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TradeStation TradeManager Performance Report Sentinel WFO Broker, @NQ.D, 5 min., 2/12/2001 6:35:00 AM - 8/3/2018 9:55:00 AM
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TradeStation Performance Summary Collapse
 
All Trades
 
Total Net Profit $37,655.00    Profit Factor 1.37
Gross Profit $138,780.00    Gross Loss ($101,125.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $26,530.00    Select Profit Factor 1.26
Select Gross Profit $127,655.00    Select Gross Loss ($101,125.00)
Adjusted Total Net Profit $23,899.02    Adjusted Profit Factor 1.22
Adjusted Gross Profit $130,767.53    Adjusted Gross Loss ($106,868.51)
Total Number of Trades 613    Percent Profitable 48.94%
Winning Trades 300    Losing Trades 310
Even Trades 3
Avg. Trade Net Profit $61.43    Ratio Avg. Win:Avg. Loss 1.42
Avg. Winning Trade $462.60    Avg. Losing Trade ($326.21)
Largest Winning Trade $2,100.00    Largest Losing Trade ($430.00)
Largest Winner as % of Gross Profit 1.51%    Largest Loser as % of Gross Loss 0.43%
Net Profit as % of Largest Loss 8756.98%
Slct. Net Profit as % of Largest Loss 6169.77%    Adj. Net Profit as % of Largest Loss 5557.91%
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 63.75    Avg. Bars in Losing Trades 32.16
Avg. Bars in Total Trades 47.80
Max. Shares/Contracts Held 1    Account Size Required $3,740.00
Total Commission $18,390.00    Total Slippage $0.00
Return on Initial Capital 342.32%    Annual Rate of Return 8.51%
Buy and Hold Return 175.46%    Return on Account 1006.82%
Avg. Monthly Return $256.16    Std. Deviation of Monthly Return $898.78
Return Retracement Ratio 0.17    RINA Index 7520.89
Sharpe Ratio 0.26    K-Ratio n/a
Trading Period 17 Yrs, 5 Mths, 17 Dys, 23 Hrs, 5 Mins    Percent of Time in the Market 1.57%
Time in the Market 3 Mths, 7 Dys, 22 Hrs, 40 Mins    Longest Flat Period 846 Dys, 18 Hrs, 10 Mins
Max. Equity Run-up $42,820.00
Date of Max. E. Run-up 04/20/18 12:15    Max. E. Run-up as % of Initial Capital 389.27%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($4,455.00)    Value ($3,740.00)
Date 07/05/18 08:45    Date 07/02/18 07:30
as % of Initial Capital 40.50%    as % of Initial Capital 34.00%
Net Profit as % of Drawdown 845.23%    Net Profit as % of Drawdown 1006.82%
Slct. Net Profit as % of Drawdown 595.51%    Slct. Net Profit as % of Drawdown 709.36%
Adj. Net Prof as % of Drawdown 536.45%    Adj. Net Profit as % of Drawdown 639.01%
Max. Trade Drawdown ($400.00)    
Long Trades
Total Net Profit $20,065.00    Profit Factor 1.41
Gross Profit $69,050.00    Gross Loss ($48,985.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $14,455.00    Select Profit Factor 1.30
Select Gross Profit $63,440.00    Select Gross Loss ($48,985.00)
Adjusted Total Net Profit $10,654.41    Adjusted Profit Factor 1.20
Adjusted Gross Profit $63,573.98    Adjusted Gross Loss ($52,919.57)
Total Number of Trades 317    Percent Profitable 50.16%
Winning Trades 159    Losing Trades 155
Even Trades 3
Avg. Trade Net Profit $63.30    Ratio Avg. Win:Avg. Loss 1.37
Avg. Winning Trade $434.28    Avg. Losing Trade ($316.03)
Largest Winning Trade $2,100.00    Largest Losing Trade ($430.00)
Largest Winner as % of Gross Profit 3.04%    Largest Loser as % of Gross Loss 0.88%
Max. Consecutive Winning Trades 5    Max. Consecutive Losing Trades 5
Avg. Bars in Winning Trades 65.88    Avg. Bars in Losing Trades 34.12
Avg. Bars in Total Trades 50.38
Max. Shares/Contracts Held 1    Account Size Required $2,440.00
Total Commission $9,510.00    Total Slippage $0.00
     
Net Profit as % of Largest Loss 4666.28%
Slct. Net Profit as % of Largest Loss 3361.63%    Adj. Net Profit as % of Largest Loss 2477.77%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($2,835.00)    Value ($2,440.00)
as % of Initial Capital 25.77%    as % of Initial Capital 22.18%
Net Profit as % of Drawdown 707.76%    Net Profit as % of Drawdown 822.34%
Slct. Net Profit as % of Drawdown 509.88%    Slct. Net Profit as % of Drawdown 592.42%
Adj. Net Prof as % of Drawdown 375.82%    Adj. Net Profit as % of Drawdown 592.42%
Max. Trade Drawdown ($400.00)  
Short Trades
Total Net Profit $17,590.00    Profit Factor 1.34
Gross Profit $69,730.00    Gross Loss ($52,140.00)
Roll Over Credit $0.00
Open Position Profit/Loss $0.00
Select Total Net Profit $12,075.00    Select Profit Factor 1.23
Select Gross Profit $64,215.00    Select Gross Loss ($52,140.00)
Adjusted Total Net Profit $7,529.69    Adjusted Profit Factor 1.13
Adjusted Gross Profit $63,857.67    Adjusted Gross Loss ($56,327.99)
     
Total Number of Trades 296    Percent Profitable 47.64%
Winning Trades 141    Losing Trades 155
Even Trades 0
Avg. Trade Net Proft $59.43    Ratio Avg. Win:Avg. Loss 1.47
Avg. Winning Trade $494.54    Avg. Losing Trade ($336.39)
Largest Winning Trade $2,055.00    Largest Losing Trade ($430.00)
Largest Winner as % of Gross Profit 2.95%    Largest Loser as % of Gross Loss 0.88%
Max. Consecutive Winning Trades 6    Max. Consecutive Losing Trades 10
Avg. Bars in Winning Trades 61.34    Avg. Bars in Losing Trades 30.21
Avg. Bars in Total Trades 45.04
Max. Shares/Contracts Held 1    Account Size Required $4,165.00
Total Slippage $0.00    Total Commission $8,880.00
Net Profit as % of Largest Loss 4090.70%
Slct. Net Profit as % of Largest Loss 2808.14%    Adj. Net Profit as % of Largest Loss 1751.09%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($5,075.00)    Value ($4,165.00)
as % of Initial Capital 46.14%    as % of Initial Capital 37.86%
Net Profit as % of Drawdown 346.60%    Net Profit as % of Drawdown 422.33%
Slct. Net Profit as % of Drawdown 237.93%    Slct. Net Profit as % of Drawdown 289.92%
Adj. Net Prof as % of Drawdown 148.37%    Adj. Net Prof as % of Drawdown 180.78%
Max. Trade Drawdown ($400.00)  
Created by TradeStation: 8/3/2018 9:51:09 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Sentinel WFO Broker, @NQ.D, 5 min., 2/12/2001 6:35:00 AM - 8/3/2018 9:55:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 613 300 310
Avg. Trade Net Profit $61.43 $462.60 ($326.21)
1 Std. Deviation of Avg. Trade $491.36 $398.24 $132.98
Avg. Trade + 1 Std. Deviation $552.79 $860.84 ($193.23)
Avg. Trade - 1 Std. Deviation ($429.93) $64.36 ($459.19)
Coefficient of Variation 799.91% 86.09% 40.77%
Time Averages
Avg. Time in Trades 3 Hrs, 54 Mins 5 Hrs, 14 Mins 2 Hrs, 36 Mins
Avg. Time Between Trades 10 Dys, 6 Hrs, 9 Mins 21 Dys, 2 Hrs, 22 Mins 20 Dys, 12 Hrs, 36 Mins
Avg. Time Between Trade Profit Peaks 559 Dys, 5 Hrs, 1 Min
Outliers Total Positive Negative
Number of Outliers 6 6 0
Outlier Profit/Loss $11,125.00 $11,125.00 $0.00
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $3,075.00 ($400.00)
Max. Value Date 4/2/2018 2/13/2001
Avg. Value $452.80 ($225.22)
1 Std. Deviation $440.46 $138.86
Avg. + 1 Std. Deviation $893.25 ($86.36)
Avg. - 1 Std. Deviation $12.34 ($364.08)
Coefficient of Variation 97.27% 61.66%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency (2.60%) 57.89% 39.51%
1 Std. Deviation 63.89% 31.01% 37.86%
Avg. + 1 Std. Deviation 61.29% 88.90% 77.37%
Avg. - 1 Std. Deviation (66.49%) 26.87% 1.65%
Coefficient of Variation 2456.56% 53.58% 95.81%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $2,100.00 ($430.00)
Largest Profit/Loss as % of Gross 1.51% 0.43%
Largest Consec. Profit/Loss $4,680.00 ($2,000.00)
Largest Consec. Profit/Loss as % of Gross 3.37% 1.98%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 102 $473.82 ($332.72)
2 32 $488.52 ($321.88)
3 16 $468.54 ($251.25)
4 11 $397.05 ($231.82)
5 4 $347.25 ($345.00)
6 1 $780.00 ($430.00)
8 2 $475.00 ($430.00)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 94 ($322.07) $461.01
2 37 ($331.08) $516.89
3 20 ($328.83) $442.25
4 10 ($358.63) $796.00
5 6 ($276.50) $696.67
6 2 ($331.67) $790.00

Created by TradeStation: 8/3/2018 9:51:09 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
Drawdown
Efficiency Total Eff. Comm. Slippage
 1  Buy  02/13/01 07:25  Long Entry  $2,679.75  $0.00  1  ($430.00)  (0.75%)  $0.00  0.00%    $15.00  $0.00
   Sell  02/13/01 07:35  Stop Loss  $2,659.75    ($400.00)  ($430.00)    ($400.00)  0.00%  (100.00%)  $15.00  $0.00
 2  Buy  02/15/01 07:50  Long Entry  $2,719.75  $0.00  1  ($430.00)  (0.74%)  $130.00  24.53%    $15.00  $0.00
   Sell  02/15/01 08:25  Stop Loss  $2,699.75    ($400.00)  ($860.00)    ($400.00)  0.00%  (75.47%)  $15.00  $0.00
 3  Sell Short  02/16/01 07:25  Short Entry  $2,558.75  $0.00  1  $190.00  0.43%  $1,250.00  86.21%    $15.00  $0.00
   Buy to Cover  02/16/01 12:00  SPL1  $2,547.75    $220.00  ($670.00)    ($200.00)  28.97%  15.17%  $15.00  $0.00
 4  Sell Short  02/21/01 07:15  Short Entry  $2,390.75  $0.00  1  ($430.00)  (0.84%)  $70.00  14.89%    $15.00  $0.00
   Buy to Cover  02/21/01 07:20  Stop Loss  $2,410.75    ($400.00)  ($1,100.00)    ($400.00)  0.00%  (85.11%)  $15.00  $0.00
 5  Sell Short  02/22/01 07:15  Short Entry  $2,318.75  $0.00  1  $190.00  0.47%  $960.00  96.00%    $15.00  $0.00
   Buy to Cover  02/22/01 07:45  SPL1  $2,307.75    $220.00  ($910.00)    ($40.00)  26.00%  22.00%  $15.00  $0.00
 6  Sell Short  02/23/01 07:20  Short Entry  $2,296.75  $0.00  1  $190.00  0.48%  $1,070.00  86.99%    $15.00  $0.00
   Buy to Cover  02/23/01 11:40  SPL1  $2,285.75    $220.00  ($720.00)    ($160.00)  30.89%  17.89%  $15.00  $0.00
 7  Sell Short  02/27/01 07:25  Short Entry  $2,335.75  $0.00  1  ($430.00)  (0.86%)  $330.00  45.21%    $15.00  $0.00
   Buy to Cover  02/27/01 08:35  Stop Loss  $2,355.75    ($400.00)  ($1,150.00)    ($400.00)  0.00%  (54.79%)  $15.00  $0.00
 8  Buy  03/05/01 07:15  Long Entry  $2,230.25  $0.00  1  ($430.00)  (0.90%)  $210.00  34.43%    $15.00  $0.00
   Sell  03/05/01 07:40  Stop Loss  $2,210.25    ($400.00)  ($1,580.00)    ($400.00)  0.00%  (65.57%)  $15.00  $0.00
 9  Buy  03/06/01 07:20  Long Entry  $2,326.75  $0.00  1  ($430.00)  (0.86%)  $140.00  25.93%    $15.00  $0.00
   Sell  03/06/01 09:40  Stop Loss  $2,306.75    ($400.00)  ($2,010.00)    ($400.00)  0.00%  (74.07%)  $15.00  $0.00
 10  Sell Short  03/08/01 07:20  Short Entry  $2,257.25  $0.00  1  ($430.00)  (0.89%)  $260.00  39.39%    $15.00  $0.00
   Buy to Cover  03/08/01 08:55  Stop Loss  $2,277.25    ($400.00)  ($2,440.00)    ($400.00)  0.00%  (60.61%)  $15.00  $0.00
 11  Sell Short  03/09/01 07:15  Short Entry  $2,156.75  $0.00  1  $830.00  1.99%  $1,040.00  88.14%    $15.00  $0.00
   Buy to Cover  03/09/01 13:05  SX EoD  $2,113.75    $860.00  ($1,610.00)    ($140.00)  84.75%  72.88%  $15.00  $0.00
 12  Sell Short  03/12/01 07:40  Short Entry  $2,034.25  $0.00  1  $190.00  0.54%  $730.00  97.33%    $15.00  $0.00
   Buy to Cover  03/12/01 08:40  SPL1  $2,023.25    $220.00  ($1,420.00)    ($20.00)  32.00%  29.33%  $15.00  $0.00
 13  Buy  03/13/01 07:15  Long Entry  $2,031.75  $0.00  1  ($430.00)  (0.98%)  $380.00  48.72%    $15.00  $0.00
   Sell  03/13/01 08:20  Stop Loss  $2,011.75    ($400.00)  ($1,850.00)    ($400.00)  0.00%  (51.28%)  $15.00  $0.00
 14  Sell Short  03/16/01 07:15  Short Entry  $1,951.75  $0.00  1  ($430.00)  (1.02%)  $500.00  55.56%    $15.00  $0.00
   Buy to Cover  03/16/01 08:50  Stop Loss  $1,971.75    ($400.00)  ($2,280.00)    ($400.00)  0.00%  (44.44%)  $15.00  $0.00
 15  Sell Short  03/28/01 07:15  Short Entry  $1,954.75  $0.00  1  $1,190.00  3.12%  $1,260.00  76.36%    $15.00  $0.00
   Buy to Cover  03/28/01 13:05  SX EoD  $1,893.75    $1,220.00  ($1,090.00)    ($390.00)  97.58%  73.94%  $15.00  $0.00
 16  Sell Short  03/29/01 11:15  Short Entry  $1,858.25  $0.00  1  ($50.00)  (0.05%)  $450.00  62.50%    $15.00  $0.00
   Buy to Cover  03/29/01 13:05  SX EoD  $1,859.25    ($20.00)  ($1,140.00)    ($270.00)  34.72%  (2.78%)  $15.00  $0.00
 17  Sell Short  04/03/01 07:20  Short Entry  $1,753.25  $0.00  1  $1,300.00  3.79%  $1,440.00  84.21%    $15.00  $0.00
   Buy to Cover  04/03/01 13:05  SX EoD  $1,686.75    $1,330.00  $160.00    ($270.00)  93.57%  77.78%  $15.00  $0.00
 18  Buy  04/05/01 07:15  Long Entry  $1,757.75  $0.00  1  $880.00  2.59%  $1,120.00  77.24%    $15.00  $0.00
   Sell  04/05/01 13:05  LX EoD  $1,803.25    $910.00  $1,040.00    ($330.00)  85.52%  62.76%  $15.00  $0.00
 19  Sell Short  04/06/01 07:15  Short Entry  $1,733.25  $0.00  1  ($430.00)  (1.15%)  $100.00  20.00%    $15.00  $0.00
   Buy to Cover  04/06/01 08:05  Stop Loss  $1,753.25    ($400.00)  $610.00    ($400.00)  0.00%  (80.00%)  $15.00  $0.00
 20  Buy  04/10/01 07:35  Long Entry  $1,865.25  $0.00  1  $190.00  0.59%  $970.00  88.99%    $15.00  $0.00
   Sell  04/10/01 11:40  LPL1  $1,876.25    $220.00  $800.00    ($120.00)  31.19%  20.18%  $15.00  $0.00
 21  Buy  04/11/01 07:15  Long Entry  $1,957.75  $0.00  1  ($430.00)  (1.02%)  $500.00  55.56%    $15.00  $0.00
   Sell  04/11/01 08:45  Stop Loss  $1,937.75    ($400.00)  $370.00    ($400.00)  0.00%  (44.44%)  $15.00  $0.00
 22  Sell Short  04/12/01 07:20  Short Entry  $1,896.75  $0.00  1  ($430.00)  (1.05%)  $60.00  13.04%    $15.00  $0.00
   Buy to Cover  04/12/01 08:00  Stop Loss  $1,916.75    ($400.00)  ($60.00)    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 23  Sell Short  04/16/01 07:15  Short Entry  $1,947.75  $0.00  1  ($430.00)  (1.03%)  $200.00  33.33%    $15.00  $0.00
   Buy to Cover  04/16/01 08:30  Stop Loss  $1,967.75    ($400.00)  ($490.00)    ($400.00)  0.00%  (66.67%)  $15.00  $0.00
 24  Buy  04/17/01 07:20  Long Entry  $1,970.75  $0.00  1  ($430.00)  (1.01%)  $320.00  44.44%    $15.00  $0.00
   Sell  04/17/01 08:35  Stop Loss  $1,950.75    ($400.00)  ($920.00)    ($400.00)  0.00%  (55.56%)  $15.00  $0.00
 25  Buy  04/18/01 07:15  Long Entry  $2,055.25  $0.00  1  $1,200.00  2.99%  $2,590.00  97.37%    $15.00  $0.00
   Sell  04/18/01 13:05  LX EoD  $2,116.75    $1,230.00  $280.00    ($70.00)  48.87%  46.24%  $15.00  $0.00
 26  Buy  04/19/01 07:30  Long Entry  $2,149.75  $0.00  1  $1,840.00  4.35%  $1,940.00  96.52%    $15.00  $0.00
   Sell  04/19/01 13:05  LX EoD  $2,243.25    $1,870.00  $2,120.00    ($70.00)  96.52%  93.03%  $15.00  $0.00
 27  Buy  04/20/01 07:20  Long Entry  $2,271.75  $0.00  1  ($430.00)  (0.88%)  $0.00  0.00%    $15.00  $0.00
   Sell  04/20/01 07:30  Stop Loss  $2,251.75    ($400.00)  $1,690.00    ($400.00)  0.00%  (100.00%)  $15.00  $0.00
 28  Sell Short  04/23/01 07:15  Short Entry  $2,138.75  $0.00  1  $710.00  1.73%  $1,000.00  86.96%    $15.00  $0.00
   Buy to Cover  04/23/01 13:05  SX EoD  $2,101.75    $740.00  $2,400.00    ($150.00)  77.39%  64.35%  $15.00  $0.00
 29  Buy  04/30/01 07:20  Long Entry  $2,168.75  $0.00  1  ($430.00)  (0.92%)  $530.00  56.99%    $15.00  $0.00
   Sell  04/30/01 11:35  Stop Loss  $2,148.75    ($400.00)  $1,970.00    ($400.00)  0.00%  (43.01%)  $15.00  $0.00
 30  Sell Short  05/03/01 07:20  Short Entry  $2,190.75  $0.00  1  $550.00  1.32%  $1,040.00  75.91%    $15.00  $0.00
   Buy to Cover  05/03/01 13:05  SX EoD  $2,161.75    $580.00  $2,520.00    ($330.00)  66.42%  42.34%  $15.00  $0.00
 31  Sell Short  05/04/01 07:15  Short Entry  $2,109.75  $0.00  1  ($430.00)  (0.95%)  $50.00  11.11%    $15.00  $0.00
   Buy to Cover  05/04/01 07:25  Stop Loss  $2,129.75    ($400.00)  $2,090.00    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 32  Sell Short  05/09/01 07:15  Short Entry  $2,149.25  $0.00  1  ($430.00)  (0.93%)  $60.00  13.04%    $15.00  $0.00
   Buy to Cover  05/09/01 07:55  Stop Loss  $2,169.25    ($400.00)  $1,660.00    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 33  Sell Short  05/14/01 08:05  Short Entry  $2,068.25  $0.00  1  ($220.00)  (0.46%)  $290.00  46.03%    $15.00  $0.00
   Buy to Cover  05/14/01 13:05  SX EoD  $2,077.75    ($190.00)  $1,440.00    ($340.00)  23.81%  (30.16%)  $15.00  $0.00
 34  Buy  05/17/01 09:15  Long Entry  $2,216.75  $0.00  1  ($430.00)  (0.90%)  $500.00  55.56%    $15.00  $0.00
   Sell  05/17/01 11:15  Stop Loss  $2,196.75    ($400.00)  $1,010.00    ($400.00)  0.00%  (44.44%)  $15.00  $0.00
 35  Buy  05/21/01 07:15  Long Entry  $2,249.25  $0.00  1  $1,670.00  3.78%  $1,720.00  92.47%    $15.00  $0.00
   Sell  05/21/01 13:05  LX EoD  $2,334.25    $1,700.00  $2,680.00    ($140.00)  98.92%  91.40%  $15.00  $0.00
 36  Sell Short  05/23/01 07:15  Short Entry  $2,283.25  $0.00  1  $910.00  2.06%  $990.00  96.12%    $15.00  $0.00
   Buy to Cover  05/23/01 13:05  SX EoD  $2,236.25    $940.00  $3,590.00    ($40.00)  95.15%  91.26%  $15.00  $0.00
 37  Sell Short  05/29/01 07:25  Short Entry  $2,189.25  $0.00  1  $700.00  1.67%  $910.00  93.81%    $15.00  $0.00
   Buy to Cover  05/29/01 13:05  SX EoD  $2,152.75    $730.00  $4,290.00    ($60.00)  81.44%  75.26%  $15.00  $0.00
 38  Buy  06/05/01 07:35  Long Entry  $2,186.25  $0.00  1  $310.00  0.78%  $660.00  70.97%    $15.00  $0.00
   Sell  06/05/01 13:05  LX EoD  $2,203.25    $340.00  $4,600.00    ($270.00)  65.59%  36.56%  $15.00  $0.00
 39  Sell Short  06/08/01 07:15  Short Entry  $2,193.75  $0.00  1  $790.00  1.87%  $1,060.00  86.89%    $15.00  $0.00
   Buy to Cover  06/08/01 13:05  SX EoD  $2,152.75    $820.00  $5,390.00    ($160.00)  80.33%  67.21%  $15.00  $0.00
 40  Sell Short  06/11/01 07:20  Short Entry  $2,118.75  $0.00  1  $300.00  0.78%  $720.00  100.00%    $15.00  $0.00
   Buy to Cover  06/11/01 13:05  SX EoD  $2,102.25    $330.00  $5,690.00    $0.00  45.83%  45.83%  $15.00  $0.00
 41  Sell Short  06/12/01 07:25  Short Entry  $2,057.75  $0.00  1  ($430.00)  (0.97%)  $140.00  25.93%    $15.00  $0.00
   Buy to Cover  06/12/01 10:15  Stop Loss  $2,077.75    ($400.00)  $5,260.00    ($400.00)  0.00%  (74.07%)  $15.00  $0.00
 42  Sell Short  06/14/01 07:15  Short Entry  $2,028.75  $0.00  1  $1,000.00  2.54%  $1,090.00  84.50%    $15.00  $0.00
   Buy to Cover  06/14/01 13:05  SX EoD  $1,977.25    $1,030.00  $6,260.00    ($200.00)  95.35%  79.84%  $15.00  $0.00
 43  Sell Short  06/15/01 07:15  Short Entry  $1,938.75  $0.00  1  ($430.00)  (1.03%)  $180.00  31.03%    $15.00  $0.00
   Buy to Cover  06/15/01 07:35  Stop Loss  $1,958.75    ($400.00)  $5,830.00    ($400.00)  0.00%  (68.97%)  $15.00  $0.00
 44  Buy  06/19/01 07:15  Long Entry  $2,000.25  $0.00  1  ($430.00)  (1.00%)  $20.00  4.76%    $15.00  $0.00
   Sell  06/19/01 08:05  Stop Loss  $1,980.25    ($400.00)  $5,400.00    ($400.00)  0.00%  (95.24%)  $15.00  $0.00
 45  Buy  06/28/01 07:15  Long Entry  $2,091.75  $0.00  1  $190.00  0.53%  $840.00  73.68%    $15.00  $0.00
   Sell  06/28/01 11:55  LPL1  $2,102.75    $220.00  $5,590.00    ($300.00)  45.61%  19.30%  $15.00  $0.00
 46  Buy  06/29/01 07:25  Long Entry  $2,117.75  $0.00  1  ($430.00)  (0.94%)  $30.00  6.98%    $15.00  $0.00
   Sell  06/29/01 08:20  Stop Loss  $2,097.75    ($400.00)  $5,160.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 47  Sell Short  07/05/01 07:50  Short Entry  $2,070.75  $0.00  1  $1,060.00  2.63%  $1,100.00  99.10%    $15.00  $0.00
   Buy to Cover  07/05/01 13:05  SX EoD  $2,016.25    $1,090.00  $6,220.00    ($10.00)  99.10%  98.20%  $15.00  $0.00
 48  Sell Short  07/06/01 07:15  Short Entry  $1,962.25  $0.00  1  $490.00  1.33%  $560.00  76.71%    $15.00  $0.00
   Buy to Cover  07/06/01 13:05  SX EoD  $1,936.25    $520.00  $6,710.00    ($170.00)  94.52%  71.23%  $15.00  $0.00
 49  Buy  07/12/01 07:15  Long Entry  $1,988.75  $0.00  1  $570.00  1.51%  $790.00  69.91%    $15.00  $0.00
   Sell  07/12/01 13:05  LX EoD  $2,018.75    $600.00  $7,280.00    ($340.00)  83.19%  53.10%  $15.00  $0.00
 50  Sell Short  07/18/01 07:15  Short Entry  $1,949.25  $0.00  1  $240.00  0.69%  $620.00  70.45%    $15.00  $0.00
   Buy to Cover  07/18/01 13:05  SX EoD  $1,935.75    $270.00  $7,520.00    ($260.00)  60.23%  30.68%  $15.00  $0.00
 51  Buy  07/19/01 07:20  Long Entry  $1,995.75  $0.00  1  ($430.00)  (1.00%)  $240.00  37.50%    $15.00  $0.00
   Sell  07/19/01 09:40  Stop Loss  $1,975.75    ($400.00)  $7,090.00    ($400.00)  0.00%  (62.50%)  $15.00  $0.00
 52  Sell Short  07/20/01 09:30  Short Entry  $1,936.75  $0.00  1  ($170.00)  (0.36%)  $110.00  23.40%    $15.00  $0.00
   Buy to Cover  07/20/01 13:05  SX EoD  $1,943.75    ($140.00)  $6,920.00    ($360.00)  46.81%  (29.79%)  $15.00  $0.00
 53  Buy  08/01/01 07:40  Long Entry  $1,995.75  $0.00  1  ($110.00)  (0.20%)  $290.00  45.31%    $15.00  $0.00
   Sell  08/01/01 13:05  LX EoD  $1,991.75    ($80.00)  $6,810.00    ($350.00)  42.19%  (12.50%)  $15.00  $0.00
 54  Sell Short  08/03/01 07:45  Short Entry  $1,975.75  $0.00  1  ($430.00)  (1.01%)  $30.00  6.98%    $15.00  $0.00
   Buy to Cover  08/03/01 12:35  Stop Loss  $1,995.75    ($400.00)  $6,380.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 55  Sell Short  08/10/01 07:15  Short Entry  $1,860.75  $0.00  1  ($430.00)  (1.07%)  $450.00  52.94%    $15.00  $0.00
   Buy to Cover  08/10/01 10:35  Stop Loss  $1,880.75    ($400.00)  $5,950.00    ($400.00)  0.00%  (47.06%)  $15.00  $0.00
 56  Sell Short  08/16/01 07:50  Short Entry  $1,795.25  $0.00  1  ($430.00)  (1.11%)  $70.00  14.89%    $15.00  $0.00
   Buy to Cover  08/16/01 11:10  Stop Loss  $1,815.25    ($400.00)  $5,520.00    ($400.00)  0.00%  (85.11%)  $15.00  $0.00
 57  Sell Short  08/17/01 07:15  Short Entry  $1,797.75  $0.00  1  $380.00  1.14%  $460.00  82.14%    $15.00  $0.00
   Buy to Cover  08/17/01 13:05  SX EoD  $1,777.25    $410.00  $5,900.00    ($100.00)  91.07%  73.21%  $15.00  $0.00
 58  Buy  08/23/01 07:20  Long Entry  $1,801.75  $0.00  1  ($430.00)  (1.11%)  $30.00  6.98%    $15.00  $0.00
   Sell  08/23/01 08:40  Stop Loss  $1,781.75    ($400.00)  $5,470.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 59  Buy  08/24/01 07:15  Long Entry  $1,799.25  $0.00  1  $740.00  2.14%  $830.00  87.37%    $15.00  $0.00
   Sell  08/24/01 13:05  LX EoD  $1,837.75    $770.00  $6,210.00    ($120.00)  93.68%  81.05%  $15.00  $0.00
 60  Sell Short  08/30/01 07:15  Short Entry  $1,731.75  $0.00  1  $350.00  1.10%  $710.00  75.53%    $15.00  $0.00
   Buy to Cover  08/30/01 13:05  SX EoD  $1,712.75    $380.00  $6,560.00    ($230.00)  64.89%  40.43%  $15.00  $0.00
 61  Sell Short  09/06/01 08:05  Short Entry  $1,637.25  $0.00  1  $380.00  1.25%  $410.00  60.29%    $15.00  $0.00
   Buy to Cover  09/06/01 13:05  SX EoD  $1,616.75    $410.00  $6,940.00    ($270.00)  100.00%  60.29%  $15.00  $0.00
 62  Sell Short  09/17/01 10:45  Short Entry  $1,524.25  $0.00  1  $420.00  1.48%  $470.00  78.33%    $15.00  $0.00
   Buy to Cover  09/17/01 13:05  SX EoD  $1,501.75    $450.00  $7,360.00    ($130.00)  96.67%  75.00%  $15.00  $0.00
 63  Buy  09/24/01 07:25  Long Entry  $1,424.75  $0.00  1  $290.00  1.12%  $600.00  80.00%    $15.00  $0.00
   Sell  09/24/01 13:05  LX EoD  $1,440.75    $320.00  $7,650.00    ($150.00)  62.67%  42.67%  $15.00  $0.00
 64  Sell Short  09/27/01 07:15  Short Entry  $1,367.75  $0.00  1  ($430.00)  (1.46%)  $320.00  44.44%    $15.00  $0.00
   Buy to Cover  09/27/01 11:40  Stop Loss  $1,387.75    ($400.00)  $7,220.00    ($400.00)  0.00%  (55.56%)  $15.00  $0.00
 65  Buy  10/04/01 07:45  Long Entry  $1,535.75  $0.00  1  ($430.00)  (1.30%)  $590.00  59.60%    $15.00  $0.00
   Sell  10/04/01 12:45  Stop Loss  $1,515.75    ($400.00)  $6,790.00    ($400.00)  0.00%  (40.40%)  $15.00  $0.00
 66  Buy  10/11/01 08:25  Long Entry  $1,618.75  $0.00  1  $410.00  1.36%  $490.00  65.33%    $15.00  $0.00
   Sell  10/11/01 13:05  LX EoD  $1,640.75    $440.00  $7,200.00    ($260.00)  93.33%  58.67%  $15.00  $0.00
 67  Sell Short  10/25/01 07:25  Short Entry  $1,625.75  $0.00  1  ($430.00)  (1.23%)  $50.00  11.11%    $15.00  $0.00
   Buy to Cover  10/25/01 09:10  Stop Loss  $1,645.75    ($400.00)  $6,770.00    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 68  Buy  10/31/01 07:15  Long Entry  $1,643.75  $0.00  1  ($430.00)  (1.22%)  $170.00  29.82%    $15.00  $0.00
   Sell  10/31/01 09:45  Stop Loss  $1,623.75    ($400.00)  $6,340.00    ($400.00)  0.00%  (70.18%)  $15.00  $0.00
 69  Buy  11/05/01 07:30  Long Entry  $1,725.25  $0.00  1  $10.00  0.12%  $300.00  57.69%    $15.00  $0.00
   Sell  11/05/01 13:05  LX EoD  $1,727.25    $40.00  $6,350.00    ($220.00)  50.00%  7.69%  $15.00  $0.00
 70  Buy  11/13/01 07:15  Long Entry  $1,817.75  $0.00  1  $170.00  0.55%  $320.00  46.38%    $15.00  $0.00
   Sell  11/13/01 13:05  LX EoD  $1,827.75    $200.00  $6,520.00    ($370.00)  82.61%  28.99%  $15.00  $0.00
 71  Buy  11/26/01 10:55  Long Entry  $1,858.25  $0.00  1  $120.00  0.40%  $190.00  54.29%    $15.00  $0.00
   Sell  11/26/01 13:05  LX EoD  $1,865.75    $150.00  $6,640.00    ($160.00)  88.57%  42.86%  $15.00  $0.00
 72  Buy  12/05/01 07:20  Long Entry  $1,941.25  $0.00  1  $480.00  1.31%  $730.00  74.49%    $15.00  $0.00
   Sell  12/05/01 13:05  LX EoD  $1,966.75    $510.00  $7,120.00    ($250.00)  77.55%  52.04%  $15.00  $0.00
 73  Sell Short  12/13/01 07:15  Short Entry  $1,877.75  $0.00  1  $600.00  1.68%  $660.00  74.16%    $15.00  $0.00
   Buy to Cover  12/13/01 13:05  SX EoD  $1,846.25    $630.00  $7,720.00    ($230.00)  96.63%  70.79%  $15.00  $0.00
 74  Buy  12/21/01 07:55  Long Entry  $1,830.75  $0.00  1  ($90.00)  (0.16%)  $170.00  36.96%    $15.00  $0.00
   Sell  12/21/01 13:05  LX EoD  $1,827.75    ($60.00)  $7,630.00    ($290.00)  50.00%  (13.04%)  $15.00  $0.00
 75  Buy  12/26/01 07:15  Long Entry  $1,856.25  $0.00  1  ($430.00)  (1.08%)  $140.00  25.93%    $15.00  $0.00
   Sell  12/26/01 12:30  Stop Loss  $1,836.25    ($400.00)  $7,200.00    ($400.00)  0.00%  (74.07%)  $15.00  $0.00
 76  Buy  01/03/02 07:35  Long Entry  $1,893.25  $0.00  1  $310.00  0.90%  $380.00  76.00%    $15.00  $0.00
   Sell  01/03/02 13:05  LX EoD  $1,910.25    $340.00  $7,510.00    ($120.00)  92.00%  68.00%  $15.00  $0.00
 77  Buy  01/09/02 07:15  Long Entry  $1,944.25  $0.00  1  ($430.00)  (1.03%)  $210.00  34.43%    $15.00  $0.00
   Sell  01/09/02 12:15  Stop Loss  $1,924.25    ($400.00)  $7,080.00    ($400.00)  0.00%  (65.57%)  $15.00  $0.00
 78  Sell Short  01/18/02 07:15  Short Entry  $1,801.75  $0.00  1  ($430.00)  (1.11%)  $10.00  2.44%    $15.00  $0.00
   Buy to Cover  01/18/02 07:50  Stop Loss  $1,821.75    ($400.00)  $6,650.00    ($400.00)  0.00%  (97.56%)  $15.00  $0.00
 79  Buy  03/08/02 07:20  Long Entry  $1,800.25  $0.00  1  ($430.00)  (1.11%)  $60.00  13.04%    $15.00  $0.00
   Sell  03/08/02 12:10  Stop Loss  $1,780.25    ($400.00)  $6,220.00    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 80  Sell Short  03/12/02 07:20  Short Entry  $1,749.75  $0.00  1  ($170.00)  (0.40%)  $240.00  48.98%    $15.00  $0.00
   Buy to Cover  03/12/02 13:05  SX EoD  $1,756.75    ($140.00)  $6,050.00    ($250.00)  22.45%  (28.57%)  $15.00  $0.00
 81  Sell Short  04/02/02 07:20  Short Entry  $1,673.25  $0.00  1  $500.00  1.58%  $550.00  87.30%    $15.00  $0.00
   Buy to Cover  04/02/02 13:05  SX EoD  $1,646.75    $530.00  $6,550.00    ($80.00)  96.83%  84.13%  $15.00  $0.00
 82  Sell Short  04/08/02 07:15  Short Entry  $1,580.75  $0.00  1  ($430.00)  (1.27%)  $60.00  13.04%    $15.00  $0.00
   Buy to Cover  04/08/02 10:05  Stop Loss  $1,600.75    ($400.00)  $6,120.00    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 83  Buy  04/16/02 07:25  Long Entry  $1,632.25  $0.00  1  $250.00  0.86%  $360.00  97.30%    $15.00  $0.00
   Sell  04/16/02 13:05  LX EoD  $1,646.25    $280.00  $6,370.00    ($10.00)  78.38%  75.68%  $15.00  $0.00
 84  Sell Short  05/01/02 07:15  Short Entry  $1,475.75  $0.00  1  ($430.00)  (1.36%)  $230.00  36.51%    $15.00  $0.00
   Buy to Cover  05/01/02 10:45  Stop Loss  $1,495.75    ($400.00)  $5,940.00    ($400.00)  0.00%  (63.49%)  $15.00  $0.00
 85  Sell Short  05/03/02 08:55  Short Entry  $1,428.25  $0.00  1  $50.00  0.28%  $240.00  40.68%    $15.00  $0.00
   Buy to Cover  05/03/02 13:05  SX EoD  $1,424.25    $80.00  $5,990.00    ($350.00)  72.88%  13.56%  $15.00  $0.00
 86  Buy  05/08/02 07:15  Long Entry  $1,458.75  $0.00  1  $1,020.00  3.60%  $1,100.00  92.44%    $15.00  $0.00
   Sell  05/08/02 13:05  LX EoD  $1,511.25    $1,050.00  $7,010.00    ($90.00)  95.80%  88.24%  $15.00  $0.00
 87  Buy  05/13/02 07:15  Long Entry  $1,453.75  $0.00  1  $310.00  1.17%  $470.00  82.46%    $15.00  $0.00
   Sell  05/13/02 13:05  LX EoD  $1,470.75    $340.00  $7,320.00    ($100.00)  77.19%  59.65%  $15.00  $0.00
 88  Buy  05/14/02 07:15  Long Entry  $1,517.75  $0.00  1  $480.00  1.68%  $520.00  96.30%    $15.00  $0.00
   Sell  05/14/02 13:05  LX EoD  $1,543.25    $510.00  $7,800.00    ($20.00)  98.15%  94.44%  $15.00  $0.00
 89  Sell Short  05/24/02 07:50  Short Entry  $1,485.75  $0.00  1  ($30.00)  0.00%  $160.00  43.24%    $15.00  $0.00
   Buy to Cover  05/24/02 13:05  SX EoD  $1,485.75    $0.00  $7,770.00    ($210.00)  56.76%  0.00%  $15.00  $0.00
 90  Sell Short  06/14/02 07:15  Short Entry  $1,296.75  $0.00  1  ($430.00)  (1.54%)  $0.00  0.00%    $15.00  $0.00
   Buy to Cover  06/14/02 07:50  Stop Loss  $1,316.75    ($400.00)  $7,340.00    ($400.00)  0.00%  (100.00%)  $15.00  $0.00
 91  Sell Short  06/19/02 11:05  Short Entry  $1,341.25  $0.00  1  $240.00  1.01%  $340.00  82.93%    $15.00  $0.00
   Buy to Cover  06/19/02 13:05  SX EoD  $1,327.75    $270.00  $7,580.00    ($70.00)  82.93%  65.85%  $15.00  $0.00
 92  Buy  07/05/02 07:25  Long Entry  $1,265.75  $0.00  1  $440.00  1.86%  $510.00  96.23%    $15.00  $0.00
   Sell  07/05/02 13:15  End of Day Exit  $1,289.25    $470.00  $8,020.00    ($20.00)  92.45%  88.68%  $15.00  $0.00
 93  Sell Short  07/25/02 07:55  Short Entry  $1,147.75  $0.00  1  $190.00  0.96%  $870.00  97.75%    $15.00  $0.00
   Buy to Cover  07/25/02 12:35  SPL1  $1,136.75    $220.00  $8,210.00    ($20.00)  26.97%  24.72%  $15.00  $0.00
 94  Buy  08/06/02 07:20  Long Entry  $1,131.25  $0.00  1  ($20.00)  0.04%  $420.00  71.19%    $15.00  $0.00
   Sell  08/06/02 13:05  LX EoD  $1,131.75    $10.00  $8,190.00    ($170.00)  30.51%  1.69%  $15.00  $0.00
 95  Sell Short  09/03/02 07:15  Short Entry  $1,135.25  $0.00  1  $140.00  0.75%  $220.00  70.97%    $15.00  $0.00
   Buy to Cover  09/03/02 13:05  SX EoD  $1,126.75    $170.00  $8,330.00    ($90.00)  83.87%  54.84%  $15.00  $0.00
 96  Sell Short  09/05/02 07:20  Short Entry  $1,110.25  $0.00  1  ($50.00)  (0.09%)  $50.00  15.63%    $15.00  $0.00
   Buy to Cover  09/05/02 13:05  SX EoD  $1,111.25    ($20.00)  $8,280.00    ($270.00)  78.13%  (6.25%)  $15.00  $0.00
 97  Sell Short  09/30/02 07:25  Short Entry  $1,053.75  $0.00  1  ($430.00)  (1.90%)  $70.00  14.89%    $15.00  $0.00
   Buy to Cover  09/30/02 12:10  Stop Loss  $1,073.75    ($400.00)  $7,850.00    ($400.00)  0.00%  (85.11%)  $15.00  $0.00
 98  Buy  10/11/02 07:40  Long Entry  $1,104.25  $0.00  1  $190.00  1.00%  $400.00  78.43%    $15.00  $0.00
   Sell  10/11/02 13:05  LX EoD  $1,115.25    $220.00  $8,040.00    ($110.00)  64.71%  43.14%  $15.00  $0.00
 99  Buy  10/15/02 07:30  Long Entry  $1,162.25  $0.00  1  $200.00  0.99%  $260.00  81.25%    $15.00  $0.00
   Sell  10/15/02 13:05  LX EoD  $1,173.75    $230.00  $8,240.00    ($60.00)  90.63%  71.88%  $15.00  $0.00
 100  Buy  11/04/02 07:20  Long Entry  $1,282.75  $0.00  1  ($430.00)  (1.56%)  $230.00  36.51%    $15.00  $0.00
   Sell  11/04/02 12:50  Stop Loss  $1,262.75    ($400.00)  $7,810.00    ($400.00)  0.00%  (63.49%)  $15.00  $0.00
 101  Buy  11/27/02 07:20  Long Entry  $1,345.75  $0.00  1  $0.00  0.11%  $200.00  74.07%    $15.00  $0.00
   Sell  11/27/02 13:05  LX EoD  $1,347.25    $30.00  $7,810.00    ($70.00)  37.04%  11.11%  $15.00  $0.00
 102  Buy  12/02/02 07:15  Long Entry  $1,369.75  $0.00  1  ($430.00)  (1.46%)  $70.00  14.89%    $15.00  $0.00
   Sell  12/02/02 07:45  Stop Loss  $1,349.75    ($400.00)  $7,380.00    ($400.00)  0.00%  (85.11%)  $15.00  $0.00
 103  Sell Short  12/03/02 07:15  Short Entry  $1,318.25  $0.00  1  $90.00  0.46%  $340.00  79.07%    $15.00  $0.00
   Buy to Cover  12/03/02 13:05  SX EoD  $1,312.25    $120.00  $7,470.00    ($90.00)  48.84%  27.91%  $15.00  $0.00
 104  Sell Short  12/04/02 07:20  Short Entry  $1,278.25  $0.00  1  ($430.00)  (1.56%)  $30.00  6.98%    $15.00  $0.00
   Buy to Cover  12/04/02 11:45  Stop Loss  $1,298.25    ($400.00)  $7,040.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 105  Buy  01/09/03 07:15  Long Entry  $1,293.25  $0.00  1  $20.00  0.19%  $270.00  96.43%    $15.00  $0.00
   Sell  01/09/03 13:05  LX EoD  $1,295.75    $50.00  $7,060.00    ($10.00)  21.43%  17.86%  $15.00  $0.00
 106  Sell Short  01/17/03 07:15  Short Entry  $1,254.25  $0.00  1  $310.00  1.36%  $350.00  79.55%    $15.00  $0.00
   Buy to Cover  01/17/03 13:05  SX EoD  $1,237.25    $340.00  $7,370.00    ($90.00)  97.73%  77.27%  $15.00  $0.00
 107  Sell Short  03/24/03 07:20  Short Entry  $1,281.25  $0.00  1  $280.00  1.21%  $350.00  100.00%    $15.00  $0.00
   Buy to Cover  03/24/03 13:05  SX EoD  $1,265.75    $310.00  $7,650.00    $0.00  88.57%  88.57%  $15.00  $0.00
 108  Sell Short  03/31/03 07:15  Short Entry  $1,234.25  $0.00  1  ($70.00)  (0.16%)  $30.00  7.69%    $15.00  $0.00
   Buy to Cover  03/31/03 13:05  SX EoD  $1,236.25    ($40.00)  $7,580.00    ($360.00)  82.05%  (10.26%)  $15.00  $0.00
 109  Buy  04/02/03 07:20  Long Entry  $1,279.75  $0.00  1  $10.00  0.16%  $130.00  61.90%    $15.00  $0.00
   Sell  04/02/03 13:05  LX EoD  $1,281.75    $40.00  $7,590.00    ($80.00)  57.14%  19.05%  $15.00  $0.00
 110  Buy  06/06/03 07:15  Long Entry  $1,481.25  $0.00  1  ($430.00)  (1.35%)  $30.00  6.98%    $15.00  $0.00
   Sell  06/06/03 08:25  Stop Loss  $1,461.25    ($400.00)  $7,160.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 111  Buy  07/07/03 07:15  Long Entry  $1,479.75  $0.00  1  $310.00  1.15%  $360.00  97.30%    $15.00  $0.00
   Sell  07/07/03 13:05  LX EoD  $1,496.75    $340.00  $7,470.00    ($10.00)  94.59%  91.89%  $15.00  $0.00
 112  Buy  10/03/03 07:50  Long Entry  $1,581.25  $0.00  1  $80.00  0.35%  $340.00  79.07%    $15.00  $0.00
   Sell  10/03/03 13:05  LX EoD  $1,586.75    $110.00  $7,550.00    ($90.00)  46.51%  25.58%  $15.00  $0.00
 113  Buy  01/27/06 07:15  Long Entry  $1,861.75  $0.00  1  ($160.00)  (0.35%)  $60.00  15.00%    $15.00  $0.00
   Sell  01/27/06 13:05  LX EoD  $1,855.25    ($130.00)  $7,390.00    ($340.00)  52.50%  (32.50%)  $15.00  $0.00
 114  Sell Short  07/05/06 07:50  Short Entry  $1,667.75  $0.00  1  $80.00  0.33%  $150.00  63.83%    $15.00  $0.00
   Buy to Cover  07/05/06 13:05  SX EoD  $1,662.25    $110.00  $7,470.00    ($85.00)  82.98%  46.81%  $15.00  $0.00
 115  Sell Short  02/27/07 07:15  Short Entry  $1,863.25  $0.00  1  $1,000.00  2.76%  $1,095.00  92.02%    $15.00  $0.00
   Buy to Cover  02/27/07 13:05  SX EoD  $1,811.75    $1,030.00  $8,470.00    ($95.00)  94.54%  86.55%  $15.00  $0.00
 116  Sell Short  09/07/07 07:15  Short Entry  $1,982.50  $0.00  1  $105.00  0.34%  $400.00  88.89%    $15.00  $0.00
   Buy to Cover  09/07/07 13:05  SX EoD  $1,975.75    $135.00  $8,575.00    ($50.00)  41.11%  30.00%  $15.00  $0.00
 117  Buy  10/05/07 08:05  Long Entry  $2,138.75  $0.00  1  $350.00  0.89%  $390.00  89.66%    $15.00  $0.00
   Sell  10/05/07 13:05  LX EoD  $2,157.75    $380.00  $8,925.00    ($45.00)  97.70%  87.36%  $15.00  $0.00
 118  Buy  10/23/07 07:30  Long Entry  $2,184.75  $0.00  1  $325.00  0.81%  $430.00  60.56%    $15.00  $0.00
   Sell  10/23/07 13:05  LX EoD  $2,202.50    $355.00  $9,250.00    ($280.00)  89.44%  50.00%  $15.00  $0.00
 119  Sell Short  11/08/07 07:15  Short Entry  $2,134.25  $0.00  1  $735.00  1.79%  $1,360.00  82.93%    $15.00  $0.00
   Buy to Cover  11/08/07 13:05  SX EoD  $2,096.00    $765.00  $9,985.00    ($280.00)  63.72%  46.65%  $15.00  $0.00
 120  Sell Short  11/09/07 07:15  Short Entry  $2,056.50  $0.00  1  $575.00  1.47%  $680.00  66.67%    $15.00  $0.00
   Buy to Cover  11/09/07 13:05  SX EoD  $2,026.25    $605.00  $10,560.00    ($340.00)  92.65%  59.31%  $15.00  $0.00
 121  Buy  11/13/07 07:15  Long Entry  $2,014.50  $0.00  1  $785.00  2.02%  $910.00  90.55%    $15.00  $0.00
   Sell  11/13/07 13:05  LX EoD  $2,055.25    $815.00  $11,345.00    ($95.00)  90.55%  81.09%  $15.00  $0.00
 122  Buy  11/20/07 07:45  Long Entry  $2,050.50  $0.00  1  ($430.00)  (0.98%)  $130.00  24.53%    $15.00  $0.00
   Sell  11/20/07 09:35  Stop Loss  $2,030.50    ($400.00)  $10,915.00    ($400.00)  0.00%  (75.47%)  $15.00  $0.00
 123  Buy  11/28/07 07:15  Long Entry  $2,049.75  $0.00  1  $640.00  1.63%  $850.00  97.70%    $15.00  $0.00
   Sell  11/28/07 13:05  LX EoD  $2,083.25    $670.00  $11,555.00    ($20.00)  79.31%  77.01%  $15.00  $0.00
 124  Buy  12/05/07 07:20  Long Entry  $2,076.75  $0.00  1  $175.00  0.49%  $335.00  90.54%    $15.00  $0.00
   Sell  12/05/07 13:05  LX EoD  $2,087.00    $205.00  $11,730.00    ($35.00)  64.86%  55.41%  $15.00  $0.00
 125  Buy  12/12/07 07:15  Long Entry  $2,110.00  $0.00  1  ($430.00)  (0.95%)  $85.00  17.53%    $15.00  $0.00
   Sell  12/12/07 09:50  Stop Loss  $2,090.00    ($400.00)  $11,300.00    ($400.00)  0.00%  (82.47%)  $15.00  $0.00
 126  Sell Short  01/04/08 07:15  Short Entry  $1,996.25  $0.00  1  $1,080.00  2.78%  $1,110.00  98.67%    $15.00  $0.00
   Buy to Cover  01/04/08 13:05  SX EoD  $1,940.75    $1,110.00  $12,380.00    ($15.00)  100.00%  98.67%  $15.00  $0.00
 127  Sell Short  01/22/08 07:15  Short Entry  $1,752.50  $0.00  1  ($430.00)  (1.14%)  $60.00  13.04%    $15.00  $0.00
   Buy to Cover  01/22/08 07:25  Stop Loss  $1,772.50    ($400.00)  $11,950.00    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 128  Sell Short  01/23/08 07:45  Short Entry  $1,714.25  $0.00  1  $190.00  0.64%  $1,040.00  85.25%    $15.00  $0.00
   Buy to Cover  01/23/08 11:15  SPL1  $1,703.25    $220.00  $12,140.00    ($180.00)  32.79%  18.03%  $15.00  $0.00
 129  Buy  03/18/08 08:05  Long Entry  $1,685.75  $0.00  1  $765.00  2.36%  $815.00  76.89%    $15.00  $0.00
   Sell  03/18/08 13:05  LX EoD  $1,725.50    $795.00  $12,905.00    ($245.00)  98.11%  75.00%  $15.00  $0.00
 130  Buy  03/24/08 07:15  Long Entry  $1,758.00  $0.00  1  $375.00  1.15%  $505.00  84.17%    $15.00  $0.00
   Sell  03/24/08 13:05  LX EoD  $1,778.25    $405.00  $13,280.00    ($95.00)  83.33%  67.50%  $15.00  $0.00
 131  Buy  04/01/08 07:20  Long Entry  $1,781.25  $0.00  1  $720.00  2.11%  $755.00  94.38%    $15.00  $0.00
   Sell  04/01/08 13:05  LX EoD  $1,818.75    $750.00  $14,000.00    ($45.00)  99.38%  93.75%  $15.00  $0.00
 132  Sell Short  04/11/08 09:25  Short Entry  $1,777.75  $0.00  1  $265.00  0.83%  $440.00  87.13%    $15.00  $0.00
   Buy to Cover  04/11/08 13:05  SX EoD  $1,763.00    $295.00  $14,265.00    ($65.00)  71.29%  58.42%  $15.00  $0.00
 133  Sell Short  06/06/08 07:45  Short Entry  $1,980.75  $0.00  1  $640.00  1.69%  $700.00  88.61%    $15.00  $0.00
   Buy to Cover  06/06/08 13:05  SX EoD  $1,947.25    $670.00  $14,905.00    ($90.00)  96.20%  84.81%  $15.00  $0.00
 134  Sell Short  06/20/08 07:35  Short Entry  $1,894.25  $0.00  1  $135.00  0.44%  $380.00  73.79%    $15.00  $0.00
   Buy to Cover  06/20/08 13:05  SX EoD  $1,886.00    $165.00  $15,040.00    ($135.00)  58.25%  32.04%  $15.00  $0.00
 135  Sell Short  06/26/08 07:15  Short Entry  $1,841.00  $0.00  1  $555.00  1.59%  $615.00  77.36%    $15.00  $0.00
   Buy to Cover  06/26/08 13:05  SX EoD  $1,811.75    $585.00  $15,595.00    ($180.00)  96.23%  73.58%  $15.00  $0.00
 136  Sell Short  07/22/08 07:35  Short Entry  $1,746.00  $0.00  1  ($430.00)  (1.15%)  $95.00  19.19%    $15.00  $0.00
   Buy to Cover  07/22/08 12:45  Stop Loss  $1,766.00    ($400.00)  $15,165.00    ($400.00)  0.00%  (80.81%)  $15.00  $0.00
 137  Buy  07/29/08 07:20  Long Entry  $1,792.25  $0.00  1  $10.00  0.11%  $220.00  65.67%    $15.00  $0.00
   Sell  07/29/08 13:05  LX EoD  $1,794.25    $40.00  $15,175.00    ($115.00)  46.27%  11.94%  $15.00  $0.00
 138  Sell Short  08/01/08 07:25  Short Entry  $1,759.50  $0.00  1  ($430.00)  (1.14%)  $15.00  3.61%    $15.00  $0.00
   Buy to Cover  08/01/08 09:00  Stop Loss  $1,779.50    ($400.00)  $14,745.00    ($400.00)  0.00%  (96.39%)  $15.00  $0.00
 139  Sell Short  09/15/08 10:35  Short Entry  $1,684.25  $0.00  1  $500.00  1.57%  $635.00  92.70%    $15.00  $0.00
   Buy to Cover  09/15/08 13:05  SX EoD  $1,657.75    $530.00  $15,245.00    ($50.00)  84.67%  77.37%  $15.00  $0.00
 140  Sell Short  09/17/08 07:15  Short Entry  $1,641.75  $0.00  1  $190.00  0.67%  $955.00  92.72%    $15.00  $0.00
   Buy to Cover  09/17/08 12:15  SPL1  $1,630.75    $220.00  $15,435.00    ($75.00)  28.64%  21.36%  $15.00  $0.00
 141  Sell Short  09/29/08 07:15  Short Entry  $1,527.25  $0.00  1  $190.00  0.72%  $970.00  79.18%    $15.00  $0.00
   Buy to Cover  09/29/08 11:00  SPL1  $1,516.25    $220.00  $15,625.00    ($255.00)  38.78%  17.96%  $15.00  $0.00
 142  Buy  09/30/08 07:15  Long Entry  $1,491.75  $0.00  1  $930.00  3.22%  $1,100.00  96.07%    $15.00  $0.00
   Sell  09/30/08 13:05  LX EoD  $1,539.75    $960.00  $16,555.00    ($45.00)  87.77%  83.84%  $15.00  $0.00
 143  Sell Short  10/01/08 07:40  Short Entry  $1,506.00  $0.00  1  ($430.00)  (1.33%)  $255.00  38.93%    $15.00  $0.00
   Buy to Cover  10/01/08 09:55  Stop Loss  $1,526.00    ($400.00)  $16,125.00    ($400.00)  0.00%  (61.07%)  $15.00  $0.00
 144  Sell Short  10/02/08 07:25  Short Entry  $1,460.50  $0.00  1  $365.00  1.35%  $475.00  69.85%    $15.00  $0.00
   Buy to Cover  10/02/08 13:05  SX EoD  $1,440.75    $395.00  $16,490.00    ($205.00)  88.24%  58.09%  $15.00  $0.00
 145  Sell Short  10/06/08 07:15  Short Entry  $1,349.25  $0.00  1  $190.00  0.82%  $895.00  94.21%    $15.00  $0.00
   Buy to Cover  10/06/08 08:00  SPL1  $1,338.25    $220.00  $16,680.00    ($55.00)  28.95%  23.16%  $15.00  $0.00
 146  Buy  10/08/08 07:15  Long Entry  $1,313.75  $0.00  1  ($430.00)  (1.52%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/08/08 07:20  Stop Loss  $1,293.75    ($400.00)  $16,250.00    ($400.00)  0.00%  (100.00%)  $15.00  $0.00
 147  Buy  10/13/08 07:15  Long Entry  $1,269.25  $0.00  1  $2,100.00  8.39%  $2,195.00  95.43%    $15.00  $0.00
   Sell  10/13/08 13:05  LX EoD  $1,375.75    $2,130.00  $18,350.00    ($105.00)  97.17%  92.61%  $15.00  $0.00
 148  Sell Short  10/14/08 07:15  Short Entry  $1,351.50  $0.00  1  $865.00  3.31%  $1,145.00  75.58%    $15.00  $0.00
   Buy to Cover  10/14/08 13:05  SX EoD  $1,306.75    $895.00  $19,215.00    ($370.00)  83.50%  59.08%  $15.00  $0.00
 149  Sell Short  10/22/08 10:35  Short Entry  $1,199.75  $0.00  1  $190.00  0.92%  $1,010.00  85.59%    $15.00  $0.00
   Buy to Cover  10/22/08 13:05  SPL1  $1,188.75    $220.00  $19,405.00    ($170.00)  33.05%  18.64%  $15.00  $0.00
 150  Sell Short  10/24/08 07:15  Short Entry  $1,126.00  $0.00  1  ($430.00)  (1.78%)  $230.00  36.51%    $15.00  $0.00
   Buy to Cover  10/24/08 08:25  Stop Loss  $1,146.00    ($400.00)  $18,975.00    ($400.00)  0.00%  (63.49%)  $15.00  $0.00
 151  Buy  10/28/08 07:15  Long Entry  $1,145.50  $0.00  1  ($430.00)  (1.75%)  $0.00  0.00%    $15.00  $0.00
   Sell  10/28/08 07:45  Stop Loss  $1,125.50    ($400.00)  $18,545.00    ($400.00)  0.00%  (100.00%)  $15.00  $0.00
 152  Buy  10/30/08 11:25  Long Entry  $1,279.75  $0.00  1  ($430.00)  (1.56%)  $120.00  23.08%    $15.00  $0.00
   Sell  10/30/08 12:35  Stop Loss  $1,259.75    ($400.00)  $18,115.00    ($400.00)  0.00%  (76.92%)  $15.00  $0.00
 153  Sell Short  11/06/08 07:35  Short Entry  $1,209.75  $0.00  1  $465.00  2.05%  $675.00  95.07%    $15.00  $0.00
   Buy to Cover  11/06/08 13:05  SX EoD  $1,185.00    $495.00  $18,580.00    ($35.00)  74.65%  69.72%  $15.00  $0.00
 154  Sell Short  11/11/08 07:30  Short Entry  $1,158.25  $0.00  1  ($430.00)  (1.73%)  $185.00  31.62%    $15.00  $0.00
   Buy to Cover  11/11/08 11:25  Stop Loss  $1,178.25    ($400.00)  $18,150.00    ($400.00)  0.00%  (68.38%)  $15.00  $0.00
 155  Sell Short  11/14/08 07:15  Short Entry  $1,140.25  $0.00  1  ($430.00)  (1.75%)  $460.00  53.49%    $15.00  $0.00
   Buy to Cover  11/14/08 11:20  Stop Loss  $1,160.25    ($400.00)  $17,720.00    ($400.00)  0.00%  (46.51%)  $15.00  $0.00
 156  Sell Short  11/20/08 07:20  Short Entry  $1,000.00  $0.00  1  ($430.00)  (2.00%)  $5.00  1.23%    $15.00  $0.00
   Buy to Cover  11/20/08 07:30  Stop Loss  $1,020.00    ($400.00)  $17,290.00    ($400.00)  0.00%  (98.77%)  $15.00  $0.00
 157  Buy  11/24/08 07:15  Long Entry  $1,059.00  $0.00  1  $640.00  3.16%  $920.00  92.93%    $15.00  $0.00
   Sell  11/24/08 13:05  LX EoD  $1,092.50    $670.00  $17,930.00    ($70.00)  74.75%  67.68%  $15.00  $0.00
 158  Sell Short  12/01/08 07:15  Short Entry  $1,078.25  $0.00  1  $880.00  4.22%  $935.00  96.89%    $15.00  $0.00
   Buy to Cover  12/01/08 13:05  SX EoD  $1,032.75    $910.00  $18,810.00    ($30.00)  97.41%  94.30%  $15.00  $0.00
 159  Sell Short  12/05/08 07:15  Short Entry  $1,041.25  $0.00  1  ($430.00)  (1.92%)  $105.00  20.79%    $15.00  $0.00
   Buy to Cover  12/05/08 10:15  Stop Loss  $1,061.25    ($400.00)  $18,380.00    ($400.00)  0.00%  (79.21%)  $15.00  $0.00
 160  Buy  12/08/08 07:25  Long Entry  $1,154.25  $0.00  1  $135.00  0.71%  $490.00  77.17%    $15.00  $0.00
   Sell  12/08/08 13:05  LX EoD  $1,162.50    $165.00  $18,515.00    ($145.00)  48.82%  25.98%  $15.00  $0.00
 161  Sell Short  12/15/08 07:15  Short Entry  $1,124.00  $0.00  1  ($95.00)  (0.29%)  $335.00  64.42%    $15.00  $0.00
   Buy to Cover  12/15/08 13:05  SX EoD  $1,127.25    ($65.00)  $18,420.00    ($185.00)  23.08%  (12.50%)  $15.00  $0.00
 162  Sell Short  01/20/09 08:00  Short Entry  $1,103.00  $0.00  1  $530.00  2.54%  $640.00  86.49%    $15.00  $0.00
   Buy to Cover  01/20/09 13:05  SX EoD  $1,075.00    $560.00  $18,950.00    ($100.00)  89.19%  75.68%  $15.00  $0.00
 163  Buy  01/26/09 07:25  Long Entry  $1,140.00  $0.00  1  ($430.00)  (1.75%)  $5.00  1.23%    $15.00  $0.00
   Sell  01/26/09 10:35  Stop Loss  $1,120.00    ($400.00)  $18,520.00    ($400.00)  0.00%  (98.77%)  $15.00  $0.00
 164  Buy  01/28/09 07:15  Long Entry  $1,155.50  $0.00  1  $275.00  1.32%  $565.00  91.87%    $15.00  $0.00
   Sell  01/28/09 13:05  LX EoD  $1,170.75    $305.00  $18,795.00    ($50.00)  57.72%  49.59%  $15.00  $0.00
 165  Buy  02/04/09 07:15  Long Entry  $1,176.25  $0.00  1  ($430.00)  (1.70%)  $110.00  21.57%    $15.00  $0.00
   Sell  02/04/09 10:50  Stop Loss  $1,156.25    ($400.00)  $18,365.00    ($400.00)  0.00%  (78.43%)  $15.00  $0.00
 166  Sell Short  02/17/09 07:20  Short Entry  $1,127.25  $0.00  1  $50.00  0.35%  $115.00  27.06%    $15.00  $0.00
   Buy to Cover  02/17/09 13:05  SX EoD  $1,123.25    $80.00  $18,415.00    ($310.00)  91.76%  18.82%  $15.00  $0.00
 167  Buy  03/04/09 07:35  Long Entry  $1,041.00  $0.00  1  $35.00  0.31%  $460.00  88.46%    $15.00  $0.00
   Sell  03/04/09 13:05  LX EoD  $1,044.25    $65.00  $18,450.00    ($60.00)  24.04%  12.50%  $15.00  $0.00
 168  Buy  03/10/09 07:15  Long Entry  $1,027.75  $0.00  1  $415.00  2.16%  $475.00  90.48%    $15.00  $0.00
   Sell  03/10/09 13:05  LX EoD  $1,050.00    $445.00  $18,865.00    ($50.00)  94.29%  84.76%  $15.00  $0.00
 169  Buy  03/23/09 07:20  Long Entry  $1,159.25  $0.00  1  $665.00  3.00%  $720.00  93.51%    $15.00  $0.00
   Sell  03/23/09 13:05  LX EoD  $1,194.00    $695.00  $19,530.00    ($50.00)  96.75%  90.26%  $15.00  $0.00
 170  Sell Short  03/30/09 07:15  Short Entry  $1,154.25  $0.00  1  ($105.00)  (0.32%)  $270.00  73.97%    $15.00  $0.00
   Buy to Cover  03/30/09 13:05  SX EoD  $1,158.00    ($75.00)  $19,425.00    ($95.00)  5.48%  (20.55%)  $15.00  $0.00
 171  Buy  04/02/09 07:20  Long Entry  $1,223.50  $0.00  1  $150.00  0.74%  $490.00  82.35%    $15.00  $0.00
   Sell  04/02/09 13:05  LX EoD  $1,232.50    $180.00  $19,575.00    ($105.00)  47.90%  30.25%  $15.00  $0.00
 172  Sell Short  04/07/09 09:40  Short Entry  $1,218.75  $0.00  1  $65.00  0.39%  $295.00  75.64%    $15.00  $0.00
   Buy to Cover  04/07/09 13:05  SX EoD  $1,214.00    $95.00  $19,640.00    ($95.00)  48.72%  24.36%  $15.00  $0.00
 173  Buy  04/09/09 10:25  Long Entry  $1,275.50  $0.00  1  ($5.00)  0.10%  $60.00  36.36%    $15.00  $0.00
   Sell  04/09/09 13:05  LX EoD  $1,276.75    $25.00  $19,635.00    ($105.00)  78.79%  15.15%  $15.00  $0.00
 174  Sell Short  04/20/09 07:15  Short Entry  $1,256.50  $0.00  1  $170.00  0.80%  $355.00  98.61%    $15.00  $0.00
   Buy to Cover  04/20/09 13:05  SX EoD  $1,246.50    $200.00  $19,805.00    ($5.00)  56.94%  55.56%  $15.00  $0.00
 175  Buy  04/30/09 08:05  Long Entry  $1,352.50  $0.00  1  ($430.00)  (1.48%)  $40.00  9.09%    $15.00  $0.00
   Sell  04/30/09 10:20  Stop Loss  $1,332.50    ($400.00)  $19,375.00    ($400.00)  0.00%  (90.91%)  $15.00  $0.00
 176  Sell Short  05/07/09 07:25  Short Entry  $1,331.75  $0.00  1  $5.00  0.13%  $385.00  86.52%    $15.00  $0.00
   Buy to Cover  05/07/09 13:05  SX EoD  $1,330.00    $35.00  $19,380.00    ($60.00)  21.35%  7.87%  $15.00  $0.00
 177  Sell Short  05/13/09 07:45  Short Entry  $1,285.25  $0.00  1  $80.00  0.43%  $195.00  76.47%    $15.00  $0.00
   Buy to Cover  05/13/09 13:05  SX EoD  $1,279.75    $110.00  $19,460.00    ($60.00)  66.67%  43.14%  $15.00  $0.00
 178  Buy  05/26/09 07:15  Long Entry  $1,336.75  $0.00  1  $225.00  0.95%  $300.00  80.00%    $15.00  $0.00
   Sell  05/26/09 13:05  LX EoD  $1,349.50    $255.00  $19,685.00    ($75.00)  88.00%  68.00%  $15.00  $0.00
 179  Buy  06/01/09 07:15  Long Entry  $1,405.50  $0.00  1  $60.00  0.32%  $280.00  94.92%    $15.00  $0.00
   Sell  06/01/09 13:05  LX EoD  $1,410.00    $90.00  $19,745.00    ($15.00)  35.59%  30.51%  $15.00  $0.00
 180  Buy  07/15/09 07:15  Long Entry  $1,421.50  $0.00  1  $280.00  1.09%  $330.00  91.67%    $15.00  $0.00
   Sell  07/15/09 13:05  LX EoD  $1,437.00    $310.00  $20,025.00    ($30.00)  94.44%  86.11%  $15.00  $0.00
 181  Buy  07/30/09 07:40  Long Entry  $1,569.75  $0.00  1  ($430.00)  (1.27%)  $15.00  3.61%    $15.00  $0.00
   Sell  07/30/09 12:45  Stop Loss  $1,549.75    ($400.00)  $19,595.00    ($400.00)  0.00%  (96.39%)  $15.00  $0.00
 182  Sell Short  08/14/09 07:15  Short Entry  $1,539.75  $0.00  1  ($255.00)  (0.73%)  $125.00  35.21%    $15.00  $0.00
   Buy to Cover  08/14/09 13:05  SX EoD  $1,551.00    ($225.00)  $19,340.00    ($230.00)  1.41%  (63.38%)  $15.00  $0.00
 183  Sell Short  08/17/09 07:15  Short Entry  $1,512.25  $0.00  1  $195.00  0.74%  $250.00  87.72%    $15.00  $0.00
   Buy to Cover  08/17/09 13:05  SX EoD  $1,501.00    $225.00  $19,535.00    ($35.00)  91.23%  78.95%  $15.00  $0.00
 184  Sell Short  10/01/09 08:05  Short Entry  $1,623.25  $0.00  1  $335.00  1.12%  $380.00  98.70%    $15.00  $0.00
   Buy to Cover  10/01/09 13:05  SX EoD  $1,605.00    $365.00  $19,870.00    ($5.00)  96.10%  94.81%  $15.00  $0.00
 185  Buy  10/06/09 07:20  Long Entry  $1,643.75  $0.00  1  ($75.00)  (0.14%)  $160.00  31.68%    $15.00  $0.00
   Sell  10/06/09 13:05  LX EoD  $1,641.50    ($45.00)  $19,795.00    ($345.00)  59.41%  (8.91%)  $15.00  $0.00
 186  Sell Short  11/19/09 07:35  Short Entry  $1,707.50  $0.00  1  ($85.00)  (0.16%)  $145.00  46.03%    $15.00  $0.00
   Buy to Cover  11/19/09 13:05  SX EoD  $1,710.25    ($55.00)  $19,710.00    ($170.00)  36.51%  (17.46%)  $15.00  $0.00
 187  Buy  11/23/09 07:20  Long Entry  $1,740.50  $0.00  1  ($195.00)  (0.47%)  $30.00  9.52%    $15.00  $0.00
   Sell  11/23/09 13:05  LX EoD  $1,732.25    ($165.00)  $19,515.00    ($285.00)  38.10%  (52.38%)  $15.00  $0.00
 188  Sell Short  11/27/09 10:15  Short Entry  $1,699.50  $0.00  1  ($30.00)  0.00%  $0.00  100.00%    $15.00  $0.00
   Buy to Cover  11/27/09 13:15  End of Day Exit  $1,699.50    $0.00  $19,485.00    $0.00  100.00%  100.00%  $15.00  $0.00
 189  Buy  12/04/09 07:40  Long Entry  $1,753.50  $0.00  1  ($430.00)  (1.14%)  $30.00  6.98%    $15.00  $0.00
   Sell  12/04/09 08:40  Stop Loss  $1,733.50    ($400.00)  $19,055.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 190  Sell Short  02/04/10 07:15  Short Entry  $1,692.50  $0.00  1  $265.00  0.87%  $370.00  84.09%    $15.00  $0.00
   Buy to Cover  02/04/10 13:05  SX EoD  $1,677.75    $295.00  $19,320.00    ($70.00)  82.95%  67.05%  $15.00  $0.00
 191  Sell Short  02/25/10 08:55  Short Entry  $1,724.75  $0.00  1  ($430.00)  (1.16%)  $5.00  1.23%    $15.00  $0.00
   Buy to Cover  02/25/10 11:00  Stop Loss  $1,744.75    ($400.00)  $18,890.00    ($400.00)  0.00%  (98.77%)  $15.00  $0.00
 192  Sell Short  05/04/10 07:20  Short Entry  $1,921.75  $0.00  1  $95.00  0.33%  $490.00  85.22%    $15.00  $0.00
   Buy to Cover  05/04/10 13:05  SX EoD  $1,915.50    $125.00  $18,985.00    ($85.00)  36.52%  21.74%  $15.00  $0.00
 193  Buy  05/10/10 07:15  Long Entry  $1,879.25  $0.00  1  $110.00  0.37%  $155.00  36.47%    $15.00  $0.00
   Sell  05/10/10 13:05  LX EoD  $1,886.25    $140.00  $19,095.00    ($270.00)  96.47%  32.94%  $15.00  $0.00
 194  Buy  05/12/10 07:30  Long Entry  $1,908.00  $0.00  1  $115.00  0.38%  $265.00  67.09%    $15.00  $0.00
   Sell  05/12/10 13:05  LX EoD  $1,915.25    $145.00  $19,210.00    ($130.00)  69.62%  36.71%  $15.00  $0.00
 195  Sell Short  05/14/10 08:05  Short Entry  $1,848.00  $0.00  1  ($95.00)  (0.18%)  $400.00  72.07%    $15.00  $0.00
   Buy to Cover  05/14/10 13:05  SX EoD  $1,851.25    ($65.00)  $19,115.00    ($155.00)  16.22%  (11.71%)  $15.00  $0.00
 196  Sell Short  05/20/10 07:15  Short Entry  $1,767.25  $0.00  1  $465.00  1.40%  $510.00  61.08%    $15.00  $0.00
   Buy to Cover  05/20/10 13:05  SX EoD  $1,742.50    $495.00  $19,580.00    ($325.00)  98.20%  59.28%  $15.00  $0.00
 197  Sell Short  05/25/10 07:45  Short Entry  $1,714.25  $0.00  1  ($430.00)  (1.17%)  $55.00  12.09%    $15.00  $0.00
   Buy to Cover  05/25/10 09:05  Stop Loss  $1,734.25    ($400.00)  $19,150.00    ($400.00)  0.00%  (87.91%)  $15.00  $0.00
 198  Buy  05/26/10 07:20  Long Entry  $1,791.50  $0.00  1  ($430.00)  (1.12%)  $65.00  13.98%    $15.00  $0.00
   Sell  05/26/10 08:50  Stop Loss  $1,771.50    ($400.00)  $18,720.00    ($400.00)  0.00%  (86.02%)  $15.00  $0.00
 199  Buy  05/27/10 07:15  Long Entry  $1,784.75  $0.00  1  $395.00  1.19%  $460.00  90.20%    $15.00  $0.00
   Sell  05/27/10 13:05  LX EoD  $1,806.00    $425.00  $19,115.00    ($50.00)  93.14%  83.33%  $15.00  $0.00
 200  Buy  06/10/10 07:20  Long Entry  $1,758.00  $0.00  1  $225.00  0.73%  $380.00  63.87%    $15.00  $0.00
   Sell  06/10/10 13:05  LX EoD  $1,770.75    $255.00  $19,340.00    ($215.00)  78.99%  42.86%  $15.00  $0.00
 201  Sell Short  06/29/10 07:20  Short Entry  $1,723.50  $0.00  1  $250.00  0.81%  $575.00  72.78%    $15.00  $0.00
   Buy to Cover  06/29/10 13:05  SX EoD  $1,709.50    $280.00  $19,590.00    ($215.00)  62.66%  35.44%  $15.00  $0.00
 202  Buy  07/06/10 07:15  Long Entry  $1,707.25  $0.00  1  ($430.00)  (1.17%)  $30.00  6.98%    $15.00  $0.00
   Sell  07/06/10 09:45  Stop Loss  $1,687.25    ($400.00)  $19,160.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 203  Sell Short  07/16/10 08:25  Short Entry  $1,765.25  $0.00  1  $280.00  0.88%  $370.00  84.09%    $15.00  $0.00
   Buy to Cover  07/16/10 13:05  SX EoD  $1,749.75    $310.00  $19,440.00    ($70.00)  86.36%  70.45%  $15.00  $0.00
 204  Buy  07/22/10 07:15  Long Entry  $1,806.50  $0.00  1  ($15.00)  0.04%  $190.00  62.30%    $15.00  $0.00
   Sell  07/22/10 13:05  LX EoD  $1,807.25    $15.00  $19,425.00    ($115.00)  42.62%  4.92%  $15.00  $0.00
 205  Buy  08/02/10 07:15  Long Entry  $1,843.25  $0.00  1  ($80.00)  (0.14%)  $105.00  51.22%    $15.00  $0.00
   Sell  08/02/10 13:05  LX EoD  $1,840.75    ($50.00)  $19,345.00    ($100.00)  24.39%  (24.39%)  $15.00  $0.00
 206  Sell Short  08/11/10 07:15  Short Entry  $1,800.25  $0.00  1  $155.00  0.51%  $330.00  92.96%    $15.00  $0.00
   Buy to Cover  08/11/10 13:05  SX EoD  $1,791.00    $185.00  $19,500.00    ($25.00)  59.15%  52.11%  $15.00  $0.00
 207  Buy  09/01/10 07:15  Long Entry  $1,761.75  $0.00  1  $95.00  0.35%  $200.00  78.43%    $15.00  $0.00
   Sell  09/01/10 13:05  LX EoD  $1,768.00    $125.00  $19,595.00    ($55.00)  70.59%  49.02%  $15.00  $0.00
 208  Buy  09/24/10 07:40  Long Entry  $1,963.00  $0.00  1  $85.00  0.29%  $165.00  100.00%    $15.00  $0.00
   Sell  09/24/10 13:05  LX EoD  $1,968.75    $115.00  $19,680.00    $0.00  69.70%  69.70%  $15.00  $0.00
 209  Buy  10/05/10 07:15  Long Entry  $1,958.25  $0.00  1  $225.00  0.65%  $320.00  80.00%    $15.00  $0.00
   Sell  10/05/10 13:05  LX EoD  $1,971.00    $255.00  $19,905.00    ($80.00)  83.75%  63.75%  $15.00  $0.00
 210  Buy  11/18/10 07:15  Long Entry  $2,087.75  $0.00  1  ($145.00)  (0.28%)  $165.00  49.25%    $15.00  $0.00
   Sell  11/18/10 13:05  LX EoD  $2,082.00    ($115.00)  $19,760.00    ($170.00)  16.42%  (34.33%)  $15.00  $0.00
 211  Sell Short  11/23/10 07:15  Short Entry  $2,067.25  $0.00  1  ($40.00)  (0.02%)  $265.00  63.86%    $15.00  $0.00
   Buy to Cover  11/23/10 13:05  SX EoD  $2,067.75    ($10.00)  $19,720.00    ($150.00)  33.73%  (2.41%)  $15.00  $0.00
 212  Buy  11/24/10 07:20  Long Entry  $2,102.25  $0.00  1  $105.00  0.32%  $245.00  100.00%    $15.00  $0.00
   Sell  11/24/10 13:05  LX EoD  $2,109.00    $135.00  $19,825.00    $0.00  55.10%  55.10%  $15.00  $0.00
 213  Buy  12/01/10 07:15  Long Entry  $2,111.75  $0.00  1  ($85.00)  (0.13%)  $230.00  75.41%    $15.00  $0.00
   Sell  12/01/10 13:05  LX EoD  $2,109.00    ($55.00)  $19,740.00    ($75.00)  6.56%  (18.03%)  $15.00  $0.00
 214  Buy  01/03/11 07:20  Long Entry  $2,213.50  $0.00  1  ($215.00)  (0.42%)  $100.00  27.40%    $15.00  $0.00
   Sell  01/03/11 13:05  LX EoD  $2,204.25    ($185.00)  $19,525.00    ($265.00)  21.92%  (50.68%)  $15.00  $0.00
 215  Sell Short  02/22/11 08:15  Short Entry  $2,304.00  $0.00  1  $630.00  1.43%  $755.00  99.34%    $15.00  $0.00
   Buy to Cover  02/22/11 13:05  SX EoD  $2,271.00    $660.00  $20,155.00    ($5.00)  87.50%  86.84%  $15.00  $0.00
 216  Buy  02/25/11 07:45  Long Entry  $2,295.00  $0.00  1  $5.00  0.08%  $120.00  40.00%    $15.00  $0.00
   Sell  02/25/11 13:05  LX EoD  $2,296.75    $35.00  $20,160.00    ($180.00)  71.67%  11.67%  $15.00  $0.00
 217  Buy  03/03/11 07:15  Long Entry  $2,314.00  $0.00  1  $170.00  0.43%  $255.00  75.00%    $15.00  $0.00
   Sell  03/03/11 13:05  LX EoD  $2,324.00    $200.00  $20,330.00    ($85.00)  83.82%  58.82%  $15.00  $0.00
 218  Buy  03/21/11 07:30  Long Entry  $2,219.25  $0.00  1  ($185.00)  (0.35%)  $105.00  33.33%    $15.00  $0.00
   Sell  03/21/11 13:05  LX EoD  $2,211.50    ($155.00)  $20,145.00    ($210.00)  17.46%  (49.21%)  $15.00  $0.00
 219  Buy  04/20/11 07:15  Long Entry  $2,306.25  $0.00  1  $115.00  0.31%  $210.00  64.62%    $15.00  $0.00
   Sell  04/20/11 13:05  LX EoD  $2,313.50    $145.00  $20,260.00    ($115.00)  80.00%  44.62%  $15.00  $0.00
 220  Sell Short  05/23/11 07:15  Short Entry  $2,261.00  $0.00  1  ($165.00)  (0.30%)  $75.00  18.29%    $15.00  $0.00
   Buy to Cover  05/23/11 13:05  SX EoD  $2,267.75    ($135.00)  $20,095.00    ($335.00)  48.78%  (32.93%)  $15.00  $0.00
 221  Sell Short  07/11/11 07:20  Short Entry  $2,332.25  $0.00  1  $210.00  0.51%  $485.00  96.04%    $15.00  $0.00
   Buy to Cover  07/11/11 13:05  SX EoD  $2,320.25    $240.00  $20,305.00    ($20.00)  51.49%  47.52%  $15.00  $0.00
 222  Buy  07/19/11 07:20  Long Entry  $2,342.25  $0.00  1  $125.00  0.33%  $285.00  58.76%    $15.00  $0.00
   Sell  07/19/11 13:05  LX EoD  $2,350.00    $155.00  $20,430.00    ($200.00)  73.20%  31.96%  $15.00  $0.00
 223  Sell Short  07/27/11 07:15  Short Entry  $2,345.25  $0.00  1  $495.00  1.12%  $605.00  79.08%    $15.00  $0.00
   Buy to Cover  07/27/11 13:05  SX EoD  $2,319.00    $525.00  $20,925.00    ($160.00)  89.54%  68.63%  $15.00  $0.00
 224  Sell Short  08/04/11 07:15  Short Entry  $2,226.00  $0.00  1  $170.00  0.45%  $765.00  87.43%    $15.00  $0.00
   Buy to Cover  08/04/11 09:45  SPL1  $2,216.00    $200.00  $21,095.00    ($110.00)  35.43%  22.86%  $15.00  $0.00
 225  Sell Short  08/08/11 07:15  Short Entry  $2,087.00  $0.00  1  $1,735.00  4.23%  $1,975.00  89.98%    $15.00  $0.00
   Buy to Cover  08/08/11 13:05  SX EoD  $1,998.75    $1,765.00  $22,830.00    ($220.00)  90.43%  80.41%  $15.00  $0.00
 226  Buy  08/09/11 07:15  Long Entry  $2,070.75  $0.00  1  ($430.00)  (0.97%)  $335.00  45.58%    $15.00  $0.00
   Sell  08/09/11 11:00  Stop Loss  $2,050.75    ($400.00)  $22,400.00    ($400.00)  0.00%  (54.42%)  $15.00  $0.00
 227  Sell Short  08/10/11 07:15  Short Entry  $2,045.75  $0.00  1  ($430.00)  (0.98%)  $315.00  44.06%    $15.00  $0.00
   Buy to Cover  08/10/11 09:10  Stop Loss  $2,065.75    ($400.00)  $21,970.00    ($400.00)  0.00%  (55.94%)  $15.00  $0.00
 228  Sell Short  08/18/11 11:00  Short Entry  $2,029.00  $0.00  1  ($195.00)  (0.41%)  $385.00  61.11%    $15.00  $0.00
   Buy to Cover  08/18/11 13:05  SX EoD  $2,037.25    ($165.00)  $21,775.00    ($245.00)  12.70%  (26.19%)  $15.00  $0.00
 229  Buy  08/23/11 07:40  Long Entry  $2,038.75  $0.00  1  $835.00  2.12%  $945.00  80.08%    $15.00  $0.00
   Sell  08/23/11 13:05  LX EoD  $2,082.00    $865.00  $22,610.00    ($235.00)  93.22%  73.31%  $15.00  $0.00
 230  Buy  08/29/11 07:15  Long Entry  $2,160.00  $0.00  1  $360.00  0.90%  $435.00  76.32%    $15.00  $0.00
   Sell  08/29/11 13:05  LX EoD  $2,179.50    $390.00  $22,970.00    ($135.00)  92.11%  68.42%  $15.00  $0.00
 231  Buy  08/31/11 07:15  Long Entry  $2,218.00  $0.00  1  ($430.00)  (0.90%)  $145.00  26.61%    $15.00  $0.00
   Sell  08/31/11 09:00  Stop Loss  $2,198.00    ($400.00)  $22,540.00    ($400.00)  0.00%  (73.39%)  $15.00  $0.00
 232  Sell Short  09/02/11 07:15  Short Entry  $2,142.00  $0.00  1  $305.00  0.78%  $590.00  96.72%    $15.00  $0.00
   Buy to Cover  09/02/11 13:05  SX EoD  $2,125.25    $335.00  $22,845.00    ($20.00)  58.20%  54.92%  $15.00  $0.00
 233  Sell Short  09/06/11 07:15  Short Entry  $2,080.25  $0.00  1  ($430.00)  (0.96%)  $230.00  36.51%    $15.00  $0.00
   Buy to Cover  09/06/11 10:25  Stop Loss  $2,100.25    ($400.00)  $22,415.00    ($400.00)  0.00%  (63.49%)  $15.00  $0.00
 234  Buy  09/07/11 08:25  Long Entry  $2,159.25  $0.00  1  $370.00  0.93%  $420.00  95.45%    $15.00  $0.00
   Sell  09/07/11 13:05  LX EoD  $2,179.25    $400.00  $22,785.00    ($20.00)  95.45%  90.91%  $15.00  $0.00
 235  Sell Short  09/19/11 07:15  Short Entry  $2,222.75  $0.00  1  ($430.00)  (0.90%)  $100.00  20.00%    $15.00  $0.00
   Buy to Cover  09/19/11 08:25  Stop Loss  $2,242.75    ($400.00)  $22,355.00    ($400.00)  0.00%  (80.00%)  $15.00  $0.00
 236  Sell Short  09/22/11 08:10  Short Entry  $2,152.25  $0.00  1  $170.00  0.46%  $760.00  76.77%    $15.00  $0.00
   Buy to Cover  09/22/11 11:25  SPL1  $2,142.25    $200.00  $22,525.00    ($230.00)  43.43%  20.20%  $15.00  $0.00
 237  Buy  09/27/11 07:30  Long Entry  $2,220.75  $0.00  1  ($430.00)  (0.90%)  $525.00  56.76%    $15.00  $0.00
   Sell  09/27/11 12:55  Stop Loss  $2,200.75    ($400.00)  $22,095.00    ($400.00)  0.00%  (43.24%)  $15.00  $0.00
 238  Sell Short  09/30/11 07:15  Short Entry  $2,125.00  $0.00  1  $660.00  1.62%  $730.00  69.86%    $15.00  $0.00
   Buy to Cover  09/30/11 13:05  SX EoD  $2,090.50    $690.00  $22,755.00    ($315.00)  96.17%  66.03%  $15.00  $0.00
 239  Buy  10/10/11 07:15  Long Entry  $2,220.75  $0.00  1  $275.00  0.69%  $350.00  57.85%    $15.00  $0.00
   Sell  10/10/11 13:05  LX EoD  $2,236.00    $305.00  $23,030.00    ($255.00)  92.56%  50.41%  $15.00  $0.00
 240  Buy  10/14/11 12:30  Long Entry  $2,321.25  $0.00  1  $135.00  0.36%  $170.00  79.07%    $15.00  $0.00
   Sell  10/14/11 13:05  LX EoD  $2,329.50    $165.00  $23,165.00    ($45.00)  97.67%  76.74%  $15.00  $0.00
 241  Sell Short  10/19/11 10:40  Short Entry  $2,297.75  $0.00  1  $395.00  0.92%  $605.00  92.37%    $15.00  $0.00
   Buy to Cover  10/19/11 13:05  SX EoD  $2,276.50    $425.00  $23,560.00    ($50.00)  72.52%  64.89%  $15.00  $0.00
 242  Buy  10/21/11 07:15  Long Entry  $2,298.25  $0.00  1  ($430.00)  (0.87%)  $180.00  31.03%    $15.00  $0.00
   Sell  10/21/11 10:05  Stop Loss  $2,278.25    ($400.00)  $23,130.00    ($400.00)  0.00%  (68.97%)  $15.00  $0.00
 243  Buy  10/27/11 07:15  Long Entry  $2,336.00  $0.00  1  $355.00  0.82%  $690.00  72.25%    $15.00  $0.00
   Sell  10/27/11 13:05  LX EoD  $2,355.25    $385.00  $23,485.00    ($265.00)  68.06%  40.31%  $15.00  $0.00
 244  Sell Short  10/31/11 09:30  Short Entry  $2,328.50  $0.00  1  $170.00  0.43%  $275.00  47.41%    $15.00  $0.00
   Buy to Cover  10/31/11 13:05  SX EoD  $2,318.50    $200.00  $23,655.00    ($305.00)  87.07%  34.48%  $15.00  $0.00
 245  Sell Short  11/01/11 08:35  Short Entry  $2,264.00  $0.00  1  ($60.00)  (0.07%)  $390.00  56.12%    $15.00  $0.00
   Buy to Cover  11/01/11 13:05  SX EoD  $2,265.50    ($30.00)  $23,595.00    ($305.00)  39.57%  (4.32%)  $15.00  $0.00
 246  Sell Short  11/09/11 07:30  Short Entry  $2,295.50  $0.00  1  $420.00  0.98%  $625.00  63.13%    $15.00  $0.00
   Buy to Cover  11/09/11 13:05  SX EoD  $2,273.00    $450.00  $24,015.00    ($365.00)  82.32%  45.45%  $15.00  $0.00
 247  Buy  11/11/11 07:35  Long Entry  $2,305.50  $0.00  1  $80.00  0.24%  $330.00  91.67%    $15.00  $0.00
   Sell  11/11/11 13:05  LX EoD  $2,311.00    $110.00  $24,095.00    ($30.00)  38.89%  30.56%  $15.00  $0.00
 248  Sell Short  11/21/11 07:20  Short Entry  $2,162.00  $0.00  1  ($430.00)  (0.93%)  $265.00  39.85%    $15.00  $0.00
   Buy to Cover  11/21/11 12:30  Stop Loss  $2,182.00    ($400.00)  $23,665.00    ($400.00)  0.00%  (60.15%)  $15.00  $0.00
 249  Sell Short  11/23/11 07:15  Short Entry  $2,141.75  $0.00  1  $300.00  0.77%  $365.00  77.66%    $15.00  $0.00
   Buy to Cover  11/23/11 13:05  SX EoD  $2,125.25    $330.00  $23,965.00    ($105.00)  92.55%  70.21%  $15.00  $0.00
 250  Buy  11/28/11 07:20  Long Entry  $2,187.25  $0.00  1  ($60.00)  (0.07%)  $50.00  12.35%    $15.00  $0.00
   Sell  11/28/11 13:05  LX EoD  $2,185.75    ($30.00)  $23,905.00    ($355.00)  80.25%  (7.41%)  $15.00  $0.00
 251  Buy  11/30/11 07:20  Long Entry  $2,239.00  $0.00  1  $315.00  0.77%  $375.00  84.27%    $15.00  $0.00
   Sell  11/30/11 13:05  LX EoD  $2,256.25    $345.00  $24,220.00    ($70.00)  93.26%  77.53%  $15.00  $0.00
 252  Buy  12/05/11 07:15  Long Entry  $2,298.75  $0.00  1  ($430.00)  (0.87%)  $135.00  25.23%    $15.00  $0.00
   Sell  12/05/11 12:25  Stop Loss  $2,278.75    ($400.00)  $23,790.00    ($400.00)  0.00%  (74.77%)  $15.00  $0.00
 253  Sell Short  12/12/11 07:20  Short Entry  $2,240.50  $0.00  1  ($335.00)  (0.68%)  $100.00  22.99%    $15.00  $0.00
   Buy to Cover  12/12/11 13:05  SX EoD  $2,255.75    ($305.00)  $23,455.00    ($335.00)  6.90%  (70.11%)  $15.00  $0.00
 254  Buy  12/16/11 07:20  Long Entry  $2,228.25  $0.00  1  ($430.00)  (0.90%)  $30.00  6.98%    $15.00  $0.00
   Sell  12/16/11 09:00  Stop Loss  $2,208.25    ($400.00)  $23,025.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 255  Buy  12/20/11 07:15  Long Entry  $2,225.50  $0.00  1  $185.00  0.48%  $465.00  86.11%    $15.00  $0.00
   Sell  12/20/11 13:05  LX EoD  $2,236.25    $215.00  $23,210.00    ($75.00)  53.70%  39.81%  $15.00  $0.00
 256  Sell Short  12/21/11 07:55  Short Entry  $2,202.50  $0.00  1  ($160.00)  (0.30%)  $385.00  65.81%    $15.00  $0.00
   Buy to Cover  12/21/11 13:05  SX EoD  $2,209.00    ($130.00)  $23,050.00    ($200.00)  11.97%  (22.22%)  $15.00  $0.00
 257  Buy  02/03/12 07:20  Long Entry  $2,489.50  $0.00  1  ($15.00)  0.03%  $120.00  70.59%    $15.00  $0.00
   Sell  02/03/12 13:05  LX EoD  $2,490.25    $15.00  $23,035.00    ($50.00)  38.24%  8.82%  $15.00  $0.00
 258  Sell Short  03/06/12 07:15  Short Entry  $2,546.00  $0.00  1  ($225.00)  (0.38%)  $110.00  30.99%    $15.00  $0.00
   Buy to Cover  03/06/12 13:05  SX EoD  $2,555.75    ($195.00)  $22,810.00    ($245.00)  14.08%  (54.93%)  $15.00  $0.00
 259  Sell Short  04/04/12 07:15  Short Entry  $2,717.50  $0.00  1  $110.00  0.26%  $435.00  98.86%    $15.00  $0.00
   Buy to Cover  04/04/12 13:05  SX EoD  $2,710.50    $140.00  $22,920.00    ($5.00)  32.95%  31.82%  $15.00  $0.00
 260  Buy  04/17/12 07:15  Long Entry  $2,665.25  $0.00  1  $395.00  0.80%  $680.00  99.27%    $15.00  $0.00
   Sell  04/17/12 13:05  LX EoD  $2,686.50    $425.00  $23,315.00    ($5.00)  62.77%  62.04%  $15.00  $0.00
 261  Sell Short  04/23/12 07:45  Short Entry  $2,601.75  $0.00  1  ($430.00)  (0.77%)  $115.00  22.33%    $15.00  $0.00
   Buy to Cover  04/23/12 11:25  Stop Loss  $2,621.75    ($400.00)  $22,885.00    ($400.00)  0.00%  (77.67%)  $15.00  $0.00
 262  Buy  04/25/12 12:05  Long Entry  $2,675.50  $0.00  1  ($30.00)  0.00%  $25.00  23.81%    $15.00  $0.00
   Sell  04/25/12 13:05  LX EoD  $2,675.50    $0.00  $22,855.00    ($80.00)  76.19%  0.00%  $15.00  $0.00
 263  Sell Short  05/04/12 07:15  Short Entry  $2,631.50  $0.00  1  $585.00  1.17%  $640.00  94.12%    $15.00  $0.00
   Buy to Cover  05/04/12 13:05  SX EoD  $2,600.75    $615.00  $23,440.00    ($40.00)  96.32%  90.44%  $15.00  $0.00
 264  Sell Short  05/08/12 07:15  Short Entry  $2,577.00  $0.00  1  ($430.00)  (0.78%)  $455.00  53.22%    $15.00  $0.00
   Buy to Cover  05/08/12 12:20  Stop Loss  $2,597.00    ($400.00)  $23,010.00    ($400.00)  0.00%  (46.78%)  $15.00  $0.00
 265  Sell Short  05/30/12 07:15  Short Entry  $2,499.25  $0.00  1  ($135.00)  (0.21%)  $150.00  30.30%    $15.00  $0.00
   Buy to Cover  05/30/12 13:05  SX EoD  $2,504.50    ($105.00)  $22,875.00    ($345.00)  48.48%  (21.21%)  $15.00  $0.00
 266  Sell Short  06/01/12 07:15  Short Entry  $2,457.25  $0.00  1  $575.00  1.23%  $615.00  92.48%    $15.00  $0.00
   Buy to Cover  06/01/12 13:05  SX EoD  $2,427.00    $605.00  $23,450.00    ($50.00)  98.50%  90.98%  $15.00  $0.00
 267  Buy  06/06/12 07:15  Long Entry  $2,497.50  $0.00  1  $425.00  0.91%  $465.00  84.55%    $15.00  $0.00
   Sell  06/06/12 13:05  LX EoD  $2,520.25    $455.00  $23,875.00    ($85.00)  98.18%  82.73%  $15.00  $0.00
 268  Sell Short  06/25/12 07:20  Short Entry  $2,516.00  $0.00  1  $225.00  0.51%  $360.00  100.00%    $15.00  $0.00
   Buy to Cover  06/25/12 13:05  SX EoD  $2,503.25    $255.00  $24,100.00    $0.00  70.83%  70.83%  $15.00  $0.00
 269  Sell Short  06/28/12 07:15  Short Entry  $2,506.25  $0.00  1  ($80.00)  (0.10%)  $515.00  80.47%    $15.00  $0.00
   Buy to Cover  06/28/12 13:05  SX EoD  $2,508.75    ($50.00)  $24,020.00    ($125.00)  11.72%  (7.81%)  $15.00  $0.00
 270  Buy  06/29/12 07:20  Long Entry  $2,565.50  $0.00  1  $450.00  0.94%  $555.00  90.24%    $15.00  $0.00
   Sell  06/29/12 13:05  LX EoD  $2,589.50    $480.00  $24,470.00    ($60.00)  87.80%  78.05%  $15.00  $0.00
 271  Sell Short  07/06/12 07:35  Short Entry  $2,583.00  $0.00  1  ($75.00)  (0.09%)  $310.00  77.50%    $15.00  $0.00
   Buy to Cover  07/06/12 13:05  SX EoD  $2,585.25    ($45.00)  $24,395.00    ($90.00)  11.25%  (11.25%)  $15.00  $0.00
 272  Sell Short  07/12/12 07:40  Short Entry  $2,498.50  $0.00  1  ($430.00)  (0.80%)  $100.00  20.00%    $15.00  $0.00
   Buy to Cover  07/12/12 10:15  Stop Loss  $2,518.50    ($400.00)  $23,965.00    ($400.00)  0.00%  (80.00%)  $15.00  $0.00
 273  Buy  07/13/12 07:50  Long Entry  $2,544.25  $0.00  1  $180.00  0.41%  $350.00  76.92%    $15.00  $0.00
   Sell  07/13/12 13:05  LX EoD  $2,554.75    $210.00  $24,145.00    ($105.00)  69.23%  46.15%  $15.00  $0.00
 274  Buy  08/03/12 07:25  Long Entry  $2,649.00  $0.00  1  $0.00  0.06%  $185.00  68.52%    $15.00  $0.00
   Sell  08/03/12 13:05  LX EoD  $2,650.50    $30.00  $24,145.00    ($85.00)  42.59%  11.11%  $15.00  $0.00
 275  Buy  09/06/12 07:15  Long Entry  $2,785.00  $0.00  1  $375.00  0.73%  $430.00  96.63%    $15.00  $0.00
   Sell  09/06/12 13:05  LX EoD  $2,805.25    $405.00  $24,520.00    ($15.00)  94.38%  91.01%  $15.00  $0.00
 276  Buy  09/14/12 07:15  Long Entry  $2,839.25  $0.00  1  ($140.00)  (0.19%)  $75.00  21.74%    $15.00  $0.00
   Sell  09/14/12 13:05  LX EoD  $2,833.75    ($110.00)  $24,380.00    ($270.00)  46.38%  (31.88%)  $15.00  $0.00
 277  Buy  11/01/12 07:20  Long Entry  $2,656.75  $0.00  1  $130.00  0.30%  $235.00  88.68%    $15.00  $0.00
   Sell  11/01/12 13:05  LX EoD  $2,664.75    $160.00  $24,510.00    ($30.00)  71.70%  60.38%  $15.00  $0.00
 278  Sell Short  11/07/12 07:15  Short Entry  $2,618.50  $0.00  1  $410.00  0.84%  $715.00  100.00%    $15.00  $0.00
   Buy to Cover  11/07/12 13:05  SX EoD  $2,596.50    $440.00  $24,920.00    $0.00  61.54%  61.54%  $15.00  $0.00
 279  Buy  11/19/12 07:20  Long Entry  $2,553.75  $0.00  1  $395.00  0.83%  $485.00  85.09%    $15.00  $0.00
   Sell  11/19/12 13:05  LX EoD  $2,575.00    $425.00  $25,315.00    ($85.00)  89.47%  74.56%  $15.00  $0.00
 280  Buy  12/11/12 07:30  Long Entry  $2,669.25  $0.00  1  ($90.00)  (0.11%)  $220.00  47.31%    $15.00  $0.00
   Sell  12/11/12 13:05  LX EoD  $2,666.25    ($60.00)  $25,225.00    ($245.00)  39.78%  (12.90%)  $15.00  $0.00
 281  Sell Short  12/21/12 08:35  Short Entry  $2,636.75  $0.00  1  ($295.00)  (0.50%)  $105.00  25.93%    $15.00  $0.00
   Buy to Cover  12/21/12 13:05  SX EoD  $2,650.00    ($265.00)  $24,930.00    ($300.00)  8.64%  (65.43%)  $15.00  $0.00
 282  Buy  12/31/12 07:25  Long Entry  $2,610.00  $0.00  1  $700.00  1.40%  $815.00  86.24%    $15.00  $0.00
   Sell  12/31/12 13:05  LX EoD  $2,646.50    $730.00  $25,630.00    ($130.00)  91.01%  77.25%  $15.00  $0.00
 283  Buy  01/02/13 07:15  Long Entry  $2,714.25  $0.00  1  $255.00  0.53%  $350.00  56.45%    $15.00  $0.00
   Sell  01/02/13 13:05  LX EoD  $2,728.50    $285.00  $25,885.00    ($270.00)  89.52%  45.97%  $15.00  $0.00
 284  Buy  02/08/13 07:25  Long Entry  $2,763.75  $0.00  1  ($90.00)  (0.11%)  $75.00  46.88%    $15.00  $0.00
   Sell  02/08/13 13:05  LX EoD  $2,760.75    ($60.00)  $25,795.00    ($85.00)  15.63%  (37.50%)  $15.00  $0.00
 285  Buy  04/02/13 07:25  Long Entry  $2,811.50  $0.00  1  ($115.00)  (0.15%)  $95.00  26.76%    $15.00  $0.00
   Sell  04/02/13 13:05  LX EoD  $2,807.25    ($85.00)  $25,680.00    ($260.00)  49.30%  (23.94%)  $15.00  $0.00
 286  Sell Short  04/05/13 07:15  Short Entry  $2,738.50  $0.00  1  ($430.00)  (0.73%)  $65.00  13.98%    $15.00  $0.00
   Buy to Cover  04/05/13 12:55  Stop Loss  $2,758.50    ($400.00)  $25,250.00    ($400.00)  0.00%  (86.02%)  $15.00  $0.00
 287  Buy  04/10/13 07:35  Long Entry  $2,829.75  $0.00  1  $290.00  0.57%  $420.00  88.42%    $15.00  $0.00
   Sell  04/10/13 13:05  LX EoD  $2,845.75    $320.00  $25,540.00    ($55.00)  78.95%  67.37%  $15.00  $0.00
 288  Buy  04/16/13 08:15  Long Entry  $2,808.50  $0.00  1  $285.00  0.56%  $380.00  98.70%    $15.00  $0.00
   Sell  04/16/13 13:05  LX EoD  $2,824.25    $315.00  $25,825.00    ($5.00)  83.12%  81.82%  $15.00  $0.00
 289  Sell Short  04/17/13 07:15  Short Entry  $2,781.25  $0.00  1  $220.00  0.45%  $595.00  93.70%    $15.00  $0.00
   Buy to Cover  04/17/13 13:05  SX EoD  $2,768.75    $250.00  $26,045.00    ($40.00)  45.67%  39.37%  $15.00  $0.00
 290  Sell Short  04/18/13 08:45  Short Entry  $2,735.75  $0.00  1  $25.00  0.10%  $370.00  68.52%    $15.00  $0.00
   Buy to Cover  04/18/13 13:05  SX EoD  $2,733.00    $55.00  $26,070.00    ($170.00)  41.67%  10.19%  $15.00  $0.00
 291  Buy  05/03/13 07:25  Long Entry  $2,935.75  $0.00  1  ($140.00)  (0.19%)  $105.00  44.68%    $15.00  $0.00
   Sell  05/03/13 13:05  LX EoD  $2,930.25    ($110.00)  $25,930.00    ($130.00)  8.51%  (46.81%)  $15.00  $0.00
 292  Buy  06/17/13 08:00  Long Entry  $2,977.50  $0.00  1  ($430.00)  (0.67%)  $125.00  23.81%    $15.00  $0.00
   Sell  06/17/13 11:50  Stop Loss  $2,957.50    ($400.00)  $25,500.00    ($400.00)  0.00%  (76.19%)  $15.00  $0.00
 293  Sell Short  06/20/13 07:15  Short Entry  $2,922.75  $0.00  1  $745.00  1.33%  $965.00  99.48%    $15.00  $0.00
   Buy to Cover  06/20/13 13:05  SX EoD  $2,884.00    $775.00  $26,245.00    ($5.00)  80.41%  79.90%  $15.00  $0.00
 294  Sell Short  06/24/13 08:20  Short Entry  $2,824.00  $0.00  1  ($430.00)  (0.71%)  $150.00  27.27%    $15.00  $0.00
   Buy to Cover  06/24/13 10:50  Stop Loss  $2,844.00    ($400.00)  $25,815.00    ($400.00)  0.00%  (72.73%)  $15.00  $0.00
 295  Buy  07/11/13 07:15  Long Entry  $3,031.50  $0.00  1  $415.00  0.73%  $505.00  81.45%    $15.00  $0.00
   Sell  07/11/13 13:05  LX EoD  $3,053.75    $445.00  $26,230.00    ($115.00)  90.32%  71.77%  $15.00  $0.00
 296  Sell Short  08/15/13 07:15  Short Entry  $3,067.50  $0.00  1  ($430.00)  (0.65%)  $30.00  6.98%    $15.00  $0.00
   Buy to Cover  08/15/13 08:45  Stop Loss  $3,087.50    ($400.00)  $25,800.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 297  Sell Short  08/27/13 07:15  Short Entry  $3,090.50  $0.00  1  $560.00  0.95%  $785.00  89.71%    $15.00  $0.00
   Buy to Cover  08/27/13 13:05  SX EoD  $3,061.00    $590.00  $26,360.00    ($90.00)  77.71%  67.43%  $15.00  $0.00
 298  Buy  09/03/13 08:15  Long Entry  $3,110.25  $0.00  1  ($430.00)  (0.64%)  $10.00  2.44%    $15.00  $0.00
   Sell  09/03/13 08:40  Stop Loss  $3,090.25    ($400.00)  $25,930.00    ($400.00)  0.00%  (97.56%)  $15.00  $0.00
 299  Buy  10/10/13 07:30  Long Entry  $3,190.50  $0.00  1  $220.00  0.39%  $490.00  78.40%    $15.00  $0.00
   Sell  10/10/13 13:05  LX EoD  $3,203.00    $250.00  $26,150.00    ($135.00)  61.60%  40.00%  $15.00  $0.00
 300  Buy  10/18/13 09:55  Long Entry  $3,341.00  $0.00  1  $140.00  0.25%  $250.00  90.91%    $15.00  $0.00
   Sell  10/18/13 13:05  LX EoD  $3,349.50    $170.00  $26,290.00    ($25.00)  70.91%  61.82%  $15.00  $0.00
 301  Sell Short  01/02/14 10:15  Short Entry  $3,565.50  $0.00  1  ($170.00)  (0.20%)  $120.00  43.64%    $15.00  $0.00
   Buy to Cover  01/02/14 13:05  SX EoD  $3,572.50    ($140.00)  $26,120.00    ($155.00)  5.45%  (50.91%)  $15.00  $0.00
 302  Buy  01/07/14 07:45  Long Entry  $3,561.25  $0.00  1  ($25.00)  0.01%  $130.00  39.39%    $15.00  $0.00
   Sell  01/07/14 13:05  LX EoD  $3,561.50    $5.00  $26,095.00    ($200.00)  62.12%  1.52%  $15.00  $0.00
 303  Sell Short  01/23/14 07:15  Short Entry  $3,597.75  $0.00  1  ($430.00)  (0.56%)  $115.00  22.33%    $15.00  $0.00
   Buy to Cover  01/23/14 13:05  Stop Loss  $3,617.75    ($400.00)  $25,665.00    ($400.00)  0.00%  (77.67%)  $15.00  $0.00
 304  Sell Short  01/24/14 07:20  Short Entry  $3,590.00  $0.00  1  $800.00  1.16%  $915.00  89.27%    $15.00  $0.00
   Buy to Cover  01/24/14 13:05  SX EoD  $3,548.50    $830.00  $26,465.00    ($110.00)  91.71%  80.98%  $15.00  $0.00
 305  Buy  01/30/14 07:15  Long Entry  $3,515.75  $0.00  1  $250.00  0.40%  $640.00  91.43%    $15.00  $0.00
   Sell  01/30/14 13:05  LX EoD  $3,529.75    $280.00  $26,715.00    ($60.00)  48.57%  40.00%  $15.00  $0.00
 306  Buy  02/06/14 07:25  Long Entry  $3,499.75  $0.00  1  ($55.00)  (0.04%)  $200.00  67.80%    $15.00  $0.00
   Sell  02/06/14 13:05  LX EoD  $3,498.50    ($25.00)  $26,660.00    ($95.00)  23.73%  (8.47%)  $15.00  $0.00
 307  Buy  02/07/14 08:00  Long Entry  $3,530.50  $0.00  1  $680.00  1.01%  $795.00  94.64%    $15.00  $0.00
   Sell  02/07/14 13:05  LX EoD  $3,566.00    $710.00  $27,340.00    ($45.00)  89.88%  84.52%  $15.00  $0.00
 308  Sell Short  03/03/14 07:15  Short Entry  $3,670.75  $0.00  1  ($230.00)  (0.27%)  $465.00  63.27%    $15.00  $0.00
   Buy to Cover  03/03/14 13:05  SX EoD  $3,680.75    ($200.00)  $27,110.00    ($270.00)  9.52%  (27.21%)  $15.00  $0.00
 309  Buy  03/04/14 07:15  Long Entry  $3,726.25  $0.00  1  ($25.00)  0.01%  $150.00  48.39%    $15.00  $0.00
   Sell  03/04/14 13:05  LX EoD  $3,726.50    $5.00  $27,085.00    ($160.00)  53.23%  1.61%  $15.00  $0.00
 310  Buy  03/28/14 07:15  Long Entry  $3,610.25  $0.00  1  ($430.00)  (0.55%)  $170.00  29.82%    $15.00  $0.00
   Sell  03/28/14 11:00  Stop Loss  $3,590.25    ($400.00)  $26,655.00    ($400.00)  0.00%  (70.18%)  $15.00  $0.00
 311  Buy  04/01/14 07:30  Long Entry  $3,654.75  $0.00  1  $230.00  0.36%  $305.00  54.95%    $15.00  $0.00
   Sell  04/01/14 13:05  LX EoD  $3,667.75    $260.00  $26,885.00    ($250.00)  91.89%  46.85%  $15.00  $0.00
 312  Sell Short  04/23/14 10:40  Short Entry  $3,568.25  $0.00  1  ($55.00)  (0.04%)  $95.00  46.34%    $15.00  $0.00
   Buy to Cover  04/23/14 13:05  SX EoD  $3,569.50    ($25.00)  $26,830.00    ($110.00)  41.46%  (12.20%)  $15.00  $0.00
 313  Sell Short  04/25/14 07:15  Short Entry  $3,562.25  $0.00  1  $345.00  0.53%  $565.00  82.48%    $15.00  $0.00
   Buy to Cover  04/25/14 13:05  SX EoD  $3,543.50    $375.00  $27,175.00    ($120.00)  72.26%  54.74%  $15.00  $0.00
 314  Sell Short  05/07/14 07:15  Short Entry  $3,521.50  $0.00  1  ($430.00)  (0.57%)  $130.00  24.53%    $15.00  $0.00
   Buy to Cover  05/07/14 08:45  Stop Loss  $3,541.50    ($400.00)  $26,745.00    ($400.00)  0.00%  (75.47%)  $15.00  $0.00
 315  Buy  05/12/14 07:15  Long Entry  $3,609.75  $0.00  1  $280.00  0.43%  $360.00  92.31%    $15.00  $0.00
   Sell  05/12/14 13:05  LX EoD  $3,625.25    $310.00  $27,025.00    ($30.00)  87.18%  79.49%  $15.00  $0.00
 316  Sell Short  05/15/14 07:15  Short Entry  $3,569.00  $0.00  1  ($430.00)  (0.56%)  $225.00  36.00%    $15.00  $0.00
   Buy to Cover  05/15/14 12:00  Stop Loss  $3,589.00    ($400.00)  $26,595.00    ($400.00)  0.00%  (64.00%)  $15.00  $0.00
 317  Sell Short  07/08/14 07:20  Short Entry  $3,894.50  $0.00  1  $145.00  0.22%  $580.00  98.31%    $15.00  $0.00
   Buy to Cover  07/08/14 13:05  SX EoD  $3,885.75    $175.00  $26,740.00    ($10.00)  31.36%  29.66%  $15.00  $0.00
 318  Sell Short  07/10/14 07:15  Short Entry  $3,873.50  $0.00  1  ($430.00)  (0.52%)  $10.00  2.44%    $15.00  $0.00
   Buy to Cover  07/10/14 08:05  Stop Loss  $3,893.50    ($400.00)  $26,310.00    ($400.00)  0.00%  (97.56%)  $15.00  $0.00
 319  Buy  07/22/14 08:10  Long Entry  $3,982.00  $0.00  1  ($220.00)  (0.24%)  $10.00  3.23%    $15.00  $0.00
   Sell  07/22/14 13:05  LX EoD  $3,972.50    ($190.00)  $26,090.00    ($300.00)  35.48%  (61.29%)  $15.00  $0.00
 320  Sell Short  07/31/14 07:30  Short Entry  $3,947.00  $0.00  1  $650.00  0.86%  $820.00  98.20%    $15.00  $0.00
   Buy to Cover  07/31/14 13:05  SX EoD  $3,913.00    $680.00  $26,740.00    ($15.00)  83.23%  81.44%  $15.00  $0.00
 321  Buy  08/11/14 07:45  Long Entry  $3,937.50  $0.00  1  ($205.00)  (0.22%)  $90.00  27.27%    $15.00  $0.00
   Sell  08/11/14 13:05  LX EoD  $3,928.75    ($175.00)  $26,535.00    ($240.00)  19.70%  (53.03%)  $15.00  $0.00
 322  Sell Short  09/15/14 07:15  Short Entry  $4,064.00  $0.00  1  $135.00  0.20%  $435.00  85.29%    $15.00  $0.00
   Buy to Cover  09/15/14 13:05  SX EoD  $4,055.75    $165.00  $26,670.00    ($75.00)  47.06%  32.35%  $15.00  $0.00
 323  Sell Short  09/25/14 07:15  Short Entry  $4,070.00  $0.00  1  $630.00  0.81%  $800.00  100.00%    $15.00  $0.00
   Buy to Cover  09/25/14 13:05  SX EoD  $4,037.00    $660.00  $27,300.00    $0.00  82.50%  82.50%  $15.00  $0.00
 324  Sell Short  10/01/14 07:40  Short Entry  $4,026.00  $0.00  1  ($430.00)  (0.50%)  $5.00  1.23%    $15.00  $0.00
   Buy to Cover  10/01/14 08:25  Stop Loss  $4,046.00    ($400.00)  $26,870.00    ($400.00)  0.00%  (98.77%)  $15.00  $0.00
 325  Buy  10/03/14 09:45  Long Entry  $4,060.50  $0.00  1  ($270.00)  (0.30%)  $120.00  31.58%    $15.00  $0.00
   Sell  10/03/14 13:05  LX EoD  $4,048.50    ($240.00)  $26,600.00    ($260.00)  5.26%  (63.16%)  $15.00  $0.00
 326  Sell Short  10/10/14 07:15  Short Entry  $3,945.00  $0.00  1  ($430.00)  (0.51%)  $435.00  52.10%    $15.00  $0.00
   Buy to Cover  10/10/14 09:35  Stop Loss  $3,965.00    ($400.00)  $26,170.00    ($400.00)  0.00%  (47.90%)  $15.00  $0.00
 327  Sell Short  10/15/14 07:20  Short Entry  $3,800.00  $0.00  1  $170.00  0.26%  $1,540.00  86.03%    $15.00  $0.00
   Buy to Cover  10/15/14 12:10  SPL1  $3,790.00    $200.00  $26,340.00    ($250.00)  25.14%  11.17%  $15.00  $0.00
 328  Buy  10/17/14 07:20  Long Entry  $3,845.25  $0.00  1  ($430.00)  (0.52%)  $540.00  57.45%    $15.00  $0.00
   Sell  10/17/14 11:10  Stop Loss  $3,825.25    ($400.00)  $25,910.00    ($400.00)  0.00%  (42.55%)  $15.00  $0.00
 329  Buy  10/21/14 07:15  Long Entry  $3,944.00  $0.00  1  $1,020.00  1.33%  $1,095.00  89.75%    $15.00  $0.00
   Sell  10/21/14 13:05  LX EoD  $3,996.50    $1,050.00  $26,930.00    ($125.00)  96.31%  86.07%  $15.00  $0.00
 330  Buy  10/23/14 07:15  Long Entry  $4,032.75  $0.00  1  $15.00  0.06%  $475.00  82.61%    $15.00  $0.00
   Sell  10/23/14 13:05  LX EoD  $4,035.00    $45.00  $26,945.00    ($100.00)  25.22%  7.83%  $15.00  $0.00
 331  Buy  10/28/14 07:25  Long Entry  $4,104.25  $0.00  1  $460.00  0.60%  $545.00  82.58%    $15.00  $0.00
   Sell  10/28/14 13:05  LX EoD  $4,128.75    $490.00  $27,405.00    ($115.00)  91.67%  74.24%  $15.00  $0.00
 332  Buy  10/31/14 07:15  Long Entry  $4,178.25  $0.00  1  ($10.00)  0.02%  $165.00  43.42%    $15.00  $0.00
   Sell  10/31/14 13:05  LX EoD  $4,179.25    $20.00  $27,395.00    ($215.00)  61.84%  5.26%  $15.00  $0.00
 333  Sell Short  12/01/14 07:45  Short Entry  $4,327.25  $0.00  1  $100.00  0.15%  $275.00  49.11%    $15.00  $0.00
   Buy to Cover  12/01/14 13:05  SX EoD  $4,320.75    $130.00  $27,495.00    ($285.00)  74.11%  23.21%  $15.00  $0.00
 334  Sell Short  12/09/14 07:15  Short Entry  $4,262.00  $0.00  1  ($430.00)  (0.47%)  $270.00  40.30%    $15.00  $0.00
   Buy to Cover  12/09/14 08:25  Stop Loss  $4,282.00    ($400.00)  $27,065.00    ($400.00)  0.00%  (59.70%)  $15.00  $0.00
 335  Buy  12/11/14 07:20  Long Entry  $4,309.50  $0.00  1  ($430.00)  (0.46%)  $420.00  51.22%    $15.00  $0.00
   Sell  12/11/14 12:00  Stop Loss  $4,289.50    ($400.00)  $26,635.00    ($400.00)  0.00%  (48.78%)  $15.00  $0.00
 336  Sell Short  12/16/14 07:15  Short Entry  $4,144.50  $0.00  1  ($430.00)  (0.48%)  $55.00  12.09%    $15.00  $0.00
   Buy to Cover  12/16/14 07:20  Stop Loss  $4,164.50    ($400.00)  $26,205.00    ($400.00)  0.00%  (87.91%)  $15.00  $0.00
 337  Buy  12/18/14 07:15  Long Entry  $4,276.25  $0.00  1  ($430.00)  (0.47%)  $45.00  10.11%    $15.00  $0.00
   Sell  12/18/14 08:10  Stop Loss  $4,256.25    ($400.00)  $25,775.00    ($400.00)  0.00%  (89.89%)  $15.00  $0.00
 338  Sell Short  01/05/15 07:20  Short Entry  $4,221.25  $0.00  1  $480.00  0.60%  $795.00  79.90%    $15.00  $0.00
   Buy to Cover  01/05/15 13:05  SX EoD  $4,195.75    $510.00  $26,255.00    ($200.00)  71.36%  51.26%  $15.00  $0.00
 339  Buy  01/07/15 08:55  Long Entry  $4,187.75  $0.00  1  ($35.00)  (0.01%)  $240.00  53.33%    $15.00  $0.00
   Sell  01/07/15 13:05  LX EoD  $4,187.50    ($5.00)  $26,220.00    ($210.00)  45.56%  (1.11%)  $15.00  $0.00
 340  Buy  01/08/15 07:15  Long Entry  $4,252.00  $0.00  1  $295.00  0.38%  $545.00  88.62%    $15.00  $0.00
   Sell  01/08/15 13:05  LX EoD  $4,268.25    $325.00  $26,515.00    ($70.00)  64.23%  52.85%  $15.00  $0.00
 341  Sell Short  01/12/15 07:15  Short Entry  $4,196.25  $0.00  1  ($430.00)  (0.48%)  $50.00  11.11%    $15.00  $0.00
   Buy to Cover  01/12/15 08:00  Stop Loss  $4,216.25    ($400.00)  $26,085.00    ($400.00)  0.00%  (88.89%)  $15.00  $0.00
 342  Buy  01/13/15 07:15  Long Entry  $4,277.25  $0.00  1  ($430.00)  (0.47%)  $140.00  25.93%    $15.00  $0.00
   Sell  01/13/15 09:25  Stop Loss  $4,257.25    ($400.00)  $25,655.00    ($400.00)  0.00%  (74.07%)  $15.00  $0.00
 343  Sell Short  01/15/15 08:25  Short Entry  $4,144.00  $0.00  1  $230.00  0.31%  $595.00  73.01%    $15.00  $0.00
   Buy to Cover  01/15/15 13:05  SX EoD  $4,131.00    $260.00  $25,885.00    ($220.00)  58.90%  31.90%  $15.00  $0.00
 344  Sell Short  01/27/15 07:15  Short Entry  $4,215.25  $0.00  1  $170.00  0.24%  $720.00  96.00%    $15.00  $0.00
   Buy to Cover  01/27/15 08:35  SPL1  $4,205.25    $200.00  $26,055.00    ($30.00)  30.67%  26.67%  $15.00  $0.00
 345  Buy  02/05/15 07:30  Long Entry  $4,271.75  $0.00  1  $250.00  0.33%  $390.00  76.47%    $15.00  $0.00
   Sell  02/05/15 13:05  LX EoD  $4,285.75    $280.00  $26,305.00    ($120.00)  78.43%  54.90%  $15.00  $0.00
 346  Buy  02/12/15 09:10  Long Entry  $4,366.50  $0.00  1  $230.00  0.30%  $310.00  93.94%    $15.00  $0.00
   Sell  02/12/15 13:05  LX EoD  $4,379.50    $260.00  $26,535.00    ($20.00)  84.85%  78.79%  $15.00  $0.00
 347  Sell Short  03/04/15 07:15  Short Entry  $4,461.50  $0.00  1  ($430.00)  (0.45%)  $60.00  13.04%    $15.00  $0.00
   Buy to Cover  03/04/15 08:20  Stop Loss  $4,481.50    ($400.00)  $26,105.00    ($400.00)  0.00%  (86.96%)  $15.00  $0.00
 348  Sell Short  03/10/15 07:15  Short Entry  $4,394.75  $0.00  1  $530.00  0.64%  $580.00  78.91%    $15.00  $0.00
   Buy to Cover  03/10/15 13:05  SX EoD  $4,366.75    $560.00  $26,635.00    ($155.00)  97.28%  76.19%  $15.00  $0.00
 349  Buy  03/16/15 07:20  Long Entry  $4,391.00  $0.00  1  $175.00  0.23%  $350.00  70.00%    $15.00  $0.00
   Sell  03/16/15 13:05  LX EoD  $4,401.25    $205.00  $26,810.00    ($150.00)  71.00%  41.00%  $15.00  $0.00
 350  Buy  03/20/15 07:20  Long Entry  $4,497.00  $0.00  1  ($85.00)  (0.06%)  $360.00  75.00%    $15.00  $0.00
   Sell  03/20/15 13:05  LX EoD  $4,494.25    ($55.00)  $26,725.00    ($120.00)  13.54%  (11.46%)  $15.00  $0.00
 351  Sell Short  03/25/15 07:45  Short Entry  $4,443.50  $0.00  1  $1,455.00  1.67%  $1,615.00  90.48%    $15.00  $0.00
   Buy to Cover  03/25/15 13:05  SX EoD  $4,369.25    $1,485.00  $28,180.00    ($170.00)  92.72%  83.19%  $15.00  $0.00
 352  Sell Short  03/26/15 07:15  Short Entry  $4,318.75  $0.00  1  ($430.00)  (0.46%)  $85.00  17.53%    $15.00  $0.00
   Buy to Cover  03/26/15 07:40  Stop Loss  $4,338.75    ($400.00)  $27,750.00    ($400.00)  0.00%  (82.47%)  $15.00  $0.00
 353  Buy  03/30/15 08:15  Long Entry  $4,407.50  $0.00  1  $155.00  0.21%  $340.00  66.02%    $15.00  $0.00
   Sell  03/30/15 13:05  LX EoD  $4,416.75    $185.00  $27,905.00    ($175.00)  69.90%  35.92%  $15.00  $0.00
 354  Sell Short  04/01/15 07:35  Short Entry  $4,323.50  $0.00  1  ($430.00)  (0.46%)  $75.00  15.79%    $15.00  $0.00
   Buy to Cover  04/01/15 07:55  Stop Loss  $4,343.50    ($400.00)  $27,475.00    ($400.00)  0.00%  (84.21%)  $15.00  $0.00
 355  Buy  04/08/15 08:45  Long Entry  $4,410.75  $0.00  1  ($430.00)  (0.45%)  $40.00  9.09%    $15.00  $0.00
   Sell  04/08/15 11:10  Stop Loss  $4,390.75    ($400.00)  $27,045.00    ($400.00)  0.00%  (90.91%)  $15.00  $0.00
 356  Sell Short  04/14/15 07:35  Short Entry  $4,416.50  $0.00  1  ($430.00)  (0.45%)  $140.00  25.93%    $15.00  $0.00
   Buy to Cover  04/14/15 09:35  Stop Loss  $4,436.50    ($400.00)  $26,615.00    ($400.00)  0.00%  (74.07%)  $15.00  $0.00
 357  Sell Short  04/17/15 08:05  Short Entry  $4,385.50  $0.00  1  ($45.00)  (0.02%)  $375.00  66.96%    $15.00  $0.00
   Buy to Cover  04/17/15 13:05  SX EoD  $4,386.25    ($15.00)  $26,570.00    ($185.00)  30.36%  (2.68%)  $15.00  $0.00
 358  Buy  04/20/15 07:35  Long Entry  $4,434.00  $0.00  1  $355.00  0.43%  $515.00  96.26%    $15.00  $0.00
   Sell  04/20/15 13:05  LX EoD  $4,453.25    $385.00  $26,925.00    ($20.00)  75.70%  71.96%  $15.00  $0.00
 359  Buy  04/24/15 07:15  Long Entry  $4,559.75  $0.00  1  $180.00  0.23%  $385.00  93.90%    $15.00  $0.00
   Sell  04/24/15 13:05  LX EoD  $4,570.25    $210.00  $27,105.00    ($25.00)  57.32%  51.22%  $15.00  $0.00
 360  Sell Short  04/28/15 07:15  Short Entry  $4,516.00  $0.00  1  ($430.00)  (0.44%)  $30.00  6.98%    $15.00  $0.00
   Buy to Cover  04/28/15 07:30  Stop Loss  $4,536.00    ($400.00)  $26,675.00    ($400.00)  0.00%  (93.02%)  $15.00  $0.00
 361  Sell Short  04/30/15 07:20  Short Entry  $4,483.75  $0.00  1  $450.00  0.54%  $1,090.00  75.96%    $15.00  $0.00
   Buy to Cover  04/30/15 13:05  SX EoD  $4,459.75    $480.00  $27,125.00    ($345.00)  57.49%  33.45%  $15.00  $0.00
 362  Buy  05/04/15 07:15  Long Entry  $4,543.50  $0.00  1  ($430.00)  (0.44%)  $5.00  1.23%    $15.00  $0.00
   Sell  05/04/15 09:50  Stop Loss  $4,523.50    ($400.00)  $26,695.00    ($400.00)  0.00%  (98.77%)  $15.00  $0.00
 363  Sell Short  05/05/15 07:15  Short Entry  $4,476.25  $0.00  1  $495.00  0.59%  $680.00  80.47%    $15.00  $0.00
   Buy to Cover  05/05/15 13:05  SX EoD  $4,450.00    $525.00  $27,190.00    ($165.00)  81.66%  62.13%  $15.00  $0.00
 364  Sell Short  05/06/15 10:35  Short Entry  $4,404.75  $0.00  1  ($255.00)  (0.26%)  $410.00  62.12%    $15.00  $0.00
   Buy to Cover  05/06/15 13:05  SX EoD  $4,416.00    ($225.00)  $26,935.00    ($250.00)  3.79%  (34.09%)  $15.00  $0.00
 365  Buy  05/08/15 07:45  Long Entry  $4,496.50  $0.00  1  ($100.00)  (0.08%)  $180.00  54.55%    $15.00  $0.00
   Sell  05/08/15 13:05  LX EoD  $4,493.00    ($70.00)  $26,835.00    ($150.00)  24.24%  (21.21%)  $15.00  $0.00
 366  Sell Short  05/12/15 07:15  Short Entry  $4,431.25  $0.00  1  ($430.00)  (0.45%)  $105.00  20.79%    $15.00  $0.00
   Buy to Cover  05/12/15 07:45  Stop Loss  $4,451.25    ($400.00)  $26,405.00    ($400.00)  0.00%  (79.21%)  $15.00  $0.00
 367  Buy  05/14/15 07:15  Long Entry  $4,509.25  $0.00  1  $485.00  0.57%  $530.00  88.33%    $15.00  $0.00
   Sell  05/14/15 13:05  LX EoD  $4,535.00    $515.00  $26,890.00    ($70.00)  97.50%  85.83%  $15.00  $0.00
 368  Sell Short  05/26/15 07:15  Short Entry  $4,524.50  $0.00  1  $75.00  0.12%  $535.00  98.17%    $15.00  $0.00
   Buy to Cover  05/26/15 13:05  SX EoD  $4,519.25    $105.00  $26,965.00    ($10.00)  21.10%  19.27%  $15.00  $0.00
 369  Buy  05/27/15 07:25  Long Entry  $4,555.25  $0.00  1  $610.00  0.70%  $770.00  88.51%    $15.00  $0.00
   Sell  05/27/15 13:05  LX EoD  $4,587.25    $640.00  $27,575.00    ($100.00)  85.06%  73.56%  $15.00  $0.00
 370  Sell Short  06/09/15 07:20  Short Entry  $4,445.50  $0.00  1  ($430.00)  (0.45%)  $250.00  38.46%    $15.00  $0.00
   Buy to Cover  06/09/15 08:35  Stop Loss  $4,465.50    ($400.00)  $27,145.00    ($400.00)  0.00%  (61.54%)  $15.00  $0.00
 371  Buy  06/10/15 07:20  Long Entry  $4,506.25  $0.00  1  $440.00  0.52%  $695.00  97.89%    $15.00  $0.00
   Sell  06/10/15 13:05  LX EoD  $4,529.75    $470.00  $27,585.00    ($15.00)  68.31%  66.20%  $15.00  $0.00
 372  Sell Short  06/15/15 07:15  Short Entry  $4,449.25  $0.00  1  ($430.00)  (0.45%)  $120.00  23.08%    $15.00  $0.00
   Buy to Cover  06/15/15 08:15  Stop Loss  $4,469.25    ($400.00)  $27,155.00    ($400.00)  0.00%  (76.92%)  $15.00  $0.00
 373  Buy  06/18/15 07:15  Long Entry  $4,563.75  $0.00  1  $205.00  0.26%  $410.00  79.61%    $15.00  $0.00
   Sell  06/18/15 13:05  LX EoD  $4,575.50    $235.00  $27,360.00    ($105.00)  66.02%  45.63%  $15.00  $0.00
 374  Buy  06/22/15 08:10  Long Entry  $4,596.00  $0.00  1  ($260.00)  (0.25%)  $110.00  22.45%    $15.00  $0.00
   Sell  06/22/15 13:05  LX EoD  $4,584.50    ($230.00)  $27,100.00    ($380.00)  30.61%  (46.94%)  $15.00  $0.00
 375  Sell Short  06/29/15 07:15  Short Entry  $4,489.00  $0.00  1  $1,270.00  1.45%  $1,430.00  89.94%    $15.00  $0.00
   Buy to Cover  06/29/15 13:05  SX EoD  $4,424.00    $1,300.00  $28,370.00    ($160.00)  91.82%  81.76%  $15.00  $0.00
 376  Sell Short  07/07/15 07:25  Short Entry  $4,423.75  $0.00  1  $170.00  0.23%  $800.00  100.00%    $15.00  $0.00
   Buy to Cover  07/07/15 09:00  SPL1  $4,413.75    $200.00  $28,540.00    $0.00  25.00%  25.00%  $15.00  $0.00
 377  Sell Short  07/08/15 07:15  Short Entry  $4,413.00  $0.00  1  ($430.00)  (0.45%)  $175.00  30.43%    $15.00  $0.00
   Buy to Cover  07/08/15 08:00  Stop Loss  $4,433.00    ($400.00)  $28,110.00    ($400.00)  0.00%  (69.57%)  $15.00  $0.00
 378  Buy  07/09/15 07:15  Long Entry  $4,444.75  $0.00  1  ($430.00)  (0.45%)  $45.00  10.11%    $15.00  $0.00
   Sell  07/09/15 09:10  Stop Loss  $4,424.75    ($400.00)  $27,680.00    ($400.00)  0.00%  (89.89%)  $15.00  $0.00
 379  Buy  07/10/15 07:30  Long Entry  $4,448.25  $0.00  1  $155.00  0.21%  $550.00  66.67%    $15.00  $0.00
   Sell  07/10/15 13:05  LX EoD  $4,457.50    $185.00  $27,835.00    ($275.00)  55.76%  22.42%  $15.00  $0.00
 380  Buy  07/13/15 07:15  Long Entry  $4,523.00  $0.00  1  $265.00  0.33%  $360.00  73.47%    $15.00  $0.00
   Sell  07/13/15 13:05  LX EoD  $4,537.75    $295.00  $28,100.00    ($130.00)  86.73%  60.20%  $15.00  $0.00
 381  Buy  07/17/15 07:45  Long Entry  $4,679.75  $0.00  1  $360.00  0.42%  $460.00  92.00%    $15.00  $0.00
   Sell  07/17/15 13:05  LX EoD  $4,699.25    $390.00  $28,460.00    ($40.00)  86.00%  78.00%  $15.00  $0.00
 382  Sell Short  07/22/15 07:35  Short Entry  $4,672.25  $0.00  1  $90.00  0.13%  $355.00  81.61%    $15.00  $0.00
   Buy to Cover  07/22/15 13:05  SX EoD  $4,666.25    $120.00  $28,550.00    ($80.00)  45.98%  27.59%  $15.00  $0.00
 383  Sell Short  07/27/15 09:50  Short Entry  $4,564.25  $0.00  1  ($75.00)  (0.05%)  $230.00  59.74%    $15.00  $0.00
   Buy to Cover  07/27/15 13:05  SX EoD  $4,566.50    ($45.00)  $28,475.00    ($155.00)  28.57%  (11.69%)  $15.00  $0.00
 384  Buy  08/05/15 07:30  Long Entry  $4,668.00  $0.00  1  ($430.00)  (0.43%)  $205.00  33.88%    $15.00  $0.00
   Sell  08/05/15 09:45  Stop Loss  $4,648.00    ($400.00)  $28,045.00    ($400.00)  0.00%  (66.12%)  $15.00  $0.00
 385  Buy  08/10/15 08:55  Long Entry  $4,619.50  $0.00  1  ($65.00)  (0.04%)  $195.00  58.21%    $15.00  $0.00
   Sell  08/10/15 13:05  LX EoD  $4,617.75    ($35.00)  $27,980.00    ($140.00)  31.34%  (10.45%)  $15.00  $0.00
 386  Sell Short  08/12/15 07:15  Short Entry  $4,497.25  $0.00  1  ($430.00)  (0.44%)  $335.00  45.58%    $15.00  $0.00
   Buy to Cover  08/12/15 08:30  Stop Loss  $4,517.25    ($400.00)  $27,550.00    ($400.00)  0.00%  (54.42%)  $15.00  $0.00
 387  Sell Short  08/20/15 07:15  Short Entry  $4,495.50  $0.00  1  $1,455.00  1.65%  $1,725.00  100.00%    $15.00  $0.00
   Buy to Cover  08/20/15 13:05  SX EoD  $4,421.25    $1,485.00  $29,005.00    $0.00  86.09%  86.09%  $15.00  $0.00
 388  Sell Short  08/24/15 07:15  Short Entry  $4,096.75  $0.00  1  ($430.00)  (0.49%)  $40.00  9.09%    $15.00  $0.00
   Buy to Cover  08/24/15 07:25  Stop Loss  $4,116.75    ($400.00)  $28,575.00    ($400.00)  0.00%  (90.91%)  $15.00  $0.00
 389  Buy  08/25/15 07:15  Long Entry  $4,221.50  $0.00  1  ($430.00)  (0.47%)  $200.00  33.33%    $15.00  $0.00
   Sell  08/25/15 07:30  Stop Loss  $4,201.50    ($400.00)  $28,145.00    ($400.00)  0.00%  (66.67%)  $15.00  $0.00
 390  Buy  08/26/15 07:35  Long Entry  $4,172.25  $0.00  1  ($430.00)  (0.48%)  $35.00  8.05%    $15.00  $0.00
   Sell  08/26/15 07:40  Stop Loss  $4,152.25    ($400.00)  $27,715.00    ($400.00)  0.00%  (91.95%)  $15.00  $0.00
 391