Content-Type: multipart/related; type="text/html"; boundary="==TSBoundary-SPR" --==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID:
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, @ESH10.D, 15 min., 12/22/1999 6:45:00 AM - 3/11/2010 1:15:00 PM
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $28,929.50 $16,655.00 $12,274.50
Gross Profit $106,611.50 $56,346.00 $50,265.50
Gross Loss ($77,682.00) ($39,691.00) ($37,991.00)
Profit Factor 1.37 1.42 1.32
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $21,002.00 $11,803.50 $9,198.50
Select Gross Profit $98,684.00 $51,494.50 $47,189.50
Select Gross Loss ($77,682.00) ($39,691.00) ($37,991.00)
Select Profit Factor 1.27 1.30 1.24
       
Adjusted Total Net Profit $17,883.65 $8,607.42 $4,705.82
Adjusted Gross Profit $100,159.08 $51,617.55 $45,873.78
Adjusted Gross Loss ($82,275.43) ($43,010.13) ($41,167.97)
Adjusted Profit Factor 1.22 1.20 1.11
       
Total Number of Trades 559 285 274
Percent Profitable 48.84% 49.82% 47.81%
Winning Trades 273 142 131
Losing Trades 286 143 143
Even Trades 0 0 0
       
Avg. Trade Net Profit $51.75 $58.44 $44.80
Avg. Winning Trade $390.52 $396.80 $383.71
Avg. Losing Trade ($271.62) ($277.56) ($265.67)
Ratio Avg. Win:Avg. Loss 1.44 1.43 1.44
Largest Winning Trade $1,663.00 $1,663.00 $1,563.00
Largest Losing Trade ($449.50) ($449.50) ($449.50)
Largest Winner as % of Gross Profit 1.56% 2.95% 3.11%
Largest Loser as % of Gross Loss 0.58% 1.13% 1.18%
       
Net Profit as % of Largest Loss 6435.93% 3705.23% 2730.70%
Select Net Profit as % of Largest Loss 4672.30% 2625.92% 2046.38%
Adjusted Net Profit as % of Largest Loss 3978.56% 1914.89% 1046.90%
       
Max. Consecutive Winning Trades 7 10 8
Max. Consecutive Losing Trades 8 8 8
Avg. Bars in Total Trades 15.45 15.94 14.93
Avg. Bars in Winning Trades 19.76 20.54 18.91
Avg. Bars in Losing Trades 11.33 11.37 11.29
Avg. Bars in Even Trades 0.00 0.00 0.00
Max. Shares/Contracts Held 1 1 1
Total Shares/Contracts Held 559 285 274
Account Size Required $4,391.50 $4,012.50 $3,887.50
Total Slippage $3,354.00 $1,710.00 $1,644.00
Total Commission $3,354.00 $1,710.00 $1,644.00
       
Return on Initial Capital 289.30%
Annual Rate of Return 13.32%
Buy & Hold Return (31.66%)
Return on Account 658.76%    
Avg. Monthly Return $138.46    
Std. Deviation of Monthly Return $1,011.55    
       
Return Retracement Ratio 0.20    
RINA Index 4440.45    
Sharpe Ratio 0.25    
K-Ratio n/a    
       
Trading Period 10 Yrs, 2 Mths, 12 Dys, 4 Hrs, 15 Mins
Percent of Time in the Market 2.46%
Time in the Market 2 Mths, 30 Dys, 17 Hrs, 30 Mins    
Longest Flat Period 45 Dys, 20 Hrs, 15 Mins    
       
Max. Equity Run-up
 $33,664.50    
Date of Max. Equity Run-up 06/10/09 11:15    
Max. Equity Run-up as % of Initial Capital 336.64%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($5,416.00) ($4,874.50) ($4,389.50)
Date 02/08/01 12:15    
as % of Initial Capital 54.16% 48.74% 43.90%
Net Profit as % of Drawdown 534.15% 341.68% 279.63%
Select Net Profit as % of Drawdown 387.78% 242.15% 209.56%
Adjusted Net Profit as % of Drawdown 330.20% 176.58% 107.21%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($4,391.50) ($4,012.50) ($3,887.50)
Date 01/26/01 09:30    
as % of Initial Capital 43.91% 40.13% 38.88%
Net Profit as % of Drawdown 658.76% 415.08% 315.74%
Select Net Profit as % of Drawdown 478.24% 294.17% 236.62%
Adjusted Net Profit as % of Drawdown 407.23% 214.52% 121.05%
       
Max. Trade Drawdown ($700.00) ($437.50) ($700.00)
     
     
     
Created by TradeStation: 3/11/2010 7:55:05 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Trade Analysis
TradeStation TradeManager Performance Report Reliability, @ESH10.D, 15 min., 12/22/1999 6:45:00 AM - 3/11/2010 1:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 559 273 286
Avg. Trade Net Profit $51.75 $390.52 ($271.62)
1 Std. Deviation of Avg. Trade $415.02 $336.81 $118.75
Avg. Trade + 1 Std. Deviation $466.77 $727.33 ($152.87)
Avg. Trade - 1 Std. Deviation ($363.27) $53.71 ($390.36)
Coefficient of Variation 801.94% 86.25% 43.72%
Time Averages
Avg. Time in Trades 3 Hrs, 56 Mins 5 Hrs, 1 Min 2 Hrs, 53 Mins
Avg. Time Between Trades 6 Dys, 12 Hrs, 30 Mins 13 Dys, 11 Hrs, 33 Mins 12 Dys, 21 Hrs, 26 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 $345.53 ($192.44)
1 Std. Deviation $354.63 $133.64
Avg. + 1 Std. Deviation $700.16 ($58.81)
Avg. - 1 Std. Deviation ($9.10) ($326.08)
Coefficient of Variation 102.63% 69.44%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency (3.37%) 55.55% 41.08%
1 Std. Deviation 66.14% 32.95% 38.33%
Avg. + 1 Std. Deviation 62.77% 88.50% 79.41%
Avg. - 1 Std. Deviation (69.51%) 22.61% 2.74%
Coefficient of Variation 1962.94% 59.31% 93.32%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $1,663.00 ($449.50)
Largest Profit/Loss as % of Gross 1.56% 0.58%
Largest Consec. Profit/Loss $3,114.50 ($2,247.50)
Largest Consec. Profit/Loss as % of Gross 2.92% 2.89%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 80 $462.84 ($270.23)
2 35 $375.86 ($270.93)
3 20 $380.08 ($307.63)
4 8 $393.08 ($244.81)
5 1 $160.50 ($24.50)
6 2 $240.08 ($37.00)
7 2 $300.50 ($124.50)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 76 ($267.92) $449.51
2 34 ($288.47) $369.62
3 21 ($284.42) $371.93
4 6 ($173.46) $242.17
5 7 ($321.64) $514.79
6 2 ($204.71) $294.25
8 1 ($238.56) $675.50

Created by TradeStation: 3/11/2010 7:55:05 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Trades Header
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  $1,684.25  $0.00  1  $63.00  0.09%  $212.50  54.84%    $3.00  $3.00
   Buy to Cover  12/28/99 13:00  Cover  $1,682.75    $75.00  $63.00    ($175.00)  64.52%  19.35%  $3.00  $3.00
 2  Sell Short  01/03/00 07:00  ReliableSE  $1,691.50  $0.00  1  $875.50  1.05%  $1,675.00  93.71%    $3.00  $3.00
   Buy to Cover  01/03/00 13:00  Cover  $1,673.75    $887.50  $938.50    ($112.50)  55.94%  49.65%  $3.00  $3.00
 3  Buy  01/06/00 10:15  ReliableLE  $1,630.25  $0.00  1  ($424.50)  (0.51%)  $87.50  17.50%    $3.00  $3.00
   Sell  01/06/00 12:15  Stop Loss  $1,622.00    ($412.50)  $514.00    ($412.50)  0.00%  (82.50%)  $3.00  $3.00
 4  Buy  01/07/00 07:00  ReliableLE  $1,629.00  $0.00  1  $1,613.00  2.00%  $1,625.00  83.87%    $3.00  $3.00
   Sell  01/07/00 13:00  Sell  $1,661.50    $1,625.00  $2,127.00    ($312.50)  100.00%  83.87%  $3.00  $3.00
 5  Sell Short  01/11/00 12:00  ReliableSE  $1,661.25  $0.00  1  $188.00  0.24%  $425.00  75.56%    $3.00  $3.00
   Buy to Cover  01/11/00 13:00  Cover  $1,657.25    $200.00  $2,315.00    ($137.50)  60.00%  35.56%  $3.00  $3.00
 6  Buy  01/18/00 07:45  ReliableLE  $1,679.00  $0.00  1  ($437.00)  (0.51%)  $62.50  12.82%    $3.00  $3.00
   Sell  01/18/00 08:00  Stop Loss  $1,670.50    ($425.00)  $1,878.00    ($425.00)  0.00%  (87.18%)  $3.00  $3.00
 7  Buy  01/19/00 07:15  ReliableLE  $1,674.25  $0.00  1  ($87.00)  (0.09%)  $275.00  41.51%    $3.00  $3.00
   Sell  01/19/00 13:00  Sell  $1,672.75    ($75.00)  $1,791.00    ($387.50)  47.17%  (11.32%)  $3.00  $3.00
 8  Sell Short  01/27/00 08:45  ReliableSE  $1,624.00  $0.00  1  $438.00  0.55%  $1,512.50  97.58%    $3.00  $3.00
   Buy to Cover  01/27/00 13:00  Cover  $1,615.00    $450.00  $2,229.00    ($37.50)  31.45%  29.03%  $3.00  $3.00
 9  Sell Short  02/03/00 09:00  ReliableSE  $1,621.50  $0.00  1  ($424.50)  (0.51%)  $525.00  56.00%    $3.00  $3.00
   Buy to Cover  02/03/00 10:15  Stop Loss  $1,629.75    ($412.50)  $1,804.50    ($412.50)  0.00%  (44.00%)  $3.00  $3.00
 10  Sell Short  02/11/00 07:00  ReliableSE  $1,620.00  $0.00  1  $1,000.50  1.25%  $1,500.00  90.23%    $3.00  $3.00
   Buy to Cover  02/11/00 13:00  Cover  $1,599.75    $1,012.50  $2,805.00    ($162.50)  70.68%  60.90%  $3.00  $3.00
 11  Sell Short  02/15/00 07:30  ReliableSE  $1,594.25  $0.00  1  ($424.50)  (0.52%)  $375.00  47.62%    $3.00  $3.00
   Buy to Cover  02/15/00 11:30  Stop Loss  $1,602.50    ($412.50)  $2,380.50    ($412.50)  0.00%  (52.38%)  $3.00  $3.00
 12  Sell Short  02/23/00 08:30  ReliableSE  $1,550.50  $0.00  1  ($412.00)  (0.52%)  $12.50  3.03%    $3.00  $3.00
   Buy to Cover  02/23/00 09:00  Stop Loss  $1,558.50    ($400.00)  $1,968.50    ($400.00)  0.00%  (96.97%)  $3.00  $3.00
 13  Sell Short  02/24/00 07:15  ReliableSE  $1,558.50  $0.00  1  ($412.00)  (0.51%)  $1,087.50  73.11%    $3.00  $3.00
   Buy to Cover  02/24/00 12:45  Stop Loss  $1,566.50    ($400.00)  $1,556.50    ($400.00)  0.00%  (26.89%)  $3.00  $3.00
 14  Buy  03/03/00 08:45  ReliableLE  $1,614.75  $0.00  1  $150.50  0.20%  $275.00  59.46%    $3.00  $3.00
   Sell  03/03/00 13:00  Sell  $1,618.00    $162.50  $1,707.00    ($187.50)  75.68%  35.14%  $3.00  $3.00
 15  Buy  03/09/00 08:00  ReliableLE  $1,585.75  $0.00  1  $1,088.00  1.39%  $1,125.00  79.65%    $3.00  $3.00
   Sell  03/09/00 13:00  Sell  $1,607.75    $1,100.00  $2,795.00    ($287.50)  98.23%  77.88%  $3.00  $3.00
 16  Buy  03/13/00 07:00  ReliableLE  $1,580.75  $0.00  1  $450.50  0.59%  $1,262.50  99.02%    $3.00  $3.00
   Sell  03/13/00 13:00  Sell  $1,590.00    $462.50  $3,245.50    ($12.50)  37.25%  36.27%  $3.00  $3.00
 17  Sell Short  03/29/00 08:30  ReliableSE  $1,708.25  $0.00  1  ($449.50)  (0.51%)  $275.00  38.60%    $3.00  $3.00
   Buy to Cover  03/29/00 11:45  Stop Loss  $1,717.00    ($437.50)  $2,796.00    ($437.50)  0.00%  (61.40%)  $3.00  $3.00
 18  Buy  03/30/00 07:00  ReliableLE  $1,715.75  $0.00  1  ($449.50)  (0.51%)  $350.00  44.44%    $3.00  $3.00
   Sell  03/30/00 08:15  Stop Loss  $1,707.00    ($437.50)  $2,346.50    ($437.50)  0.00%  (55.56%)  $3.00  $3.00
 19  Buy  04/06/00 08:00  ReliableLE  $1,714.50  $0.00  1  ($449.50)  (0.51%)  $200.00  31.37%    $3.00  $3.00
   Sell  04/06/00 09:00  Stop Loss  $1,705.75    ($437.50)  $1,897.00    ($437.50)  0.00%  (68.63%)  $3.00  $3.00
 20  Buy  04/10/00 08:15  ReliableLE  $1,727.50  $0.00  1  ($449.50)  (0.51%)  $212.50  32.69%    $3.00  $3.00
   Sell  04/10/00 10:15  Stop Loss  $1,718.75    ($437.50)  $1,447.50    ($437.50)  0.00%  (67.31%)  $3.00  $3.00
 21  Sell Short  04/12/00 08:00  ReliableSE  $1,691.75  $0.00  1  ($449.50)  (0.52%)  $325.00  42.62%    $3.00  $3.00
   Buy to Cover  04/12/00 09:45  Stop Loss  $1,700.50    ($437.50)  $998.00    ($437.50)  0.00%  (57.38%)  $3.00  $3.00
 22  Buy  05/05/00 07:00  ReliableLE  $1,611.00  $0.00  1  $838.00  1.06%  $1,137.50  89.22%    $3.00  $3.00
   Sell  05/05/00 13:00  Sell  $1,628.00    $850.00  $1,836.00    ($137.50)  77.45%  66.67%  $3.00  $3.00
 23  Sell Short  05/09/00 07:15  ReliableSE  $1,619.75  $0.00  1  $538.00  0.68%  $1,125.00  87.38%    $3.00  $3.00
   Buy to Cover  05/09/00 13:00  Cover  $1,608.75    $550.00  $2,374.00    ($162.50)  55.34%  42.72%  $3.00  $3.00
 24  Sell Short  05/17/00 08:15  ReliableSE  $1,638.00  $0.00  1  ($424.50)  (0.50%)  $100.00  19.51%    $3.00  $3.00
   Buy to Cover  05/17/00 11:00  Stop Loss  $1,646.25    ($412.50)  $1,949.50    ($412.50)  0.00%  (80.49%)  $3.00  $3.00
 25  Buy  05/18/00 07:15  ReliableLE  $1,650.75  $0.00  1  ($424.50)  (0.50%)  $137.50  25.00%    $3.00  $3.00
   Sell  05/18/00 08:00  Stop Loss  $1,642.50    ($412.50)  $1,525.00    ($412.50)  0.00%  (75.00%)  $3.00  $3.00
 26  Buy  06/01/00 07:15  ReliableLE  $1,630.75  $0.00  1  $338.00  0.43%  $537.50  59.72%    $3.00  $3.00
   Sell  06/01/00 13:00  Sell  $1,637.75    $350.00  $1,863.00    ($362.50)  79.17%  38.89%  $3.00  $3.00
 27  Buy  06/06/00 10:00  ReliableLE  $1,659.75  $0.00  1  ($437.00)  (0.51%)  $187.50  30.61%    $3.00  $3.00
   Sell  06/06/00 12:00  Stop Loss  $1,651.25    ($425.00)  $1,426.00    ($425.00)  0.00%  (69.39%)  $3.00  $3.00
 28  Buy  06/07/00 08:45  ReliableLE  $1,680.00  $0.00  1  $175.50  0.22%  $362.50  53.70%    $3.00  $3.00
   Sell  06/07/00 13:00  Sell  $1,683.75    $187.50  $1,601.50    ($312.50)  74.07%  27.78%  $3.00  $3.00
 29  Sell Short  06/15/00 07:45  ReliableSE  $1,656.00  $0.00  1  ($437.00)  (0.51%)  $162.50  27.66%    $3.00  $3.00
   Buy to Cover  06/15/00 09:45  Stop Loss  $1,664.50    ($425.00)  $1,164.50    ($425.00)  0.00%  (72.34%)  $3.00  $3.00
 30  Sell Short  06/16/00 07:15  ReliableSE  $1,657.50  $0.00  1  $63.00  0.09%  $575.00  63.89%    $3.00  $3.00
   Buy to Cover  06/16/00 13:00  Cover  $1,656.00    $75.00  $1,227.50    ($325.00)  44.44%  8.33%  $3.00  $3.00
 31  Sell Short  06/29/00 07:45  ReliableSE  $1,621.75  $0.00  1  ($424.50)  (0.51%)  $212.50  34.00%    $3.00  $3.00
   Buy to Cover  06/29/00 11:00  Stop Loss  $1,630.00    ($412.50)  $803.00    ($412.50)  0.00%  (66.00%)  $3.00  $3.00
 32  Buy  06/30/00 08:30  ReliableLE  $1,632.50  $0.00  1  ($424.50)  (0.51%)  $100.00  19.51%    $3.00  $3.00
   Sell  06/30/00 12:30  Stop Loss  $1,624.25    ($412.50)  $378.50    ($412.50)  0.00%  (80.49%)  $3.00  $3.00
 33  Buy  07/11/00 07:00  ReliableLE  $1,659.50  $0.00  1  $163.00  0.21%  $625.00  70.42%    $3.00  $3.00
   Sell  07/11/00 13:00  Sell  $1,663.00    $175.00  $541.50    ($262.50)  49.30%  19.72%  $3.00  $3.00
 34  Buy  07/14/00 07:00  ReliableLE  $1,686.50  $0.00  1  ($437.00)  (0.50%)  $12.50  2.86%    $3.00  $3.00
   Sell  07/14/00 07:15  Stop Loss  $1,678.00    ($425.00)  $104.50    ($425.00)  0.00%  (97.14%)  $3.00  $3.00
 35  Sell Short  07/18/00 08:00  ReliableSE  $1,678.25  $0.00  1  $125.50  0.16%  $287.50  71.88%    $3.00  $3.00
   Buy to Cover  07/18/00 13:00  Cover  $1,675.50    $137.50  $230.00    ($112.50)  62.50%  34.38%  $3.00  $3.00
 36  Sell Short  07/26/00 07:15  ReliableSE  $1,641.50  $0.00  1  $288.00  0.37%  $450.00  57.14%    $3.00  $3.00
   Buy to Cover  07/26/00 13:00  Cover  $1,635.50    $300.00  $518.00    ($337.50)  80.95%  38.10%  $3.00  $3.00
 37  Sell Short  07/28/00 07:30  ReliableSE  $1,621.25  $0.00  1  $1,163.00  1.45%  $1,562.50  100.00%    $3.00  $3.00
   Buy to Cover  07/28/00 13:00  Cover  $1,597.75    $1,175.00  $1,681.00    $0.00  75.20%  75.20%  $3.00  $3.00
 38  Buy  08/01/00 08:45  ReliableLE  $1,617.00  $0.00  1  ($224.50)  (0.26%)  $200.00  36.36%    $3.00  $3.00
   Sell  08/01/00 13:00  Sell  $1,612.75    ($212.50)  $1,456.50    ($350.00)  25.00%  (38.64%)  $3.00  $3.00
 39  Buy  08/16/00 07:00  ReliableLE  $1,666.25  $0.00  1  ($437.00)  (0.51%)  $150.00  26.09%    $3.00  $3.00
   Sell  08/16/00 08:30  Stop Loss  $1,657.75    ($425.00)  $1,019.50    ($425.00)  0.00%  (73.91%)  $3.00  $3.00
 40  Buy  08/17/00 07:45  ReliableLE  $1,664.25  $0.00  1  $238.00  0.30%  $462.50  92.50%    $3.00  $3.00
   Sell  08/17/00 13:00  Sell  $1,669.25    $250.00  $1,257.50    ($37.50)  57.50%  50.00%  $3.00  $3.00
 41  Buy  08/22/00 11:30  ReliableLE  $1,679.00  $0.00  1  ($437.00)  (0.51%)  $112.50  20.93%    $3.00  $3.00
   Sell  08/22/00 12:45  Stop Loss  $1,670.50    ($425.00)  $820.50    ($425.00)  0.00%  (79.07%)  $3.00  $3.00
 42  Sell Short  08/23/00 07:30  ReliableSE  $1,661.75  $0.00  1  ($437.00)  (0.51%)  $25.00  5.56%    $3.00  $3.00
   Buy to Cover  08/23/00 08:00  Stop Loss  $1,670.25    ($425.00)  $383.50    ($425.00)  0.00%  (94.44%)  $3.00  $3.00
 43  Buy  08/28/00 07:00  ReliableLE  $1,681.50  $0.00  1  $238.00  0.30%  $750.00  98.36%    $3.00  $3.00
   Sell  08/28/00 13:00  Sell  $1,686.50    $250.00  $621.50    ($12.50)  34.43%  32.79%  $3.00  $3.00
 44  Sell Short  08/30/00 07:45  ReliableSE  $1,673.75  $0.00  1  $88.00  0.12%  $200.00  61.54%    $3.00  $3.00
   Buy to Cover  08/30/00 13:00  Cover  $1,671.75    $100.00  $709.50    ($125.00)  69.23%  30.77%  $3.00  $3.00
 45  Sell Short  09/12/00 13:00  ReliableSE  $1,645.75  $0.00  1  ($87.00)  (0.09%)  $37.50  33.33%    $3.00  $3.00
   Buy to Cover  09/12/00 13:00  Cover  $1,647.25    ($75.00)  $622.50    ($75.00)  0.00%  (66.67%)  $3.00  $3.00
 46  Buy  09/22/00 07:00  ReliableLE  $1,592.25  $0.00  1  $938.00  1.19%  $975.00  76.47%    $3.00  $3.00
   Sell  09/22/00 13:00  Sell  $1,611.25    $950.00  $1,560.50    ($300.00)  98.04%  74.51%  $3.00  $3.00
 47  Sell Short  10/03/00 07:30  ReliableSE  $1,597.75  $0.00  1  ($424.50)  (0.52%)  $100.00  19.51%    $3.00  $3.00
   Buy to Cover  10/03/00 09:00  Stop Loss  $1,606.00    ($412.50)  $1,136.00    ($412.50)  0.00%  (80.49%)  $3.00  $3.00
 48  Buy  11/06/00 08:00  ReliableLE  $1,588.50  $0.00  1  ($412.00)  (0.50%)  $312.50  43.86%    $3.00  $3.00
   Sell  11/06/00 12:45  Stop Loss  $1,580.50    ($400.00)  $724.00    ($400.00)  0.00%  (56.14%)  $3.00  $3.00
 49  Sell Short  11/10/00 13:00  ReliableSE  $1,516.50  $0.00  1  $50.50  0.08%  $62.50  100.00%    $3.00  $3.00
   Buy to Cover  11/10/00 13:00  Cover  $1,515.25    $62.50  $774.50    $0.00  100.00%  100.00%  $3.00  $3.00
 50  Buy  11/14/00 10:00  ReliableLE  $1,535.00  $0.00  1  ($74.50)  (0.08%)  $350.00  51.85%    $3.00  $3.00
   Sell  11/14/00 13:00  Sell  $1,533.75    ($62.50)  $700.00    ($325.00)  38.89%  (9.26%)  $3.00  $3.00
 51  Sell Short  11/22/00 08:00  ReliableSE  $1,471.50  $0.00  1  ($387.00)  (0.51%)  $37.50  9.09%    $3.00  $3.00
   Buy to Cover  11/22/00 09:00  Stop Loss  $1,479.00    ($375.00)  $313.00    ($375.00)  0.00%  (90.91%)  $3.00  $3.00
 52  Buy  11/28/00 07:00  ReliableLE  $1,502.00  $0.00  1  ($387.00)  (0.50%)  $237.50  38.78%    $3.00  $3.00
   Sell  11/28/00 07:30  Stop Loss  $1,494.50    ($375.00)  ($74.00)    ($375.00)  0.00%  (61.22%)  $3.00  $3.00
 53  Sell Short  12/01/00 12:45  ReliableSE  $1,453.50  $0.00  1  ($387.00)  (0.52%)  $62.50  14.29%    $3.00  $3.00
   Buy to Cover  12/01/00 13:00  Stop Loss  $1,461.00    ($375.00)  ($461.00)    ($375.00)  0.00%  (85.71%)  $3.00  $3.00
 54  Buy  12/04/00 08:45  ReliableLE  $1,473.00  $0.00  1  ($387.00)  (0.51%)  $200.00  34.78%    $3.00  $3.00
   Sell  12/04/00 09:00  Stop Loss  $1,465.50    ($375.00)  ($848.00)    ($375.00)  0.00%  (65.22%)  $3.00  $3.00
 55  Sell Short  12/13/00 07:00  ReliableSE  $1,536.25  $0.00  1  $875.50  1.16%  $1,037.50  75.45%    $3.00  $3.00
   Buy to Cover  12/13/00 13:00  Cover  $1,518.50    $887.50  $27.50    ($337.50)  89.09%  64.55%  $3.00  $3.00
 56  Buy  12/19/00 07:00  ReliableLE  $1,485.00  $0.00  1  ($387.00)  (0.51%)  $950.00  71.70%    $3.00  $3.00
   Sell  12/19/00 12:15  Stop Loss  $1,477.50    ($375.00)  ($359.50)    ($375.00)  0.00%  (28.30%)  $3.00  $3.00
 57  Buy  01/25/01 07:15  ReliableLE  $1,512.00  $0.00  1  ($399.50)  (0.51%)  $200.00  34.04%    $3.00  $3.00
   Sell  01/25/01 07:15  Stop Loss  $1,504.25    ($387.50)  ($759.00)    ($387.50)  0.00%  (65.96%)  $3.00  $3.00
 58  Sell Short  01/26/01 08:00  ReliableSE  $1,488.75  $0.00  1  ($387.00)  (0.50%)  $62.50  14.29%    $3.00  $3.00
   Buy to Cover  01/26/01 09:30  Stop Loss  $1,496.25    ($375.00)  ($1,146.00)    ($375.00)  0.00%  (85.71%)  $3.00  $3.00
 59  Sell Short  02/08/01 10:30  ReliableSE  $1,480.75  $0.00  1  $263.00  0.37%  $300.00  58.54%    $3.00  $3.00
   Buy to Cover  02/08/01 13:00  Cover  $1,475.25    $275.00  ($883.00)    ($212.50)  95.12%  53.66%  $3.00  $3.00
 60  Sell Short  02/20/01 07:45  ReliableSE  $1,438.25  $0.00  1  $913.00  1.29%  $962.50  82.80%    $3.00  $3.00
   Buy to Cover  02/20/01 13:00  Cover  $1,419.75    $925.00  $30.00    ($200.00)  96.77%  79.57%  $3.00  $3.00
 61  Sell Short  02/23/01 07:45  ReliableSE  $1,370.25  $0.00  1  ($362.00)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Buy to Cover  02/23/01 08:30  Stop Loss  $1,377.25    ($350.00)  ($332.00)    ($350.00)  0.00%  (100.00%)  $3.00  $3.00
 62  Sell Short  02/28/01 07:45  ReliableSE  $1,393.00  $0.00  1  $775.50  1.13%  $1,250.00  100.00%    $3.00  $3.00
   Buy to Cover  02/28/01 13:00  Cover  $1,377.25    $787.50  $443.50    $0.00  63.00%  63.00%  $3.00  $3.00
 63  Buy  03/02/01 08:00  ReliableLE  $1,376.50  $0.00  1  ($362.00)  (0.51%)  $12.50  3.45%    $3.00  $3.00
   Sell  03/02/01 08:15  Stop Loss  $1,369.50    ($350.00)  $81.50    ($350.00)  0.00%  (96.55%)  $3.00  $3.00
 64  Sell Short  03/07/01 07:15  ReliableSE  $1,393.50  $0.00  1  ($374.50)  (0.52%)  $37.50  9.38%    $3.00  $3.00
   Buy to Cover  03/07/01 07:30  Stop Loss  $1,400.75    ($362.50)  ($293.00)    ($362.50)  0.00%  (90.63%)  $3.00  $3.00
 65  Buy  03/08/01 09:00  ReliableLE  $1,404.00  $0.00  1  ($362.00)  (0.50%)  $0.00  0.00%    $3.00  $3.00
   Sell  03/08/01 10:15  Stop Loss  $1,397.00    ($350.00)  ($655.00)    ($350.00)  0.00%  (100.00%)  $3.00  $3.00
 66  Buy  03/27/01 07:45  ReliableLE  $1,295.25  $0.00  1  $950.50  1.49%  $1,100.00  95.65%    $3.00  $3.00
   Sell  03/27/01 13:00  Sell  $1,314.50    $962.50  $295.50    ($50.00)  88.04%  83.70%  $3.00  $3.00
 67  Sell Short  03/30/01 08:15  ReliableSE  $1,274.50  $0.00  1  ($337.00)  (0.51%)  $12.50  3.70%    $3.00  $3.00
   Buy to Cover  03/30/01 08:45  Stop Loss  $1,281.00    ($325.00)  ($41.50)    ($325.00)  0.00%  (96.30%)  $3.00  $3.00
 68  Buy  04/05/01 10:45  ReliableLE  $1,271.25  $0.00  1  $450.50  0.73%  $625.00  73.53%    $3.00  $3.00
   Sell  04/05/01 13:00  Sell  $1,280.50    $462.50  $409.00    ($225.00)  80.88%  54.41%  $3.00  $3.00
 69  Sell Short  04/09/01 10:30  ReliableSE  $1,258.75  $0.00  1  ($337.00)  (0.52%)  $125.00  27.78%    $3.00  $3.00
   Buy to Cover  04/09/01 12:00  Stop Loss  $1,265.25    ($325.00)  $72.00    ($325.00)  0.00%  (72.22%)  $3.00  $3.00
 70  Buy  04/10/01 07:15  ReliableLE  $1,291.25  $0.00  1  $350.50  0.56%  $700.00  93.33%    $3.00  $3.00
   Sell  04/10/01 13:00  Sell  $1,298.50    $362.50  $422.50    ($50.00)  55.00%  48.33%  $3.00  $3.00
 71  Buy  04/17/01 07:00  ReliableLE  $1,308.00  $0.00  1  $600.50  0.94%  $775.00  93.94%    $3.00  $3.00
   Sell  04/17/01 13:00  Sell  $1,320.25    $612.50  $1,023.00    ($50.00)  80.30%  74.24%  $3.00  $3.00
 72  Sell Short  04/23/01 07:30  ReliableSE  $1,357.00  $0.00  1  $250.50  0.39%  $575.00  86.79%    $3.00  $3.00
   Buy to Cover  04/23/01 13:00  Cover  $1,351.75    $262.50  $1,273.50    ($87.50)  52.83%  39.62%  $3.00  $3.00
 73  Sell Short  04/27/01 07:00  ReliableSE  $1,367.75  $0.00  1  ($362.00)  (0.51%)  $12.50  3.45%    $3.00  $3.00
   Buy to Cover  04/27/01 07:15  Stop Loss  $1,374.75    ($350.00)  $911.50    ($350.00)  0.00%  (96.55%)  $3.00  $3.00
 74  Buy  05/16/01 07:45  ReliableLE  $1,377.50  $0.00  1  $1,663.00  2.43%  $1,825.00  100.00%    $3.00  $3.00
   Sell  05/16/01 13:00  Sell  $1,411.00    $1,675.00  $2,574.50    $0.00  91.78%  91.78%  $3.00  $3.00
 75  Sell Short  05/18/01 12:00  ReliableSE  $1,406.25  $0.00  1  ($374.50)  (0.52%)  $0.00  0.00%    $3.00  $3.00
   Buy to Cover  05/18/01 12:30  Stop Loss  $1,413.50    ($362.50)  $2,200.00    ($362.50)  0.00%  (100.00%)  $3.00  $3.00
 76  Sell Short  05/25/01 07:15  ReliableSE  $1,410.00  $0.00  1  $400.50  0.59%  $487.50  100.00%    $3.00  $3.00
   Buy to Cover  05/25/01 13:00  Cover  $1,401.75    $412.50  $2,600.50    $0.00  84.62%  84.62%  $3.00  $3.00
 77  Sell Short  06/01/01 07:15  ReliableSE  $1,373.75  $0.00  1  ($362.00)  (0.51%)  $162.50  31.71%    $3.00  $3.00
   Buy to Cover  06/01/01 09:30  Stop Loss  $1,380.75    ($350.00)  $2,238.50    ($350.00)  0.00%  (68.29%)  $3.00  $3.00
 78  Buy  06/28/01 07:00  ReliableLE  $1,343.50  $0.00  1  $150.50  0.24%  $700.00  100.00%    $3.00  $3.00
   Sell  06/28/01 13:00  Sell  $1,346.75    $162.50  $2,389.00    $0.00  23.21%  23.21%  $3.00  $3.00
 79  Buy  06/29/01 07:30  ReliableLE  $1,354.75  $0.00  1  ($349.50)  (0.50%)  $0.00  0.00%    $3.00  $3.00
   Sell  06/29/01 08:45  Stop Loss  $1,348.00    ($337.50)  $2,039.50    ($337.50)  0.00%  (100.00%)  $3.00  $3.00
 80  Sell Short  07/05/01 06:45  ReliableSE  $1,346.75  $0.00  1  ($349.50)  (0.50%)  $37.50  10.00%    $3.00  $3.00
   Buy to Cover  07/05/01 07:30  Stop Loss  $1,353.50    ($337.50)  $1,690.00    ($337.50)  0.00%  (90.00%)  $3.00  $3.00
 81  Sell Short  07/10/01 07:30  ReliableSE  $1,314.00  $0.00  1  $675.50  1.05%  $762.50  80.26%    $3.00  $3.00
   Buy to Cover  07/10/01 13:00  Cover  $1,300.25    $687.50  $2,365.50    ($187.50)  92.11%  72.37%  $3.00  $3.00
 82  Buy  07/12/01 07:15  ReliableLE  $1,319.50  $0.00  1  $388.00  0.61%  $537.50  74.14%    $3.00  $3.00
   Sell  07/12/01 13:00  Sell  $1,327.50    $400.00  $2,753.50    ($187.50)  81.03%  55.17%  $3.00  $3.00
 83  Buy  07/19/01 07:00  ReliableLE  $1,343.25  $0.00  1  ($349.50)  (0.50%)  $50.00  12.90%    $3.00  $3.00
   Sell  07/19/01 09:00  Stop Loss  $1,336.50    ($337.50)  $2,404.00    ($337.50)  0.00%  (87.10%)  $3.00  $3.00
 84  Sell Short  07/23/01 07:00  ReliableSE  $1,328.75  $0.00  1  $1,013.00  1.54%  $1,062.50  85.86%    $3.00  $3.00
   Buy to Cover  07/23/01 13:00  Cover  $1,308.25    $1,025.00  $3,417.00    ($175.00)  96.97%  82.83%  $3.00  $3.00
 85  Sell Short  07/30/01 07:15  ReliableSE  $1,319.50  $0.00  1  ($174.50)  (0.25%)  $150.00  36.36%    $3.00  $3.00
   Buy to Cover  07/30/01 13:00  Cover  $1,322.75    ($162.50)  $3,242.50    ($262.50)  24.24%  (39.39%)  $3.00  $3.00
 86  Sell Short  08/02/01 07:15  ReliableSE  $1,339.50  $0.00  1  $175.50  0.28%  $387.50  93.94%    $3.00  $3.00
   Buy to Cover  08/02/01 13:00  Cover  $1,335.75    $187.50  $3,418.00    ($25.00)  51.52%  45.45%  $3.00  $3.00
 87  Sell Short  08/14/01 07:45  ReliableSE  $1,307.25  $0.00  1  $213.00  0.34%  $362.50  76.32%    $3.00  $3.00
   Buy to Cover  08/14/01 13:00  Cover  $1,302.75    $225.00  $3,631.00    ($112.50)  71.05%  47.37%  $3.00  $3.00
 88  Buy  08/24/01 07:30  ReliableLE  $1,286.00  $0.00  1  $663.00  1.05%  $775.00  95.38%    $3.00  $3.00
   Sell  08/24/01 13:00  Sell  $1,299.50    $675.00  $4,294.00    ($37.50)  87.69%  83.08%  $3.00  $3.00
 89  Sell Short  09/05/01 10:15  ReliableSE  $1,231.50  $0.00  1  ($324.50)  (0.51%)  $187.50  37.50%    $3.00  $3.00
   Buy to Cover  09/05/01 11:15  Stop Loss  $1,237.75    ($312.50)  $3,969.50    ($312.50)  0.00%  (62.50%)  $3.00  $3.00
 90  Sell Short  09/06/01 09:15  ReliableSE  $1,224.75  $0.00  1  $250.50  0.43%  $287.50  62.16%    $3.00  $3.00
   Buy to Cover  09/06/01 13:00  Cover  $1,219.50    $262.50  $4,220.00    ($175.00)  94.59%  56.76%  $3.00  $3.00
 91  Sell Short  09/19/01 07:45  ReliableSE  $1,141.00  $0.00  1  $738.00  1.31%  $2,412.50  100.00%    $3.00  $3.00
   Buy to Cover  09/19/01 13:00  Cover  $1,126.00    $750.00  $4,958.00    $0.00  31.09%  31.09%  $3.00  $3.00
 92  Sell Short  10/09/01 07:00  ReliableSE  $1,169.00  $0.00  1  ($312.00)  (0.51%)  $187.50  38.46%    $3.00  $3.00
   Buy to Cover  10/09/01 08:00  Stop Loss  $1,175.00    ($300.00)  $4,646.00    ($300.00)  0.00%  (61.54%)  $3.00  $3.00
 93  Sell Short  10/17/01 07:15  ReliableSE  $1,211.25  $0.00  1  $1,200.50  2.00%  $1,225.00  90.74%    $3.00  $3.00
   Buy to Cover  10/17/01 13:00  Cover  $1,187.00    $1,212.50  $5,846.50    ($125.00)  99.07%  89.81%  $3.00  $3.00
 94  Sell Short  10/19/01 07:15  ReliableSE  $1,171.50  $0.00  1  ($312.00)  (0.51%)  $175.00  36.84%    $3.00  $3.00
   Buy to Cover  10/19/01 11:30  Stop Loss  $1,177.50    ($300.00)  $5,534.50    ($300.00)  0.00%  (63.16%)  $3.00  $3.00
 95  Buy  10/22/01 07:00  ReliableLE  $1,189.50  $0.00  1  $538.00  0.92%  $650.00  75.36%    $3.00  $3.00
   Sell  10/22/01 13:00  Sell  $1,200.50    $550.00  $6,072.50    ($212.50)  88.41%  63.77%  $3.00  $3.00
 96  Sell Short  11/27/01 07:15  ReliableSE  $1,256.25  $0.00  1  ($337.00)  (0.52%)  $312.50  49.02%    $3.00  $3.00
   Buy to Cover  11/27/01 10:30  Stop Loss  $1,262.75    ($325.00)  $5,735.50    ($325.00)  0.00%  (50.98%)  $3.00  $3.00
 97  Sell Short  11/28/01 11:15  ReliableSE  $1,242.25  $0.00  1  $200.50  0.34%  $225.00  50.00%    $3.00  $3.00
   Buy to Cover  11/28/01 13:00  Cover  $1,238.00    $212.50  $5,936.00    ($225.00)  97.22%  47.22%  $3.00  $3.00
 98  Sell Short  12/04/01 07:45  ReliableSE  $1,238.75  $0.00  1  ($324.50)  (0.50%)  $50.00  13.79%    $3.00  $3.00
   Buy to Cover  12/04/01 11:15  Stop Loss  $1,245.00    ($312.50)  $5,611.50    ($312.50)  0.00%  (86.21%)  $3.00  $3.00
 99  Sell Short  12/07/01 08:45  ReliableSE  $1,267.75  $0.00  1  ($62.00)  (0.08%)  $312.50  78.13%    $3.00  $3.00
   Buy to Cover  12/07/01 13:00  Cover  $1,268.75    ($50.00)  $5,549.50    ($87.50)  9.38%  (12.50%)  $3.00  $3.00
 100  Buy  12/10/01 07:30  ReliableLE  $1,268.00  $0.00  1  ($337.00)  (0.51%)  $0.00  0.00%    $3.00  $3.00
   Sell  12/10/01 08:00  Stop Loss  $1,261.50    ($325.00)  $5,212.50    ($325.00)  0.00%  (100.00%)  $3.00  $3.00
 101  Sell Short  12/13/01 12:00  ReliableSE  $1,230.00  $0.00  1  $163.00  0.28%  $175.00  66.67%    $3.00  $3.00
   Buy to Cover  12/13/01 13:00  Cover  $1,226.50    $175.00  $5,375.50    ($87.50)  100.00%  66.67%  $3.00  $3.00
 102  Buy  12/26/01 06:45  ReliableLE  $1,260.25  $0.00  1  ($37.00)  (0.04%)  $437.50  87.50%    $3.00  $3.00
   Sell  12/26/01 13:00  Sell  $1,259.75    ($25.00)  $5,338.50    ($62.50)  7.50%  (5.00%)  $3.00  $3.00
 103  Buy  01/03/02 12:30  ReliableLE  $1,271.75  $0.00  1  $100.50  0.18%  $137.50  73.33%    $3.00  $3.00
   Sell  01/03/02 13:00  Sell  $1,274.00    $112.50  $5,439.00    ($50.00)  86.67%  60.00%  $3.00  $3.00
 104  Buy  01/09/02 07:15  ReliableLE  $1,278.25  $0.00  1  ($337.00)  (0.51%)  $275.00  45.83%    $3.00  $3.00
   Sell  01/09/02 12:15  Stop Loss  $1,271.75    ($325.00)  $5,102.00    ($325.00)  0.00%  (54.17%)  $3.00  $3.00
 105  Buy  01/18/02 07:30  ReliableLE  $1,240.25  $0.00  1  ($324.50)  (0.50%)  $187.50  37.50%    $3.00  $3.00
   Sell  01/18/02 12:00  Stop Loss  $1,234.00    ($312.50)  $4,777.50    ($312.50)  0.00%  (62.50%)  $3.00  $3.00
 106  Sell Short  01/22/02 07:45  ReliableSE  $1,238.25  $0.00  1  $500.50  0.83%  $625.00  92.59%    $3.00  $3.00
   Buy to Cover  01/22/02 13:00  Cover  $1,228.00    $512.50  $5,278.00    ($50.00)  83.33%  75.93%  $3.00  $3.00
 107  Buy  01/25/02 07:15  ReliableLE  $1,241.00  $0.00  1  ($12.00)  0.00%  $300.00  64.86%    $3.00  $3.00
   Sell  01/25/02 13:00  Sell  $1,241.00    $0.00  $5,266.00    ($162.50)  35.14%  0.00%  $3.00  $3.00
 108  Sell Short  01/29/02 07:30  ReliableSE  $1,238.25  $0.00  1  $1,513.00  2.46%  $1,637.50  100.00%    $3.00  $3.00
   Buy to Cover  01/29/02 13:00  Cover  $1,207.75    $1,525.00  $6,779.00    $0.00  93.13%  93.13%  $3.00  $3.00
 109  Sell Short  02/06/02 07:45  ReliableSE  $1,191.50  $0.00  1  ($312.00)  (0.50%)  $325.00  52.00%    $3.00  $3.00
   Buy to Cover  02/06/02 10:00  Stop Loss  $1,197.50    ($300.00)  $6,467.00    ($300.00)  0.00%  (48.00%)  $3.00  $3.00
 110  Buy  02/13/02 07:00  ReliableLE  $1,223.50  $0.00  1  $138.00  0.25%  $300.00  80.00%    $3.00  $3.00
   Sell  02/13/02 13:00  Sell  $1,226.50    $150.00  $6,605.00    ($75.00)  60.00%  40.00%  $3.00  $3.00
 111  Buy  02/27/02 08:00  ReliableLE  $1,229.75  $0.00  1  ($324.50)  (0.51%)  $100.00  24.24%    $3.00  $3.00
   Sell  02/27/02 11:00  Stop Loss  $1,223.50    ($312.50)  $6,280.50    ($312.50)  0.00%  (75.76%)  $3.00  $3.00
 112  Buy  03/06/02 07:30  ReliableLE  $1,261.00  $0.00  1  $525.50  0.85%  $662.50  94.64%    $3.00  $3.00
   Sell  03/06/02 13:00  Sell  $1,271.75    $537.50  $6,806.00    ($37.50)  82.14%  76.79%  $3.00  $3.00
 113  Buy  03/12/02 09:00  ReliableLE  $1,270.00  $0.00  1  $175.50  0.30%  $187.50  46.88%    $3.00  $3.00
   Sell  03/12/02 13:00  Sell  $1,273.75    $187.50  $6,981.50    ($212.50)  100.00%  46.88%  $3.00  $3.00
 114  Buy  03/15/02 07:00  ReliableLE  $1,269.25  $0.00  1  $225.50  0.37%  $287.50  54.76%    $3.00  $3.00
   Sell  03/15/02 13:00  Sell  $1,274.00    $237.50  $7,207.00    ($237.50)  90.48%  45.24%  $3.00  $3.00
 115  Sell Short  03/20/02 07:45  ReliableSE  $1,266.00  $0.00  1  $325.50  0.53%  $350.00  68.29%    $3.00  $3.00
   Buy to Cover  03/20/02 13:00  Cover  $1,259.25    $337.50  $7,532.50    ($162.50)  97.56%  65.85%  $3.00  $3.00
 116  Sell Short  04/03/02 07:30  ReliableSE  $1,241.25  $0.00  1  $450.50  0.75%  $762.50  100.00%    $3.00  $3.00
   Buy to Cover  04/03/02 13:00  Cover  $1,232.00    $462.50  $7,983.00    $0.00  60.66%  60.66%  $3.00  $3.00
 117  Sell Short  04/05/02 08:30  ReliableSE  $1,231.00  $0.00  1  $88.00  0.16%  $262.50  58.33%    $3.00  $3.00
   Buy to Cover  04/05/02 13:00  Cover  $1,229.00    $100.00  $8,071.00    ($187.50)  63.89%  22.22%  $3.00  $3.00
 118  Sell Short  05/03/02 07:00  ReliableSE  $1,182.50  $0.00  1  $175.50  0.32%  $425.00  82.93%    $3.00  $3.00
   Buy to Cover  05/03/02 13:00  Cover  $1,178.75    $187.50  $8,246.50    ($87.50)  53.66%  36.59%  $3.00  $3.00
 119  Buy  05/16/02 11:15  ReliableLE  $1,205.00  $0.00  1  ($24.50)  (0.02%)  $25.00  10.53%    $3.00  $3.00
   Sell  05/16/02 13:00  Sell  $1,204.75    ($12.50)  $8,222.00    ($212.50)  84.21%  (5.26%)  $3.00  $3.00
 120  Sell Short  07/01/02 09:15  ReliableSE  $1,086.50  $0.00  1  $663.00  1.24%  $737.50  80.82%    $3.00  $3.00
   Buy to Cover  07/01/02 13:00  Cover  $1,073.00    $675.00  $8,885.00    ($175.00)  93.15%  73.97%  $3.00  $3.00
 121  Sell Short  07/17/02 08:15  ReliableSE  $1,014.50  $0.00  1  $175.50  0.37%  $775.00  80.52%    $3.00  $3.00
   Buy to Cover  07/17/02 13:00  Cover  $1,010.75    $187.50  $9,060.50    ($187.50)  38.96%  19.48%  $3.00  $3.00
 122  Buy  08/08/02 10:30  ReliableLE  $996.00  $0.00  1  $688.00  1.41%  $750.00  98.36%    $3.00  $3.00
   Sell  08/08/02 13:00  Sell  $1,010.00    $700.00  $9,748.50    ($12.50)  93.44%  91.80%  $3.00  $3.00
 123  Buy  08/19/02 07:15  ReliableLE  $1,042.50  $0.00  1  $588.00  1.15%  $712.50  90.48%    $3.00  $3.00
   Sell  08/19/02 13:00  Sell  $1,054.50    $600.00  $10,336.50    ($75.00)  85.71%  76.19%  $3.00  $3.00
 124  Sell Short  08/27/02 07:15  ReliableSE  $1,046.50  $0.00  1  ($287.00)  (0.53%)  $250.00  47.62%    $3.00  $3.00
   Buy to Cover  08/27/02 08:30  Stop Loss  $1,052.00    ($275.00)  $10,049.50    ($275.00)  0.00%  (52.38%)  $3.00  $3.00
 125  Sell Short  09/03/02 07:15  ReliableSE  $997.50  $0.00  1  $838.00  1.70%  $862.50  100.00%    $3.00  $3.00
   Buy to Cover  09/03/02 13:00  Cover  $980.50    $850.00  $10,887.50    $0.00  98.55%  98.55%  $3.00  $3.00
 126  Sell Short  09/09/02 07:15  ReliableSE  $987.75  $0.00  1  ($262.00)  (0.51%)  $50.00  16.67%    $3.00  $3.00
   Buy to Cover  09/09/02 08:15  Stop Loss  $992.75    ($250.00)  $10,625.50    ($250.00)  0.00%  (83.33%)  $3.00  $3.00
 127  Sell Short  09/19/02 13:00  ReliableSE  $948.50  $0.00  1  $88.00  0.21%  $137.50  100.00%    $3.00  $3.00
   Buy to Cover  09/19/02 13:00  Cover  $946.50    $100.00  $10,713.50    $0.00  72.73%  72.73%  $3.00  $3.00
 128  Buy  09/24/02 07:00  ReliableLE  $931.75  $0.00  1  ($249.50)  (0.51%)  $25.00  9.52%    $3.00  $3.00
   Sell  09/24/02 07:00  Stop Loss  $927.00    ($237.50)  $10,464.00    ($237.50)  0.00%  (90.48%)  $3.00  $3.00
 129  Sell Short  09/25/02 08:00  ReliableSE  $927.25  $0.00  1  ($249.50)  (0.51%)  $262.50  52.50%    $3.00  $3.00
   Buy to Cover  09/25/02 08:45  Stop Loss  $932.00    ($237.50)  $10,214.50    ($237.50)  0.00%  (47.50%)  $3.00  $3.00
 130  Buy  10/01/02 10:30  ReliableLE  $937.00  $0.00  1  $775.50  1.68%  $787.50  77.78%    $3.00  $3.00
   Sell  10/01/02 13:00  Sell  $952.75    $787.50  $10,990.00    ($225.00)  100.00%  77.78%  $3.00  $3.00
 131  Sell Short  11/07/02 08:45  ReliableSE  $1,009.25  $0.00  1  $163.00  0.35%  $400.00  74.42%    $3.00  $3.00
   Buy to Cover  11/07/02 13:00  Cover  $1,005.75    $175.00  $11,153.00    ($137.50)  58.14%  32.56%  $3.00  $3.00
 132  Sell Short  11/13/02 07:15  ReliableSE  $976.25  $0.00  1  ($262.00)  (0.51%)  $87.50  25.93%    $3.00  $3.00
   Buy to Cover  11/13/02 07:45  Stop Loss  $981.25    ($250.00)  $10,891.00    ($250.00)  0.00%  (74.07%)  $3.00  $3.00
 133  Buy  11/20/02 07:15  ReliableLE  $1,004.50  $0.00  1  $663.00  1.34%  $762.50  92.42%    $3.00  $3.00
   Sell  11/20/02 13:00  Sell  $1,018.00    $675.00  $11,554.00    ($62.50)  89.39%  81.82%  $3.00  $3.00
 134  Buy  11/25/02 07:15  ReliableLE  $1,038.25  $0.00  1  ($274.50)  (0.51%)  $162.50  38.24%    $3.00  $3.00
   Sell  11/25/02 08:15  Stop Loss  $1,033.00    ($262.50)  $11,279.50    ($262.50)  0.00%  (61.76%)  $3.00  $3.00
 135  Sell Short  11/26/02 07:45  ReliableSE  $1,023.25  $0.00  1  ($274.50)  (0.51%)  $100.00  27.59%    $3.00  $3.00
   Buy to Cover  11/26/02 09:30  Stop Loss  $1,028.50    ($262.50)  $11,005.00    ($262.50)  0.00%  (72.41%)  $3.00  $3.00
 136  Sell Short  12/27/02 09:15  ReliableSE  $983.75  $0.00  1  $225.50  0.48%  $312.50  73.53%    $3.00  $3.00
   Buy to Cover  12/27/02 13:00  Cover  $979.00    $237.50  $11,230.50    ($112.50)  82.35%  55.88%  $3.00  $3.00
 137  Sell Short  12/31/02 07:15  ReliableSE  $977.00  $0.00  1  ($262.00)  (0.51%)  $187.50  42.86%    $3.00  $3.00
   Buy to Cover  12/31/02 09:30  Stop Loss  $982.00    ($250.00)  $10,968.50    ($250.00)  0.00%  (57.14%)  $3.00  $3.00
 138  Buy  01/02/03 07:15  ReliableLE  $996.50  $0.00  1  $825.50  1.68%  $875.00  100.00%    $3.00  $3.00
   Sell  01/02/03 13:00  Sell  $1,013.25    $837.50  $11,794.00    $0.00  95.71%  95.71%  $3.00  $3.00
 139  Sell Short  01/08/03 09:45  ReliableSE  $1,018.50  $0.00  1  $238.00  0.49%  $300.00  80.00%    $3.00  $3.00
   Buy to Cover  01/08/03 13:00  Cover  $1,013.50    $250.00  $12,032.00    ($75.00)  86.67%  66.67%  $3.00  $3.00
 140  Sell Short  01/24/03 07:00  ReliableSE  $980.50  $0.00  1  $800.50  1.66%  $887.50  100.00%    $3.00  $3.00
   Buy to Cover  01/24/03 13:00  Cover  $964.25    $812.50  $12,832.50    $0.00  91.55%  91.55%  $3.00  $3.00
 141  Buy  01/29/03 09:45  ReliableLE  $961.25  $0.00  1  $350.50  0.75%  $587.50  92.16%    $3.00  $3.00
   Sell  01/29/03 13:00  Sell  $968.50    $362.50  $13,183.00    ($50.00)  64.71%  56.86%  $3.00  $3.00
 142  Sell Short  02/04/03 07:00  ReliableSE  $950.00  $0.00  1  ($124.50)  (0.24%)  $325.00  70.27%    $3.00  $3.00
   Buy to Cover  02/04/03 13:00  Cover  $952.25    ($112.50)  $13,058.50    ($137.50)  5.41%  (24.32%)  $3.00  $3.00
 143  Sell Short  02/05/03 12:00  ReliableSE  $948.25  $0.00  1  $38.00  0.11%  $125.00  52.63%    $3.00  $3.00
   Buy to Cover  02/05/03 13:00  Cover  $947.25    $50.00  $13,096.50    ($112.50)  68.42%  21.05%  $3.00  $3.00
 144  Sell Short  02/07/03 07:00  ReliableSE  $944.25  $0.00  1  $538.00  1.16%  $687.50  94.83%    $3.00  $3.00
   Buy to Cover  02/07/03 13:00  Cover  $933.25    $550.00  $13,634.50    ($37.50)  81.03%  75.86%  $3.00  $3.00
 145  Buy  02/14/03 08:00  ReliableLE  $931.75  $0.00  1  ($249.50)  (0.51%)  $237.50  50.00%    $3.00  $3.00
   Sell  02/14/03 08:30  Stop Loss  $927.00    ($237.50)  $13,385.00    ($237.50)  0.00%  (50.00%)  $3.00  $3.00
 146  Sell Short  02/20/03 07:30  ReliableSE  $946.75  $0.00  1  $263.00  0.58%  $287.50  76.67%    $3.00  $3.00
   Buy to Cover  02/20/03 13:00  Cover  $941.25    $275.00  $13,648.00    ($87.50)  96.67%  73.33%  $3.00  $3.00
 147  Buy  03/07/03 07:00  ReliableLE  $921.25  $0.00  1  $600.50  1.33%  $687.50  98.21%    $3.00  $3.00
   Sell  03/07/03 13:00  Sell  $933.50    $612.50  $14,248.50    ($12.50)  89.29%  87.50%  $3.00  $3.00
 148  Buy  03/17/03 07:00  ReliableLE  $941.00  $0.00  1  $1,338.00  2.87%  $1,400.00  90.32%    $3.00  $3.00
   Sell  03/17/03 13:00  Sell  $968.00    $1,350.00  $15,586.50    ($150.00)  96.77%  87.10%  $3.00  $3.00
 149  Sell Short  03/19/03 08:45  ReliableSE  $967.50  $0.00  1  ($262.00)  (0.52%)  $50.00  16.67%    $3.00  $3.00
   Buy to Cover  03/19/03 10:00  Stop Loss  $972.50    ($250.00)  $15,324.50    ($250.00)  0.00%  (83.33%)  $3.00  $3.00
 150  Sell Short  04/09/03 07:00  ReliableSE  $982.00  $0.00  1  ($262.00)  (0.51%)  $62.50  20.00%    $3.00  $3.00
   Buy to Cover  04/09/03 07:15  Stop Loss  $987.00    ($250.00)  $15,062.50    ($250.00)  0.00%  (80.00%)  $3.00  $3.00
 151  Buy  04/22/03 07:45  ReliableLE  $998.25  $0.00  1  $938.00  1.90%  $1,000.00  100.00%    $3.00  $3.00
   Sell  04/22/03 13:00  Sell  $1,017.25    $950.00  $16,000.50    $0.00  95.00%  95.00%  $3.00  $3.00
 152  Sell Short  04/25/03 07:30  ReliableSE  $1,009.50  $0.00  1  $275.50  0.57%  $362.50  100.00%    $3.00  $3.00
   Buy to Cover  04/25/03 13:00  Cover  $1,003.75    $287.50  $16,276.00    $0.00  79.31%  79.31%  $3.00  $3.00
 153  Buy  04/30/03 11:45  ReliableLE  $1,027.50  $0.00  1  ($274.50)  (0.51%)  $12.50  4.55%    $3.00  $3.00
   Sell  04/30/03 13:00  Stop Loss  $1,022.25    ($262.50)  $16,001.50    ($262.50)  0.00%  (95.45%)  $3.00  $3.00
 154  Sell Short  05/01/03 07:15  ReliableSE  $1,016.50  $0.00  1  ($274.50)  (0.52%)  $487.50  65.00%    $3.00  $3.00
   Buy to Cover  05/02/03 06:45  Stop Loss  $1,021.75    ($262.50)  $15,727.00    ($262.50)  0.00%  (35.00%)  $3.00  $3.00
 155  Buy  05/08/03 07:30  ReliableLE  $1,032.00  $0.00  1  ($274.50)  (0.51%)  $175.00  40.00%    $3.00  $3.00
   Sell  05/08/03 09:30  Stop Loss  $1,026.75    ($262.50)  $15,452.50    ($262.50)  0.00%  (60.00%)  $3.00  $3.00
 156  Buy  05/09/03 08:15  ReliableLE  $1,035.00  $0.00  1  $188.00  0.39%  $237.50  73.08%    $3.00  $3.00
   Sell  05/09/03 13:00  Sell  $1,039.00    $200.00  $15,640.50    ($87.50)  88.46%  61.54%  $3.00  $3.00
 157  Sell Short  05/14/03 07:00  ReliableSE  $1,048.75  $0.00  1  $163.00  0.33%  $400.00  100.00%    $3.00  $3.00
   Buy to Cover  05/14/03 13:00  Cover  $1,045.25    $175.00  $15,803.50    $0.00  43.75%  43.75%  $3.00  $3.00
 158  Buy  05/16/03 07:00  ReliableLE  $1,055.00  $0.00  1  ($274.50)  (0.50%)  $50.00  16.00%    $3.00  $3.00
   Sell  05/16/03 07:15  Stop Loss  $1,049.75    ($262.50)  $15,529.00    ($262.50)  0.00%  (84.00%)  $3.00  $3.00
 159  Sell Short  05/19/03 07:15  ReliableSE  $1,038.00  $0.00  1  $550.50  1.08%  $612.50  100.00%    $3.00  $3.00
   Buy to Cover  05/19/03 13:00  Cover  $1,026.75    $562.50  $16,079.50    $0.00  91.84%  91.84%  $3.00  $3.00
 160  Buy  05/27/03 07:15  ReliableLE  $1,038.00  $0.00  1  $975.50  1.90%  $1,075.00  100.00%    $3.00  $3.00
   Sell  05/27/03 13:00  Sell  $1,057.75    $987.50  $17,055.00    $0.00  91.86%  91.86%  $3.00  $3.00
 161  Buy  05/29/03 07:00  ReliableLE  $1,064.25  $0.00  1  ($287.00)  (0.52%)  $212.50  43.59%    $3.00  $3.00
   Sell  05/29/03 10:15  Stop Loss  $1,058.75    ($275.00)  $16,768.00    ($275.00)  0.00%  (56.41%)  $3.00  $3.00
 162  Buy  06/03/03 08:45  ReliableLE  $1,078.75  $0.00  1  ($287.00)  (0.51%)  $37.50  12.00%    $3.00  $3.00
   Sell  06/03/03 10:00  Stop Loss  $1,073.25    ($275.00)  $16,481.00    ($275.00)  0.00%  (88.00%)  $3.00  $3.00
 163  Sell Short  06/13/03 07:00  ReliableSE  $1,100.75  $0.00  1  $288.00  0.55%  $537.50  91.49%    $3.00  $3.00
   Buy to Cover  06/13/03 13:00  Cover  $1,094.75    $300.00  $16,769.00