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TradeStation TradeManager Performance Report Sentinel WFO Broker, @ES.D, 5 min., 1/3/2000 6:35:00 AM - 8/3/2018 10:00:00 AM
Display:
 
TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $42,612.50    Profit Factor 1.62
Gross Profit $111,265.00    Gross Loss ($68,652.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $30,782.50    Select Profit Factor 1.45
Select Gross Profit $99,435.00    Select Gross Loss ($68,652.50)
Adjusted Total Net Profit $29,205.36    Adjusted Profit Factor 1.39
Adjusted Gross Profit $103,235.14    Adjusted Gross Loss ($74,029.78)
Total Number of Trades 355    Percent Profitable 54.08%
Winning Trades 192    Losing Trades 163
Even Trades 0
Avg. Trade Net Profit $120.04    Ratio Avg. Win:Avg. Loss 1.38
Avg. Winning Trade $579.51    Avg. Losing Trade ($421.18)
Largest Winning Trade $3,395.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 3.05%    Largest Loser as % of Gross Loss 1.06%
Net Profit as % of Largest Loss 5837.33%
Slct. Net Profit as % of Largest Loss 4216.78%    Adj. Net Profit as % of Largest Loss 4000.73%
Max. Consecutive Winning Trades 7    Max. Consecutive Losing Trades 7
Avg. Bars in Winning Trades 63.65    Avg. Bars in Losing Trades 36.78
Avg. Bars in Total Trades 51.31
Max. Shares/Contracts Held 1    Account Size Required $4,390.00
Total Commission $10,650.00    Total Slippage $0.00
Return on Initial Capital 361.12%    Annual Rate of Return 8.23%
Buy and Hold Return 91.79%    Return on Account 970.67%
Avg. Monthly Return $338.19    Std. Deviation of Monthly Return $1,089.22
Return Retracement Ratio 0.22    RINA Index 11295.14
Sharpe Ratio 0.28    K-Ratio n/a
Trading Period 18 Yrs, 6 Mths, 28 Dys, 22 Hrs, 50 Mins    Percent of Time in the Market 0.92%
Time in the Market 2 Mths, 1 Dy, 8 Hrs, 5 Mins    Longest Flat Period 1493 Dys, 20 Hrs, 35 Mins
Max. Equity Run-up $46,772.50
Date of Max. E. Run-up 04/02/18 11:10    Max. E. Run-up as % of Initial Capital 396.38%

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 761.96%    Net Profit as % of Drawdown 970.67%
Slct. Net Profit as % of Drawdown 550.42%    Slct. Net Profit as % of Drawdown 701.20%
Adj. Net Prof as % of Drawdown 522.22%    Adj. Net Profit as % of Drawdown 665.27%
Max. Trade Drawdown ($700.00)    
Long Trades
Total Net Profit $24,157.50    Profit Factor 1.80
Gross Profit $54,452.50    Gross Loss ($30,295.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $20,762.50    Select Profit Factor 1.69
Select Gross Profit $51,057.50    Select Gross Loss ($30,295.00)
Adjusted Total Net Profit $15,371.66    Adjusted Profit Factor 1.45
Adjusted Gross Profit $49,188.38    Adjusted Gross Loss ($33,816.72)
Total Number of Trades 181    Percent Profitable 59.12%
Winning Trades 107    Losing Trades 74
Even Trades 0
Avg. Trade Net Profit $133.47    Ratio Avg. Win:Avg. Loss 1.24
Avg. Winning Trade $508.90    Avg. Losing Trade ($409.39)
Largest Winning Trade $3,395.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 6.23%    Largest Loser as % of Gross Loss 2.41%
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 5
Avg. Bars in Winning Trades 63.95    Avg. Bars in Losing Trades 39.07
Avg. Bars in Total Trades 53.78
Max. Shares/Contracts Held 1    Account Size Required $3,825.00
Total Commission $5,430.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 3309.25%
Slct. Net Profit as % of Largest Loss 2844.18%    Adj. Net Profit as % of Largest Loss 2105.71%

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 574.49%    Net Profit as % of Drawdown 631.57%
Slct. Net Profit as % of Drawdown 493.76%    Slct. Net Profit as % of Drawdown 542.81%
Adj. Net Prof as % of Drawdown 365.56%    Adj. Net Profit as % of Drawdown 542.81%
Max. Trade Drawdown ($700.00)  
Short Trades
Total Net Profit $18,455.00    Profit Factor 1.48
Gross Profit $56,812.50    Gross Loss ($38,357.50)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $10,020.00    Select Profit Factor 1.26
Select Gross Profit $48,377.50    Select Gross Loss ($38,357.50)
Adjusted Total Net Profit $8,226.93    Adjusted Profit Factor 1.19
Adjusted Gross Profit $50,650.32    Adjusted Gross Loss ($42,423.39)
     
Total Number of Trades 174    Percent Profitable 48.85%
Winning Trades 85    Losing Trades 89
Even Trades 0
Avg. Trade Net Proft $106.06    Ratio Avg. Win:Avg. Loss 1.55
Avg. Winning Trade $668.38    Avg. Losing Trade ($430.98)
Largest Winning Trade $3,220.00    Largest Losing Trade ($730.00)
Largest Winner as % of Gross Profit 5.67%    Largest Loser as % of Gross Loss 2.41%
Max. Consecutive Winning Trades 6    Max. Consecutive Losing Trades 8
Avg. Bars in Winning Trades 63.27    Avg. Bars in Losing Trades 34.88
Avg. Bars in Total Trades 48.75
Max. Shares/Contracts Held 1    Account Size Required $5,245.00
Total Slippage $0.00    Total Commission $5,220.00
Net Profit as % of Largest Loss 2528.08%
Slct. Net Profit as % of Largest Loss 1372.60%    Adj. Net Profit as % of Largest Loss 1126.98%

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 292.82%    Net Profit as % of Drawdown 351.86%
Slct. Net Profit as % of Drawdown 158.98%    Slct. Net Profit as % of Drawdown 191.04%
Adj. Net Prof as % of Drawdown 130.53%    Adj. Net Prof as % of Drawdown 156.85%
Max. Trade Drawdown ($700.00)  
Created by TradeStation: 8/3/2018 9:55:46 AM, 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 - 8/3/2018 10:00:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 355 192 163
Avg. Trade Net Profit $120.04 $579.51 ($421.18)
1 Std. Deviation of Avg. Trade $666.55 $557.03 $245.15
Avg. Trade + 1 Std. Deviation $786.59 $1,136.54 ($176.03)
Avg. Trade - 1 Std. Deviation ($546.52) $22.47 ($666.33)
Coefficient of Variation 555.30% 96.12% 58.21%
Time Averages
Avg. Time in Trades 4 Hrs, 12 Mins 5 Hrs, 15 Mins 2 Hrs, 59 Mins
Avg. Time Between Trades 18 Dys, 22 Hrs, 21 Mins 35 Dys, 4 Hrs, 40 Mins 41 Dys, 11 Hrs, 41 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 $585.11 ($296.73)
1 Std. Deviation $586.13 $224.06
Avg. + 1 Std. Deviation $1,171.24 ($72.66)
Avg. - 1 Std. Deviation ($1.02) ($520.79)
Coefficient of Variation 100.18% 75.51%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 2.55% 58.66% 43.90%
1 Std. Deviation 62.57% 30.08% 38.00%
Avg. + 1 Std. Deviation 65.12% 88.73% 81.89%
Avg. - 1 Std. Deviation (60.01%) 28.58% 5.90%
Coefficient of Variation 2449.79% 51.27% 86.56%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $3,395.00 ($730.00)
Largest Profit/Loss as % of Gross 3.05% 1.06%
Largest Consec. Profit/Loss $8,595.00 ($2,190.00)
Largest Consec. Profit/Loss as % of Gross 7.72% 3.19%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 54 $611.44 ($412.18)
2 19 $576.25 ($434.17)
3 6 $481.81 ($494.58)
4 8 $641.48 ($522.19)
5 6 $499.17 ($494.58)
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 52 ($452.12) $456.78
2 28 ($450.31) $630.27
3 11 ($378.11) $556.36
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: 8/3/2018 9:55:46 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
Drawdown
Efficiency Total Eff. Comm. Slippage
 1  Sell Short  01/04/00 07:25  Short Entry  $1,477.00  $0.00  1  $1,732.50  2.39%  $1,925.00  91.67%    $15.00  $0.00
   Buy to Cover  01/04/00 13:05  SX EoD  $1,441.75    $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  $1,458.75  $0.00  1  $1,257.50  1.77%  $1,350.00  91.53%    $15.00  $0.00
   Sell  01/07/00 13:05  LX EoD  $1,484.50    $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  $1,508.50  $0.00  1  ($280.00)  (0.33%)  $275.00  52.38%    $15.00  $0.00
   Sell  01/14/00 09:15  Stop Loss  $1,503.50    ($250.00)  $2,710.00    ($250.00)  0.00%  (47.62%)  $15.00  $0.00
 4  Buy  02/08/00 07:20  Long Entry  $1,476.50  $0.00  1  ($280.00)  (0.34%)  $100.00  28.57%    $15.00  $0.00
   Sell  02/08/00 08:05  Stop Loss  $1,471.50    ($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  $1,406.25  $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  $1,411.25    ($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  $1,445.50  $0.00  1  $3,220.00  4.50%  $4,375.00  99.43%    $15.00  $0.00
   Buy to Cover  04/14/00 13:05  SX EoD  $1,380.50    $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  $1,437.00  $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  $1,442.00    ($250.00)  $5,090.00    ($250.00)  0.00%  (60.61%)  $15.00  $0.00
 8  Buy  04/25/00 07:30  Long Entry  $1,470.50  $0.00  1  $1,445.00  2.01%  $1,500.00  97.56%    $15.00  $0.00
   Sell  04/25/00 13:05  LX EoD  $1,500.00    $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  $1,423.25  $0.00  1  ($280.00)  (0.35%)  $312.50  55.56%    $15.00  $0.00
   Sell  05/11/00 11:20  Stop Loss  $1,418.25    ($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  $1,461.00  $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  $1,466.00    ($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  $1,433.00  $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  $1,424.00    $450.00  $6,395.00    ($37.50)  61.90%  57.14%  $15.00  $0.00
 12  Buy  06/01/00 07:25  Long Entry  $1,457.00  $0.00  1  ($280.00)  (0.34%)  $387.50  60.78%    $15.00  $0.00
   Sell  06/01/00 11:05  Stop Loss  $1,452.00    ($250.00)  $6,115.00    ($250.00)  0.00%  (39.22%)  $15.00  $0.00
 13  Buy  06/02/00 07:15  Long Entry  $1,495.50  $0.00  1  ($280.00)  (0.33%)  $100.00  28.57%    $15.00  $0.00
   Sell  06/02/00 08:30  Stop Loss  $1,490.50    ($250.00)  $5,835.00    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 14  Buy  06/07/00 08:05  Long Entry  $1,496.00  $0.00  1  $395.00  0.57%  $750.00  89.55%    $15.00  $0.00
   Sell  06/07/00 13:05  LX EoD  $1,504.50    $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  $1,477.50  $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  $1,482.50    ($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  $1,487.75  $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  $1,483.50    $212.50  $6,132.50    ($150.00)  65.91%  38.64%  $15.00  $0.00
 17  Buy  09/11/00 07:15  Long Entry  $1,507.00  $0.00  1  ($280.00)  (0.33%)  $712.50  74.03%    $15.00  $0.00
   Sell  09/11/00 11:50  Stop Loss  $1,502.00    ($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  $1,481.75  $0.00  1  $557.50  0.79%  $675.00  75.00%    $15.00  $0.00
   Buy to Cover  09/12/00 13:05  SX EoD  $1,470.00    $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  $1,414.25  $0.00  1  ($280.00)  (0.35%)  $225.00  47.37%    $15.00  $0.00
   Buy to Cover  09/22/00 07:40  Stop Loss  $1,419.25    ($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  $1,299.25  $0.00  1  ($280.00)  (0.38%)  $150.00  37.50%    $15.00  $0.00
   Buy to Cover  10/18/00 07:35  Stop Loss  $1,304.25    ($250.00)  $5,850.00    ($250.00)  0.00%  (62.50%)  $15.00  $0.00
 21  Buy  10/19/00 07:20  Long Entry  $1,345.00  $0.00  1  $982.50  1.51%  $1,225.00  92.45%    $15.00  $0.00
   Sell  10/19/00 13:05  LX EoD  $1,365.25    $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  $1,346.25  $0.00  1  $445.00  0.71%  $950.00  83.52%    $15.00  $0.00
   Sell  11/14/00 13:05  LX EoD  $1,355.75    $475.00  $7,277.50    ($187.50)  58.24%  41.76%  $15.00  $0.00
 23  Buy  11/24/00 07:15  Long Entry  $1,310.75  $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  $1,313.00    $112.50  $7,360.00    ($175.00)  74.19%  29.03%  $15.00  $0.00
 24  Buy  12/05/00 07:20  Long Entry  $1,316.00  $0.00  1  $1,257.50  1.96%  $1,487.50  95.97%    $15.00  $0.00
   Sell  12/05/00 13:05  LX EoD  $1,341.75    $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  $1,358.75  $0.00  1  ($280.00)  (0.37%)  $100.00  28.57%    $15.00  $0.00
   Sell  12/08/00 09:35  Stop Loss  $1,353.75    ($250.00)  $8,337.50    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 26  Buy  12/11/00 07:15  Long Entry  $1,352.50  $0.00  1  $445.00  0.70%  $1,012.50  96.43%    $15.00  $0.00
   Sell  12/11/00 13:05  LX EoD  $1,362.00    $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  $1,299.25  $0.00  1  ($280.00)  (0.38%)  $762.50  75.31%    $15.00  $0.00
   Buy to Cover  12/15/00 12:10  Stop Loss  $1,304.25    ($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  $1,255.50  $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  $1,260.50    ($250.00)  $8,222.50    ($250.00)  0.00%  (64.52%)  $15.00  $0.00
 29  Buy  12/22/00 07:30  Long Entry  $1,275.25  $0.00  1  ($280.00)  (0.39%)  $312.50  55.56%    $15.00  $0.00
   Sell  12/22/00 11:10  Stop Loss  $1,270.25    ($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  $1,269.25  $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  $1,265.50    $187.50  $8,100.00    ($187.50)  46.15%  23.08%  $15.00  $0.00
 31  Buy  03/06/01 07:20  Long Entry  $1,228.25  $0.00  1  ($280.00)  (0.41%)  $137.50  35.48%    $15.00  $0.00
   Sell  03/06/01 09:05  Stop Loss  $1,223.25    ($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  $1,198.25  $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  $1,190.75    $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  $1,165.00  $0.00  1  $1,457.50  2.55%  $1,675.00  90.54%    $15.00  $0.00
   Buy to Cover  03/12/01 13:05  SX EoD  $1,135.25    $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  $1,086.25  $0.00  1  ($280.00)  (0.46%)  $375.00  60.00%    $15.00  $0.00
   Sell  03/23/01 09:40  Stop Loss  $1,081.25    ($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  $1,108.75  $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  $1,113.75    ($250.00)  $9,062.50    ($250.00)  0.00%  (100.00%)  $15.00  $0.00
 36  Buy  04/05/01 08:05  Long Entry  $1,089.50  $0.00  1  ($280.00)  (0.46%)  $12.50  4.76%    $15.00  $0.00
   Sell  04/05/01 08:25  Stop Loss  $1,084.50    ($250.00)  $8,782.50    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 37  Buy  04/10/01 07:45  Long Entry  $1,118.50  $0.00  1  $82.50  0.20%  $500.00  70.18%    $15.00  $0.00
   Sell  04/10/01 13:05  LX EoD  $1,120.75    $112.50  $8,865.00    ($212.50)  45.61%  15.79%  $15.00  $0.00
 38  Buy  04/18/01 07:15  Long Entry  $1,163.25  $0.00  1  $1,357.50  2.39%  $2,125.00  94.97%    $15.00  $0.00
   Sell  04/18/01 13:05  LX EoD  $1,191.00    $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  $1,197.00  $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  $1,199.75    ($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  $1,209.75  $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  $1,212.50    ($137.50)  $9,887.50    ($212.50)  13.04%  (23.91%)  $15.00  $0.00
 41  Buy  07/12/01 07:15  Long Entry  $1,141.50  $0.00  1  $457.50  0.85%  $600.00  82.76%    $15.00  $0.00
   Sell  07/12/01 13:05  LX EoD  $1,151.25    $487.50  $10,345.00    ($125.00)  84.48%  67.24%  $15.00  $0.00
 42  Buy  07/19/01 08:10  Long Entry  $1,166.75  $0.00  1  ($280.00)  (0.43%)  $37.50  13.04%    $15.00  $0.00
   Sell  07/19/01 08:50  Stop Loss  $1,161.75    ($250.00)  $10,065.00    ($250.00)  0.00%  (86.96%)  $15.00  $0.00
 43  Buy  09/24/01 07:25  Long Entry  $929.75  $0.00  1  $432.50  0.99%  $750.00  78.95%    $15.00  $0.00
   Sell  09/24/01 13:05  LX EoD  $939.00    $462.50  $10,497.50    ($200.00)  69.74%  48.68%  $15.00  $0.00
 44  Buy  11/05/01 07:30  Long Entry  $1,040.50  $0.00  1  ($280.00)  (0.48%)  $12.50  4.76%    $15.00  $0.00
   Sell  11/05/01 08:35  Stop Loss  $1,035.50    ($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  $1,036.00  $0.00  1  ($280.00)  (0.48%)  $112.50  31.03%    $15.00  $0.00
   Buy to Cover  11/12/01 07:45  Stop Loss  $1,041.00    ($250.00)  $9,937.50    ($250.00)  0.00%  (68.97%)  $15.00  $0.00
 46  Buy  04/16/02 07:20  Long Entry  $1,050.50  $0.00  1  $370.00  0.76%  $450.00  87.80%    $15.00  $0.00
   Sell  04/16/02 13:05  LX EoD  $1,058.50    $400.00  $10,307.50    ($62.50)  90.24%  78.05%  $15.00  $0.00
 47  Buy  05/08/02 07:45  Long Entry  $1,003.50  $0.00  1  $657.50  1.37%  $750.00  95.24%    $15.00  $0.00
   Sell  05/08/02 13:05  LX EoD  $1,017.25    $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  $916.00  $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  $921.00    ($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  $884.25  $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  $889.25    ($250.00)  $10,405.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 50  Buy  07/05/02 07:15  Long Entry  $903.50  $0.00  1  $720.00  1.66%  $850.00  94.44%    $15.00  $0.00
   Sell  07/05/02 13:15  End of Day Exit  $918.50    $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  $825.50  $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  $830.50    ($250.00)  $10,845.00    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 52  Buy  07/29/02 07:25  Long Entry  $807.00  $0.00  1  $882.50  2.26%  $1,025.00  92.13%    $15.00  $0.00
   Sell  07/29/02 13:05  LX EoD  $825.25    $912.50  $11,727.50    ($87.50)  89.89%  82.02%  $15.00  $0.00
 53  Buy  08/06/02 07:15  Long Entry  $790.25  $0.00  1  ($280.00)  (0.63%)  $612.50  71.01%    $15.00  $0.00
   Sell  08/06/02 12:55  Stop Loss  $785.25    ($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  $815.75  $0.00  1  $545.00  1.41%  $612.50  83.05%    $15.00  $0.00
   Buy to Cover  09/03/02 13:05  SX EoD  $804.25    $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  $727.50  $0.00  1  ($280.00)  (0.69%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  09/30/02 08:00  Stop Loss  $732.50    ($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  $709.00  $0.00  1  ($280.00)  (0.71%)  $12.50  4.76%    $15.00  $0.00
   Buy to Cover  10/09/02 08:25  Stop Loss  $714.00    ($250.00)  $11,432.50    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 57  Buy  10/11/02 07:25  Long Entry  $755.75  $0.00  1  $445.00  1.26%  $787.50  82.89%    $15.00  $0.00
   Sell  10/11/02 13:05  LX EoD  $765.25    $475.00  $11,877.50    ($162.50)  67.11%  50.00%  $15.00  $0.00
 58  Buy  10/15/02 07:45  Long Entry  $799.75  $0.00  1  $495.00  1.31%  $562.50  70.31%    $15.00  $0.00
   Sell  10/15/02 13:05  LX EoD  $810.25    $525.00  $12,372.50    ($237.50)  95.31%  65.63%  $15.00  $0.00
 59  Buy  11/04/02 07:20  Long Entry  $845.25  $0.00  1  ($280.00)  (0.59%)  $362.50  59.18%    $15.00  $0.00
   Sell  11/04/02 12:00  Stop Loss  $840.25    ($250.00)  $12,092.50    ($250.00)  0.00%  (40.82%)  $15.00  $0.00
 60  Buy  11/27/02 07:20  Long Entry  $858.50  $0.00  1  $332.50  0.84%  $500.00  97.56%    $15.00  $0.00
   Sell  11/27/02 13:05  LX EoD  $865.75    $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  $768.50  $0.00  1  ($280.00)  (0.65%)  $87.50  25.93%    $15.00  $0.00
   Buy to Cover  02/04/03 10:25  Stop Loss  $773.50    ($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  $801.25  $0.00  1  $420.00  1.12%  $562.50  100.00%    $15.00  $0.00
   Buy to Cover  03/24/03 13:05  SX EoD  $792.25    $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  $773.00  $0.00  1  ($280.00)  (0.65%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  03/31/03 08:00  Stop Loss  $778.00    ($250.00)  $12,285.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 64  Buy  04/02/03 07:20  Long Entry  $807.00  $0.00  1  $82.50  0.28%  $337.50  77.14%    $15.00  $0.00
   Sell  04/02/03 13:05  LX EoD  $809.25    $112.50  $12,367.50    ($100.00)  48.57%  25.71%  $15.00  $0.00
 65  Buy  04/07/03 07:15  Long Entry  $832.50  $0.00  1  ($280.00)  (0.60%)  $100.00  28.57%    $15.00  $0.00
   Sell  04/07/03 07:50  Stop Loss  $827.50    ($250.00)  $12,087.50    ($250.00)  0.00%  (71.43%)  $15.00  $0.00
 66  Buy  07/07/03 07:15  Long Entry  $932.50  $0.00  1  $20.00  0.11%  $150.00  60.00%    $15.00  $0.00
   Sell  07/07/03 13:05  LX EoD  $933.50    $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  $1,313.75  $0.00  1  $945.00  1.48%  $1,012.50  83.51%    $15.00  $0.00
   Buy to Cover  08/09/07 13:05  SX EoD  $1,294.25    $975.00  $13,052.50    ($200.00)  96.91%  80.41%  $15.00  $0.00
 68  Buy  08/13/07 07:20  Long Entry  $1,303.25  $0.00  1  ($280.00)  (0.38%)  $137.50  35.48%    $15.00  $0.00
   Sell  08/13/07 08:10  Stop Loss  $1,298.25    ($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  $1,229.25  $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  $1,234.25    ($250.00)  $12,492.50    ($250.00)  0.00%  (58.82%)  $15.00  $0.00
 70  Buy  08/17/07 10:20  Long Entry  $1,283.00  $0.00  1  ($280.00)  (0.39%)  $87.50  25.93%    $15.00  $0.00
   Sell  08/17/07 10:55  Stop Loss  $1,278.00    ($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  $1,297.50  $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  $1,302.50    ($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  $1,348.00  $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  $1,353.00    ($250.00)  $11,652.50    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 73  Buy  11/13/07 07:15  Long Entry  $1,285.00  $0.00  1  ($280.00)  (0.39%)  $0.00  0.00%    $15.00  $0.00
   Sell  11/13/07 07:40  Stop Loss  $1,280.00    ($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  $1,244.00  $0.00  1  ($280.00)  (0.40%)  $187.50  42.86%    $15.00  $0.00
   Buy to Cover  11/21/07 08:40  Stop Loss  $1,249.00    ($250.00)  $11,092.50    ($250.00)  0.00%  (57.14%)  $15.00  $0.00
 75  Buy  11/28/07 07:20  Long Entry  $1,273.00  $0.00  1  $1,057.50  1.71%  $1,212.50  98.98%    $15.00  $0.00
   Sell  11/28/07 13:05  LX EoD  $1,294.75    $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  $1,303.25  $0.00  1  $295.00  0.50%  $400.00  68.09%    $15.00  $0.00
   Sell  12/05/07 13:05  LX EoD  $1,309.75    $325.00  $12,445.00    ($187.50)  87.23%  55.32%  $15.00  $0.00
 77  Buy  12/12/07 07:15  Long Entry  $1,326.25  $0.00  1  ($280.00)  (0.38%)  $125.00  33.33%    $15.00  $0.00
   Sell  12/12/07 07:50  Stop Loss  $1,321.25    ($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  $1,249.25  $0.00  1  $882.50  1.46%  $987.50  98.75%    $15.00  $0.00
   Buy to Cover  01/04/08 13:05  SX EoD  $1,231.00    $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  $1,211.00  $0.00  1  $570.00  0.99%  $687.50  88.71%    $15.00  $0.00
   Buy to Cover  01/15/08 13:05  SX EoD  $1,199.00    $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  $1,102.25  $0.00  1  ($280.00)  (0.45%)  $100.00  28.57%    $15.00  $0.00
   Buy to Cover  01/22/08 07:20  Stop Loss  $1,107.25    ($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  $1,100.75  $0.00  1  ($280.00)  (0.45%)  $937.50  78.95%    $15.00  $0.00
   Buy to Cover  01/23/08 10:50  Stop Loss  $1,105.75    ($250.00)  $13,057.50    ($250.00)  0.00%  (21.05%)  $15.00  $0.00
 82  Buy  02/01/08 12:10  Long Entry  $1,206.75  $0.00  1  $95.00  0.21%  $137.50  39.29%    $15.00  $0.00
   Sell  02/01/08 13:05  LX EoD  $1,209.25    $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  $1,169.00  $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  $1,174.00    ($250.00)  $12,872.50    ($250.00)  0.00%  (76.92%)  $15.00  $0.00
 84  Buy  02/12/08 07:15  Long Entry  $1,169.75  $0.00  1  ($280.00)  (0.43%)  $287.50  53.49%    $15.00  $0.00
   Sell  02/12/08 09:35  Stop Loss  $1,164.75    ($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  $1,156.00  $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  $1,147.25    $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  $1,128.00  $0.00  1  ($280.00)  (0.44%)  $12.50  4.76%    $15.00  $0.00
   Buy to Cover  03/06/08 08:40  Stop Loss  $1,133.00    ($250.00)  $12,720.00    ($250.00)  0.00%  (95.24%)  $15.00  $0.00
 87  Buy  03/11/08 07:15  Long Entry  $1,111.75  $0.00  1  ($280.00)  (0.45%)  $112.50  31.03%    $15.00  $0.00
   Sell  03/11/08 08:15  Stop Loss  $1,106.75    ($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  $1,098.50  $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  $1,103.50    ($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  $1,083.50  $0.00  1  ($280.00)  (0.46%)  $50.00  16.67%    $15.00  $0.00
   Buy to Cover  03/17/08 07:30  Stop Loss  $1,088.50    ($250.00)  $11,880.00    ($250.00)  0.00%  (83.33%)  $15.00  $0.00
 90  Buy  03/18/08 07:45  Long Entry  $1,117.00  $0.00  1  ($280.00)  (0.45%)  $550.00  68.75%    $15.00  $0.00
   Sell  03/18/08 11:20  Stop Loss  $1,112.00    ($250.00)  $11,600.00    ($250.00)  0.00%  (31.25%)  $15.00  $0.00
 91  Buy  03/24/08 07:15  Long Entry  $1,164.00  $0.00  1  ($280.00)  (0.43%)  $375.00  60.00%    $15.00  $0.00
   Sell  03/24/08 12:50  Stop Loss  $1,159.00    ($250.00)  $11,320.00    ($250.00)  0.00%  (40.00%)  $15.00  $0.00
 92  Buy  04/01/08 07:20  Long Entry  $1,157.25  $0.00  1  $1,207.50  2.14%  $1,262.50  93.52%    $15.00  $0.00
   Sell  04/01/08 13:05  LX EoD  $1,182.00    $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  $1,153.00  $0.00  1  $370.00  0.69%  $562.50  86.54%    $15.00  $0.00
   Buy to Cover  04/11/08 13:05  SX EoD  $1,145.00    $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  $1,191.25  $0.00  1  $1,032.50  1.78%  $1,112.50  84.76%    $15.00  $0.00
   Buy to Cover  06/06/08 13:05  SX EoD  $1,170.00    $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  $1,073.75  $0.00  1  $882.50  1.70%  $925.00  90.24%    $15.00  $0.00
   Sell  08/05/08 13:05  LX EoD  $1,092.00    $912.50  $14,812.50    ($100.00)  98.78%  89.02%  $15.00  $0.00
 96  Buy  09/08/08 07:40  Long Entry  $1,078.25  $0.00  1  ($730.00)  (1.30%)  $75.00  9.68%    $15.00  $0.00
   Sell  09/08/08 08:05  Stop Loss  $1,064.25    ($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  $1,026.75  $0.00  1  $420.00  0.88%  $950.00  58.91%    $15.00  $0.00
   Buy to Cover  09/15/08 12:35  SPL1  $1,017.75    $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  $1,001.25  $0.00  1  $420.00  0.90%  $1,537.50  93.18%    $15.00  $0.00
   Buy to Cover  09/17/08 11:35  SPL1  $992.25    $450.00  $14,922.50    ($112.50)  34.09%  27.27%  $15.00  $0.00
 99  Buy  09/18/08 12:05  Long Entry  $994.25  $0.00  1  $895.00  1.86%  $1,550.00  83.78%    $15.00  $0.00
   Sell  09/18/08 13:05  LX EoD  $1,012.75    $925.00  $15,817.50    ($300.00)  66.22%  50.00%  $15.00  $0.00
 100  Buy  09/19/08 07:20  Long Entry  $1,054.75  $0.00  1  $420.00  0.85%  $975.00  64.46%    $15.00  $0.00
   Sell  09/19/08 10:10  LPL1  $1,063.75    $450.00  $16,237.50    ($537.50)  65.29%  29.75%  $15.00  $0.00
 101  Buy  09/25/08 07:15  Long Entry  $1,019.50  $0.00  1  $57.50  0.17%  $587.50  62.67%    $15.00  $0.00
   Sell  09/25/08 13:05  LX EoD  $1,021.25    $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  $1,003.25  $0.00  1  ($730.00)  (1.40%)  $175.00  20.00%    $15.00  $0.00
   Buy to Cover  09/26/08 10:45  Stop Loss  $1,017.25    ($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  $978.00  $0.00  1  $420.00  0.92%  $2,762.50  85.66%    $15.00  $0.00
   Buy to Cover  09/29/08 10:55  SPL1  $969.00    $450.00  $15,985.00    ($462.50)  28.29%  13.95%  $15.00  $0.00
 104  Buy  09/30/08 07:15  Long Entry  $954.50  $0.00  1  $982.50  2.12%  $1,387.50  81.02%    $15.00  $0.00
   Sell  09/30/08 13:05  LX EoD  $974.75    $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  $952.50  $0.00  1  ($730.00)  (1.47%)  $112.50  13.85%    $15.00  $0.00
   Buy to Cover  10/01/08 09:20  Stop Loss  $966.50    ($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  $942.75  $0.00  1  $720.00  1.59%  $1,050.00  81.55%    $15.00  $0.00
   Buy to Cover  10/02/08 13:05  SX EoD  $927.75    $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  $866.50  $0.00  1  $420.00  1.04%  $1,450.00  92.80%    $15.00  $0.00
   Buy to Cover  10/06/08 08:05  SPL1  $857.50    $450.00  $17,377.50    ($112.50)  36.00%  28.80%  $15.00  $0.00
 108  Buy  10/13/08 07:15  Long Entry  $747.50  $0.00  1  $3,395.00  9.16%  $3,700.00  97.37%    $15.00  $0.00
   Sell  10/13/08 13:05  LX EoD  $816.00    $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  $768.00  $0.00  1  $2,595.00  6.84%  $2,787.50  85.11%    $15.00  $0.00
   Buy to Cover  10/15/08 13:05  SX EoD  $715.50    $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  $771.25  $0.00  1  $1,045.00  2.79%  $1,225.00  85.22%    $15.00  $0.00
   Sell  10/20/08 13:05  LX EoD  $792.75    $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  $718.75  $0.00  1  $420.00  1.25%  $1,987.50  90.34%    $15.00  $0.00
   Buy to Cover  10/22/08 13:05  SPL1  $709.75    $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  $669.50  $0.00  1  ($730.00)  (2.09%)  $425.00  37.78%    $15.00  $0.00
   Buy to Cover  10/24/08 08:25  Stop Loss  $683.50    ($700.00)  $24,102.50    ($700.00)  0.00%  (62.22%)  $15.00  $0.00
 113  Buy  10/28/08 07:15  Long Entry  $675.75  $0.00  1  ($730.00)  (2.07%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/28/08 07:45  Stop Loss  $661.75    ($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  $742.50  $0.00  1  $1,670.00  4.58%  $1,950.00  89.66%    $15.00  $0.00
   Buy to Cover  11/06/08 13:05  SX EoD  $708.50    $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  $699.25  $0.00  1  ($730.00)  (2.00%)  $500.00  41.67%    $15.00  $0.00
   Buy to Cover  11/11/08 11:25  Stop Loss  $713.25    ($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  $585.50  $0.00  1  ($730.00)  (2.39%)  $237.50  25.33%    $15.00  $0.00
   Buy to Cover  11/20/08 07:35  Stop Loss  $599.50    ($700.00)  $23,582.50    ($700.00)  0.00%  (74.67%)  $15.00  $0.00
 117  Buy  11/24/08 07:15  Long Entry  $630.50  $0.00  1  $420.00  1.43%  $925.00  88.10%    $15.00  $0.00
   Sell  11/24/08 09:15  LPL1  $639.50    $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  $660.50  $0.00  1  $2,007.50  6.17%  $2,050.00  96.47%    $15.00  $0.00
   Buy to Cover  12/01/08 13:05  SX EoD  $619.75    $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  $630.00  $0.00  1  ($730.00)  (2.22%)  $325.00  31.71%    $15.00  $0.00
   Buy to Cover  12/05/08 10:15  Stop Loss  $644.00    ($700.00)  $25,280.00    ($700.00)  0.00%  (68.29%)  $15.00  $0.00
 120  Buy  12/08/08 07:25  Long Entry  $709.25  $0.00  1  $295.00  0.92%  $825.00  62.26%    $15.00  $0.00
   Sell  12/08/08 13:05  LX EoD  $715.75    $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  $650.50  $0.00  1  $332.50  1.11%  $550.00  80.00%    $15.00  $0.00
   Buy to Cover  01/14/09 13:05  SX EoD  $643.25    $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  $631.00  $0.00  1  $1,145.00  3.72%  $1,200.00  82.76%    $15.00  $0.00
   Buy to Cover  01/20/09 13:05  SX EoD  $607.50    $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  $656.50  $0.00  1  ($730.00)  (2.13%)  $0.00  0.00%    $15.00  $0.00
   Sell  01/26/09 10:35  Stop Loss  $642.50    ($700.00)  $26,322.50    ($700.00)  0.00%  (100.00%)  $15.00  $0.00
 124  Buy  01/28/09 07:20  Long Entry  $667.00  $0.00  1  $532.50  1.69%  $800.00  88.89%    $15.00  $0.00
   Sell  01/28/09 13:05  LX EoD  $678.25    $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  $660.25  $0.00  1  $582.50  1.86%  $650.00  96.30%    $15.00  $0.00
   Buy to Cover  01/29/09 13:05  SX EoD  $648.00    $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  $619.00  $0.00  1  ($730.00)  (2.26%)  $325.00  31.71%    $15.00  $0.00
   Buy to Cover  02/12/09 12:45  Stop Loss  $633.00    ($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  $598.25  $0.00  1  $182.50  0.71%  $262.50  38.18%    $15.00  $0.00
   Buy to Cover  02/17/09 13:05  SX EoD  $594.00    $212.50  $26,890.00    ($425.00)  92.73%  30.91%  $15.00  $0.00
 128  Buy  03/10/09 07:15  Long Entry  $512.25  $0.00  1  $732.50  2.98%  $825.00  85.71%    $15.00  $0.00
   Sell  03/10/09 13:05  LX EoD  $527.50    $762.50  $27,622.50    ($137.50)  93.51%  79.22%  $15.00  $0.00
 129  Buy  03/23/09 07:15  Long Entry  $599.50  $0.00  1  $1,470.00  5.00%  $1,587.50  100.00%    $15.00  $0.00
   Sell  03/23/09 13:05  LX EoD  $629.50    $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  $632.75  $0.00  1  ($730.00)  (2.21%)  $0.00  0.00%    $15.00  $0.00
   Sell  03/25/09 10:20  Stop Loss  $618.75    ($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  $598.50  $0.00  1  $195.00  0.75%  $637.50  91.07%    $15.00  $0.00
   Buy to Cover  03/30/09 13:05  SX EoD  $594.00    $225.00  $28,557.50    ($62.50)  41.07%  32.14%  $15.00  $0.00
 132  Buy  04/02/09 07:20  Long Entry  $641.00  $0.00  1  $95.00  0.39%  $575.00  70.77%    $15.00  $0.00
   Sell  04/02/09 13:05  LX EoD  $643.50    $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  $624.25  $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  $622.75    $75.00  $28,697.50    ($275.00)  80.00%  17.14%  $15.00  $0.00
 134  Buy  04/09/09 07:40  Long Entry  $656.50  $0.00  1  $345.00  1.14%  $412.50  56.90%    $15.00  $0.00
   Sell  04/09/09 13:05  LX EoD  $664.00    $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  $653.00  $0.00  1  $595.00  1.91%  $700.00  100.00%    $15.00  $0.00
   Buy to Cover  04/20/09 13:05  SX EoD  $640.50    $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  $711.25  $0.00  1  $120.00  0.42%  $212.50  68.00%    $15.00  $0.00
   Buy to Cover  07/02/09 13:05  SX EoD  $708.25    $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  $794.00  $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  $791.00    $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  $908.75  $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  $912.00    ($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  $895.50  $0.00  1  $495.00  1.17%  $650.00  88.14%    $15.00  $0.00
   Buy to Cover  02/04/10 13:05  SX EoD  $885.00    $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  $1,003.25  $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  $1,000.25    $150.00  $30,300.00    ($50.00)  33.33%  25.00%  $15.00  $0.00
 141  Buy  05/10/10 07:15  Long Entry  $985.25  $0.00  1  $20.00  0.10%  $112.50  14.75%    $15.00  $0.00
   Sell  05/10/10 13:05  LX EoD  $986.25    $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  $963.75  $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  $961.75    $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  $912.00  $0.00  1  $745.00  1.70%  $775.00  61.39%    $15.00  $0.00
   Buy to Cover  05/20/10 13:05  SX EoD  $896.50    $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  $876.50  $0.00  1  ($730.00)  (1.60%)  $150.00  17.65%    $15.00  $0.00
   Buy to Cover  05/25/10 11:50  Stop Loss  $890.50    ($700.00)  $30,405.00    ($700.00)  0.00%  (82.35%)  $15.00  $0.00
 145  Buy  05/27/10 07:15  Long Entry  $916.50  $0.00  1  $645.00  1.47%  $725.00  90.63%    $15.00  $0.00
   Sell  05/27/10 13:05  LX EoD  $930.00    $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  $911.50  $0.00  1  $882.50  2.00%  $1,212.50  94.17%    $15.00  $0.00
   Buy to Cover  06/04/10 13:05  SX EoD  $893.25    $912.50  $31,932.50    ($75.00)  76.70%  70.87%  $15.00  $0.00
 147  Buy  06/10/10 08:05  Long Entry  $907.75  $0.00  1  $245.00  0.61%  $400.00  50.00%    $15.00  $0.00
   Sell  06/10/10 13:05  LX EoD  $913.25    $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  $876.00  $0.00  1  $370.00  0.91%  $675.00  79.41%    $15.00  $0.00
   Buy to Cover  06/29/10 13:05  SX EoD  $868.00    $400.00  $32,547.50    ($175.00)  67.65%  47.06%  $15.00  $0.00
 149  Buy  07/06/10 07:15  Long Entry  $869.75  $0.00  1  ($730.00)  (1.61%)  $37.50  5.08%    $15.00  $0.00
   Sell  07/06/10 10:45  Stop Loss  $855.75    ($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  $902.75  $0.00  1  $357.50  0.86%  $575.00  86.79%    $15.00  $0.00
   Buy to Cover  07/16/10 13:05  SX EoD  $895.00    $387.50  $32,175.00    ($87.50)  71.70%  58.49%  $15.00  $0.00
 151  Buy  07/22/10 07:15  Long Entry  $922.00  $0.00  1  ($55.00)  (0.05%)  $237.50  52.78%    $15.00  $0.00
   Sell  07/22/10 13:05  LX EoD  $921.50    ($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  $928.75  $0.00  1  $495.00  1.13%  $550.00  97.78%    $15.00  $0.00
   Buy to Cover  08/11/10 13:05  SX EoD  $918.25    $525.00  $32,615.00    ($12.50)  95.56%  93.33%  $15.00  $0.00
 153  Buy  09/01/10 07:15  Long Entry  $907.50  $0.00  1  $270.00  0.66%  $325.00  78.79%    $15.00  $0.00
   Sell  09/01/10 13:05  LX EoD  $913.50    $300.00  $32,885.00    ($87.50)  93.94%  72.73%  $15.00  $0.00
 154  Buy  09/24/10 07:30  Long Entry  $978.25  $0.00  1  $82.50  0.23%  $162.50  68.42%    $15.00  $0.00
   Sell  09/24/10 13:05  LX EoD  $980.50    $112.50  $32,967.50    ($75.00)  78.95%  47.37%  $15.00  $0.00
 155  Buy  12/01/10 07:15  Long Entry  $1,037.00  $0.00  1  $220.00  0.48%  $387.50  81.58%    $15.00  $0.00
   Sell  12/01/10 13:05  LX EoD  $1,042.00    $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  $1,137.75  $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  $1,135.50    $112.50  $33,270.00    ($312.50)  91.89%  24.32%  $15.00  $0.00
 157  Buy  03/21/11 07:30  Long Entry  $1,142.25  $0.00  1  ($92.50)  (0.11%)  $37.50  13.04%    $15.00  $0.00
   Sell  03/21/11 13:05  LX EoD  $1,141.00    ($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  $1,139.25  $0.00  1  ($430.00)  (0.70%)  $100.00  14.81%    $15.00  $0.00
   Buy to Cover  04/18/11 13:05  SX EoD  $1,147.25    ($400.00)  $32,747.50    ($575.00)  25.93%  (59.26%)  $15.00  $0.00
 159  Buy  04/20/11 07:15  Long Entry  $1,174.75  $0.00  1  $57.50  0.15%  $112.50  36.00%    $15.00  $0.00
   Sell  04/20/11 13:05  LX EoD  $1,176.50    $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  $1,172.50  $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  $1,169.50    $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  $1,086.50  $0.00  1  $1,770.00  3.31%  $2,037.50  93.68%    $15.00  $0.00
   Buy to Cover  08/04/11 13:05  SX EoD  $1,050.50    $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  $1,017.00  $0.00  1  $2,620.00  5.21%  $2,750.00  94.02%    $15.00  $0.00
   Buy to Cover  08/08/11 13:05  SX EoD  $964.00    $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  $995.50  $0.00  1  ($730.00)  (1.41%)  $312.50  30.86%    $15.00  $0.00
   Sell  08/09/11 11:25  Stop Loss  $981.50    ($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  $984.25  $0.00  1  ($730.00)  (1.42%)  $512.50  42.27%    $15.00  $0.00
   Buy to Cover  08/10/11 10:55  Stop Loss  $998.25    ($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  $988.00  $0.00  1  ($342.50)  (0.63%)  $362.50  46.77%    $15.00  $0.00
   Buy to Cover  08/18/11 13:05  SX EoD  $994.25    ($312.50)  $35,512.50    ($412.50)  12.90%  (40.32%)  $15.00  $0.00
 166  Buy  08/29/11 07:15  Long Entry  $1,049.50  $0.00  1  $495.00  1.00%  $575.00  69.70%    $15.00  $0.00
   Sell  08/29/11 13:05  LX EoD  $1,060.00    $525.00  $36,007.50    ($250.00)  93.94%  63.64%  $15.00  $0.00
 167  Buy  08/31/11 07:15  Long Entry  $1,080.25  $0.00  1  ($730.00)  (1.30%)  $100.00  12.50%    $15.00  $0.00
   Sell  08/31/11 11:40  Stop Loss  $1,066.25    ($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  $997.00  $0.00  1  ($730.00)  (1.40%)  $312.50  30.86%    $15.00  $0.00
   Buy to Cover  09/06/11 10:50  Stop Loss  $1,011.00    ($700.00)  $34,547.50    ($700.00)  0.00%  (69.14%)  $15.00  $0.00
 169  Buy  09/07/11 07:25  Long Entry  $1,038.00  $0.00  1  $570.00  1.16%  $650.00  75.36%    $15.00  $0.00
   Sell  09/07/11 13:05  LX EoD  $1,050.00    $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  $1,042.50  $0.00  1  ($730.00)  (1.34%)  $137.50  16.42%    $15.00  $0.00
   Buy to Cover  09/19/11 12:20  Stop Loss  $1,056.50    ($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  $987.00  $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  $981.50    $275.00  $34,632.50    ($125.00)  32.65%  22.45%  $15.00  $0.00
 172  Buy  09/27/11 07:25  Long Entry  $1,039.00  $0.00  1  ($730.00)  (1.35%)  $462.50  39.78%    $15.00  $0.00
   Sell  09/27/11 12:50  Stop Loss  $1,025.00    ($700.00)  $33,902.50    ($700.00)  0.00%  (60.22%)  $15.00  $0.00
 173  Buy  10/10/11 07:15  Long Entry  $1,038.50  $0.00  1  $520.00  1.06%  $600.00  77.42%    $15.00  $0.00
   Sell  10/10/11 13:05  LX EoD  $1,049.50    $550.00  $34,422.50    ($175.00)  93.55%  70.97%  $15.00  $0.00
 174  Buy  10/21/11 07:15  Long Entry  $1,087.50  $0.00  1  $207.50  0.44%  $325.00  46.43%    $15.00  $0.00
   Sell  10/21/11 13:05  LX EoD  $1,092.25    $237.50  $34,630.00    ($375.00)  87.50%  33.93%  $15.00  $0.00
 175  Buy  10/27/11 07:15  Long Entry  $1,123.25  $0.00  1  $845.00  1.56%  $1,212.50  85.09%    $15.00  $0.00
   Sell  10/27/11 13:05  LX EoD  $1,140.75    $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  $1,121.25  $0.00  1  $707.50  1.32%  $837.50  78.82%    $15.00  $0.00
   Buy to Cover  10/31/11 13:05  SX EoD  $1,106.50    $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  $1,077.00  $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  $1,079.50    ($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  $1,096.75  $0.00  1  $495.00  0.96%  $787.50  59.43%    $15.00  $0.00
   Buy to Cover  11/09/11 13:05  SX EoD  $1,086.25    $525.00  $36,522.50    ($537.50)  80.19%  39.62%  $15.00  $0.00
 179  Buy  11/11/11 07:35  Long Entry  $1,119.25  $0.00  1  ($55.00)  (0.04%)  $187.50  55.56%    $15.00  $0.00
   Sell  11/11/11 13:05  LX EoD  $1,118.75    ($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  $1,044.75  $0.00  1  ($167.50)  (0.26%)  $300.00  36.92%    $15.00  $0.00
   Buy to Cover  11/21/11 13:05  SX EoD  $1,047.50    ($137.50)  $36,300.00    ($512.50)  46.15%  (16.92%)  $15.00  $0.00
 181  Buy  11/28/11 07:20  Long Entry  $1,053.75  $0.00  1  ($242.50)  (0.40%)  $37.50  5.45%    $15.00  $0.00
   Sell  11/28/11 13:05  LX EoD  $1,049.50    ($212.50)  $36,057.50    ($650.00)  63.64%  (30.91%)  $15.00  $0.00
 182  Buy  11/30/11 07:20  Long Entry  $1,091.75  $0.00  1  $545.00  1.05%  $662.50  91.38%    $15.00  $0.00
   Sell  11/30/11 13:05  LX EoD  $1,103.25    $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  $1,092.25  $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  $1,094.25    ($100.00)  $36,472.50    ($150.00)  8.89%  (17.78%)  $15.00  $0.00
 184  Buy  12/20/11 07:15  Long Entry  $1,089.75  $0.00  1  $470.00  0.92%  $575.00  90.20%    $15.00  $0.00
   Sell  12/20/11 13:05  LX EoD  $1,099.75    $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  $1,209.50  $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  $1,206.50    $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  $1,184.75  $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  $1,180.75    $200.00  $37,232.50    ($112.50)  73.53%  47.06%  $15.00  $0.00
 187  Buy  06/06/12 07:45  Long Entry  $1,172.50  $0.00  1  $582.50  1.04%  $637.50  98.08%    $15.00  $0.00
   Sell  06/06/12 13:05  LX EoD  $1,184.75    $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  $1,184.75  $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  $1,182.50    $112.50  $37,897.50    ($87.50)  51.61%  29.03%  $15.00  $0.00
 189  Buy  06/29/12 07:20  Long Entry  $1,225.75  $0.00  1  $420.00  0.73%  $500.00  80.00%    $15.00  $0.00
   Sell  06/29/12 13:05  LX EoD  $1,234.75    $450.00  $38,317.50    ($125.00)  92.00%  72.00%  $15.00  $0.00
 190  Buy  07/13/12 07:50  Long Entry  $1,222.50  $0.00  1  $220.00  0.41%  $350.00  77.78%    $15.00  $0.00
   Sell  07/13/12 13:05  LX EoD  $1,227.50    $250.00  $38,537.50    ($100.00)  77.78%  55.56%  $15.00  $0.00
 191  Buy  07/26/12 12:45  Long Entry  $1,233.50  $0.00  1  ($105.00)  (0.12%)  $75.00  37.50%    $15.00  $0.00
   Sell  07/26/12 13:05  LX EoD  $1,232.00    ($75.00)  $38,432.50    ($125.00)  25.00%  (37.50%)  $15.00  $0.00
 192  Buy  08/03/12 07:25  Long Entry  $1,262.75  $0.00  1  $32.50  0.10%  $200.00  66.67%    $15.00  $0.00
   Sell  08/03/12 13:05  LX EoD  $1,264.00    $62.50  $38,465.00    ($100.00)  54.17%  20.83%  $15.00  $0.00
 193  Buy  09/06/12 07:25  Long Entry  $1,299.00  $0.00  1  $370.00  0.62%  $475.00  97.44%    $15.00  $0.00
   Sell  09/06/12 13:05  LX EoD  $1,307.00    $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  $1,292.25  $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  $1,289.75    $125.00  $38,930.00    ($275.00)  64.00%  20.00%  $15.00  $0.00
 195  Buy  11/01/12 07:20  Long Entry  $1,303.75  $0.00  1  $82.50  0.17%  $175.00  63.64%    $15.00  $0.00
   Sell  11/01/12 13:05  LX EoD  $1,306.00    $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  $1,284.50  $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  $1,273.50    $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  $1,310.50  $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  $1,315.75    ($262.50)  $39,240.00    ($325.00)  11.36%  (47.73%)  $15.00  $0.00
 198  Buy  12/31/12 07:35  Long Entry  $1,292.25  $0.00  1  $970.00  1.55%  $1,112.50  83.96%    $15.00  $0.00
   Sell  12/31/12 13:05  LX EoD  $1,312.25    $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  $1,340.75  $0.00  1  $257.50  0.43%  $337.50  90.00%    $15.00  $0.00
   Sell  01/02/13 13:05  LX EoD  $1,346.50    $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  $1,430.25  $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  $1,441.25    ($550.00)  $39,887.50    ($550.00)  0.00%  (86.27%)  $15.00  $0.00
 201  Buy  04/16/13 08:20  Long Entry  $1,455.25  $0.00  1  $357.50  0.53%  $487.50  90.70%    $15.00  $0.00
   Sell  04/16/13 13:05  LX EoD  $1,463.00    $387.50  $40,245.00    ($50.00)  81.40%  72.09%  $15.00  $0.00
 202  Buy  05/03/13 07:25  Long Entry  $1,506.75  $0.00  1  ($230.00)  (0.27%)  $87.50  28.00%    $15.00  $0.00
   Sell  05/03/13 13:05  LX EoD  $1,502.75    ($200.00)  $40,015.00    ($225.00)  8.00%  (64.00%)  $15.00  $0.00
 203  Buy  05/28/13 07:25  Long Entry  $1,566.75  $0.00  1  ($580.00)  (0.70%)  $12.50  2.22%    $15.00  $0.00
   Sell  05/28/13 10:25  Stop Loss  $1,555.75    ($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  $1,520.25  $0.00  1  ($580.00)  (0.72%)  $100.00  15.38%    $15.00  $0.00
   Buy to Cover  06/11/13 08:30  Stop Loss  $1,531.25    ($550.00)  $38,855.00    ($550.00)  0.00%  (84.62%)  $15.00  $0.00
 205  Buy  06/17/13 08:00  Long Entry  $1,539.00  $0.00  1  ($580.00)  (0.71%)  $112.50  16.98%    $15.00  $0.00
   Sell  06/17/13 11:50  Stop Loss  $1,528.00    ($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  $1,501.50  $0.00  1  $795.00  1.10%  $1,212.50  95.10%    $15.00  $0.00
   Buy to Cover  06/20/13 13:05  SX EoD  $1,485.00    $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  $1,458.50  $0.00  1  ($580.00)  (0.75%)  $250.00  31.25%    $15.00  $0.00
   Buy to Cover  06/24/13 10:45  Stop Loss  $1,469.50    ($550.00)  $38,490.00    ($550.00)  0.00%  (68.75%)  $15.00  $0.00
 208  Buy  07/01/13 07:15  Long Entry  $1,519.75  $0.00  1  ($580.00)  (0.72%)  $50.00  8.33%    $15.00  $0.00
   Sell  07/01/13 12:40  Stop Loss  $1,508.75    ($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  $1,558.00  $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  $1,557.75    $12.50  $37,892.50    ($375.00)  81.58%  2.63%  $15.00  $0.00
 210  Buy  10/10/13 07:40  Long Entry  $1,581.75  $0.00  1  $532.50  0.71%  $637.50  75.00%    $15.00  $0.00
   Sell  10/10/13 13:05  LX EoD  $1,593.00    $562.50  $38,425.00    ($212.50)  91.18%  66.18%  $15.00  $0.00
 211  Buy  10/16/13 07:20  Long Entry  $1,619.00  $0.00  1  $57.50  0.11%  $237.50  65.52%    $15.00  $0.00
   Sell  10/16/13 13:05  LX EoD  $1,620.75    $87.50  $38,482.50    ($125.00)  58.62%  24.14%  $15.00  $0.00
 212  Buy  12/06/13 07:20  Long Entry  $1,707.75  $0.00  1  $107.50  0.16%  $250.00  51.28%    $15.00  $0.00
   Sell  12/06/13 13:05  LX EoD  $1,710.50    $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  $1,735.25  $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  $1,736.75    ($75.00)  $38,485.00    ($150.00)  13.04%  (13.04%)  $15.00  $0.00
 214  Buy  02/06/14 07:20  Long Entry  $1,673.75  $0.00  1  $295.00  0.39%  $450.00  90.00%    $15.00  $0.00
   Sell  02/06/14 13:05  LX EoD  $1,680.25    $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  $1,755.00  $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  $1,757.25    ($112.50)  $38,637.50    ($250.00)  18.64%  (15.25%)  $15.00  $0.00
 216  Buy  03/04/14 07:15  Long Entry  $1,780.00  $0.00  1  $157.50  0.21%  $387.50  86.11%    $15.00  $0.00
   Sell  03/04/14 13:05  LX EoD  $1,783.75    $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  $1,785.75  $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  $1,788.75    ($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  $1,872.75  $0.00  1  $1,020.00  1.12%  $1,100.00  97.78%    $15.00  $0.00
   Buy to Cover  07/31/14 13:05  SX EoD  $1,851.75    $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  $1,895.50  $0.00  1  ($30.00)  0.00%  $212.50  68.00%    $15.00  $0.00
   Sell  10/03/14 13:05  LX EoD  $1,895.50    $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  $1,788.75  $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  $1,776.75    $600.00  $40,175.00    ($200.00)  35.96%  26.97%  $15.00  $0.00
 221  Buy  10/17/14 07:15  Long Entry  $1,815.50  $0.00  1  ($80.00)  (0.06%)  $575.00  53.49%    $15.00  $0.00
   Sell  10/17/14 13:05  LX EoD  $1,814.50    ($50.00)  $40,095.00    ($500.00)  41.86%  (4.65%)  $15.00  $0.00
 222  Buy  10/23/14 07:15  Long Entry  $1,880.75  $0.00  1  ($17.50)  0.01%  $537.50  72.88%    $15.00  $0.00
   Sell  10/23/14 13:05  LX EoD  $1,881.00    $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  $1,976.50  $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  $1,987.50    ($550.00)  $39,497.50    ($550.00)  0.00%  (57.89%)  $15.00  $0.00
 224  Buy  12/11/14 07:20  Long Entry  $1,983.75  $0.00  1  ($580.00)  (0.55%)  $400.00  42.11%    $15.00  $0.00
   Sell  12/11/14 11:50  Stop Loss  $1,972.75    ($550.00)  $38,917.50    ($550.00)  0.00%  (57.89%)  $15.00  $0.00
 225  Buy  12/18/14 07:15  Long Entry  $1,982.00  $0.00  1  ($580.00)  (0.55%)  $25.00  4.35%    $15.00  $0.00
   Sell  12/18/14 08:10  Stop Loss  $1,971.00    ($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  $1,969.75  $0.00  1  $632.50  0.67%  $900.00  81.82%    $15.00  $0.00
   Buy to Cover  01/05/15 13:05  SX EoD  $1,956.50    $662.50  $38,970.00    ($200.00)  78.41%  60.23%  $15.00  $0.00
 227  Buy  01/07/15 08:55  Long Entry  $1,958.75  $0.00  1  $70.00  0.10%  $362.50  70.73%    $15.00  $0.00
   Sell  01/07/15 13:05  LX EoD  $1,960.75    $100.00  $39,040.00    ($150.00)  48.78%  19.51%  $15.00  $0.00
 228  Buy  01/08/15 07:15  Long Entry  $1,990.75  $0.00  1  $295.00  0.33%  $500.00  80.00%    $15.00  $0.00
   Sell  01/08/15 13:05  LX EoD  $1,997.25    $325.00  $39,335.00    ($125.00)  72.00%  52.00%  $15.00  $0.00
 229  Buy  01/13/15 07:55  Long Entry  $1,991.50  $0.00  1  ($580.00)  (0.55%)  $37.50  6.38%    $15.00  $0.00
   Sell  01/13/15 09:20  Stop Loss  $1,980.50    ($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  $1,967.25  $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  $1,978.25    ($550.00)  $38,175.00    ($550.00)  0.00%  (48.35%)  $15.00  $0.00
 231  Buy  02/05/15 07:30  Long Entry  $1,993.50  $0.00  1  $182.50  0.21%  $375.00  73.17%    $15.00  $0.00
   Sell  02/05/15 13:05  LX EoD  $1,997.75    $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  $1,997.50  $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  $1,985.00    $625.00  $38,952.50    ($287.50)  100.00%  68.49%  $15.00  $0.00
 233  Buy  03/16/15 07:20  Long Entry  $2,015.50  $0.00  1  $220.00  0.25%  $412.50  71.74%    $15.00  $0.00
   Sell  03/16/15 13:05  LX EoD  $2,020.50    $250.00  $39,172.50    ($162.50)  71.74%  43.48%  $15.00  $0.00
 234  Buy  03/30/15 07:55  Long Entry  $2,024.25  $0.00  1  $57.50  0.09%  $362.50  72.50%    $15.00  $0.00
   Sell  03/30/15 13:05  LX EoD  $2,026.00    $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  $2,022.75  $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  $2,024.00    ($62.50)  $39,137.50    ($250.00)  27.78%  (9.26%)  $15.00  $0.00
 236  Buy  04/20/15 07:45  Long Entry  $2,042.75  $0.00  1  ($17.50)  0.01%  $225.00  81.82%    $15.00  $0.00
   Sell  04/20/15 13:05  LX EoD  $2,043.00    $12.50  $39,120.00    ($50.00)  22.73%  4.55%  $15.00  $0.00
 237  Buy  05/08/15 08:15  Long Entry  $2,059.75  $0.00  1  ($55.00)  (0.02%)  $175.00  60.87%    $15.00  $0.00
   Sell  05/08/15 13:05  LX EoD  $2,059.25    ($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  $2,057.50  $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  $2,053.75    $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  $2,024.50  $0.00  1  ($580.00)  (0.54%)  $37.50  6.38%    $15.00  $0.00
   Buy to Cover  06/15/15 08:15  Stop Loss  $2,035.50    ($550.00)  $38,642.50    ($550.00)  0.00%  (93.62%)  $15.00  $0.00
 240  Buy  06/18/15 07:25  Long Entry  $2,066.25  $0.00  1  $232.50  0.25%  $525.00  85.71%    $15.00  $0.00
   Sell  06/18/15 13:05  LX EoD  $2,071.50    $262.50  $38,875.00    ($87.50)  57.14%  42.86%  $15.00  $0.00
 241  Buy  06/22/15 07:45  Long Entry  $2,077.00  $0.00  1  ($317.50)  (0.28%)  $125.00  25.64%    $15.00  $0.00
   Sell  06/22/15 13:05  LX EoD  $2,071.25    ($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  $2,035.50  $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  $2,007.50    $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  $2,006.00  $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  $2,020.00    ($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  $2,009.50  $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  $1,996.50    $650.00  $39,817.50    ($300.00)  87.36%  59.77%  $15.00  $0.00
 245  Buy  07/09/15 07:15  Long Entry  $2,018.75  $0.00  1  ($730.00)  (0.69%)  $75.00  9.68%    $15.00  $0.00
   Sell  07/09/15 11:20  Stop Loss  $2,004.75    ($700.00)  $39,087.50    ($700.00)  0.00%  (90.32%)  $15.00  $0.00
 246  Buy  07/10/15 08:05  Long Entry  $2,023.00  $0.00  1  $145.00  0.17%  $462.50  100.00%    $15.00  $0.00
   Sell  07/10/15 13:05  LX EoD  $2,026.50    $175.00  $39,232.50    $0.00  37.84%  37.84%  $15.00  $0.00
 247  Buy  07/13/15 07:15  Long Entry  $2,047.50  $0.00  1  $170.00  0.20%  $200.00  50.00%    $15.00  $0.00
   Sell  07/13/15 13:05  LX EoD  $2,051.50    $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  $2,015.75  $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  $2,020.25    ($225.00)  $39,147.50    ($250.00)  7.41%  (66.67%)  $15.00  $0.00
 249  Buy  08/05/15 07:15  Long Entry  $2,062.00  $0.00  1  ($567.50)  (0.52%)  $125.00  15.38%    $15.00  $0.00
   Sell  08/05/15 13:05  LX EoD  $2,051.25    ($537.50)  $38,580.00    ($687.50)  18.46%  (66.15%)  $15.00  $0.00
 250  Buy  08/10/15 07:20  Long Entry  $2,051.00  $0.00  1  $295.00  0.32%  $362.50  76.32%    $15.00  $0.00
   Sell  08/10/15 13:05  LX EoD  $2,057.50    $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  $2,041.25  $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  $2,039.25    $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  $2,009.50  $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  $2,023.50    ($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  $2,009.00  $0.00  1  $1,045.00  1.07%  $1,300.00  82.54%    $15.00  $0.00
   Buy to Cover  08/20/15 13:05  SX EoD  $1,987.50    $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  $1,861.25  $0.00  1  ($730.00)  (0.75%)  $12.50  1.75%    $15.00  $0.00
   Buy to Cover  08/24/15 07:25  Stop Loss  $1,875.25    ($700.00)  $38,530.00    ($700.00)  0.00%  (98.25%)  $15.00  $0.00
 255  Buy  08/25/15 07:15  Long Entry  $1,891.00  $0.00  1  ($730.00)  (0.74%)  $562.50  44.55%    $15.00  $0.00
   Sell  08/25/15 10:30  Stop Loss  $1,877.00    ($700.00)  $37,800.00    ($700.00)  0.00%  (55.45%)  $15.00  $0.00
 256  Buy  08/26/15 11:00  Long Entry  $1,862.50  $0.00  1  $1,695.00  1.85%  $1,900.00  74.88%    $15.00  $0.00
   Sell  08/26/15 13:05  LX EoD  $1,897.00    $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  $1,920.25  $0.00  1  ($730.00)  (0.73%)  $1,200.00  63.16%    $15.00  $0.00
   Sell  08/27/15 12:05  Stop Loss  $1,906.25    ($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  $1,922.25  $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  $1,922.00    $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  $1,880.75  $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  $1,872.50    $412.50  $39,130.00    ($162.50)  41.44%  29.73%  $15.00  $0.00
 260  Buy  09/02/15 10:00  Long Entry  $1,889.25  $0.00  1  $770.00  0.85%  $812.50  73.03%    $15.00  $0.00
   Sell  09/02/15 13:05  LX EoD  $1,905.25    $800.00  $39,900.00    ($300.00)  98.88%  71.91%  $15.00  $0.00
 261  Buy  09/03/15 07:20  Long Entry  $1,923.00  $0.00  1  ($730.00)  (0.73%)  $400.00  36.36%    $15.00  $0.00
   Sell  09/03/15 10:10  Stop Loss  $1,909.00    ($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  $1,880.00  $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  $1,878.75    $62.50  $39,202.50    ($350.00)  37.93%  5.75%  $15.00  $0.00
 263  Buy  09/08/15 07:15  Long Entry  $1,906.75  $0.00  1  $770.00  0.84%  $975.00  78.79%    $15.00  $0.00
   Sell  09/08/15 13:05  LX EoD  $1,922.75    $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  $1,924.00  $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  $1,916.50    $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  $1,898.50  $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  $1,899.75    ($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  $1,871.00  $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  $1,885.00    ($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  $1,861.00  $0.00  1  $1,107.50  1.22%  $1,275.00  77.86%    $15.00  $0.00
   Buy to Cover  09/28/15 13:05  SX EoD  $1,838.25    $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  $1,873.00  $0.00  1  ($730.00)  (0.75%)  $37.50  5.08%    $15.00  $0.00
   Sell  09/30/15 09:10  Stop Loss  $1,859.00    ($700.00)  $39,872.50    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 269  Buy  10/05/15 07:15  Long Entry  $1,933.50  $0.00  1  $445.00  0.49%  $662.50  67.95%    $15.00  $0.00
   Sell  10/05/15 13:05  LX EoD  $1,943.00    $475.00  $40,317.50    ($312.50)  80.77%  48.72%  $15.00  $0.00
 270  Buy  10/07/15 07:15  Long Entry  $1,957.00  $0.00  1  ($730.00)  (0.72%)  $50.00  6.67%    $15.00  $0.00
   Sell  10/07/15 08:10  Stop Loss  $1,943.00    ($700.00)  $39,587.50    ($700.00)  0.00%  (93.33%)  $15.00  $0.00
 271  Buy  10/22/15 07:15  Long Entry  $2,000.50  $0.00  1  $757.50  0.79%  $787.50  91.30%    $15.00  $0.00
   Sell  10/22/15 13:05  LX EoD  $2,016.25    $787.50  $40,345.00    ($75.00)  100.00%  91.30%  $15.00  $0.00
 272  Buy  10/23/15 11:25  Long Entry  $2,036.50  $0.00  1  ($105.00)  (0.07%)  $187.50  48.39%    $15.00  $0.00
   Sell  10/23/15 13:05  LX EoD  $2,035.00    ($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  $2,043.00  $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  $2,040.50    $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  $2,020.75  $0.00  1  ($730.00)  (0.69%)  $187.50  21.13%    $15.00  $0.00
   Buy to Cover  12/08/15 08:05  Stop Loss  $2,034.75    ($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  $1,988.75  $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  $1,978.25    $525.00  $40,100.00    ($275.00)  75.29%  49.41%  $15.00  $0.00
 276  Buy  12/15/15 07:15  Long Entry  $2,013.25  $0.00  1  ($330.00)  (0.30%)  $350.00  45.16%    $15.00  $0.00
   Sell  12/15/15 13:05  LX EoD  $2,007.25    ($300.00)  $39,770.00    ($425.00)  16.13%  (38.71%)  $15.00  $0.00
 277  Buy  12/21/15 07:35  Long Entry  $1,987.75  $0.00  1  ($730.00)  (0.70%)  $12.50  1.75%    $15.00  $0.00
   Sell  12/21/15 08:35  Stop Loss  $1,973.75    ($700.00)  $39,040.00    ($700.00)  0.00%  (98.25%)  $15.00  $0.00
 278  Buy  12/29/15 07:30  Long Entry  $2,043.00  $0.00  1  $157.50  0.18%  $300.00  57.14%    $15.00  $0.00
   Sell  12/29/15 13:05  LX EoD  $2,046.75    $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  $1,965.50  $0.00  1  ($730.00)  (0.71%)  $537.50  43.43%    $15.00  $0.00
   Buy to Cover  01/04/16 13:00  Stop Loss  $1,979.50    ($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  $1,959.50  $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  $1,960.00    ($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  $1,927.00  $0.00  1  $945.00  1.01%  $1,200.00  87.27%    $15.00  $0.00
   Buy to Cover  01/07/16 13:05  SX EoD  $1,907.50    $975.00  $39,357.50    ($175.00)  83.64%  70.91%  $15.00  $0.00
 282  Buy  01/12/16 12:25  Long Entry  $1,904.25  $0.00  1  ($167.50)  (0.14%)  $250.00  54.05%    $15.00  $0.00
   Sell  01/12/16 13:05  LX EoD  $1,901.50    ($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  $1,844.50  $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  $1,854.00    ($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  $1,811.00  $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  $1,807.00    $200.00  $38,855.00    ($62.50)  15.67%  11.94%  $15.00  $0.00
 285  Buy  01/22/16 07:15  Long Entry  $1,874.00  $0.00  1  ($730.00)  (0.75%)  $37.50  5.08%    $15.00  $0.00
   Sell  01/22/16 08:40  Stop Loss  $1,860.00    ($700.00)  $38,125.00    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 286  Buy  01/26/16 07:15  Long Entry  $1,862.75  $0.00  1  $282.50  0.34%  $575.00  88.46%    $15.00  $0.00
   Sell  01/26/16 13:05  LX EoD  $1,869.00    $312.50  $38,407.50    ($75.00)  59.62%  48.08%  $15.00  $0.00
 287  Buy  01/29/16 07:20  Long Entry  $1,884.50  $0.00  1  $1,007.50  1.10%  $1,150.00  76.03%    $15.00  $0.00
   Sell  01/29/16 13:05  LX EoD  $1,905.25    $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  $1,879.75  $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  $1,871.50    $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  $1,851.50  $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  $1,865.50    ($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  $1,810.00  $0.00  1  ($730.00)  (0.77%)  $687.50  49.55%    $15.00  $0.00
   Buy to Cover  02/08/16 12:50  Stop Loss  $1,824.00    ($700.00)  $38,337.50    ($700.00)  0.00%  (50.45%)  $15.00  $0.00
 291  Buy  02/10/16 07:15  Long Entry  $1,839.75  $0.00  1  ($730.00)  (0.76%)  $625.00  47.17%    $15.00  $0.00
   Sell  02/10/16 12:30  Stop Loss  $1,825.75    ($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  $1,800.25  $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  $1,799.00    $62.50  $37,640.00    ($450.00)  34.45%  4.20%  $15.00  $0.00
 293  Buy  02/17/16 07:15  Long Entry  $1,888.75  $0.00  1  $420.00  0.48%  $650.00  91.23%    $15.00  $0.00
   Sell  02/17/16 13:05  LX EoD  $1,897.75    $450.00  $38,060.00    ($62.50)  71.93%  63.16%  $15.00  $0.00
 294  Buy  02/22/16 07:15  Long Entry  $1,914.75  $0.00  1  ($117.50)  (0.09%)  $175.00  43.75%    $15.00  $0.00
   Sell  02/22/16 13:05  LX EoD  $1,913.00    ($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  $1,866.50  $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  $1,880.50    ($700.00)  $37,212.50    ($700.00)  0.00%  (72.73%)  $15.00  $0.00
 296  Buy  03/01/16 07:25  Long Entry  $1,926.75  $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  $1,951.00    $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  $1,954.50  $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  $1,955.75    ($62.50)  $38,302.50    ($650.00)  69.12%  (7.35%)  $15.00  $0.00
 298  Buy  03/11/16 07:15  Long Entry  $1,981.75  $0.00  1  $632.50  0.67%  $737.50  93.65%    $15.00  $0.00
   Sell  03/11/16 13:05  LX EoD  $1,995.00    $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  $2,038.50  $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  $2,043.00    ($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  $2,035.25  $0.00  1  ($330.00)  (0.29%)  $175.00  22.95%    $15.00  $0.00
   Buy to Cover  05/03/16 13:05  SX EoD  $2,041.25    ($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  $2,008.75  $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  $2,021.75    ($650.00)  $37,670.00    ($675.00)  3.03%  (78.79%)  $15.00  $0.00
 302  Buy  05/24/16 07:20  Long Entry  $2,051.50  $0.00  1  $245.00  0.27%  $475.00  97.44%    $15.00  $0.00
   Sell  05/24/16 13:05  LX EoD  $2,057.00    $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  $2,069.00  $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  $2,083.00    ($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  $2,076.75  $0.00  1  ($242.50)  (0.20%)  $225.00  51.43%    $15.00  $0.00
   Buy to Cover  06/10/16 13:05  SX EoD  $2,081.00    ($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  $2,036.00  $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  $2,050.00    ($700.00)  $36,212.50    ($700.00)  0.00%  (84.85%)  $15.00  $0.00
 306  Buy  06/23/16 07:25  Long Entry  $2,086.50  $0.00  1  $582.50  0.59%  $612.50  77.78%    $15.00  $0.00
   Sell  06/23/16 13:05  LX EoD  $2,098.75    $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  $2,052.75  $0.00  1  $1,707.50  1.69%  $1,887.50  98.69%    $15.00  $0.00
   Buy to Cover  06/24/16 13:05  SX EoD  $2,018.00    $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  $1,987.25  $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  $1,981.50    $287.50  $38,760.00    ($112.50)  52.46%  37.70%  $15.00  $0.00
 309  Buy  06/28/16 07:15  Long Entry  $2,007.50  $0.00  1  $582.50  0.61%  $675.00  60.67%    $15.00  $0.00
   Sell  06/28/16 13:05  LX EoD  $2,019.75    $612.50  $39,342.50    ($437.50)  94.38%  55.06%  $15.00  $0.00
 310  Buy  06/29/16 07:15  Long Entry  $2,040.50  $0.00  1  $832.50  0.85%  $875.00  98.59%    $15.00  $0.00
   Sell  06/29/16 13:05  LX EoD  $2,057.75    $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  $2,068.50  $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  $2,075.75    ($362.50)  $39,782.50    ($387.50)  4.55%  (65.91%)  $15.00  $0.00
 312  Buy  07/08/16 07:15  Long Entry  $2,105.75  $0.00  1  $345.00  0.36%  $625.00  78.13%    $15.00  $0.00
   Sell  07/08/16 13:05  LX EoD  $2,113.25    $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  $2,146.25  $0.00  1  $1,482.50  1.41%  $1,525.00  92.42%    $15.00  $0.00
   Buy to Cover  09/09/16 13:05  SX EoD  $2,116.00    $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  $2,125.75  $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  $2,119.25    $325.00  $41,905.00    ($150.00)  55.07%  37.68%  $15.00  $0.00
 315  Buy  11/07/16 07:35  Long Entry  $2,116.00  $0.00  1  $620.00  0.61%  $675.00  91.53%    $15.00  $0.00
   Sell  11/07/16 13:05  LX EoD  $2,129.00    $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  $2,255.75  $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  $2,269.75    ($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  $2,273.25  $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  $2,280.00    ($337.50)  $41,427.50    ($412.50)  10.91%  (49.09%)  $15.00  $0.00
 318  Buy  03/01/17 07:15  Long Entry  $2,392.25  $0.00  1  $307.50  0.28%  $662.50  86.89%    $15.00  $0.00
   Sell  03/01/17 13:05  LX EoD  $2,399.00    $337.50  $41,735.00    ($100.00)  57.38%  44.26%  $15.00  $0.00
 319  Buy  04/24/17 07:15  Long Entry  $2,378.00  $0.00  1  ($55.00)  (0.02%)  $175.00  42.42%    $15.00  $0.00
   Sell  04/24/17 13:05  LX EoD  $2,377.50    ($25.00)  $41,680.00    ($237.50)  51.52%  (6.06%)  $15.00  $0.00
 320  Buy  04/25/17 11:15  Long Entry  $2,394.50  $0.00  1  ($167.50)  (0.11%)  $112.50  39.13%    $15.00  $0.00
   Sell  04/25/17 13:05  LX EoD  $2,391.75    ($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  $2,381.00  $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  $2,367.00    $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  $2,461.50  $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  $2,449.00    $625.00  $42,777.50    ($125.00)  81.08%  67.57%  $15.00  $0.00
 323  Buy  08/14/17 07:20  Long Entry  $2,471.00  $0.00  1  $82.50  0.09%  $262.50  91.30%    $15.00  $0.00
   Sell  08/14/17 13:05  LX EoD  $2,473.25    $112.50  $42,860.00    ($25.00)  47.83%  39.13%  $15.00  $0.00
 324  Buy  09/11/17 08:45  Long Entry  $2,493.75  $0.00  1  $132.50  0.13%  $237.50  95.00%    $15.00  $0.00
   Sell  09/11/17 13:05  LX EoD  $2,497.00    $162.50  $42,992.50    ($12.50)  70.00%  65.00%  $15.00  $0.00
 325  Buy  12/04/17 07:25  Long Entry  $2,672.75  $0.00  1  ($730.00)  (0.52%)  $37.50  5.08%    $15.00  $0.00
   Sell  12/04/17 11:35  Stop Loss  $2,658.75    ($700.00)  $42,262.50    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 326  Buy  01/02/18 07:30  Long Entry  $2,700.75  $0.00  1  $57.50  0.06%  $200.00  45.71%    $15.00  $0.00
   Sell  01/02/18 13:05  LX EoD  $2,702.50    $87.50  $42,320.00    ($237.50)  74.29%  20.00%  $15.00  $0.00
 327  Buy  01/16/18 07:15  Long Entry  $2,814.25  $0.00  1  ($730.00)  (0.50%)  $62.50  8.20%    $15.00  $0.00
   Sell  01/16/18 08:20  Stop Loss  $2,800.25    ($700.00)  $41,590.00    ($700.00)  0.00%  (91.80%)  $15.00  $0.00
 328  Sell Short  01/30/18 07:20  Short Entry  $2,830.25  $0.00  1  ($730.00)  (0.49%)  $75.00  9.68%    $15.00  $0.00
   Buy to Cover  01/30/18 08:05  Stop Loss  $2,844.25    ($700.00)  $40,860.00    ($700.00)  0.00%  (90.32%)  $15.00  $0.00
 329  Sell Short  02/02/18 08:35  Short Entry  $2,801.75  $0.00  1  $1,645.00  1.20%  $1,787.50  90.51%    $15.00  $0.00
   Buy to Cover  02/02/18 13:05  SX EoD  $2,768.25    $1,675.00  $42,505.00    ($187.50)  94.30%  84.81%  $15.00  $0.00
 330  Buy  02/06/18 09:40  Long Entry  $2,675.25  $0.00  1  ($730.00)  (0.52%)  $37.50  5.08%    $15.00  $0.00
   Sell  02/06/18 09:50  Stop Loss  $2,661.25    ($700.00)  $41,775.00    ($700.00)  0.00%  (94.92%)  $15.00  $0.00
 331  Buy  02/07/18 07:15  Long Entry  $2,722.25  $0.00  1  ($730.00)  (0.51%)  $662.50  48.62%    $15.00  $0.00
   Sell  02/07/18 10:10  Stop Loss  $2,708.25    ($700.00)  $41,045.00    ($700.00)  0.00%  (51.38%)  $15.00  $0.00
 332  Buy  02/12/18 08:15  Long Entry  $2,649.00  $0.00  1  $620.00  0.49%  $1,562.50  84.46%    $15.00  $0.00
   Sell  02/12/18 13:05  LX EoD  $2,662.00    $650.00  $41,665.00    ($287.50)  50.68%  35.14%  $15.00  $0.00
 333  Buy  02/22/18 07:40  Long Entry  $2,729.00  $0.00  1  ($730.00)  (0.51%)  $537.50  43.43%    $15.00  $0.00
   Sell  02/22/18 10:50  Stop Loss  $2,715.00    ($700.00)  $40,935.00    ($700.00)  0.00%  (56.57%)  $15.00  $0.00
 334  Sell Short  03/02/18 07:15  Short Entry  $2,662.75  $0.00  1  ($730.00)  (0.53%)  $312.50  30.86%    $15.00  $0.00
   Buy to Cover  03/02/18 08:45  Stop Loss  $2,676.75    ($700.00)  $40,205.00    ($700.00)  0.00%  (69.14%)  $15.00  $0.00
 335  Buy  03/09/18 07:15  Long Entry  $2,770.25  $0.00  1  $1,082.50  0.80%  $1,275.00  98.08%    $15.00  $0.00
   Sell  03/09/18 13:05  LX EoD  $2,792.50    $1,112.50  $41,287.50    ($25.00)  87.50%  85.58%  $15.00  $0.00
 336  Sell Short  03/19/18 07:15  Short Entry  $2,737.75  $0.00  1  $845.00  0.64%  $1,837.50  89.09%    $15.00  $0.00
   Buy to Cover  03/19/18 13:05  SX EoD  $2,720.25    $875.00  $42,132.50    ($225.00)  53.33%  42.42%  $15.00  $0.00
 337  Sell Short  03/22/18 07:35  Short Entry  $2,691.25  $0.00  1  $195.00  0.17%  $1,212.50  97.00%    $15.00  $0.00
   Buy to Cover  03/22/18 09:30  SPL1  $2,686.75    $225.00  $42,327.50    ($37.50)  21.00%  18.00%  $15.00  $0.00
 338  Buy  03/26/18 11:10  Long Entry  $2,637.25  $0.00  1  $1,132.50  0.88%  $1,462.50  100.00%    $15.00  $0.00
   Sell  03/26/18 13:05  LX EoD  $2,660.50    $1,162.50  $43,460.00    $0.00  79.49%  79.49%  $15.00  $0.00
 339  Sell Short  04/02/18 07:15  Short Entry  $2,618.50  $0.00  1  $1,845.00  1.43%  $3,137.50  94.01%    $15.00  $0.00
   Buy to Cover  04/02/18 13:05  SX EoD  $2,581.00    $1,875.00  $45,305.00    ($200.00)  62.17%  56.18%  $15.00  $0.00
 340  Sell Short  04/04/18 07:25  Short Entry  $2,590.00  $0.00  1  ($730.00)  (0.54%)  $150.00  17.65%    $15.00  $0.00
   Buy to Cover  04/04/18 08:00  Stop Loss  $2,604.00    ($700.00)  $44,575.00    ($700.00)  0.00%  (82.35%)  $15.00  $0.00
 341  Buy  04/09/18 07:25  Long Entry  $2,630.00  $0.00  1  $195.00  0.17%  $1,375.00  95.65%    $15.00  $0.00
   Sell  04/09/18 12:25  LPL1  $2,634.50    $225.00  $44,770.00    ($62.50)  20.00%  15.65%  $15.00  $0.00
 342  Buy  04/10/18 07:15  Long Entry  $2,652.25  $0.00  1  $270.00  0.23%  $887.50  56.80%    $15.00  $0.00
   Sell  04/10/18 13:05  LX EoD  $2,658.25    $300.00  $45,040.00    ($675.00)  62.40%  19.20%  $15.00  $0.00
 343  Buy  04/12/18 07:20  Long Entry  $2,673.25  $0.00  1  ($355.00)  (0.24%)  $275.00  28.57%    $15.00  $0.00
   Sell  04/12/18 13:05  LX EoD  $2,666.75    ($325.00)  $44,685.00    ($687.50)  37.66%  (33.77%)  $15.00  $0.00
 344  Buy  04/16/18 07:30  Long Entry  $2,680.00  $0.00  1  $170.00  0.15%  $537.50  59.72%    $15.00  $0.00
   Sell  04/16/18 13:05  LX EoD  $2,684.00    $200.00  $44,855.00    ($362.50)  62.50%  22.22%  $15.00  $0.00
 345  Buy  04/17/18 07:35  Long Entry  $2,704.50  $0.00  1  $257.50  0.21%  $650.00  94.55%    $15.00  $0.00
   Sell  04/17/18 13:05  LX EoD  $2,710.25    $287.50  $45,112.50    ($37.50)  47.27%  41.82%  $15.00  $0.00
 346  Sell Short  04/25/18 07:20  Short Entry  $2,620.25  $0.00  1  ($730.00)  (0.53%)  $125.00  15.15%    $15.00  $0.00
   Buy to Cover  04/25/18 07:45  Stop Loss  $2,634.25    ($700.00)  $44,382.50    ($700.00)  0.00%  (84.85%)  $15.00  $0.00
 347  Sell Short  05/15/18 09:05  Short Entry  $2,709.00  $0.00  1  ($317.50)  (0.21%)  $237.50  34.55%    $15.00  $0.00
   Buy to Cover  05/15/18 13:05  SX EoD  $2,714.75    ($287.50)  $44,065.00    ($450.00)  23.64%  (41.82%)  $15.00  $0.00
 348  Buy  05/21/18 07:15  Long Entry  $2,738.25  $0.00  1  ($142.50)  (0.08%)  $237.50  33.93%    $15.00  $0.00
   Sell  05/21/18 13:05  LX EoD  $2,736.00    ($112.50)  $43,922.50    ($462.50)  50.00%  (16.07%)  $15.00  $0.00
 349  Buy  06/01/18 07:25  Long Entry  $2,735.00  $0.00  1  $70.00  0.07%  $287.50  47.92%    $15.00  $0.00
   Sell  06/01/18 13:05  LX EoD  $2,737.00    $100.00  $43,992.50    ($312.50)  68.75%  16.67%  $15.00  $0.00
 350  Sell Short  06/18/18 07:15  Short Entry  $2,765.50  $0.00  1  ($692.50)  (0.48%)  $25.00  3.57%    $15.00  $0.00
   Buy to Cover  06/18/18 13:05  SX EoD  $2,778.75    ($662.50)  $43,300.00    ($675.00)  1.79%  (94.64%)  $15.00  $0.00
 351  Sell Short  06/19/18 07:30  Short Entry  $2,747.75  $0.00  1  ($730.00)  (0.51%)  $75.00  9.68%    $15.00  $0.00
   Buy to Cover  06/19/18 08:50  Stop Loss  $2,761.75    ($700.00)  $42,570.00    ($700.00)  0.00%  (90.32%)  $15.00  $0.00
 352  Sell Short  06/25/18 07:15  Short Entry  $2,723.25  $0.00  1  $195.00  0.17%  $975.00  70.27%    $15.00  $0.00
   Buy to Cover  06/25/18 10:45  SPL1  $2,718.75    $225.00  $42,765.00    ($412.50)  45.95%  16.22%  $15.00  $0.00
 353  Buy  06/29/18 07:40  Long Entry  $2,739.00  $0.00  1  ($730.00)  (0.51%)  $325.00  31.71%    $15.00  $0.00
   Sell  06/29/18 12:55  Stop Loss  $2,725.00    ($700.00)  $42,035.00    ($700.00)  0.00%  (68.29%)  $15.00  $0.00
 354  Buy  07/05/18 08:55  Long Entry  $2,730.00  $0.00  1  $370.00  0.29%  $475.00  65.52%    $15.00  $0.00
   Sell  07/05/18 13:05  LX EoD  $2,738.00    $400.00  $42,405.00    ($250.00)  89.66%  55.17%  $15.00  $0.00
 355  Buy  07/12/18 07:30  Long Entry  $2,793.50  $0.00  1  $207.50  0.17%  $375.00  58.82%    $15.00  $0.00
   Sell  07/12/18 13:05  LX EoD  $2,798.25    $237.50  $42,612.50    ($262.50)  78.43%  37.25%  $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 - 8/3/2018 10:00:00 AM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$430.00 0.80% 1.05 34 55.88%
1/1/2018 $350.00 0.65% 1.04 30 53.33%
1/1/2017 ($262.50) (0.48%) 0.87 10 50.00%
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
1/1/2018 - Today $350.00 0.65% 1.04 30 53.33%
1/1/2017 - 1/1/2018 $87.50 0.16% 1.01 40 52.50%
1/1/2016 - 1/1/2018 $3,415.00 6.70% 1.17 77 51.95%
1/1/2015 - 1/1/2018 $4,275.00 8.53% 1.13 130 52.31%
1/1/2014 - 1/1/2018 $4,022.50 7.98% 1.12 143 50.35%
1/1/2013 - 1/1/2018 $2,402.50 4.62% 1.06 157 49.68%
1/1/2012 - 1/1/2018 $5,670.00 11.63% 1.15 171 52.63%
1/1/2011 - 1/1/2018 $9,425.00 20.95% 1.21 200 52.50%
1/1/2010 - 1/1/2018 $12,927.50 31.16% 1.28 217 54.84%
1/1/2009 - 1/1/2018 $17,037.50 45.59% 1.35 235 56.60%
1/1/2008 - 1/1/2018 $30,447.50 127.05% 1.54 278 56.83%
1/1/2007 - 1/1/2018 $30,505.00 127.60% 1.52 289 55.71%
1/1/2006 - 1/1/2018 $30,505.00 127.60% 1.52 289 55.71%
1/1/2005 - 1/1/2018 $30,505.00 127.60% 1.52 289 55.71%
1/1/2004 - 1/1/2018 $30,505.00 127.60% 1.52 289 55.71%
1/1/2003 - 1/1/2018 $30,187.50 124.61% 1.50 295 55.59%
1/1/2002 - 1/1/2018 $32,675.00 150.32% 1.53 310 55.48%
1/1/2001 - 1/1/2018 $34,670.00 175.61% 1.54 326 54.91%
1/1/2000 - 1/1/2018 $42,612.50 361.12% 1.62 355 54.08%

Created by TradeStation: 8/3/2018 9:55:46 AM, 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 - 8/3/2018 10:00:00 AM
TradeStation Periodical Returns: Monthly

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

%Profitable

January $352.50 2.99% 51.52%
February ($216.25) (0.50%) 48.00%
March $530.21 1.45% 54.29%
April $676.25 1.70% 59.38%
May ($4.77) (0.01%) 47.83%
June $257.50 0.61% 51.43%
July $140.00 0.36% 61.54%
August $396.75 0.98% 48.28%
September $450.23 1.09% 64.86%
October $1,442.81 3.80% 65.52%
November $241.25 0.58% 48.00%
December ($9.25) (0.02%) 42.31%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

7/1/2018 $577.50 1.07% 100.00 2 100.00%
6/1/2018 ($1,887.50) (3.39%) 0.12 5 40.00%
5/1/2018 ($460.00) (0.82%) 0.00 2 0.00%
4/1/2018 $922.50 1.67% 1.51 8 62.50%
3/1/2018 $2,525.00 4.79% 4.46 5 80.00%
2/1/2018 $75.00 0.14% 1.03 5 40.00%
1/1/2018 ($1,402.50) (2.59%) 0.04 3 33.33%
12/1/2017 ($730.00) (1.33%) 0.00 1 0.00%
9/1/2017 $132.50 0.24% 100.00 1 100.00%
8/1/2017 $677.50 1.26% 100.00 2 100.00%
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

7/1/2018 - Today $577.50 1.07% 100.00 2 100.00%
6/1/2018 - 7/1/2018 ($1,310.00) (2.35%) 0.39 7 57.14%
5/1/2018 - 7/1/2018 ($1,770.00) (3.15%) 0.32 9 44.44%
4/1/2018 - 7/1/2018 ($847.50) (1.53%) 0.81 17 52.94%
3/1/2018 - 7/1/2018 $1,677.50 3.18% 1.33 22 59.09%
2/1/2018 - 7/1/2018 $1,752.50 3.33% 1.24 27 55.56%
1/1/2018 - 7/1/2018 $350.00 0.65% 1.04 30 53.33%
12/1/2017 - 7/1/2018 ($380.00) (0.69%) 0.96 31 51.61%
11/1/2017 - 7/1/2018 ($380.00) (0.69%) 0.96 31 51.61%
10/1/2017 - 7/1/2018 ($380.00) (0.69%) 0.96 31 51.61%
9/1/2017 - 7/1/2018 ($247.50) (0.45%) 0.97 32 53.13%
8/1/2017 - 7/1/2018 $430.00 0.80% 1.05 34 55.88%
7/1/2017 - 7/1/2018 $430.00 0.80% 1.05 34 55.88%
6/1/2017 - 7/1/2018 $430.00 0.80% 1.05 34 55.88%
5/1/2017 - 7/1/2018 $1,100.00 2.06% 1.12 35 57.14%
4/1/2017 - 7/1/2018 $877.50 1.64% 1.09 37 54.05%
3/1/2017 - 7/1/2018 $1,185.00 2.23% 1.12 38 55.26%
2/1/2017 - 7/1/2018 $1,185.00 2.23% 1.12 38 55.26%
1/1/2017 - 7/1/2018 $87.50 0.16% 1.01 40 52.50%
12/1/2016 - 7/1/2018 $87.50 0.16% 1.01 40 52.50%
11/1/2016 - 7/1/2018 $707.50 1.32% 1.07 41 53.66%
10/1/2016 - 7/1/2018 $707.50 1.32% 1.07 41 53.66%
9/1/2016 - 7/1/2018 $2,485.00 4.79% 1.23 43 55.81%
8/1/2016 - 7/1/2018 $2,485.00 4.79% 1.23 43 55.81%
7/1/2016 - 7/1/2018 $2,437.50 4.69% 1.22 45 55.56%
6/1/2016 - 7/1/2018 $4,697.50 9.45% 1.36 53 56.60%
5/1/2016 - 7/1/2018