| TRADE TABLE FOR (DIA)DJ30 FROM 1/1/2007 TO LAST |
| LONG GAIN/LOSS |
$133.20 |
117.4% |
|
CURRENT
TOTAL PROFIT |
| SHORT-GAIN/LOSS |
$124.70 |
125.5% |
|
NET PROFIT |
$ 257.90 |
242.9% |
| MAX UNREALISED GAIN ( BUY) |
$ 15.60 |
|
|
BUY SIGNALS |
68 |
117.0% |
| MAX DRAWDOWN (BUY) |
$ (2.70) |
|
|
SELL SIGNALS |
67 |
126.0% |
| MAX UNREALISED GAIN ( SELL) |
$ 33.30 |
|
|
TRADES |
135 |
|
| MAX DRAWDOWN (SELL) |
$ (8.60) |
|
|
LONG WINS |
49 |
72.0% |
| TOTAL UNRECOGNIZED GAIN |
$ 48.90 |
|
|
SHORT WINS |
40 |
60.0% |
| 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 |
02/23/07 |
126.41 |
0.3% |
1.3% |
1 |
| BUY |
02/23/07 |
126.41 |
02/26/07 |
126.34 |
-0.1% |
1.2% |
3 |
| SELL |
02/26/07 |
126.34 |
03/16/07 |
121.05 |
4.4% |
5.6% |
18 |
| BUY |
03/16/07 |
121.05 |
06/05/07 |
135.98 |
12.3% |
17.9% |
81 |
| SELL |
06/05/07 |
135.98 |
06/20/07 |
134.85 |
0.8% |
18.7% |
15 |
| BUY |
06/20/07 |
134.85 |
06/22/07 |
133.97 |
-0.7% |
18.0% |
2 |
| SELL |
06/22/07 |
133.97 |
06/26/07 |
132.8 |
0.9% |
18.9% |
4 |
| BUY |
06/26/07 |
132.80 |
06/27/07 |
134.12 |
1.0% |
19.9% |
1 |
| SELL |
06/27/07 |
134.12 |
07/05/07 |
135.56 |
-1.1% |
18.8% |
8 |
| BUY |
07/05/07 |
135.56 |
07/06/07 |
136.13 |
0.4% |
19.2% |
1 |
| SELL |
07/06/07 |
136.13 |
07/09/07 |
136.48 |
-0.3% |
18.9% |
3 |
| BUY |
07/09/07 |
136.48 |
07/23/07 |
139.21 |
2.0% |
20.9% |
14 |
| SELL |
07/23/07 |
139.21 |
07/24/07 |
137.27 |
1.4% |
22.3% |
1 |
| BUY |
07/24/07 |
137.27 |
07/25/07 |
137.5 |
0.2% |
22.5% |
1 |
| SELL |
07/25/07 |
137.50 |
08/23/07 |
132.17 |
4.0% |
26.5% |
29 |
| BUY |
08/23/07 |
132.17 |
08/27/07 |
133.12 |
0.7% |
27.2% |
4 |
| SELL |
08/27/07 |
133.12 |
08/28/07 |
130.49 |
2.0% |
29.2% |
1 |
| BUY |
08/28/07 |
130.49 |
09/06/07 |
133.53 |
2.3% |
31.5% |
9 |
| SELL |
09/06/07 |
133.53 |
09/12/07 |
133.25 |
0.2% |
31.7% |
6 |
| BUY |
09/12/07 |
133.25 |
10/15/07 |
140.02 |
5.1% |
36.8% |
33 |
| SELL |
10/15/07 |
140.02 |
11/02/07 |
136.05 |
2.9% |
39.7% |
18 |
| BUY |
11/02/07 |
136.05 |
11/06/07 |
136.51 |
0.3% |
40.0% |
4 |
| SELL |
11/06/07 |
136.51 |
11/27/07 |
129.32 |
5.6% |
45.6% |
21 |
| BUY |
11/27/07 |
129.32 |
11/28/07 |
132.83 |
2.7% |
48.3% |
1 |
| SELL |
11/28/07 |
132.83 |
11/29/07 |
133.17 |
-0.3% |
48.0% |
1 |
| BUY |
11/29/07 |
133.17 |
12/14/07 |
133.45 |
0.2% |
48.2% |
15 |
| SELL |
12/14/07 |
133.45 |
01/30/08 |
123.78 |
7.8% |
56.0% |
47 |
| BUY |
01/30/08 |
123.78 |
02/06/08 |
122.26 |
-1.2% |
54.8% |
7 |
| SELL |
02/06/08 |
122.26 |
02/12/08 |
123.77 |
-1.2% |
53.6% |
6 |
| BUY |
02/12/08 |
123.77 |
02/13/08 |
125.26 |
1.2% |
54.8% |
1 |
| SELL |
02/13/08 |
125.26 |
02/20/08 |
124.09 |
0.9% |
55.7% |
7 |
| BUY |
02/20/08 |
124.09 |
02/28/08 |
125.84 |
1.4% |
57.1% |
8 |
| SELL |
02/28/08 |
125.84 |
03/17/08 |
120.09 |
4.8% |
61.9% |
18 |
| BUY |
03/17/08 |
120.09 |
04/10/08 |
125.95 |
4.9% |
66.8% |
24 |
| SELL |
04/10/08 |
125.95 |
04/11/08 |
123.34 |
2.1% |
68.9% |
1 |
| BUY |
04/11/08 |
123.34 |
04/15/08 |
123.48 |
0.1% |
69.0% |
4 |
| SELL |
04/15/08 |
123.48 |
04/17/08 |
126.7 |
-2.5% |
66.5% |
2 |
| BUY |
04/17/08 |
126.70 |
05/08/08 |
128.24 |
1.2% |
67.7% |
21 |
| SELL |
05/08/08 |
128.24 |
05/09/08 |
127.5 |
0.6% |
68.3% |
1 |
| BUY |
05/09/08 |
127.50 |
05/12/08 |
128.76 |
1.0% |
69.3% |
3 |
| SELL |
05/12/08 |
128.76 |
05/13/08 |
128.41 |
0.3% |
69.6% |
1 |
| BUY |
05/13/08 |
128.41 |
05/15/08 |
130.05 |
1.3% |
70.9% |
2 |
| SELL |
05/15/08 |
130.05 |
07/16/08 |
112.17 |
15.9% |
86.8% |
62 |
| BUY |
07/16/08 |
112.17 |
07/31/08 |
113.7 |
1.4% |
88.2% |
15 |
| SELL |
07/31/08 |
113.70 |
08/04/08 |
112.77 |
0.8% |
89.0% |
4 |
| BUY |
08/04/08 |
112.77 |
08/06/08 |
116.49 |
3.3% |
92.3% |
2 |
| SELL |
08/06/08 |
116.49 |
08/07/08 |
114.59 |
1.7% |
94.0% |
1 |
| BUY |
08/07/08 |
114.59 |
08/19/08 |
113.49 |
-1.0% |
93.0% |
12 |
| SELL |
08/19/08 |
113.49 |
08/21/08 |
114.05 |
-0.5% |
92.5% |
2 |
| BUY |
08/21/08 |
114.05 |
08/22/08 |
116.32 |
2.0% |
94.5% |
1 |
| SELL |
08/22/08 |
116.32 |
08/27/08 |
115 |
1.1% |
95.6% |
5 |
| BUY |
08/27/08 |
115.00 |
08/28/08 |
117.13 |
1.9% |
97.5% |
1 |
| SELL |
08/28/08 |
117.13 |
09/05/08 |
112.35 |
4.3% |
101.8% |
8 |
| BUY |
09/05/08 |
112.35 |
09/08/08 |
115.16 |
2.5% |
104.3% |
3 |
| SELL |
09/08/08 |
115.16 |
09/10/08 |
113 |
1.9% |
106.2% |
2 |
| BUY |
09/10/08 |
113.00 |
09/11/08 |
114.86 |
1.6% |
107.8% |
1 |
| SELL |
09/11/08 |
114.86 |
09/18/08 |
109.97 |
4.4% |
112.2% |
7 |
| BUY |
09/18/08 |
109.97 |
09/19/08 |
113.57 |
3.3% |
115.5% |
1 |
| SELL |
09/19/08 |
113.57 |
10/29/08 |
89.15 |
27.4% |
142.9% |
40 |
| BUY |
10/29/08 |
89.15 |
11/11/08 |
86.75 |
-2.7% |
140.2% |
13 |
| SELL |
11/11/08 |
86.75 |
11/12/08 |
83.09 |
4.4% |
144.6% |
1 |
| BUY |
11/12/08 |
83.09 |
11/13/08 |
88.7 |
6.8% |
151.4% |
1 |
| SELL |
11/13/08 |
88.70 |
11/25/08 |
84.81 |
4.6% |
156.0% |
12 |
| BUY |
11/25/08 |
84.81 |
11/28/08 |
88.3 |
4.1% |
160.1% |
3 |
| SELL |
11/28/08 |
88.30 |
12/02/08 |
84.36 |
4.7% |
164.8% |
4 |
| BUY |
12/02/08 |
84.36 |
12/03/08 |
86.04 |
2.0% |
166.8% |
1 |
| SELL |
12/03/08 |
86.04 |
12/04/08 |
83.74 |
2.7% |
169.5% |
1 |
| BUY |
12/04/08 |
83.74 |
12/11/08 |
85.86 |
2.5% |
172.0% |
7 |
| SELL |
12/11/08 |
85.86 |
12/15/08 |
85.99 |
-0.2% |
171.8% |
4 |
| BUY |
12/15/08 |
85.99 |
12/22/08 |
84.96 |
-1.2% |
170.6% |
7 |
| SELL |
12/22/08 |
84.96 |
12/26/08 |
85.07 |
-0.1% |
170.5% |
4 |
| BUY |
12/26/08 |
85.07 |
12/31/08 |
87.52 |
2.9% |
173.4% |
5 |
| SELL |
12/31/08 |
87.52 |
01/05/09 |
89.7 |
-2.4% |
171.0% |
5 |
| BUY |
01/05/09 |
89.70 |
01/09/09 |
86.14 |
-4.0% |
167.0% |
4 |
| SELL |
01/09/09 |
86.14 |
02/03/09 |
80.63 |
6.8% |
173.8% |
25 |
| BUY |
02/03/09 |
80.63 |
02/04/09 |
79.69 |
-1.2% |
172.6% |
1 |
| SELL |
02/04/09 |
79.69 |
02/05/09 |
80.55 |
-1.1% |
171.5% |
1 |
| BUY |
02/05/09 |
80.55 |
02/09/09 |
82.75 |
2.7% |
174.2% |
4 |
| SELL |
02/09/09 |
82.75 |
03/11/09 |
69.48 |
19.1% |
193.3% |
30 |
| BUY |
03/11/09 |
69.48 |
04/17/09 |
81.31 |
17.0% |
210.3% |
37 |
| SELL |
04/17/09 |
81.31 |
04/20/09 |
78.52 |
3.6% |
213.9% |
3 |
| BUY |
04/20/09 |
78.52 |
04/21/09 |
79.59 |
1.4% |
215.3% |
1 |
| SELL |
04/21/09 |
79.59 |
04/22/09 |
78.81 |
1.0% |
216.3% |
1 |
| BUY |
04/22/09 |
78.81 |
04/24/09 |
80.73 |
2.4% |
218.7% |
2 |
| SELL |
04/24/09 |
80.73 |
04/28/09 |
80.12 |
0.8% |
219.5% |
4 |
| BUY |
04/28/09 |
80.12 |
05/20/09 |
84.19 |
5.1% |
224.6% |
22 |
| SELL |
05/20/09 |
84.19 |
05/29/09 |
85.39 |
-1.4% |
223.2% |
9 |
| BUY |
05/29/09 |
85.39 |
06/16/09 |
85.26 |
-0.2% |
223.0% |
18 |
| SELL |
06/16/09 |
85.26 |
07/14/09 |
83.66 |
1.9% |
224.9% |
28 |
| BUY |
07/14/09 |
83.66 |
08/18/09 |
92.3 |
10.3% |
235.2% |
35 |
| SELL |
08/18/09 |
92.30 |
08/20/09 |
93.79 |
-1.6% |
233.6% |
2 |
| BUY |
08/20/09 |
93.79 |
09/02/09 |
92.83 |
-1.0% |
232.6% |
13 |
| SELL |
09/02/09 |
92.83 |
09/16/09 |
98.08 |
-5.4% |
227.2% |
14 |
| BUY |
09/16/09 |
98.08 |
10/01/09 |
95.12 |
-3.0% |
224.2% |
15 |
| SELL |
10/01/09 |
95.12 |
10/09/09 |
98.69 |
-3.6% |
220.6% |
8 |
| BUY |
10/09/09 |
98.69 |
10/26/09 |
98.81 |
0.1% |
220.7% |
17 |
| SELL |
10/26/09 |
98.81 |
11/09/09 |
102.42 |
-3.5% |
217.2% |
14 |
| BUY |
11/09/09 |
102.42 |
12/09/09 |
103.45 |
1.0% |
218.2% |
30 |
| SELL |
12/09/09 |
103.45 |
12/11/09 |
104.92 |
-1.4% |
216.8% |
2 |
| BUY |
12/11/09 |
104.92 |
12/16/09 |
104.67 |
-0.2% |
216.6% |
5 |
| SELL |
12/16/09 |
104.67 |
12/23/09 |
104.45 |
0.2% |
216.8% |
7 |
| BUY |
12/23/09 |
104.45 |
12/28/09 |
105.29 |
0.8% |
217.6% |
5 |
| SELL |
12/28/09 |
105.29 |
01/04/10 |
105.66 |
-0.4% |
217.2% |
7 |
| BUY |
01/04/10 |
105.66 |
01/21/10 |
103.71 |
-1.8% |
215.4% |
17 |
| SELL |
01/21/10 |
103.71 |
02/16/10 |
102.81 |
0.9% |
216.3% |
26 |
| BUY |
02/16/10 |
102.81 |
02/18/10 |
104.17 |
1.3% |
217.6% |
2 |
| SELL |
02/18/10 |
104.17 |
02/22/10 |
103.84 |
0.3% |
217.9% |
4 |
| BUY |
02/22/10 |
103.84 |
04/16/10 |
110.18 |
6.1% |
224.0% |
53 |
| SELL |
04/16/10 |
110.18 |
04/22/10 |
111.35 |
-1.1% |
222.9% |
6 |
| BUY |
04/22/10 |
111.35 |
04/26/10 |
112.08 |
0.7% |
223.6% |
4 |
| SELL |
04/26/10 |
112.08 |
06/10/10 |
101.88 |
10.0% |
233.6% |
45 |
| BUY |
06/10/10 |
101.88 |
06/25/10 |
101.72 |
-0.2% |
233.4% |
15 |
| SELL |
06/25/10 |
101.72 |
07/13/10 |
103.73 |
-1.9% |
231.5% |
18 |
| BUY |
07/13/10 |
103.73 |
07/28/10 |
105.09 |
1.3% |
232.8% |
15 |
| SELL |
07/28/10 |
105.09 |
08/02/10 |
106.73 |
-1.5% |
231.3% |
5 |
| BUY |
08/02/10 |
106.73 |
08/11/10 |
104.13 |
-2.4% |
228.9% |
9 |
| SELL |
08/11/10 |
104.13 |
09/03/10 |
104.58 |
-0.4% |
228.5% |
23 |
| BUY |
09/03/10 |
104.58 |
10/20/10 |
111.09 |
6.2% |
234.7% |
47 |
| SELL |
10/20/10 |
111.09 |
11/03/10 |
112.3 |
-1.1% |
233.6% |
14 |
| BUY |
11/03/10 |
112.30 |
11/16/10 |
110.5 |
-1.6% |
232.0% |
13 |
| SELL |
11/16/10 |
110.50 |
12/01/10 |
112.67 |
-1.9% |
230.1% |
15 |
| BUY |
12/01/10 |
112.67 |
02/22/11 |
121.89 |
8.2% |
238.3% |
83 |
| SELL |
02/22/11 |
121.89 |
03/30/11 |
123.21 |
-1.1% |
237.2% |
36 |
| BUY |
03/30/11 |
123.21 |
04/13/11 |
122.55 |
-0.5% |
236.7% |
14 |
| SELL |
04/13/11 |
122.55 |
04/26/11 |
125.7 |
-2.5% |
234.2% |
13 |
| BUY |
04/26/11 |
125.70 |
05/12/11 |
126.99 |
1.0% |
235.2% |
16 |
| SELL |
05/12/11 |
126.99 |
06/28/11 |
121.61 |
4.4% |
239.6% |
47 |
| BUY |
06/28/11 |
121.61 |
07/18/11 |
123.62 |
1.7% |
241.3% |
20 |
| SELL |
07/18/11 |
123.62 |
08/04/11 |
113.71 |
8.7% |
250.0% |
17 |
| BUY |
10/19/11 |
114.95 |
11/21/11 |
116 |
0.9% |
250.9% |
33 |
| SELL |
10/04/11 |
107.72 |
10/19/11 |
114.95 |
-6.3% |
244.6% |
15 |
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