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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=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TradeStation Performance Summary
TradeStation TradeManager Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
Long Trades
Short Trades
Total Net Profit $88,570.00 $50,460.00 $38,110.00
Gross Profit $186,750.00 $102,005.00 $84,745.00
Gross Loss ($98,180.00) ($51,545.00) ($46,635.00)
Profit Factor 1.90 1.98 1.82
       
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $71,755.00 $46,520.00 $25,235.00
Select Gross Profit $169,935.00 $98,065.00 $71,870.00
Select Gross Loss ($98,180.00) ($51,545.00) ($46,635.00)
Select Profit Factor 1.73 1.90 1.54
       
Adjusted Total Net Profit $77,405.84 $42,424.42 $30,330.41
Adjusted Gross Profit $179,535.22 $96,846.39 $79,671.45
Adjusted Gross Loss ($102,129.38) ($54,421.96) ($49,341.04)
Adjusted Profit Factor 1.76 1.78 1.61
       
Total Number of Trades 1288 712 576
Percent Profitable 52.02% 54.92% 48.44%
Winning Trades 670 391 279
Losing Trades 618 321 297
Even Trades 0 0 0
       
Avg. Trade Net Profit $68.77 $70.87 $66.16
Avg. Winning Trade $278.73 $260.88 $303.75
Avg. Losing Trade ($158.87) ($160.58) ($157.02)
Ratio Avg. Win:Avg. Loss 1.75 1.62 1.93
Largest Winning Trade $1,035.00 $985.00 $1,035.00
Largest Losing Trade ($455.00) ($395.00) ($455.00)
Largest Winner as % of Gross Profit 0.55% 0.97% 1.22%
Largest Loser as % of Gross Loss 0.46% 0.77% 0.98%
       
Net Profit as % of Largest Loss 19465.93% 12774.68% 8375.82%
Select Net Profit as % of Largest Loss 15770.33% 11777.22% 5546.15%
Adjusted Net Profit as % of Largest Loss 17012.27% 10740.36% 6666.02%
       
Max. Consecutive Winning Trades 10 9 5
Max. Consecutive Losing Trades 8 9 8
Avg. Bars in Total Trades 32.23 33.56 30.59
Avg. Bars in Winning Trades 39.52 40.61 38.00
Avg. Bars in Losing Trades 24.33 24.97 23.64
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 1288 712 576
Account Size Required $2,545.00 $1,670.00 $2,110.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $19,320.00 $10,680.00 $8,640.00
       
Return on Initial Capital 88.57%
Annual Rate of Return 14.16%
Buy & Hold Return 37.46%
Return on Account 3480.16%    
Avg. Monthly Return $1,640.19    
Std. Deviation of Monthly Return $1,384.65    
       
Return Retracement Ratio 0.41    
RINA Index 6507.70    
Sharpe Ratio 0.89    
K-Ratio n/a    
       
Trading Period 4 Yrs, 5 Mths, 22 Dys, 50 Mins    
Percent of Time in the Market 9.22%
Time in the Market 4 Mths, 28 Dys, 18 Hrs, 50 Mins    
Longest Flat Period 5 Dys, 20 Hrs, 10 Mins    
       
Max. Equity Run-up
$89,125.00    
Date of Max. Equity Run-up 06/19/06 14:05    
Max. Equity Run-up as % of Initial Capital 89.12%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($2,835.00) ($2,235.00) ($2,395.00)
Date 05/24/06 11:20    
as % of Initial Capital 2.84% 2.23% 2.40%
Net Profit as % of Drawdown 3124.16% 2257.72% 1591.23%
Select Net Profit as % of Drawdown 2531.04% 2081.43% 1053.65%
Adjusted Net Profit as % of Drawdown 2730.36% 1898.18% 1266.41%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($2,545.00) ($1,670.00) ($2,110.00)
Date 05/24/06 11:10    
as % of Initial Capital 2.54% 1.67% 2.11%
Net Profit as % of Drawdown 3480.16% 3021.56% 1806.16%
Select Net Profit as % of Drawdown 2819.45% 2785.63% 1195.97%
Adjusted Net Profit as % of Drawdown 3041.49% 2540.38% 1437.46%
       
Max. Trade Drawdown ($440.00) ($380.00) ($440.00)
     
     
     
Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Trade Analysis
TradeStation TradeManager Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 1288 670 618
Avg. Trade Net Profit $68.77 $278.73 ($158.87)
1 Std. Deviation of Avg. Trade $284.62 $229.83 $109.23
Avg. Trade + 1 Std. Deviation $353.39 $508.56 ($49.63)
Avg. Trade - 1 Std. Deviation ($215.86) $48.91 ($268.10)
Coefficient of Variation 413.90% 82.45% 68.76%
Time Averages
Avg. Time in Trades 2 Hrs, 48 Mins 3 Hrs, 28 Mins 2 Hrs, 5 Mins
Avg. Time Between Trades 1 Dy, 10 Hrs, 4 Mins 2 Dys, 6 Hrs, 58 Mins 2 Dys, 12 Hrs, 59 Mins
Avg. Time Between Trade Profit Peaks 29 Dys, 12 Hrs
Outliers Total Positive Negative
Number of Outliers 17 17 0
Outlier Profit/Loss $16,815.00 $16,815.00 $0.00
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $1,050.00 ($440.00)
Max. Value Date 6/11/2002 4/18/2002
Avg. Value $258.15 ($119.80)
1 Std. Deviation $224.87 $99.30
Avg. + 1 Std. Deviation $483.02 ($20.49)
Avg. - 1 Std. Deviation $33.28 ($219.10)
Coefficient of Variation 87.11% 82.89%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 5.40% 60.65% 44.75%
1 Std. Deviation 62.32% 31.75% 37.19%
Avg. + 1 Std. Deviation 67.71% 92.40% 81.94%
Avg. - 1 Std. Deviation (56.92%) 28.90% 7.55%
Coefficient of Variation 1154.92% 52.35% 83.12%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $1,035.00 ($455.00)
Largest Profit/Loss as % of Gross 0.55% 0.46%
Largest Consec. Profit/Loss $3,560.00 ($1,605.00)
Largest Consec. Profit/Loss as % of Gross 1.91% 1.63%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 165 $279.18 ($153.84)
2 77 $279.81 ($167.34)
3 51 $304.41 ($157.75)
4 22 $212.61 ($158.18)
5 8 $315.75 ($146.25)
6 5 $350.33 ($245.00)
7 3 $175.48 ($111.67)
9 1 $213.89 ($345.00)
10 1 $356.00 ($75.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 179 ($152.32) $291.37
2 81 ($167.90) $267.10
3 41 ($160.61) $269.39
4 15 ($184.17) $280.33
5 9 ($125.67) $196.11
6 2 ($102.50) $100.00
7 3 ($183.57) $261.67
8 2 ($135.63) $250.00

Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Strategy Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$18,250.00 10.72% 1.65 304 50.33%
1/1/2006 $8,655.00 4.81% 1.48 177 47.46%
1/1/2005 $20,275.00 12.70% 1.88 293 53.24%
1/1/2004 $16,160.00 11.26% 1.76 304 47.04%
1/1/2003 $15,110.00 11.77% 1.93 274 54.38%
1/1/2002 $28,370.00 28.37% 2.45 240 57.50%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
Today - 1/1/2006 $8,655.00 4.81% 1.48 177 47.46%
1/1/2005 - 1/1/2006 $28,930.00 18.12% 1.70 470 51.06%
1/1/2004 - 1/1/2006 $45,090.00 31.43% 1.72 774 49.48%
1/1/2003 - 1/1/2006 $60,200.00 46.90% 1.77 1048 50.76%
1/1/2002 - 1/1/2006 $88,570.00 88.57% 1.90 1288 52.02%

Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Daily Analysis
TradeStation Strategy Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
TradeStation Periodical Returns: Daily
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable
7/31/2006 ($110.00) (0.06%) 0.41 2 50.00%
7/28/2006 $155.00 0.08% 100.00 1 100.00%
7/27/2006 $795.00 0.42% 100.00 1 100.00%
7/26/2006 ($35.00) (0.02%) 0.00 1 0.00%
7/25/2006 $215.00 0.11% 100.00 1 100.00%
7/24/2006 ($345.00) (0.18%) 0.00 1 0.00%
7/21/2006 ($55.00) (0.03%) 0.00 1 0.00%
7/20/2006 $985.00 0.53% 100.00 1 100.00%
7/19/2006 $325.00 0.17% 100.00 1 100.00%
7/18/2006 $35.00 0.02% 100.00 1 100.00%
7/17/2006 ($345.00) (0.18%) 0.00 1 0.00%
7/14/2006 ($345.00) (0.18%) 0.00 1 0.00%
7/13/2006 $555.00 0.30% 100.00 1 100.00%
7/12/2006 $195.00 0.10% 100.00 1 100.00%
7/11/2006 ($345.00) (0.18%) 0.00 1 0.00%
7/7/2006 $30.00 0.02% 1.09 2 50.00%
7/6/2006 ($440.00) (0.23%) 0.00 2 0.00%
7/3/2006 $245.00 0.13% 100.00 1 100.00%
6/30/2006 ($165.00) (0.09%) 0.00 1 0.00%
6/29/2006 ($155.00) (0.08%) 0.00 1 0.00%
6/28/2006 ($560.00) (0.30%) 0.00 2 0.00%
6/27/2006 ($100.00) (0.05%) 0.59 2 50.00%
6/26/2006 $140.00 0.07% 3.15 2 50.00%
6/23/2006 ($450.00) (0.24%) 0.00 2 0.00%
6/22/2006 ($250.00) (0.13%) 0.00 2 0.00%
6/21/2006 $85.00 0.05% 100.00 1 100.00%
6/20/2006 $50.00 0.03% 1.20 2 50.00%
6/19/2006 ($35.00) (0.02%) 0.00 1 0.00%
6/16/2006 $25.00 0.01% 100.00 1 100.00%
6/15/2006 $985.00 0.53% 100.00 1 100.00%
6/14/2006 ($75.00) (0.04%) 0.00 1 0.00%
6/13/2006 ($150.00) (0.08%) 0.57 2 50.00%
6/12/2006 $985.00 0.53% 100.00 1 100.00%
6/9/2006 ($15.00) (0.01%) 0.00 1 0.00%
6/8/2006 ($345.00) (0.18%) 0.00 1 0.00%
6/7/2006 $360.00 0.19% 2.04 2 50.00%
6/6/2006 ($345.00) (0.18%) 0.00 1 0.00%
6/5/2006 $985.00 0.53% 100.00 1 100.00%
6/2/2006 ($30.00) (0.02%) 0.89 2 50.00%
6/1/2006 $665.00 0.36% 100.00 1 100.00%
5/30/2006 $705.00 0.38% 100.00 1 100.00%
5/26/2006 $15.00 0.01% 100.00 1 100.00%
5/25/2006 $485.00 0.26% 100.00 1 100.00%
5/24/2006 $640.00 0.35% 2.86 2 50.00%
5/23/2006 ($340.00) (0.18%) 0.01 2 50.00%
5/19/2006 $375.00 0.20% 100.00 1 100.00%
5/17/2006 ($345.00) (0.19%) 0.00 1 0.00%
5/16/2006 ($280.00) (0.15%) 0.00 2 0.00%
5/15/2006 $35.00 0.02% 100.00 1 100.00%
5/11/2006 $225.00 0.12% 100.00 1 100.00%
5/10/2006 $65.00 0.04% 100.00 1 100.00%
5/9/2006 ($40.00) (0.02%) 0.70 2 50.00%
5/8/2006 ($35.00) (0.02%) 0.00 1 0.00%
5/5/2006 $225.00 0.12% 100.00 1 100.00%
5/4/2006 ($530.00) (0.29%) 0.00 2 0.00%
5/3/2006 ($170.00) (0.09%) 0.00 2 0.00%
5/2/2006 $345.00 0.19% 100.00 1 100.00%
5/1/2006 ($345.00) (0.19%) 0.00 1 0.00%
4/28/2006 ($45.00) (0.02%) 0.00 1 0.00%
4/27/2006 $20.00 0.01% 1.06 2 50.00%
4/26/2006 ($230.00) (0.12%) 0.00 2 0.00%
4/25/2006 ($570.00) (0.31%) 0.00 2 0.00%
4/24/2006 ($35.00) (0.02%) 0.00 1 0.00%
4/21/2006 ($155.00) (0.08%) 0.00 1 0.00%
4/20/2006 $195.00 0.11% 100.00 1 100.00%
4/19/2006 ($560.00) (0.30%) 0.00 2 0.00%
4/18/2006 $695.00 0.38% 100.00 1 100.00%
4/17/2006 ($65.00) (0.04%) 0.00 1 0.00%
4/13/2006 ($380.00) (0.20%) 0.00 2 0.00%
4/12/2006 $5.00 0.00% 100.00 1 100.00%
4/11/2006 $35.00 0.02% 100.00 1 100.00%
4/10/2006 $80.00 0.04% 1.94 2 50.00%
4/7/2006 $65.00 0.04% 100.00 1 100.00%
4/6/2006 ($10.00) (0.01%) 0.96 2 50.00%
4/5/2006 ($30.00) (0.02%) 0.91 2 50.00%
4/4/2006 ($250.00) (0.13%) 0.28 2 50.00%
4/3/2006 $585.00 0.32% 100.00 1 100.00%
3/31/2006 ($560.00) (0.30%) 0.00 2 0.00%
3/30/2006 ($175.00) (0.09%) 0.00 1 0.00%
3/29/2006 $95.00 0.05% 100.00 1 100.00%
3/28/2006 $760.00 0.41% 100.00 2 100.00%
3/27/2006 $85.00 0.05% 100.00 1 100.00%
3/23/2006 ($65.00) (0.04%) 0.00 1 0.00%
3/22/2006 $355.00 0.19% 100.00 1 100.00%
3/21/2006 $850.00 0.46% 100.00 2 100.00%
3/20/2006 ($155.00) (0.08%) 0.00 1 0.00%
3/17/2006 ($15.00) (0.01%) 0.00 1 0.00%
3/16/2006 ($215.00) (0.12%) 0.00 1 0.00%
3/15/2006 $140.00 0.08% 1.60 2 50.00%
3/14/2006 $505.00 0.28% 100.00 1 100.00%
3/13/2006 ($85.00) (0.05%) 0.00 1 0.00%
3/10/2006 ($345.00) (0.19%) 0.00 1 0.00%
3/9/2006 $385.00 0.21% 100.00 1 100.00%
3/8/2006 ($345.00) (0.19%) 0.00 1 0.00%
3/7/2006 $195.00 0.11% 100.00 1 100.00%
3/6/2006 $335.00 0.18% 100.00 1 100.00%
3/3/2006 $75.00 0.04% 100.00 1 100.00%
3/2/2006 ($145.00) (0.08%) 0.00 1 0.00%
3/1/2006 $285.00 0.16% 100.00 1 100.00%
2/28/2006 ($75.00) (0.04%) 0.00 1 0.00%
2/27/2006 ($250.00) (0.14%) 0.00 2 0.00%
2/24/2006 $355.00 0.19% 100.00 1 100.00%
2/23/2006 ($165.00) (0.09%) 0.00 1 0.00%
2/22/2006 $35.00 0.02% 100.00 1 100.00%
2/21/2006 ($115.00) (0.06%) 0.00 1 0.00%
2/17/2006 $75.00 0.04% 100.00 1 100.00%
2/16/2006 $315.00 0.17% 100.00 1 100.00%
2/15/2006 $280.00 0.15% 100.00 2 100.00%
2/14/2006 $295.00 0.16% 100.00 1 100.00%
2/13/2006 $175.00 0.10% 100.00 1 100.00%
2/10/2006 $515.00 0.28% 100.00 1 100.00%
2/9/2006 ($345.00) (0.19%) 0.00 1 0.00%
2/8/2006 $265.00 0.15% 100.00 1 100.00%
2/7/2006 $375.00 0.21% 100.00 1 100.00%
2/6/2006 ($345.00) (0.19%) 0.00 1 0.00%
2/3/2006 ($135.00) (0.07%) 0.00 1 0.00%
2/2/2006 ($270.00) (0.15%) 0.00 2 0.00%
2/1/2006 ($60.00) (0.03%) 0.37 2 50.00%
1/31/2006 ($155.00) (0.09%) 0.00 1 0.00%
1/30/2006 ($65.00) (0.04%) 0.00 1 0.00%
1/26/2006 $455.00 0.25% 100.00 1 100.00%
1/25/2006 $5.00 0.00% 100.00 1 100.00%
1/24/2006 $165.00 0.09% 100.00 1 100.00%
1/23/2006 ($240.00) (0.13%) 0.00 2 0.00%
1/20/2006 $680.00 0.37% 46.33 2 50.00%
1/19/2006 $355.00 0.20% 100.00 1 100.00%
1/18/2006 ($185.00) (0.10%) 0.00 1 0.00%
1/17/2006 ($345.00) (0.19%) 0.00 1 0.00%
1/13/2006 ($350.00) (0.19%) 0.00 2 0.00%
1/12/2006 $220.00 0.12% 4.38 2 50.00%
1/11/2006 ($10.00) (0.01%) 0.88 2 50.00%
1/10/2006 $225.00 0.12% 100.00 1 100.00%
1/9/2006 $95.00 0.05% 100.00 1 100.00%
1/6/2006 $465.00 0.26% 100.00 1 100.00%
1/5/2006 ($175.00) (0.10%) 0.00 1 0.00%
1/4/2006 $145.00 0.08% 100.00 1 100.00%
1/3/2006 $985.00 0.55% 100.00 1 100.00%
12/30/2005 $45.00 0.03% 100.00 1 100.00%
12/29/2005 ($345.00) (0.19%) 0.00 1 0.00%
12/28/2005 $195.00 0.11% 100.00 1 100.00%
12/27/2005 $325.00 0.18% 100.00 1 100.00%
12/23/2005 $135.00 0.08% 100.00 1 100.00%
12/22/2005 ($230.00) (0.13%) 0.00 2 0.00%
12/21/2005 ($345.00) (0.19%) 0.00 1 0.00%
12/20/2005 $200.00 0.11% 100.00 2 100.00%
12/19/2005 $445.00 0.25% 100.00 1 100.00%
12/16/2005 $345.00 0.19% 100.00 1 100.00%
12/15/2005 ($470.00) (0.26%) 0.00 2 0.00%
12/14/2005 $55.00 0.03% 100.00 1 100.00%
12/13/2005 ($400.00) (0.22%) 0.00 2 0.00%
12/12/2005 $85.00 0.05% 100.00 1 100.00%
12/9/2005 $265.00 0.15% 100.00 1 100.00%
12/8/2005 $70.00 0.04% 1.36 2 50.00%
12/7/2005 ($540.00) (0.30%) 0.00 2 0.00%
12/6/2005 ($345.00) (0.19%) 0.00 1 0.00%
12/5/2005 $155.00 0.09% 100.00 1 100.00%
12/2/2005 ($255.00) (0.14%) 0.00 1 0.00%
12/1/2005 $135.00 0.07% 100.00 1 100.00%
11/30/2005 $205.00 0.11% 100.00 1 100.00%
11/29/2005 ($345.00) (0.19%) 0.00 1 0.00%
11/28/2005 $60.00 0.03% 1.34 2 50.00%
11/25/2005 $105.00 0.06% 100.00 1 100.00%
11/23/2005 ($5.00) (0.00%) 0.00 1 0.00%
11/22/2005 $425.00 0.24% 100.00 1 100.00%
11/21/2005 $535.00 0.30% 100.00 1 100.00%
11/18/2005 $150.00 0.08% 2.58 2 50.00%
11/17/2005 $435.00 0.24% 100.00 1 100.00%
11/16/2005 $285.00 0.16% 100.00 1 100.00%
11/15/2005 $340.00 0.19% 3.34 2 50.00%
11/14/2005 $0.00 0.00% 1.00 2 50.00%
11/11/2005 ($155.00) (0.09%) 0.00 1 0.00%
11/9/2005 $185.00 0.10% 100.00 1 100.00%
11/8/2005 ($145.00) (0.08%) 0.00 1 0.00%
11/7/2005 $5.00 0.00% 100.00 1 100.00%
11/4/2005 ($370.00) (0.21%) 0.00 2 0.00%
11/3/2005 ($345.00) (0.19%) 0.00 1 0.00%
11/2/2005 $295.00 0.17% 100.00 1 100.00%
11/1/2005 $195.00 0.11% 100.00 1 100.00%
10/31/2005 ($185.00) (0.10%) 0.00 1 0.00%
10/28/2005 $645.00 0.36% 100.00 1 100.00%
10/27/2005 $305.00 0.17% 100.00 1 100.00%
10/26/2005 $415.00 0.23% 100.00 1 100.00%
10/25/2005 ($265.00) (0.15%) 0.00 1 0.00%
10/24/2005 $425.00 0.24% 100.00 1 100.00%
10/21/2005 ($410.00) (0.23%) 0.00 2 0.00%
10/20/2005 $455.00 0.26% 100.00 1 100.00%
10/19/2005 $550.00 0.31% 2.59 2 50.00%
10/18/2005 $565.00 0.32% 100.00 1 100.00%
10/17/2005 $390.00 0.22% 27.00 2 50.00%
10/14/2005 $415.00 0.24% 100.00 1 100.00%
10/13/2005 ($345.00) (0.20%) 0.00 1 0.00%
10/12/2005 $175.00 0.10% 100.00 1 100.00%
10/11/2005 $185.00 0.11% 100.00 1 100.00%
10/10/2005 $295.00 0.17% 100.00 1 100.00%
10/7/2005 ($25.00) (0.01%) 0.00 1 0.00%
10/6/2005 $255.00 0.15% 100.00 1 100.00%
10/5/2005 ($345.00) (0.20%) 0.00 1 0.00%
10/4/2005 $870.00 0.50% 35.80 2 50.00%
9/30/2005 ($50.00) (0.03%) 0.68 2 50.00%
9/29/2005 $775.00 0.45% 100.00 1 100.00%
9/28/2005 $85.00 0.05% 100.00 1 100.00%
9/27/2005 ($345.00) (0.20%) 0.00 1 0.00%
9/26/2005 $65.00 0.04% 100.00 1 100.00%
9/23/2005 $185.00 0.11% 100.00 1 100.00%
9/22/2005 $310.00 0.18% 13.40 2 50.00%
9/21/2005 $445.00 0.26% 100.00 1 100.00%
9/20/2005 $985.00 0.57% 100.00 1 100.00%
9/19/2005 ($5.00) (0.00%) 0.00 1 0.00%
9/16/2005 $160.00 0.09% 33.00 2 50.00%
9/15/2005 ($390.00) (0.23%) 0.00 2 0.00%
9/14/2005 ($90.00) (0.05%) 0.58 2 50.00%
9/12/2005 ($110.00) (0.06%) 0.00 2 0.00%
9/9/2005 $155.00 0.09% 100.00 1 100.00%
9/8/2005 $90.00 0.05% 2.20 2 50.00%
9/7/2005 $85.00 0.05% 100.00 1 100.00%
9/6/2005 ($160.00) (0.09%) 0.00 2 0.00%
9/2/2005 $45.00 0.03% 100.00 1 100.00%
9/1/2005 $45.00 0.03% 100.00 1 100.00%
8/31/2005 $615.00 0.36% 100.00 1 100.00%
8/29/2005 $715.00 0.42% 100.00 1 100.00%
8/26/2005 ($65.00) (0.04%) 0.00 1 0.00%
8/25/2005 $75.00 0.04% 100.00 1 100.00%
8/24/2005 ($345.00) (0.20%) 0.00 1 0.00%
8/23/2005 ($65.00) (0.04%) 0.00 1 0.00%
8/22/2005 $320.00 0.19% 100.00 2 100.00%
8/19/2005 ($65.00) (0.04%) 0.00 1 0.00%
8/18/2005 ($45.00) (0.03%) 0.00 1 0.00%
8/17/2005 ($345.00) (0.20%) 0.00 1 0.00%
8/16/2005 $275.00 0.16% 100.00 1 100.00%
8/15/2005 $335.00 0.20% 100.00 1 100.00%
8/12/2005 ($345.00) (0.20%) 0.00 1 0.00%
8/11/2005 $140.00 0.08% 3.55 2 50.00%
8/8/2005 $255.00 0.15% 100.00 1 100.00%
8/5/2005 ($5.00) (0.00%) 0.00 1 0.00%
8/4/2005 $235.00 0.14% 100.00 1 100.00%
8/3/2005 $110.00 0.06% 100.00 2 100.00%
8/2/2005 ($15.00) (0.01%) 0.00 1 0.00%
8/1/2005 ($215.00) (0.13%) 0.00 1 0.00%
7/29/2005 ($25.00) (0.01%) 0.00 1 0.00%
7/28/2005 $305.00 0.18% 100.00 1 100.00%
7/27/2005 $325.00 0.19% 100.00 1 100.00%
7/26/2005 ($250.00) (0.15%) 0.00 2 0.00%
7/25/2005 ($50.00) (0.03%) 0.52 2 50.00%
7/22/2005 $265.00 0.16% 100.00 1 100.00%
7/20/2005 $295.00 0.17% 100.00 1 100.00%
7/19/2005 $265.00 0.16% 100.00 1 100.00%
7/18/2005 ($275.00) (0.16%) 0.00 1 0.00%
7/15/2005 $105.00 0.06% 100.00 1 100.00%
7/14/2005 $25.00 0.01% 100.00 1 100.00%
7/13/2005 ($60.00) (0.04%) 0.48 2 50.00%
7/12/2005 ($130.00) (0.08%) 0.26 2 50.00%
7/8/2005 $465.00 0.28% 100.00 1 100.00%
7/7/2005 $465.00 0.28% 100.00 1 100.00%
7/6/2005 $10.00 0.01% 1.05 2 50.00%
7/5/2005 $105.00 0.06% 100.00 1 100.00%
7/1/2005 $225.00 0.13% 100.00 1 100.00%
6/30/2005 ($345.00) (0.20%) 0.00 1 0.00%
6/29/2005 ($85.00) (0.05%) 0.00 1 0.00%
6/28/2005 $255.00 0.15% 100.00 1 100.00%
6/27/2005 ($175.00) (0.10%) 0.00 1 0.00%
6/24/2005 $395.00 0.23% 100.00 1 100.00%
6/23/2005 $510.00 0.30% 4.29 2 50.00%
6/22/2005 ($20.00) (0.01%) 0.90 2 50.00%
6/17/2005 ($260.00) (0.15%) 0.00 2 0.00%
6/16/2005 $165.00 0.10% 100.00 1 100.00%
6/15/2005 $325.00 0.19% 100.00 1 100.00%
6/14/2005 $145.00 0.09% 100.00 1 100.00%
6/13/2005 ($60.00) (0.04%) 0.43 2 50.00%
6/10/2005 ($400.00) (0.24%) 0.00 2 0.00%
6/9/2005 $425.00 0.25% 100.00 1 100.00%
6/8/2005 $400.00 0.24% 27.67 2 50.00%
6/7/2005 ($345.00) (0.21%) 0.00 1 0.00%
6/6/2005 $265.00 0.16% 100.00 1 100.00%
6/3/2005 ($100.00) (0.06%) 0.43 2 50.00%
6/2/2005 ($200.00) (0.12%) 0.00 2 0.00%
6/1/2005 ($345.00) (0.21%) 0.00 1 0.00%
5/27/2005 $155.00 0.09% 100.00 1 100.00%
5/26/2005 ($15.00) (0.01%) 0.00 1 0.00%
5/25/2005 ($460.00) (0.27%) 0.00 2 0.00%
5/23/2005 $125.00 0.07% 100.00 1 100.00%
5/20/2005 ($345.00) (0.21%) 0.00 1 0.00%
5/19/2005 $15.00 0.01% 100.00 1 100.00%
5/18/2005 $225.00 0.13% 100.00 1 100.00%
5/17/2005 $555.00 0.33% 100.00 1 100.00%
5/16/2005 $275.00 0.16% 100.00 1 100.00%
5/13/2005 $65.00 0.04% 100.00 1 100.00%
5/12/2005 $615.00 0.37% 100.00 1 100.00%
5/11/2005 ($345.00) (0.21%) 0.00 1 0.00%
5/10/2005 $105.00 0.06% 100.00 1 100.00%
5/9/2005 $85.00 0.05% 100.00 1 100.00%
5/6/2005 ($400.00) (0.24%) 0.00 2 0.00%
5/5/2005 ($590.00) (0.35%) 0.00 2 0.00%
5/4/2005 $295.00 0.18% 100.00 1 100.00%
5/3/2005 ($95.00) (0.06%) 0.00 1 0.00%
5/2/2005 ($420.00) (0.25%) 0.00 2 0.00%
4/29/2005 $645.00 0.39% 100.00 1 100.00%
4/28/2005 $225.00 0.13% 100.00 1 100.00%
4/27/2005 $215.00 0.13% 100.00 1 100.00%
4/26/2005 $605.00 0.36% 100.00 1 100.00%
4/25/2005 $165.00 0.10% 100.00 1 100.00%
 
Mark-To-Market Rolling Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable
7/31/2006 - 7/31/2006 ($110.00) (0.11%) 0.41 2 50.00%
7/30/2006 - 7/31/2006 ($110.00) (0.11%) 0.41 2 50.00%
7/29/2006 - 7/31/2006 ($110.00) (0.06%) 0.41 2 50.00%
7/28/2006 - 7/31/2006 $45.00 0.02% 1.24 3 66.67%
7/27/2006 - 7/31/2006 $840.00 0.45% 5.54 4 75.00%
7/26/2006 - 7/31/2006 $805.00 0.43% 4.66 5 60.00%
7/25/2006 - 7/31/2006 $1,020.00 0.54% 5.64 6 66.67%
7/24/2006 - 7/31/2006 $675.00 0.68% 2.19 7 57.14%
7/23/2006 - 7/31/2006 $675.00 0.68% 2.19 7 57.14%
7/22/2006 - 7/31/2006 $675.00 0.36% 2.19 7 57.14%
7/21/2006 - 7/31/2006 $620.00 0.33% 2.00 8 50.00%
7/20/2006 - 7/31/2006 $1,605.00 0.86% 3.59 9 55.56%
7/19/2006 - 7/31/2006 $1,930.00 1.03% 4.11 10 60.00%
7/18/2006 - 7/31/2006 $1,965.00 1.05% 4.17 11 63.64%
7/17/2006 - 7/31/2006 $1,620.00 1.62% 2.68 12 58.33%
7/16/2006 - 7/31/2006 $1,620.00 1.62% 2.68 12 58.33%
7/15/2006 - 7/31/2006 $1,620.00 0.87% 2.68 12 58.33%
7/14/2006 - 7/31/2006 $1,275.00 0.68% 1.97 13 53.85%
7/13/2006 - 7/31/2006 $1,830.00 0.98% 2.40 14 57.14%
7/12/2006 - 7/31/2006 $2,025.00 1.09% 2.55 15 60.00%
7/11/2006 - 7/31/2006 $1,680.00 1.68% 2.02 16 56.25%
7/10/2006 - 7/31/2006 $1,680.00 1.68% 2.02 16 56.25%
7/9/2006 - 7/31/2006 $1,680.00 1.68% 2.02 16 56.25%
7/8/2006 - 7/31/2006 $1,680.00 0.90% 2.02 16 56.25%
7/7/2006 - 7/31/2006 $1,710.00 0.92% 1.86 18 55.56%
7/6/2006 - 7/31/2006 $1,270.00 1.27% 1.52 20 50.00%
7/5/2006 - 7/31/2006 $1,270.00 1.27% 1.52 20 50.00%
7/4/2006 - 7/31/2006 $1,270.00 0.68% 1.52 20 50.00%
7/3/2006 - 7/31/2006 $1,515.00 1.52% 1.62 21 52.38%
7/2/2006 - 7/31/2006 $1,515.00 1.52% 1.62 21 52.38%
7/1/2006 - 7/31/2006 $1,515.00 0.81% 1.62 21 52.38%
6/30/2006 - 7/31/2006 $1,350.00 0.72% 1.52 22 50.00%
6/29/2006 - 7/31/2006 $1,195.00 0.64% 1.43 23 47.83%
6/28/2006 - 7/31/2006 $635.00 0.34% 1.19 25 44.00%
6/27/2006 - 7/31/2006 $535.00 0.28% 1.15 27 44.44%
6/26/2006 - 7/31/2006 $675.00 0.68% 1.19 29 44.83%
6/25/2006 - 7/31/2006 $675.00 0.68% 1.19 29 44.83%
6/24/2006 - 7/31/2006 $675.00 0.36% 1.19 29 44.83%
6/23/2006 - 7/31/2006 $225.00 0.12% 1.06 31 41.94%
6/22/2006 - 7/31/2006 ($25.00) (0.01%) 0.99 33 39.39%
6/21/2006 - 7/31/2006 $60.00 0.03% 1.01 34 41.18%
6/20/2006 - 7/31/2006 $110.00 0.06% 1.02 36 41.67%
6/19/2006 - 7/31/2006 $75.00 0.08% 1.02 37 40.54%
6/18/2006 - 7/31/2006 $75.00 0.08% 1.02 37 40.54%
6/17/2006 - 7/31/2006 $75.00 0.04% 1.02 37 40.54%
6/16/2006 - 7/31/2006 $100.00 0.05% 1.02 38 42.11%
6/15/2006 - 7/31/2006 $1,085.00 0.58% 1.23 39 43.59%
6/14/2006 - 7/31/2006 $1,010.00 0.54% 1.22 40 42.50%
6/13/2006 - 7/31/2006 $860.00 0.46% 1.17 42 42.86%
6/12/2006 - 7/31/2006 $1,845.00 1.85% 1.37 43 44.19%
6/11/2006 - 7/31/2006 $1,845.00 1.85% 1.37 43 44.19%
6/10/2006 - 7/31/2006 $1,845.00 0.99% 1.37 43 44.19%
6/9/2006 - 7/31/2006 $1,830.00 0.98% 1.36 44 43.18%
6/8/2006 - 7/31/2006 $1,485.00 0.79% 1.28 45 42.22%
6/7/2006 - 7/31/2006 $1,845.00 0.99% 1.32 47 42.55%
6/6/2006 - 7/31/2006 $1,500.00 0.80% 1.25 48 41.67%
6/5/2006 - 7/31/2006 $2,485.00 2.49% 1.41 49 42.86%
6/4/2006 - 7/31/2006 $2,485.00 2.49% 1.41 49 42.86%
6/3/2006 - 7/31/2006 $2,485.00 1.34% 1.41 49 42.86%
6/2/2006 - 7/31/2006 $2,455.00 1.32% 1.39 51 43.14%
6/1/2006 - 7/31/2006 $3,120.00 3.12% 1.49 52 44.23%
5/31/2006 - 7/31/2006 $3,120.00 1.68% 1.49 52 44.23%
5/30/2006 - 7/31/2006 $3,825.00 3.83% 1.60 53 45.28%
5/29/2006 - 7/31/2006 $3,825.00 3.83% 1.60 53 45.28%
5/28/2006 - 7/31/2006 $3,825.00 3.83% 1.60 53 45.28%
5/27/2006 - 7/31/2006 $3,825.00 2.07% 1.60 53 45.28%
5/26/2006 - 7/31/2006 $3,840.00 2.08% 1.60 54 46.30%
5/25/2006 - 7/31/2006 $4,325.00 2.35% 1.68 55 47.27%
5/24/2006 - 7/31/2006 $4,965.00 2.70% 1.74 57 47.37%
5/23/2006 - 7/31/2006 $4,625.00 4.63% 1.66 59 47.46%
5/22/2006 - 7/31/2006 $4,625.00 4.63% 1.66 59 47.46%
5/21/2006 - 7/31/2006 $4,625.00 4.63% 1.66 59 47.46%
5/20/2006 - 7/31/2006 $4,625.00 2.51% 1.66 59 47.46%
5/19/2006 - 7/31/2006 $5,000.00 5.00% 1.71 60 48.33%
5/18/2006 - 7/31/2006 $5,000.00 2.72% 1.71 60 48.33%
5/17/2006 - 7/31/2006 $4,655.00 2.53% 1.63 61 47.54%
5/16/2006 - 7/31/2006 $4,375.00 2.38% 1.57 63 46.03%
5/15/2006 - 7/31/2006 $4,410.00 4.41% 1.57 64 46.88%
5/14/2006 - 7/31/2006 $4,410.00 4.41% 1.57 64 46.88%
5/13/2006 - 7/31/2006 $4,410.00 4.41% 1.57 64 46.88%
5/12/2006 - 7/31/2006 $4,410.00 2.39% 1.57 64 46.88%
5/11/2006 - 7/31/2006 $4,635.00 2.52% 1.60 65 47.69%
5/10/2006 - 7/31/2006 $4,700.00 2.56% 1.61 66 48.48%
5/9/2006 - 7/31/2006 $4,660.00 2.53% 1.60 68 48.53%
5/8/2006 - 7/31/2006 $4,625.00 4.63% 1.59 69 47.83%
5/7/2006 - 7/31/2006 $4,625.00 4.63% 1.59 69 47.83%
5/6/2006 - 7/31/2006 $4,625.00 2.51% 1.59 69 47.83%
5/5/2006 - 7/31/2006 $4,850.00 2.64% 1.62 70 48.57%
5/4/2006 - 7/31/2006 $4,320.00 2.34% 1.52 72 47.22%
5/3/2006 - 7/31/2006 $4,150.00 2.25% 1.49 74 45.95%
5/2/2006 - 7/31/2006 $4,495.00 2.44% 1.53 75 46.67%
5/1/2006 - 7/31/2006 $4,150.00 4.15% 1.47 76 46.05%
4/30/2006 - 7/31/2006 $4,150.00 4.15% 1.47 76 46.05%
4/29/2006 - 7/31/2006 $4,150.00 2.25% 1.47 76 46.05%
4/28/2006 - 7/31/2006 $4,105.00 2.23% 1.46 77 45.45%
4/27/2006 - 7/31/2006 $4,125.00 2.24% 1.45 79 45.57%
4/26/2006 - 7/31/2006 $3,895.00 2.11% 1.41 81 44.44%
4/25/2006 - 7/31/2006 $3,325.00 1.79% 1.33 83 43.37%
4/24/2006 - 7/31/2006 $3,290.00 3.29% 1.33 84 42.86%
4/23/2006 - 7/31/2006 $3,290.00 3.29% 1.33 84 42.86%
4/22/2006 - 7/31/2006 $3,290.00 1.78% 1.33 84 42.86%
4/21/2006 - 7/31/2006 $3,135.00 1.69% 1.31 85 42.35%
4/20/2006 - 7/31/2006 $3,330.00 1.80% 1.32 86 43.02%
4/19/2006 - 7/31/2006 $2,770.00 1.49% 1.26 88 42.05%
4/18/2006 - 7/31/2006 $3,465.00 1.87% 1.32 89 42.70%
4/17/2006 - 7/31/2006 $3,400.00 3.40% 1.31 90 42.22%
4/16/2006 - 7/31/2006 $3,400.00 3.40% 1.31 90 42.22%
4/15/2006 - 7/31/2006 $3,400.00 3.40% 1.31 90 42.22%
4/14/2006 - 7/31/2006 $3,400.00 1.84% 1.31 90 42.22%
4/13/2006 - 7/31/2006 $3,020.00 1.63% 1.27 92 41.30%
4/12/2006 - 7/31/2006 $3,025.00 1.63% 1.27 93 41.94%
4/11/2006 - 7/31/2006 $3,060.00 1.65% 1.27 94 42.55%
4/10/2006 - 7/31/2006 $3,140.00 3.14% 1.28 96 42.71%
4/9/2006 - 7/31/2006 $3,140.00 3.14% 1.28 96 42.71%
4/8/2006 - 7/31/2006 $3,140.00 1.69% 1.28 96 42.71%
4/7/2006 - 7/31/2006 $3,205.00 1.73% 1.28 97 43.30%
4/6/2006 - 7/31/2006 $3,195.00 1.72% 1.28 99 43.43%
4/5/2006 - 7/31/2006 $3,165.00 1.71% 1.26 101 43.56%
4/4/2006 - 7/31/2006 $2,915.00 1.57% 1.24 103 43.69%
4/3/2006 - 7/31/2006 $3,500.00 3.50% 1.28 104 44.23%
4/2/2006 - 7/31/2006 $3,500.00 3.50% 1.28 104 44.23%
4/1/2006 - 7/31/2006 $3,500.00 1.89% 1.28 104 44.23%
3/31/2006 - 7/31/2006 $2,940.00 1.58% 1.23 106 43.40%
3/30/2006 - 7/31/2006 $2,765.00 1.49% 1.21 107 42.99%
3/29/2006 - 7/31/2006 $2,860.00 1.54% 1.22 108 43.52%
3/28/2006 - 7/31/2006 $3,620.00 1.96% 1.28 110 44.55%
3/27/2006 - 7/31/2006 $3,705.00 3.71% 1.28 111 45.05%
3/26/2006 - 7/31/2006 $3,705.00 3.71% 1.28 111 45.05%
3/25/2006 - 7/31/2006 $3,705.00 3.71% 1.28 111 45.05%
3/24/2006 - 7/31/2006 $3,705.00 2.00% 1.28 111 45.05%
3/23/2006 - 7/31/2006 $3,640.00 1.97% 1.28 112 44.64%
3/22/2006 - 7/31/2006 $3,995.00 2.16% 1.31 113 45.13%
3/21/2006 - 7/31/2006 $4,845.00 2.64% 1.37 115 46.09%
3/20/2006 - 7/31/2006 $4,690.00 4.69% 1.35 116 45.69%
3/19/2006 - 7/31/2006 $4,690.00 4.69% 1.35 116 45.69%
3/18/2006 - 7/31/2006 $4,690.00 2.55% 1.35 116 45.69%
3/17/2006 - 7/31/2006 $4,675.00 2.54% 1.35 117 45.30%
3/16/2006 - 7/31/2006 $4,460.00 2.42% 1.33 118 44.92%
3/15/2006 - 7/31/2006 $4,600.00 2.50% 1.34 120 45.00%
3/14/2006 - 7/31/2006 $5,105.00 2.78% 1.37 121 45.45%
3/13/2006 - 7/31/2006 $5,020.00 5.02% 1.36 122 45.08%
3/12/2006 - 7/31/2006 $5,020.00 5.02% 1.36 122 45.08%
3/11/2006 - 7/31/2006 $5,020.00 2.73% 1.36 122 45.08%
3/10/2006 - 7/31/2006 $4,675.00 2.54% 1.33 123 44.72%
3/9/2006 - 7/31/2006 $5,060.00 2.76% 1.36 124 45.16%
3/8/2006 - 7/31/2006 $4,715.00 2.56% 1.33 125 44.80%
3/7/2006 - 7/31/2006 $4,910.00 2.67% 1.34 126 45.24%
3/6/2006 - 7/31/2006 $5,245.00 5.25% 1.36 127 45.67%
3/5/2006 - 7/31/2006 $5,245.00 5.25% 1.36 127 45.67%
3/4/2006 - 7/31/2006 $5,245.00 2.86% 1.36 127 45.67%
3/3/2006 - 7/31/2006 $5,320.00 2.90% 1.37 128 46.09%
3/2/2006 - 7/31/2006 $5,175.00 2.82% 1.35 129 45.74%
3/1/2006 - 7/31/2006 $5,460.00 2.98% 1.37 130 46.15%
2/28/2006 - 7/31/2006 $5,385.00 2.94% 1.37 131 45.80%
2/27/2006 - 7/31/2006 $5,135.00 5.14% 1.34 133 45.11%
2/26/2006 - 7/31/2006 $5,135.00 5.14% 1.34 133 45.11%
2/25/2006 - 7/31/2006 $5,135.00 2.80% 1.34 133 45.11%
2/24/2006 - 7/31/2006 $5,490.00 3.00% 1.37 134 45.52%
2/23/2006 - 7/31/2006 $5,325.00 2.91% 1.35 135 45.19%
2/22/2006 - 7/31/2006 $5,360.00 2.93% 1.35 136 45.59%
2/21/2006 - 7/31/2006 $5,245.00 5.25% 1.34 137 45.26%
2/20/2006 - 7/31/2006 $5,245.00 5.25% 1.34 137 45.26%
2/19/2006 - 7/31/2006 $5,245.00 5.25% 1.34 137 45.26%
2/18/2006 - 7/31/2006 $5,245.00 2.86% 1.34 137 45.26%
2/17/2006 - 7/31/2006 $5,320.00 2.90% 1.35 138 45.65%
2/16/2006 - 7/31/2006 $5,635.00 3.08% 1.37 139 46.04%
2/15/2006 - 7/31/2006 $5,915.00 3.24% 1.39 141 46.81%
2/14/2006 - 7/31/2006 $6,210.00 3.41% 1.41 142 47.18%
2/13/2006 - 7/31/2006 $6,385.00 6.39% 1.42 143 47.55%
2/12/2006 - 7/31/2006 $6,385.00 6.39% 1.42 143 47.55%
2/11/2006 - 7/31/2006 $6,385.00 3.50% 1.42 143 47.55%
2/10/2006 - 7/31/2006 $6,900.00 3.80% 1.45 144 47.92%
2/9/2006 - 7/31/2006 $6,555.00 3.60% 1.42 145 47.59%
2/8/2006 - 7/31/2006 $6,820.00 3.75% 1.44 146 47.95%
2/7/2006 - 7/31/2006 $7,195.00 3.97% 1.46 147 48.30%
2/6/2006 - 7/31/2006 $6,850.00 6.85% 1.43 148 47.97%
2/5/2006 - 7/31/2006 $6,850.00 6.85% 1.43 148 47.97%
2/4/2006 - 7/31/2006 $6,850.00 3.77% 1.43 148 47.97%
2/3/2006 - 7/31/2006 $6,715.00 3.69% 1.42 149 47.65%
2/2/2006 - 7/31/2006 $6,445.00 3.54% 1.39 151 47.02%
2/1/2006 - 7/31/2006 $6,385.00 3.50% 1.39 153 47.06%
1/31/2006 - 7/31/2006 $6,230.00 3.42% 1.38 154 46.75%
1/30/2006 - 7/31/2006 $6,165.00 6.17% 1.37 155 46.45%
1/29/2006 - 7/31/2006 $6,165.00 6.17% 1.37 155 46.45%
1/28/2006 - 7/31/2006 $6,165.00 6.17% 1.37 155 46.45%
1/27/2006 - 7/31/2006 $6,165.00 3.38% 1.37 155 46.45%
1/26/2006 - 7/31/2006 $6,620.00 3.64% 1.40 156 46.79%
1/25/2006 - 7/31/2006 $6,625.00 3.64% 1.40 157 47.13%
1/24/2006 - 7/31/2006 $6,790.00 3.74% 1.41 158 47.47%
1/23/2006 - 7/31/2006 $6,550.00 6.55% 1.39 160 46.88%
1/22/2006 - 7/31/2006 $6,550.00 6.55% 1.39 160 46.88%
1/21/2006 - 7/31/2006 $6,550.00 3.60% 1.39 160 46.88%
1/20/2006 - 7/31/2006 $7,230.00 3.99% 1.43 162 46.91%
1/19/2006 - 7/31/2006 $7,585.00 4.19% 1.45 163 47.24%
1/18/2006 - 7/31/2006 $7,400.00 4.08% 1.43 164 46.95%
1/17/2006 - 7/31/2006 $7,055.00 7.06% 1.40 165 46.67%
1/16/2006 - 7/31/2006 $7,055.00 7.06% 1.40 165 46.67%
1/15/2006 - 7/31/2006 $7,055.00 7.06% 1.40 165 46.67%
1/14/2006 - 7/31/2006 $7,055.00 3.89% 1.40 165 46.67%
1/13/2006 - 7/31/2006 $6,705.00 3.69% 1.38 167 46.11%
1/12/2006 - 7/31/2006 $6,925.00 3.81% 1.39 169 46.15%
1/11/2006 - 7/31/2006 $6,915.00 3.81% 1.39 171 46.20%
1/10/2006 - 7/31/2006 $7,140.00 3.94% 1.40 172 46.51%
1/9/2006 - 7/31/2006 $7,235.00 7.24% 1.40 173 46.82%
1/8/2006 - 7/31/2006 $7,235.00 7.24% 1.40 173 46.82%
1/7/2006 - 7/31/2006 $7,235.00 3.99% 1.40 173 46.82%
1/6/2006 - 7/31/2006 $7,700.00 4.26% 1.43 174 47.13%
1/5/2006 - 7/31/2006 $7,525.00 4.16% 1.42 175 46.86%
1/4/2006 - 7/31/2006 $7,670.00 4.24% 1.42 176 47.16%
1/3/2006 - 7/31/2006 $8,655.00 8.66% 1.48 177 47.46%
1/2/2006 - 7/31/2006 $8,655.00 8.66% 1.48 177 47.46%
1/1/2006 - 7/31/2006 $8,655.00 8.66% 1.48 177 47.46%
12/31/2005 - 7/31/2006 $8,655.00 4.81% 1.48 177 47.46%
12/30/2005 - 7/31/2006 $8,700.00 4.84% 1.48 178 47.75%
12/29/2005 - 7/31/2006 $8,355.00 4.64% 1.45 179 47.49%
12/28/2005 - 7/31/2006 $8,550.00 4.75% 1.46 180 47.78%
12/27/2005 - 7/31/2006 $8,875.00 8.88% 1.48 181 48.07%
12/26/2005 - 7/31/2006 $8,875.00 8.88% 1.48 181 48.07%
12/25/2005 - 7/31/2006 $8,875.00 8.88% 1.48 181 48.07%
12/24/2005 - 7/31/2006 $8,875.00 4.94% 1.48 181 48.07%
12/23/2005 - 7/31/2006 $9,010.00 5.02% 1.49 182 48.35%
12/22/2005 - 7/31/2006 $8,780.00 4.88% 1.47 184 47.83%
12/21/2005 - 7/31/2006 $8,435.00 4.68% 1.44 185 47.57%
12/20/2005 - 7/31/2006 $8,635.00 4.80% 1.45 187 48.13%
12/19/2005 - 7/31/2006 $9,080.00 9.08% 1.48 188 48.40%
12/18/2005 - 7/31/2006 $9,080.00 9.08% 1.48 188 48.40%
12/17/2005 - 7/31/2006 $9,080.00 5.06% 1.48 188 48.40%
12/16/2005 - 7/31/2006 $9,425.00 5.26% 1.50 189 48.68%
12/15/2005 - 7/31/2006 $8,955.00 4.99% 1.46 191 48.17%
12/14/2005 - 7/31/2006 $9,010.00 5.02% 1.46 192 48.44%
12/13/2005 - 7/31/2006 $8,610.00 4.78% 1.43 194 47.94%
12/12/2005 - 7/31/2006 $8,695.00 8.70% 1.44 195 48.21%
12/11/2005 - 7/31/2006 $8,695.00 8.70% 1.44 195 48.21%
12/10/2005 - 7/31/2006 $8,695.00 4.83% 1.44 195 48.21%
12/9/2005 - 7/31/2006 $8,960.00 4.99% 1.45 196 48.47%
12/8/2005 - 7/31/2006 $9,030.00 5.03% 1.45 198 48.48%
12/7/2005 - 7/31/2006 $8,490.00 4.71% 1.41 200 48.00%
12/6/2005 - 7/31/2006 $8,145.00 4.51% 1.39 201 47.76%
12/5/2005 - 7/31/2006 $8,300.00 8.30% 1.40 202 48.02%
12/4/2005 - 7/31/2006 $8,300.00 8.30% 1.40 202 48.02%
12/3/2005 - 7/31/2006 $8,300.00 4.60% 1.40 202 48.02%
12/2/2005 - 7/31/2006 $8,045.00 4.46% 1.38 203 47.78%
12/1/2005 - 7/31/2006 $8,180.00 4.53% 1.39 204 48.04%
11/30/2005 - 7/31/2006 $8,385.00 4.65% 1.39 205 48.29%
11/29/2005 - 7/31/2006 $8,040.00 4.45% 1.37 206 48.06%
11/28/2005 - 7/31/2006 $8,100.00 8.10% 1.37 208 48.08%
11/27/2005 - 7/31/2006 $8,100.00 8.10% 1.37 208 48.08%
11/26/2005 - 7/31/2006 $8,100.00 4.49% 1.37 208 48.08%
11/25/2005 - 7/31/2006 $8,205.00 8.21% 1.38 209 48.33%
11/24/2005 - 7/31/2006 $8,205.00 4.55% 1.38 209 48.33%
11/23/2005 - 7/31/2006 $8,200.00 4.55% 1.38 210 48.10%
11/22/2005 - 7/31/2006 $8,625.00 4.79% 1.40 211 48.34%
11/21/2005 - 7/31/2006 $9,160.00 9.16% 1.42 212 48.58%
11/20/2005 - 7/31/2006 $9,160.00 9.16% 1.42 212 48.58%
11/19/2005 - 7/31/2006 $9,160.00 5.11% 1.42 212 48.58%
11/18/2005 - 7/31/2006 $9,310.00 5.19% 1.43 214 48.60%
11/17/2005 - 7/31/2006 $9,745.00 5.45% 1.45 215 48.84%
11/16/2005 - 7/31/2006 $10,030.00 5.62% 1.46 216 49.07%
11/15/2005 - 7/31/2006 $10,370.00 5.82% 1.47 218 49.08%
11/14/2005 - 7/31/2006 $10,370.00 10.37% 1.47 220 49.09%
11/13/2005 - 7/31/2006 $10,370.00 10.37% 1.47 220 49.09%
11/12/2005 - 7/31/2006 $10,370.00 5.82% 1.47 220 49.09%
11/11/2005 - 7/31/2006 $10,215.00 10.22% 1.46 221 48.87%
11/10/2005 - 7/31/2006 $10,215.00 5.73% 1.46 221 48.87%
11/9/2005 - 7/31/2006 $10,400.00 5.84% 1.47 222 49.10%
11/8/2005 - 7/31/2006 $10,255.00 5.75% 1.46 223 48.88%
11/7/2005 - 7/31/2006 $10,260.00 10.26% 1.46 224 49.11%
11/6/2005 - 7/31/2006 $10,260.00 10.26% 1.46 224 49.11%
11/5/2005 - 7/31/2006 $10,260.00 5.75% 1.46 224 49.11%
11/4/2005 - 7/31/2006 $9,890.00 5.54% 1.43 226 48.67%
11/3/2005 - 7/31/2006 $9,545.00 5.33% 1.41 227 48.46%
11/2/2005 - 7/31/2006 $9,840.00 5.51% 1.43 228 48.68%
11/1/2005 - 7/31/2006 $10,035.00 5.62% 1.43 229 48.91%
10/31/2005 - 7/31/2006 $9,850.00 9.85% 1.42 230 48.70%
10/30/2005 - 7/31/2006 $9,850.00 9.85% 1.42 230 48.70%
10/29/2005 - 7/31/2006 $9,850.00 5.51% 1.42 230 48.70%
10/28/2005 - 7/31/2006 $10,495.00 5.89% 1.45 231 48.92%
10/27/2005 - 7/31/2006 $10,800.00 6.08% 1.46 232 49.14%
10/26/2005 - 7/31/2006 $11,215.00 6.32% 1.48 233 49.36%
10/25/2005 - 7/31/2006 $10,950.00 6.16% 1.46 234 49.15%
10/24/2005 - 7/31/2006 $11,375.00 11.38% 1.48 235 49.36%
10/23/2005 - 7/31/2006 $11,375.00 11.38% 1.48 235 49.36%
10/22/2005 - 7/31/2006 $11,375.00 6.42% 1.48 235 49.36%
10/21/2005 - 7/31/2006 $10,965.00 6.17% 1.46 237 48.95%
10/20/2005 - 7/31/2006 $11,420.00 6.45% 1.48 238 49.16%
10/19/2005 - 7/31/2006 $11,970.00 6.78% 1.49 240 49.17%
10/18/2005 - 7/31/2006 $12,535.00 7.12% 1.52 241 49.38%
10/17/2005 - 7/31/2006 $12,925.00 12.93% 1.53 243 49.38%
10/16/2005 - 7/31/2006 $12,925.00 12.93% 1.53 243 49.38%
10/15/2005 - 7/31/2006 $12,925.00 7.36% 1.53 243 49.38%
10/14/2005 - 7/31/2006 $13,340.00 7.61% 1.55 244 49.59%
10/13/2005 - 7/31/2006 $12,995.00 7.40% 1.53 245 49.39%
10/12/2005 - 7/31/2006 $13,170.00 7.51% 1.53 246 49.59%
10/11/2005 - 7/31/2006 $13,355.00 7.62% 1.54 247 49.80%
10/10/2005 - 7/31/2006 $13,650.00 13.65% 1.55 248 50.00%
10/9/2005 - 7/31/2006 $13,650.00 13.65% 1.55 248 50.00%
10/8/2005 - 7/31/2006 $13,650.00 7.80% 1.55 248 50.00%
10/7/2005 - 7/31/2006 $13,625.00 7.79% 1.55 249 49.80%
10/6/2005 - 7/31/2006 $13,880.00 7.95% 1.56 250 50.00%
10/5/2005 - 7/31/2006 $13,535.00 7.73% 1.54 251 49.80%

Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Monthly Analysis
TradeStation Strategy Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
TradeStation Periodical Returns: Monthly

Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain

%Profitable

January $1,910.00 1.91% 51.02%
February $1,029.00 0.66% 50.51%
March $1,197.00 0.83% 49.59%
April $1,811.00 1.24% 51.18%
May $671.00 0.45% 48.70%
June $1,280.00 0.86% 45.45%
July $2,979.00 1.99% 64.22%
August $2,296.25 1.50% 56.04%
September $1,348.75 0.92% 48.48%
October $2,830.00 1.92% 53.77%
November $1,307.50 0.87% 52.13%
December $1,241.25 0.82% 55.67%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2006 $1,515.00 0.81% 1.62 21 52.38%
6/1/2006 $1,605.00 0.87% 1.41 31 38.71%
5/1/2006 $1,030.00 0.56% 1.41 24 50.00%
4/1/2006 ($650.00) (0.35%) 0.81 28 39.29%
3/1/2006 $1,960.00 1.07% 1.84 26 53.85%
2/1/2006 $925.00 0.51% 1.52 23 52.17%
1/1/2006 $2,270.00 1.26% 2.35 24 50.00%
12/1/2005 ($475.00) (0.26%) 0.85 27 51.85%
11/1/2005 $1,855.00 1.04% 1.98 25 56.00%
10/1/2005 $4,370.00 2.51% 3.23 24 58.33%
9/1/2005 $2,280.00 1.33% 2.54 28 53.57%
8/1/2005 $1,565.00 0.92% 2.00 23 52.17%
7/1/2005 $2,065.00 1.23% 2.78 23 65.22%
6/1/2005 $550.00 0.33% 1.20 28 42.86%
5/1/2005 ($155.00) (0.09%) 0.94 23 47.83%
4/1/2005 $4,455.00 2.73% 5.30 21 66.67%
3/1/2005 $865.00 0.53% 1.40 27 48.15%
2/1/2005 $1,995.00 1.24% 3.42 19 52.63%
1/1/2005 $905.00 0.57% 1.40 25 48.00%
12/1/2004 $2,565.00 1.63% 5.50 23 56.52%
11/1/2004 $1,120.00 0.72% 1.65 22 50.00%
10/1/2004 $1,030.00 0.66% 1.57 28 50.00%
9/1/2004 $690.00 0.45% 1.49 26 42.31%
8/1/2004 $2,155.00 1.42% 2.49 25 52.00%
7/1/2004 $1,970.00 1.31% 2.09 24 54.17%
6/1/2004 $865.00 0.58% 1.44 23 47.83%
5/1/2004 $500.00 0.34% 1.18 24 41.67%
4/1/2004 $545.00 0.37% 1.20 31 35.48%
3/1/2004 $2,100.00 1.44% 2.18 28 50.00%
2/1/2004 $450.00 0.31% 1.24 26 38.46%
1/1/2004 $2,170.00 1.51% 2.56 24 50.00%
12/1/2003 $870.00 0.61% 1.45 26 46.15%
11/1/2003 $1,250.00 0.88% 1.80 20 40.00%
10/1/2003 $820.00 0.58% 1.62 28 46.43%
9/1/2003 $75.00 0.05% 1.03 23 43.48%
8/1/2003 $2,315.00 1.68% 5.68 19 73.68%
7/1/2003 $2,555.00 1.88% 4.48 17 82.35%
6/1/2003 $120.00 0.09% 1.05 28 50.00%
5/1/2003 $1,190.00 0.89% 2.56 24 62.50%
4/1/2003 $2,635.00 2.00% 5.39 21 61.90%
3/1/2003 $1,150.00 0.88% 2.06 22 54.55%
2/1/2003 ($165.00) (0.13%) 0.92 21 47.62%
1/1/2003 $2,295.00 1.79% 2.94 25 56.00%
12/1/2002 $2,005.00 1.59% 4.04 21 71.43%
11/1/2002 $1,005.00 0.80% 1.50 27 59.26%
10/1/2002 $5,100.00 4.24% 4.00 26 61.54%
9/1/2002 $2,350.00 1.99% 2.19 22 54.55%
8/1/2002 $3,150.00 2.74% 2.10 24 50.00%
7/1/2002 $6,790.00 6.29% 6.50 24 70.83%
6/1/2002 $3,260.00 3.11% 2.22 22 50.00%
5/1/2002 $790.00 0.76% 1.40 20 40.00%
4/1/2002 $2,070.00 2.03% 1.89 26 61.54%
3/1/2002 ($90.00) (0.09%) 0.95 18 38.89%
2/1/2002 $1,940.00 1.94% 5.22 10 80.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

Today - 7/1/2006 $1,515.00 0.81% 1.62 21 52.38%
6/1/2006 - 7/1/2006 $3,120.00 1.68% 1.49 52 44.23%
5/1/2006 - 7/1/2006 $4,150.00 2.25% 1.47 76 46.05%
4/1/2006 - 7/1/2006 $3,500.00 1.89% 1.28 104 44.23%
3/1/2006 - 7/1/2006 $5,460.00 2.98% 1.37 130 46.15%
2/1/2006 - 7/1/2006 $6,385.00 3.50% 1.39 153 47.06%
1/1/2006 - 7/1/2006 $8,655.00 4.81% 1.48 177 47.46%
12/1/2005 - 7/1/2006 $8,180.00 4.53% 1.39 204 48.04%
11/1/2005 - 7/1/2006 $10,035.00 5.62% 1.43 229 48.91%
10/1/2005 - 7/1/2006 $14,405.00 8.27% 1.57 253 49.80%
9/1/2005 - 7/1/2006 $16,685.00 9.71% 1.63 281 50.18%
8/1/2005 - 7/1/2006 $18,250.00 10.72% 1.65 304 50.33%
7/1/2005 - 7/1/2006 $20,315.00 12.07% 1.69 327 51.38%
6/1/2005 - 7/1/2006 $20,865.00 12.44% 1.65 355 50.70%
5/1/2005 - 7/1/2006 $20,710.00 12.34% 1.60 378 50.53%
4/1/2005 - 7/1/2006 $25,165.00 15.40% 1.70 399 51.38%
3/1/2005 - 7/1/2006 $26,030.00 16.01% 1.69 426 51.17%
2/1/2005 - 7/1/2006 $28,025.00 17.46% 1.72 445 51.24%
1/1/2005 - 7/1/2006 $28,930.00 18.12% 1.70 470 51.06%
12/1/2004 - 7/1/2006 $31,495.00 20.05% 1.76 493 51.32%
11/1/2004 - 7/1/2006 $32,615.00 20.91% 1.75 515 51.26%
10/1/2004 - 7/1/2006 $33,645.00 21.72% 1.75 543 51.20%
9/1/2004 - 7/1/2006 $34,335.00 22.26% 1.74 569 50.79%
8/1/2004 - 7/1/2006 $36,490.00 23.99% 1.76 594 50.84%
7/1/2004 - 7/1/2006 $38,460.00 25.62% 1.77 618 50.97%
6/1/2004 - 7/1/2006 $39,325.00 26.35% 1.76 641 50.86%
5/1/2004 - 7/1/2006 $39,825.00 26.77% 1.73 665 50.53%
4/1/2004 - 7/1/2006 $40,370.00 27.24% 1.70 696 49.86%
3/1/2004 - 7/1/2006 $42,470.00 29.07% 1.72 724 49.86%
2/1/2004 - 7/1/2006 $42,920.00 29.47% 1.70 750 49.47%
1/1/2004 - 7/1/2006 $45,090.00 31.43% 1.72 774 49.48%
12/1/2003 - 7/1/2006 $45,960.00 32.23% 1.71 800 49.38%
11/1/2003 - 7/1/2006 $47,210.00 33.40% 1.72 820 49.15%
10/1/2003 - 7/1/2006 $48,030.00 34.18% 1.71 848 49.06%
9/1/2003 - 7/1/2006 $48,105.00 34.25% 1.69 871 48.91%
8/1/2003 - 7/1/2006 $50,420.00 36.50% 1.72 890 49.44%
7/1/2003 - 7/1/2006 $52,975.00 39.07% 1.75 907 50.06%
6/1/2003 - 7/1/2006 $53,095.00 39.19% 1.73 935 50.05%
5/1/2003 - 7/1/2006 $54,285.00 40.43% 1.74 959 50.36%
4/1/2003 - 7/1/2006 $56,920.00 43.24% 1.77 980 50.61%
3/1/2003 - 7/1/2006 $58,070.00 44.50% 1.77 1002 50.70%
2/1/2003 - 7/1/2006 $57,905.00 44.32% 1.75 1023 50.64%
1/1/2003 - 7/1/2006 $60,200.00 46.90% 1.77 1048 50.76%
12/1/2002 - 7/1/2006 $62,205.00 49.23% 1.78 1069 51.17%
11/1/2002 - 7/1/2006 $63,210.00 50.42% 1.78 1096 51.37%
10/1/2002 - 7/1/2006 $68,310.00 56.80% 1.82 1122 51.60%
9/1/2002 - 7/1/2006 $70,660.00 59.93% 1.83 1144 51.66%
8/1/2002 - 7/1/2006 $73,810.00 64.32% 1.84 1168 51.63%
7/1/2002 - 7/1/2006 $80,600.00 74.65% 1.90 1192 52.01%
6/1/2002 - 7/1/2006 $83,860.00 80.09% 1.91 1214 51.98%
5/1/2002 - 7/1/2006 $84,650.00 81.46% 1.90 1234 51.78%
4/1/2002 - 7/1/2006 $86,720.00 85.14% 1.90 1260 51.98%
3/1/2002 - 7/1/2006 $86,630.00 84.98% 1.89 1278 51.80%
2/1/2002 - 7/1/2006 $88,570.00 88.57% 1.90 1288 52.02%

Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Weekly Trading Analysis
TradeStation Strategy Performance Report TurboTraderUlt1a, @EMD.D, 5 min, 2/4/2002 9:00:00 AM - 7/31/2006 3:15:00 PM
TradeStation Periodical Returns: Weekly
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
7/30/2006 ($110.00) (0.06%) 0.41 2 50.00%
7/23/2006 $785.00 0.42% 3.07 5 60.00%
7/16/2006 $945.00 0.51% 3.36 5 60.00%
7/9/2006 $60.00 0.03% 1.09 4 50.00%
7/2/2006 ($165.00) (0.09%) 0.79 5 40.00%
6/25/2006 ($840.00) (0.45%) 0.29 8 25.00%
6/18/2006 ($600.00) (0.32%) 0.39 8 25.00%
6/11/2006 $1,770.00 0.95% 5.21 6 66.67%
6/4/2006 $640.00 0.34% 1.61 6 33.33%
5/28/2006 $1,340.00 0.73% 5.87 4 75.00%
5/21/2006 $800.00 0.43% 2.16 6 66.67%
5/14/2006 ($215.00) (0.12%) 0.66 5 40.00%
5/7/2006 $215.00 0.12% 2.26 5 60.00%
4/30/2006 ($475.00) (0.26%) 0.55 7 28.57%
4/23/2006 ($860.00) (0.46%) 0.29 8 12.50%
4/16/2006 $110.00 0.06% 1.14 6 33.33%
4/9/2006 ($260.00) (0.14%) 0.44 6 50.00%
4/2/2006 $360.00 0.19% 1.38 8 62.50%
3/26/2006 $205.00 0.11% 1.28 7 57.14%
3/19/2006 $985.00 0.54% 5.48 5 60.00%
3/12/2006 $330.00 0.18% 1.60 6 33.33%
3/5/2006 $225.00 0.12% 1.33 5 60.00%
2/26/2006 ($110.00) (0.06%) 0.77 6 33.33%
2/19/2006 $110.00 0.06% 1.39 4 50.00%
2/12/2006 $1,140.00 0.63% 100.00 6 100.00%
2/5/2006 $465.00 0.26% 1.67 5 60.00%
1/29/2006 ($685.00) (0.38%) 0.05 7 14.29%
1/22/2006 $385.00 0.21% 2.60 5 60.00%
1/15/2006 $505.00 0.28% 1.93 5 40.00%
1/8/2006 $180.00 0.10% 1.36 8 50.00%
1/1/2006 $1,420.00 0.79% 9.11 4 75.00%
12/25/2005 $220.00 0.12% 1.64 4 75.00%
12/18/2005 $205.00 0.11% 1.36 7 57.14%
12/11/2005 ($385.00) (0.21%) 0.56 7 42.86%
12/4/2005 ($395.00) (0.22%) 0.63 7 42.86%
11/27/2005 ($200.00) (0.11%) 0.74 6 50.00%
11/20/2005 $1,060.00 0.59% 213.00 4 75.00%
11/13/2005 $1,210.00 0.68% 4.51 8 62.50%
11/6/2005 ($110.00) (0.06%) 0.63 4 50.00%
10/30/2005 ($410.00) (0.23%) 0.54 6 33.33%
10/23/2005 $1,525.00 0.86% 6.75 5 80.00%
10/16/2005 $1,550.00 0.88% 3.01 8 50.00%
10/9/2005 $725.00 0.41% 3.10 5 80.00%
10/2/2005 $755.00 0.43% 2.91 5 40.00%
9/25/2005 $530.00 0.31% 2.06 6 66.67%
9/18/2005 $1,920.00 1.12% 65.00 6 66.67%
9/11/2005 ($430.00) (0.25%) 0.40 8 25.00%
9/4/2005 $170.00 0.10% 1.72 6 50.00%
8/28/2005 $1,420.00 0.83% 100.00 4 100.00%
8/21/2005 ($80.00) (0.05%) 0.83 6 50.00%
8/14/2005 $155.00 0.09% 1.34 5 40.00%
8/7/2005 $50.00 0.03% 1.12 4 50.00%
7/31/2005 $110.00 0.06% 1.47 6 50.00%
7/24/2005 $305.00 0.18% 1.80 7 42.86%
7/17/2005 $550.00 0.32% 3.00 4 75.00%
7/10/2005 ($60.00) (0.04%) 0.79 6 66.67%
7/3/2005 $1,045.00 0.62% 5.86 5 80.00%
6/26/2005 ($125.00) (0.07%) 0.79 5 40.00%
6/19/2005 $885.00 0.53% 3.53 5 60.00%
6/12/2005 $315.00 0.19% 1.86 7 57.14%
6/5/2005 $345.00 0.21% 1.45 7 42.86%
5/29/2005 ($645.00) (0.38%) 0.10 5 20.00%
5/22/2005 ($195.00) (0.12%) 0.59 5 40.00%
5/15/2005 $725.00 0.43% 3.10 5 80.00%
5/8/2005 $525.00 0.32% 2.52 5 80.00%
5/1/2005 ($1,210.00) (0.72%) 0.20 8 12.50%
4/24/2005 $1,855.00 1.12% 100.00 5 100.00%
4/17/2005 $1,630.00 0.99% 22.73 6 83.33%
4/10/2005 $1,270.00 0.78% 4.68 4 75.00%
4/3/2005 ($285.00) (0.17%) 0.52 5 20.00%
3/27/2005 $1,175.00 0.72% 10.79 7 42.86%
3/20/2005 ($520.00) (0.32%) 0.26 4 25.00%
3/13/2005 $490.00 0.30% 2.58 6 66.67%
3/6/2005 $445.00 0.28% 3.47 5 60.00%
2/27/2005 ($625.00) (0.38%) 0.28 7 42.86%
2/20/2005 $1,480.00 0.92% 5.29 4 75.00%
2/13/2005 $180.00 0.11% 1.50 6 33.33%
2/6/2005 ($95.00) (0.06%) 0.21 5 20.00%
1/30/2005 $440.00 0.27% 100.00 4 100.00%
1/23/2005 $345.00 0.22% 1.78 7 57.14%
1/16/2005 $965.00 0.61% 5.71 5 80.00%
1/9/2005 ($1,210.00) (0.75%) 0.00 6 0.00%
1/2/2005 $680.00 0.43% 2.60 6 50.00%
12/26/2004 $35.00 0.02% 1.13 5 20.00%
12/19/2004 $460.00 0.29% 24.00 4 50.00%
12/12/2004 $940.00 0.59% 6.87 6 66.67%
12/5/2004 $950.00 0.60% 28.14 4 75.00%
11/28/2004 $155.00 0.10% 1.53 7 57.14%
11/21/2004 $1,270.00 0.81% 100.00 4 100.00%
11/14/2004 ($740.00) (0.47%) 0.00 4 0.00%
11/7/2004 $635.00 0.41% 4.18 7 71.43%
10/31/2004 ($20.00) (0.01%) 0.97 4 25.00%
10/24/2004 $535.00 0.34% 2.91 5 60.00%
10/17/2004 $800.00 0.52% 4.56 8 62.50%
10/10/2004 ($400.00) (0.26%) 0.50 8 37.50%
10/3/2004 ($70.00) (0.05%) 0.86 6 33.33%
9/26/2004 $525.00 0.34% 5.57 5 80.00%
9/19/2004 $170.00 0.11% 2.13 4 50.00%
9/12/2004 ($410.00) (0.26%) 0.07 8 25.00%
9/5/2004 $645.00 0.42% 6.86 5 60.00%
8/29/2004 ($100.00) (0.06%) 0.83 6 16.67%
8/22/2004 $325.00 0.21% 2.00 7 57.14%
8/15/2004 $720.00 0.47% 5.80 6 66.67%
8/8/2004 ($185.00) (0.12%) 0.60 5 20.00%
8/1/2004 $1,320.00 0.87% 3.69 6 66.67%
7/25/2004 $95.00 0.06% 1.17 5 60.00%
7/18/2004 $1,700.00 1.13% 5.93 6 83.33%
7/11/2004 ($290.00) (0.19%) 0.58 6 16.67%
7/4/2004 $630.00 0.42% 26.20 4 75.00%
6/27/2004 $485.00 0.32% 2.67 7 42.86%
6/20/2004 $425.00 0.29% 1.79 5 40.00%
6/13/2004 $265.00 0.18% 2.71 5 80.00%
6/6/2004 $405.00 0.27% 2.59 3 66.67%
5/30/2004 ($880.00) (0.59%) 0.07 6 16.67%
5/23/2004 $835.00 0.56% 3.14 7 42.86%
5/16/2004 $340.00 0.23% 1.49 6 66.67%
5/9/2004 ($1,025.00) (0.69%) 0.06 5 20.00%
5/2/2004 $350.00 0.24% 1.56 6 33.33%
4/25/2004 $735.00 0.50% 2.15 7 42.86%
4/18/2004 ($870.00) (0.58%) 0.36 10 20.00%
4/11/2004 $310.00 0.21% 1.93 6 50.00%
4/4/2004 $405.00 0.27% 2.53 5 40.00%
3/28/2004 ($450.00) (0.30%) 0.23 6 16.67%
3/21/2004 $275.00 0.19% 2.31 7 42.86%
3/14/2004 ($300.00) (0.20%) 0.67 8 37.50%
3/7/2004 $1,705.00 1.16% 8.26 5 80.00%
2/29/2004 $835.00 0.57% 168.00 5 80.00%
2/22/2004 ($65.00) (0.04%) 0.86 7 28.57%
2/15/2004 $250.00 0.17% 1.39 8 37.50%
2/8/2004 ($410.00) (0.28%) 0.39 6 33.33%
2/1/2004 $675.00 0.46% 8.50 5 60.00%
1/25/2004 $1,005.00 0.69% 3.26 5 40.00%
1/18/2004 $515.00 0.36% 2.98 5 60.00%
1/11/2004 $720.00 0.50% 6.14 6 66.67%
1/4/2004 $190.00 0.13% 1.67 6 50.00%
12/28/2003 ($405.00) (0.28%) 0.04 5 20.00%
12/21/2003 ($60.00) (0.04%) 0.86 6 50.00%
12/14/2003 $1,255.00 0.88% 9.66 5 80.00%
12/7/2003 ($205.00) (0.14%) 0.64 5 40.00%
11/30/2003 $25.00 0.02% 1.04 7 28.57%
11/23/2003 ($30.00) (0.02%) 0.90 4 25.00%
11/16/2003 $470.00 0.33% 2.27 4 50.00%
11/9/2003 $370.00 0.26% 1.67 6 33.33%
11/2/2003 $440.00 0.31% 2.28 6 50.00%
10/26/2003 $0.00 0.00% 1.00 8 25.00%
10/19/2003 $385.00 0.27% 16.40 5 80.00%
10/12/2003 $285.00 0.20% 4.56 5 60.00%
10/5/2003 ($420.00) (0.30%) 0.01 6 16.67%
9/28/2003 $700.00 0.50% 4.89 6 66.67%
9/21/2003 $60.00 0.04% 1.07 8 37.50%
9/14/2003 $80.00 0.06% 1.27 4 50.00%
9/7/2003 ($225.00) (0.16%) 0.64 5 40.00%
8/31/2003 $30.00 0.02% 1.07 4 50.00%
8/24/2003 $1,105.00 0.79% 100.00 5 100.00%
8/17/2003 $305.00 0.22% 2.27 5 60.00%
8/10/2003 $740.00 0.54% 100.00 4 100.00%
8/3/2003 $330.00 0.24% 4.67 4 50.00%
7/27/2003 $25.00 0.02% 1.05 5 60.00%
7/20/2003 $1,050.00 0.77% 100.00 4 100.00%
7/13/2003 $105.00 0.08% 1.45 3 66.67%
7/6/2003 $300.00 0.22% 100.00 2 100.00%
6/29/2003 $900.00 0.66% 5.29 6 66.67%
6/22/2003 $205.00 0.15% 1.46 5 60.00%
6/15/2003 $225.00 0.17% 1.74 7 57.14%
6/8/2003 ($85.00) (0.06%) 0.88 7 42.86%
6/1/2003 ($215.00) (0.16%) 0.68 7 42.86%
5/25/2003 $390.00 0.29% 2.32 6 50.00%
5/18/2003 $405.00 0.30% 82.00 5 80.00%
5/11/2003 $110.00 0.08% 1.52 6 66.67%
5/4/2003 $100.00 0.07% 1.39 6 50.00%
4/27/2003 ($20.00) (0.01%) 0.91 4 50.00%
4/20/2003 $640.00 0.48% 43.67 4 75.00%
4/13/2003 $1,010.00 0.76% 100.00 4 100.00%
4/6/2003 $1,115.00 0.85% 8.96 5 60.00%
3/30/2003 ($40.00) (0.03%) 0.88 6 33.33%
3/23/2003 $390.00 0.30% 4.90 6 66.67%
3/16/2003 $540.00 0.41% 4.86 6 66.67%
3/9/2003 $480.00 0.37% 2.23 4 50.00%
3/2/2003 ($145.00) (0.11%) 0.58 5 40.00%
2/23/2003 ($10.00) (0.01%) 0.97 4 75.00%
2/16/2003 $135.00 0.10% 1.55 5 40.00%
2/9/2003 $355.00 0.27% 1.62 7 57.14%
2/2/2003 ($645.00) (0.49%) 0.28 5 20.00%
1/26/2003 $1,835.00 1.42% 100.00 5 100.00%
1/19/2003 $220.00 0.17% 1.42 6 50.00%
1/12/2003 ($390.00) (0.30%) 0.16 6 50.00%
1/5/2003 $180.00 0.14% 2.38 6 33.33%
12/29/2002 $525.00 0.41% 9.08 3 66.67%
12/22/2002 $760.00 0.60% 7.08 4 75.00%
12/15/2002 $570.00 0.45% 100.00 4 100.00%
12/8/2002 $545.00 0.43% 2.56 7 71.43%
12/1/2002 $55.00 0.04% 1.30 5 40.00%
11/24/2002 $665.00 0.53% 3.71 7 57.14%
11/17/2002 $115.00 0.09% 1.19 7 57.14%
11/10/2002 $125.00 0.10% 1.19 7 57.14%
11/3/2002 ($285.00) (0.23%) 0.44 5 60.00%
10/27/2002 $140.00 0.11% 1.54 4 50.00%
10/20/2002 $2,305.00 1.87% 8.68 7 71.43%
10/13/2002 $310.00 0.25% 2.72 6 66.67%
10/6/2002 $2,120.00 1.75% 5.51 6 66.67%
9/29/2002 $875.00 0.73% 2.79 5 60.00%
9/22/2002 $1,980.00 1.68% 100.00 4 100.00%
9/15/2002 $815.00 0.70% 2.85 5 60.00%
9/8/2002 $240.00 0.21% 1.56 6 50.00%
9/1/2002 ($950.00) (0.81%) 0.14 6 16.67%
8/25/2002 $745.00 0.64% 1.97 7 57.14%
8/18/2002 $725.00 0.62% 4.82 5 60.00%
8/11/2002 $1,470.00 1.28% 3.94 4 50.00%
8/4/2002 $15.00 0.01% 1.01 7 28.57%
7/28/2002 $760.00 0.67% 153.00 4 75.00%
7/21/2002 $2,275.00 2.03% 6.69 5 60.00%
7/14/2002 $1,705.00 1.55% 6.33 7 71.43%
7/7/2002 $1,420.00 1.31% 3.78 6 66.67%
6/30/2002 $825.00 0.76% 100.00 3 100.00%
6/23/2002 $1,675.00 1.58% 9.82 5 60.00%
6/16/2002 $150.00 0.14% 1.16 6 50.00%
6/9/2002 $590.00 0.56% 1.56 6 33.33%
6/2/2002 $845.00 0.81% 2.84 5 60.00%
5/26/2002 ($295.00) (0.28%) 0.00 3 0.00%
5/19/2002 $995.00 0.96% 7.22 5 60.00%
5/12/2002 ($785.00) (0.75%) 0.35 7 28.57%
5/5/2002 $940.00 0.91% 5.18 4 75.00%
4/28/2002 $95.00 0.09% 2.46 3 66.67%
4/21/2002 ($255.00) (0.25%) 0.52 5 40.00%
4/14/2002 ($780.00) (0.74%) 0.39 6 33.33%
4/7/2002 $2,350.00 2.29% 100.00 6 100.00%
3/31/2002 $595.00 0.58% 2.16 7 57.14%
3/24/2002 $300.00 0.30% 100.00 2 100.00%
3/17/2002 ($375.00) (0.37%) 0.40 5 20.00%
3/10/2002 ($560.00) (0.55%) 0.00 4 0.00%
3/3/2002 $110.00 0.11% 1.24 6 50.00%
2/24/2002 $905.00 0.89% 100.00 3 100.00%
2/17/2002 $955.00 0.95% 3.08 5 60.00%
2/10/2002 $515.00 0.51% 100.00 3 100.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
Today - 7/30/2006 ($110.00) (0.06%) 0.41 2 50.00%
7/23/2006 - 7/30/2006 $675.00 0.36% 2.19 7 57.14%
7/16/2006 - 7/30/2006 $1,620.00 0.87% 2.68 12 58.33%
7/9/2006 - 7/30/2006 $1,680.00 0.90% 2.02 16 56.25%
7/2/2006 - 7/30/2006 $1,515.00 0.81% 1.62 21 52.38%
6/25/2006 - 7/30/2006 $675.00 0.36% 1.19 29 44.83%
6/18/2006 - 7/30/2006 $75.00 0.04% 1.02 37 40.54%
6/11/2006 - 7/30/2006 $1,845.00 0.99% 1.37 43 44.19%
6/4/2006 - 7/30/2006 $2,485.00 1.34% 1.41 49 42.86%
5/28/2006 - 7/30/2006 $3,825.00 2.07% 1.60 53 45.28%
5/21/2006 - 7/30/2006 $4,625.00 2.51% 1.66 59 47.46%
5/14/2006 - 7/30/2006 $4,410.00 2.39% 1.57 64 46.88%
5/7/2006 - 7/30/2006 $4,625.00 2.51% 1.59 69 47.83%
4/30/2006 - 7/30/2006 $4,150.00 2.25% 1.47 76 46.05%
4/23/2006 - 7/30/2006 $3,290.00 1.78% 1.33 84 42.86%
4/16/2006 - 7/30/2006 $3,400.00 1.84% 1.31 90 42.22%
4/9/2006 - 7/30/2006 $3,140.00 1.69% 1.28 96 42.71%
4/2/2006 - 7/30/2006 $3,500.00 1.89% 1.28 104 44.23%
3/26/2006 - 7/30/2006 $3,705.00 2.00% 1.28 111 45.05%
3/19/2006 - 7/30/2006 $4,690.00 2.55% 1.35 116 45.69%
3/12/2006 - 7/30/2006 $5,020.00 2.73% 1.36 122 45.08%
3/5/2006 - 7/30/2006 $5,245.00 2.86% 1.36 127 45.67%
2/26/2006 - 7/30/2006 $5,135.00 2.80% 1.34 133 45.11%
2/19/2006 - 7/30/2006 $5,245.00 2.86% 1.34 137 45.26%
2/12/2006 - 7/30/2006 $6,385.00 3.50% 1.42 143 47.55%
2/5/2006 - 7/30/2006 $6,850.00 3.77% 1.43 148 47.97%
1/29/2006 - 7/30/2006 $6,165.00 3.38% 1.37 155 46.45%
1/22/2006 - 7/30/2006 $6,550.00 3.60% 1.39 160 46.88%
1/15/2006 - 7/30/2006 $7,055.00 3.89% 1.40 165 46.67%
1/8/2006 - 7/30/2006 $7,235.00 3.99% 1.40 173 46.82%
1/1/2006 - 7/30/2006 $8,655.00 4.81% 1.48 177 47.46%
12/25/2005 - 7/30/2006 $8,875.00 4.94% 1.48 181 48.07%
12/18/2005 - 7/30/2006 $9,080.00 5.06% 1.48 188 48.40%
12/11/2005 - 7/30/2006 $8,695.00 4.83% 1.44 195 48.21%
12/4/2005 - 7/30/2006 $8,300.00 4.60% 1.40 202 48.02%
11/27/2005 - 7/30/2006 $8,100.00 4.49% 1.37 208 48.08%
11/20/2005 - 7/30/2006 $9,160.00 5.11% 1.42 212 48.58%
11/13/2005 - 7/30/2006 $10,370.00 5.82% 1.47 220 49.09%
11/6/2005 - 7/30/2006 $10,260.00 5.75% 1.46 224 49.11%
10/30/2005 - 7/30/2006 $9,850.00 5.51% 1.42 230 48.70%
10/23/2005 - 7/30/2006 $11,375.00 6.42% 1.48 235 49.36%
10/16/2005 - 7/30/2006 $12,925.00 7.36% 1.53 243 49.38%
10/9/2005 - 7/30/2006 $13,650.00 7.80% 1.55 248 50.00%
10/2/2005 - 7/30/2006 $14,405.00 8.27% 1.57 253 49.80%
9/25/2005 - 7/30/2006 $14,935.00 8.60% 1.58 259 50.19%
9/18/2005 - 7/30/2006 $16,855.00 9.82% 1.66 265 50.57%
9/11/2005 - 7/30/2006 $16,425.00 9.54% 1.62 273 49.82%
9/4/2005 - 7/30/2006 $16,595.00 9.65% 1.62 279 49.82%
8/28/2005 - 7/30/2006 $18,015.00 10.56% 1.68 283 50.53%
8/21/2005 - 7/30/2006 $17,935.00 10.51% 1.66 289 50.52%
8/14/2005 - 7/30/2006 $18,090.00 10.61% 1.66 294 50.34%
8/7/2005 - 7/30/2006 $18,140.00 10.64% 1.65 298 50.34%
7/31/2005 - 7/30/2006 $18,250.00 10.72% 1.65 304 50.33%
7/24/2005 - 7/30/2006 $18,555.00 10.91% 1.65 311 50.16%
7/17/2005 - 7/30/2006 $19,105.00 11.27% 1.66 315 50.48%
7/10/2005 - 7/30/2006 $19,045.00 11.23% 1.66 321 50.78%
7/3/2005 - 7/30/2006 $20,090.00 11.92% 1.69 326 51.23%
6/26/2005 - 7/30/2006 $19,965.00 11.84% 1.67 331 51.06%
6/19/2005 - 7/30/2006 $20,850.00 12.43% 1.69 336 51.19%
6/12/2005 - 7/30/2006 $21,165.00 12.64% 1.69 343 51.31%
6/5/2005 - 7/30/2006 $21,510.00 12.88% 1.69 350 51.14%
5/29/2005 - 7/30/2006 $20,865.00 12.44% 1.65 355 50.70%
5/22/2005 - 7/30/2006 $20,670.00 12.31% 1.63 360 50.56%
5/15/2005 - 7/30/2006 $21,395.00 12.80% 1.65 365 50.96%
5/8/2005 - 7/30/2006 $21,920.00 13.15% 1.66 370 51.35%
5/1/2005 - 7/30/2006 $20,710.00 12.34% 1.60 378 50.53%
4/24/2005 - 7/30/2006 $22,565.00 13.59% 1.65 383 51.17%
4/17/2005 - 7/30/2006 $24,195.00 14.72% 1.69 389 51.67%
4/10/2005 - 7/30/2006 $25,465.00 15.61% 1.72 393 51.91%
4/3/2005 - 7/30/2006 $25,180.00 15.41% 1.70 398 51.51%
3/27/2005 - 7/30/2006 $26,355.00 16.25% 1.73 405 51.36%
3/20/2005 - 7/30/2006 $25,835.00 15.88% 1.71 409 51.10%
3/13/2005 - 7/30/2006 $26,325.00 16.23% 1.71 415 51.33%
3/6/2005 - 7/30/2006 $26,770.00 16.55% 1.72 420 51.43%
2/27/2005 - 7/30/2006 $26,145.00 16.10% 1.69 427 51.29%
2/20/2005 - 7/30/2006 $27,625.00 17.16% 1.72 431 51.51%
2/13/2005 - 7/30/2006 $27,805.00 17.30% 1.72 437 51.26%
2/6/2005 - 7/30/2006 $27,710.00 17.23% 1.71 442 50.90%
1/30/2005 - 7/30/2006 $28,150.00 17.55% 1.73 446 51.35%
1/23/2005 - 7/30/2006 $28,495.00 17.80% 1.73 453 51.43%
1/16/2005 - 7/30/2006 $29,460.00 18.52% 1.75 458 51.75%
1/9/2005 - 7/30/2006 $28,250.00 17.62% 1.70 464 51.08%
1/2/2005 - 7/30/2006 $28,930.00 18.12% 1.70 470 51.06%
12/26/2004 - 7/30/2006 $28,965.00 18.15% 1.70 475 50.74%
12/19/2004 - 7/30/2006 $29,425.00 18.49% 1.71 479 50.73%
12/12/2004 - 7/30/2006 $30,365.00 19.19% 1.73 485 50.93%
12/5/2004 - 7/30/2006 $31,315.00 19.91% 1.75 489 51.12%
11/28/2004 - 7/30/2006 $31,470.00 20.03% 1.75 496 51.21%
11/21/2004 - 7/30/2006 $32,740.00 21.01% 1.78 500 51.60%
11/14/2004 - 7/30/2006 $32,000.00 20.44% 1.75 504 51.19%
11/7/2004 - 7/30/2006 $32,635.00 20.93% 1.76 511 51.47%
10/31/2004 - 7/30/2006 $32,615.00 20.91% 1.75 515 51.26%
10/24/2004 - 7/30/2006 $33,150.00 21.33% 1.76 520 51.35%
10/17/2004 - 7/30/2006 $33,950.00 21.96% 1.77 528 51.52%
10/10/2004 - 7/30/2006 $33,550.00 21.64% 1.75 536 51.31%
10/3/2004 - 7/30/2006 $33,480.00 21.59% 1.74 542 51.11%
9/26/2004 - 7/30/2006 $34,005.00 22.00% 1.75 547 51.37%
9/19/2004 - 7/30/2006 $34,175.00 22.13% 1.75 551 51.36%
9/12/2004 - 7/30/2006 $33,765.00 21.81% 1.74 559 50.98%
9/5/2004 - 7/30/2006 $34,410.00 22.32% 1.75 564 51.06%
8/29/2004 - 7/30/2006 $34,310.00 22.24% 1.74 570 50.70%
8/22/2004 - 7/30/2006 $34,635.00 22.50% 1.74 577 50.78%
8/15/2004 - 7/30/2006 $35,355.00 23.08% 1.75 583 50.94%
8/8/2004 - 7/30/2006 $35,170.00 22.93% 1.74 588 50.68%
8/1/2004 - 7/30/2006 $36,490.00 23.99% 1.76 594 50.84%
7/25/2004 - 7/30/2006 $36,585.00 24.07% 1.75 599 50.92%
7/18/2004 - 7/30/2006 $38,285.00 25.47% 1.78 605 51.24%
7/11/2004 - 7/30/2006 $37,995.00 25.23% 1.77 611 50.90%
7/4/2004 - 7/30/2006 $38,625.00 25.76% 1.78 615 51.06%
6/27/2004 - 7/30/2006 $39,110.00 26.17% 1.78 622 50.96%
6/20/2004 - 7/30/2006 $39,535.00 26.53% 1.78 627 50.88%
6/13/2004 - 7/30/2006 $39,800.00 26.75% 1.79 632 51.11%
6/6/2004 - 7/30/2006 $40,205.00 27.10% 1.79 635 51.18%
5/30/2004 - 7/30/2006 $39,325.00 26.35% 1.76 641 50.86%
5/23/2004 - 7/30/2006 $40,160.00 27.06% 1.77 648 50.77%
5/16/2004 - 7/30/2006 $40,500.00 27.35% 1.77 654 50.92%
5/9/2004 - 7/30/2006 $39,475.00 26.48% 1.73 659 50.68%
5/2/2004 - 7/30/2006 $39,825.00 26.77% 1.73 665 50.53%
4/25/2004 - 7/30/2006 $40,560.00 27.40% 1.73 672 50.45%
4/18/2004 - 7/30/2006 $39,690.00 26.66% 1.70 682 50.00%
4/11/2004 - 7/30/2006 $40,000.00 26.92% 1.70 688 50.00%
4/4/2004 - 7/30/2006 $40,405.00 27.27% 1.71 693 49.93%
3/28/2004 - 7/30/2006 $39,955.00 26.88% 1.69 699 49.64%
3/21/2004 - 7/30/2006 $40,230.00 27.12% 1.69 706 49.58%
3/14/2004 - 7/30/2006 $39,930.00 26.86% 1.68 714 49.44%
3/7/2004 - 7/30/2006 $41,635.00 28.34% 1.70 719 49.65%
2/29/2004 - 7/30/2006 $42,470.00 29.07% 1.72 724 49.86%
2/22/2004 - 7/30/2006 $42,405.00 29.01% 1.71 731 49.66%
2/15/2004 - 7/30/2006 $42,655.00 29.23% 1.71 739 49.53%
2/8/2004 - 7/30/2006 $42,245.00 28.87% 1.69 745 49.40%
2/1/2004 - 7/30/2006 $42,920.00 29.47% 1.70 750 49.47%
1/25/2004 - 7/30/2006 $43,925.00 30.37% 1.71 755 49.40%
1/18/2004 - 7/30/2006 $44,440.00 30.83% 1.72 760 49.47%
1/11/2004 - 7/30/2006 $45,160.00 31.49% 1.73 766 49.61%
1/4/2004 - 7/30/2006 $45,350.00 31.66% 1.73 772 49.61%
12/28/2003 - 7/30/2006 $44,945.00 31.29% 1.72 777 49.42%
12/21/2003 - 7/30/2006 $44,885.00 31.24% 1.71 783 49.43%
12/14/2003 - 7/30/2006 $46,140.00 32.39% 1.73 788 49.62%
12/7/2003 - 7/30/2006 $45,935.00 32.20% 1.72 793 49.56%
11/30/2003 - 7/30/2006 $45,960.00 32.23% 1.71 800 49.38%
11/23/2003 - 7/30/2006 $45,930.00 32.20% 1.71 804 49.25%
11/16/2003 - 7/30/2006 $46,400.00 32.64% 1.71 808 49.26%
11/9/2003 - 7/30/2006 $46,770.00 32.98% 1.71 814 49.14%
11/2/2003 - 7/30/2006 $47,210.00 33.40% 1.72 820 49.15%
10/26/2003 - 7/30/2006 $47,210.00 33.40% 1.71 828 48.91%
10/19/2003 - 7/30/2006 $47,595.00 33.76% 1.71 833 49.10%
10/12/2003 - 7/30/2006 $47,880.00 34.03% 1.72 838 49.16%
10/5/2003 - 7/30/2006 $47,460.00 33.63% 1.71 844 48.93%
9/28/2003 - 7/30/2006 $48,160.00 34.30% 1.72 850 49.06%
9/21/2003 - 7/30/2006 $48,220.00 34.36% 1.71 858 48.95%
9/14/2003 - 7/30/2006 $48,300.00 34.43% 1.71 862 48.96%
9/7/2003 - 7/30/2006 $48,075.00 34.22% 1.70 867 48.90%
8/31/2003 - 7/30/2006 $48,105.00 34.25% 1.69 871 48.91%
8/24/2003 - 7/30/2006 $49,210.00 35.31% 1.71 876 49.20%
8/17/2003 - 7/30/2006 $49,515.00 35.61% 1.71 881 49.26%
8/10/2003 - 7/30/2006 $50,255.00 36.33% 1.72 885 49.49%
8/3/2003 - 7/30/2006 $50,585.00 36.66% 1.72 889 49.49%
7/27/2003 - 7/30/2006 $50,610.00 36.68% 1.72 894 49.55%
7/20/2003 - 7/30/2006 $51,660.00 37.73% 1.73 898 49.78%
7/13/2003 - 7/30/2006 $51,765.00 37.84% 1.73 901 49.83%
7/6/2003 - 7/30/2006 $52,065.00 38.14% 1.74 903 49.94%
6/29/2003 - 7/30/2006 $52,965.00 39.06% 1.75 909 50.06%
6/22/2003 - 7/30/2006 $53,170.00 39.27% 1.75 914 50.11%
6/15/2003 - 7/30/2006 $53,395.00 39.50% 1.75 921 50.16%
6/8/2003 - 7/30/2006 $53,310.00 39.41% 1.74 928 50.11%
6/1/2003 - 7/30/2006 $53,095.00 39.19% 1.73 935 50.05%
5/25/2003 - 7/30/2006 $53,485.00 39.59% 1.73 941 50.05%
5/18/2003 - 7/30/2006 $53,890.00 40.01% 1.74 946 50.21%
5/11/2003 - 7/30/2006 $54,000.00 40.13% 1.73 952 50.32%
5/4/2003 - 7/30/2006 $54,100.00 40.23% 1.73 958 50.31%
4/27/2003 - 7/30/2006 $54,080.00 40.21% 1.73 962 50.31%
4/20/2003 - 7/30/2006 $54,720.00 40.88% 1.74 966 50.41%
4/13/2003 - 7/30/2006 $55,730.00 41.95% 1.75 970 50.62%
4/6/2003 - 7/30/2006 $56,845.00 43.15% 1.77 975 50.67%
3/30/2003 - 7/30/2006 $56,805.00 43.11% 1.76 981 50.56%
3/23/2003 - 7/30/2006 $57,195.00 43.54% 1.77 987 50.66%
3/16/2003 - 7/30/2006 $57,735.00 44.13% 1.77 993 50.76%
3/9/2003 - 7/30/2006 $58,215.00 44.66% 1.78 997 50.75%
3/2/2003 - 7/30/2006 $58,070.00 44.50% 1.77 1002 50.70%
2/23/2003 - 7/30/2006 $58,060.00 44.49% 1.77 1006 50.80%
2/16/2003 - 7/30/2006 $58,195.00 44.64% 1.77 1011 50.74%
2/9/2003 - 7/30/2006 $58,550.00 45.03% 1.76 1018 50.79%
2/2/2003 - 7/30/2006 $57,905.00 44.32% 1.75 1023 50.64%
1/26/2003 - 7/30/2006 $59,740.00 46.37% 1.77 1028 50.88%
1/19/2003 - 7/30/2006 $59,960.00 46.62% 1.77 1034 50.87%
1/12/2003 - 7/30/2006 $59,570.00 46.18% 1.76 1040 50.87%
1/5/2003 - 7/30/2006 $59,750.00 46.38% 1.76 1046 50.76%
12/29/2002 - 7/30/2006 $60,275.00 46.98% 1.77 1049 50.81%
12/22/2002 - 7/30/2006 $61,035.00 47.86% 1.77 1053 50.90%
12/15/2002 - 7/30/2006 $61,605.00 48.52% 1.78 1057 51.09%
12/8/2002 - 7/30/2006 $62,150.00 49.16% 1.79 1064 51.22%
12/1/2002 - 7/30/2006 $62,205.00 49.23% 1.78 1069 51.17%
11/24/2002 - 7/30/2006 $62,870.00 50.02% 1.79 1076 51.21%
11/17/2002 - 7/30/2006 $62,985.00 50.15% 1.79 1083 51.25%
11/10/2002 - 7/30/2006 $63,110.00 50.30% 1.78 1090 51.28%
11/3/2002 - 7/30/2006 $62,825.00 49.96% 1.77 1095 51.32%
10/27/2002 - 7/30/2006 $62,965.00 50.13% 1.77 1099 51.32%
10/20/2002 - 7/30/2006 $65,270.00 52.94% 1.80 1106 51.45%
10/13/2002 - 7/30/2006 $65,580.00 53.32% 1.80 1112 51.53%
10/6/2002 - 7/30/2006 $67,700.00 56.01% 1.82 1118 51.61%
9/29/2002 - 7/30/2006 $68,575.00 57.15% 1.83 1123 51.65%
9/22/2002 - 7/30/2006 $70,555.00 59.78% 1.85 1127 51.82%
9/15/2002 - 7/30/2006 $71,370.00 60.90% 1.85 1132 51.86%
9/8/2002 - 7/30/2006 $71,610.00 61.23% 1.85 1138 51.85%
9/1/2002 - 7/30/2006 $70,660.00 59.93% 1.83 1144 51.66%
8/25/2002 - 7/30/2006 $71,405.00 60.94% 1.83 1151 51.69%
8/18/2002 - 7/30/2006 $72,130.00 61.95% 1.84 1156 51.73%
8/11/2002 - 7/30/2006 $73,600.00 64.02% 1.85 1160 51.72%
8/4/2002 - 7/30/2006 $73,615.00 64.04% 1.84 1167 51.59%
7/28/2002 - 7/30/2006 $74,375.00 65.13% 1.85 1171 51.67%
7/21/2002 - 7/30/2006 $76,650.00 68.49% 1.87 1176 51.70%
7/14/2002 - 7/30/2006 $78,355.00 71.09% 1.88 1183 51.82%
7/7/2002 - 7/30/2006 $79,775.00 73.33% 1.90 1189 51.89%
6/30/2002 - 7/30/2006 $80,600.00 74.65% 1.90 1192 52.01%
6/23/2002 - 7/30/2006 $82,275.00 77.40% 1.92 1197 52.05%
6/16/2002 - 7/30/2006 $82,425.00 77.65% 1.91 1203 52.04%
6/9/2002 - 7/30/2006 $83,015.00 78.65% 1.91 1209 51.94%
6/2/2002 - 7/30/2006 $83,860.00 80.09% 1.91 1214 51.98%
5/26/2002 - 7/30/2006 $83,565.00 79.58% 1.91 1217 51.85%
5/19/2002 - 7/30/2006 $84,560.00 81.30% 1.92 1222 51.88%
5/12/2002 - 7/30/2006 $83,775.00 79.94% 1.90 1229 51.75%
5/5/2002 - 7/30/2006 $84,715.00 81.57% 1.90 1233 51.82%
4/28/2002 - 7/30/2006 $84,810.00 81.74% 1.90 1236 51.86%
4/21/2002 - 7/30/2006 $84,555.00 81.29% 1.90 1241 51.81%
4/14/2002 - 7/30/2006 $83,775.00 79.94% 1.88 1247 51.72%
4/7/2002 - 7/30/2006 $86,125.00 84.07% 1.90 1253 51.96%
3/31/2002 - 7/30/2006 $86,720.00 85.14% 1.90 1260 51.98%
3/24/2002 - 7/30/2006 $87,020.00 85.69% 1.91 1262 52.06%
3/17/2002 - 7/30/2006 $86,645.00 85.01% 1.90 1267 51.93%
3/10/2002 - 7/30/2006 $86,085.00 84.00% 1.89 1271 51.77%
3/3/2002 - 7/30/2006 $86,195.00 84.20% 1.88 1277 51.76%
2/24/2002 - 7/30/2006 $87,100.00 85.84% 1.89 1280 51.88%
2/17/2002 - 7/30/2006 $88,055.00 87.60% 1.90 1285 51.91%
2/10/2002 - 7/30/2006 $88,570.00 88.57% 1.90 1288 52.02%
2/3/2002 - 7/30/2006 $88,570.00 88.57% 1.90 1288 52.02%

Created by TradeStation: 7/31/2006 7:36:38 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID:

TradeStation Performance Report


Performance Summary
Trade Analysis
Annual
Daily
Monthly
Weekly
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