TRADE TABLE (XLB)MATERIALS INDX  1/1/2007 TO LAST
LONG GAIN/LOSS		$55.40	148.9%		CURRENT TOTAL PROFIT
SHORT-GAIN/LOSS		$47.80	168.2%		NET PROFIT	$103.20	#####
MAX UNREALISED GAIN ( BUY)		$  8.20			BUY SIGNALS	52	#####
MAX DRAWDOWN (BUY)		$ (2.00)			SELL SIGNALS	51	#####
MAX UNREALISED GAIN ( SELL)		$18.60			TRADES	103
MAX DRAWDOWN (SELL)		$ (2.80)			LONG WINS	39	75.0%
TOTAL UNRECOGNIZED GAIN		$26.80			SHORT WINS	32	63.0%
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	03/16/07	37.1	4.4%	12.5%	18
BUY	03/16/07	37.1	04/30/07	38.62	4.1%	16.6%	45
SELL	04/30/07	38.62	05/02/07	38.92	-0.8%	15.8%	2
BUY	05/02/07	38.92	05/23/07	40.28	3.5%	19.3%	21
SELL	05/23/07	40.28	05/24/07	39.85	1.1%	20.4%	1
BUY	05/24/07	39.85	06/06/07	40.55	1.8%	22.2%	13
SELL	06/06/07	40.55	06/07/07	39.64	2.3%	24.5%	1
BUY	06/07/07	39.64	06/11/07	40.05	1.0%	25.5%	4
SELL	06/11/07	40.05	06/12/07	39.56	1.2%	26.7%	1
BUY	06/12/07	39.56	06/28/07	40.25	1.7%	28.4%	16
SELL	06/28/07	40.25	07/02/07	41.15	-2.2%	26.2%	4
BUY	07/02/07	41.15	07/09/07	41.7	1.3%	27.5%	7
SELL	07/09/07	41.7	07/10/07	41.1	1.5%	29.0%	1
BUY	07/10/07	41.1	07/25/07	41.2	0.2%	29.2%	15
SELL	07/25/07	41.2	08/23/07	38.5	7.0%	36.2%	29
BUY	08/23/07	38.5	08/27/07	39.05	1.4%	37.6%	4
SELL	08/27/07	39.05	08/28/07	38.15	2.4%	40.0%	1
BUY	08/28/07	38.15	09/06/07	39.55	3.7%	43.7%	9
SELL	09/06/07	39.55	09/12/07	39.1	1.2%	44.9%	6
BUY	09/12/07	39.1	10/15/07	43.1	10.2%	55.1%	33
SELL	10/15/07	43.1	10/17/07	42.32	1.8%	56.9%	2
BUY	10/17/07	42.32	10/18/07	42.65	0.8%	57.7%	1
SELL	10/18/07	42.65	10/25/07	42.48	0.4%	58.1%	7
BUY	10/25/07	42.48	10/31/07	43.86	3.2%	61.3%	6
SELL	10/31/07	43.86	11/05/07	42.22	3.9%	65.2%	5
BUY	11/05/07	42.22	11/06/07	43.21	2.3%	67.5%	1
SELL	11/06/07	43.21	11/27/07	39	10.8%	78.3%	21
BUY	11/27/07	39	12/14/07	41.96	7.6%	85.9%	17
SELL	12/14/07	41.96	12/26/07	42.72	-1.8%	84.1%	12
BUY	12/26/07	42.72	12/28/07	41.95	-1.8%	82.3%	2
SELL	12/28/07	41.95	01/02/08	41.3	1.6%	83.9%	5
BUY	01/02/08	41.3	01/03/08	42.05	1.8%	85.7%	1
SELL	01/03/08	42.05	01/30/08	39.25	7.1%	92.8%	27
BUY	01/30/08	39.25	03/05/08	41.69	6.2%	99.0%	35
SELL	03/05/08	41.69	03/17/08	39.95	4.4%	103.4%	12
BUY	03/17/08	39.95	03/18/08	41.35	3.5%	106.9%	1
SELL	03/18/08	41.35	03/25/08	40.85	1.2%	108.1%	7
BUY	03/25/08	40.85	03/26/08	40.67	-0.4%	107.7%	1
SELL	03/26/08	40.67	04/01/08	41.45	-1.9%	105.8%	6
BUY	04/01/08	41.45	04/30/08	42.31	2.1%	107.9%	29
SELL	04/30/08	42.31	05/06/08	43.75	-3.3%	104.6%	6
BUY	05/06/08	43.75	05/22/08	44.48	1.7%	106.3%	16
SELL	05/22/08	44.48	05/27/08	43.67	1.9%	108.2%	5
BUY	05/27/08	43.67	05/30/08	44.51	1.9%	110.1%	3
SELL	05/30/08	44.51	06/05/08	45.51	-2.2%	107.9%	6
BUY	06/05/08	45.51	06/11/08	43.48	-4.5%	103.4%	6
SELL	06/11/08	43.48	06/13/08	44.54	-2.4%	101.0%	2
BUY	06/13/08	44.54	06/19/08	44.52	0.0%	101.0%	6
SELL	06/19/08	44.52	07/18/08	39.6	12.4%	113.4%	29
BUY	07/18/08	39.6	07/22/08	40.48	2.2%	115.6%	4
SELL	07/22/08	40.48	07/29/08	39.74	1.9%	117.5%	7
BUY	07/29/08	39.74	08/01/08	39.65	-0.2%	117.3%	3
SELL	08/01/08	39.65	08/07/08	38.63	2.6%	119.9%	6
BUY	08/07/08	38.63	08/11/08	38.52	-0.3%	119.6%	4
SELL	08/11/08	38.52	08/18/08	38.99	-1.2%	118.4%	7
BUY	08/18/08	38.99	08/29/08	39.75	1.9%	120.3%	11
SELL	08/29/08	39.75	10/29/08	24.85	60.0%	180.3%	61
BUY	10/29/08	24.85	10/31/08	25.92	4.3%	184.6%	2
SELL	10/31/08	25.92	11/05/08	25.88	0.2%	184.8%	5
BUY	11/05/08	25.88	11/11/08	23.89	-7.7%	177.1%	6
SELL	11/11/08	23.89	11/25/08	22.04	8.4%	185.5%	14
BUY	11/25/08	22.04	11/28/08	23.15	5.0%	190.5%	3
SELL	11/28/08	23.15	12/04/08	21.53	7.5%	198.0%	6
BUY	12/04/08	21.53	12/22/08	21.95	2.0%	200.0%	18
SELL	12/22/08	21.95	12/29/08	21.76	0.9%	200.9%	7
BUY	12/29/08	21.76	12/31/08	22.74	4.5%	205.4%	2
SELL	12/31/08	22.74	01/05/09	23.62	-3.7%	201.7%	5
BUY	01/05/09	23.62	01/09/09	23.34	-1.2%	200.5%	4
SELL	01/09/09	23.34	02/03/09	21.16	10.3%	210.8%	25
BUY	02/03/09	21.16	02/09/09	22.57	6.7%	217.5%	6
SELL	02/09/09	22.57	03/09/09	18.18	24.1%	241.6%	28
BUY	03/09/09	18.18	03/11/09	19.77	8.7%	250.3%	2
SELL	03/11/09	19.77	03/12/09	20.26	-2.4%	247.9%	1
BUY	03/12/09	20.26	04/17/09	24.45	20.7%	268.6%	36
SELL	04/17/09	24.45	04/21/09	23.79	2.8%	271.4%	4
BUY	04/21/09	23.79	05/14/09	25.74	8.2%	279.6%	23
SELL	05/14/09	25.74	05/29/09	27.17	-5.3%	274.3%	15
BUY	05/29/09	27.17	06/17/09	26.05	-4.1%	270.2%	19
SELL	06/17/09	26.05	07/16/09	26.48	-1.6%	268.6%	29
BUY	07/16/09	26.48	07/29/09	27.97	5.6%	274.2%	13
SELL	07/29/09	27.97	09/14/09	31.18	-10.3%	263.9%	47
BUY	09/14/09	31.18	09/30/09	30.94	-0.8%	263.1%	16
SELL	09/30/09	30.94	10/09/09	31.5	-1.8%	261.3%	9
BUY	10/09/09	31.5	10/23/09	31.55	0.2%	261.5%	14
SELL	10/23/09	31.55	11/11/09	32.04	-1.5%	260.0%	19
BUY	11/11/09	32.04	12/17/09	32.19	0.5%	260.5%	36
SELL	12/17/09	32.19	12/21/09	32.46	-0.8%	259.7%	4
BUY	12/21/09	32.46	01/20/10	33.73	3.9%	263.6%	30
SELL	01/20/10	33.73	02/12/10	30.97	8.9%	272.5%	23
BUY	02/12/10	30.97	04/16/10	34.33	10.8%	283.3%	63
SELL	04/16/10	34.33	06/21/10	31.14	10.2%	293.5%	66
BUY	06/21/10	31.14	06/28/10	29.76	-4.4%	289.1%	7
SELL	06/28/10	29.76	07/14/10	30.7	-3.1%	286.0%	16
BUY	07/14/10	30.7	08/10/10	32.34	5.3%	291.3%	27
SELL	08/10/10	32.34	08/27/10	31.38	3.1%	294.4%	17
BUY	08/27/10	31.38	08/31/10	31.04	-1.1%	293.3%	4
SELL	08/31/10	31.04	09/03/10	32.73	-5.2%	288.1%	3
BUY	09/03/10	32.73	06/23/11	37.71	15.2%	303.3%	293
SELL	06/23/11	37.71	06/28/11	38.28	-1.5%	301.8%	5
BUY	06/28/11	38.28	07/18/11	39.1	2.1%	303.9%	20
SELL	07/18/11	39.1	08/04/11	34.4	13.7%	317.6%	17
BUY	10/21/11	33.37	OPEN	33.21	-0.5%	317.1%	55