| TRADE TABLE FOR (SPY)SP500 FROM 1/1/2007 TO LASTS | |||||||
| LONG GAIN/LOSS | $131.40 | 87.5% | CURRENT TOTAL PROFIT | ||||
| SHORT-GAIN/LOSS | $137.20 | 112.0% | NET PROFIT | $268.60 | 199.5% | ||
| MAX UNREALISED GAIN ( BUY) | $ 14.80 | BUY SIGNALS | 38 | 88.0% | |||
| MAX DRAWDOWN (BUY) | $ (3.30) | SELL SIGNALS | 40 | 112.0% | |||
| MAX UNREALISED GAIN ( SELL) | $ 46.20 | TRADES | 78 | ||||
| MAX DRAWDOWN (SELL) | $ (6.60) | LONG WINS | 31 | 82.0% | |||
| TOTAL UNRECOGNIZED GAIN | $ 61.00 | SHORT WINS | 27 | 68.0% | |||
| BUY/ | TRADE | TRADE | CLOSE | CLOSE | TRADE | CUM | DAYS IN |
| SELL | DATE | PRICE | DATE | PRICE | P/L | GAIN | TRADE |
| BUY | 01/23/07 | 142.80 | 01/26/07 | 142.16 | -0.4% | -0.4% | 3 |
| SELL | 01/26/07 | 142.16 | 01/30/07 | 142.79 | -0.4% | -0.8% | 4 |
| BUY | 01/30/07 | 142.79 | 02/26/07 | 145.17 | 1.7% | 0.9% | 27 |
| SELL | 02/26/07 | 145.17 | 03/19/07 | 140.20 | 3.5% | 4.4% | 21 |
| BUY | 03/19/07 | 140.20 | 04/04/07 | 143.85 | 2.6% | 7.0% | 16 |
| SELL | 04/04/07 | 143.85 | 04/09/07 | 144.44 | -0.4% | 6.6% | 5 |
| BUY | 04/09/07 | 144.44 | 04/10/07 | 144.61 | 0.1% | 6.7% | 1 |
| SELL | 04/10/07 | 144.61 | 04/11/07 | 144.02 | 0.4% | 7.1% | 1 |
| 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 | 05/24/07 | 151.06 | 0.9% | 14.2% | 1 |
| BUY | 05/24/07 | 151.06 | 06/05/07 | 153.49 | 1.6% | 15.8% | 12 |
| SELL | 06/05/07 | 153.49 | 06/21/07 | 151.98 | 1.0% | 16.8% | 16 |
| BUY | 06/21/07 | 151.98 | 06/22/07 | 150.55 | -0.9% | 15.9% | 1 |
| SELL | 06/22/07 | 150.55 | 06/26/07 | 148.29 | 1.5% | 17.4% | 4 |
| BUY | 06/26/07 | 148.29 | 06/28/07 | 150.38 | 1.4% | 18.8% | 2 |
| SELL | 06/28/07 | 150.38 | 07/05/07 | 152.18 | -1.2% | 17.6% | 7 |
| BUY | 07/05/07 | 152.18 | 07/09/07 | 153.00 | 0.5% | 18.1% | 4 |
| SELL | 07/09/07 | 153.00 | 07/10/07 | 150.92 | 1.4% | 19.5% | 1 |
| BUY | 07/10/07 | 150.92 | 07/19/07 | 155.07 | 2.7% | 22.2% | 9 |
| SELL | 07/19/07 | 155.07 | 08/23/07 | 146.52 | 5.8% | 28.0% | 35 |
| BUY | 08/23/07 | 146.52 | 08/27/07 | 146.95 | 0.3% | 28.3% | 4 |
| SELL | 08/27/07 | 146.95 | 08/28/07 | 143.72 | 2.2% | 30.5% | 1 |
| BUY | 08/28/07 | 143.72 | 09/06/07 | 148.13 | 3.1% | 33.6% | 9 |
| SELL | 09/06/07 | 148.13 | 09/12/07 | 147.87 | 0.2% | 33.8% | 6 |
| BUY | 09/12/07 | 147.87 | 09/14/07 | 148.90 | 0.7% | 34.5% | 2 |
| SELL | 09/14/07 | 148.90 | 09/17/07 | 148.10 | 0.5% | 35.0% | 3 |
| BUY | 09/17/07 | 148.10 | 10/15/07 | 155.01 | 4.7% | 39.7% | 28 |
| SELL | 10/15/07 | 155.01 | 11/27/07 | 142.57 | 8.7% | 48.4% | 43 |
| BUY | 11/27/07 | 142.57 | 11/29/07 | 147.18 | 3.2% | 51.6% | 2 |
| SELL | 11/29/07 | 147.18 | 11/30/07 | 148.66 | -1.0% | 50.6% | 1 |
| BUY | 11/30/07 | 148.66 | 12/12/07 | 149.37 | 0.5% | 51.1% | 12 |
| SELL | 12/12/07 | 149.37 | 01/30/08 | 134.91 | 10.7% | 61.8% | 49 |
| BUY | 01/30/08 | 134.91 | 02/13/08 | 136.37 | 1.1% | 62.9% | 14 |
| SELL | 02/13/08 | 136.37 | 02/21/08 | 134.79 | 1.2% | 64.1% | 8 |
| BUY | 02/21/08 | 134.79 | 02/28/08 | 136.87 | 1.5% | 65.6% | 7 |
| SELL | 02/28/08 | 136.87 | 03/17/08 | 128.30 | 6.7% | 72.3% | 18 |
| BUY | 03/17/08 | 128.30 | 05/20/08 | 141.89 | 10.6% | 82.9% | 64 |
| SELL | 05/20/08 | 141.89 | 07/17/08 | 125.20 | 13.3% | 96.2% | 58 |
| BUY | 07/17/08 | 125.20 | 07/31/08 | 126.83 | 1.3% | 97.5% | 14 |
| SELL | 07/31/08 | 126.83 | 08/04/08 | 124.99 | 1.5% | 99.0% | 4 |
| BUY | 08/04/08 | 124.99 | 08/06/08 | 128.93 | 3.2% | 102.2% | 2 |
| SELL | 08/06/08 | 128.93 | 08/07/08 | 127.01 | 1.5% | 103.7% | 1 |
| BUY | 08/07/08 | 127.01 | 08/19/08 | 126.99 | 0.0% | 103.7% | 12 |
| SELL | 08/19/08 | 126.99 | 08/21/08 | 127.80 | -0.6% | 103.1% | 2 |
| BUY | 08/21/08 | 127.80 | 08/22/08 | 129.65 | 1.4% | 104.5% | 1 |
| SELL | 08/22/08 | 129.65 | 08/27/08 | 128.63 | 0.8% | 105.3% | 5 |
| BUY | 08/27/08 | 128.63 | 08/28/08 | 130.19 | 1.2% | 106.5% | 1 |
| SELL | 08/28/08 | 130.19 | 10/29/08 | 93.08 | 39.9% | 146.4% | 62 |
| BUY | 10/29/08 | 93.08 | 11/04/08 | 100.41 | 7.9% | 154.3% | 6 |
| SELL | 11/04/08 | 100.41 | 11/06/08 | 90.86 | 10.5% | 164.8% | 2 |
| BUY | 11/06/08 | 90.86 | 11/11/08 | 89.77 | -1.2% | 163.6% | 5 |
| SELL | 11/11/08 | 89.77 | 11/26/08 | 88.97 | 0.9% | 164.5% | 15 |
| BUY | 11/26/08 | 88.97 | 11/28/08 | 90.09 | 1.3% | 165.8% | 2 |
| SELL | 11/28/08 | 90.09 | 12/04/08 | 85.30 | 5.6% | 171.4% | 6 |
| BUY | 12/04/08 | 85.30 | 12/11/08 | 87.94 | 3.1% | 174.5% | 7 |
| SELL | 12/11/08 | 87.94 | 12/15/08 | 87.75 | 0.2% | 174.7% | 4 |
| BUY | 12/15/08 | 87.75 | 12/22/08 | 87.06 | -0.8% | 173.9% | 7 |
| SELL | 12/22/08 | 87.06 | 12/26/08 | 87.16 | -0.1% | 173.8% | 4 |
| BUY | 12/26/08 | 87.16 | 01/09/09 | 89.09 | 2.2% | 176.0% | 14 |
| SELL | 01/09/09 | 89.09 | 02/03/09 | 83.74 | 6.4% | 182.4% | 25 |
| BUY | 02/03/09 | 83.74 | 02/09/09 | 87.10 | 4.0% | 186.4% | 6 |
| SELL | 02/09/09 | 87.10 | 03/13/09 | 76.09 | 14.5% | 200.9% | 32 |
| BUY | 03/13/09 | 76.09 | 04/24/09 | 86.66 | 13.9% | 214.8% | 42 |
| SELL | 04/24/09 | 86.66 | 04/28/09 | 85.57 | 1.3% | 216.1% | 4 |
| BUY | 04/28/09 | 85.57 | 05/18/09 | 91.23 | 6.6% | 222.7% | 20 |
| SELL | 05/18/09 | 91.23 | 05/29/09 | 92.53 | -1.4% | 221.3% | 11 |
| BUY | 05/29/09 | 92.53 | 06/16/09 | 91.64 | -1.0% | 220.3% | 18 |
| SELL | 06/16/09 | 91.64 | 07/15/09 | 93.26 | -1.7% | 218.6% | 29 |
| BUY | 07/15/09 | 93.26 | 07/29/09 | 97.65 | 4.7% | 223.3% | 14 |
| SELL | 07/29/09 | 97.65 | 09/10/09 | 104.79 | -6.8% | 216.5% | 43 |
| BUY | 12/14/09 | 111.87 | 01/29/10 | 107.39 | -4.0% | 212.5% | 46 |
| SELL | 10/30/09 | 103.56 | 11/16/09 | 111.21 | -6.9% | 205.6% | 17 |
| BUY | 07/13/10 | 109.66 | OPEN | 112.66 | 2.7% | 208.3% | 26 |
| SELL | 07/28/10 | 103.72 | 12/14/10 | 108.13 | -4.1% | 204.2% | 133 |
| CASH | 12/14/10 | 204.2% | |||||
| SELL | 04/27/10 | 107.39 | OPEN | 108.13 | -4.7% | 199.5% | 103 |