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TradeStation TradeManager Performance Report WES-Power Points-RX, @ES.D, 5 min., 8/27/2007 9:35:00 AM - 8/26/2009 4:15:00 PM
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $1,830,000.00 $1,450,812.50 $379,187.50
Gross Profit $3,193,625.00 $2,148,062.50 $1,045,562.50
Gross Loss ($1,363,625.00) ($697,250.00) ($666,375.00)
Profit Factor 2.34 3.08 1.57
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $1,619,687.50 $1,284,875.00 $334,812.50
Select Gross Profit $2,932,562.50 $1,980,125.00 $952,437.50
Select Gross Loss ($1,312,875.00) ($695,250.00) ($617,625.00)
Select Profit Factor 2.23 2.85 1.54
       
Adjusted Total Net Profit $1,745,655.20 $1,383,913.45 $328,315.79
Adjusted Gross Profit $3,135,759.60 $2,099,824.92 $1,013,493.65
Adjusted Gross Loss ($1,390,104.40) ($715,911.47) ($685,177.86)
Adjusted Profit Factor 2.26 2.93 1.48
       
Total Number of Trades 5700 3379 2321
Percent Profitable 53.44% 58.69% 45.80%
Winning Trades 3046 1983 1063
Losing Trades 2652 1396 1256
Even Trades 2 0 2
       
Avg. Trade Net Profit $321.05 $429.36 $163.37
Avg. Winning Trade $1,048.47 $1,083.24 $983.60
Avg. Losing Trade ($514.19) ($499.46) ($530.55)
Ratio Avg. Win:Avg. Loss 2.04 2.17 1.85
Largest Winning Trade $13,812.50 $13,812.50 $7,687.50
Largest Losing Trade ($4,625.00) ($1,000.00) ($4,625.00)
Largest Winner as % of Gross Profit 0.43% 0.64% 0.74%
Largest Loser as % of Gross Loss 0.34% 0.14% 0.69%
       
Net Profit as % of Largest Loss 39567.57% 145081.25% 8198.65%
Select Net Profit as % of Largest Loss 35020.27% 128487.50% 7239.19%
Adjusted Net Profit as % of Largest Loss 37743.90% 138391.34% 7098.72%
       
Max. Consecutive Winning Trades 12 13 10
Max. Consecutive Losing Trades 14 8 14
Avg. Bars in Total Trades 4.28 4.30 4.26
Avg. Bars in Winning Trades 4.83 4.61 5.26
Avg. Bars in Losing Trades 3.64 3.85 3.41
Avg. Bars in Even Trades 6.00 0.00 6.00
Max. Shares/Contracts Held 5 5 5
Total Shares/Contracts Held 28500 16895 11605
Account Size Required $8,625.00 $4,187.50 $9,500.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 6100.00%
Annual Rate of Return 206.47%
Buy & Hold Return (31.33%)
Return on Account 21217.39%    
Avg. Monthly Return $73,200.00    
Std. Deviation of Monthly Return $54,376.61    
       
Return Retracement Ratio 7.18    
RINA Index 54254.10    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 1 Yr, 11 Mths, 29 Dys, 2 Hrs, 30 Mins
Percent of Time in the Market 9.94%
Time in the Market 2 Mths, 11 Dys, 14 Hrs    
Longest Flat Period 3 Dys, 19 Hrs, 5 Mins    
       
Max. Equity Run-up
 $1,833,250.00    
Date of Max. Equity Run-up 08/26/09 15:55    
Max. Equity Run-up as % of Initial Capital 6110.83%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($12,562.50) ($9,625.00) ($16,500.00)
Date 10/10/08 15:35    
as % of Initial Capital 41.88% 32.08% 55.00%
Net Profit as % of Drawdown 14567.16% 15073.38% 2298.11%
Select Net Profit as % of Drawdown 12893.03% 13349.35% 2029.17%
Adjusted Net Profit as % of Drawdown 13895.76% 14378.32% 1989.79%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($8,625.00) ($4,187.50) ($9,500.00)
Date 10/13/08 14:10    
as % of Initial Capital 28.75% 13.96% 31.67%
Net Profit as % of Drawdown 21217.39% 34646.27% 3991.45%
Select Net Profit as % of Drawdown 18778.99% 30683.58% 3524.34%
Adjusted Net Profit as % of Drawdown 20239.48% 33048.68% 3455.96%
       
Max. Trade Drawdown ($4,625.00) ($1,000.00) ($4,625.00)
     
     
     
Created by TradeStation: 8/27/2009 8:43:08 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report WES-Power Points-RX, @ES.D, 5 min., 8/27/2007 9:35:00 AM - 8/26/2009 4:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 5700 3046 2652
Avg. Trade Net Profit $321.05 $1,048.47 ($514.19)
1 Std. Deviation of Avg. Trade $969.22 $778.00 $135.18
Avg. Trade + 1 Std. Deviation $1,290.27 $1,826.47 ($379.01)
Avg. Trade - 1 Std. Deviation ($648.17) $270.46 ($649.37)
Coefficient of Variation 301.89% 74.20% 26.29%
Time Averages
Avg. Time in Trades 18 Mins 22 Mins 13 Mins
Avg. Time Between Trades 3 Hrs, 36 Mins 5 Hrs, 22 Mins 6 Hrs, 22 Mins
Avg. Time Between Trade Profit Peaks 37 Dys, 6 Hrs, 39 Mins
Outliers Total Positive Negative
Number of Outliers 93 54 39
Outlier Profit/Loss $210,312.50 $261,062.50 ($50,750.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $13,812.50 ($4,625.00)
Max. Value Date 10/10/2008 10/10/2008
Avg. Value $977.57 ($290.95)
1 Std. Deviation $770.99 $248.93
Avg. + 1 Std. Deviation $1,748.55 ($42.02)
Avg. - 1 Std. Deviation $206.58 ($539.88)
Coefficient of Variation 78.87% 85.56%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 17.08% 71.74% 45.34%
1 Std. Deviation 67.59% 27.92% 44.12%
Avg. + 1 Std. Deviation 84.66% 99.66% 89.46%
Avg. - 1 Std. Deviation (50.51%) 43.82% 1.21%
Coefficient of Variation 395.81% 38.92% 97.32%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $13,812.50 ($4,625.00)
Largest Profit/Loss as % of Gross 0.43% 0.34%
Largest Consec. Profit/Loss $20,625.00 ($8,437.50)
Largest Consec. Profit/Loss as % of Gross 0.65% 0.62%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 592 $1,126.90 ($512.80)
2 378 $1,093.83 ($513.89)
3 190 $1,054.28 ($521.38)
4 94 $945.81 ($497.34)
5 70 $986.61 ($508.93)
6 29 $1,049.57 ($521.55)
7 11 $885.55 ($500.00)
8 4 $853.52 ($500.00)
9 5 $838.89 ($500.00)
10 5 $1,186.25 ($500.00)
12 2 $937.50 ($500.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 705 ($506.29) $1,044.86
2 355 ($509.15) $1,103.87
3 174 ($526.22) $1,084.77
4 72 ($521.27) $1,202.26
5 46 ($518.48) $1,286.68
6 11 ($504.73) $948.86
7 9 ($501.98) $1,250.00
8 3 ($523.44) $1,750.00
9 2 ($559.03) $1,406.25
12 1 ($505.21) $937.50
14 1 ($535.71) $1,062.50

Created by TradeStation: 8/27/2009 8:43:08 AM, 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  Buy  08/27/07 13:55  Long-Day  $1,495.25  $0.00  5  $500.00  0.13%  $687.50  100.00%    $0.00  $0.00
   Sell  08/27/07 14:10  LongX  $1,497.25    $500.00  $500.00    $0.00  72.73%  72.73%  $0.00  $0.00
 2  Buy  08/27/07 15:05  Long-Day  $1,496.50  $0.00  5  $312.50  0.08%  $562.50  69.23%    $0.00  $0.00
   Sell  08/27/07 15:40  LongX  $1,497.75    $312.50  $812.50    ($250.00)  69.23%  38.46%  $0.00  $0.00
 3  Buy  08/28/07 09:50  Long-Day  $1,482.50  $0.00  5  ($500.00)  (0.13%)  $375.00  42.86%    $0.00  $0.00
   Sell  08/28/07 10:00  Stop Loss  $1,480.50    ($500.00)  $312.50    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 4  Buy  08/28/07 10:00  Long-Day  $1,480.50  $0.00  5  ($500.00)  (0.14%)  $812.50  61.90%    $0.00  $0.00
   Sell  08/28/07 10:50  Stop Loss  $1,478.50    ($500.00)  ($187.50)    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 5  Buy  08/28/07 10:50  Long-Day  $1,478.25  $0.00  5  ($500.00)  (0.14%)  $625.00  55.56%    $0.00  $0.00
   Sell  08/28/07 11:15  Stop Loss  $1,476.25    ($500.00)  ($687.50)    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 6  Buy  08/28/07 11:15  Long-Day  $1,475.75  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  08/28/07 11:45  Stop Loss  $1,473.75    ($500.00)  ($1,187.50)    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 7  Buy  08/28/07 11:45  Long-Day  $1,473.00  $0.00  5  $750.00  0.20%  $812.50  76.47%    $0.00  $0.00
   Sell  08/28/07 12:25  LongX  $1,476.00    $750.00  ($437.50)    ($250.00)  94.12%  70.59%  $0.00  $0.00
 8  Buy  08/28/07 12:25  Long-Day  $1,474.00  $0.00  5  $812.50  0.22%  $875.00  100.00%    $0.00  $0.00
   Sell  08/28/07 13:45  LongX  $1,477.25    $812.50  $375.00    $0.00  92.86%  92.86%  $0.00  $0.00
 9  Buy  08/28/07 14:10  Long-Day  $1,474.00  $0.00  5  ($500.00)  (0.14%)  $562.50  52.94%    $0.00  $0.00
   Sell  08/28/07 14:20  Stop Loss  $1,472.00    ($500.00)  ($125.00)    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 10  Buy  08/28/07 14:45  Long-Day  $1,469.25  $0.00  5  ($500.00)  (0.14%)  $562.50  52.94%    $0.00  $0.00
   Sell  08/28/07 15:25  Stop Loss  $1,467.25    ($500.00)  ($625.00)    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 11  Buy  08/28/07 15:25  Long-Day  $1,467.00  $0.00  5  ($500.00)  (0.14%)  $625.00  55.56%    $0.00  $0.00
   Sell  08/28/07 15:35  Stop Loss  $1,465.00    ($500.00)  ($1,125.00)    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 12  Buy  08/28/07 15:35  Long-Day  $1,464.25  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  08/28/07 15:45  Stop Loss  $1,462.25    ($500.00)  ($1,625.00)    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 13  Buy  08/28/07 15:45  Long-Day  $1,461.25  $0.00  5  ($500.00)  (0.14%)  $687.50  57.89%    $0.00  $0.00
   Sell  08/28/07 15:55  Stop Loss  $1,459.25    ($500.00)  ($2,125.00)    ($500.00)  0.00%  (42.11%)  $0.00  $0.00
 14  Buy  08/28/07 15:55  Long-Day  $1,458.25  $0.00  5  $62.50  0.02%  $687.50  100.00%    $0.00  $0.00
   Sell  08/28/07 16:00  Sell  $1,458.50    $62.50  ($2,062.50)    $0.00  9.09%  9.09%  $0.00  $0.00
 15  Buy  08/29/07 09:55  Long-Day  $1,466.00  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  08/29/07 10:05  Stop Loss  $1,464.00    ($500.00)  ($2,562.50)    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 16  Buy  08/29/07 10:15  Long-Day  $1,463.75  $0.00  5  $937.50  0.26%  $937.50  75.00%    $0.00  $0.00
   Sell  08/29/07 10:50  LongX  $1,467.50    $937.50  ($1,625.00)    ($312.50)  100.00%  75.00%  $0.00  $0.00
 17  Sell Short  08/29/07 11:20  Short-Day  $1,472.75  $0.00  5  ($500.00)  (0.14%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  08/29/07 11:40  Stop Loss  $1,474.75    ($500.00)  ($2,125.00)    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 18  Sell Short  08/29/07 11:40  Short-Day  $1,475.50  $0.00  5  $625.00  0.17%  $1,000.00  69.57%    $0.00  $0.00
   Buy to Cover  08/29/07 12:35  ShortX  $1,473.00    $625.00  ($1,500.00)    ($437.50)  73.91%  43.48%  $0.00  $0.00
 19  Buy  08/29/07 13:20  Long-Day  $1,469.25  $0.00  5  $1,187.50  0.32%  $1,375.00  78.57%    $0.00  $0.00
   Sell  08/29/07 14:10  LongX  $1,474.00    $1,187.50  ($312.50)    ($375.00)  89.29%  67.86%  $0.00  $0.00
 20  Sell Short  08/29/07 14:15  Short-Day  $1,474.00  $0.00  5  ($625.00)  (0.17%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  08/29/07 14:15  Stop Loss  $1,476.50    ($625.00)  ($937.50)    ($625.00)  0.00%  (100.00%)  $0.00  $0.00
 21  Sell Short  08/29/07 14:25  Short-Day  $1,475.75  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  08/29/07 14:35  Stop Loss  $1,477.75    ($500.00)  ($1,437.50)    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 22  Sell Short  08/29/07 14:35  Short-Day  $1,479.75  $0.00  5  ($500.00)  (0.14%)  $1,250.00  71.43%    $0.00  $0.00
   Buy to Cover  08/29/07 15:10  Stop Loss  $1,481.75    ($500.00)  ($1,937.50)    ($500.00)  0.00%  (28.57%)  $0.00  $0.00
 23  Sell Short  08/29/07 15:15  Short-Day  $1,481.50  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  08/29/07 15:15  Stop Loss  $1,483.50    ($500.00)  ($2,437.50)    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 24  Sell Short  08/29/07 15:25  Short-Day  $1,483.50  $0.00  5  ($500.00)  (0.13%)  $437.50  46.67%    $0.00  $0.00
   Buy to Cover  08/29/07 15:35  Stop Loss  $1,485.50    ($500.00)  ($2,937.50)    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 25  Buy  08/30/07 10:40  Long-Day  $1,484.00  $0.00  5  $1,187.50  0.32%  $1,437.50  100.00%    $0.00  $0.00
   Sell  08/30/07 11:10  LongX  $1,488.75    $1,187.50  ($1,750.00)    $0.00  82.61%  82.61%  $0.00  $0.00
 26  Sell Short  08/30/07 11:15  Short-Day  $1,488.25  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  08/30/07 11:15  Stop Loss  $1,490.25    ($500.00)  ($2,250.00)    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 27  Sell Short  08/30/07 11:25  Short-Day  $1,493.00  $0.00  5  ($500.00)  (0.13%)  $437.50  46.67%    $0.00  $0.00
   Buy to Cover  08/30/07 11:45  Stop Loss  $1,495.00    ($500.00)  ($2,750.00)    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 28  Sell Short  08/30/07 11:45  Short-Day  $1,495.00  $0.00  5  $812.50  0.22%  $875.00  100.00%    $0.00  $0.00
   Buy to Cover  08/30/07 12:00  ShortX  $1,491.75    $812.50  ($1,937.50)    $0.00  92.86%  92.86%  $0.00  $0.00
 29  Buy  08/30/07 12:30  Long-Day  $1,484.50  $0.00  5  $437.50  0.12%  $812.50  100.00%    $0.00  $0.00
   Sell  08/30/07 12:35  LongX  $1,486.25    $437.50  ($1,500.00)    $0.00  53.85%  53.85%  $0.00  $0.00
 30  Buy  08/30/07 13:20  Long-Day  $1,490.50  $0.00  5  ($500.00)  (0.13%)  $375.00  42.86%    $0.00  $0.00
   Sell  08/30/07 13:30  Stop Loss  $1,488.50    ($500.00)  ($2,000.00)    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 31  Buy  08/30/07 13:35  Long-Day  $1,486.00  $0.00  5  $1,125.00  0.30%  $1,125.00  78.26%    $0.00  $0.00
   Sell  08/30/07 14:05  LongX  $1,490.50    $1,125.00  ($875.00)    ($312.50)  100.00%  78.26%  $0.00  $0.00
 32  Buy  08/30/07 14:15  Long-Day  $1,487.25  $0.00  5  ($500.00)  (0.13%)  $312.50  38.46%    $0.00  $0.00
   Sell  08/30/07 14:30  Stop Loss  $1,485.25    ($500.00)  ($1,375.00)    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 33  Buy  08/30/07 14:35  Long-Day  $1,482.50  $0.00  5  ($500.00)  (0.13%)  $750.00  60.00%    $0.00  $0.00
   Sell  08/30/07 14:50  Stop Loss  $1,480.50    ($500.00)  ($1,875.00)    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 34  Buy  08/30/07 14:50  Long-Day  $1,478.50  $0.00  5  $1,562.50  0.42%  $1,687.50  100.00%    $0.00  $0.00
   Sell  08/30/07 15:15  LongX  $1,484.75    $1,562.50  ($312.50)    $0.00  92.59%  92.59%  $0.00  $0.00
 35  Buy  08/30/07 15:45  Long-Day  $1,481.25  $0.00  5  $562.50  0.15%  $812.50  100.00%    $0.00  $0.00
   Sell  08/30/07 16:00  LongX  $1,483.50    $562.50  $250.00    $0.00  69.23%  69.23%  $0.00  $0.00
 36  Sell Short  08/31/07 09:45  Short-Day  $1,497.50  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  08/31/07 09:50  Stop Loss  $1,499.50    ($500.00)  ($250.00)    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 37  Sell Short  08/31/07 09:50  Short-Day  $1,499.75  $0.00  5  ($500.00)  (0.13%)  $625.00  55.56%    $0.00  $0.00
   Buy to Cover  08/31/07 10:05  Stop Loss  $1,501.75    ($500.00)  ($750.00)    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 38  Sell Short  08/31/07 10:25  Short-Day  $1,497.50  $0.00  5  $187.50  0.05%  $875.00  100.00%    $0.00  $0.00
   Buy to Cover  08/31/07 10:35  ShortX  $1,496.75    $187.50  ($562.50)    $0.00  21.43%  21.43%  $0.00  $0.00
 39  Buy  08/31/07 11:10  Long-Day  $1,492.00  $0.00  5  $1,000.00  0.27%  $1,187.50  86.36%    $0.00  $0.00
   Sell  08/31/07 11:20  LongX  $1,496.00    $1,000.00  $437.50    ($187.50)  86.36%  72.73%  $0.00  $0.00
 40  Buy  08/31/07 11:20  Long-Day  $1,492.00  $0.00  5  $625.00  0.17%  $1,000.00  88.89%    $0.00  $0.00
   Sell  08/31/07 11:35  LongX  $1,494.50    $625.00  $1,062.50    ($125.00)  66.67%  55.56%  $0.00  $0.00
 41  Sell Short  08/31/07 12:05  Short-Day  $1,500.00  $0.00  5  ($500.00)  (0.13%)  $375.00  42.86%    $0.00  $0.00
   Buy to Cover  08/31/07 12:25  Stop Loss  $1,502.00    ($500.00)  $562.50    ($500.00)  0.00%  (57.14%)  $0.00  $0.00
 42  Sell Short  08/31/07 12:25  Short-Day  $1,503.00  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  08/31/07 12:35  Stop Loss  $1,505.00    ($500.00)  $62.50    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 43  Sell Short  08/31/07 12:35  Short-Day  $1,506.00  $0.00  5  $625.00  0.17%  $1,062.50  77.27%    $0.00  $0.00
   Buy to Cover  08/31/07 13:15  ShortX  $1,503.50    $625.00  $687.50    ($312.50)  68.18%  45.45%  $0.00  $0.00
 44  Sell Short  08/31/07 13:15  Short-Day  $1,504.25  $0.00  5  $625.00  0.17%  $812.50  100.00%    $0.00  $0.00
   Buy to Cover  08/31/07 13:40  ShortX  $1,501.75    $625.00  $1,312.50    $0.00  76.92%  76.92%  $0.00  $0.00
 45  Buy  08/31/07 14:30  Long-Day  $1,500.00  $0.00  5  $437.50  0.12%  $625.00  100.00%    $0.00  $0.00
   Sell  08/31/07 14:40  LongX  $1,501.75    $437.50  $1,750.00    $0.00  70.00%  70.00%  $0.00  $0.00
 46  Buy  08/31/07 14:55  Long-Day  $1,501.50  $0.00  5  $437.50  0.12%  $625.00  71.43%    $0.00  $0.00
   Sell  08/31/07 15:15  LongX  $1,503.25    $437.50  $2,187.50    ($250.00)  78.57%  50.00%  $0.00  $0.00
 47  Sell Short  08/31/07 15:25  Short-Day  $1,504.25  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  08/31/07 15:40  Stop Loss  $1,506.25    ($500.00)  $1,687.50    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 48  Sell Short  08/31/07 15:45  Short-Day  $1,506.25  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  08/31/07 15:45  Stop Loss  $1,508.25    ($500.00)  $1,187.50    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 49  Buy  09/03/07 10:05  Long-Day  $1,499.25  $0.00  5  $437.50  0.12%  $562.50  81.82%    $0.00  $0.00
   Sell  09/03/07 10:50  LongX  $1,501.00    $437.50  $1,625.00    ($125.00)  81.82%  63.64%  $0.00  $0.00
 50  Sell Short  09/03/07 10:55  Short-Day  $1,501.25  $0.00  5  $1,000.00  0.27%  $1,000.00  100.00%    $0.00  $0.00
   Buy to Cover  09/04/07 09:35  ShortX  $1,497.25    $1,000.00  $2,625.00    $0.00  100.00%  100.00%  $0.00  $0.00
 51  Sell Short  09/04/07 09:50  Short-Day  $1,501.50  $0.00  5  ($500.00)  (0.13%)  $187.50  27.27%    $0.00  $0.00
   Buy to Cover  09/04/07 09:50  Stop Loss  $1,503.50    ($500.00)  $2,125.00    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 52  Sell Short  09/04/07 10:10  Short-Day  $1,506.25  $0.00  5  ($562.50)  (0.15%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/04/07 10:10  Stop Loss  $1,508.50    ($562.50)  $1,562.50    ($562.50)  0.00%  (100.00%)  $0.00  $0.00
 53  Buy  09/04/07 12:25  Long-Day  $1,508.75  $0.00  5  $1,187.50  0.31%  $1,250.00  100.00%    $0.00  $0.00
   Sell  09/04/07 13:20  LongX  $1,513.50    $1,187.50  $2,750.00    $0.00  95.00%  95.00%  $0.00  $0.00
 54  Buy  09/05/07 10:00  Long-Day  $1,501.25  $0.00  5  ($500.00)  (0.13%)  $812.50  61.90%    $0.00  $0.00
   Sell  09/05/07 10:05  Stop Loss  $1,499.25    ($500.00)  $2,250.00    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 55  Buy  09/05/07 10:10  Long-Day  $1,497.50  $0.00  5  ($500.00)  (0.13%)  $625.00  55.56%    $0.00  $0.00
   Sell  09/05/07 10:15  Stop Loss  $1,495.50    ($500.00)  $1,750.00    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 56  Buy  09/05/07 10:20  Long-Day  $1,494.75  $0.00  5  $937.50  0.25%  $937.50  100.00%    $0.00  $0.00
   Sell  09/05/07 10:35  LongX  $1,498.50    $937.50  $2,687.50    $0.00  100.00%  100.00%  $0.00  $0.00
 57  Buy  09/05/07 11:05  Long-Day  $1,495.75  $0.00  5  $562.50  0.15%  $812.50  81.25%    $0.00  $0.00
   Sell  09/05/07 11:25  LongX  $1,498.00    $562.50  $3,250.00    ($187.50)  75.00%  56.25%  $0.00  $0.00
 58  Buy  09/05/07 11:30  Long-Day  $1,496.50  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Sell  09/05/07 11:40  Stop Loss  $1,494.50    ($500.00)  $2,750.00    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 59  Buy  09/05/07 11:45  Long-Day  $1,494.00  $0.00  5  $875.00  0.23%  $875.00  82.35%    $0.00  $0.00
   Sell  09/05/07 12:05  LongX  $1,497.50    $875.00  $3,625.00    ($187.50)  100.00%  82.35%  $0.00  $0.00
 60  Sell Short  09/05/07 12:35  Short-Day  $1,500.25  $0.00  5  $312.50  0.08%  $687.50  100.00%    $0.00  $0.00
   Buy to Cover  09/05/07 13:00  ShortX  $1,499.00    $312.50  $3,937.50    $0.00  45.45%  45.45%  $0.00  $0.00
 61  Sell Short  09/05/07 13:00  Short-Day  $1,500.50  $0.00  5  $375.00  0.10%  $562.50  60.00%    $0.00  $0.00
   Buy to Cover  09/05/07 13:30  ShortX  $1,499.00    $375.00  $4,312.50    ($375.00)  80.00%  40.00%  $0.00  $0.00
 62  Buy  09/05/07 14:05  Long-Day  $1,494.50  $0.00  5  ($500.00)  (0.13%)  $1,437.50  74.19%    $0.00  $0.00
   Sell  09/05/07 14:25  Stop Loss  $1,492.50    ($500.00)  $3,812.50    ($500.00)  0.00%  (25.81%)  $0.00  $0.00
 63  Buy  09/05/07 14:25  Long-Day  $1,492.25  $0.00  5  $1,187.50  0.32%  $1,250.00  90.91%    $0.00  $0.00
   Sell  09/05/07 15:05  LongX  $1,497.00    $1,187.50  $5,000.00    ($125.00)  95.45%  86.36%  $0.00  $0.00
 64  Buy  09/05/07 15:30  Long-Day  $1,496.75  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Sell  09/05/07 15:40  Stop Loss  $1,494.75    ($500.00)  $4,500.00    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 65  Sell Short  09/05/07 15:50  Short-Day  $1,497.75  $0.00  5  ($500.00)  (0.13%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/05/07 15:50  Stop Loss  $1,499.75    ($500.00)  $4,000.00    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 66  Sell Short  09/06/07 09:45  Short-Day  $1,502.25  $0.00  5  $1,187.50  0.32%  $1,250.00  100.00%    $0.00  $0.00
   Buy to Cover  09/06/07 10:00  ShortX  $1,497.50    $1,187.50  $5,187.50    $0.00  95.00%  95.00%  $0.00  $0.00
 67  Buy  09/06/07 10:10  Long-Day  $1,494.75  $0.00  5  $500.00  0.13%  $750.00  100.00%    $0.00  $0.00
   Sell  09/06/07 10:20  LongX  $1,496.75    $500.00  $5,687.50    $0.00  66.67%  66.67%  $0.00  $0.00
 68  Buy  09/06/07 10:25  Long-Day  $1,493.00  $0.00  5  $1,437.50  0.39%  $1,437.50  100.00%    $0.00  $0.00
   Sell  09/06/07 10:40  LongX  $1,498.75    $1,437.50  $7,125.00    $0.00  100.00%  100.00%  $0.00  $0.00
 69  Buy  09/06/07 11:15  Long-Day  $1,497.00  $0.00  5  $1,187.50  0.32%  $1,437.50  100.00%    $0.00  $0.00
   Sell  09/06/07 11:30  LongX  $1,501.75    $1,187.50  $8,312.50    $0.00  82.61%  82.61%  $0.00  $0.00
 70  Sell Short  09/06/07 11:35  Short-Day  $1,502.00  $0.00  5  ($500.00)  (0.13%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/06/07 11:35  Stop Loss  $1,504.00    ($500.00)  $7,812.50    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 71  Sell Short  09/06/07 11:45  Short-Day  $1,504.00  $0.00  5  $562.50  0.15%  $562.50  60.00%    $0.00  $0.00
   Buy to Cover  09/06/07 12:15  ShortX  $1,501.75    $562.50  $8,375.00    ($375.00)  100.00%  60.00%  $0.00  $0.00
 72  Sell Short  09/06/07 12:15  Short-Day  $1,505.00  $0.00  5  ($500.00)  (0.13%)  $812.50  61.90%    $0.00  $0.00
   Buy to Cover  09/06/07 12:20  Stop Loss  $1,507.00    ($500.00)  $7,875.00    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 73  Sell Short  09/06/07 12:20  Short-Day  $1,508.00  $0.00  5  $1,750.00  0.46%  $1,750.00  100.00%    $0.00  $0.00
   Buy to Cover  09/06/07 12:50  ShortX  $1,501.00    $1,750.00  $9,625.00    $0.00  100.00%  100.00%  $0.00  $0.00
 74  Buy  09/06/07 13:15  Long-Day  $1,499.50  $0.00  5  $562.50  0.15%  $875.00  100.00%    $0.00  $0.00
   Sell  09/06/07 13:55  LongX  $1,501.75    $562.50  $10,187.50    $0.00  64.29%  64.29%  $0.00  $0.00
 75  Buy  09/06/07 14:05  Long-Day  $1,500.50  $0.00  5  $937.50  0.25%  $937.50  93.75%    $0.00  $0.00
   Sell  09/06/07 14:20  LongX  $1,504.25    $937.50  $11,125.00    ($62.50)  100.00%  93.75%  $0.00  $0.00
 76  Sell Short  09/06/07 14:45  Short-Day  $1,504.00  $0.00  5  $437.50  0.12%  $687.50  100.00%    $0.00  $0.00
   Buy to Cover  09/06/07 15:00  ShortX  $1,502.25    $437.50  $11,562.50    $0.00  63.64%  63.64%  $0.00  $0.00
 77  Sell Short  09/06/07 15:20  Short-Day  $1,504.50  $0.00  5  $312.50  0.08%  $562.50  100.00%    $0.00  $0.00
   Buy to Cover  09/06/07 15:25  ShortX  $1,503.25    $312.50  $11,875.00    $0.00  55.56%  55.56%  $0.00  $0.00
 78  Sell Short  09/06/07 15:45  Short-Day  $1,504.25  $0.00  5  $0.00  0.00%  $562.50  100.00%    $0.00  $0.00
   Buy to Cover  09/06/07 15:50  ShortX  $1,504.25    $0.00  $11,875.00    $0.00  0.00%  0.00%  $0.00  $0.00
 79  Sell Short  09/06/07 15:55  Short-Day  $1,504.25  $0.00  5  ($187.50)  (0.05%)  $125.00  33.33%    $0.00  $0.00
   Buy to Cover  09/06/07 16:00  Cover  $1,505.00    ($187.50)  $11,687.50    ($250.00)  16.67%  (50.00%)  $0.00  $0.00
 80  Buy  09/07/07 09:45  Long-Day  $1,483.50  $0.00  5  $1,125.00  0.30%  $1,187.50  100.00%    $0.00  $0.00
   Sell  09/07/07 09:50  LongX  $1,488.00    $1,125.00  $12,812.50    $0.00  94.74%  94.74%  $0.00  $0.00
 81  Buy  09/07/07 10:15  Long-Day  $1,484.75  $0.00  5  ($500.00)  (0.13%)  $875.00  63.64%    $0.00  $0.00
   Sell  09/07/07 10:35  Stop Loss  $1,482.75    ($500.00)  $12,312.50    ($500.00)  0.00%  (36.36%)  $0.00  $0.00
 82  Buy  09/07/07 10:35  Long-Day  $1,481.75  $0.00  5  ($500.00)  (0.13%)  $1,312.50  72.41%    $0.00  $0.00
   Sell  09/07/07 10:55  Stop Loss  $1,479.75    ($500.00)  $11,812.50    ($500.00)  0.00%  (27.59%)  $0.00  $0.00
 83  Buy  09/07/07 10:55  Long-Day  $1,479.75  $0.00  5  ($500.00)  (0.14%)  $625.00  55.56%    $0.00  $0.00
   Sell  09/07/07 11:25  Stop Loss  $1,477.75    ($500.00)  $11,312.50    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 84  Buy  09/07/07 11:30  Long-Day  $1,478.25  $0.00  5  $750.00  0.20%  $1,000.00  80.00%    $0.00  $0.00
   Sell  09/07/07 11:45  LongX  $1,481.25    $750.00  $12,062.50    ($250.00)  80.00%  60.00%  $0.00  $0.00
 85  Sell Short  09/07/07 12:15  Short-Day  $1,485.00  $0.00  5  $812.50  0.22%  $812.50  100.00%    $0.00  $0.00
   Buy to Cover  09/07/07 12:25  ShortX  $1,481.75    $812.50  $12,875.00    $0.00  100.00%  100.00%  $0.00  $0.00
 86  Sell Short  09/07/07 12:30  Short-Day  $1,486.00  $0.00  5  ($500.00)  (0.13%)  $625.00  55.56%    $0.00  $0.00
   Buy to Cover  09/07/07 13:10  Stop Loss  $1,488.00    ($500.00)  $12,375.00    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 87  Sell Short  09/07/07 13:25  Short-Day  $1,488.75  $0.00  5  $1,187.50  0.32%  $1,250.00  100.00%    $0.00  $0.00
   Buy to Cover  09/07/07 13:45  ShortX  $1,484.00    $1,187.50  $13,562.50    $0.00  95.00%  95.00%  $0.00  $0.00
 88  Buy  09/07/07 13:50  Long-Day  $1,482.50  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Sell  09/07/07 14:50  Stop Loss  $1,480.50    ($500.00)  $13,062.50    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 89  Buy  09/07/07 14:55  Long-Day  $1,479.25  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Sell  09/07/07 15:00  Stop Loss  $1,477.25    ($500.00)  $12,562.50    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 90  Buy  09/07/07 15:00  Long-Day  $1,476.00  $0.00  5  $1,250.00  0.34%  $1,250.00  100.00%    $0.00  $0.00
   Sell  09/07/07 15:10  LongX  $1,481.00    $1,250.00  $13,812.50    $0.00  100.00%  100.00%  $0.00  $0.00
 91  Buy  09/07/07 15:30  Long-Day  $1,474.50  $0.00  5  $1,000.00  0.27%  $1,312.50  87.50%    $0.00  $0.00
   Sell  09/07/07 15:55  LongX  $1,478.50    $1,000.00  $14,812.50    ($187.50)  79.17%  66.67%  $0.00  $0.00
 92  Buy  09/10/07 10:40  Long-Day  $1,472.75  $0.00  5  ($500.00)  (0.14%)  $875.00  63.64%    $0.00  $0.00
   Sell  09/10/07 10:45  Stop Loss  $1,470.75    ($500.00)  $14,312.50    ($500.00)  0.00%  (36.36%)  $0.00  $0.00
 93  Buy  09/10/07 10:45  Long-Day  $1,470.00  $0.00  5  ($500.00)  (0.14%)  $1,187.50  70.37%    $0.00  $0.00
   Sell  09/10/07 11:15  Stop Loss  $1,468.00    ($500.00)  $13,812.50    ($500.00)  0.00%  (29.63%)  $0.00  $0.00
 94  Buy  09/10/07 11:20  Long-Day  $1,465.00  $0.00  5  $687.50  0.19%  $812.50  81.25%    $0.00  $0.00
   Sell  09/10/07 11:45  LongX  $1,467.75    $687.50  $14,500.00    ($187.50)  87.50%  68.75%  $0.00  $0.00
 95  Buy  09/10/07 12:20  Long-Day  $1,468.00  $0.00  5  $1,125.00  0.31%  $1,125.00  100.00%    $0.00  $0.00
   Sell  09/10/07 12:30  LongX  $1,472.50    $1,125.00  $15,625.00    $0.00  100.00%  100.00%  $0.00  $0.00
 96  Buy  09/10/07 12:45  Long-Day  $1,469.25  $0.00  5  $687.50  0.19%  $687.50  73.33%    $0.00  $0.00
   Sell  09/10/07 13:15  LongX  $1,472.00    $687.50  $16,312.50    ($250.00)  100.00%  73.33%  $0.00  $0.00
 97  Sell Short  09/10/07 13:20  Short-Day  $1,471.75  $0.00  5  ($500.00)  (0.14%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  09/10/07 13:20  Stop Loss  $1,473.75    ($500.00)  $15,812.50    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 98  Sell Short  09/10/07 13:30  Short-Day  $1,474.75  $0.00  5  $687.50  0.19%  $875.00  66.67%    $0.00  $0.00
   Buy to Cover  09/10/07 14:05  ShortX  $1,472.00    $687.50  $16,500.00    ($437.50)  85.71%  52.38%  $0.00  $0.00
 99  Sell Short  09/10/07 14:45  Short-Day  $1,478.00  $0.00  5  ($500.00)  (0.14%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  09/10/07 15:10  Stop Loss  $1,480.00    ($500.00)  $16,000.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 100  Sell Short  09/10/07 15:10  Short-Day  $1,484.50  $0.00  5  ($500.00)  (0.13%)  $1,937.50  79.49%    $0.00  $0.00
   Buy to Cover  09/10/07 15:25  Stop Loss  $1,486.50    ($500.00)  $15,500.00    ($500.00)  0.00%  (20.51%)  $0.00  $0.00
 101  Sell Short  09/10/07 15:40  Short-Day  $1,485.25  $0.00  5  $812.50  0.22%  $1,000.00  100.00%    $0.00  $0.00
   Buy to Cover  09/10/07 15:50  ShortX  $1,482.00    $812.50  $16,312.50    $0.00  81.25%  81.25%  $0.00  $0.00
 102  Sell Short  09/11/07 10:00  Short-Day  $1,487.50  $0.00  5  ($500.00)  (0.13%)  $812.50  61.90%    $0.00  $0.00
   Buy to Cover  09/11/07 10:30  Stop Loss  $1,489.50    ($500.00)  $15,812.50    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 103  Sell Short  09/11/07 10:35  Short-Day  $1,490.25  $0.00  5  $750.00  0.20%  $875.00  66.67%    $0.00  $0.00
   Buy to Cover  09/11/07 11:15  ShortX  $1,487.25    $750.00  $16,562.50    ($437.50)  90.48%  57.14%  $0.00  $0.00
 104  Buy  09/11/07 12:10  Long-Day  $1,484.75  $0.00  5  $562.50  0.15%  $625.00  90.91%    $0.00  $0.00
   Sell  09/11/07 12:25  LongX  $1,487.00    $562.50  $17,125.00    ($62.50)  90.91%  81.82%  $0.00  $0.00
 105  Sell Short  09/11/07 12:50  Short-Day  $1,489.75  $0.00  5  $812.50  0.22%  $937.50  83.33%    $0.00  $0.00
   Buy to Cover  09/11/07 13:25  ShortX  $1,486.50    $812.50  $17,937.50    ($187.50)  88.89%  72.22%  $0.00  $0.00
 106  Sell Short  09/11/07 13:55  Short-Day  $1,490.25  $0.00  5  ($500.00)  (0.13%)  $250.00  33.33%    $0.00  $0.00
   Buy to Cover  09/11/07 14:05  Stop Loss  $1,492.25    ($500.00)  $17,437.50    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 107  Sell Short  09/11/07 14:15  Short-Day  $1,494.00  $0.00  5  ($500.00)  (0.13%)  $187.50  27.27%    $0.00  $0.00
   Buy to Cover  09/11/07 14:20  Stop Loss  $1,496.00    ($500.00)  $16,937.50    ($500.00)  0.00%  (72.73%)  $0.00  $0.00
 108  Sell Short  09/11/07 14:20  Short-Day  $1,496.00  $0.00  5  $500.00  0.13%  $687.50  68.75%    $0.00  $0.00
   Buy to Cover  09/11/07 14:55  ShortX  $1,494.00    $500.00  $17,437.50    ($312.50)  81.25%  50.00%  $0.00  $0.00
 109  Sell Short  09/11/07 15:00  Short-Day  $1,495.00  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Buy to Cover  09/11/07 15:20  Stop Loss  $1,497.00    ($500.00)  $16,937.50    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 110  Sell Short  09/11/07 15:40  Short-Day  $1,497.00  $0.00  5  $750.00  0.20%  $1,062.50  100.00%    $0.00  $0.00
   Buy to Cover  09/11/07 15:45  ShortX  $1,494.00    $750.00  $17,687.50    $0.00  70.59%  70.59%  $0.00  $0.00
 111  Buy  09/12/07 09:45  Long-Day  $1,491.50  $0.00  5  $1,500.00  0.40%  $1,500.00  100.00%    $0.00  $0.00
   Sell  09/12/07 09:55  LongX  $1,497.50    $1,500.00  $19,187.50    $0.00  100.00%  100.00%  $0.00  $0.00
 112  Buy  09/12/07 10:20  Long-Day  $1,493.50  $0.00  5  $1,437.50  0.39%  $1,437.50  100.00%    $0.00  $0.00
   Sell  09/12/07 10:35  LongX  $1,499.25    $1,437.50  $20,625.00    $0.00  100.00%  100.00%  $0.00  $0.00
 113  Sell Short  09/12/07 10:40  Short-Day  $1,497.50  $0.00  5  ($500.00)  (0.13%)  $125.00  20.00%    $0.00  $0.00
   Buy to Cover  09/12/07 10:40  Stop Loss  $1,499.50    ($500.00)  $20,125.00    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 114  Buy  09/12/07 13:10  Long-Day  $1,494.50  $0.00  5  $562.50  0.15%  $687.50  100.00%    $0.00  $0.00
   Sell  09/12/07 13:25  LongX  $1,496.75    $562.50  $20,687.50    $0.00  81.82%  81.82%  $0.00  $0.00
 115  Buy  09/12/07 13:35  Long-Day  $1,495.25  $0.00  5  $1,062.50  0.28%  $1,062.50  94.44%    $0.00  $0.00
   Sell  09/12/07 13:45  LongX  $1,499.50    $1,062.50  $21,750.00    ($62.50)  100.00%  94.44%  $0.00  $0.00
 116  Buy  09/12/07 15:25  Long-Day  $1,497.50  $0.00  5  ($500.00)  (0.13%)  $437.50  46.67%    $0.00  $0.00
   Sell  09/12/07 15:35  Stop Loss  $1,495.50    ($500.00)  $21,250.00    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 117  Buy  09/12/07 15:35  Long-Day  $1,495.25  $0.00  5  $812.50  0.22%  $1,187.50  100.00%    $0.00  $0.00
   Sell  09/12/07 15:55  LongX  $1,498.50    $812.50  $22,062.50    $0.00  68.42%  68.42%  $0.00  $0.00
 118  Sell Short  09/13/07 09:45  Short-Day  $1,504.25  $0.00  5  ($500.00)  (0.13%)  $625.00  55.56%    $0.00  $0.00
   Buy to Cover  09/13/07 10:25  Stop Loss  $1,506.25    ($500.00)  $21,562.50    ($500.00)  0.00%  (44.44%)  $0.00  $0.00
 119  Sell Short  09/13/07 10:35  Short-Day  $1,506.50  $0.00  5  ($500.00)  (0.13%)  $125.00  20.00%    $0.00  $0.00
   Buy to Cover  09/13/07 10:35  Stop Loss  $1,508.50    ($500.00)  $21,062.50    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 120  Sell Short  09/13/07 10:40  Short-Day  $1,508.00  $0.00  5  ($500.00)  (0.13%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  09/13/07 11:20  Stop Loss  $1,510.00    ($500.00)  $20,562.50    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 121  Sell Short  09/13/07 11:25  Short-Day  $1,509.50  $0.00  5  ($500.00)  (0.13%)  $125.00  20.00%    $0.00  $0.00
   Buy to Cover  09/13/07 11:35  Stop Loss  $1,511.50    ($500.00)  $20,062.50    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 122  Buy  09/13/07 15:15  Long-Day  $1,509.50  $0.00  5  ($500.00)  (0.13%)  $687.50  57.89%    $0.00  $0.00
   Sell  09/13/07 15:25  Stop Loss  $1,507.50    ($500.00)  $19,562.50    ($500.00)  0.00%  (42.11%)  $0.00  $0.00
 123  Buy  09/13/07 15:25  Long-Day  $1,507.25  $0.00  5  ($500.00)  (0.13%)  $937.50  65.22%    $0.00  $0.00
   Sell  09/13/07 15:50  Stop Loss  $1,505.25    ($500.00)  $19,062.50    ($500.00)  0.00%  (34.78%)  $0.00  $0.00
 124  Buy  09/13/07 15:50  Long-Day  $1,504.50  $0.00  5  $625.00  0.17%  $1,187.50  100.00%    $0.00  $0.00
   Sell  09/13/07 16:00  LongX  $1,507.00    $625.00  $19,687.50    $0.00  52.63%  52.63%  $0.00  $0.00
 125  Buy  09/14/07 09:45  Long-Day  $1,498.50  $0.00  5  $625.00  0.17%  $812.50  86.67%    $0.00  $0.00
   Sell  09/14/07 10:00  LongX  $1,501.00    $625.00  $20,312.50    ($125.00)  80.00%  66.67%  $0.00  $0.00
 126  Buy  09/14/07 11:05  Long-Day  $1,504.75  $0.00  5  ($500.00)  (0.13%)  $437.50  46.67%    $0.00  $0.00
   Sell  09/14/07 11:15  Stop Loss  $1,502.75    ($500.00)  $19,812.50    ($500.00)  0.00%  (53.33%)  $0.00  $0.00
 127  Sell Short  09/14/07 12:35  Short-Day  $1,507.25  $0.00  5  $625.00  0.17%  $750.00  100.00%    $0.00  $0.00
   Buy to Cover  09/14/07 12:55  ShortX  $1,504.75    $625.00  $20,437.50    $0.00  83.33%  83.33%  $0.00  $0.00
 128  Sell Short  09/14/07 13:35  Short-Day  $1,509.00  $0.00  5  $375.00  0.10%  $687.50  68.75%    $0.00  $0.00
   Buy to Cover  09/14/07 14:30  ShortX  $1,507.50    $375.00  $20,812.50    ($312.50)  68.75%  37.50%  $0.00  $0.00
 129  Buy  09/14/07 15:00  Long-Day  $1,504.25  $0.00  5  $1,000.00  0.27%  $1,000.00  72.73%    $0.00  $0.00
   Sell  09/14/07 15:30  LongX  $1,508.25    $1,000.00  $21,812.50    ($375.00)  100.00%  72.73%  $0.00  $0.00
 130  Sell Short  09/14/07 15:55  Short-Day  $1,510.00  $0.00  5  $312.50  0.08%  $625.00  100.00%    $0.00  $0.00
   Buy to Cover  09/14/07 16:00  Cover  $1,508.75    $312.50  $22,125.00    $0.00  50.00%  50.00%  $0.00  $0.00
 131  Buy  09/17/07 09:55  Long-Day  $1,502.00  $0.00  5  $687.50  0.18%  $937.50  83.33%    $0.00  $0.00
   Sell  09/17/07 10:25  LongX  $1,504.75    $687.50  $22,812.50    ($187.50)  77.78%  61.11%  $0.00  $0.00
 132  Buy  09/17/07 10:35  Long-Day  $1,502.25  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Sell  09/17/07 10:35  Stop Loss  $1,500.25    ($500.00)  $22,312.50    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 133  Buy  09/17/07 10:40  Long-Day  $1,499.00  $0.00  5  ($500.00)  (0.13%)  $500.00  50.00%    $0.00  $0.00
   Sell  09/17/07 11:35  Stop Loss  $1,497.00    ($500.00)  $21,812.50    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 134  Buy  09/17/07 11:35  Long-Day  $1,497.00  $0.00  5  $875.00  0.23%  $937.50  68.18%    $0.00  $0.00
   Sell  09/17/07 12:45  LongX  $1,500.50    $875.00  $22,687.50    ($437.50)  95.45%  63.64%  $0.00  $0.00
 135  Sell Short  09/17/07 13:00  Short-Day  $1,502.00  $0.00  5  $562.50  0.15%  $562.50  69.23%    $0.00  $0.00
   Buy to Cover  09/17/07 13:40  ShortX  $1,499.75    $562.50  $23,250.00    ($250.00)  100.00%  69.23%  $0.00  $0.00
 136  Buy  09/17/07 14:20  Long-Day  $1,498.50  $0.00  5  $1,125.00  0.30%  $1,125.00  100.00%    $0.00  $0.00
   Sell  09/17/07 14:35  LongX  $1,503.00    $1,125.00  $24,375.00    $0.00  100.00%  100.00%  $0.00  $0.00
 137  Buy  09/17/07 14:55  Long-Day  $1,500.75  $0.00  5  $937.50  0.25%  $937.50  93.75%    $0.00  $0.00
   Sell  09/17/07 15:20  LongX  $1,504.50    $937.50  $25,312.50    ($62.50)  100.00%  93.75%  $0.00  $0.00
 138  Sell Short  09/17/07 15:25  Short-Day  $1,504.25  $0.00  5  $875.00  0.23%  $875.00  93.33%    $0.00  $0.00
   Buy to Cover  09/17/07 15:35  ShortX  $1,500.75    $875.00  $26,187.50    ($62.50)  100.00%  93.33%  $0.00  $0.00
 139  Sell Short  09/18/07 09:45  Short-Day  $1,506.50  $0.00  5  ($500.00)  (0.13%)  $937.50  65.22%    $0.00  $0.00
   Buy to Cover  09/18/07 10:30  Stop Loss  $1,508.50    ($500.00)  $25,687.50    ($500.00)  0.00%  (34.78%)  $0.00  $0.00
 140  Sell Short  09/18/07 10:45  Short-Day  $1,508.75  $0.00  5  ($500.00)  (0.13%)  $312.50  38.46%    $0.00  $0.00
   Buy to Cover  09/18/07 11:00  Stop Loss  $1,510.75    ($500.00)  $25,187.50    ($500.00)  0.00%  (61.54%)  $0.00  $0.00
 141  Sell Short  09/18/07 11:25  Short-Day  $1,513.25  $0.00  5  $562.50  0.15%  $562.50  100.00%    $0.00  $0.00
   Buy to Cover  09/18/07 11:45  ShortX  $1,511.00    $562.50  $25,750.00    $0.00  100.00%  100.00%  $0.00  $0.00
 142  Sell Short  09/18/07 11:50  Short-Day  $1,512.50  $0.00  5  $562.50  0.15%  $625.00  90.91%    $0.00  $0.00
   Buy to Cover  09/18/07 12:20  ShortX  $1,510.25    $562.50  $26,312.50    ($62.50)  90.91%  81.82%  $0.00  $0.00
 143  Buy  09/18/07 13:00  Long-Day  $1,510.75  $0.00  5  ($500.00)  (0.13%)  $250.00  33.33%    $0.00  $0.00
   Sell  09/18/07 13:10  Stop Loss  $1,508.75    ($500.00)  $25,812.50    ($500.00)  0.00%  (66.67%)  $0.00  $0.00
 144  Buy  09/18/07 13:10  Long-Day  $1,508.75  $0.00  5  ($500.00)  (0.13%)  $812.50  61.90%    $0.00  $0.00
   Sell  09/18/07 14:15  Stop Loss  $1,506.75    ($500.00)  $25,312.50    ($500.00)  0.00%  (38.10%)  $0.00  $0.00
 145  Buy  09/18/07 14:15  Long-Day  $1,506.25  $0.00  5  $5,312.50  1.41%  $7,250.00  100.00%    $0.00  $0.00
   Sell  09/18/07 14:25  LongX  $1,527.50    $5,312.50  $30,625.00    $0.00  73.28%  73.28%  $0.00  $0.00
 146  Sell Short  09/18/07 14:30  Short-Day  $1,524.75  $0.00  5  ($500.00)  (0.13%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  09/18/07 14:30  Stop Loss  $1,526.75    ($500.00)  $30,125.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 147  Sell Short  09/18/07 14:35  Short-Day  $1,525.25  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  09/18/07 14:35  Stop Loss  $1,527.25    ($500.00)  $29,625.00    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 148  Sell Short  09/18/07 14:40  Short-Day  $1,530.50  $0.00  5  ($500.00)  (0.13%)  $125.00  20.00%    $0.00  $0.00
   Buy to Cover  09/18/07 14:40  Stop Loss  $1,532.50    ($500.00)  $29,125.00    ($500.00)  0.00%  (80.00%)  $0.00  $0.00
 149  Sell Short  09/18/07 14:45  Short-Day  $1,535.25  $0.00  5  ($500.00)  (0.13%)  $1,375.00  73.33%    $0.00  $0.00
   Buy to Cover  09/18/07 15:15  Stop Loss  $1,537.25    ($500.00)  $28,625.00    ($500.00)  0.00%  (26.67%)  $0.00  $0.00
 150  Sell Short  09/18/07 15:20  Short-Day  $1,538.00  $0.00  5  ($500.00)  (0.13%)  $500.00  50.00%    $0.00  $0.00
   Buy to Cover  09/18/07 15:30  Stop Loss  $1,540.00    ($500.00)  $28,125.00    ($500.00)  0.00%  (50.00%)  $0.00  $0.00
 151  Sell Short  09/18/07 15:40  Short-Day  $1,540.25  $0.00  5  ($562.50)  (0.15%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/18/07 15:40  Stop Loss  $1,542.50    ($562.50)  $27,562.50    ($562.50)  0.00%  (100.00%)  $0.00  $0.00
 152  Sell Short  09/18/07 15:45  Short-Day  $1,541.00  $0.00  5  ($500.00)  (0.13%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/18/07 15:45  Stop Loss  $1,543.00    ($500.00)  $27,062.50    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 153  Sell Short  09/19/07 09:45  Short-Day  $1,553.25  $0.00  5  ($500.00)  (0.13%)  $62.50  11.11%    $0.00  $0.00
   Buy to Cover  09/19/07 09:45  Stop Loss  $1,555.25    ($500.00)  $26,562.50    ($500.00)  0.00%  (88.89%)  $0.00  $0.00
 154  Sell Short  09/19/07 09:50  Short-Day  $1,554.75  $0.00  5  ($500.00)  (0.13%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/19/07 09:50  Stop Loss  $1,556.75    ($500.00)  $26,062.50    ($500.00)  0.00%  (100.00%)  $0.00  $0.00
 155  Buy  09/19/07 12:35  Long-Day  $1,553.75  $0.00  5  ($500.00)  (0.13%)  $750.00  60.00%    $0.00  $0.00
   Sell  09/19/07 13:10  Stop Loss  $1,551.75    ($500.00)  $25,562.50    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 156  Buy  09/19/07 13:10  Long-Day  $1,551.75  $0.00  5  ($500.00)  (0.13%)  $750.00  60.00%    $0.00  $0.00
   Sell  09/19/07 14:05  Stop Loss  $1,549.75    ($500.00)  $25,062.50    ($500.00)  0.00%  (40.00%)  $0.00  $0.00
 157  Buy  09/19/07 14:05  Long-Day  $1,549.75  $0.00  5  ($500.00)  (0.13%)  $937.50  65.22%    $0.00  $0.00
   Sell  09/19/07 14:20  Stop Loss  $1,547.75    ($500.00)  $24,562.50    ($500.00)  0.00%  (34.78%)  $0.00  $0.00
 158  Buy  09/19/07 14:25  Long-Day  $1,545.75  $0.00  5  $937.50  0.24%  $1,250.00  100.00%    $0.00  $0.00
   Sell  09/19/07 14:40  LongX  $1,549.50    $937.50  $25,500.00    $0.00  75.00%  75.00%  $0.00  $0.00
 159  Buy  09/20/07 10:35  Long-Day  $1,547.75  $0.00  5  $875.00  0.23%  $875.00  93.33%    $0.00  $0.00
   Sell  09/20/07 11:15  LongX  $1,551.25    $875.00  $26,375.00    ($62.50)  100.00%  93.33%  $0.00  $0.00
 160  Buy  09/20/07 11:55  Long-Day  $1,547.25  $0.00  5  $937.50  0.24%  $1,062.50  94.44%    $0.00  $0.00
   Sell  09/20/07 12:10  LongX  $1,551.00    $937.50  $27,312.50    ($62.50)  88.89%  83.33%  $0.00  $0.00
 161  Buy  09/20/07 12:35  Long-Day  $1,546.75  $0.00  5  ($500.00)  (0.13%)  $562.50  52.94%    $0.00  $0.00
   Sell  09/20/07 13:30  Stop Loss  $1,544.75    ($500.00)  $26,812.50    ($500.00)  0.00%  (47.06%)  $0.00  $0.00
 162  Buy  09/20/07 13:30  Long-Day  $1,544.75  $0.00  5  $562.50  0.15%  $750.00  8