TRADE TABLE (XLB)MATERIALS INDX  1/1/2007 TO LAST
LONG GAIN/LOSS		$27.00	109.0%		CURRENT TOTAL PROFIT
SHORT-GAIN/LOSS		$41.20	151.8%		NET PROFIT	$  68.20	260.8%
MAX UNREALISED GAIN ( BUY)		$  4.40			BUY SIGNALS	48	109.0%
MAX DRAWDOWN (BUY)		$ (1.40)			SELL SIGNALS	49	152.0%
MAX UNREALISED GAIN ( SELL)		$14.90			TRADES	97
MAX DRAWDOWN (SELL)		$ (3.20)			LONG WINS	36	75.0%
TOTAL UNRECOGNIZED GAIN		$19.30			SHORT WINS	35	71.0%
BUY/	TRADE	TRADE	CLOSE	CLOSE	TRADE	CUM	DAYS IN
SELL	DATE	PRICE	DATE	PRICE	P/L	GAIN	TRADE
BUY	01/23/07	35.85	02/26/07	38.75	8.1%	8.1%	34
SELL	02/26/07	38.75	03/13/07	36.52	6.1%	14.2%	15
BUY	03/13/07	36.52	03/15/07	37.45	2.5%	16.7%	2
SELL	03/15/07	37.45	03/16/07	37.10	0.9%	17.6%	1
BUY	03/16/07	37.10	04/30/07	38.62	4.1%	21.7%	45
SELL	04/30/07	38.62	05/02/07	38.92	-0.8%	20.9%	2
BUY	05/02/07	38.92	05/23/07	40.28	3.5%	24.4%	21
SELL	05/23/07	40.28	05/24/07	39.85	1.1%	25.5%	1
BUY	05/24/07	39.85	06/06/07	40.55	1.8%	27.3%	13
SELL	06/06/07	40.55	06/08/07	40.40	0.4%	27.7%	2
BUY	06/08/07	40.40	06/11/07	40.05	-0.9%	26.8%	3
SELL	06/11/07	40.05	06/12/07	39.56	1.2%	28.0%	1
BUY	06/12/07	39.56	06/19/07	41.30	4.4%	32.4%	7
SELL	06/19/07	41.30	06/20/07	40.78	1.3%	33.7%	1
BUY	06/20/07	40.78	06/27/07	40.10	-1.7%	32.0%	7
SELL	06/27/07	40.10	07/05/07	41.25	-2.8%	29.2%	8
BUY	07/05/07	41.25	07/09/07	41.70	1.1%	30.3%	4
SELL	07/09/07	41.70	07/10/07	41.10	1.5%	31.8%	1
BUY	07/10/07	41.10	07/25/07	41.20	0.2%	32.0%	15
SELL	07/25/07	41.20	08/23/07	38.50	7.0%	39.0%	29
BUY	08/23/07	38.50	08/27/07	39.05	1.4%	40.4%	4
SELL	08/27/07	39.05	08/28/07	38.15	2.4%	42.8%	1
BUY	08/28/07	38.15	09/06/07	39.55	3.7%	46.5%	9
SELL	09/06/07	39.55	09/12/07	39.10	1.2%	47.7%	6
BUY	09/12/07	39.10	10/15/07	43.10	10.2%	57.9%	33
SELL	10/15/07	43.10	10/17/07	42.32	1.8%	59.7%	2
BUY	10/17/07	42.32	10/18/07	42.65	0.8%	60.5%	1
SELL	10/18/07	42.65	10/25/07	42.48	0.4%	60.9%	7
BUY	10/25/07	42.48	10/29/07	43.76	3.0%	63.9%	4
SELL	10/29/07	43.76	10/30/07	42.73	2.4%	66.3%	1
BUY	10/30/07	42.73	10/31/07	43.86	2.6%	68.9%	1
SELL	10/31/07	43.86	11/05/07	42.22	3.9%	72.8%	5
BUY	11/05/07	42.22	11/06/07	43.21	2.3%	75.1%	1
SELL	11/06/07	43.21	11/27/07	39.00	10.8%	85.9%	21
BUY	11/27/07	39.00	11/29/07	41.26	5.8%	91.7%	2
SELL	11/29/07	41.26	11/30/07	41.65	-0.9%	90.8%	1
BUY	11/30/07	41.65	12/14/07	41.96	0.7%	91.5%	14
SELL	12/14/07	41.96	12/26/07	42.72	-1.8%	89.7%	12
BUY	12/26/07	42.72	12/28/07	41.95	-1.8%	87.9%	2
SELL	12/28/07	41.95	01/02/08	41.30	1.6%	89.5%	5
BUY	01/02/08	41.30	01/03/08	42.05	1.8%	91.3%	1
SELL	01/03/08	42.05	01/30/08	39.25	7.1%	98.4%	27
BUY	01/30/08	39.25	02/28/08	42.23	7.6%	106.0%	29
SELL	02/28/08	42.23	03/17/08	39.95	5.7%	111.7%	18
BUY	03/17/08	39.95	03/18/08	41.35	3.5%	115.2%	1
SELL	03/18/08	41.35	03/24/08	39.66	4.3%	119.5%	6
BUY	03/24/08	39.66	03/26/08	40.67	2.5%	122.0%	2
SELL	03/26/08	40.67	03/31/08	40.17	1.2%	123.2%	5
BUY	03/31/08	40.17	04/30/08	42.31	5.3%	128.5%	30
SELL	04/30/08	42.31	05/07/08	43.26	-2.2%	126.3%	7
BUY	05/07/08	43.26	05/22/08	44.48	2.8%	129.1%	15
SELL	05/22/08	44.48	05/27/08	43.67	1.9%	131.0%	5
BUY	05/27/08	43.67	05/30/08	44.51	1.9%	132.9%	3
SELL	05/30/08	44.51	06/05/08	45.51	-2.2%	130.7%	6
BUY	06/05/08	45.51	06/11/08	43.48	-4.5%	126.2%	6
SELL	06/11/08	43.48	06/17/08	44.74	-2.8%	123.4%	6
BUY	06/17/08	44.74	06/19/08	44.52	-0.5%	122.9%	2
SELL	06/19/08	44.52	07/17/08	39.87	11.7%	134.6%	28
BUY	07/17/08	39.87	07/23/08	39.97	0.3%	134.9%	6
SELL	07/23/08	39.97	07/28/08	38.97	2.6%	137.5%	5
BUY	07/28/08	38.97	08/01/08	39.65	1.7%	139.2%	4
SELL	08/01/08	39.65	08/07/08	38.63	2.6%	141.8%	6
BUY	08/07/08	38.63	08/11/08	38.52	-0.3%	141.5%	4
SELL	08/11/08	38.52	08/18/08	38.99	-1.2%	140.3%	7
BUY	08/18/08	38.99	08/29/08	39.75	1.9%	142.2%	11
SELL	08/29/08	39.75	09/23/08	36.91	7.7%	149.9%	25
BUY	09/23/08	36.91	09/25/08	36.08	-2.2%	147.7%	2
SELL	09/25/08	36.08	10/29/08	24.85	45.2%	192.9%	34
BUY	10/29/08	24.85	10/31/08	25.92	4.3%	197.2%	2
SELL	10/31/08	25.92	11/05/08	25.88	0.2%	197.4%	5
BUY	11/05/08	25.88	11/11/08	23.89	-7.7%	189.7%	6
SELL	11/11/08	23.89	11/25/08	22.04	8.4%	198.1%	14
BUY	11/25/08	22.04	11/28/08	23.15	5.0%	203.1%	3
SELL	11/28/08	23.15	12/04/08	21.53	7.5%	210.6%	6
BUY	12/04/08	21.53	12/22/08	21.95	2.0%	212.6%	18
SELL	12/22/08	21.95	12/30/08	22.35	-1.8%	210.8%	8
BUY	12/30/08	22.35	12/31/08	22.74	1.7%	212.5%	1
SELL	12/31/08	22.74	01/05/09	23.62	-3.7%	208.8%	5
BUY	01/05/09	23.62	01/09/09	23.34	-1.2%	207.6%	4
SELL	01/09/09	23.34	02/03/09	21.16	10.3%	217.9%	25
BUY	02/03/09	21.16	02/09/09	22.57	6.7%	224.6%	6
SELL	02/09/09	22.57	03/13/09	20.35	10.9%	235.5%	32
BUY	03/13/09	20.35	04/17/09	24.45	20.1%	255.6%	35
SELL	04/17/09	24.45	04/21/09	23.79	2.8%	258.4%	4
BUY	04/21/09	23.79	05/14/09	25.74	8.2%	266.6%	23
SELL	10/01/09	79.59	09/15/10	78.81	1.0%	267.6%	1
CASH	09/15/10
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE
FALSE	FALSE	FALSE	FALSE	FALSE	FALSE	0.0%	FALSE