Date Time Signal Entry Time Exit %P/L P/L Monthly P/L 03/13/07 13:46 Sell 1388.51 15:59 1378.1 0.75% 10.41 03/19/07 15:57 Buy 1400.48 15:59 1401.58 0.08% 1.1 03/21/07 14:56 Buy 1431.95 15:59 1434.49 0.18% 2.54 14.05 04/03/07 15:40 Buy 1438.19 15:59 1437.41 -0.05% -0.78 04/16/07 15:35 Buy 1467.87 15:59 1468.12 0.02% 0.25 04/20/07 15:10 Buy 1481.66 15:28 1480.99 -0.05% -0.67 04/25/07 15:00 Buy 1493.68 15:59 1495.29 0.11% 1.61 04/30/07 15:44 Sell 1485.08 15:59 1482.31 0.19% 2.77 3.18 05/02/07 14:16 Buy 1497.91 15:59 1495.77 -0.14% -2.14 05/10/07 14:13 Sell 1496.94 15:59 1491.64 0.35% 5.3 05/11/07 15:53 Buy 1504.68 15:59 1505.85 0.08% 1.17 05/24/07 14:46 Sell 1508.13 15:59 1507.65 0.03% 0.48 4.81 06/06/07 14:07 Sell 1516.17 15:59 1517.57 -0.09% -1.4 06/07/07 13:17 Sell 1499.06 15:59 1491.01 0.54% 8.05 06/08/07 15:14 Buy 1503.74 15:59 1507.26 0.23% 3.52 06/12/07 15:11 Sell 1496.71 15:59 1493.46 0.22% 3.25 06/13/07 14:47 Buy 1510.18 15:59 1515.49 0.35% 5.31 06/20/07 15:46 Sell 1516.66 15:59 1512.91 0.25% 3.75 06/22/07 15:03 Sell 1506.19 15:59 1504.07 0.14% 2.12 06/25/07 15:12 Sell 1492.68 15:23 1497.57 -0.33% -4.89 06/27/07 15:42 Buy 1505.3 15:59 1506.8 0.10% 1.5 21.21 07/02/07 15:56 Buy 1517.54 15:59 1519.22 0.11% 1.68 07/10/07 15:30 Sell 1513.98 15:59 1510.21 0.25% 3.77 07/12/07 15:24 Buy 1540.97 15:59 1547.49 0.42% 6.52 07/24/07 14:10 Sell 1525.16 15:59 1512.22 0.85% 12.94 07/27/07 15:44 Sell 1469.02 15:59 1459.73 0.63% 9.29 07/30/07 15:05 Buy 1474.94 15:59 1472.94 -0.14% -2 07/31/07 15:46 Sell 1458.36 15:59 1455.3 0.21% 3.06 35.26 08/01/07 14:43 Sell 1448.45 15:39 1447.33 0.08% 1.12 08/03/07 14:27 Sell 1452.92 15:59 1433.49 1.34% 19.43 08/08/07 14:19 Buy 1500.69 14:51 1495.03 -0.38% -5.66 08/09/07 14:09 Sell 1469.72 15:59 1456.94 0.87% 12.78 08/14/07 15:28 Sell 1434.46 15:59 1426.59 0.55% 7.87 08/15/07 15:46 Sell 1413.03 15:59 1406.48 0.46% 6.55 08/17/07 13:02 Buy 1436.36 15:59 1445.03 0.60% 8.67 08/28/07 15:46 Sell 1433.83 15:59 1433.45 0.03% 0.38 08/29/07 15:45 Buy 1460.67 15:59 1463.22 0.17% 2.55 08/31/07 15:41 Buy 1480.66 15:59 1472.68 -0.54% -7.98 45.71 09/07/07 14:54 Sell 1454.15 15:59 1453.52 0.04% 0.63 09/11/07 15:57 Buy 1469.96 15:59 1471.5 0.10% 1.54 09/18/07 14:20 Buy 1502.05 15:59 1518.91 1.12% 16.86 19.03 10/01/07 15:25 Buy 1547.02 15:44 1544.04 -0.19% -2.98 10/05/07 15:31 Buy 1559.25 15:59 1556.78 -0.16% -2.47 10/19/07 13:01 Sell 1519.44 15:59 1500.47 1.25% 18.97 10/24/07 13:44 Sell 1495.05 14:30 1502.77 -0.52% -7.72 10/26/07 15:37 Buy 1533.99 15:59 1534.93 0.06% 0.94 10/31/07 14:57 Buy 1551.5 15:21 1541.77 -0.63% -9.73 -2.99 11/01/07 13:35 Sell 1523.92 15:59 1508.28 1.03% 15.64 11/05/07 14:34 Sell 1490.24 14:57 1497.88 -0.51% -7.64 11/07/07 13:23 Sell 1487.17 15:59 1475.19 0.81% 11.98 11/13/07 14:35 Buy 1466.52 15:59 1480.55 0.96% 14.03 11/15/07 15:38 Sell 1444.41 15:59 1451.12 -0.46% -6.71 11/19/07 13:53 Sell 1432.67 14:43 1443.33 -0.74% -10.66 11/21/07 15:41 Sell 1421.87 15:59 1416.56 0.37% 5.31 11/26/07 15:49 Sell 1414.97 15:59 1406.29 0.61% 8.68 11/28/07 13:49 Buy 1462.45 15:59 1469.11 0.46% 6.66 37.29 12/06/07 15:50 Buy 1506.57 15:59 1507.37 0.05% 0.8 12/11/07 15:01 Sell 1489.04 15:59 1477.58 0.77% 11.46 12/14/07 15:52 Sell 1468.96 15:59 1467.96 0.07% 1 12/17/07 15:51 Sell 1445.83 15:59 1445.79 0.00% 0.04 13.3 01/02/08 15:26 Sell 1444.43 15:37 1447.26 -0.20% -2.83 01/04/08 13:08 Sell 1422.57 15:59 1411.68 0.77% 10.89 01/08/08 15:46 Sell 1398.79 15:59 1390.01 0.63% 8.78 01/09/08 14:15 Sell 1379.58 14:31 1385.88 -0.46% -6.3 01/10/08 14:54 Buy 1421.47 15:59 1419.99 -0.10% -1.48 01/15/08 13:25 Sell 1387.98 15:59 1380.6 0.53% 7.38 01/17/08 14:11 Sell 1348.89 15:59 1333.84 1.12% 15.05 01/23/08 15:35 Buy 1333.01 15:59 1338.09 0.38% 5.08 01/28/08 15:42 Buy 1350.53 15:59 1353.06 0.19% 2.53 01/31/08 15:22 Buy 1378.19 15:59 1374.3 -0.28% -3.89 35.21 02/01/08 15:40 Buy 1395.39 15:59 1394.71 -0.05% -0.68 02/05/08 15:10 Sell 1342.2 15:59 1336.64 0.41% 5.56 02/21/08 15:55 Sell 1340.12 15:59 1342.21 -0.16% -2.09 02/25/08 15:37 Buy 1370.49 15:59 1371.7 0.09% 1.21 9.38 02/29/08 14:15 Sell 1335.56 15:59 1330.18 0.40% 5.38 03/04/08 14:00 Sell 1309.41 14:43 1315.81 -0.49% -6.4 03/06/08 14:13 Sell 1315.52 14:17 1316.17 -0.05% -0.65 03/07/08 14:39 Sell 1282.58 14:50 1286.06 -0.27% -3.48 03/10/08 14:25 Sell 1272.96 14:38 1279.54 -0.52% -6.58 03/11/08 14:17 Buy 1301.01 15:59 1320.4 1.49% 19.39 03/14/08 13:05 Sell 1284.28 15:59 1288.79 -0.35% -4.51 03/17/08 13:15 Sell 1260.78 14:04 1272.08 -0.90% -11.3 03/18/08 13:52 Buy 1315.55 14:16 1302.05 -1.03% -13.5 03/19/08 15:36 Sell 1305.89 15:59 1298.48 0.57% 7.41 03/20/08 14:36 Buy 1323.21 15:59 1330.08 0.52% 6.87 03/24/08 15:56 Buy 1349.18 15:59 1349.16 0.00% -0.02 -12.77 04/01/08 14:49 Buy 1364.18 15:59 1369.87 0.42% 5.69 04/11/08 15:37 Sell 1333.11 15:59 1333.31 -0.02% -0.2 04/16/08 15:37 Buy 1361.58 15:59 1363.73 0.16% 2.15 04/18/08 15:10 Buy 1390.35 15:20 1387.31 -0.22% -3.04 4.6 05/01/08 15:56 Buy 1409.92 15:59 1409.06 -0.06% -0.86 05/07/08 15:50 Sell 1395.05 15:59 1392.5 0.18% 2.55 05/21/08 15:40 Sell 1393.56 15:59 1390.7 0.21% 2.86 05/23/08 15:48 Sell 1377.26 15:59 1376.12 0.08% 1.14 5.69 06/05/08 15:38 Buy 1402.98 15:59 1403.35 0.03% 0.37 06/06/08 14:16 Sell 1368.01 15:59 1360.15 0.57% 7.86 06/11/08 15:36 Sell 1340.55 15:59 1335.61 0.37% 4.94 06/13/08 15:57 Buy 1358.65 15:59 1359.88 0.09% 1.23 06/25/08 15:02 Buy 1334.71 15:23 1326.41 -0.62% -8.3 06/26/08 13:49 Sell 1293.15 15:59 1283.86 0.72% 9.29 15.39 07/02/08 15:36 Sell 1267.43 15:59 1261.51 0.47% 5.92 07/07/08 14:55 Sell 1242.8 15:02 1250.37 -0.61% -7.57 07/08/08 15:54 Buy 1273.48 15:59 1273.8 0.03% 0.32 07/09/08 15:45 Sell 1246.58 15:59 1244.56 0.16% 2.02 07/11/08 14:31 Sell 1231.61 14:49 1244.85 -1.08% -13.24 07/16/08 15:44 Buy 1242.32 15:59 1245.3 0.24% 2.98 07/24/08 15:22 Sell 1258.97 15:59 1253.62 0.42% 5.35 -4.22 09/04/08 13:31 Sell 1242.47 15:59 1236.55 0.48% 5.92 09/09/08 13:48 Sell 1243.49 15:59 1225.34 1.46% 18.15 09/15/08 13:26 Sell 1225.08 15:59 1197.72 2.23% 27.36 09/16/08 14:20 Sell 1178.09 14:40 1199.26 -1.80% -21.17 09/18/08 15:03 Buy 1182 15:59 1200.5 1.57% 18.5 09/29/08 13:47 Sell 1129.8 15:59 1129.58 0.02% 0.22 09/30/08 15:45 Buy 1163.97 15:59 1163.94 0.00% -0.03 48.95 10/02/08 15:15 Sell 1118.7 15:59 1114.45 0.38% 4.25 10/07/08 14:56 Sell 1021.93 15:59 997.88 2.35% 24.05 10/09/08 15:13 Sell 941.74 15:59 917.91 2.53% 23.83 10/13/08 14:57 Buy 965.45 15:59 1006.93 4.30% 41.48 10/15/08 14:59 Sell 935.45 15:59 904.85 3.27% 30.6 10/16/08 15:47 Buy 942.45 15:59 946.9 0.47% 4.45 10/22/08 15:12 Sell 904.69 15:59 900.2 0.50% 4.49 10/23/08 14:20 Sell 859.78 14:32 875.3 -1.81% -15.52 10/24/08 15:33 Sell 882.91 15:49 890.72 -0.88% -7.81 10/28/08 15:27 Buy 909.14 15:59 940.27 3.42% 31.13 140.95 11/05/08 15:52 Sell 959.93 15:59 952.71 0.75% 7.22 11/06/08 15:03 Sell 914.01 15:59 905 0.99% 9.01 11/11/08 15:35 Sell 893.01 15:59 898.5 -0.61% -5.49 11/12/08 14:50 Sell 863.1 15:59 853.32 1.13% 9.78 11/13/08 14:47 Buy 879.85 15:07 864.04 -1.80% -15.81 11/14/08 15:42 Sell 885.95 15:59 872.13 1.56% 13.82 11/18/08 14:50 Sell 827.18 15:10 838.99 -1.43% -11.81 11/19/08 14:03 Sell 830.17 15:59 807.13 2.78% 23.04 11/20/08 14:18 Sell 791.43 15:59 753.56 4.79% 37.87 11/21/08 15:38 Buy 792.39 15:59 800.22 0.99% 7.83 11/24/08 13:04 Buy 837.47 15:59 848.3 1.29% 10.83 11/26/08 15:30 Buy 885.65 15:59 886.87 0.14% 1.22 87.51 12/01/08 14:23 Sell 841.33 15:59 817.01 2.89% 24.32 12/02/08 15:34 Buy 841.51 15:59 849.68 0.97% 8.17 12/05/08 15:46 Buy 876.47 15:59 878.18 0.20% 1.71 12/08/08 14:59 Buy 914.54 15:59 907.91 -0.72% -6.63 12/16/08 15:20 Buy 911.63 15:59 912.81 0.13% 1.18 28.75 01/02/09 15:55 Buy 933.59 15:59 930.47 -0.33% -3.12 01/07/09 15:13 Sell 903.17 15:59 906.77 -0.40% -3.6 01/09/09 15:52 Sell 890.61 15:59 889.96 0.07% 0.65 01/12/09 14:59 Sell 868.57 15:59 870.16 -0.18% -1.59 01/14/09 13:01 Sell 845.22 15:59 843.13 0.25% 2.09 01/20/09 13:34 Sell 820.92 15:59 806.03 1.81% 14.89 01/21/09 14:55 Buy 827.47 15:59 839.96 1.51% 12.49 01/22/09 15:03 Sell 826.18 15:59 827.29 -0.13% -1.11 01/28/09 14:19 Buy 877.03 15:59 873.13 -0.44% -3.9 01/29/09 15:23 Sell 848.87 15:59 845.05 0.45% 3.82 01/30/09 15:24 Sell 825.61 15:59 825.91 -0.04% -0.3 20.32 02/06/09 14:14 Buy 868.36 15:59 867.95 -0.05% -0.41 02/10/09 13:20 Sell 830.88 15:59 827.35 0.42% 3.53 02/12/09 15:04 Sell 809.44 15:22 817.39 -0.98% -7.95 02/17/09 13:59 Sell 793.37 15:59 789.41 0.50% 3.96 02/23/09 15:51 Sell 742.92 15:59 743.58 -0.09% -0.66 02/24/09 14:07 Buy 766.13 15:59 772.33 0.81% 6.2 02/27/09 15:16 Sell 738.36 15:45 739.77 -0.19% -1.41 3.26 03/02/09 13:07 Sell 707.18 15:59 701.67 0.78% 5.51 03/05/09 14:10 Sell 683.95 15:59 683.22 0.11% 0.73 03/10/09 12:47 Buy 713.50 15:59 719.6 0.85% 6.1 03/12/09 14:48 Buy 746.75 15:59 750.74 0.53% 3.99 03/17/09 15:56 Buy 774.50 15:59 778.12 0.47% 3.62 03/18/09 14:43 Buy 796.00 15:59 794.35 -0.21% -1.65 03/20/09 13:55 Sell 768.75 15:59 768.54 0.03% 0.21 03/23/09 14:52 Buy 808.00 15:59 822.92 1.85% 14.92 03/30/09 15:37 Sell 786.00 15:59 787.53 -0.19% -1.53 31.90 04/02/09 14:31 Buy 841.45 15:59 834.38 -0.84% -7.07 04/09/09 14:46 Buy 852.75 15:59 856.56 0.45% 3.81 04/16/09 15:22 Buy 869.50 15:46 866.50 -0.35% -3.00 04/20/09 14:06 Sell 837.00 15:59 832.39 0.55% 4.61 04/21/09 15:15 Buy 850.00 15:59 850.08 0.01% 0.08 04/24/09 15:41 Buy 870.50 15:56 864.50 -0.69% -6.00 04/29/09 15:33 Buy 872.00 15:59 873.64 0.19% 1.64 -5.93 05/04/09 14:43 Buy 900.50 15:59 907.24 0.75% 6.74 05/06/09 15:51 Buy 918.50 15:59 919.53 0.11% 1.03 05/08/09 14:39 Buy 927.25 15:59 929.23 0.21% 1.98 05/13/09 14:19 Sell 884.50 15:59 883.92 0.01% 0.58 05/18/09 15:46 Buy 905.50 15:59 909.71 0.46% 4.21 14.54 06/01/09 15:40 Buy 945.75 15:59 942.87 -0.30% -2.88 06/03/09 15:39 Sell 924.70 15:59 931.76 -0.76% -7.06 06/15/09 15:25 Sell 922.50 15:59 923.72 -0.13% -1.22 06/22/09 15:01 Sell 898.50 15:59 893.04 +0.61% 5.46 -5.70 07/08/09 14:34 Sell 870.00 14:54 874.50 -0.52% -4.50 07/13/09 15:42 Buy 899.50 15:59 901.05 +0.17% 1.55 07/23/09 14:08 Buy 976.00 15:59 976.29 +0.03% 0.29 -2.66 08/07/09 13:36 Buy 1017.50 15:02 1013.50 -0.39% -4.00 -4.00