TRADE TABLE FOR (SPY)SP500 FROM 1/1/2007 TO LASTS
LONG GAIN/LOSS		$140.10	91.2%		CURRENT TOTAL PROFIT
SHORT-GAIN/LOSS		$125.50	117.2%		NET PROFIT	$265.60	208.4%
MAX UNREALISED GAIN ( BUY)		$  14.80			BUY SIGNALS	63	91.0%
MAX DRAWDOWN (BUY)		$   (8.90)			SELL SIGNALS	62	117.0%
MAX UNREALISED GAIN ( SELL)		$  46.20			TRADES	125
MAX DRAWDOWN (SELL)		$   (9.40)			LONG WINS	42	67.0%
TOTAL UNRECOGNIZED GAIN		$  61.00			SHORT WINS	36	58.0%
BUY/	TRADE	TRADE	CLOSE	CLOSE	TRADE	CUM	DAYS IN
SELL	DATE	PRICE	DATE	PRICE	P/L	GAIN	TRADE
BUY	01/22/07	142.38	01/26/07	142.16	-0.2%	-0.2%	4
SELL	01/26/07	142.16	01/30/07	142.79	-0.4%	-0.6%	4
BUY	01/30/07	142.79	02/26/07	145.17	1.7%	1.1%	27
SELL	02/26/07	145.17	03/19/07	140.20	3.5%	4.6%	21
BUY	03/19/07	140.20	04/04/07	143.85	2.6%	7.2%	16
SELL	04/04/07	143.85	04/11/07	144.02	-0.1%	7.1%	7
BUY	04/11/07	144.02	05/09/07	151.16	5.0%	12.1%	28
SELL	05/09/07	151.16	05/11/07	150.86	0.2%	12.3%	2
BUY	05/11/07	150.86	05/23/07	152.44	1.0%	13.3%	12
SELL	05/23/07	152.44	05/29/07	152.24	0.1%	13.4%	6
BUY	05/29/07	152.24	06/05/07	153.49	0.8%	14.2%	7
SELL	06/05/07	153.49	06/21/07	151.98	1.0%	15.2%	16
BUY	06/21/07	151.98	06/22/07	150.55	-0.9%	14.3%	1
SELL	06/22/07	150.55	06/26/07	148.29	1.5%	15.8%	4
BUY	06/26/07	148.29	06/28/07	150.38	1.4%	17.2%	2
SELL	06/28/07	150.38	07/05/07	152.18	-1.2%	16.0%	7
BUY	07/05/07	152.18	07/09/07	153.00	0.5%	16.5%	4
SELL	07/09/07	153.00	07/10/07	150.92	1.4%	17.9%	1
BUY	07/10/07	150.92	07/19/07	155.07	2.7%	20.6%	9
SELL	07/19/07	155.07	08/23/07	146.52	5.8%	26.4%	35
BUY	08/23/07	146.52	08/27/07	146.95	0.3%	26.7%	4
SELL	08/27/07	146.95	08/28/07	143.72	2.2%	28.9%	1
BUY	08/28/07	143.72	09/06/07	148.13	3.1%	32.0%	9
SELL	09/06/07	148.13	09/12/07	147.87	0.2%	32.2%	6
BUY	09/12/07	147.87	09/14/07	148.90	0.7%	32.9%	2
SELL	09/14/07	148.90	09/17/07	148.10	0.5%	33.4%	3
BUY	09/17/07	148.10	10/15/07	155.01	4.7%	38.1%	28
SELL	10/15/07	155.01	11/27/07	142.57	8.7%	46.8%	43
BUY	11/27/07	142.57	12/13/07	149.06	4.6%	51.4%	16
SELL	12/13/07	149.06	01/02/08	144.93	2.8%	54.2%	20
BUY	01/02/08	144.93	01/03/08	144.86	0.0%	54.2%	1
SELL	01/03/08	144.86	01/30/08	134.91	7.4%	61.6%	27
BUY	01/30/08	134.91	02/13/08	136.37	1.1%	62.7%	14
SELL	02/13/08	136.37	02/20/08	135.92	0.3%	63.0%	7
BUY	02/20/08	135.92	02/28/08	136.87	0.7%	63.7%	8
SELL	02/28/08	136.87	03/17/08	128.30	6.7%	70.4%	18
BUY	03/17/08	128.30	05/20/08	141.89	10.6%	81.0%	64
SELL	05/20/08	141.89	07/17/08	125.20	13.3%	94.3%	58
BUY	07/17/08	125.20	07/31/08	126.83	1.3%	95.6%	14
SELL	07/31/08	126.83	08/04/08	124.99	1.5%	97.1%	4
BUY	08/04/08	124.99	08/06/08	128.93	3.2%	100.3%	2
SELL	08/06/08	128.93	08/07/08	127.01	1.5%	101.8%	1
BUY	08/07/08	127.01	08/19/08	126.99	0.0%	101.8%	12
SELL	08/19/08	126.99	08/21/08	127.80	-0.6%	101.2%	2
BUY	08/21/08	127.80	08/22/08	129.65	1.4%	102.6%	1
SELL	08/22/08	129.65	08/27/08	128.63	0.8%	103.4%	5
BUY	08/27/08	128.63	08/28/08	130.19	1.2%	104.6%	1
SELL	08/28/08	130.19	10/29/08	93.08	39.9%	144.5%	62
BUY	10/29/08	93.08	11/04/08	100.41	7.9%	152.4%	6
SELL	11/04/08	100.41	11/06/08	90.86	10.5%	162.9%	2
BUY	11/06/08	90.86	11/11/08	89.77	-1.2%	161.7%	5
SELL	11/11/08	89.77	11/26/08	88.97	0.9%	162.6%	15
BUY	11/26/08	88.97	11/28/08	90.09	1.3%	163.9%	2
SELL	11/28/08	90.09	12/04/08	85.30	5.6%	169.5%	6
BUY	12/04/08	85.30	12/11/08	87.94	3.1%	172.6%	7
SELL	12/11/08	87.94	12/15/08	87.75	0.2%	172.8%	4
BUY	12/15/08	87.75	12/22/08	87.06	-0.8%	172.0%	7
SELL	12/22/08	87.06	12/26/08	87.16	-0.1%	171.9%	4
BUY	12/26/08	87.16	01/09/09	89.09	2.2%	174.1%	14
SELL	01/09/09	89.09	02/03/09	83.74	6.4%	180.5%	25
BUY	02/03/09	83.74	02/09/09	87.10	4.0%	184.5%	6
SELL	02/09/09	87.10	03/12/09	75.50	15.4%	199.9%	31
BUY	03/12/09	75.50	04/27/09	85.84	13.7%	213.6%	46
SELL	04/27/09	85.84	04/28/09	85.57	0.3%	213.9%	1
BUY	04/28/09	85.57	05/18/09	91.23	6.6%	220.5%	20
SELL	05/18/09	91.23	05/28/09	90.92	0.3%	220.8%	10
BUY	05/28/09	90.92	06/16/09	91.64	0.8%	221.6%	19
SELL	06/16/09	91.64	07/15/09	93.26	-1.7%	219.9%	29
BUY	07/15/09	93.26	08/18/09	99.09	6.3%	226.2%	34
SELL	08/18/09	99.09	08/20/09	100.99	-1.9%	224.3%	2
BUY	08/20/09	100.99	09/02/09	99.82	-1.2%	223.1%	13
SELL	09/02/09	99.82	09/10/09	104.79	-4.7%	218.4%	8
BUY	09/10/09	104.79	10/01/09	103.00	-1.7%	216.7%	21
SELL	10/01/09	103.00	10/09/09	107.26	-4.0%	212.7%	8
BUY	10/09/09	107.26	10/13/09	107.46	0.2%	212.9%	4
SELL	10/13/09	107.46	10/14/09	109.31	-1.7%	211.2%	1
BUY	10/14/09	109.31	10/26/09	106.91	-2.2%	209.0%	12
SELL	10/26/09	106.91	11/11/09	110.15	-2.9%	206.1%	16
BUY	11/11/09	110.15	11/27/09	109.57	-0.5%	205.6%	16
SELL	11/27/09	109.57	12/01/09	111.30	-1.6%	204.0%	4
BUY	12/01/09	111.30	12/02/09	111.25	0.0%	204.0%	1
SELL	12/02/09	111.25	12/04/09	111.01	0.2%	204.2%	2
BUY	12/04/09	111.01	12/17/09	110.18	-0.7%	203.5%	13
SELL	12/17/09	110.18	12/21/09	111.33	-1.0%	202.5%	4
BUY	12/21/09	111.33	01/21/10	111.70	0.3%	202.8%	31
SELL	01/21/10	111.70	02/16/10	109.74	1.8%	204.6%	26
BUY	02/16/10	109.74	02/18/10	110.91	1.1%	205.7%	2
SELL	02/18/10	110.91	02/22/10	111.16	-0.2%	205.5%	4
BUY	02/22/10	111.16	04/27/10	118.48	6.6%	212.1%	64
SELL	04/27/10	118.48	06/10/10	109.15	8.5%	220.6%	44
BUY	06/10/10	109.15	06/14/10	109.51	0.3%	220.9%	4
SELL	06/14/10	109.51	06/16/10	111.96	-2.2%	218.7%	2
BUY	06/16/10	111.96	06/18/10	111.73	-0.2%	218.5%	2
SELL	06/18/10	111.73	06/21/10	111.41	0.3%	218.8%	3
BUY	06/21/10	111.41	06/25/10	107.87	-3.2%	215.6%	4
SELL	06/25/10	107.87	07/15/10	109.68	-1.7%	213.9%	20
BUY	07/15/10	109.68	07/28/10	110.83	1.0%	214.9%	13
SELL	07/28/10	110.83	08/02/10	112.76	-1.7%	213.2%	5
BUY	08/02/10	112.76	08/10/10	112.38	-0.3%	212.9%	8
SELL	08/10/10	112.38	09/02/10	109.47	2.7%	215.6%	23
BUY	09/02/10	109.47	10/20/10	117.87	7.7%	223.3%	48
SELL	10/20/10	117.87	10/22/10	118.35	-0.4%	222.9%	2
BUY	10/22/10	118.35	10/26/10	118.72	0.3%	223.2%	4
SELL	10/26/10	118.72	11/03/10	119.95	-1.0%	222.2%	8
BUY	11/03/10	119.95	11/16/10	118.16	-1.5%	220.7%	13
SELL	11/16/10	118.16	12/01/10	121.01	-2.4%	218.3%	15
BUY	12/01/10	121.01	01/21/11	128.37	6.1%	224.4%	51
SELL	01/21/11	128.37	01/24/11	129.10	-0.6%	223.8%	3
BUY	01/24/11	129.10	01/28/11	127.72	-1.1%	222.7%	4
SELL	01/28/11	127.72	02/03/11	130.78	-2.3%	220.4%	6
BUY	02/03/11	130.78	02/22/11	131.83	0.8%	221.2%	19
SELL	02/22/11	131.83	03/25/11	131.30	0.4%	221.6%	31
BUY	03/25/11	131.30	04/13/11	131.46	0.1%	221.7%	19
SELL	04/13/11	131.46	04/21/11	133.78	-1.7%	220.0%	8
BUY	04/21/11	133.78	05/11/11	134.44	0.5%	220.5%	20
SELL	05/11/11	134.44	05/31/11	134.90	-0.3%	220.2%	20
BUY	05/31/11	134.90	06/01/11	131.87	-2.2%	218.0%	1
SELL	06/01/11	131.87	06/28/11	129.61	1.7%	219.7%	27
BUY	06/28/11	129.61	07/14/11	130.93	1.0%	220.7%	16
SELL	07/14/11	130.93	07/26/11	133.33	-1.8%	218.9%	12
BUY	07/26/11	133.33	07/27/11	130.60	-2.0%	216.9%	1
SELL	07/27/11	130.60	08/04/11	120.26	8.6%	225.5%	8
BUY	10/24/11	125.49	11/25/11	117.00	-6.8%	218.7%	32
SELL	09/30/11	113.15	10/18/11	122.58	-7.7%	211.0%	18
BUY	11/30/11	124.99	OPEN	121.74	-2.6%	208.4%	15