| TradeStation Trade List | ||||||||||||
| # | Type | Date/Time | Signal | Price | Shares/Cntr | Gross Profit/ | % Profit | DrawDown | Efficiency | Total Eff. | Comm. | Slippage |
| 1 | Buy | 7/2/2003 8:40 | B1 | $9,050.00 | 1 | $390.00 | 0.86% | $400.00 | 85.11% | $0.00 | $0.00 | |
| Sell | 7/2/2003 15:15 | End of Day | $9,128.00 | $390.00 | $390.00 | ($70.00) | 97.87% | 82.98% | $0.00 | $0.00 | ||
| 2 | Sell Short | 7/3/2003 8:35 | S1 | $9,062.00 | 1 | $185.00 | 0.41% | $560.00 | 61.88% | $0.00 | $0.00 | |
| Buy to Cover | 7/3/2003 15:15 | End of Day | $9,025.00 | $185.00 | $575.00 | ($345.00) | 58.56% | 20.44% | $0.00 | $0.00 | ||
| 3 | Buy | 7/7/2003 8:35 | B1 | $9,122.00 | 1 | $405.00 | 0.89% | $590.00 | 100.00% | $0.00 | $0.00 | |
| Sell | 7/7/2003 15:15 | End of Day | $9,203.00 | $405.00 | $980.00 | $0.00 | 68.64% | 68.64% | $0.00 | $0.00 | ||
| 4 | Buy | 7/8/2003 8:35 | B1 | $9,175.00 | 1 | $160.00 | 0.35% | $200.00 | 51.95% | $0.00 | $0.00 | |
| Sell | 7/8/2003 15:15 | End of Day | $9,207.00 | $160.00 | $1,140.00 | ($185.00) | 89.61% | 41.56% | $0.00 | $0.00 | ||
| 5 | Buy | 7/9/2003 8:35 | B1 | $9,184.00 | 1 | ($220.00) | -0.48% | $105.00 | 16.94% | $0.00 | $0.00 | |
| Sell | 7/9/2003 15:15 | End of Day | $9,140.00 | ($220.00) | $920.00 | ($515.00) | 47.58% | -35.48% | $0.00 | $0.00 | ||
| 6 | Sell Short | 7/10/2003 8:35 | S1 | $9,076.00 | 1 | $325.00 | 0.72% | $525.00 | 86.07% | $0.00 | $0.00 | |
| Buy to Cover | 7/10/2003 15:15 | End of Day | $9,011.00 | $325.00 | $1,245.00 | ($85.00) | 67.21% | 53.28% | $0.00 | $0.00 | ||
| 7 | Buy | 7/11/2003 8:35 | B1 | $9,028.00 | 1 | $335.00 | 0.74% | $485.00 | 98.98% | $0.00 | $0.00 | |
| Sell | 7/11/2003 15:15 | End of Day | $9,095.00 | $335.00 | $1,580.00 | ($5.00) | 69.39% | 68.37% | $0.00 | $0.00 | ||
| 8 | Buy | 7/14/2003 8:35 | B1 | $9,196.00 | 1 | ($235.00) | -0.51% | $305.00 | 41.22% | $0.00 | $0.00 | |
| Sell | 7/14/2003 15:15 | End of Day | $9,149.00 | ($235.00) | $1,345.00 | ($435.00) | 27.03% | -31.76% | $0.00 | $0.00 | ||
| 9 | Buy | 7/15/2003 8:35 | B1 | $9,199.00 | 1 | ($385.00) | -0.84% | $45.00 | 6.25% | $0.00 | $0.00 | |
| Sell | 7/15/2003 15:15 | End of Day | $9,122.00 | ($385.00) | $960.00 | ($675.00) | 40.28% | -53.47% | $0.00 | $0.00 | ||
| 10 | Sell Short | 7/16/2003 8:35 | S1 | $9,137.00 | 1 | $225.00 | 0.49% | $615.00 | 98.40% | $0.00 | $0.00 | |
| Buy to Cover | 7/16/2003 15:15 | End of Day | $9,092.00 | $225.00 | $1,185.00 | ($10.00) | 37.60% | 36.00% | $0.00 | $0.00 | ||
| 11 | Buy | 7/17/2003 8:35 | B1 | $9,026.00 | 1 | $65.00 | 0.14% | $335.00 | 69.07% | $0.00 | $0.00 | |
| Sell | 7/17/2003 15:15 | End of Day | $9,039.00 | $65.00 | $1,250.00 | ($150.00) | 44.33% | 13.40% | $0.00 | $0.00 | ||
| 12 | Buy | 7/18/2003 8:35 | B1 | $9,078.00 | 1 | $375.00 | 0.83% | $430.00 | 75.44% | $0.00 | $0.00 | |
| Sell | 7/18/2003 15:15 | End of Day | $9,153.00 | $375.00 | $1,625.00 | ($140.00) | 90.35% | 65.79% | $0.00 | $0.00 | ||
| 13 | Buy | 7/21/2003 8:35 | B1 | $9,151.00 | 1 | ($105.00) | -0.23% | $15.00 | 12.50% | $0.00 | $0.00 | |
| Sell | 7/21/2003 8:35 | S1 | $9,130.00 | ($105.00) | $1,520.00 | ($105.00) | 0.00% | -87.50% | $0.00 | $0.00 | ||
| 14 | Sell Short | 7/21/2003 8:35 | S1 | $9,130.00 | 1 | $250.00 | 0.55% | $410.00 | 94.25% | $0.00 | $0.00 | |
| Buy to Cover | 7/21/2003 15:15 | End of Day | $9,080.00 | $250.00 | $1,770.00 | ($25.00) | 63.22% | 57.47% | $0.00 | $0.00 | ||
| 15 | Sell Short | 7/22/2003 8:35 | S1 | $9,102.00 | 1 | ($165.00) | -0.36% | $445.00 | 61.38% | $0.00 | $0.00 | |
| Buy to Cover | 7/22/2003 15:15 | End of Day | $9,135.00 | ($165.00) | $1,605.00 | ($280.00) | 15.86% | -22.76% | $0.00 | $0.00 | ||
| 16 | Sell Short | 7/23/2003 8:35 | S1 | $9,142.00 | 1 | ($65.00) | -0.14% | $15.00 | 18.75% | $0.00 | $0.00 | |
| Buy to Cover | 7/23/2003 8:35 | B1 | $9,155.00 | ($65.00) | $1,540.00 | ($65.00) | 0.00% | -81.25% | $0.00 | $0.00 | ||
| 17 | Buy | 7/23/2003 8:35 | B1 | $9,155.00 | 1 | $115.00 | 0.25% | $135.00 | 24.77% | $0.00 | $0.00 | |
| Sell | 7/23/2003 15:15 | End of Day | $9,178.00 | $115.00 | $1,655.00 | ($410.00) | 96.33% | 21.10% | $0.00 | $0.00 | ||
| 18 | Buy | 7/24/2003 8:35 | B1 | $9,233.00 | 1 | ($760.00) | -1.65% | $165.00 | 17.84% | $0.00 | $0.00 | |
| Sell | 7/24/2003 15:15 | End of Day | $9,081.00 | ($760.00) | $895.00 | ($760.00) | 0.00% | -82.16% | $0.00 | $0.00 | ||
| 19 | Sell Short | 7/25/2003 8:35 | S1 | $9,104.00 | 1 | ($75.00) | -0.16% | $15.00 | 16.67% | $0.00 | $0.00 | |
| Buy to Cover | 7/25/2003 8:35 | B1 | $9,119.00 | ($75.00) | $820.00 | ($75.00) | 0.00% | -83.33% | $0.00 | $0.00 | ||
| 20 | Buy | 7/25/2003 8:35 | B1 | $9,119.00 | 1 | $700.00 | 1.54% | $710.00 | 69.61% | $0.00 | $0.00 | |
| Sell | 7/25/2003 15:15 | End of Day | $9,259.00 | $700.00 | $1,520.00 | ($310.00) | 99.02% | 68.63% | $0.00 | $0.00 | ||
| 21 | Buy | 7/28/2003 8:35 | B1 | $9,272.00 | 1 | ($85.00) | -0.18% | $15.00 | 15.00% | $0.00 | $0.00 | |
| Sell | 7/28/2003 8:35 | S1 | $9,255.00 | ($85.00) | $1,435.00 | ($85.00) | 0.00% | -85.00% | $0.00 | $0.00 | ||
| 22 | Sell Short | 7/28/2003 8:35 | S1 | $9,255.00 | 1 | $130.00 | 0.28% | $230.00 | 63.89% | $0.00 | $0.00 | |
| Buy to Cover | 7/28/2003 15:15 | End of Day | $9,229.00 | $130.00 | $1,565.00 | ($130.00) | 72.22% | 36.11% | $0.00 | $0.00 | ||
| 23 | Sell Short | 7/29/2003 8:35 | S1 | $9,247.00 | 1 | ($70.00) | -0.15% | $0.00 | 0.00% | $0.00 | $0.00 | |
| Buy to Cover | 7/29/2003 8:35 | B1 | $9,261.00 | ($70.00) | $1,495.00 | ($70.00) | 0.00% | -100.00% | $0.00 | $0.00 | ||
| 24 | Buy | 7/29/2003 8:35 | B1 | $9,261.00 | 1 | ($345.00) | -0.75% | $35.00 | 5.43% | $0.00 | $0.00 | |
| Sell | 7/29/2003 15:15 | End of Day | $9,192.00 | ($345.00) | $1,150.00 | ($610.00) | 41.09% | -53.49% | $0.00 | $0.00 | ||
| 25 | Buy | 7/30/2003 8:35 | B1 | $9,214.00 | 1 | ($195.00) | -0.42% | $45.00 | 10.98% | $0.00 | $0.00 | |
| Sell | 7/30/2003 15:15 | End of Day | $9,175.00 | ($195.00) | $955.00 | ($365.00) | 41.46% | -47.56% | $0.00 | $0.00 | ||
| 26 | Buy | 7/31/2003 8:35 | B1 | $9,256.00 | 1 | ($230.00) | -0.50% | $435.00 | 59.18% | $0.00 | $0.00 | |
| Sell | 7/31/2003 15:15 | End of Day | $9,210.00 | ($230.00) | $725.00 | ($300.00) | 9.52% | -31.29% | $0.00 | $0.00 | ||
| 27 | Sell Short | 8/1/2003 8:35 | S1 | $9,206.00 | 1 | $340.00 | 0.74% | $455.00 | 94.79% | $0.00 | $0.00 | |
| Buy to Cover | 8/1/2003 15:15 | End of Day | $9,138.00 | $340.00 | $1,065.00 | ($25.00) | 76.04% | 70.83% | $0.00 | $0.00 | ||
| 28 | Sell Short | 8/4/2003 8:35 | S1 | $9,123.00 | 1 | ($110.00) | -0.24% | $480.00 | 58.90% | $0.00 | $0.00 | |
| Buy to Cover | 8/4/2003 15:15 | End of Day | $9,145.00 | ($110.00) | $955.00 | ($335.00) | 27.61% | -13.50% | $0.00 | $0.00 | ||
| 29 | Sell Short | 8/5/2003 8:35 | S1 | $9,133.00 | 1 | $810.00 | 1.81% | $825.00 | 82.91% | $0.00 | $0.00 | |
| Buy to Cover | 8/5/2003 15:15 | End of Day | $8,971.00 | $810.00 | $1,765.00 | ($170.00) | 98.49% | 81.41% | $0.00 | $0.00 | ||
| 30 | Buy | 8/6/2003 8:35 | B1 | $9,004.00 | 1 | $150.00 | 0.33% | $560.00 | 80.00% | $0.00 | $0.00 | |
| Sell | 8/6/2003 15:15 | End of Day | $9,034.00 | $150.00 | $1,915.00 | ($140.00) | 41.43% | 21.43% | $0.00 | $0.00 | ||
| 31 | Buy | 8/7/2003 8:35 | B1 | $9,041.00 | 1 | $385.00 | 0.85% | $415.00 | 69.75% | $0.00 | $0.00 | |
| Sell | 8/7/2003 15:15 | End of Day | $9,118.00 | $385.00 | $2,300.00 | ($180.00) | 94.96% | 64.71% | $0.00 | $0.00 | ||
| 32 | Buy | 8/8/2003 8:35 | B1 | $9,145.00 | 1 | $190.00 | 0.42% | $200.00 | 53.33% | $0.00 | $0.00 | |
| Sell | 8/8/2003 15:15 | End of Day | $9,183.00 | $190.00 | $2,490.00 | ($175.00) | 97.33% | 50.67% | $0.00 | $0.00 | ||
| 33 | Buy | 8/11/2003 8:35 | B1 | $9,177.00 | 1 | $145.00 | 0.32% | $275.00 | 49.55% | $0.00 | $0.00 | |
| Sell | 8/11/2003 15:15 | End of Day | $9,206.00 | $145.00 | $2,635.00 | ($280.00) | 76.58% | 26.13% | $0.00 | $0.00 | ||
| 34 | Sell Short | 8/12/2003 8:40 | S1 | $9,203.00 | 1 | ($440.00) | -0.95% | $80.00 | 15.38% | $0.00 | $0.00 | |
| Buy to Cover | 8/12/2003 15:15 | End of Day | $9,291.00 | ($440.00) | $2,195.00 | ($440.00) | 0.00% | -84.62% | $0.00 | $0.00 | ||
| 35 | Buy | 8/13/2003 8:35 | B1 | $9,315.00 | 1 | ($240.00) | -0.52% | $15.00 | 2.97% | $0.00 | $0.00 | |
| Sell | 8/13/2003 15:15 | End of Day | $9,267.00 | ($240.00) | $1,955.00 | ($490.00) | 49.50% | -47.52% | $0.00 | $0.00 | ||
| 36 | Sell Short | 8/14/2003 8:35 | S1 | $9,265.00 | 1 | ($70.00) | -0.15% | $310.00 | 53.45% | $0.00 | $0.00 | |
| Buy to Cover | 8/14/2003 15:15 | End of Day | $9,279.00 | ($70.00) | $1,885.00 | ($270.00) | 34.48% | -12.07% | $0.00 | $0.00 | ||
| 37 | Buy | 8/15/2003 8:35 | B1 | $9,289.00 | 1 | $105.00 | 0.23% | $200.00 | 65.57% | $0.00 | $0.00 | |
| Sell | 8/15/2003 15:15 | End of Day | $9,310.00 | $105.00 | $1,990.00 | ($105.00) | 68.85% | 34.43% | $0.00 | $0.00 | ||