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TradeStation Performance Report <body> <p>This page uses frames, but your browser doesn't support them.</p> </body> --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: TradeStation Performance Summary
TradeStation TradeManager Performance Report Reliability, @ESH11.D, 15 min., 12/22/1999 6:45:00 AM - 1/13/2011 10:45:00 AM
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $28,543.50 $16,095.50 $12,448.00
Gross Profit $111,584.00 $58,028.00 $53,556.00
Gross Loss ($83,040.50) ($41,932.50) ($41,108.00)
Profit Factor 1.34 1.38 1.30
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $20,616.00 $11,244.00 $9,372.00
Select Gross Profit $103,656.50 $53,176.50 $50,480.00
Select Gross Loss ($83,040.50) ($41,932.50) ($41,108.00)
Select Profit Factor 1.25 1.27 1.23
       
Adjusted Total Net Profit $17,375.32 $8,134.49 $4,612.33
Adjusted Gross Profit $105,065.19 $53,382.04 $48,980.40
Adjusted Gross Loss ($87,689.88) ($45,247.56) ($44,368.08)
Adjusted Profit Factor 1.20 1.18 1.10
       
Total Number of Trades 612 316 296
Percent Profitable 47.88% 49.37% 46.28%
Winning Trades 293 156 137
Losing Trades 319 160 159
Even Trades 0 0 0
       
Avg. Trade Net Profit $46.64 $50.94 $42.05
Avg. Winning Trade $380.83 $371.97 $390.92
Avg. Losing Trade ($260.32) ($262.08) ($258.54)
Ratio Avg. Win:Avg. Loss 1.46 1.42 1.51
Largest Winning Trade $1,663.00 $1,663.00 $1,563.00
Largest Losing Trade ($424.50) ($424.50) ($424.50)
Largest Winner as % of Gross Profit 1.49% 2.87% 2.92%
Largest Loser as % of Gross Loss 0.51% 1.01% 1.03%
       
Net Profit as % of Largest Loss 6724.03% 3791.64% 2932.39%
Select Net Profit as % of Largest Loss 4856.54% 2648.76% 2207.77%
Adjusted Net Profit as % of Largest Loss 4093.13% 1916.25% 1086.53%
       
Max. Consecutive Winning Trades 7 10 7
Max. Consecutive Losing Trades 8 8 8
Avg. Bars in Total Trades 15.38 15.87 14.86
Avg. Bars in Winning Trades 19.91 20.60 19.13
Avg. Bars in Losing Trades 11.23 11.27 11.18
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 612 316 296
Account Size Required $4,240.50 $3,775.00 $4,854.50
Total Slippage $3,672.00 $1,896.00 $1,776.00
Total Commission $3,672.00 $1,896.00 $1,776.00
       
Return on Initial Capital 285.44%
Annual Rate of Return 12.22%
Buy & Hold Return (18.96%)
Return on Account 673.12%    
Avg. Monthly Return $148.44    
Std. Deviation of Monthly Return $1,026.22    
       
Return Retracement Ratio 0.18    
RINA Index 4215.97    
Sharpe Ratio 0.25    
K-Ratio n/a    
       
Trading Period 11 Yrs, 16 Dys, 1 Hr, 45 Mins
Percent of Time in the Market 2.60%
Time in the Market 3 Mths, 12 Dys, 23 Hrs, 45 Mins    
Longest Flat Period 45 Dys, 20 Hrs, 15 Mins    
       
Max. Equity Run-up
 $33,346.50    
Date of Max. Equity Run-up 07/30/09 07:45    
Max. Equity Run-up as % of Initial Capital 333.46%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($5,041.00) ($4,637.00) ($5,550.00)
Date 02/08/01 12:15    
as % of Initial Capital 50.41% 46.37% 55.50%
Net Profit as % of Drawdown 566.23% 347.11% 224.29%
Select Net Profit as % of Drawdown 408.97% 242.48% 168.86%
Adjusted Net Profit as % of Drawdown 344.68% 175.43% 83.10%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($4,240.50) ($3,775.00) ($4,854.50)
Date 07/02/10 12:30    
as % of Initial Capital 42.41% 37.75% 48.55%
Net Profit as % of Drawdown 673.12% 426.37% 256.42%
Select Net Profit as % of Drawdown 486.17% 297.85% 193.06%
Adjusted Net Profit as % of Drawdown 409.75% 215.48% 95.01%
       
Max. Trade Drawdown ($700.00) ($412.50) ($700.00)
     
     
     
Created by TradeStation: 1/13/2011 10:30:50 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report Reliability, @ESH11.D, 15 min., 12/22/1999 6:45:00 AM - 1/13/2011 10:45:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 612 293 319
Avg. Trade Net Profit $46.64 $380.83 ($260.32)
1 Std. Deviation of Avg. Trade $404.94 $336.86 $115.94
Avg. Trade + 1 Std. Deviation $451.58 $717.69 ($144.38)
Avg. Trade - 1 Std. Deviation ($358.30) $43.98 ($376.25)
Coefficient of Variation 868.23% 88.45% 44.54%
Time Averages
Avg. Time in Trades 4 Hrs, 7 Mins 5 Hrs, 30 Mins 2 Hrs, 50 Mins
Avg. Time Between Trades 6 Dys, 10 Hrs, 33 Mins 13 Dys, 12 Hrs, 58 Mins 12 Dys, 12 Hrs, 51 Mins
Avg. Time Between Trade Profit Peaks 168 Dys, 8 Hrs
Outliers Total Positive Negative
Number of Outliers 5 5 0
Outlier Profit/Loss $7,927.50 $7,927.50 $0.00
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $2,412.50 ($700.00)
Max. Value Date 9/19/2001 10/9/2008
Avg. Value $336.38 ($188.17)
1 Std. Deviation $350.99 $127.84
Avg. + 1 Std. Deviation $687.36 ($60.33)
Avg. - 1 Std. Deviation ($14.61) ($316.02)
Coefficient of Variation 104.34% 67.94%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency (4.77%) 55.01% 40.22%
1 Std. Deviation 65.60% 32.89% 38.24%
Avg. + 1 Std. Deviation 60.83% 87.90% 78.46%
Avg. - 1 Std. Deviation (70.37%) 22.12% 1.99%
Coefficient of Variation 1376.05% 59.79% 95.06%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $1,663.00 ($424.50)
Largest Profit/Loss as % of Gross 1.49% 0.51%
Largest Consec. Profit/Loss $3,114.50 ($2,122.50)
Largest Consec. Profit/Loss as % of Gross 2.79% 2.56%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 82 $448.52 ($258.19)
2 39 $356.11 ($272.26)
3 25 $361.67 ($281.50)
4 7 $373.71 ($235.21)
5 2 $345.50 ($149.50)
6 1 $296.33 ($12.00)
7 2 $300.50 ($124.50)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 78 ($263.44) $427.10
2 37 ($265.89) $315.78
3 23 ($265.80) $333.65
4 8 ($198.33) $377.06
5 8 ($295.75) $475.50
6 3 ($244.64) $254.67
8 1 ($237.00) $675.50

Created by TradeStation: 1/13/2011 10:30:50 AM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# 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  12/28/99 09:15  ReliableSE  $1,581.25  $0.00  1  $63.00  0.09%  $212.50  54.84%    $3.00  $3.00
   Buy to Cover  12/28/99 13:00  Cover  $1,579.75    $75.00  $63.00    ($175.00)  64.52%  19.35%  $3.00  $3.00
 2  Sell Short  01/03/00 07:00  ReliableSE  $1,588.50  $0.00  1  $875.50  1.12%  $1,675.00  93.71%    $3.00  $3.00
   Buy to Cover  01/03/00 13:00  Cover  $1,570.75    $887.50  $938.50    ($112.50)  55.94%  49.65%  $3.00  $3.00
 3  Buy  01/06/00 10:15  ReliableLE  $1,527.25  $0.00  1  ($399.50)  (0.51%)  $87.50  18.42%    $3.00  $3.00
   Sell  01/06/00 12:15  Stop Loss  $1,519.50    ($387.50)  $539.00    ($387.50)  0.00%  (81.58%)  $3.00  $3.00
 4  Buy  01/07/00 07:00  ReliableLE  $1,526.00  $0.00  1  $1,613.00  2.13%  $1,625.00  83.87%    $3.00  $3.00
   Sell  01/07/00 13:00  Sell  $1,558.50    $1,625.00  $2,152.00    ($312.50)  100.00%  83.87%  $3.00  $3.00
 5  Sell Short  01/11/00 12:00  ReliableSE  $1,558.25  $0.00  1  $188.00  0.26%  $425.00  75.56%    $3.00  $3.00
   Buy to Cover  01/11/00 13:00  Cover  $1,554.25    $200.00  $2,340.00    ($137.50)  60.00%  35.56%  $3.00  $3.00
 6  Buy  01/18/00 07:45  ReliableLE  $1,576.00  $0.00  1  ($412.00)  (0.51%)  $62.50  13.51%    $3.00  $3.00
   Sell  01/18/00 08:00  Stop Loss  $1,568.00    ($400.00)  $1,928.00    ($400.00)  0.00%  (86.49%)  $3.00  $3.00
 7  Buy  01/19/00 07:15  ReliableLE  $1,571.25  $0.00  1  ($87.00)  (0.10%)  $275.00  41.51%    $3.00  $3.00
   Sell  01/19/00 13:00  Sell  $1,569.75    ($75.00)  $1,841.00    ($387.50)  47.17%  (11.32%)  $3.00  $3.00
 8  Sell Short  01/27/00 08:45  ReliableSE  $1,521.00  $0.00  1  $438.00  0.59%  $1,512.50  97.58%    $3.00  $3.00
   Buy to Cover  01/27/00 13:00  Cover  $1,512.00    $450.00  $2,279.00    ($37.50)  31.45%  29.03%  $3.00  $3.00
 9  Sell Short  02/03/00 09:00  ReliableSE  $1,518.50  $0.00  1  ($399.50)  (0.51%)  $525.00  57.53%    $3.00  $3.00
   Buy to Cover  02/03/00 10:15  Stop Loss  $1,526.25    ($387.50)  $1,879.50    ($387.50)  0.00%  (42.47%)  $3.00  $3.00
 10  Sell Short  02/11/00 07:00  ReliableSE  $1,517.00  $0.00  1  $1,000.50  1.33%  $1,500.00  90.23%    $3.00  $3.00
   Buy to Cover  02/11/00 13:00  Cover  $1,496.75    $1,012.50  $2,880.00    ($162.50)  70.68%  60.90%  $3.00  $3.00
 11  Sell Short  02/15/00 07:30  ReliableSE  $1,491.25  $0.00  1  ($387.00)  (0.50%)  $375.00  50.00%    $3.00  $3.00
   Buy to Cover  02/15/00 09:45  Stop Loss  $1,498.75    ($375.00)  $2,493.00    ($375.00)  0.00%  (50.00%)  $3.00  $3.00
 12  Sell Short  02/23/00 08:30  ReliableSE  $1,447.50  $0.00  1  ($387.00)  (0.52%)  $12.50  3.23%    $3.00  $3.00
   Buy to Cover  02/23/00 09:00  Stop Loss  $1,455.00    ($375.00)  $2,106.00    ($375.00)  0.00%  (96.77%)  $3.00  $3.00
 13  Sell Short  02/24/00 07:15  ReliableSE  $1,455.50  $0.00  1  ($387.00)  (0.52%)  $1,087.50  74.36%    $3.00  $3.00
   Buy to Cover  02/24/00 12:45  Stop Loss  $1,463.00    ($375.00)  $1,719.00    ($375.00)  0.00%  (25.64%)  $3.00  $3.00
 14  Buy  03/03/00 08:45  ReliableLE  $1,511.75  $0.00  1  $150.50  0.21%  $275.00  59.46%    $3.00  $3.00
   Sell  03/03/00 13:00  Sell  $1,515.00    $162.50  $1,869.50    ($187.50)  75.68%  35.14%  $3.00  $3.00
 15  Buy  03/09/00 08:00  ReliableLE  $1,500.75  $0.00  1  $1,088.00  1.47%  $1,125.00  79.65%    $3.00  $3.00
   Sell  03/09/00 13:00  Sell  $1,522.75    $1,100.00  $2,957.50    ($287.50)  98.23%  77.88%  $3.00  $3.00
 16  Buy  03/13/00 07:00  ReliableLE  $1,495.75  $0.00  1  $450.50  0.62%  $1,262.50  99.02%    $3.00  $3.00
   Sell  03/13/00 13:00  Sell  $1,505.00    $462.50  $3,408.00    ($12.50)  37.25%  36.27%  $3.00  $3.00
 17  Sell Short  03/29/00 08:30  ReliableSE  $1,623.25  $0.00  1  ($424.50)  (0.51%)  $275.00  40.00%    $3.00  $3.00
   Buy to Cover  03/29/00 11:45  Stop Loss  $1,631.50    ($412.50)  $2,983.50    ($412.50)  0.00%  (60.00%)  $3.00  $3.00
 18  Buy  03/30/00 07:00  ReliableLE  $1,630.75  $0.00  1  ($424.50)  (0.51%)  $350.00  45.90%    $3.00  $3.00
   Sell  03/30/00 08:15  Stop Loss  $1,622.50    ($412.50)  $2,559.00    ($412.50)  0.00%  (54.10%)  $3.00  $3.00
 19  Buy  04/06/00 08:00  ReliableLE  $1,629.50  $0.00  1  ($424.50)  (0.51%)  $200.00  32.65%    $3.00  $3.00
   Sell  04/06/00 09:00  Stop Loss  $1,621.25    ($412.50)  $2,134.50    ($412.50)  0.00%  (67.35%)  $3.00  $3.00
 20  Buy  04/10/00 08:15  ReliableLE  $1,642.50  $0.00  1  ($424.50)  (0.50%)  $212.50  34.00%    $3.00  $3.00
   Sell  04/10/00 10:15  Stop Loss  $1,634.25    ($412.50)  $1,710.00    ($412.50)  0.00%  (66.00%)  $3.00  $3.00
 21  Sell Short  04/12/00 08:00  ReliableSE  $1,606.75  $0.00  1  ($424.50)  (0.51%)  $325.00  44.07%    $3.00  $3.00
   Buy to Cover  04/12/00 09:45  Stop Loss  $1,615.00    ($412.50)  $1,285.50    ($412.50)  0.00%  (55.93%)  $3.00  $3.00
 22  Buy  05/05/00 07:00  ReliableLE  $1,526.00  $0.00  1  $838.00  1.11%  $1,137.50  89.22%    $3.00  $3.00
   Sell  05/05/00 13:00  Sell  $1,543.00    $850.00  $2,123.50    ($137.50)  77.45%  66.67%  $3.00  $3.00
 23  Sell Short  05/09/00 07:15  ReliableSE  $1,534.75  $0.00  1  $538.00  0.72%  $1,125.00  87.38%    $3.00  $3.00
   Buy to Cover  05/09/00 13:00  Cover  $1,523.75    $550.00  $2,661.50    ($162.50)  55.34%  42.72%  $3.00  $3.00
 24  Sell Short  05/17/00 08:15  ReliableSE  $1,553.00  $0.00  1  ($412.00)  (0.52%)  $100.00  20.00%    $3.00  $3.00
   Buy to Cover  05/17/00 11:00  Stop Loss  $1,561.00    ($400.00)  $2,249.50    ($400.00)  0.00%  (80.00%)  $3.00  $3.00
 25  Buy  05/18/00 07:15  ReliableLE  $1,565.75  $0.00  1  ($412.00)  (0.51%)  $137.50  25.58%    $3.00  $3.00
   Sell  05/18/00 08:00  Stop Loss  $1,557.75    ($400.00)  $1,837.50    ($400.00)  0.00%  (74.42%)  $3.00  $3.00
 26  Buy  06/01/00 07:15  ReliableLE  $1,545.75  $0.00  1  $338.00  0.45%  $537.50  59.72%    $3.00  $3.00
   Sell  06/01/00 13:00  Sell  $1,552.75    $350.00  $2,175.50    ($362.50)  79.17%  38.89%  $3.00  $3.00
 27  Buy  06/06/00 10:00  ReliableLE  $1,574.75  $0.00  1  ($412.00)  (0.51%)  $187.50  31.91%    $3.00  $3.00
   Sell  06/06/00 11:45  Stop Loss  $1,566.75    ($400.00)  $1,763.50    ($400.00)  0.00%  (68.09%)  $3.00  $3.00
 28  Buy  06/07/00 08:45  ReliableLE  $1,595.00  $0.00  1  $175.50  0.24%  $362.50  53.70%    $3.00  $3.00
   Sell  06/07/00 13:00  Sell  $1,598.75    $187.50  $1,939.00    ($312.50)  74.07%  27.78%  $3.00  $3.00
 29  Sell Short  06/15/00 07:45  ReliableSE  $1,592.25  $0.00  1  ($412.00)  (0.50%)  $162.50  28.89%    $3.00  $3.00
   Buy to Cover  06/15/00 09:45  Stop Loss  $1,600.25    ($400.00)  $1,527.00    ($400.00)  0.00%  (71.11%)  $3.00  $3.00
 30  Sell Short  06/16/00 07:15  ReliableSE  $1,593.75  $0.00  1  $63.00  0.09%  $575.00  63.89%    $3.00  $3.00
   Buy to Cover  06/16/00 13:00  Cover  $1,592.25    $75.00  $1,590.00    ($325.00)  44.44%  8.33%  $3.00  $3.00
 31  Sell Short  06/29/00 07:45  ReliableSE  $1,558.00  $0.00  1  ($412.00)  (0.51%)  $212.50  34.69%    $3.00  $3.00
   Buy to Cover  06/29/00 11:00  Stop Loss  $1,566.00    ($400.00)  $1,178.00    ($400.00)  0.00%  (65.31%)  $3.00  $3.00
 32  Buy  06/30/00 08:30  ReliableLE  $1,568.75  $0.00  1  ($412.00)  (0.51%)  $100.00  20.00%    $3.00  $3.00
   Sell  06/30/00 12:30  Stop Loss  $1,560.75    ($400.00)  $766.00    ($400.00)  0.00%  (80.00%)  $3.00  $3.00
 33  Buy  07/11/00 07:00  ReliableLE  $1,595.75  $0.00  1  $163.00  0.22%  $625.00  70.42%    $3.00  $3.00
   Sell  07/11/00 13:00  Sell  $1,599.25    $175.00  $929.00    ($262.50)  49.30%  19.72%  $3.00  $3.00
 34  Buy  07/14/00 07:00  ReliableLE  $1,622.75  $0.00  1  ($424.50)  (0.51%)  $12.50  2.94%    $3.00  $3.00
   Sell  07/14/00 07:15  Stop Loss  $1,614.50    ($412.50)  $504.50    ($412.50)  0.00%  (97.06%)  $3.00  $3.00
 35  Sell Short  07/18/00 08:00  ReliableSE  $1,614.50  $0.00  1  $125.50  0.17%  $287.50  71.88%    $3.00  $3.00
   Buy to Cover  07/18/00 13:00  Cover  $1,611.75    $137.50  $630.00    ($112.50)  62.50%  34.38%  $3.00  $3.00
 36  Sell Short  07/26/00 07:15  ReliableSE  $1,577.75  $0.00  1  $288.00  0.38%  $450.00  57.14%    $3.00  $3.00
   Buy to Cover  07/26/00 13:00  Cover  $1,571.75    $300.00  $918.00    ($337.50)  80.95%  38.10%  $3.00  $3.00
 37  Sell Short  07/28/00 07:30  ReliableSE  $1,557.50  $0.00  1  $1,163.00  1.51%  $1,562.50  100.00%    $3.00  $3.00
   Buy to Cover  07/28/00 13:00  Cover  $1,534.00    $1,175.00  $2,081.00    $0.00  75.20%  75.20%  $3.00  $3.00
 38  Buy  08/01/00 08:45  ReliableLE  $1,553.25  $0.00  1  ($224.50)  (0.27%)  $200.00  36.36%    $3.00  $3.00
   Sell  08/01/00 13:00  Sell  $1,549.00    ($212.50)  $1,856.50    ($350.00)  25.00%  (38.64%)  $3.00  $3.00
 39  Buy  08/16/00 07:00  ReliableLE  $1,602.50  $0.00  1  ($412.00)  (0.50%)  $150.00  27.27%    $3.00  $3.00
   Sell  08/16/00 08:30  Stop Loss  $1,594.50    ($400.00)  $1,444.50    ($400.00)  0.00%  (72.73%)  $3.00  $3.00
 40  Buy  08/17/00 07:45  ReliableLE  $1,600.50  $0.00  1  $238.00  0.31%  $462.50  92.50%    $3.00  $3.00
   Sell  08/17/00 13:00  Sell  $1,605.50    $250.00  $1,682.50    ($37.50)  57.50%  50.00%  $3.00  $3.00
 41  Buy  08/22/00 11:30  ReliableLE  $1,615.25  $0.00  1  ($424.50)  (0.51%)  $112.50  21.43%    $3.00  $3.00
   Sell  08/22/00 12:45  Stop Loss  $1,607.00    ($412.50)  $1,258.00    ($412.50)  0.00%  (78.57%)  $3.00  $3.00
 42  Sell Short  08/23/00 07:30  ReliableSE  $1,598.00  $0.00  1  ($424.50)  (0.52%)  $25.00  5.71%    $3.00  $3.00
   Buy to Cover  08/23/00 08:00  Stop Loss  $1,606.25    ($412.50)  $833.50    ($412.50)  0.00%  (94.29%)  $3.00  $3.00
 43  Buy  08/28/00 07:00  ReliableLE  $1,617.75  $0.00  1  $238.00  0.31%  $750.00  98.36%    $3.00  $3.00
   Sell  08/28/00 13:00  Sell  $1,622.75    $250.00  $1,071.50    ($12.50)  34.43%  32.79%  $3.00  $3.00
 44  Sell Short  08/30/00 07:45  ReliableSE  $1,610.00  $0.00  1  $88.00  0.12%  $200.00  61.54%    $3.00  $3.00
   Buy to Cover  08/30/00 13:00  Cover  $1,608.00    $100.00  $1,159.50    ($125.00)  69.23%  30.77%  $3.00  $3.00
 45  Sell Short  09/12/00 13:00  ReliableSE  $1,606.25  $0.00  1  ($87.00)  (0.09%)  $37.50  33.33%    $3.00  $3.00
   Buy to Cover  09/12/00 13:00  Cover  $1,607.75    ($75.00)  $1,072.50    ($75.00)  0.00%  (66.67%)  $3.00  $3.00
 46  Buy  09/22/00 07:00  ReliableLE  $1,552.75  $0.00  1  $938.00  1.22%  $975.00  76.47%    $3.00  $3.00
   Sell  09/22/00 13:00  Sell  $1,571.75    $950.00  $2,010.50    ($300.00)  98.04%  74.51%  $3.00  $3.00
 47  Sell Short  10/03/00 07:30  ReliableSE  $1,558.25  $0.00  1  ($412.00)  (0.51%)  $100.00  20.00%    $3.00  $3.00
   Buy to Cover  10/03/00 09:00  Stop Loss  $1,566.25    ($400.00)  $1,598.50    ($400.00)  0.00%  (80.00%)  $3.00  $3.00
 48  Buy  11/06/00 08:00  ReliableLE  $1,549.00  $0.00  1  ($399.50)  (0.50%)  $312.50  44.64%    $3.00  $3.00
   Sell  11/06/00 12:45  Stop Loss  $1,541.25    ($387.50)  $1,199.00    ($387.50)  0.00%  (55.36%)  $3.00  $3.00
 49  Sell Short  11/10/00 13:00  ReliableSE  $1,477.00  $0.00  1  $50.50  0.08%  $62.50  100.00%    $3.00  $3.00
   Buy to Cover  11/10/00 13:00  Cover  $1,475.75    $62.50  $1,249.50    $0.00  100.00%  100.00%  $3.00  $3.00
 50  Buy  11/14/00 10:00  ReliableLE  $1,495.50  $0.00  1  ($74.50)  (0.08%)  $350.00  51.85%    $3.00  $3.00
   Sell  11/14/00 13:00  Sell  $1,494.25    ($62.50)  $1,175.00    ($325.00)  38.89%  (9.26%)  $3.00  $3.00
 51  Sell Short  11/22/00 08:00  ReliableSE  $1,432.00  $0.00  1  ($374.50)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Buy to Cover  11/22/00 08:00  Stop Loss  $1,439.25    ($362.50)  $800.50    ($362.50)  0.00%  (100.00%)  $3.00  $3.00
 52  Buy  11/28/00 07:00  ReliableLE  $1,462.50  $0.00  1  ($387.00)  (0.51%)  $237.50  38.78%    $3.00  $3.00
   Sell  11/28/00 07:30  Stop Loss  $1,455.00    ($375.00)  $413.50    ($375.00)  0.00%  (61.22%)  $3.00  $3.00
 53  Sell Short  12/01/00 12:45  ReliableSE  $1,414.00  $0.00  1  ($374.50)  (0.51%)  $62.50  14.71%    $3.00  $3.00
   Buy to Cover  12/01/00 13:00  Stop Loss  $1,421.25    ($362.50)  $39.00    ($362.50)  0.00%  (85.29%)  $3.00  $3.00
 54  Buy  12/04/00 08:45  ReliableLE  $1,433.50  $0.00  1  ($374.50)  (0.51%)  $200.00  35.56%    $3.00  $3.00
   Sell  12/04/00 09:00  Stop Loss  $1,426.25    ($362.50)  ($335.50)    ($362.50)  0.00%  (64.44%)  $3.00  $3.00
 55  Sell Short  12/13/00 07:00  ReliableSE  $1,501.75  $0.00  1  $875.50  1.18%  $1,037.50  75.45%    $3.00  $3.00
   Buy to Cover  12/13/00 13:00  Cover  $1,484.00    $887.50  $540.00    ($337.50)  89.09%  64.55%  $3.00  $3.00
 56  Buy  12/19/00 07:00  ReliableLE  $1,450.50  $0.00  1  ($374.50)  (0.50%)  $950.00  72.38%    $3.00  $3.00
   Sell  12/19/00 12:15  Stop Loss  $1,443.25    ($362.50)  $165.50    ($362.50)  0.00%  (27.62%)  $3.00  $3.00
 57  Buy  01/25/01 07:15  ReliableLE  $1,477.50  $0.00  1  ($387.00)  (0.51%)  $200.00  34.78%    $3.00  $3.00
   Sell  01/25/01 07:15  Stop Loss  $1,470.00    ($375.00)  ($221.50)    ($375.00)  0.00%  (65.22%)  $3.00  $3.00
 58  Sell Short  01/26/01 08:00  ReliableSE  $1,454.25  $0.00  1  ($387.00)  (0.52%)  $62.50  14.29%    $3.00  $3.00
   Buy to Cover  01/26/01 09:30  Stop Loss  $1,461.75    ($375.00)  ($608.50)    ($375.00)  0.00%  (85.71%)  $3.00  $3.00
 59  Sell Short  02/08/01 10:30  ReliableSE  $1,446.25  $0.00  1  $263.00  0.38%  $300.00  58.54%    $3.00  $3.00
   Buy to Cover  02/08/01 13:00  Cover  $1,440.75    $275.00  ($345.50)    ($212.50)  95.12%  53.66%  $3.00  $3.00
 60  Sell Short  02/20/01 07:45  ReliableSE  $1,403.75  $0.00  1  $913.00  1.32%  $962.50  82.80%    $3.00  $3.00
   Buy to Cover  02/20/01 13:00  Cover  $1,385.25    $925.00  $567.50    ($200.00)  96.77%  79.57%  $3.00  $3.00
 61  Sell Short  02/23/01 07:45  ReliableSE  $1,335.75  $0.00  1  ($362.00)  (0.52%)  $0.00  0.00%    $3.00  $3.00
   Buy to Cover  02/23/01 08:30  Stop Loss  $1,342.75    ($350.00)  $205.50    ($350.00)  0.00%  (100.00%)  $3.00  $3.00
 62  Sell Short  02/28/01 07:45  ReliableSE  $1,358.50  $0.00  1  $775.50  1.16%  $1,250.00  100.00%    $3.00  $3.00
   Buy to Cover  02/28/01 13:00  Cover  $1,342.75    $787.50  $981.00    $0.00  63.00%  63.00%  $3.00  $3.00
 63  Buy  03/02/01 08:00  ReliableLE  $1,342.00  $0.00  1  ($349.50)  (0.50%)  $12.50  3.57%    $3.00  $3.00
   Sell  03/02/01 08:15  Stop Loss  $1,335.25    ($337.50)  $631.50    ($337.50)  0.00%  (96.43%)  $3.00  $3.00
 64  Sell Short  03/07/01 07:15  ReliableSE  $1,359.00  $0.00  1  ($362.00)  (0.52%)  $37.50  9.68%    $3.00  $3.00
   Buy to Cover  03/07/01 07:30  Stop Loss  $1,366.00    ($350.00)  $269.50    ($350.00)  0.00%  (90.32%)  $3.00  $3.00
 65  Buy  03/08/01 09:00  ReliableLE  $1,369.50  $0.00  1  ($362.00)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Sell  03/08/01 10:15  Stop Loss  $1,362.50    ($350.00)  ($92.50)    ($350.00)  0.00%  (100.00%)  $3.00  $3.00
 66  Buy  03/27/01 07:45  ReliableLE  $1,260.75  $0.00  1  $950.50  1.53%  $1,100.00  95.65%    $3.00  $3.00
   Sell  03/27/01 13:00  Sell  $1,280.00    $962.50  $858.00    ($50.00)  88.04%  83.70%  $3.00  $3.00
 67  Sell Short  03/30/01 08:15  ReliableSE  $1,240.00  $0.00  1  ($337.00)  (0.52%)  $12.50  3.70%    $3.00  $3.00
   Buy to Cover  03/30/01 08:45  Stop Loss  $1,246.50    ($325.00)  $521.00    ($325.00)  0.00%  (96.30%)  $3.00  $3.00
 68  Buy  04/05/01 10:45  ReliableLE  $1,236.75  $0.00  1  $450.50  0.75%  $625.00  73.53%    $3.00  $3.00
   Sell  04/05/01 13:00  Sell  $1,246.00    $462.50  $971.50    ($225.00)  80.88%  54.41%  $3.00  $3.00
 69  Sell Short  04/09/01 10:30  ReliableSE  $1,224.25  $0.00  1  ($324.50)  (0.51%)  $125.00  28.57%    $3.00  $3.00
   Buy to Cover  04/09/01 12:00  Stop Loss  $1,230.50    ($312.50)  $647.00    ($312.50)  0.00%  (71.43%)  $3.00  $3.00
 70  Buy  04/10/01 07:15  ReliableLE  $1,256.75  $0.00  1  $350.50  0.58%  $700.00  93.33%    $3.00  $3.00
   Sell  04/10/01 13:00  Sell  $1,264.00    $362.50  $997.50    ($50.00)  55.00%  48.33%  $3.00  $3.00
 71  Buy  04/17/01 07:00  ReliableLE  $1,273.50  $0.00  1  $600.50  0.96%  $775.00  93.94%    $3.00  $3.00
   Sell  04/17/01 13:00  Sell  $1,285.75    $612.50  $1,598.00    ($50.00)  80.30%  74.24%  $3.00  $3.00
 72  Sell Short  04/23/01 07:30  ReliableSE  $1,322.50  $0.00  1  $250.50  0.40%  $575.00  86.79%    $3.00  $3.00
   Buy to Cover  04/23/01 13:00  Cover  $1,317.25    $262.50  $1,848.50    ($87.50)  52.83%  39.62%  $3.00  $3.00
 73  Sell Short  04/27/01 07:00  ReliableSE  $1,333.25  $0.00  1  ($349.50)  (0.51%)  $12.50  3.57%    $3.00  $3.00
   Buy to Cover  04/27/01 07:15  Stop Loss  $1,340.00    ($337.50)  $1,499.00    ($337.50)  0.00%  (96.43%)  $3.00  $3.00
 74  Buy  05/16/01 07:45  ReliableLE  $1,343.00  $0.00  1  $1,663.00  2.49%  $1,825.00  100.00%    $3.00  $3.00
   Sell  05/16/01 13:00  Sell  $1,376.50    $1,675.00  $3,162.00    $0.00  91.78%  91.78%  $3.00  $3.00
 75  Sell Short  05/18/01 12:00  ReliableSE  $1,371.75  $0.00  1  ($362.00)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Buy to Cover  05/18/01 12:30  Stop Loss  $1,378.75    ($350.00)  $2,800.00    ($350.00)  0.00%  (100.00%)  $3.00  $3.00
 76  Sell Short  05/25/01 07:15  ReliableSE  $1,375.50  $0.00  1  $400.50  0.60%  $487.50  100.00%    $3.00  $3.00
   Buy to Cover  05/25/01 13:00  Cover  $1,367.25    $412.50  $3,200.50    $0.00  84.62%  84.62%  $3.00  $3.00
 77  Sell Short  06/01/01 07:15  ReliableSE  $1,339.25  $0.00  1  ($349.50)  (0.50%)  $162.50  32.50%    $3.00  $3.00
   Buy to Cover  06/01/01 09:30  Stop Loss  $1,346.00    ($337.50)  $2,851.00    ($337.50)  0.00%  (67.50%)  $3.00  $3.00
 78  Buy  06/28/01 07:00  ReliableLE  $1,309.00  $0.00  1  $150.50  0.25%  $700.00  100.00%    $3.00  $3.00
   Sell  06/28/01 13:00  Sell  $1,312.25    $162.50  $3,001.50    $0.00  23.21%  23.21%  $3.00  $3.00
 79  Buy  06/29/01 07:30  ReliableLE  $1,320.25  $0.00  1  ($349.50)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Sell  06/29/01 08:45  Stop Loss  $1,313.50    ($337.50)  $2,652.00    ($337.50)  0.00%  (100.00%)  $3.00  $3.00
 80  Sell Short  07/05/01 06:45  ReliableSE  $1,312.25  $0.00  1  ($349.50)  (0.51%)  $37.50  10.00%    $3.00  $3.00
   Buy to Cover  07/05/01 07:30  Stop Loss  $1,319.00    ($337.50)  $2,302.50    ($337.50)  0.00%  (90.00%)  $3.00  $3.00
 81  Sell Short  07/10/01 07:30  ReliableSE  $1,279.50  $0.00  1  $675.50  1.07%  $762.50  80.26%    $3.00  $3.00
   Buy to Cover  07/10/01 13:00  Cover  $1,265.75    $687.50  $2,978.00    ($187.50)  92.11%  72.37%  $3.00  $3.00
 82  Buy  07/12/01 07:15  ReliableLE  $1,285.00  $0.00  1  $388.00  0.62%  $537.50  74.14%    $3.00  $3.00
   Sell  07/12/01 13:00  Sell  $1,293.00    $400.00  $3,366.00    ($187.50)  81.03%  55.17%  $3.00  $3.00
 83  Buy  07/19/01 07:00  ReliableLE  $1,308.75  $0.00  1  ($349.50)  (0.52%)  $50.00  12.90%    $3.00  $3.00
   Sell  07/19/01 09:00  Stop Loss  $1,302.00    ($337.50)  $3,016.50    ($337.50)  0.00%  (87.10%)  $3.00  $3.00
 84  Sell Short  07/23/01 07:00  ReliableSE  $1,294.25  $0.00  1  $1,013.00  1.58%  $1,062.50  85.86%    $3.00  $3.00
   Buy to Cover  07/23/01 13:00  Cover  $1,273.75    $1,025.00  $4,029.50    ($175.00)  96.97%  82.83%  $3.00  $3.00
 85  Sell Short  07/30/01 07:15  ReliableSE  $1,285.00  $0.00  1  ($174.50)  (0.25%)  $150.00  36.36%    $3.00  $3.00
   Buy to Cover  07/30/01 13:00  Cover  $1,288.25    ($162.50)  $3,855.00    ($262.50)  24.24%  (39.39%)  $3.00  $3.00
 86  Sell Short  08/02/01 07:15  ReliableSE  $1,305.00  $0.00  1  $175.50  0.29%  $387.50  93.94%    $3.00  $3.00
   Buy to Cover  08/02/01 13:00  Cover  $1,301.25    $187.50  $4,030.50    ($25.00)  51.52%  45.45%  $3.00  $3.00
 87  Sell Short  08/14/01 07:45  ReliableSE  $1,272.75  $0.00  1  $213.00  0.35%  $362.50  76.32%    $3.00  $3.00
   Buy to Cover  08/14/01 13:00  Cover  $1,268.25    $225.00  $4,243.50    ($112.50)  71.05%  47.37%  $3.00  $3.00
 88  Buy  08/24/01 07:30  ReliableLE  $1,251.50  $0.00  1  $663.00  1.08%  $775.00  95.38%    $3.00  $3.00
   Sell  08/24/01 13:00  Sell  $1,265.00    $675.00  $4,906.50    ($37.50)  87.69%  83.08%  $3.00  $3.00
 89  Sell Short  09/05/01 10:15  ReliableSE  $1,197.00  $0.00  1  ($324.50)  (0.52%)  $187.50  37.50%    $3.00  $3.00
   Buy to Cover  09/05/01 11:15  Stop Loss  $1,203.25    ($312.50)  $4,582.00    ($312.50)  0.00%  (62.50%)  $3.00  $3.00
 90  Sell Short  09/06/01 09:15  ReliableSE  $1,190.25  $0.00  1  $250.50  0.44%  $287.50  62.16%    $3.00  $3.00
   Buy to Cover  09/06/01 13:00  Cover  $1,185.00    $262.50  $4,832.50    ($175.00)  94.59%  56.76%  $3.00  $3.00
 91  Sell Short  09/19/01 07:45  ReliableSE  $1,106.50  $0.00  1  $738.00  1.36%  $2,412.50  100.00%    $3.00  $3.00
   Buy to Cover  09/19/01 13:00  Cover  $1,091.50    $750.00  $5,570.50    $0.00  31.09%  31.09%  $3.00  $3.00
 92  Sell Short  10/09/01 07:00  ReliableSE  $1,134.50  $0.00  1  ($299.50)  (0.51%)  $187.50  39.47%    $3.00  $3.00
   Buy to Cover  10/09/01 08:00  Stop Loss  $1,140.25    ($287.50)  $5,271.00    ($287.50)  0.00%  (60.53%)  $3.00  $3.00
 93  Sell Short  10/17/01 07:15  ReliableSE  $1,176.75  $0.00  1  $1,200.50  2.06%  $1,225.00  90.74%    $3.00  $3.00
   Buy to Cover  10/17/01 13:00  Cover  $1,152.50    $1,212.50  $6,471.50    ($125.00)  99.07%  89.81%  $3.00  $3.00
 94  Sell Short  10/19/01 07:15  ReliableSE  $1,137.00  $0.00  1  ($299.50)  (0.51%)  $175.00  37.84%    $3.00  $3.00
   Buy to Cover  10/19/01 11:30  Stop Loss  $1,142.75    ($287.50)  $6,172.00    ($287.50)  0.00%  (62.16%)  $3.00  $3.00
 95  Buy  10/22/01 07:00  ReliableLE  $1,155.00  $0.00  1  $538.00  0.95%  $650.00  75.36%    $3.00  $3.00
   Sell  10/22/01 13:00  Sell  $1,166.00    $550.00  $6,710.00    ($212.50)  88.41%  63.77%  $3.00  $3.00
 96  Buy  11/23/01 07:00  ReliableLE  $1,212.75  $0.00  1  $988.00  1.65%  $1,050.00  96.55%    $3.00  $3.00
   Sell  11/26/01 13:00  Sell  $1,232.75    $1,000.00  $7,698.00    ($37.50)  95.40%  91.95%  $3.00  $3.00
 97  Sell Short  11/27/01 07:15  ReliableSE  $1,221.75  $0.00  1  ($324.50)  (0.51%)  $312.50  50.00%    $3.00  $3.00
   Buy to Cover  11/27/01 10:30  Stop Loss  $1,228.00    ($312.50)  $7,373.50    ($312.50)  0.00%  (50.00%)  $3.00  $3.00
 98  Sell Short  11/28/01 11:15  ReliableSE  $1,207.75  $0.00  1  $200.50  0.35%  $225.00  50.00%    $3.00  $3.00
   Buy to Cover  11/28/01 13:00  Cover  $1,203.50    $212.50  $7,574.00    ($225.00)  97.22%  47.22%  $3.00  $3.00
 99  Sell Short  12/04/01 07:45  ReliableSE  $1,204.25  $0.00  1  ($324.50)  (0.52%)  $50.00  13.79%    $3.00  $3.00
   Buy to Cover  12/04/01 11:15  Stop Loss  $1,210.50    ($312.50)  $7,249.50    ($312.50)  0.00%  (86.21%)  $3.00  $3.00
 100  Sell Short  12/07/01 08:45  ReliableSE  $1,233.25  $0.00  1  ($62.00)  (0.08%)  $312.50  78.13%    $3.00  $3.00
   Buy to Cover  12/07/01 13:00  Cover  $1,234.25    ($50.00)  $7,187.50    ($87.50)  9.38%  (12.50%)  $3.00  $3.00
 101  Buy  12/10/01 07:30  ReliableLE  $1,233.50  $0.00  1  ($324.50)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Sell  12/10/01 08:00  Stop Loss  $1,227.25    ($312.50)  $6,863.00    ($312.50)  0.00%  (100.00%)  $3.00  $3.00
 102  Sell Short  12/13/01 12:00  ReliableSE  $1,195.50  $0.00  1  $163.00  0.29%  $175.00  66.67%    $3.00  $3.00
   Buy to Cover  12/13/01 13:00  Cover  $1,192.00    $175.00  $7,026.00    ($87.50)  100.00%  66.67%  $3.00  $3.00
 103  Buy  12/26/01 06:45  ReliableLE  $1,225.75  $0.00  1  ($37.00)  (0.04%)  $437.50  87.50%    $3.00  $3.00
   Sell  12/26/01 13:00  Sell  $1,225.25    ($25.00)  $6,989.00    ($62.50)  7.50%  (5.00%)  $3.00  $3.00
 104  Buy  01/03/02 12:30  ReliableLE  $1,237.25  $0.00  1  $100.50  0.18%  $137.50  73.33%    $3.00  $3.00
   Sell  01/03/02 13:00  Sell  $1,239.50    $112.50  $7,089.50    ($50.00)  86.67%  60.00%  $3.00  $3.00
 105  Buy  01/09/02 07:15  ReliableLE  $1,243.75  $0.00  1  ($324.50)  (0.50%)  $275.00  46.81%    $3.00  $3.00
   Sell  01/09/02 12:15  Stop Loss  $1,237.50    ($312.50)  $6,765.00    ($312.50)  0.00%  (53.19%)  $3.00  $3.00
 106  Buy  01/18/02 07:30  ReliableLE  $1,205.75  $0.00  1  ($324.50)  (0.52%)  $187.50  37.50%    $3.00  $3.00
   Sell  01/18/02 12:00  Stop Loss  $1,199.50    ($312.50)  $6,440.50    ($312.50)  0.00%  (62.50%)  $3.00  $3.00
 107  Buy  01/22/02 06:45  ReliableLE  $1,209.00  $0.00  1  ($324.50)  (0.52%)  $62.50  16.67%    $3.00  $3.00
   Sell  01/22/02 08:00  Stop Loss  $1,202.75    ($312.50)  $6,116.00    ($312.50)  0.00%  (83.33%)  $3.00  $3.00
 108  Buy  01/25/02 07:15  ReliableLE  $1,206.50  $0.00  1  ($12.00)  0.00%  $300.00  64.86%    $3.00  $3.00
   Sell  01/25/02 13:00  Sell  $1,206.50    $0.00  $6,104.00    ($162.50)  35.14%  0.00%  $3.00  $3.00
 109  Sell Short  01/29/02 07:30  ReliableSE  $1,203.75  $0.00  1  $1,513.00  2.53%  $1,637.50  100.00%    $3.00  $3.00
   Buy to Cover  01/29/02 13:00  Cover  $1,173.25    $1,525.00  $7,617.00    $0.00  93.13%  93.13%  $3.00  $3.00
 110  Sell Short  02/06/02 07:45  ReliableSE  $1,157.00  $0.00  1  ($312.00)  (0.52%)  $325.00  52.00%    $3.00  $3.00
   Buy to Cover  02/06/02 10:00  Stop Loss  $1,163.00    ($300.00)  $7,305.00    ($300.00)  0.00%  (48.00%)  $3.00  $3.00
 111  Buy  02/13/02 07:00  ReliableLE  $1,189.00  $0.00  1  $138.00  0.25%  $300.00  80.00%    $3.00  $3.00
   Sell  02/13/02 13:00  Sell  $1,192.00    $150.00  $7,443.00    ($75.00)  60.00%  40.00%  $3.00  $3.00
 112  Sell Short  02/19/02 07:00  ReliableSE  $1,170.75  $0.00  1  $688.00  1.20%  $775.00  92.54%    $3.00  $3.00
   Buy to Cover  02/19/02 13:00  Cover  $1,156.75    $700.00  $8,131.00    ($62.50)  91.04%  83.58%  $3.00  $3.00
 113  Buy  02/27/02 08:00  ReliableLE  $1,195.25  $0.00  1  ($312.00)  (0.50%)  $100.00  25.00%    $3.00  $3.00
   Sell  02/27/02 10:45  Stop Loss  $1,189.25    ($300.00)  $7,819.00    ($300.00)  0.00%  (75.00%)  $3.00  $3.00
 114  Buy  03/06/02 07:30  ReliableLE  $1,226.50  $0.00  1  $525.50  0.88%  $662.50  94.64%    $3.00  $3.00
   Sell  03/06/02 13:00  Sell  $1,237.25    $537.50  $8,344.50    ($37.50)  82.14%  76.79%  $3.00  $3.00
 115  Buy  03/12/02 09:00  ReliableLE  $1,235.50  $0.00  1  $175.50  0.30%  $187.50  46.88%    $3.00  $3.00
   Sell  03/12/02 13:00  Sell  $1,239.25    $187.50  $8,520.00    ($212.50)  100.00%  46.88%  $3.00  $3.00
 116  Buy  03/15/02 07:00  ReliableLE  $1,234.75  $0.00  1  $225.50  0.38%  $287.50  54.76%    $3.00  $3.00
   Sell  03/15/02 13:00  Sell  $1,239.50    $237.50  $8,745.50    ($237.50)  90.48%  45.24%  $3.00  $3.00
 117  Sell Short  03/20/02 07:45  ReliableSE  $1,231.50  $0.00  1  $325.50  0.55%  $350.00  68.29%    $3.00  $3.00
   Buy to Cover  03/20/02 13:00  Cover  $1,224.75    $337.50  $9,071.00    ($162.50)  97.56%  65.85%  $3.00  $3.00
 118  Sell Short  04/03/02 07:30  ReliableSE  $1,206.75  $0.00  1  $450.50  0.77%  $762.50  100.00%    $3.00  $3.00
   Buy to Cover  04/03/02 13:00  Cover  $1,197.50    $462.50  $9,521.50    $0.00  60.66%  60.66%  $3.00  $3.00
 119  Sell Short  04/05/02 08:30  ReliableSE  $1,196.50  $0.00  1  $88.00  0.17%  $262.50  58.33%    $3.00  $3.00
   Buy to Cover  04/05/02 13:00  Cover  $1,194.50    $100.00  $9,609.50    ($187.50)  63.89%  22.22%  $3.00  $3.00
 120  Sell Short  05/03/02 07:00  ReliableSE  $1,148.00  $0.00  1  $175.50  0.33%  $425.00  82.93%    $3.00  $3.00
   Buy to Cover  05/03/02 13:00  Cover  $1,144.25    $187.50  $9,785.00    ($87.50)  53.66%  36.59%  $3.00  $3.00
 121  Buy  05/16/02 11:15  ReliableLE  $1,170.50  $0.00  1  ($24.50)  (0.02%)  $25.00  10.53%    $3.00  $3.00
   Sell  05/16/02 13:00  Sell  $1,170.25    ($12.50)  $9,760.50    ($212.50)  84.21%  (5.26%)  $3.00  $3.00
 122  Sell Short  07/01/02 09:15  ReliableSE  $1,052.00  $0.00  1  $663.00  1.28%  $737.50  80.82%    $3.00  $3.00
   Buy to Cover  07/01/02 13:00  Cover  $1,038.50    $675.00  $10,423.50    ($175.00)  93.15%  73.97%  $3.00  $3.00
 123  Buy  07/05/02 07:00  ReliableLE  $1,036.50  $0.00  1  $538.00  1.06%  $1,362.50  100.00%    $3.00  $3.00
   Sell  07/08/02 13:00  Sell  $1,047.50    $550.00  $10,961.50    $0.00  40.37%  40.37%  $3.00  $3.00
 124  Sell Short  07/17/02 08:15  ReliableSE  $980.00  $0.00  1  $175.50  0.38%  $775.00  80.52%    $3.00  $3.00
   Buy to Cover  07/17/02 13:00  Cover  $976.25    $187.50  $11,137.00    ($187.50)  38.96%  19.48%  $3.00  $3.00
 125  Buy  08/08/02 10:30  ReliableLE  $961.50  $0.00  1  $688.00  1.46%  $750.00  98.36%    $3.00  $3.00
   Sell  08/08/02 13:00  Sell  $975.50    $700.00  $11,825.00    ($12.50)  93.44%  91.80%  $3.00  $3.00
 126  Buy  08/19/02 07:15  ReliableLE  $1,008.00  $0.00  1  $588.00  1.19%  $712.50  90.48%    $3.00  $3.00
   Sell  08/19/02 13:00  Sell  $1,020.00    $600.00  $12,413.00    ($75.00)  85.71%  76.19%  $3.00  $3.00
 127  Sell Short  08/27/02 07:15  ReliableSE  $1,012.00  $0.00  1  ($274.50)  (0.52%)  $250.00  48.78%    $3.00  $3.00
   Buy to Cover  08/27/02 08:15  Stop Loss  $1,017.25    ($262.50)  $12,138.50    ($262.50)  0.00%  (51.22%)  $3.00  $3.00
 128  Sell Short  09/03/02 06:45  ReliableSE  $970.75  $0.00  1  $1,225.50  2.55%  $1,250.00  95.24%    $3.00  $3.00
   Buy to Cover  09/03/02 13:00  Cover  $946.00    $1,237.50  $13,364.00    ($62.50)  99.05%  94.29%  $3.00  $3.00
 129  Sell Short  09/09/02 07:15  ReliableSE  $953.25  $0.00  1  ($262.00)  (0.52%)  $50.00  16.67%    $3.00  $3.00
   Buy to Cover  09/09/02 08:15  Stop Loss  $958.25    ($250.00)  $13,102.00    ($250.00)  0.00%  (83.33%)  $3.00  $3.00
 130  Sell Short  09/19/02 13:00  ReliableSE  $914.00  $0.00  1  $88.00  0.22%  $137.50  100.00%    $3.00  $3.00
   Buy to Cover  09/19/02 13:00  Cover  $912.00    $100.00  $13,190.00    $0.00  72.73%  72.73%  $3.00  $3.00
 131  Buy  09/24/02 07:00  ReliableLE  $897.25  $0.00  1  ($237.00)  (0.50%)  $25.00  10.00%    $3.00  $3.00
   Sell  09/24/02 07:00  Stop Loss  $892.75    ($225.00)  $12,953.00    ($225.00)  0.00%  (90.00%)  $3.00  $3.00
 132  Sell Short  09/25/02 08:00  ReliableSE  $892.75  $0.00  1  ($249.50)  (0.53%)  $262.50  52.50%    $3.00  $3.00
   Buy to Cover  09/25/02 08:45  Stop Loss  $897.50    ($237.50)  $12,703.50    ($237.50)  0.00%  (47.50%)  $3.00  $3.00
 133  Buy  10/01/02 10:30  ReliableLE  $902.50  $0.00  1  ($237.00)  (0.50%)  $87.50  28.00%    $3.00  $3.00
   Sell  10/01/02 11:15  Stop Loss  $898.00    ($225.00)  $12,466.50    ($225.00)  0.00%  (72.00%)  $3.00  $3.00
 134  Sell Short  11/07/02 08:45  ReliableSE  $974.75  $0.00  1  $163.00  0.36%  $400.00  74.42%    $3.00  $3.00
   Buy to Cover  11/07/02 13:00  Cover  $971.25    $175.00  $12,629.50    ($137.50)  58.14%  32.56%  $3.00  $3.00
 135  Sell Short  11/13/02 07:15  ReliableSE  $941.75  $0.00  1  ($249.50)  (0.50%)  $87.50  26.92%    $3.00  $3.00
   Buy to Cover  11/13/02 07:45  Stop Loss  $946.50    ($237.50)  $12,380.00    ($237.50)  0.00%  (73.08%)  $3.00  $3.00
 136  Buy  11/20/02 07:15  ReliableLE  $970.00  $0.00  1  $663.00  1.39%  $762.50  92.42%    $3.00  $3.00
   Sell  11/20/02 13:00  Sell  $983.50    $675.00  $13,043.00    ($62.50)  89.39%  81.82%  $3.00  $3.00
 137  Buy  11/25/02 07:15  ReliableLE  $1,003.75  $0.00  1  ($262.00)  (0.50%)  $162.50  39.39%    $3.00  $3.00
   Sell  11/25/02 08:15  Stop Loss  $998.75    ($250.00)  $12,781.00    ($250.00)  0.00%  (60.61%)  $3.00  $3.00
 138  Sell Short  11/26/02 07:45  ReliableSE  $988.75  $0.00  1  ($262.00)  (0.51%)  $100.00  28.57%    $3.00  $3.00
   Buy to Cover  11/26/02 09:30  Stop Loss  $993.75    ($250.00)  $12,519.00    ($250.00)  0.00%  (71.43%)  $3.00  $3.00
 139  Sell Short  12/27/02 09:15  ReliableSE  $949.25  $0.00  1  $225.50  0.50%  $312.50  73.53%    $3.00  $3.00
   Buy to Cover  12/27/02 13:00  Cover  $944.50    $237.50  $12,744.50    ($112.50)  82.35%  55.88%  $3.00  $3.00
 140  Sell Short  12/31/02 07:15  ReliableSE  $942.50  $0.00  1  ($249.50)  (0.50%)  $187.50  44.12%    $3.00  $3.00
   Buy to Cover  12/31/02 09:30  Stop Loss  $947.25    ($237.50)  $12,495.00    ($237.50)  0.00%  (55.88%)  $3.00  $3.00
 141  Buy  01/02/03 07:15  ReliableLE  $962.00  $0.00  1  $825.50  1.74%  $875.00  100.00%    $3.00  $3.00
   Sell  01/02/03 13:00  Sell  $978.75    $837.50  $13,320.50    $0.00  95.71%  95.71%  $3.00  $3.00
 142  Sell Short  01/08/03 09:45  ReliableSE  $984.00  $0.00  1  $238.00  0.51%  $300.00  80.00%    $3.00  $3.00
   Buy to Cover  01/08/03 13:00  Cover  $979.00    $250.00  $13,558.50    ($75.00)  86.67%  66.67%  $3.00  $3.00
 143  Sell Short  01/24/03 07:00  ReliableSE  $946.00  $0.00  1  $800.50  1.72%  $887.50  100.00%    $3.00  $3.00
   Buy to Cover  01/24/03 13:00  Cover  $929.75    $812.50  $14,359.00    $0.00  91.55%  91.55%  $3.00  $3.00
 144  Buy  01/29/03 09:45  ReliableLE  $926.75  $0.00  1  $350.50  0.78%  $587.50  92.16%    $3.00  $3.00
   Sell  01/29/03 13:00  Sell  $934.00    $362.50  $14,709.50    ($50.00)  64.71%  56.86%  $3.00  $3.00
 145  Sell Short  02/04/03 07:00  ReliableSE  $915.50  $0.00  1  ($124.50)  (0.25%)  $325.00  70.27%    $3.00  $3.00
   Buy to Cover  02/04/03 13:00  Cover  $917.75    ($112.50)  $14,585.00    ($137.50)  5.41%  (24.32%)  $3.00  $3.00
 146  Sell Short  02/05/03 12:00  ReliableSE  $913.75  $0.00  1  $38.00  0.11%  $125.00  52.63%    $3.00  $3.00
   Buy to Cover  02/05/03 13:00  Cover  $912.75    $50.00  $14,623.00    ($112.50)  68.42%  21.05%  $3.00  $3.00
 147  Sell Short  02/07/03 07:00  ReliableSE  $909.75  $0.00  1  $538.00  1.21%  $687.50  94.83%    $3.00  $3.00
   Buy to Cover  02/07/03 13:00  Cover  $898.75    $550.00  $15,161.00    ($37.50)  81.03%  75.86%  $3.00  $3.00
 148  Buy  02/14/03 08:00  ReliableLE  $897.25  $0.00  1  ($237.00)  (0.50%)  $237.50  51.35%    $3.00  $3.00
   Sell  02/14/03 08:30  Stop Loss  $892.75    ($225.00)  $14,924.00    ($225.00)  0.00%  (48.65%)  $3.00  $3.00
 149  Sell Short  02/20/03 07:30  ReliableSE  $912.25  $0.00  1  $263.00  0.60%  $287.50  76.67%    $3.00  $3.00
   Buy to Cover  02/20/03 13:00  Cover  $906.75    $275.00  $15,187.00    ($87.50)  96.67%  73.33%  $3.00  $3.00
 150  Buy  03/07/03 07:00  ReliableLE  $886.75  $0.00  1  $600.50  1.38%  $687.50  98.21%    $3.00  $3.00
   Sell  03/07/03 13:00  Sell  $899.00    $612.50  $15,787.50    ($12.50)  89.29%  87.50%  $3.00  $3.00
 151  Buy  03/17/03 07:00  ReliableLE  $906.50  $0.00  1  $1,338.00  2.98%  $1,400.00  90.32%    $3.00  $3.00
   Sell  03/17/03 13:00  Sell  $933.50    $1,350.00  $17,125.50    ($150.00)  96.77%  87.10%  $3.00  $3.00
 152  Sell Short  03/19/03 08:45  ReliableSE  $933.00  $0.00  1  ($249.50)  (0.51%)  $50.00  17.39%    $3.00  $3.00
   Buy to Cover  03/19/03 10:00  Stop Loss  $937.75    ($237.50)  $16,876.00    ($237.50)  0.00%  (82.61%)  $3.00  $3.00
 153  Sell Short  04/09/03 07:00  ReliableSE  $947.50  $0.00  1  ($262.00)  (0.53%)  $62.50  20.00%    $3.00  $3.00
   Buy to Cover  04/09/03 07:15  Stop Loss  $952.50    ($250.00)  $16,614.00    ($250.00)  0.00%  (80.00%)  $3.00  $3.00
 154  Buy  04/22/03 07:45  ReliableLE  $963.75  $0.00  1  $938.00  1.97%  $1,000.00  100.00%    $3.00  $3.00
   Sell  04/22/03 13:00  Sell  $982.75    $950.00  $17,552.00    $0.00  95.00%  95.00%  $3.00  $3.00
 155  Sell Short  04/25/03 07:30  ReliableSE  $975.00  $0.00  1  $275.50  0.59%  $362.50  100.00%    $3.00  $3.00
   Buy to Cover  04/25/03 13:00  Cover  $969.25    $287.50  $17,827.50    $0.00  79.31%  79.31%  $3.00  $3.00
 156  Buy  04/30/03 11:45  ReliableLE  $993.00  $0.00  1  ($262.00)  (0.50%)  $12.50  4.76%    $3.00  $3.00
   Sell  04/30/03 13:00  Stop Loss  $988.00    ($250.00)  $17,565.50    ($250.00)  0.00%  (95.24%)  $3.00  $3.00
 157  Sell Short  05/01/03 07:15  ReliableSE  $982.00  $0.00  1  ($262.00)  (0.51%)  $487.50  66.10%    $3.00  $3.00
   Buy to Cover  05/02/03 06:45  Stop Loss  $987.00    ($250.00)  $17,303.50    ($250.00)  0.00%  (33.90%)  $3.00  $3.00
 158  Buy  05/08/03 07:30  ReliableLE  $997.50  $0.00  1  ($262.00)  (0.50%)  $175.00  41.18%    $3.00  $3.00
   Sell  05/08/03 09:30  Stop Loss  $992.50    ($250.00)  $17,041.50    ($250.00)  0.00%  (58.82%)  $3.00  $3.00
 159  Buy  05/09/03 08:15  ReliableLE  $1,000.50  $0.00  1  $188.00  0.40%  $237.50  73.08%    $3.00  $3.00
   Sell  05/09/03 13:00  Sell  $1,004.50    $200.00  $17,229.50    ($87.50)  88.46%  61.54%  $3.00  $3.00
 160  Sell Short  05/14/03 07:00  ReliableSE  $1,014.25  $0.00  1  $163.00  0.35%  $400.00  100.00%    $3.00  $3.00
   Buy to Cover  05/14/03 13:00  Cover  $1,010.75    $175.00  $17,392.50    $0.00  43.75%  43.75%  $3.00  $3.00
 161  Buy  05/16/03 07:00  ReliableLE  $1,020.50  $0.00  1  ($274.50)  (0.51%)  $50.00  16.00%    $3.00  $3.00
   Sell  05/16/03 07:15  Stop Loss  $1,015.25    ($262.50)  $17,118.00    ($262.50)  0.00%  (84.00%)  $3.00  $3.00
 162  Sell Short  05/19/03 07:15  ReliableSE  $1,003.50  $0.00  1  $550.50  1.12%  $612.50  100.00%    $3.00  $3.00
   Buy to Cover  05/19/03 13:00  Cover  $992.25    $562.50  $17,668.50    $0.00  91.84%  91.84%  $3.00  $3.00
 163  Sell Short  05/27/03 06:45  ReliableSE  $999.50  $0.00  1  ($262.00)  (0.50%)  $37.50  13.04%    $3.00  $3.00
   Buy to Cover  05/27/03 07:15  Stop Loss  $1,004.50    ($250.00)  $17,406.50    ($250.00)