| 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 | ||