ACT # IGF XXX       PERFORMANCE and TRADES - 1/1/2004 - 12/31/2004        
# Trades Entry Date Type Position # Ctrts Entry Price Time of Entry (NY Time) Exit Price Exit Date Time of Exit (30" Chart) S&P Points Gain/Loss Net Profit Gain/Loss (incl. commissions and slippage of $35 per contract) Running Total (Based on Two $ Unit) Cumulative Profits % Profit Cum %
1 1/2/2004 Short 2 1125.00 17:00 1121.00 1/2/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
2 1/2/2004 Long 2 1119.00 17:00 1123.00 1/5/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
3 1/5/2004 Long 2 1127.00 17:00 1131.00 1/6/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
4 1/6/2004 Short 2 1131.00 17:00 1126.00 1/6/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
5 1/6/2004 Long 2 1126.00 17:00 1131.50 1/6/2004 17:00 5.50 $ 480.00 $ 25,445.00 $ 480.00 1.78% 1.78%
6 1/7/2004 Short 2 1132.50 17:00 1128.00 1/7/2004 17:00 4.50 $ 380.00 $ 25,345.00 $ 380.00 1.38% 1.38%
7 1/7/2004 Short 2 1134.00 17:00 1134.00 1/9/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
8 1/9/2004 Long 2 1134.00 17:00 1134.50 1/12/2004 17:00 0.50 $ (20.00) $ 24,945.00 $ (20.00) -0.22% -0.22%
9 1/12/2004 Short 2 1136.00 17:00 1132.00 1/13/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
10 1/15/2004 Short 2 1140.00 17:00 1135.00 1/15/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
11 1/16/2004 Short 2 1143.00 17:00 1146.00 1/16/2004 17:00 -3.00 $ (370.00) $ 24,595.00 $ (370.00) -1.62% -1.62%
12 1/16/2004 Long 2 1147.00 17:00 1151.00 1/20/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
13 1/21/2004 Long 2 1150.00 17:00 1150.25 1/21/2004 17:00 0.25 $ (45.00) $ 24,920.00 $ (45.00) -0.32% -0.32%
14 1/22/2004 Long 2 1151.00 17:00 1156.00 1/23/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
15 1/26/2004 Short 2 1158.00 17:00 1161.25 1/26/2004 17:00 -3.25 $ (395.00) $ 24,570.00 $ (395.00) -1.72% -1.72%
16 1/29/2004 Long 2 1131.50 17:00 1142.50 2/2/2004 17:00 11.00 $ 1,030.00 $ 25,995.00 $ 1,030.00 3.98% 3.98%
17 2/4/2004 Long 2 1133.50 17:00 1137.00 2/5/2004 17:00 3.50 $ 280.00 $ 25,245.00 $ 280.00 0.98% 0.98%
18 2/5/2004 Long 2 1134.00 17:00 1147.00 2/6/2004 17:00 13.00 $ 1,230.00 $ 26,195.00 $ 1,230.00 4.78% 4.78%
19 2/6/2004 Long 2 1147.00 17:00 1154.50 2/9/2004 17:00 7.50 $ 680.00 $ 25,645.00 $ 680.00 2.58% 2.58%
20 2/9/2004 Short 2 1151.00 17:00 1148.50 2/10/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
21 2/10/2004 Short 2 1155.00 17:00 1151.00 2/10/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
22 2/10/2004 Long 2 1151.00 17:00 1161.00 2/11/2004 17:00 10.00 $ 930.00 $ 25,895.00 $ 930.00 3.58% 3.58%
23 2/11/2004 Short 2 1161.00 17:00 1167.50 2/11/2004 17:00 -6.50 $ (720.00) $ 24,245.00 $ (720.00) -3.02% -3.02%
24 2/11/2004 Short 2 1165.00 17:00 1162.75 2/12/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
25 2/12/2004 Short 2 1161.00 17:00 1155.00 2/13/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
26 2/17/2004 Short 2 1166.00 17:00 1163.75 2/18/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
27 2/18/2004 Long 2 1163.75 17:00 1166.00 2/19/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
28 2/19/2004 Short 2 1165.75 17:00 1155.50 2/20/2004 17:00 10.25 $ 955.00 $ 25,920.00 $ 955.00 3.68% 3.68%
29 2/20/2004 Short 2 1155.00 17:00 1149.00 2/20/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
30 2/20/2004 Long 2 1149.00 17:00 1153.75 2/23/2004 17:00 4.75 $ 405.00 $ 25,370.00 $ 405.00 1.48% 1.48%
31 2/24/2004 Long 2 1146.00 17:00 1149.00 2/25/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
32 3/2/2004 Short 2 1165.00 17:00 1164.00 3/2/2004 17:00 1.00 $ 30.00 $ 24,995.00 $ 30.00 -0.02% -0.02%
33 3/2/2004 Long 2 1164.00 17:00 1157.50 3/3/2004 17:00 -6.50 $ (720.00) $ 24,245.00 $ (720.00) -3.02% -3.02%
34 3/3/2004 Long 2 1162.50 17:00 1170.00 3/5/2004 17:00 7.50 $ 680.00 $ 25,645.00 $ 680.00 2.58% 2.58%
35 3/9/2004 Long 2 1153.00 17:00 1147.00 3/9/2004 17:00 -6.00 $ (670.00) $ 24,295.00 $ (670.00) -2.82% -2.82%
36 3/11/2004 Long 2 1126.50 17:00 1129.00 3/11/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
37 3/11/2004 Long 2 1137.00 17:00 1132.00 3/11/2004 17:00 -5.00 $ (570.00) $ 24,395.00 $ (570.00) -2.42% -2.42%
38 3/15/2004 Long 2 1114.00 17:00 1120.50 3/16/2004 17:00 6.50 $ 580.00 $ 25,545.00 $ 580.00 2.18% 2.18%
39 3/16/2004 Long 2 1113.00 17:00 1130.50 3/17/2004 17:00 17.50 $ 1,680.00 $ 26,645.00 $ 1,680.00 6.58% 6.58%
40 3/18/2004 Short 2 1131.25 17:00 1122.00 3/19/2004 17:00 9.25 $ 855.00 $ 25,820.00 $ 855.00 3.28% 3.28%
41 3/22/2004 Short 2 1105.00 17:00 1099.00 3/22/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
42 3/22/2004 Long 2 1099.00 17:00 1108.50 3/23/2004 17:00 9.50 $ 880.00 $ 25,845.00 $ 880.00 3.38% 3.38%
43 3/24/2004 Long 2 1102.00 17:00 1110.00 3/25/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
44 3/26/2004 Short 2 1121.00 17:00 1121.25 3/26/2004 17:00 -0.25 $ (95.00) $ 24,870.00 $ (95.00) -0.52% -0.52%
45 3/26/2004 Short 2 1122.00 17:00 1122.50 3/29/2004 17:00 -0.50 $ (120.00) $ 24,845.00 $ (120.00) -0.62% -0.62%
46 3/29/2004 Short 2 1130.00 17:00 1129.25 3/30/2004 17:00 0.75 $ 5.00 $ 24,970.00 $ 5.00 -0.12% -0.12%
47 3/30/2004 Long 2 1129.25 17:00 1136.00 3/30/2004 17:00 6.75 $ 605.00 $ 25,570.00 $ 605.00 2.28% 2.28%
48 3/30/2004 Short 2 1136.75 17:00 1131.75 3/31/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
49 3/31/2004 Long 2 1131.75 17:00 1140.00 3/31/2004 17:00 8.25 $ 755.00 $ 25,720.00 $ 755.00 2.88% 2.88%
50 4/1/2004 Long 2 1139.00 17:00 1144.00 4/1/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
51 4/1/2004 Short 2 1144.50 17:00 1139.75 4/1/2004 17:00 4.75 $ 405.00 $ 25,370.00 $ 405.00 1.48% 1.48%
52 4/1/2004 Long 2 1139.75 17:00 1153.50 4/2/2004 17:00 13.75 $ 1,305.00 $ 26,270.00 $ 1,305.00 5.08% 5.08%
53 4/2/2004 Short 2 1151.50 17:00 1150.00 4/2/2004 17:00 1.50 $ 80.00 $ 25,045.00 $ 80.00 0.18% 0.18%
54 4/5/2004 Long 2 1153.00 17:00 1159.00 4/5/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
55 4/5/2004 Short 2 1159.00 17:00 1153.00 4/6/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
56 4/6/2004 Long 2 1153.25 17:00 1159.00 4/8/2004 17:00 5.75 $ 505.00 $ 25,470.00 $ 505.00 1.88% 1.88%
57 4/13/2004 Long 2 1144.50 17:00 1138.00 4/13/2004 17:00 -6.50 $ (720.00) $ 24,245.00 $ (720.00) -3.02% -3.02%
58 4/13/2004 Long 2 1138.00 17:00 1141.00 4/14/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
59 4/14/2004 Long 2 1133.00 17:00 1139.00 4/15/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
60 4/15/2004 Long 2 1132.25 17:00 1140.25 4/16/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
61 4/20/2004 Long 2 1126.00 17:00 1128.50 4/21/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
62 4/22/2004 Long 2 1144.25 17:00 1153.50 4/26/2004 17:00 9.25 $ 855.00 $ 25,820.00 $ 855.00 3.28% 3.28%
63 4/26/2004 Long 2 1146.75 17:00 1154.00 4/27/2004 17:00 7.25 $ 655.00 $ 25,620.00 $ 655.00 2.48% 2.48%
64 4/27/2004 Short 2 1153.25 17:00 1148.25 4/27/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
65 4/27/2004 Long 2 1149.00 17:00 1143.00 4/28/2004 17:00 -6.00 $ (670.00) $ 24,295.00 $ (670.00) -2.82% -2.82%
66 4/28/2004 Long 2 1136.00 17:00 1130.50 4/29/2004 17:00 -5.50 $ (620.00) $ 24,345.00 $ (620.00) -2.62% -2.62%
67 4/29/2004 Long 2 1130.75 17:00 1134.00 4/29/2004 17:00 3.25 $ 255.00 $ 25,220.00 $ 255.00 0.88% 0.88%
68 4/29/2004 Long 2 1130.00 17:00 1123.50 4/29/2004 17:00 -6.50 $ (720.00) $ 24,245.00 $ (720.00) -3.02% -3.02%
69 4/29/2004 Long 2 1122.25 17:00 1125.25 4/30/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
70 4/30/2004 Long 2 1116.00 17:00 1136.25 5/4/2004 17:00 20.25 $ 1,955.00 $ 26,920.00 $ 1,955.00 7.68% 7.68%
71 5/10/2004 Long 2 1091.75 17:00 1100.75 5/11/2004 17:00 9.00 $ 830.00 $ 25,795.00 $ 830.00 3.18% 3.18%
72 5/12/2004 Long 2 1093.75 17:00 1087.50 5/12/2004 17:00 -6.25 $ (695.00) $ 24,270.00 $ (695.00) -2.92% -2.92%
73 5/12/2004 Long 2 1088.00 17:00 1102.00 5/12/2004 17:00 14.00 $ 1,330.00 $ 26,295.00 $ 1,330.00 5.18% 5.18%
74 5/12/2004 Short 2 1102.00 17:00 1107.50 5/12/2004 17:00 -5.50 $ (620.00) $ 24,345.00 $ (620.00) -2.62% -2.62%
75 5/13/2004 Short 2 1107.75 17:00 1099.50 5/14/2004 17:00 8.25 $ 755.00 $ 25,720.00 $ 755.00 2.88% 2.88%
76 5/14/2004 Short 2 1109.00 17:00 1093.00 5/17/2004 17:00 16.00 $ 1,530.00 $ 26,495.00 $ 1,530.00 5.98% 5.98%
77 5/19/2004 Short 2 1115.00 17:00 1107.00 5/19/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
78 5/19/2004 Long 2 1107.00 17:00 1101.00 5/19/2004 17:00 -6.00 $ (670.00) $ 24,295.00 $ (670.00) -2.82% -2.82%
79 5/21/2004 Short 2 1106.75 17:00 1102.25 5/21/2004 17:00 4.50 $ 380.00 $ 25,345.00 $ 380.00 1.38% 1.38%
80 5/24/2004 Short 2 1109.50 17:00 1101.75 5/25/2004 17:00 7.75 $ 705.00 $ 25,670.00 $ 705.00 2.68% 2.68%
81 5/25/2004 Long 2 1101.75 17:00 1132.00 5/27/2004 17:00 30.25 $ 2,955.00 $ 27,920.00 $ 2,955.00 11.68% 11.68%
82 5/27/2004 Short 2 1130.75 17:00 1128.75 5/27/2004 17:00 2.00 $ 130.00 $ 25,095.00 $ 130.00 0.38% 0.38%
83 5/28/2004 Short 2 1130.75 17:00 1128.75 6/1/2004 17:00 2.00 $ 130.00 $ 25,095.00 $ 130.00 0.38% 0.38%
84 5/28/2004 Long 2 1129.25 17:00 1128.75 6/1/2004 17:00 -0.50 $ (120.00) $ 24,845.00 $ (120.00) -0.62% -0.62%
85 6/1/2004 Short 2 1130.75 17:00 1127.75 6/1/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
86 6/1/2004 Long 2 1127.75 17:00 1129.50 6/1/2004 17:00 1.75 $ 105.00 $ 25,070.00 $ 105.00 0.28% 0.28%
87 6/2/2004 Short 2 1131.25 17:00 1131.25 6/2/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
88 6/2/2004 Short 2 1137.00 17:00 1131.00 6/3/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
89 6/3/2004 Long 2 1131.00 17:00 1131.00 6/3/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
90 6/4/2004 Short 2 1137.75 17:00 1138.25 6/6/2004 17:00 -0.50 $ (120.00) $ 24,845.00 $ (120.00) -0.62% -0.62%
91 6/7/2004 Long 2 1140.25 17:00 1147.00 6/7/2004 17:00 6.75 $ 605.00 $ 25,570.00 $ 605.00 2.28% 2.28%
92 6/7/2004 Short 2 1147.25 17:00 1147.50 6/7/2004 17:00 -0.25 $ (95.00) $ 24,870.00 $ (95.00) -0.52% -0.52%
93 6/8/2004 Short 2 1151.00 17:00 1147.25 6/8/2004 17:00 3.75 $ 305.00 $ 25,270.00 $ 305.00 1.08% 1.08%
94 6/8/2004 Long 2 1147.25 17:00 1150.00 6/9/2004 17:00 2.75 $ 205.00 $ 25,170.00 $ 205.00 0.68% 0.68%
95 6/9/2004 Short 2 1150.00 17:00 1147.00 6/9/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
96 6/9/2004 Long 2 1148.00 17:00 1141.75 6/9/2004 17:00 -6.25 $ (695.00) $ 24,270.00 $ (695.00) -2.92% -2.92%
97 6/14/2004 Long 2 1135.25 17:00 1142.25 6/15/2004 17:00 7.00 $ 630.00 $ 25,595.00 $ 630.00 2.38% 2.38%
98 6/18/2004 Short 2 1147.25 17:00 1144.00 6/18/2004 17:00 3.25 $ 255.00 $ 25,220.00 $ 255.00 0.88% 0.88%
99 6/18/2004 Long 2 1144.00 17:00 1144.00 6/18/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
100 6/22/2004 Long 2 1136.25 17:00 1145.25 6/22/2004 17:00 9.00 $ 830.00 $ 25,795.00 $ 830.00 3.18% 3.18%
101 6/23/2004 Long 2 1144.50 17:00 1154.50 6/23/2004 17:00 10.00 $ 930.00 $ 25,895.00 $ 930.00 3.58% 3.58%
102 6/24/2004 Short 2 1154.75 17:00 1151.25 6/25/2004 17:00 3.50 $ 280.00 $ 25,245.00 $ 280.00 0.98% 0.98%
103 6/25/2004 Long 2 1151.25 17:00 1151.25 6/25/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
104 6/28/2004 Long 2 1145.00 17:00 1151.75 6/30/2004 17:00 6.75 $ 605.00 $ 25,570.00 $ 605.00 2.28% 2.28%
105 7/1/2004 Long 2 1141.75 17:00 1141.75 7/1/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
106 7/1/2004 Long 2 1134.00 17:00 1136.00 7/1/2004 17:00 2.00 $ 130.00 $ 25,095.00 $ 130.00 0.38% 0.38%
107 7/2/2004 Long 2 1135.50 17:00 1135.50 7/2/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
108 7/6/2004 Long 2 1130.00 17:00 1130.00 7/6/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
109 7/7/2004 Short 2 1129.50 17:00 1128.00 7/7/2004 17:00 1.50 $ 80.00 $ 25,045.00 $ 80.00 0.18% 0.18%
110 7/8/2004 Long 2 1124.25 17:00 1127.50 7/8/2004 17:00 3.25 $ 255.00 $ 25,220.00 $ 255.00 0.88% 0.88%
111 7/8/2004 Long 2 1123.25 17:00 1122.50 7/9/2004 17:00 -0.75 $ (145.00) $ 24,820.00 $ (145.00) -0.72% -0.72%
112 7/12/2004 Long 2 1118.25 17:00 1123.75 7/12/2004 17:00 5.50 $ 480.00 $ 25,445.00 $ 480.00 1.78% 1.78%
113 7/16/2004 Long 2 1115.00 17:00 1115.00 7/16/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
114 7/19/2004 Long 2 1107.75 17:00 1113.50 7/19/2004 17:00 5.75 $ 505.00 $ 25,470.00 $ 505.00 1.88% 1.88%
115 7/22/2004 Long 2 1100.00 17:00 1106.25 7/22/2004 17:00 6.25 $ 555.00 $ 25,520.00 $ 555.00 2.08% 2.08%
116 7/23/2004 Long 2 1097.75 17:00 1097.75 7/23/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
117 7/26/2004 Long 2 1089.75 17:00 1091.75 7/26/2004 17:00 2.00 $ 130.00 $ 25,095.00 $ 130.00 0.38% 0.38%
118 7/26/2004 Long 2 1089.50 17:00 1096.50 7/27/2004 17:00 7.00 $ 630.00 $ 25,595.00 $ 630.00 2.38% 2.38%
119 7/27/2004 Short 2 1097.50 17:00 1096.75 7/27/2004 17:00 0.75 $ 5.00 $ 24,970.00 $ 5.00 -0.12% -0.12%
120 7/28/2004 Short 2 1105.00 17:00 1105.00 7/28/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
121 7/29/2004 Short 2 1109.25 17:00 1108.25 7/29/2004 17:00 1.00 $ 30.00 $ 24,995.00 $ 30.00 -0.02% -0.02%
122 7/29/2004 Long 2 1107.50 17:00 1113.75 7/30/2004 17:00 6.25 $ 555.00 $ 25,520.00 $ 555.00 2.08% 2.08%
123 8/4/2004 Short 2 1107.00 17:00 1096.00 8/5/2004 17:00 11.00 $ 1,030.00 $ 25,995.00 $ 1,030.00 3.98% 3.98%
124 8/9/2004 Long 2 1078.25 17:00 1083.00 8/10/2004 17:00 4.75 $ 405.00 $ 25,370.00 $ 405.00 1.48% 1.48%
125 8/10/2004 Short 2 1083.00 17:00 1085.75 8/11/2004 17:00 -2.75 $ (345.00) $ 24,620.00 $ (345.00) -1.52% -1.52%
126 8/12/2004 Long 2 1080.50 17:00 1076.50 8/12/2004 17:00 -4.00 $ (470.00) $ 24,495.00 $ (470.00) -2.02% -2.02%
127 8/13/2004 Long 2 1077.00 17:00 1085.25 8/16/2004 17:00 8.25 $ 755.00 $ 25,720.00 $ 755.00 2.88% 2.88%
128 8/16/2004 Short 2 1086.25 17:00 1089.50 8/16/2004 17:00 -3.25 $ (395.00) $ 24,570.00 $ (395.00) -1.72% -1.72%
129 8/18/2004 Long 2 1091.50 17:00 1101.75 8/18/2004 17:00 10.25 $ 955.00 $ 25,920.00 $ 955.00 3.68% 3.68%
130 8/19/2004 Short 2 1100.00 17:00 1102.75 8/19/2004 17:00 -2.75 $ (345.00) $ 24,620.00 $ (345.00) -1.52% -1.52%
131 8/19/2004 Long 2 1102.50 17:00 1108.50 8/20/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
132 8/23/2004 Short 2 1109.75 17:00 1104.75 8/24/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
133 8/25/2004 Long 2 1105.00 17:00 1116.00 8/25/2004 17:00 11.00 $ 1,030.00 $ 25,995.00 $ 1,030.00 3.98% 3.98%
134 8/25/2004 Short 2 1115.00 17:00 1113.50 8/25/2004 17:00 1.50 $ 80.00 $ 25,045.00 $ 80.00 0.18% 0.18%
135 8/30/2004 Short 2 1111.75 17:00 1106.75 8/31/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
136 9/7/2004 Short 2 1132.50 17:00 1125.25 9/9/2004 17:00 7.25 $ 655.00 $ 25,620.00 $ 655.00 2.48% 2.48%
137 9/9/2004 Long 2 1128.25 17:00 1130.75 9/10/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
138 9/10/2004 Long 2 1133.50 17:00 1135.75 9/13/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
139 9/14/2004 Short 2 1140.25 17:00 1132.25 9/15/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
140 9/15/2004 Short 2 1133.75 17:00 1131.75 9/15/2004 17:00 2.00 $ 130.00 $ 25,095.00 $ 130.00 0.38% 0.38%
141 9/15/2004 Long 2 1131.75 17:00 1134.75 9/16/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
142 9/16/2004 Long 2 1135.50 17:00 1134.50 9/16/2004 17:00 -1.00 $ (170.00) $ 24,795.00 $ (170.00) -0.82% -0.82%
143 9/16/2004 Short 2 1134.50 17:00 1132.00 9/20/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
144 9/20/2004 Long 2 1132.00 17:00 1135.00 9/20/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
145 9/20/2004 Long 2 1134.00 17:00 1141.25 9/21/2004 17:00 7.25 $ 655.00 $ 25,620.00 $ 655.00 2.48% 2.48%
146 9/21/2004 Long 2 1140.50 17:00 1137.25 9/21/2004 17:00 -3.25 $ (395.00) $ 24,570.00 $ (395.00) -1.72% -1.72%
147 9/21/2004 Short 2 1137.25 17:00 1124.00 9/22/2004 17:00 13.25 $ 1,255.00 $ 26,220.00 $ 1,255.00 4.88% 4.88%
148 9/22/2004 Short 2 1125.25 17:00 1122.75 9/23/2004 17:00 2.50 $ 180.00 $ 25,145.00 $ 180.00 0.58% 0.58%
149 9/23/2004 Short 2 1121.75 17:00 1114.00 9/28/2004 17:00 7.75 $ 705.00 $ 25,670.00 $ 705.00 2.68% 2.68%
150 9/28/2004 Long 2 1114.00 17:00 1120.00 9/29/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
151 9/29/2004 Long 2 1120.00 17:00 1122.25 9/29/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
152 9/29/2004 Short 2 1124.50 17:00 1121.00 9/30/2004 17:00 3.50 $ 280.00 $ 25,245.00 $ 280.00 0.98% 0.98%
153 10/1/2004 Long 2 1129.75 17:00 1138.75 10/1/2004 17:00 9.00 $ 830.00 $ 25,795.00 $ 830.00 3.18% 3.18%
154 10/1/2004 Long 2 1137.75 17:00 1143.25 10/1/2004 17:00 5.50 $ 480.00 $ 25,445.00 $ 480.00 1.78% 1.78%
155 10/5/2004 Short 2 1145.50 17:00 1144.75 10/5/2004 17:00 0.75 $ 5.00 $ 24,970.00 $ 5.00 -0.12% -0.12%
156 10/5/2004 Long 2 1144.75 17:00 1145.50 10/6/2004 17:00 0.75 $ 5.00 $ 24,970.00 $ 5.00 -0.12% -0.12%
157 10/8/2004 Short 2 1138.75 17:00 1138.75 10/8/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
158 10/8/2004 Short 2 1138.50 17:00 1128.00 10/12/2004 17:00 10.50 $ 980.00 $ 25,945.00 $ 980.00 3.78% 3.78%
159 10/14/2004 Long 2 1123.25 17:00 1115.25 10/18/2004 17:00 -8.00 $ (870.00) $ 24,095.00 $ (870.00) -3.62% -3.62%
160 10/18/2004 Short 2 1115.25 17:00 1112.25 10/19/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
161 10/20/2004 Long 2 1110.00 17:00 1114.00 10/20/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
162 10/20/2004 Long 2 1112.50 17:00 1115.50 10/21/2004 17:00 3.00 $ 230.00 $ 25,195.00 $ 230.00 0.78% 0.78%
163 10/22/2004 Short 2 1117.75 17:00 1117.75 10/22/2004 17:00 0.00 $ (70.00) $ 24,895.00 $ (70.00) -0.42% -0.42%
164 10/22/2004 Short 2 1112.75 17:00 1105.75 10/24/2004 17:00 7.00 $ 630.00 $ 25,595.00 $ 630.00 2.38% 2.38%
165 10/24/2004 Long 2 1106.00 17:00 1103.50 10/25/2004 17:00 -2.50 $ (320.00) $ 24,645.00 $ (320.00) -1.42% -1.42%
166 10/25/2004 Long 2 1103.50 17:00 1107.00 10/26/2004 17:00 3.50 $ 280.00 $ 25,245.00 $ 280.00 0.98% 0.98%
167 10/26/2004 Short 2 1107.00 17:00 1119.50 10/26/2004 17:00 -12.50 $ (1,320.00) $ 23,645.00 $ (1,320.00) -5.42% -5.42%
168 10/26/2004 Short 2 1123.50 17:00 1120.75 10/27/2004 17:00 2.75 $ 205.00 $ 25,170.00 $ 205.00 0.68% 0.68%
169 10/27/2004 Long 2 1119.50 17:00 1133.50 10/27/2004 17:00 14.00 $ 1,330.00 $ 26,295.00 $ 1,330.00 5.18% 5.18%
170 10/28/2004 Short 2 1131.75 17:00 1136.75 10/29/2004 17:00 -5.00 $ (570.00) $ 24,395.00 $ (570.00) -2.42% -2.42%
171 10/28/2004 Long 2 1135.75 17:00 1143.75 11/1/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
172 10/29/2004 Long 2 1136.75 17:00 1139.50 11/1/2004 17:00 2.75 $ 205.00 $ 25,170.00 $ 205.00 0.68% 0.68%
173 11/2/2004 Short 2 1140.75 17:00 1140.50 11/2/2004 17:00 0.25 $ (45.00) $ 24,920.00 $ (45.00) -0.32% -0.32%
174 11/2/2004 Long 2 1140.50 17:00 1156.00 11/3/2004 17:00 15.50 $ 1,480.00 $ 26,445.00 $ 1,480.00 5.78% 5.78%
175 11/4/2004 Short 2 1160.50 17:00 1167.00 11/4/2004 17:00 -6.50 $ (720.00) $ 24,245.00 $ (720.00) -3.02% -3.02%
176 11/8/2004 Long 2 1177.00 17:00 1176.50 11/9/2004 17:00 -0.50 $ (120.00) $ 24,845.00 $ (120.00) -0.62% -0.62%
177 11/9/2004 Short 2 1176.50 17:00 1175.00 11/10/2004 17:00 1.50 $ 80.00 $ 25,045.00 $ 80.00 0.18% 0.18%
178 11/10/2004 Long 2 1175.00 17:00 1184.25 11/11/2004 17:00 9.25 $ 855.00 $ 25,820.00 $ 855.00 3.28% 3.28%
179 11/12/2004 Short 2 1183.25 17:00 1193.00 11/15/2004 17:00 -9.75 $ (1,045.00) $ 23,920.00 $ (1,045.00) -4.32% -4.32%
180 11/15/2004 Long 2 1193.00 17:00 1195.25 11/16/2004 17:00 2.25 $ 155.00 $ 25,120.00 $ 155.00 0.48% 0.48%
181 11/16/2004 Short 2 1195.25 17:00 1187.25 11/16/2004 17:00 8.00 $ 730.00 $ 25,695.00 $ 730.00 2.78% 2.78%
182 11/18/2004 Long 2 1194.00 17:00 1195.00 11/19/2004 17:00 1.00 $ 30.00 $ 24,995.00 $ 30.00 -0.02% -0.02%
183 11/19/2004 Short 2 1195.00 17:00 1181.75 11/19/2004 17:00 13.25 $ 1,255.00 $ 26,220.00 $ 1,255.00 4.88% 4.88%
184 11/22/2004 Long 2 1182.00 17:00 1187.75 11/22/2004 17:00 5.75 $ 505.00 $ 25,470.00 $ 505.00 1.88% 1.88%
185 11/23/2004 Short 2 1189.00 17:00 1183.50 11/23/2004 17:00 5.50 $ 480.00 $ 25,445.00 $ 480.00 1.78% 1.78%
186 11/24/2004 Long 2 1192.00 17:00 1196.50 11/26/2004 17:00 4.50 $ 380.00 $ 25,345.00 $ 380.00 1.38% 1.38%
187 11/29/2004 Long 2 1190.00 17:00 1196.00 11/29/2004 17:00 6.00 $ 530.00 $ 25,495.00 $ 530.00 1.98% 1.98%
188 11/30/2004 Short 2 1188.75 17:00 1206.00 12/3/2004 17:00 -17.25 $ (1,795.00) $ 23,170.00 $ (1,795.00) -7.32% -7.32%
189 12/1/2004 Long 2 1196.00 17:00 1200.00 12/1/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
190 12/3/2004 Short 2 1206.25 17:00 1197.00 12/7/2004 17:00 9.25 $ 855.00 $ 25,820.00 $ 855.00 3.28% 3.28%
191 12/8/2004 Short 2 1189.50 17:00 1195.50 12/9/2004 17:00 -6.00 $ (670.00) $ 24,295.00 $ (670.00) -2.82% -2.82%
192 12/13/2004 Long 2 1202.25 17:00 1207.25 12/13/2004 17:00 5.00 $ 430.00 $ 25,395.00 $ 430.00 1.58% 1.58%
193 12/13/2004 Long 2 1207.25 17:00 1213.00 12/14/2004 17:00 5.75 $ 505.00 $ 25,470.00 $ 505.00 1.88% 1.88%
194 12/16/2004 Short 2 1210.75 17:00 1212.25 12/16/2004 17:00 -1.50 $ (220.00) $ 24,745.00 $ (220.00) -1.02% -1.02%
195 12/16/2004 Long 2 1212.25 17:00 1216.25 12/17/2004 17:00 4.00 $ 330.00 $ 25,295.00 $ 330.00 1.18% 1.18%
196 12/20/2004 Long 2 1215.50 17:00 1214.75 12/20/2004 17:00 -0.75 $ (145.00) $ 24,820.00 $ (145.00) -0.72% -0.72%
197 12/20/2004 Short 2 1214.75 17:00 1211.50 12/21/2004 17:00 3.25 $ 255.00 $ 25,220.00 $ 255.00 0.88% 0.88%
                             
                             
                             
                             
                             
  TOTALS YTD         TOTAL S&P POINTS   687.75     $ 54,985.00    
              CUMULATIVE PROFITS     $ 54,985.00      
              CUMULATIVE %           192.36%  
                   
  TOTAL AVG GAIN TRADES - 70%            
  TOTAL AVG LOSS TRADES - 30%            
                   
  Average Monthly Profit on 1 Unit         $ 4,582.08      
  Average Monthly Trades - Year to Date     16      
  Average Monthly S&P Points         57.31      
  Average Monthly % with 2 Units, 2 Contracts     16%