| TRADE TABLE FOR (DIA)DJ30 FROM 1/1/2007 TO LAST | |||||||
| LONG GAIN/LOSS | $ 88.80 | 91.6% | CURRENT TOTAL PROFIT | ||||
| SHORT-GAIN/LOSS | $122.20 | 123.5% | NET PROFIT | $211.00 | 215.1% | ||
| MAX UNREALISED GAIN ( BUY) | $ 15.60 | BUY SIGNALS | 48 | 92.0% | |||
| MAX DRAWDOWN (BUY) | $ (4.00) | SELL SIGNALS | 49 | 124.0% | |||
| MAX UNREALISED GAIN ( SELL) | $ 33.30 | TRADES | 97 | ||||
| MAX DRAWDOWN (SELL) | $ (5.70) | LONG WINS | 38 | 74.0% | |||
| TOTAL UNRECOGNIZED GAIN | $ 48.90 | SHORT WINS | 33 | 52.0% | |||
| BUY/ | TRADE | TRADE | CLOSE | CLOSE | TRADE | CUM | DAYS IN |
| SELL | DATE | PRICE | DATE | PRICE | P/L | GAIN | TRADE |
| BUY | 01/22/07 | 124.75 | 01/26/07 | 124.77 | 0.0% | 0.0% | 4 |
| SELL | 01/26/07 | 124.77 | 01/30/07 | 125.16 | -0.3% | -0.3% | 4 |
| BUY | 01/30/07 | 125.16 | 02/22/07 | 126.79 | 1.3% | 1.0% | 23 |
| SELL | 02/22/07 | 126.79 | 03/16/07 | 121.05 | 4.7% | 5.7% | 22 |
| BUY | 03/16/07 | 121.05 | 06/05/07 | 135.98 | 12.3% | 18.0% | 81 |
| SELL | 06/05/07 | 135.98 | 06/20/07 | 134.85 | 0.8% | 18.8% | 15 |
| BUY | 06/20/07 | 134.85 | 06/22/07 | 133.97 | -0.7% | 18.1% | 2 |
| SELL | 06/22/07 | 133.97 | 06/26/07 | 132.80 | 0.9% | 19.0% | 4 |
| BUY | 06/26/07 | 132.80 | 06/27/07 | 134.12 | 1.0% | 20.0% | 1 |
| SELL | 06/27/07 | 134.12 | 07/05/07 | 135.56 | -1.1% | 18.9% | 8 |
| BUY | 07/05/07 | 135.56 | 07/06/07 | 136.13 | 0.4% | 19.3% | 1 |
| SELL | 07/06/07 | 136.13 | 07/09/07 | 136.48 | -0.3% | 19.0% | 3 |
| BUY | 07/09/07 | 136.48 | 07/23/07 | 139.21 | 2.0% | 21.0% | 14 |
| SELL | 07/23/07 | 139.21 | 07/24/07 | 137.27 | 1.4% | 22.4% | 1 |
| BUY | 07/24/07 | 137.27 | 07/25/07 | 137.50 | 0.2% | 22.6% | 1 |
| SELL | 07/25/07 | 137.50 | 08/23/07 | 132.17 | 4.0% | 26.6% | 29 |
| BUY | 08/23/07 | 132.17 | 08/27/07 | 133.12 | 0.7% | 27.3% | 4 |
| SELL | 08/27/07 | 133.12 | 08/28/07 | 130.49 | 2.0% | 29.3% | 1 |
| BUY | 08/28/07 | 130.49 | 09/06/07 | 133.53 | 2.3% | 31.6% | 9 |
| SELL | 09/06/07 | 133.53 | 09/12/07 | 133.25 | 0.2% | 31.8% | 6 |
| BUY | 09/12/07 | 133.25 | 10/15/07 | 140.02 | 5.1% | 36.9% | 33 |
| SELL | 10/15/07 | 140.02 | 11/02/07 | 136.05 | 2.9% | 39.8% | 18 |
| BUY | 11/02/07 | 136.05 | 11/06/07 | 136.51 | 0.3% | 40.1% | 4 |
| SELL | 11/06/07 | 136.51 | 11/27/07 | 129.32 | 5.6% | 45.7% | 21 |
| BUY | 11/27/07 | 129.32 | 11/28/07 | 132.83 | 2.7% | 48.4% | 1 |
| SELL | 11/28/07 | 132.83 | 11/29/07 | 133.17 | -0.3% | 48.1% | 1 |
| BUY | 11/29/07 | 133.17 | 12/14/07 | 133.45 | 0.2% | 48.3% | 15 |
| SELL | 12/14/07 | 133.45 | 01/30/08 | 123.78 | 7.8% | 56.1% | 47 |
| BUY | 01/30/08 | 123.78 | 02/06/08 | 122.26 | -1.2% | 54.9% | 7 |
| SELL | 02/06/08 | 122.26 | 02/12/08 | 123.77 | -1.2% | 53.7% | 6 |
| BUY | 02/12/08 | 123.77 | 02/13/08 | 125.26 | 1.2% | 54.9% | 1 |
| SELL | 02/13/08 | 125.26 | 02/20/08 | 124.09 | 0.9% | 55.8% | 7 |
| BUY | 02/20/08 | 124.09 | 02/28/08 | 125.84 | 1.4% | 57.2% | 8 |
| SELL | 02/28/08 | 125.84 | 03/17/08 | 120.09 | 4.8% | 62.0% | 18 |
| BUY | 03/17/08 | 120.09 | 04/10/08 | 125.95 | 4.9% | 66.9% | 24 |
| SELL | 04/10/08 | 125.95 | 04/11/08 | 123.34 | 2.1% | 69.0% | 1 |
| BUY | 04/11/08 | 123.34 | 04/15/08 | 123.48 | 0.1% | 69.1% | 4 |
| SELL | 04/15/08 | 123.48 | 04/17/08 | 126.70 | -2.5% | 66.6% | 2 |
| BUY | 04/17/08 | 126.70 | 05/08/08 | 128.24 | 1.2% | 67.8% | 21 |
| SELL | 05/08/08 | 128.24 | 05/09/08 | 127.50 | 0.6% | 68.4% | 1 |
| BUY | 05/09/08 | 127.50 | 05/12/08 | 128.76 | 1.0% | 69.4% | 3 |
| SELL | 05/12/08 | 128.76 | 05/13/08 | 128.41 | 0.3% | 69.7% | 1 |
| BUY | 05/13/08 | 128.41 | 05/15/08 | 130.05 | 1.3% | 71.0% | 2 |
| SELL | 05/15/08 | 130.05 | 07/16/08 | 112.17 | 15.9% | 86.9% | 62 |
| BUY | 07/16/08 | 112.17 | 07/31/08 | 113.70 | 1.4% | 88.3% | 15 |
| SELL | 07/31/08 | 113.70 | 08/04/08 | 112.77 | 0.8% | 89.1% | 4 |
| BUY | 08/04/08 | 112.77 | 08/06/08 | 116.49 | 3.3% | 92.4% | 2 |
| SELL | 08/06/08 | 116.49 | 08/07/08 | 114.59 | 1.7% | 94.1% | 1 |
| BUY | 08/07/08 | 114.59 | 08/19/08 | 113.49 | -1.0% | 93.1% | 12 |
| SELL | 08/19/08 | 113.49 | 08/21/08 | 114.05 | -0.5% | 92.6% | 2 |
| BUY | 08/21/08 | 114.05 | 08/22/08 | 116.32 | 2.0% | 94.6% | 1 |
| SELL | 08/22/08 | 116.32 | 08/27/08 | 115.00 | 1.1% | 95.7% | 5 |
| BUY | 08/27/08 | 115.00 | 08/28/08 | 117.13 | 1.9% | 97.6% | 1 |
| SELL | 08/28/08 | 117.13 | 09/05/08 | 112.35 | 4.3% | 101.9% | 8 |
| BUY | 09/05/08 | 112.35 | 09/08/08 | 115.16 | 2.5% | 104.4% | 3 |
| SELL | 09/08/08 | 115.16 | 09/10/08 | 113.00 | 1.9% | 106.3% | 2 |
| BUY | 09/10/08 | 113.00 | 09/11/08 | 114.86 | 1.6% | 107.9% | 1 |
| SELL | 09/11/08 | 114.86 | 09/18/08 | 109.97 | 4.4% | 112.3% | 7 |
| BUY | 09/18/08 | 109.97 | 09/19/08 | 113.57 | 3.3% | 115.6% | 1 |
| SELL | 09/19/08 | 113.57 | 10/29/08 | 89.15 | 27.4% | 143.0% | 40 |
| BUY | 10/29/08 | 89.15 | 11/11/08 | 86.75 | -2.7% | 140.3% | 13 |
| SELL | 11/11/08 | 86.75 | 11/12/08 | 83.09 | 4.4% | 144.7% | 1 |
| BUY | 11/12/08 | 83.09 | 11/13/08 | 88.70 | 6.8% | 151.5% | 1 |
| SELL | 11/13/08 | 88.70 | 11/25/08 | 84.81 | 4.6% | 156.1% | 12 |
| BUY | 11/25/08 | 84.81 | 11/28/08 | 88.30 | 4.1% | 160.2% | 3 |
| SELL | 11/28/08 | 88.30 | 12/02/08 | 84.36 | 4.7% | 164.9% | 4 |
| BUY | 12/02/08 | 84.36 | 12/03/08 | 86.04 | 2.0% | 166.9% | 1 |
| SELL | 12/03/08 | 86.04 | 12/04/08 | 83.74 | 2.7% | 169.6% | 1 |
| BUY | 12/04/08 | 83.74 | 12/11/08 | 85.86 | 2.5% | 172.1% | 7 |
| SELL | 12/11/08 | 85.86 | 12/15/08 | 85.99 | -0.2% | 171.9% | 4 |
| BUY | 12/15/08 | 85.99 | 12/22/08 | 84.96 | -1.2% | 170.7% | 7 |
| SELL | 12/22/08 | 84.96 | 12/26/08 | 85.07 | -0.1% | 170.6% | 4 |
| BUY | 12/26/08 | 85.07 | 12/31/08 | 87.52 | 2.9% | 173.5% | 5 |
| SELL | 12/31/08 | 87.52 | 01/05/09 | 89.70 | -2.4% | 171.1% | 5 |
| BUY | 01/05/09 | 89.70 | 01/09/09 | 86.14 | -4.0% | 167.1% | 4 |
| SELL | 01/09/09 | 86.14 | 02/03/09 | 80.63 | 6.8% | 173.9% | 25 |
| BUY | 02/03/09 | 80.63 | 02/04/09 | 79.69 | -1.2% | 172.7% | 1 |
| SELL | 02/04/09 | 79.69 | 02/05/09 | 80.55 | -1.1% | 171.6% | 1 |
| BUY | 02/05/09 | 80.55 | 02/09/09 | 82.75 | 2.7% | 174.3% | 4 |
| SELL | 02/09/09 | 82.75 | 03/11/09 | 69.48 | 19.1% | 193.4% | 30 |
| BUY | 03/11/09 | 69.48 | 04/17/09 | 81.31 | 17.0% | 210.4% | 37 |
| SELL | 04/17/09 | 81.31 | 04/20/09 | 78.52 | 3.6% | 214.0% | 3 |
| BUY | 04/20/09 | 78.52 | 04/21/09 | 79.59 | 1.4% | 215.4% | 1 |
| SELL | 04/21/09 | 79.59 | 04/22/09 | 78.81 | 1.0% | 216.4% | 1 |
| BUY | 04/22/09 | 78.81 | 04/24/09 | 80.73 | 2.4% | 218.8% | 2 |
| SELL | 04/24/09 | 80.73 | 04/28/09 | 80.12 | 0.8% | 219.6% | 4 |
| BUY | 04/28/09 | 80.12 | 05/20/09 | 84.19 | 5.1% | 224.7% | 22 |
| SELL | 05/20/09 | 84.19 | 05/29/09 | 85.39 | -1.4% | 223.3% | 9 |
| BUY | 05/29/09 | 85.39 | 06/16/09 | 85.26 | -0.2% | 223.1% | 18 |
| SELL | 06/16/09 | 85.26 | 07/15/09 | 86.20 | -1.1% | 222.0% | 29 |
| BUY | 07/15/09 | 86.20 | 07/29/09 | 90.68 | 5.2% | 227.2% | 14 |
| SELL | 07/29/09 | 90.68 | 09/15/09 | 96.90 | -6.4% | 220.8% | 48 |
| CASH | 09/15/09 | 220.8% | |||||
| BUY | 12/14/09 | 104.79 | 01/29/10 | 100.55 | -4.0% | 216.8% | 46 |
| SELL | 01/29/10 | 100.55 | OPEN | 101.10 | -3.3% | 213.5% | 10 |