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TradeStation TradeManager Performance Report MACD1, @ES, 10 min, 4/30/2006 5:10:00 PM - 4/30/2009 12:40:00 PM
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TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $32,087.50 $8,600.00 $23,487.50
Gross Profit $138,525.00 $44,587.50 $93,937.50
Gross Loss ($106,437.50) ($35,987.50) ($70,450.00)
Profit Factor 1.30 1.24 1.33
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L ($462.50) ($462.50) $0.00
       
Select Total Net Profit $33,537.50 $8,600.00 $24,937.50
Select Gross Profit $137,862.50 $44,587.50 $93,275.00
Select Gross Loss ($104,325.00) ($35,987.50) ($68,337.50)
Select Profit Factor 1.32 1.24 1.36
       
Adjusted Total Net Profit $11,974.10 ($2,981.28) $7,043.96
Adjusted Gross Profit $130,094.64 $39,807.22 $86,993.44
Adjusted Gross Loss ($118,120.53) ($42,788.50) ($79,949.48)
Adjusted Profit Factor 1.10 0.93 1.09
       
Total Number of Trades 353 115 238
Percent Profitable 76.49% 75.65% 76.89%
Winning Trades 270 87 183
Losing Trades 83 28 55
Even Trades 0 0 0
       
Avg. Trade Net Profit $90.90 $74.78 $98.69
Avg. Winning Trade $513.06 $512.50 $513.32
Avg. Losing Trade ($1,282.38) ($1,285.27) ($1,280.91)
Ratio Avg. Win:Avg. Loss 0.40 0.40 0.40
Largest Winning Trade $662.50 $512.50 $662.50
Largest Losing Trade ($2,112.50) ($1,500.00) ($2,112.50)
Largest Winner as % of Gross Profit 0.48% 1.15% 0.71%
Largest Loser as % of Gross Loss 1.98% 4.17% 3.00%
       
Net Profit as % of Largest Loss 1518.93% 573.33% 1111.83%
Select Net Profit as % of Largest Loss 1587.57% 573.33% 1180.47%
Adjusted Net Profit as % of Largest Loss 566.82% (198.75%) 333.44%
       
Max. Consecutive Winning Trades 21 15 12
Max. Consecutive Losing Trades 3 3 2
Avg. Bars in Total Trades 180.02 329.11 107.98
Avg. Bars in Winning Trades 153.96 292.34 88.17
Avg. Bars in Losing Trades 264.78 443.36 173.87
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 354 116 238
Account Size Required $6,375.00 $6,425.00 $4,650.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 32.09%
Annual Rate of Return 9.31%
Buy & Hold Return (38.23%)
Return on Account 503.33%    
Avg. Monthly Return $878.47    
Std. Deviation of Monthly Return $2,057.10    
       
Return Retracement Ratio 0.48    
RINA Index 83.34    
Sharpe Ratio 0.34    
K-Ratio n/a    
       
Trading Period 2 Yrs, 11 Mths, 25 Dys, 23 Hrs, 20 Mins
Percent of Time in the Market 60.28%
Time in the Market 1 Yr, 9 Mths, 18 Dys, 6 Hrs, 40 Mins    
Longest Flat Period 6 Dys, 2 Hrs, 50 Mins    
       
Max. Equity Run-up
 $34,762.50    
Date of Max. Equity Run-up 04/30/09 05:40    
Max. Equity Run-up as % of Initial Capital 34.76%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($7,400.00) ($7,337.50) ($5,462.50)
Date 08/16/07 10:20    
as % of Initial Capital 7.40% 7.34% 5.46%
Net Profit as % of Drawdown 433.61% 117.21% 429.98%
Select Net Profit as % of Drawdown 453.21% 117.21% 456.52%
Adjusted Net Profit as % of Drawdown 161.81% (40.63%) 128.95%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($6,375.00) ($6,425.00) ($4,650.00)
Date 08/15/07 14:40    
as % of Initial Capital 6.38% 6.42% 4.65%
Net Profit as % of Drawdown 503.33% 133.85% 505.11%
Select Net Profit as % of Drawdown 526.08% 133.85% 536.29%
Adjusted Net Profit as % of Drawdown 187.83% (46.40%) 151.48%
       
Max. Trade Drawdown ($2,112.50) ($1,500.00) ($2,112.50)
     
     
     
Created by TradeStation: 4/30/2009 12:30:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips		 Shares/Ctrts
Profit/Loss		 Gross P/L
Cum Net Profit		 % Profit Run-up
DrawDown		 Efficiency Total Eff. Comm. Slippage
 1  Buy  05/04/06 23:40  Buy  $1,404.75  $0.00  1  $512.50  0.73%  $512.50  97.62%    $0.00  $0.00
   Sell  05/05/06 10:50  Profit Target  $1,415.00    $512.50  $512.50    ($12.50)  100.00%  97.62%  $0.00  $0.00
 2  Buy  05/05/06 13:40  Buy  $1,416.75  $0.00  1  ($1,412.50)  (1.99%)  $100.00  6.61%    $0.00  $0.00
   Sell  05/12/06 09:50  $ Trailing Stop  $1,388.50    ($1,412.50)  ($900.00)    ($1,412.50)  0.00%  (93.39%)  $0.00  $0.00
 3  Sell Short  05/12/06 11:40  Short  $1,386.50  $0.00  1  $512.50  0.74%  $512.50  71.93%    $0.00  $0.00
   Buy to Cover  05/14/06 17:10  Profit Target  $1,376.25    $512.50  ($387.50)    ($200.00)  100.00%  71.93%  $0.00  $0.00
 4  Sell Short  05/17/06 07:40  Short  $1,377.75  $0.00  1  $512.50  0.74%  $512.50  85.42%    $0.00  $0.00
   Buy to Cover  05/17/06 10:30  Profit Target  $1,367.50    $512.50  $125.00    ($87.50)  100.00%  85.42%  $0.00  $0.00
 5  Sell Short  05/17/06 13:50  Short  $1,359.00  $0.00  1  $512.50  0.75%  $512.50  59.42%    $0.00  $0.00
   Buy to Cover  05/19/06 10:20  Profit Target  $1,348.75    $512.50  $637.50    ($350.00)  100.00%  59.42%  $0.00  $0.00
 6  Sell Short  05/22/06 12:10  Short  $1,347.75  $0.00  1  $512.50  0.76%  $512.50  38.68%    $0.00  $0.00
   Buy to Cover  05/23/06 15:40  Profit Target  $1,337.50    $512.50  $1,150.00    ($812.50)  100.00%  38.68%  $0.00  $0.00
 7  Sell Short  05/24/06 22:20  Short  $1,347.75  $0.00  1  ($1,300.00)  (1.93%)  $212.50  14.05%    $0.00  $0.00
   Buy to Cover  06/01/06 14:50  $ Trailing Stop  $1,373.75    ($1,300.00)  ($150.00)    ($1,300.00)  0.00%  (85.95%)  $0.00  $0.00
 8  Buy  06/02/06 04:50  Buy  $1,374.00  $0.00  1  ($1,137.50)  (1.66%)  $375.00  24.79%    $0.00  $0.00
   Sell  06/06/06 09:00  $ Trailing Stop  $1,351.25    ($1,137.50)  ($1,287.50)    ($1,137.50)  0.00%  (75.21%)  $0.00  $0.00
 9  Sell Short  06/06/06 14:20  Short  $1,345.50  $0.00  1  $512.50  0.76%  $512.50  39.42%    $0.00  $0.00
   Buy to Cover  06/08/06 01:40  Profit Target  $1,335.25    $512.50  ($775.00)    ($787.50)  100.00%  39.42%  $0.00  $0.00
 10  Sell Short  06/09/06 15:10  Short  $1,338.25  $0.00  1  $512.50  0.77%  $512.50  58.57%    $0.00  $0.00
   Buy to Cover  06/12/06 14:30  Profit Target  $1,328.00    $512.50  ($262.50)    ($362.50)  100.00%  58.57%  $0.00  $0.00
 11  Sell Short  06/13/06 05:20  Short  $1,318.50  $0.00  1  $512.50  0.78%  $512.50  43.16%    $0.00  $0.00
   Buy to Cover  06/14/06 07:40  Profit Target  $1,308.25    $512.50  $250.00    ($675.00)  100.00%  43.16%  $0.00  $0.00
 12  Sell Short  06/16/06 09:20  Short  $1,338.50  $0.00  1  $512.50  0.77%  $512.50  66.13%    $0.00  $0.00
   Buy to Cover  06/19/06 12:30  Profit Target  $1,328.25    $512.50  $762.50    ($262.50)  100.00%  66.13%  $0.00  $0.00
 13  Sell Short  06/20/06 18:50  Short  $1,328.25  $0.00  1  ($1,262.50)  (1.90%)  $250.00  16.53%    $0.00  $0.00
   Buy to Cover  06/29/06 13:30  $ Trailing Stop  $1,353.50    ($1,262.50)  ($500.00)    ($1,262.50)  0.00%  (83.47%)  $0.00  $0.00
 14  Sell Short  06/30/06 04:40  Short  $1,357.25  $0.00  1  $512.50  0.76%  $512.50  51.90%    $0.00  $0.00
   Buy to Cover  07/11/06 09:40  Profit Target  $1,347.00    $512.50  $12.50    ($475.00)  100.00%  51.90%  $0.00  $0.00
 15  Sell Short  07/11/06 12:40  Short  $1,345.25  $0.00  1  $512.50  0.76%  $512.50  40.20%    $0.00  $0.00
   Buy to Cover  07/13/06 09:00  Profit Target  $1,335.00    $512.50  $525.00    ($762.50)  100.00%  40.20%  $0.00  $0.00
 16  Sell Short  07/13/06 17:20  Short  $1,321.75  $0.00  1  $512.50  0.78%  $512.50  61.19%    $0.00  $0.00
   Buy to Cover  07/17/06 03:40  Profit Target  $1,311.50    $512.50  $1,037.50    ($325.00)  100.00%  61.19%  $0.00  $0.00
 17  Sell Short  07/18/06 03:30  Short  $1,314.75  $0.00  1  ($1,162.50)  (1.77%)  $350.00  23.14%    $0.00  $0.00
   Buy to Cover  07/19/06 09:40  $ Trailing Stop  $1,338.00    ($1,162.50)  ($125.00)    ($1,162.50)  0.00%  (76.86%)  $0.00  $0.00
 18  Buy  07/20/06 04:10  Buy  $1,342.00  $0.00  1  $512.50  0.76%  $512.50  32.03%    $0.00  $0.00
   Sell  07/25/06 14:20  Profit Target  $1,352.25    $512.50  $387.50    ($1,087.50)  100.00%  32.03%  $0.00  $0.00
 19  Sell Short  07/26/06 08:40  Short  $1,345.75  $0.00  1  ($1,400.00)  (2.08%)  $112.50  7.44%    $0.00  $0.00
   Buy to Cover  08/04/06 07:50  $ Trailing Stop  $1,373.75    ($1,400.00)  ($1,012.50)    ($1,400.00)  0.00%  (92.56%)  $0.00  $0.00
 20  Sell Short  08/07/06 03:20  Short  $1,358.25  $0.00  1  $512.50  0.75%  $512.50  60.29%    $0.00  $0.00
   Buy to Cover  08/09/06 14:30  Profit Target  $1,348.00    $512.50  ($500.00)    ($337.50)  100.00%  60.29%  $0.00  $0.00
 21  Sell Short  08/10/06 07:10  Short  $1,340.75  $0.00  1  ($1,500.00)  (2.24%)  $12.50  0.83%    $0.00  $0.00
   Buy to Cover  08/16/06 07:50  $ Trailing Stop  $1,370.75    ($1,500.00)  ($2,000.00)    ($1,500.00)  0.00%  (99.17%)  $0.00  $0.00
 22  Buy  08/16/06 09:50  Buy  $1,371.25  $0.00  1  $512.50  0.75%  $512.50  85.42%    $0.00  $0.00
   Sell  08/17/06 12:20  Profit Target  $1,381.50    $512.50  ($1,487.50)    ($87.50)  100.00%  85.42%  $0.00  $0.00
 23  Buy  08/22/06 22:50  Buy  $1,379.00  $0.00  1  $512.50  0.74%  $512.50  48.81%    $0.00  $0.00
   Sell  09/01/06 11:40  Profit Target  $1,389.25    $512.50  ($975.00)    ($537.50)  100.00%  48.81%  $0.00  $0.00
 24  Buy  09/04/06 09:20  Buy  $1,392.00  $0.00  1  $512.50  0.74%  $512.50  29.93%    $0.00  $0.00
   Sell  09/15/06 08:30  Profit Target  $1,402.25    $512.50  ($462.50)    ($1,200.00)  100.00%  29.93%  $0.00  $0.00
 25  Buy  09/17/06 23:10  Buy  $1,398.75  $0.00  1  $512.50  0.73%  $512.50  45.56%    $0.00  $0.00
   Sell  09/26/06 13:00  Profit Target  $1,409.00    $512.50  $50.00    ($612.50)  100.00%  45.56%  $0.00  $0.00
 26  Buy  09/26/06 13:00  Buy  $1,409.25  $0.00  1  $512.50  0.73%  $512.50  56.94%    $0.00  $0.00
   Sell  10/04/06 13:20  Profit Target  $1,419.50    $512.50  $562.50    ($387.50)  100.00%  56.94%  $0.00  $0.00
 27  Buy  10/05/06 09:50  Buy  $1,424.00  $0.00  1  $512.50  0.72%  $512.50  57.75%    $0.00  $0.00
   Sell  10/12/06 13:30  Profit Target  $1,434.25    $512.50  $1,075.00    ($375.00)  100.00%  57.75%  $0.00  $0.00
 28  Buy  10/12/06 13:30  Buy  $1,433.50  $0.00  1  $512.50  0.72%  $512.50  95.35%    $0.00  $0.00
   Sell  10/16/06 14:40  Profit Target  $1,443.75    $512.50  $1,587.50    ($25.00)  100.00%  95.35%  $0.00  $0.00
 29  Buy  10/18/06 03:00  Buy  $1,438.50  $0.00  1  $512.50  0.71%  $512.50  66.13%    $0.00  $0.00
   Sell  10/22/06 17:30  Profit Target  $1,448.75    $512.50  $2,100.00    ($262.50)  100.00%  66.13%  $0.00  $0.00
 30  Buy  10/24/06 13:30  Buy  $1,447.50  $0.00  1  $512.50  0.71%  $512.50  87.23%    $0.00  $0.00
   Sell  10/26/06 03:00  Profit Target  $1,457.75    $512.50  $2,612.50    ($75.00)  100.00%  87.23%  $0.00  $0.00
 31  Buy  10/30/06 08:50  Buy  $1,448.25  $0.00  1  $512.50  0.71%  $512.50  37.27%    $0.00  $0.00
   Sell  11/07/06 12:00  Profit Target  $1,458.50    $512.50  $3,125.00    ($862.50)  100.00%  37.27%  $0.00  $0.00
 32  Buy  11/07/06 12:00  Buy  $1,457.50  $0.00  1  $512.50  0.70%  $512.50  44.57%    $0.00  $0.00
   Sell  11/15/06 12:00  Profit Target  $1,467.75    $512.50  $3,637.50    ($637.50)  100.00%  44.57%  $0.00  $0.00
 33  Buy  11/16/06 07:40  Buy  $1,471.50  $0.00  1  ($1,250.00)  (1.70%)  $262.50  17.36%    $0.00  $0.00
   Sell  11/28/06 07:40  $ Trailing Stop  $1,446.50    ($1,250.00)  $2,387.50    ($1,250.00)  0.00%  (82.64%)  $0.00  $0.00
 34  Buy  11/28/06 14:00  Buy  $1,452.75  $0.00  1  $512.50  0.71%  $512.50  91.11%    $0.00  $0.00
   Sell  11/29/06 09:10  Profit Target  $1,463.00    $512.50  $2,900.00    ($50.00)  100.00%  91.11%  $0.00  $0.00
 35  Buy  11/29/06 14:10  Buy  $1,467.00  $0.00  1  $512.50  0.70%  $512.50  42.27%    $0.00  $0.00
   Sell  12/04/06 12:50  Profit Target  $1,477.25    $512.50  $3,412.50    ($700.00)  100.00%  42.27%  $0.00  $0.00
 36  Buy  12/04/06 14:00  Buy  $1,478.75  $0.00  1  $512.50  0.69%  $512.50  53.25%    $0.00  $0.00
   Sell  12/14/06 09:00  Profit Target  $1,489.00    $512.50  $3,925.00    ($450.00)  100.00%  53.25%  $0.00  $0.00
 37  Buy  12/15/06 09:40  Buy  $1,496.75  $0.00  1  ($1,462.50)  (1.95%)  $50.00  3.31%    $0.00  $0.00
   Sell  01/08/07 09:20  $ Trailing Stop  $1,467.50    ($1,462.50)  $2,462.50    ($1,462.50)  0.00%  (96.69%)  $0.00  $0.00
 38  Buy  01/10/07 12:00  Buy  $1,471.50  $0.00  1  $512.50  0.70%  $512.50  97.62%    $0.00  $0.00
   Sell  01/11/07 08:50  Profit Target  $1,481.75    $512.50  $2,975.00    ($12.50)  100.00%  97.62%  $0.00  $0.00
 39  Buy  01/12/07 15:10  Buy  $1,494.25  $0.00  1  $512.50  0.69%  $512.50  35.34%    $0.00  $0.00
   Sell  02/01/07 14:10  Profit Target  $1,504.50    $512.50  $3,487.50    ($937.50)  100.00%  35.34%  $0.00  $0.00
 40  Buy  02/05/07 15:15  Buy  $1,507.25  $0.00  1  $512.50  0.68%  $512.50  35.34%    $0.00  $0.00
   Sell  02/20/07 14:50  Profit Target  $1,517.50    $512.50  $4,000.00    ($937.50)  100.00%  35.34%  $0.00  $0.00
 41  Buy  02/21/07 14:00  Buy  $1,513.75  $0.00  1  ($1,287.50)  (1.70%)  $225.00  14.88%    $0.00  $0.00
   Sell  02/27/07 08:40  $ Trailing Stop  $1,488.00    ($1,287.50)  $2,712.50    ($1,287.50)  0.00%  (85.12%)  $0.00  $0.00
 42  Buy  02/28/07 04:00  Buy  $1,462.25  $0.00  1  ($1,012.50)  (1.38%)  $500.00  33.06%    $0.00  $0.00
   Sell  03/01/07 08:40  $ Trailing Stop  $1,442.00    ($1,012.50)  $1,700.00    ($1,012.50)  0.00%  (66.94%)  $0.00  $0.00
 43  Sell Short  03/01/07 18:50  Short  $1,458.50  $0.00  1  $512.50  0.70%  $512.50  67.21%    $0.00  $0.00
   Buy to Cover  03/02/07 07:30  Profit Target  $1,448.25    $512.50  $2,212.50    ($250.00)  100.00%  67.21%  $0.00  $0.00
 44  Sell Short  03/02/07 11:20  Short  $1,450.25  $0.00  1  $512.50  0.71%  $512.50  87.23%    $0.00  $0.00
   Buy to Cover  03/02/07 15:10  Profit Target  $1,440.00    $512.50  $2,725.00    ($75.00)  100.00%  87.23%  $0.00  $0.00
 45  Sell Short  03/02/07 15:10  Short  $1,440.25  $0.00  1  $512.50  0.71%  $512.50  91.11%    $0.00  $0.00
   Buy to Cover  03/04/07 22:10  Profit Target  $1,430.00    $512.50  $3,237.50    ($50.00)  100.00%  91.11%  $0.00  $0.00
 46  Sell Short  03/06/07 23:30  Short  $1,446.50  $0.00  1  $512.50  0.71%  $512.50  32.80%    $0.00  $0.00
   Buy to Cover  03/13/07 13:20  Profit Target  $1,436.25    $512.50  $3,750.00    ($1,050.00)  100.00%  32.80%  $0.00  $0.00
 47  Buy  03/14/07 06:30  Buy  $1,433.25  $0.00  1  $512.50  0.72%  $512.50  37.96%    $0.00  $0.00
   Sell  03/14/07 15:50  Profit Target  $1,443.50    $512.50  $4,262.50    ($837.50)  100.00%  37.96%  $0.00  $0.00
 48  Buy  03/15/07 11:30  Buy  $1,446.75  $0.00  1  $512.50  0.71%  $512.50  48.81%    $0.00  $0.00
   Sell  03/19/07 11:20  Profit Target  $1,457.00    $512.50  $4,775.00    ($537.50)  100.00%  48.81%  $0.00  $0.00
 49  Buy  03/19/07 15:15  Buy  $1,457.00  $0.00  1  $512.50  0.70%  $512.50  75.93%    $0.00  $0.00
   Sell  03/21/07 12:50  Profit Target  $1,467.25    $512.50  $5,287.50    ($162.50)  100.00%  75.93%  $0.00  $0.00
 50  Buy  03/22/07 13:40  Buy  $1,488.50  $0.00  1  ($1,325.00)  (1.78%)  $187.50  12.40%    $0.00  $0.00
   Sell  03/30/07 10:50  $ Trailing Stop  $1,462.00    ($1,325.00)  $3,962.50    ($1,325.00)  0.00%  (87.60%)  $0.00  $0.00
 51  Buy  04/02/07 10:20  Buy  $1,474.00  $0.00  1  $512.50  0.70%  $512.50  70.69%    $0.00  $0.00
   Sell  04/03/07 09:10  Profit Target  $1,484.25    $512.50  $4,475.00    ($212.50)  100.00%  70.69%  $0.00  $0.00
 52  Buy  04/03/07 09:10  Buy  $1,485.00  $0.00  1  $512.50  0.69%  $512.50  93.18%    $0.00  $0.00
   Sell  04/05/07 13:30  Profit Target  $1,495.25    $512.50  $4,987.50    ($37.50)  100.00%  93.18%  $0.00  $0.00
 53  Buy  04/06/07 05:30  Buy  $1,495.00  $0.00  1  $512.50  0.69%  $512.50  47.13%    $0.00  $0.00
   Sell  04/16/07 02:30  Profit Target  $1,505.25    $512.50  $5,500.00    ($575.00)  100.00%  47.13%  $0.00  $0.00
 54  Buy  04/18/07 12:50  Buy  $1,521.50  $0.00  1  $512.50  0.67%  $512.50  46.07%    $0.00  $0.00
   Sell  04/20/07 08:30  Profit Target  $1,531.75    $512.50  $6,012.50    ($600.00)  100.00%  46.07%  $0.00  $0.00
 55  Buy  04/24/07 17:50  Buy  $1,531.00  $0.00  1  $512.50  0.67%  $512.50  77.36%    $0.00  $0.00
   Sell  04/25/07 13:50  Profit Target  $1,541.25    $512.50  $6,525.00    ($150.00)  100.00%  77.36%  $0.00  $0.00
 56  Buy  04/30/07 02:30  Buy  $1,540.75  $0.00  1  $512.50  0.67%  $512.50  37.27%    $0.00  $0.00
   Sell  05/04/07 03:50  Profit Target  $1,551.00    $512.50  $7,037.50    ($862.50)  100.00%  37.27%  $0.00  $0.00
 57  Buy  05/04/07 07:10  Buy  $1,554.75  $0.00  1  $512.50  0.66%  $512.50  36.94%    $0.00  $0.00
   Sell  05/18/07 09:10  Profit Target  $1,565.00    $512.50  $7,550.00    ($875.00)  100.00%  36.94%  $0.00  $0.00
 58  Buy  05/18/07 11:40  Buy  $1,566.25  $0.00  1  $512.50  0.65%  $512.50  82.00%    $0.00  $0.00
   Sell  05/23/07 09:10  Profit Target  $1,576.50    $512.50  $8,062.50    ($112.50)  100.00%  82.00%  $0.00  $0.00
 59  Buy  05/23/07 12:30  Buy  $1,575.75  $0.00  1  ($1,087.50)  (1.38%)  $425.00  24.11%    $0.00  $0.00
   Sell  06/07/07 07:20  $ Trailing Stop  $1,554.00    ($1,087.50)  $6,975.00    ($1,337.50)  14.18%  (61.70%)  $0.00  $0.00
 60  Buy  06/08/07 12:50  Buy  $1,540.50  $0.00  1  $512.50  0.67%  $512.50  85.42%    $0.00  $0.00
   Sell  06/11/07 08:50  Profit Target  $1,550.75    $512.50  $7,487.50    ($87.50)  100.00%  85.42%  $0.00  $0.00
 61  Buy  06/13/07 13:20  Buy  $1,546.50  $0.00  1  $512.50  0.66%  $512.50  97.62%    $0.00  $0.00
   Sell  06/13/07 15:10  Profit Target  $1,556.75    $512.50  $8,000.00    ($12.50)  100.00%  97.62%  $0.00  $0.00
 62  Buy  06/14/07 08:50  Buy  $1,561.75  $0.00  1  $512.50  0.66%  $512.50  78.85%    $0.00  $0.00
   Sell  06/15/07 07:40  Profit Target  $1,572.00    $512.50  $8,512.50    ($137.50)  100.00%  78.85%  $0.00  $0.00
 63  Buy  06/19/07 14:40  Buy  $1,574.25  $0.00  1  ($1,250.00)  (1.59%)  $262.50  17.36%    $0.00  $0.00
   Sell  06/21/07 06:50  $ Trailing Stop  $1,549.25    ($1,250.00)  $7,262.50    ($1,250.00)  0.00%  (82.64%)  $0.00  $0.00
 64  Buy  06/21/07 12:10  Buy  $1,556.25  $0.00  1  ($1,212.50)  (1.56%)  $300.00  19.83%    $0.00  $0.00
   Sell  06/25/07 14:00  $ Trailing Stop  $1,532.00    ($1,212.50)  $6,050.00    ($1,212.50)  0.00%  (80.17%)  $0.00  $0.00
 65  Buy  06/26/07 08:20  Buy  $1,542.75  $0.00  1  $512.50  0.66%  $512.50  28.67%    $0.00  $0.00
   Sell  06/28/07 13:20  Profit Target  $1,553.00    $512.50  $6,562.50    ($1,275.00)  100.00%  28.67%  $0.00  $0.00
 66  Buy  07/02/07 08:40  Buy  $1,547.75  $0.00  1  $512.50  0.66%  $512.50  85.42%    $0.00  $0.00
   Sell  07/02/07 15:10  Profit Target  $1,558.00    $512.50  $7,075.00    ($87.50)  100.00%  85.42%  $0.00  $0.00
 67  Buy  07/06/07 04:50  Buy  $1,562.75  $0.00  1  ($1,087.50)  (1.39%)  $425.00  28.10%    $0.00  $0.00
   Sell  07/11/07 06:40  $ Trailing Stop  $1,541.00    ($1,087.50)  $5,987.50    ($1,087.50)  0.00%  (71.90%)  $0.00  $0.00
 68  Buy  07/11/07 12:40  Buy  $1,554.00  $0.00  1  $512.50  0.66%  $512.50  57.75%    $0.00  $0.00
   Sell  07/12/07 08:50  Profit Target  $1,564.25    $512.50  $6,500.00    ($375.00)  100.00%  57.75%  $0.00  $0.00
 69  Buy  07/12/07 14:20  Buy  $1,576.00  $0.00  1  $512.50  0.65%  $512.50  100.00%    $0.00  $0.00
   Sell  07/13/07 09:50  Profit Target  $1,586.25    $512.50  $7,012.50    $0.00  100.00%  100.00%  $0.00  $0.00
 70  Buy  07/13/07 12:50  Buy  $1,587.00  $0.00  1  ($1,287.50)  (1.62%)  $225.00  14.88%    $0.00  $0.00
   Sell  07/24/07 08:40  $ Trailing Stop  $1,561.25    ($1,287.50)  $5,725.00    ($1,287.50)  0.00%  (85.12%)  $0.00  $0.00
 71  Buy  07/25/07 09:00  Buy  $1,555.25  $0.00  1  ($1,475.00)  (1.90%)  $37.50  2.48%    $0.00  $0.00
   Sell  07/26/07 10:10  $ Trailing Stop  $1,525.75    ($1,475.00)  $4,250.00    ($1,475.00)  0.00%  (97.52%)  $0.00  $0.00
 72  Buy  07/27/07 02:40  Buy  $1,515.75  $0.00  1  ($1,212.50)  (1.60%)  $300.00  19.83%    $0.00  $0.00
   Sell  07/27/07 15:00  $ Trailing Stop  $1,491.50    ($1,212.50)  $3,037.50    ($1,212.50)  0.00%  (80.17%)  $0.00  $0.00
 73  Buy  07/30/07 12:00  Buy  $1,497.25  $0.00  1  $512.50  0.68%  $512.50  74.55%    $0.00  $0.00
   Sell  07/30/07 14:10  Profit Target  $1,507.50    $512.50  $3,550.00    ($175.00)  100.00%  74.55%  $0.00  $0.00
 74  Buy  08/01/07 11:10  Buy  $1,488.50  $0.00  1  $512.50  0.69%  $512.50  35.96%    $0.00  $0.00
   Sell  08/01/07 15:00  Profit Target  $1,498.75    $512.50  $4,062.50    ($912.50)  100.00%  35.96%  $0.00  $0.00
 75  Buy  08/02/07 11:10  Buy  $1,503.25  $0.00  1  ($1,200.00)  (1.60%)  $312.50  20.66%    $0.00  $0.00
   Sell  08/03/07 14:10  $ Trailing Stop  $1,479.25    ($1,200.00)  $2,862.50    ($1,200.00)  0.00%  (79.34%)  $0.00  $0.00
 76  Buy  08/07/07 03:40  Buy  $1,492.75  $0.00  1  $512.50  0.69%  $512.50  62.12%    $0.00  $0.00
   Sell  08/07/07 11:10  Profit Target  $1,503.00    $512.50  $3,375.00    ($312.50)  100.00%  62.12%  $0.00  $0.00
 77  Buy  08/07/07 14:10  Buy  $1,509.00  $0.00  1  $512.50  0.68%  $512.50  73.21%    $0.00  $0.00
   Sell  08/07/07 14:40  Profit Target  $1,519.25    $512.50  $3,887.50    ($187.50)  100.00%  73.21%  $0.00  $0.00
 78  Buy  08/08/07 08:50  Buy  $1,518.00  $0.00  1  $512.50  0.68%  $512.50  89.13%    $0.00  $0.00
   Sell  08/08/07 12:40  Profit Target  $1,528.25    $512.50  $4,400.00    ($62.50)  100.00%  89.13%  $0.00  $0.00
 79  Sell Short  08/09/07 06:40  Short  $1,511.75  $0.00  1  $512.50  0.68%  $512.50  70.69%    $0.00  $0.00
   Buy to Cover  08/09/07 08:10  Profit Target  $1,501.50    $512.50  $4,912.50    ($212.50)  100.00%  70.69%  $0.00  $0.00
 80  Sell Short  08/09/07 19:00  Short  $1,475.00  $0.00  1  $512.50  0.69%  $512.50  53.95%    $0.00  $0.00
   Buy to Cover  08/10/07 06:10  Profit Target  $1,464.75    $512.50  $5,425.00    ($437.50)  100.00%  53.95%  $0.00  $0.00
 81  Sell Short  08/10/07 09:40  Short  $1,461.00  $0.00  1  ($1,487.50)  (2.04%)  $25.00  1.65%    $0.00  $0.00
   Buy to Cover  08/10/07 11:30  $ Trailing Stop  $1,490.75    ($1,487.50)  $3,937.50    ($1,487.50)  0.00%  (98.35%)  $0.00  $0.00
 82  Buy  08/10/07 14:40  Buy  $1,487.00  $0.00  1  $512.50  0.69%  $512.50  47.13%    $0.00  $0.00
   Sell  08/13/07 10:40  Profit Target  $1,497.25    $512.50  $4,450.00    ($575.00)  100.00%  47.13%  $0.00  $0.00
 83  Buy  08/13/07 11:00  Buy  $1,495.25  $0.00  1  ($1,500.00)  (2.01%)  $12.50  0.83%    $0.00  $0.00
   Sell  08/14/07 10:10  $ Trailing Stop  $1,465.25    ($1,500.00)  $2,950.00    ($1,500.00)  0.00%  (99.17%)  $0.00  $0.00
 84  Sell Short  08/14/07 13:00  Short  $1,465.50  $0.00  1  $512.50  0.70%  $512.50  69.49%    $0.00  $0.00
   Buy to Cover  08/14/07 19:40  Profit Target  $1,455.25    $512.50  $3,462.50    ($225.00)  100.00%  69.49%  $0.00  $0.00
 85  Buy  08/15/07 12:40  Buy  $1,467.75  $0.00  1  ($1,325.00)  (1.81%)  $187.50  12.40%    $0.00  $0.00
   Sell  08/15/07 14:40  $ Trailing Stop  $1,441.25    ($1,325.00)  $2,137.50    ($1,325.00)  0.00%  (87.60%)  $0.00  $0.00
 86  Sell Short  08/16/07 09:30  Short  $1,416.75  $0.00  1  $512.50  0.72%  $512.50  40.20%    $0.00  $0.00
   Buy to Cover  08/16/07 11:20  Profit Target  $1,406.50    $512.50  $2,650.00    ($762.50)  100.00%  40.20%  $0.00  $0.00
 87  Buy  08/17/07 12:20  Buy  $1,472.75  $0.00  1  $512.50  0.70%  $512.50  44.09%    $0.00  $0.00
   Sell  08/21/07 07:10  Profit Target  $1,483.00    $512.50  $3,162.50    ($650.00)  100.00%  44.09%  $0.00  $0.00
 88  Buy  08/22/07 01:10  Buy  $1,480.00  $0.00  1  $512.50  0.69%  $512.50  91.11%    $0.00  $0.00
   Sell  08/22/07 08:40  Profit Target  $1,490.25    $512.50  $3,675.00    ($50.00)  100.00%  91.11%  $0.00  $0.00
 89  Buy  08/22/07 08:40  Buy  $1,490.75  $0.00  1  $512.50  0.69%  $512.50  48.24%    $0.00  $0.00
   Sell  08/22/07 17:10  Profit Target  $1,501.00    $512.50  $4,187.50    ($550.00)  100.00%  48.24%  $0.00  $0.00
 90  Sell Short  08/23/07 06:10  Short  $1,504.75  $0.00  1  $512.50  0.68%  $512.50  83.67%    $0.00  $0.00
   Buy to Cover  08/23/07 09:00  Profit Target  $1,494.50    $512.50  $4,700.00    ($100.00)  100.00%  83.67%  $0.00  $0.00
 91  Buy  08/24/07 11:00  Buy  $1,496.25  $0.00  1  $512.50  0.69%  $512.50  82.00%    $0.00  $0.00
   Sell  08/24/07 14:40  Profit Target  $1,506.50    $512.50  $5,212.50    ($112.50)  100.00%  82.00%  $0.00  $0.00
 92  Sell Short  08/28/07 06:00  Short  $1,489.75  $0.00  1  $512.50  0.69%  $512.50  95.35%    $0.00  $0.00
   Buy to Cover  08/28/07 10:00  Profit Target  $1,479.50    $512.50  $5,725.00    ($25.00)  100.00%  95.35%  $0.00  $0.00
 93  Sell Short  08/28/07 13:50  Short  $1,471.75  $0.00  1  $512.50  0.70%  $512.50  91.11%    $0.00  $0.00
   Buy to Cover  08/28/07 14:50  Profit Target  $1,461.50    $512.50  $6,237.50    ($50.00)  100.00%  91.11%  $0.00  $0.00
 94  Buy  08/29/07 13:30  Buy  $1,476.75  $0.00  1  $512.50  0.69%  $512.50  97.62%    $0.00  $0.00
   Sell  08/29/07 14:40  Profit Target  $1,487.00    $512.50  $6,750.00    ($12.50)  100.00%  97.62%  $0.00  $0.00
 95  Buy  08/30/07 04:00  Buy  $1,488.75  $0.00  1  $512.50  0.69%  $512.50  48.24%    $0.00  $0.00
   Sell  08/30/07 22:30  Profit Target  $1,499.00    $512.50  $7,262.50    ($550.00)  100.00%  48.24%  $0.00  $0.00
 96  Buy  08/31/07 14:40  Buy  $1,508.25  $0.00  1  $512.50  0.68%  $512.50  41.41%    $0.00  $0.00
   Sell  09/04/07 13:50  Profit Target  $1,518.50    $512.50  $7,775.00    ($725.00)  100.00%  41.41%  $0.00  $0.00
 97  Sell Short  09/05/07 09:10  Short  $1,500.50  $0.00  1  $512.50  0.68%  $512.50  52.56%    $0.00  $0.00
   Buy to Cover  09/07/07 07:50  Profit Target  $1,490.25    $512.50  $8,287.50    ($462.50)  100.00%  52.56%  $0.00  $0.00
 98  Buy  09/10/07 03:20  Buy  $1,483.75  $0.00  1  $512.50  0.69%  $512.50  36.61%    $0.00  $0.00
   Sell  09/11/07 13:10  Profit Target  $1,494.00    $512.50  $8,800.00    ($887.50)  100.00%  36.61%  $0.00  $0.00
 99  Buy  09/11/07 15:15  Buy  $1,498.25  $0.00  1  $512.50  0.68%  $512.50  58.57%    $0.00  $0.00
   Sell  09/13/07 08:30  Profit Target  $1,508.50    $512.50  $9,312.50    ($362.50)  100.00%  58.57%  $0.00  $0.00
 100  Buy  09/13/07 09:30  Buy  $1,508.00  $0.00  1  $512.50  0.68%  $512.50  48.24%    $0.00  $0.00
   Sell  09/18/07 13:20  Profit Target  $1,518.25    $512.50  $9,825.00    ($550.00)  100.00%  48.24%  $0.00  $0.00
 101  Buy  09/18/07 13:20  Buy  $1,527.25  $0.00  1  $512.50  0.67%  $512.50  78.85%    $0.00  $0.00
   Sell  09/18/07 13:40  Profit Target  $1,537.50    $512.50  $10,337.50    ($137.50)  100.00%  78.85%  $0.00  $0.00
 102  Buy  09/19/07 03:40  Buy  $1,552.25  $0.00  1  $512.50  0.66%  $512.50  71.93%    $0.00  $0.00
   Sell  09/19/07 10:20  Profit Target  $1,562.50    $512.50  $10,850.00    ($200.00)  100.00%  71.93%  $0.00  $0.00
 103  Sell Short  09/19/07 15:40  Short  $1,550.75  $0.00  1  $512.50  0.66%  $512.50  74.55%    $0.00  $0.00
   Buy to Cover  09/20/07 16:20  Profit Target  $1,540.50    $512.50  $11,362.50    ($175.00)  100.00%  74.55%  $0.00  $0.00
 104  Buy  09/21/07 06:30  Buy  $1,552.25  $0.00  1  $512.50  0.66%  $512.50  32.28%    $0.00  $0.00
   Sell  10/01/07 10:40  Profit Target  $1,562.50    $512.50  $11,875.00    ($1,075.00)  100.00%  32.28%  $0.00  $0.00
 105  Buy  10/02/07 01:10  Buy  $1,569.25  $0.00  1  $512.50  0.65%  $512.50  48.81%    $0.00  $0.00
   Sell  10/05/07 11:00  Profit Target  $1,579.50    $512.50  $12,387.50    ($537.50)  100.00%  48.81%  $0.00  $0.00
 106  Buy  10/05/07 12:50  Buy  $1,581.25  $0.00  1  $512.50  0.65%  $512.50  51.90%    $0.00  $0.00
   Sell  10/11/07 03:10  Profit Target  $1,591.50    $512.50  $12,900.00    ($475.00)  100.00%  51.90%  $0.00  $0.00
 107  Buy  10/11/07 06:30  Buy  $1,595.75  $0.00  1  ($1,362.50)  (1.71%)  $150.00  9.92%    $0.00  $0.00
   Sell  10/11/07 14:40  $ Trailing Stop  $1,568.50    ($1,362.50)  $11,537.50    ($1,362.50)  0.00%  (90.08%)  $0.00  $0.00
 108  Buy  10/12/07 15:10  Buy  $1,585.75  $0.00  1  ($1,400.00)  (1.77%)  $112.50  7.44%    $0.00  $0.00
   Sell  10/16/07 14:10  $ Trailing Stop  $1,557.75    ($1,400.00)  $10,137.50    ($1,400.00)  0.00%  (92.56%)  $0.00  $0.00
 109  Buy  10/17/07 06:20  Buy  $1,569.50  $0.00  1  ($1,325.00)  (1.69%)  $187.50  12.40%    $0.00  $0.00
   Sell  10/19/07 09:40  $ Trailing Stop  $1,543.00    ($1,325.00)  $8,812.50    ($1,325.00)  0.00%  (87.60%)  $0.00  $0.00
 110  Buy  10/22/07 10:50  Buy  $1,517.00  $0.00  1  $512.50  0.68%  $512.50  75.93%    $0.00  $0.00
   Sell  10/22/07 12:40  Profit Target  $1,527.25    $512.50  $9,325.00    ($162.50)  100.00%  75.93%  $0.00  $0.00
 111  Buy  10/22/07 15:10  Buy  $1,526.50  $0.00  1  $512.50  0.67%  $512.50  70.69%    $0.00  $0.00
   Sell  10/23/07 14:50  Profit Target  $1,536.75    $512.50  $9,837.50    ($212.50)  100.00%  70.69%  $0.00  $0.00
 112  Sell Short  10/24/07 02:30  Short  $1,527.00  $0.00  1  $512.50  0.67%  $512.50  59.42%    $0.00  $0.00
   Buy to Cover  10/24/07 10:00  Profit Target  $1,516.75    $512.50  $10,350.00    ($350.00)  100.00%  59.42%  $0.00  $0.00
 113  Sell Short  10/24/07 13:10  Short  $1,510.25  $0.00  1  ($1,412.50)  (1.87%)  $100.00  6.61%    $0.00  $0.00
   Buy to Cover  10/24/07 16:30  $ Trailing Stop  $1,538.50    ($1,412.50)  $8,937.50    ($1,412.50)  0.00%  (93.39%)  $0.00  $0.00
 114  Buy  10/25/07 09:30  Buy  $1,539.50  $0.00  1  $512.50  0.67%  $512.50  31.78%    $0.00  $0.00
   Sell  10/26/07 08:30  Profit Target  $1,549.75    $512.50  $9,450.00    ($1,100.00)  100.00%  31.78%  $0.00  $0.00
 115  Buy  10/28/07 19:30  Buy  $1,558.00  $0.00  1  $512.50  0.66%  $512.50  45.56%    $0.00  $0.00
   Sell  10/31/07 14:00  Profit Target  $1,568.25    $512.50  $9,962.50    ($612.50)  100.00%  45.56%  $0.00  $0.00
 116  Buy  10/31/07 14:00  Buy  $1,567.25  $0.00  1  ($1,450.00)  (1.85%)  $62.50  4.13%    $0.00  $0.00
   Sell  11/01/07 08:50  $ Trailing Stop  $1,538.25    ($1,450.00)  $8,512.50    ($1,450.00)  0.00%  (95.87%)  $0.00  $0.00
 117  Sell Short  11/02/07 13:40  Short  $1,517.00  $0.00  1  $512.50  0.68%  $512.50  41.84%    $0.00  $0.00
   Buy to Cover  11/05/07 13:40  Profit Target  $1,506.75    $512.50  $9,025.00    ($712.50)  100.00%  41.84%  $0.00  $0.00
 118  Buy  11/05/07 18:50  Buy  $1,519.50  $0.00  1  $512.50  0.67%  $512.50  71.93%    $0.00  $0.00
   Sell  11/06/07 13:00  Profit Target  $1,529.75    $512.50  $9,537.50    ($200.00)  100.00%  71.93%  $0.00  $0.00
 119  Sell Short  11/09/07 07:40  Short  $1,471.25  $0.00  1  $512.50  0.70%  $512.50  34.75%    $0.00  $0.00
   Buy to Cover  11/11/07 21:50  Profit Target  $1,461.00    $512.50  $10,050.00    ($962.50)  100.00%  34.75%  $0.00  $0.00
 120  Buy  11/14/07 11:30  Buy  $1,505.25  $0.00  1  ($1,500.00)  (1.99%)  $12.50  0.83%    $0.00  $0.00
   Sell  11/15/07 11:40  $ Trailing Stop  $1,475.25    ($1,500.00)  $8,550.00    ($1,500.00)  0.00%  (99.17%)  $0.00  $0.00
 121  Sell Short  11/19/07 09:10  Short  $1,462.50  $0.00  1  $512.50  0.70%  $512.50  93.18%    $0.00  $0.00
   Buy to Cover  11/19/07 10:10  Profit Target  $1,452.25    $512.50  $9,062.50    ($37.50)  100.00%  93.18%  $0.00  $0.00
 122  Sell Short  11/19/07 12:10  Short  $1,449.75  $0.00  1  $512.50  0.71%  $512.50  35.34%    $0.00  $0.00
   Buy to Cover  11/20/07 12:20  Profit Target  $1,439.50    $512.50  $9,575.00    ($937.50)  100.00%  35.34%  $0.00  $0.00
 123  Sell Short  11/21/07 07:00  Short  $1,440.00  $0.00  1  $512.50  0.71%  $512.50  46.59%    $0.00  $0.00
   Buy to Cover  11/21/07 15:10  Profit Target  $1,429.75    $512.50  $10,087.50    ($587.50)  100.00%  46.59%  $0.00  $0.00
 124  Sell Short  11/26/07 13:00  Short  $1,444.25  $0.00  1  $512.50  0.71%  $512.50  80.39%    $0.00  $0.00
   Buy to Cover  11/26/07 14:20  Profit Target  $1,434.00    $512.50  $10,600.00    ($125.00)  100.00%  80.39%  $0.00  $0.00
 125  Sell Short  11/27/07 09:20  Short  $1,424.50  $0.00  1  ($1,462.50)  (2.05%)  $50.00  3.31%    $0.00  $0.00
   Buy to Cover  11/28/07 07:10  $ Trailing Stop  $1,453.75    ($1,462.50)  $9,137.50    ($1,462.50)  0.00%  (96.69%)  $0.00  $0.00
 126  Sell Short  11/29/07 03:50  Short  $1,477.75  $0.00  1  ($1,262.50)  (1.71%)  $250.00  16.53%    $0.00  $0.00
   Buy to Cover  11/30/07 08:30  $ Trailing Stop  $1,503.00    ($1,262.50)  $7,875.00    ($1,262.50)  0.00%  (83.47%)  $0.00  $0.00
 127  Sell Short  11/30/07 13:50  Short  $1,493.50  $0.00  1  $512.50  0.69%  $512.50  67.21%    $0.00  $0.00
   Buy to Cover  12/04/07 02:40  Profit Target  $1,483.25    $512.50  $8,387.50    ($250.00)  100.00%  67.21%  $0.00  $0.00
 128  Sell Short  12/04/07 05:50  Short  $1,480.50  $0.00  1  ($1,212.50)  (1.64%)  $300.00  19.83%    $0.00  $0.00
   Buy to Cover  12/05/07 17:10  $ Trailing Stop  $1,504.75    ($1,212.50)  $7,175.00    ($1,212.50)  0.00%  (80.17%)  $0.00  $0.00
 129  Buy  12/06/07 13:20  Buy  $1,509.50  $0.00  1  $512.50  0.68%  $512.50  93.18%    $0.00  $0.00
   Sell  12/06/07 14:40  Profit Target  $1,519.75    $512.50  $7,687.50    ($37.50)  100.00%  93.18%  $0.00  $0.00
 130  Buy  12/10/07 07:10  Buy  $1,524.50  $0.00  1  $512.50  0.67%  $512.50  64.06%    $0.00  $0.00
   Sell  12/11/07 00:10  Profit Target  $1,534.75    $512.50  $8,200.00    ($287.50)  100.00%  64.06%  $0.00  $0.00
 131  Sell Short  12/12/07 13:30  Short  $1,502.50  $0.00  1  $512.50  0.68%  $512.50  85.42%    $0.00  $0.00
   Buy to Cover  12/12/07 14:10  Profit Target  $1,492.25    $512.50  $8,712.50    ($87.50)  100.00%  85.42%  $0.00  $0.00
 132  Sell Short  12/13/07 10:00  Short  $1,484.50  $0.00  1  $512.50  0.69%  $512.50  31.30%    $0.00  $0.00
   Buy to Cover  12/16/07 21:40  Profit Target  $1,474.25    $512.50  $9,225.00    ($1,125.00)  100.00%  31.30%  $0.00  $0.00
 133  Buy  12/17/07 09:50  Buy  $1,475.00  $0.00  1  $512.50  0.69%  $512.50  27.15%    $0.00  $0.00
   Sell  12/21/07 01:10  Profit Target  $1,485.25    $512.50  $9,737.50    ($1,375.00)  100.00%  27.15%  $0.00  $0.00
 134  Buy  12/24/07 11:50  Buy  $1,510.00  $0.00  1  ($1,375.00)  (1.82%)  $137.50  9.09%    $0.00  $0.00
   Sell  12/31/07 08:40  $ Trailing Stop  $1,482.50    ($1,375.00)  $8,362.50    ($1,375.00)  0.00%  (90.91%)  $0.00  $0.00
 135  Sell Short  01/03/08 08:50  Short  $1,457.00  $0.00  1  $512.50  0.70%  $512.50  51.90%    $0.00  $0.00
   Buy to Cover  01/04/08 07:40  Profit Target  $1,446.75    $512.50  $8,875.00    ($475.00)  100.00%  51.90%  $0.00  $0.00
 136  Sell Short  01/07/08 03:00  Short  $1,424.75  $0.00  1  $512.50  0.72%  $512.50  52.56%    $0.00  $0.00
   Buy to Cover  01/07/08 09:30  Profit Target  $1,414.50    $512.50  $9,387.50    ($462.50)  100.00%  52.56%  $0.00  $0.00
 137  Sell Short  01/07/08 13:10  Short  $1,419.25  $0.00  1  $512.50  0.72%  $512.50  33.61%    $0.00  $0.00
   Buy to Cover  01/08/08 14:30  Profit Target  $1,409.00    $512.50  $9,900.00    ($1,012.50)  100.00%  33.61%  $0.00  $0.00
 138  Sell Short  01/09/08 06:20  Short  $1,401.25  $0.00  1  $512.50  0.73%  $512.50  57.75%    $0.00  $0.00
   Buy to Cover  01/09/08 12:50  Profit Target  $1,391.00    $512.50  $10,412.50    ($375.00)  100.00%  57.75%  $0.00  $0.00
 139  Sell Short  01/15/08 15:40  Short  $1,379.75  $0.00  1  $512.50  0.74%  $512.50  34.45%    $0.00  $0.00
   Buy to Cover  01/17/08 09:20  Profit Target  $1,369.50    $512.50  $10,925.00    ($975.00)  100.00%  34.45%  $0.00  $0.00
 140  Sell Short  01/17/08 09:20  Short  $1,366.50  $0.00  1  $512.50  0.75%  $512.50  68.33%    $0.00  $0.00
   Buy to Cover  01/17/08 11:10  Profit Target  $1,356.25    $512.50  $11,437.50    ($237.50)  100.00%  68.33%  $0.00  $0.00
 141  Sell Short  01/17/08 13:30  Short  $1,350.25  $0.00  1  $512.50  0.76%  $512.50  59.42%    $0.00  $0.00
   Buy to Cover  01/17/08 14:40  Profit Target  $1,340.00    $512.50  $11,950.00    ($350.00)  100.00%  59.42%  $0.00  $0.00
 142  Sell Short  01/18/08 12:20  Short  $1,324.00  $0.00  1  $512.50  0.77%  $512.50  51.90%    $0.00  $0.00
   Buy to Cover  01/21/08 01:30  Profit Target  $1,313.75    $512.50  $12,462.50    ($475.00)  100.00%  51.90%  $0.00  $0.00
 143  Sell Short  01/21/08 04:50  Short  $1,284.75  $0.00  1  $512.50  0.80%  $512.50  95.35%    $0.00  $0.00
   Buy to Cover  01/21/08 05:00  Profit Target  $1,274.50    $512.50  $12,975.00    ($25.00)  100.00%  95.35%  $0.00  $0.00
 144  Sell Short  01/23/08 23:30  Short  $1,349.00  $0.00  1  $512.50  0.76%  $512.50  80.39%    $0.00  $0.00
   Buy to Cover  01/24/08 02:20  Profit Target  $1,338.75    $512.50  $13,487.50    ($125.00)  100.00%  80.39%  $0.00  $0.00
 145  Sell Short  01/24/08 07:10  Short  $1,344.25  $0.00  1  ($1,150.00)  (1.71%)  $362.50  23.97%    $0.00  $0.00
   Buy to Cover  01/25/08 02:10  $ Trailing Stop  $1,367.25    ($1,150.00)  $12,337.50    ($1,150.00)  0.00%  (76.03%)  $0.00  $0.00
 146  Sell Short  01/25/08 06:20  Short  $1,361.75  $0.00  1  $512.50  0.75%  $512.50  48.81%    $0.00  $0.00
   Buy to Cover  01/25/08 10:10  Profit Target  $1,351.50    $512.50  $12,850.00    ($537.50)  100.00%  48.81%  $0.00  $0.00
 147  Sell Short  01/29/08 21:20  Short  $1,361.00  $0.00  1  ($1,200.00)  (1.76%)  $312.50  20.66%    $0.00  $0.00
   Buy to Cover  01/30/08 14:10  $ Trailing Stop  $1,385.00    ($1,200.00)  $11,650.00    ($1,200.00)  0.00%  (79.34%)  $0.00  $0.00
 148  Sell Short  02/04/08 11:30  Short  $1,386.75  $0.00  1  $512.50  0.74%  $512.50  78.85%    $0.00  $0.00
   Buy to Cover  02/05/08 06:30  Profit Target  $1,376.50    $512.50  $12,162.50    ($137.50)  100.00%  78.85%  $0.00  $0.00
 149  Sell Short  02/05/08 12:30  Short  $1,350.25  $0.00  1  $512.50  0.76%  $512.50  71.93%    $0.00  $0.00
   Buy to Cover  02/05/08 14:50  Profit Target  $1,340.00    $512.50  $12,675.00    ($200.00)  100.00%  71.93%  $0.00  $0.00
 150  Sell Short  02/05/08 14:50  Short  $1,341.00  $0.00  1  $512.50  0.76%  $512.50  42.27%    $0.00  $0.00
   Buy to Cover  02/06/08 14:20  Profit Target  $1,330.75    $512.50  $13,187.50    ($700.00)  100.00%  42.27%  $0.00  $0.00
 151  Sell Short  02/06/08 16:00  Short  $1,327.50  $0.00  1  $512.50  0.77%  $512.50  57.75%    $0.00  $0.00
   Buy to Cover  02/07/08 07:00  Profit Target  $1,317.25    $512.50  $13,700.00    ($375.00)  100.00%  57.75%  $0.00  $0.00
 152  Sell Short  02/08/08 07:50  Short  $1,331.00  $0.00  1  ($1,062.50)  (1.60%)  $450.00  29.75%    $0.00  $0.00
   Buy to Cover  02/12/08 07:10  $ Trailing Stop  $1,352.25    ($1,062.50)  $12,637.50    ($1,062.50)  0.00%  (70.25%)  $0.00  $0.00
 153  Sell Short  02/12/08 17:10  Short  $1,350.75  $0.00  1  $512.50  0.76%  $512.50  31.30%    $0.00  $0.00
   Buy to Cover  02/15/08 07:40  Profit Target  $1,340.50    $512.50  $13,150.00    ($1,125.00)  100.00%  31.30%  $0.00  $0.00
 154  Sell Short  02/15/08 10:50  Short  $1,342.00  $0.00  1  ($1,412.50)  (2.11%)  $100.00  6.61%    $0.00  $0.00
   Buy to Cover  02/18/08 10:30  $ Trailing Stop  $1,370.25    ($1,412.50)  $11,737.50    ($1,412.50)  0.00%  (93.39%)  $0.00  $0.00
 155  Sell Short  02/19/08 11:50  Short  $1,359.25  $0.00  1  $512.50  0.75%  $512.50  60.29%    $0.00  $0.00
   Buy to Cover  02/19/08 14:10  Profit Target  $1,349.00    $512.50  $12,250.00    ($337.50)  100.00%  60.29%  $0.00  $0.00
 156  Sell Short  02/21/08 14:10  Short  $1,344.75  $0.00  1  $512.50  0.76%  $512.50  54.67%    $0.00  $0.00
   Buy to Cover  02/22/08 09:40  Profit Target  $1,334.50    $512.50  $12,762.50    ($425.00)  100.00%  54.67%  $0.00  $0.00
 157  Sell Short  02/27/08 02:30  Short  $1,382.75  $0.00  1  $512.50  0.74%  $512.50  53.25%    $0.00  $0.00
   Buy to Cover  02/28/08 07:40  Profit Target  $1,372.50    $512.50  $13,275.00    ($450.00)  100.00%  53.25%  $0.00  $0.00
 158  Sell Short  02/28/08 10:20  Short  $1,369.50  $0.00  1  $512.50  0.75%  $512.50  59.42%    $0.00  $0.00
   Buy to Cover  02/28/08 19:50  Profit Target  $1,359.25    $512.50  $13,787.50    ($350.00)  100.00%  59.42%  $0.00  $0.00
 159  Sell Short  02/29/08 08:50  Short  $1,349.25  $0.00  1  $512.50  0.76%  $512.50  80.39%    $0.00  $0.00
   Buy to Cover  02/29/08 13:00  Profit Target  $1,339.00    $512.50  $14,300.00    ($125.00)  100.00%  80.39%  $0.00  $0.00
 160  Sell Short  03/02/08 17:10  Short  $1,329.25  $0.00  1  $512.50  0.77%  $512.50  50.62%    $0.00  $0.00
   Buy to Cover  03/04/08 05:40  Profit Target  $1,319.00    $512.50  $14,812.50    ($500.00)  100.00%  50.62%  $0.00  $0.00
 161  Sell Short  03/04/08 09:50  Short  $1,318.75  $0.00  1  ($1,012.50)  (1.54%)  $500.00  33.06%    $0.00  $0.00
   Buy to Cover  03/05/08 09:10  $ Trailing Stop  $1,339.00    ($1,012.50)  $13,800.00    ($1,012.50)  0.00%  (66.94%)  $0.00  $0.00
 162  Sell Short  03/06/08 09:00  Short  $1,325.00  $0.00  1  $512.50  0.77%  $512.50  89.13%    $0.00  $0.00
   Buy to Cover  03/06/08 11:20  Profit Target  $1,314.75    $512.50  $14,312.50    ($62.50)  100.00%  89.13%  $0.00  $0.00
 163  Sell Short  03/06/08 14:10  Short  $1,311.00  $0.00  1  $512.50  0.78%  $512.50  60.29%    $0.00  $0.00
   Buy to Cover  03/07/08 03:10  Profit Target  $1,300.75    $512.50  $14,825.00    ($337.50)  100.00%  60.29%  $0.00  $0.00
 164  Sell Short  03/09/08 17:50  Short  $1,289.00  $0.00  1  $512.50  0.80%  $512.50  45.56%    $0.00  $0.00
   Buy to Cover  03/10/08 13:10  Profit Target  $1,278.75    $512.50  $15,337.50    ($612.50)  100.00%  45.56%  $0.00  $0.00
 165  Sell Short  03/10/08 15:50  Short  $1,275.25  $0.00  1  ($1,450.00)  (2.27%)  $62.50  4.13%    $0.00  $0.00
   Buy to Cover  03/11/08 07:50  $ Trailing Stop  $1,304.25    ($1,450.00)  $13,887.50    ($1,450.00)  0.00%  (95.87%)  $0.00  $0.00
 166  Sell Short  03/12/08 11:30  Short  $1,326.00  $0.00  1  $512.50  0.77%  $512.50  82.00%    $0.00  $0.00
   Buy to Cover  03/12/08 14:40  Profit Target  $1,315.75    $512.50  $14,400.00    ($112.50)  100.00%  82.00%  $0.00  $0.00
 167  Sell Short  03/13/08 20:10  Short  $1,315.75  $0.00  1  $512.50  0.78%  $512.50  93.18%    $0.00  $0.00
   Buy to Cover  03/13/08 23:00  Profit Target  $1,305.50    $512.50  $14,912.50    ($37.50)  100.00%  93.18%  $0.00  $0.00
 168  Sell Short  03/16/08 19:00  Short  $1,278.75  $0.00  1  $512.50  0.80%  $512.50  83.67%    $0.00  $0.00
   Buy to Cover  03/16/08 19:40  Profit Target  $1,268.50    $512.50  $15,425.00    ($100.00)  100.00%  83.67%  $0.00  $0.00
 169  Sell Short  03/19/08 02:20  Short  $1,330.75  $0.00  1  $512.50  0.77%  $512.50  95.35%    $0.00  $0.00
   Buy to Cover  03/19/08 06:10  Profit Target  $1,320.50    $512.50  $15,937.50    ($25.00)  100.00%  95.35%  $0.00  $0.00
 170  Sell Short  03/25/08 01:00  Short  $1,350.75  $0.00  1  $512.50  0.76%  $512.50  54.67%    $0.00  $0.00
   Buy to Cover  03/26/08 09:40  Profit Target  $1,340.50    $512.50  $16,450.00    ($425.00)  100.00%  54.67%  $0.00  $0.00
 171  Sell Short  03/26/08 12:00  Short  $1,340.50  $0.00  1  $512.50  0.76%  $512.50  53.95%    $0.00  $0.00
   Buy to Cover  03/27/08 09:40  Profit Target  $1,330.25    $512.50  $16,962.50    ($437.50)  100.00%  53.95%  $0.00  $0.00
 172  Sell Short  03/28/08 11:20  Short  $1,328.00  $0.00  1  $512.50  0.77%  $512.50  78.85%    $0.00  $0.00
   Buy to Cover  03/28/08 14:20  Profit Target  $1,317.75    $512.50  $17,475.00    ($137.50)  100.00%  78.85%  $0.00  $0.00
 173  Sell Short  03/31/08 01:40  Short  $1,315.75  $0.00  1  ($1,187.50)  (1.81%)  $325.00  21.49%    $0.00  $0.00
   Buy to Cover  04/01/08 08:10  $ Trailing Stop  $1,339.50    ($1,187.50)  $16,287.50    ($1,187.50)  0.00%  (78.51%)  $0.00  $0.00
 174  Sell Short  04/03/08 07:40  Short  $1,363.00  $0.00  1  $512.50  0.75%  $512.50  28.47%    $0.00  $0.00
   Buy to Cover  04/09/08 12:10  Profit Target  $1,352.75    $512.50  $16,800.00    ($1,287.50)  100.00%  28.47%  $0.00  $0.00
 175  Sell Short  04/09/08 14:10  Short  $1,353.00  $0.00  1  $512.50  0.76%  $512.50  39.05%    $0.00  $0.00
   Buy to Cover  04/11/08 11:30  Profit Target  $1,342.75    $512.50  $17,312.50    ($800.00)  100.00%  39.05%  $0.00  $0.00
 176  Sell Short  04/14/08 10:30  Short  $1,329.25  $0.00  1  ($1,287.50)  (1.94%)  $225.00  14.88%    $0.00  $0.00
   Buy to Cover  04/16/08 09:40  $ Trailing Stop  $1,355.00    ($1,287.50)  $16,025.00    ($1,287.50)  0.00%  (85.12%)  $0.00  $0.00
 177  Sell Short  04/17/08 06:20  Short  $1,364.00  $0.00  1  ($1,225.00)  (1.80%)  $287.50  19.01%    $0.00  $0.00
   Buy to Cover  04/18/08 06:40  $ Trailing Stop  $1,388.50    ($1,225.00)  $14,800.00    ($1,225.00)  0.00%  (80.99%)  $0.00  $0.00
 178  Buy  04/18/08 11:00  Buy  $1,394.25  $0.00  1  ($1,325.00)  (1.90%)  $187.50  12.40%    $0.00  $0.00
   Sell  04/24/08 06:00  $ Trailing Stop  $1,367.75    ($1,325.00)  $13,475.00    ($1,325.00)  0.00%  (87.60%)  $0.00  $0.00
 179  Buy  04/24/08 10:30  Buy  $1,380.75  $0.00  1  $512.50  0.74%  $512.50  95.35%    $0.00  $0.00
   Sell  04/24/08 11:10  Profit Target  $1,391.00    $512.50  $13,987.50    ($25.00)  100.00%  95.35%  $0.00  $0.00
 180  Buy  04/25/08 07:10  Buy  $1,394.25  $0.00  1  $512.50  0.74%  $512.50  42.27%