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TradeStation TradeManager Performance Report Sentinel WFO Broker, @ES.D, 5 min., 1/3/2000 6:35:00 AM - 8/11/2017 1:15:00 PM
Display:
 
TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $42,777.50    Profit Factor 1.72
Gross Profit $101,892.50    Gross Loss ($59,115.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $30,947.50    Select Profit Factor 1.52
Select Gross Profit $90,062.50    Select Gross Loss ($59,115.00)
Adjusted Total Net Profit $30,193.83    Adjusted Profit Factor 1.47
Adjusted Gross Profit $94,168.05    Adjusted Gross Loss ($63,974.22)
Total Number of Trades 322    Percent Profitable 54.04%
Winning Trades 174    Losing Trades 148
Even Trades 0
Avg. Trade Net Profit $132.85    Ratio Avg. Win:Avg. Loss 1.47
Avg. Winning Trade $585.59    Avg. Losing Trade ($399.43)
Largest Winning Trade $3,395.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 3.33%    Largest Loser as % of Gross Loss 1.23%
Net Profit as % of Largest Loss 5859.93%
Slct. Net Profit as % of Largest Loss 4239.38%    Adj. Net Profit as % of Largest Loss 4136.14%
Max. Consecutive Winning Trades 7    Max. Consecutive Losing Trades 7
Avg. Bars in Winning Trades 64.12    Avg. Bars in Losing Trades 36.94
Avg. Bars in Total Trades 51.63
Max. Shares/Contracts Held 1    Account Size Required $4,390.00
Total Commission $9,660.00    Total Slippage $0.00
Return on Initial Capital 362.52%    Annual Rate of Return 8.70%
Buy and Hold Return 66.31%    Return on Account 974.43%
Avg. Monthly Return $365.62    Std. Deviation of Monthly Return $1,071.21
Return Retracement Ratio 0.24    RINA Index 12269.10
Sharpe Ratio 0.30    K-Ratio n/a
Trading Period 17 Yrs, 7 Mths, 6 Dys, 2 Hrs, 5 Mins    Percent of Time in the Market 0.89%
Time in the Market 1 Mth, 25 Dys, 22 Hrs, 10 Mins    Longest Flat Period 1493 Dys, 20 Hrs, 35 Mins
Max. Equity Run-up $43,157.50
Date of Max. E. Run-up 08/10/17 12:50    Max. E. Run-up as % of Initial Capital 365.74%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,592.50)    Value ($4,390.00)
Date 06/23/16 07:40    Date 06/16/16 09:30
as % of Initial Capital 47.39%    as % of Initial Capital 37.20%
Net Profit as % of Drawdown 764.91%    Net Profit as % of Drawdown 974.43%
Slct. Net Profit as % of Drawdown 553.38%    Slct. Net Profit as % of Drawdown 704.95%
Adj. Net Prof as % of Drawdown 539.90%    Adj. Net Profit as % of Drawdown 687.79%
Max. Trade Drawdown ($700.00)    
Long Trades
Total Net Profit $24,387.50    Profit Factor 1.96
Gross Profit $49,805.00    Gross Loss ($25,417.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $20,992.50    Select Profit Factor 1.83
Select Gross Profit $46,410.00    Select Gross Loss ($25,417.50)
Adjusted Total Net Profit $16,121.83    Adjusted Profit Factor 1.56
Adjusted Gross Profit $44,668.01    Adjusted Gross Loss ($28,546.18)
Total Number of Trades 160    Percent Profitable 58.75%
Winning Trades 94    Losing Trades 66
Even Trades 0
Avg. Trade Net Profit $152.42    Ratio Avg. Win:Avg. Loss 1.38
Avg. Winning Trade $529.84    Avg. Losing Trade ($385.11)
Largest Winning Trade $3,395.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 6.82%    Largest Loser as % of Gross Loss 2.87%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 5
Avg. Bars in Winning Trades 64.29    Avg. Bars in Losing Trades 38.53
Avg. Bars in Total Trades 53.66
Max. Shares/Contracts Held 1    Account Size Required $3,825.00
Total Commission $4,800.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 3340.75%
Slct. Net Profit as % of Largest Loss 2875.68%    Adj. Net Profit as % of Largest Loss 2208.47%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,205.00)    Value ($3,825.00)
as % of Initial Capital 35.64%    as % of Initial Capital 32.42%
Net Profit as % of Drawdown 579.96%    Net Profit as % of Drawdown 637.58%
Slct. Net Profit as % of Drawdown 499.23%    Slct. Net Profit as % of Drawdown 548.82%
Adj. Net Prof as % of Drawdown 383.40%    Adj. Net Profit as % of Drawdown 548.82%
Max. Trade Drawdown ($700.00)  
Short Trades
Total Net Profit $18,390.00    Profit Factor 1.55
Gross Profit $52,087.50    Gross Loss ($33,697.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $9,955.00    Select Profit Factor 1.30
Select Gross Profit $43,652.50    Select Gross Loss ($33,697.50)
Adjusted Total Net Profit $8,845.17    Adjusted Profit Factor 1.24
Adjusted Gross Profit $46,263.94    Adjusted Gross Loss ($37,418.77)
     
Total Number of Trades 162    Percent Profitable 49.38%
Winning Trades 80    Losing Trades 82
Even Trades 0
Avg. Trade Net Proft $113.52    Ratio Avg. Win:Avg. Loss 1.58
Avg. Winning Trade $651.09    Avg. Losing Trade ($410.95)
Largest Winning Trade $3,220.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 6.18%    Largest Loser as % of Gross Loss 2.87%
Max. Consecutive Winning Trades 6    Max. Consecutive Losing Trades 8
Avg. Bars in Winning Trades 63.92    Avg. Bars in Losing Trades 35.66
Avg. Bars in Total Trades 49.62
Max. Shares/Contracts Held 1    Account Size Required $5,245.00
Total Slippage $0.00    Total Commission $4,860.00
Net Profit as % of Largest Loss 2519.18%
Slct. Net Profit as % of Largest Loss 1363.70%    Adj. Net Profit as % of Largest Loss 1211.67%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($6,302.50)    Value ($5,245.00)
as % of Initial Capital 53.41%    as % of Initial Capital 44.45%
Net Profit as % of Drawdown 291.79%    Net Profit as % of Drawdown 350.62%
Slct. Net Profit as % of Drawdown 157.95%    Slct. Net Profit as % of Drawdown 189.80%
Adj. Net Prof as % of Drawdown 140.34%    Adj. Net Prof as % of Drawdown 168.64%
Max. Trade Drawdown ($700.00)  
Created by TradeStation: 8/13/2017 6:17:40 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Sentinel WFO Broker, @ES.D, 5 min., 1/3/2000 6:35:00 AM - 8/11/2017 1:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 322 174 148
Avg. Trade Net Profit $132.85 $585.59 ($399.43)
1 Std. Deviation of Avg. Trade $660.33 $558.27 $239.76
Avg. Trade + 1 Std. Deviation $793.17 $1,143.86 ($159.66)
Avg. Trade - 1 Std. Deviation ($527.48) $27.32 ($639.19)
Coefficient of Variation 497.05% 95.34% 60.03%
Time Averages
Avg. Time in Trades 4 Hrs, 14 Mins 5 Hrs, 17 Mins 3 Hrs
Avg. Time Between Trades 19 Dys, 20 Hrs, 21 Mins 36 Dys, 22 Hrs, 27 Mins 42 Dys, 19 Hrs, 23 Mins
Avg. Time Between Trade Profit Peaks 1602 Dys, 12 Hrs
Outliers Total Positive Negative
Number of Outliers 4 4 0
Outlier Profit/Loss $11,830.00 $11,830.00 $0.00
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $4,375.00 ($700.00)
Max. Value Date 4/14/2000 9/8/2008
Avg. Value $577.64 ($284.94)
1 Std. Deviation $573.25 $215.39
Avg. + 1 Std. Deviation $1,150.89 ($69.55)
Avg. - 1 Std. Deviation $4.39 ($500.33)
Coefficient of Variation 99.24% 75.59%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 3.78% 59.20% 44.58%
1 Std. Deviation 62.60% 29.66% 38.43%
Avg. + 1 Std. Deviation 66.39% 88.86% 83.01%
Avg. - 1 Std. Deviation (58.82%) 29.54% 6.15%
Coefficient of Variation 1655.20% 50.10% 86.20%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,395.00 ($730.00)
Largest Profit/Loss as % of Gross 3.33% 1.23%
Largest Consec. Profit/Loss $8,595.00 ($2,190.00)
Largest Consec. Profit/Loss as % of Gross 8.44% 3.70%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 49 $621.02 ($380.51)
2 17 $638.01 ($420.63)
3 6 $481.81 ($494.58)
4 7 $680.27 ($492.50)
5 5 $395.00 ($447.50)
6 1 $1,432.50 ($730.00)
7 2 $255.71 ($148.75)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 48 ($436.77) $478.33
2 24 ($404.48) $587.71
3 10 ($376.25) $605.00
4 1 ($492.50) $795.00
5 1 ($367.50) $632.50
6 1 ($280.00) $1,207.50
7 1 ($280.00) $1,057.50

Created by TradeStation: 8/13/2017 6:17:40 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  01/04/00 07:25  Short Entry  $1,467.25  $0.00  1  $1,732.50  2.40%  $1,925.00  91.67%    $15.00  $0.00
   Buy to Cover  01/04/00 13:05  SX EoD  $1,432.00    $1,762.50  $1,732.50    ($175.00)  92.26%  83.93%  $15.00  $0.00
 2  Buy  01/07/00 07:15  Long Entry  $1,449.00  $0.00  1  $1,257.50  1.78%  $1,350.00  91.53%    $15.00  $0.00
   Sell  01/07/00 13:05  LX EoD  $1,474.75    $1,287.50  $2,990.00    ($125.00)  95.76%  87.29%  $15.00  $0.00
 3  Buy  01/14/00 07:15  Long Entry  $1,498.75  $0.00  1  ($280.00)  (0.33%)  $275.00  52.38%    $15.00  $0.00
   Sell  01/14/00 09:15  Stop Loss  $1,493.75    ($250.00)  $2,710.00    ($250.00)  0.00%  (47.62%)  $15.00  $0.00
 4  Buy  02/08/00 07:20  Long Entry  $1,466.75  $0.00  1  ($280.00)  (0.34%)  $100.00  28.57%    $15.00  $0.00
   Sell  02/08/00 08:05  Stop Loss  $1,461.75    ($250.00)  $2,430.00    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 5  Sell Short  03/13/00 07:15  Short Entry  $1,396.50  $0.00  1  ($280.00)  (0.36%)  $125.00  33.33%    $15.00  $0.00
   Buy to Cover  03/13/00 07:25  Stop Loss  $1,401.50    ($250.00)  $2,150.00    ($250.00)  0.00%  (66.67%)  $15.00  $0.00
 6  Sell Short  04/14/00 07:15  Short Entry  $1,435.75  $0.00  1  $3,220.00  4.53%  $4,375.00  99.43%    $15.00  $0.00
   Buy to Cover  04/14/00 13:05  SX EoD  $1,370.75    $3,250.00  $5,370.00    ($25.00)  74.43%  73.86%  $15.00  $0.00
 7  Sell Short  04/24/00 07:15  Short Entry  $1,427.25  $0.00  1  ($280.00)  (0.35%)  $162.50  39.39%    $15.00  $0.00
   Buy to Cover  04/24/00 07:25  Stop Loss  $1,432.25    ($250.00)  $5,090.00    ($250.00)  0.00%  (60.61%)  $15.00  $0.00
 8  Buy  04/25/00 07:30  Long Entry  $1,460.75  $0.00  1  $1,445.00  2.02%  $1,500.00  97.56%    $15.00  $0.00
   Sell  04/25/00 13:05  LX EoD  $1,490.25    $1,475.00  $6,535.00    ($37.50)  98.37%  95.93%  $15.00  $0.00
 9  Buy  05/11/00 07:35  Long Entry  $1,413.50  $0.00  1  ($280.00)  (0.35%)  $312.50  55.56%    $15.00  $0.00
   Sell  05/11/00 11:20  Stop Loss  $1,408.50    ($250.00)  $6,255.00    ($250.00)  0.00%  (44.44%)  $15.00  $0.00
 10  Sell Short  05/17/00 08:20  Short Entry  $1,451.25  $0.00  1  ($280.00)  (0.34%)  $75.00  23.08%    $15.00  $0.00
   Buy to Cover  05/17/00 09:40  Stop Loss  $1,456.25    ($250.00)  $5,975.00    ($250.00)  0.00%  (76.92%)  $15.00  $0.00
 11  Sell Short  05/19/00 07:15  Short Entry  $1,423.25  $0.00  1  $420.00  0.63%  $750.00  95.24%    $15.00  $0.00
   Buy to Cover  05/19/00 13:05  SX EoD  $1,414.25    $450.00  $6,395.00    ($37.50)  61.90%  57.14%  $15.00  $0.00
 12  Buy  06/01/00 07:25  Long Entry  $1,447.25  $0.00  1  ($280.00)  (0.35%)  $387.50  60.78%    $15.00  $0.00
   Sell  06/01/00 11:05  Stop Loss  $1,442.25    ($250.00)  $6,115.00    ($250.00)  0.00%  (39.22%)  $15.00  $0.00
 13  Buy  06/02/00 07:15  Long Entry  $1,485.75  $0.00  1  ($280.00)  (0.34%)  $100.00  28.57%    $15.00  $0.00
   Sell  06/02/00 08:30  Stop Loss  $1,480.75    ($250.00)  $5,835.00    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 14  Buy  06/07/00 08:05  Long Entry  $1,486.25  $0.00  1  $395.00  0.57%  $750.00  89.55%    $15.00  $0.00
   Sell  06/07/00 13:05  LX EoD  $1,494.75    $425.00  $6,230.00    ($87.50)  61.19%  50.75%  $15.00  $0.00
 15  Sell Short  06/08/00 07:15  Short Entry  $1,467.75  $0.00  1  ($280.00)  (0.34%)  $125.00  33.33%    $15.00  $0.00
   Buy to Cover  06/08/00 08:10  Stop Loss  $1,472.75    ($250.00)  $5,950.00    ($250.00)  0.00%  (66.67%)  $15.00  $0.00
 16  Sell Short  07/21/00 07:15  Short Entry  $1,478.00  $0.00  1  $182.50  0.29%  $400.00  72.73%    $15.00  $0.00
   Buy to Cover  07/21/00 13:05  SX EoD  $1,473.75    $212.50  $6,132.50    ($150.00)  65.91%  38.64%  $15.00  $0.00
 17  Buy  09/11/00 07:15  Long Entry  $1,497.25  $0.00  1  ($280.00)  (0.33%)  $712.50  74.03%    $15.00  $0.00
   Sell  09/11/00 11:50  Stop Loss  $1,492.25    ($250.00)  $5,852.50    ($250.00)  0.00%  (25.97%)  $15.00  $0.00
 18  Sell Short  09/12/00 07:20  Short Entry  $1,472.00  $0.00  1  $557.50  0.80%  $675.00  75.00%    $15.00  $0.00
   Buy to Cover  09/12/00 13:05  SX EoD  $1,460.25    $587.50  $6,410.00    ($225.00)  90.28%  65.28%  $15.00  $0.00
 19  Sell Short  09/22/00 07:15  Short Entry  $1,404.50  $0.00  1  ($280.00)  (0.36%)  $225.00  47.37%    $15.00  $0.00
   Buy to Cover  09/22/00 07:40  Stop Loss  $1,409.50    ($250.00)  $6,130.00    ($250.00)  0.00%  (52.63%)  $15.00  $0.00
 20  Sell Short  10/18/00 07:20  Short Entry  $1,289.50  $0.00  1  ($280.00)  (0.39%)  $150.00  37.50%    $15.00  $0.00
   Buy to Cover  10/18/00 07:35  Stop Loss  $1,294.50    ($250.00)  $5,850.00    ($250.00)  0.00%  (62.50%)  $15.00  $0.00
 21  Buy  10/19/00 07:20  Long Entry  $1,335.25  $0.00  1  $982.50  1.52%  $1,225.00  92.45%    $15.00  $0.00
   Sell  10/19/00 13:05  LX EoD  $1,355.50    $1,012.50  $6,832.50    ($100.00)  83.96%  76.42%  $15.00  $0.00
 22  Buy  11/14/00 07:20  Long Entry  $1,336.50  $0.00  1  $445.00  0.71%  $950.00  83.52%    $15.00  $0.00
   Sell  11/14/00 13:05  LX EoD  $1,346.00    $475.00  $7,277.50    ($187.50)  58.24%  41.76%  $15.00  $0.00
 23  Buy  11/24/00 07:15  Long Entry  $1,301.00  $0.00  1  $82.50  0.17%  $212.50  54.84%    $15.00  $0.00
   Sell  11/24/00 13:15  End of Day Exit  $1,303.25    $112.50  $7,360.00    ($175.00)  74.19%  29.03%  $15.00  $0.00
 24  Buy  12/05/00 07:20  Long Entry  $1,306.25  $0.00  1  $1,257.50  1.97%  $1,487.50  95.97%    $15.00  $0.00
   Sell  12/05/00 13:05  LX EoD  $1,332.00    $1,287.50  $8,617.50    ($62.50)  87.10%  83.06%  $15.00  $0.00
 25  Buy  12/08/00 09:25  Long Entry  $1,349.00  $0.00  1  ($280.00)  (0.37%)  $100.00  28.57%    $15.00  $0.00
   Sell  12/08/00 09:35  Stop Loss  $1,344.00    ($250.00)  $8,337.50    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 26  Buy  12/11/00 07:15  Long Entry  $1,342.75  $0.00  1  $445.00  0.71%  $1,012.50  96.43%    $15.00  $0.00
   Sell  12/11/00 13:05  LX EoD  $1,352.25    $475.00  $8,782.50    ($37.50)  48.81%  45.24%  $15.00  $0.00
 27  Sell Short  12/15/00 07:20  Short Entry  $1,289.50  $0.00  1  ($280.00)  (0.39%)  $762.50  75.31%    $15.00  $0.00
   Buy to Cover  12/15/00 12:10  Stop Loss  $1,294.50    ($250.00)  $8,502.50    ($250.00)  0.00%  (24.69%)  $15.00  $0.00
 28  Sell Short  12/20/00 07:35  Short Entry  $1,245.75  $0.00  1  ($280.00)  (0.40%)  $137.50  35.48%    $15.00  $0.00
   Buy to Cover  12/20/00 08:00  Stop Loss  $1,250.75    ($250.00)  $8,222.50    ($250.00)  0.00%  (64.52%)  $15.00  $0.00
 29  Buy  12/22/00 07:30  Long Entry  $1,265.50  $0.00  1  ($280.00)  (0.40%)  $312.50  55.56%    $15.00  $0.00
   Sell  12/22/00 11:10  Stop Loss  $1,260.50    ($250.00)  $7,942.50    ($250.00)  0.00%  (44.44%)  $15.00  $0.00
 30  Sell Short  02/16/01 07:30  Short Entry  $1,259.50  $0.00  1  $157.50  0.30%  $625.00  76.92%    $15.00  $0.00
   Buy to Cover  02/16/01 13:05  SX EoD  $1,255.75    $187.50  $8,100.00    ($187.50)  46.15%  23.08%  $15.00  $0.00
 31  Buy  03/06/01 07:20  Long Entry  $1,218.50  $0.00  1  ($280.00)  (0.41%)  $137.50  35.48%    $15.00  $0.00
   Sell  03/06/01 09:05  Stop Loss  $1,213.50    ($250.00)  $7,820.00    ($250.00)  0.00%  (64.52%)  $15.00  $0.00
 32  Sell Short  03/09/01 07:20  Short Entry  $1,188.50  $0.00  1  $345.00  0.63%  $587.50  74.60%    $15.00  $0.00
   Buy to Cover  03/09/01 13:05  SX EoD  $1,181.00    $375.00  $8,165.00    ($200.00)  73.02%  47.62%  $15.00  $0.00
 33  Sell Short  03/12/01 07:25  Short Entry  $1,155.25  $0.00  1  $1,457.50  2.58%  $1,675.00  90.54%    $15.00  $0.00
   Buy to Cover  03/12/01 13:05  SX EoD  $1,125.50    $1,487.50  $9,622.50    ($175.00)  89.86%  80.41%  $15.00  $0.00
 34  Buy  03/23/01 07:45  Long Entry  $1,076.50  $0.00  1  ($280.00)  (0.46%)  $375.00  60.00%    $15.00  $0.00
   Sell  03/23/01 09:40  Stop Loss  $1,071.50    ($250.00)  $9,342.50    ($250.00)  0.00%  (40.00%)  $15.00  $0.00
 35  Sell Short  03/28/01 07:15  Short Entry  $1,099.00  $0.00  1  ($280.00)  (0.45%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  03/28/01 07:25  Stop Loss  $1,104.00    ($250.00)  $9,062.50    ($250.00)  0.00%  (100.00%)  $15.00  $0.00
 36  Buy  04/05/01 08:05  Long Entry  $1,079.75  $0.00  1  ($280.00)  (0.46%)  $12.50  4.76%    $15.00  $0.00
   Sell  04/05/01 08:25  Stop Loss  $1,074.75    ($250.00)  $8,782.50    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 37  Buy  04/10/01 07:45  Long Entry  $1,108.75  $0.00  1  $82.50  0.20%  $500.00  70.18%    $15.00  $0.00
   Sell  04/10/01 13:05  LX EoD  $1,111.00    $112.50  $8,865.00    ($212.50)  45.61%  15.79%  $15.00  $0.00
 38  Buy  04/18/01 07:15  Long Entry  $1,153.50  $0.00  1  $1,357.50  2.41%  $2,125.00  94.97%    $15.00  $0.00
   Sell  04/18/01 13:05  LX EoD  $1,181.25    $1,387.50  $10,222.50    ($112.50)  67.04%  62.01%  $15.00  $0.00
 39  Sell Short  05/03/01 07:15  Short Entry  $1,187.25  $0.00  1  ($167.50)  (0.23%)  $375.00  63.83%    $15.00  $0.00
   Buy to Cover  05/03/01 13:05  SX EoD  $1,190.00    ($137.50)  $10,055.00    ($212.50)  12.77%  (23.40%)  $15.00  $0.00
 40  Sell Short  06/08/01 07:15  Short Entry  $1,200.00  $0.00  1  ($167.50)  (0.23%)  $362.50  63.04%    $15.00  $0.00
   Buy to Cover  06/08/01 13:05  SX EoD  $1,202.75    ($137.50)  $9,887.50    ($212.50)  13.04%  (23.91%)  $15.00  $0.00
 41  Buy  07/12/01 07:15  Long Entry  $1,131.75  $0.00  1  $457.50  0.86%  $600.00  82.76%    $15.00  $0.00
   Sell  07/12/01 13:05  LX EoD  $1,141.50    $487.50  $10,345.00    ($125.00)  84.48%  67.24%  $15.00  $0.00
 42  Buy  07/19/01 08:10  Long Entry  $1,157.00  $0.00  1  ($280.00)  (0.43%)  $37.50  13.04%    $15.00  $0.00
   Sell  07/19/01 08:50  Stop Loss  $1,152.00    ($250.00)  $10,065.00    ($250.00)  0.00%  (86.96%)  $15.00  $0.00
 43  Buy  09/24/01 07:25  Long Entry  $920.00  $0.00  1  $432.50  1.01%  $750.00  78.95%    $15.00  $0.00
   Sell  09/24/01 13:05  LX EoD  $929.25    $462.50  $10,497.50    ($200.00)  69.74%  48.68%  $15.00  $0.00
 44  Buy  11/05/01 07:30  Long Entry  $1,030.75  $0.00  1  ($280.00)  (0.49%)  $12.50  4.76%    $15.00  $0.00
   Sell  11/05/01 08:35  Stop Loss  $1,025.75    ($250.00)  $10,217.50    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 45  Sell Short  11/12/01 07:15  Short Entry  $1,026.25  $0.00  1  ($280.00)  (0.49%)  $112.50  31.03%    $15.00  $0.00
   Buy to Cover  11/12/01 07:45  Stop Loss  $1,031.25    ($250.00)  $9,937.50    ($250.00)  0.00%  (68.97%)  $15.00  $0.00
 46  Buy  04/16/02 07:20  Long Entry  $1,040.75  $0.00  1  $370.00  0.77%  $450.00  87.80%    $15.00  $0.00
   Sell  04/16/02 13:05  LX EoD  $1,048.75    $400.00  $10,307.50    ($62.50)  90.24%  78.05%  $15.00  $0.00
 47  Buy  05/08/02 07:45  Long Entry  $993.75  $0.00  1  $657.50  1.38%  $750.00  95.24%    $15.00  $0.00
   Sell  05/08/02 13:05  LX EoD  $1,007.50    $687.50  $10,965.00    ($37.50)  92.06%  87.30%  $15.00  $0.00
 48  Sell Short  06/14/02 07:15  Short Entry  $906.25  $0.00  1  ($280.00)  (0.55%)  $12.50  4.76%    $15.00  $0.00
   Buy to Cover  06/14/02 07:20  Stop Loss  $911.25    ($250.00)  $10,685.00    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 49  Sell Short  06/26/02 07:15  Short Entry  $874.50  $0.00  1  ($280.00)  (0.57%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  06/26/02 07:25  Stop Loss  $879.50    ($250.00)  $10,405.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 50  Buy  07/05/02 07:15  Long Entry  $893.75  $0.00  1  $720.00  1.68%  $850.00  94.44%    $15.00  $0.00
   Sell  07/05/02 13:15  End of Day Exit  $908.75    $750.00  $11,125.00    ($50.00)  88.89%  83.33%  $15.00  $0.00
 51  Sell Short  07/16/02 07:30  Short Entry  $815.75  $0.00  1  ($280.00)  (0.61%)  $100.00  28.57%    $15.00  $0.00
   Buy to Cover  07/16/02 07:45  Stop Loss  $820.75    ($250.00)  $10,845.00    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 52  Buy  07/29/02 07:25  Long Entry  $797.25  $0.00  1  $882.50  2.29%  $1,025.00  92.13%    $15.00  $0.00
   Sell  07/29/02 13:05  LX EoD  $815.50    $912.50  $11,727.50    ($87.50)  89.89%  82.02%  $15.00  $0.00
 53  Buy  08/06/02 07:15  Long Entry  $780.50  $0.00  1  ($280.00)  (0.64%)  $612.50  71.01%    $15.00  $0.00
   Sell  08/06/02 12:55  Stop Loss  $775.50    ($250.00)  $11,447.50    ($250.00)  0.00%  (28.99%)  $15.00  $0.00
 54  Sell Short  09/03/02 07:15  Short Entry  $806.00  $0.00  1  $545.00  1.43%  $612.50  83.05%    $15.00  $0.00
   Buy to Cover  09/03/02 13:05  SX EoD  $794.50    $575.00  $11,992.50    ($125.00)  94.92%  77.97%  $15.00  $0.00
 55  Sell Short  09/30/02 07:25  Short Entry  $717.75  $0.00  1  ($280.00)  (0.70%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  09/30/02 08:00  Stop Loss  $722.75    ($250.00)  $11,712.50    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 56  Sell Short  10/09/02 08:15  Short Entry  $699.25  $0.00  1  ($280.00)  (0.72%)  $12.50  4.76%    $15.00  $0.00
   Buy to Cover  10/09/02 08:25  Stop Loss  $704.25    ($250.00)  $11,432.50    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 57  Buy  10/11/02 07:25  Long Entry  $746.00  $0.00  1  $445.00  1.27%  $787.50  82.89%    $15.00  $0.00
   Sell  10/11/02 13:05  LX EoD  $755.50    $475.00  $11,877.50    ($162.50)  67.11%  50.00%  $15.00  $0.00
 58  Buy  10/15/02 07:45  Long Entry  $790.00  $0.00  1  $495.00  1.33%  $562.50  70.31%    $15.00  $0.00
   Sell  10/15/02 13:05  LX EoD  $800.50    $525.00  $12,372.50    ($237.50)  95.31%  65.63%  $15.00  $0.00
 59  Buy  11/04/02 07:20  Long Entry  $835.50  $0.00  1  ($280.00)  (0.60%)  $362.50  59.18%    $15.00  $0.00
   Sell  11/04/02 12:00  Stop Loss  $830.50    ($250.00)  $12,092.50    ($250.00)  0.00%  (40.82%)  $15.00  $0.00
 60  Buy  11/27/02 07:20  Long Entry  $848.75  $0.00  1  $332.50  0.85%  $500.00  97.56%    $15.00  $0.00
   Sell  11/27/02 13:05  LX EoD  $856.00    $362.50  $12,425.00    ($12.50)  73.17%  70.73%  $15.00  $0.00
 61  Sell Short  02/04/03 08:05  Short Entry  $758.75  $0.00  1  ($280.00)  (0.66%)  $87.50  25.93%    $15.00  $0.00
   Buy to Cover  02/04/03 10:25  Stop Loss  $763.75    ($250.00)  $12,145.00    ($250.00)  0.00%  (74.07%)  $15.00  $0.00
 62  Sell Short  03/24/03 07:20  Short Entry  $791.50  $0.00  1  $420.00  1.14%  $562.50  100.00%    $15.00  $0.00
   Buy to Cover  03/24/03 13:05  SX EoD  $782.50    $450.00  $12,565.00    $0.00  80.00%  80.00%  $15.00  $0.00
 63  Sell Short  03/31/03 07:15  Short Entry  $763.25  $0.00  1  ($280.00)  (0.66%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  03/31/03 08:00  Stop Loss  $768.25    ($250.00)  $12,285.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 64  Buy  04/02/03 07:20  Long Entry  $797.25  $0.00  1  $82.50  0.28%  $337.50  77.14%    $15.00  $0.00
   Sell  04/02/03 13:05  LX EoD  $799.50    $112.50  $12,367.50    ($100.00)  48.57%  25.71%  $15.00  $0.00
 65  Buy  04/07/03 07:15  Long Entry  $822.75  $0.00  1  ($280.00)  (0.61%)  $100.00  28.57%    $15.00  $0.00
   Sell  04/07/03 07:50  Stop Loss  $817.75    ($250.00)  $12,087.50    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 66  Buy  07/07/03 07:15  Long Entry  $922.75  $0.00  1  $20.00  0.11%  $150.00  60.00%    $15.00  $0.00
   Sell  07/07/03 13:05  LX EoD  $923.75    $50.00  $12,107.50    ($100.00)  60.00%  20.00%  $15.00  $0.00
 67  Sell Short  08/09/07 09:40  Short Entry  $1,304.00  $0.00  1  $945.00  1.50%  $1,012.50  83.51%    $15.00  $0.00
   Buy to Cover  08/09/07 13:05  SX EoD  $1,284.50    $975.00  $13,052.50    ($200.00)  96.91%  80.41%  $15.00  $0.00
 68  Buy  08/13/07 07:20  Long Entry  $1,293.50  $0.00  1  ($280.00)  (0.39%)  $137.50  35.48%    $15.00  $0.00
   Sell  08/13/07 08:10  Stop Loss  $1,288.50    ($250.00)  $12,772.50    ($250.00)  0.00%  (64.52%)  $15.00  $0.00
 69  Sell Short  08/16/07 07:25  Short Entry  $1,219.50  $0.00  1  ($280.00)  (0.41%)  $175.00  41.18%    $15.00  $0.00
   Buy to Cover  08/16/07 07:45  Stop Loss  $1,224.50    ($250.00)  $12,492.50    ($250.00)  0.00%  (58.82%)  $15.00  $0.00
 70  Buy  08/17/07 10:20  Long Entry  $1,273.25  $0.00  1  ($280.00)  (0.39%)  $87.50  25.93%    $15.00  $0.00
   Sell  08/17/07 10:55  Stop Loss  $1,268.25    ($250.00)  $12,212.50    ($250.00)  0.00%  (74.07%)  $15.00  $0.00
 71  Sell Short  09/07/07 07:15  Short Entry  $1,287.75  $0.00  1  ($280.00)  (0.39%)  $412.50  62.26%    $15.00  $0.00
   Buy to Cover  09/07/07 10:15  Stop Loss  $1,292.75    ($250.00)  $11,932.50    ($250.00)  0.00%  (37.74%)  $15.00  $0.00
 72  Sell Short  11/01/07 07:20  Short Entry  $1,338.25  $0.00  1  ($280.00)  (0.37%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  11/01/07 07:35  Stop Loss  $1,343.25    ($250.00)  $11,652.50    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 73  Buy  11/13/07 07:15  Long Entry  $1,275.25  $0.00  1  ($280.00)  (0.39%)  $0.00  0.00%    $15.00  $0.00
   Sell  11/13/07 07:40  Stop Loss  $1,270.25    ($250.00)  $11,372.50    ($250.00)  0.00%  (100.00%)  $15.00  $0.00
 74  Sell Short  11/21/07 07:35  Short Entry  $1,234.25  $0.00  1  ($280.00)  (0.41%)  $187.50  42.86%    $15.00  $0.00
   Buy to Cover  11/21/07 08:40  Stop Loss  $1,239.25    ($250.00)  $11,092.50    ($250.00)  0.00%  (57.14%)  $15.00  $0.00
 75  Buy  11/28/07 07:20  Long Entry  $1,263.25  $0.00  1  $1,057.50  1.72%  $1,212.50  98.98%    $15.00  $0.00
   Sell  11/28/07 13:05  LX EoD  $1,285.00    $1,087.50  $12,150.00    ($12.50)  89.80%  88.78%  $15.00  $0.00
 76  Buy  12/05/07 07:45  Long Entry  $1,293.50  $0.00  1  $295.00  0.50%  $400.00  68.09%    $15.00  $0.00
   Sell  12/05/07 13:05  LX EoD  $1,300.00    $325.00  $12,445.00    ($187.50)  87.23%  55.32%  $15.00  $0.00
 77  Buy  12/12/07 07:15  Long Entry  $1,316.50  $0.00  1  ($280.00)  (0.38%)  $125.00  33.33%    $15.00  $0.00
   Sell  12/12/07 07:50  Stop Loss  $1,311.50    ($250.00)  $12,165.00    ($250.00)  0.00%  (66.67%)  $15.00  $0.00
 78  Sell Short  01/04/08 07:15  Short Entry  $1,239.50  $0.00  1  $882.50  1.47%  $987.50  98.75%    $15.00  $0.00
   Buy to Cover  01/04/08 13:05  SX EoD  $1,221.25    $912.50  $13,047.50    ($12.50)  92.50%  91.25%  $15.00  $0.00
 79  Sell Short  01/15/08 07:15  Short Entry  $1,201.25  $0.00  1  $570.00  1.00%  $687.50  88.71%    $15.00  $0.00
   Buy to Cover  01/15/08 13:05  SX EoD  $1,189.25    $600.00  $13,617.50    ($87.50)  88.71%  77.42%  $15.00  $0.00
 80  Sell Short  01/22/08 07:15  Short Entry  $1,092.50  $0.00  1  ($280.00)  (0.46%)  $100.00  28.57%    $15.00  $0.00
   Buy to Cover  01/22/08 07:20  Stop Loss  $1,097.50    ($250.00)  $13,337.50    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 81  Sell Short  01/23/08 08:35  Short Entry  $1,091.00  $0.00  1  ($280.00)  (0.46%)  $937.50  78.95%    $15.00  $0.00
   Buy to Cover  01/23/08 10:50  Stop Loss  $1,096.00    ($250.00)  $13,057.50    ($250.00)  0.00%  (21.05%)  $15.00  $0.00
 82  Buy  02/01/08 12:10  Long Entry  $1,197.00  $0.00  1  $95.00  0.21%  $137.50  39.29%    $15.00  $0.00
   Sell  02/01/08 13:05  LX EoD  $1,199.50    $125.00  $13,152.50    ($212.50)  96.43%  35.71%  $15.00  $0.00
 83  Sell Short  02/05/08 07:15  Short Entry  $1,159.25  $0.00  1  ($280.00)  (0.43%)  $75.00  23.08%    $15.00  $0.00
   Buy to Cover  02/05/08 07:30  Stop Loss  $1,164.25    ($250.00)  $12,872.50    ($250.00)  0.00%  (76.92%)  $15.00  $0.00
 84  Buy  02/12/08 07:15  Long Entry  $1,160.00  $0.00  1  ($280.00)  (0.43%)  $287.50  53.49%    $15.00  $0.00
   Sell  02/12/08 09:35  Stop Loss  $1,155.00    ($250.00)  $12,592.50    ($250.00)  0.00%  (46.51%)  $15.00  $0.00
 85  Sell Short  02/29/08 07:15  Short Entry  $1,146.25  $0.00  1  $407.50  0.76%  $937.50  84.27%    $15.00  $0.00
   Buy to Cover  02/29/08 13:05  SX EoD  $1,137.50    $437.50  $13,000.00    ($175.00)  55.06%  39.33%  $15.00  $0.00
 86  Sell Short  03/06/08 08:15  Short Entry  $1,118.25  $0.00  1  ($280.00)  (0.45%)  $12.50  4.76%    $15.00  $0.00
   Buy to Cover  03/06/08 08:40  Stop Loss  $1,123.25    ($250.00)  $12,720.00    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 87  Buy  03/11/08 07:15  Long Entry  $1,102.00  $0.00  1  ($280.00)  (0.45%)  $112.50  31.03%    $15.00  $0.00
   Sell  03/11/08 08:15  Stop Loss  $1,097.00    ($250.00)  $12,440.00    ($250.00)  0.00%  (68.97%)  $15.00  $0.00
 88  Sell Short  03/13/08 07:25  Short Entry  $1,088.75  $0.00  1  ($280.00)  (0.46%)  $225.00  47.37%    $15.00  $0.00
   Buy to Cover  03/13/08 08:10  Stop Loss  $1,093.75    ($250.00)  $12,160.00    ($250.00)  0.00%  (52.63%)  $15.00  $0.00
 89  Sell Short  03/17/08 07:20  Short Entry  $1,073.75  $0.00  1  ($280.00)  (0.47%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  03/17/08 07:30  Stop Loss  $1,078.75    ($250.00)  $11,880.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 90  Buy  03/18/08 07:45  Long Entry  $1,107.25  $0.00  1  ($280.00)  (0.45%)  $550.00  68.75%    $15.00  $0.00
   Sell  03/18/08 11:20  Stop Loss  $1,102.25    ($250.00)  $11,600.00    ($250.00)  0.00%  (31.25%)  $15.00  $0.00
 91  Buy  03/24/08 07:15  Long Entry  $1,154.25  $0.00  1  ($280.00)  (0.43%)  $375.00  60.00%    $15.00  $0.00
   Sell  03/24/08 12:50  Stop Loss  $1,149.25    ($250.00)  $11,320.00    ($250.00)  0.00%  (40.00%)  $15.00  $0.00
 92  Buy  04/01/08 07:20  Long Entry  $1,147.50  $0.00  1  $1,207.50  2.16%  $1,262.50  93.52%    $15.00  $0.00
   Sell  04/01/08 13:05  LX EoD  $1,172.25    $1,237.50  $12,527.50    ($87.50)  98.15%  91.67%  $15.00  $0.00
 93  Sell Short  04/11/08 09:25  Short Entry  $1,143.25  $0.00  1  $370.00  0.70%  $562.50  86.54%    $15.00  $0.00
   Buy to Cover  04/11/08 13:05  SX EoD  $1,135.25    $400.00  $12,897.50    ($87.50)  75.00%  61.54%  $15.00  $0.00
 94  Sell Short  06/06/08 07:45  Short Entry  $1,181.50  $0.00  1  $1,032.50  1.80%  $1,112.50  84.76%    $15.00  $0.00
   Buy to Cover  06/06/08 13:05  SX EoD  $1,160.25    $1,062.50  $13,930.00    ($200.00)  96.19%  80.95%  $15.00  $0.00
 95  Buy  08/05/08 07:15  Long Entry  $1,064.00  $0.00  1  $882.50  1.72%  $925.00  90.24%    $15.00  $0.00
   Sell  08/05/08 13:05  LX EoD  $1,082.25    $912.50  $14,812.50    ($100.00)  98.78%  89.02%  $15.00  $0.00
 96  Buy  09/08/08 07:40  Long Entry  $1,068.50  $0.00  1  ($730.00)  (1.31%)  $75.00  9.68%    $15.00  $0.00
   Sell  09/08/08 08:05  Stop Loss  $1,054.50    ($700.00)  $14,082.50    ($700.00)  0.00%  (90.32%)  $15.00  $0.00
 97  Sell Short  09/15/08 09:00  Short Entry  $1,017.00  $0.00  1  $420.00  0.88%  $950.00  58.91%    $15.00  $0.00
   Buy to Cover  09/15/08 12:35  SPL1  $1,008.00    $450.00  $14,502.50    ($662.50)  68.99%  27.91%  $15.00  $0.00
 98  Sell Short  09/17/08 07:15  Short Entry  $991.50  $0.00  1  $420.00  0.91%  $1,537.50  93.18%    $15.00  $0.00
   Buy to Cover  09/17/08 11:35  SPL1  $982.50    $450.00  $14,922.50    ($112.50)  34.09%  27.27%  $15.00  $0.00
 99  Buy  09/18/08 12:05  Long Entry  $984.50  $0.00  1  $895.00  1.88%  $1,550.00  83.78%    $15.00  $0.00
   Sell  09/18/08 13:05  LX EoD  $1,003.00    $925.00  $15,817.50    ($300.00)  66.22%  50.00%  $15.00  $0.00
 100  Buy  09/19/08 07:20  Long Entry  $1,045.00  $0.00  1  $420.00  0.86%  $975.00  64.46%    $15.00  $0.00
   Sell  09/19/08 10:10  LPL1  $1,054.00    $450.00  $16,237.50    ($537.50)  65.29%  29.75%  $15.00  $0.00
 101  Buy  09/25/08 07:15  Long Entry  $1,009.75  $0.00  1  $57.50  0.17%  $587.50  62.67%    $15.00  $0.00
   Sell  09/25/08 13:05  LX EoD  $1,011.50    $87.50  $16,295.00    ($350.00)  46.67%  9.33%  $15.00  $0.00
 102  Sell Short  09/26/08 08:45  Short Entry  $993.50  $0.00  1  ($730.00)  (1.41%)  $175.00  20.00%    $15.00  $0.00
   Buy to Cover  09/26/08 10:45  Stop Loss  $1,007.50    ($700.00)  $15,565.00    ($700.00)  0.00%  (80.00%)  $15.00  $0.00
 103  Sell Short  09/29/08 07:15  Short Entry  $968.25  $0.00  1  $420.00  0.93%  $2,762.50  85.66%    $15.00  $0.00
   Buy to Cover  09/29/08 10:55  SPL1  $959.25    $450.00  $15,985.00    ($462.50)  28.29%  13.95%  $15.00  $0.00
 104  Buy  09/30/08 07:15  Long Entry  $944.75  $0.00  1  $982.50  2.14%  $1,387.50  81.02%    $15.00  $0.00
   Sell  09/30/08 13:05  LX EoD  $965.00    $1,012.50  $16,967.50    ($325.00)  78.10%  59.12%  $15.00  $0.00
 105  Sell Short  10/01/08 07:50  Short Entry  $942.75  $0.00  1  ($730.00)  (1.49%)  $112.50  13.85%    $15.00  $0.00
   Buy to Cover  10/01/08 09:20  Stop Loss  $956.75    ($700.00)  $16,237.50    ($700.00)  0.00%  (86.15%)  $15.00  $0.00
 106  Sell Short  10/02/08 07:25  Short Entry  $933.00  $0.00  1  $720.00  1.61%  $1,050.00  81.55%    $15.00  $0.00
   Buy to Cover  10/02/08 13:05  SX EoD  $918.00    $750.00  $16,957.50    ($237.50)  76.70%  58.25%  $15.00  $0.00
 107  Sell Short  10/06/08 07:15  Short Entry  $856.75  $0.00  1  $420.00  1.05%  $1,450.00  92.80%    $15.00  $0.00
   Buy to Cover  10/06/08 08:05  SPL1  $847.75    $450.00  $17,377.50    ($112.50)  36.00%  28.80%  $15.00  $0.00
 108  Buy  10/13/08 07:15  Long Entry  $737.75  $0.00  1  $3,395.00  9.28%  $3,700.00  97.37%    $15.00  $0.00
   Sell  10/13/08 13:05  LX EoD  $806.25    $3,425.00  $20,772.50    ($100.00)  92.76%  90.13%  $15.00  $0.00
 109  Sell Short  10/15/08 07:20  Short Entry  $758.25  $0.00  1  $2,595.00  6.92%  $2,787.50  85.11%    $15.00  $0.00
   Buy to Cover  10/15/08 13:05  SX EoD  $705.75    $2,625.00  $23,367.50    ($487.50)  95.04%  80.15%  $15.00  $0.00
 110  Buy  10/20/08 10:30  Long Entry  $761.50  $0.00  1  $1,045.00  2.82%  $1,225.00  85.22%    $15.00  $0.00
   Sell  10/20/08 13:05  LX EoD  $783.00    $1,075.00  $24,412.50    ($212.50)  89.57%  74.78%  $15.00  $0.00
 111  Sell Short  10/22/08 10:25  Short Entry  $709.00  $0.00  1  $420.00  1.27%  $1,987.50  90.34%    $15.00  $0.00
   Buy to Cover  10/22/08 13:05  SPL1  $700.00    $450.00  $24,832.50    ($212.50)  30.11%  20.45%  $15.00  $0.00
 112  Sell Short  10/24/08 07:15  Short Entry  $659.75  $0.00  1  ($730.00)  (2.12%)  $425.00  37.78%    $15.00  $0.00
   Buy to Cover  10/24/08 08:25  Stop Loss  $673.75    ($700.00)  $24,102.50    ($700.00)  0.00%  (62.22%)  $15.00  $0.00
 113  Buy  10/28/08 07:15  Long Entry  $666.00  $0.00  1  ($730.00)  (2.10%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/28/08 07:45  Stop Loss  $652.00    ($700.00)  $23,372.50    ($700.00)  0.00%  (100.00%)  $15.00  $0.00
 114  Sell Short  11/06/08 07:15  Short Entry  $732.75  $0.00  1  $1,670.00  4.64%  $1,950.00  89.66%    $15.00  $0.00
   Buy to Cover  11/06/08 13:05  SX EoD  $698.75    $1,700.00  $25,042.50    ($225.00)  88.51%  78.16%  $15.00  $0.00
 115  Sell Short  11/11/08 07:30  Short Entry  $689.50  $0.00  1  ($730.00)  (2.03%)  $500.00  41.67%    $15.00  $0.00
   Buy to Cover  11/11/08 11:25  Stop Loss  $703.50    ($700.00)  $24,312.50    ($700.00)  0.00%  (58.33%)  $15.00  $0.00
 116  Sell Short  11/20/08 07:15  Short Entry  $575.75  $0.00  1  ($730.00)  (2.43%)  $237.50  25.33%    $15.00  $0.00
   Buy to Cover  11/20/08 07:35  Stop Loss  $589.75    ($700.00)  $23,582.50    ($700.00)  0.00%  (74.67%)  $15.00  $0.00
 117  Buy  11/24/08 07:15  Long Entry  $620.75  $0.00  1  $420.00  1.45%  $925.00  88.10%    $15.00  $0.00
   Sell  11/24/08 09:15  LPL1  $629.75    $450.00  $24,002.50    ($125.00)  54.76%  42.86%  $15.00  $0.00
 118  Sell Short  12/01/08 07:20  Short Entry  $650.75  $0.00  1  $2,007.50  6.26%  $2,050.00  96.47%    $15.00  $0.00
   Buy to Cover  12/01/08 13:05  SX EoD  $610.00    $2,037.50  $26,010.00    ($75.00)  99.41%  95.88%  $15.00  $0.00
 119  Sell Short  12/05/08 07:15  Short Entry  $620.25  $0.00  1  ($730.00)  (2.26%)  $325.00  31.71%    $15.00  $0.00
   Buy to Cover  12/05/08 10:15  Stop Loss  $634.25    ($700.00)  $25,280.00    ($700.00)  0.00%  (68.29%)  $15.00  $0.00
 120  Buy  12/08/08 07:25  Long Entry  $699.50  $0.00  1  $295.00  0.93%  $825.00  62.26%    $15.00  $0.00
   Sell  12/08/08 13:05  LX EoD  $706.00    $325.00  $25,575.00    ($500.00)  62.26%  24.53%  $15.00  $0.00
 121  Sell Short  01/14/09 07:15  Short Entry  $640.75  $0.00  1  $332.50  1.13%  $550.00  80.00%    $15.00  $0.00
   Buy to Cover  01/14/09 13:05  SX EoD  $633.50    $362.50  $25,907.50    ($137.50)  72.73%  52.73%  $15.00  $0.00
 122  Sell Short  01/20/09 08:00  Short Entry  $621.25  $0.00  1  $1,145.00  3.78%  $1,200.00  82.76%    $15.00  $0.00
   Buy to Cover  01/20/09 13:05  SX EoD  $597.75    $1,175.00  $27,052.50    ($250.00)  98.28%  81.03%  $15.00  $0.00
 123  Buy  01/26/09 07:25  Long Entry  $646.75  $0.00  1  ($730.00)  (2.16%)  $0.00  0.00%    $15.00  $0.00
   Sell  01/26/09 10:35  Stop Loss  $632.75    ($700.00)  $26,322.50    ($700.00)  0.00%  (100.00%)  $15.00  $0.00
 124  Buy  01/28/09 07:20  Long Entry  $657.25  $0.00  1  $532.50  1.71%  $800.00  88.89%    $15.00  $0.00
   Sell  01/28/09 13:05  LX EoD  $668.50    $562.50  $26,855.00    ($100.00)  73.61%  62.50%  $15.00  $0.00
 125  Sell Short  01/29/09 08:45  Short Entry  $650.50  $0.00  1  $582.50  1.88%  $650.00  96.30%    $15.00  $0.00
   Buy to Cover  01/29/09 13:05  SX EoD  $638.25    $612.50  $27,437.50    ($25.00)  94.44%  90.74%  $15.00  $0.00
 126  Sell Short  02/12/09 07:20  Short Entry  $609.25  $0.00  1  ($730.00)  (2.30%)  $325.00  31.71%    $15.00  $0.00
   Buy to Cover  02/12/09 12:45  Stop Loss  $623.25    ($700.00)  $26,707.50    ($700.00)  0.00%  (68.29%)  $15.00  $0.00
 127  Sell Short  02/17/09 07:20  Short Entry  $588.50  $0.00  1  $182.50  0.72%  $262.50  38.18%    $15.00  $0.00
   Buy to Cover  02/17/09 13:05  SX EoD  $584.25    $212.50  $26,890.00    ($425.00)  92.73%  30.91%  $15.00  $0.00
 128  Buy  03/10/09 07:15  Long Entry  $502.50  $0.00  1  $732.50  3.03%  $825.00  85.71%    $15.00  $0.00
   Sell  03/10/09 13:05  LX EoD  $517.75    $762.50  $27,622.50    ($137.50)  93.51%  79.22%  $15.00  $0.00
 129  Buy  03/23/09 07:15  Long Entry  $589.75  $0.00  1  $1,470.00  5.09%  $1,587.50  100.00%    $15.00  $0.00
   Sell  03/23/09 13:05  LX EoD  $619.75    $1,500.00  $29,092.50    $0.00  94.49%  94.49%  $15.00  $0.00
 130  Buy  03/25/09 07:40  Long Entry  $623.00  $0.00  1  ($730.00)  (2.25%)  $0.00  0.00%    $15.00  $0.00
   Sell  03/25/09 10:20  Stop Loss  $609.00    ($700.00)  $28,362.50    ($700.00)  0.00%  (100.00%)  $15.00  $0.00
 131  Sell Short  03/30/09 07:20  Short Entry  $588.75  $0.00  1  $195.00  0.76%  $637.50  91.07%    $15.00  $0.00
   Buy to Cover  03/30/09 13:05  SX EoD  $584.25    $225.00  $28,557.50    ($62.50)  41.07%  32.14%  $15.00  $0.00
 132  Buy  04/02/09 07:20  Long Entry  $631.25  $0.00  1  $95.00  0.40%  $575.00  70.77%    $15.00  $0.00
   Sell  04/02/09 13:05  LX EoD  $633.75    $125.00  $28,652.50    ($237.50)  44.62%  15.38%  $15.00  $0.00
 133  Sell Short  04/07/09 10:25  Short Entry  $614.50  $0.00  1  $45.00  0.24%  $162.50  37.14%    $15.00  $0.00
   Buy to Cover  04/07/09 13:05  SX EoD  $613.00    $75.00  $28,697.50    ($275.00)  80.00%  17.14%  $15.00  $0.00
 134  Buy  04/09/09 07:40  Long Entry  $646.75  $0.00  1  $345.00  1.16%  $412.50  56.90%    $15.00  $0.00
   Sell  04/09/09 13:05  LX EoD  $654.25    $375.00  $29,042.50    ($312.50)  94.83%  51.72%  $15.00  $0.00
 135  Sell Short  04/20/09 07:15  Short Entry  $643.25  $0.00  1  $595.00  1.94%  $700.00  100.00%    $15.00  $0.00
   Buy to Cover  04/20/09 13:05  SX EoD  $630.75    $625.00  $29,637.50    $0.00  89.29%  89.29%  $15.00  $0.00
 136  Sell Short  07/02/09 08:45  Short Entry  $701.50  $0.00  1  $120.00  0.43%  $212.50  68.00%    $15.00  $0.00
   Buy to Cover  07/02/09 13:05  SX EoD  $698.50    $150.00  $29,757.50    ($100.00)  80.00%  48.00%  $15.00  $0.00
 137  Sell Short  08/17/09 07:15  Short Entry  $784.25  $0.00  1  $120.00  0.38%  $212.50  54.84%    $15.00  $0.00
   Buy to Cover  08/17/09 13:05  SX EoD  $781.25    $150.00  $29,877.50    ($175.00)  83.87%  38.71%  $15.00  $0.00
 138  Sell Short  11/19/09 07:20  Short Entry  $899.00  $0.00  1  ($192.50)  (0.36%)  $175.00  40.00%    $15.00  $0.00
   Buy to Cover  11/19/09 13:05  SX EoD  $902.25    ($162.50)  $29,685.00    ($262.50)  22.86%  (37.14%)  $15.00  $0.00
 139  Sell Short  02/04/10 07:15  Short Entry  $885.75  $0.00  1  $495.00  1.19%  $650.00  88.14%    $15.00  $0.00
   Buy to Cover  02/04/10 13:05  SX EoD  $875.25    $525.00  $30,180.00    ($87.50)  83.05%  71.19%  $15.00  $0.00
 140  Sell Short  05/04/10 07:35  Short Entry  $993.50  $0.00  1  $120.00  0.30%  $550.00  91.67%    $15.00  $0.00
   Buy to Cover  05/04/10 13:05  SX EoD  $990.50    $150.00  $30,300.00    ($50.00)  33.33%  25.00%  $15.00  $0.00
 141  Buy  05/10/10 07:15  Long Entry  $975.50  $0.00  1  $20.00  0.10%  $112.50  14.75%    $15.00  $0.00
   Sell  05/10/10 13:05  LX EoD  $976.50    $50.00  $30,320.00    ($650.00)  91.80%  6.56%  $15.00  $0.00
 142  Sell Short  05/14/10 07:40  Short Entry  $954.00  $0.00  1  $70.00  0.21%  $600.00  81.36%    $15.00  $0.00
   Buy to Cover  05/14/10 13:05  SX EoD  $952.00    $100.00  $30,390.00    ($137.50)  32.20%  13.56%  $15.00  $0.00
 143  Sell Short  05/20/10 07:15  Short Entry  $902.25  $0.00  1  $745.00  1.72%  $775.00  61.39%    $15.00  $0.00
   Buy to Cover  05/20/10 13:05  SX EoD  $886.75    $775.00  $31,135.00    ($487.50)  100.00%  61.39%  $15.00  $0.00
 144  Sell Short  05/25/10 07:35  Short Entry  $866.75  $0.00  1  ($730.00)  (1.62%)  $150.00  17.65%    $15.00  $0.00
   Buy to Cover  05/25/10 11:50  Stop Loss  $880.75    ($700.00)  $30,405.00    ($700.00)  0.00%  (82.35%)  $15.00  $0.00
 145  Buy  05/27/10 07:15  Long Entry  $906.75  $0.00  1  $645.00  1.49%  $725.00  90.63%    $15.00  $0.00
   Sell  05/27/10 13:05  LX EoD  $920.25    $675.00  $31,050.00    ($75.00)  93.75%  84.38%  $15.00  $0.00
 146  Sell Short  06/04/10 07:55  Short Entry  $901.75  $0.00  1  $882.50  2.02%  $1,212.50  94.17%    $15.00  $0.00
   Buy to Cover  06/04/10 13:05  SX EoD  $883.50    $912.50  $31,932.50    ($75.00)  76.70%  70.87%  $15.00  $0.00
 147  Buy  06/10/10 08:05  Long Entry  $898.00  $0.00  1  $245.00  0.61%  $400.00  50.00%    $15.00  $0.00
   Sell  06/10/10 13:05  LX EoD  $903.50    $275.00  $32,177.50    ($400.00)  84.38%  34.38%  $15.00  $0.00
 148  Sell Short  06/29/10 07:20  Short Entry  $866.25  $0.00  1  $370.00  0.92%  $675.00  79.41%    $15.00  $0.00
   Buy to Cover  06/29/10 13:05  SX EoD  $858.25    $400.00  $32,547.50    ($175.00)  67.65%  47.06%  $15.00  $0.00
 149  Buy  07/06/10 07:15  Long Entry  $860.00  $0.00  1  ($730.00)  (1.63%)  $37.50  5.08%    $15.00  $0.00
   Sell  07/06/10 10:45  Stop Loss  $846.00    ($700.00)  $31,817.50    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 150  Sell Short  07/16/10 08:25  Short Entry  $893.00  $0.00  1  $357.50  0.87%  $575.00  86.79%    $15.00  $0.00
   Buy to Cover  07/16/10 13:05  SX EoD  $885.25    $387.50  $32,175.00    ($87.50)  71.70%  58.49%  $15.00  $0.00
 151  Buy  07/22/10 07:15  Long Entry  $912.25  $0.00  1  ($55.00)  (0.05%)  $237.50  52.78%    $15.00  $0.00
   Sell  07/22/10 13:05  LX EoD  $911.75    ($25.00)  $32,120.00    ($212.50)  41.67%  (5.56%)  $15.00  $0.00
 152  Sell Short  08/11/10 07:15  Short Entry  $919.00  $0.00  1  $495.00  1.14%  $550.00  97.78%    $15.00  $0.00
   Buy to Cover  08/11/10 13:05  SX EoD  $908.50    $525.00  $32,615.00    ($12.50)  95.56%  93.33%  $15.00  $0.00
 153  Buy  09/01/10 07:15  Long Entry  $897.75  $0.00  1  $270.00  0.67%  $325.00  78.79%    $15.00  $0.00
   Sell  09/01/10 13:05  LX EoD  $903.75    $300.00  $32,885.00    ($87.50)  93.94%  72.73%  $15.00  $0.00
 154  Buy  09/24/10 07:30  Long Entry  $968.50  $0.00  1  $82.50  0.23%  $162.50  68.42%    $15.00  $0.00
   Sell  09/24/10 13:05  LX EoD  $970.75    $112.50  $32,967.50    ($75.00)  78.95%  47.37%  $15.00  $0.00
 155  Buy  12/01/10 07:15  Long Entry  $1,027.25  $0.00  1  $220.00  0.49%  $387.50  81.58%    $15.00  $0.00
   Sell  12/01/10 13:05  LX EoD  $1,032.25    $250.00  $33,187.50    ($87.50)  71.05%  52.63%  $15.00  $0.00
 156  Sell Short  03/10/11 10:35  Short Entry  $1,128.00  $0.00  1  $82.50  0.20%  $150.00  32.43%    $15.00  $0.00
   Buy to Cover  03/10/11 13:05  SX EoD  $1,125.75    $112.50  $33,270.00    ($312.50)  91.89%  24.32%  $15.00  $0.00
 157  Buy  03/21/11 07:30  Long Entry  $1,132.50  $0.00  1  ($92.50)  (0.11%)  $37.50  13.04%    $15.00  $0.00
   Sell  03/21/11 13:05  LX EoD  $1,131.25    ($62.50)  $33,177.50    ($250.00)  65.22%  (21.74%)  $15.00  $0.00
 158  Sell Short  04/18/11 08:00  Short Entry  $1,129.50  $0.00  1  ($430.00)  (0.71%)  $100.00  14.81%    $15.00  $0.00
   Buy to Cover  04/18/11 13:05  SX EoD  $1,137.50    ($400.00)  $32,747.50    ($575.00)  25.93%  (59.26%)  $15.00  $0.00
 159  Buy  04/20/11 07:15  Long Entry  $1,165.00  $0.00  1  $57.50  0.15%  $112.50  36.00%    $15.00  $0.00
   Sell  04/20/11 13:05  LX EoD  $1,166.75    $87.50  $32,805.00    ($200.00)  92.00%  28.00%  $15.00  $0.00
 160  Sell Short  07/11/11 07:20  Short Entry  $1,162.75  $0.00  1  $120.00  0.26%  $412.50  94.29%    $15.00  $0.00
   Buy to Cover  07/11/11 13:05  SX EoD  $1,159.75    $150.00  $32,925.00    ($25.00)  40.00%  34.29%  $15.00  $0.00
 161  Sell Short  08/04/11 07:15  Short Entry  $1,076.75  $0.00  1  $1,770.00  3.34%  $2,037.50  93.68%    $15.00  $0.00
   Buy to Cover  08/04/11 13:05  SX EoD  $1,040.75    $1,800.00  $34,695.00    ($137.50)  89.08%  82.76%  $15.00  $0.00
 162  Sell Short  08/08/11 07:15  Short Entry  $1,007.25  $0.00  1  $2,620.00  5.26%  $2,750.00  94.02%    $15.00  $0.00
   Buy to Cover  08/08/11 13:05  SX EoD  $954.25    $2,650.00  $37,315.00    ($175.00)  96.58%  90.60%  $15.00  $0.00
 163  Buy  08/09/11 07:15  Long Entry  $985.75  $0.00  1  ($730.00)  (1.42%)  $312.50  30.86%    $15.00  $0.00
   Sell  08/09/11 11:25  Stop Loss  $971.75    ($700.00)  $36,585.00    ($700.00)  0.00%  (69.14%)  $15.00  $0.00
 164  Sell Short  08/10/11 07:15  Short Entry  $974.50  $0.00  1  ($730.00)  (1.44%)  $512.50  42.27%    $15.00  $0.00
   Buy to Cover  08/10/11 10:55  Stop Loss  $988.50    ($700.00)  $35,855.00    ($700.00)  0.00%  (57.73%)  $15.00  $0.00
 165  Sell Short  08/18/11 10:35  Short Entry  $978.25  $0.00  1  ($342.50)  (0.64%)  $362.50  46.77%    $15.00  $0.00
   Buy to Cover  08/18/11 13:05  SX EoD  $984.50    ($312.50)  $35,512.50    ($412.50)  12.90%  (40.32%)  $15.00  $0.00
 166  Buy  08/29/11 07:15  Long Entry  $1,039.75  $0.00  1  $495.00  1.01%  $575.00  69.70%    $15.00  $0.00
   Sell  08/29/11 13:05  LX EoD  $1,050.25    $525.00  $36,007.50    ($250.00)  93.94%  63.64%  $15.00  $0.00
 167  Buy  08/31/11 07:15  Long Entry  $1,070.50  $0.00  1  ($730.00)  (1.31%)  $100.00  12.50%    $15.00  $0.00
   Sell  08/31/11 11:40  Stop Loss  $1,056.50    ($700.00)  $35,277.50    ($700.00)  0.00%  (87.50%)  $15.00  $0.00
 168  Sell Short  09/06/11 07:15  Short Entry  $987.25  $0.00  1  ($730.00)  (1.42%)  $312.50  30.86%    $15.00  $0.00
   Buy to Cover  09/06/11 10:50  Stop Loss  $1,001.25    ($700.00)  $34,547.50    ($700.00)  0.00%  (69.14%)  $15.00  $0.00
 169  Buy  09/07/11 07:25  Long Entry  $1,028.25  $0.00  1  $570.00  1.17%  $650.00  75.36%    $15.00  $0.00
   Sell  09/07/11 13:05  LX EoD  $1,040.25    $600.00  $35,117.50    ($212.50)  94.20%  69.57%  $15.00  $0.00
 170  Sell Short  09/19/11 07:15  Short Entry  $1,032.75  $0.00  1  ($730.00)  (1.36%)  $137.50  16.42%    $15.00  $0.00
   Buy to Cover  09/19/11 12:20  Stop Loss  $1,046.75    ($700.00)  $34,387.50    ($700.00)  0.00%  (83.58%)  $15.00  $0.00
 171  Sell Short  09/22/11 07:55  Short Entry  $977.25  $0.00  1  $245.00  0.56%  $1,100.00  89.80%    $15.00  $0.00
   Buy to Cover  09/22/11 13:05  SX EoD  $971.75    $275.00  $34,632.50    ($125.00)  32.65%  22.45%  $15.00  $0.00
 172  Buy  09/27/11 07:25  Long Entry  $1,029.25  $0.00  1  ($730.00)  (1.36%)  $462.50  39.78%    $15.00  $0.00
   Sell  09/27/11 12:50  Stop Loss  $1,015.25    ($700.00)  $33,902.50    ($700.00)  0.00%  (60.22%)  $15.00  $0.00
 173  Buy  10/10/11 07:15  Long Entry  $1,028.75  $0.00  1  $520.00  1.07%  $600.00  77.42%    $15.00  $0.00
   Sell  10/10/11 13:05  LX EoD  $1,039.75    $550.00  $34,422.50    ($175.00)  93.55%  70.97%  $15.00  $0.00
 174  Buy  10/21/11 07:15  Long Entry  $1,077.75  $0.00  1  $207.50  0.44%  $325.00  46.43%    $15.00  $0.00
   Sell  10/21/11 13:05  LX EoD  $1,082.50    $237.50  $34,630.00    ($375.00)  87.50%  33.93%  $15.00  $0.00
 175  Buy  10/27/11 07:15  Long Entry  $1,113.50  $0.00  1  $845.00  1.57%  $1,212.50  85.09%    $15.00  $0.00
   Sell  10/27/11 13:05  LX EoD  $1,131.00    $875.00  $35,475.00    ($212.50)  76.32%  61.40%  $15.00  $0.00
 176  Sell Short  10/31/11 07:25  Short Entry  $1,111.50  $0.00  1  $707.50  1.33%  $837.50  78.82%    $15.00  $0.00
   Buy to Cover  10/31/11 13:05  SX EoD  $1,096.75    $737.50  $36,182.50    ($225.00)  90.59%  69.41%  $15.00  $0.00
 177  Sell Short  11/01/11 08:35  Short Entry  $1,067.25  $0.00  1  ($155.00)  (0.23%)  $412.50  43.42%    $15.00  $0.00
   Buy to Cover  11/01/11 13:05  SX EoD  $1,069.75    ($125.00)  $36,027.50    ($537.50)  43.42%  (13.16%)  $15.00  $0.00
 178  Sell Short  11/09/11 07:30  Short Entry  $1,087.00  $0.00  1  $495.00  0.97%  $787.50  59.43%    $15.00  $0.00
   Buy to Cover  11/09/11 13:05  SX EoD  $1,076.50    $525.00  $36,522.50    ($537.50)  80.19%  39.62%  $15.00  $0.00
 179  Buy  11/11/11 07:35  Long Entry  $1,109.50  $0.00  1  ($55.00)  (0.05%)  $187.50  55.56%    $15.00  $0.00
   Sell  11/11/11 13:05  LX EoD  $1,109.00    ($25.00)  $36,467.50    ($150.00)  37.04%  (7.41%)  $15.00  $0.00
 180  Sell Short  11/21/11 07:45  Short Entry  $1,035.00  $0.00  1  ($167.50)  (0.27%)  $300.00  36.92%    $15.00  $0.00
   Buy to Cover  11/21/11 13:05  SX EoD  $1,037.75    ($137.50)  $36,300.00    ($512.50)  46.15%  (16.92%)  $15.00  $0.00
 181  Buy  11/28/11 07:20  Long Entry  $1,044.00  $0.00  1  ($242.50)  (0.41%)  $37.50  5.45%    $15.00  $0.00
   Sell  11/28/11 13:05  LX EoD  $1,039.75    ($212.50)  $36,057.50    ($650.00)  63.64%  (30.91%)  $15.00  $0.00
 182  Buy  11/30/11 07:20  Long Entry  $1,082.00  $0.00  1  $545.00  1.06%  $662.50  91.38%    $15.00  $0.00
   Sell  11/30/11 13:05  LX EoD  $1,093.50    $575.00  $36,602.50    ($62.50)  87.93%  79.31%  $15.00  $0.00
 183  Sell Short  12/12/11 07:20  Short Entry  $1,082.50  $0.00  1  ($130.00)  (0.18%)  $412.50  73.33%    $15.00  $0.00
   Buy to Cover  12/12/11 13:05  SX EoD  $1,084.50    ($100.00)  $36,472.50    ($150.00)  8.89%  (17.78%)  $15.00  $0.00
 184  Buy  12/20/11 07:15  Long Entry  $1,080.00  $0.00  1  $470.00  0.93%  $575.00  90.20%    $15.00  $0.00
   Sell  12/20/11 13:05  LX EoD  $1,090.00    $500.00  $36,942.50    ($62.50)  88.24%  78.43%  $15.00  $0.00
 185  Sell Short  03/06/12 07:15  Short Entry  $1,199.75  $0.00  1  $120.00  0.25%  $350.00  84.85%    $15.00  $0.00
   Buy to Cover  03/06/12 13:05  SX EoD  $1,196.75    $150.00  $37,062.50    ($62.50)  51.52%  36.36%  $15.00  $0.00
 186  Sell Short  05/30/12 07:15  Short Entry  $1,175.00  $0.00  1  $170.00  0.34%  $312.50  73.53%    $15.00  $0.00
   Buy to Cover  05/30/12 13:05  SX EoD  $1,171.00    $200.00  $37,232.50    ($112.50)  73.53%  47.06%  $15.00  $0.00
 187  Buy  06/06/12 07:45  Long Entry  $1,162.75  $0.00  1  $582.50  1.05%  $637.50  98.08%    $15.00  $0.00
   Sell  06/06/12 13:05  LX EoD  $1,175.00    $612.50  $37,815.00    ($12.50)  96.15%  94.23%  $15.00  $0.00
 188  Sell Short  06/25/12 07:20  Short Entry  $1,175.00  $0.00  1  $82.50  0.19%  $300.00  77.42%    $15.00  $0.00
   Buy to Cover  06/25/12 13:05  SX EoD  $1,172.75    $112.50  $37,897.50    ($87.50)  51.61%  29.03%  $15.00  $0.00
 189  Buy  06/29/12 07:20  Long Entry  $1,216.00  $0.00  1  $420.00  0.74%  $500.00  80.00%    $15.00  $0.00
   Sell  06/29/12 13:05  LX EoD  $1,225.00    $450.00  $38,317.50    ($125.00)  92.00%  72.00%  $15.00  $0.00
 190  Buy  07/13/12 07:50  Long Entry  $1,212.75  $0.00  1  $220.00  0.41%  $350.00  77.78%    $15.00  $0.00
   Sell  07/13/12 13:05  LX EoD  $1,217.75    $250.00  $38,537.50    ($100.00)  77.78%  55.56%  $15.00  $0.00
 191  Buy  07/26/12 12:45  Long Entry  $1,223.75  $0.00  1  ($105.00)  (0.12%)  $75.00  37.50%    $15.00  $0.00
   Sell  07/26/12 13:05  LX EoD  $1,222.25    ($75.00)  $38,432.50    ($125.00)  25.00%  (37.50%)  $15.00  $0.00
 192  Buy  08/03/12 07:25  Long Entry  $1,253.00  $0.00  1  $32.50  0.10%  $200.00  66.67%    $15.00  $0.00
   Sell  08/03/12 13:05  LX EoD  $1,254.25    $62.50  $38,465.00    ($100.00)  54.17%  20.83%  $15.00  $0.00
 193  Buy  09/06/12 07:25  Long Entry  $1,289.25  $0.00  1  $370.00  0.62%  $475.00  97.44%    $15.00  $0.00
   Sell  09/06/12 13:05  LX EoD  $1,297.25    $400.00  $38,835.00    ($12.50)  84.62%  82.05%  $15.00  $0.00
 194  Sell Short  10/23/12 07:15  Short Entry  $1,282.50  $0.00  1  $95.00  0.19%  $350.00  56.00%    $15.00  $0.00
   Buy to Cover  10/23/12 13:05  SX EoD  $1,280.00    $125.00  $38,930.00    ($275.00)  64.00%  20.00%  $15.00  $0.00
 195  Buy  11/01/12 07:20  Long Entry  $1,294.00  $0.00  1  $82.50  0.17%  $175.00  63.64%    $15.00  $0.00
   Sell  11/01/12 13:05  LX EoD  $1,296.25    $112.50  $39,012.50    ($100.00)  77.27%  40.91%  $15.00  $0.00
 196  Sell Short  11/07/12 07:15  Short Entry  $1,274.75  $0.00  1  $520.00  0.86%  $862.50  98.57%    $15.00  $0.00
   Buy to Cover  11/07/12 13:05  SX EoD  $1,263.75    $550.00  $39,532.50    ($12.50)  64.29%  62.86%  $15.00  $0.00
 197  Sell Short  12/21/12 08:10  Short Entry  $1,300.75  $0.00  1  ($292.50)  (0.40%)  $225.00  40.91%    $15.00  $0.00
   Buy to Cover  12/21/12 13:05  SX EoD  $1,306.00    ($262.50)  $39,240.00    ($325.00)  11.36%  (47.73%)  $15.00  $0.00
 198  Buy  12/31/12 07:35  Long Entry  $1,282.50  $0.00  1  $970.00  1.56%  $1,112.50  83.96%    $15.00  $0.00
   Sell  12/31/12 13:05  LX EoD  $1,302.50    $1,000.00  $40,210.00    ($212.50)  91.51%  75.47%  $15.00  $0.00
 199  Buy  01/02/13 12:40  Long Entry  $1,331.00  $0.00  1  $257.50  0.43%  $337.50  90.00%    $15.00  $0.00
   Sell  01/02/13 13:05  LX EoD  $1,336.75    $287.50  $40,467.50    ($37.50)  86.67%  76.67%  $15.00  $0.00
 200  Sell Short  04/05/13 07:15  Short Entry  $1,420.50  $0.00  1  ($580.00)  (0.77%)  $87.50  13.73%    $15.00  $0.00
   Buy to Cover  04/05/13 12:45  Stop Loss  $1,431.50    ($550.00)  $39,887.50    ($550.00)  0.00%  (86.27%)  $15.00  $0.00
 201  Buy  04/16/13 08:20  Long Entry  $1,445.50  $0.00  1  $357.50  0.54%  $487.50  90.70%    $15.00  $0.00
   Sell  04/16/13 13:05  LX EoD  $1,453.25    $387.50  $40,245.00    ($50.00)  81.40%  72.09%  $15.00  $0.00
 202  Buy  05/03/13 07:25  Long Entry  $1,497.00  $0.00  1  ($230.00)  (0.27%)  $87.50  28.00%    $15.00  $0.00
   Sell  05/03/13 13:05  LX EoD  $1,493.00    ($200.00)  $40,015.00    ($225.00)  8.00%  (64.00%)  $15.00  $0.00
 203  Buy  05/28/13 07:25  Long Entry  $1,557.00  $0.00  1  ($580.00)  (0.71%)  $12.50  2.22%    $15.00  $0.00
   Sell  05/28/13 10:25  Stop Loss  $1,546.00    ($550.00)  $39,435.00    ($550.00)  0.00%  (97.78%)  $15.00  $0.00
 204  Sell Short  06/11/13 07:15  Short Entry  $1,510.50  $0.00  1  ($580.00)  (0.73%)  $100.00  15.38%    $15.00  $0.00
   Buy to Cover  06/11/13 08:30  Stop Loss  $1,521.50    ($550.00)  $38,855.00    ($550.00)  0.00%  (84.62%)  $15.00  $0.00
 205  Buy  06/17/13 08:00  Long Entry  $1,529.25  $0.00  1  ($580.00)  (0.72%)  $112.50  16.98%    $15.00  $0.00
   Sell  06/17/13 11:50  Stop Loss  $1,518.25    ($550.00)  $38,275.00    ($550.00)  0.00%  (83.02%)  $15.00  $0.00
 206  Sell Short  06/20/13 07:15  Short Entry  $1,491.75  $0.00  1  $795.00  1.11%  $1,212.50  95.10%    $15.00  $0.00
   Buy to Cover  06/20/13 13:05  SX EoD  $1,475.25    $825.00  $39,070.00    ($62.50)  69.61%  64.71%  $15.00  $0.00
 207  Sell Short  06/24/13 07:25  Short Entry  $1,448.75  $0.00  1  ($580.00)  (0.76%)  $250.00  31.25%    $15.00  $0.00
   Buy to Cover  06/24/13 10:45  Stop Loss  $1,459.75    ($550.00)  $38,490.00    ($550.00)  0.00%  (68.75%)  $15.00  $0.00
 208  Buy  07/01/13 07:15  Long Entry  $1,510.00  $0.00  1  ($580.00)  (0.73%)  $50.00  8.33%    $15.00  $0.00
   Sell  07/01/13 12:40  Stop Loss  $1,499.00    ($550.00)  $37,910.00    ($550.00)  0.00%  (91.67%)  $15.00  $0.00
 209  Sell Short  08/15/13 07:15  Short Entry  $1,548.25  $0.00  1  ($17.50)  0.02%  $100.00  21.05%    $15.00  $0.00
   Buy to Cover  08/15/13 13:05  SX EoD  $1,548.00    $12.50  $37,892.50    ($375.00)  81.58%  2.63%  $15.00  $0.00
 210  Buy  10/10/13 07:40  Long Entry  $1,572.00  $0.00  1  $532.50  0.72%  $637.50  75.00%    $15.00  $0.00
   Sell  10/10/13 13:05  LX EoD  $1,583.25    $562.50  $38,425.00    ($212.50)  91.18%  66.18%  $15.00  $0.00
 211  Buy  10/16/13 07:20  Long Entry  $1,609.25  $0.00  1  $57.50  0.11%  $237.50  65.52%    $15.00  $0.00
   Sell  10/16/13 13:05  LX EoD  $1,611.00    $87.50  $38,482.50    ($125.00)  58.62%  24.14%  $15.00  $0.00
 212  Buy  12/06/13 07:20  Long Entry  $1,698.00  $0.00  1  $107.50  0.16%  $250.00  51.28%    $15.00  $0.00
   Sell  12/06/13 13:05  LX EoD  $1,700.75    $137.50  $38,590.00    ($237.50)  76.92%  28.21%  $15.00  $0.00
 213  Sell Short  01/23/14 07:15  Short Entry  $1,725.50  $0.00  1  ($105.00)  (0.09%)  $425.00  73.91%    $15.00  $0.00
   Buy to Cover  01/23/14 13:05  SX EoD  $1,727.00    ($75.00)  $38,485.00    ($150.00)  13.04%  (13.04%)  $15.00  $0.00
 214  Buy  02/06/14 07:20  Long Entry  $1,664.00  $0.00  1  $295.00  0.39%  $450.00  90.00%    $15.00  $0.00
   Sell  02/06/14 13:05  LX EoD  $1,670.50    $325.00  $38,780.00    ($50.00)  75.00%  65.00%  $15.00  $0.00
 215  Sell Short  03/03/14 07:15  Short Entry  $1,745.25  $0.00  1  ($142.50)  (0.13%)  $487.50  66.10%    $15.00  $0.00
   Buy to Cover  03/03/14 13:05  SX EoD  $1,747.50    ($112.50)  $38,637.50    ($250.00)  18.64%  (15.25%)  $15.00  $0.00
 216  Buy  03/04/14 07:15  Long Entry  $1,770.25  $0.00  1  $157.50  0.21%  $387.50  86.11%    $15.00  $0.00
   Sell  03/04/14 13:05  LX EoD  $1,774.00    $187.50  $38,795.00    ($62.50)  55.56%  41.67%  $15.00  $0.00
 217  Sell Short  05/15/14 07:15  Short Entry  $1,776.00  $0.00  1  ($180.00)  (0.17%)  $337.50  62.79%    $15.00  $0.00
   Buy to Cover  05/15/14 13:05  SX EoD  $1,779.00    ($150.00)  $38,615.00    ($200.00)  9.30%  (27.91%)  $15.00  $0.00
 218  Sell Short  07/31/14 07:30  Short Entry  $1,863.00  $0.00  1  $1,020.00  1.13%  $1,100.00  97.78%    $15.00  $0.00
   Buy to Cover  07/31/14 13:05  SX EoD  $1,842.00    $1,050.00  $39,635.00    ($25.00)  95.56%  93.33%  $15.00  $0.00
 219  Buy  10/03/14 09:30  Long Entry  $1,885.75  $0.00  1  ($30.00)  0.00%  $212.50  68.00%    $15.00  $0.00
   Sell  10/03/14 13:05  LX EoD  $1,885.75    $0.00  $39,605.00    ($100.00)  32.00%  0.00%  $15.00  $0.00
 220  Sell Short  10/15/14 07:20  Short Entry  $1,779.00  $0.00  1  $570.00  0.67%  $2,025.00  91.01%    $15.00  $0.00
   Buy to Cover  10/15/14 11:45  SPL1  $1,767.00    $600.00  $40,175.00    ($200.00)  35.96%  26.97%  $15.00  $0.00
 221  Buy  10/17/14 07:15  Long Entry  $1,805.75  $0.00  1  ($80.00)  (0.06%)  $575.00  53.49%    $15.00  $0.00
   Sell  10/17/14 13:05  LX EoD  $1,804.75    ($50.00)  $40,095.00    ($500.00)  41.86%  (4.65%)  $15.00  $0.00
 222  Buy  10/23/14 07:15  Long Entry  $1,871.00  $0.00  1  ($17.50)  0.01%  $537.50  72.88%    $15.00  $0.00
   Sell  10/23/14 13:05  LX EoD  $1,871.25    $12.50  $40,077.50    ($200.00)  28.81%  1.69%  $15.00  $0.00
 223  Sell Short  12/09/14 07:15  Short Entry  $1,966.75  $0.00  1  ($580.00)  (0.56%)  $400.00  42.11%    $15.00  $0.00
   Buy to Cover  12/09/14 10:10  Stop Loss  $1,977.75    ($550.00)  $39,497.50    ($550.00)  0.00%  (57.89%)  $15.00  $0.00
 224  Buy  12/11/14 07:20  Long Entry  $1,974.00  $0.00  1  ($580.00)  (0.56%)  $400.00  42.11%    $15.00  $0.00
   Sell  12/11/14 11:50  Stop Loss  $1,963.00    ($550.00)  $38,917.50    ($550.00)  0.00%  (57.89%)  $15.00  $0.00
 225  Buy  12/18/14 07:15  Long Entry  $1,972.25  $0.00  1  ($580.00)  (0.56%)  $25.00  4.35%    $15.00  $0.00
   Sell  12/18/14 08:10  Stop Loss  $1,961.25    ($550.00)  $38,337.50    ($550.00)  0.00%  (95.65%)  $15.00  $0.00
 226  Sell Short  01/05/15 07:20  Short Entry  $1,960.00  $0.00  1  $632.50  0.68%  $900.00  81.82%    $15.00  $0.00
   Buy to Cover  01/05/15 13:05  SX EoD  $1,946.75    $662.50  $38,970.00    ($200.00)  78.41%  60.23%  $15.00  $0.00
 227  Buy  01/07/15 08:55  Long Entry  $1,949.00  $0.00  1  $70.00  0.10%  $362.50  70.73%    $15.00  $0.00
   Sell  01/07/15 13:05  LX EoD  $1,951.00    $100.00  $39,040.00    ($150.00)  48.78%  19.51%  $15.00  $0.00
 228  Buy  01/08/15 07:15  Long Entry  $1,981.00  $0.00  1  $295.00  0.33%  $500.00  80.00%    $15.00  $0.00
   Sell  01/08/15 13:05  LX EoD  $1,987.50    $325.00  $39,335.00    ($125.00)  72.00%  52.00%  $15.00  $0.00
 229  Buy  01/13/15 07:55  Long Entry  $1,981.75  $0.00  1  ($580.00)  (0.56%)  $37.50  6.38%    $15.00  $0.00
   Sell  01/13/15 09:20  Stop Loss  $1,970.75    ($550.00)  $38,755.00    ($550.00)  0.00%  (93.62%)  $15.00  $0.00
 230  Sell Short  01/27/15 07:15  Short Entry  $1,957.50  $0.00  1  ($580.00)  (0.56%)  $587.50  51.65%    $15.00  $0.00
   Buy to Cover  01/27/15 11:25  Stop Loss  $1,968.50    ($550.00)  $38,175.00    ($550.00)  0.00%  (48.35%)  $15.00  $0.00
 231  Buy  02/05/15 07:30  Long Entry  $1,983.75  $0.00  1  $182.50  0.21%  $375.00  73.17%    $15.00  $0.00
   Sell  02/05/15 13:05  LX EoD  $1,988.00    $212.50  $38,357.50    ($137.50)  68.29%  41.46%  $15.00  $0.00
 232  Sell Short  03/10/15 07:15  Short Entry  $1,987.75  $0.00  1  $595.00  0.63%  $625.00  68.49%    $15.00  $0.00
   Buy to Cover  03/10/15 13:05  SX EoD  $1,975.25    $625.00  $38,952.50    ($287.50)  100.00%  68.49%  $15.00  $0.00
 233  Buy  03/16/15 07:20  Long Entry  $2,005.75  $0.00  1  $220.00  0.25%  $412.50  71.74%    $15.00  $0.00
   Sell  03/16/15 13:05  LX EoD  $2,010.75    $250.00  $39,172.50    ($162.50)  71.74%  43.48%  $15.00  $0.00
 234  Buy  03/30/15 07:55  Long Entry  $2,014.50  $0.00  1  $57.50  0.09%  $362.50  72.50%    $15.00  $0.00
   Sell  03/30/15 13:05  LX EoD  $2,016.25    $87.50  $39,230.00    ($137.50)  45.00%  17.50%  $15.00  $0.00
 235  Sell Short  04/17/15 08:05  Short Entry  $2,013.00  $0.00  1  ($92.50)  (0.06%)  $425.00  62.96%    $15.00  $0.00
   Buy to Cover  04/17/15 13:05  SX EoD  $2,014.25    ($62.50)  $39,137.50    ($250.00)  27.78%  (9.26%)  $15.00  $0.00
 236  Buy  04/20/15 07:45  Long Entry  $2,033.00  $0.00  1  ($17.50)  0.01%  $225.00  81.82%    $15.00  $0.00
   Sell  04/20/15 13:05  LX EoD  $2,033.25    $12.50  $39,120.00    ($50.00)  22.73%  4.55%  $15.00  $0.00
 237  Buy  05/08/15 08:15  Long Entry  $2,050.00  $0.00  1  ($55.00)  (0.02%)  $175.00  60.87%    $15.00  $0.00
   Sell  05/08/15 13:05  LX EoD  $2,049.50    ($25.00)  $39,065.00    ($112.50)  30.43%  (8.70%)  $15.00  $0.00
 238  Sell Short  05/26/15 07:15  Short Entry  $2,047.75  $0.00  1  $157.50  0.18%  $587.50  97.92%    $15.00  $0.00
   Buy to Cover  05/26/15 13:05  SX EoD  $2,044.00    $187.50  $39,222.50    ($12.50)  33.33%  31.25%  $15.00  $0.00
 239  Sell Short  06/15/15 07:25  Short Entry  $2,014.75  $0.00  1  ($580.00)  (0.55%)  $37.50  6.38%    $15.00  $0.00
   Buy to Cover  06/15/15 08:15  Stop Loss  $2,025.75    ($550.00)  $38,642.50    ($550.00)  0.00%  (93.62%)  $15.00  $0.00
 240  Buy  06/18/15 07:25  Long Entry  $2,056.50  $0.00  1  $232.50  0.26%  $525.00  85.71%    $15.00  $0.00
   Sell  06/18/15 13:05  LX EoD  $2,061.75    $262.50  $38,875.00    ($87.50)  57.14%  42.86%  $15.00  $0.00
 241  Buy  06/22/15 07:45  Long Entry  $2,067.25  $0.00  1  ($317.50)  (0.28%)  $125.00  25.64%    $15.00  $0.00
   Sell  06/22/15 13:05  LX EoD  $2,061.50    ($287.50)  $38,557.50    ($362.50)  15.38%  (58.97%)  $15.00  $0.00
 242  Sell Short  06/29/15 07:15  Short Entry  $2,025.75  $0.00  1  $1,370.00  1.38%  $1,537.50  91.11%    $15.00  $0.00
   Buy to Cover  06/29/15 13:05  SX EoD  $1,997.75    $1,400.00  $39,927.50    ($150.00)  91.85%  82.96%  $15.00  $0.00
 243  Sell Short  07/07/15 07:20  Short Entry  $1,996.25  $0.00  1  ($730.00)  (0.70%)  $675.00  49.09%    $15.00  $0.00
   Buy to Cover  07/07/15 10:15  Stop Loss  $2,010.25    ($700.00)  $39,197.50    ($700.00)  0.00%  (50.91%)  $15.00  $0.00
 244  Sell Short  07/08/15 07:15  Short Entry  $1,999.75  $0.00  1  $620.00  0.65%  $787.50  72.41%    $15.00  $0.00
   Buy to Cover  07/08/15 13:05  SX EoD  $1,986.75    $650.00  $39,817.50    ($300.00)  87.36%  59.77%  $15.00  $0.00
 245  Buy  07/09/15 07:15  Long Entry  $2,009.00  $0.00  1  ($730.00)  (0.70%)  $75.00  9.68%    $15.00  $0.00
   Sell  07/09/15 11:20  Stop Loss  $1,995.00    ($700.00)  $39,087.50    ($700.00)  0.00%  (90.32%)  $15.00  $0.00
 246  Buy  07/10/15 08:05  Long Entry  $2,013.25  $0.00  1  $145.00  0.17%  $462.50  100.00%    $15.00  $0.00
   Sell  07/10/15 13:05  LX EoD  $2,016.75    $175.00  $39,232.50    $0.00  37.84%  37.84%  $15.00  $0.00
 247  Buy  07/13/15 07:15  Long Entry  $2,037.75  $0.00  1  $170.00  0.20%  $200.00  50.00%    $15.00  $0.00
   Sell  07/13/15 13:05  LX EoD  $2,041.75    $200.00  $39,402.50    ($200.00)  100.00%  50.00%  $15.00  $0.00
 248  Sell Short  07/27/15 12:40  Short Entry  $2,006.00  $0.00  1  ($255.00)  (0.22%)  $87.50  25.93%    $15.00  $0.00
   Buy to Cover  07/27/15 13:05  SX EoD  $2,010.50    ($225.00)  $39,147.50    ($250.00)  7.41%  (66.67%)  $15.00  $0.00
 249  Buy  08/05/15 07:15  Long Entry  $2,052.25  $0.00  1  ($567.50)  (0.52%)  $125.00  15.38%    $15.00  $0.00
   Sell  08/05/15 13:05  LX EoD  $2,041.50    ($537.50)  $38,580.00    ($687.50)  18.46%  (66.15%)  $15.00  $0.00
 250  Buy  08/10/15 07:20  Long Entry  $2,041.25  $0.00  1  $295.00  0.32%  $362.50  76.32%    $15.00  $0.00
   Sell  08/10/15 13:05  LX EoD  $2,047.75    $325.00  $38,875.00    ($112.50)  92.11%  68.42%  $15.00  $0.00
 251  Sell Short  08/11/15 07:40  Short Entry  $2,031.50  $0.00  1  $70.00  0.10%  $650.00  81.25%    $15.00  $0.00
   Buy to Cover  08/11/15 13:05  SX EoD  $2,029.50    $100.00  $38,945.00    ($150.00)  31.25%  12.50%  $15.00  $0.00
 252  Sell Short  08/12/15 07:15  Short Entry  $1,999.75  $0.00  1  ($730.00)  (0.70%)  $275.00  28.21%    $15.00  $0.00
   Buy to Cover  08/12/15 10:10  Stop Loss  $2,013.75    ($700.00)  $38,215.00    ($700.00)  0.00%  (71.79%)  $15.00  $0.00
 253  Sell Short  08/20/15 07:20  Short Entry  $1,999.25  $0.00  1  $1,045.00  1.08%  $1,300.00  82.54%    $15.00  $0.00
   Buy to Cover  08/20/15 13:05  SX EoD  $1,977.75    $1,075.00  $39,260.00    ($275.00)  85.71%  68.25%  $15.00  $0.00
 254  Sell Short  08/24/15 07:15  Short Entry  $1,851.50  $0.00  1  ($730.00)  (0.76%)  $12.50  1.75%    $15.00  $0.00
   Buy to Cover  08/24/15 07:25  Stop Loss  $1,865.50    ($700.00)  $38,530.00    ($700.00)  0.00%  (98.25%)  $15.00  $0.00
 255  Buy  08/25/15 07:15  Long Entry  $1,881.25  $0.00  1  ($730.00)  (0.74%)  $562.50  44.55%    $15.00  $0.00
   Sell  08/25/15 10:30  Stop Loss  $1,867.25    ($700.00)  $37,800.00    ($700.00)  0.00%  (55.45%)  $15.00  $0.00
 256  Buy  08/26/15 11:00  Long Entry  $1,852.75  $0.00  1  $1,695.00  1.86%  $1,900.00  74.88%    $15.00  $0.00
   Sell  08/26/15 13:05  LX EoD  $1,887.25    $1,725.00  $39,495.00    ($637.50)  93.10%  67.98%  $15.00  $0.00
 257  Buy  08/27/15 07:15  Long Entry  $1,910.50  $0.00  1  ($730.00)  (0.73%)  $1,200.00  63.16%    $15.00  $0.00
   Sell  08/27/15 12:05  Stop Loss  $1,896.50    ($700.00)  $38,765.00    ($700.00)  0.00%  (36.84%)  $15.00  $0.00
 258  Sell Short  08/31/15 11:55  Short Entry  $1,912.50  $0.00  1  ($17.50)  0.01%  $37.50  6.25%    $15.00  $0.00
   Buy to Cover  08/31/15 13:05  SX EoD  $1,912.25    $12.50  $38,747.50    ($562.50)  95.83%  2.08%  $15.00  $0.00
 259  Sell Short  09/01/15 09:30  Short Entry  $1,871.00  $0.00  1  $382.50  0.44%  $1,225.00  88.29%    $15.00  $0.00
   Buy to Cover  09/01/15 13:05  SX EoD  $1,862.75    $412.50  $39,130.00    ($162.50)  41.44%  29.73%  $15.00  $0.00
 260  Buy  09/02/15 10:00  Long Entry  $1,879.50  $0.00  1  $770.00  0.85%  $812.50  73.03%    $15.00  $0.00
   Sell  09/02/15 13:05  LX EoD  $1,895.50    $800.00  $39,900.00    ($300.00)  98.88%  71.91%  $15.00  $0.00
 261  Buy  09/03/15 07:20  Long Entry  $1,913.25  $0.00  1  ($730.00)  (0.73%)  $400.00  36.36%    $15.00  $0.00
   Sell  09/03/15 10:10  Stop Loss  $1,899.25    ($700.00)  $39,170.00    ($700.00)  0.00%  (63.64%)  $15.00  $0.00
 262  Sell Short  09/04/15 08:00  Short Entry  $1,870.25  $0.00  1  $32.50  0.07%  $737.50  67.82%    $15.00  $0.00
   Buy to Cover  09/04/15 13:05  SX EoD  $1,869.00    $62.50  $39,202.50    ($350.00)  37.93%  5.75%  $15.00  $0.00
 263  Buy  09/08/15 07:15  Long Entry  $1,897.00  $0.00  1  $770.00  0.84%  $975.00  78.79%    $15.00  $0.00
   Sell  09/08/15 13:05  LX EoD  $1,913.00    $800.00  $39,972.50    ($262.50)  85.86%  64.65%  $15.00  $0.00
 264  Sell Short  09/18/15 07:20  Short Entry  $1,914.25  $0.00  1  $345.00  0.39%  $800.00  60.95%    $15.00  $0.00
   Buy to Cover  09/18/15 13:05  SX EoD  $1,906.75    $375.00  $40,317.50    ($512.50)  67.62%  28.57%  $15.00  $0.00
 265  Sell Short  09/22/15 07:15  Short Entry  $1,888.75  $0.00  1  ($92.50)  (0.07%)  $700.00  80.00%    $15.00  $0.00
   Buy to Cover  09/22/15 13:05  SX EoD  $1,890.00    ($62.50)  $40,225.00    ($175.00)  12.86%  (7.14%)  $15.00  $0.00
 266  Sell Short  09/24/15 07:25  Short Entry  $1,861.25  $0.00  1  ($730.00)  (0.75%)  $350.00  33.33%    $15.00  $0.00
   Buy to Cover  09/24/15 11:50  Stop Loss  $1,875.25    ($700.00)  $39,495.00    ($700.00)  0.00%  (66.67%)  $15.00  $0.00
 267  Sell Short  09/28/15 07:15  Short Entry  $1,851.25  $0.00  1  $1,107.50  1.23%  $1,275.00  77.86%    $15.00  $0.00
   Buy to Cover  09/28/15 13:05  SX EoD  $1,828.50    $1,137.50  $40,602.50    ($362.50)  91.60%  69.47%  $15.00  $0.00
 268  Buy  09/30/15 07:40  Long Entry  $1,863.25  $0.00  1  ($730.00)  (0.75%)  $37.50  5.08%    $15.00  $0.00
   Sell  09/30/15 09:10  Stop Loss  $1,849.25    ($700.00)  $39,872.50    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 269  Buy  10/05/15 07:15  Long Entry  $1,923.75  $0.00  1  $445.00  0.49%  $662.50  67.95%    $15.00  $0.00
   Sell  10/05/15 13:05  LX EoD  $1,933.25    $475.00  $40,317.50    ($312.50)  80.77%  48.72%  $15.00  $0.00
 270  Buy  10/07/15 07:15  Long Entry  $1,947.25  $0.00  1  ($730.00)  (0.72%)  $50.00  6.67%    $15.00  $0.00
   Sell  10/07/15 08:10  Stop Loss  $1,933.25    ($700.00)  $39,587.50    ($700.00)  0.00%  (93.33%)  $15.00  $0.00
 271  Buy  10/22/15 07:15  Long Entry  $1,990.75  $0.00  1  $757.50  0.79%  $787.50  91.30%    $15.00  $0.00
   Sell  10/22/15 13:05  LX EoD  $2,006.50    $787.50  $40,345.00    ($75.00)  100.00%  91.30%  $15.00  $0.00
 272  Buy  10/23/15 11:25  Long Entry  $2,026.75  $0.00  1  ($105.00)  (0.07%)  $187.50  48.39%    $15.00  $0.00
   Sell  10/23/15 13:05  LX EoD  $2,025.25    ($75.00)  $40,240.00    ($200.00)  32.26%  (19.35%)  $15.00  $0.00
 273  Sell Short  11/09/15 07:20  Short Entry  $2,033.25  $0.00  1  $95.00  0.12%  $712.50  91.94%    $15.00  $0.00
   Buy to Cover  11/09/15 13:05  SX EoD  $2,030.75    $125.00  $40,335.00    ($62.50)  24.19%  16.13%  $15.00  $0.00
 274  Sell Short  12/08/15 07:20  Short Entry  $2,011.00  $0.00  1  ($730.00)  (0.70%)  $187.50  21.13%    $15.00  $0.00
   Buy to Cover  12/08/15 08:05  Stop Loss  $2,025.00    ($700.00)  $39,605.00    ($700.00)  0.00%  (78.87%)  $15.00  $0.00
 275  Sell Short  12/11/15 08:00  Short Entry  $1,979.00  $0.00  1  $495.00  0.53%  $787.50  74.12%    $15.00  $0.00
   Buy to Cover  12/11/15 13:05  SX EoD  $1,968.50    $525.00  $40,100.00    ($275.00)  75.29%  49.41%  $15.00  $0.00
 276  Buy  12/15/15 07:15  Long Entry  $2,003.50  $0.00  1  ($330.00)  (0.30%)  $350.00  45.16%    $15.00  $0.00
   Sell  12/15/15 13:05  LX EoD  $1,997.50    ($300.00)  $39,770.00    ($425.00)  16.13%  (38.71%)  $15.00  $0.00
 277  Buy  12/21/15 07:35  Long Entry  $1,978.00  $0.00  1  ($730.00)  (0.71%)  $12.50  1.75%    $15.00  $0.00
   Sell  12/21/15 08:35  Stop Loss  $1,964.00    ($700.00)  $39,040.00    ($700.00)  0.00%  (98.25%)  $15.00  $0.00
 278  Buy  12/29/15 07:30  Long Entry  $2,033.25  $0.00  1  $157.50  0.18%  $300.00  57.14%    $15.00  $0.00
   Sell  12/29/15 13:05  LX EoD  $2,037.00    $187.50  $39,197.50    ($225.00)  78.57%  35.71%  $15.00  $0.00
 279  Sell Short  01/04/16 07:35  Short Entry  $1,955.75  $0.00  1  ($730.00)  (0.72%)  $537.50  43.43%    $15.00  $0.00
   Buy to Cover  01/04/16 13:00  Stop Loss  $1,969.75    ($700.00)  $38,467.50    ($700.00)  0.00%  (56.57%)  $15.00  $0.00
 280  Sell Short  01/06/16 07:50  Short Entry  $1,949.75  $0.00  1  ($55.00)  (0.03%)  $725.00  58.00%    $15.00  $0.00
   Buy to Cover  01/06/16 13:05  SX EoD  $1,950.25    ($25.00)  $38,412.50    ($525.00)  40.00%  (2.00%)  $15.00  $0.00
 281  Sell Short  01/07/16 09:40  Short Entry  $1,917.25  $0.00  1  $945.00  1.02%  $1,200.00  87.27%    $15.00  $0.00
   Buy to Cover  01/07/16 13:05  SX EoD  $1,897.75    $975.00  $39,357.50    ($175.00)  83.64%  70.91%  $15.00  $0.00
 282  Buy  01/12/16 12:25  Long Entry  $1,894.50  $0.00  1  ($167.50)  (0.15%)  $250.00  54.05%    $15.00  $0.00
   Sell  01/12/16 13:05  LX EoD  $1,891.75    ($137.50)  $39,190.00    ($212.50)  16.22%  (29.73%)  $15.00  $0.00
 283  Sell Short  01/15/16 07:15  Short Entry  $1,834.75  $0.00  1  ($505.00)  (0.52%)  $1,037.50  63.36%    $15.00  $0.00
   Buy to Cover  01/15/16 13:05  SX EoD  $1,844.25    ($475.00)  $38,685.00    ($600.00)  7.63%  (29.01%)  $15.00  $0.00
 284  Sell Short  01/20/16 07:15  Short Entry  $1,801.25  $0.00  1  $170.00  0.22%  $1,612.50  96.27%    $15.00  $0.00
   Buy to Cover  01/20/16 10:45  SPL1  $1,797.25    $200.00  $38,855.00    ($62.50)  15.67%  11.94%  $15.00  $0.00
 285  Buy  01/22/16 07:15  Long Entry  $1,864.25  $0.00  1  ($730.00)  (0.75%)  $37.50  5.08%    $15.00  $0.00
   Sell  01/22/16 08:40  Stop Loss  $1,850.25    ($700.00)  $38,125.00    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 286  Buy  01/26/16 07:15  Long Entry  $1,853.00  $0.00  1  $282.50  0.34%  $575.00  88.46%    $15.00  $0.00
   Sell  01/26/16 13:05  LX EoD  $1,859.25    $312.50  $38,407.50    ($75.00)  59.62%  48.08%  $15.00  $0.00
 287  Buy  01/29/16 07:20  Long Entry  $1,874.75  $0.00  1  $1,007.50  1.11%  $1,150.00  76.03%    $15.00  $0.00
   Sell  01/29/16 13:05  LX EoD  $1,895.50    $1,037.50  $39,415.00    ($362.50)  92.56%  68.60%  $15.00  $0.00
 288  Sell Short  02/02/16 07:15  Short Entry  $1,870.00  $0.00  1  $382.50  0.44%  $812.50  73.03%    $15.00  $0.00
   Buy to Cover  02/02/16 13:05  SX EoD  $1,861.75    $412.50  $39,797.50    ($300.00)  64.04%  37.08%  $15.00  $0.00
 289  Sell Short  02/03/16 07:15  Short Entry  $1,841.75  $0.00  1  ($730.00)  (0.76%)  $600.00  46.15%    $15.00  $0.00
   Buy to Cover  02/03/16 08:45  Stop Loss  $1,855.75    ($700.00)  $39,067.50    ($700.00)  0.00%  (53.85%)  $15.00  $0.00
 290  Sell Short  02/08/16 07:20  Short Entry  $1,800.25  $0.00  1  ($730.00)  (0.78%)  $687.50  49.55%    $15.00  $0.00
   Buy to Cover  02/08/16 12:50  Stop Loss  $1,814.25    ($700.00)  $38,337.50    ($700.00)  0.00%  (50.45%)  $15.00  $0.00
 291  Buy  02/10/16 07:15  Long Entry  $1,830.00  $0.00  1  ($730.00)  (0.77%)  $625.00  47.17%    $15.00  $0.00
   Sell  02/10/16 12:30  Stop Loss  $1,816.00    ($700.00)  $37,607.50    ($700.00)  0.00%  (52.83%)  $15.00  $0.00
 292  Sell Short  02/11/16 07:20  Short Entry  $1,790.50  $0.00  1  $32.50  0.07%  $1,037.50  69.75%    $15.00  $0.00
   Buy to Cover  02/11/16 13:05  SX EoD  $1,789.25    $62.50  $37,640.00    ($450.00)  34.45%  4.20%  $15.00  $0.00
 293  Buy  02/17/16 07:15  Long Entry  $1,879.00  $0.00  1  $420.00  0.48%  $650.00  91.23%    $15.00  $0.00
   Sell  02/17/16 13:05  LX EoD  $1,888.00    $450.00  $38,060.00    ($62.50)  71.93%  63.16%  $15.00  $0.00
 294  Buy  02/22/16 07:15  Long Entry  $1,905.00  $0.00  1  ($117.50)  (0.09%)  $175.00  43.75%    $15.00  $0.00
   Sell  02/22/16 13:05  LX EoD  $1,903.25    ($87.50)  $37,942.50    ($225.00)  34.38%  (21.88%)  $15.00  $0.00
 295  Sell Short  02/24/16 07:15  Short Entry  $1,856.75  $0.00  1  ($730.00)  (0.75%)  $262.50  27.27%    $15.00  $0.00
   Buy to Cover  02/24/16 09:05  Stop Loss  $1,870.75    ($700.00)  $37,212.50    ($700.00)  0.00%  (72.73%)  $15.00  $0.00
 296  Buy  03/01/16 07:25  Long Entry  $1,917.00  $0.00  1  $1,182.50  1.26%  $1,262.50  93.52%    $15.00  $0.00
   Sell  03/01/16 13:05  LX EoD  $1,941.25    $1,212.50  $38,395.00    ($87.50)  96.30%  89.81%  $15.00  $0.00
 297  Sell Short  03/08/16 07:30  Short Entry  $1,944.75  $0.00  1  ($92.50)  (0.06%)  $200.00  23.53%    $15.00  $0.00
   Buy to Cover  03/08/16 13:05  SX EoD  $1,946.00    ($62.50)  $38,302.50    ($650.00)  69.12%  (7.35%)  $15.00  $0.00
 298  Buy  03/11/16 07:15  Long Entry  $1,972.00  $0.00  1  $632.50  0.67%  $737.50  93.65%    $15.00  $0.00
   Sell  03/11/16 13:05  LX EoD  $1,985.25    $662.50  $38,935.00    ($50.00)  90.48%  84.13%  $15.00  $0.00
 299  Sell Short  04/29/16 07:55  Short Entry  $2,028.75  $0.00  1  ($255.00)  (0.22%)  $450.00  50.70%    $15.00  $0.00
   Buy to Cover  04/29/16 13:05  SX EoD  $2,033.25    ($225.00)  $38,680.00    ($437.50)  23.94%  (25.35%)  $15.00  $0.00
 300  Sell Short  05/03/16 07:15  Short Entry  $2,025.50  $0.00  1  ($330.00)  (0.30%)  $175.00  22.95%    $15.00  $0.00
   Buy to Cover  05/03/16 13:05  SX EoD  $2,031.50    ($300.00)  $38,350.00    ($587.50)  37.70%  (39.34%)  $15.00  $0.00
 301  Sell Short  05/19/16 07:15  Short Entry  $1,999.00  $0.00  1  ($680.00)  (0.65%)  $150.00  18.18%    $15.00  $0.00
   Buy to Cover  05/19/16 13:05  SX EoD  $2,012.00    ($650.00)  $37,670.00    ($675.00)  3.03%  (78.79%)  $15.00  $0.00
 302  Buy  05/24/16 07:20  Long Entry  $2,041.75  $0.00  1  $245.00  0.27%  $475.00  97.44%    $15.00  $0.00
   Sell  05/24/16 13:05  LX EoD  $2,047.25    $275.00  $37,915.00    ($12.50)  58.97%  56.41%  $15.00  $0.00
 303  Sell Short  06/03/16 07:30  Short Entry  $2,059.25  $0.00  1  ($730.00)  (0.68%)  $50.00  6.67%    $15.00  $0.00
   Buy to Cover  06/03/16 11:40  Stop Loss  $2,073.25    ($700.00)  $37,185.00    ($700.00)  0.00%  (93.33%)  $15.00  $0.00
 304  Sell Short  06/10/16 10:50  Short Entry  $2,067.00  $0.00  1  ($242.50)  (0.21%)  $225.00  51.43%    $15.00  $0.00
   Buy to Cover  06/10/16 13:05  SX EoD  $2,071.25    ($212.50)  $36,942.50    ($212.50)  0.00%  (48.57%)  $15.00  $0.00
 305  Sell Short  06/16/16 07:25  Short Entry  $2,026.25  $0.00  1  ($730.00)  (0.69%)  $125.00  15.15%    $15.00  $0.00
   Buy to Cover  06/16/16 09:30  Stop Loss  $2,040.25    ($700.00)  $36,212.50    ($700.00)  0.00%  (84.85%)  $15.00  $0.00
 306  Buy  06/23/16 07:25  Long Entry  $2,076.75  $0.00  1  $582.50  0.59%  $612.50  77.78%    $15.00  $0.00
   Sell  06/23/16 13:05  LX EoD  $2,089.00    $612.50  $36,795.00    ($175.00)  100.00%  77.78%  $15.00  $0.00
 307  Sell Short  06/24/16 07:15  Short Entry  $2,043.00  $0.00  1  $1,707.50  1.70%  $1,887.50  98.69%    $15.00  $0.00
   Buy to Cover  06/24/16 13:05  SX EoD  $2,008.25    $1,737.50  $38,502.50    ($25.00)  92.16%  90.85%  $15.00  $0.00
 308  Sell Short  06/27/16 07:15  Short Entry  $1,977.50  $0.00  1  $257.50  0.29%  $650.00  85.25%    $15.00  $0.00
   Buy to Cover  06/27/16 13:05  SX EoD  $1,971.75    $287.50  $38,760.00    ($112.50)  52.46%  37.70%  $15.00  $0.00
 309  Buy  06/28/16 07:15  Long Entry  $1,997.75  $0.00  1  $582.50  0.61%  $675.00  60.67%    $15.00  $0.00
   Sell  06/28/16 13:05  LX EoD  $2,010.00    $612.50  $39,342.50    ($437.50)  94.38%  55.06%  $15.00  $0.00
 310  Buy  06/29/16 07:15  Long Entry  $2,030.75  $0.00  1  $832.50  0.85%  $875.00  98.59%    $15.00  $0.00
   Sell  06/29/16 13:05  LX EoD  $2,048.00    $862.50  $40,175.00    ($12.50)  98.59%  97.18%  $15.00  $0.00
 311  Sell Short  07/05/16 08:15  Short Entry  $2,058.75  $0.00  1  ($392.50)  (0.35%)  $162.50  29.55%    $15.00  $0.00
   Buy to Cover  07/05/16 13:05  SX EoD  $2,066.00    ($362.50)  $39,782.50    ($387.50)  4.55%  (65.91%)  $15.00  $0.00
 312  Buy  07/08/16 07:15  Long Entry  $2,096.00  $0.00  1  $345.00  0.36%  $625.00  78.13%    $15.00  $0.00
   Sell  07/08/16 13:05  LX EoD  $2,103.50    $375.00  $40,127.50    ($175.00)  68.75%  46.88%  $15.00  $0.00
 313  Sell Short  09/09/16 07:40  Short Entry  $2,136.50  $0.00  1  $1,482.50  1.42%  $1,525.00  92.42%    $15.00  $0.00
   Buy to Cover  09/09/16 13:05  SX EoD  $2,106.25    $1,512.50  $41,610.00    ($125.00)  99.24%  91.67%  $15.00  $0.00
 314  Sell Short  09/13/16 07:15  Short Entry  $2,116.00  $0.00  1  $295.00  0.31%  $712.50  82.61%    $15.00  $0.00
   Buy to Cover  09/13/16 13:05  SX EoD  $2,109.50    $325.00  $41,905.00    ($150.00)  55.07%  37.68%  $15.00  $0.00
 315  Buy  11/07/16 07:35  Long Entry  $2,106.25  $0.00  1  $620.00  0.62%  $675.00  91.53%    $15.00  $0.00
   Sell  11/07/16 13:05  LX EoD  $2,119.25    $650.00  $42,525.00    ($62.50)  96.61%  88.14%  $15.00  $0.00
 316  Sell Short  01/12/17 07:20  Short Entry  $2,246.00  $0.00  1  ($730.00)  (0.62%)  $137.50  16.42%    $15.00  $0.00
   Buy to Cover  01/12/17 11:35  Stop Loss  $2,260.00    ($700.00)  $41,795.00    ($700.00)  0.00%  (83.58%)  $15.00  $0.00
 317  Sell Short  01/30/17 07:15  Short Entry  $2,263.50  $0.00  1  ($367.50)  (0.30%)  $275.00  40.00%    $15.00  $0.00
   Buy to Cover  01/30/17 13:05  SX EoD  $2,270.25    ($337.50)  $41,427.50    ($412.50)  10.91%  (49.09%)  $15.00  $0.00
 318  Buy  03/01/17 07:15  Long Entry  $2,382.50  $0.00  1  $307.50  0.28%  $662.50  86.89%    $15.00  $0.00
   Sell  03/01/17 13:05  LX EoD  $2,389.25    $337.50  $41,735.00    ($100.00)  57.38%  44.26%  $15.00  $0.00
 319  Buy  04/24/17 07:15  Long Entry  $2,368.25  $0.00  1  ($55.00)  (0.02%)  $175.00  42.42%    $15.00  $0.00
   Sell  04/24/17 13:05  LX EoD  $2,367.75    ($25.00)  $41,680.00    ($237.50)  51.52%  (6.06%)  $15.00  $0.00
 320  Buy  04/25/17 11:15  Long Entry  $2,384.75  $0.00  1  ($167.50)  (0.12%)  $112.50  39.13%    $15.00  $0.00
   Sell  04/25/17 13:05  LX EoD  $2,382.00    ($137.50)  $41,512.50    ($175.00)  13.04%  (47.83%)  $15.00  $0.00
 321  Sell Short  05/17/17 07:15  Short Entry  $2,371.25  $0.00  1  $670.00  0.59%  $937.50  87.21%    $15.00  $0.00
   Buy to Cover  05/17/17 13:05  SX EoD  $2,357.25    $700.00  $42,182.50    ($137.50)  77.91%  65.12%  $15.00  $0.00
 322  Sell Short  08/10/17 08:05  Short Entry  $2,451.75  $0.00  1  $595.00  0.51%  $800.00  86.49%    $15.00  $0.00
   Buy to Cover  08/10/17 13:05  SX EoD  $2,439.25    $625.00  $42,777.50    ($125.00)  81.08%  67.57%  $15.00  $0.00

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Strategy Performance Report Sentinel WFO Broker, @ES.D, 5 min., 1/3/2000 6:35:00 AM - 8/11/2017 1:15:00 PM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$2,650.00 5.10% 3.01 10 60.00%
1/1/2017 $252.50 0.46% 1.19 7 42.86%
1/1/2016 $3,327.50 6.52% 1.38 37 51.35%
1/1/2015 $860.00 1.72% 1.07 53 52.83%
1/1/2014 ($252.50) (0.50%) 0.89 13 30.77%
1/1/2013 ($1,620.00) (3.11%) 0.57 14 42.86%
1/1/2012 $3,267.50 6.70% 9.22 14 85.71%
1/1/2011 $3,755.00 8.35% 1.63 29 51.72%
1/1/2010 $3,502.50 8.44% 3.31 17 82.35%
1/1/2009 $4,110.00 11.00% 2.73 18 77.78%
1/1/2008 $13,410.00 55.96% 2.55 43 58.14%
1/1/2007 $57.50 0.24% 1.03 11 27.27%
1/1/2003 ($317.50) (1.31%) 0.62 6 50.00%
1/1/2002 $2,487.50 11.44% 2.27 15 53.33%
1/1/2001 $1,995.00 10.11% 1.87 16 43.75%
1/1/2000 $7,942.50 67.31% 2.77 29 44.83%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2017 - Today $252.50 0.46% 1.19 7 42.86%
1/1/2016 - 1/1/2017 $3,580.00 7.02% 1.36 44 50.00%
1/1/2015 - 1/1/2017 $4,440.00 8.86% 1.20 97 51.55%
1/1/2014 - 1/1/2017 $4,187.50 8.31% 1.17 110 49.09%
1/1/2013 - 1/1/2017 $2,567.50 4.94% 1.09 124 48.39%
1/1/2012 - 1/1/2017 $5,835.00 11.97% 1.20 138 52.17%
1/1/2011 - 1/1/2017 $9,590.00 21.32% 1.28 167 52.10%
1/1/2010 - 1/1/2017 $13,092.50 31.56% 1.36 184 54.89%
1/1/2009 - 1/1/2017 $17,202.50 46.03% 1.44 202 56.93%
1/1/2008 - 1/1/2017 $30,612.50 127.74% 1.65 245 57.14%
1/1/2007 - 1/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2006 - 1/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2005 - 1/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2004 - 1/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2003 - 1/1/2017 $30,352.50 125.29% 1.60 262 55.73%
1/1/2002 - 1/1/2017 $32,840.00 151.08% 1.63 277 55.60%
1/1/2001 - 1/1/2017 $34,835.00 176.45% 1.64 293 54.95%
1/1/2000 - 1/1/2017 $42,777.50 362.52% 1.72 322 54.04%

Created by TradeStation: 8/13/2017 6:17:40 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 Sentinel WFO Broker, @ES.D, 5 min., 1/3/2000 6:35:00 AM - 8/11/2017 1:15:00 PM
TradeStation Periodical Returns: Monthly

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

%Profitable

January $571.88 4.85% 53.33%
February ($248.61) (0.59%) 50.00%
March $348.86 1.00% 50.00%
April $653.86 1.70% 58.33%
May $40.75 0.11% 52.38%
June $495.83 1.21% 53.33%
July $103.54 0.28% 58.33%
August $388.50 0.99% 46.43%
September $482.00 1.17% 63.89%
October $1,442.81 3.98% 65.52%
November $241.25 0.58% 48.00%
December $70.83 0.19% 44.00%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

8/1/2017 $595.00 1.10% 100.00 1 100.00%
5/1/2017 $670.00 1.26% 100.00 1 100.00%
4/1/2017 ($222.50) (0.42%) 0.00 2 0.00%
3/1/2017 $307.50 0.58% 100.00 1 100.00%
1/1/2017 ($1,097.50) (2.02%) 0.00 2 0.00%
11/1/2016 $620.00 1.15% 100.00 1 100.00%
9/1/2016 $1,777.50 3.42% 100.00 2 100.00%
7/1/2016 ($47.50) (0.09%) 0.88 2 50.00%
6/1/2016 $2,260.00 4.55% 2.33 8 62.50%
5/1/2016 ($765.00) (1.52%) 0.24 3 33.33%
4/1/2016 ($255.00) (0.50%) 0.00 1 0.00%
3/1/2016 $1,722.50 3.51% 19.62 3 66.67%
2/1/2016 ($2,202.50) (4.30%) 0.27 8 37.50%
1/1/2016 $217.50 0.43% 1.10 9 44.44%
12/1/2015 ($1,137.50) (2.18%) 0.36 5 40.00%
11/1/2015 $95.00 0.18% 100.00 1 100.00%
10/1/2015 $367.50 0.71% 1.44 4 50.00%
9/1/2015 $1,125.00 2.23% 1.49 10 60.00%
8/1/2015 ($400.00) (0.79%) 0.89 10 40.00%
7/1/2015 ($780.00) (1.51%) 0.55 6 50.00%
6/1/2015 $705.00 1.38% 1.79 4 50.00%
5/1/2015 $102.50 0.20% 2.86 2 50.00%
4/1/2015 ($110.00) (0.22%) 0.00 2 0.00%
3/1/2015 $872.50 1.74% 100.00 3 100.00%
2/1/2015 $182.50 0.37% 100.00 1 100.00%
1/1/2015 ($162.50) (0.32%) 0.86 5 60.00%
12/1/2014 ($1,740.00) (3.35%) 0.00 3 0.00%
10/1/2014 $442.50 0.86% 4.47 4 25.00%
7/1/2014 $1,020.00 2.02% 100.00 1 100.00%
5/1/2014 ($180.00) (0.36%) 0.00 1 0.00%
3/1/2014 $15.00 0.03% 1.11 2 50.00%
2/1/2014 $295.00 0.59% 100.00 1 100.00%
1/1/2014 ($105.00) (0.21%) 0.00 1 0.00%
12/1/2013 $107.50 0.21% 100.00 1 100.00%
10/1/2013 $590.00 1.19% 100.00 2 100.00%
8/1/2013 ($17.50) (0.04%) 0.00 1 0.00%
7/1/2013 ($580.00) (1.15%) 0.00 1 0.00%
6/1/2013 ($945.00) (1.84%) 0.46 4 25.00%
5/1/2013 ($810.00) (1.56%) 0.00 2 0.00%
4/1/2013 ($222.50) (0.43%) 0.62 2 50.00%
1/1/2013 $257.50 0.50% 100.00 1 100.00%
12/1/2012 $677.50 1.32% 3.32 2 50.00%
11/1/2012 $602.50 1.19% 100.00 2 100.00%
10/1/2012 $95.00 0.19% 100.00 1 100.00%
9/1/2012 $370.00 0.74% 100.00 1 100.00%
8/1/2012 $32.50 0.06% 100.00 1 100.00%
7/1/2012 $115.00 0.23% 2.10 2 50.00%
6/1/2012 $1,085.00 2.21% 100.00 3 100.00%
5/1/2012 $170.00 0.35% 100.00 1 100.00%
3/1/2012 $120.00 0.25% 100.00 1 100.00%
12/1/2011 $340.00 0.70% 3.62 2 50.00%
11/1/2011 $420.00 0.88% 1.68 6 33.33%
10/1/2011 $2,280.00 4.99% 100.00 4 100.00%
9/1/2011 ($1,375.00) (2.92%) 0.37 5 40.00%
8/1/2011 $2,352.50 5.26% 1.93 7 42.86%
7/1/2011 $120.00 0.27% 100.00 1 100.00%
4/1/2011 ($372.50) (0.83%) 0.13 2 50.00%
3/1/2011 ($10.00) (0.02%) 0.89 2 50.00%
12/1/2010 $220.00 0.49% 100.00 1 100.00%
9/1/2010 $352.50 0.79% 100.00 2 100.00%
8/1/2010 $495.00 1.13% 100.00 1 100.00%
7/1/2010 ($427.50) (0.96%) 0.46 3 33.33%
6/1/2010 $1,497.50 3.49% 100.00 3 100.00%
5/1/2010 $870.00 2.07% 2.19 6 83.33%
2/1/2010 $495.00 1.19% 100.00 1 100.00%
11/1/2009 ($192.50) (0.46%) 0.00 1 0.00%
8/1/2009 $120.00 0.29% 100.00 1 100.00%
7/1/2009 $120.00 0.29% 100.00 1 100.00%
4/1/2009 $1,080.00 2.68% 100.00 4 100.00%
3/1/2009 $1,667.50 4.31% 3.28 4 75.00%
2/1/2009 ($547.50) (1.40%) 0.25 2 50.00%
1/1/2009 $1,862.50 4.98% 3.55 5 80.00%
12/1/2008 $1,572.50 4.39% 3.15 3 66.67%
11/1/2008 $630.00 1.79% 1.43 4 50.00%
10/1/2008 $6,405.00 22.26% 3.92 9 66.67%
9/1/2008 $2,155.00 8.10% 2.48 9 77.78%
8/1/2008 $882.50 3.43% 100.00 1 100.00%
6/1/2008 $1,032.50 4.18% 100.00 1 100.00%
4/1/2008 $1,577.50 6.82% 100.00 2 100.00%
3/1/2008 ($1,680.00) (6.77%) 0.00 6 0.00%
2/1/2008 ($57.50) (0.23%) 0.90 4 50.00%
1/1/2008 $892.50 3.72% 2.59 4 50.00%
12/1/2007 $15.00 0.06% 1.05 2 50.00%
11/1/2007 $217.50 0.92% 1.26 4 25.00%
9/1/2007 ($280.00) (1.17%) 0.00 1 0.00%
8/1/2007 $105.00 0.44% 1.13 4 25.00%
7/1/2003 $20.00 0.08% 100.00 1 100.00%
4/1/2003 ($197.50) (0.82%) 0.29 2 50.00%
3/1/2003 $140.00 0.58% 1.50 2 50.00%
2/1/2003 ($280.00) (1.16%) 0.00 1 0.00%
11/1/2002 $52.50 0.22% 1.19 2 50.00%
10/1/2002 $660.00 2.81% 3.36 3 66.67%
9/1/2002 $265.00 1.14% 1.95 2 50.00%
8/1/2002 ($280.00) (1.19%) 0.00 1 0.00%
7/1/2002 $1,322.50 5.96% 5.72 3 66.67%
6/1/2002 ($560.00) (2.46%) 0.00 2 0.00%
5/1/2002 $657.50 2.97% 100.00 1 100.00%
4/1/2002 $370.00 1.70% 100.00 1 100.00%
11/1/2001 ($560.00) (2.51%) 0.00 2 0.00%
9/1/2001 $432.50 1.98% 100.00 1 100.00%
7/1/2001 $177.50 0.82% 1.63 2 50.00%
6/1/2001 ($167.50) (0.77%) 0.00 1 0.00%
5/1/2001 ($167.50) (0.76%) 0.00 1 0.00%
4/1/2001 $1,160.00 5.56% 5.14 3 66.67%
3/1/2001 $962.50 4.84% 2.15 5 40.00%
2/1/2001 $157.50 0.80% 100.00 1 100.00%
12/1/2000 $582.50 3.04% 1.52 6 33.33%
11/1/2000 $527.50 2.83% 100.00 2 100.00%
10/1/2000 $702.50 3.92% 3.51 2 50.00%
9/1/2000 ($2.50) (0.01%) 1.00 3 33.33%
7/1/2000 $182.50 1.03% 100.00 1 100.00%
6/1/2000 ($445.00) (2.45%) 0.47 4 25.00%
5/1/2000 ($140.00) (0.76%) 0.75 3 33.33%
4/1/2000 $4,385.00 31.43% 16.66 3 66.67%
3/1/2000 ($280.00) (1.97%) 0.00 1 0.00%
2/1/2000 ($280.00) (1.93%) 0.00 1 0.00%
1/1/2000 $2,710.00 22.97% 10.68 3 66.67%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

8/1/2017 - Today $595.00 1.10% 100.00 1 100.00%
7/1/2017 - 8/1/2017 $595.00 1.10% 100.00 1 100.00%
6/1/2017 - 8/1/2017 $595.00 1.10% 100.00 1 100.00%
5/1/2017 - 8/1/2017 $1,265.00 2.37% 100.00 2 100.00%
4/1/2017 - 8/1/2017 $1,042.50 1.95% 5.69 4 50.00%
3/1/2017 - 8/1/2017 $1,350.00 2.54% 7.07 5 60.00%
2/1/2017 - 8/1/2017 $1,350.00 2.54% 7.07 5 60.00%
1/1/2017 - 8/1/2017 $252.50 0.46% 1.19 7 42.86%
12/1/2016 - 8/1/2017 $252.50 0.46% 1.19 7 42.86%
11/1/2016 - 8/1/2017 $872.50 1.62% 1.66 8 50.00%
10/1/2016 - 8/1/2017 $872.50 1.62% 1.66 8 50.00%
9/1/2016 - 8/1/2017 $2,650.00 5.10% 3.01 10 60.00%
8/1/2016 - 8/1/2017 $2,650.00 5.10% 3.01 10 60.00%
7/1/2016 - 8/1/2017 $2,602.50 5.01% 2.52 12 58.33%
6/1/2016 - 8/1/2017 $4,862.50 9.78% 2.42 20 60.00%
5/1/2016 - 8/1/2017 $4,097.50 8.12% 1.93 23 56.52%
4/1/2016 - 8/1/2017 $3,842.50 7.57% 1.82 24 54.17%
3/1/2016 - 8/1/2017 $5,565.00 11.35% 2.17 27 55.56%
2/1/2016 - 8/1/2017 $3,362.50 6.57% 1.43 35 51.43%
1/1/2016 - 8/1/2017 $3,580.00 7.02% 1.36 44 50.00%
12/1/2015 - 8/1/2017 $2,442.50 4.68% 1.21 49 48.98%
11/1/2015 - 8/1/2017 $2,537.50 4.88% 1.22 50 50.00%
10/1/2015 - 8/1/2017 $2,905.00 5.62% 1.23 54 50.00%
9/1/2015 - 8/1/2017 $4,030.00 7.97% 1.27 64 51.56%
8/1/2015 - 8/1/2017 $3,630.00 7.12% 1.20 74 50.00%
7/1/2015 - 8/1/2017 $2,850.00 5.51% 1.14 80 50.00%
6/1/2015 - 8/1/2017 $3,555.00 6.97% 1.17 84 50.00%
5/1/2015 - 8/1/2017 $3,657.50 7.18% 1.17 86 50.00%
4/1/2015 - 8/1/2017 $3,547.50 6.95% 1.17 88 48.86%
3/1/2015 - 8/1/2017 $4,420.00 8.81% 1.21 91 50.55%
2/1/2015 - 8/1/2017 $4,602.50 9.21% 1.22 92 51.09%
1/1/2015 - 8/1/2017 $4,440.00 8.86% 1.20 97 51.55%
12/1/2014 - 8/1/2017 $2,700.00 5.20% 1.11 100 50.00%
11/1/2014 - 8/1/2017 $2,700.00 5.20% 1.11 100 50.00%
10/1/2014 - 8/1/2017 $3,142.50 6.11% 1.13 104 49.04%
9/1/2014 - 8/1/2017 $3,142.50 6.11% 1.13 104 49.04%
8/1/2014 - 8/1/2017 $3,142.50 6.11% 1.13 104 49.04%
7/1/2014 - 8/1/2017 $4,162.50 8.26% 1.17 105 49.52%
6/1/2014 - 8/1/2017 $4,162.50 8.26% 1.17 105 49.52%
5/1/2014 - 8/1/2017 $3,982.50 7.87% 1.16 106 49.06%
4/1/2014 - 8/1/2017 $3,982.50 7.87% 1.16 106 49.06%
3/1/2014 - 8/1/2017 $3,997.50 7.90% 1.16 108 49.07%
2/1/2014 - 8/1/2017 $4,292.50 8.54% 1.17 109 49.54%
1/1/2014 - 8/1/2017 $4,187.50 8.31% 1.17 110 49.09%
12/1/2013 - 8/1/2017 $4,295.00 8.54% 1.17 111 49.55%
11/1/2013 - 8/1/2017 $4,295.00 8.54% 1.17 111 49.55%
10/1/2013 - 8/1/2017 $4,885.00 9.83% 1.20 113 50.44%
9/1/2013 - 8/1/2017 $4,885.00 9.83% 1.20 113 50.44%
8/1/2013 - 8/1/2017 $4,867.50 9.79% 1.20 114 50.00%
7/1/2013 - 8/1/2017 $4,287.50 8.53% 1.17 115 49.57%
6/1/2013 - 8/1/2017 $3,342.50 6.52% 1.12 119 48.74%
5/1/2013 - 8/1/2017 $2,532.50 4.87% 1.09 121 47.93%
4/1/2013 - 8/1/2017 $2,310.00 4.42% 1.08 123 47.97%
3/1/2013 - 8/1/2017 $2,310.00 4.42% 1.08 123 47.97%
2/1/2013 - 8/1/2017 $2,310.00 4.42% 1.08 123 47.97%
1/1/2013 - 8/1/2017 $2,567.50 4.94% 1.09 124 48.39%
12/1/2012 - 8/1/2017 $3,245.00 6.32% 1.11 126 48.41%
11/1/2012 - 8/1/2017 $3,847.50 7.58% 1.13 128 49.22%
10/1/2012 - 8/1/2017 $3,942.50 7.79% 1.14 129 49.61%
9/1/2012 - 8/1/2017 $4,312.50 8.58% 1.15 130 50.00%
8/1/2012 - 8/1/2017 $4,345.00 8.65% 1.15 131 50.38%
7/1/2012 - 8/1/2017 $4,460.00 8.90% 1.16 133 50.38%
6/1/2012 - 8/1/2017 $5,545.00 11.31% 1.19 136 51.47%
5/1/2012 - 8/1/2017 $5,715.00 11.70% 1.20 137 51.82%
4/1/2012 - 8/1/2017 $5,715.00 11.70% 1.20 137 51.82%
3/1/2012 - 8/1/2017 $5,835.00 11.97% 1.20 138 52.17%
2/1/2012 - 8/1/2017 $5,835.00 11.97% 1.20 138 52.17%
1/1/2012 - 8/1/2017 $5,835.00 11.97% 1.20 138 52.17%
12/1/2011 - 8/1/2017 $6,175.00 12.76% 1.21 140 52.14%
11/1/2011 - 8/1/2017 $6,595.00 13.74% 1.22 146 51.37%
10/1/2011 - 8/1/2017 $8,875.00 19.42% 1.30 150 52.67%
9/1/2011 - 8/1/2017 $7,500.00 15.93% 1.24 155 52.26%
8/1/2011 - 8/1/2017 $9,852.50 22.03% 1.29 162 51.85%
7/1/2011 - 8/1/2017 $9,972.50 22.36% 1.29 163 52.15%
6/1/2011 - 8/1/2017 $9,972.50 22.36% 1.29 163 52.15%
5/1/2011 - 8/1/2017 $9,972.50 22.36% 1.29 163 52.15%
4/1/2011 - 8/1/2017 $9,600.00 21.34% 1.28 165 52.12%
3/1/2011 - 8/1/2017 $9,590.00 21.32% 1.28 167 52.10%
2/1/2011 - 8/1/2017 $9,590.00 21.32% 1.28 167 52.10%
1/1/2011 - 8/1/2017 $9,590.00 21.32% 1.28 167 52.10%
12/1/2010 - 8/1/2017 $9,810.00 21.91% 1.28 168 52.38%
11/1/2010 - 8/1/2017 $9,810.00 21.91% 1.28 168 52.38%
10/1/2010 - 8/1/2017 $9,810.00 21.91% 1.28 168 52.38%
9/1/2010 - 8/1/2017 $10,162.50 22.88% 1.29 170 52.94%
8/1/2010 - 8/1/2017 $10,657.50 24.27% 1.31 171 53.22%
7/1/2010 - 8/1/2017 $10,230.00 23.07% 1.29 174 52.87%
6/1/2010 - 8/1/2017 $11,727.50 27.37% 1.33 177 53.67%
5/1/2010 - 8/1/2017 $12,597.50 30.01% 1.35 183 54.64%
4/1/2010 - 8/1/2017 $12,597.50 30.01% 1.35 183 54.64%
3/1/2010 - 8/1/2017 $12,597.50 30.01% 1.35 183 54.64%
2/1/2010 - 8/1/2017 $13,092.50 31.56% 1.36 184 54.89%
1/1/2010 - 8/1/2017 $13,092.50 31.56% 1.36 184 54.89%
12/1/2009 - 8/1/2017 $13,092.50 31.56% 1.36 184 54.89%
11/1/2009 - 8/1/2017 $12,900.00 30.95% 1.35 185 54.59%
10/1/2009 - 8/1/2017 $12,900.00 30.95% 1.35 185 54.59%
9/1/2009 - 8/1/2017 $12,900.00 30.95% 1.35 185 54.59%
8/1/2009 - 8/1/2017 $13,020.00 31.33% 1.36 186 54.84%
7/1/2009 - 8/1/2017 $13,140.00 31.71% 1.36 187 55.08%
6/1/2009 - 8/1/2017 $13,140.00 31.71% 1.36 187 55.08%
5/1/2009 - 8/1/2017 $13,140.00 31.71% 1.36 187 55.08%
4/1/2009 - 8/1/2017 $14,220.00 35.24% 1.39 191 56.02%
3/1/2009 - 8/1/2017 $15,887.50 41.06% 1.43 195 56.41%
2/1/2009 - 8/1/2017 $15,340.00 39.10% 1.40 197 56.35%
1/1/2009 - 8/1/2017 $17,202.50 46.03% 1.44 202 56.93%
12/1/2008 - 8/1/2017 $18,775.00 52.44% 1.48 205 57.07%
11/1/2008 - 8/1/2017 $19,405.00 55.17% 1.48 209 56.94%
10/1/2008 - 8/1/2017 $25,810.00 89.72% 1.60 218 57.34%
9/1/2008 - 8/1/2017 $27,965.00 105.08% 1.63 227 58.15%
8/1/2008 - 8/1/2017 $28,847.50 112.12% 1.65 228 58.33%
7/1/2008 - 8/1/2017 $28,847.50 112.12% 1.65 228 58.33%
6/1/2008 - 8/1/2017 $29,880.00 120.98% 1.67 229 58.52%
5/1/2008 - 8/1/2017 $29,880.00 120.98% 1.67 229 58.52%
4/1/2008 - 8/1/2017 $31,457.50 136.06% 1.71 231 58.87%
3/1/2008 - 8/1/2017 $29,777.50 120.07% 1.64 237 57.38%
2/1/2008 - 8/1/2017 $29,720.00 119.56% 1.64 241 57.26%
1/1/2008 - 8/1/2017 $30,612.50 127.74% 1.65 245 57.14%
12/1/2007 - 8/1/2017 $30,627.50 127.88% 1.64 247 57.09%
11/1/2007 - 8/1/2017 $30,845.00 129.97% 1.64 251 56.57%
10/1/2007 - 8/1/2017 $30,845.00 129.97% 1.64 251 56.57%
9/1/2007 - 8/1/2017 $30,565.00 127.29% 1.63 252 56.35%
8/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
7/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
6/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
5/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
4/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
3/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
2/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2007 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
12/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
11/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
10/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
9/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
8/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
7/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
6/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
5/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
4/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
3/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
2/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2006 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
12/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
11/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
10/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
9/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
8/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
7/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
6/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
5/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
4/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
3/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
2/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2005 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
12/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
11/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
10/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
9/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
8/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
7/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
6/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
5/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
4/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
3/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
2/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
1/1/2004 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
12/1/2003 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
11/1/2003 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
10/1/2003 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
9/1/2003 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
8/1/2003 - 8/1/2017 $30,670.00 128.29% 1.62 256 55.86%
7/1/2003 - 8/1/2017 $30,690.00 128.48% 1.62 257 56.03%
6/1/2003 - 8/1/2017 $30,690.00 128.48% 1.62 257 56.03%
5/1/2003 - 8/1/2017 $30,690.00 128.48% 1.62 257 56.03%
4/1/2003 - 8/1/2017 $30,492.50 126.60% 1.61 259 55.98%
3/1/2003 - 8/1/2017 $30,632.50 127.93% 1.61 261 55.94%
2/1/2003 - 8/1/2017 $30,352.50 125.29% 1.60 262 55.73%
1/1/2003 - 8/1/2017 $30,352.50 125.29% 1.60 262 55.73%
12/1/2002 - 8/1/2017 $30,352.50 125.29% 1.60 262 55.73%
11/1/2002 - 8/1/2017 $30,405.00 125.78% 1.60 264 55.68%
10/1/2002 - 8/1/2017 $31,065.00 132.12% 1.61 267 55.81%
9/1/2002 - 8/1/2017 $31,330.00 134.77% 1.61 269 55.76%
8/1/2002 - 8/1/2017 $31,050.00 131.97% 1.60 270 55.56%
7/1/2002 - 8/1/2017 $32,372.50 145.79% 1.63 273 55.68%
6/1/2002 - 8/1/2017 $31,812.50 139.74% 1.61 275 55.27%
5/1/2002 - 8/1/2017 $32,470.00 146.87% 1.62 276 55.43%
4/1/2002 - 8/1/2017 $32,840.00 151.08% 1.63 277 55.60%
3/1/2002 - 8/1/2017 $32,840.00 151.08% 1.63 277 55.60%
2/1/2002 - 8/1/2017 $32,840.00 151.08% 1.63 277 55.60%
1/1/2002 - 8/1/2017 $32,840.00 151.08% 1.63 277 55.60%
12/1/2001 - 8/1/2017 $32,840.00 151.08% 1.63 277 55.60%
11/1/2001 - 8/1/2017 $32,280.00 144.77% 1.61 279 55.20%
10/1/2001 - 8/1/2017 $32,280.00 144.77% 1.61 279 55.20%
9/1/2001 - 8/1/2017 $32,712.50 149.61% 1.62 280 55.36%
8/1/2001 - 8/1/2017 $32,712.50 149.61% 1.62 280 55.36%
7/1/2001 - 8/1/2017 $32,890.00 151.65% 1.62 282 55.32%
6/1/2001 - 8/1/2017 $32,722.50 149.73% 1.61 283 55.12%
5/1/2001 - 8/1/2017 $32,555.00 147.83% 1.61 284 54.93%
4/1/2001 - 8/1/2017 $33,715.00 161.61% 1.63 287 55.05%
3/1/2001 - 8/1/2017 $34,677.50 174.26% 1.63 292 54.79%
2/1/2001 - 8/1/2017 $34,835.00 176.45% 1.64 293 54.95%
1/1/2001 - 8/1/2017 $34,835.00 176.45% 1.64 293 54.95%
12/1/2000 - 8/1/2017 $35,417.50 184.85% 1.64 299 54.52%
11/1/2000 - 8/1/2017 $35,945.00 192.92% 1.64 301 54.82%
10/1/2000 - 8/1/2017 $36,647.50 204.39% 1.65 303 54.79%
9/1/2000 - 8/1/2017 $36,645.00 204.35% 1.65 306 54.58%
8/1/2000 - 8/1/2017 $36,645.00 204.35% 1.65 306 54.58%
7/1/2000 - 8/1/2017 $36,827.50 207.48% 1.65 307 54.72%
6/1/2000 - 8/1/2017 $36,382.50 199.96% 1.63 311 54.34%
5/1/2000 - 8/1/2017 $36,242.50 197.67% 1.62 314 54.14%
4/1/2000 - 8/1/2017 $40,627.50 291.24% 1.70 317 54.26%
3/1/2000 - 8/1/2017 $40,347.50 283.54% 1.69 318 54.09%
2/1/2000 - 8/1/2017 $40,067.50 276.14% 1.68 319 53.92%
1/1/2000 - 8/1/2017 $42,777.50 362.52% 1.72 322 54.04%

Created by TradeStation: 8/13/2017 6:17:40 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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Performance Graphs - Equity Curve Line



Performance Graphs - Equity Curve Detailed



Performance Graphs - Equity Curve Area



Performance Graphs - Equity Curve Underwater(monthly)



Performance Graphs - Equity Curve Underwater(weekly)



Performance Graphs - Monthly Net Profit



Performance Graphs - Monthly Accumulative Net Profit



Performance Graphs - Average Profit by Month

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