Settings
Strategy Name MY OWN\price flip3ba.efs
Symbol Name ES #F
Initial Capital $100,000
Commission per Contract $2.50
Slippage $0.75
Interest Rate %5.00
Margin per Contract $1,750.00
Minimal Acceptable Rate of Return %5.00
Degree of Risk Aversion of the Investor    Aggressive
Number of Standard Deviations 1


Strategy Performance Summary Advanced View
  All Trades
 Long Trades
 Short Trades
Net Profit ($2,891.48) ($2,840.61) ($50.86)
Gross Profit $15,017.87 $6,391.05 $8,626.81
Gross Loss ($17,909.35) ($9,231.67) ($8,677.67)
Adjusted Net Profit ($6,001.43) ($4,910.76) $291.36
Adjusted Gross Profit $13,328.22 $5,340.37 $9,957.95
Adjusted Gross Loss ($19,329.66) ($10,251.14) ($9,666.59)
Select Net Profit ($9,163.20) ($9,335.47) ($10,136.83)
Select Gross Profit $4,176.30 $2,005.90 $2,170.40
Select Gross Loss ($13,339.51) ($11,341.38) ($12,307.23)
Max Strategy Drawdown ($3,784.56) ($2,152.07) ($2,342.95)
Max Strategy Drawdown (%) (3.77%) (2.13%) (2.34%)
Account Size Required $12,534.56 $10,902.07 $11,092.95
Return on Account (23.06%) (26.05%) (0.45%)
Return on Initial Capital (2.89%) (2.84%) (0.05%)
Return on Max Str Drawdown (76.40%) (131.99%) (2.17%)
Profit Factor 0.83 0.69 0.99
Adjusted Profit Factor 0.68 0.52 1.03
Max # Contracts Held 5 5 5
Commission Paid ($2,975.00) ($2,975.00) $0.00
OpenPosition P/L $299.89 $299.89 $0.00
Annual Rate of Return 0.00% N/A N/A
Monthly Rate of Return (100.00%) N/A N/A
Buy/Hold Return (7.65%) N/A N/A


Performance Ratios Advanced View
  All Trades
 Long Trades
 Short Trades
Upside Potential Ratio 0.00 0.00 0.00
Sharp Ratio (12.47) (19.07) (5,917.05)
Sortino Ratio (12.47) (19.07) (17.20)
Fouse Ratio (0.00) (0.00) (0.00)
Net Prft / Largest Loss 4.65 4.57 0.15
Net Prft / Max Trade Drawdown (3.79) (3.72) (0.14)
Net Prft / Max Strategy Drawdown (0.76) (0.76) (0.76)
Adj Net Prft / Largest Loss 9.66 7.90 (0.86)
Adj Net Prft / Max Trade Drawdown (7.87) (6.43) 0.81
Adj Net Prft / Max Strategy Drawdown (1.58) (2.28) 0.12



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# Type Signal Date Time Price Contracts Profit
Cum. Profit		 Run-up
DrawDown		 Run-up (%)
DrawDown (%)
1 Buy 09/17/1997 00.00 $960.01 5 ($53.34)
($53.34)		 $59.94
($148.80)		 0.05%
(0.14%)
Sell 09/25/1997 00.00 $951.98 5
2 Short 09/25/1997 00.00 $951.98 5 ($30.84)
($84.19)		 $32.44
($92.55)		 0.03%
(0.09%)
Cover 10/01/1997 00.00 $955.51 5
3 Buy 10/01/1997 00.00 $955.51 5 ($83.34)
($167.54)		 $183.69
($100.05)		 0.18%
(0.10%)
Sell 10/27/1997 00.00 $941.48 5
4 Short 10/27/1997 00.00 $941.48 5 $62.90
($104.64)		 $487.44
($137.55)		 0.48%
(0.13%)
Cover 11/03/1997 00.00 $926.26 5
5 Buy 11/03/1997 00.00 $926.26 5 $172.90
$68.25		 $317.44
($182.55)		 0.31%
(0.18%)
Sell 12/11/1997 00.00 $963.48 5
6 Buy 11/17/1997 00.00 $932.51 5 $141.65
$209.90		 $286.19
($62.55)		 0.28%
(0.06%)
Sell 12/11/1997 00.00 $963.48 5
7 Buy 12/02/1997 00.00 $979.51 5 ($93.34)
$116.55		 $51.19
($120.05)		 0.05%
(0.11%)
Sell 12/11/1997 00.00 $963.48 5
8 Short 12/11/1997 00.00 $963.48 5 ($124.59)
($8.04)		 $83.69
($111.30)		 0.08%
(0.11%)
Cover 12/17/1997 00.00 $985.76 5
9 Buy 12/17/1997 00.00 $985.76 5 ($154.59)
($162.64)		 $11.19
($141.30)		 0.01%
(0.14%)
Sell 12/22/1997 00.00 $957.48 5
10 Short 12/22/1997 00.00 $957.48 5 ($58.34)
($220.99)		 $81.19
($45.05)		 0.08%
(0.04%)
Cover 12/30/1997 00.00 $966.51 5
11 Buy 12/30/1997 00.00 $966.51 5 $6.65
($214.34)		 $131.19
($126.30)		 0.13%
(0.12%)
Sell 01/07/1998 00.00 $970.48 5
12 Short 01/07/1998 00.00 $970.48 5 ($85.84)
($300.19)		 $279.94
($86.30)		 0.28%
(0.08%)
Cover 01/29/1998 00.00 $985.01 5
13 Short 01/26/1998 00.00 $954.98 5 ($163.34)
($463.54)		 $7.44
($150.05)		 0.00%
(0.15%)
Cover 01/29/1998 00.00 $985.01 5
14 Buy 01/29/1998 00.00 $985.01 5 $279.15
($184.39)		 $359.94
($60.05)		 0.36%
(0.06%)
Sell 03/05/1998 00.00 $1,043.48 5
15 Buy 02/26/1998 00.00 $1,049.51 5 ($43.34)
($227.74)		 $37.44
($83.80)		 0.03%
(0.08%)
Sell 03/05/1998 00.00 $1,043.48 5
16 Short 03/05/1998 00.00 $1,043.48 5 ($85.84)
($313.59)		 $57.44
($72.55)		 0.05%
(0.07%)
Cover 03/09/1998 00.00 $1,058.01 5
17 Buy 03/09/1998 00.00 $1,058.01 5 $231.65
($81.94)		 $336.19
($117.55)		 0.33%
(0.11%)
Sell 03/27/1998 00.00 $1,106.98 5
18 Buy 03/11/1998 00.00 $1,067.26 5 $185.40
$103.45		 $289.94
($70.05)		 0.29%
(0.07%)
Sell 03/27/1998 00.00 $1,106.98 5
19 Short 03/27/1998 00.00 $1,106.98 5 ($84.59)
$18.85		 $41.19
($76.30)		 0.04%
(0.07%)
Cover 04/02/1998 00.00 $1,121.26 5
20 Buy 04/02/1998 00.00 $1,121.26 5 ($60.84)
($41.99)		 $106.19
($85.05)		 0.10%
(0.08%)
Sell 04/17/1998 00.00 $1,111.73 5
21 Buy 04/15/1998 00.00 $1,126.01 5 ($84.59)
($126.59)		 $14.94
($71.30)		 0.01%
(0.07%)
Sell 04/17/1998 00.00 $1,111.73 5
22 Short 04/17/1998 00.00 $1,111.73 5 ($112.09)
($238.69)		 $29.94
($98.80)		 0.02%
(0.09%)
Cover 04/20/1998 00.00 $1,131.51 5
23 Buy 04/20/1998 00.00 $1,131.51 5 ($53.34)
($292.04)		 $42.44
($128.80)		 0.04%
(0.12%)
Sell 04/24/1998 00.00 $1,123.48 5
24 Short 04/24/1998 00.00 $1,123.48 5 ($15.84)
($307.89)		 $209.94
($63.80)		 0.21%
(0.06%)
Cover 05/01/1998 00.00 $1,124.01 5
25 Buy 05/01/1998 00.00 $1,124.01 5 ($102.09)
($409.99)		 $64.94
($147.55)		 0.06%
(0.14%)
Sell 05/07/1998 00.00 $1,106.23 5
26 Short 05/07/1998 00.00 $1,106.23 5 ($97.09)
($507.09)		 $51.19
($92.55)		 0.05%
(0.09%)
Cover 05/13/1998 00.00 $1,123.01 5
27 Buy 05/13/1998 00.00 $1,123.01 5 ($168.34)
($675.44)		 $31.19
($155.05)		 0.03%
(0.15%)
Sell 05/27/1998 00.00 $1,091.98 5
28 Buy 05/21/1998 00.00 $1,124.76 5 ($177.09)
($852.54)		 $19.94
($163.80)		 0.02%
(0.16%)
Sell 05/27/1998 00.00 $1,091.98 5
29 Short 05/27/1998 00.00 $1,091.98 5 ($60.84)
($913.39)		 $84.94
($143.80)		 0.08%
(0.14%)
Cover 06/02/1998 00.00 $1,101.51 5
30 Buy 06/02/1998 00.00 $1,101.51 5 ($65.84)
($979.24)		 $4.94
($85.05)		 0.00%
(0.08%)
Sell 06/03/1998 00.00 $1,090.98 5
31 Short 06/03/1998 00.00 $1,090.98 5 ($53.34)
($1,032.59)		 $68.69
($57.55)		 0.06%
(0.05%)
Cover 06/05/1998 00.00 $1,099.01 5
32 Buy 06/05/1998 00.00 $1,099.01 5 ($58.34)
($1,090.94)		 $143.69
($108.80)		 0.14%
(0.10%)
Sell 06/12/1998 00.00 $1,089.98 5
33 Short 06/12/1998 00.00 $1,089.98 5 ($197.09)
($1,288.04)		 $82.44
($183.80)		 0.08%
(0.18%)
Cover 06/18/1998 00.00 $1,126.76 5
34 Buy 06/18/1998 00.00 $1,126.76 5 $204.15
($1,083.89)		 $364.94
($141.30)		 0.36%
(0.14%)
Sell 07/22/1998 00.00 $1,170.23 5
35 Buy 07/02/1998 00.00 $1,159.01 5 $42.90
($1,040.99)		 $203.69
($82.55)		 0.20%
(0.08%)
Sell 07/22/1998 00.00 $1,170.23 5
36 Short 07/22/1998 00.00 $1,170.23 5 $400.40
($640.59)		 $611.19
($132.55)		 0.61%
(0.13%)
Cover 08/18/1998 00.00 $1,087.51 5
37 Buy 08/18/1998 00.00 $1,087.51 5 ($620.84)
($1,261.44)		 $127.44
($762.55)		 0.12%
(0.76%)
Sell 09/11/1998 00.00 $965.98 5
38 Buy 09/08/1998 00.00 $994.26 5 ($154.59)
($1,416.04)		 $173.69
($198.80)		 0.17%
(0.20%)
Sell 09/11/1998 00.00 $965.98 5
39 Short 09/11/1998 00.00 $965.98 5 ($263.34)
($1,679.39)		 $39.94
($250.05)		 0.04%
(0.25%)
Cover 09/14/1998 00.00 $1,016.01 5
40 Buy 09/14/1998 00.00 $1,016.01 5 $59.15
($1,620.24)		 $217.44
($290.05)		 0.22%
(0.29%)
Sell 09/22/1998 00.00 $1,030.48 5
41 Short 09/22/1998 00.00 $1,030.48 5 ($257.09)
($1,877.34)		 $1.19
($243.80)		 0.00%
(0.24%)
Cover 09/24/1998 00.00 $1,079.26 5
42 Buy 09/24/1998 00.00 $1,079.26 5 ($194.59)
($2,071.94)		 $7.44
($236.30)		 0.00%
(0.24%)
Sell 09/30/1998 00.00 $1,042.98 5
43 Short 09/30/1998 00.00 $1,042.98 5 ($285.84)
($2,357.79)		 $568.69
($272.55)		 0.58%
(0.27%)
Cover 10/30/1998 00.00 $1,097.51 5
44 Buy 10/30/1998 00.00 $1,097.51 5 $105.40
($2,252.39)		 $258.69
($142.55)		 0.26%
(0.14%)
Sell 11/12/1998 00.00 $1,121.23 5
45 Short 11/12/1998 00.00 $1,121.23 5 ($129.59)
($2,381.99)		 $14.94
($116.30)		 0.01%
(0.11%)
Cover 11/17/1998 00.00 $1,144.51 5
46 Buy 11/17/1998 00.00 $1,144.51 5 $74.15
($2,307.84)		 $267.44
($73.80)		 0.27%
(0.07%)
Sell 12/01/1998 00.00 $1,161.98 5
47 Short 12/01/1998 00.00 $1,161.98 5 ($129.59)
($2,437.44)		 $62.44
($177.55)		 0.06%
(0.18%)
Cover 12/07/1998 00.00 $1,185.26 5
48 Buy 12/07/1998 00.00 $1,185.26 5 ($120.84)
($2,558.29)		 $51.19
($173.80)		 0.05%
(0.17%)
Sell 12/11/1998 00.00 $1,163.73 5
49 Short 12/11/1998 00.00 $1,163.73 5 ($93.34)
($2,651.64)		 $141.19
($128.80)		 0.14%
(0.13%)
Cover 12/17/1998 00.00 $1,179.76 5
50 Buy 12/17/1998 00.00 $1,179.76 5 $291.65
($2,359.99)		 $384.94
($70.05)		 0.39%
(0.07%)
Sell 12/31/1998 00.00 $1,240.73 5
51 Short 12/31/1998 00.00 $1,240.73 5 ($54.59)
($2,414.59)		 $32.44
($80.05)		 0.03%
(0.08%)
Cover 01/04/1999 00.00 $1,249.01 5
52 Buy 01/04/1999 00.00 $1,249.01 5 ($28.34)
($2,442.94)		 $207.44
($110.05)		 0.21%
(0.11%)
Sell 01/13/1999 00.00 $1,245.98 5
53 Short 01/13/1999 00.00 $1,245.98 5 ($93.34)
($2,536.29)		 $179.94
($119.05)		 0.18%
(0.12%)
Cover 01/20/1999 00.00 $1,262.01 5
54 Buy 01/20/1999 00.00 $1,262.01 5 ($63.34)
($2,599.64)		 $142.44
($192.55)		 0.14%
(0.19%)
Sell 02/05/1999 00.00 $1,251.98 5
55 Buy 01/28/1999 00.00 $1,269.70 5 ($101.84)
($2,701.49)		 $103.95
($91.04)		 0.10%
(0.09%)
Sell 02/05/1999 00.00 $1,251.98 5
56 Short 02/05/1999 00.00 $1,251.98 5 ($13.34)
($2,714.84)		 $182.44
($127.55)		 0.18%
(0.13%)
Cover 02/22/1999 00.00 $1,252.01 5
57 Buy 02/22/1999 00.00 $1,252.01 5 $254.15
($2,460.69)		 $424.94
($174.55)		 0.43%
(0.17%)
Sell 03/23/1999 00.00 $1,305.48 5
58 Buy 03/05/1999 00.00 $1,252.51 5 $251.65
($2,209.04)		 $422.44
($107.55)		 0.43%
(0.11%)
Sell 03/23/1999 00.00 $1,305.48 5
59 Short 03/23/1999 00.00 $1,305.48 5 ($10.84)
($2,219.89)		 $192.44
($95.05)		 0.19%
(0.09%)
Cover 04/05/1999 00.00 $1,305.01 5
60 Short 04/01/1999 00.00 $1,292.48 5 ($75.84)
($2,295.74)		 $4.94
($160.05)		 0.00%
(0.16%)
Cover 04/05/1999 00.00 $1,305.01 5
61 Buy 04/05/1999 00.00 $1,305.01 5 $134.15
($2,161.59)		 $337.44
($67.55)		 0.34%
(0.06%)
Sell 04/15/1999 00.00 $1,334.48 5
62 Short 04/15/1999 00.00 $1,334.48 5 ($115.84)
($2,277.44)		 $219.94
($167.05)		 0.22%
(0.17%)
Cover 04/22/1999 00.00 $1,355.01 5
63 Buy 04/22/1999 00.00 $1,355.01 5 ($13.34)
($2,290.79)		 $123.95
($227.55)		 0.12%
(0.23%)
Sell 04/29/1999 00.00 $1,354.98 5
64 Short 04/29/1999 00.00 $1,354.98 5 ($4.34)
($2,295.14)		 $179.94
($106.55)		 0.18%
(0.10%)
Cover 05/06/1999 00.00 $1,353.20 5
65 Buy 05/06/1999 00.00 $1,353.20 5 ($96.84)
($2,391.98)		 $143.95
($156.04)		 0.14%
(0.15%)
Sell 05/17/1999 00.00 $1,336.48 5
66 Buy 05/11/1999 00.00 $1,358.51 5 ($123.34)
($2,515.33)		 $117.44
($147.55)		 0.12%
(0.15%)
Sell 05/17/1999 00.00 $1,336.48 5
67 Short 05/17/1999 00.00 $1,336.48 5 $136.65
($2,378.68)		 $292.44
($97.55)		 0.30%
(0.10%)
Cover 06/04/1999 00.00 $1,306.51 5
68 Short 05/24/1999 00.00 $1,328.98 5 $99.15
($2,279.53)		 $254.94
($79.55)		 0.26%
(0.08%)
Cover 06/04/1999 00.00 $1,306.51 5
69 Buy 06/04/1999 00.00 $1,306.51 5 ($79.59)
($2,359.13)		 $162.44
($70.05)		 0.16%
(0.07%)
Sell 06/11/1999 00.00 $1,293.23 5
70 Short 06/11/1999 00.00 $1,293.23 5 ($283.34)
($2,642.48)		 $24.94
($270.05)		 0.02%
(0.27%)
Cover 06/17/1999 00.00 $1,347.26 5
71 Buy 06/17/1999 00.00 $1,347.26 5 ($70.84)
($2,713.33)		 $86.19
($146.30)		 0.08%
(0.15%)
Sell 06/24/1999 00.00 $1,335.73 5
72 Short 06/24/1999 00.00 $1,335.73 5 ($147.09)
($2,860.43)		 $83.69
($133.80)		 0.08%
(0.13%)
Cover 06/30/1999 00.00 $1,362.51 5
73 Buy 06/30/1999 00.00 $1,362.51 5 $196.65
($2,663.78)		 $276.19
($116.30)		 0.28%
(0.11%)
Sell 07/13/1999 00.00 $1,404.48 5
74 Short 07/13/1999 00.00 $1,404.48 5 ($75.84)
($2,739.63)		 $43.69
($66.30)		 0.04%
(0.06%)
Cover 07/15/1999 00.00 $1,417.01 5
75 Buy 07/15/1999 00.00 $1,417.01 5 ($167.09)
($2,906.73)		 $73.69
($153.80)		 0.07%
(0.15%)
Sell 07/21/1999 00.00 $1,386.23 5
76 Short 07/21/1999 00.00 $1,386.23 5 $320.40
($2,586.33)		 $576.19
($161.30)		 0.59%
(0.16%)
Cover 08/13/1999 00.00 $1,319.51 5
77 Short 07/30/1999 00.00 $1,338.23 5 $80.40
($2,505.93)		 $336.19
($148.80)		 0.34%
(0.15%)
Cover 08/13/1999 00.00 $1,319.51 5
78 Buy 08/13/1999 00.00 $1,319.51 5 $141.65
($2,364.28)		 $341.19
($103.80)		 0.35%
(0.10%)
Sell 08/30/1999 00.00 $1,350.48 5
79 Buy 08/23/1999 00.00 $1,339.01 5 $44.15
($2,320.13)		 $243.69
($58.80)		 0.24%
(0.06%)
Sell 08/30/1999 00.00 $1,350.48 5
80 Short 08/30/1999 00.00 $1,350.48 5 ($77.09)
($2,397.23)		 $228.69
($106.30)		 0.23%
(0.10%)
Cover 09/07/1999 00.00 $1,363.26 5
81 Buy 09/07/1999 00.00 $1,363.26 5 ($178.34)
($2,575.58)		 $24.94
($216.30)		 0.02%
(0.22%)
Sell 09/16/1999 00.00 $1,330.23 5
82 Buy 09/15/1999 00.00 $1,365.01 5 ($187.09)
($2,762.68)		 $16.19
($173.80)		 0.01%
(0.17%)
Sell 09/16/1999 00.00 $1,330.23 5
83 Short 09/16/1999 00.00 $1,330.23 5 ($128.34)
($2,891.03)		 $88.69
($190.05)		 0.09%
(0.19%)
Cover 09/20/1999 00.00 $1,353.26 5
84 Buy 09/20/1999 00.00 $1,353.26 5 ($58.34)
($2,949.38)		 $18.69
($100.05)		 0.01%
(0.10%)
Sell 09/21/1999 00.00 $1,344.23 5
85 Short 09/21/1999 00.00 $1,344.23 5 $110.40
($2,838.98)		 $383.69
($63.80)		 0.39%
(0.06%)
Cover 10/05/1999 00.00 $1,319.51 5
86 Buy 10/05/1999 00.00 $1,319.51 5 ($3.34)
($2,842.33)		 $154.94
($130.05)		 0.15%
(0.13%)
Sell 10/13/1999 00.00 $1,321.48 5
87 Short 10/13/1999 00.00 $1,321.48 5 $51.65
($2,790.68)		 $399.94
($132.55)		 0.41%
(0.13%)
Cover 10/28/1999 00.00 $1,308.51 5
88 Short 10/27/1999 00.00 $1,284.48 5 ($133.34)
($2,924.03)		 $38.69
($138.80)		 0.03%
(0.14%)
Cover 10/28/1999 00.00 $1,308.51 5
89 Buy 10/28/1999 00.00 $1,308.51 5 $526.65
($2,397.38)		 $619.94
($158.80)		 0.63%
(0.16%)
Sell 11/23/1999 00.00 $1,416.48 5
90 Short 11/23/1999 00.00 $1,416.48 5 ($45.84)
($2,443.23)		 $151.19
($178.80)		 0.15%
(0.18%)
Cover 12/14/1999 00.00 $1,423.01 5
91 Short 12/09/1999 00.00 $1,403.48 5 ($110.84)
($2,554.08)		 $61.19
($103.80)		 0.06%
(0.10%)
Cover 12/14/1999 00.00 $1,423.01 5
92 Buy 12/14/1999 00.00 $1,423.01 5 $132.90
($2,421.18)		 $382.44
($62.55)		 0.39%
(0.06%)
Sell 01/04/2000 00.00 $1,452.23 5
93 Short 01/04/2000 00.00 $1,452.23 5 $139.15
($2,282.03)		 $476.19
($218.80)		 0.48%
(0.22%)
Cover 02/02/2000 00.00 $1,421.76 5
94 Buy 02/02/2000 00.00 $1,421.76 5 ($37.09)
($2,319.13)		 $164.94
($152.55)		 0.16%
(0.15%)
Sell 02/10/2000 00.00 $1,416.98 5
95 Short 02/10/2000 00.00 $1,416.98 5 $241.65
($2,077.48)		 $447.44
($188.80)		 0.45%
(0.19%)
Cover 02/29/2000 00.00 $1,366.01 5
96 Buy 02/29/2000 00.00 $1,366.01 5 ($88.34)
($2,165.83)		 $242.44
($192.55)		 0.24%
(0.19%)
Sell 03/08/2000 00.00 $1,350.98 5
97 Short 03/08/2000 00.00 $1,350.98 5 ($335.84)
($2,501.68)		 $12.44
($322.55)		 0.01%
(0.32%)
Cover 03/13/2000 00.00 $1,415.51 5
98 Buy 03/13/2000 00.00 $1,415.51 5 $484.15
($2,017.53)		 $793.69
($280.05)		 0.81%
(0.28%)
Sell 03/30/2000 00.00 $1,514.98 5
99 Buy 03/16/2000 00.00 $1,417.51 5 $474.15
($1,543.38)		 $783.69
($215.05)		 0.80%
(0.22%)
Sell 03/30/2000 00.00 $1,514.98 5
100 Short 03/30/2000 00.00 $1,514.98 5 ($47.09)
($1,590.48)		 $419.94
($148.80)		 0.42%
(0.15%)
Cover 04/06/2000 00.00 $1,521.76 5
101 Buy 04/06/2000 00.00 $1,521.76 5 ($247.09)
($1,837.58)		 $111.19
($233.80)		 0.11%
(0.23%)
Sell 04/13/2000 00.00 $1,474.98 5
102 Buy 04/10/2000 00.00 $1,535.01 5 ($313.34)
($2,150.93)		 $44.94
($300.05)		 0.04%
(0.30%)
Sell 04/13/2000 00.00 $1,474.98 5
103 Short 04/13/2000 00.00 $1,474.98 5 $167.90
($1,983.03)		 $663.69
($247.55)		 0.67%
(0.25%)
Cover 05/15/2000 00.00 $1,438.76 5
104 Short 05/02/2000 00.00 $1,457.98 5 $82.90
($1,900.13)		 $377.44
($173.80)		 0.38%
(0.17%)
Cover 05/15/2000 00.00 $1,438.76 5
105 Buy 05/15/2000 00.00 $1,438.76 5 ($172.09)
($2,072.23)		 $199.94
($158.80)		 0.20%
(0.16%)
Sell 05/22/2000 00.00 $1,406.98 5
106 Short 05/22/2000 00.00 $1,406.98 5 ($122.09)
($2,194.33)		 $207.44
($200.05)		 0.21%
(0.20%)
Cover 05/31/2000 00.00 $1,428.76 5
107 Buy 05/31/2000 00.00 $1,428.76 5 $134.15
($2,060.18)		 $316.19
($236.30)		 0.32%
(0.24%)
Sell 06/09/2000 00.00 $1,458.23 5
108 Short 06/09/2000 00.00 $1,458.23 5 ($87.09)
($2,147.28)		 $77.44
($128.80)		 0.07%
(0.13%)
Cover 06/14/2000 00.00 $1,473.01 5
109 Buy 06/14/2000 00.00 $1,473.01 5 ($35.84)
($2,183.13)		 $206.19
($151.30)		 0.21%
(0.15%)
Sell 06/23/2000 00.00 $1,468.48 5
110 Short 06/23/2000 00.00 $1,468.48 5 ($124.59)
($2,307.73)		 $87.44
($156.30)		 0.08%
(0.15%)
Cover 07/05/2000 00.00 $1,490.76 5
111 Buy 07/05/2000 00.00 $1,490.76 5 ($174.59)
($2,482.33)		 $12.44
($161.30)		 0.01%
(0.16%)
Sell 07/06/2000 00.00 $1,458.48 5
112 Short 07/06/2000 00.00 $1,458.48 5 ($115.84)
($2,598.18)		 $11.19
($173.80)		 0.01%
(0.17%)
Cover 07/07/2000 00.00 $1,479.01 5
113 Buy 07/07/2000 00.00 $1,479.01 5 $124.15
($2,474.03)		 $392.44
($277.55)		 0.40%
(0.28%)
Sell 09/06/2000 00.00 $1,506.48 5
114 Buy 08/04/2000 00.00 $1,465.01 5 $194.15
($2,279.88)		 $462.44
($158.80)		 0.47%
(0.16%)
Sell 09/06/2000 00.00 $1,506.48 5
115 Buy 08/15/2000 00.00 $1,499.51 5 $21.65
($2,258.23)		 $289.94
($118.80)		 0.29%
(0.12%)
Sell 09/06/2000 00.00 $1,506.48 5
116 Buy 09/01/2000 00.00 $1,529.51 5 ($128.34)
($2,386.58)		 $139.94
($128.80)		 0.14%
(0.13%)
Sell 09/06/2000 00.00 $1,506.48 5
117 Short 09/06/2000 00.00 $1,506.48 5 ($34.59)
($2,421.18)		 $127.44
($255.05)		 0.13%
(0.26%)
Cover 09/14/2000 00.00 $1,510.76 5
118 Buy 09/14/2000 00.00 $1,510.76 5 ($162.09)
($2,583.28)		 $29.94
($148.80)		 0.03%
(0.15%)
Sell 09/18/2000 00.00 $1,480.98 5
119 Short 09/18/2000 00.00 $1,480.98 5 $36.65
($2,546.63)		 $221.19
($143.80)		 0.22%
(0.14%)
Cover 09/25/2000 00.00 $1,471.01 5
120 Buy 09/25/2000 00.00 $1,471.01 5 ($90.84)
($2,637.48)		 $33.69
($171.30)		 0.03%
(0.17%)
Sell 09/26/2000 00.00 $1,455.48 5
121 Short 09/26/2000 00.00 $1,455.48 5 ($57.09)
($2,694.58)		 $86.19
($127.55)		 0.08%
(0.13%)
Cover 10/03/2000 00.00 $1,464.26 5
122 Short 10/02/2000 00.00 $1,453.98 5 ($64.59)
($2,759.18)		 $32.44
($96.30)		 0.03%
(0.09%)
Cover 10/03/2000 00.00 $1,464.26 5
123 Buy 10/03/2000 00.00 $1,464.26 5 ($140.84)
($2,900.03)		 $48.69
($127.55)		 0.05%
(0.13%)
Sell 10/04/2000 00.00 $1,438.73 5
124 Short 10/04/2000 00.00 $1,438.73 5 $211.65
($2,688.38)		 $498.69
($176.30)		 0.51%
(0.18%)
Cover 10/17/2000 00.00 $1,393.76 5
125 Short 10/09/2000 00.00 $1,411.48 5 $75.40
($2,612.98)		 $362.44
($245.05)		 0.37%
(0.25%)
Cover 10/17/2000 00.00 $1,393.76 5
126 Buy 10/17/2000 00.00 $1,393.76 5 ($207.09)
($2,820.08)		 $8.69
($193.80)		 0.00%
(0.19%)
Sell 10/18/2000 00.00 $1,354.98 5
127 Short 10/18/2000 00.00 $1,354.98 5 ($98.34)
($2,918.43)		 $154.94
($202.55)		 0.15%
(0.20%)
Cover 10/19/2000 00.00 $1,372.01 5
128 Buy 10/19/2000 00.00 $1,372.01 5 ($20.84)
($2,939.28)		 $283.69
($240.05)		 0.29%
(0.24%)
Sell 10/26/2000 00.00 $1,370.48 5
129 Short 10/26/2000 00.00 $1,370.48 5 ($258.34)
($3,197.63)		 $109.94
($245.05)		 0.11%
(0.25%)
Cover 10/31/2000 00.00 $1,419.51 5
130 Buy 10/31/2000 00.00 $1,419.51 5 ($58.34)
($3,255.98)		 $177.44
($162.55)		 0.18%
(0.16%)
Sell 11/09/2000 00.00 $1,410.48 5
131 Short 11/09/2000 00.00 $1,410.48 5 $349.15
($2,906.83)		 $701.19
($222.55)		 0.72%
(0.23%)
Cover 12/27/2000 00.00 $1,338.01 5
132 Short 11/21/2000 00.00 $1,345.23 5 $22.90
($2,883.93)		 $374.94
($320.05)		 0.38%
(0.32%)
Cover 12/27/2000 00.00 $1,338.01 5
133 Short 11/29/2000 00.00 $1,337.48 5 ($15.84)
($2,899.78)		 $336.19
($358.80)		 0.34%
(0.36%)
Cover 12/27/2000 00.00 $1,338.01 5
134 Buy 12/27/2000 00.00 $1,338.01 5 ($73.34)
($2,973.12)		 $92.44
($97.55)		 0.09%
(0.10%)
Sell 01/02/2001 00.00 $1,325.98 5
135 Short 01/02/2001 00.00 $1,325.98 5 $54.15
($2,918.97)		 $192.44
($270.05)		 0.19%
(0.27%)
Cover 01/09/2001 00.00 $1,312.51 5
136 Short 01/05/2001 00.00 $1,341.48 5 $131.65
($2,787.32)		 $269.94
($192.55)		 0.27%
(0.19%)
Cover 01/09/2001 00.00 $1,312.51 5
137 Buy 01/09/2001 00.00 $1,312.51 5 ($57.09)
($2,844.42)		 $64.94
($125.05)		 0.06%
(0.12%)
Sell 01/10/2001 00.00 $1,303.73 5
138 Short 01/10/2001 00.00 $1,303.73 5 ($212.09)
($3,056.52)		 $32.44
($198.80)		 0.03%
(0.20%)
Cover 01/12/2001 00.00 $1,343.51 5
139 Buy 01/12/2001 00.00 $1,343.51 5 $32.90
($3,023.62)		 $252.44
($120.05)		 0.26%
(0.12%)
Sell 02/05/2001 00.00 $1,352.73 5
140 Short 02/05/2001 00.00 $1,352.73 5 $896.65
($2,126.97)		 $1,323.69
($166.30)		 1.36%
(0.17%)
Cover 03/27/2001 00.00 $1,170.76 5
141 Short 02/20/2001 00.00 $1,296.23 5 $614.15
($1,512.82)		 $1,041.19
($170.05)		 1.07%
(0.17%)
Cover 03/27/2001 00.00 $1,170.76 5
142 Short 03/01/2001 00.00 $1,230.73 5 $286.65
($1,226.17)		 $713.69
($198.80)		 0.73%
(0.20%)
Cover 03/27/2001 00.00 $1,170.76 5
143 Short 03/12/2001 00.00 $1,227.23 5 $269.15
($957.02)		 $696.19
($196.30)		 0.71%
(0.20%)
Cover 03/27/2001 00.00 $1,170.76 5
144 Buy 03/27/2001 00.00 $1,170.76 5 ($140.84)
($1,097.87)		 $118.69
($135.05)		 0.11%
(0.13%)
Sell 04/03/2001 00.00 $1,145.23 5
145 Short 04/03/2001 00.00 $1,145.23 5 ($63.34)
($1,161.22)		 $233.69
($167.55)		 0.23%
(0.16%)
Cover 04/10/2001 00.00 $1,155.26 5
146 Buy 04/10/2001 00.00 $1,155.26 5 $279.15
($882.07)		 $563.69
($108.80)		 0.57%
(0.11%)
Sell 04/25/2001 00.00 $1,213.73 5
147 Short 04/25/2001 00.00 $1,213.73 5 ($243.34)
($1,125.42)		 $4.94
($230.05)		 0.00%
(0.23%)
Cover 04/30/2001 00.00 $1,259.76 5
148 Buy 04/30/2001 00.00 $1,259.76 5 ($94.59)
($1,220.02)		 $92.44
($108.80)		 0.09%
(0.11%)
Sell 05/04/2001 00.00 $1,243.48 5
149 Short 05/04/2001 00.00 $1,243.48 5 ($165.84)
($1,385.87)		 $42.44
($152.55)		 0.04%
(0.15%)
Cover 05/07/2001 00.00 $1,274.01 5
150 Buy 05/07/2001 00.00 $1,274.01 5 ($69.59)
($1,455.47)		 $3.69
($195.05)		 0.00%
(0.19%)
Sell 05/08/2001 00.00 $1,262.73 5
151 Short 05/08/2001 00.00 $1,262.73 5 ($27.09)
($1,482.57)		 $59.94
($71.30)		 0.06%
(0.07%)
Cover 05/10/2001 00.00 $1,265.51 5
152 Buy 05/10/2001 00.00 $1,265.51 5 ($59.59)
($1,542.17)		 $41.19
($73.80)		 0.04%
(0.07%)
Sell 05/11/2001 00.00 $1,256.23 5
153 Short 05/11/2001 00.00 $1,256.23 5 ($188.34)
($1,730.52)		 $101.19
($175.05)		 0.10%
(0.17%)
Cover 05/17/2001 00.00 $1,291.26 5
154 Buy 05/17/2001 00.00 $1,291.26 5 ($18.34)
($1,748.87)		 $139.94
($276.30)		 0.14%
(0.28%)
Sell 05/24/2001 00.00 $1,290.23 5
155 Short 05/24/2001 00.00 $1,290.23 5 $87.90
($1,660.97)		 $217.44
($115.05)		 0.22%
(0.11%)
Cover 06/05/2001 00.00 $1,270.01 5
156 Buy 06/05/2001 00.00 $1,270.01 5 ($80.84)
($1,741.82)		 $92.44
($67.55)		 0.09%
(0.06%)
Sell 06/11/2001 00.00 $1,256.48 5
157 Short 06/11/2001 00.00 $1,256.48 5 $95.40
($1,646.42)		 $223.69
($143.80)		 0.22%
(0.14%)
Cover 06/21/2001 00.00 $1,234.76 5
158 Buy 06/21/2001 00.00 $1,234.76 5 ($83.34)
($1,729.77)		 $72.44
($91.30)		 0.07%
(0.09%)
Sell 06/26/2001 00.00 $1,220.73 5
159 Short 06/26/2001 00.00 $1,220.73 5 ($137.09)
($1,866.87)		 $73.69
($123.80)		 0.07%
(0.12%)
Cover 07/02/2001 00.00 $1,245.51 5
160 Buy 07/02/2001 00.00 $1,245.51 5 ($133.34)
($2,000.22)		 $13.69
($120.05)		 0.01%
(0.12%)
Sell 07/06/2001 00.00 $1,221.48 5
161 Short 07/06/2001 00.00 $1,221.48 5 $6.65
($1,993.57)		 $237.44
($118.80)		 0.24%
(0.12%)
Cover 07/13/2001 00.00 $1,217.51 5
162 Buy 07/13/2001 00.00 $1,217.51 5 ($143.34)
($2,136.92)		 $69.94
($156.30)		 0.07%
(0.15%)
Sell 07/24/2001 00.00 $1,191.48 5
163 Buy 07/23/2001 00.00 $1,221.26 5 ($162.09)
($2,299.02)		 $11.19
($148.80)		 0.01%
(0.15%)
Sell 07/24/2001 00.00 $1,191.48 5
164 Short 07/24/2001 00.00 $1,191.48 5 ($127.09)
($2,426.12)		 $114.94
($160.05)		 0.11%
(0.16%)
Cover 07/30/2001 00.00 $1,214.26 5
165 Buy 07/30/2001 00.00 $1,214.26 5 ($80.84)
($2,506.97)		 $99.94
($71.30)		 0.10%
(0.07%)
Sell 08/07/2001 00.00 $1,200.73 5
166 Short 08/07/2001 00.00 $1,200.73 5 $45.40
($2,461.57)		 $227.44
($101.30)		 0.23%
(0.10%)
Cover 08/27/2001 00.00 $1,189.01 5
167 Short 08/16/2001 00.00 $1,179.48 5 ($60.84)
($2,522.42)		 $121.19
($78.80)		 0.12%
(0.08%)
Cover 08/27/2001 00.00 $1,189.01 5
168 Buy 08/27/2001 00.00 $1,189.01 5 ($144.59)
($2,667.02)		 $14.94
($131.30)		 0.01%
(0.13%)
Sell 08/29/2001 00.00 $1,162.73 5
169 Short 08/29/2001 00.00 $1,162.73 5 $695.40
($1,971.62)		 $1,121.19
($98.80)		 1.15%
(0.10%)
Cover 09/26/2001 00.00 $1,021.01 5
170 Buy 09/26/2001 00.00 $1,021.01 5 $160.40
($1,811.22)		 $332.44
($120.05)		 0.33%
(0.12%)
Sell 10/10/2001 00.00 $1,055.73 5
171 Short 10/10/2001 00.00 $1,055.73 5 ($160.84)
($1,972.07)		 $4.94
($147.55)		 0.00%
(0.15%)
Cover 10/11/2001 00.00 $1,085.26 5
172 Buy 10/11/2001 00.00 $1,085.26 5 ($62.09)
($2,034.17)		 $146.19
($152.55)		 0.14%
(0.15%)
Sell 10/18/2001 00.00 $1,075.48 5
173 Short 10/18/2001 00.00 $1,075.48 5 ($92.09)
($2,126.27)		 $111.19
($195.05)		 0.11%
(0.19%)
Cover 11/05/2001 00.00 $1,091.26 5
174 Short 10/30/2001 00.00 $1,072.23 5 ($108.34)
($2,234.62)		 $94.94
($155.05)		 0.09%
(0.15%)
Cover 11/05/2001 00.00 $1,091.26 5
175 Buy 11/05/2001 00.00 $1,091.26 5 $171.65
($2,062.97)		 $367.44
($81.30)		 0.37%
(0.08%)
Sell 11/29/2001 00.00 $1,128.23 5
176 Buy 11/14/2001 00.00 $1,142.01 5 ($82.09)
($2,145.07)		 $113.69
($133.80)		 0.11%
(0.13%)
Sell 11/29/2001 00.00 $1,128.23 5
177 Buy 11/26/2001 00.00 $1,153.76 5 ($140.84)
($2,285.92)		 $54.94
($127.55)		 0.05%
(0.13%)
Sell 11/29/2001 00.00 $1,128.23 5
178 Short 11/29/2001 00.00 $1,128.23 5 ($112.09)
($2,398.02)		 $16.19
($113.80)		 0.01%
(0.11%)
Cover 12/05/2001 00.00 $1,148.01 5
179 Buy 12/05/2001 00.00 $1,148.01 5 ($60.84)
($2,458.87)		 $136.19
($101.30)		 0.13%
(0.10%)
Sell 12/11/2001 00.00 $1,138.48 5
180 Short 12/11/2001 00.00 $1,138.48 5 ($17.09)
($2,475.97)		 $117.44
($120.05)		 0.12%
(0.12%)
Cover 12/18/2001 00.00 $1,139.26 5
181 Buy 12/18/2001 00.00 $1,139.26 5 ($3.34)
($2,479.32)		 $134.94
($87.55)		 0.13%
(0.08%)
Sell 01/02/2002 00.00 $1,141.23 5
182 Buy 12/28/2001 00.00 $1,159.76 5 ($105.84)
($2,585.17)		 $32.44
($92.55)		 0.03%
(0.09%)
Sell 01/02/2002 00.00 $1,141.23 5
183 Short 01/02/2002 00.00 $1,141.23 5 ($88.34)
($2,673.52)		 $23.69
($108.80)		 0.02%
(0.11%)
Cover 01/03/2002 00.00 $1,156.26 5
184 Buy 01/03/2002 00.00 $1,156.26 5 ($37.09)
($2,710.62)		 $111.19
($98.80)		 0.11%
(0.10%)
Sell 01/10/2002 00.00 $1,151.48 5
185 Short 01/10/2002 00.00 $1,151.48 5 $80.40
($2,630.22)		 $169.94
($121.30)		 0.17%
(0.12%)
Cover 01/24/2002 00.00 $1,132.76 5
186 Buy 01/24/2002 00.00 $1,132.76 5 ($33.34)
($2,663.57)		 $34.94
($76.30)		 0.03%
(0.07%)
Sell 01/25/2002 00.00 $1,128.73 5
187 Short 01/25/2002 00.00 $1,128.73 5 $66.65
($2,596.92)		 $266.19
($55.05)		 0.27%
(0.05%)
Cover 02/12/2002 00.00 $1,112.76 5
188 Short 01/30/2002 00.00 $1,097.48 5 ($89.59)
($2,686.52)		 $109.94
($203.80)		 0.11%
(0.20%)
Cover 02/12/2002 00.00 $1,112.76 5
189 Buy 02/12/2002 00.00 $1,112.76 5 $181.65
($2,504.87)		 $323.69
($195.05)		 0.33%
(0.20%)
Sell 03/21/2002 00.00 $1,151.73 5
190 Buy 02/26/2002 00.00 $1,113.51 5 $177.90
($2,326.97)		 $319.94
($132.55)		 0.32%
(0.13%)
Sell 03/21/2002 00.00 $1,151.73 5
191 Short 03/21/2002 00.00 $1,151.73 5 $551.65
($1,775.32)		 $863.69
($117.55)		 0.88%
(0.12%)
Cover 06/18/2002 00.00 $1,038.76 5
192 Short 04/03/2002 00.00 $1,136.98 5 $477.90
($1,297.42)		 $789.94
($40.05)		 0.80%
(0.04%)
Cover 06/18/2002 00.00 $1,038.76 5
193 Short 04/23/2002 00.00 $1,105.98 5 $322.90
($974.52)		 $634.94
($110.05)		 0.64%
(0.11%)
Cover 06/18/2002 00.00 $1,038.76 5
194 Short 05/07/2002 00.00 $1,049.98 5 $42.90
($931.62)		 $354.94
($295.05)		 0.35%
(0.29%)
Cover 06/18/2002 00.00 $1,038.76 5
195 Short 05/21/2002 00.00 $1,090.73 5 $246.65
($684.97)		 $558.69
($78.80)		 0.57%
(0.08%)
Cover 06/18/2002 00.00 $1,038.76 5
196 Short 05/29/2002 00.00 $1,069.98 5 $142.90
($542.07)		 $454.94
($100.05)		 0.46%
(0.10%)
Cover 06/18/2002 00.00 $1,038.76 5
197 Buy 06/18/2002 00.00 $1,038.76 5 ($183.34)
($725.42)		 $33.69
($170.05)		 0.03%
(0.17%)
Sell 06/21/2002 00.00 $1,004.73 5
198 Short 06/21/2002 00.00 $1,004.73 5 $45.40
($680.02)		 $296.19
($106.30)		 0.29%
(0.10%)
Cover 06/28/2002 00.00 $993.01 5
199 Buy 06/28/2002 00.00 $993.01 5 ($48.34)
($728.37)		 $51.19
($145.05)		 0.05%
(0.14%)
Sell 07/01/2002 00.00 $985.98 5
200 Short 07/01/2002 00.00 $985.98 5 ($13.34)
($741.72)		 $256.19
($86.30)		 0.25%
(0.08%)
Cover 07/08/2002 00.00 $986.01 5
201 Buy 07/08/2002 00.00 $986.01 5 ($354.59)
($1,096.32)		 $48.69
($341.30)		 0.04%
(0.34%)
Sell 07/11/2002 00.00 $917.73 5
202 Short 07/11/2002 00.00 $917.73 5 $296.65
($799.66)		 $733.69
($218.80)		 0.74%
(0.22%)
Cover 07/29/2002 00.00 $855.76 5
203 Buy 07/29/2002 00.00 $855.76 5 ($29.59)
($829.26)		 $301.19
($155.05)		 0.30%
(0.15%)
Sell 08/05/2002 00.00 $852.48 5
204 Short 08/05/2002 00.00 $852.48 5 ($284.59)
($1,113.86)		 $119.94
($271.30)		 0.12%
(0.27%)
Cover 08/09/2002 00.00 $906.76 5
205 Buy 08/09/2002 00.00 $906.76 5 $135.40
($978.46)		 $296.19
($165.05)		 0.29%
(0.16%)
Sell 08/26/2002 00.00 $936.48 5
206 Short 08/26/2002 00.00 $936.48 5 ($88.34)
($1,066.81)		 $33.69
($128.80)		 0.03%
(0.13%)
Cover 08/27/2002 00.00 $951.51 5
207 Buy 08/27/2002 00.00 $951.51 5 ($122.09)
($1,188.91)		 $24.94
($108.80)		 0.02%
(0.10%)
Sell 08/28/2002 00.00 $929.73 5
208 Short 08/28/2002 00.00 $929.73 5 $95.40
($1,093.51)		 $302.44
($133.80)		 0.30%
(0.13%)
Cover 09/10/2002 00.00 $908.01 5
209 Buy 09/10/2002 00.00 $908.01 5 ($133.34)
($1,226.86)		 $98.69
($127.55)		 0.09%
(0.12%)
Sell 09/13/2002 00.00 $883.98 5
210 Short 09/13/2002 00.00 $883.98 5 $134.15
($1,092.71)		 $428.69
($160.05)		 0.43%
(0.16%)
Cover 10/02/2002 00.00 $854.51 5
211 Short 09/30/2002 00.00 $824.23 5 ($164.59)
($1,257.31)		 $129.94
($163.80)		 0.13%
(0.16%)
Cover 10/02/2002 00.00 $854.51 5
212 Buy 10/02/2002 00.00 $854.51 5 ($170.84)
($1,428.16)		 $1.19
($221.30)		 0.00%
(0.22%)
Sell 10/03/2002 00.00 $822.98 5
213 Short 10/03/2002 00.00 $822.98 5 ($118.34)
($1,546.51)		 $278.69
($158.80)		 0.28%
(0.16%)
Cover 10/14/2002 00.00 $844.01 5
214 Buy 10/14/2002 00.00 $844.01 5 $154.15
($1,392.36)		 $304.94
($223.80)		 0.30%
(0.22%)
Sell 10/25/2002 00.00 $877.48 5
215 Short 10/25/2002 00.00 $877.48 5 ($125.84)
($1,518.21)		 $11.19
($137.55)		 0.01%
(0.13%)
Cover 10/28/2002 00.00 $900.01 5
216 Buy 10/28/2002 00.00 $900.01 5 ($124.59)
($1,642.81)		 $46.19
($170.05)		 0.04%
(0.17%)
Sell 11/01/2002 00.00 $877.73 5
217 Buy 10/31/2002 00.00 $895.76 5 ($103.34)
($1,746.16)		 $14.94
($93.80)		 0.01%
(0.09%)
Sell 11/01/2002 00.00 $877.73 5
218 Short 11/01/2002 00.00 $877.73 5 ($144.59)
($1,890.76)		 $13.69
($131.30)		 0.01%
(0.13%)
Cover 11/04/2002 00.00 $904.01 5
219 Buy 11/04/2002 00.00 $904.01 5 ($80.84)
($1,971.61)		 $112.44
($145.05)		 0.11%
(0.14%)
Sell 11/11/2002 00.00 $890.48 5
220 Short 11/11/2002 00.00 $890.48 5 ($89.59)
($2,061.21)		 $101.19
($101.30)		 0.10%
(0.10%)
Cover 11/15/2002 00.00 $905.76 5
221 Buy 11/15/2002 00.00 $905.76 5 $46.65
($2,014.56)		 $247.44
($122.55)		 0.25%
(0.12%)
Sell 12/04/2002 00.00 $917.73 5
222 Buy 11/28/2002 00.00 $941.01 5 ($129.59)
($2,144.16)		 $71.19
($145.05)		 0.07%
(0.14%)
Sell 12/04/2002 00.00 $917.73 5
223 Short 12/04/2002 00.00 $917.73 5 $75.40
($2,068.76)		 $194.94
($108.80)		 0.19%
(0.11%)
Cover 12/26/2002 00.00 $900.01 5
224 Short 12/19/2002 00.00 $885.98 5 ($83.34)
($2,152.11)		 $36.19
($87.55)		 0.03%
(0.08%)
Cover 12/26/2002 00.00 $900.01 5
225 Buy 12/26/2002 00.00 $900.01 5 ($157.09)
($2,309.21)		 $16.19
($143.80)		 0.01%
(0.14%)
Sell 12/30/2002 00.00 $871.23 5
226 Short 12/30/2002 00.00 $871.23 5 ($205.84)
($2,515.06)		 $16.19
($192.55)		 0.01%
(0.19%)
Cover 01/03/2003 00.00 $909.76 5
227 Buy 01/03/2003 00.00 $909.76 5 $15.40
($2,499.66)		 $136.19
($136.30)		 0.13%
(0.13%)
Sell 01/16/2003 00.00 $915.48 5
228 Short 01/16/2003 00.00 $915.48 5 $275.40
($2,224.26)		 $397.44
($86.30)		 0.40%
(0.08%)
Cover 02/03/2003 00.00 $857.76 5
229 Buy 02/03/2003 00.00 $857.76 5 ($142.09)
($2,366.36)		 $31.19
($128.80)		 0.03%
(0.13%)
Sell 02/07/2003 00.00 $831.98 5
230 Short 02/07/2003 00.00 $831.98 5 ($39.59)
($2,405.96)		 $133.69
($87.55)		 0.13%
(0.08%)
Cover 02/17/2003 00.00 $837.26 5
231 Buy 02/17/2003 00.00 $837.26 5 ($44.59)
($2,450.56)		 $79.94
($117.55)		 0.08%
(0.12%)
Sell 02/25/2003 00.00 $830.98 5
232 Short 02/25/2003 00.00 $830.98 5 ($93.34)
($2,543.91)		 $68.69
($97.55)		 0.07%
(0.10%)
Cover 03/03/2003 00.00 $847.01 5
233 Buy 03/03/2003 00.00 $847.01 5 ($88.34)
($2,632.26)		 $29.94
($75.05)		 0.03%
(0.07%)
Sell 03/04/2003 00.00 $831.98 5
234 Short 03/04/2003 00.00 $831.98 5 ($15.84)
($2,648.11)		 $219.94
($105.05)		 0.22%
(0.10%)
Cover 03/14/2003 00.00 $832.51 5
235 Buy 03/14/2003 00.00 $832.51 5 $126.65
($2,521.46)		 $316.19
($147.55)		 0.32%
(0.15%)
Sell 03/25/2003 00.00 $860.48 5
236 Short 03/25/2003 00.00 $860.48 5 ($132.09)
($2,653.56)		 $102.44
($125.05)		 0.10%
(0.12%)
Cover 04/03/2003 00.00 $884.26 5
237 Buy 04/03/2003 00.00 $884.26 5 ($113.34)
($2,766.91)		 $103.69
($146.30)		 0.10%
(0.15%)
Sell 04/10/2003 00.00 $864.23 5
238 Short 04/10/2003 00.00 $864.23 5 ($124.59)
($2,891.51)		 $13.69
($115.05)		 0.01%
(0.11%)
Cover 04/15/2003 00.00 $886.51 5



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Total Trade Analysis Advanced View
  All Trades
 Long Trades
 Short Trades
Total # of Trades 238 119 119
Total # of Outlier Trades 48 21 27
Total # of Open Trades 2 2 0
Number Winning Trades 79 37 42
Number Losing Trades 159 82 77
Max Trade Run-up $1,323.69 $793.69 $1,323.69
Max Trade Drawdown ($762.55) ($762.55) ($358.80)
Max Trade Run-up (%) 1.36% 0.81% 1.36%
Max Trade Drawdown (%) (0.76%) (0.76%) (0.36%)
Avg Trade Run-up $202.63 $167.52 $237.73
Avg Trade Drawdown ($148.19) ($147.57) ($148.80)
Percent Profitable 33.19% 31.09% 35.29%
Avg Trade (win & loss) ($12.14) ($23.87) ($0.42)
Average Winning Trade $190.09 $172.73 $205.40
Average Losing Trade ($112.63) ($112.58) ($112.69)
Ratio Avg Win / Avg Loss 1.68 1.53 1.82
Largest Winning Trade $896.65 $526.65 $896.65
Largest Losing Trade ($620.84) ($620.84) ($335.84)
Max Consec. Winners 8 3 7
Max Consec. Losers 15 11 13
Largest Consec. Profit $2,144.45 $958.30 $2,066.60
Largest Consec. Loss ($1,391.49) ($1,070.59) ($1,527.04)
Largest Consec. Profit (%) 2.16% 0.95% 2.07%
Largest Consec. Loss (%) (1.40%) (1.08%) (1.55%)


Trade Series Analysis
Z-score (1.32)
Confidence Limits (0.81)
Strategy ME (12.14)

# Winning Trade Series Losing Trade Series
# of series Avg Win / Series Avg Loss
Next Trade		 # of series Avg Loss / Series Avg Win
Next Trade
1 31 $135.19 ($325.28) 10 ($95.34) $345.55
2 11 $421.02 ($440.59) 13 ($221.21) $494.80
3 3 $454.95 ($598.24) 11 ($478.23) $169.94
4 1 $586.60 ($629.24) 5 ($460.39) $141.48
5 1 $2,099.50 ($204.19) 4 ($540.99) $264.55
6 0 $0.00 $0.00 3 ($482.51) $226.36
8 1 $2,144.45 ($183.34) 1 ($866.79) $87.90
9 0 $0.00 $0.00 1 ($647.64) $80.40
15 0 $0.00 $0.00 1 ($1,391.49) $647.45



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Time Analysis
Compression Daily
Start Date Wed Sep 17 00:00:00 1997
End Date Thu May 15 00:00:00 2003
Trading Period 2,066.00 days
Time in the Market 2,066.00 days
Percent in the Market 100.00%
Longest flat period 0.00 days
Avg Time in Trades 11.59 days
Avg Time in Winning Trades 21.96 days
Avg Time in Losing Trades 6.44 days
Avg # Bars in Trades 9.04
Avg # Bars in Winning Trades 16.22
Avg # Bars in Losing Trades 5.47
Avg Time Between Trades 0.00 days
Avg Time Between Winning Trades    9.70 days
Avg Time Between Losing Trades 6.46 days
Max Run-up Date Thu Mar 22 00:00:00 2001
Max DrawDown Date Tue Sep 01 00:00:00 1998



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Daily Trading Summary Simple View

Daily Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
11/25/02 $5.00
0.00%		 $5.00
$0.00		 1
100.00%
11/26/02 ($240.80)
(0.24%)		 $0.00
($240.80)		 2
0.00%
11/27/02 $100.44
0.10%		 $127.50
($27.05)		 2
50.00%
11/28/02 $0.00
0.00%		 $0.00
$0.00		 2
0.00%
11/29/02 ($42.50)
(0.04%)		 $0.00
($42.50)		 2
0.00%
12/02/02 ($85.80)
(0.08%)		 $17.50
($103.30)		 3
66.66%
12/03/02 ($220.90)
(0.22%)		 $0.00
($220.90)		 3
0.00%
12/04/02 ($35.10)
(0.03%)		 $20.00
($55.10)		 3
33.33%
12/05/02 $47.50
0.04%		 $47.50
$0.00		 1
100.00%
12/06/02 ($20.00)
(0.02%)		 $0.00
($20.00)		 1
0.00%
12/09/02 $121.25
0.12%		 $121.25
$0.00		 1
100.00%
12/10/02 ($57.50)
(0.05%)		 $0.00
($57.50)		 1
0.00%
12/11/02 ($3.75)
(0.00%)		 $0.00
($3.75)		 1
0.00%
12/12/02 $5.00
0.00%		 $5.00
$0.00		 1
100.00%
12/13/02 $73.75
0.07%		 $73.75
$0.00		 1
100.00%
12/16/02 ($117.50)
(0.11%)		 $0.00
($117.50)		 1
0.00%
12/17/02 ($68.30)
(0.06%)		 $31.25
($99.55)		 2
50.00%
12/18/02 $12.94
0.01%		 $56.25
($43.30)		 2
50.00%
12/19/02 $75.00
0.07%		 $75.00
$0.00		 2
100.00%
12/20/02 ($117.50)
(0.11%)		 $0.00
($117.50)		 2
0.00%
12/23/02 ($35.80)
(0.03%)		 $0.00
($35.80)		 3
0.00%
12/24/02 ($92.15)
(0.09%)		 $0.00
($92.15)		 3
0.00%
12/26/02 ($205.90)
(0.21%)		 $0.00
($205.90)		 4
0.00%
12/27/02 ($113.35)
(0.11%)		 $0.00
($113.35)		 2
0.00%
12/30/02 ($33.80)
(0.03%)		 $0.00
($33.80)		 2
0.00%
12/31/02 ($25.00)
(0.02%)		 $0.00
($25.00)		 1
0.00%
01/02/03 ($158.35)
(0.16%)		 $0.00
($158.35)		 2
0.00%
01/03/03 $6.19
0.00%		 $17.50
($11.30)		 2
50.00%
01/06/03 $75.00
0.07%		 $75.00
$0.00		 1
100.00%
01/07/03 ($11.25)
(0.01%)		 $0.00
($11.25)		 1
0.00%
01/08/03 ($67.50)
(0.06%)		 $0.00
($67.50)		 1
0.00%
01/09/03 $77.50
0.07%		 $77.50
$0.00		 1
100.00%
01/10/03 $3.75
0.00%		 $3.75
$0.00		 1
100.00%
01/13/03 ($1.25)
(0.00%)		 $0.00
($1.25)		 1
0.00%
01/14/03 ($67.05)
(0.06%)		 $5.00
($72.05)		 2
50.00%
01/15/03 ($93.35)
(0.09%)		 $0.00
($93.35)		 2
0.00%
01/16/03 ($7.55)
(0.00%)		 $13.75
($21.30)		 2
50.00%
01/17/03 $68.75
0.07%		 $68.75
$0.00		 1
100.00%
01/20/03 $0.00
0.00%		 $0.00
$0.00		 1
0.00%
01/21/03 $73.75
0.07%		 $73.75
$0.00		 1
100.00%
01/22/03 $51.25
0.05%		 $51.25
$0.00		 1
100.00%
01/23/03 ($23.75)
(0.02%)		 $0.00
($23.75)		 1
0.00%
01/24/03 $113.75
0.11%		 $113.75
$0.00		 1
100.00%
01/27/03 $60.00
0.06%		 $60.00
$0.00		 1
100.00%
01/28/03 ($35.00)
(0.03%)		 $0.00
($35.00)		 1
0.00%
01/29/03 ($28.75)
(0.02%)		 $0.00
($28.75)		 1
0.00%
01/30/03 $2.94
0.00%		 $102.50
($99.55)		 2
50.00%
01/31/03 ($114.60)
(0.11%)		 $0.00
($114.60)		 2
0.00%
02/03/03 $3.69
0.00%		 $18.75
($15.05)		 2
50.00%
02/04/03 ($55.00)
(0.05%)		 $0.00
($55.00)		 1
0.00%
02/05/03 ($90.80)
(0.09%)		 $0.00
($90.80)		 2
0.00%
02/06/03 ($112.10)
(0.11%)		 $0.00
($112.10)		 2
0.00%
02/07/03 $2.44
0.00%		 $40.00
($37.55)		 2
50.00%
02/10/03 ($25.00)
(0.02%)		 $0.00
($25.00)		 1
0.00%
02/11/03 $33.75
0.03%		 $33.75
$0.00		 1
100.00%
02/12/03 $61.25
0.06%		 $61.25
$0.00		 1
100.00%
02/13/03 ($112.05)
(0.11%)		 $0.00
($112.05)		 2
0.00%
02/14/03 ($90.85)
(0.09%)		 $0.00
($90.85)		 2
0.00%
02/17/03 $9.94
0.01%		 $9.94
$0.00		 2
50.00%
02/18/03 $60.00
0.06%		 $60.00
$0.00		 1
100.00%
02/19/03 ($22.50)
(0.02%)		 $0.00
($22.50)		 1
0.00%
02/20/03 ($40.00)
(0.04%)		 $0.00
($40.00)		 1
0.00%
02/21/03 $43.75
0.04%		 $43.75
$0.00		 1
100.00%
02/24/03 ($103.35)
(0.10%)		 $0.00
($103.35)		 2
0.00%
02/25/03 ($43.80)
(0.04%)		 $0.00
($43.80)		 2
0.00%
02/26/03 $61.25
0.06%		 $61.25
$0.00		 1
100.00%
02/27/03 ($110.80)
(0.11%)		 $0.00
($110.80)		 2
0.00%
02/28/03 ($72.10)
(0.07%)		 $0.00
($72.10)		 2
0.00%
03/03/03 ($104.65)
(0.10%)		 $0.00
($104.65)		 3
0.00%
03/04/03 $48.69
0.05%		 $65.00
($16.30)		 2
50.00%
03/05/03 ($36.25)
(0.03%)		 $0.00
($36.25)		 1
0.00%
03/06/03 $48.75
0.05%		 $48.75
$0.00		 1
100.00%
03/07/03 ($38.75)
(0.03%)		 $0.00
($38.75)		 1
0.00%
03/10/03 $100.00
0.10%		 $100.00
$0.00		 1
100.00%
03/11/03 $42.50
0.04%		 $42.50
$0.00		 1
100.00%
03/12/03 ($180.80)
(0.18%)		 $0.00
($180.80)		 2
0.00%
03/13/03 ($155.85)
(0.15%)		 $0.00
($155.85)		 2
0.00%
03/14/03 ($8.80)
(0.00%)		 $0.00
($8.80)		 2
0.00%
03/17/03 $152.50
0.15%		 $152.50
$0.00		 1
100.00%
03/18/03 $26.25
0.02%		 $26.25
$0.00		 1
100.00%
03/19/03 $31.25
0.03%		 $31.25
$0.00		 1
100.00%
03/20/03 $10.00
0.01%		 $10.00
$0.00		 1
100.00%
03/21/03 $53.75
0.05%		 $53.75
$0.00		 1
100.00%
03/24/03 ($154.60)
(0.15%)		 $0.00
($154.60)		 2
0.00%
03/25/03 ($61.30)
(0.06%)		 $0.00
($61.30)		 2
0.00%
03/26/03 $23.75
0.02%		 $23.75
$0.00		 1
100.00%
03/27/03 $2.50
0.00%		 $2.50
$0.00		 1
100.00%
03/28/03 $45.00
0.04%		 $45.00
$0.00		 1
100.00%
03/31/03 $70.00
0.07%		 $70.00
$0.00		 1
100.00%
04/01/03 ($212.05)
(0.21%)		 $0.00
($212.05)		 2
0.00%
04/02/03 ($187.10)
(0.19%)		 $0.00
($187.10)		 2
0.00%
04/03/03 ($53.80)
(0.05%)		 $0.00
($53.80)		 2
0.00%
04/04/03 $47.50
0.04%		 $47.50
$0.00		 1
100.00%
04/07/03 ($28.75)
(0.02%)		 $0.00
($28.75)		 1
0.00%
04/08/03 ($78.30)
(0.08%)		 $6.25
($84.55)		 2
50.00%
04/09/03 ($98.35)
(0.10%)		 $0.00
($98.35)		 2
0.00%
04/10/03 ($37.55)
(0.03%)		 $0.00
($37.55)		 2
0.00%
04/11/03 $3.75
0.00%		 $3.75
$0.00		 1
100.00%
04/14/03 ($77.55)
(0.07%)		 $0.00
($77.55)		 1
0.00%
04/15/03 ($0.05)
(0.00%)		 $0.00
($0.05)		 1
0.00%
Daily Rolling Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
09/17/-3 - 11/25/02 ($1,953.27)
(1.95%)		 $14,586.30
($16,539.57)		 221
33.93%
09/17/-3 - 11/26/02 ($2,194.07)
(2.19%)		 $14,500.05
($16,694.12)		 222
33.78%
09/17/-3 - 11/27/02 ($1,939.07)
(1.93%)		 $14,627.55
($16,566.62)		 222
33.78%
09/17/-3 - 11/28/02 ($1,939.07)
(1.93%)		 $14,627.55
($16,566.62)		 222
33.78%
09/17/-3 - 11/29/02 ($1,981.57)
(1.98%)		 $14,606.30
($16,587.87)		 222
33.78%
09/17/-3 - 12/02/02 ($2,067.37)
(2.06%)		 $14,615.05
($16,682.42)		 223
33.63%
09/17/-3 - 12/03/02 ($2,184.97)
(2.18%)		 $14,525.00
($16,709.97)		 223
33.63%
09/17/-3 - 12/04/02 ($2,164.97)
(2.16%)		 $14,525.00
($16,689.97)		 223
33.63%
09/17/-3 - 12/05/02 ($2,117.46)
(2.11%)		 $14,551.70
($16,669.17)		 223
34.08%
09/17/-3 - 12/06/02 ($2,137.46)
(2.13%)		 $14,531.70
($16,669.17)		 223
34.08%
09/17/-3 - 12/09/02 ($2,016.21)
(2.01%)		 $14,652.95
($16,669.17)		 223
34.08%
09/17/-3 - 12/10/02 ($2,073.71)
(2.07%)		 $14,595.45
($16,669.17)		 223
34.08%
09/17/-3 - 12/11/02 ($2,077.46)
(2.07%)		 $14,591.70
($16,669.17)		 223
34.08%
09/17/-3 - 12/12/02 ($2,072.46)
(2.07%)		 $14,596.70
($16,669.17)		 223
34.08%
09/17/-3 - 12/13/02 ($1,998.71)
(1.99%)		 $14,670.45
($16,669.17)		 223
34.08%
09/17/-3 - 12/16/02 ($2,116.21)
(2.11%)		 $14,552.95
($16,669.17)		 223
34.08%
09/17/-3 - 12/17/02 ($2,184.52)
(2.18%)		 $14,584.20
($16,768.72)		 224
33.92%
09/17/-3 - 12/18/02 ($2,072.02)
(2.07%)		 $14,640.45
($16,712.47)		 224
33.92%
09/17/-3 - 12/19/02 ($1,997.02)
(1.99%)		 $14,677.95
($16,674.97)		 224
33.92%
09/17/-3 - 12/20/02 ($2,114.52)
(2.11%)		 $14,619.20
($16,733.72)		 224
33.92%
09/17/-3 - 12/23/02 ($2,150.32)
(2.15%)		 $14,615.45
($16,765.77)		 225
33.77%
09/17/-3 - 12/24/02 ($2,214.16)
(2.21%)		 $14,600.40
($16,814.57)		 225
33.77%
09/17/-3 - 12/26/02 ($2,322.47)
(2.32%)		 $14,600.40
($16,922.87)		 226
33.62%
09/17/-3 - 12/27/02 ($2,327.51)
(2.32%)		 $14,600.40
($16,927.92)		 226
33.62%
09/17/-3 - 12/30/02 ($2,356.26)
(2.35%)		 $14,600.40
($16,956.67)		 226
33.62%
09/17/-3 - 12/31/02 ($2,381.26)
(2.38%)		 $14,600.40
($16,981.67)		 226
33.62%
09/17/-3 - 01/02/03 ($2,539.61)
(2.53%)		 $14,600.40
($17,140.02)		 227
33.48%
09/17/-3 - 01/03/03 ($2,522.11)
(2.52%)		 $14,600.40
($17,122.52)		 227
33.48%
09/17/-3 - 01/06/03 ($2,447.11)
(2.44%)		 $14,668.35
($17,115.47)		 227
33.92%
09/17/-3 - 01/07/03 ($2,458.36)
(2.45%)		 $14,657.10
($17,115.47)		 227
33.92%
09/17/-3 - 01/08/03 ($2,525.86)
(2.52%)		 $14,600.40
($17,126.27)		 227
33.48%
09/17/-3 - 01/09/03 ($2,448.36)
(2.44%)		 $14,667.10
($17,115.47)		 227
33.92%
09/17/-3 - 01/10/03 ($2,444.61)
(2.44%)		 $14,670.85
($17,115.47)		 227
33.92%
09/17/-3 - 01/13/03 ($2,445.86)
(2.44%)		 $14,669.60
($17,115.47)		 227
33.92%
09/17/-3 - 01/14/03 ($2,512.91)
(2.51%)		 $14,674.60
($17,187.52)		 228
33.77%
09/17/-3 - 01/15/03 ($2,534.21)
(2.53%)		 $14,615.80
($17,150.02)		 228
33.77%
09/17/-3 - 01/16/03 ($2,520.46)
(2.52%)		 $14,615.80
($17,136.27)		 228
33.77%
09/17/-3 - 01/17/03 ($2,451.71)
(2.45%)		 $14,663.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/20/03 ($2,451.71)
(2.45%)		 $14,663.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/21/03 ($2,377.96)
(2.37%)		 $14,737.50
($17,115.47)		 228
34.21%
09/17/-3 - 01/22/03 ($2,326.71)
(2.32%)		 $14,788.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/23/03 ($2,350.46)
(2.35%)		 $14,765.00
($17,115.47)		 228
34.21%
09/17/-3 - 01/24/03 ($2,236.71)
(2.23%)		 $14,878.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/27/03 ($2,176.71)
(2.17%)		 $14,938.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/28/03 ($2,211.71)
(2.21%)		 $14,903.75
($17,115.47)		 228
34.21%
09/17/-3 - 01/29/03 ($2,240.46)
(2.24%)		 $14,875.00
($17,115.47)		 228
34.21%
09/17/-3 - 01/30/03 ($2,237.51)
(2.23%)		 $14,977.50
($17,215.02)		 229
34.06%
09/17/-3 - 01/31/03 ($2,252.56)
(2.25%)		 $14,891.20
($17,143.77)		 229
34.06%
09/17/-3 - 02/03/03 ($2,233.81)
(2.23%)		 $14,891.20
($17,125.02)		 229
34.06%
09/17/-3 - 02/04/03 ($2,288.81)
(2.28%)		 $14,891.20
($17,180.02)		 229
34.06%
09/17/-3 - 02/05/03 ($2,379.61)
(2.37%)		 $14,891.20
($17,270.82)		 230
33.91%
09/17/-3 - 02/06/03 ($2,417.16)
(2.41%)		 $14,891.20
($17,308.37)		 230
33.91%
09/17/-3 - 02/07/03 ($2,377.16)
(2.37%)		 $14,891.20
($17,268.37)		 230
33.91%
09/17/-3 - 02/10/03 ($2,402.16)
(2.40%)		 $14,891.20
($17,293.37)		 230
33.91%
09/17/-3 - 02/11/03 ($2,368.41)
(2.36%)		 $14,891.20
($17,259.62)		 230
33.91%
09/17/-3 - 02/12/03 ($2,307.16)
(2.30%)		 $14,950.40
($17,257.57)		 230
34.34%
09/17/-3 - 02/13/03 ($2,419.21)
(2.41%)		 $14,939.15
($17,358.37)		 231
34.19%
09/17/-3 - 02/14/03 ($2,409.26)
(2.40%)		 $14,891.20
($17,300.47)		 231
33.76%
09/17/-3 - 02/17/03 ($2,409.26)
(2.40%)		 $14,891.20
($17,300.47)		 231
33.76%
09/17/-3 - 02/18/03 ($2,349.26)
(2.34%)		 $14,947.90
($17,297.17)		 231
34.19%
09/17/-3 - 02/19/03 ($2,371.76)
(2.37%)		 $14,925.40
($17,297.17)		 231
34.19%
09/17/-3 - 02/20/03 ($2,411.76)
(2.41%)		 $14,891.20
($17,302.97)		 231
33.76%
09/17/-3 - 02/21/03 ($2,368.01)
(2.36%)		 $14,929.15
($17,297.17)		 231
34.19%
09/17/-3 - 02/24/03 ($2,471.36)
(2.47%)		 $14,891.20
($17,362.57)		 232
33.62%
09/17/-3 - 02/25/03 ($2,507.61)
(2.50%)		 $14,891.20
($17,398.82)		 232
33.62%
09/17/-3 - 02/26/03 ($2,446.36)
(2.44%)		 $14,895.40
($17,341.77)		 232
34.05%
09/17/-3 - 02/27/03 ($2,557.16)
(2.55%)		 $14,891.20
($17,448.37)		 233
33.47%
09/17/-3 - 02/28/03 ($2,572.21)
(2.57%)		 $14,891.20
($17,463.42)		 233
33.47%
09/17/-3 - 03/03/03 ($2,661.81)
(2.66%)		 $14,891.20
($17,553.02)		 234
33.33%
09/17/-3 - 03/04/03 ($2,596.81)
(2.59%)		 $14,926.65
($17,523.47)		 234
33.76%
09/17/-3 - 03/05/03 ($2,633.06)
(2.63%)		 $14,891.20
($17,524.27)		 234
33.33%
09/17/-3 - 03/06/03 ($2,584.31)
(2.58%)		 $14,939.15
($17,523.47)		 234
33.76%
09/17/-3 - 03/07/03 ($2,623.06)
(2.62%)		 $14,900.40
($17,523.47)		 234
33.76%
09/17/-3 - 03/10/03 ($2,523.06)
(2.52%)		 $15,000.40
($17,523.47)		 234
33.76%
09/17/-3 - 03/11/03 ($2,480.56)
(2.48%)		 $15,042.90
($17,523.47)		 234
33.76%
09/17/-3 - 03/12/03 ($2,661.36)
(2.66%)		 $15,015.40
($17,676.77)		 235
33.61%
09/17/-3 - 03/13/03 ($2,663.91)
(2.66%)		 $14,891.20
($17,555.12)		 235
33.19%
09/17/-3 - 03/14/03 ($2,670.16)
(2.67%)		 $14,891.20
($17,561.37)		 235
33.19%
09/17/-3 - 03/17/03 ($2,517.66)
(2.51%)		 $15,021.65
($17,539.32)		 235
33.61%
09/17/-3 - 03/18/03 ($2,491.41)
(2.49%)		 $15,047.90
($17,539.32)		 235
33.61%
09/17/-3 - 03/19/03 ($2,460.16)
(2.46%)		 $15,079.15
($17,539.32)		 235
33.61%
09/17/-3 - 03/20/03 ($2,450.16)
(2.45%)		 $15,089.15
($17,539.32)		 235
33.61%
09/17/-3 - 03/21/03 ($2,396.41)
(2.39%)		 $15,142.90
($17,539.32)		 235
33.61%
09/17/-3 - 03/24/03 ($2,551.01)
(2.55%)		 $15,017.85
($17,568.87)		 236
33.47%
09/17/-3 - 03/25/03 ($2,596.01)
(2.59%)		 $15,017.85
($17,613.87)		 236
33.47%
09/17/-3 - 03/26/03 ($2,572.26)
(2.57%)		 $15,017.85
($17,590.12)		 236
33.47%
09/17/-3 - 03/27/03 ($2,569.76)
(2.56%)		 $15,017.85
($17,587.62)		 236
33.47%
09/17/-3 - 03/28/03 ($2,524.76)
(2.52%)		 $15,017.85
($17,542.62)		 236
33.47%
09/17/-3 - 03/31/03 ($2,454.76)
(2.45%)		 $15,084.55
($17,539.32)		 236
33.89%
09/17/-3 - 04/01/03 ($2,666.81)
(2.66%)		 $15,027.05
($17,693.87)		 237
33.75%
09/17/-3 - 04/02/03 ($2,699.36)
(2.69%)		 $15,017.85
($17,717.22)		 237
33.33%
09/17/-3 - 04/03/03 ($2,720.61)
(2.72%)		 $15,017.85
($17,738.47)		 237
33.33%
09/17/-3 - 04/04/03 ($2,673.11)
(2.67%)		 $15,017.85
($17,690.97)		 237
33.33%
09/17/-3 - 04/07/03 ($2,701.86)
(2.70%)		 $15,017.85
($17,719.72)		 237
33.33%
09/17/-3 - 04/08/03 ($2,780.16)
(2.78%)		 $15,017.85
($17,798.02)		 238
33.19%
09/17/-3 - 04/09/03 ($2,793.96)
(2.79%)		 $15,017.85
($17,811.82)		 238
33.19%
09/17/-3 - 04/10/03 ($2,817.71)
(2.81%)		 $15,017.85
($17,835.57)		 238
33.19%
09/17/-3 - 04/11/03 ($2,813.96)
(2.81%)		 $15,017.85
($17,831.82)		 238
33.19%
09/17/-3 - 04/14/03 ($2,891.51)
(2.89%)		 $15,017.85
($17,909.37)		 238
33.19%
09/17/-3 - 04/15/03 ($2,891.51)
(2.89%)		 $15,017.85
($17,909.37)		 238
33.19%



Monthly Trading Summary Simple View

Monthly Average Analysis
Period Profit Profit (%) Profit Factor # Trades % Profitable
January ($53.84) (0.05%) 98.44% 5 35.13%
February $59.13 0.06% 498.52% 4 33.33%
March $507.08 0.59% N/A 5 54.76%
April ($131.02) (0.14%) N/A 4 28.88%
May ($196.27) (0.21%) 95.39% 6 35.16%
June ($149.46) (0.15%) 99.69% 6 28.04%
July ($82.15) (0.11%) N/A 4 46.85%
August ($0.70) (0.00%) N/A 4 59.66%
September ($191.31) (0.19%) N/A 5 38.25%
October ($291.12) (0.35%) 61.23% 6 35.83%
Novemeber $33.84 0.02% N/A 4 50.99%
December ($232.46) (0.27%) 39.25% 5 17.85%

Monthly Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
09/-3 ($64.20)
(0.06%)		 $0.00
($64.20)		 3
0.00%
10/-3 ($33.00)
(0.03%)		 $62.89
($95.90)		 4
25.00%
11/-3 $114.59
0.11%		 $260.44
($145.85)		 4
50.00%
12/-3 ($300.55)
(0.30%)		 $130.34
($430.90)		 7
42.85%
01/-2 ($291.30)
(0.29%)		 $1.69
($293.00)		 4
25.00%
02/-2 $291.69
0.29%		 $306.25
($14.55)		 2
50.00%
03/-2 $175.74
0.17%		 $417.04
($241.30)		 7
28.57%
04/-2 ($421.35)
(0.43%)		 $0.00
($421.35)		 7
0.00%
05/-2 ($605.50)
(0.62%)		 $0.00
($605.50)		 7
0.00%
06/-2 ($457.55)
(0.47%)		 $67.94
($525.50)		 7
14.28%
07/-2 $405.79
0.42%		 $405.79
$0.00		 3
100.00%
08/-2 ($518.35)
(0.54%)		 $173.69
($692.05)		 2
50.00%
09/-2 ($670.10)
(0.71%)		 $199.54
($869.65)		 7
42.85%
10/-2 ($330.85)
(0.35%)		 $24.19
($355.05)		 2
50.00%
11/-2 $8.69
0.00%		 $155.34
($146.65)		 4
50.00%
12/-2 ($116.80)
(0.12%)		 $291.64
($408.45)		 7
14.28%
01/-1 $91.44
0.09%		 $199.90
($108.45)		 5
40.00%
02/-1 ($466.75)
(0.50%)		 $0.00
($466.75)		 4
0.00%
03/-1 $494.19
0.53%		 $594.09
($99.90)		 5
40.00%
04/-1 $71.54
0.07%		 $200.84
($129.30)		 6
33.33%
05/-1 $22.15
0.02%		 $313.39
($291.24)		 5
40.00%
06/-1 ($575.55)
(0.63%)		 $82.94
($658.50)		 7
14.28%
07/-1 $141.64
0.15%		 $384.59
($242.95)		 5
60.00%
08/-1 $454.89
0.50%		 $454.89
$0.00		 5
100.00%
09/-1 ($545.50)
(0.61%)		 $222.94
($768.45)		 6
16.66%
10/-1 $121.59
0.13%		 $370.84
($249.25)		 5
40.00%
11/-1 $319.14
0.35%		 $319.14
$0.00		 2
100.00%
12/-1 $48.29
0.05%		 $316.69
($268.40)		 3
33.33%
01/00 ($57.90)
(0.06%)		 $234.19
($292.10)		 3
33.33%
02/00 $133.69
0.15%		 $265.84
($132.15)		 4
50.00%
03/00 $501.59
0.56%		 $958.29
($456.70)		 5
40.00%
04/00 ($550.85)
(0.62%)		 $66.69
($617.55)		 5
20.00%
05/00 ($157.15)
(0.18%)		 $184.09
($341.25)		 5
40.00%
06/00 $26.19
0.03%		 $181.19
($155.00)		 4
25.00%
07/00 ($593.80)
(0.68%)		 $0.00
($593.80)		 4
0.00%
08/00 $747.59
0.86%		 $794.64
($47.05)		 4
75.00%
09/00 ($592.70)
(0.69%)		 $36.64
($629.35)		 10
10.00%
10/00 ($449.35)
(0.53%)		 $381.24
($830.60)		 10
30.00%
11/00 $451.29
0.53%		 $603.84
($152.55)		 4
75.00%
12/00 ($359.30)
(0.42%)		 $0.00
($359.30)		 5
0.00%
01/01 $66.54
0.07%		 $360.79
($294.25)		 6
50.00%
02/01 $666.29
0.79%		 $825.89
($159.60)		 4
50.00%
03/01 $1,294.44
1.53%		 $1,296.49
($2.05)		 5
80.00%
04/01 ($212.15)
(0.25%)		 $279.14
($491.30)		 5
20.00%
05/01 ($418.45)
(0.50%)		 $159.19
($577.65)		 8
12.50%
06/01 ($350.50)
(0.42%)		 $95.39
($445.90)		 6
16.66%
07/01 ($560.55)
(0.69%)		 $6.64
($567.20)		 7
14.28%
08/01 ($113.40)
(0.14%)		 $158.34
($271.75)		 5
40.00%
09/01 $685.39
0.84%		 $685.39
$0.00		 2
100.00%
10/01 ($28.35)
(0.03%)		 $194.59
($222.95)		 5
60.00%
11/01 ($447.20)
(0.55%)		 $171.64
($618.85)		 6
16.66%
12/01 ($266.75)
(0.33%)		 $0.00
($266.75)		 6
0.00%
01/02 ($260.55)
(0.32%)		 $80.39
($340.95)		 8
12.50%
02/02 $64.54
0.08%		 $159.89
($95.35)		 4
50.00%
03/02 $474.09
0.59%		 $474.09
$0.00		 3
100.00%
04/02 $763.39
0.95%		 $763.39
$0.00		 3
100.00%
05/02 $177.59
0.22%		 $272.14
($94.55)		 6
83.33%
06/02 $610.09
0.75%		 $870.09
($260.00)		 10
70.00%
07/02 $196.14
0.24%		 $565.79
($369.65)		 5
60.00%
08/02 ($574.25)
(0.72%)		 $204.59
($778.85)		 6
33.33%
09/02 $39.19
0.04%		 $375.84
($336.65)		 5
60.00%
10/02 ($1,026.80)
(1.33%)		 $154.14
($1,180.95)		 10
10.00%
11/02 ($243.45)
(0.31%)		 $127.94
($371.40)		 7
14.28%
12/02 ($399.70)
(0.53%)		 $75.39
($475.10)		 6
16.66%
01/03 $128.69
0.17%		 $290.79
($162.10)		 4
50.00%
02/03 ($334.70)
(0.44%)		 $0.00
($334.70)		 6
0.00%
03/03 $102.39
0.13%		 $193.34
($90.95)		 5
40.00%
04/03 ($436.75)
(0.59%)		 $0.00
($436.75)		 3
0.00%
Monthly Rolling Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
09/-3 - 09/-3 ($97.50)
(0.09%)		 $0.00
($97.50)		 3
0.00%
09/-3 - 10/-3 ($130.45)
(0.13%)		 $62.89
($193.35)		 5
20.00%
09/-3 - 11/-3 ($3.30)
(0.00%)		 $297.54
($300.85)		 7
42.85%
09/-3 - 12/-3 ($170.55)
(0.17%)		 $427.89
($598.45)		 11
36.36%
09/-3 - 01/-2 ($461.85)
(0.46%)		 $385.79
($847.65)		 14
35.71%
09/-3 - 02/-2 ($170.15)
(0.17%)		 $692.04
($862.20)		 15
33.33%
09/-3 - 03/-2 $5.59
0.00%		 $1,080.29
($1,074.70)		 20
35.00%
09/-3 - 04/-2 ($344.95)
(0.34%)		 $1,080.29
($1,425.25)		 25
28.00%
09/-3 - 05/-2 ($926.65)
(0.92%)		 $1,080.29
($2,006.95)		 30
23.33%
09/-3 - 06/-2 ($1,313.40)
(1.31%)		 $1,148.24
($2,461.65)		 35
22.85%
09/-3 - 07/-2 ($814.30)
(0.81%)		 $1,554.04
($2,368.35)		 36
27.77%
09/-3 - 08/-2 ($1,332.65)
(1.33%)		 $1,727.74
($3,060.40)		 37
27.02%
09/-3 - 09/-2 ($2,002.75)
(2.00%)		 $1,856.09
($3,858.85)		 43
27.90%
09/-3 - 10/-2 ($2,333.60)
(2.33%)		 $1,811.09
($4,144.70)		 44
27.27%
09/-3 - 11/-2 ($2,324.90)
(2.32%)		 $1,966.44
($4,291.35)		 47
27.65%
09/-3 - 12/-2 ($2,437.90)
(2.43%)		 $2,258.09
($4,696.00)		 52
26.92%
09/-3 - 01/-1 ($2,336.40)
(2.33%)		 $2,457.99
($4,794.40)		 55
29.09%
09/-3 - 02/-1 ($2,803.15)
(2.80%)		 $2,258.09
($5,061.25)		 57
24.56%
09/-3 - 03/-1 ($2,308.95)
(2.30%)		 $2,763.89
($5,072.85)		 61
26.22%
09/-3 - 04/-1 ($2,224.10)
(2.22%)		 $2,964.74
($5,188.85)		 64
28.12%
09/-3 - 05/-1 ($2,201.95)
(2.20%)		 $3,211.44
($5,413.40)		 68
27.94%
09/-3 - 06/-1 ($2,777.50)
(2.77%)		 $3,216.79
($5,994.30)		 73
27.39%
09/-3 - 07/-1 ($2,635.85)
(2.63%)		 $3,601.39
($6,237.25)		 77
28.57%
09/-3 - 08/-1 ($2,180.95)
(2.18%)		 $4,056.29
($6,237.25)		 80
31.25%
09/-3 - 09/-1 ($2,726.45)
(2.72%)		 $4,140.04
($6,866.50)		 85
29.41%
09/-3 - 10/-1 ($2,604.85)
(2.60%)		 $4,398.34
($7,003.20)		 89
30.33%
09/-3 - 11/-1 ($2,285.70)
(2.28%)		 $4,717.49
($7,003.20)		 90
31.11%
09/-3 - 12/-1 ($2,237.40)
(2.23%)		 $4,922.49
($7,159.90)		 92
30.43%
09/-3 - 01/00 ($2,295.30)
(2.29%)		 $4,972.89
($7,268.20)		 94
30.85%
09/-3 - 02/00 ($2,053.30)
(2.05%)		 $5,143.69
($7,197.00)		 96
32.29%
09/-3 - 03/00 ($1,551.70)
(1.55%)		 $6,077.79
($7,629.50)		 100
32.00%
09/-3 - 04/00 ($2,102.55)
(2.10%)		 $6,144.49
($8,247.05)		 104
31.73%
09/-3 - 05/00 ($2,241.40)
(2.24%)		 $6,328.59
($8,570.00)		 107
31.77%
09/-3 - 06/00 ($2,215.20)
(2.21%)		 $6,462.74
($8,677.95)		 110
31.81%
09/-3 - 07/00 ($2,809.00)
(2.80%)		 $6,462.74
($9,271.75)		 113
30.97%
09/-3 - 08/00 ($2,061.40)
(2.06%)		 $7,046.59
($9,108.00)		 116
32.75%
09/-3 - 09/00 ($2,654.10)
(2.65%)		 $6,839.34
($9,493.45)		 122
31.96%
09/-3 - 10/00 ($3,103.45)
(3.10%)		 $7,220.59
($10,324.04)		 130
32.30%
09/-3 - 11/00 ($2,652.15)
(2.65%)		 $7,730.24
($10,382.39)		 133
33.08%
09/-3 - 12/00 ($3,011.45)
(3.01%)		 $7,498.44
($10,509.89)		 135
31.85%
09/-3 - 01/01 ($2,919.85)
(2.91%)		 $7,820.94
($10,740.79)		 139
33.09%
09/-3 - 02/01 ($2,253.55)
(2.25%)		 $8,543.04
($10,796.59)		 142
33.80%
09/-3 - 03/01 ($959.10)
(0.95%)		 $9,783.74
($10,742.84)		 144
34.72%
09/-3 - 04/01 ($1,171.24)
(1.17%)		 $10,062.89
($11,234.14)		 148
34.45%
09/-3 - 05/01 ($1,589.69)
(1.58%)		 $10,222.09
($11,811.79)		 155
33.54%
09/-3 - 06/01 ($1,940.19)
(1.94%)		 $10,246.19
($12,186.39)		 160
33.12%
09/-3 - 07/01 ($2,440.69)
(2.44%)		 $10,252.84
($12,693.54)		 165
32.72%
09/-3 - 08/01 ($2,554.09)
(2.55%)		 $10,411.19
($12,965.28)		 169
33.13%
09/-3 - 09/01 ($1,868.69)
(1.86%)		 $11,096.59
($12,965.28)		 170
33.52%
09/-3 - 10/01 ($1,897.03)
(1.89%)		 $11,291.19
($13,188.23)		 174
33.90%
09/-3 - 11/01 ($2,344.23)
(2.34%)		 $11,325.69
($13,669.93)		 178
32.58%
09/-3 - 12/01 ($2,610.98)
(2.61%)		 $11,325.69
($13,936.68)		 183
31.69%
09/-3 - 01/02 ($2,846.43)
(2.84%)		 $11,406.09
($14,252.53)		 188
31.38%
09/-3 - 02/02 ($2,781.88)
(2.78%)		 $11,472.75
($14,254.63)		 190
31.57%
09/-3 - 03/02 ($2,307.78)
(2.30%)		 $11,851.50
($14,159.28)		 191
32.98%
09/-3 - 04/02 ($1,544.38)
(1.54%)		 $12,614.90
($14,159.28)		 193
33.67%
09/-3 - 05/02 ($1,366.78)
(1.36%)		 $12,887.05
($14,253.83)		 196
34.18%
09/-3 - 06/02 ($756.67)
(0.75%)		 $13,662.60
($14,419.28)		 200
34.50%
09/-3 - 07/02 ($545.47)
(0.54%)		 $14,213.45
($14,758.93)		 203
34.97%
09/-3 - 08/02 ($1,119.72)
(1.11%)		 $14,163.85
($15,283.58)		 208
34.61%
09/-3 - 09/02 ($1,080.52)
(1.08%)		 $14,539.70
($15,620.22)		 212
34.90%
09/-3 - 10/02 ($1,904.02)
(1.90%)		 $14,478.35
($16,382.37)		 219
33.78%
09/-3 - 11/02 ($1,981.57)
(1.98%)		 $14,606.30
($16,587.87)		 222
33.78%
09/-3 - 12/02 ($2,381.26)
(2.38%)		 $14,600.40
($16,981.67)		 226
33.62%
09/-3 - 01/03 ($2,252.56)
(2.25%)		 $14,891.20
($17,143.77)		 229
34.06%
09/-3 - 02/03 ($2,572.21)
(2.57%)		 $14,891.20
($17,463.42)		 233
33.47%
09/-3 - 03/03 ($2,454.76)
(2.45%)		 $15,084.55
($17,539.32)		 236
33.89%
09/-3 - 04/03 ($2,891.51)
(2.89%)		 $15,017.85
($17,909.37)		 238
33.19%



Annual Trading Summary Simple View

Annual Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
1997 ($137.25)
(0.13%)		 $427.89
($565.15)		 11
36.36%
1998 ($2,244.05)
(2.30%)		 $1,873.99
($4,118.05)		 41
24.39%
1999 $190.44
0.19%		 $2,664.39
($2,473.95)		 42
33.33%
2000 ($735.75)
(0.76%)		 $2,759.74
($3,495.50)		 43
34.88%
2001 $401.19
0.41%		 $3,865.54
($3,464.35)		 49
30.61%
2002 $204.59
0.21%		 $3,274.69
($3,070.10)		 46
39.13%
2003 ($510.25)
(0.53%)		 $417.44
($927.70)		 13
23.07%
Annual Rolling Period Analysis
Period Profit
Profit (%)		 Gross Profit
Gross Loss		 # Trades
% Profitable
1997 - 1997 ($170.55)
(0.17%)		 $427.89
($598.45)		 11
36.36%
1997 - 1998 ($2,437.90)
(2.53%)		 $2,258.09
($4,696.00)		 52
26.92%
1997 - 1999 ($2,237.40)
(2.32%)		 $4,922.49
($7,159.90)		 92
30.43%
1997 - 2000 ($3,011.45)
(3.13%)		 $7,498.44
($10,509.89)		 135
31.85%
1997 - 2001 ($2,610.98)
(2.71%)		 $11,325.69
($13,936.68)		 183
31.69%
1997 - 2002 ($2,381.26)
(2.47%)		 $14,600.40
($16,981.67)		 226
33.62%
1997 - 2003 ($2,891.51)
(3.01%)		 $15,017.85
($17,909.37)		 238
33.19%



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