy to Cover  6/6/2008 15:00  End of Day Exit  $1,925.50    $135.00  $13,600.00    ($245.00)  100.00%  35.53%  $2.50  $5.00
 116  Sell Short  6/20/2008 09:00  GSBsys1_SE  $1,883.50  $0.00  1  $435.00  1.19%  $645.00  96.99%    $2.50  $5.00
   Buy to Cover  6/20/2008 15:00  End of Day Exit  $1,861.00    $450.00  $14,035.00    ($20.00)  70.68%  67.67%  $2.50  $5.00
 117  Buy  6/25/2008 10:00  GSBsys1_LE  $1,866.75  $0.00  1  ($25.00)  -0.03%  $355.00  62.83%    $2.50  $5.00
   Sell  6/25/2008 15:00  End of Day Exit  $1,866.25    ($10.00)  $14,010.00    ($210.00)  35.40%  -1.77%  $2.50  $5.00
 118  Sell Short  6/26/2008 09:00  GSBsys1_SE  $1,822.50  $0.00  1  $695.00  1.95%  $720.00  88.34%    $2.50  $5.00
   Buy to Cover  6/26/2008 15:00  End of Day Exit  $1,787.00    $710.00  $14,705.00    ($95.00)  98.77%  87.12%  $2.50  $5.00
 119  Sell Short  7/2/2008 13:30  GSBsys1_SE  $1,768.25  $0.00  1  $435.00  1.27%  $480.00  81.36%    $2.50  $5.00
   Buy to Cover  7/2/2008 15:00  End of Day Exit  $1,745.75    $450.00  $15,140.00    ($110.00)  94.92%  76.27%  $2.50  $5.00
 120  Buy  7/8/2008 14:00  GSBsys1_LE  $1,788.75  $0.00  1  $205.00  0.61%  $235.00  77.05%    $2.50  $5.00
   Sell  7/8/2008 15:00  End of Day Exit  $1,799.75    $220.00  $15,345.00    ($70.00)  95.08%  72.13%  $2.50  $5.00
 121  Sell Short  7/9/2008 14:30  GSBsys1_SE  $1,765.75  $0.00  1  $340.00  1.01%  $365.00  84.88%    $2.50  $5.00
   Buy to Cover  7/9/2008 15:00  End of Day Exit  $1,748.00    $355.00  $15,685.00    ($65.00)  97.67%  82.56%  $2.50  $5.00
 122  Sell Short  7/22/2008 11:00  GSBsys1_SE  $1,723.75  $0.00  1  ($530.00)  -1.49%  $80.00  13.01%    $2.50  $5.00
   Buy to Cover  7/22/2008 15:00  End of Day Exit  $1,749.50    ($515.00)  $15,155.00    ($535.00)  3.25%  -83.74%  $2.50  $5.00
 123  Buy  7/25/2008 10:00  GSBsys1_LE  $1,771.00  $0.00  1  ($15.00)  0.00%  $125.00  36.23%    $2.50  $5.00
   Sell  7/25/2008 15:00  End of Day Exit  $1,771.00    $0.00  $15,140.00    ($220.00)  63.77%  0.00%  $2.50  $5.00
 124  Buy  7/29/2008 09:30  GSBsys1_LE  $1,766.00  $0.00  1  $100.00  0.33%  $265.00  79.10%    $2.50  $5.00
   Sell  7/29/2008 15:00  End of Day Exit  $1,771.75    $115.00  $15,240.00    ($70.00)  55.22%  34.33%  $2.50  $5.00
 125  Sell Short  8/1/2008 09:00  GSBsys1_SE  $1,741.75  $0.00  1  ($210.00)  -0.56%  $210.00  34.43%    $2.50  $5.00
   Buy to Cover  8/1/2008 15:00  End of Day Exit  $1,751.50    ($195.00)  $15,030.00    ($400.00)  33.61%  -31.97%  $2.50  $5.00
 126  Buy  8/5/2008 10:30  GSBsys1_LE  $1,770.25  $0.00  1  $475.00  1.38%  $545.00  87.20%    $2.50  $5.00
   Sell  8/5/2008 15:00  End of Day Exit  $1,794.75    $490.00  $15,505.00    ($80.00)  91.20%  78.40%  $2.50  $5.00
 127  Sell Short  8/29/2008 09:30  GSBsys1_SE  $1,811.75  $0.00  1  $210.00  0.62%  $410.00  92.13%    $2.50  $5.00
   Buy to Cover  8/29/2008 15:00  End of Day Exit  $1,800.50    $225.00  $15,715.00    ($35.00)  58.43%  50.56%  $2.50  $5.00
 128  Sell Short  9/12/2008 09:00  GSBsys1_SE  $1,670.50  $0.00  1  ($440.00)  -1.27%  $70.00  10.61%    $2.50  $5.00
   Buy to Cover  9/12/2008 15:00  End of Day Exit  $1,691.75    ($425.00)  $15,275.00    ($590.00)  25.00%  -64.39%  $2.50  $5.00
 129  Sell Short  9/15/2008 09:00  GSBsys1_SE  $1,655.50  $0.00  1  $425.00  1.33%  $495.00  47.14%    $2.50  $5.00
   Buy to Cover  9/15/2008 15:00  End of Day Exit  $1,633.50    $440.00  $15,700.00    ($555.00)  94.76%  41.90%  $2.50  $5.00
 130  Sell Short  9/17/2008 09:30  GSBsys1_SE  $1,615.25  $0.00  1  $1,125.00  3.53%  $1,170.00  93.60%    $2.50  $5.00
   Buy to Cover  9/17/2008 15:00  End of Day Exit  $1,558.25    $1,140.00  $16,825.00    ($80.00)  97.60%  91.20%  $2.50  $5.00
 131  Buy  9/18/2008 14:30  GSBsys1_LE  $1,605.75  $0.00  1  $145.00  0.50%  $480.00  96.97%    $2.50  $5.00
   Sell  9/18/2008 15:00  End of Day Exit  $1,613.75    $160.00  $16,970.00    ($15.00)  35.35%  32.32%  $2.50  $5.00
 132  Sell Short  9/22/2008 11:00  GSBsys1_SE  $1,630.25  $0.00  1  $940.00  2.93%  $970.00  89.81%    $2.50  $5.00
   Buy to Cover  9/22/2008 15:00  End of Day Exit  $1,582.50    $955.00  $17,910.00    ($110.00)  98.61%  88.43%  $2.50  $5.00
 133  Buy  9/25/2008 11:30  GSBsys1_LE  $1,616.25  $0.00  1  ($165.00)  -0.46%  $300.00  53.57%    $2.50  $5.00
   Sell  9/25/2008 15:00  End of Day Exit  $1,608.75    ($150.00)  $17,745.00    ($260.00)  19.64%  -26.79%  $2.50  $5.00
 134  Sell Short  9/29/2008 09:00  GSBsys1_SE  $1,519.75  $0.00  1  $1,490.00  4.95%  $1,715.00  92.45%    $2.50  $5.00
   Buy to Cover  9/29/2008 15:00  End of Day Exit  $1,444.50    $1,505.00  $19,235.00    ($140.00)  88.68%  81.13%  $2.50  $5.00
 135  Sell Short  10/1/2008 09:30  GSBsys1_SE  $1,489.50  $0.00  1  ($10.00)  0.02%  $405.00  55.10%    $2.50  $5.00
   Buy to Cover  10/1/2008 15:00  End of Day Exit  $1,489.25    $5.00  $19,225.00    ($330.00)  45.58%  0.68%  $2.50  $5.00
 136  Sell Short  10/2/2008 09:00  GSBsys1_SE  $1,453.50  $0.00  1  $780.00  2.73%  $815.00  98.19%    $2.50  $5.00
   Buy to Cover  10/2/2008 15:00  End of Day Exit  $1,413.75    $795.00  $20,005.00    ($15.00)  97.59%  95.78%  $2.50  $5.00
 137  Buy  10/13/2008 09:00  GSBsys1_LE  $1,248.75  $0.00  1  $2,045.00  8.25%  $2,125.00  89.10%    $2.50  $5.00
   Sell  10/13/2008 15:00  End of Day Exit  $1,351.75    $2,060.00  $22,050.00    ($260.00)  97.27%  86.37%  $2.50  $5.00
 138  Sell Short  10/14/2008 13:30  GSBsys1_SE  $1,300.25  $0.00  1  $255.00  1.04%  $600.00  68.57%    $2.50  $5.00
   Buy to Cover  10/14/2008 15:00  End of Day Exit  $1,286.75    $270.00  $22,305.00    ($275.00)  62.29%  30.86%  $2.50  $5.00
 139  Sell Short  10/21/2008 12:00  GSBsys1_SE  $1,209.75  $0.00  1  $200.00  0.89%  $245.00  25.39%    $2.50  $5.00
   Buy to Cover  10/21/2008 15:00  End of Day Exit  $1,199.00    $215.00  $22,505.00    ($720.00)  96.89%  22.28%  $2.50  $5.00
 140  Sell Short  10/24/2008 11:30  GSBsys1_SE  $1,118.00  $0.00  1  ($5.00)  0.04%  $410.00  41.00%    $2.50  $5.00
   Buy to Cover  10/24/2008 15:00  End of Day Exit  $1,117.50    $10.00  $22,500.00    ($590.00)  60.00%  1.00%  $2.50  $5.00
 141  Buy  10/28/2008 09:00  GSBsys1_LE  $1,129.75  $0.00  1  $1,700.00  7.59%  $1,745.00  68.70%    $2.50  $5.00
   Sell  10/28/2008 15:00  End of Day Exit  $1,215.50    $1,715.00  $24,200.00    ($795.00)  98.82%  67.52%  $2.50  $5.00
 142  Sell Short  11/5/2008 11:30  GSBsys1_SE  $1,249.25  $0.00  1  $630.00  2.58%  $695.00  91.45%    $2.50  $5.00
   Buy to Cover  11/5/2008 15:00  End of Day Exit  $1,217.00    $645.00  $24,830.00    ($65.00)  93.42%  84.87%  $2.50  $5.00
 143  Buy  11/13/2008 14:30  GSBsys1_LE  $1,129.00  $0.00  1  $550.00  2.50%  $605.00  88.97%    $2.50  $5.00
   Sell  11/13/2008 15:00  End of Day Exit  $1,157.25    $565.00  $25,380.00    ($75.00)  94.12%  83.09%  $2.50  $5.00
 144  Buy  11/24/2008 09:30  GSBsys1_LE  $1,048.00  $0.00  1  $370.00  1.84%  $660.00  72.13%    $2.50  $5.00
   Sell  11/24/2008 15:00  End of Day Exit  $1,067.25    $385.00  $25,750.00    ($255.00)  69.95%  42.08%  $2.50  $5.00
 145  Sell Short  12/1/2008 09:00  GSBsys1_SE  $1,053.00  $0.00  1  $845.00  4.08%  $905.00  90.95%    $2.50  $5.00
   Buy to Cover  12/1/2008 15:00  End of Day Exit  $1,010.00    $860.00  $26,595.00    ($90.00)  95.48%  86.43%  $2.50  $5.00
 146  Sell Short  12/4/2008 14:30  GSBsys1_SE  $1,030.00  $0.00  1  ($330.00)  -1.53%  $80.00  18.18%    $2.50  $5.00
   Buy to Cover  12/4/2008 15:00  End of Day Exit  $1,045.75    ($315.00)  $26,265.00    ($360.00)  10.23%  -71.59%  $2.50  $5.00
 147  Sell Short  12/15/2008 09:30  GSBsys1_SE  $1,096.75  $0.00  1  ($110.00)  -0.43%  $270.00  51.92%    $2.50  $5.00
   Buy to Cover  12/15/2008 15:00  End of Day Exit  $1,101.50    ($95.00)  $26,155.00    ($250.00)  29.81%  -18.27%  $2.50  $5.00
 148  Sell Short  12/18/2008 14:30  GSBsys1_SE  $1,111.50  $0.00  1  ($220.00)  -0.92%  $25.00  9.26%    $2.50  $5.00
   Buy to Cover  12/18/2008 15:00  End of Day Exit  $1,121.75    ($205.00)  $25,935.00    ($245.00)  14.81%  -75.93%  $2.50  $5.00
 149  Sell Short  1/7/2009 13:00  GSBsys1_SE  $1,152.75  $0.00  1  ($20.00)  -0.02%  $205.00  80.39%    $2.50  $5.00
   Buy to Cover  1/7/2009 15:00  End of Day Exit  $1,153.00    ($5.00)  $25,915.00    ($50.00)  17.65%  -1.96%  $2.50  $5.00
 150  Sell Short  1/9/2009 09:00  GSBsys1_SE  $1,134.00  $0.00  1  ($75.00)  -0.26%  $50.00  11.24%    $2.50  $5.00
   Buy to Cover  1/9/2009 15:00  End of Day Exit  $1,137.00    ($60.00)  $25,840.00    ($395.00)  75.28%  -13.48%  $2.50  $5.00
 151  Sell Short  1/20/2009 09:00  GSBsys1_SE  $1,083.75  $0.00  1  $630.00  2.98%  $690.00  89.03%    $2.50  $5.00
   Buy to Cover  1/20/2009 15:00  End of Day Exit  $1,051.50    $645.00  $26,470.00    ($85.00)  94.19%  83.23%  $2.50  $5.00
 152  Sell Short  1/22/2009 10:00  GSBsys1_SE  $1,071.50  $0.00  1  ($230.00)  -1.00%  $210.00  26.25%    $2.50  $5.00
   Buy to Cover  1/22/2009 15:00  End of Day Exit  $1,082.25    ($215.00)  $26,240.00    ($590.00)  46.88%  -26.88%  $2.50  $5.00
 153  Sell Short  2/10/2009 12:30  GSBsys1_SE  $1,145.75  $0.00  1  ($25.00)  -0.04%  $185.00  60.66%    $2.50  $5.00
   Buy to Cover  2/10/2009 15:00  End of Day Exit  $1,146.25    ($10.00)  $26,215.00    ($120.00)  36.07%  -3.28%  $2.50  $5.00
 154  Sell Short  2/17/2009 09:00  GSBsys1_SE  $1,103.75  $0.00  1  $15.00  0.14%  $125.00  29.41%    $2.50  $5.00
   Buy to Cover  2/17/2009 15:00  End of Day Exit  $1,102.25    $30.00  $26,230.00    ($300.00)  77.65%  7.06%  $2.50  $5.00
 155  Buy  2/24/2009 13:30  GSBsys1_LE  $1,080.00  $0.00  1  $45.00  0.28%  $235.00  69.12%    $2.50  $5.00
   Sell  2/24/2009 15:00  End of Day Exit  $1,083.00    $60.00  $26,275.00    ($105.00)  48.53%  17.65%  $2.50  $5.00
 156  Buy  3/4/2009 14:00  GSBsys1_LE  $1,036.50  $0.00  1  ($275.00)  -1.25%  $70.00  19.72%    $2.50  $5.00
   Sell  3/4/2009 15:00  End of Day Exit  $1,023.50    ($260.00)  $26,000.00    ($285.00)  7.04%  -73.24%  $2.50  $5.00
 157  Buy  3/10/2009 09:30  GSBsys1_LE  $1,004.75  $0.00  1  $365.00  1.89%  $435.00  86.14%    $2.50  $5.00
   Sell  3/10/2009 15:00  End of Day Exit  $1,023.75    $380.00  $26,365.00    ($70.00)  89.11%  75.25%  $2.50  $5.00
 158  Buy  3/23/2009 09:00  GSBsys1_LE  $1,123.75  $0.00  1  $920.00  4.16%  $940.00  100.00%    $2.50  $5.00
   Sell  3/23/2009 15:00  End of Day Exit  $1,170.50    $935.00  $27,285.00    $0.00  99.47%  99.47%  $2.50  $5.00
 159  Sell Short  3/25/2009 14:00  GSBsys1_SE  $1,122.00  $0.00  1  ($595.00)  -2.58%  $70.00  10.29%    $2.50  $5.00
   Buy to Cover  3/25/2009 15:00  End of Day Exit  $1,151.00    ($580.00)  $26,690.00    ($610.00)  4.41%  -85.29%  $2.50  $5.00
 160  Sell Short  3/30/2009 09:00  GSBsys1_SE  $1,131.75  $0.00  1  ($55.00)  -0.18%  $300.00  83.33%    $2.50  $5.00
   Buy to Cover  3/30/2009 15:00  End of Day Exit  $1,133.75    ($40.00)  $26,635.00    ($60.00)  5.56%  -11.11%  $2.50  $5.00
 161  Sell Short  4/7/2009 10:30  GSBsys1_SE  $1,199.25  $0.00  1  $205.00  0.92%  $385.00  84.62%    $2.50  $5.00
   Buy to Cover  4/7/2009 15:00  End of Day Exit  $1,188.25    $220.00  $26,840.00    ($70.00)  63.74%  48.35%  $2.50  $5.00
 162  Sell Short  4/20/2009 09:30  GSBsys1_SE  $1,227.50  $0.00  1  $95.00  0.45%  $255.00  94.44%    $2.50  $5.00
   Buy to Cover  4/20/2009 15:00  End of Day Exit  $1,222.00    $110.00  $26,935.00    ($15.00)  46.30%  40.74%  $2.50  $5.00
 163  Sell Short  6/22/2009 09:00  GSBsys1_SE  $1,355.50  $0.00  1  $315.00  1.22%  $395.00  97.53%    $2.50  $5.00
   Buy to Cover  6/22/2009 15:00  End of Day Exit  $1,339.00    $330.00  $27,250.00    ($10.00)  83.95%  81.48%  $2.50  $5.00
 164  Sell Short  7/2/2009 09:00  GSBsys1_SE  $1,361.75  $0.00  1  $30.00  0.17%  $120.00  60.00%    $2.50  $5.00
   Buy to Cover  7/2/2009 15:00  End of Day Exit  $1,359.50    $45.00  $27,280.00    ($80.00)  62.50%  22.50%  $2.50  $5.00
 165  Buy  8/7/2009 12:30  GSBsys1_LE  $1,541.75  $0.00  1  ($160.00)  -0.47%  $10.00  4.88%    $2.50  $5.00
   Sell  8/7/2009 15:00  End of Day Exit  $1,534.50    ($145.00)  $27,120.00    ($195.00)  24.39%  -70.73%  $2.50  $5.00
 166  Buy  9/28/2009 11:00  GSBsys1_LE  $1,645.50  $0.00  1  ($145.00)  -0.40%  $70.00  26.42%    $2.50  $5.00
   Sell  9/28/2009 15:00  End of Day Exit  $1,639.00    ($130.00)  $26,975.00    ($195.00)  24.53%  -49.06%  $2.50  $5.00
 167  Buy  10/6/2009 09:00  GSBsys1_LE  $1,614.25  $0.00  1  $90.00  0.33%  $270.00  53.47%    $2.50  $5.00
   Sell  10/6/2009 15:00  End of Day Exit  $1,619.50    $105.00  $27,065.00    ($235.00)  67.33%  20.79%  $2.50  $5.00
 168  Buy  11/5/2009 09:00  GSBsys1_LE  $1,625.75  $0.00  1  $185.00  0.62%  $255.00  92.73%    $2.50  $5.00
   Sell  11/5/2009 15:00  End of Day Exit  $1,635.75    $200.00  $27,250.00    ($20.00)  80.00%  72.73%  $2.50  $5.00
 169  Sell Short  11/19/2009 09:00  GSBsys1_SE  $1,684.75  $0.00  1  ($105.00)  -0.27%  $170.00  53.97%    $2.50  $5.00
   Buy to Cover  11/19/2009 15:00  End of Day Exit  $1,689.25    ($90.00)  $27,145.00    ($145.00)  17.46%  -28.57%  $2.50  $5.00
 170  Buy  11/23/2009 09:00  GSBsys1_LE  $1,717.00  $0.00  1  ($180.00)  -0.48%  $25.00  7.81%    $2.50  $5.00
   Sell  11/23/2009 15:00  End of Day Exit  $1,708.75    ($165.00)  $26,965.00    ($295.00)  40.63%  -51.56%  $2.50  $5.00
 171  Buy  12/4/2009 09:00  GSBsys1_LE  $1,730.00  $0.00  1  ($470.00)  -1.32%  $30.00  3.55%    $2.50  $5.00
   Sell  12/4/2009 15:00  End of Day Exit  $1,707.25    ($455.00)  $26,495.00    ($815.00)  42.60%  -53.85%  $2.50  $5.00
 172  Buy  12/18/2009 12:30  GSBsys1_LE  $1,720.75  $0.00  1  $65.00  0.23%  $95.00  47.50%    $2.50  $5.00
   Sell  12/18/2009 15:00  End of Day Exit  $1,724.75    $80.00  $26,560.00    ($105.00)  92.50%  40.00%  $2.50  $5.00
 173  Buy  1/4/2010 09:00  GSBsys1_LE  $1,802.75  $0.00  1  $10.00  0.07%  $95.00  59.38%    $2.50  $5.00
   Sell  1/4/2010 15:00  End of Day Exit  $1,804.00    $25.00  $26,570.00    ($65.00)  56.25%  15.63%  $2.50  $5.00
 174  Sell Short  2/4/2010 09:00  GSBsys1_SE  $1,671.25  $0.00  1  $400.00  1.24%  $425.00  84.16%    $2.50  $5.00
   Buy to Cover  2/4/2010 15:00  End of Day Exit  $1,650.50    $415.00  $26,970.00    ($80.00)  98.02%  82.18%  $2.50  $5.00
 175  Sell Short  4/16/2010 11:00  GSBsys1_SE  $1,931.00  $0.00  1  ($40.00)  -0.06%  $245.00  66.22%    $2.50  $5.00
   Buy to Cover  4/16/2010 15:00  End of Day Exit  $1,932.25    ($25.00)  $26,930.00    ($125.00)  27.03%  -6.76%  $2.50  $5.00
 176  Sell Short  4/27/2010 10:30  GSBsys1_SE  $1,939.50  $0.00  1  $260.00  0.71%  $400.00  76.92%    $2.50  $5.00
   Buy to Cover  4/27/2010 15:00  End of Day Exit  $1,925.75    $275.00  $27,190.00    ($120.00)  75.96%  52.88%  $2.50  $5.00
 177  Buy  4/29/2010 10:00  GSBsys1_LE  $1,952.75  $0.00  1  $140.00  0.40%  $245.00  80.33%    $2.50  $5.00
   Sell  4/29/2010 15:00  End of Day Exit  $1,960.50    $155.00  $27,330.00    ($60.00)  70.49%  50.82%  $2.50  $5.00
 178  Sell Short  4/30/2010 11:30  GSBsys1_SE  $1,933.00  $0.00  1  $220.00  0.61%  $280.00  83.58%    $2.50  $5.00
   Buy to Cover  4/30/2010 15:00  End of Day Exit  $1,921.25    $235.00  $27,550.00    ($55.00)  86.57%  70.15%  $2.50  $5.00
 179  Buy  5/3/2010 11:30  GSBsys1_LE  $1,954.00  $0.00  1  ($130.00)  -0.29%  $100.00  43.48%    $2.50  $5.00
   Sell  5/3/2010 15:00  End of Day Exit  $1,948.25    ($115.00)  $27,420.00    ($130.00)  6.52%  -50.00%  $2.50  $5.00
 180  Sell Short  5/7/2010 12:00  GSBsys1_SE  $1,782.50  $0.00  1  $285.00  0.84%  $570.00  78.62%    $2.50  $5.00
   Buy to Cover  5/7/2010 15:00  End of Day Exit  $1,767.50    $300.00  $27,705.00    ($155.00)  62.76%  41.38%  $2.50  $5.00
 181  Buy  5/10/2010 09:00  GSBsys1_LE  $1,852.00  $0.00  1  $160.00  0.47%  $200.00  49.38%    $2.50  $5.00
   Sell  5/10/2010 15:00  End of Day Exit  $1,860.75    $175.00  $27,865.00    ($205.00)  93.83%  43.21%  $2.50  $5.00
 182  Sell Short  5/14/2010 09:00  GSBsys1_SE  $1,824.00  $0.00  1  ($80.00)  -0.18%  $400.00  64.52%    $2.50  $5.00
   Buy to Cover  5/14/2010 15:00  End of Day Exit  $1,827.25    ($65.00)  $27,785.00    ($220.00)  25.00%  -10.48%  $2.50  $5.00
 183  Buy  5/27/2010 09:00  GSBsys1_LE  $1,756.50  $0.00  1  $520.00  1.52%  $545.00  85.16%    $2.50  $5.00
   Sell  5/27/2010 15:00  End of Day Exit  $1,783.25    $535.00  $28,305.00    ($95.00)  98.44%  83.59%  $2.50  $5.00
 184  Buy  6/2/2010 14:00  GSBsys1_LE  $1,786.75  $0.00  1  $235.00  0.70%  $270.00  94.74%    $2.50  $5.00
   Sell  6/2/2010 15:00  End of Day Exit  $1,799.25    $250.00  $28,540.00    ($15.00)  92.98%  87.72%  $2.50  $5.00
 185  Sell Short  6/4/2010 12:30  GSBsys1_SE  $1,771.25  $0.00  1  $355.00  1.04%  $520.00  97.20%    $2.50  $5.00
   Buy to Cover  6/4/2010 15:00  End of Day Exit  $1,752.75    $370.00  $28,895.00    ($15.00)  71.96%  69.16%  $2.50  $5.00
 186  Buy  6/10/2010 14:00  GSBsys1_LE  $1,744.50  $0.00  1  $130.00  0.42%  $170.00  80.95%    $2.50  $5.00
   Sell  6/10/2010 15:00  End of Day Exit  $1,751.75    $145.00  $29,025.00    ($40.00)  88.10%  69.05%  $2.50  $5.00
 187  Buy  6/15/2010 09:00  GSBsys1_LE  $1,794.75  $0.00  1  $450.00  1.30%  $525.00  78.36%    $2.50  $5.00
   Sell  6/15/2010 15:00  End of Day Exit  $1,818.00    $465.00  $29,475.00    ($145.00)  91.04%  69.40%  $2.50  $5.00
 188  Buy  7/6/2010 09:00  GSBsys1_LE  $1,673.50  $0.00  1  ($405.00)  -1.17%  $235.00  25.68%    $2.50  $5.00
   Sell  7/6/2010 15:00  End of Day Exit  $1,654.00    ($390.00)  $29,070.00    ($680.00)  31.69%  -42.62%  $2.50  $5.00
 189  Sell Short  7/21/2010 14:00  GSBsys1_SE  $1,737.00  $0.00  1  ($20.00)  -0.01%  $65.00  25.00%    $2.50  $5.00
   Buy to Cover  7/21/2010 15:00  End of Day Exit  $1,737.25    ($5.00)  $29,050.00    ($195.00)  73.08%  -1.92%  $2.50  $5.00
 190  Buy  7/22/2010 09:00  GSBsys1_LE  $1,771.25  $0.00  1  $215.00  0.65%  $415.00  100.00%    $2.50  $5.00
   Sell  7/22/2010 15:00  End of Day Exit  $1,782.75    $230.00  $29,265.00    $0.00  55.42%  55.42%  $2.50  $5.00
 191  Sell Short  8/6/2010 10:00  GSBsys1_SE  $1,798.50  $0.00  1  ($510.00)  -1.38%  $90.00  14.17%    $2.50  $5.00
   Buy to Cover  8/6/2010 15:00  End of Day Exit  $1,823.25    ($495.00)  $28,755.00    ($545.00)  7.87%  -77.95%  $2.50  $5.00
 192  Sell Short  8/10/2010 12:30  GSBsys1_SE  $1,805.50  $0.00  1  ($320.00)  -0.84%  $15.00  2.86%    $2.50  $5.00
   Buy to Cover  8/10/2010 15:00  End of Day Exit  $1,820.75    ($305.00)  $28,435.00    ($510.00)  39.05%  -58.10%  $2.50  $5.00
 193  Sell Short  8/11/2010 09:00  GSBsys1_SE  $1,776.00  $0.00  1  $155.00  0.48%  $325.00  85.53%    $2.50  $5.00
   Buy to Cover  8/11/2010 15:00  End of Day Exit  $1,767.50    $170.00  $28,590.00    ($55.00)  59.21%  44.74%  $2.50  $5.00
 194  Buy  9/1/2010 09:00  GSBsys1_LE  $1,722.50  $0.00  1  $370.00  1.12%  $505.00  84.17%    $2.50  $5.00
   Sell  9/1/2010 15:00  End of Day Exit  $1,741.75    $385.00  $28,960.00    ($95.00)  80.00%  64.17%  $2.50  $5.00
 195  Buy  9/24/2010 09:00  GSBsys1_LE  $1,935.25  $0.00  1  $200.00  0.56%  $240.00  77.42%    $2.50  $5.00
   Sell  9/24/2010 15:00  End of Day Exit  $1,946.00    $215.00  $29,160.00    ($70.00)  91.94%  69.35%  $2.50  $5.00
 196  Buy  10/5/2010 09:30  GSBsys1_LE  $1,936.25  $0.00  1  $175.00  0.49%  $280.00  100.00%    $2.50  $5.00
   Sell  10/5/2010 15:00  End of Day Exit  $1,945.75    $190.00  $29,335.00    $0.00  67.86%  67.86%  $2.50  $5.00
 197  Sell Short  10/19/2010 09:00  GSBsys1_SE  $1,984.25  $0.00  1  ($195.00)  -0.45%  $140.00  21.37%    $2.50  $5.00
   Buy to Cover  10/19/2010 15:00  End of Day Exit  $1,993.25    ($180.00)  $29,140.00    ($515.00)  51.15%  -27.48%  $2.50  $5.00
 198  Sell Short  11/11/2010 09:00  GSBsys1_SE  $2,079.25  $0.00  1  ($375.00)  -0.87%  $60.00  12.24%    $2.50  $5.00
   Buy to Cover  11/11/2010 15:00  End of Day Exit  $2,097.25    ($360.00)  $28,765.00    ($430.00)  14.29%  -73.47%  $2.50  $5.00
 199  Sell Short  11/12/2010 10:00  GSBsys1_SE  $2,070.75  $0.00  1  $195.00  0.51%  $525.00  85.37%    $2.50  $5.00
   Buy to Cover  11/12/2010 15:00  End of Day Exit  $2,060.25    $210.00  $28,960.00    ($90.00)  48.78%  34.15%  $2.50  $5.00
 200  Buy  11/18/2010 09:30  GSBsys1_LE  $2,066.00  $0.00  1  ($200.00)  -0.45%  $120.00  38.71%    $2.50  $5.00
   Sell  11/18/2010 15:00  End of Day Exit  $2,056.75    ($185.00)  $28,760.00    ($190.00)  1.61%  -59.68%  $2.50  $5.00
 201  Sell Short  11/23/2010 09:00  GSBsys1_SE  $2,043.00  $0.00  1  ($10.00)  0.01%  $260.00  62.65%    $2.50  $5.00
   Buy to Cover  11/23/2010 15:00  End of Day Exit  $2,042.75    $5.00  $28,750.00    ($155.00)  38.55%  1.20%  $2.50  $5.00
 202  Buy  11/24/2010 09:00  GSBsys1_LE  $2,072.50  $0.00  1  $245.00  0.63%  $360.00  84.71%    $2.50  $5.00
   Sell  11/24/2010 15:00  End of Day Exit  $2,085.50    $260.00  $28,995.00    ($65.00)  76.47%  61.18%  $2.50  $5.00
 203  Sell Short  11/29/2010 11:00  GSBsys1_SE  $2,046.00  $0.00  1  ($490.00)  -1.16%  $20.00  3.23%    $2.50  $5.00
   Buy to Cover  11/29/2010 15:00  End of Day Exit  $2,069.75    ($475.00)  $28,505.00    ($600.00)  20.16%  -76.61%  $2.50  $5.00
 204  Sell Short  11/30/2010 10:30  GSBsys1_SE  $2,044.75  $0.00  1  $35.00  0.12%  $85.00  32.08%    $2.50  $5.00
   Buy to Cover  11/30/2010 15:00  End of Day Exit  $2,042.25    $50.00  $28,540.00    ($180.00)  86.79%  18.87%  $2.50  $5.00
 205  Buy  12/1/2010 09:00  GSBsys1_LE  $2,091.00  $0.00  1  ($85.00)  -0.17%  $165.00  54.10%    $2.50  $5.00
   Sell  12/1/2010 15:00  End of Day Exit  $2,087.50    ($70.00)  $28,455.00    ($140.00)  22.95%  -22.95%  $2.50  $5.00
 206  Buy  1/3/2011 09:00  GSBsys1_LE  $2,180.50  $0.00  1  ($45.00)  -0.07%  $280.00  76.71%    $2.50  $5.00
   Sell  1/3/2011 15:00  End of Day Exit  $2,179.00    ($30.00)  $28,410.00    ($85.00)  15.07%  -8.22%  $2.50  $5.00
 207  Buy  1/24/2011 13:30  GSBsys1_LE  $2,223.50  $0.00  1  $15.00  0.07%  $45.00  31.03%    $2.50  $5.00
   Sell  1/24/2011 15:00  End of Day Exit  $2,225.00    $30.00  $28,425.00    ($100.00)  89.66%  20.69%  $2.50  $5.00
 208  Buy  2/1/2011 09:00  GSBsys1_LE  $2,231.50  $0.00  1  $340.00  0.80%  $470.00  84.68%    $2.50  $5.00
   Sell  2/1/2011 15:00  End of Day Exit  $2,249.25    $355.00  $28,765.00    ($85.00)  79.28%  63.96%  $2.50  $5.00
 209  Sell Short  2/22/2011 10:30  GSBsys1_SE  $2,279.25  $0.00  1  $615.00  1.38%  $695.00  97.20%    $2.50  $5.00
   Buy to Cover  2/22/2011 15:00  End of Day Exit  $2,247.75    $630.00  $29,380.00    ($20.00)  90.91%  88.11%  $2.50  $5.00
 210  Buy  2/25/2011 09:30  GSBsys1_LE  $2,267.75  $0.00  1  $105.00  0.26%  $185.00  61.67%    $2.50  $5.00
   Sell  2/25/2011 15:00  End of Day Exit  $2,273.75    $120.00  $29,485.00    ($115.00)  78.33%  40.00%  $2.50  $5.00
 211  Buy  3/3/2011 09:00  GSBsys1_LE  $2,288.50  $0.00  1  $190.00  0.45%  $285.00  78.08%    $2.50  $5.00
   Sell  3/3/2011 15:00  End of Day Exit  $2,298.75    $205.00  $29,675.00    ($80.00)  78.08%  56.16%  $2.50  $5.00
 212  Sell Short  3/16/2011 10:30  GSBsys1_SE  $2,155.50  $0.00  1  $470.00  1.13%  $800.00  91.95%    $2.50  $5.00
   Buy to Cover  3/16/2011 15:00  End of Day Exit  $2,131.25    $485.00  $30,145.00    ($70.00)  63.79%  55.75%  $2.50  $5.00
 213  Buy  3/17/2011 09:30  GSBsys1_LE  $2,169.25  $0.00  1  ($385.00)  -0.85%  $110.00  21.57%    $2.50  $5.00
   Sell  3/17/2011 15:00  End of Day Exit  $2,150.75    ($370.00)  $29,760.00    ($400.00)  5.88%  -72.55%  $2.50  $5.00
 214  Buy  3/21/2011 09:00  GSBsys1_LE  $2,191.00  $0.00  1  ($75.00)  -0.14%  $190.00  60.32%    $2.50  $5.00
   Sell  3/21/2011 15:00  End of Day Exit  $2,188.00    ($60.00)  $29,685.00    ($125.00)  20.63%  -19.05%  $2.50  $5.00
 215  Sell Short  4/18/2011 09:00  GSBsys1_SE  $2,190.50  $0.00  1  ($550.00)  -1.22%  $225.00  28.66%    $2.50  $5.00
   Buy to Cover  4/18/2011 15:00  End of Day Exit  $2,217.25    ($535.00)  $29,135.00    ($560.00)  3.18%  -68.15%  $2.50  $5.00
 216  Sell Short  5/11/2011 11:30  GSBsys1_SE  $2,312.50  $0.00  1  ($165.00)  -0.32%  $190.00  48.72%    $2.50  $5.00
   Buy to Cover  5/11/2011 15:00  End of Day Exit  $2,320.00    ($150.00)  $28,970.00    ($200.00)  12.82%  -38.46%  $2.50  $5.00
 217  Sell Short  6/1/2011 12:30  GSBsys1_SE  $2,268.50  $0.00  1  $335.00  0.77%  $380.00  82.61%    $2.50  $5.00
   Buy to Cover  6/1/2011 15:00  End of Day Exit  $2,251.00    $350.00  $29,305.00    ($80.00)  93.48%  76.09%  $2.50  $5.00
 218  Buy  6/14/2011 09:00  GSBsys1_LE  $2,175.25  $0.00  1  $65.00  0.18%  $205.00  89.13%    $2.50  $5.00
   Sell  6/14/2011 15:00  End of Day Exit  $2,179.25    $80.00  $29,370.00    ($25.00)  45.65%  34.78%  $2.50  $5.00
 219  Sell Short  6/24/2011 14:30  GSBsys1_SE  $2,142.75  $0.00  1  ($50.00)  -0.08%  $35.00  24.14%    $2.50  $5.00
   Buy to Cover  6/24/2011 15:00  End of Day Exit  $2,144.50    ($35.00)  $29,320.00    ($110.00)  51.72%  -24.14%  $2.50  $5.00
 220  Sell Short  7/11/2011 09:30  GSBsys1_SE  $2,308.00  $0.00  1  $295.00  0.67%  $480.00  96.00%    $2.50  $5.00
   Buy to Cover  7/11/2011 15:00  End of Day Exit  $2,292.50    $310.00  $29,615.00    ($20.00)  66.00%  62.00%  $2.50  $5.00
 221  Buy  7/13/2011 09:30  GSBsys1_LE  $2,299.50  $0.00  1  ($345.00)  -0.72%  $165.00  25.19%    $2.50  $5.00
   Sell  7/13/2011 15:00  End of Day Exit  $2,283.00    ($330.00)  $29,270.00    ($490.00)  24.43%  -50.38%  $2.50  $5.00
 222  Buy  7/19/2011 09:00  GSBsys1_LE  $2,312.25  $0.00  1  $300.00  0.68%  $365.00  82.02%    $2.50  $5.00
   Sell  7/19/2011 15:00  End of Day Exit  $2,328.00    $315.00  $29,570.00    ($80.00)  88.76%  70.79%  $2.50  $5.00
 223  Sell Short  7/27/2011 09:00  GSBsys1_SE  $2,331.50  $0.00  1  $665.00  1.46%  $810.00  100.00%    $2.50  $5.00
   Buy to Cover  7/27/2011 15:00  End of Day Exit  $2,297.50    $680.00  $30,235.00    $0.00  83.95%  83.95%  $2.50  $5.00
 224  Buy  7/28/2011 10:30  GSBsys1_LE  $2,329.50  $0.00  1  ($560.00)  -1.17%  $40.00  6.06%    $2.50  $5.00
   Sell  7/28/2011 15:00  End of Day Exit  $2,302.25    ($545.00)  $29,675.00    ($620.00)  11.36%  -82.58%  $2.50  $5.00
 225  Sell Short  8/10/2011 09:00  GSBsys1_SE  $2,027.50  $0.00  1  $505.00  1.28%  $565.00  38.57%    $2.50  $5.00
   Buy to Cover  8/10/2011 15:00  End of Day Exit  $2,001.50    $520.00  $30,180.00    ($900.00)  96.93%  35.49%  $2.50  $5.00
 226  Buy  8/11/2011 09:00  GSBsys1_LE  $2,037.50  $0.00  1  $1,085.00  2.70%  $1,595.00  96.67%    $2.50  $5.00
   Sell  8/11/2011 15:00  End of Day Exit  $2,092.50    $1,100.00  $31,265.00    ($55.00)  70.00%  66.67%  $2.50  $5.00
 227  Sell Short  8/18/2011 09:00  GSBsys1_SE  $2,026.00  $0.00  1  $375.00  0.96%  $805.00  84.74%    $2.50  $5.00
   Buy to Cover  8/18/2011 15:00  End of Day Exit  $2,006.50    $390.00  $31,640.00    ($145.00)  56.32%  41.05%  $2.50  $5.00
 228  Buy  8/23/2011 11:00  GSBsys1_LE  $2,029.75  $0.00  1  $575.00  1.45%  $600.00  72.29%    $2.50  $5.00
   Sell  8/23/2011 15:00  End of Day Exit  $2,059.25    $590.00  $32,215.00    ($230.00)  98.80%  71.08%  $2.50  $5.00
 229  Sell Short  8/25/2011 14:00  GSBsys1_SE  $2,039.50  $0.00  1  ($70.00)  -0.13%  $115.00  29.49%    $2.50  $5.00
   Buy to Cover  8/25/2011 15:00  End of Day Exit  $2,042.25    ($55.00)  $32,145.00    ($275.00)  56.41%  -14.10%  $2.50  $5.00
 230  Sell Short  9/9/2011 11:30  GSBsys1_SE  $2,097.50  $0.00  1  $20.00  0.08%  $295.00  55.66%    $2.50  $5.00
   Buy to Cover  9/9/2011 15:00  End of Day Exit  $2,095.75    $35.00  $32,165.00    ($235.00)  50.94%  6.60%  $2.50  $5.00
 231  Buy  9/23/2011 13:00  GSBsys1_LE  $2,144.00  $0.00  1  ($150.00)  -0.31%  $80.00  18.18%    $2.50  $5.00
   Sell  9/23/2011 15:00  End of Day Exit  $2,137.25    ($135.00)  $32,015.00    ($360.00)  51.14%  -30.68%  $2.50  $5.00
 232  Buy  10/5/2011 10:00  GSBsys1_LE  $2,088.25  $0.00  1  $505.00  1.25%  $630.00  69.23%    $2.50  $5.00
   Sell  10/5/2011 15:00  End of Day Exit  $2,114.25    $520.00  $32,520.00    ($280.00)  87.91%  57.14%  $2.50  $5.00
 233  Sell Short  10/17/2011 11:00  GSBsys1_SE  $2,278.50  $0.00  1  $205.00  0.48%  $475.00  100.00%    $2.50  $5.00
   Buy to Cover  10/17/2011 15:00  End of Day Exit  $2,267.50    $220.00  $32,725.00    $0.00  46.32%  46.32%  $2.50  $5.00
 234  Sell Short  10/19/2011 13:30  GSBsys1_SE  $2,252.25  $0.00  1  $10.00  0.06%  $175.00  42.68%    $2.50  $5.00
   Buy to Cover  10/19/2011 15:00  End of Day Exit  $2,251.00    $25.00  $32,735.00    ($235.00)  63.41%  6.10%  $2.50  $5.00
 235  Buy  10/21/2011 09:30  GSBsys1_LE  $2,281.50  $0.00  1  ($270.00)  -0.56%  $35.00  4.83%    $2.50  $5.00
   Sell  10/21/2011 15:00  End of Day Exit  $2,268.75    ($255.00)  $32,465.00    ($690.00)  60.00%  -35.17%  $2.50  $5.00
 236  Sell Short  10/25/2011 13:30  GSBsys1_SE  $2,279.00  $0.00  1  $135.00  0.33%  $280.00  60.22%    $2.50  $5.00
   Buy to Cover  10/25/2011 15:00  End of Day Exit  $2,271.50    $150.00  $32,600.00    ($185.00)  72.04%  32.26%  $2.50  $5.00
 237  Buy  10/27/2011 09:00  GSBsys1_LE  $2,314.00  $0.00  1  $345.00  0.78%  $650.00  68.06%    $2.50  $5.00
   Sell  10/27/2011 15:00  End of Day Exit  $2,332.00    $360.00  $32,945.00    ($305.00)  69.63%  37.70%  $2.50  $5.00
 238  Sell Short  10/31/2011 14:30  GSBsys1_SE  $2,297.75  $0.00  1  $60.00  0.16%  $75.00  31.25%    $2.50  $5.00
   Buy to Cover  10/31/2011 15:00  End of Day Exit  $2,294.00    $75.00  $33,005.00    ($165.00)  100.00%  31.25%  $2.50  $5.00
 239  Buy  11/3/2011 14:00  GSBsys1_LE  $2,293.00  $0.00  1  $140.00  0.34%  $225.00  95.74%    $2.50  $5.00
   Sell  11/3/2011 15:00  End of Day Exit  $2,300.75    $155.00  $33,145.00    ($10.00)  70.21%  65.96%  $2.50  $5.00
 240  Sell Short  11/4/2011 09:30  GSBsys1_SE  $2,269.75  $0.00  1  ($400.00)  -0.85%  $100.00  14.81%    $2.50  $5.00
   Buy to Cover  11/4/2011 15:00  End of Day Exit  $2,289.00    ($385.00)  $32,745.00    ($575.00)  28.15%  -57.04%  $2.50  $5.00
 241  Sell Short  11/9/2011 09:00  GSBsys1_SE  $2,272.75  $0.00  1  $450.00  1.02%  $650.00  65.66%    $2.50  $5.00
   Buy to Cover  11/9/2011 15:00  End of Day Exit  $2,249.50    $465.00  $33,195.00    ($340.00)  81.31%  46.97%  $2.50  $5.00
 242  Buy  11/11/2011 13:30  GSBsys1_LE  $2,295.00  $0.00  1  ($110.00)  -0.21%  $40.00  17.02%    $2.50  $5.00
   Sell  11/11/2011 15:00  End of Day Exit  $2,290.25    ($95.00)  $33,085.00    ($195.00)  42.55%  -40.43%  $2.50  $5.00
 243  Sell Short  11/16/2011 14:30  GSBsys1_SE  $2,276.00  $0.00  1  $260.00  0.60%  $355.00  100.00%    $2.50  $5.00
   Buy to Cover  11/16/2011 15:00  End of Day Exit  $2,262.25    $275.00  $33,345.00    $0.00  77.46%  77.46%  $2.50  $5.00
 244  Buy  11/28/2011 09:00  GSBsys1_LE  $2,158.75  $0.00  1  $60.00  0.17%  $140.00  34.57%    $2.50  $5.00
   Sell  11/28/2011 15:00  End of Day Exit  $2,162.50    $75.00  $33,405.00    ($265.00)  83.95%  18.52%  $2.50  $5.00
 245  Buy  11/30/2011 09:00  GSBsys1_LE  $2,212.00  $0.00  1  $370.00  0.87%  $430.00  91.49%    $2.50  $5.00
   Sell  11/30/2011 15:00  End of Day Exit  $2,231.25    $385.00  $33,775.00    ($40.00)  90.43%  81.91%  $2.50  $5.00
 246  Buy  12/9/2011 10:30  GSBsys1_LE  $2,251.25  $0.00  1  $105.00  0.27%  $260.00  75.36%    $2.50  $5.00
   Sell  12/9/2011 15:00  End of Day Exit  $2,257.25    $120.00  $33,880.00    ($85.00)  59.42%  34.78%  $2.50  $5.00
 247  Sell Short  12/12/2011 09:00  GSBsys1_SE  $2,220.50  $0.00  1  ($240.00)  -0.51%  $180.00  41.38%    $2.50  $5.00
   Buy to Cover  12/12/2011 15:00  End of Day Exit  $2,231.75    ($225.00)  $33,640.00    ($255.00)  6.90%  -51.72%  $2.50  $5.00
 248  Buy  12/20/2011 09:00  GSBsys1_LE  $2,200.25  $0.00  1  $345.00  0.82%  $420.00  89.36%    $2.50  $5.00
   Sell  12/20/2011 15:00  End of Day Exit  $2,218.25    $360.00  $33,985.00    ($50.00)  87.23%  76.60%  $2.50  $5.00
 249  Sell Short  12/21/2011 09:00  GSBsys1_SE  $2,183.50  $0.00  1  ($60.00)  -0.10%  $485.00  82.91%    $2.50  $5.00
   Buy to Cover  12/21/2011 15:00  End of Day Exit  $2,185.75    ($45.00)  $33,925.00    ($100.00)  9.40%  -7.69%  $2.50  $5.00
 250  Sell Short  12/28/2011 12:00  GSBsys1_SE  $2,206.00  $0.00  1  $15.00  0.07%  $215.00  63.24%    $2.50  $5.00
   Buy to Cover  12/28/2011 15:00  End of Day Exit  $2,204.50    $30.00  $33,940.00    ($125.00)  45.59%  8.82%  $2.50  $5.00
 251  Buy  1/17/2012 09:00  GSBsys1_LE  $2,335.50  $0.00  1  ($115.00)  -0.21%  $140.00  36.36%    $2.50  $5.00
   Sell  1/17/2012 15:00  End of Day Exit  $2,330.50    ($100.00)  $33,825.00    ($245.00)  37.66%  -25.97%  $2.50  $5.00
 252  Buy  3/7/2012 12:00  GSBsys1_LE  $2,555.00  $0.00  1  ($100.00)  -0.17%  $20.00  6.56%    $2.50  $5.00
   Sell  3/7/2012 15:00  End of Day Exit  $2,550.75    ($85.00)  $33,725.00    ($285.00)  65.57%  -27.87%  $2.50  $5.00
 253  Sell Short  4/9/2012 09:00  GSBsys1_SE  $2,667.75  $0.00  1  ($330.00)  -0.59%  $5.00  0.91%    $2.50  $5.00
   Buy to Cover  4/9/2012 15:00  End of Day Exit  $2,683.50    ($315.00)  $33,395.00    ($545.00)  41.82%  -57.27%  $2.50  $5.00
 254  Sell Short  4/10/2012 11:00  GSBsys1_SE  $2,659.00  $0.00  1  $375.00  0.73%  $555.00  97.37%    $2.50  $5.00
   Buy to Cover  4/10/2012 15:00  End of Day Exit  $2,639.50    $390.00  $33,770.00    ($15.00)  71.05%  68.42%  $2.50  $5.00
 255  Sell Short  4/13/2012 09:30  GSBsys1_SE  $2,653.00  $0.00  1  $215.00  0.43%  $250.00  68.49%    $2.50  $5.00
   Buy to Cover  4/13/2012 15:00  End of Day Exit  $2,641.50    $230.00  $33,985.00    ($115.00)  94.52%  63.01%  $2.50  $5.00
 256  Buy  4/17/2012 10:30  GSBsys1_LE  $2,654.25  $0.00  1  $220.00  0.44%  $420.00  93.33%    $2.50  $5.00
   Sell  4/17/2012 15:00  End of Day Exit  $2,666.00    $235.00  $34,205.00    ($30.00)  58.89%  52.22%  $2.50  $5.00
 257  Buy  4/25/2012 09:00  GSBsys1_LE  $2,652.25  $0.00  1  ($15.00)  0.00%  $10.00  3.45%    $2.50  $5.00
   Sell  4/25/2012 15:00  End of Day Exit  $2,652.25    $0.00  $34,190.00    ($280.00)  96.55%  0.00%  $2.50  $5.00
 258  Buy  5/15/2012 11:30  GSBsys1_LE  $2,561.25  $0.00  1  ($715.00)  -1.37%  $30.00  3.64%    $2.50  $5.00
   Sell  5/15/2012 15:00  End of Day Exit  $2,526.25    ($700.00)  $33,475.00    ($795.00)  11.52%  -84.85%  $2.50  $5.00
 259  Buy  5/21/2012 14:30  GSBsys1_LE  $2,488.25  $0.00  1  $10.00  0.05%  $95.00  73.08%    $2.50  $5.00
   Sell  5/21/2012 15:00  End of Day Exit  $2,489.50    $25.00  $33,485.00    ($35.00)  46.15%  19.23%  $2.50  $5.00
 260  Sell Short  5/30/2012 09:00  GSBsys1_SE  $2,473.75  $0.00  1  ($215.00)  -0.40%  $120.00  24.24%    $2.50  $5.00
   Buy to Cover  5/30/2012 15:00  End of Day Exit  $2,483.75    ($200.00)  $33,270.00    ($375.00)  35.35%  -40.40%  $2.50  $5.00
 261  Buy  6/6/2012 09:00  GSBsys1_LE  $2,471.00  $0.00  1  $405.00  0.85%  $435.00  92.55%    $2.50  $5.00
   Sell  6/6/2012 15:00  End of Day Exit  $2,492.00    $420.00  $33,675.00    ($35.00)  96.81%  89.36%  $2.50  $5.00
 262  Sell Short  6/21/2012 11:30  GSBsys1_SE  $2,526.75  $0.00  1  $420.00  0.86%  $505.00  85.59%    $2.50  $5.00
   Buy to Cover  6/21/2012 15:00  End of Day Exit  $2,505.00    $435.00  $34,095.00    ($85.00)  88.14%  73.73%  $2.50  $5.00
 263  Sell Short  6/25/2012 09:00  GSBsys1_SE  $2,499.75  $0.00  1  $380.00  0.79%  $515.00  85.12%    $2.50  $5.00
   Buy to Cover  6/25/2012 15:00  End of Day Exit  $2,480.00    $395.00  $34,475.00    ($90.00)  80.17%  65.29%  $2.50  $5.00
 264  Buy  6/29/2012 09:00  GSBsys1_LE  $2,531.00  $0.00  1  $635.00  1.28%  $660.00  100.00%    $2.50  $5.00
   Sell  6/29/2012 15:00  End of Day Exit  $2,563.50    $650.00  $35,110.00    $0.00  98.48%  98.48%  $2.50  $5.00
 265  Sell Short  7/6/2012 09:30  GSBsys1_SE  $2,562.75  $0.00  1  $20.00  0.07%  $385.00  95.06%    $2.50  $5.00
   Buy to Cover  7/6/2012 15:00  End of Day Exit  $2,561.00    $35.00  $35,130.00    ($20.00)  13.58%  8.64%  $2.50  $5.00
 266  Buy  7/13/2012 12:00  GSBsys1_LE  $2,525.75  $0.00  1  $95.00  0.22%  $240.00  92.31%    $2.50  $5.00
   Sell  7/13/2012 15:00  End of Day Exit  $2,531.25    $110.00  $35,225.00    ($20.00)  50.00%  42.31%  $2.50  $5.00
 267  Buy  7/26/2012 09:00  GSBsys1_LE  $2,535.25  $0.00  1  ($105.00)  -0.18%  $195.00  32.50%    $2.50  $5.00
   Sell  7/26/2012 15:00  End of Day Exit  $2,530.75    ($90.00)  $35,120.00    ($405.00)  52.50%  -15.00%  $2.50  $5.00
 268  Buy  8/3/2012 09:00  GSBsys1_LE  $2,621.25  $0.00  1  $20.00  0.07%  $260.00  96.30%    $2.50  $5.00
   Sell  8/3/2012 15:00  End of Day Exit  $2,623.00    $35.00  $35,140.00    ($10.00)  16.67%  12.96%  $2.50  $5.00
 269  Buy  9/6/2012 09:00  GSBsys1_LE  $2,752.25  $0.00  1  $550.00  1.03%  $605.00  100.00%    $2.50  $5.00
   Sell  9/6/2012 15:00  End of Day Exit  $2,780.50    $565.00  $35,690.00    $0.00  93.39%  93.39%  $2.50  $5.00
 270  Sell Short  9/24/2012 12:30  GSBsys1_SE  $2,791.75  $0.00  1  ($135.00)  -0.21%  $95.00  27.94%    $2.50  $5.00
   Buy to Cover  9/24/2012 15:00  End of Day Exit  $2,797.75    ($120.00)  $35,555.00    ($245.00)  36.76%  -35.29%  $2.50  $5.00
 271  Buy  9/27/2012 13:30  GSBsys1_LE  $2,776.50  $0.00  1  ($40.00)  -0.05%  $90.00  60.00%    $2.50  $5.00
   Sell  9/27/2012 15:00  End of Day Exit  $2,775.25    ($25.00)  $35,515.00    ($60.00)  23.33%  -16.67%  $2.50  $5.00
 272  Sell Short  10/18/2012 13:00  GSBsys1_SE  $2,690.00  $0.00  1  ($175.00)  -0.30%  $55.00  18.97%    $2.50  $5.00
   Buy to Cover  10/18/2012 15:00  End of Day Exit  $2,698.00    ($160.00)  $35,340.00    ($235.00)  25.86%  -55.17%  $2.50  $5.00
 273  Buy  11/1/2012 09:30  GSBsys1_LE  $2,631.50  $0.00  1  $140.00  0.29%  $260.00  100.00%    $2.50  $5.00
   Sell  11/1/2012 15:00  End of Day Exit  $2,639.25    $155.00  $35,480.00    $0.00  59.62%  59.62%  $2.50  $5.00
 274  Buy  12/11/2012 09:00  GSBsys1_LE  $2,639.25  $0.00  1  $25.00  0.08%  $340.00  73.12%    $2.50  $5.00
   Sell  12/11/2012 15:00  End of Day Exit  $2,641.25    $40.00  $35,505.00    ($125.00)  35.48%  8.60%  $2.50  $5.00
 275  Buy  12/17/2012 11:00  GSBsys1_LE  $2,614.75  $0.00  1  $180.00  0.37%  $215.00  45.26%    $2.50  $5.00
   Sell  12/17/2012 15:00  End of Day Exit  $2,624.50    $195.00  $35,685.00    ($260.00)  95.79%  41.05%  $2.50  $5.00
 276  Sell Short  12/21/2012 09:00  GSBsys1_SE  $2,616.75  $0.00  1  ($170.00)  -0.30%  $185.00  43.53%    $2.50  $5.00
   Buy to Cover  12/21/2012 15:00  End of Day Exit  $2,624.50    ($155.00)  $35,515.00    ($240.00)  20.00%  -36.47%  $2.50  $5.00
 277  Buy  12/31/2012 12:00  GSBsys1_LE  $2,596.50  $0.00  1  $475.00  0.94%  $605.00  79.61%    $2.50  $5.00
   Sell  12/31/2012 15:00  End of Day Exit  $2,621.00    $490.00  $35,990.00    ($155.00)  84.87%  64.47%  $2.50  $5.00
 278  Sell Short  1/24/2013 12:00  GSBsys1_SE  $2,689.25  $0.00  1  $115.00  0.24%  $215.00  78.18%    $2.50  $5.00
   Buy to Cover  1/24/2013 15:00  End of Day Exit  $2,682.75    $130.00  $36,105.00    ($60.00)  69.09%  47.27%  $2.50  $5.00
 279  Sell Short  2/4/2013 10:30  GSBsys1_SE  $2,697.00  $0.00  1  $425.00  0.82%  $455.00  100.00%    $2.50  $5.00
   Buy to Cover  2/4/2013 15:00  End of Day Exit  $2,675.00    $440.00  $36,530.00    $0.00  96.70%  96.70%  $2.50  $5.00
 280  Buy  2/5/2013 12:00  GSBsys1_LE  $2,708.00  $0.00  1  $145.00  0.30%  $325.00  97.01%    $2.50  $5.00
   Sell  2/5/2013 15:00  End of Day Exit  $2,716.00    $160.00  $36,675.00    ($10.00)  50.75%  47.76%  $2.50  $5.00
 281  Buy  2/27/2013 10:30  GSBsys1_LE  $2,707.00  $0.00  1  ($40.00)  -0.05%  $315.00  78.75%    $2.50  $5.00
   Sell  2/27/2013 15:00  End of Day Exit  $2,705.75    ($25.00)  $36,635.00    ($85.00)  15.00%  -6.25%  $2.50  $5.00
 282  Sell Short  3/21/2013 09:30  GSBsys1_SE  $2,740.50  $0.00  1  $50.00  0.12%  $200.00  50.63%    $2.50  $5.00
   Buy to Cover  3/21/2013 15:00  End of Day Exit  $2,737.25    $65.00  $36,685.00    ($195.00)  65.82%  16.46%  $2.50  $5.00
 283  Sell Short  4/15/2013 11:00  GSBsys1_SE  $2,793.00  $0.00  1  $615.00  1.13%  $680.00  92.52%    $2.50  $5.00
   Buy to Cover  4/15/2013 15:00  End of Day Exit  $2,761.50    $630.00  $37,300.00    ($55.00)  93.20%  85.71%  $2.50  $5.00
 284  Buy  4/16/2013 11:00  GSBsys1_LE  $2,795.50  $0.00  1  $75.00  0.16%  $145.00  60.42%    $2.50  $5.00
   Sell  4/16/2013 15:00  End of Day Exit  $2,800.00    $90.00  $37,375.00    ($95.00)  77.08%  37.50%  $2.50  $5.00
 285  Sell Short  4/17/2013 09:00  GSBsys1_SE  $2,767.75  $0.00  1  $455.00  0.85%  $805.00  94.15%    $2.50  $5.00
   Buy to Cover  4/17/2013 15:00  End of Day Exit  $2,744.25    $470.00  $37,830.00    ($50.00)  60.82%  54.97%  $2.50  $5.00
 286  Buy  6/7/2013 09:30  GSBsys1_LE  $2,942.50  $0.00  1  $295.00  0.53%  $375.00  90.36%    $2.50  $5.00
   Sell  6/7/2013 15:00  End of Day Exit  $2,958.00    $310.00  $38,125.00    ($40.00)  84.34%  74.70%  $2.50  $5.00
 287  Buy  6/17/2013 09:00  GSBsys1_LE  $2,946.00  $0.00  1  ($120.00)  -0.18%  $275.00  40.74%    $2.50  $5.00
   Sell  6/17/2013 15:00  End of Day Exit  $2,940.75    ($105.00)  $38,005.00    ($400.00)  43.70%  -15.56%  $2.50  $5.00
 288  Sell Short  6/19/2013 14:00  GSBsys1_SE  $2,937.00  $0.00  1  $110.00  0.21%  $165.00  37.08%    $2.50  $5.00
   Buy to Cover  6/19/2013 15:00  End of Day Exit  $2,930.75    $125.00  $38,115.00    ($280.00)  91.01%  28.09%  $2.50  $5.00
 289  Buy  6/26/2013 13:30  GSBsys1_LE  $2,863.00  $0.00  1  ($55.00)  -0.07%  $90.00  58.06%    $2.50  $5.00
   Sell  6/26/2013 15:00  End of Day Exit  $2,861.00    ($40.00)  $38,060.00    ($65.00)  16.13%  -25.81%  $2.50  $5.00
 290  Buy  6/27/2013 09:00  GSBsys1_LE  $2,886.25  $0.00  1  ($245.00)  -0.40%  $135.00  33.75%    $2.50  $5.00
   Sell  6/27/2013 15:00  End of Day Exit  $2,874.75    ($230.00)  $37,815.00    ($265.00)  8.75%  -57.50%  $2.50  $5.00
 291  Buy  7/1/2013 09:00  GSBsys1_LE  $2,914.50  $0.00  1  ($370.00)  -0.61%  $140.00  25.23%    $2.50  $5.00
   Sell  7/1/2013 15:00  End of Day Exit  $2,896.75    ($355.00)  $37,445.00    ($415.00)  10.81%  -63.96%  $2.50  $5.00
 292  Sell Short  8/15/2013 09:00  GSBsys1_SE  $3,053.25  $0.00  1  $35.00  0.08%  $240.00  48.00%    $2.50  $5.00
   Buy to Cover  8/15/2013 15:00  End of Day Exit  $3,050.75    $50.00  $37,480.00    ($260.00)  62.00%  10.00%  $2.50  $5.00
 293  Buy  8/20/2013 11:00  GSBsys1_LE  $3,068.25  $0.00  1  ($235.00)  -0.36%  $70.00  23.33%    $2.50  $5.00
   Sell  8/20/2013 15:00  End of Day Exit  $3,057.25    ($220.00)  $37,245.00    ($230.00)  3.33%  -73.33%  $2.50  $5.00
 294  Buy  8/22/2013 14:30  GSBsys1_LE  $3,072.75  $0.00  1  $50.00  0.11%  $100.00  80.00%    $2.50  $5.00
   Sell  8/22/2013 15:00  End of Day Exit  $3,076.00    $65.00  $37,295.00    ($25.00)  72.00%  52.00%  $2.50  $5.00
 295  Sell Short  8/27/2013 09:00  GSBsys1_SE  $3,071.25  $0.00  1  $740.00  1.23%  $880.00  92.63%    $2.50  $5.00
   Buy to Cover  8/27/2013 15:00  End of Day Exit  $3,033.50    $755.00  $38,035.00    ($70.00)  86.84%  79.47%  $2.50  $5.00
 296  Buy  9/3/2013 09:00  GSBsys1_LE  $3,082.50  $0.00  1  ($370.00)  -0.58%  $105.00  14.19%    $2.50  $5.00
   Sell  9/3/2013 15:00  End of Day Exit  $3,064.75    ($355.00)  $37,665.00    ($635.00)  37.84%  -47.97%  $2.50  $5.00
 297  Buy  9/26/2013 09:30  GSBsys1_LE  $3,214.25  $0.00  1  ($140.00)  -0.19%  $40.00  9.52%    $2.50  $5.00
   Sell  9/26/2013 15:00  End of Day Exit  $3,208.00    ($125.00)  $37,525.00    ($380.00)  60.71%  -29.76%  $2.50  $5.00
 298  Sell Short  9/30/2013 09:00  GSBsys1_SE  $3,177.75  $0.00  1  ($350.00)  -0.53%  $0.00  0.00%    $2.50  $5.00
   Buy to Cover  9/30/2013 15:00  End of Day Exit  $3,194.50    ($335.00)  $37,175.00    ($540.00)  37.96%  -62.04%  $2.50  $5.00
 299  Sell Short  10/3/2013 10:30  GSBsys1_SE  $3,194.25  $0.00  1  $100.00  0.18%  $470.00  84.68%    $2.50  $5.00
   Buy to Cover  10/3/2013 15:00  End of Day Exit  $3,188.50    $115.00  $37,275.00    ($85.00)  36.04%  20.72%  $2.50  $5.00
 300  Buy  10/10/2013 11:00  GSBsys1_LE  $3,176.50  $0.00  1  $120.00  0.21%  $290.00  65.17%    $2.50  $5.00
   Sell  10/10/2013 15:00  End of Day Exit  $3,183.25    $135.00  $37,395.00    ($155.00)  65.17%  30.34%  $2.50  $5.00
 301  Sell Short  10/23/2013 09:00  GSBsys1_SE  $3,313.50  $0.00  1  ($155.00)  -0.21%  $195.00  52.70%    $2.50  $5.00
   Buy to Cover  10/23/2013 15:00  End of Day Exit  $3,320.50    ($140.00)  $37,240.00    ($175.00)  9.46%  -37.84%  $2.50  $5.00
 302  Sell Short  11/18/2013 14:30  GSBsys1_SE  $3,367.00  $0.00  1  ($45.00)  -0.04%  $105.00  75.00%    $2.50  $5.00
   Buy to Cover  11/18/2013 15:00  End of Day Exit  $3,368.50    ($30.00)  $37,195.00    ($35.00)  3.57%  -21.43%  $2.50  $5.00
 303  Buy  11/21/2013 11:30  GSBsys1_LE  $3,373.75  $0.00  1  $185.00  0.30%  $275.00  63.95%    $2.50  $5.00
   Sell  11/21/2013 15:00  End of Day Exit  $3,383.75    $200.00  $37,380.00    ($155.00)  82.56%  46.51%  $2.50  $5.00
 304  Sell Short  1/2/2014 09:00  GSBsys1_SE  $3,543.25  $0.00  1  ($75.00)  -0.08%  $155.00  42.47%    $2.50  $5.00
   Buy to Cover  1/2/2014 15:00  End of Day Exit  $3,546.25    ($60.00)  $37,305.00    ($210.00)  41.10%  -16.44%  $2.50  $5.00
 305  Buy  1/7/2014 10:00  GSBsys1_LE  $3,536.75  $0.00  1  ($5.00)  0.01%  $140.00  42.42%    $2.50  $5.00
   Sell  1/7/2014 15:00  End of Day Exit  $3,537.25    $10.00  $37,300.00    ($190.00)  60.61%  3.03%  $2.50  $5.00
 306  Buy  1/14/2014 10:00  GSBsys1_LE  $3,535.25  $0.00  1  $480.00  0.70%  $555.00  100.00%    $2.50  $5.00
   Sell  1/14/2014 15:00  End of Day Exit  $3,560.00    $495.00  $37,780.00    $0.00  89.19%  89.19%  $2.50  $5.00
 307  Sell Short  1/23/2014 10:00  GSBsys1_SE  $3,573.75  $0.00  1  ($400.00)  -0.54%  $115.00  22.55%    $2.50  $5.00
   Buy to Cover  1/23/2014 15:00  End of Day Exit  $3,593.00    ($385.00)  $37,380.00    ($395.00)  1.96%  -75.49%  $2.50  $5.00
 308  Sell Short  1/24/2014 09:00  GSBsys1_SE  $3,565.50  $0.00  1  $870.00  1.24%  $900.00  86.96%    $2.50  $5.00
   Buy to Cover  1/24/2014 15:00  End of Day Exit  $3,521.25    $885.00  $38,250.00    ($135.00)  98.55%  85.51%  $2.50  $5.00
 309  Buy  1/30/2014 10:00  GSBsys1_LE  $3,501.00  $0.00  1  $180.00  0.28%  $455.00  83.49%    $2.50  $5.00
   Sell  1/30/2014 15:00  End of Day Exit  $3,510.75    $195.00  $38,430.00    ($90.00)  52.29%  35.78%  $2.50  $5.00
 310  Sell Short  1/31/2014 09:30  GSBsys1_SE  $3,476.25  $0.00  1  ($495.00)  -0.69%  $40.00  4.44%    $2.50  $5.00
   Buy to Cover  1/31/2014 15:00  End of Day Exit  $3,500.25    ($480.00)  $37,935.00    ($860.00)  42.22%  -53.33%  $2.50  $5.00
 311  Sell Short  2/3/2014 09:30  GSBsys1_SE  $3,464.25  $0.00  1  $825.00  1.21%  $1,050.00  80.46%    $2.50  $5.00
   Buy to Cover  2/3/2014 15:00  End of Day Exit  $3,422.25    $840.00  $38,760.00    ($255.00)  83.91%  64.37%  $2.50  $5.00
 312  Buy  2/6/2014 09:30  GSBsys1_LE  $3,476.25  $0.00  1  $65.00  0.12%  $190.00  64.41%    $2.50  $5.00
   Sell  2/6/2014 15:00  End of Day Exit  $3,480.25    $80.00  $38,825.00    ($105.00)  62.71%  27.12%  $2.50  $5.00
 313  Sell Short  2/19/2014 14:30  GSBsys1_SE  $3,635.75  $0.00  1  ($80.00)  -0.09%  $80.00  50.00%    $2.50  $5.00
   Buy to Cover  2/19/2014 15:00  End of Day Exit  $3,639.00    ($65.00)  $38,745.00    ($80.00)  9.38%  -40.63%  $2.50  $5.00
 314  Sell Short  3/3/2014 09:30  GSBsys1_SE  $3,651.00  $0.00  1  ($105.00)  -0.12%  $550.00  74.83%    $2.50  $5.00
   Buy to Cover  3/3/2014 15:00  End of Day Exit  $3,655.50    ($90.00)  $38,640.00    ($185.00)  12.93%  -12.24%  $2.50  $5.00
 315  Buy  3/17/2014 09:00  GSBsys1_LE  $3,656.75  $0.00  1  ($210.00)  -0.27%  $195.00  41.94%    $2.50  $5.00
   Sell  3/17/2014 15:00  End of Day Exit  $3,647.00    ($195.00)  $38,430.00    ($270.00)  16.13%  -41.94%  $2.50  $5.00
 316  Buy  3/31/2014 11:30  GSBsys1_LE  $3,595.50  $0.00  1  ($325.00)  -0.43%  $60.00  14.29%    $2.50  $5.00
   Sell  3/31/2014 15:00  End of Day Exit  $3,580.00    ($310.00)  $38,105.00    ($360.00)  11.90%  -73.81%  $2.50  $5.00
 317  Buy  4/1/2014 09:00  GSBsys1_LE  $3,624.25  $0.00  1  $355.00  0.51%  $420.00  77.78%    $2.50  $5.00
   Sell  4/1/2014 15:00  End of Day Exit  $3,642.75    $370.00  $38,460.00    ($120.00)  90.74%  68.52%  $2.50  $5.00
 318  Sell Short  4/3/2014 12:00  GSBsys1_SE  $3,618.75  $0.00  1  ($100.00)  -0.12%  $325.00  63.11%    $2.50  $5.00
   Buy to Cover  4/3/2014 15:00  End of Day Exit  $3,623.00    ($85.00)  $38,360.00    ($190.00)  20.39%  -16.50%  $2.50  $5.00
 319  Buy  4/9/2014 11:30  GSBsys1_LE  $3,554.25  $0.00  1  $595.00  0.86%  $670.00  83.75%    $2.50  $5.00
   Sell  4/9/2014 15:00  End of Day Exit  $3,584.75    $610.00  $38,955.00    ($130.00)  92.50%  76.25%  $2.50  $5.00
 320  Sell Short  4/10/2014 10:00  GSBsys1_SE  $3,536.75  $0.00  1  $1,245.00  1.78%  $1,460.00  98.98%    $2.50  $5.00
   Buy to Cover  4/10/2014 15:00  End of Day Exit  $3,473.75    $1,260.00  $40,200.00    ($15.00)  86.44%  85.42%  $2.50  $5.00
 321  Buy  4/24/2014 10:30  GSBsys1_LE  $3,579.00  $0.00  1  ($70.00)  -0.08%  $85.00  23.61%    $2.50  $5.00
   Sell  4/24/2014 15:00  End of Day Exit  $3,576.25    ($55.00)  $40,130.00    ($275.00)  61.11%  -15.28%  $2.50  $5.00
 322  Sell Short  4/25/2014 09:00  GSBsys1_SE  $3,543.75  $0.00  1  $510.00  0.74%  $675.00  97.83%    $2.50  $5.00
   Buy to Cover  4/25/2014 15:00  End of Day Exit  $3,517.50    $525.00  $40,640.00    ($15.00)  78.26%  76.09%  $2.50  $5.00
 323  Buy  4/29/2014 12:00  GSBsys1_LE  $3,560.75  $0.00  1  ($70.00)  -0.08%  $70.00  34.15%    $2.50  $5.00
   Sell  4/29/2014 15:00  End of Day Exit  $3,558.00    ($55.00)  $40,570.00    ($135.00)  39.02%  -26.83%  $2.50  $5.00
 324  Sell Short  5/6/2014 13:00  GSBsys1_SE  $3,552.50  $0.00  1  $165.00  0.25%  $210.00  73.68%    $2.50  $5.00
   Buy to Cover  5/6/2014 15:00  End of Day Exit  $3,543.50    $180.00  $40,735.00    ($75.00)  89.47%  63.16%  $2.50  $5.00
 325  Sell Short  5/15/2014 14:30  GSBsys1_SE  $3,556.25  $0.00  1  ($25.00)  -0.01%  $35.00  17.07%    $2.50  $5.00
   Buy to Cover  5/15/2014 15:00  End of Day Exit  $3,556.75    ($10.00)  $40,710.00    ($170.00)  78.05%  -4.88%  $2.50  $5.00
 326  Sell Short  7/10/2014 09:00  GSBsys1_SE  $3,839.75  $0.00  1  ($705.00)  -0.90%  $10.00  0.99%    $2.50  $5.00
   Buy to Cover  7/10/2014 15:00  End of Day Exit  $3,874.25    ($690.00)  $40,005.00    ($1,000.00)  30.69%  -68.32%  $2.50  $5.00
 327  Sell Short  7/15/2014 11:00  GSBsys1_SE  $3,885.75  $0.00  1  ($480.00)  -0.60%  $110.00  15.83%    $2.50  $5.00
   Buy to Cover  7/15/2014 15:00  End of Day Exit  $3,909.00    ($465.00)  $39,525.00    ($585.00)  17.27%  -66.91%  $2.50  $5.00
 328  Sell Short  7/17/2014 10:30  GSBsys1_SE  $3,893.50  $0.00  1  $410.00  0.55%  $680.00  71.96%    $2.50  $5.00
   Buy to Cover  7/17/2014 15:00  End of Day Exit  $3,872.25    $425.00  $39,935.00    ($265.00)  73.02%  44.97%  $2.50  $5.00
 329  Buy  7/18/2014 11:00  GSBsys1_LE  $3,914.50  $0.00  1  $355.00  0.47%  $430.00  94.51%    $2.50  $5.00
   Sell  7/18/2014 15:00  End of Day Exit  $3,933.00    $370.00  $40,290.00    ($25.00)  86.81%  81.32%  $2.50  $5.00
 330  Sell Short  7/25/2014 10:00  GSBsys1_SE  $3,947.50  $0.00  1  ($225.00)  -0.27%  $195.00  46.99%    $2.50  $5.00
   Buy to Cover  7/25/2014 15:00  End of Day Exit  $3,958.00    ($210.00)  $40,065.00    ($220.00)  2.41%  -50.60%  $2.50  $5.00
 331  Sell Short  7/31/2014 09:00  GSBsys1_SE  $3,926.25  $0.00  1  $750.00  0.97%  $885.00  88.50%    $2.50  $5.00
   Buy to Cover  7/31/2014 15:00  End of Day Exit  $3,888.00    $765.00  $40,815.00    ($115.00)  88.00%  76.50%  $2.50  $5.00
 332  Buy  8/8/2014 12:30  GSBsys1_LE  $3,879.00  $0.00  1  $50.00  0.08%  $160.00  82.05%    $2.50  $5.00
   Sell  8/8/2014 15:00  End of Day Exit  $3,882.25    $65.00  $40,865.00    ($35.00)  51.28%  33.33%  $2.50  $5.00
 333  Buy  9/4/2014 09:00  GSBsys1_LE  $4,095.50  $0.00  1  ($590.00)  -0.70%  $115.00  12.85%    $2.50  $5.00
   Sell  9/4/2014 15:00  End of Day Exit  $4,066.75    ($575.00)  $40,275.00    ($780.00)  22.91%  -64.25%  $2.50  $5.00
 334  Buy  9/16/2014 11:30  GSBsys1_LE  $4,055.50  $0.00  1  $195.00  0.26%  $375.00  86.21%    $2.50  $5.00
   Sell  9/16/2014 15:00  End of Day Exit  $4,066.00    $210.00  $40,470.00    ($60.00)  62.07%  48.28%  $2.50  $5.00
 335  Sell Short  9/22/2014 09:30  GSBsys1_SE  $4,067.75  $0.00  1  $115.00  0.16%  $485.00  97.98%    $2.50  $5.00
   Buy to Cover  9/22/2014 15:00  End of Day Exit  $4,061.25    $130.00  $40,585.00    ($10.00)  28.28%  26.26%  $2.50  $5.00
 336  Buy  9/24/2014 11:00  GSBsys1_LE  $4,081.75  $0.00  1  $250.00  0.32%  $310.00  67.39%    $2.50  $5.00
   Sell  9/24/2014 15:00  End of Day Exit  $4,095.00    $265.00  $40,835.00    ($150.00)  90.22%  57.61%  $2.50  $5.00
 337  Sell Short  9/25/2014 09:00  GSBsys1_SE  $4,054.00  $0.00  1  $905.00  1.13%  $960.00  95.52%    $2.50  $5.00
   Buy to Cover  9/25/2014 15:00  End of Day Exit  $4,008.00    $920.00  $41,740.00    ($45.00)  96.02%  91.54%  $2.50  $5.00
 338  Sell Short  10/1/2014 09:00  GSBsys1_SE  $4,016.25  $0.00  1  $580.00  0.74%  $860.00  88.21%    $2.50  $5.00
   Buy to Cover  10/1/2014 15:00  End of Day Exit  $3,986.50    $595.00  $42,320.00    ($115.00)  72.82%  61.03%  $2.50  $5.00
 339  Buy  10/3/2014 09:30  GSBsys1_LE  $4,025.75  $0.00  1  ($5.00)  0.01%  $335.00  70.53%    $2.50  $5.00
   Sell  10/3/2014 15:00  End of Day Exit  $4,026.25    $10.00  $42,315.00    ($140.00)  31.58%  2.11%  $2.50  $5.00
 340  Sell Short  10/7/2014 09:00  GSBsys1_SE  $3,989.75  $0.00  1  $585.00  0.75%  $615.00  61.50%    $2.50  $5.00
   Buy to Cover  10/7/2014 15:00  End of Day Exit  $3,959.75    $600.00  $42,900.00    ($385.00)  98.50%  60.00%  $2.50  $5.00
 341  Buy  10/8/2014 13:30  GSBsys1_LE  $4,019.75  $0.00  1  $360.00  0.47%  $595.00  96.75%    $2.50  $5.00
   Sell  10/8/2014 15:00  End of Day Exit  $4,038.50    $375.00  $43,260.00    ($20.00)  64.23%  60.98%  $2.50  $5.00
 342  Sell Short  10/9/2014 11:30  GSBsys1_SE  $3,986.25  $0.00  1  $310.00  0.41%  $455.00  70.00%    $2.50  $5.00
   Buy to Cover  10/9/2014 15:00  End of Day Exit  $3,970.00    $325.00  $43,570.00    ($195.00)  80.00%  50.00%  $2.50  $5.00
 343  Sell Short  10/16/2014 11:00  GSBsys1_SE  $3,749.00  $0.00  1  ($295.00)  -0.37%  $205.00  18.47%    $2.50  $5.00
   Buy to Cover  10/16/2014 15:00  End of Day Exit  $3,763.00    ($280.00)  $43,275.00    ($905.00)  56.31%  -25.23%  $2.50  $5.00
 344  Buy  10/17/2014 09:00  GSBsys1_LE  $3,810.00  $0.00  1  $50.00  0.09%  $765.00  77.27%    $2.50  $5.00
   Sell  10/17/2014 15:00  End of Day Exit  $3,813.25    $65.00  $43,325.00    ($225.00)  29.29%  6.57%  $2.50  $5.00
 345  Sell Short  10/29/2014 11:30  GSBsys1_SE  $4,082.00  $0.00  1  ($210.00)  -0.24%  $390.00  60.00%    $2.50  $5.00
   Buy to Cover  10/29/2014 15:00  End of Day Exit  $4,091.75    ($195.00)  $43,115.00    ($260.00)  10.00%  -30.00%  $2.50  $5.00
 346  Sell Short  11/4/2014 10:00  GSBsys1_SE  $4,136.00  $0.00  1  ($415.00)  -0.48%  $170.00  26.15%    $2.50  $5.00
   Buy to Cover  11/4/2014 15:00  End of Day Exit  $4,156.00    ($400.00)  $42,700.00    ($480.00)  12.31%  -61.54%  $2.50  $5.00
 347  Sell Short  11/17/2014 10:30  GSBsys1_SE  $4,202.00  $0.00  1  ($345.00)  -0.39%  $55.00  11.00%    $2.50  $5.00
   Buy to Cover  11/17/2014 15:00  End of Day Exit  $4,218.50    ($330.00)  $42,355.00    ($445.00)  23.00%  -66.00%  $2.50  $5.00
 348  Sell Short  12/1/2014 09:00  GSBsys1_SE  $4,305.75  $0.00  1  $130.00  0.17%  $325.00  50.78%    $2.50  $5.00
   Buy to Cover  12/1/2014 15:00  End of Day Exit  $4,298.50    $145.00  $42,485.00    ($315.00)  71.88%  22.66%  $2.50  $5.00
 349  Sell Short  12/8/2014 11:30  GSBsys1_SE  $4,290.50  $0.00  1  $10.00  0.03%  $475.00  74.22%    $2.50  $5.00
   Buy to Cover  12/8/2014 15:00  End of Day Exit  $4,289.25    $25.00  $42,495.00    ($165.00)  29.69%  3.91%  $2.50  $5.00
 350  Sell Short  12/10/2014 13:00  GSBsys1_SE  $4,255.50  $0.00  1  $395.00  0.48%  $575.00  88.46%    $2.50  $5.00
   Buy to Cover  12/10/2014 15:00  End of Day Exit  $4,235.00    $410.00  $42,890.00    ($75.00)  74.62%  63.08%  $2.50  $5.00
 351  Buy  12/11/2014 10:30  GSBsys1_LE  $4,298.75  $0.00  1  ($860.00)  -0.98%  $155.00  13.14%    $2.50  $5.00
   Sell  12/11/2014 15:00  End of Day Exit  $4,256.50    ($845.00)  $42,030.00    ($1,025.00)  15.25%  -71.61%  $2.50  $5.00
 352  Sell Short  12/12/2014 10:00  GSBsys1_SE  $4,228.50  $0.00  1  $375.00  0.46%  $390.00  38.81%    $2.50  $5.00
   Buy to Cover  12/12/2014 15:00  End of Day Exit  $4,209.00    $390.00  $42,405.00    ($615.00)  100.00%  38.81%  $2.50  $5.00
 353  Buy  12/18/2014 09:00  GSBsys1_LE  $4,242.00  $0.00  1  $630.00  0.76%  $655.00  68.23%    $2.50  $5.00
   Sell  12/18/2014 15:00  End of Day Exit  $4,274.25    $645.00  $43,035.00    ($305.00)  98.96%  67.19%  $2.50  $5.00
 354  Buy  1/8/2015 09:00  GSBsys1_LE  $4,220.50  $0.00  1  $500.00  0.61%  $695.00  97.89%    $2.50  $5.00
   Sell  1/8/2015 15:00  End of Day Exit  $4,246.25    $515.00  $43,535.00    ($15.00)  74.65%  72.54%  $2.50  $5.00
 355  Sell Short  1/9/2015 10:30  GSBsys1_SE  $4,203.00  $0.00  1  ($320.00)  -0.36%  $130.00  14.86%    $2.50  $5.00
   Buy to Cover  1/9/2015 15:00  End of Day Exit  $4,218.25    ($305.00)  $43,215.00    ($745.00)  50.29%  -34.86%  $2.50  $5.00
 356  Buy  1/13/2015 09:00  GSBsys1_LE  $4,255.00  $0.00  1  ($1,655.00)  -1.93%  $105.00  4.34%    $2.50  $5.00
   Sell  1/13/2015 15:00  End of Day Exit  $4,173.00    ($1,640.00)  $41,560.00    ($2,315.00)  27.89%  -67.77%  $2.50  $5.00
 357  Buy  1/20/2015 14:00  GSBsys1_LE  $4,183.75  $0.00  1  ($160.00)  -0.17%  $80.00  28.07%    $2.50  $5.00
   Sell  1/20/2015 15:00  End of Day Exit  $4,176.50    ($145.00)  $41,400.00    ($205.00)  21.05%  -50.88%  $2.50  $5.00
 358  Sell Short  1/27/2015 09:00  GSBsys1_SE  $4,190.00  $0.00  1  $365.00  0.45%  $695.00  58.16%    $2.50  $5.00
   Buy to Cover  1/27/2015 15:00  End of Day Exit  $4,171.00    $380.00  $41,765.00    ($500.00)  73.64%  31.80%  $2.50  $5.00
 359  Sell Short  2/6/2015 14:30  GSBsys1_SE  $4,226.75  $0.00  1  ($220.00)  -0.24%  $90.00  29.03%    $2.50  $5.00
   Buy to Cover  2/6/2015 15:00  End of Day Exit  $4,237.00    ($205.00)  $41,545.00    ($220.00)  4.84%  -66.13%  $2.50  $5.00
 360  Buy  2/10/2015 09:00  GSBsys1_LE  $4,251.00  $0.00  1  $765.00  0.92%  $910.00  81.25%    $2.50  $5.00
   Sell  2/10/2015 15:00  End of Day Exit  $4,290.00    $780.00  $42,310.00    ($210.00)  88.39%  69.64%  $2.50  $5.00
 361  Buy  3/2/2015 09:00  GSBsys1_LE  $4,480.50  $0.00  1  $260.00  0.31%  $305.00  63.54%    $2.50  $5.00
   Sell  3/2/2015 15:00  End of Day Exit  $4,494.25    $275.00  $42,570.00    ($175.00)  93.75%  57.29%  $2.50  $5.00
 362  Sell Short  3/3/2015 10:30  GSBsys1_SE  $4,460.25  $0.00  1  ($250.00)  -0.26%  $305.00  50.83%    $2.50  $5.00
   Buy to Cover  3/3/2015 15:00  End of Day Exit  $4,472.00    ($235.00)  $42,320.00    ($295.00)  10.00%  -39.17%  $2.50  $5.00
 363  Sell Short  3/4/2015 09:00  GSBsys1_SE  $4,440.50  $0.00  1  ($355.00)  -0.38%  $175.00  26.32%    $2.50  $5.00
   Buy to Cover  3/4/2015 15:00  End of Day Exit  $4,457.50    ($340.00)  $41,965.00    ($490.00)  22.56%  -51.13%  $2.50  $5.00
 364  Sell Short  3/6/2015 10:30  GSBsys1_SE  $4,434.00  $0.00  1  $440.00  0.51%  $645.00  98.47%    $2.50  $5.00
   Buy to Cover  3/6/2015 15:00  End of Day Exit  $4,411.25    $455.00  $42,405.00    ($10.00)  70.99%  69.47%  $2.50  $5.00
 365  Buy  3/16/2015 09:00  GSBsys1_LE  $4,358.50  $0.00  1  $495.00  0.59%  $520.00  97.20%    $2.50  $5.00
   Sell  3/16/2015 15:00  End of Day Exit  $4,384.00    $510.00  $42,900.00    ($15.00)  98.13%  95.33%  $2.50  $5.00
 366  Buy  3/30/2015 10:30  GSBsys1_LE  $4,382.75  $0.00  1  $190.00  0.23%  $265.00  62.35%    $2.50  $5.00
   Sell  3/30/2015 15:00  End of Day Exit  $4,393.00    $205.00  $43,090.00    ($160.00)  85.88%  48.24%  $2.50  $5.00
 367  Sell Short  3/31/2015 14:30  GSBsys1_SE  $4,352.75  $0.00  1  $105.00  0.14%  $155.00  60.78%    $2.50  $5.00
   Buy to Cover  3/31/2015 15:00  End of Day Exit  $4,346.75    $120.00  $43,195.00    ($100.00)  86.27%  47.06%  $2.50  $5.00
 368  Sell Short  4/17/2015 09:00  GSBsys1_SE  $4,375.25  $0.00  1  $250.00  0.30%  $650.00  92.86%    $2.50  $5.00
   Buy to Cover  4/17/2015 15:00  End of Day Exit  $4,362.00    $265.00  $43,445.00    ($50.00)  45.00%  37.86%  $2.50  $5.00
 369  Buy  4/20/2015 09:00  GSBsys1_LE  $4,408.75  $0.00  1  $375.00  0.44%  $540.00  82.44%    $2.50  $5.00
   Sell  4/20/2015 15:00  End of Day Exit  $4,428.25    $390.00  $43,820.00    ($115.00)  77.10%  59.54%  $2.50  $5.00
 370  Sell Short  4/28/2015 09:30  GSBsys1_SE  $4,511.75  $0.00  1  ($340.00)  -0.36%  $50.00  6.13%    $2.50  $5.00
   Buy to Cover  4/28/2015 15:00  End of Day Exit  $4,528.00    ($325.00)  $43,480.00    ($765.00)  53.99%  -39.88%  $2.50  $5.00
 371  Buy  5/1/2015 13:30  GSBsys1_LE  $4,486.25  $0.00  1  $15.00  0.03%  $65.00  23.64%    $2.50  $5.00
   Sell  5/1/2015 15:00  End of Day Exit  $4,487.75    $30.00  $43,495.00    ($210.00)  87.27%  10.91%  $2.50  $5.00
 372  Sell Short  5/5/2015 09:00  GSBsys1_SE  $4,455.50  $0.00  1  $650.00  0.75%  $745.00  88.17%    $2.50  $5.00
   Buy to Cover  5/5/2015 15:00  End of Day Exit  $4,422.25    $665.00  $44,145.00    ($100.00)  90.53%  78.70%  $2.50  $5.00
 373  Buy  5/8/2015 09:00  GSBsys1_LE  $4,469.25  $0.00  1  $15.00  0.03%  $245.00  74.24%    $2.50  $5.00
   Sell  5/8/2015 15:00  End of Day Exit  $4,470.75    $30.00  $44,160.00    ($85.00)  34.85%  9.09%  $2.50  $5.00
 374  Sell Short  5/12/2015 09:00  GSBsys1_SE  $4,406.00  $0.00  1  ($590.00)  -0.65%  $115.00  10.18%    $2.50  $5.00
   Buy to Cover  5/12/2015 15:00  End of Day Exit  $4,434.75    ($575.00)  $43,570.00    ($1,015.00)  38.94%  -50.88%  $2.50  $5.00
 375  Buy  5/13/2015 09:00  GSBsys1_LE  $4,464.50  $0.00  1  ($470.00)  -0.51%  $125.00  18.12%    $2.50  $5.00
   Sell  5/13/2015 15:00  End of Day Exit  $4,441.75    ($455.00)  $43,100.00    ($565.00)  15.94%  -65.94%  $2.50  $5.00
 376  Buy  5/14/2015 09:30  GSBsys1_LE  $4,484.50  $0.00  1  $445.00  0.51%  $540.00  90.76%    $2.50  $5.00
   Sell  5/14/2015 15:00  End of Day Exit  $4,507.50    $460.00  $43,545.00    ($55.00)  86.55%  77.31%  $2.50  $5.00
 377  Sell Short  5/26/2015 09:00  GSBsys1_SE  $4,506.50  $0.00  1  $290.00  0.34%  $655.00  89.73%    $2.50  $5.00
   Buy to Cover  5/26/2015 15:00  End of Day Exit  $4,491.25    $305.00  $43,835.00    ($75.00)  52.05%  41.78%  $2.50  $5.00
 378  Buy  5/27/2015 09:00  GSBsys1_LE  $4,526.75  $0.00  1  $740.00  0.83%  $860.00  92.47%    $2.50  $5.00
   Sell  5/27/2015 15:00  End of Day Exit  $4,564.50    $755.00  $44,575.00    ($70.00)  88.71%  81.18%  $2.50  $5.00
 379  Sell Short  6/2/2015 09:00  GSBsys1_SE  $4,516.00  $0.00  1  ($245.00)  -0.25%  $100.00  12.66%    $2.50  $5.00
   Buy to Cover  6/2/2015 15:00  End of Day Exit  $4,527.50    ($230.00)  $44,330.00    ($690.00)  58.23%  -29.11%  $2.50  $5.00
 380  Buy  6/10/2015 09:30  GSBsys1_LE  $4,483.00  $0.00  1  $350.00  0.41%  $680.00  97.84%    $2.50  $5.00
   Sell  6/10/2015 15:00  End of Day Exit  $4,501.25    $365.00  $44,680.00    ($15.00)  54.68%  52.52%  $2.50  $5.00
 381  Sell Short  6/12/2015 12:00  GSBsys1_SE  $4,473.75  $0.00  1  $30.00  0.05%  $130.00  50.98%    $2.50  $5.00
   Buy to Cover  6/12/2015 15:00  End of Day Exit  $4,471.50    $45.00  $44,710.00    ($125.00)  66.67%  17.65%  $2.50  $5.00
 382  Sell Short  7/8/2015 09:00  GSBsys1_SE  $4,395.00  $0.00  1  $500.00  0.59%  $665.00  69.27%    $2.50  $5.00
   Buy to Cover  7/8/2015 15:00  End of Day Exit  $4,369.25    $515.00  $45,210.00    ($295.00)  84.38%  53.65%  $2.50  $5.00
 383  Buy  7/10/2015 10:30  GSBsys1_LE  $4,433.25  $0.00  1  $40.00  0.06%  $370.00  82.22%    $2.50  $5.00
   Sell  7/10/2015 15:00  End of Day Exit  $4,436.00    $55.00  $45,250.00    ($80.00)  30.00%  12.22%  $2.50  $5.00
 384  Buy  7/13/2015 09:00  GSBsys1_LE  $4,492.75  $0.00  1  $355.00  0.41%  $485.00  98.98%    $2.50  $5.00
   Sell  7/13/2015 15:00  End of Day Exit  $4,511.25    $370.00  $45,605.00    ($5.00)  76.53%  75.51%  $2.50  $5.00
 385  Sell Short  7/22/2015 14:30  GSBsys1_SE  $4,636.25  $0.00  1  ($105.00)  -0.10%  $105.00  52.50%    $2.50  $5.00
   Buy to Cover  7/22/2015 15:00  End of Day Exit  $4,640.75    ($90.00)  $45,500.00    ($95.00)  2.50%  -45.00%  $2.50  $5.00
 386  Sell Short  7/30/2015 09:00  GSBsys1_SE  $4,560.50  $0.00  1  ($1,110.00)  -1.20%  $90.00  6.62%    $2.50  $5.00
   Buy to Cover  7/30/2015 15:00  End of Day Exit  $4,615.25    ($1,095.00)  $44,390.00    ($1,270.00)  12.87%  -80.51%  $2.50  $5.00
 387  Sell Short  8/3/2015 12:00  GSBsys1_SE  $4,575.00  $0.00  1  ($470.00)  -0.50%  $185.00  27.82%    $2.50  $5.00
   Buy to Cover  8/3/2015 15:00  End of Day Exit  $4,597.75    ($455.00)  $43,920.00    ($480.00)  3.76%  -68.42%  $2.50  $5.00
 388  Sell Short  8/4/2015 10:00  GSBsys1_SE  $4,572.00  $0.00  1  ($320.00)  -0.33%  $20.00  3.39%    $2.50  $5.00
   Buy to Cover  8/4/2015 15:00  End of Day Exit  $4,587.25    ($305.00)  $43,600.00    ($570.00)  44.92%  -51.69%  $2.50  $5.00
 389  Buy  8/5/2015 09:00  GSBsys1_LE  $4,640.00  $0.00  1  ($360.00)  -0.37%  $285.00  36.77%    $2.50  $5.00
   Sell  8/5/2015 15:00  End of Day Exit  $4,622.75    ($345.00)  $43,240.00    ($490.00)  18.71%  -44.52%  $2.50  $5.00
 390  Sell Sho