TradeStation Performance Report

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TradeStation Performance Summary

All Trades

Total Net Profit	$74,700.00	Profit Factor	2.30
Gross Profit	$132,287.50	Gross Loss	($57,587.50)

Roll Over Credit	$0.00
Open Position Profit/Loss	$0.00

Select Total Net Profit	$65,837.50	Select Profit Factor	2.25
Select Gross Profit	$118,550.00	Select Gross Loss	($52,712.50)

Adjusted Total Net Profit	$60,484.15	Adjusted Profit Factor	1.96
Adjusted Gross Profit	$123,201.96	Adjusted Gross Loss	($62,717.80)

Total Number of Trades	341	Percent Profitable	62.17%
Winning Trades	212	Losing Trades	126
Even Trades	3

Avg. Trade Net Profit	$219.06	Ratio Avg. Win:Avg. Loss	1.37
Avg. Winning Trade	$624.00	Avg. Losing Trade	($457.04)
Largest Winning Trade	$3,850.00	Largest Losing Trade	($2,900.00)
Largest Winner as % of Gross Profit	2.91%	Largest Loser as % of Gross Loss	5.04%

Net Profit as % of Largest Loss	2575.86%
Slct. Net Profit as % of Largest Loss	2270.26%	Adj. Net Profit as % of Largest Loss	2085.66%

Max. Consecutive Winning Trades	11	Max. Consecutive Losing Trades	5
Avg. Bars in Winning Trades	22.82	Avg. Bars in Losing Trades	22.87
Avg. Bars in Total Trades	22.86

Max. Shares/Contracts Held	1	Account Size Required	$4,912.50
Total Commission	$8,525.00	Total Slippage	$0.00

Return on Initial Capital	74.70%	Annual Rate of Return	24.31%
Buy and Hold Return	(24.17%)	Return on Account	1520.61%
Avg. Monthly Return	$2,667.86	Std. Deviation of Monthly Return	$2,494.57

Return Retracement Ratio	0.75	RINA Index	1418.44
Sharpe Ratio	n/a	K-Ratio	n/a

Trading Period	2 Yrs, 3 Mths, 15 Dys, 5 Hrs	Percent of Time in the Market	9.85%
Time in the Market	2 Mths, 21 Dys, 13 Hrs, 15 Mins	Longest Flat Period	7 Dys, 18 Hrs

Max. Equity Run-up	$75,750.00
Date of Max. E. Run-up	12/14/09 09:45	Max. E. Run-up as % of Initial Capital	75.75%

Max. Drawdown (Intra-day Peak to Valley)		Max. Drawdown (Trade Close to Trade Close)
Value	($5,912.50)	Value	($4,912.50)
Date	12/02/08 07:00	Date	10/07/08 13:15
as % of Initial Capital	5.91%	as % of Initial Capital	4.91%
Net Profit as % of Drawdown	1263.42%	Net Profit as % of Drawdown	1520.61%
Slct. Net Profit as % of Drawdown	1113.53%	Slct. Net Profit as % of Drawdown	1340.20%
Adj. Net Prof as % of Drawdown	1022.99%	Adj. Net Profit as % of Drawdown	1231.23%

Max. Trade Drawdown	($3,162.50)

Long Trades

Total Net Profit	$48,237.50	Profit Factor	2.34
Gross Profit	$84,112.50	Gross Loss	($35,875.00)

Roll Over Credit	$0.00
Open Position Profit/Loss	$0.00

Select Total Net Profit	$37,400.00	Select Profit Factor	2.13
Select Gross Profit	$70,375.00	Select Gross Loss	($32,975.00)

Adjusted Total Net Profit	$36,875.26	Adjusted Profit Factor	1.92
Adjusted Gross Profit	$76,978.17	Adjusted Gross Loss	($40,102.91)

Total Number of Trades	213	Percent Profitable	65.26%
Winning Trades	139	Losing Trades	72
Even Trades	2

Avg. Trade Net Profit	$226.47	Ratio Avg. Win:Avg. Loss	1.21
Avg. Winning Trade	$605.13	Avg. Losing Trade	($498.26)
Largest Winning Trade	$3,850.00	Largest Losing Trade	($2,900.00)
Largest Winner as % of Gross Profit	4.58%	Largest Loser as % of Gross Loss	8.08%

Max. Consecutive Winning Trades	11	Max. Consecutive Losing Trades	4
Avg. Bars in Winning Trades	22.60	Avg. Bars in Losing Trades	22.54
Avg. Bars in Total Trades	22.61

Max. Shares/Contracts Held	1	Account Size Required	$4,912.50
Total Commission	$5,325.00	Total Slippage	$0.00

Net Profit as % of Largest Loss	1663.36%
Slct. Net Profit as % of Largest Loss	1289.66%	Adj. Net Profit as % of Largest Loss	1271.56%

Max. Drawdown (Intra-day Peak to Valley)		Max. Drawdown (Trade Close to Trade Close)
Value	($5,800.00)	Value	($4,912.50)
as % of Initial Capital	5.80%	as % of Initial Capital	4.91%
Net Profit as % of Drawdown	831.68%	Net Profit as % of Drawdown	981.93%
Slct. Net Profit as % of Drawdown	644.83%	Slct. Net Profit as % of Drawdown	761.32%
Adj. Net Prof as % of Drawdown	635.78%	Adj. Net Profit as % of Drawdown	761.32%

Max. Trade Drawdown	($3,162.50)

Short Trades

Total Net Profit	$26,462.50	Profit Factor	2.22
Gross Profit	$48,175.00	Gross Loss	($21,712.50)

Roll Over Credit	$0.00
Open Position Profit/Loss	$0.00

Select Total Net Profit	$28,437.50	Select Profit Factor	2.44
Select Gross Profit	$48,175.00	Select Gross Loss	($19,737.50)

Adjusted Total Net Profit	$17,869.35	Adjusted Profit Factor	1.72
Adjusted Gross Profit	$42,536.54	Adjusted Gross Loss	($24,667.20)

Total Number of Trades	128	Percent Profitable	57.03%
Winning Trades	73	Losing Trades	54
Even Trades	1

Avg. Trade Net Proft	$206.74	Ratio Avg. Win:Avg. Loss	1.64
Avg. Winning Trade	$659.93	Avg. Losing Trade	($402.08)
Largest Winning Trade	$2,562.50	Largest Losing Trade	($1,975.00)
Largest Winner as % of Gross Profit	5.32%	Largest Loser as % of Gross Loss	8.08%

Max. Consecutive Winning Trades	6	Max. Consecutive Losing Trades	4
Avg. Bars in Winning Trades	23.23	Avg. Bars in Losing Trades	23.30
Avg. Bars in Total Trades	23.28

Max. Shares/Contracts Held	1	Account Size Required	$2,525.00
Total Slippage	$0.00	Total Commission	$3,200.00

Net Profit as % of Largest Loss	1339.87%
Slct. Net Profit as % of Largest Loss	1439.87%	Adj. Net Profit as % of Largest Loss	904.78%

Max. Drawdown (Intra-day Peak to Valley)		Max. Drawdown (Trade Close to Trade Close)
Value	($3,237.50)	Value	($2,525.00)
as % of Initial Capital	3.24%	as % of Initial Capital	2.52%
Net Profit as % of Drawdown	817.37%	Net Profit as % of Drawdown	1048.02%
Slct. Net Profit as % of Drawdown	878.38%	Slct. Net Profit as % of Drawdown	1126.24%
Adj. Net Prof as % of Drawdown	551.95%	Adj. Net Prof as % of Drawdown	707.70%

Max. Trade Drawdown	($2,037.50)

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TradeStation Trade Analysis
	All Trades	Winners	Losers
Total Number of Trades	341	212	126
Avg. Trade Net Profit	$219.06	$624.00	($457.04)
1 Std. Deviation of Avg. Trade	$785.74	$665.05	$438.97
Avg. Trade + 1 Std. Deviation	$1,004.80	$1,289.04	($18.08)
Avg. Trade - 1 Std. Deviation	($566.68)	($41.05)	($896.01)
Coefficient of Variation	358.69%	106.58%	96.04%

Time Averages
Avg. Time in Trades	5 Hrs, 48 Mins	5 Hrs, 28 Mins	6 Hrs, 22 Mins
Avg. Time Between Trades	2 Dys, 5 Hrs, 16 Mins	3 Dys, 16 Hrs, 29 Mins	6 Dys, 9 Hrs, 21 Mins
Avg. Time Between Trade Profit Peaks	130 Dys, 8 Hrs

Outliers	Total	Positive	Negative
Number of Outliers	6	4	2
Outlier Profit/Loss	$8,862.50	$13,737.50	($4,875.00)

Run-Up/Drawdown		Run-Up	Drawdown
Max. Value		$3,937.50	($3,162.50)
Max. Value Date		10/13/2008	10/7/2008
Avg. Value		$646.00	($437.46)
1 Std. Deviation		$633.55	$452.32
Avg. + 1 Std. Deviation		$1,279.56	$14.86
Avg. - 1 Std. Deviation		$12.45	($889.78)
Coefficient of Variation		98.07%	103.40%

Efficiency Analysis	Total	Entry	Exit
Avg. Efficiency	16.37%	57.26%	59.10%
1 Std. Deviation	51.96%	30.66%	30.05%
Avg. + 1 Std. Deviation	68.33%	87.92%	89.16%
Avg. - 1 Std. Deviation	(35.59%)	26.61%	29.05%
Coefficient of Variation	317.47%	53.54%	50.85%

TradeStation Trade Series Analysis
		Winners	Losers
Largest Profit/Loss		$3,850.00	($2,900.00)
Largest Profit/Loss as % of Gross		2.91%	5.04%
Largest Consec. Profit/Loss		$12,300.00	($4,912.50)
Largest Consec. Profit/Loss as % of Gross		9.30%	8.53%

Winning Series	Number of Series	Avg. Gain per Series	Avg. Loss Next Trade
1	18	$679.86	($447.79)
2	25	$557.00	($501.00)
3	13	$513.78	($398.08)
4	12	$674.74	($581.25)
5	1	$307.50	($387.50)
6	3	$1,158.33	($475.00)
7	1	$503.57	($150.00)
8	2	$505.47	($325.00)
11	1	$525.00	($537.50)

Losing Series	Number of Series	Avg. Loss per Series	Avg. Gain Next Trade
1	40	($441.56)	$547.19
2	23	($390.76)	$557.61
3	9	($699.07)	$1,161.11
4	2	($242.19)	$962.50
5	1	($227.50)	$112.50

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#

Type

Date/Time

Signal

Price

Roll Over
Pips

Shares/Ctrts
Profit/Loss

Gross P/L
Cum Net Profit

% Profit

Run-up
DrawDown

Efficiency

Total Eff.

Comm.

Slippage

<

1	Sell Short	09/07/07 08:45	Short#30	$1,471.00	$0.00	1	($75.00)	(0.07%)	$425.00	50.75%		$12.50	$0.00
	Buy to Cover	09/07/07 13:15	End of Day Exit	$1,472.00		($50.00)	($75.00)		($412.50)	43.28%	(5.97%)	$12.50	$0.00
2	Sell Short	09/12/07 07:00	Short#30	$1,483.50	$0.00	1	($275.00)	(0.34%)	$62.50	11.11%		$12.50	$0.00
	Buy to Cover	09/12/07 13:15	End of Day Exit	$1,488.50		($250.00)	($350.00)		($500.00)	44.44%	(44.44%)	$12.50	$0.00
3	Sell Short	09/13/07 07:30	Short#30	$1,495.75	$0.00	1	($112.50)	(0.12%)	$125.00	25.00%		$12.50	$0.00
	Buy to Cover	09/13/07 13:15	End of Day Exit	$1,497.50		($87.50)	($462.50)		($375.00)	57.50%	(17.50%)	$12.50	$0.00
4	Sell Short	09/14/07 07:00	Short#30	$1,489.75	$0.00	1	($375.00)	(0.47%)	$50.00	9.76%		$12.50	$0.00
	Buy to Cover	09/14/07 13:15	End of Day Exit	$1,496.75		($350.00)	($837.50)		($462.50)	21.95%	(68.29%)	$12.50	$0.00
5	Buy	09/18/07 07:00	Buy#30	$1,493.25	$0.00	1	$1,925.00	2.61%	$2,000.00	95.81%		$12.50	$0.00
	Sell	09/18/07 13:15	End of Day Exit	$1,532.25		$1,950.00	$1,087.50		($87.50)	97.60%	93.41%	$12.50	$0.00
6	Sell Short	09/19/07 07:00	Short#30	$1,545.25	$0.00	1	$225.00	0.32%	$562.50	66.18%		$12.50	$0.00
	Buy to Cover	09/19/07 13:15	End of Day Exit	$1,540.25		$250.00	$1,312.50		($287.50)	63.24%	29.41%	$12.50	$0.00
7	Buy	09/25/07 07:15	Buy#30	$1,518.75	$0.00	1	$425.00	0.59%	$575.00	92.00%		$12.50	$0.00
	Sell	09/25/07 13:15	End of Day Exit	$1,527.75		$450.00	$1,737.50		($50.00)	80.00%	72.00%	$12.50	$0.00
8	Buy	09/26/07 07:00	Buy#30	$1,533.00	$0.00	1	$75.00	0.13%	$387.50	67.39%		$12.50	$0.00
	Sell	09/26/07 13:15	End of Day Exit	$1,535.00		$100.00	$1,812.50		($187.50)	50.00%	17.39%	$12.50	$0.00
9	Sell Short	09/27/07 12:30	Short#30	$1,542.75	$0.00	1	($75.00)	(0.06%)	$112.50	64.29%		$12.50	$0.00
	Buy to Cover	09/27/07 13:15	End of Day Exit	$1,543.75		($50.00)	$1,737.50		($62.50)	7.14%	(28.57%)	$12.50	$0.00
10	Sell Short	10/03/07 07:30	Short#30	$1,552.00	$0.00	1	$87.50	0.14%	$325.00	65.00%		$12.50	$0.00
	Buy to Cover	10/03/07 13:15	End of Day Exit	$1,549.75		$112.50	$1,825.00		($175.00)	57.50%	22.50%	$12.50	$0.00
11	Buy	10/05/07 07:00	Buy#30	$1,558.75	$0.00	1	$525.00	0.71%	$687.50	90.16%		$12.50	$0.00
	Sell	10/05/07 13:15	End of Day Exit	$1,569.75		$550.00	$2,350.00		($75.00)	81.97%	72.13%	$12.50	$0.00
12	Sell Short	10/09/07 11:45	Short#30	$1,570.50	$0.00	1	($287.50)	(0.33%)	$37.50	11.11%		$12.50	$0.00
	Buy to Cover	10/09/07 13:15	End of Day Exit	$1,575.75		($262.50)	$2,062.50		($300.00)	11.11%	(77.78%)	$12.50	$0.00
13	Sell Short	10/10/07 08:45	Short#30	$1,572.25	$0.00	1	($12.50)	0.02%	$400.00	74.42%		$12.50	$0.00
	Buy to Cover	10/10/07 13:15	End of Day Exit	$1,572.00		$12.50	$2,050.00		($137.50)	27.91%	2.33%	$12.50	$0.00
14	Buy	10/11/07 07:00	Buy#30	$1,578.00	$0.00	1	($687.50)	(0.84%)	$387.50	25.41%		$12.50	$0.00
	Sell	10/11/07 13:15	End of Day Exit	$1,564.75		($662.50)	$1,362.50		($1,137.50)	31.15%	(43.44%)	$12.50	$0.00
15	Buy	10/15/07 08:15	Buy#30	$1,561.25	$0.00	1	($112.50)	(0.11%)	$0.00	0.00%		$12.50	$0.00
	Sell	10/15/07 13:15	End of Day Exit	$1,559.50		($87.50)	$1,250.00		($612.50)	85.71%	(14.29%)	$12.50	$0.00
16	Buy	10/16/07 07:30	Buy#30	$1,546.50	$0.00	1	$0.00	0.03%	$412.50	78.57%		$12.50	$0.00
	Sell	10/16/07 13:15	End of Day Exit	$1,547.00		$25.00	$1,250.00		($112.50)	26.19%	4.76%	$12.50	$0.00
17	Buy	10/17/07 09:30	Buy#30	$1,547.25	$0.00	1	$187.50	0.27%	$275.00	27.85%		$12.50	$0.00
	Sell	10/17/07 13:15	End of Day Exit	$1,551.50		$212.50	$1,437.50		($712.50)	93.67%	21.52%	$12.50	$0.00
18	Buy	10/18/07 07:00	Buy#30	$1,542.00	$0.00	1	$150.00	0.23%	$412.50	73.33%		$12.50	$0.00
	Sell	10/18/07 13:15	End of Day Exit	$1,545.50		$175.00	$1,587.50		($150.00)	57.78%	31.11%	$12.50	$0.00
19	Buy	10/23/07 08:00	Buy#30	$1,515.75	$0.00	1	$387.50	0.54%	$537.50	62.32%		$12.50	$0.00
	Sell	10/23/07 13:15	End of Day Exit	$1,524.00		$412.50	$1,975.00		($325.00)	85.51%	47.83%	$12.50	$0.00
20	Buy	10/24/07 07:45	Buy#30	$1,510.25	$0.00	1	$512.50	0.71%	$662.50	45.30%		$12.50	$0.00
	Sell	10/24/07 13:15	End of Day Exit	$1,521.00		$537.50	$2,487.50		($800.00)	91.45%	36.75%	$12.50	$0.00
21	Sell Short	10/25/07 07:15	Short#30	$1,523.50	$0.00	1	($25.00)	0.00%	$950.00	78.35%		$12.50	$0.00
	Buy to Cover	10/25/07 13:15	End of Day Exit	$1,523.50		$0.00	$2,462.50		($262.50)	21.65%	0.00%	$12.50	$0.00
22	Buy	10/26/07 07:00	Buy#30	$1,532.25	$0.00	1	$425.00	0.59%	$500.00	57.14%		$12.50	$0.00
	Sell	10/26/07 13:15	End of Day Exit	$1,541.25		$450.00	$2,887.50		($375.00)	94.29%	51.43%	$12.50	$0.00
23	Buy	10/31/07 07:00	Buy#30	$1,539.50	$0.00	1	$600.00	0.81%	$912.50	73.00%		$12.50	$0.00
	Sell	10/31/07 13:15	End of Day Exit	$1,552.00		$625.00	$3,487.50		($337.50)	77.00%	50.00%	$12.50	$0.00
24	Buy	11/02/07 07:00	Buy#30	$1,510.25	$0.00	1	$300.00	0.43%	$400.00	35.56%		$12.50	$0.00
	Sell	11/02/07 13:15	End of Day Exit	$1,516.75		$325.00	$3,787.50		($725.00)	93.33%	28.89%	$12.50	$0.00
25	Buy	11/05/07 11:00	Buy#30	$1,496.75	$0.00	1	$350.00	0.50%	$925.00	84.09%		$12.50	$0.00
	Sell	11/05/07 13:15	End of Day Exit	$1,504.25		$375.00	$4,137.50		($175.00)	50.00%	34.09%	$12.50	$0.00
26	Buy	11/06/07 07:00	Buy#30	$1,511.00	$0.00	1	$625.00	0.86%	$700.00	62.22%		$12.50	$0.00
	Sell	11/06/07 13:15	End of Day Exit	$1,524.00		$650.00	$4,762.50		($425.00)	95.56%	57.78%	$12.50	$0.00
27	Sell Short	11/07/07 07:15	Short#30	$1,513.00	$0.00	1	$1,512.50	2.03%	$1,762.50	97.24%		$12.50	$0.00
	Buy to Cover	11/07/07 13:15	End of Day Exit	$1,482.25		$1,537.50	$6,275.00		($50.00)	87.59%	84.83%	$12.50	$0.00
28	Buy	11/08/07 07:15	Buy#30	$1,472.25	$0.00	1	$100.00	0.17%	$687.50	41.67%		$12.50	$0.00
	Sell	11/08/07 13:15	End of Day Exit	$1,474.75		$125.00	$6,375.00		($962.50)	65.91%	7.58%	$12.50	$0.00
29	Sell Short	11/09/07 07:15	Short#30	$1,461.75	$0.00	1	$350.00	0.51%	$550.00	41.12%		$12.50	$0.00
	Buy to Cover	11/09/07 13:15	End of Day Exit	$1,454.25		$375.00	$6,725.00		($787.50)	86.92%	28.04%	$12.50	$0.00
30	Buy	11/12/07 13:00	Buy#30	$1,446.75	$0.00	1	($400.00)	(0.52%)	$0.00	0.00%		$12.50	$0.00
	Sell	11/12/07 13:15	End of Day Exit	$1,439.25		($375.00)	$6,325.00		($412.50)	9.09%	(90.91%)	$12.50	$0.00
31	Sell Short	11/15/07 07:15	Short#30	$1,472.75	$0.00	1	$787.50	1.10%	$1,350.00	89.26%		$12.50	$0.00
	Buy to Cover	11/15/07 13:15	End of Day Exit	$1,456.50		$812.50	$7,112.50		($162.50)	64.46%	53.72%	$12.50	$0.00
32	Buy	11/19/07 08:00	Buy#30	$1,441.00	$0.00	1	($212.50)	(0.26%)	$275.00	38.60%		$12.50	$0.00
	Sell	11/19/07 13:15	End of Day Exit	$1,437.25		($187.50)	$6,900.00		($437.50)	35.09%	(26.32%)	$12.50	$0.00
33	Buy	11/20/07 10:15	Buy#30	$1,434.25	$0.00	1	$562.50	0.82%	$712.50	51.82%		$12.50	$0.00
	Sell	11/20/07 13:15	End of Day Exit	$1,446.00		$587.50	$7,462.50		($662.50)	90.91%	42.73%	$12.50	$0.00
34	Buy	11/21/07 07:45	Buy#30	$1,423.25	$0.00	1	($350.00)	(0.46%)	$775.00	68.13%		$12.50	$0.00
	Sell	11/21/07 13:15	End of Day Exit	$1,416.75		($325.00)	$7,112.50		($362.50)	3.30%	(28.57%)	$12.50	$0.00
35	Buy	11/23/07 07:00	Buy#30	$1,428.00	$0.00	1	$612.50	0.89%	$750.00	90.91%		$12.50	$0.00
	Sell	11/23/07 10:15	End of Day Exit	$1,440.75		$637.50	$7,725.00		($75.00)	86.36%	77.27%	$12.50	$0.00
36	Buy	11/27/07 07:15	Buy#30	$1,413.25	$0.00	1	$600.00	0.88%	$925.00	80.43%		$12.50	$0.00
	Sell	11/27/07 13:15	End of Day Exit	$1,425.75		$625.00	$8,325.00		($225.00)	73.91%	54.35%	$12.50	$0.00
37	Sell Short	11/29/07 08:45	Short#30	$1,471.75	$0.00	1	$62.50	0.12%	$500.00	70.18%		$12.50	$0.00
	Buy to Cover	11/29/07 13:15	End of Day Exit	$1,470.00		$87.50	$8,387.50		($212.50)	42.11%	12.28%	$12.50	$0.00
38	Buy	12/04/07 06:45	Buy#30	$1,464.50	$0.00	1	($137.50)	(0.15%)	$350.00	70.00%		$12.50	$0.00
	Sell	12/04/07 13:15	End of Day Exit	$1,462.25		($112.50)	$8,250.00		($150.00)	7.50%	(22.50%)	$12.50	$0.00
39	Sell Short	12/11/07 11:00	Short#30	$1,521.50	$0.00	1	$2,275.00	3.02%	$2,350.00	91.26%		$12.50	$0.00
	Buy to Cover	12/11/07 13:15	End of Day Exit	$1,475.50		$2,300.00	$10,525.00		($225.00)	98.06%	89.32%	$12.50	$0.00
40	Buy	12/12/07 07:00	Buy#30	$1,503.50	$0.00	1	($725.00)	(0.93%)	$125.00	6.54%		$12.50	$0.00
	Sell	12/12/07 13:15	End of Day Exit	$1,489.50		($700.00)	$9,800.00		($1,787.50)	56.86%	(36.60%)	$12.50	$0.00
41	Buy	12/13/07 07:00	Buy#30	$1,476.25	$0.00	1	$512.50	0.73%	$700.00	65.12%		$12.50	$0.00
	Sell	12/13/07 13:15	End of Day Exit	$1,487.00		$537.50	$10,312.50		($375.00)	84.88%	50.00%	$12.50	$0.00
42	Sell Short	12/14/07 07:00	Short#30	$1,479.00	$0.00	1	$587.50	0.83%	$612.50	60.49%		$12.50	$0.00
	Buy to Cover	12/14/07 13:15	End of Day Exit	$1,466.75		$612.50	$10,900.00		($400.00)	100.00%	60.49%	$12.50	$0.00
43	Buy	12/17/07 07:00	Buy#30	$1,456.50	$0.00	1	($587.50)	(0.77%)	$375.00	37.04%		$12.50	$0.00
	Sell	12/17/07 13:15	End of Day Exit	$1,445.25		($562.50)	$10,312.50		($637.50)	7.41%	(55.56%)	$12.50	$0.00
44	Buy	12/18/07 07:15	Buy#30	$1,451.00	$0.00	1	$200.00	0.31%	$462.50	35.92%		$12.50	$0.00
	Sell	12/18/07 13:15	End of Day Exit	$1,455.50		$225.00	$10,512.50		($825.00)	81.55%	17.48%	$12.50	$0.00
45	Buy	12/19/07 08:30	Buy#30	$1,451.25	$0.00	1	$87.50	0.16%	$450.00	57.14%		$12.50	$0.00
	Sell	12/19/07 13:15	End of Day Exit	$1,453.50		$112.50	$10,600.00		($337.50)	57.14%	14.29%	$12.50	$0.00
46	Sell Short	12/21/07 06:45	Short#30	$1,476.00	$0.00	1	($1,150.00)	(1.52%)	$137.50	10.38%		$12.50	$0.00
	Buy to Cover	12/26/07 13:15	End of Day Exit	$1,498.50		($1,125.00)	$9,450.00		($1,187.50)	4.72%	(84.91%)	$12.50	$0.00
47	Buy	12/28/07 07:15	Buy#30	$1,482.75	$0.00	1	($462.50)	(0.59%)	$0.00	0.00%		$12.50	$0.00
	Sell	12/28/07 13:15	End of Day Exit	$1,474.00		($437.50)	$8,987.50		($650.00)	32.69%	(67.31%)	$12.50	$0.00
48	Buy	12/31/07 08:30	Buy#30	$1,463.25	$0.00	1	($12.50)	0.02%	$500.00	74.07%		$12.50	$0.00
	Sell	12/31/07 13:15	End of Day Exit	$1,463.50		$12.50	$8,975.00		($175.00)	27.78%	1.85%	$12.50	$0.00
49	Sell Short	01/02/08 07:00	Short#30	$1,469.00	$0.00	1	$1,062.50	1.48%	$1,562.50	99.21%		$12.50	$0.00
	Buy to Cover	01/02/08 13:15	End of Day Exit	$1,447.25		$1,087.50	$10,037.50		($12.50)	69.84%	69.05%	$12.50	$0.00
50	Buy	01/07/08 07:30	Buy#30	$1,408.50	$0.00	1	$37.50	0.09%	$587.50	54.65%		$12.50	$0.00
	Sell	01/07/08 13:15	End of Day Exit	$1,409.75		$62.50	$10,075.00		($487.50)	51.16%	5.81%	$12.50	$0.00
51	Buy	01/08/08 08:45	Buy#30	$1,411.00	$0.00	1	($1,287.50)	(1.79%)	$512.50	25.95%		$12.50	$0.00
	Sell	01/08/08 13:15	End of Day Exit	$1,385.75		($1,262.50)	$8,787.50		($1,462.50)	10.13%	(63.92%)	$12.50	$0.00
52	Buy	01/09/08 09:00	Buy#30	$1,383.00	$0.00	1	$837.50	1.25%	$1,112.50	70.63%		$12.50	$0.00
	Sell	01/09/08 13:15	End of Day Exit	$1,400.25		$862.50	$9,625.00		($462.50)	84.13%	54.76%	$12.50	$0.00
53	Sell Short	01/11/08 07:00	Short#30	$1,405.50	$0.00	1	$387.50	0.59%	$825.00	70.97%		$12.50	$0.00
	Buy to Cover	01/11/08 13:15	End of Day Exit	$1,397.25		$412.50	$10,012.50		($337.50)	64.52%	35.48%	$12.50	$0.00
54	Buy	01/14/08 07:00	Buy#30	$1,400.75	$0.00	1	$400.00	0.61%	$625.00	92.59%		$12.50	$0.00
	Sell	01/14/08 13:15	End of Day Exit	$1,409.25		$425.00	$10,412.50		($50.00)	70.37%	62.96%	$12.50	$0.00
55	Buy	01/15/08 07:15	Buy#30	$1,391.25	$0.00	1	($725.00)	(1.01%)	$0.00	0.00%		$12.50	$0.00
	Sell	01/15/08 13:15	End of Day Exit	$1,377.25		($700.00)	$9,687.50		($862.50)	18.84%	(81.16%)	$12.50	$0.00
56	Buy	01/16/08 07:15	Buy#30	$1,366.50	$0.00	1	($100.00)	(0.11%)	$987.50	68.10%		$12.50	$0.00
	Sell	01/16/08 13:15	End of Day Exit	$1,365.00		($75.00)	$9,587.50		($462.50)	26.72%	(5.17%)	$12.50	$0.00
57	Sell Short	01/17/08 07:00	Short#30	$1,370.75	$0.00	1	$2,087.50	3.08%	$2,400.00	98.97%		$12.50	$0.00
	Buy to Cover	01/17/08 13:15	End of Day Exit	$1,328.50		$2,112.50	$11,675.00		($25.00)	88.14%	87.11%	$12.50	$0.00
58	Buy	01/23/08 10:00	Buy#30	$1,260.00	$0.00	1	$3,512.50	5.62%	$3,662.50	98.32%		$12.50	$0.00
	Sell	01/23/08 13:15	End of Day Exit	$1,330.75		$3,537.50	$15,187.50		($62.50)	96.64%	94.97%	$12.50	$0.00
59	Sell Short	01/24/08 07:00	Short#30	$1,338.75	$0.00	1	($125.00)	(0.15%)	$737.50	67.05%		$12.50	$0.00
	Buy to Cover	01/24/08 13:15	End of Day Exit	$1,340.75		($100.00)	$15,062.50		($362.50)	23.86%	(9.09%)	$12.50	$0.00
60	Buy	01/25/08 10:15	Buy#30	$1,327.50	$0.00	1	($275.00)	(0.38%)	$350.00	40.00%		$12.50	$0.00
	Sell	01/25/08 13:15	End of Day Exit	$1,322.50		($250.00)	$14,787.50		($525.00)	31.43%	(28.57%)	$12.50	$0.00
61	Sell Short	01/29/08 12:15	Short#30	$1,354.25	$0.00	1	$150.00	0.26%	$200.00	72.73%		$12.50	$0.00
	Buy to Cover	01/29/08 13:15	End of Day Exit	$1,350.75		$175.00	$14,937.50		($75.00)	90.91%	63.64%	$12.50	$0.00
62	Sell Short	01/30/08 07:15	Short#30	$1,351.00	$0.00	1	$575.00	0.89%	$750.00	37.27%		$12.50	$0.00
	Buy to Cover	01/30/08 13:15	End of Day Exit	$1,339.00		$600.00	$15,512.50		($1,262.50)	92.55%	29.81%	$12.50	$0.00
63	Sell Short	02/01/08 07:00	Short#30	$1,372.75	$0.00	1	($675.00)	(0.95%)	$375.00	35.29%		$12.50	$0.00
	Buy to Cover	02/01/08 13:15	End of Day Exit	$1,385.75		($650.00)	$14,837.50		($687.50)	3.53%	(61.18%)	$12.50	$0.00
64	Buy	02/04/08 13:15	Buy#30	$1,368.75	$0.00	1	($75.00)	(0.07%)	$0.00	0.00%		$12.50	$0.00
	Sell	02/04/08 13:15	End of Day Exit	$1,367.75		($50.00)	$14,762.50		($100.00)	50.00%	(50.00%)	$12.50	$0.00
65	Sell Short	02/05/08 07:00	Short#30	$1,351.25	$0.00	1	$950.00	1.44%	$1,250.00	95.24%		$12.50	$0.00
	Buy to Cover	02/05/08 13:15	End of Day Exit	$1,331.75		$975.00	$15,712.50		($62.50)	79.05%	74.29%	$12.50	$0.00
66	Buy	02/06/08 07:00	Buy#30	$1,325.50	$0.00	1	($337.50)	(0.47%)	$825.00	57.89%		$12.50	$0.00
	Sell	02/06/08 13:15	End of Day Exit	$1,319.25		($312.50)	$15,375.00		($600.00)	20.18%	(21.93%)	$12.50	$0.00
67	Buy	02/08/08 09:30	Buy#30	$1,318.25	$0.00	1	$37.50	0.09%	$400.00	48.48%		$12.50	$0.00
	Sell	02/08/08 13:15	End of Day Exit	$1,319.50		$62.50	$15,412.50		($425.00)	59.09%	7.58%	$12.50	$0.00
68	Buy	02/11/08 07:00	Buy#30	$1,316.25	$0.00	1	$487.50	0.78%	$750.00	67.42%		$12.50	$0.00
	Sell	02/11/08 13:15	End of Day Exit	$1,326.50		$512.50	$15,900.00		($362.50)	78.65%	46.07%	$12.50	$0.00
69	Buy	02/12/08 12:30	Buy#30	$1,334.00	$0.00	1	$200.00	0.34%	$337.50	55.10%		$12.50	$0.00
	Sell	02/12/08 13:15	End of Day Exit	$1,338.50		$225.00	$16,100.00		($275.00)	81.63%	36.73%	$12.50	$0.00
70	Buy	02/13/08 07:45	Buy#30	$1,340.00	$0.00	1	$600.00	0.93%	$962.50	100.00%		$12.50	$0.00
	Sell	02/13/08 13:15	End of Day Exit	$1,352.50		$625.00	$16,700.00		$0.00	64.94%	64.94%	$12.50	$0.00
71	Buy	02/14/08 07:00	Buy#30	$1,350.75	$0.00	1	($562.50)	(0.80%)	$325.00	30.59%		$12.50	$0.00
	Sell	02/14/08 13:15	End of Day Exit	$1,340.00		($537.50)	$16,137.50		($737.50)	18.82%	(50.59%)	$12.50	$0.00
72	Buy	02/19/08 07:00	Buy#30	$1,350.25	$0.00	1	($325.00)	(0.44%)	$150.00	15.58%		$12.50	$0.00
	Sell	02/19/08 13:15	End of Day Exit	$1,344.25		($300.00)	$15,812.50		($812.50)	53.25%	(31.17%)	$12.50	$0.00
73	Buy	02/20/08 07:15	Buy#30	$1,325.75	$0.00	1	$1,075.00	1.66%	$1,387.50	97.37%		$12.50	$0.00
	Sell	02/20/08 13:15	End of Day Exit	$1,347.75		$1,100.00	$16,887.50		($37.50)	79.82%	77.19%	$12.50	$0.00
74	Buy	02/22/08 07:00	Buy#30	$1,332.25	$0.00	1	$587.50	0.92%	$700.00	45.90%		$12.50	$0.00
	Sell	02/22/08 13:15	End of Day Exit	$1,344.50		$612.50	$17,475.00		($825.00)	94.26%	40.16%	$12.50	$0.00
75	Sell Short	02/26/08 07:00	Short#30	$1,359.75	$0.00	1	($600.00)	(0.85%)	$362.50	29.29%		$12.50	$0.00
	Buy to Cover	02/26/08 13:15	End of Day Exit	$1,371.25		($575.00)	$16,875.00		($875.00)	24.24%	(46.46%)	$12.50	$0.00
76	Sell Short	02/27/08 07:00	Short#30	$1,367.00	$0.00	1	($125.00)	(0.15%)	$225.00	27.69%		$12.50	$0.00
	Buy to Cover	02/27/08 13:15	End of Day Exit	$1,369.00		($100.00)	$16,750.00		($587.50)	60.00%	(12.31%)	$12.50	$0.00
77	Sell Short	02/28/08 07:30	Short#30	$1,363.25	$0.00	1	$387.50	0.61%	$550.00	77.19%		$12.50	$0.00
	Buy to Cover	02/28/08 13:15	End of Day Exit	$1,355.00		$412.50	$17,137.50		($162.50)	80.70%	57.89%	$12.50	$0.00
78	Buy	03/03/08 12:00	Buy#30	$1,308.75	$0.00	1	$600.00	0.96%	$625.00	100.00%		$12.50	$0.00
	Sell	03/03/08 13:15	End of Day Exit	$1,321.25		$625.00	$17,737.50		$0.00	100.00%	100.00%	$12.50	$0.00
79	Buy	03/05/08 10:30	Buy#30	$1,317.00	$0.00	1	$350.00	0.57%	$387.50	49.21%		$12.50	$0.00
	Sell	03/05/08 13:15	End of Day Exit	$1,324.50		$375.00	$18,087.50		($400.00)	98.41%	47.62%	$12.50	$0.00
80	Buy	03/07/08 10:45	Buy#30	$1,279.00	$0.00	1	$100.00	0.20%	$625.00	60.98%		$12.50	$0.00
	Sell	03/07/08 13:15	End of Day Exit	$1,281.50		$125.00	$18,187.50		($400.00)	51.22%	12.20%	$12.50	$0.00
81	Buy	03/10/08 08:30	Buy#30	$1,274.50	$0.00	1	($500.00)	(0.75%)	$137.50	17.19%		$12.50	$0.00
	Sell	03/10/08 13:15	End of Day Exit	$1,265.00		($475.00)	$17,687.50		($662.50)	23.44%	(59.38%)	$12.50	$0.00
82	Buy	03/11/08 07:00	Buy#30	$1,288.25	$0.00	1	$1,187.50	1.88%	$1,237.50	65.13%		$12.50	$0.00
	Sell	03/11/08 13:15	End of Day Exit	$1,312.50		$1,212.50	$18,875.00		($662.50)	98.68%	63.82%	$12.50	$0.00
83	Sell Short	03/12/08 08:15	Short#30	$1,316.00	$0.00	1	$862.50	1.35%	$962.50	73.33%		$12.50	$0.00
	Buy to Cover	03/12/08 13:15	End of Day Exit	$1,298.25		$887.50	$19,737.50		($350.00)	94.29%	67.62%	$12.50	$0.00
84	Sell Short	03/13/08 08:15	Short#30	$1,285.00	$0.00	1	($862.50)	(1.30%)	$187.50	12.50%		$12.50	$0.00
	Buy to Cover	03/13/08 13:15	End of Day Exit	$1,301.75		($837.50)	$18,875.00		($1,312.50)	31.67%	(55.83%)	$12.50	$0.00
85	Buy	03/14/08 07:15	Buy#30	$1,278.25	$0.00	1	$25.00	0.08%	$775.00	49.21%		$12.50	$0.00
	Sell	03/14/08 13:15	End of Day Exit	$1,279.25		$50.00	$18,900.00		($800.00)	53.97%	3.17%	$12.50	$0.00
86	Buy	03/17/08 10:30	Buy#30	$1,246.00	$0.00	1	$975.00	1.61%	$1,525.00	95.31%		$12.50	$0.00
	Sell	03/17/08 13:15	End of Day Exit	$1,266.00		$1,000.00	$19,875.00		($75.00)	67.19%	62.50%	$12.50	$0.00
87	Buy	03/18/08 11:45	Buy#30	$1,286.50	$0.00	1	$1,687.50	2.66%	$1,737.50	90.85%		$12.50	$0.00
	Sell	03/18/08 13:15	End of Day Exit	$1,320.75		$1,712.50	$21,562.50		($175.00)	98.69%	89.54%	$12.50	$0.00
88	Sell Short	03/19/08 07:00	Short#30	$1,330.00	$0.00	1	$2,200.00	3.35%	$2,325.00	98.94%		$12.50	$0.00
	Buy to Cover	03/19/08 13:15	End of Day Exit	$1,285.50		$2,225.00	$23,762.50		($25.00)	95.74%	94.68%	$12.50	$0.00
89	Sell Short	03/20/08 07:15	Short#30	$1,292.50	$0.00	1	($987.50)	(1.49%)	$0.00	0.00%		$12.50	$0.00
	Buy to Cover	03/20/08 13:15	End of Day Exit	$1,311.75		($962.50)	$22,775.00		($1,337.50)	28.04%	(71.96%)	$12.50	$0.00
90	Sell Short	03/25/08 11:00	Short#30	$1,344.00	$0.00	1	$250.00	0.41%	$312.50	75.76%		$12.50	$0.00
	Buy to Cover	03/25/08 13:15	End of Day Exit	$1,338.50		$275.00	$23,025.00		($100.00)	90.91%	66.67%	$12.50	$0.00
91	Buy	03/27/08 07:15	Buy#30	$1,326.50	$0.00	1	($500.00)	(0.72%)	$412.50	38.37%		$12.50	$0.00
	Sell	03/27/08 13:15	End of Day Exit	$1,317.00		($475.00)	$22,525.00		($662.50)	17.44%	(44.19%)	$12.50	$0.00
92	Buy	03/28/08 07:00	Buy#30	$1,316.25	$0.00	1	($575.00)	(0.84%)	$362.50	31.52%		$12.50	$0.00
	Sell	03/28/08 13:15	End of Day Exit	$1,305.25		($550.00)	$21,950.00		($787.50)	20.65%	(47.83%)	$12.50	$0.00
93	Sell Short	04/02/08 07:45	Short#30	$1,362.50	$0.00	1	$237.50	0.39%	$637.50	75.00%		$12.50	$0.00
	Buy to Cover	04/02/08 13:15	End of Day Exit	$1,357.25		$262.50	$22,187.50		($212.50)	55.88%	30.88%	$12.50	$0.00
94	Sell Short	04/04/08 08:30	Short#30	$1,360.25	$0.00	1	$50.00	0.11%	$237.50	33.33%		$12.50	$0.00
	Buy to Cover	04/04/08 13:15	End of Day Exit	$1,358.75		$75.00	$22,237.50		($475.00)	77.19%	10.53%	$12.50	$0.00
95	Buy	04/08/08 11:15	Buy#30	$1,350.25	$0.00	1	$375.00	0.59%	$400.00	86.49%		$12.50	$0.00
	Sell	04/08/08 13:15	End of Day Exit	$1,358.25		$400.00	$22,612.50		($62.50)	100.00%	86.49%	$12.50	$0.00
96	Buy	04/09/08 07:00	Buy#30	$1,352.00	$0.00	1	($275.00)	(0.37%)	$25.00	3.45%		$12.50	$0.00
	Sell	04/09/08 13:15	End of Day Exit	$1,347.00		($250.00)	$22,337.50		($700.00)	62.07%	(34.48%)	$12.50	$0.00
97	Buy	04/10/08 07:00	Buy#30	$1,341.25	$0.00	1	$400.00	0.63%	$737.50	81.94%		$12.50	$0.00
	Sell	04/10/08 13:15	End of Day Exit	$1,349.75		$425.00	$22,737.50		($162.50)	65.28%	47.22%	$12.50	$0.00
98	Sell Short	04/11/08 07:00	Short#30	$1,335.50	$0.00	1	$637.50	0.99%	$850.00	83.95%		$12.50	$0.00
	Buy to Cover	04/11/08 13:15	End of Day Exit	$1,322.25		$662.50	$23,375.00		($162.50)	81.48%	65.43%	$12.50	$0.00
99	Buy	04/15/08 08:15	Buy#30	$1,313.00	$0.00	1	$450.00	0.72%	$575.00	90.20%		$12.50	$0.00
	Sell	04/15/08 13:15	End of Day Exit	$1,322.50		$475.00	$23,825.00		($62.50)	84.31%	74.51%	$12.50	$0.00
100	Sell Short	04/17/08 07:30	Short#30	$1,353.50	$0.00	1	($262.50)	(0.35%)	$412.50	51.56%		$12.50	$0.00
	Buy to Cover	04/17/08 13:15	End of Day Exit	$1,358.25		($237.50)	$23,562.50		($387.50)	18.75%	(29.69%)	$12.50	$0.00
101	Buy	04/23/08 07:00	Buy#30	$1,363.50	$0.00	1	$62.50	0.13%	$650.00	76.47%		$12.50	$0.00
	Sell	04/23/08 13:15	End of Day Exit	$1,365.25		$87.50	$23,625.00		($200.00)	33.82%	10.29%	$12.50	$0.00
102	Buy	04/24/08 07:00	Buy#30	$1,365.25	$0.00	1	$325.00	0.51%	$1,037.50	76.15%		$12.50	$0.00
	Sell	04/24/08 13:15	End of Day Exit	$1,372.25		$350.00	$23,950.00		($325.00)	49.54%	25.69%	$12.50	$0.00
103	Sell Short	04/25/08 12:15	Short#30	$1,384.00	$0.00	1	($37.50)	(0.02%)	$87.50	33.33%		$12.50	$0.00
	Buy to Cover	04/25/08 13:15	End of Day Exit	$1,384.25		($12.50)	$23,912.50		($175.00)	61.90%	(4.76%)	$12.50	$0.00
104	Buy	04/30/08 12:15	Buy#30	$1,378.50	$0.00	1	($387.50)	(0.53%)	$0.00	0.00%		$12.50	$0.00
	Sell	04/30/08 13:15	End of Day Exit	$1,371.25		($362.50)	$23,525.00		($412.50)	12.12%	(87.88%)	$12.50	$0.00
105	Buy	05/05/08 08:15	Buy#30	$1,391.75	$0.00	1	$162.50	0.27%	$237.50	86.36%		$12.50	$0.00
	Sell	05/05/08 13:15	End of Day Exit	$1,395.50		$187.50	$23,687.50		($37.50)	81.82%	68.18%	$12.50	$0.00
106	Buy	05/06/08 07:00	Buy#30	$1,384.00	$0.00	1	$1,150.00	1.70%	$1,250.00	99.01%		$12.50	$0.00
	Sell	05/06/08 13:15	End of Day Exit	$1,407.50		$1,175.00	$24,837.50		($12.50)	94.06%	93.07%	$12.50	$0.00
107	Sell Short	05/07/08 07:45	Short#30	$1,406.50	$0.00	1	$1,212.50	1.76%	$1,462.50	97.50%		$12.50	$0.00
	Buy to Cover	05/07/08 13:15	End of Day Exit	$1,381.75		$1,237.50	$26,050.00		($37.50)	85.00%	82.50%	$12.50	$0.00
108	Buy	05/08/08 07:15	Buy#30	$1,380.00	$0.00	1	($100.00)	(0.11%)	$487.50	70.91%		$12.50	$0.00
	Sell	05/08/08 13:15	End of Day Exit	$1,378.50		($75.00)	$25,950.00		($200.00)	18.18%	(10.91%)	$12.50	$0.00
109	Buy	05/12/08 07:15	Buy#30	$1,373.75	$0.00	1	$862.50	1.29%	$900.00	96.00%		$12.50	$0.00
	Sell	05/12/08 13:15	End of Day Exit	$1,391.50		$887.50	$26,812.50		($37.50)	98.67%	94.67%	$12.50	$0.00
110	Sell Short	05/14/08 06:45	Short#30	$1,396.75	$0.00	1	$100.00	0.18%	$125.00	17.86%		$12.50	$0.00
	Buy to Cover	05/14/08 13:15	End of Day Exit	$1,394.25		$125.00	$26,912.50		($575.00)	100.00%	17.86%	$12.50	$0.00
111	Buy	05/20/08 07:00	Buy#30	$1,404.50	$0.00	1	($62.50)	(0.05%)	$162.50	27.08%		$12.50	$0.00
	Sell	05/20/08 13:15	End of Day Exit	$1,403.75		($37.50)	$26,850.00		($437.50)	66.67%	(6.25%)	$12.50	$0.00
112	Buy	05/21/08 07:00	Buy#30	$1,401.50	$0.00	1	($1,125.00)	(1.57%)	$112.50	7.76%		$12.50	$0.00
	Sell	05/21/08 13:15	End of Day Exit	$1,379.50		($1,100.00)	$25,725.00		($1,337.50)	16.38%	(75.86%)	$12.50	$0.00
113	Buy	05/23/08 06:45	Buy#30	$1,374.75	$0.00	1	($725.00)	(1.02%)	$100.00	11.59%		$12.50	$0.00
	Sell	05/23/08 13:15	End of Day Exit	$1,360.75		($700.00)	$25,000.00		($762.50)	7.25%	(81.16%)	$12.50	$0.00
114	Buy	05/27/08 09:15	Buy#30	$1,359.50	$0.00	1	$587.50	0.90%	$750.00	100.00%		$12.50	$0.00
	Sell	05/27/08 13:15	End of Day Exit	$1,371.75		$612.50	$25,587.50		$0.00	81.67%	81.67%	$12.50	$0.00
115	Buy	05/28/08 07:00	Buy#30	$1,373.00	$0.00	1	$200.00	0.33%	$350.00	45.16%		$12.50	$0.00
	Sell	05/28/08 13:15	End of Day Exit	$1,377.50		$225.00	$25,787.50		($425.00)	83.87%	29.03%	$12.50	$0.00
116	Buy	06/03/08 10:30	Buy#30	$1,371.25	$0.00	1	($337.50)	(0.46%)	$25.00	3.17%		$12.50	$0.00
	Sell	06/03/08 13:15	End of Day Exit	$1,365.00		($312.50)	$25,450.00		($762.50)	57.14%	(39.68%)	$12.50	$0.00
117	Buy	06/04/08 12:00	Buy#30	$1,359.50	$0.00	1	$212.50	0.35%	$375.00	85.71%		$12.50	$0.00
	Sell	06/04/08 13:15	End of Day Exit	$1,364.25		$237.50	$25,662.50		($62.50)	68.57%	54.29%	$12.50	$0.00
118	Sell Short	06/06/08 07:00	Short#30	$1,381.00	$0.00	1	$1,725.00	2.53%	$1,787.50	98.62%		$12.50	$0.00
	Buy to Cover	06/06/08 13:15	End of Day Exit	$1,346.00		$1,750.00	$27,387.50		($25.00)	97.93%	96.55%	$12.50	$0.00
119	Buy	06/09/08 07:00	Buy#30	$1,347.50	$0.00	1	$100.00	0.19%	$537.50	51.19%		$12.50	$0.00
	Sell	06/09/08 13:15	End of Day Exit	$1,350.00		$125.00	$27,487.50		($512.50)	60.71%	11.90%	$12.50	$0.00
120	Buy	06/11/08 07:00	Buy#30	$1,339.50	$0.00	1	($862.50)	(1.25%)	$0.00	0.00%		$12.50	$0.00
	Sell	06/11/08 13:15	End of Day Exit	$1,322.75		($837.50)	$26,625.00		($887.50)	5.63%	(94.37%)	$12.50	$0.00
121	Buy	06/12/08 12:00	Buy#30	$1,324.00	$0.00	1	$137.50	0.25%	$262.50	45.65%		$12.50	$0.00
	Sell	06/12/08 13:15	End of Day Exit	$1,327.25		$162.50	$26,762.50		($312.50)	82.61%	28.26%	$12.50	$0.00
122	Buy	06/13/08 07:00	Buy#30	$1,329.00	$0.00	1	$712.50	1.11%	$950.00	96.20%		$12.50	$0.00
	Sell	06/13/08 13:15	End of Day Exit	$1,343.75		$737.50	$27,475.00		($37.50)	78.48%	74.68%	$12.50	$0.00
123	Buy	06/17/08 12:30	Buy#30	$1,338.50	$0.00	1	($50.00)	(0.04%)	$100.00	42.11%		$12.50	$0.00
	Sell	06/17/08 13:15	End of Day Exit	$1,338.00		($25.00)	$27,425.00		($137.50)	47.37%	(10.53%)	$12.50	$0.00
124	Buy	06/18/08 07:00	Buy#30	$1,327.50	$0.00	1	($237.50)	(0.32%)	$250.00	37.04%		$12.50	$0.00
	Sell	06/18/08 13:15	End of Day Exit	$1,323.25		($212.50)	$27,187.50		($425.00)	31.48%	(31.48%)	$12.50	$0.00
125	Buy	06/19/08 07:00	Buy#30	$1,321.25	$0.00	1	$212.50	0.36%	$650.00	74.29%		$12.50	$0.00
	Sell	06/19/08 13:15	End of Day Exit	$1,326.00		$237.50	$27,400.00		($225.00)	52.86%	27.14%	$12.50	$0.00
126	Buy	06/24/08 07:00	Buy#30	$1,293.75	$0.00	1	$250.00	0.43%	$937.50	82.42%		$12.50	$0.00
	Sell	06/24/08 13:15	End of Day Exit	$1,299.25		$275.00	$27,650.00		($200.00)	41.76%	24.18%	$12.50	$0.00
127	Buy	06/26/08 06:45	Buy#30	$1,293.25	$0.00	1	($1,237.50)	(1.88%)	$75.00	5.50%		$12.50	$0.00
	Sell	06/26/08 13:15	End of Day Exit	$1,269.00		($1,212.50)	$26,412.50		($1,287.50)	5.50%	(88.99%)	$12.50	$0.00
128	Buy	06/27/08 08:15	Buy#30	$1,263.50	$0.00	1	$37.50	0.10%	$387.50	55.36%		$12.50	$0.00
	Sell	06/27/08 13:15	End of Day Exit	$1,264.75		$62.50	$26,450.00		($312.50)	53.57%	8.93%	$12.50	$0.00
129	Buy	06/30/08 07:15	Buy#30	$1,260.50	$0.00	1	$325.00	0.56%	$800.00	95.52%		$12.50	$0.00
	Sell	06/30/08 13:15	End of Day Exit	$1,267.50		$350.00	$26,775.00		($37.50)	46.27%	41.79%	$12.50	$0.00
130	Buy	07/01/08 09:30	Buy#30	$1,250.50	$0.00	1	$1,000.00	1.64%	$1,037.50	80.58%		$12.50	$0.00
	Sell	07/01/08 13:15	End of Day Exit	$1,271.00		$1,025.00	$27,775.00		($250.00)	99.03%	79.61%	$12.50	$0.00
131	Sell Short	07/02/08 07:00	Short#30	$1,277.00	$0.00	1	$1,450.00	2.31%	$1,575.00	97.67%		$12.50	$0.00
	Buy to Cover	07/02/08 13:15	End of Day Exit	$1,247.50		$1,475.00	$29,225.00		($37.50)	93.80%	91.47%	$12.50	$0.00
132	Buy	07/07/08 09:30	Buy#30	$1,247.00	$0.00	1	($575.00)	(0.88%)	$125.00	10.31%		$12.50	$0.00
	Sell	07/07/08 13:15	End of Day Exit	$1,236.00		($550.00)	$28,650.00		($1,087.50)	44.33%	(45.36%)	$12.50	$0.00
133	Buy	07/08/08 07:45	Buy#30	$1,231.75	$0.00	1	$1,312.50	2.17%	$1,425.00	88.37%		$12.50	$0.00
	Sell	07/08/08 13:15	End of Day Exit	$1,258.50		$1,337.50	$29,962.50		($187.50)	94.57%	82.95%	$12.50	$0.00
134	Buy	07/10/08 07:15	Buy#30	$1,227.75	$0.00	1	$562.50	0.96%	$775.00	71.26%		$12.50	$0.00
	Sell	07/10/08 13:15	End of Day Exit	$1,239.50		$587.50	$30,525.00		($312.50)	82.76%	54.02%	$12.50	$0.00
135	Sell Short	07/11/08 07:00	Short#30	$1,227.25	$0.00	1	$125.00	0.24%	$862.50	52.27%		$12.50	$0.00
	Buy to Cover	07/11/08 13:15	End of Day Exit	$1,224.25		$150.00	$30,650.00		($787.50)	56.82%	9.09%	$12.50	$0.00
136	Buy	07/14/08 07:00	Buy#30	$1,232.75	$0.00	1	($1,012.50)	(1.60%)	$0.00	0.00%		$12.50	$0.00
	Sell	07/14/08 13:15	End of Day Exit	$1,213.00		($987.50)	$29,637.50		($1,175.00)	15.96%	(84.04%)	$12.50	$0.00
137	Buy	07/15/08 07:00	Buy#30	$1,198.75	$0.00	1	($187.50)	(0.27%)	$1,075.00	61.43%		$12.50	$0.00
	Sell	07/15/08 13:15	End of Day Exit	$1,195.50		($162.50)	$29,450.00		($675.00)	29.29%	(9.29%)	$12.50	$0.00
138	Buy	07/16/08 07:00	Buy#30	$1,197.50	$0.00	1	$1,337.50	2.28%	$1,662.50	95.68%		$12.50	$0.00
	Sell	07/16/08 13:15	End of Day Exit	$1,224.75		$1,362.50	$30,787.50		($75.00)	82.73%	78.42%	$12.50	$0.00
139	Sell Short	07/17/08 07:00	Short#30	$1,242.75	$0.00	1	$237.50	0.42%	$862.50	78.41%		$12.50	$0.00
	Buy to Cover	07/17/08 13:15	End of Day Exit	$1,237.50		$262.50	$31,025.00		($237.50)	45.45%	23.86%	$12.50	$0.00
140	Sell Short	07/22/08 07:00	Short#30	$1,237.50	$0.00	1	($1,100.00)	(1.74%)	$0.00	0.00%		$12.50	$0.00
	Buy to Cover	07/22/08 13:15	End of Day Exit	$1,259.00		($1,075.00)	$29,925.00		($1,250.00)	14.00%	(86.00%)	$12.50	$0.00
141	Sell Short	07/23/08 07:00	Short#30	$1,264.25	$0.00	1	($125.00)	(0.16%)	$175.00	23.33%		$12.50	$0.00
	Buy to Cover	07/23/08 13:15	End of Day Exit	$1,266.25		($100.00)	$29,800.00		($575.00)	63.33%	(13.33%)	$12.50	$0.00
142	Buy	07/25/08 10:45	Buy#30	$1,236.00	$0.00	1	$87.50	0.18%	$350.00	96.55%		$12.50	$0.00
	Sell	07/25/08 13:15	End of Day Exit	$1,238.25		$112.50	$29,887.50		($12.50)	34.48%	31.03%	$12.50	$0.00
143	Sell Short	07/30/08 07:15	Short#30	$1,260.75	$0.00	1	($450.00)	(0.67%)	$612.50	58.33%		$12.50	$0.00
	Buy to Cover	07/30/08 13:15	End of Day Exit	$1,269.25		($425.00)	$29,437.50		($437.50)	1.19%	(40.48%)	$12.50	$0.00
144	Sell Short	07/31/08 07:00	Short#30	$1,263.00	$0.00	1	$575.00	0.95%	$675.00	68.35%		$12.50	$0.00
	Buy to Cover	07/31/08 13:15	End of Day Exit	$1,251.00		$600.00	$30,012.50		($312.50)	92.41%	60.76%	$12.50	$0.00
145	Sell Short	08/06/08 08:45	Short#30	$1,267.50	$0.00	1	($275.00)	(0.39%)	$150.00	25.53%		$12.50	$0.00
	Buy to Cover	08/06/08 13:15	End of Day Exit	$1,272.50		($250.00)	$29,737.50		($437.50)	31.91%	(42.55%)	$12.50	$0.00
146	Buy	08/12/08 12:00	Buy#30	$1,278.25	$0.00	1	($125.00)	(0.16%)	$12.50	2.86%		$12.50	$0.00
	Sell	08/12/08 13:15	End of Day Exit	$1,276.25		($100.00)	$29,612.50		($425.00)	74.29%	(22.86%)	$12.50	$0.00
147	Buy	08/13/08 07:00	Buy#30	$1,265.25	$0.00	1	$175.00	0.32%	$687.50	68.75%		$12.50	$0.00
	Sell	08/13/08 13:15	End of Day Exit	$1,269.25		$200.00	$29,787.50		($312.50)	51.25%	20.00%	$12.50	$0.00
148	Sell Short	08/14/08 07:00	Short#30	$1,265.50	$0.00	1	($662.50)	(1.01%)	$0.00	0.00%		$12.50	$0.00
	Buy to Cover	08/14/08 13:15	End of Day Exit	$1,278.25		($637.50)	$29,125.00		($987.50)	35.44%	(64.56%)	$12.50	$0.00
149	Buy	08/18/08 07:00	Buy#30	$1,280.50	$0.00	1	($712.50)	(1.07%)	$12.50	1.12%		$12.50	$0.00
	Sell	08/18/08 13:15	End of Day Exit	$1,266.75		($687.50)	$28,412.50		($1,100.00)	37.08%	(61.80%)	$12.50	$0.00
150	Buy	08/19/08 07:00	Buy#30	$1,253.75	$0.00	1	($75.00)	(0.08%)	$125.00	27.78%		$12.50	$0.00
	Sell	08/19/08 13:15	End of Day Exit	$1,252.75		($50.00)	$28,337.50		($325.00)	61.11%	(11.11%)	$12.50	$0.00
151	Buy	08/20/08 07:00	Buy#30	$1,246.50	$0.00	1	$562.50	0.94%	$737.50	90.77%		$12.50	$0.00
	Sell	08/20/08 13:15	End of Day Exit	$1,258.25		$587.50	$28,900.00		($75.00)	81.54%	72.31%	$12.50	$0.00
152	Sell Short	08/22/08 07:00	Short#30	$1,272.25	$0.00	1	($250.00)	(0.35%)	$237.50	43.18%		$12.50	$0.00
	Buy to Cover	08/22/08 13:15	End of Day Exit	$1,276.75		($225.00)	$28,650.00		($312.50)	15.91%	(40.91%)	$12.50	$0.00
153	Sell Short	08/28/08 09:00	Short#30	$1,279.00	$0.00	1	($200.00)	(0.27%)	$62.50	18.52%		$12.50	$0.00
	Buy to Cover	08/28/08 13:15	End of Day Exit	$1,282.50		($175.00)	$28,450.00		($275.00)	29.63%	(51.85%)	$12.50	$0.00
154	Buy	09/02/08 07:30	Buy#30	$1,280.50	$0.00	1	($1,000.00)	(1.52%)	$75.00	5.77%		$12.50	$0.00
	Sell	09/02/08 13:15	End of Day Exit	$1,261.00		($975.00)	$27,450.00		($1,225.00)	19.23%	(75.00%)	$12.50	$0.00
155	Buy	09/03/08 08:45	Buy#30	$1,253.50	$0.00	1	$300.00	0.52%	$375.00	66.67%		$12.50	$0.00
	Sell	09/03/08 13:15	End of Day Exit	$1,260.00		$325.00	$27,750.00		($187.50)	91.11%	57.78%	$12.50	$0.00
156	Buy	09/05/08 07:15	Buy#30	$1,209.75	$0.00	1	$725.00	1.24%	$1,000.00	69.57%		$12.50	$0.00
	Sell	09/05/08 13:15	End of Day Exit	$1,224.75		$750.00	$28,475.00		($437.50)	82.61%	52.17%	$12.50	$0.00
157	Buy	09/08/08 07:00	Buy#30	$1,250.50	$0.00	1	$0.00	0.04%	$362.50	27.36%		$12.50	$0.00
	Sell	09/08/08 13:15	End of Day Exit	$1,251.00		$25.00	$28,475.00		($962.50)	74.53%	1.89%	$12.50	$0.00
158	Sell Short	09/09/08 07:00	Short#30	$1,252.50	$0.00	1	$2,012.50	3.25%	$2,225.00	96.74%		$12.50	$0.00
	Buy to Cover	09/09/08 13:15	End of Day Exit	$1,211.75		$2,037.50	$30,487.50		($75.00)	91.85%	88.59%	$12.50	$0.00
159	Buy	09/10/08 08:00	Buy#30	$1,211.00	$0.00	1	$312.50	0.56%	$912.50	78.49%		$12.50	$0.00
	Sell	09/10/08 13:15	End of Day Exit	$1,217.75		$337.50	$30,800.00		($250.00)	50.54%	29.03%	$12.50	$0.00
160	Sell Short	09/12/08 07:00	Short#30	$1,225.50	$0.00	1	($850.00)	(1.35%)	$387.50	31.31%		$12.50	$0.00
	Buy to Cover	09/12/08 13:15	End of Day Exit	$1,242.00		($825.00)	$29,950.00		($850.00)	2.02%	(66.67%)	$12.50	$0.00
161	Buy	09/17/08 07:45	Buy#30	$1,168.00	$0.00	1	($1,087.50)	(1.82%)	$462.50	25.00%		$12.50	$0.00
	Sell	09/17/08 13:15	End of Day Exit	$1,146.75		($1,062.50)	$28,862.50		($1,387.50)	17.57%	(57.43%)	$12.50	$0.00
162	Buy	09/18/08 07:00	Buy#30	$1,157.00	$0.00	1	$1,500.00	2.64%	$2,250.00	54.55%		$12.50	$0.00
	Sell	09/18/08 13:15	End of Day Exit	$1,187.50		$1,525.00	$30,362.50		($1,875.00)	82.42%	36.97%	$12.50	$0.00
163	Sell Short	09/23/08 07:00	Short#30	$1,199.00	$0.00	1	$1,400.00	2.38%	$1,512.50	81.21%		$12.50	$0.00
	Buy to Cover	09/23/08 13:15	End of Day Exit	$1,170.50		$1,425.00	$31,762.50