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