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TradeStation TradeManager Performance Report WESPowerPointsRX-ES2, @ES.D, 5 min., 1/28/2008 9:35:00 AM - 1/28/2010 3:10:00 PM
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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $201,062.50 $104,875.00 $96,187.50
Gross Profit $479,312.50 $226,812.50 $252,500.00
Gross Loss ($278,250.00) ($121,937.50) ($156,312.50)
Profit Factor 1.72 1.86 1.62
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $152,062.50 $89,500.00 $62,562.50
Select Gross Profit $414,437.50 $205,875.00 $208,562.50
Select Gross Loss ($262,375.00) ($116,375.00) ($146,000.00)
Select Profit Factor 1.58 1.77 1.43
       
Adjusted Total Net Profit $155,266.49 $74,118.24 $62,232.98
Adjusted Gross Profit $445,753.91 $204,131.25 $227,740.34
Adjusted Gross Loss ($290,487.42) ($130,013.01) ($165,507.35)
Adjusted Profit Factor 1.53 1.57 1.38
       
Total Number of Trades 723 329 394
Percent Profitable 28.22% 30.40% 26.40%
Winning Trades 204 100 104
Losing Trades 517 228 289
Even Trades 2 1 1
       
Avg. Trade Net Profit $278.09 $318.77 $244.13
Avg. Winning Trade $2,349.57 $2,268.13 $2,427.88
Avg. Losing Trade ($538.20) ($534.81) ($540.87)
Ratio Avg. Win:Avg. Loss 4.37 4.24 4.49
Largest Winning Trade $11,750.00 $10,812.50 $11,750.00
Largest Losing Trade ($4,000.00) ($4,000.00) ($2,187.50)
Largest Winner as % of Gross Profit 2.45% 4.77% 4.65%
Largest Loser as % of Gross Loss 1.44% 3.28% 1.40%
       
Net Profit as % of Largest Loss 5026.56% 2621.88% 4397.14%
Select Net Profit as % of Largest Loss 3801.56% 2237.50% 2860.00%
Adjusted Net Profit as % of Largest Loss 3881.66% 1852.96% 2844.94%
       
Max. Consecutive Winning Trades 4 4 4
Max. Consecutive Losing Trades 16 9 14
Avg. Bars in Total Trades 14.73 14.97 14.54
Avg. Bars in Winning Trades 30.00 30.99 29.06
Avg. Bars in Losing Trades 8.64 7.86 9.25
Avg. Bars in Even Trades 32.50 33.00 32.00
Max. Shares/Contracts Held 5 5 5
Total Shares/Contracts Held 3615 1645 1970
Account Size Required $14,875.00 $5,812.50 $18,937.50
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 201.06%
Annual Rate of Return 55.07%
Buy & Hold Return (19.45%)
Return on Account 1351.68%    
Avg. Monthly Return $8,042.50    
Std. Deviation of Monthly Return $9,873.54    
       
Return Retracement Ratio 1.04    
RINA Index 5062.37    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 2 Yrs, 1 Hr, 25 Mins
Percent of Time in the Market 5.41%
Time in the Market 1 Mth, 8 Dys, 12 Hrs, 20 Mins    
Longest Flat Period 6 Dys, 23 Hrs, 35 Mins    
       
Max. Equity Run-up
 $209,812.50    
Date of Max. Equity Run-up 07/16/09 15:50    
Max. Equity Run-up as % of Initial Capital 209.81%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($15,937.50) ($7,937.50) ($21,437.50)
Date 12/14/09 15:00    
as % of Initial Capital 15.94% 7.94% 21.44%
Net Profit as % of Drawdown 1261.57% 1321.26% 448.69%
Select Net Profit as % of Drawdown 954.12% 1127.56% 291.84%
Adjusted Net Profit as % of Drawdown 974.22% 933.77% 290.30%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($14,875.00) ($5,812.50) ($18,937.50)
Date 12/11/09 16:05    
as % of Initial Capital 14.88% 5.81% 18.94%
Net Profit as % of Drawdown 1351.68% 1804.30% 507.92%
Select Net Profit as % of Drawdown 1022.27% 1539.78% 330.36%
Adjusted Net Profit as % of Drawdown 1043.81% 1275.15% 328.62%
       
Max. Trade Drawdown ($5,000.00) ($5,000.00) ($3,062.50)
     
     
     
Created by TradeStation: 1/28/2010 3:08:01 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report WESPowerPointsRX-ES2, @ES.D, 5 min., 1/28/2008 9:35:00 AM - 1/28/2010 3:10:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 723 204 517
Avg. Trade Net Profit $278.09 $2,349.57 ($538.20)
1 Std. Deviation of Avg. Trade $1,818.94 $2,370.76 $232.05
Avg. Trade + 1 Std. Deviation $2,097.03 $4,720.33 ($306.15)
Avg. Trade - 1 Std. Deviation ($1,540.84) ($21.18) ($770.25)
Coefficient of Variation 654.07% 100.90% 43.12%
Time Averages
Avg. Time in Trades 1 Hr, 18 Mins 2 Hrs, 31 Mins 49 Mins
Avg. Time Between Trades 22 Hrs, 57 Mins 3 Dys, 11 Hrs, 4 Mins 1 Dy, 9 Hrs, 7 Mins
Avg. Time Between Trade Profit Peaks 43 Dys, 10 Hrs, 17 Mins
Outliers Total Positive Negative
Number of Outliers 14 6 8
Outlier Profit/Loss $49,000.00 $64,875.00 ($15,875.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $13,875.00 ($5,000.00)
Max. Value Date 9/29/2008 9/16/2008
Avg. Value $1,346.65 ($497.84)
1 Std. Deviation $1,893.59 $345.13
Avg. + 1 Std. Deviation $3,240.24 ($152.71)
Avg. - 1 Std. Deviation ($546.95) ($842.97)
Coefficient of Variation 140.62% 69.33%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency (20.38%) 55.00% 24.62%
1 Std. Deviation 57.48% 30.52% 34.65%
Avg. + 1 Std. Deviation 37.11% 85.52% 59.27%
Avg. - 1 Std. Deviation (77.86%) 24.48% (10.03%)
Coefficient of Variation 282.10% 55.49% 140.74%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $11,750.00 ($4,000.00)
Largest Profit/Loss as % of Gross 2.45% 1.44%
Largest Consec. Profit/Loss $19,000.00 ($9,062.50)
Largest Consec. Profit/Loss as % of Gross 3.96% 3.26%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 106 $2,274.76 ($514.74)
2 31 $2,457.66 ($592.74)
3 8 $2,604.17 ($523.44)
4 3 $1,942.71 ($520.83)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 40 ($495.31) $2,050.00
2 28 ($500.00) $1,747.69
3 30 ($509.03) $2,166.67
4 15 ($528.13) $1,925.00
5 10 ($555.00) $2,900.00
6 8 ($604.17) $3,976.56
7 5 ($517.86) $1,512.50
8 5 ($634.38) $3,975.00
9 1 ($500.00) $1,750.00
11 1 ($494.32) $250.00
12 3 ($600.69) $770.83
13 2 ($490.38) $1,093.75
16 1 ($523.44) $2,312.50

Created by TradeStation: 1/28/2010 3:08:01 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  01/29/08 14:00  Short  $1,348.50  $0.00  5  ($500.00)  (0.15%)  $1,000.00  66.67%    $0.00  $0.00
   Buy to Cover  01/29/08 14:55  Stop Loss  $1,350.50    ($500.00)  ($500.00)    ($500.00)  0.00%  (33.33%)  $0.00  $0.00
 2  Sell Short  01/30/08 11:10  Short  $1,349.50  $0.00  5  ($500.00)  (0.15%)  $1,187.50  70.37%    $0.00  $0.00
   Buy to Cover  01/30/08 14:15  Stop Loss  $1,351.50    ($500.00)  ($1,000.00)    ($500.00)  0.00%  (29.63%)  $0.00  $0.00
 3  Buy  02/01/08 11:00  Long  $1,370.25  $0.00  5  ($500.00)  (0.15%)  $187.50  25.00%    $0.00  $0.00
   Sell  02/01/08 11:05  Stop Loss  $1,368.25    ($500.00)  ($1,500.00)    ($562.50)  8.33%  (66.67%)  $0.00  $0.00
 4  Buy  02/01/08 12:50  Long  $1,372.50  $0.00  5  ($562.50)  (0.16%)  $125.00  14.29%    $0.00  $0.00
   Sell  02/01/08 12:55  Stop Loss  $1,370.25    ($562.50)  ($2,062.50)    ($750.00)  21.43%  (64.29%)  $0.00  $0.00
 5  Buy  02/01/08 13:10  Long  $1,373.50  $0.00  5  $2,875.00  0.84%  $3,062.50  90.74%    $0.00  $0.00
   Sell  02/01/08 16:05  Sell  $1,385.00    $2,875.00  $812.50    ($312.50)  94.44%  85.19%  $0.00  $0.00
 6  Sell Short  02/04/08 15:40  Short  $1,372.25  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  02/04/08 15:45  Stop Loss  $1,374.25    ($500.00)  $312.50    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 7  Sell Short  02/06/08 10:30  Short  $1,331.00  $0.00  5  ($500.00)  (0.15%)  $437.50  46.67%    $0.00  $0.00
   Buy to Cover  02/06/08 10:35  Stop Loss  $1,333.00    ($500.00)  ($187.50)    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 8  Sell Short  02/07/08 10:45  Short  $1,316.75  $0.00  5  ($500.00)  (0.15%)  $750.00  60.00%    $0.00  $0.00
   Buy to Cover  02/07/08 10:55  Stop Loss  $1,318.75    ($500.00)  ($687.50)    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 9  Sell Short  02/07/08 15:50  Short  $1,319.00  $0.00  5  ($500.00)  (0.15%)  $125.00  12.50%    $0.00  $0.00
   Buy to Cover  02/07/08 15:55  Stop Loss  $1,321.00    ($500.00)  ($1,187.50)    ($875.00)  37.50%  (50.00%)  $0.00  $0.00
 10  Sell Short  02/08/08 09:40  Short  $1,323.25  $0.00  5  ($500.00)  (0.15%)  $1,187.50  70.37%    $0.00  $0.00
   Buy to Cover  02/08/08 10:00  Stop Loss  $1,325.25    ($500.00)  ($1,687.50)    ($500.00)  0.00%  (29.63%)  $0.00  $0.00
 11  Buy  02/08/08 10:50  Long  $1,326.75  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Sell  02/08/08 11:05  Stop Loss  $1,324.75    ($500.00)  ($2,187.50)    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 12  Sell Short  02/08/08 14:55  Short  $1,316.50  $0.00  5  ($500.00)  (0.15%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  02/08/08 15:00  Stop Loss  $1,318.50    ($500.00)  ($2,687.50)    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 13  Sell Short  02/08/08 15:30  Short  $1,317.00  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  02/08/08 15:35  Stop Loss  $1,319.00    ($500.00)  ($3,187.50)    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 14  Sell Short  02/11/08 09:45  Short  $1,317.75  $0.00  5  ($500.00)  (0.15%)  $2,187.50  81.40%    $0.00  $0.00
   Buy to Cover  02/11/08 11:10  Stop Loss  $1,319.75    ($500.00)  ($3,687.50)    ($500.00)  0.00%  (18.60%)  $0.00  $0.00
 15  Buy  02/11/08 12:10  Long  $1,320.75  $0.00  5  $1,750.00  0.53%  $2,625.00  85.71%    $0.00  $0.00
   Sell  02/11/08 16:05  Sell  $1,327.75    $1,750.00  ($1,937.50)    ($437.50)  71.43%  57.14%  $0.00  $0.00
 16  Sell Short  02/12/08 09:35  Short  $1,337.75  $0.00  5  ($500.00)  (0.15%)  $875.00  63.64%    $0.00  $0.00
   Buy to Cover  02/12/08 09:50  Stop Loss  $1,339.75    ($500.00)  ($2,437.50)    ($500.00)  0.00%  (36.36%)  $0.00  $0.00
 17  Sell Short  02/12/08 13:45  Short  $1,345.75  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  02/12/08 13:55  Stop Loss  $1,347.75    ($500.00)  ($2,937.50)    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 18  Sell Short  02/12/08 14:10  Short  $1,346.25  $0.00  5  $2,000.00  0.59%  $4,437.50  92.21%    $0.00  $0.00
   Buy to Cover  02/12/08 16:05  Cover  $1,338.25    $2,000.00  ($937.50)    ($375.00)  49.35%  41.56%  $0.00  $0.00
 19  Buy  02/14/08 09:40  Long  $1,355.50  $0.00  5  ($500.00)  (0.15%)  $187.50  25.00%    $0.00  $0.00
   Sell  02/14/08 09:45  Stop Loss  $1,353.50    ($500.00)  ($1,437.50)    ($562.50)  8.33%  (66.67%)  $0.00  $0.00
 20  Buy  02/14/08 10:00  Long  $1,354.00  $0.00  5  ($500.00)  (0.15%)  $562.50  52.94%    $0.00  $0.00
   Sell  02/14/08 10:05  Stop Loss  $1,352.00    ($500.00)  ($1,937.50)    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 21  Buy  02/14/08 10:55  Long  $1,354.50  $0.00  5  ($687.50)  (0.20%)  $125.00  11.76%    $0.00  $0.00
   Sell  02/14/08 11:00  Stop Loss  $1,351.75    ($687.50)  ($2,625.00)    ($937.50)  23.53%  (64.71%)  $0.00  $0.00
 22  Sell Short  02/14/08 15:45  Short  $1,343.50  $0.00  5  $1,375.00  0.41%  $1,625.00  100.00%    $0.00  $0.00
   Buy to Cover  02/14/08 16:05  Cover  $1,338.00    $1,375.00  ($1,250.00)    $0.00  84.62%  84.62%  $0.00  $0.00
 23  Buy  02/15/08 14:35  Long  $1,332.00  $0.00  5  $1,687.50  0.51%  $1,937.50  83.78%    $0.00  $0.00
   Sell  02/15/08 16:05  Sell  $1,338.75    $1,687.50  $437.50    ($375.00)  89.19%  72.97%  $0.00  $0.00
 24  Buy  02/22/08 15:35  Long  $1,323.50  $0.00  5  $5,312.50  1.61%  $5,437.50  95.60%    $0.00  $0.00
   Sell  02/22/08 16:05  Sell  $1,344.75    $5,312.50  $5,750.00    ($250.00)  97.80%  93.41%  $0.00  $0.00
 25  Sell Short  02/27/08 09:35  Short  $1,362.75  $0.00  5  ($500.00)  (0.15%)  $375.00  42.86%    $0.00  $0.00
   Buy to Cover  02/27/08 09:45  Stop Loss  $1,364.75    ($500.00)  $5,250.00    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 26  Sell Short  02/27/08 15:40  Short  $1,370.75  $0.00  5  $562.50  0.16%  $937.50  71.43%    $0.00  $0.00
   Buy to Cover  02/27/08 16:05  Cover  $1,368.50    $562.50  $5,812.50    ($375.00)  71.43%  42.86%  $0.00  $0.00
 27  Sell Short  02/28/08 13:25  Short  $1,357.00  $0.00  5  ($500.00)  (0.15%)  $812.50  61.90%    $0.00  $0.00
   Buy to Cover  02/28/08 14:20  Stop Loss  $1,359.00    ($500.00)  $5,312.50    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 28  Sell Short  02/29/08 13:35  Short  $1,332.75  $0.00  5  $2,875.00  0.86%  $4,687.50  100.00%    $0.00  $0.00
   Buy to Cover  02/29/08 16:05  Cover  $1,321.25    $2,875.00  $8,187.50    $0.00  61.33%  61.33%  $0.00  $0.00
 29  Sell Short  03/03/08 10:40  Short  $1,319.50  $0.00  5  ($500.00)  (0.15%)  $1,562.50  75.76%    $0.00  $0.00
   Buy to Cover  03/03/08 12:00  Stop Loss  $1,321.50    ($500.00)  $7,687.50    ($500.00)  0.00%  (24.24%)  $0.00  $0.00
 30  Buy  03/03/08 13:35  Long  $1,319.50  $0.00  5  ($562.50)  (0.17%)  $62.50  10.00%    $0.00  $0.00
   Sell  03/03/08 13:40  Stop Loss  $1,317.25    ($562.50)  $7,125.00    ($562.50)  0.00%  (90.00%)  $0.00  $0.00
 31  Buy  03/03/08 13:45  Long  $1,318.75  $0.00  5  ($500.00)  (0.15%)  $937.50  65.22%    $0.00  $0.00
   Sell  03/03/08 14:05  Stop Loss  $1,316.75    ($500.00)  $6,625.00    ($500.00)  0.00%  (34.78%)  $0.00  $0.00
 32  Sell Short  03/04/08 09:40  Short  $1,308.25  $0.00  5  ($750.00)  (0.23%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  03/04/08 09:45  Stop Loss  $1,311.25    ($750.00)  $5,875.00    ($1,000.00)  25.00%  (75.00%)  $0.00  $0.00
 33  Sell Short  03/05/08 13:20  Short  $1,324.00  $0.00  5  $250.00  0.08%  $3,750.00  89.55%    $0.00  $0.00
   Buy to Cover  03/05/08 16:05  Cover  $1,323.00    $250.00  $6,125.00    ($437.50)  16.42%  5.97%  $0.00  $0.00
 34  Sell Short  03/06/08 09:40  Short  $1,314.25  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  03/06/08 09:50  Stop Loss  $1,316.25    ($500.00)  $5,625.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 35  Sell Short  03/06/08 14:20  Short  $1,304.50  $0.00  5  $2,625.00  0.80%  $3,062.50  87.50%    $0.00  $0.00
   Buy to Cover  03/06/08 16:05  Cover  $1,294.00    $2,625.00  $8,250.00    ($437.50)  87.50%  75.00%  $0.00  $0.00
 36  Sell Short  03/07/08 11:00  Short  $1,296.50  $0.00  5  $3,437.50  1.06%  $6,375.00  98.08%    $0.00  $0.00
   Buy to Cover  03/07/08 16:05  Cover  $1,282.75    $3,437.50  $11,687.50    ($125.00)  54.81%  52.88%  $0.00  $0.00
 37  Buy  03/10/08 10:05  Long  $1,281.75  $0.00  5  ($500.00)  (0.16%)  $750.00  60.00%    $0.00  $0.00
   Sell  03/10/08 10:10  Stop Loss  $1,279.75    ($500.00)  $11,187.50    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 38  Sell Short  03/10/08 10:50  Short  $1,279.00  $0.00  5  ($562.50)  (0.18%)  $62.50  5.88%    $0.00  $0.00
   Buy to Cover  03/10/08 10:55  Stop Loss  $1,281.25    ($562.50)  $10,625.00    ($1,000.00)  41.18%  (52.94%)  $0.00  $0.00
 39  Sell Short  03/10/08 11:05  Short  $1,279.75  $0.00  5  ($500.00)  (0.16%)  $125.00  13.33%    $0.00  $0.00
   Buy to Cover  03/10/08 11:10  Stop Loss  $1,281.75    ($500.00)  $10,125.00    ($812.50)  33.33%  (53.33%)  $0.00  $0.00
 40  Sell Short  03/10/08 11:15  Short  $1,279.50  $0.00  5  $3,875.00  1.21%  $4,562.50  91.25%    $0.00  $0.00
   Buy to Cover  03/10/08 16:05  Cover  $1,264.00    $3,875.00  $14,000.00    ($437.50)  86.25%  77.50%  $0.00  $0.00
 41  Buy  03/11/08 12:15  Long  $1,280.00  $0.00  5  ($500.00)  (0.16%)  $812.50  61.90%    $0.00  $0.00
   Sell  03/11/08 12:35  Stop Loss  $1,278.00    ($500.00)  $13,500.00    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 42  Buy  03/11/08 14:00  Long  $1,285.75  $0.00  5  $5,875.00  1.83%  $6,125.00  98.99%    $0.00  $0.00
   Sell  03/11/08 16:05  Sell  $1,309.25    $5,875.00  $19,375.00    ($62.50)  95.96%  94.95%  $0.00  $0.00
 43  Sell Short  03/12/08 12:55  Short  $1,310.25  $0.00  5  ($500.00)  (0.15%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  03/12/08 13:05  Stop Loss  $1,312.25    ($500.00)  $18,875.00    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 44  Buy  03/12/08 13:10  Long  $1,313.00  $0.00  5  ($500.00)  (0.15%)  $312.50  38.46%    $0.00  $0.00
   Sell  03/12/08 13:20  Stop Loss  $1,311.00    ($500.00)  $18,375.00    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 45  Buy  03/12/08 13:30  Long  $1,313.75  $0.00  5  ($500.00)  (0.15%)  $125.00  20.00%    $0.00  $0.00
   Sell  03/12/08 13:35  Stop Loss  $1,311.75    ($500.00)  $17,875.00    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 46  Sell Short  03/14/08 09:55  Short  $1,293.75  $0.00  5  $6,437.50  1.99%  $7,875.00  93.33%    $0.00  $0.00
   Buy to Cover  03/14/08 15:00  Cover  $1,268.00    $6,437.50  $24,312.50    ($562.50)  82.96%  76.30%  $0.00  $0.00
 47  Buy  03/14/08 16:00  Long  $1,277.25  $0.00  5  ($62.50)  (0.02%)  $937.50  83.33%    $0.00  $0.00
   Sell  03/14/08 16:05  Sell  $1,277.00    ($62.50)  $24,250.00    ($187.50)  11.11%  (5.56%)  $0.00  $0.00
 48  Buy  03/14/08 16:15  Long  $1,276.75  $0.00  5  $625.00  0.20%  $937.50  83.33%    $0.00  $0.00
   Sell  03/14/08 16:15  End of Day Exit  $1,279.25    $625.00  $24,875.00    ($187.50)  72.22%  55.56%  $0.00  $0.00
 49  Sell Short  03/17/08 09:40  Short  $1,252.50  $0.00  5  ($500.00)  (0.16%)  $312.50  18.52%    $0.00  $0.00
   Buy to Cover  03/17/08 09:45  Stop Loss  $1,254.50    ($500.00)  $24,375.00    ($1,375.00)  51.85%  (29.63%)  $0.00  $0.00
 50  Sell Short  03/17/08 11:05  Short  $1,267.00  $0.00  5  ($500.00)  (0.16%)  $5,625.00  91.84%    $0.00  $0.00
   Buy to Cover  03/17/08 15:10  Stop Loss  $1,269.00    ($500.00)  $23,875.00    ($500.00)  0.00%  (8.16%)  $0.00  $0.00
 51  Buy  03/18/08 14:25  Long  $1,299.00  $0.00  5  ($500.00)  (0.15%)  $562.50  29.03%    $0.00  $0.00
   Sell  03/18/08 14:30  Stop Loss  $1,297.00    ($500.00)  $23,375.00    ($1,375.00)  45.16%  (25.81%)  $0.00  $0.00
 52  Buy  03/20/08 12:55  Long  $1,296.75  $0.00  5  $5,187.50  1.60%  $5,625.00  94.74%    $0.00  $0.00
   Sell  03/20/08 16:05  Sell  $1,317.50    $5,187.50  $28,562.50    ($312.50)  92.63%  87.37%  $0.00  $0.00
 53  Buy  03/24/08 14:25  Long  $1,344.00  $0.00  5  ($500.00)  (0.15%)  $375.00  42.86%    $0.00  $0.00
   Sell  03/24/08 14:50  Stop Loss  $1,342.00    ($500.00)  $28,062.50    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 54  Sell Short  03/24/08 14:55  Short  $1,341.75  $0.00  5  $875.00  0.26%  $1,562.50  80.65%    $0.00  $0.00
   Buy to Cover  03/24/08 16:05  Cover  $1,338.25    $875.00  $28,937.50    ($375.00)  64.52%  45.16%  $0.00  $0.00
 55  Sell Short  03/25/08 11:55  Short  $1,335.50  $0.00  5  ($500.00)  (0.15%)  $562.50  47.37%    $0.00  $0.00
   Buy to Cover  03/25/08 12:10  Stop Loss  $1,337.50    ($500.00)  $28,437.50    ($625.00)  10.53%  (42.11%)  $0.00  $0.00
 56  Buy  03/26/08 14:15  Long  $1,328.25  $0.00  5  ($500.00)  (0.15%)  $2,000.00  80.00%    $0.00  $0.00
   Sell  03/26/08 15:40  Stop Loss  $1,326.25    ($500.00)  $27,937.50    ($500.00)  0.00%  (20.00%)  $0.00  $0.00
 57  Buy  03/26/08 15:55  Long  $1,329.00  $0.00  5  ($125.00)  (0.04%)  $250.00  26.67%    $0.00  $0.00
   Sell  03/26/08 16:05  Sell  $1,328.50    ($125.00)  $27,812.50    ($687.50)  60.00%  (13.33%)  $0.00  $0.00
 58  Buy  03/27/08 09:40  Long  $1,331.00  $0.00  5  ($500.00)  (0.15%)  $62.50  9.09%    $0.00  $0.00
   Sell  03/27/08 09:45  Stop Loss  $1,329.00    ($500.00)  $27,312.50    ($625.00)  18.18%  (72.73%)  $0.00  $0.00
 59  Sell Short  03/27/08 15:00  Short  $1,326.50  $0.00  5  $3,000.00  0.90%  $3,312.50  94.64%    $0.00  $0.00
   Buy to Cover  03/27/08 16:05  Cover  $1,314.50    $3,000.00  $30,312.50    ($187.50)  91.07%  85.71%  $0.00  $0.00
 60  Sell Short  03/28/08 10:20  Short  $1,319.75  $0.00  5  $3,937.50  1.19%  $4,812.50  91.67%    $0.00  $0.00
   Buy to Cover  03/28/08 16:05  Cover  $1,304.00    $3,937.50  $34,250.00    ($437.50)  83.33%  75.00%  $0.00  $0.00
 61  Sell Short  03/31/08 10:30  Short  $1,305.50  $0.00  5  ($500.00)  (0.15%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  03/31/08 11:00  Stop Loss  $1,307.50    ($500.00)  $33,750.00    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 62  Sell Short  03/31/08 15:35  Short  $1,309.75  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  03/31/08 15:40  Stop Loss  $1,311.75    ($500.00)  $33,250.00    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 63  Sell Short  03/31/08 16:05  Short  $1,309.25  $0.00  5  $187.50  0.06%  $812.50  68.42%    $0.00  $0.00
   Buy to Cover  03/31/08 16:15  End of Day Exit  $1,308.50    $187.50  $33,437.50    ($375.00)  47.37%  15.79%  $0.00  $0.00
 64  Buy  04/01/08 09:40  Long  $1,327.50  $0.00  5  $7,875.00  2.37%  $7,937.50  98.45%    $0.00  $0.00
   Sell  04/01/08 16:05  Sell  $1,359.00    $7,875.00  $41,312.50    ($125.00)  99.22%  97.67%  $0.00  $0.00
 65  Sell Short  04/02/08 14:30  Short  $1,361.25  $0.00  5  $1,187.50  0.35%  $2,875.00  95.83%    $0.00  $0.00
   Buy to Cover  04/02/08 16:05  Cover  $1,356.50    $1,187.50  $42,500.00    ($125.00)  43.75%  39.58%  $0.00  $0.00
 66  Sell Short  04/03/08 11:30  Short  $1,351.75  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  04/03/08 11:35  Stop Loss  $1,353.75    ($500.00)  $42,000.00    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 67  Sell Short  04/04/08 09:40  Short  $1,356.75  $0.00  5  ($500.00)  (0.15%)  $562.50  47.37%    $0.00  $0.00
   Buy to Cover  04/04/08 09:45  Stop Loss  $1,358.75    ($500.00)  $41,500.00    ($625.00)  10.53%  (42.11%)  $0.00  $0.00
 68  Buy  04/04/08 14:45  Long  $1,364.75  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Sell  04/04/08 15:05  Stop Loss  $1,362.75    ($500.00)  $41,000.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 69  Buy  04/07/08 10:45  Long  $1,364.75  $0.00  5  ($500.00)  (0.15%)  $2,750.00  84.62%    $0.00  $0.00
   Sell  04/07/08 14:35  Stop Loss  $1,362.75    ($500.00)  $40,500.00    ($500.00)  0.00%  (15.38%)  $0.00  $0.00
 70  Sell Short  04/08/08 11:45  Short  $1,357.00  $0.00  5  $750.00  0.22%  $2,000.00  100.00%    $0.00  $0.00
   Buy to Cover  04/08/08 16:05  Cover  $1,354.00    $750.00  $41,250.00    $0.00  37.50%  37.50%  $0.00  $0.00
 71  Sell Short  04/09/08 14:20  Short  $1,342.00  $0.00  5  ($500.00)  (0.15%)  $1,000.00  66.67%    $0.00  $0.00
   Buy to Cover  04/09/08 15:40  Stop Loss  $1,344.00    ($500.00)  $40,750.00    ($500.00)  0.00%  (33.33%)  $0.00  $0.00
 72  Sell Short  04/10/08 15:20  Short  $1,350.50  $0.00  5  $562.50  0.17%  $1,562.50  78.13%    $0.00  $0.00
   Buy to Cover  04/10/08 16:05  Cover  $1,348.25    $562.50  $41,312.50    ($437.50)  50.00%  28.13%  $0.00  $0.00
 73  Sell Short  04/14/08 14:55  Short  $1,318.00  $0.00  5  $312.50  0.09%  $1,000.00  88.89%    $0.00  $0.00
   Buy to Cover  04/14/08 16:05  Cover  $1,316.75    $312.50  $41,625.00    ($125.00)  38.89%  27.78%  $0.00  $0.00
 74  Buy  04/15/08 10:55  Long  $1,318.50  $0.00  5  ($500.00)  (0.15%)  $125.00  16.67%    $0.00  $0.00
   Sell  04/15/08 11:00  Stop Loss  $1,316.50    ($500.00)  $41,125.00    ($625.00)  16.67%  (66.67%)  $0.00  $0.00
 75  Buy  04/15/08 11:05  Long  $1,318.50  $0.00  5  ($500.00)  (0.15%)  $125.00  20.00%    $0.00  $0.00
   Sell  04/15/08 11:10  Stop Loss  $1,316.50    ($500.00)  $40,625.00    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 76  Buy  04/15/08 13:20  Long  $1,317.25  $0.00  5  $1,687.50  0.51%  $1,812.50  85.29%    $0.00  $0.00
   Sell  04/15/08 16:05  Sell  $1,324.00    $1,687.50  $42,312.50    ($312.50)  94.12%  79.41%  $0.00  $0.00
 77  Buy  04/18/08 14:25  Long  $1,381.25  $0.00  5  ($500.00)  (0.14%)  $125.00  20.00%    $0.00  $0.00
   Sell  04/18/08 14:30  Stop Loss  $1,379.25    ($500.00)  $41,812.50    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 78  Sell Short  04/21/08 12:15  Short  $1,372.75  $0.00  5  ($500.00)  (0.15%)  $375.00  42.86%    $0.00  $0.00
   Buy to Cover  04/21/08 13:10  Stop Loss  $1,374.75    ($500.00)  $41,312.50    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 79  Buy  04/21/08 14:25  Long  $1,372.50  $0.00  5  ($562.50)  (0.16%)  $0.00  0.00%    $0.00  $0.00
   Sell  04/21/08 14:30  Stop Loss  $1,370.25    ($562.50)  $40,750.00    ($562.50)  0.00%  (100.00%)  $0.00  $0.00
 80  Sell Short  04/22/08 15:30  Short  $1,361.50  $0.00  5  ($500.00)  (0.15%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  04/22/08 15:50  Stop Loss  $1,363.50    ($500.00)  $40,250.00    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 81  Buy  04/24/08 09:40  Long  $1,370.50  $0.00  5  ($750.00)  (0.22%)  $62.50  7.69%    $0.00  $0.00
   Sell  04/24/08 09:45  Stop Loss  $1,367.50    ($750.00)  $39,500.00    ($750.00)  0.00%  (92.31%)  $0.00  $0.00
 82  Buy  04/25/08 09:40  Long  $1,382.25  $0.00  5  ($500.00)  (0.14%)  $375.00  42.86%    $0.00  $0.00
   Sell  04/25/08 09:50  Stop Loss  $1,380.25    ($500.00)  $39,000.00    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 83  Sell Short  04/25/08 09:55  Short  $1,380.50  $0.00  5  ($500.00)  (0.14%)  $3,312.50  86.89%    $0.00  $0.00
   Buy to Cover  04/25/08 15:10  Stop Loss  $1,382.50    ($500.00)  $38,500.00    ($500.00)  0.00%  (13.11%)  $0.00  $0.00
 84  Sell Short  04/29/08 13:00  Short  $1,378.25  $0.00  5  ($500.00)  (0.15%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  04/29/08 13:15  Stop Loss  $1,380.25    ($500.00)  $38,000.00    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 85  Buy  04/30/08 09:40  Long  $1,381.75  $0.00  5  ($500.00)  (0.14%)  $3,000.00  85.71%    $0.00  $0.00
   Sell  04/30/08 15:00  Stop Loss  $1,379.75    ($500.00)  $37,500.00    ($500.00)  0.00%  (14.29%)  $0.00  $0.00
 86  Sell Short  05/05/08 09:40  Short  $1,395.75  $0.00  5  ($500.00)  (0.14%)  $187.50  27.27%    $0.00  $0.00
   Buy to Cover  05/05/08 09:50  Stop Loss  $1,397.75    ($500.00)  $37,000.00    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 87  Buy  05/05/08 09:55  Long  $1,398.00  $0.00  5  ($500.00)  (0.14%)  $1,187.50  70.37%    $0.00  $0.00
   Sell  05/05/08 10:30  Stop Loss  $1,396.00    ($500.00)  $36,500.00    ($500.00)  0.00%  (29.63%)  $0.00  $0.00
 88  Sell Short  05/05/08 15:05  Short  $1,394.00  $0.00  5  ($500.00)  (0.14%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  05/05/08 15:15  Stop Loss  $1,396.00    ($500.00)  $36,000.00    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 89  Buy  05/05/08 16:10  Long  $1,394.75  $0.00  5  $187.50  0.05%  $250.00  80.00%    $0.00  $0.00
   Sell  05/05/08 16:15  End of Day Exit  $1,395.50    $187.50  $36,187.50    ($62.50)  80.00%  60.00%  $0.00  $0.00
 90  Sell Short  05/06/08 09:40  Short  $1,386.50  $0.00  5  ($500.00)  (0.14%)  $687.50  57.89%    $0.00  $0.00
   Buy to Cover  05/06/08 10:15  Stop Loss  $1,388.50    ($500.00)  $35,687.50    ($500.00)  0.00%  (42.11%)  $0.00  $0.00
 91  Sell Short  05/07/08 10:55  Short  $1,403.25  $0.00  5  $6,125.00  1.75%  $6,500.00  97.20%    $0.00  $0.00
   Buy to Cover  05/07/08 16:05  Cover  $1,378.75    $6,125.00  $41,812.50    ($187.50)  94.39%  91.59%  $0.00  $0.00
 92  Sell Short  05/08/08 13:20  Short  $1,380.50  $0.00  5  ($500.00)  (0.14%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  05/08/08 13:25  Stop Loss  $1,382.50    ($500.00)  $41,312.50    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 93  Buy  05/08/08 13:30  Long  $1,383.75  $0.00  5  ($500.00)  (0.14%)  $1,500.00  75.00%    $0.00  $0.00
   Sell  05/08/08 14:45  Stop Loss  $1,381.75    ($500.00)  $40,812.50    ($500.00)  0.00%  (25.00%)  $0.00  $0.00
 94  Buy  05/08/08 15:10  Long  $1,383.50  $0.00  5  ($500.00)  (0.14%)  $62.50  10.00%    $0.00  $0.00
   Sell  05/08/08 15:15  Stop Loss  $1,381.50    ($500.00)  $40,312.50    ($562.50)  10.00%  (80.00%)  $0.00  $0.00
 95  Sell Short  05/08/08 16:10  Short  $1,382.75  $0.00  5  $1,062.50  0.31%  $1,125.00  90.00%    $0.00  $0.00
   Buy to Cover  05/08/08 16:15  End of Day Exit  $1,378.50    $1,062.50  $41,375.00    ($125.00)  95.00%  85.00%  $0.00  $0.00
 96  Sell Short  05/09/08 13:15  Short  $1,373.25  $0.00  5  ($500.00)  (0.15%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  05/09/08 14:00  Stop Loss  $1,375.25    ($500.00)  $40,875.00    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 97  Sell Short  05/09/08 14:20  Short  $1,374.25  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  05/09/08 15:30  Stop Loss  $1,376.25    ($500.00)  $40,375.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 98  Buy  05/12/08 10:30  Long  $1,375.75  $0.00  5  $3,750.00  1.09%  $3,937.50  96.92%    $0.00  $0.00
   Sell  05/12/08 16:05  Sell  $1,390.75    $3,750.00  $44,125.00    ($125.00)  95.38%  92.31%  $0.00  $0.00
 99  Buy  05/13/08 10:25  Long  $1,388.25  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  05/13/08 10:50  Stop Loss  $1,386.25    ($500.00)  $43,625.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 100  Buy  05/13/08 13:30  Long  $1,388.25  $0.00  5  $500.00  0.14%  $1,437.50  85.19%    $0.00  $0.00
   Sell  05/13/08 16:05  Sell  $1,390.25    $500.00  $44,125.00    ($250.00)  44.44%  29.63%  $0.00  $0.00
 101  Sell Short  05/20/08 13:30  Short  $1,401.50  $0.00  5  $0.00  0.00%  $1,437.50  76.67%    $0.00  $0.00
   Buy to Cover  05/20/08 16:05  Cover  $1,401.50    $0.00  $44,125.00    ($437.50)  23.33%  0.00%  $0.00  $0.00
 102  Buy  05/21/08 10:20  Long  $1,401.50  $0.00  5  ($500.00)  (0.14%)  $562.50  52.94%    $0.00  $0.00
   Sell  05/21/08 10:35  Stop Loss  $1,399.50    ($500.00)  $43,625.00    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 103  Sell Short  05/21/08 13:00  Short  $1,399.50  $0.00  5  $5,500.00  1.57%  $6,187.50  95.19%    $0.00  $0.00
   Buy to Cover  05/21/08 16:05  Cover  $1,377.50    $5,500.00  $49,125.00    ($312.50)  89.42%  84.62%  $0.00  $0.00
 104  Buy  05/22/08 11:05  Long  $1,383.50  $0.00  5  ($500.00)  (0.14%)  $437.50  46.67%    $0.00  $0.00
   Sell  05/22/08 11:35  Stop Loss  $1,381.50    ($500.00)  $48,625.00    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 105  Sell Short  05/22/08 13:20  Short  $1,381.75  $0.00  5  ($500.00)  (0.14%)  $375.00  42.86%    $0.00  $0.00
   Buy to Cover  05/22/08 13:40  Stop Loss  $1,383.75    ($500.00)  $48,125.00    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 106  Buy  05/22/08 14:45  Long  $1,382.00  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  05/22/08 15:25  Stop Loss  $1,380.00    ($500.00)  $47,625.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 107  Sell Short  05/23/08 13:45  Short  $1,363.75  $0.00  5  ($500.00)  (0.15%)  $750.00  60.00%    $0.00  $0.00
   Buy to Cover  05/23/08 14:50  Stop Loss  $1,365.75    ($500.00)  $47,125.00    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 108  Sell Short  05/23/08 15:20  Short  $1,363.50  $0.00  5  ($500.00)  (0.15%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  05/23/08 15:30  Stop Loss  $1,365.50    ($500.00)  $46,625.00    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 109  Sell Short  05/27/08 11:15  Short  $1,364.25  $0.00  5  ($500.00)  (0.15%)  $1,187.50  70.37%    $0.00  $0.00
   Buy to Cover  05/27/08 13:45  Stop Loss  $1,366.25    ($500.00)  $46,125.00    ($500.00)  0.00%  (29.63%)  $0.00  $0.00
 110  Sell Short  05/28/08 11:10  Short  $1,370.75  $0.00  5  ($500.00)  (0.15%)  $1,562.50  75.76%    $0.00  $0.00
   Buy to Cover  05/28/08 13:20  Stop Loss  $1,372.75    ($500.00)  $45,625.00    ($500.00)  0.00%  (24.24%)  $0.00  $0.00
 111  Buy  05/28/08 14:15  Long  $1,369.75  $0.00  5  ($500.00)  (0.15%)  $187.50  27.27%    $0.00  $0.00
   Sell  05/28/08 14:25  Stop Loss  $1,367.75    ($500.00)  $45,125.00    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 112  Buy  05/28/08 14:45  Long  $1,370.75  $0.00  5  $1,875.00  0.55%  $1,875.00  83.33%    $0.00  $0.00
   Sell  05/28/08 16:05  Sell  $1,378.25    $1,875.00  $47,000.00    ($375.00)  100.00%  83.33%  $0.00  $0.00
 113  Buy  05/30/08 13:30  Long  $1,389.00  $0.00  5  ($500.00)  (0.14%)  $687.50  57.89%    $0.00  $0.00
   Sell  05/30/08 16:00  Stop Loss  $1,387.00    ($500.00)  $46,500.00    ($500.00)  0.00%  (42.11%)  $0.00  $0.00
 114  Buy  06/02/08 15:35  Long  $1,370.50  $0.00  5  $437.50  0.13%  $937.50  83.33%    $0.00  $0.00
   Sell  06/02/08 16:05  Sell  $1,372.25    $437.50  $46,937.50    ($187.50)  55.56%  38.89%  $0.00  $0.00
 115  Sell Short  06/03/08 15:50  Short  $1,367.25  $0.00  5  $750.00  0.22%  $937.50  93.75%    $0.00  $0.00
   Buy to Cover  06/03/08 16:05  Cover  $1,364.25    $750.00  $47,687.50    ($62.50)  81.25%  75.00%  $0.00  $0.00
 116  Buy  06/04/08 10:20  Long  $1,365.25  $0.00  5  ($500.00)  (0.15%)  $2,500.00  83.33%    $0.00  $0.00
   Sell  06/04/08 14:50  Stop Loss  $1,363.25    ($500.00)  $47,187.50    ($500.00)  0.00%  (16.67%)  $0.00  $0.00
 117  Sell Short  06/06/08 09:40  Short  $1,377.50  $0.00  5  ($500.00)  (0.15%)  $187.50  27.27%    $0.00  $0.00
   Buy to Cover  06/06/08 09:45  Stop Loss  $1,379.50    ($500.00)  $46,687.50    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 118  Sell Short  06/09/08 10:45  Short  $1,353.25  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  06/09/08 11:25  Stop Loss  $1,355.25    ($500.00)  $46,187.50    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 119  Sell Short  06/09/08 13:10  Short  $1,351.75  $0.00  5  $562.50  0.17%  $3,625.00  98.31%    $0.00  $0.00
   Buy to Cover  06/09/08 16:05  Cover  $1,349.50    $562.50  $46,750.00    ($62.50)  16.95%  15.25%  $0.00  $0.00
 120  Sell Short  06/10/08 09:40  Short  $1,338.50  $0.00  5  ($500.00)  (0.15%)  $125.00  14.29%    $0.00  $0.00
   Buy to Cover  06/10/08 09:45  Stop Loss  $1,340.50    ($500.00)  $46,250.00    ($750.00)  28.57%  (57.14%)  $0.00  $0.00
 121  Sell Short  06/10/08 15:25  Short  $1,346.25  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  06/10/08 15:30  Stop Loss  $1,348.25    ($500.00)  $45,750.00    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 122  Sell Short  06/10/08 15:40  Short  $1,346.25  $0.00  5  $500.00  0.15%  $562.50  60.00%    $0.00  $0.00
   Buy to Cover  06/10/08 16:05  Cover  $1,344.25    $500.00  $46,250.00    ($375.00)  93.33%  53.33%  $0.00  $0.00
 123  Sell Short  06/11/08 14:40  Short  $1,330.25  $0.00  5  $2,000.00  0.60%  $2,125.00  85.00%    $0.00  $0.00
   Buy to Cover  06/11/08 16:05  Cover  $1,322.25    $2,000.00  $48,250.00    ($375.00)  95.00%  80.00%  $0.00  $0.00
 124  Buy  06/12/08 09:40  Long  $1,330.75  $0.00  5  ($500.00)  (0.15%)  $2,312.50  82.22%    $0.00  $0.00
   Sell  06/12/08 13:55  Stop Loss  $1,328.75    ($500.00)  $47,750.00    ($500.00)  0.00%  (17.78%)  $0.00  $0.00
 125  Sell Short  06/13/08 12:45  Short  $1,338.00  $0.00  5  ($500.00)  (0.15%)  $1,750.00  77.78%    $0.00  $0.00
   Buy to Cover  06/13/08 15:05  Stop Loss  $1,340.00    ($500.00)  $47,250.00    ($500.00)  0.00%  (22.22%)  $0.00  $0.00
 126  Buy  06/13/08 15:45  Long  $1,339.00  $0.00  5  $1,937.50  0.58%  $2,062.50  97.06%    $0.00  $0.00
   Sell  06/13/08 16:05  Sell  $1,346.75    $1,937.50  $49,187.50    ($62.50)  94.12%  91.18%  $0.00  $0.00
 127  Buy  06/16/08 12:35  Long  $1,343.50  $0.00  5  $812.50  0.24%  $2,125.00  85.00%    $0.00  $0.00
   Sell  06/16/08 16:05  Sell  $1,346.75    $812.50  $50,000.00    ($375.00)  47.50%  32.50%  $0.00  $0.00
 128  Buy  06/17/08 09:40  Long  $1,353.00  $0.00  5  ($625.00)  (0.18%)  $125.00  14.29%    $0.00  $0.00
   Sell  06/17/08 09:45  Stop Loss  $1,350.50    ($625.00)  $49,375.00    ($750.00)  14.29%  (71.43%)  $0.00  $0.00
 129  Sell Short  06/17/08 10:15  Short  $1,348.25  $0.00  5  ($500.00)  (0.15%)  $812.50  61.90%    $0.00  $0.00
   Buy to Cover  06/17/08 11:10  Stop Loss  $1,350.25    ($500.00)  $48,875.00    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 130  Sell Short  06/17/08 11:25  Short  $1,346.75  $0.00  5  $2,375.00  0.71%  $2,500.00  95.24%    $0.00  $0.00
   Buy to Cover  06/17/08 16:05  Cover  $1,337.25    $2,375.00  $51,250.00    ($125.00)  95.24%  90.48%  $0.00  $0.00
 131  Buy  06/18/08 12:40  Long  $1,329.75  $0.00  5  ($500.00)  (0.15%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/18/08 12:45  Stop Loss  $1,327.75    ($500.00)  $50,750.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 132  Sell Short  06/18/08 15:10  Short  $1,324.25  $0.00  5  ($1,125.00)  (0.34%)  $62.50  5.00%    $0.00  $0.00
   Buy to Cover  06/18/08 15:15  Stop Loss  $1,328.75    ($1,125.00)  $49,625.00    ($1,187.50)  5.00%  (90.00%)  $0.00  $0.00
 133  Buy  06/18/08 16:05  Long  $1,325.00  $0.00  5  ($500.00)  (0.15%)  $125.00  20.00%    $0.00  $0.00
   Sell  06/18/08 16:15  Stop Loss  $1,323.00    ($500.00)  $49,125.00    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 134  Buy  06/19/08 09:40  Long  $1,326.00  $0.00  5  ($500.00)  (0.15%)  $625.00  55.56%    $0.00  $0.00
   Sell  06/19/08 09:45  Stop Loss  $1,324.00    ($500.00)  $48,625.00    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 135  Sell Short  06/19/08 09:50  Short  $1,322.75  $0.00  5  ($500.00)  (0.15%)  $687.50  57.89%    $0.00  $0.00
   Buy to Cover  06/19/08 10:00  Stop Loss  $1,324.75    ($500.00)  $48,125.00    ($500.00)  0.00%  (42.11%)  $0.00  $0.00
 136  Sell Short  06/19/08 11:15  Short  $1,321.75  $0.00  5  ($500.00)  (0.15%)  $1,250.00  71.43%    $0.00  $0.00
   Buy to Cover  06/19/08 12:15  Stop Loss  $1,323.75    ($500.00)  $47,625.00    ($500.00)  0.00%  (28.57%)  $0.00  $0.00
 137  Buy  06/19/08 14:20  Long  $1,325.00  $0.00  5  $1,000.00  0.30%  $2,312.50  88.10%    $0.00  $0.00
   Sell  06/19/08 16:05  Sell  $1,329.00    $1,000.00  $48,625.00    ($312.50)  50.00%  38.10%  $0.00  $0.00
 138  Sell Short  06/20/08 13:20  Short  $1,312.75  $0.00  5  $2,312.50  0.70%  $3,250.00  96.30%    $0.00  $0.00
   Buy to Cover  06/20/08 16:05  Cover  $1,303.50    $2,312.50  $50,937.50    ($125.00)  72.22%  68.52%  $0.00  $0.00
 139  Buy  06/23/08 10:20  Long  $1,306.50  $0.00  5  ($500.00)  (0.15%)  $500.00  50.00%    $0.00  $0.00
   Sell  06/23/08 10:45  Stop Loss  $1,304.50    ($500.00)  $50,437.50    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 140  Buy  06/23/08 11:05  Long  $1,304.75  $0.00  5  ($500.00)  (0.15%)  $250.00  33.33%    $0.00  $0.00
   Sell  06/23/08 11:15  Stop Loss  $1,302.75    ($500.00)  $49,937.50    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 141  Sell Short  06/23/08 13:20  Short  $1,303.25  $0.00  5  ($500.00)  (0.15%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  06/23/08 13:25  Stop Loss  $1,305.25    ($500.00)  $49,437.50    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 142  Buy  06/23/08 15:35  Long  $1,304.50  $0.00  5  ($500.00)  (0.15%)  $125.00  20.00%    $0.00  $0.00
   Sell  06/23/08 15:55  Stop Loss  $1,302.50    ($500.00)  $48,937.50    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 143  Sell Short  06/25/08 13:35  Short  $1,311.50  $0.00  5  ($500.00)  (0.15%)  $437.50  46.67%    $0.00  $0.00
   Buy to Cover  06/25/08 14:15  Stop Loss  $1,313.50    ($500.00)  $48,437.50    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 144  Sell Short  06/26/08 14:20  Short  $1,278.75  $0.00  5  $2,437.50  0.76%  $2,562.50  89.13%    $0.00  $0.00
   Buy to Cover  06/26/08 16:05  Cover  $1,269.00    $2,437.50  $50,875.00    ($312.50)  95.65%  84.78%  $0.00  $0.00
 145  Sell Short  06/27/08 12:30  Short  $1,269.50  $0.00  5  $1,125.00  0.35%  $3,062.50  92.45%    $0.00  $0.00
   Buy to Cover  06/27/08 16:05  Cover  $1,265.00    $1,125.00  $52,000.00    ($250.00)  41.51%  33.96%  $0.00  $0.00
 146  Sell Short  06/30/08 15:40  Short  $1,270.75  $0.00  5  ($500.00)  (0.16%)  $62.50  10.00%    $0.00  $0.00
   Buy to Cover  06/30/08 15:45  Stop Loss  $1,272.75    ($500.00)  $51,500.00    ($562.50)  10.00%  (80.00%)  $0.00  $0.00
 147  Sell Short  07/01/08 11:15  Short  $1,264.25  $0.00  5  ($562.50)  (0.18%)  $62.50  10.00%    $0.00  $0.00
   Buy to Cover  07/01/08 11:20  Stop Loss  $1,266.50    ($562.50)  $50,937.50    ($562.50)  0.00%  (90.00%)  $0.00  $0.00
 148  Sell Short  07/01/08 11:25  Short  $1,262.75  $0.00  5  ($500.00)  (0.16%)  $4,312.50  89.61%    $0.00  $0.00
   Buy to Cover  07/01/08 14:45  Stop Loss  $1,264.75    ($500.00)  $50,437.50    ($500.00)  0.00%  (10.39%)  $0.00  $0.00
 149  Sell Short  07/02/08 14:30  Short  $1,266.25  $0.00  5  $4,937.50  1.56%  $5,000.00  98.77%    $0.00  $0.00
   Buy to Cover  07/02/08 16:05  Cover  $1,246.50    $4,937.50  $55,375.00    ($62.50)  98.77%  97.53%  $0.00  $0.00
 150  Sell Short  07/03/08 11:05  Short  $1,252.00  $0.00  5  ($500.00)  (0.16%)  $250.00  22.22%    $0.00  $0.00
   Buy to Cover  07/03/08 11:10  Stop Loss  $1,254.00    ($500.00)  $54,875.00    ($875.00)  33.33%  (44.44%)  $0.00  $0.00
 151  Buy  07/03/08 12:55  Long  $1,250.25  $0.00  5  ($687.50)  (0.22%)  $0.00  0.00%    $0.00  $0.00
   Sell  07/03/08 13:00  Stop Loss  $1,247.50    ($687.50)  $54,187.50    ($812.50)  15.38%  (84.62%)  $0.00  $0.00
 152  Buy  07/07/08 11:20  Long  $1,254.00  $0.00  5  ($500.00)  (0.16%)  $750.00  60.00%    $0.00  $0.00
   Sell  07/07/08 11:45  Stop Loss  $1,252.00    ($500.00)  $53,687.50    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 153  Buy  07/08/08 09:45  Long  $1,237.00  $0.00  5  ($500.00)  (0.16%)  $1,312.50  72.41%    $0.00  $0.00
   Sell  07/08/08 10:05  Stop Loss  $1,235.00    ($500.00)  $53,187.50    ($500.00)  0.00%  (27.59%)  $0.00  $0.00
 154  Buy  07/08/08 12:15  Long  $1,239.75  $0.00  5  ($500.00)  (0.16%)  $1,437.50  74.19%    $0.00  $0.00
   Sell  07/08/08 13:40  Stop Loss  $1,237.75    ($500.00)  $52,687.50    ($500.00)  0.00%  (25.81%)  $0.00  $0.00
 155  Sell Short  07/08/08 14:20  Short  $1,238.00  $0.00  5  ($500.00)  (0.16%)  $187.50  27.27%    $0.00  $0.00
   Buy to Cover  07/08/08 14:25  Stop Loss  $1,240.00    ($500.00)  $52,187.50    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 156  Sell Short  07/08/08 14:30  Short  $1,238.50  $0.00  5  ($500.00)  (0.16%)  $375.00  42.86%    $0.00  $0.00
   Buy to Cover  07/08/08 14:35  Stop Loss  $1,240.50    ($500.00)  $51,687.50    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 157  Buy  07/09/08 12:25  Long  $1,258.25  $0.00  5  ($500.00)  (0.16%)  $437.50  46.67%    $0.00  $0.00
   Sell  07/09/08 12:35  Stop Loss  $1,256.25    ($500.00)  $51,187.50    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 158  Sell Short  07/10/08 11:55  Short  $1,231.75  $0.00  5  ($562.50)  (0.18%)  $62.50  7.69%    $0.00  $0.00
   Buy to Cover  07/10/08 12:00  Stop Loss  $1,234.00    ($562.50)  $50,625.00    ($750.00)  23.08%  (69.23%)  $0.00  $0.00
 159  Buy  07/10/08 13:10  Long  $1,234.25  $0.00  5  ($500.00)  (0.16%)  $2,250.00  81.82%    $0.00  $0.00
   Sell  07/10/08 14:30  Stop Loss  $1,232.25    ($500.00)  $50,125.00    ($500.00)  0.00%  (18.18%)  $0.00  $0.00
 160  Sell Short  07/11/08 09:40  Short  $1,219.50  $0.00  5  ($500.00)  (0.16%)  $125.00  12.50%    $0.00  $0.00
   Buy to Cover  07/11/08 09:45  Stop Loss  $1,221.50    ($500.00)  $49,625.00    ($875.00)  37.50%  (50.00%)  $0.00  $0.00
 161  Sell Short  07/11/08 14:30  Short  $1,217.00  $0.00  5  ($500.00)  (0.16%)  $500.00  47.06%    $0.00  $0.00