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4/3/2014 6:27:46 PM Page 1

Market System: Aether Analytics BetaOne - Long & Short System


Account Settings
Starting Equity: $10,000.00
Trading Vehicle: Stocks
Minimum Margin Requirement: 100.00%
Slippage per side: $0.02 per trade
Commissions and fees per side: $0.01 per share
Input Data Settings
Profit/loss and risk calculated from P/L and risk inputs.
Trades File: C:\Users\Aether Analytics\Desktop\BetaOne.csv
Position Sizing Settings & Rules
Position Sizing Method: None
No. Shares: From input data
All Trades

Long

Short

Total Net Profit


Gross Profit
Gross Loss
Profit Factor
Pessimistic Return Ratio

$65,895.67
$90,183.69
($24,288.03)
3.713
3.111

$42,458.12
$49,055.06
($6,596.94)
7.436
5.702

$23,437.54
$41,128.63
($17,691.09)
2.325
1.825

Trading Period
Starting Account Equity
Highest Closed Trade Equity
Lowest Closed Trade Equity
Additions to Equity
Withdrawals From Equity
Final Account Equity
Return on Starting Equity

2/27/2004 to 3/28/2014 (10 years 29 days)


$10,000.00
$75,923.53
$10,000.00
$0.00
$0.00
$75,895.67
659.0%

Total Number of Trades


Number of Winning Trades
Number of Losing Trades
Trades Not Taken
Percent Profitable
Max Number of Shares
Minimum Number of Shares
Average Number of Shares

275
186
89
0
67.64%
303
83
177

137
105
32
0
76.64%
303
83
181

138
81
57
0
58.70%
302
84
173

Largest Winning Trade


/Percent of Equity
Largest Winning Trade (%)
/Trade Value
Average Winning Trade
Average Winning Trade (%)
Average R-Multiple, Wins

$3,435.54
14.02%
14.02%
$3,435.54
$484.86
1.512%
1.074

$2,654.54
5.083%
6.330%
$2,010.11
$467.19
1.293%

$3,435.54
14.02%
14.02%
$3,435.54
$507.76
1.795%

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Average Length of Wins


Max Number Consecutive Wins

7 days 16 hours
17

7 days 9 hours
15

8 days 1 hours
9

Largest Losing Trade


/Percent of Equity
Largest Losing Trade (%)
/Trade Value
Average Losing Trade
Average Losing Trade (%)
Average R-Multiple, Losses
Average Length of Losses
Max Number Consecutive Losses

($1,355.28)
-2.470%
-3.920%
($1,253.92)
($272.90)
-0.8267%
0.5943
7 days 7 hours
4

($728.43)
-1.405%
-2.666%
($284.46)
($206.15)
-0.7402%

($1,355.28)
-2.470%
-3.920%
($1,253.92)
($310.37)
-0.8753%

5 days 18 hours
3

8 days 3 hours
6

Average Trade (Expectation)


Average Trade (%)
Trade Standard Deviation
Trade Standard Deviation (%)

$239.62
0.7549%
$584.10
1.774%

$309.91
0.8182%
$544.02
1.318%

$169.84
0.6922%
$615.39
2.136%

Win/Loss Ratio
Win/Loss Ratio (%/%)
Return/Drawdown Ratio
Modified Sharpe Ratio
Sharpe Ratio

1.777
1.829
107.5
0.4256
0.6342

2.266
1.747
73.57
0.6207

1.636
2.051
31.82
0.3241

Average Risk
Average Risk (%)
Average R-Multiple (Expectancy)
R-Multiple Standard Deviation
Average Margin
Average Margin (%)
Max Margin (%)
/Margin Value
Date of Max Margin
Average Leverage
Risk of Ruin

$458.54
1.411%
0.5339
1.235
$22,893.66
70.46%
99.96%
$11,383.92
5/17/2005
0.7046
0.000%

Average Annual Profit/Loss


Ave Annual Compounded Return
Average Monthly Profit/Loss
Ave Monthly Compounded Return
Average Weekly Profit/Loss
Ave Weekly Compounded Return
Average Daily Profit/Loss
Ave Daily Compounded Return

$6,536.77
22.27%
$544.73
1.690%
$125.04
0.3853%
$17.90
0.05506%

Closed Trade Drawdowns

All Trades

Long

Short

Number of Drawdowns
Average Drawdown

43
($525.08)

21
($307.64)

24
($500.56)

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Average Drawdown (%)


Average Length of Drawdowns
Average Trades in Drawdowns

1.526%
50 days 1 hours
3

1.484%
63 days 1 hours
2

2.188%
105 days 1 hours
3

Worst Case Drawdown


/Percent of Equity
Date at Trough
Trade Number at Trough
Length of Drawdown
Trades in Drawdown

($2,653.69)
4.835%
11/16/2011
199
52 days 0 min
5

($728.43)
2.240%
9/30/2011
193
18 days 0 min
1

($2,241.32)
7.365%
11/11/2011
198
1 years 133 days
25

Worst Case Drawdown (%)


/Equity Value
Date at Trough
Trade Number at Trough
Length of Drawdown
Trades in Drawdown

6.128%
($1,776.20)
12/16/2008
119
42 days 0 min
4

5.771%
($585.43)
7/27/2004
10
1 years 20 days
12

7.365%
($2,241.32)
11/11/2011
198
1 years 133 days
25

Longest Drawdown
Start of Drawdown
End of Drawdown
Percent of Equity

160 days 0 min


11/9/2004
4/18/2005
2.988%

1 years 20 days
5/6/2004
5/27/2005
5.771%

1 years 133 days


10/17/2011
2/27/2013
7.365%

Annual Returns
Year

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

Sharpe

2014

$685.17

$0.00

2013

$13,666.54

$0.00

$75,895.67

0.9110

$75,210.50

22.21

0.7079

50.00

2.035

-0.2887

1.454

30

70.00

7.532

2012

$4,043.56

$0.00

$61,543.96

1.250

7.032

2.963

36

58.33

1.918

0.4101

2011

$13,756.72

$0.00

$57,500.40

31.45

4.835

35

65.71

3.726

0.9638

2010

$10,024.54

$0.00

$43,743.68

29.73

1.177

25

76.00

10.02

0.8160

2009

$6,509.72

$0.00

$33,719.14

23.92

4.889

24

66.67

2.562

0.4273

2008

$7,328.83

$0.00

$27,209.42

36.86

6.128

30

56.67

2.671

0.5424

2007

$4,516.39

$0.00

$19,880.59

29.40

1.802

32

71.87

6.618

0.8266

2006

$2,903.37

$0.00

$15,364.20

23.30

1.184

23

73.91

9.575

0.9855

2005

$1,507.10

$0.00

$12,460.83

13.76

2.277

17

82.35

4.549

0.6171

2004

$953.73

$0.00

$10,953.73

9.537

3.805

17

70.59

2.122

0.3652

Ave

$5,990.52

$0.00

$39,407.46

20.74

2.838

25.00

67.46

4.848

0.6286

SD

$4,761.10

$0.00

$24,750.13

11.42

1.825

9.022

9.383

3.076

0.4131

Monthly Returns
Month

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

3-2014

($27.86)

$0.00

$75,895.67

-0.03669

0.7079

66.67

0.9482

1-2014

$713.03

$0.00

$75,923.53

0.9480

0.1653

33.33

6.735

12-2013

$1,571.79

$0.00

$75,210.50

2.134

0.2535

66.67

9.420

11-2013

($352.96)

$0.00

$73,638.71

-0.4770

0.4770

0.000

0.000

10-2013

$3,172.95

$0.00

$73,991.67

4.480

0.000

100.0

100.0

9-2013

$2,177.36

$0.00

$70,818.72

3.172

0.1508

66.67

21.57

8-2013

$621.05

$0.00

$68,641.36

0.9130

0.4793

66.67

2.905

7-2013

$1,905.58

$0.00

$68,020.31

2.882

0.000

100.0

100.0

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6-2013

$109.98

$0.00

$66,114.73

0.1666

0.8378

50.00

1.199

5-2013

$840.48

$0.00

$66,004.75

1.290

0.6214

66.67

3.036

4-2013

$936.48

$0.00

$65,164.27

1.458

0.000

100.0

100.0

3-2013

$1,086.00

$0.00

$64,227.79

1.720

0.05588

50.00

31.24

2-2013

$1,092.38

$0.00

$63,141.79

1.761

0.1921

80.00

10.16

1-2013

$505.45

$0.00

$62,049.41

0.8213

0.000

100.0

100.0

12-2012

$640.15

$0.00

$61,543.96

1.051

0.3221

66.67

4.263

11-2012

$1,113.96

$0.00

$60,903.81

1.863

0.000084

66.67

22280.

10-2012

$643.52

$0.00

$59,789.85

1.088

0.000

100.0

100.0

8-2012

($566.17)

$0.00

$59,146.33

-0.9482

0.9482

0.000

0.000

7-2012

($151.04)

$0.00

$59,712.50

-0.2523

1.635

50.00

0.8478

6-2012

$734.90

$0.00

$59,863.54

1.243

0.2240

66.67

6.549

5-2012

$1,933.60

$0.00

$59,128.64

3.381

0.000

100.0

100.0

4-2012

$181.10

$0.00

$57,195.04

0.3176

1.281

50.00

1.244

3-2012

$940.43

$0.00

$57,013.94

1.677

0.05094

66.67

33.36

2-2012

($633.28)

$0.00

$56,073.51

-1.117

1.605

50.00

0.3345

1-2012

($793.61)

$0.00

$56,706.79

-1.380

1.385

25.00

0.003491

12-2011

$3,990.03

$0.00

$57,500.40

7.457

0.000

100.0

100.0

11-2011

$115.12

$0.00

$53,510.37

0.2156

2.188

33.33

1.099

10-2011

$2,293.03

$0.00

$53,395.25

4.487

2.707

50.00

2.544

9-2011

$1,777.45

$0.00

$51,102.22

3.604

1.405

80.00

3.440

8-2011

$1,870.75

$0.00

$49,324.77

3.942

1.607

66.67

3.322

7-2011

$2,006.54

$0.00

$47,454.02

4.415

0.000

100.0

100.0

6-2011

$714.89

$0.00

$45,447.48

1.598

0.3980

50.00

4.937

5-2011

$433.99

$0.00

$44,732.59

0.9797

0.000

100.0

100.0

4-2011

($78.33)

$0.00

$44,298.60

-0.1765

0.1765

0.000

0.000

3-2011

$208.54

$0.00

$44,376.93

0.4721

0.2086

50.00

3.248

2-2011

$588.13

$0.00

$44,168.39

1.350

0.000

100.0

100.0

1-2011

($163.42)

$0.00

$43,580.26

-0.3736

1.113

50.00

0.6767

12-2010

$508.33

$0.00

$43,743.68

1.176

1.177

66.67

1.999

11-2010

$634.17

$0.00

$43,235.35

1.489

0.000

100.0

100.0

9-2010

$932.19

$0.00

$42,601.18

2.237

0.000

100.0

100.0

8-2010

$793.73

$0.00

$41,668.99

1.942

0.000

100.0

100.0

7-2010

$3,629.22

$0.00

$40,875.26

9.744

0.09521

75.00

95.34

6-2010

$408.97

$0.00

$37,246.04

1.110

0.8907

33.33

2.246

5-2010

$1,604.72

$0.00

$36,837.07

4.555

0.000

100.0

100.0

4-2010

$165.38

$0.00

$35,232.35

0.4716

0.000

100.0

100.0

3-2010

$42.40

$0.00

$35,066.97

0.1211

0.4632

33.33

1.179

2-2010

$165.09

$0.00

$35,024.57

0.4736

0.000

100.0

100.0

1-2010

$1,140.34

$0.00

$34,859.48

3.382

0.000

100.0

100.0

12-2009

($89.73)

$0.00

$33,719.14

-0.2654

1.100

50.00

0.7587

10-2009

$124.45

$0.00

$33,808.87

0.3695

0.000

100.0

100.0

9-2009

$827.19

$0.00

$33,684.42

2.518

0.000

100.0

100.0

8-2009

($907.31)

$0.00

$32,857.23

-2.687

2.687

0.000

0.000

7-2009

$2,954.76

$0.00

$33,764.54

9.590

0.000

100.0

100.0

5-2009

($469.19)

$0.00

$30,809.78

-1.500

3.178

33.33

0.5361

4-2009

($741.63)

$0.00

$31,278.97

-2.316

4.889

40.00

0.5263

3-2009

$380.65

$0.00

$32,020.60

1.203

0.000

100.0

100.0

2-2009

$1,451.87

$0.00

$31,639.95

4.809

1.030

66.67

5.670

1-2009

$2,978.66

$0.00

$30,188.08

10.95

0.000

100.0

100.0

12-2008

($725.81)

$0.00

$27,209.42

-2.598

6.128

25.00

0.5914

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11-2008

$3,435.54

$0.00

$27,935.23

14.02

0.000

100.0

100.0

10-2008

$1,830.80

$0.00

$24,499.69

8.076

2.944

66.67

3.464

9-2008

$485.67

$0.00

$22,668.89

2.189

0.6894

50.00

4.086

8-2008

$336.35

$0.00

$22,183.22

1.540

0.000

100.0

100.0

7-2008

$1,610.93

$0.00

$21,846.87

7.961

0.7677

75.00

10.53

6-2008

($123.37)

$0.00

$20,235.94

-0.6060

1.693

50.00

0.6420

5-2008

$36.95

$0.00

$20,359.31

0.1818

1.305

50.00

1.139

4-2008

($760.32)

$0.00

$20,322.36

-3.606

3.606

0.000

0.000

3-2008

$593.55

$0.00

$21,082.68

2.897

0.000

100.0

100.0

2-2008

($169.64)

$0.00

$20,489.13

-0.8212

0.8212

0.000

0.000

1-2008

$778.18

$0.00

$20,658.77

3.914

0.000

100.0

100.0

12-2007

$621.20

$0.00

$19,880.59

3.225

0.000

100.0

100.0

11-2007

$1,120.50

$0.00

$19,259.39

6.177

1.290

71.43

5.659

10-2007

$795.24

$0.00

$18,138.89

4.585

0.000

100.0

100.0

9-2007

($215.43)

$0.00

$17,343.65

-1.227

1.227

25.00

0.1703

8-2007

$790.57

$0.00

$17,559.08

4.715

0.000

100.0

100.0

7-2007

$874.20

$0.00

$16,768.51

5.500

0.04849

75.00

113.7

6-2007

$479.26

$0.00

$15,894.31

3.109

0.000

100.0

100.0

4-2007

($71.68)

$0.00

$15,415.05

-0.4628

0.4856

50.00

0.04681

3-2007

($165.32)

$0.00

$15,486.73

-1.056

1.056

0.000

0.000

2-2007

$146.36

$0.00

$15,652.05

0.9439

0.3531

66.67

3.641

1-2007

$141.49

$0.00

$15,505.69

0.9209

0.000

100.0

100.0

12-2006

($61.69)

$0.00

$15,364.20

-0.3999

0.3999

0.000

0.000

11-2006

($19.00)

$0.00

$15,425.89

-0.1230

0.1230

0.000

0.000

10-2006

$80.67

$0.00

$15,444.89

0.5251

0.6651

66.67

1.780

9-2006

($122.10)

$0.00

$15,364.22

-0.7884

0.7884

0.000

0.000

8-2006

$345.39

$0.00

$15,486.32

2.281

0.2087

50.00

11.67

7-2006

$569.20

$0.00

$15,140.93

3.906

0.000

100.0

100.0

6-2006

$507.72

$0.00

$14,571.73

3.610

0.000

100.0

100.0

5-2006

$571.10

$0.00

$14,064.01

4.233

0.000

100.0

100.0

4-2006

$356.27

$0.00

$13,492.91

2.712

0.000

100.0

100.0

3-2006

$190.62

$0.00

$13,136.64

1.472

0.000

100.0

100.0

2-2006

$67.35

$0.00

$12,946.02

0.5230

0.000

100.0

100.0

1-2006

$417.84

$0.00

$12,878.67

3.353

0.000

100.0

100.0

12-2005

$94.92

$0.00

$12,460.83

0.7676

0.000

100.0

100.0

11-2005

($288.10)

$0.00

$12,365.91

-2.277

2.277

0.000

0.000

10-2005

$60.99

$0.00

$12,654.01

0.4843

0.000

100.0

100.0

9-2005

$430.49

$0.00

$12,593.02

3.539

0.000

100.0

100.0

8-2005

$28.46

$0.00

$12,162.53

0.2345

0.000

100.0

100.0

7-2005

$262.42

$0.00

$12,134.07

2.210

0.000

100.0

100.0

6-2005

$223.90

$0.00

$11,871.65

1.922

0.000

100.0

100.0

5-2005

$259.47

$0.00

$11,647.75

2.278

0.000

100.0

100.0

4-2005

$434.16

$0.00

$11,388.28

3.963

0.000

100.0

100.0

3-2005

$64.91

$0.00

$10,954.12

0.5961

0.000

100.0

100.0

2-2005

$13.99

$0.00

$10,889.21

0.1286

0.5337

50.00

1.241

1-2005

($78.51)

$0.00

$10,875.22

-0.7167

0.7167

0.000

0.000

12-2004

($196.64)

$0.00

$10,953.73

-1.764

2.222

50.00

0.2064

11-2004

$280.38

$0.00

$11,150.37

2.579

0.000

100.0

100.0

10-2004

$85.24

$0.00

$10,869.99

0.7904

0.000

100.0

100.0

9-2004

$270.09

$0.00

$10,784.75

2.569

0.000

100.0

100.0

8-2004

$250.33

$0.00

$10,514.66

2.439

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 6

7-2004

($56.78)

$0.00

$10,264.33

-0.5502

2.402

50.00

0.7752

6-2004

($64.80)

$0.00

$10,321.11

-0.6240

0.6240

0.000

0.000

5-2004

($284.46)

$0.00

$10,385.91

-2.666

2.666

0.000

0.000

4-2004

$177.08

$0.00

$10,670.37

1.688

0.000

100.0

100.0

3-2004

$493.29

$0.00

$10,493.29

4.933

0.000

100.0

100.0

2-2004

$0.00

$0.00

$10,000.00

0.000

0.000

0.000

0.000

Ave

$568.07

$0.00

$33,043.89

1.801

0.6271

2.371

68.43

241.4

SD

$927.11

$0.00

$20,620.76

2.839

1.047

1.154

35.17

2065.

Weekly Returns
Week

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

3/23/2014

$509.58

$0.00

$75,895.67

0.6760

0.000

100.0

100.0

3/16/2014

($537.44)

$0.00

$75,386.09

-0.7079

0.7079

0.000

0.000

1/26/2014

$837.37

$0.00

$75,923.53

1.115

0.000

100.0

100.0

1/12/2014

($79.24)

$0.00

$75,086.16

-0.1054

0.1054

0.000

0.000

1/5/2014

($45.10)

$0.00

$75,165.40

-0.05997

0.05997

0.000

0.000

12/29/2013

$1,411.71

$0.00

$75,210.50

1.913

0.000

100.0

100.0

12/15/2013

$346.76

$0.00

$73,798.79

0.4721

0.000

100.0

100.0

12/8/2013

($186.68)

$0.00

$73,452.03

-0.2535

0.2535

0.000

0.000

11/17/2013

($109.85)

$0.00

$73,638.71

-0.1490

0.1490

0.000

0.000

11/10/2013

($243.11)

$0.00

$73,748.56

-0.3286

0.3286

0.000

0.000

10/20/2013

$2,204.53

$0.00

$73,991.67

3.071

0.000

100.0

100.0

10/6/2013

$968.42

$0.00

$71,787.14

1.367

0.000

100.0

100.0

9/15/2013

$2,177.36

$0.00

$70,818.72

3.172

0.1508

66.67

21.57

8/18/2013

$790.65

$0.00

$68,641.36

1.165

0.000

100.0

100.0

8/4/2013

$156.41

$0.00

$67,850.71

0.2311

0.000

100.0

100.0

7/28/2013

($326.01)

$0.00

$67,694.30

-0.4793

0.4793

0.000

0.000

7/14/2013

$1,905.58

$0.00

$68,020.31

2.882

0.000

100.0

100.0

6/23/2013

$662.99

$0.00

$66,114.73

1.013

0.000

100.0

100.0

6/16/2013

($553.01)

$0.00

$65,451.74

-0.8378

0.8378

0.000

0.000

5/26/2013

($412.72)

$0.00

$66,004.75

-0.6214

0.6214

0.000

0.000

5/5/2013

$588.18

$0.00

$66,417.47

0.8935

0.000

100.0

100.0

4/28/2013

$665.02

$0.00

$65,829.29

1.021

0.000

100.0

100.0

4/21/2013

$441.82

$0.00

$65,164.27

0.6826

0.000

100.0

100.0

4/14/2013

$415.30

$0.00

$64,722.45

0.6458

0.000

100.0

100.0

4/7/2013

$79.36

$0.00

$64,307.15

0.1236

0.000

100.0

100.0

3/24/2013

($35.91)

$0.00

$64,227.79

-0.05588

0.05588

0.000

0.000

3/10/2013

$1,121.91

$0.00

$64,263.70

1.777

0.000

100.0

100.0

2/24/2013

$657.94

$0.00

$63,141.79

1.053

0.000

100.0

100.0

2/17/2013

$220.81

$0.00

$62,483.85

0.3546

0.000

100.0

100.0

2/10/2013

$332.85

$0.00

$62,263.04

0.5375

0.000

100.0

100.0

2/3/2013

($119.22)

$0.00

$61,930.19

-0.1921

0.1921

0.000

0.000

1/13/2013

$505.45

$0.00

$62,049.41

0.8213

0.000

100.0

100.0

12/30/2012

$568.70

$0.00

$61,543.96

0.9327

0.000

100.0

100.0

12/9/2012

$71.45

$0.00

$60,975.26

0.1173

0.3221

50.00

1.364

11/25/2012

$876.51

$0.00

$60,903.81

1.460

0.000

100.0

100.0

11/11/2012

$237.50

$0.00

$60,027.30

0.3972

0.000

100.0

100.0

11/4/2012

($0.05)

$0.00

$59,789.80

-0.000084

0.000084

0.000

0.000

10/21/2012

$234.11

$0.00

$59,789.85

0.3931

0.000

100.0

100.0

10/14/2012

$409.41

$0.00

$59,555.74

0.6922

0.000

100.0

100.0

8/12/2012

($463.42)

$0.00

$59,146.33

-0.7774

0.7774

0.000

0.000

4/3/2014 6:27:46 PM Page 7

7/29/2012

($102.75)

$0.00

$59,609.75

-0.1721

0.1721

0.000

0.000

7/22/2012

($992.54)

$0.00

$59,712.50

-1.635

1.635

0.000

0.000

7/8/2012

$340.11

$0.00

$60,705.04

0.5634

0.000

100.0

100.0

7/1/2012

$501.39

$0.00

$60,364.93

0.8376

0.000

100.0

100.0

6/24/2012

$95.55

$0.00

$59,863.54

0.1599

0.000

100.0

100.0

6/10/2012

$771.79

$0.00

$59,767.99

1.308

0.000

100.0

100.0

6/3/2012

($132.44)

$0.00

$58,996.20

-0.2240

0.2240

0.000

0.000

5/20/2012

$685.90

$0.00

$59,128.64

1.174

0.000

100.0

100.0

5/6/2012

$785.06

$0.00

$58,442.74

1.362

0.000

100.0

100.0

4/29/2012

$462.64

$0.00

$57,657.68

0.8089

0.000

100.0

100.0

4/22/2012

($742.23)

$0.00

$57,195.04

-1.281

1.281

0.000

0.000

4/8/2012

$653.94

$0.00

$57,937.27

1.142

0.000

100.0

100.0

4/1/2012

$269.39

$0.00

$57,283.33

0.4725

0.000

100.0

100.0

3/25/2012

($29.06)

$0.00

$57,013.94

-0.05094

0.05094

0.000

0.000

3/18/2012

$874.33

$0.00

$57,043.00

1.557

0.000

100.0

100.0

3/4/2012

$95.16

$0.00

$56,168.67

0.1697

0.000

100.0

100.0

2/26/2012

$276.87

$0.00

$56,073.51

0.4962

0.000

100.0

100.0

2/12/2012

($513.17)

$0.00

$55,796.64

-0.9113

0.9113

0.000

0.000

2/5/2012

$41.46

$0.00

$56,309.81

0.07368

0.000

100.0

100.0

1/29/2012

($438.44)

$0.00

$56,268.35

-0.7732

0.7732

0.000

0.000

1/15/2012

($155.82)

$0.00

$56,706.79

-0.2740

0.2789

50.00

0.01753

1/8/2012

($219.06)

$0.00

$56,862.61

-0.3838

0.3838

0.000

0.000

1/1/2012

($418.73)

$0.00

$57,081.67

-0.7282

0.7282

0.000

0.000

12/25/2011

$1,273.18

$0.00

$57,500.40

2.264

0.000

100.0

100.0

12/18/2011

$900.68

$0.00

$56,227.22

1.628

0.000

100.0

100.0

12/4/2011

$1,816.17

$0.00

$55,326.54

3.394

0.000

100.0

100.0

11/20/2011

$1,283.36

$0.00

$53,510.37

2.457

0.000

100.0

100.0
0.000

11/13/2011

($282.20)

$0.00

$52,227.01

-0.5374

0.5374

0.000

11/6/2011

($886.04)

$0.00

$52,509.21

-1.659

1.659

0.000

0.000

10/30/2011

($130.17)

$0.00

$53,395.25

-0.2432

0.2432

0.000

0.000

10/23/2011

($1,355.28)

$0.00

$53,525.42

-2.470

2.470

0.000

0.000

10/16/2011

$2,654.54

$0.00

$54,880.70

5.083

0.000

100.0

100.0

10/2/2011

$1,123.94

$0.00

$52,226.16

2.199

0.000

100.0

100.0

9/25/2011

$647.43

$0.00

$51,102.22

1.283

1.405

50.00

1.889

9/18/2011

$510.74

$0.00

$50,454.79

1.023

0.000

100.0

100.0

9/11/2011

$16.57

$0.00

$49,944.05

0.03319

0.000

100.0

100.0

8/28/2011

$602.71

$0.00

$49,927.48

1.222

0.000

100.0

100.0

8/21/2011

($805.75)

$0.00

$49,324.77

-1.607

1.607

0.000

0.000

8/14/2011

$1,637.10

$0.00

$50,130.52

3.376

0.000

100.0

100.0

7/31/2011

$1,039.40

$0.00

$48,493.42

2.190

0.000

100.0

100.0

7/24/2011

$534.41

$0.00

$47,454.02

1.139

0.000

100.0

100.0

7/17/2011

$293.68

$0.00

$46,919.61

0.6299

0.000

100.0

100.0

7/3/2011

$1,178.45

$0.00

$46,625.93

2.593

0.000

100.0

100.0

6/26/2011

($40.87)

$0.00

$45,447.48

-0.08985

0.08985

0.000

0.000

6/12/2011

($140.73)

$0.00

$45,488.35

-0.3084

0.3084

0.000

0.000

5/29/2011

$896.49

$0.00

$45,629.08

2.004

0.000

100.0

100.0

5/22/2011

$433.99

$0.00

$44,732.59

0.9797

0.000

100.0

100.0

4/17/2011

($78.33)

$0.00

$44,298.60

-0.1765

0.1765

0.000

0.000

3/20/2011

($92.78)

$0.00

$44,376.93

-0.2086

0.2086

0.000

0.000

3/6/2011

$301.32

$0.00

$44,469.71

0.6822

0.000

100.0

100.0

2/6/2011

$451.47

$0.00

$44,168.39

1.033

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 8

1/30/2011

$136.66

$0.00

$43,716.92

0.3136

0.000

100.0

100.0

1/23/2011

$72.21

$0.00

$43,580.26

0.1660

0.04234

50.00

4.920

1/16/2011

$251.45

$0.00

$43,508.05

0.5813

0.000

100.0

100.0

1/9/2011

($487.08)

$0.00

$43,256.60

-1.113

1.113

0.000

0.000

12/19/2010

$32.31

$0.00

$43,743.68

0.07392

0.000

100.0

100.0

12/12/2010

$984.81

$0.00

$43,711.37

2.305

0.000

100.0

100.0

11/28/2010

($508.79)

$0.00

$42,726.56

-1.177

1.177

0.000

0.000

11/21/2010

$423.98

$0.00

$43,235.35

0.9903

0.000

100.0

100.0

10/31/2010

$210.19

$0.00

$42,811.37

0.4934

0.000

100.0

100.0

9/5/2010

$932.19

$0.00

$42,601.18

2.237

0.000

100.0

100.0

8/22/2010

$793.73

$0.00

$41,668.99

1.942

0.000

100.0

100.0

7/25/2010

$507.36

$0.00

$40,875.26

1.257

0.000

100.0

100.0

7/18/2010

($38.47)

$0.00

$40,367.90

-0.09521

0.09521

0.000

0.000

7/11/2010

$1,217.62

$0.00

$40,406.37

3.107

0.000

100.0

100.0

6/27/2010

$1,942.71

$0.00

$39,188.75

5.216

0.000

100.0

100.0

6/20/2010

$737.07

$0.00

$37,246.04

2.019

0.000

100.0

100.0

6/6/2010

($151.86)

$0.00

$36,508.97

-0.4142

0.4142

0.000

0.000

5/30/2010

($176.24)

$0.00

$36,660.83

-0.4784

0.4784

0.000

0.000

5/23/2010

$561.92

$0.00

$36,837.07

1.549

0.000

100.0

100.0

5/9/2010

$235.45

$0.00

$36,275.15

0.6533

0.000

100.0

100.0

5/2/2010

$807.35

$0.00

$36,039.70

2.292

0.000

100.0

100.0

4/25/2010

$165.38

$0.00

$35,232.35

0.4716

0.000

100.0

100.0

3/21/2010

($163.17)

$0.00

$35,066.97

-0.4632

0.4632

0.000

0.000

3/7/2010

$278.95

$0.00

$35,230.14

0.7981

0.000

100.0

100.0

2/28/2010

($73.38)

$0.00

$34,951.19

-0.2095

0.2095

0.000

0.000

1/31/2010

$165.09

$0.00

$35,024.57

0.4736

0.000

100.0

100.0

1/24/2010

$979.17

$0.00

$34,859.48

2.890

0.000

100.0

100.0

1/10/2010

$84.04

$0.00

$33,880.31

0.2487

0.000

100.0

100.0

1/3/2010

$77.13

$0.00

$33,796.27

0.2287

0.000

100.0

100.0

12/27/2009

$282.17

$0.00

$33,719.14

0.8439

0.000

100.0

100.0

12/13/2009

($371.90)

$0.00

$33,436.97

-1.100

1.100

0.000

0.000

10/4/2009

$124.45

$0.00

$33,808.87

0.3695

0.000

100.0

100.0

9/13/2009

$827.19

$0.00

$33,684.42

2.518

0.000

100.0

100.0

8/16/2009

($907.31)

$0.00

$32,857.23

-2.687

2.687

0.000

0.000

7/26/2009

$2,010.11

$0.00

$33,764.54

6.330

0.000

100.0

100.0

7/5/2009

$649.24

$0.00

$31,754.43

2.087

0.000

100.0

100.0

6/28/2009

$295.41

$0.00

$31,105.19

0.9588

0.000

100.0

100.0

5/24/2009

($500.70)

$0.00

$30,809.78

-1.599

1.599

0.000

0.000

5/17/2009

$31.51

$0.00

$31,310.48

0.1007

1.605

50.00

1.062

4/26/2009

$606.50

$0.00

$31,278.97

1.977

0.000

100.0

100.0

4/19/2009

($58.75)

$0.00

$30,672.47

-0.1912

0.8988

50.00

0.7873

4/12/2009

($1,253.92)

$0.00

$30,731.22

-3.920

3.920

0.000

0.000
0.000

4/5/2009

($35.46)

$0.00

$31,985.14

-0.1107

0.1107

0.000

3/22/2009

$2.96

$0.00

$32,020.60

0.009245

0.000

100.0

100.0

3/15/2009

$377.69

$0.00

$32,017.64

1.194

0.000

100.0

100.0

2/22/2009

$1,469.10

$0.00

$31,639.95

4.869

0.000

100.0

100.0

2/8/2009

$293.66

$0.00

$30,170.85

0.9829

0.000

100.0

100.0

2/1/2009

($310.89)

$0.00

$29,877.19

-1.030

1.030

0.000

0.000

1/25/2009

$634.71

$0.00

$30,188.08

2.148

0.000

100.0

100.0

1/11/2009

$1,508.10

$0.00

$29,553.37

5.377

0.000

100.0

100.0

1/4/2009

$835.85

$0.00

$28,045.27

3.072

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 9

12/14/2008

($552.22)

$0.00

$27,209.42

-1.989

1.989

0.000

0.000

12/7/2008

($1,223.98)

$0.00

$27,761.64

-4.223

4.223

0.000

0.000

11/30/2008

$1,050.39

$0.00

$28,985.62

3.760

0.000

100.0

100.0

11/16/2008

$3,435.54

$0.00

$27,935.23

14.02

0.000

100.0

100.0

10/26/2008

($743.14)

$0.00

$24,499.69

-2.944

2.944

0.000

0.000

10/12/2008

$566.43

$0.00

$25,242.83

2.295

0.000

100.0

100.0

10/5/2008

$2,007.51

$0.00

$24,676.40

8.856

0.000

100.0

100.0

9/21/2008

($157.36)

$0.00

$22,668.89

-0.6894

0.6894

0.000

0.000

8/31/2008

$643.03

$0.00

$22,826.25

2.899

0.000

100.0

100.0

8/17/2008

$14.74

$0.00

$22,183.22

0.06649

0.000

100.0

100.0

8/10/2008

$321.61

$0.00

$22,168.48

1.472

0.000

100.0

100.0

7/27/2008

($169.02)

$0.00

$21,846.87

-0.7677

0.7677

0.000

0.000

7/20/2008

$586.21

$0.00

$22,015.89

2.736

0.000

100.0

100.0

7/13/2008

$946.37

$0.00

$21,429.68

4.620

0.000

100.0

100.0

6/29/2008

$247.37

$0.00

$20,483.31

1.222

0.000

100.0

100.0

6/22/2008

$221.25

$0.00

$20,235.94

1.105

0.000

100.0

100.0

6/15/2008

($344.62)

$0.00

$20,014.69

-1.693

1.693

0.000

0.000

5/25/2008

$302.11

$0.00

$20,359.31

1.506

0.000

100.0

100.0

5/4/2008

($265.16)

$0.00

$20,057.20

-1.305

1.305

0.000

0.000

4/20/2008

($173.27)

$0.00

$20,322.36

-0.8454

0.8454

0.000

0.000

4/6/2008

($92.41)

$0.00

$20,495.63

-0.4489

0.4489

0.000

0.000

3/30/2008

($494.64)

$0.00

$20,588.04

-2.346

2.346

0.000

0.000

3/23/2008

$403.57

$0.00

$21,082.68

1.952

0.000

100.0

100.0

3/2/2008

$189.98

$0.00

$20,679.11

0.9272

0.000

100.0

100.0

2/10/2008

($169.64)

$0.00

$20,489.13

-0.8212

0.8212

0.000

0.000

1/20/2008

$211.62

$0.00

$20,658.77

1.035

0.000

100.0

100.0

1/13/2008

$146.70

$0.00

$20,447.15

0.7226

0.000

100.0

100.0

12/30/2007

$419.86

$0.00

$20,300.45

2.112

0.000

100.0

100.0

12/23/2007

$119.08

$0.00

$19,880.59

0.6026

0.000

100.0

100.0

12/16/2007

$502.12

$0.00

$19,761.51

2.607

0.000

100.0

100.0

11/25/2007

$862.27

$0.00

$19,259.39

4.687

0.000

100.0

100.0

11/18/2007

($0.04)

$0.00

$18,397.12

-0.000217

0.000217

0.000

0.000

11/11/2007

($240.47)

$0.00

$18,397.16

-1.290

1.290

0.000

0.000

11/4/2007

$355.37

$0.00

$18,637.63

1.944

0.000

100.0

100.0

10/28/2007

$143.37

$0.00

$18,282.26

0.7904

0.000

100.0

100.0

10/21/2007

$765.23

$0.00

$18,138.89

4.405

0.000

100.0

100.0

10/7/2007

$30.01

$0.00

$17,373.66

0.1730

0.000

100.0

100.0

9/9/2007

($133.19)

$0.00

$17,343.65

-0.7621

0.7621

0.000

0.000

9/2/2007

($82.24)

$0.00

$17,476.84

-0.4684

0.7202

50.00

0.3497

8/19/2007

$75.67

$0.00

$17,559.08

0.4328

0.000

100.0

100.0

8/12/2007

$655.66

$0.00

$17,483.41

3.896

0.000

100.0

100.0

8/5/2007

$59.24

$0.00

$16,827.75

0.3533

0.000

100.0

100.0

7/22/2007

$615.23

$0.00

$16,768.51

3.809

0.000

100.0

100.0

7/15/2007

$158.08

$0.00

$16,153.28

0.9883

0.000

100.0

100.0

7/8/2007

($7.76)

$0.00

$15,995.20

-0.04849

0.04849

0.000

0.000

7/1/2007

$108.65

$0.00

$16,002.96

0.6836

0.000

100.0

100.0

6/24/2007

$74.36

$0.00

$15,894.31

0.4700

0.000

100.0

100.0

6/17/2007

$126.93

$0.00

$15,819.95

0.8088

0.000

100.0

100.0

6/3/2007

$277.97

$0.00

$15,693.02

1.803

0.000

100.0

100.0

4/8/2007

$3.52

$0.00

$15,415.05

0.02284

0.000

100.0

100.0

4/1/2007

($75.20)

$0.00

$15,411.53

-0.4856

0.4856

0.000

0.000

4/3/2014 6:27:46 PM Page 10

3/18/2007

($165.32)

$0.00

$15,486.73

-1.056

1.056

0.000

0.000

2/25/2007

$13.10

$0.00

$15,652.05

0.08377

0.000

100.0

100.0

2/11/2007

($55.42)

$0.00

$15,638.95

-0.3531

0.3531

0.000

0.000

2/4/2007

$188.68

$0.00

$15,694.37

1.217

0.000

100.0

100.0

1/28/2007

$141.49

$0.00

$15,505.69

0.9209

0.000

100.0

100.0

12/17/2006

($20.24)

$0.00

$15,364.20

-0.1316

0.1316

0.000

0.000

12/10/2006

($41.45)

$0.00

$15,384.44

-0.2687

0.2687

0.000

0.000

11/5/2006

($19.00)

$0.00

$15,425.89

-0.1230

0.1230

0.000

0.000

10/8/2006

$45.47

$0.00

$15,444.89

0.2953

0.6651

50.00

1.440

10/1/2006

$35.20

$0.00

$15,399.42

0.2291

0.000

100.0

100.0

9/10/2006

($122.10)

$0.00

$15,364.22

-0.7884

0.7884

0.000

0.000

8/27/2006

($32.38)

$0.00

$15,486.32

-0.2087

0.2087

0.000

0.000

8/6/2006

$377.77

$0.00

$15,518.70

2.495

0.000

100.0

100.0

7/16/2006

$359.67

$0.00

$15,140.93

2.433

0.000

100.0

100.0

7/2/2006

$209.53

$0.00

$14,781.26

1.438

0.000

100.0

100.0

Ave

$294.83

$0.00

$40,811.93

0.8145

0.2986

1.101

65.71

63.62

SD

$661.65

$0.00

$18,737.60

1.929

0.6502

0.3325

46.44

48.08

Daily Returns
Day

Net Profit

Add/With

End Equity

Return(%)

Drawdown(%)

Trades

Wins(%)

P Fac

3/28/2014

$345.99

$0.00

$75,895.67

0.4580

0.000

100.0

100.0

3/24/2014

$163.59

$0.00

$75,549.68

0.2170

0.000

100.0

100.0

3/18/2014

($537.44)

$0.00

$75,386.09

-0.7079

0.7079

0.000

0.000

1/30/2014

$837.37

$0.00

$75,923.53

1.115

0.000

100.0

100.0

1/15/2014

($79.24)

$0.00

$75,086.16

-0.1054

0.1054

0.000

0.000

1/9/2014

($45.10)

$0.00

$75,165.40

-0.05997

0.05997

0.000

0.000

12/30/2013

$1,411.71

$0.00

$75,210.50

1.913

0.000

100.0

100.0

12/18/2013

$346.76

$0.00

$73,798.79

0.4721

0.000

100.0

100.0

12/11/2013

($186.68)

$0.00

$73,452.03

-0.2535

0.2535

0.000

0.000

11/22/2013

($109.85)

$0.00

$73,638.71

-0.1490

0.1490

0.000

0.000

11/13/2013

($243.11)

$0.00

$73,748.56

-0.3286

0.3286

0.000

0.000

10/23/2013

$2,204.53

$0.00

$73,991.67

3.071

0.000

100.0

100.0

10/10/2013

$968.42

$0.00

$71,787.14

1.367

0.000

100.0

100.0

9/19/2013

$707.48

$0.00

$70,818.72

1.009

0.000

100.0

100.0

9/18/2013

($105.86)

$0.00

$70,111.24

-0.1508

0.1508

0.000

0.000

9/17/2013

$1,575.74

$0.00

$70,217.10

2.296

0.000

100.0

100.0

8/20/2013

$790.65

$0.00

$68,641.36

1.165

0.000

100.0

100.0

8/5/2013

$156.41

$0.00

$67,850.71

0.2311

0.000

100.0

100.0

8/1/2013

($326.01)

$0.00

$67,694.30

-0.4793

0.4793

0.000

0.000

7/15/2013

$1,905.58

$0.00

$68,020.31

2.882

0.000

100.0

100.0

6/25/2013

$662.99

$0.00

$66,114.73

1.013

0.000

100.0

100.0

6/20/2013

($553.01)

$0.00

$65,451.74

-0.8378

0.8378

0.000

0.000

5/30/2013

($412.72)

$0.00

$66,004.75

-0.6214

0.6214

0.000

0.000

5/9/2013

$588.18

$0.00

$66,417.47

0.8935

0.000

100.0

100.0

5/1/2013

$665.02

$0.00

$65,829.29

1.021

0.000

100.0

100.0

4/22/2013

$441.82

$0.00

$65,164.27

0.6826

0.000

100.0

100.0

4/15/2013

$415.30

$0.00

$64,722.45

0.6458

0.000

100.0

100.0

4/9/2013

$79.36

$0.00

$64,307.15

0.1236

0.000

100.0

100.0

3/28/2013

($35.91)

$0.00

$64,227.79

-0.05588

0.05588

0.000

0.000

3/12/2013

$1,121.91

$0.00

$64,263.70

1.777

0.000

100.0

100.0

2/27/2013

$657.94

$0.00

$63,141.79

1.053

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 11

2/20/2013

$210.87

$0.00

$62,483.85

0.3386

0.000

100.0

100.0

2/19/2013

$9.94

$0.00

$62,272.98

0.01596

0.000

100.0

100.0

2/15/2013

$332.85

$0.00

$62,263.04

0.5375

0.000

100.0

100.0

2/8/2013

($119.22)

$0.00

$61,930.19

-0.1921

0.1921

0.000

0.000

1/14/2013

$505.45

$0.00

$62,049.41

0.8213

0.000

100.0

100.0

12/31/2012

$568.70

$0.00

$61,543.96

0.9327

0.000

100.0

100.0

12/12/2012

$267.61

$0.00

$60,975.26

0.4408

0.000

100.0

100.0

12/11/2012

($196.16)

$0.00

$60,707.65

-0.3221

0.3221

0.000

0.000

11/27/2012

$876.51

$0.00

$60,903.81

1.460

0.000

100.0

100.0

11/12/2012

$237.50

$0.00

$60,027.30

0.3972

0.000

100.0

100.0

11/7/2012

($0.05)

$0.00

$59,789.80

-0.000084

0.000084

0.000

0.000

10/25/2012

$234.11

$0.00

$59,789.85

0.3931

0.000

100.0

100.0

10/19/2012

$215.87

$0.00

$59,555.74

0.3638

0.000

100.0

100.0
100.0

10/15/2012

$193.54

$0.00

$59,339.87

0.3272

0.000

100.0

8/17/2012

($463.42)

$0.00

$59,146.33

-0.7774

0.7774

0.000

0.000

8/2/2012

($102.75)

$0.00

$59,609.75

-0.1721

0.1721

0.000

0.000

7/27/2012

($541.41)

$0.00

$59,712.50

-0.8985

0.8985

0.000

0.000

7/23/2012

($451.13)

$0.00

$60,253.91

-0.7432

0.7432

0.000

0.000

7/13/2012

$340.11

$0.00

$60,705.04

0.5634

0.000

100.0

100.0

7/5/2012

$501.39

$0.00

$60,364.93

0.8376

0.000

100.0

100.0

6/29/2012

$95.55

$0.00

$59,863.54

0.1599

0.000

100.0

100.0

6/13/2012

$771.79

$0.00

$59,767.99

1.308

0.000

100.0

100.0

6/6/2012

($132.44)

$0.00

$58,996.20

-0.2240

0.2240

0.000

0.000

5/25/2012

$685.90

$0.00

$59,128.64

1.174

0.000

100.0

100.0

5/10/2012

$785.06

$0.00

$58,442.74

1.362

0.000

100.0

100.0

5/3/2012

$462.64

$0.00

$57,657.68

0.8089

0.000

100.0

100.0

4/25/2012

($375.83)

$0.00

$57,195.04

-0.6528

0.6528

0.000

0.000

4/23/2012

($366.40)

$0.00

$57,570.87

-0.6324

0.6324

0.000

0.000

4/12/2012

$653.94

$0.00

$57,937.27

1.142

0.000

100.0

100.0

4/3/2012

$269.39

$0.00

$57,283.33

0.4725

0.000

100.0

100.0

3/26/2012

($29.06)

$0.00

$57,013.94

-0.05094

0.05094

0.000

0.000

3/21/2012

$874.33

$0.00

$57,043.00

1.557

0.000

100.0

100.0

3/9/2012

$95.16

$0.00

$56,168.67

0.1697

0.000

100.0

100.0

2/29/2012

$276.87

$0.00

$56,073.51

0.4962

0.000

100.0

100.0

2/17/2012

($513.17)

$0.00

$55,796.64

-0.9113

0.9113

0.000

0.000

2/10/2012

$41.46

$0.00

$56,309.81

0.07368

0.000

100.0

100.0

2/2/2012

($438.44)

$0.00

$56,268.35

-0.7732

0.7732

0.000

0.000

1/20/2012

$2.78

$0.00

$56,706.79

0.004903

0.000

100.0

100.0

1/18/2012

($158.60)

$0.00

$56,704.01

-0.2789

0.2789

0.000

0.000

1/13/2012

($219.06)

$0.00

$56,862.61

-0.3838

0.3838

0.000

0.000

1/3/2012

($418.73)

$0.00

$57,081.67

-0.7282

0.7282

0.000

0.000

12/28/2011

$1,273.18

$0.00

$57,500.40

2.264

0.000

100.0

100.0

12/20/2011

$900.68

$0.00

$56,227.22

1.628

0.000

100.0

100.0

12/8/2011

$1,816.17

$0.00

$55,326.54

3.394

0.000

100.0

100.0

11/22/2011

$1,283.36

$0.00

$53,510.37

2.457

0.000

100.0

100.0

11/16/2011

($282.20)

$0.00

$52,227.01

-0.5374

0.5374

0.000

0.000

11/11/2011

($886.04)

$0.00

$52,509.21

-1.659

1.659

0.000

0.000

10/31/2011

($130.17)

$0.00

$53,395.25

-0.2432

0.2432

0.000

0.000

10/27/2011

($1,355.28)

$0.00

$53,525.42

-2.470

2.470

0.000

0.000

10/17/2011

$2,654.54

$0.00

$54,880.70

5.083

0.000

100.0

100.0

10/4/2011

$1,123.94

$0.00

$52,226.16

2.199

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 12

9/30/2011

($728.43)

$0.00

$51,102.22

-1.405

1.405

0.000

0.000

9/26/2011

$1,375.86

$0.00

$51,830.65

2.727

0.000

100.0

100.0

9/21/2011

$510.74

$0.00

$50,454.79

1.023

0.000

100.0

100.0

9/14/2011

$16.57

$0.00

$49,944.05

0.03319

0.000

100.0

100.0

9/2/2011

$602.71

$0.00

$49,927.48

1.222

0.000

100.0

100.0

8/24/2011

($805.75)

$0.00

$49,324.77

-1.607

1.607

0.000

0.000

8/16/2011

$1,637.10

$0.00

$50,130.52

3.376

0.000

100.0

100.0

8/2/2011

$1,039.40

$0.00

$48,493.42

2.190

0.000

100.0

100.0

7/26/2011

$534.41

$0.00

$47,454.02

1.139

0.000

100.0

100.0

7/19/2011

$293.68

$0.00

$46,919.61

0.6299

0.000

100.0

100.0

7/8/2011

$1,178.45

$0.00

$46,625.93

2.593

0.000

100.0

100.0

6/28/2011

($40.87)

$0.00

$45,447.48

-0.08985

0.08985

0.000

0.000

6/15/2011

($140.73)

$0.00

$45,488.35

-0.3084

0.3084

0.000

0.000

6/3/2011

$376.35

$0.00

$45,629.08

0.8317

0.000

100.0

100.0

6/1/2011

$520.14

$0.00

$45,252.73

1.163

0.000

100.0

100.0

5/25/2011

$433.99

$0.00

$44,732.59

0.9797

0.000

100.0

100.0

4/21/2011

($78.33)

$0.00

$44,298.60

-0.1765

0.1765

0.000

0.000

3/23/2011

($92.78)

$0.00

$44,376.93

-0.2086

0.2086

0.000

0.000

3/11/2011

$301.32

$0.00

$44,469.71

0.6822

0.000

100.0

100.0

2/10/2011

$451.47

$0.00

$44,168.39

1.033

0.000

100.0

100.0

2/1/2011

$136.66

$0.00

$43,716.92

0.3136

0.000

100.0

100.0

1/28/2011

$90.63

$0.00

$43,580.26

0.2084

0.000

100.0

100.0

1/26/2011

($18.42)

$0.00

$43,489.63

-0.04234

0.04234

0.000

0.000

1/19/2011

$251.45

$0.00

$43,508.05

0.5813

0.000

100.0

100.0

1/12/2011

($487.08)

$0.00

$43,256.60

-1.113

1.113

0.000

0.000

12/23/2010

$32.31

$0.00

$43,743.68

0.07392

0.000

100.0

100.0

12/14/2010

$984.81

$0.00

$43,711.37

2.305

0.000

100.0

100.0

12/1/2010

($508.79)

$0.00

$42,726.56

-1.177

1.177

0.000

0.000

11/22/2010

$423.98

$0.00

$43,235.35

0.9903

0.000

100.0

100.0

11/1/2010

$210.19

$0.00

$42,811.37

0.4934

0.000

100.0

100.0

9/8/2010

$932.19

$0.00

$42,601.18

2.237

0.000

100.0

100.0

8/24/2010

$793.73

$0.00

$41,668.99

1.942

0.000

100.0

100.0

7/29/2010

$507.36

$0.00

$40,875.26

1.257

0.000

100.0

100.0

7/23/2010

($38.47)

$0.00

$40,367.90

-0.09521

0.09521

0.000

0.000

7/16/2010

$1,217.62

$0.00

$40,406.37

3.107

0.000

100.0

100.0

7/1/2010

$1,942.71

$0.00

$39,188.75

5.216

0.000

100.0

100.0

6/22/2010

$737.07

$0.00

$37,246.04

2.019

0.000

100.0

100.0

6/10/2010

($151.86)

$0.00

$36,508.97

-0.4142

0.4142

0.000

0.000
0.000

6/1/2010

($176.24)

$0.00

$36,660.83

-0.4784

0.4784

0.000

5/27/2010

$561.92

$0.00

$36,837.07

1.549

0.000

100.0

100.0

5/12/2010

$235.45

$0.00

$36,275.15

0.6533

0.000

100.0

100.0

5/5/2010

$807.35

$0.00

$36,039.70

2.292

0.000

100.0

100.0

4/26/2010

$165.38

$0.00

$35,232.35

0.4716

0.000

100.0

100.0

3/23/2010

($163.17)

$0.00

$35,066.97

-0.4632

0.4632

0.000

0.000

3/9/2010

$278.95

$0.00

$35,230.14

0.7981

0.000

100.0

100.0

3/1/2010

($73.38)

$0.00

$34,951.19

-0.2095

0.2095

0.000

0.000

2/4/2010

$165.09

$0.00

$35,024.57

0.4736

0.000

100.0

100.0

1/27/2010

$979.17

$0.00

$34,859.48

2.890

0.000

100.0

100.0

1/12/2010

$84.04

$0.00

$33,880.31

0.2487

0.000

100.0

100.0

1/4/2010

$77.13

$0.00

$33,796.27

0.2287

0.000

100.0

100.0

12/30/2009

$282.17

$0.00

$33,719.14

0.8439

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 13

12/14/2009

($371.90)

$0.00

$33,436.97

-1.100

1.100

0.000

0.000

10/8/2009

$124.45

$0.00

$33,808.87

0.3695

0.000

100.0

100.0

9/18/2009

$827.19

$0.00

$33,684.42

2.518

0.000

100.0

100.0

8/21/2009

($907.31)

$0.00

$32,857.23

-2.687

2.687

0.000

0.000

7/27/2009

$2,010.11

$0.00

$33,764.54

6.330

0.000

100.0

100.0

7/8/2009

$649.24

$0.00

$31,754.43

2.087

0.000

100.0

100.0

7/2/2009

$295.41

$0.00

$31,105.19

0.9588

0.000

100.0

100.0

5/29/2009

($500.70)

$0.00

$30,809.78

-1.599

1.599

0.000

0.000

5/21/2009

($510.64)

$0.00

$31,310.48

-1.605

1.605

0.000

0.000

5/18/2009

$542.15

$0.00

$31,821.12

1.733

0.000

100.0

100.0

4/30/2009

$606.50

$0.00

$31,278.97

1.977

0.000

100.0

100.0

4/23/2009

$217.45

$0.00

$30,672.47

0.7140

0.000

100.0

100.0

4/20/2009

($276.20)

$0.00

$30,455.02

-0.8988

0.8988

0.000

0.000

4/17/2009

($1,253.92)

$0.00

$30,731.22

-3.920

3.920

0.000

0.000

4/6/2009

($35.46)

$0.00

$31,985.14

-0.1107

0.1107

0.000

0.000

3/23/2009

$2.96

$0.00

$32,020.60

0.009245

0.000

100.0

100.0

3/20/2009

$377.69

$0.00

$32,017.64

1.194

0.000

100.0

100.0

2/23/2009

$1,469.10

$0.00

$31,639.95

4.869

0.000

100.0

100.0

2/10/2009

$293.66

$0.00

$30,170.85

0.9829

0.000

100.0

100.0

2/5/2009

($310.89)

$0.00

$29,877.19

-1.030

1.030

0.000

0.000

1/30/2009

$634.71

$0.00

$30,188.08

2.148

0.000

100.0

100.0

1/15/2009

$1,508.10

$0.00

$29,553.37

5.377

0.000

100.0

100.0

1/7/2009

$835.85

$0.00

$28,045.27

3.072

0.000

100.0

100.0

12/16/2008

($552.22)

$0.00

$27,209.42

-1.989

1.989

0.000

0.000

12/11/2008

($147.75)

$0.00

$27,761.64

-0.5294

0.5294

0.000

0.000

12/8/2008

($1,076.23)

$0.00

$27,909.39

-3.713

3.713

0.000

0.000

12/1/2008

$1,050.39

$0.00

$28,985.62

3.760

0.000

100.0

100.0

11/20/2008

$3,435.54

$0.00

$27,935.23

14.02

0.000

100.0

100.0

10/29/2008

($743.14)

$0.00

$24,499.69

-2.944

2.944

0.000

0.000

10/15/2008

$566.43

$0.00

$25,242.83

2.295

0.000

100.0

100.0

10/6/2008

$2,007.51

$0.00

$24,676.40

8.856

0.000

100.0

100.0

9/23/2008

($157.36)

$0.00

$22,668.89

-0.6894

0.6894

0.000

0.000

9/5/2008

$643.03

$0.00

$22,826.25

2.899

0.000

100.0

100.0

8/22/2008

$14.74

$0.00

$22,183.22

0.06649

0.000

100.0

100.0

8/13/2008

$321.61

$0.00

$22,168.48

1.472

0.000

100.0

100.0

7/30/2008

($169.02)

$0.00

$21,846.87

-0.7677

0.7677

0.000

0.000

7/21/2008

$586.21

$0.00

$22,015.89

2.736

0.000

100.0

100.0

7/15/2008

$946.37

$0.00

$21,429.68

4.620

0.000

100.0

100.0

7/2/2008

$247.37

$0.00

$20,483.31

1.222

0.000

100.0

100.0

6/24/2008

$221.25

$0.00

$20,235.94

1.105

0.000

100.0

100.0

6/17/2008

($344.62)

$0.00

$20,014.69

-1.693

1.693

0.000

0.000

5/28/2008

$302.11

$0.00

$20,359.31

1.506

0.000

100.0

100.0

5/8/2008

($265.16)

$0.00

$20,057.20

-1.305

1.305

0.000

0.000

4/24/2008

($173.27)

$0.00

$20,322.36

-0.8454

0.8454

0.000

0.000

4/8/2008

($92.41)

$0.00

$20,495.63

-0.4489

0.4489

0.000

0.000

4/2/2008

($494.64)

$0.00

$20,588.04

-2.346

2.346

0.000

0.000

3/26/2008

$403.57

$0.00

$21,082.68

1.952

0.000

100.0

100.0

3/5/2008

$189.98

$0.00

$20,679.11

0.9272

0.000

100.0

100.0

2/15/2008

($159.90)

$0.00

$20,489.13

-0.7744

0.7744

0.000

0.000

2/13/2008

($9.74)

$0.00

$20,649.03

-0.04715

0.04715

0.000

0.000

1/25/2008

$211.62

$0.00

$20,658.77

1.035

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 14

1/14/2008

$146.70

$0.00

$20,447.15

0.7226

0.000

100.0

100.0

1/4/2008

$419.86

$0.00

$20,300.45

2.112

0.000

100.0

100.0

12/26/2007

$119.08

$0.00

$19,880.59

0.6026

0.000

100.0

100.0

12/21/2007

$502.12

$0.00

$19,761.51

2.607

0.000

100.0

100.0

11/30/2007

$448.86

$0.00

$19,259.39

2.386

0.000

100.0

100.0

11/27/2007

$288.45

$0.00

$18,810.53

1.557

0.000

100.0

100.0

11/26/2007

$124.96

$0.00

$18,522.08

0.6792

0.000

100.0

100.0

11/23/2007

($0.04)

$0.00

$18,397.12

-0.000217

0.000217

0.000

0.000

11/15/2007

($240.47)

$0.00

$18,397.16

-1.290

1.290

0.000

0.000

11/8/2007

$355.37

$0.00

$18,637.63

1.944

0.000

100.0

100.0

11/1/2007

$143.37

$0.00

$18,282.26

0.7904

0.000

100.0

100.0

10/22/2007

$765.23

$0.00

$18,138.89

4.405

0.000

100.0

100.0

10/8/2007

$30.01

$0.00

$17,373.66

0.1730

0.000

100.0

100.0

9/14/2007

($54.02)

$0.00

$17,343.65

-0.3105

0.3105

0.000

0.000

9/12/2007

($79.17)

$0.00

$17,397.67

-0.4530

0.4530

0.000

0.000

9/6/2007

$44.22

$0.00

$17,476.84

0.2537

0.000

100.0

100.0

9/4/2007

($126.46)

$0.00

$17,432.62

-0.7202

0.7202

0.000

0.000

8/22/2007

$75.67

$0.00

$17,559.08

0.4328

0.000

100.0

100.0

8/16/2007

$655.66

$0.00

$17,483.41

3.896

0.000

100.0

100.0

8/9/2007

$59.24

$0.00

$16,827.75

0.3533

0.000

100.0

100.0

7/27/2007

$615.23

$0.00

$16,768.51

3.809

0.000

100.0

100.0

7/18/2007

$158.08

$0.00

$16,153.28

0.9883

0.000

100.0

100.0

7/12/2007

($7.76)

$0.00

$15,995.20

-0.04849

0.04849

0.000

0.000

7/3/2007

$108.65

$0.00

$16,002.96

0.6836

0.000

100.0

100.0

6/26/2007

$74.36

$0.00

$15,894.31

0.4700

0.000

100.0

100.0

6/20/2007

$126.93

$0.00

$15,819.95

0.8088

0.000

100.0

100.0

6/8/2007

$277.97

$0.00

$15,693.02

1.803

0.000

100.0

100.0

4/12/2007

$3.52

$0.00

$15,415.05

0.02284

0.000

100.0

100.0

4/3/2007

($75.20)

$0.00

$15,411.53

-0.4856

0.4856

0.000

0.000

3/21/2007

($165.32)

$0.00

$15,486.73

-1.056

1.056

0.000

0.000

2/26/2007

$13.10

$0.00

$15,652.05

0.08377

0.000

100.0

100.0

2/15/2007

($55.42)

$0.00

$15,638.95

-0.3531

0.3531

0.000

0.000

2/8/2007

$188.68

$0.00

$15,694.37

1.217

0.000

100.0

100.0

1/29/2007

$141.49

$0.00

$15,505.69

0.9209

0.000

100.0

100.0

12/22/2006

($20.24)

$0.00

$15,364.20

-0.1316

0.1316

0.000

0.000

12/14/2006

($41.45)

$0.00

$15,384.44

-0.2687

0.2687

0.000

0.000

11/8/2006

($19.00)

$0.00

$15,425.89

-0.1230

0.1230

0.000

0.000

10/13/2006

($103.41)

$0.00

$15,444.89

-0.6651

0.6651

0.000

0.000

10/9/2006

$148.88

$0.00

$15,548.30

0.9668

0.000

100.0

100.0

10/3/2006

$35.20

$0.00

$15,399.42

0.2291

0.000

100.0

100.0

9/11/2006

($122.10)

$0.00

$15,364.22

-0.7884

0.7884

0.000

0.000

8/29/2006

($32.38)

$0.00

$15,486.32

-0.2087

0.2087

0.000

0.000

8/8/2006

$377.77

$0.00

$15,518.70

2.495

0.000

100.0

100.0

7/18/2006

$359.67

$0.00

$15,140.93

2.433

0.000

100.0

100.0

7/3/2006

$209.53

$0.00

$14,781.26

1.438

0.000

100.0

100.0

6/28/2006

$83.05

$0.00

$14,571.73

0.5732

0.000

100.0

100.0

6/27/2006

$99.23

$0.00

$14,488.68

0.6896

0.000

100.0

100.0

6/15/2006

$325.44

$0.00

$14,389.45

2.314

0.000

100.0

100.0

5/26/2006

$212.35

$0.00

$14,064.01

1.533

0.000

100.0

100.0

5/17/2006

$358.75

$0.00

$13,851.66

2.659

0.000

100.0

100.0

4/27/2006

$84.99

$0.00

$13,492.91

0.6339

0.000

100.0

100.0

4/3/2014 6:27:46 PM Page 15

4/17/2006

$204.13

$0.00

$13,407.92

1.546

0.000

100.0

100.0

4/6/2006

$67.15

$0.00

$13,203.79

0.5112

0.000

100.0

100.0

3/1/2006

$190.62

$0.00

$13,136.64

1.472

0.000

100.0

100.0

2/8/2006

$67.35

$0.00

$12,946.02

0.5230

0.000

100.0

100.0

1/27/2006

$82.42

$0.00

$12,878.67

0.6441

0.000

100.0

100.0

1/12/2006

$335.42

$0.00

$12,796.25

2.692

0.000

100.0

100.0

12/28/2005

$90.41

$0.00

$12,460.83

0.7309

0.000

100.0

100.0

12/14/2005

$4.51

$0.00

$12,370.42

0.03647

0.000

100.0

100.0

11/3/2005

($288.10)

$0.00

$12,365.91

-2.277

2.277

0.000

0.000

10/17/2005

$60.99

$0.00

$12,654.01

0.4843

0.000

100.0

100.0

9/29/2005

$246.07

$0.00

$12,593.02

1.993

0.000

100.0

100.0

9/1/2005

$184.42

$0.00

$12,346.95

1.516

0.000

100.0

100.0

8/17/2005

$28.46

$0.00

$12,162.53

0.2345

0.000

100.0

100.0

7/18/2005

$262.42

$0.00

$12,134.07

2.210

0.000

100.0

100.0

6/27/2005

$223.90

$0.00

$11,871.65

1.922

0.000

100.0

100.0

5/27/2005

$168.32

$0.00

$11,647.75

1.466

0.000

100.0

100.0

5/17/2005

$91.15

$0.00

$11,479.43

0.8004

0.000

100.0

100.0

4/28/2005

$41.31

$0.00

$11,388.28

0.3641

0.000

100.0

100.0

4/18/2005

$392.85

$0.00

$11,346.97

3.586

0.000

100.0

100.0

3/31/2005

$64.91

$0.00

$10,954.12

0.5961

0.000

100.0

100.0

2/28/2005

$72.03

$0.00

$10,889.21

0.6659

0.000

100.0

100.0

2/18/2005

($58.04)

$0.00

$10,817.18

-0.5337

0.5337

0.000

0.000

1/28/2005

($78.51)

$0.00

$10,875.22

-0.7167

0.7167

0.000

0.000

12/22/2004

$51.13

$0.00

$10,953.73

0.4690

0.000

100.0

100.0

12/13/2004

($247.77)

$0.00

$10,902.60

-2.222

2.222

0.000

0.000

Ave

$249.02

$0.00

$37,639.11

0.7557

0.2611

1.000

67.31

67.31

SD

$598.02

$0.00

$20,012.44

1.782

0.5993

0.000

47.00

47.00

Dependency Analysis Results for All Trades


Dependency: Positive
Confidence Level: 91.29%
Total Number of Runs: 109
Number of Runs of Wins: 55
Number of Runs of Losses: 54
Average Length of Winning Runs: 3.4
Average Length of Losing Runs: 1.6
Significance Test Settings
Number of rules and/or restrictions in trading system or method: 0
Confidence level for confidence intervals around average trade: 95.00%
Significance Test Results
Number of Trades: 275
Number of Degrees of Freedom: 275
Average trade at 95.00% confidence: $239.62 +/- 57.94
Worst-case average trade at 95.00% confidence: $181.68
Probability that average trade is greater than zero: > 99.95%

4/3/2014 6:27:46 PM Page 16

>Trades pass statistical significance test at specified confidence level<