eSignal Strategy Analyzer

STRATEGY ANALYSIS		TRADES		TRADE ANALYSIS		TIME ANALYSIS		PERIODICAL ANALYSIS

Settings

Strategy Name	Super Dooper Strategy with a lime twist.efs
Symbol Name	NQ #F
Initial Capital	$18,500
Commission per Contract	$0.24
Slippage	$50.00
Interest Rate	%5.00
Margin per Contract	$20.00
Minimal Acceptable Rate of Return	%0.00
Degree of Risk Aversion of the Investor	Aggressive
Number of Standard Deviations	1

Strategy Performance Summary

All Trades
Long Trades
Short Trades

Net Profit $46,788.00 $19,898.00 $26,890.00

Gross Profit $111,906.00 $48,706.00 $63,200.00

Gross Loss ($65,118.00) ($28,808.00) ($36,310.00)

Adjusted Net Profit $33,029.15 $11,442.92 $30,462.38

Adjusted Gross Profit $102,858.92 $43,191.12 $70,497.71

Adjusted Gross Loss ($69,829.77) ($31,748.20) ($40,035.32)

Select Net Profit ($30,472.00) ($51,486.00) ($72,224.00)

Select Gross Profit $18,668.00 $10,818.00 $7,850.00

Select Gross Loss ($49,140.00) ($62,304.00) ($80,074.00)

Max Strategy Drawdown ($6,328.00) ($356.00) ($2,604.00)

Max Strategy Drawdown (%) (11.71%) (1.91%) (13.92%)

Account Size Required $10,328.00 $4,356.00 $6,604.00

Return on Account 453.02% 456.79% 407.17%

Return on Initial Capital 252.90% 107.55% 145.35%

Return on Max Str Drawdown 739.38% 5,589.32% 1,032.64%

Profit Factor 1.71 1.69 1.74

Adjusted Profit Factor 1.47 1.36 1.76

Max # Contracts Held 200 200 200

Commission Paid ($16,512.00) ($16,512.00) $0.00

OpenPosition P/L $0.00 $0.00 $0.00

Annual Rate of Return 352.90% N/A N/A

Monthly Rate of Return (100.00%) N/A N/A

Buy/Hold Return 0.73% N/A N/A

Performance Ratios

All Trades
Long Trades
Short Trades

Upside Potential Ratio 725.57 235.33 1,226.65

Sharp Ratio 0.93 0.46 2.42

Sortino Ratio 13.24 6.17 14.58

Fouse Ratio 0.24 0.14 0.17

Net Prft / Largest Loss (13.97) (14.23) (8.03)

Net Prft / Max Trade Drawdown 13.56 9.04 7.79

Net Prft / Max Strategy Drawdown 7.39 7.39 7.39

Adj Net Prft / Largest Loss (9.86) (8.18) (9.09)

Adj Net Prft / Max Trade Drawdown 9.57 5.20 8.82

Adj Net Prft / Max Strategy Drawdown 5.21 32.14 11.69

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#	Type	Signal	Date	Time	Price	Contracts	Profit Cum. Profit	Run-up DrawDown	Run-up (%) DrawDown (%)
1	Buy	Long	12/12/2003	15.10	$1,419.25	200	($248.00) ($248.00)	$450.00 ($350.00)	2.44% (1.90%)
1	Sell	Close Long	12/12/2003	15.20	$1,418.50	200	($248.00) ($248.00)	$450.00 ($350.00)	2.44% (1.90%)
2	Short	Short	12/15/2003	11.00	$1,429.75	200	$102.00 ($146.00)	$650.00 ($350.00)	3.58% (1.92%)
2	Cover	Close Short	12/15/2003	11.10	$1,428.75	200	$102.00 ($146.00)	$650.00 ($350.00)	3.58% (1.92%)
3	Buy	Long	12/16/2003	14.20	$1,401.00	200	($48.00) ($194.00)	$600.00 ($600.00)	3.28% (3.28%)
3	Sell	Close Long	12/16/2003	14.30	$1,401.25	200	($48.00) ($194.00)	$600.00 ($600.00)	3.28% (3.28%)
4	Short	Short	12/17/2003	09.35	$1,399.00	200	$102.00 ($92.00)	$700.00 ($700.00)	3.84% (3.84%)
4	Cover	Close Short	12/17/2003	09.45	$1,398.00	200	$102.00 ($92.00)	$700.00 ($700.00)	3.84% (3.84%)
5	Buy	Long	12/17/2003	10.30	$1,400.75	200	$402.00 $310.00	$850.00 ($550.00)	4.64% (3.00%)
5	Sell	Close Long	12/17/2003	10.40	$1,403.25	200	$402.00 $310.00	$850.00 ($550.00)	4.64% (3.00%)
6	Short	Short	12/17/2003	12.05	$1,399.75	200	($148.00) $162.00	$250.00 ($250.00)	1.33% (1.33%)
6	Cover	Close Short	12/17/2003	12.15	$1,400.00	200	($148.00) $162.00	$250.00 ($250.00)	1.33% (1.33%)
7	Short	Short	12/17/2003	12.40	$1,399.75	200	($198.00) ($36.00)	$1,350.00 ($450.00)	7.27% (2.42%)
7	Cover	Close Short	12/17/2003	14.25	$1,400.25	200	($198.00) ($36.00)	$1,350.00 ($450.00)	7.27% (2.42%)
8	Buy	Long	12/17/2003	14.35	$1,402.75	200	($148.00) ($184.00)	$250.00 ($350.00)	1.36% (1.90%)
8	Sell	Close Long	12/17/2003	14.40	$1,402.50	200	($148.00) ($184.00)	$250.00 ($350.00)	1.36% (1.90%)
9	Buy	Long	12/17/2003	15.40	$1,404.00	200	($398.00) ($582.00)	$200.00 ($500.00)	1.09% (2.74%)
9	Sell	Close Long	12/17/2003	15.50	$1,402.50	200	($398.00) ($582.00)	$200.00 ($500.00)	1.09% (2.74%)
10	Buy	Long	12/18/2003	08.00	$1,408.75	200	($348.00) ($930.00)	$50.00 ($350.00)	0.28% (1.96%)
10	Sell	Close Long	12/18/2003	08.20	$1,407.50	200	($348.00) ($930.00)	$50.00 ($350.00)	0.28% (1.96%)
11	Short	Short	12/19/2003	11.45	$1,423.25	200	($948.00) ($1,878.00)	$550.00 ($1,450.00)	3.14% (8.29%)
11	Cover	Close Short	12/19/2003	11.55	$1,427.50	200	($948.00) ($1,878.00)	$550.00 ($1,450.00)	3.14% (8.29%)
12	Short	Short	12/19/2003	12.05	$1,424.75	200	$102.00 ($1,776.00)	$550.00 ($450.00)	3.32% (2.72%)
12	Cover	Close Short	12/19/2003	12.10	$1,423.75	200	$102.00 ($1,776.00)	$550.00 ($450.00)	3.32% (2.72%)
13	Buy	Long	12/19/2003	15.05	$1,427.00	200	($148.00) ($1,924.00)	$300.00 ($300.00)	1.80% (1.80%)
13	Sell	Close Long	12/19/2003	15.15	$1,426.75	200	($148.00) ($1,924.00)	$300.00 ($300.00)	1.80% (1.80%)
14	Short	Short	12/22/2003	08.00	$1,422.75	200	($98.00) ($2,022.00)	$150.00 ($150.00)	0.91% (0.91%)
14	Cover	Close Short	12/22/2003	08.10	$1,422.75	200	($98.00) ($2,022.00)	$150.00 ($150.00)	0.91% (0.91%)
15	Buy	Long	12/22/2003	09.15	$1,424.75	200	($98.00) ($2,120.00)	$150.00 ($150.00)	0.91% (0.91%)
15	Sell	Close Long	12/22/2003	09.25	$1,424.75	200	($98.00) ($2,120.00)	$150.00 ($150.00)	0.91% (0.91%)
16	Buy	Long	12/22/2003	09.30	$1,425.00	200	$1,402.00 ($718.00)	$2,300.00 ($200.00)	14.12% (1.22%)
16	Sell	Close Long	12/22/2003	10.05	$1,432.50	200	$1,402.00 ($718.00)	$2,300.00 ($200.00)	14.12% (1.22%)
17	Short	Short	12/22/2003	11.20	$1,424.75	200	($398.00) ($1,116.00)	$350.00 ($450.00)	1.97% (2.54%)
17	Cover	Close Short	12/22/2003	11.30	$1,426.25	200	($398.00) ($1,116.00)	$350.00 ($450.00)	1.97% (2.54%)
18	Buy	Long	12/22/2003	11.35	$1,426.50	200	$2.00 ($1,114.00)	$200.00 ($200.00)	1.15% (1.15%)
18	Sell	Close Long	12/22/2003	11.40	$1,427.00	200	$2.00 ($1,114.00)	$200.00 ($200.00)	1.15% (1.15%)
19	Short	Short	12/22/2003	11.45	$1,426.50	200	($248.00) ($1,362.00)	$100.00 ($300.00)	0.57% (1.73%)
19	Cover	Close Short	12/22/2003	11.50	$1,427.25	200	($248.00) ($1,362.00)	$100.00 ($300.00)	0.57% (1.73%)
20	Short	Short	12/22/2003	12.00	$1,426.25	200	($48.00) ($1,410.00)	$350.00 ($350.00)	2.05% (2.05%)
20	Cover	Close Short	12/22/2003	12.10	$1,426.00	200	($48.00) ($1,410.00)	$350.00 ($350.00)	2.05% (2.05%)
21	Buy	Long	12/22/2003	13.35	$1,426.50	200	$352.00 ($1,058.00)	$700.00 ($100.00)	4.11% (0.58%)
21	Sell	Close Long	12/22/2003	14.05	$1,428.75	200	$352.00 ($1,058.00)	$700.00 ($100.00)	4.11% (0.58%)
22	Short	Short	12/22/2003	14.50	$1,424.50	200	($398.00) ($1,456.00)	$300.00 ($600.00)	1.72% (3.45%)
22	Cover	Close Short	12/22/2003	14.55	$1,426.00	200	($398.00) ($1,456.00)	$300.00 ($600.00)	1.72% (3.45%)
23	Buy	Long	12/22/2003	14.55	$1,426.00	200	$3,402.00 $1,946.00	$4,000.00 ($300.00)	23.60% (1.77%)
23	Sell	Close Long	12/23/2003	10.05	$1,443.50	200	$3,402.00 $1,946.00	$4,000.00 ($300.00)	23.60% (1.77%)
24	Short	Short	12/26/2003	12.15	$1,447.00	200	($1,148.00) $798.00	$600.00 ($1,200.00)	2.94% (5.89%)
24	Cover	Close Short	12/29/2003	08.00	$1,452.25	200	($1,148.00) $798.00	$600.00 ($1,200.00)	2.94% (5.89%)
25	Buy	Long	12/29/2003	08.00	$1,452.25	200	$1,202.00 $2,000.00	$1,650.00 ($350.00)	8.59% (1.82%)
25	Sell	Close Long	12/29/2003	10.00	$1,458.75	200	$1,202.00 $2,000.00	$1,650.00 ($350.00)	8.59% (1.82%)
26	Short	Short	12/30/2003	12.35	$1,466.25	200	($98.00) $1,902.00	$250.00 ($250.00)	1.22% (1.22%)
26	Cover	Close Short	12/30/2003	12.45	$1,466.25	200	($98.00) $1,902.00	$250.00 ($250.00)	1.22% (1.22%)
27	Buy	Long	12/30/2003	13.45	$1,467.50	200	($48.00) $1,854.00	$300.00 ($100.00)	1.47% (0.49%)
27	Sell	Close Long	12/30/2003	14.00	$1,467.75	200	($48.00) $1,854.00	$300.00 ($100.00)	1.47% (0.49%)
28	Short	Short	12/30/2003	15.30	$1,466.25	200	($348.00) $1,506.00	$150.00 ($350.00)	0.74% (1.72%)
28	Cover	Close Short	12/30/2003	15.40	$1,467.50	200	($348.00) $1,506.00	$150.00 ($350.00)	0.74% (1.72%)
29	Short	Short	12/31/2003	10.10	$1,471.25	200	$1,352.00 $2,858.00	$2,050.00 ($350.00)	10.29% (1.75%)
29	Cover	Close Short	12/31/2003	12.15	$1,464.00	200	$1,352.00 $2,858.00	$2,050.00 ($350.00)	10.29% (1.75%)
30	Buy	Long	12/31/2003	15.15	$1,471.00	200	($498.00) $2,360.00	$600.00 ($900.00)	2.82% (4.23%)
30	Sell	Close Long	12/31/2003	15.45	$1,469.00	200	($498.00) $2,360.00	$600.00 ($900.00)	2.82% (4.23%)
31	Buy	Long	01/02/2004	08.00	$1,478.50	200	($498.00) $1,862.00	$900.00 ($800.00)	4.33% (3.85%)
31	Sell	Close Long	01/02/2004	12.15	$1,476.50	200	($498.00) $1,862.00	$900.00 ($800.00)	4.33% (3.85%)
32	Short	Short	01/02/2004	14.20	$1,473.75	200	$152.00 $2,014.00	$650.00 ($250.00)	3.20% (1.23%)
32	Cover	Close Short	01/02/2004	14.40	$1,472.50	200	$152.00 $2,014.00	$650.00 ($250.00)	3.20% (1.23%)
33	Buy	Long	01/05/2004	08.00	$1,473.75	200	$252.00 $2,266.00	$450.00 ($150.00)	2.20% (0.73%)
33	Sell	Close Long	01/05/2004	08.20	$1,475.50	200	$252.00 $2,266.00	$450.00 ($150.00)	2.20% (0.73%)
34	Short	Short	01/06/2004	10.05	$1,491.00	200	($198.00) $2,068.00	$400.00 ($400.00)	1.93% (1.93%)
34	Cover	Close Short	01/06/2004	10.10	$1,491.50	200	($198.00) $2,068.00	$400.00 ($400.00)	1.93% (1.93%)
35	Buy	Long	01/06/2004	10.25	$1,491.00	200	$1,402.00 $3,470.00	$2,000.00 ($200.00)	9.77% (0.97%)
35	Sell	Close Long	01/06/2004	12.40	$1,498.50	200	$1,402.00 $3,470.00	$2,000.00 ($200.00)	9.77% (0.97%)
36	Short	Short	01/07/2004	10.05	$1,495.50	200	($398.00) $3,072.00	$500.00 ($600.00)	2.28% (2.74%)
36	Cover	Close Short	01/07/2004	10.15	$1,497.00	200	($398.00) $3,072.00	$500.00 ($600.00)	2.28% (2.74%)
37	Buy	Long	01/07/2004	10.40	$1,498.50	200	($48.00) $3,024.00	$200.00 ($200.00)	0.93% (0.93%)
37	Sell	Close Long	01/07/2004	10.50	$1,498.75	200	($48.00) $3,024.00	$200.00 ($200.00)	0.93% (0.93%)
38	Short	Short	01/09/2004	08.30	$1,526.00	200	$1,152.00 $4,176.00	$1,800.00 ($1,100.00)	8.40% (5.13%)
38	Cover	Close Short	01/09/2004	09.15	$1,519.75	200	$1,152.00 $4,176.00	$1,800.00 ($1,100.00)	8.40% (5.13%)
39	Buy	Long	01/09/2004	09.50	$1,521.50	200	$2,802.00 $6,978.00	$3,200.00 ($200.00)	14.17% (0.88%)
39	Sell	Close Long	01/09/2004	11.45	$1,536.00	200	$2,802.00 $6,978.00	$3,200.00 ($200.00)	14.17% (0.88%)
40	Short	Short	01/09/2004	13.55	$1,531.50	200	($1,698.00) $5,280.00	$1,800.00 ($1,800.00)	7.09% (7.09%)
40	Cover	Close Short	01/09/2004	14.05	$1,539.50	200	($1,698.00) $5,280.00	$1,800.00 ($1,800.00)	7.09% (7.09%)
41	Buy	Long	01/12/2004	12.00	$1,532.75	200	($98.00) $5,182.00	$350.00 ($350.00)	1.47% (1.47%)
41	Sell	Close Long	01/12/2004	12.10	$1,532.75	200	($98.00) $5,182.00	$350.00 ($350.00)	1.47% (1.47%)
42	Short	Short	01/12/2004	12.35	$1,530.75	200	$52.00 $5,234.00	$650.00 ($250.00)	2.75% (1.06%)
42	Cover	Close Short	01/12/2004	13.00	$1,530.00	200	$52.00 $5,234.00	$650.00 ($250.00)	2.75% (1.06%)
43	Buy	Long	01/12/2004	13.35	$1,530.50	200	$302.00 $5,536.00	$700.00 ($200.00)	2.96% (0.84%)
43	Sell	Close Long	01/12/2004	13.50	$1,532.50	200	$302.00 $5,536.00	$700.00 ($200.00)	2.96% (0.84%)
44	Short	Short	01/13/2004	10.30	$1,534.50	200	($298.00) $5,238.00	$200.00 ($500.00)	0.83% (2.08%)
44	Cover	Close Short	01/13/2004	10.35	$1,535.50	200	($298.00) $5,238.00	$200.00 ($500.00)	0.83% (2.08%)
45	Short	Short	01/13/2004	10.45	$1,533.25	200	$3,102.00 $8,340.00	$3,650.00 ($550.00)	15.43% (2.32%)
45	Cover	Close Short	01/13/2004	12.00	$1,517.25	200	$3,102.00 $8,340.00	$3,650.00 ($550.00)	15.43% (2.32%)
46	Buy	Long	01/13/2004	15.55	$1,526.75	200	$852.00 $9,192.00	$1,950.00 ($250.00)	7.29% (0.93%)
46	Sell	Close Long	01/14/2004	10.55	$1,531.50	200	$852.00 $9,192.00	$1,950.00 ($250.00)	7.29% (0.93%)
47	Short	Short	01/14/2004	12.20	$1,529.75	200	($98.00) $9,094.00	$1,150.00 ($250.00)	4.16% (0.90%)
47	Cover	Close Short	01/14/2004	13.40	$1,529.75	200	($98.00) $9,094.00	$1,150.00 ($250.00)	4.16% (0.90%)
48	Buy	Long	01/14/2004	14.15	$1,530.75	200	$452.00 $9,546.00	$750.00 ($450.00)	2.72% (1.63%)
48	Sell	Close Long	01/14/2004	14.35	$1,533.50	200	$452.00 $9,546.00	$750.00 ($450.00)	2.72% (1.63%)
49	Short	Short	01/15/2004	08.00	$1,526.50	200	($598.00) $8,948.00	$700.00 ($900.00)	2.50% (3.22%)
49	Cover	Close Short	01/15/2004	08.45	$1,529.00	200	($598.00) $8,948.00	$700.00 ($900.00)	2.50% (3.22%)
50	Short	Short	01/15/2004	08.55	$1,527.75	200	($298.00) $8,650.00	$150.00 ($450.00)	0.54% (1.64%)
50	Cover	Close Short	01/15/2004	09.00	$1,528.75	200	($298.00) $8,650.00	$150.00 ($450.00)	0.54% (1.64%)
51	Buy	Long	01/15/2004	09.00	$1,528.75	200	($98.00) $8,552.00	$250.00 ($250.00)	0.92% (0.92%)
51	Sell	Close Long	01/15/2004	09.10	$1,528.75	200	($98.00) $8,552.00	$250.00 ($250.00)	0.92% (0.92%)
52	Short	Short	01/15/2004	09.15	$1,528.00	200	($298.00) $8,254.00	$100.00 ($500.00)	0.37% (1.85%)
52	Cover	Close Short	01/15/2004	09.20	$1,529.00	200	($298.00) $8,254.00	$100.00 ($500.00)	0.37% (1.85%)
53	Short	Short	01/15/2004	09.45	$1,527.25	200	$1,402.00 $9,656.00	$2,250.00 ($550.00)	8.44% (2.06%)
53	Cover	Close Short	01/15/2004	10.20	$1,519.75	200	$1,402.00 $9,656.00	$2,250.00 ($550.00)	8.44% (2.06%)
54	Buy	Long	01/15/2004	11.55	$1,531.50	200	$1,402.00 $11,058.00	$2,100.00 ($900.00)	7.48% (3.20%)
54	Sell	Close Long	01/15/2004	12.25	$1,539.00	200	$1,402.00 $11,058.00	$2,100.00 ($900.00)	7.48% (3.20%)
55	Short	Short	01/15/2004	15.00	$1,535.25	200	($298.00) $10,760.00	$750.00 ($850.00)	2.54% (2.88%)
55	Cover	Close Short	01/15/2004	15.15	$1,536.25	200	($298.00) $10,760.00	$750.00 ($850.00)	2.54% (2.88%)
56	Short	Short	01/15/2004	15.25	$1,536.75	200	($48.00) $10,712.00	$350.00 ($350.00)	1.20% (1.20%)
56	Cover	Close Short	01/15/2004	15.30	$1,536.50	200	($48.00) $10,712.00	$350.00 ($350.00)	1.20% (1.20%)
57	Buy	Long	01/16/2004	08.00	$1,545.50	200	($398.00) $10,314.00	$400.00 ($800.00)	1.37% (2.74%)
57	Sell	Close Long	01/16/2004	09.30	$1,544.00	200	($398.00) $10,314.00	$400.00 ($800.00)	1.37% (2.74%)
58	Short	Short	01/16/2004	10.55	$1,540.00	200	($748.00) $9,566.00	$400.00 ($1,000.00)	1.39% (3.48%)
58	Cover	Close Short	01/16/2004	11.00	$1,543.25	200	($748.00) $9,566.00	$400.00 ($1,000.00)	1.39% (3.48%)
59	Short	Short	01/16/2004	11.45	$1,541.75	200	($298.00) $9,268.00	$450.00 ($550.00)	1.60% (1.96%)
59	Cover	Close Short	01/16/2004	11.50	$1,542.75	200	($298.00) $9,268.00	$450.00 ($550.00)	1.60% (1.96%)
60	Buy	Long	01/16/2004	11.50	$1,542.75	200	$102.00 $9,370.00	$550.00 ($350.00)	1.98% (1.26%)
60	Sell	Close Long	01/16/2004	12.05	$1,543.75	200	$102.00 $9,370.00	$550.00 ($350.00)	1.98% (1.26%)
61	Short	Short	01/20/2004	09.40	$1,553.75	200	($248.00) $9,122.00	$650.00 ($550.00)	2.34% (1.98%)
61	Cover	Close Short	01/20/2004	09.50	$1,554.50	200	($248.00) $9,122.00	$650.00 ($550.00)	2.34% (1.98%)
62	Short	Short	01/20/2004	10.20	$1,554.50	200	$1,402.00 $10,524.00	$2,400.00 ($600.00)	8.71% (2.17%)
62	Cover	Close Short	01/20/2004	11.45	$1,547.00	200	$1,402.00 $10,524.00	$2,400.00 ($600.00)	8.71% (2.17%)
63	Buy	Long	01/20/2004	12.10	$1,551.75	200	$2.00 $10,526.00	$350.00 ($250.00)	1.20% (0.86%)
63	Sell	Close Long	01/20/2004	12.15	$1,552.25	200	$2.00 $10,526.00	$350.00 ($250.00)	1.20% (0.86%)
64	Short	Short	01/20/2004	15.40	$1,554.00	200	($348.00) $10,178.00	$500.00 ($600.00)	1.72% (2.07%)
64	Cover	Close Short	01/20/2004	15.55	$1,555.25	200	($348.00) $10,178.00	$500.00 ($600.00)	1.72% (2.07%)
65	Short	Short	01/21/2004	08.00	$1,547.00	200	$1,402.00 $11,580.00	$2,600.00 ($200.00)	9.09% (0.69%)
65	Cover	Close Short	01/21/2004	10.15	$1,539.50	200	$1,402.00 $11,580.00	$2,600.00 ($200.00)	9.09% (0.69%)
66	Buy	Long	01/21/2004	14.10	$1,546.00	200	$1,402.00 $12,982.00	$2,200.00 ($400.00)	7.33% (1.33%)
66	Sell	Close Long	01/21/2004	14.30	$1,553.50	200	$1,402.00 $12,982.00	$2,200.00 ($400.00)	7.33% (1.33%)
67	Short	Short	01/22/2004	10.05	$1,549.25	200	$202.00 $13,184.00	$650.00 ($450.00)	2.07% (1.43%)
67	Cover	Close Short	01/22/2004	10.15	$1,547.75	200	$202.00 $13,184.00	$650.00 ($450.00)	2.07% (1.43%)
68	Buy	Long	01/22/2004	12.30	$1,545.25	200	$552.00 $13,736.00	$1,150.00 ($350.00)	3.64% (1.10%)
68	Sell	Close Long	01/22/2004	12.45	$1,548.50	200	$552.00 $13,736.00	$1,150.00 ($350.00)	3.64% (1.10%)
69	Short	Short	01/22/2004	13.00	$1,544.75	200	$352.00 $14,088.00	$1,550.00 ($250.00)	4.82% (0.77%)
69	Cover	Close Short	01/22/2004	14.25	$1,542.50	200	$352.00 $14,088.00	$1,550.00 ($250.00)	4.82% (0.77%)
70	Buy	Long	01/23/2004	09.25	$1,538.00	200	($48.00) $14,040.00	$500.00 ($400.00)	1.53% (1.23%)
70	Sell	Close Long	01/23/2004	09.35	$1,538.25	200	($48.00) $14,040.00	$500.00 ($400.00)	1.53% (1.23%)
71	Short	Short	01/23/2004	09.50	$1,538.25	200	($598.00) $13,442.00	$1,150.00 ($1,050.00)	3.54% (3.23%)
71	Cover	Close Short	01/23/2004	10.05	$1,540.75	200	($598.00) $13,442.00	$1,150.00 ($1,050.00)	3.54% (3.23%)
72	Short	Short	01/23/2004	11.00	$1,539.25	200	($398.00) $13,044.00	$250.00 ($550.00)	0.78% (1.72%)
72	Cover	Close Short	01/23/2004	11.05	$1,540.75	200	($398.00) $13,044.00	$250.00 ($550.00)	0.78% (1.72%)
73	Buy	Long	01/23/2004	11.05	$1,540.75	200	($48.00) $12,996.00	$550.00 ($350.00)	1.74% (1.11%)
73	Sell	Close Long	01/23/2004	11.15	$1,541.00	200	($48.00) $12,996.00	$550.00 ($350.00)	1.74% (1.11%)
74	Short	Short	01/23/2004	11.20	$1,538.50	200	($198.00) $12,798.00	$400.00 ($400.00)	1.27% (1.27%)
74	Cover	Close Short	01/23/2004	11.30	$1,539.00	200	($198.00) $12,798.00	$400.00 ($400.00)	1.27% (1.27%)
75	Buy	Long	01/23/2004	11.35	$1,539.25	200	$2.00 $12,800.00	$650.00 ($450.00)	2.08% (1.44%)
75	Sell	Close Long	01/23/2004	11.45	$1,539.75	200	$2.00 $12,800.00	$650.00 ($450.00)	2.08% (1.44%)
76	Short	Short	01/23/2004	11.50	$1,538.00	200	($248.00) $12,552.00	$200.00 ($500.00)	0.64% (1.60%)
76	Cover	Close Short	01/23/2004	11.55	$1,538.75	200	($248.00) $12,552.00	$200.00 ($500.00)	0.64% (1.60%)
77	Buy	Long	01/23/2004	11.55	$1,538.75	200	($498.00) $12,054.00	$350.00 ($750.00)	1.13% (2.42%)
77	Sell	Close Long	01/23/2004	12.00	$1,536.75	200	($498.00) $12,054.00	$350.00 ($750.00)	1.13% (2.42%)
78	Buy	Long	01/26/2004	09.50	$1,534.00	200	($448.00) $11,606.00	$400.00 ($500.00)	1.31% (1.64%)
78	Sell	Close Long	01/26/2004	09.55	$1,532.25	200	($448.00) $11,606.00	$400.00 ($500.00)	1.31% (1.64%)
79	Short	Short	01/26/2004	10.00	$1,529.75	200	$2.00 $11,608.00	$850.00 ($850.00)	2.83% (2.83%)
79	Cover	Close Short	01/26/2004	10.15	$1,529.25	200	$2.00 $11,608.00	$850.00 ($850.00)	2.83% (2.83%)
80	Buy	Long	01/26/2004	13.30	$1,533.00	200	($98.00) $11,510.00	$300.00 ($300.00)	0.99% (0.99%)
80	Sell	Close Long	01/26/2004	13.40	$1,533.00	200	($98.00) $11,510.00	$300.00 ($300.00)	0.99% (0.99%)
81	Short	Short	01/27/2004	11.00	$1,544.25	200	$3,452.00 $14,962.00	$3,950.00 ($250.00)	13.20% (0.83%)
81	Cover	Close Short	01/27/2004	12.05	$1,526.50	200	$3,452.00 $14,962.00	$3,950.00 ($250.00)	13.20% (0.83%)
82	Buy	Long	01/29/2004	15.15	$1,499.50	200	($748.00) $14,214.00	$400.00 ($1,200.00)	1.19% (3.59%)
82	Sell	Close Long	01/29/2004	15.20	$1,496.25	200	($748.00) $14,214.00	$400.00 ($1,200.00)	1.19% (3.59%)
83	Short	Short	01/29/2004	15.20	$1,496.25	200	($48.00) $14,166.00	$1,150.00 ($550.00)	3.52% (1.68%)
83	Cover	Close Short	01/29/2004	15.45	$1,496.00	200	($48.00) $14,166.00	$1,150.00 ($550.00)	3.52% (1.68%)
84	Buy	Long	01/30/2004	08.00	$1,503.00	200	($148.00) $14,018.00	$100.00 ($100.00)	0.30% (0.30%)
84	Sell	Close Long	01/30/2004	08.10	$1,502.75	200	($148.00) $14,018.00	$100.00 ($100.00)	0.30% (0.30%)
85	Short	Short	01/30/2004	08.30	$1,499.50	200	($48.00) $13,970.00	$600.00 ($600.00)	1.85% (1.85%)
85	Cover	Close Short	01/30/2004	08.40	$1,499.25	200	($48.00) $13,970.00	$600.00 ($600.00)	1.85% (1.85%)
86	Buy	Long	01/30/2004	08.45	$1,501.75	200	($198.00) $13,772.00	$350.00 ($350.00)	1.08% (1.08%)
86	Sell	Close Long	01/30/2004	08.55	$1,501.25	200	($198.00) $13,772.00	$350.00 ($350.00)	1.08% (1.08%)
87	Short	Short	01/30/2004	09.10	$1,499.50	200	$102.00 $13,874.00	$300.00 ($200.00)	0.93% (0.62%)
87	Cover	Close Short	01/30/2004	09.20	$1,498.50	200	$102.00 $13,874.00	$300.00 ($200.00)	0.93% (0.62%)
88	Buy	Long	01/30/2004	10.00	$1,502.00	200	$52.00 $13,926.00	$800.00 ($600.00)	2.47% (1.85%)
88	Sell	Close Long	01/30/2004	10.05	$1,502.75	200	$52.00 $13,926.00	$800.00 ($600.00)	2.47% (1.85%)
89	Short	Short	01/30/2004	10.25	$1,502.50	200	$652.00 $14,578.00	$1,200.00 ($500.00)	3.71% (1.54%)
89	Cover	Close Short	01/30/2004	10.40	$1,498.75	200	$652.00 $14,578.00	$1,200.00 ($500.00)	3.71% (1.54%)
90	Buy	Long	02/02/2004	09.35	$1,499.50	200	($148.00) $14,430.00	$700.00 ($400.00)	2.12% (1.21%)
90	Sell	Close Long	02/02/2004	09.50	$1,499.25	200	($148.00) $14,430.00	$700.00 ($400.00)	2.12% (1.21%)
91	Short	Short	02/02/2004	10.00	$1,496.75	200	$1,402.00 $15,832.00	$2,550.00 ($450.00)	7.76% (1.37%)
91	Cover	Close Short	02/02/2004	10.15	$1,489.25	200	$1,402.00 $15,832.00	$2,550.00 ($450.00)	7.76% (1.37%)
92	Buy	Long	02/02/2004	11.55	$1,500.50	200	$2.00 $15,834.00	$1,800.00 ($1,200.00)	5.25% (3.50%)
92	Sell	Close Long	02/02/2004	15.05	$1,501.00	200	$2.00 $15,834.00	$1,800.00 ($1,200.00)	5.25% (3.50%)
93	Short	Short	02/02/2004	15.20	$1,496.50	200	$1,402.00 $17,236.00	$2,900.00 ($500.00)	8.47% (1.46%)
93	Cover	Close Short	02/03/2004	08.25	$1,489.00	200	$1,402.00 $17,236.00	$2,900.00 ($500.00)	8.47% (1.46%)
94	Buy	Long	02/03/2004	10.05	$1,496.25	200	($248.00) $16,988.00	$350.00 ($550.00)	0.98% (1.54%)
94	Sell	Close Long	02/03/2004	10.10	$1,495.50	200	($248.00) $16,988.00	$350.00 ($550.00)	0.98% (1.54%)
95	Buy	Long	02/03/2004	13.00	$1,497.00	200	($348.00) $16,640.00	$400.00 ($500.00)	1.13% (1.41%)
95	Sell	Close Long	02/03/2004	13.15	$1,495.75	200	($348.00) $16,640.00	$400.00 ($500.00)	1.13% (1.41%)
96	Buy	Long	02/05/2004	13.10	$1,474.25	200	($448.00) $16,192.00	$550.00 ($550.00)	1.56% (1.56%)
96	Sell	Close Long	02/05/2004	13.20	$1,472.50	200	($448.00) $16,192.00	$550.00 ($550.00)	1.56% (1.56%)
97	Short	Short	02/05/2004	14.50	$1,471.50	200	$352.00 $16,544.00	$800.00 ($300.00)	2.31% (0.86%)
97	Cover	Close Short	02/05/2004	15.05	$1,469.25	200	$352.00 $16,544.00	$800.00 ($300.00)	2.31% (0.86%)
98	Buy	Long	02/05/2004	15.20	$1,471.25	200	($148.00) $16,396.00	$650.00 ($350.00)	1.86% (1.00%)
98	Sell	Close Long	02/05/2004	15.35	$1,471.00	200	($148.00) $16,396.00	$650.00 ($350.00)	1.86% (1.00%)
99	Short	Short	02/05/2004	15.40	$1,469.50	200	($298.00) $16,098.00	$300.00 ($500.00)	0.86% (1.43%)
99	Cover	Close Short	02/05/2004	15.45	$1,470.50	200	($298.00) $16,098.00	$300.00 ($500.00)	0.86% (1.43%)
100	Buy	Long	02/05/2004	15.45	$1,470.50	200	$2.00 $16,100.00	$300.00 ($300.00)	0.86% (0.86%)
100	Sell	Close Long	02/05/2004	15.50	$1,471.00	200	$2.00 $16,100.00	$300.00 ($300.00)	0.86% (0.86%)
101	Short	Short	02/05/2004	15.55	$1,469.25	200	($948.00) $15,152.00	$250.00 ($950.00)	0.72% (2.75%)
101	Cover	Close Short	02/06/2004	08.00	$1,473.50	200	($948.00) $15,152.00	$250.00 ($950.00)	0.72% (2.75%)
102	Buy	Long	02/06/2004	08.00	$1,473.50	200	($98.00) $15,054.00	$500.00 ($200.00)	1.49% (0.59%)
102	Sell	Close Long	02/06/2004	08.20	$1,473.50	200	($98.00) $15,054.00	$500.00 ($200.00)	1.49% (0.59%)
103	Short	Short	02/06/2004	08.30	$1,467.00	200	($2,148.00) $12,906.00	$1,400.00 ($3,100.00)	4.18% (9.26%)
103	Cover	Close Short	02/06/2004	09.30	$1,477.25	200	($2,148.00) $12,906.00	$1,400.00 ($3,100.00)	4.18% (9.26%)
104	Short	Short	02/06/2004	09.40	$1,477.25	200	($698.00) $12,208.00	$1,350.00 ($1,150.00)	4.31% (3.67%)
104	Cover	Close Short	02/06/2004	10.05	$1,480.25	200	($698.00) $12,208.00	$1,350.00 ($1,150.00)	4.31% (3.67%)
105	Buy	Long	02/06/2004	10.15	$1,484.50	200	$1,402.00 $13,610.00	$2,000.00 ($700.00)	6.53% (2.28%)
105	Sell	Close Long	02/06/2004	14.00	$1,492.00	200	$1,402.00 $13,610.00	$2,000.00 ($700.00)	6.53% (2.28%)
106	Short	Short	02/09/2004	14.15	$1,500.25	200	$152.00 $13,762.00	$550.00 ($250.00)	1.71% (0.78%)
106	Cover	Close Short	02/09/2004	14.35	$1,499.00	200	$152.00 $13,762.00	$550.00 ($250.00)	1.71% (0.78%)
107	Buy	Long	02/10/2004	10.40	$1,499.25	200	($198.00) $13,564.00	$1,050.00 ($550.00)	3.26% (1.70%)
107	Sell	Close Long	02/10/2004	11.45	$1,498.75	200	($198.00) $13,564.00	$1,050.00 ($550.00)	3.26% (1.70%)
108	Short	Short	02/10/2004	14.20	$1,496.50	200	($98.00) $13,466.00	$300.00 ($400.00)	0.93% (1.25%)
108	Cover	Close Short	02/10/2004	14.45	$1,496.50	200	($98.00) $13,466.00	$300.00 ($400.00)	0.93% (1.25%)
109	Buy	Long	02/11/2004	08.00	$1,502.00	200	($348.00) $13,118.00	$200.00 ($300.00)	0.62% (0.94%)
109	Sell	Close Long	02/11/2004	08.30	$1,500.75	200	($348.00) $13,118.00	$200.00 ($300.00)	0.62% (0.94%)
110	Short	Short	02/11/2004	09.00	$1,500.75	200	($98.00) $13,020.00	$250.00 ($150.00)	0.79% (0.47%)
110	Cover	Close Short	02/11/2004	09.20	$1,500.75	200	($98.00) $13,020.00	$250.00 ($150.00)	0.79% (0.47%)
111	Buy	Long	02/11/2004	11.10	$1,503.25	200	$1,402.00 $14,422.00	$2,150.00 ($750.00)	6.84% (2.38%)
111	Sell	Close Long	02/11/2004	12.10	$1,510.75	200	$1,402.00 $14,422.00	$2,150.00 ($750.00)	6.84% (2.38%)
112	Short	Short	02/12/2004	12.05	$1,507.75	200	($248.00) $14,174.00	$250.00 ($350.00)	0.76% (1.06%)
112	Cover	Close Short	02/12/2004	12.15	$1,508.50	200	($248.00) $14,174.00	$250.00 ($350.00)	0.76% (1.06%)
113	Buy	Long	02/13/2004	09.30	$1,507.25	200	$2.00 $14,176.00	$650.00 ($550.00)	1.99% (1.68%)
113	Sell	Close Long	02/13/2004	09.40	$1,507.75	200	$2.00 $14,176.00	$650.00 ($550.00)	1.99% (1.68%)
114	Short	Short	02/13/2004	09.45	$1,506.75	200	($648.00) $13,528.00	$550.00 ($950.00)	1.68% (2.91%)
114	Cover	Close Short	02/13/2004	09.55	$1,509.50	200	($648.00) $13,528.00	$550.00 ($950.00)	1.68% (2.91%)
115	Short	Short	02/13/2004	10.10	$1,507.00	200	$2,052.00 $15,580.00	$3,200.00 ($300.00)	10.02% (0.93%)
115	Cover	Close Short	02/13/2004	10.35	$1,496.25	200	$2,052.00 $15,580.00	$3,200.00 ($300.00)	10.02% (0.93%)
116	Buy	Long	02/17/2004	08.00	$1,495.75	200	$1,252.00 $16,832.00	$2,050.00 ($50.00)	6.03% (0.14%)
116	Sell	Close Long	02/17/2004	09.30	$1,502.50	200	$1,252.00 $16,832.00	$2,050.00 ($50.00)	6.03% (0.14%)
117	Short	Short	02/18/2004	10.30	$1,504.75	200	$2.00 $16,834.00	$350.00 ($350.00)	0.99% (0.99%)
117	Cover	Close Short	02/18/2004	10.40	$1,504.25	200	$2.00 $16,834.00	$350.00 ($350.00)	0.99% (0.99%)
118	Buy	Long	02/18/2004	11.20	$1,506.75	200	($148.00) $16,686.00	$250.00 ($250.00)	0.70% (0.70%)
118	Sell	Close Long	02/18/2004	11.30	$1,506.50	200	($148.00) $16,686.00	$250.00 ($250.00)	0.70% (0.70%)
119	Short	Short	02/18/2004	14.15	$1,505.00	200	($348.00) $16,338.00	$500.00 ($500.00)	1.42% (1.42%)
119	Cover	Close Short	02/18/2004	14.40	$1,506.25	200	($348.00) $16,338.00	$500.00 ($500.00)	1.42% (1.42%)
120	Buy	Long	02/18/2004	15.30	$1,508.75	200	($48.00) $16,290.00	$550.00 ($250.00)	1.58% (0.71%)
120	Sell	Close Long	02/18/2004	15.45	$1,509.00	200	($48.00) $16,290.00	$550.00 ($250.00)	1.58% (0.71%)
121	Short	Short	02/19/2004	11.00	$1,513.50	200	$102.00 $16,392.00	$600.00 ($400.00)	1.72% (1.15%)
121	Cover	Close Short	02/19/2004	11.10	$1,512.50	200	$102.00 $16,392.00	$600.00 ($400.00)	1.72% (1.15%)
122	Buy	Long	02/19/2004	11.25	$1,514.75	200	($48.00) $16,344.00	$650.00 ($250.00)	1.86% (0.71%)
122	Sell	Close Long	02/19/2004	11.50	$1,515.00	200	($48.00) $16,344.00	$650.00 ($250.00)	1.86% (0.71%)
123	Short	Short	02/19/2004	12.00	$1,512.50	200	($548.00) $15,796.00	$400.00 ($700.00)	1.15% (2.01%)
123	Cover	Close Short	02/19/2004	12.10	$1,514.75	200	($548.00) $15,796.00	$400.00 ($700.00)	1.15% (2.01%)
124	Buy	Long	02/19/2004	12.20	$1,516.25	200	($198.00) $15,598.00	$450.00 ($250.00)	1.31% (0.73%)
124	Sell	Close Long	02/19/2004	12.35	$1,515.75	200	($198.00) $15,598.00	$450.00 ($250.00)	1.31% (0.73%)
125	Short	Short	02/19/2004	12.40	$1,514.50	200	($248.00) $15,350.00	$200.00 ($400.00)	0.58% (1.17%)
125	Cover	Close Short	02/19/2004	12.50	$1,515.25	200	($248.00) $15,350.00	$200.00 ($400.00)	0.58% (1.17%)
126	Buy	Long	02/20/2004	14.40	$1,490.25	200	($248.00) $15,102.00	$950.00 ($650.00)	2.81% (1.92%)
126	Sell	Close Long	02/20/2004	14.55	$1,489.50	200	($248.00) $15,102.00	$950.00 ($650.00)	2.81% (1.92%)
127	Short	Short	02/20/2004	15.00	$1,486.50	200	($198.00) $14,904.00	$200.00 ($300.00)	0.59% (0.89%)
127	Cover	Close Short	02/20/2004	15.10	$1,487.00	200	($198.00) $14,904.00	$200.00 ($300.00)	0.59% (0.89%)
128	Buy	Long	02/23/2004	08.00	$1,491.75	200	($198.00) $14,706.00	$150.00 ($150.00)	0.45% (0.45%)
128	Sell	Close Long	02/23/2004	08.10	$1,491.25	200	($198.00) $14,706.00	$150.00 ($150.00)	0.45% (0.45%)
129	Short	Short	02/23/2004	09.25	$1,489.75	200	$3,052.00 $17,758.00	$3,650.00 ($250.00)	11.02% (0.75%)
129	Cover	Close Short	02/23/2004	10.15	$1,474.00	200	$3,052.00 $17,758.00	$3,650.00 ($250.00)	11.02% (0.75%)
130	Buy	Long	02/24/2004	10.30	$1,471.50	200	$102.00 $17,860.00	$700.00 ($600.00)	1.93% (1.65%)
130	Sell	Close Long	02/24/2004	10.40	$1,472.50	200	$102.00 $17,860.00	$700.00 ($600.00)	1.93% (1.65%)
131	Short	Short	02/24/2004	11.10	$1,469.00	200	$652.00 $18,512.00	$1,100.00 ($500.00)	3.03% (1.37%)
131	Cover	Close Short	02/24/2004	11.35	$1,465.25	200	$652.00 $18,512.00	$1,100.00 ($500.00)	3.03% (1.37%)
132	Buy	Long	02/24/2004	12.20	$1,468.00	200	$52.00 $18,564.00	$500.00 ($400.00)	1.35% (1.08%)
132	Sell	Close Long	02/24/2004	12.30	$1,468.75	200	$52.00 $18,564.00	$500.00 ($400.00)	1.35% (1.08%)
133	Short	Short	02/24/2004	12.55	$1,465.75	200	($198.00) $18,366.00	$250.00 ($450.00)	0.67% (1.21%)
133	Cover	Close Short	02/24/2004	13.05	$1,466.25	200	($198.00) $18,366.00	$250.00 ($450.00)	0.67% (1.21%)
134	Short	Short	02/24/2004	14.10	$1,463.25	200	$252.00 $18,618.00	$1,750.00 ($450.00)	4.75% (1.22%)
134	Cover	Close Short	02/24/2004	15.10	$1,461.50	200	$252.00 $18,618.00	$1,750.00 ($450.00)	4.75% (1.22%)
135	Buy	Long	02/24/2004	15.30	$1,460.75	200	$2.00 $18,620.00	$650.00 ($450.00)	1.75% (1.21%)
135	Sell	Close Long	02/24/2004	15.45	$1,461.25	200	$2.00 $18,620.00	$650.00 ($450.00)	1.75% (1.21%)
136	Buy	Long	02/24/2004	15.50	$1,462.75	200	$352.00 $18,972.00	$650.00 ($250.00)	1.75% (0.67%)
136	Sell	Close Long	02/25/2004	08.50	$1,465.00	200	$352.00 $18,972.00	$650.00 ($250.00)	1.75% (0.67%)
137	Short	Short	02/25/2004	11.40	$1,463.00	200	($248.00) $18,724.00	$300.00 ($300.00)	0.80% (0.80%)
137	Cover	Close Short	02/25/2004	11.50	$1,463.75	200	($248.00) $18,724.00	$300.00 ($300.00)	0.80% (0.80%)
138	Buy	Long	02/25/2004	11.55	$1,464.75	200	$2.00 $18,726.00	$350.00 ($250.00)	0.94% (0.67%)
138	Sell	Close Long	02/25/2004	12.05	$1,465.25	200	$2.00 $18,726.00	$350.00 ($250.00)	0.94% (0.67%)
139	Short	Short	02/26/2004	08.30	$1,471.50	200	$1,402.00 $20,128.00	$2,000.00 ($300.00)	5.38% (0.80%)
139	Cover	Close Short	02/26/2004	09.50	$1,464.00	200	$1,402.00 $20,128.00	$2,000.00 ($300.00)	5.38% (0.80%)
140	Buy	Long	02/26/2004	11.35	$1,474.00	200	($98.00) $20,030.00	$800.00 ($300.00)	2.07% (0.77%)
140	Sell	Close Long	02/26/2004	11.55	$1,474.00	200	($98.00) $20,030.00	$800.00 ($300.00)	2.07% (0.77%)
141	Short	Short	02/27/2004	09.40	$1,478.25	200	($148.00) $19,882.00	$550.00 ($550.00)	1.43% (1.43%)
141	Cover	Close Short	02/27/2004	09.50	$1,478.50	200	($148.00) $19,882.00	$550.00 ($550.00)	1.43% (1.43%)
142	Short	Short	02/27/2004	11.25	$1,477.25	200	$2,852.00 $22,734.00	$3,550.00 ($350.00)	9.27% (0.91%)
142	Cover	Close Short	02/27/2004	11.50	$1,462.50	200	$2,852.00 $22,734.00	$3,550.00 ($350.00)	9.27% (0.91%)
143	Buy	Long	03/01/2004	08.00	$1,475.00	200	($198.00) $22,536.00	$100.00 ($200.00)	0.24% (0.48%)
143	Sell	Close Long	03/01/2004	08.05	$1,474.50	200	($198.00) $22,536.00	$100.00 ($200.00)	0.24% (0.48%)
144	Short	Short	03/01/2004	08.05	$1,474.50	200	($48.00) $22,488.00	$100.00 ($100.00)	0.24% (0.24%)
144	Cover	Close Short	03/01/2004	08.15	$1,474.25	200	($48.00) $22,488.00	$100.00 ($100.00)	0.24% (0.24%)
145	Buy	Long	03/01/2004	08.25	$1,474.50	200	($98.00) $22,390.00	$100.00 ($100.00)	0.24% (0.24%)
145	Sell	Close Long	03/01/2004	08.35	$1,474.50	200	($98.00) $22,390.00	$100.00 ($100.00)	0.24% (0.24%)
146	Short	Short	03/01/2004	09.40	$1,473.50	200	($648.00) $21,742.00	$300.00 ($1,000.00)	0.73% (2.45%)
146	Cover	Close Short	03/01/2004	09.50	$1,476.25	200	($648.00) $21,742.00	$300.00 ($1,000.00)	0.73% (2.45%)
147	Buy	Long	03/01/2004	09.50	$1,476.25	200	$2.00 $21,744.00	$650.00 ($450.00)	1.61% (1.12%)
147	Sell	Close Long	03/01/2004	10.00	$1,476.75	200	$2.00 $21,744.00	$650.00 ($450.00)	1.61% (1.12%)
148	Short	Short	03/01/2004	10.35	$1,476.00	200	($348.00) $21,396.00	$1,800.00 ($600.00)	4.48% (1.49%)
148	Cover	Close Short	03/01/2004	12.10	$1,477.25	200	($348.00) $21,396.00	$1,800.00 ($600.00)	4.48% (1.49%)
149	Short	Short	03/01/2004	12.25	$1,476.75	200	$2.00 $21,398.00	$550.00 ($250.00)	1.38% (0.62%)
149	Cover	Close Short	03/01/2004	12.45	$1,476.25	200	$2.00 $21,398.00	$550.00 ($250.00)	1.38% (0.62%)
150	Buy	Long	03/01/2004	13.15	$1,477.00	200	$202.00 $21,600.00	$500.00 ($200.00)	1.25% (0.50%)
150	Sell	Close Long	03/01/2004	13.35	$1,478.50	200	$202.00 $21,600.00	$500.00 ($200.00)	1.25% (0.50%)
151	Short	Short	03/01/2004	13.40	$1,477.00	200	($398.00) $21,202.00	$300.00 ($600.00)	0.74% (1.49%)
151	Cover	Close Short	03/01/2004	13.50	$1,478.50	200	($398.00) $21,202.00	$300.00 ($600.00)	0.74% (1.49%)
152	Short	Short	03/02/2004	12.05	$1,485.25	200	$1,402.00 $22,604.00	$2,150.00 ($550.00)	5.42% (1.38%)
152	Cover	Close Short	03/02/2004	13.45	$1,477.75	200	$1,402.00 $22,604.00	$2,150.00 ($550.00)	5.42% (1.38%)
153	Buy	Long	03/03/2004	13.35	$1,472.25	200	($798.00) $21,806.00	$350.00 ($950.00)	0.85% (2.31%)
153	Sell	Close Long	03/03/2004	13.45	$1,468.75	200	($798.00) $21,806.00	$350.00 ($950.00)	0.85% (2.31%)
154	Buy	Long	03/03/2004	14.05	$1,470.50	200	$52.00 $21,858.00	$600.00 ($600.00)	1.49% (1.49%)
154	Sell	Close Long	03/03/2004	14.10	$1,471.25	200	$52.00 $21,858.00	$600.00 ($600.00)	1.49% (1.49%)
155	Short	Short	03/03/2004	14.15	$1,470.25	200	$202.00 $22,060.00	$650.00 ($350.00)	1.61% (0.86%)
155	Cover	Close Short	03/03/2004	14.25	$1,468.75	200	$202.00 $22,060.00	$650.00 ($350.00)	1.61% (0.86%)
156	Buy	Long	03/03/2004	14.35	$1,471.00	200	($448.00) $21,612.00	$400.00 ($600.00)	0.98% (1.48%)
156	Sell	Close Long	03/03/2004	14.40	$1,469.25	200	($448.00) $21,612.00	$400.00 ($600.00)	0.98% (1.48%)
157	Short	Short	03/03/2004	14.40	$1,469.25	200	$52.00 $21,664.00	$650.00 ($250.00)	1.62% (0.62%)
157	Cover	Close Short	03/03/2004	15.00	$1,468.50	200	$52.00 $21,664.00	$650.00 ($250.00)	1.62% (0.62%)
158	Buy	Long	03/03/2004	15.15	$1,469.75	200	$52.00 $21,716.00	$350.00 ($250.00)	0.87% (0.62%)
158	Sell	Close Long	03/03/2004	15.25	$1,470.50	200	$52.00 $21,716.00	$350.00 ($250.00)	0.87% (0.62%)
159	Short	Short	03/03/2004	15.30	$1,468.75	200	($148.00) $21,568.00	$550.00 ($250.00)	1.37% (0.62%)
159	Cover	Close Short	03/03/2004	15.45	$1,469.00	200	($148.00) $21,568.00	$550.00 ($250.00)	1.37% (0.62%)
160	Buy	Long	03/04/2004	09.40	$1,469.25	200	$202.00 $21,770.00	$550.00 ($450.00)	1.37% (1.12%)
160	Sell	Close Long	03/04/2004	09.50	$1,470.75	200	$202.00 $21,770.00	$550.00 ($450.00)	1.37% (1.12%)
161	Short	Short	03/04/2004	10.00	$1,469.50	200	$152.00 $21,922.00	$1,000.00 ($400.00)	2.48% (0.99%)
161	Cover	Close Short	03/04/2004	10.25	$1,468.25	200	$152.00 $21,922.00	$1,000.00 ($400.00)	2.48% (0.99%)
162	Buy	Long	03/04/2004	10.30	$1,469.75	200	($398.00) $21,524.00	$350.00 ($550.00)	0.86% (1.36%)
162	Sell	Close Long	03/04/2004	10.40	$1,468.25	200	($398.00) $21,524.00	$350.00 ($550.00)	0.86% (1.36%)
163	Buy	Long	03/04/2004	11.05	$1,470.25	200	$202.00 $21,726.00	$750.00 ($250.00)	1.87% (0.62%)
163	Sell	Close Long	03/04/2004	11.30	$1,471.75	200	$202.00 $21,726.00	$750.00 ($250.00)	1.87% (0.62%)
164	Short	Short	03/05/2004	08.30	$1,471.50	200	$1,402.00 $23,128.00	$2,500.00 ($1,100.00)	6.23% (2.74%)
164	Cover	Close Short	03/05/2004	09.20	$1,464.00	200	$1,402.00 $23,128.00	$2,500.00 ($1,100.00)	6.23% (2.74%)
165	Buy	Long	03/05/2004	10.00	$1,471.75	200	$3,652.00 $26,780.00	$4,550.00 ($750.00)	10.95% (1.80%)
165	Sell	Close Long	03/05/2004	10.30	$1,490.50	200	$3,652.00 $26,780.00	$4,550.00 ($750.00)	10.95% (1.80%)
166	Short	Short	03/05/2004	11.15	$1,472.25	200	($298.00) $26,482.00	$950.00 ($950.00)	2.10% (2.10%)
166	Cover	Close Short	03/05/2004	11.30	$1,473.25	200	($298.00) $26,482.00	$950.00 ($950.00)	2.10% (2.10%)
167	Buy	Long	03/05/2004	12.20	$1,477.50	200	($248.00) $26,234.00	$800.00 ($400.00)	1.78% (0.89%)
167	Sell	Close Long	03/05/2004	12.40	$1,476.75	200	($248.00) $26,234.00	$800.00 ($400.00)	1.78% (0.89%)
168	Short	Short	03/05/2004	12.45	$1,476.25	200	($148.00) $26,086.00	$350.00 ($350.00)	0.78% (0.78%)
168	Cover	Close Short	03/05/2004	12.50	$1,476.50	200	($148.00) $26,086.00	$350.00 ($350.00)	0.78% (0.78%)
169	Buy	Long	03/05/2004	12.55	$1,478.00	200	$2.00 $26,088.00	$400.00 ($200.00)	0.89% (0.44%)
169	Sell	Close Long	03/05/2004	13.05	$1,478.50	200	$2.00 $26,088.00	$400.00 ($200.00)	0.89% (0.44%)
170	Short	Short	03/05/2004	13.15	$1,476.75	200	($148.00) $25,940.00	$250.00 ($250.00)	0.56% (0.56%)
170	Cover	Close Short	03/05/2004	13.25	$1,477.00	200	($148.00) $25,940.00	$250.00 ($250.00)	0.56% (0.56%)
171	Buy	Long	03/05/2004	13.40	$1,478.50	200	($148.00) $25,792.00	$300.00 ($300.00)	0.67% (0.67%)
171	Sell	Close Long	03/05/2004	13.45	$1,478.25	200	($148.00) $25,792.00	$300.00 ($300.00)	0.67% (0.67%)
172	Short	Short	03/05/2004	13.50	$1,476.25	200	($398.00) $25,394.00	$550.00 ($950.00)	1.24% (2.14%)
172	Cover	Close Short	03/05/2004	14.00	$1,477.75	200	($398.00) $25,394.00	$550.00 ($950.00)	1.24% (2.14%)
173	Short	Short	03/05/2004	14.10	$1,478.25	200	($398.00) $24,996.00	$250.00 ($550.00)	0.57% (1.25%)
173	Cover	Close Short	03/05/2004	14.20	$1,479.75	200	($398.00) $24,996.00	$250.00 ($550.00)	0.57% (1.25%)
174	Short	Short	03/08/2004	09.25	$1,476.00	200	($248.00) $24,748.00	$400.00 ($700.00)	0.92% (1.61%)
174	Cover	Close Short	03/08/2004	09.30	$1,476.75	200	($248.00) $24,748.00	$400.00 ($700.00)	0.92% (1.61%)
175	Buy	Long	03/08/2004	09.30	$1,476.75	200	$52.00 $24,800.00	$650.00 ($550.00)	1.50% (1.27%)
175	Sell	Close Long	03/08/2004	09.40	$1,477.50	200	$52.00 $24,800.00	$650.00 ($550.00)	1.50% (1.27%)
176	Short	Short	03/08/2004	10.10	$1,475.50	200	$302.00 $25,102.00	$700.00 ($500.00)	1.62% (1.15%)
176	Cover	Close Short	03/08/2004	10.20	$1,473.50	200	$302.00 $25,102.00	$700.00 ($500.00)	1.62% (1.15%)
177	Buy	Long	03/10/2004	10.30	$1,445.25	200	($98.00) $25,004.00	$350.00 ($250.00)	0.80% (0.57%)
177	Sell	Close Long	03/10/2004	10.40	$1,445.25	200	($98.00) $25,004.00	$350.00 ($250.00)	0.80% (0.57%)
178	Short	Short	03/10/2004	11.15	$1,443.50	200	$7,302.00 $32,306.00	$7,400.00 ($300.00)	17.04% (0.69%)
178	Cover	Close Short	03/11/2004	08.00	$1,406.50	200	$7,302.00 $32,306.00	$7,400.00 ($300.00)	17.04% (0.69%)
179	Buy	Long	03/11/2004	10.25	$1,428.75	200	($498.00) $31,808.00	$250.00 ($750.00)	0.49% (1.47%)
179	Sell	Close Long	03/11/2004	10.30	$1,426.75	200	($498.00) $31,808.00	$250.00 ($750.00)	0.49% (1.47%)
180	Buy	Long	03/11/2004	12.25	$1,428.00	200	$152.00 $31,960.00	$800.00 ($300.00)	1.59% (0.59%)
180	Sell	Close Long	03/11/2004	13.15	$1,429.25	200	$152.00 $31,960.00	$800.00 ($300.00)	1.59% (0.59%)
181	Short	Short	03/11/2004	13.35	$1,425.75	200	$2.00 $31,962.00	$450.00 ($250.00)	0.89% (0.49%)
181	Cover	Close Short	03/11/2004	13.45	$1,425.25	200	$2.00 $31,962.00	$450.00 ($250.00)	0.89% (0.49%)
182	Buy	Long	03/11/2004	14.10	$1,426.75	200	$2.00 $31,964.00	$950.00 ($550.00)	1.88% (1.09%)
182	Sell	Close Long	03/11/2004	14.25	$1,427.25	200	$2.00 $31,964.00	$950.00 ($550.00)	1.88% (1.09%)
183	Buy	Long	03/12/2004	09.50	$1,422.75	200	$502.00 $32,466.00	$950.00 ($750.00)	1.88% (1.48%)
183	Sell	Close Long	03/12/2004	10.00	$1,425.75	200	$502.00 $32,466.00	$950.00 ($750.00)	1.88% (1.48%)
184	Short	Short	03/12/2004	10.15	$1,421.50	200	($348.00) $32,118.00	$400.00 ($800.00)	0.78% (1.57%)
184	Cover	Close Short	03/12/2004	10.20	$1,422.75	200	($348.00) $32,118.00	$400.00 ($800.00)	0.78% (1.57%)
185	Short	Short	03/12/2004	10.40	$1,420.50	200	$2.00 $32,120.00	$700.00 ($400.00)	1.38% (0.79%)
185	Cover	Close Short	03/12/2004	10.55	$1,420.00	200	$2.00 $32,120.00	$700.00 ($400.00)	1.38% (0.79%)
186	Buy	Long	03/12/2004	11.00	$1,421.50	200	$1,402.00 $33,522.00	$2,100.00 ($300.00)	4.15% (0.59%)
186	Sell	Close Long	03/12/2004	11.55	$1,429.00	200	$1,402.00 $33,522.00	$2,100.00 ($300.00)	4.15% (0.59%)
187	Short	Short	03/12/2004	12.45	$1,422.25	200	($348.00) $33,174.00	$150.00 ($450.00)	0.28% (0.86%)
187	Cover	Close Short	03/12/2004	12.50	$1,423.50	200	($348.00) $33,174.00	$150.00 ($450.00)	0.28% (0.86%)
188	Short	Short	03/15/2004	09.35	$1,422.50	200	($348.00) $32,826.00	$600.00 ($600.00)	1.16% (1.16%)
188	Cover	Close Short	03/15/2004	09.45	$1,423.75	200	($348.00) $32,826.00	$600.00 ($600.00)	1.16% (1.16%)
189	Short	Short	03/15/2004	09.55	$1,422.00	200	($398.00) $32,428.00	$800.00 ($500.00)	1.56% (0.97%)
189	Cover	Close Short	03/15/2004	10.10	$1,423.50	200	($398.00) $32,428.00	$800.00 ($500.00)	1.56% (0.97%)
190	Buy	Long	03/15/2004	10.25	$1,424.75	200	($848.00) $31,580.00	$450.00 ($1,150.00)	0.88% (2.26%)
190	Sell	Close Long	03/15/2004	10.30	$1,421.00	200	($848.00) $31,580.00	$450.00 ($1,150.00)	0.88% (2.26%)
191	Buy	Long	03/16/2004	09.30	$1,416.25	200	($198.00) $31,382.00	$550.00 ($450.00)	1.10% (0.90%)
191	Sell	Close Long	03/16/2004	09.40	$1,415.75	200	($198.00) $31,382.00	$550.00 ($450.00)	1.10% (0.90%)
192	Buy	Long	03/16/2004	09.45	$1,417.00	200	$152.00 $31,534.00	$800.00 ($500.00)	1.60% (1.00%)
192	Sell	Close Long	03/16/2004	10.00	$1,418.25	200	$152.00 $31,534.00	$800.00 ($500.00)	1.60% (1.00%)
193	Short	Short	03/16/2004	10.10	$1,414.00	200	($48.00) $31,486.00	$400.00 ($500.00)	0.80% (1.00%)
193	Cover	Close Short	03/16/2004	10.20	$1,413.75	200	($48.00) $31,486.00	$400.00 ($500.00)	0.80% (1.00%)
194	Buy	Long	03/16/2004	10.25	$1,415.25	200	$252.00 $31,738.00	$550.00 ($350.00)	1.10% (0.70%)
194	Sell	Close Long	03/16/2004	10.35	$1,417.00	200	$252.00 $31,738.00	$550.00 ($350.00)	1.10% (0.70%)
195	Short	Short	03/16/2004	10.55	$1,414.50	200	($248.00) $31,490.00	$400.00 ($400.00)	0.79% (0.79%)
195	Cover	Close Short	03/16/2004	11.05	$1,415.25	200	($248.00) $31,490.00	$400.00 ($400.00)	0.79% (0.79%)
196	Buy	Long	03/16/2004	15.40	$1,410.50	200	$152.00 $31,642.00	$900.00 ($400.00)	1.80% (0.80%)
196	Sell	Close Long	03/16/2004	15.55	$1,411.75	200	$152.00 $31,642.00	$900.00 ($400.00)	1.80% (0.80%)
197	Short	Short	03/18/2004	08.05	$1,424.50	200	($248.00) $31,394.00	$100.00 ($200.00)	0.19% (0.39%)
197	Cover	Close Short	03/18/2004	08.10	$1,425.25	200	($248.00) $31,394.00	$100.00 ($200.00)	0.19% (0.39%)
198	Buy	Long	03/18/2004	08.10	$1,425.25	200	($248.00) $31,146.00	$50.00 ($250.00)	0.10% (0.50%)
198	Sell	Close Long	03/18/2004	08.15	$1,424.50	200	($248.00) $31,146.00	$50.00 ($250.00)	0.10% (0.50%)
199	Short	Short	03/18/2004	08.15	$1,424.50	200	($298.00) $30,848.00	$200.00 ($600.00)	0.40% (1.21%)
199	Cover	Close Short	03/18/2004	08.30	$1,425.50	200	($298.00) $30,848.00	$200.00 ($600.00)	0.40% (1.21%)
200	Short	Short	03/18/2004	08.50	$1,424.50	200	$152.00 $31,000.00	$600.00 ($200.00)	1.21% (0.40%)
200	Cover	Close Short	03/18/2004	09.10	$1,423.25	200	$152.00 $31,000.00	$600.00 ($200.00)	1.21% (0.40%)
201	Buy	Long	03/18/2004	09.40	$1,426.75	200	($498.00) $30,502.00	$350.00 ($850.00)	0.70% (1.72%)
201	Sell	Close Long	03/18/2004	09.50	$1,424.75	200	($498.00) $30,502.00	$350.00 ($850.00)	0.70% (1.72%)
202	Short	Short	03/18/2004	09.50	$1,424.75	200	$1,402.00 $31,904.00	$2,050.00 ($650.00)	4.19% (1.32%)
202	Cover	Close Short	03/18/2004	11.30	$1,417.25	200	$1,402.00 $31,904.00	$2,050.00 ($650.00)	4.19% (1.32%)
203	Buy	Long	03/18/2004	13.15	$1,423.25	200	($998.00) $30,906.00	$750.00 ($1,650.00)	1.49% (3.27%)
203	Sell	Close Long	03/18/2004	13.20	$1,418.75	200	($998.00) $30,906.00	$750.00 ($1,650.00)	1.49% (3.27%)
204	Short	Short	03/18/2004	13.20	$1,418.75	200	($748.00) $30,158.00	$750.00 ($1,450.00)	1.52% (2.94%)
204	Cover	Close Short	03/18/2004	13.25	$1,422.00	200	($748.00) $30,158.00	$750.00 ($1,450.00)	1.52% (2.94%)
205	Buy	Long	03/18/2004	13.25	$1,422.00	200	($798.00) $29,360.00	$800.00 ($1,200.00)	1.64% (2.47%)
205	Sell	Close Long	03/18/2004	13.35	$1,418.50	200	($798.00) $29,360.00	$800.00 ($1,200.00)	1.64% (2.47%)
206	Buy	Long	03/18/2004	15.05	$1,420.25	200	$452.00 $29,812.00	$1,650.00 ($150.00)	3.45% (0.31%)
206	Sell	Close Long	03/19/2004	09.25	$1,423.00	200	$452.00 $29,812.00	$1,650.00 ($150.00)	3.45% (0.31%)
207	Short	Short	03/19/2004	09.30	$1,419.25	200	($198.00) $29,614.00	$1,550.00 ($550.00)	3.21% (1.14%)
207	Cover	Close Short	03/19/2004	10.40	$1,419.75	200	($198.00) $29,614.00	$1,550.00 ($550.00)	3.21% (1.14%)
208	Buy	Long	03/19/2004	11.20	$1,422.00	200	$2.00 $29,616.00	$300.00 ($300.00)	0.62% (0.62%)
208	Sell	Close Long	03/19/2004	11.30	$1,422.50	200	$2.00 $29,616.00	$300.00 ($300.00)	0.62% (0.62%)
209	Short	Short	03/19/2004	13.20	$1,418.50	200	$352.00 $29,968.00	$900.00 ($300.00)	1.87% (0.62%)
209	Cover	Close Short	03/19/2004	14.15	$1,416.25	200	$352.00 $29,968.00	$900.00 ($300.00)	1.87% (0.62%)
210	Buy	Long	03/23/2004	08.00	$1,391.50	200	$152.00 $30,120.00	$600.00 ($300.00)	1.24% (0.62%)
210	Sell	Close Long	03/23/2004	09.30	$1,392.75	200	$152.00 $30,120.00	$600.00 ($300.00)	1.24% (0.62%)
211	Short	Short	03/23/2004	10.05	$1,390.75	200	$102.00 $30,222.00	$550.00 ($350.00)	1.13% (0.72%)
211	Cover	Close Short	03/23/2004	10.15	$1,389.75	200	$102.00 $30,222.00	$550.00 ($350.00)	1.13% (0.72%)
212	Buy	Long	03/23/2004	10.25	$1,391.50	200	($298.00) $29,924.00	$300.00 ($400.00)	0.61% (0.82%)
212	Sell	Close Long	03/23/2004	10.30	$1,390.50	200	($298.00) $29,924.00	$300.00 ($400.00)	0.61% (0.82%)
213	Short	Short	03/23/2004	10.30	$1,390.50	200	$3,652.00 $33,576.00	$4,200.00 ($200.00)	8.69% (0.41%)
213	Cover	Close Short	03/23/2004	12.35	$1,371.75	200	$3,652.00 $33,576.00	$4,200.00 ($200.00)	8.69% (0.41%)
214	Buy	Long	03/23/2004	14.55	$1,388.50	200	($348.00) $33,228.00	$300.00 ($600.00)	0.57% (1.15%)
214	Sell	Close Long	03/23/2004	15.05	$1,387.25	200	($348.00) $33,228.00	$300.00 ($600.00)	0.57% (1.15%)
215	Buy	Long	03/23/2004	15.30	$1,388.25	200	($248.00) $32,980.00	$250.00 ($550.00)	0.48% (1.06%)
215	Sell	Close Long	03/23/2004	15.35	$1,387.50	200	($248.00) $32,980.00	$250.00 ($550.00)	0.48% (1.06%)
216	Short	Short	03/23/2004	15.35	$1,387.50	200	$1,402.00 $34,382.00	$3,500.00 ($400.00)	6.81% (0.77%)
216	Cover	Close Short	03/24/2004	09.40	$1,380.00	200	$1,402.00 $34,382.00	$3,500.00 ($400.00)	6.81% (0.77%)
217	Buy	Long	03/24/2004	11.40	$1,382.00	200	($398.00) $33,984.00	$500.00 ($600.00)	0.94% (1.13%)
217	Sell	Close Long	03/24/2004	11.45	$1,380.50	200	($398.00) $33,984.00	$500.00 ($600.00)	0.94% (1.13%)
218	Short	Short	03/24/2004	11.45	$1,380.50	200	($398.00) $33,586.00	$300.00 ($800.00)	0.57% (1.52%)
218	Cover	Close Short	03/24/2004	11.50	$1,382.00	200	($398.00) $33,586.00	$300.00 ($800.00)	0.57% (1.52%)
219	Short	Short	03/24/2004	15.10	$1,384.50	200	$352.00 $33,938.00	$700.00 ($700.00)	1.34% (1.34%)
219	Cover	Close Short	03/24/2004	15.20	$1,382.25	200	$352.00 $33,938.00	$700.00 ($700.00)	1.34% (1.34%)
220	Buy	Long	03/24/2004	15.45	$1,386.25	200	($148.00) $33,790.00	$350.00 ($350.00)	0.66% (0.66%)
220	Sell	Close Long	03/24/2004	15.55	$1,386.00	200	($148.00) $33,790.00	$350.00 ($350.00)	0.66% (0.66%)
221	Short	Short	03/26/2004	15.40	$1,425.00	200	($1,348.00) $32,442.00	$1,000.00 ($1,400.00)	1.91% (2.68%)
221	Cover	Close Short	03/29/2004	08.00	$1,431.25	200	($1,348.00) $32,442.00	$1,000.00 ($1,400.00)	1.91% (2.68%)
222	Buy	Long	03/29/2004	08.00	$1,431.25	200	$1,802.00 $34,244.00	$2,250.00 ($350.00)	4.42% (0.68%)
222	Sell	Close Long	03/29/2004	09.50	$1,440.75	200	$1,802.00 $34,244.00	$2,250.00 ($350.00)	4.42% (0.68%)
223	Short	Short	03/30/2004	12.45	$1,433.75	200	($298.00) $33,946.00	$650.00 ($550.00)	1.23% (1.04%)
223	Cover	Close Short	03/30/2004	13.05	$1,434.75	200	($298.00) $33,946.00	$650.00 ($550.00)	1.23% (1.04%)
224	Buy	Long	03/30/2004	13.50	$1,437.50	200	$2.00 $33,948.00	$400.00 ($400.00)	0.76% (0.76%)
224	Sell	Close Long	03/30/2004	14.00	$1,438.00	200	$2.00 $33,948.00	$400.00 ($400.00)	0.76% (0.76%)
225	Buy	Long	03/30/2004	14.15	$1,438.50	200	($198.00) $33,750.00	$300.00 ($400.00)	0.57% (0.76%)
225	Sell	Close Long	03/30/2004	14.25	$1,438.00	200	($198.00) $33,750.00	$300.00 ($400.00)	0.57% (0.76%)
226	Buy	Long	03/30/2004	14.35	$1,439.00	200	$1,402.00 $35,152.00	$2,700.00 ($200.00)	5.17% (0.38%)
226	Sell	Close Long	03/31/2004	09.30	$1,446.50	200	$1,402.00 $35,152.00	$2,700.00 ($200.00)	5.17% (0.38%)
227	Short	Short	03/31/2004	10.00	$1,441.25	200	$52.00 $35,204.00	$1,450.00 ($650.00)	2.70% (1.21%)
227	Cover	Close Short	03/31/2004	11.15	$1,440.50	200	$52.00 $35,204.00	$1,450.00 ($650.00)	2.70% (1.21%)
228	Buy	Long	03/31/2004	12.15	$1,442.00	200	($98.00) $35,106.00	$300.00 ($300.00)	0.55% (0.55%)
228	Sell	Close Long	03/31/2004	12.25	$1,442.00	200	($98.00) $35,106.00	$300.00 ($300.00)	0.55% (0.55%)
229	Short	Short	03/31/2004	12.35	$1,441.25	200	$102.00 $35,208.00	$350.00 ($250.00)	0.65% (0.46%)
229	Cover	Close Short	03/31/2004	12.45	$1,440.25	200	$102.00 $35,208.00	$350.00 ($250.00)	0.65% (0.46%)
230	Buy	Long	03/31/2004	13.15	$1,441.50	200	($248.00) $34,960.00	$200.00 ($300.00)	0.37% (0.55%)
230	Sell	Close Long	03/31/2004	13.25	$1,440.75	200	($248.00) $34,960.00	$200.00 ($300.00)	0.37% (0.55%)
231	Short	Short	03/31/2004	13.35	$1,439.50	200	$152.00 $35,112.00	$600.00 ($300.00)	1.12% (0.56%)
231	Cover	Close Short	03/31/2004	13.50	$1,438.25	200	$152.00 $35,112.00	$600.00 ($300.00)	1.12% (0.56%)
232	Buy	Long	03/31/2004	14.20	$1,442.50	200	$252.00 $35,364.00	$1,600.00 ($400.00)	2.98% (0.74%)
232	Sell	Close Long	03/31/2004	15.15	$1,444.25	200	$252.00 $35,364.00	$1,600.00 ($400.00)	2.98% (0.74%)
233	Short	Short	03/31/2004	15.25	$1,441.50	200	($248.00) $35,116.00	$400.00 ($400.00)	0.74% (0.74%)
233	Cover	Close Short	03/31/2004	15.35	$1,442.25	200	($248.00) $35,116.00	$400.00 ($400.00)	0.74% (0.74%)
234	Short	Short	03/31/2004	15.45	$1,441.25	200	$152.00 $35,268.00	$950.00 ($150.00)	1.77% (0.28%)
234	Cover	Close Short	04/01/2004	08.20	$1,440.00	200	$152.00 $35,268.00	$950.00 ($150.00)	1.77% (0.28%)
235	Buy	Long	04/01/2004	08.50	$1,442.50	200	$2.00 $35,270.00	$400.00 ($100.00)	0.74% (0.18%)
235	Sell	Close Long	04/01/2004	09.05	$1,443.00	200	$2.00 $35,270.00	$400.00 ($100.00)	0.74% (0.18%)
236	Short	Short	04/06/2004	11.00	$1,494.50	200	$252.00 $35,522.00	$700.00 ($300.00)	1.30% (0.55%)
236	Cover	Close Short	04/06/2004	11.20	$1,492.75	200	$252.00 $35,522.00	$700.00 ($300.00)	1.30% (0.55%)
237	Buy	Long	04/06/2004	14.35	$1,495.00	200	($148.00) $35,374.00	$200.00 ($300.00)	0.37% (0.55%)
237	Sell	Close Long	04/06/2004	14.40	$1,494.75	200	($148.00) $35,374.00	$200.00 ($300.00)	0.37% (0.55%)
238	Buy	Long	04/06/2004	14.50	$1,495.75	200	($298.00) $35,076.00	$150.00 ($450.00)	0.27% (0.83%)
238	Sell	Close Long	04/06/2004	14.55	$1,494.75	200	($298.00) $35,076.00	$150.00 ($450.00)	0.27% (0.83%)
239	Buy	Long	04/07/2004	14.55	$1,488.25	200	$252.00 $35,328.00	$1,350.00 ($350.00)	2.52% (0.65%)
239	Sell	Close Long	04/07/2004	15.30	$1,490.00	200	$252.00 $35,328.00	$1,350.00 ($350.00)	2.52% (0.65%)
240	Short	Short	04/07/2004	15.35	$1,487.75	200	($3,348.00) $31,980.00	$1,350.00 ($3,450.00)	2.51% (6.42%)
240	Cover	Close Short	04/08/2004	08.00	$1,504.00	200	($3,348.00) $31,980.00	$1,350.00 ($3,450.00)	2.51% (6.42%)
241	Buy	Long	04/08/2004	08.00	$1,504.00	200	($1,398.00) $30,582.00	$700.00 ($1,700.00)	1.38% (3.37%)
241	Sell	Close Long	04/08/2004	10.00	$1,497.50	200	($1,398.00) $30,582.00	$700.00 ($1,700.00)	1.38% (3.37%)
242	Short	Short	04/08/2004	10.10	$1,494.50	200	($248.00) $30,334.00	$700.00 ($500.00)	1.42% (1.02%)
242	Cover	Close Short	04/08/2004	10.20	$1,495.25	200	($248.00) $30,334.00	$700.00 ($500.00)	1.42% (1.02%)
243	Buy	Long	04/08/2004	10.25	$1,496.00	200	($398.00) $29,936.00	$200.00 ($700.00)	0.41% (1.43%)
243	Sell	Close Long	04/08/2004	10.30	$1,494.50	200	($398.00) $29,936.00	$200.00 ($700.00)	0.41% (1.43%)
244	Buy	Long	04/08/2004	13.05	$1,495.00	200	($298.00) $29,638.00	$200.00 ($400.00)	0.41% (0.82%)
244	Sell	Close Long	04/08/2004	13.15	$1,494.00	200	($298.00) $29,638.00	$200.00 ($400.00)	0.41% (0.82%)
245	Buy	Long	04/12/2004	08.10	$1,496.25	200	($198.00) $29,440.00	$50.00 ($150.00)	0.10% (0.31%)
245	Sell	Close Long	04/12/2004	08.15	$1,495.75	200	($198.00) $29,440.00	$50.00 ($150.00)	0.10% (0.31%)
246	Short	Short	04/12/2004	08.15	$1,495.75	200	($148.00) $29,292.00	$150.00 ($250.00)	0.31% (0.52%)
246	Cover	Close Short	04/12/2004	08.20	$1,496.00	200	($148.00) $29,292.00	$150.00 ($250.00)	0.31% (0.52%)
247	Short	Short	04/12/2004	09.05	$1,494.50	200	$202.00 $29,494.00	$1,100.00 ($100.00)	2.30% (0.20%)
247	Cover	Close Short	04/12/2004	09.30	$1,493.00	200	$202.00 $29,494.00	$1,100.00 ($100.00)	2.30% (0.20%)
248	Buy	Long	04/12/2004	09.55	$1,493.25	200	$352.00 $29,846.00	$1,350.00 ($350.00)	2.81% (0.73%)
248	Sell	Close Long	04/12/2004	11.35	$1,495.50	200	$352.00 $29,846.00	$1,350.00 ($350.00)	2.81% (0.73%)
249	Short	Short	04/12/2004	14.40	$1,495.75	200	$52.00 $29,898.00	$250.00 ($250.00)	0.51% (0.51%)
249	Cover	Close Short	04/12/2004	14.50	$1,495.00	200	$52.00 $29,898.00	$250.00 ($250.00)	0.51% (0.51%)
250	Buy	Long	04/12/2004	14.55	$1,495.25	200	($298.00) $29,600.00	$150.00 ($350.00)	0.31% (0.72%)
250	Sell	Close Long	04/12/2004	15.00	$1,494.25	200	($298.00) $29,600.00	$150.00 ($350.00)	0.31% (0.72%)
251	Buy	Long	04/12/2004	15.15	$1,496.50	200	$1,952.00 $31,552.00	$2,400.00 ($200.00)	4.99% (0.41%)
251	Sell	Close Long	04/13/2004	08.35	$1,506.75	200	$1,952.00 $31,552.00	$2,400.00 ($200.00)	4.99% (0.41%)
252	Short	Short	04/13/2004	09.55	$1,496.50	200	$1,402.00 $32,954.00	$2,000.00 ($400.00)	4.00% (0.80%)
252	Cover	Close Short	04/13/2004	10.15	$1,489.00	200	$1,402.00 $32,954.00	$2,000.00 ($400.00)	4.00% (0.80%)
253	Buy	Long	04/14/2004	10.10	$1,481.50	200	($548.00) $32,406.00	$400.00 ($800.00)	0.77% (1.55%)
253	Sell	Close Long	04/14/2004	10.20	$1,479.25	200	($548.00) $32,406.00	$400.00 ($800.00)	0.77% (1.55%)
254	Buy	Long	04/14/2004	10.30	$1,480.00	200	$52.00 $32,458.00	$900.00 ($300.00)	1.77% (0.59%)
254	Sell	Close Long	04/14/2004	10.45	$1,480.75	200	$52.00 $32,458.00	$900.00 ($300.00)	1.77% (0.59%)
255	Short	Short	04/14/2004	13.05	$1,479.75	200	$2.00 $32,460.00	$250.00 ($150.00)	0.49% (0.29%)
255	Cover	Close Short	04/14/2004	13.15	$1,479.25	200	$2.00 $32,460.00	$250.00 ($150.00)	0.49% (0.29%)
256	Buy	Long	04/15/2004	08.00	$1,484.25	200	($798.00) $31,662.00	$650.00 ($950.00)	1.27% (1.86%)
256	Sell	Close Long	04/15/2004	09.30	$1,480.75	200	($798.00) $31,662.00	$650.00 ($950.00)	1.27% (1.86%)
257	Short	Short	04/15/2004	09.55	$1,478.00	200	$2.00 $31,664.00	$1,100.00 ($500.00)	2.19% (0.99%)
257	Cover	Close Short	04/15/2004	10.15	$1,477.50	200	$2.00 $31,664.00	$1,100.00 ($500.00)	2.19% (0.99%)
258	Buy	Long	04/16/2004	11.15	$1,459.75	200	($648.00) $31,016.00	$450.00 ($950.00)	0.89% (1.89%)
258	Sell	Close Long	04/16/2004	11.25	$1,457.00	200	($648.00) $31,016.00	$450.00 ($950.00)	0.89% (1.89%)
259	Buy	Long	04/16/2004	11.55	$1,457.75	200	($48.00) $30,968.00	$350.00 ($350.00)	0.70% (0.70%)
259	Sell	Close Long	04/16/2004	12.00	$1,458.00	200	($48.00) $30,968.00	$350.00 ($350.00)	0.70% (0.70%)
260	Short	Short	04/16/2004	12.25	$1,456.50	200	($248.00) $30,720.00	$200.00 ($400.00)	0.40% (0.81%)
260	Cover	Close Short	04/16/2004	12.30	$1,457.25	200	($248.00) $30,720.00	$200.00 ($400.00)	0.40% (0.81%)
261	Buy	Long	04/16/2004	12.30	$1,457.25	200	$52.00 $30,772.00	$350.00 ($250.00)	0.71% (0.50%)
261	Sell	Close Long	04/16/2004	12.40	$1,458.00	200	$52.00 $30,772.00	$350.00 ($250.00)	0.71% (0.50%)
262	Short	Short	04/16/2004	13.20	$1,457.00	200	$2.00 $30,774.00	$500.00 ($200.00)	1.01% (0.40%)
262	Cover	Close Short	04/16/2004	13.35	$1,456.50	200	$2.00 $30,774.00	$500.00 ($200.00)	1.01% (0.40%)
263	Buy	Long	04/16/2004	14.25	$1,457.75	200	($148.00) $30,626.00	$250.00 ($250.00)	0.50% (0.50%)
263	Sell	Close Long	04/16/2004	14.30	$1,457.50	200	($148.00) $30,626.00	$250.00 ($250.00)	0.50% (0.50%)
264	Short	Short	04/16/2004	14.35	$1,456.75	200	$2.00 $30,628.00	$1,950.00 ($250.00)	3.97% (0.50%)
264	Cover	Close Short	04/19/2004	09.40	$1,456.25	200	$2.00 $30,628.00	$1,950.00 ($250.00)	3.97% (0.50%)
265	Buy	Long	04/19/2004	11.20	$1,458.00	200	$152.00 $30,780.00	$700.00 ($400.00)	1.42% (0.81%)
265	Sell	Close Long	04/19/2004	11.50	$1,459.25	200	$152.00 $30,780.00	$700.00 ($400.00)	1.42% (0.81%)
266	Short	Short	04/20/2004	12.05	$1,469.25	200	($98.00) $30,682.00	$250.00 ($250.00)	0.50% (0.50%)
266	Cover	Close Short	04/20/2004	12.10	$1,469.25	200	($98.00) $30,682.00	$250.00 ($250.00)	0.50% (0.50%)
267	Buy	Long	04/20/2004	12.40	$1,469.75	200	($48.00) $30,634.00	$150.00 ($150.00)	0.30% (0.30%)
267	Sell	Close Long	04/20/2004	12.45	$1,470.00	200	($48.00) $30,634.00	$150.00 ($150.00)	0.30% (0.30%)
268	Short	Short	04/20/2004	12.55	$1,469.25	200	$102.00 $30,736.00	$750.00 ($350.00)	1.52% (0.71%)
268	Cover	Close Short	04/20/2004	13.15	$1,468.25	200	$102.00 $30,736.00	$750.00 ($350.00)	1.52% (0.71%)
269	Buy	Long	04/20/2004	13.30	$1,469.75	200	$252.00 $30,988.00	$650.00 ($350.00)	1.32% (0.71%)
269	Sell	Close Long	04/20/2004	13.50	$1,471.50	200	$252.00 $30,988.00	$650.00 ($350.00)	1.32% (0.71%)
270	Short	Short	04/20/2004	14.15	$1,469.25	200	($198.00) $30,790.00	$150.00 ($250.00)	0.30% (0.50%)
270	Cover	Close Short	04/20/2004	14.20	$1,469.75	200	($198.00) $30,790.00	$150.00 ($250.00)	0.30% (0.50%)
271	Buy	Long	04/20/2004	14.20	$1,469.75	200	($148.00) $30,642.00	$450.00 ($550.00)	0.91% (1.11%)
271	Sell	Close Long	04/20/2004	14.30	$1,469.50	200	($148.00) $30,642.00	$450.00 ($550.00)	0.91% (1.11%)
272	Buy	Long	04/21/2004	13.05	$1,448.50	200	($48.00) $30,594.00	$400.00 ($300.00)	0.81% (0.61%)
272	Sell	Close Long	04/21/2004	13.15	$1,448.75	200	($48.00) $30,594.00	$400.00 ($300.00)	0.81% (0.61%)
273	Short	Short	04/21/2004	13.30	$1,448.25	200	($248.00) $30,346.00	$350.00 ($350.00)	0.71% (0.71%)
273	Cover	Close Short	04/21/2004	13.35	$1,449.00	200	($248.00) $30,346.00	$350.00 ($350.00)	0.71% (0.71%)
274	Buy	Long	04/21/2004	14.00	$1,450.25	200	($548.00) $29,798.00	$850.00 ($650.00)	1.74% (1.33%)
274	Sell	Close Long	04/22/2004	08.15	$1,448.00	200	($548.00) $29,798.00	$850.00 ($650.00)	1.74% (1.33%)
275	Short	Short	04/26/2004	10.15	$1,491.75	200	$2,502.00 $32,300.00	$3,050.00 ($350.00)	6.32% (0.72%)
275	Cover	Close Short	04/26/2004	14.25	$1,478.75	200	$2,502.00 $32,300.00	$3,050.00 ($350.00)	6.32% (0.72%)
276	Buy	Long	04/27/2004	08.25	$1,489.00	200	($48.00) $32,252.00	$300.00 ($300.00)	0.59% (0.59%)
276	Sell	Close Long	04/27/2004	08.35	$1,489.25	200	($48.00) $32,252.00	$300.00 ($300.00)	0.59% (0.59%)
277	Short	Short	04/27/2004	09.25	$1,488.25	200	($148.00) $32,104.00	$450.00 ($450.00)	0.88% (0.88%)
277	Cover	Close Short	04/27/2004	09.35	$1,488.50	200	($148.00) $32,104.00	$450.00 ($450.00)	0.88% (0.88%)
278	Buy	Long	04/27/2004	10.05	$1,490.50	200	$402.00 $32,506.00	$1,500.00 ($700.00)	2.96% (1.38%)
278	Sell	Close Long	04/27/2004	10.40	$1,493.00	200	$402.00 $32,506.00	$1,500.00 ($700.00)	2.96% (1.38%)
279	Short	Short	04/27/2004	10.45	$1,489.25	200	($498.00) $32,008.00	$750.00 ($750.00)	1.47% (1.47%)
279	Cover	Close Short	04/27/2004	11.05	$1,491.25	200	($498.00) $32,008.00	$750.00 ($750.00)	1.47% (1.47%)
280	Buy	Long	04/27/2004	11.55	$1,491.50	200	($148.00) $31,860.00	$200.00 ($200.00)	0.39% (0.39%)
280	Sell	Close Long	04/27/2004	12.05	$1,491.25	200	($148.00) $31,860.00	$200.00 ($200.00)	0.39% (0.39%)
281	Short	Short	04/27/2004	12.25	$1,489.50	200	($298.00) $31,562.00	$100.00 ($400.00)	0.19% (0.79%)
281	Cover	Close Short	04/27/2004	12.30	$1,490.50	200	($298.00) $31,562.00	$100.00 ($400.00)	0.19% (0.79%)
282	Short	Short	04/27/2004	14.25	$1,488.75	200	$202.00 $31,764.00	$550.00 ($550.00)	1.10% (1.10%)
282	Cover	Close Short	04/27/2004	14.35	$1,487.25	200	$202.00 $31,764.00	$550.00 ($550.00)	1.10% (1.10%)
283	Buy	Long	04/29/2004	10.15	$1,459.75	200	($398.00) $31,366.00	$550.00 ($750.00)	1.09% (1.49%)
283	Sell	Close Long	04/29/2004	10.25	$1,458.25	200	($398.00) $31,366.00	$550.00 ($750.00)	1.09% (1.49%)
284	Short	Short	04/29/2004	10.55	$1,454.50	200	($648.00) $30,718.00	$300.00 ($800.00)	0.60% (1.60%)
284	Cover	Close Short	04/29/2004	11.00	$1,457.25	200	($648.00) $30,718.00	$300.00 ($800.00)	0.60% (1.60%)
285	Buy	Long	04/29/2004	11.00	$1,457.25	200	($198.00) $30,520.00	$250.00 ($350.00)	0.50% (0.71%)
285	Sell	Close Long	04/29/2004	11.10	$1,456.75	200	($198.00) $30,520.00	$250.00 ($350.00)	0.50% (0.71%)
286	Short	Short	04/29/2004	11.20	$1,454.75	200	$4,102.00 $34,622.00	$5,150.00 ($250.00)	10.52% (0.51%)
286	Cover	Close Short	04/29/2004	14.20	$1,433.75	200	$4,102.00 $34,622.00	$5,150.00 ($250.00)	10.52% (0.51%)
287	Buy	Long	05/03/2004	10.30	$1,422.75	200	$2.00 $34,624.00	$450.00 ($350.00)	0.84% (0.66%)
287	Sell	Close Long	05/03/2004	10.40	$1,423.25	200	$2.00 $34,624.00	$450.00 ($350.00)	0.84% (0.66%)
288	Short	Short	05/03/2004	12.45	$1,423.00	200	($48.00) $34,576.00	$300.00 ($200.00)	0.56% (0.37%)
288	Cover	Close Short	05/03/2004	12.55	$1,422.75	200	($48.00) $34,576.00	$300.00 ($200.00)	0.56% (0.37%)
289	Short	Short	05/03/2004	13.05	$1,421.50	200	$302.00 $34,878.00	$500.00 ($100.00)	0.94% (0.18%)
289	Cover	Close Short	05/03/2004	13.20	$1,419.50	200	$302.00 $34,878.00	$500.00 ($100.00)	0.94% (0.18%)
290	Buy	Long	05/04/2004	09.40	$1,420.25	200	($298.00) $34,580.00	$350.00 ($450.00)	0.65% (0.84%)
290	Sell	Close Long	05/04/2004	09.45	$1,419.25	200	($298.00) $34,580.00	$350.00 ($450.00)	0.65% (0.84%)
291	Buy	Long	05/04/2004	10.40	$1,422.00	200	($248.00) $34,332.00	$200.00 ($400.00)	0.37% (0.75%)
291	Sell	Close Long	05/04/2004	10.45	$1,421.25	200	($248.00) $34,332.00	$200.00 ($400.00)	0.37% (0.75%)
292	Short	Short	05/04/2004	10.45	$1,421.25	200	$52.00 $34,384.00	$350.00 ($250.00)	0.66% (0.47%)
292	Cover	Close Short	05/04/2004	10.55	$1,420.50	200	$52.00 $34,384.00	$350.00 ($250.00)	0.66% (0.47%)
293	Buy	Long	05/04/2004	13.55	$1,418.75	200	($498.00) $33,886.00	$250.00 ($550.00)	0.47% (1.04%)
293	Sell	Close Long	05/04/2004	14.05	$1,416.75	200	($498.00) $33,886.00	$250.00 ($550.00)	0.47% (1.04%)
294	Buy	Long	05/04/2004	14.15	$1,420.00	200	($48.00) $33,838.00	$1,300.00 ($1,300.00)	2.48% (2.48%)
294	Sell	Close Long	05/04/2004	14.25	$1,420.25	200	($48.00) $33,838.00	$1,300.00 ($1,300.00)	2.48% (2.48%)
295	Short	Short	05/04/2004	15.25	$1,423.00	200	$352.00 $34,190.00	$900.00 ($900.00)	1.72% (1.72%)
295	Cover	Close Short	05/04/2004	15.35	$1,420.75	200	$352.00 $34,190.00	$900.00 ($900.00)	1.72% (1.72%)
296	Buy	Long	05/04/2004	15.45	$1,424.75	200	$202.00 $34,392.00	$750.00 ($550.00)	1.42% (1.04%)
296	Sell	Close Long	05/04/2004	15.55	$1,426.25	200	$202.00 $34,392.00	$750.00 ($550.00)	1.42% (1.04%)
297	Short	Short	05/05/2004	08.00	$1,423.00	200	($248.00) $34,144.00	$200.00 ($300.00)	0.37% (0.56%)
297	Cover	Close Short	05/05/2004	08.05	$1,423.75	200	($248.00) $34,144.00	$200.00 ($300.00)	0.37% (0.56%)
298	Buy	Long	05/05/2004	08.05	$1,423.75	200	$52.00 $34,196.00	$250.00 ($150.00)	0.47% (0.28%)
298	Sell	Close Long	05/05/2004	08.30	$1,424.50	200	$52.00 $34,196.00	$250.00 ($150.00)	0.47% (0.28%)
299	Short	Short	05/05/2004	09.40	$1,421.00	200	($98.00) $34,098.00	$800.00 ($500.00)	1.52% (0.95%)
299	Cover	Close Short	05/05/2004	09.50	$1,421.00	200	($98.00) $34,098.00	$800.00 ($500.00)	1.52% (0.95%)
300	Buy	Long	05/05/2004	09.55	$1,425.75	200	($548.00) $33,550.00	$650.00 ($950.00)	1.23% (1.80%)
300	Sell	Close Long	05/05/2004	10.05	$1,423.50	200	($548.00) $33,550.00	$650.00 ($950.00)	1.23% (1.80%)
301	Short	Short	05/05/2004	12.40	$1,424.50	200	$152.00 $33,702.00	$600.00 ($500.00)	1.15% (0.96%)
301	Cover	Close Short	05/05/2004	12.50	$1,423.25	200	$152.00 $33,702.00	$600.00 ($500.00)	1.15% (0.96%)
302	Buy	Long	05/05/2004	13.35	$1,428.00	200	($148.00) $33,554.00	$800.00 ($400.00)	1.53% (0.76%)
302	Sell	Close Long	05/05/2004	13.50	$1,427.75	200	($148.00) $33,554.00	$800.00 ($400.00)	1.53% (0.76%)
303	Short	Short	05/06/2004	08.00	$1,421.25	200	($548.00) $33,006.00	$1,050.00 ($950.00)	2.02% (1.82%)
303	Cover	Close Short	05/06/2004	10.00	$1,423.50	200	($548.00) $33,006.00	$1,050.00 ($950.00)	2.02% (1.82%)
304	Short	Short	05/06/2004	10.10	$1,423.25	200	$52.00 $33,058.00	$350.00 ($350.00)	0.68% (0.68%)
304	Cover	Close Short	05/06/2004	10.15	$1,422.50	200	$52.00 $33,058.00	$350.00 ($350.00)	0.68% (0.68%)
305	Buy	Long	05/06/2004	15.25	$1,416.75	200	$352.00 $33,410.00	$1,250.00 ($450.00)	2.42% (0.87%)
305	Sell	Close Long	05/06/2004	15.55	$1,419.00	200	$352.00 $33,410.00	$1,250.00 ($450.00)	2.42% (0.87%)
306	Short	Short	05/07/2004	08.00	$1,416.25	200	($248.00) $33,162.00	$150.00 ($350.00)	0.28% (0.67%)
306	Cover	Close Short	05/07/2004	08.05	$1,417.00	200	($248.00) $33,162.00	$150.00 ($350.00)	0.28% (0.67%)
307	Buy	Long	05/07/2004	08.05	$1,417.00	200	($1,148.00) $32,014.00	$1,000.00 ($2,200.00)	1.93% (4.26%)
307	Sell	Close Long	05/07/2004	08.40	$1,411.75	200	($1,148.00) $32,014.00	$1,000.00 ($2,200.00)	1.93% (4.26%)
308	Short	Short	05/07/2004	08.45	$1,410.75	200	$2.00 $32,016.00	$350.00 ($350.00)	0.69% (0.69%)
308	Cover	Close Short	05/07/2004	08.50	$1,410.25	200	$2.00 $32,016.00	$350.00 ($350.00)	0.69% (0.69%)
309	Buy	Long	05/07/2004	09.30	$1,416.00	200	$1,402.00 $33,418.00	$3,700.00 ($800.00)	7.33% (1.58%)
309	Sell	Close Long	05/07/2004	09.50	$1,423.50	200	$1,402.00 $33,418.00	$3,700.00 ($800.00)	7.33% (1.58%)
310	Short	Short	05/07/2004	13.55	$1,421.50	200	$102.00 $33,520.00	$1,400.00 ($500.00)	2.70% (0.96%)
310	Cover	Close Short	05/07/2004	14.30	$1,420.50	200	$102.00 $33,520.00	$1,400.00 ($500.00)	2.70% (0.96%)
311	Buy	Long	05/10/2004	12.55	$1,398.25	200	$452.00 $33,972.00	$1,150.00 ($450.00)	2.21% (0.86%)
311	Sell	Close Long	05/10/2004	13.10	$1,401.00	200	$452.00 $33,972.00	$1,150.00 ($450.00)	2.21% (0.86%)
312	Short	Short	05/10/2004	13.35	$1,399.00	200	$402.00 $34,374.00	$1,100.00 ($500.00)	2.10% (0.95%)
312	Cover	Close Short	05/10/2004	14.15	$1,396.50	200	$402.00 $34,374.00	$1,100.00 ($500.00)	2.10% (0.95%)
313	Buy	Long	05/10/2004	15.55	$1,396.50	200	$4,602.00 $38,976.00	$5,200.00 ($600.00)	9.85% (1.13%)
313	Sell	Close Long	05/11/2004	11.15	$1,420.00	200	$4,602.00 $38,976.00	$5,200.00 ($600.00)	9.85% (1.13%)
314	Short	Short	05/12/2004	08.45	$1,415.75	200	$2,552.00 $41,528.00	$3,250.00 ($150.00)	5.66% (0.26%)
314	Cover	Close Short	05/12/2004	10.10	$1,402.50	200	$2,552.00 $41,528.00	$3,250.00 ($150.00)	5.66% (0.26%)
315	Buy	Long	05/12/2004	15.10	$1,401.50	200	$52.00 $41,580.00	$600.00 ($500.00)	1.00% (0.83%)
315	Sell	Close Long	05/12/2004	15.20	$1,402.25	200	$52.00 $41,580.00	$600.00 ($500.00)	1.00% (0.83%)
316	Short	Short	05/13/2004	14.10	$1,411.25	200	($48.00) $41,532.00	$450.00 ($450.00)	0.75% (0.75%)
316	Cover	Close Short	05/13/2004	14.20	$1,411.00	200	($48.00) $41,532.00	$450.00 ($450.00)	0.75% (0.75%)
317	Buy	Long	05/13/2004	14.25	$1,411.50	200	$1,402.00 $42,934.00	$2,200.00 ($600.00)	3.67% (1.00%)
317	Sell	Close Long	05/13/2004	15.20	$1,419.00	200	$1,402.00 $42,934.00	$2,200.00 ($600.00)	3.67% (1.00%)
318	Short	Short	05/14/2004	08.00	$1,405.50	200	$102.00 $43,036.00	$500.00 ($200.00)	0.81% (0.32%)
318	Cover	Close Short	05/14/2004	08.20	$1,404.50	200	$102.00 $43,036.00	$500.00 ($200.00)	0.81% (0.32%)
319	Buy	Long	05/14/2004	08.50	$1,411.75	200	($148.00) $42,888.00	$350.00 ($350.00)	0.56% (0.56%)
319	Sell	Close Long	05/14/2004	08.55	$1,411.50	200	($148.00) $42,888.00	$350.00 ($350.00)	0.56% (0.56%)
320	Short	Short	05/14/2004	09.45	$1,410.25	200	$1,402.00 $44,290.00	$3,350.00 ($950.00)	5.46% (1.55%)
320	Cover	Close Short	05/14/2004	10.30	$1,402.75	200	$1,402.00 $44,290.00	$3,350.00 ($950.00)	5.46% (1.55%)
321	Buy	Long	05/14/2004	10.55	$1,407.25	200	($198.00) $44,092.00	$650.00 ($650.00)	1.03% (1.03%)
321	Sell	Close Long	05/14/2004	11.05	$1,406.75	200	($198.00) $44,092.00	$650.00 ($650.00)	1.03% (1.03%)
322	Buy	Long	05/14/2004	12.55	$1,408.00	200	$552.00 $44,644.00	$1,300.00 ($400.00)	2.08% (0.64%)
322	Sell	Close Long	05/14/2004	13.15	$1,411.25	200	$552.00 $44,644.00	$1,300.00 ($400.00)	2.08% (0.64%)
323	Short	Short	05/14/2004	15.05	$1,404.75	200	($98.00) $44,546.00	$650.00 ($350.00)	1.03% (0.55%)
323	Cover	Close Short	05/14/2004	15.20	$1,404.75	200	($98.00) $44,546.00	$650.00 ($350.00)	1.03% (0.55%)
324	Buy	Long	05/18/2004	08.00	$1,395.00	200	($198.00) $44,348.00	$400.00 ($400.00)	0.63% (0.63%)
324	Sell	Close Long	05/18/2004	08.40	$1,394.50	200	($198.00) $44,348.00	$400.00 ($400.00)	0.63% (0.63%)
325	Short	Short	05/19/2004	15.00	$1,411.50	200	$1,402.00 $45,750.00	$2,100.00 ($600.00)	3.34% (0.95%)
325	Cover	Close Short	05/19/2004	15.35	$1,404.00	200	$1,402.00 $45,750.00	$2,100.00 ($600.00)	3.34% (0.95%)
326	Buy	Long	05/20/2004	10.25	$1,403.25	200	($348.00) $45,402.00	$450.00 ($550.00)	0.70% (0.85%)
326	Sell	Close Long	05/20/2004	10.35	$1,402.00	200	($348.00) $45,402.00	$450.00 ($550.00)	0.70% (0.85%)
327	Buy	Long	05/20/2004	10.40	$1,402.75	200	$602.00 $46,004.00	$1,150.00 ($350.00)	1.80% (0.54%)
327	Sell	Close Long	05/20/2004	11.00	$1,406.25	200	$602.00 $46,004.00	$1,150.00 ($350.00)	1.80% (0.54%)
328	Short	Short	05/20/2004	11.10	$1,401.75	200	($148.00) $45,856.00	$450.00 ($450.00)	0.69% (0.69%)
328	Cover	Close Short	05/20/2004	11.20	$1,402.00	200	($148.00) $45,856.00	$450.00 ($450.00)	0.69% (0.69%)
329	Buy	Long	05/20/2004	13.40	$1,401.00	200	$52.00 $45,908.00	$700.00 ($200.00)	1.08% (0.31%)
329	Sell	Close Long	05/20/2004	13.55	$1,401.75	200	$52.00 $45,908.00	$700.00 ($200.00)	1.08% (0.31%)
330	Short	Short	05/20/2004	14.35	$1,398.50	200	($98.00) $45,810.00	$700.00 ($400.00)	1.08% (0.62%)
330	Cover	Close Short	05/20/2004	14.50	$1,398.50	200	($98.00) $45,810.00	$700.00 ($400.00)	1.08% (0.62%)
331	Buy	Long	05/20/2004	15.20	$1,401.50	200	$2.00 $45,812.00	$400.00 ($400.00)	0.62% (0.62%)
331	Sell	Close Long	05/20/2004	15.30	$1,402.00	200	$2.00 $45,812.00	$400.00 ($400.00)	0.62% (0.62%)
332	Short	Short	05/20/2004	15.40	$1,400.25	200	($148.00) $45,664.00	$350.00 ($350.00)	0.54% (0.54%)
332	Cover	Close Short	05/20/2004	15.50	$1,400.50	200	($148.00) $45,664.00	$350.00 ($350.00)	0.54% (0.54%)
333	Buy	Long	05/21/2004	08.00	$1,409.75	200	($498.00) $45,166.00	$550.00 ($550.00)	0.85% (0.85%)
333	Sell	Close Long	05/21/2004	09.10	$1,407.75	200	($498.00) $45,166.00	$550.00 ($550.00)	0.85% (0.85%)
334	Short	Short	05/21/2004	10.10	$1,402.00	200	$52.00 $45,218.00	$500.00 ($300.00)	0.78% (0.47%)
334	Cover	Close Short	05/21/2004	10.20	$1,401.25	200	$52.00 $45,218.00	$500.00 ($300.00)	0.78% (0.47%)
335	Buy	Long	05/21/2004	10.50	$1,406.50	200	$152.00 $45,370.00	$1,800.00 ($500.00)	2.82% (0.78%)
335	Sell	Close Long	05/21/2004	13.05	$1,407.75	200	$152.00 $45,370.00	$1,800.00 ($500.00)	2.82% (0.78%)
336	Short	Short	05/21/2004	13.35	$1,404.75	200	($698.00) $44,672.00	$1,450.00 ($850.00)	2.27% (1.33%)
336	Cover	Close Short	05/21/2004	15.55	$1,407.75	200	($698.00) $44,672.00	$1,450.00 ($850.00)	2.27% (1.33%)
337	Buy	Long	05/24/2004	08.00	$1,419.25	200	($98.00) $44,574.00	$1,450.00 ($450.00)	2.29% (0.71%)
337	Sell	Close Long	05/24/2004	11.05	$1,419.25	200	($98.00) $44,574.00	$1,450.00 ($450.00)	2.29% (0.71%)
338	Short	Short	05/24/2004	11.10	$1,416.00	200	($148.00) $44,426.00	$500.00 ($500.00)	0.79% (0.79%)
338	Cover	Close Short	05/24/2004	11.20	$1,416.25	200	($148.00) $44,426.00	$500.00 ($500.00)	0.79% (0.79%)
339	Buy	Long	05/24/2004	13.50	$1,418.25	200	($248.00) $44,178.00	$350.00 ($650.00)	0.55% (1.03%)
339	Sell	Close Long	05/24/2004	13.55	$1,417.50	200	($248.00) $44,178.00	$350.00 ($650.00)	0.55% (1.03%)
340	Buy	Long	05/24/2004	15.45	$1,416.00	200	($148.00) $44,030.00	$600.00 ($500.00)	0.95% (0.79%)
340	Sell	Close Long	05/24/2004	15.55	$1,415.75	200	($148.00) $44,030.00	$600.00 ($500.00)	0.95% (0.79%)
341	Buy	Long	05/25/2004	10.00	$1,411.00	200	($348.00) $43,682.00	$500.00 ($800.00)	0.80% (1.28%)
341	Sell	Close Long	05/25/2004	10.05	$1,409.75	200	($348.00) $43,682.00	$500.00 ($800.00)	0.80% (1.28%)
342	Buy	Long	05/25/2004	10.25	$1,414.00	200	$152.00 $43,834.00	$1,000.00 ($200.00)	1.61% (0.32%)
342	Sell	Close Long	05/25/2004	10.55	$1,415.25	200	$152.00 $43,834.00	$1,000.00 ($200.00)	1.61% (0.32%)
343	Short	Short	05/25/2004	11.05	$1,412.25	200	($248.00) $43,586.00	$250.00 ($350.00)	0.40% (0.56%)
343	Cover	Close Short	05/25/2004	11.15	$1,413.00	200	($248.00) $43,586.00	$250.00 ($350.00)	0.40% (0.56%)
344	Buy	Long	05/25/2004	11.30	$1,413.25	200	$3,202.00 $46,788.00	$3,750.00 ($250.00)	6.04% (0.40%)
344	Sell	Close Long	05/25/2004	13.00	$1,429.75	200	$3,202.00 $46,788.00	$3,750.00 ($250.00)	6.04% (0.40%)

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Total Trade Analysis

	All Trades	Long Trades	Short Trades
Total # of Trades	344	174	170
Total # of Outlier Trades	55	23	32
Total # of Open Trades	0	0	0
Number Winning Trades	153	78	75
Number Losing Trades	191	96	95
Max Trade Run-up	$7,400.00	$5,200.00	$7,400.00
Max Trade Drawdown	($3,450.00)	($2,200.00)	($3,450.00)
Max Trade Run-up (%)	23.60%	23.60%	17.04%
Max Trade Drawdown (%)	(9.26%)	(4.26%)	(9.26%)
Avg Trade Run-up	$883.72	$807.47	$961.76
Avg Trade Drawdown	($493.89)	($465.51)	($522.94)
Percent Profitable	44.47%	44.82%	44.11%
Avg Trade (win & loss)	$136.01	$114.35	$158.17
Average Winning Trade	$731.41	$624.43	$842.66
Average Losing Trade	($340.93)	($300.08)	($382.21)
Ratio Avg Win / Avg Loss	2.14	2.08	2.20
Largest Winning Trade	$7,302.00	$4,602.00	$7,302.00
Largest Losing Trade	($3,348.00)	($1,398.00)	($3,348.00)
Max Consec. Winners	8	5	5
Max Consec. Losers	7	6	8
Largest Consec. Profit	$9,566.00	$7,910.00	$7,606.00
Largest Consec. Loss	($6,036.00)	($2,542.00)	($4,092.00)
Largest Consec. Profit (%)	15.93%	22.11%	21.19%
Largest Consec. Loss (%)	(12.57%)	(7.93%)	(19.20%)

Trade Series Analysis

Z-score 1.48

Confidence Limits 0.86

Strategy ME 136.01

# 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 53 $903.88 ($777.88) 48 ($295.91) $1,344.08
2 27 $1,170.66 ($668.07) 19 ($667.05) $1,306.10
3 7 $1,970.28 ($488.85) 11 ($980.36) $743.27
4 3 $1,708.00 ($281.33) 4 ($1,729.50) $1,440.50
5 1 $3,910.00 ($1,290.00) 6 ($1,490.00) $653.00
6 0 $0.00 $0.00 2 ($1,938.00) $127.00
7 0 $0.00 $0.00 2 ($3,861.00) $2,232.00
8 1 $9,566.00 ($48.00) 0 $0.00 $0.00

Time Analysis

Compression	5 minutes
Start Date	Fri Dec 12 15:10:00 2003
End Date	Tue May 25 13:00:00 2004
Trading Period	237,470.01 minutes
Time in the Market	37,255.00 minutes
Percent in the Market	15.68%
Longest flat period	7,310.00 minutes
Avg Time in Trades	103.73 minutes
Avg Time in Winning Trades	139.66 minutes
Avg Time in Losing Trades	74.93 minutes
Avg # Bars in Trades	7.14
Avg # Bars in Winning Trades	10.11
Avg # Bars in Losing Trades	4.76
Avg Time Between Trades	583.71 minutes
Avg Time Between Winning Trades	1,389.93 minutes
Avg Time Between Losing Trades	1,169.36 minutes
Max Run-up Date	Thu Mar 11 08:00:00 2004
Max DrawDown Date	Thu Apr 08 08:00:00 2004



Daily Trading Summary

Daily Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
04/22/04	($700.00) (1.41%)	$0.00 ($700.00)	1 0.00%
04/26/04	$2,502.00 5.18%	$2,502.00 $0.00	1 100.00%
04/27/04	($536.00) (1.05%)	$604.00 ($1,140.00)	7 28.57%
04/29/04	$2,858.00 5.68%	$4,102.00 ($1,244.00)	4 25.00%
05/03/04	$256.00 0.48%	$304.00 ($48.00)	3 66.66%
05/04/04	($486.00) (0.91%)	$606.00 ($1,092.00)	7 42.85%
05/05/04	($838.00) (1.58%)	$204.00 ($1,042.00)	6 33.33%
05/06/04	($144.00) (0.27%)	$404.00 ($548.00)	3 66.66%
05/07/04	$110.00 0.21%	$1,506.00 ($1,396.00)	5 60.00%
05/10/04	$2,156.00 4.14%	$2,156.00 $0.00	3 100.00%
05/11/04	$3,300.00 6.25%	$3,300.00 $0.00	1 100.00%
05/12/04	$2,604.00 4.53%	$2,604.00 $0.00	2 100.00%
05/13/04	$1,354.00 2.25%	$1,402.00 ($48.00)	2 50.00%
05/14/04	$1,612.00 2.62%	$2,056.00 ($444.00)	6 50.00%
05/18/04	($198.00) (0.31%)	$0.00 ($198.00)	1 0.00%
05/19/04	$1,402.00 2.23%	$1,402.00 $0.00	1 100.00%
05/20/04	($86.00) (0.13%)	$656.00 ($742.00)	7 42.85%
05/21/04	($992.00) (1.54%)	$204.00 ($1,196.00)	4 50.00%
05/24/04	($642.00) (1.01%)	$0.00 ($642.00)	4 0.00%
05/25/04	$2,758.00 4.41%	$3,354.00 ($596.00)	4 50.00%

Daily Rolling Period Analysis
Period	Profit Profit (%)	Gross Profit Gross Loss	# Trades % Profitable
12/12/03 - 04/22/04	$29,798.00 161.07%	$84,540.00 ($54,742.00)	274 43.79%
12/12/03 - 04/26/04	$32,300.00 174.59%	$87,042.00 ($54,742.00)	275 44.00%
12/12/03 - 04/27/04	$31,764.00 171.69%	$87,646.00 ($55,882.00)	282 43.61%
12/12/03 - 04/29/04	$34,622.00 187.14%	$91,748.00 ($57,126.00)	286 43.35%
12/12/03 - 05/03/04	$34,878.00 188.52%	$92,052.00 ($57,174.00)	289 43.59%
12/12/03 - 05/04/04	$34,392.00 185.90%	$92,658.00 ($58,266.00)	296 43.58%
12/12/03 - 05/05/04	$33,554.00 181.37%	$92,862.00 ($59,308.00)	302 43.37%
12/12/03 - 05/06/04	$33,410.00 180.59%	$93,266.00 ($59,856.00)	305 43.60%
12/12/03 - 05/07/04	$33,520.00 181.18%	$94,772.00 ($61,252.00)	310 43.87%
12/12/03 - 05/10/04	$35,676.00 192.84%	$96,928.00 ($61,252.00)	313 44.40%
12/12/03 - 05/11/04	$38,976.00 210.68%	$100,228.00 ($61,252.00)	313 44.40%
12/12/03 - 05/12/04	$41,580.00 224.75%	$102,832.00 ($61,252.00)	315 44.76%
12/12/03 - 05/13/04	$42,934.00 232.07%	$104,234.00 ($61,300.00)	317 44.79%
12/12/03 - 05/14/04	$44,546.00 240.78%	$106,290.00 ($61,744.00)	323 44.89%
12/12/03 - 05/18/04	$44,348.00 239.71%	$106,290.00 ($61,942.00)	324 44.75%
12/12/03 - 05/19/04	$45,750.00 247.29%	$107,692.00 ($61,942.00)	325 44.92%
12/12/03 - 05/20/04	$45,664.00 246.83%	$108,348.00 ($62,684.00)	332 44.87%
12/12/03 - 05/21/04	$44,672.00 241.47%	$108,552.00 ($63,880.00)	336 44.94%
12/12/03 - 05/24/04	$44,030.00 238.00%	$108,552.00 ($64,522.00)	340 44.41%
12/12/03 - 05/25/04	$46,788.00 252.90%	$111,906.00 ($65,118.00)	344 44.47%

Monthly Trading Summary

Monthly Average Analysis

Period Profit Profit (%) Profit Factor # Trades % Profitable

January $12,218.00 36.93% 213.29% 59 44.06%
February $8,156.00 19.77% 180.83% 53 43.39%
March $12,534.00 23.31% 172.64% 92 47.82%
April ($646.00) (1.21%) 95.00% 53 39.62%
May $12,166.00 18.63% 252.22% 58 50.00%
June $0.00 0.00% 0.00% 0 0.00%
July $0.00 0.00% 0.00% 0 0.00%
August $0.00 0.00% 0.00% 0 0.00%
September $0.00 0.00% 0.00% 0 0.00%
October $0.00 0.00% 0.00% 0 0.00%
Novemeber $0.00 0.00% 0.00% 0 0.00%
December $2,360.00 11.31% 138.94% 30 33.33%

Monthly Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

12/03 $2,360.00
11.31% $8,420.00
($6,060.00) 30
33.33%
01/04 $12,218.00
36.93% $23,002.00
($10,784.00) 59
44.06%
02/04 $8,156.00
19.77% $18,246.00
($10,090.00) 53
43.39%
03/04 $12,534.00
23.31% $29,788.00
($17,254.00) 92
47.82%
04/04 ($646.00)
(1.21%) $12,292.00
($12,938.00) 53
39.62%
05/04 $12,166.00
18.63% $20,158.00
($7,992.00) 58
50.00%

Monthly Rolling Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

12/03 - 12/03 $2,360.00
12.75% $8,420.00
($6,060.00) 30
33.33%
12/03 - 01/04 $14,578.00
78.79% $31,422.00
($16,844.00) 89
40.44%
12/03 - 02/04 $22,734.00
122.88% $49,668.00
($26,934.00) 142
41.54%
12/03 - 03/04 $35,268.00
190.63% $79,456.00
($44,188.00) 234
44.01%
12/03 - 04/04 $34,622.00
187.14% $91,748.00
($57,126.00) 286
43.35%
12/03 - 05/04 $46,788.00
252.90% $111,906.00
($65,118.00) 344
44.47%

Annual Trading Summary

Annual Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

2003 $2,360.00
11.31% $8,420.00
($6,060.00) 30
33.33%
2004 $44,428.00
68.04% $103,486.00
($59,058.00) 314
45.54%

Annual Rolling Period Analysis

Period Profit
Profit (%) Gross Profit
Gross Loss # Trades
% Profitable

2003 - 2003 $2,360.00
3.61% $8,420.00
($6,060.00) 30
33.33%
2003 - 2004 $46,788.00
71.66% $111,906.00
($65,118.00) 344
44.47%