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TradeStation Strategy Performance Report EdRossSell1.7jDL, @SP.P, 30 min, 12/5/2002 10:00:00 AM - 11/5/2003 4:15:00 PM
Display:
 
TradeStation Strategy Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $149,725.00 $80,175.00 $69,550.00
Gross Profit $268,500.00 $122,175.00 $146,325.00
Gross Loss ($118,775.00) ($42,000.00) ($76,775.00)
Profit Factor 2.26 2.91 1.91
       
Open Position P/L $2,350.00 $2,350.00 $0.00
       
Select Total Net Profit $141,425.00 $65,375.00 $76,050.00
Select Gross Profit $253,700.00 $107,375.00 $146,325.00
Select Gross Loss ($112,275.00) ($42,000.00) ($70,275.00)
Select Profit Factor 2.26 2.56 2.08
       
Adjusted Total Net Profit $111,328.51 $53,902.28 $41,328.14
Adjusted Gross Profit $247,071.37 $106,402.28 $131,467.95
Adjusted Gross Loss ($135,742.86) ($52,500.00) ($90,139.81)
Adjusted Profit Factor 1.82 2.03 1.46
       
Total Number of Trades 207 76 131
Percent Profitable 75.85% 78.95% 74.05%
Winning Trades 157 60 97
Losing Trades 49 16 33
Even Trades 1 0 1
       
Avg. Trade Net Profit $723.31 $1,054.93 $530.92
Avg. Winning Trade $1,710.19 $2,036.25 $1,508.51
Avg. Losing Trade ($2,423.98) ($2,625.00) ($2,326.52)
Ratio Avg. Winning:Avg. Losing 0.71 0.78 0.65
Largest Winning Trade $7,550.00 $7,550.00 $6,025.00
Largest Losing Trade ($6,500.00) ($3,100.00) ($6,500.00)
Largest Winner as % of Gross Profit 2.81% 6.18% 4.12%
Largest Loser as % of Gross Loss 5.47% 7.38% 8.47%
       
Net Profit as % of Largest Loss 2303.46% 2586.29% 1070.00%
Select Net Profit as % of Largest Loss 2175.77% 2108.87% 1170.00%
Adjusted Net Profit as % of Largest Loss 1712.75% 1738.78% 635.82%
       
Max. Consecutive Winning Trades 13 10 12
Max. Consecutive Losing Trades 4 2 4
Avg. Bars in Total Trades 8.89 10.12 8.18
Avg. Bars in Winning Trades 9.33 11.03 8.28
Avg. Bars in Losing Trades 7.37 6.69 7.70
Max. Shares/Contracts Held 2 2 2
Account Size Required $8,250.00 $5,600.00 $11,375.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 249.54%
Annual Rate of Return 140.98%
Buy & Hold Return 16.20%
Return on Account 1814.85%    
Avg. Monthly Return $12,672.92    
Std. Deviation of Monthly Return $10,216.72    
       
Return Retracement Ratio 4.12    
RINA Index 404.42    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 10 Mths, 19 Dys, 5 Hrs, 15 Mins    
Percent of Time in the Market 33.45%
Time in the Market 108 Dys, 11 Hrs    
Longest Flat Period 13 Dys, 19 Hrs, 45 Mins    
       
Max. Equity Run-up $152,575.00    
Date of Max. Equity Run-up 11/05/03 16:15    
Max. Equity Run-up as % of Initial Capital 254.29%    
 
Max. Drawdown (Intra-day Peak to Valley) 
Value ($11,800.00) ($7,550.00) ($16,900.00)
Date 06/17/03 10:00    
as % of Initial Capital 19.67%  n/a  n/a
Net Profit as % of Drawdown 1268.86% 1061.92% 411.54%
Select Net Profit as % of Drawdown 1198.52% 865.89% 450.00%
Adjusted Net Profit as % of Drawdown 943.46% 713.94% 244.55%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($8,250.00) ($5,600.00) ($11,375.00)
Date 05/28/03 11:30    
as % of Initial Capital (13.75%) (9.33%) (18.96%)
Net Profit as % of Drawdown 1814.85% 1431.70% 611.43%
Select Net Profit as % of Drawdown 1714.24% 1167.41% 668.57%
Adjusted Net Profit as % of Drawdown 1349.44% 962.54% 363.32%
       
Max. Trade Drawdown ($6,500.00) ($3,400.00) ($6,500.00)
     
     
     
Created by TradeStation: 11/5/2003 9:21:52 PM, Copyright (c) 1991-2003 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report EdRossSell1.7jDL, @SP.P, 30 min, 12/5/2002 10:00:00 AM - 11/5/2003 4:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 207 157 49
Avg. Trade Net Profit $723.31 $1,710.19 ($2,423.98)
1 Std. Deviation of Avg. Trade $2,292.40 $1,565.63 $1,130.70
Avg. Trade + 1 Std. Deviation $3,015.71 $3,275.82 ($1,293.28)
Avg. Trade - 1 Std. Deviation ($1,569.09) $144.56 ($3,554.68)
Coefficient of Variation 316.93% 91.55% 46.65%
Time Averages
Avg. Time in Trades 17 Hrs, 57 Mins 18 Hrs, 49 Mins 15 Hrs, 4 Mins
Avg. Time Between Trades 1 Dy, 19 Hrs, 50 Mins 1 Dy, 6 Hrs, 54 Mins 5 Dys, 18 Hrs, 2 Mins
Avg. Time Between Trade Profit Peaks 4 Dys
Outliers Total Positive Negative
Number of Outliers 3 2 1
Outlier Profit/Loss $8,300.00 $14,800.00 ($6,500.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $7,875.00 ($6,500.00)
Max. Value Date 1/2/2003 3/17/2003
Avg. Value $2,216.43 ($1,031.28)
1 Std. Deviation $1,480.04 $1,097.98
Avg. + 1Std. Deviation $3,696.47 $66.70
Avg. - 1Std. Deviation $736.38 ($2,129.26)
Coefficient of Variation 66.78% 106.47%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 22.21% 68.27% 53.94%
1 Std. Deviation 58.08% 28.26% 36.20%
Avg. + 1Std. Deviation 80.29% 96.53% 90.14%
Avg. - 1Std. Deviation (35.86%) 40.02% 17.75%
Coefficient of Variation 261.43% 41.39% 67.10%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $7,550.00 ($6,500.00)
Largest Profit/Loss as % of Gross 2.81% 5.47%
Largest Consec. Profit/Loss $18,375.00 ($8,250.00)
Largest Consec. Profit/Loss as % of Gross 6.84% 6.95%

Consecutive Winners

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 4 $406.25 ($2,406.25)
2 8 $1,998.44 ($2,425.00)
3 5 $1,745.00 ($2,500.00)
4 10 $1,970.62 ($2,197.22)
6 4 $2,135.42 ($3,525.00)
7 1 $1,467.86 ($2,450.00)
8 1 $1,853.13 ($2,800.00)
9 2 $1,511.11 ($1,087.50)
12 1 $1,060.42 ($450.00)
13 1 $1,048.08 ($3,000.00)

Consecutive Losers

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 27 ($2,648.15) $1,793.52
2 6 ($2,291.67) $1,583.33
3 2 ($2,391.67) $925.00
4 1 ($1,356.25) $125.00

Created by TradeStation: 11/5/2003 9:21:52 PM, Copyright (c) 1991-2003 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Shares/Ctrts
Profit/Loss		 Gross P/L
Cum Net Profit		 % Profit Run-up
DrawDown		 Efficiency Total Eff. Comm. Slippage
 1  Sell Short  12/16/02 16:15  TMSell  $906.90  1  $1,425.00  0.63%  $1,625.00  86.67%    $0.00  $0.00
   Buy to Cover  12/17/02 11:00  PTgt1Osc  $901.20  $1,425.00  $1,425.00    ($250.00)  89.33%  76.00%  $0.00  $0.00
 2  Sell Short  12/16/02 16:15  TMSell  $906.90  1  $800.00  0.35%  $1,650.00  86.84%    $0.00  $0.00
   Buy to Cover  12/17/02 13:00  Stop2Osc  $903.70  $800.00  $2,225.00    ($250.00)  55.26%  42.11%  $0.00  $0.00
 3  Buy  12/18/02 10:30  TMBuy  $888.70  1  $1,200.00  0.54%  $1,200.00  49.48%    $0.00  $0.00
   Sell  12/19/02 10:00  PTgt1Osc  $893.50  $1,200.00  $3,425.00    ($1,225.00)  100.00%  49.48%  $0.00  $0.00
 4  Buy  12/18/02 10:30  TMBuy  $888.70  1  $250.00  0.11%  $2,125.00  63.43%    $0.00  $0.00
   Sell  12/19/02 11:00  ProfProtPrc  $889.70  $250.00  $3,675.00    ($1,225.00)  44.03%  7.46%  $0.00  $0.00
 5  Buy  12/19/02 13:30  TMBuy  $880.20  1  $2,450.00  1.11%  $2,500.00  72.99%    $0.00  $0.00
   Sell  12/20/02 10:00  PTgt1Osc  $890.00  $2,450.00  $6,125.00    ($925.00)  98.54%  71.53%  $0.00  $0.00
 6  Buy  12/19/02 13:30  TMBuy  $880.20  1  $3,175.00  1.44%  $3,675.00  79.89%    $0.00  $0.00
   Sell  12/20/02 13:00  PTgt2Osc  $892.90  $3,175.00  $9,300.00    ($925.00)  89.13%  69.02%  $0.00  $0.00
 7  Buy  12/27/02 13:00  TMBuy  $877.70  2  ($2,650.00)  (0.60%)  $0.00  0.00%    $0.00  $0.00
   Sell  12/27/02 14:30  Stop1Prc  $872.40  ($2,650.00)  $6,650.00    ($2,650.00)  0.00%  (100.00%)  $0.00  $0.00
 8  Buy  12/27/02 14:30  TMBuy  $873.90  2  ($2,650.00)  (0.61%)  $650.00  19.70%    $0.00  $0.00
   Sell  12/30/02 11:30  Stop1Prc  $868.60  ($2,650.00)  $4,000.00    ($2,650.00)  0.00%  (80.30%)  $0.00  $0.00
 9  Buy  12/30/02 11:30  TMBuy  $869.50  2  $500.00  0.12%  $2,300.00  80.70%    $0.00  $0.00
   Sell  12/30/02 13:00  ProfProtPrc  $870.50  $500.00  $4,500.00    ($550.00)  36.84%  17.54%  $0.00  $0.00
 10  Buy  12/31/02 11:00  TMBuy  $867.70  1  $7,250.00  3.34%  $7,375.00  95.16%    $0.00  $0.00
   Sell  01/02/03 10:30  PTgt1Osc  $896.70  $7,250.00  $11,750.00    ($375.00)  98.39%  93.55%  $0.00  $0.00
 11  Buy  12/31/02 11:00  TMBuy  $867.70  1  $7,550.00  3.48%  $7,875.00  95.45%    $0.00  $0.00
   Sell  01/02/03 11:00  PTgt2Osc  $897.90  $7,550.00  $19,300.00    ($375.00)  96.06%  91.52%  $0.00  $0.00
 12  Sell Short  01/02/03 16:15  TMSell  $905.20  1  $550.00  0.24%  $1,200.00  60.00%    $0.00  $0.00
   Buy to Cover  01/03/03 12:00  PTgt1Osc  $903.00  $550.00  $19,850.00    ($800.00)  67.50%  27.50%  $0.00  $0.00
 13  Sell Short  01/02/03 16:15  TMSell  $905.20  1  $0.00  0.00%  $1,450.00  64.44%    $0.00  $0.00
   Buy to Cover  01/03/03 16:00  Stop2Osc  $905.20  $0.00  $19,850.00    ($800.00)  35.56%  0.00%  $0.00  $0.00
 14  Sell Short  01/03/03 16:15  TMSell  $908.20  2  ($2,500.00)  (0.55%)  $1,000.00  28.57%    $0.00  $0.00
   Buy to Cover  01/06/03 10:30  Stop1Prc  $913.20  ($2,500.00)  $17,350.00    ($2,500.00)  0.00%  (71.43%)  $0.00  $0.00
 15  Sell Short  01/06/03 11:30  TMSell  $919.20  2  ($2,550.00)  (0.55%)  $100.00  3.77%    $0.00  $0.00
   Buy to Cover  01/06/03 13:30  Stop1Prc  $924.30  ($2,550.00)  $14,800.00    ($2,550.00)  0.00%  (96.23%)  $0.00  $0.00
 16  Sell Short  01/06/03 14:30  TMSell  $926.50  2  $500.00  0.11%  $3,150.00  70.00%    $0.00  $0.00
   Buy to Cover  01/07/03 10:30  ProfProtPrc  $925.50  $500.00  $15,300.00    ($1,350.00)  41.11%  11.11%  $0.00  $0.00
 17  Buy  01/08/03 14:00  TMBuy  $910.00  1  $1,675.00  0.74%  $1,750.00  57.38%    $0.00  $0.00
   Sell  01/09/03 10:00  PTgt1Osc  $916.70  $1,675.00  $16,975.00    ($1,300.00)  97.54%  54.92%  $0.00  $0.00
 18  Buy  01/08/03 14:00  TMBuy  $910.00  1  $4,725.00  2.08%  $4,800.00  78.69%    $0.00  $0.00
   Sell  01/10/03 11:00  PTgt2Osc  $928.90  $4,725.00  $21,700.00    ($1,300.00)  98.77%  77.46%  $0.00  $0.00
 19  Sell Short  01/13/03 10:00  TMSell  $930.20  2  $350.00  0.08%  $6,000.00  82.76%    $0.00  $0.00
   Buy to Cover  01/15/03 10:00  ProfProtPrc  $929.50  $350.00  $22,050.00    ($1,250.00)  22.07%  4.83%  $0.00  $0.00
 20  Buy  01/21/03 10:30  TMBuy  $896.20  2  ($2,750.00)  (0.61%)  $350.00  11.29%    $0.00  $0.00
   Sell  01/21/03 12:00  Stop1Prc  $890.70  ($2,750.00)  $19,300.00    ($2,750.00)  0.00%  (88.71%)  $0.00  $0.00
 21  Sell Short  02/03/03 14:00  TMSell  $858.20  1  $4,250.00  2.02%  $5,000.00  86.21%    $0.00  $0.00
   Buy to Cover  02/04/03 10:30  PTgt1Osc  $841.20  $4,250.00  $23,550.00    ($800.00)  87.07%  73.28%  $0.00  $0.00
 22  Sell Short  02/03/03 14:00  TMSell  $858.20  1  $4,550.00  2.17%  $5,000.00  86.21%    $0.00  $0.00
   Buy to Cover  02/04/03 11:00  Cover  $840.00  $4,550.00  $28,100.00    ($800.00)  92.24%  78.45%  $0.00  $0.00
 23  Buy  02/07/03 10:30  TMBuy  $829.00  2  $500.00  0.12%  $2,100.00  70.00%    $0.00  $0.00
   Sell  02/07/03 12:30  ProfProtPrc  $830.00  $500.00  $28,600.00    ($900.00)  46.67%  16.67%  $0.00  $0.00
 24  Buy  02/07/03 13:30  TMBuy  $826.90  2  ($2,500.00)  (0.60%)  $1,650.00  39.76%    $0.00  $0.00
   Sell  02/10/03 10:30  Stop1Prc  $821.90  ($2,500.00)  $26,100.00    ($2,500.00)  0.00%  (60.24%)  $0.00  $0.00
 25  Buy  02/10/03 10:30  TMBuy  $823.20  1  $3,875.00  1.88%  $3,875.00  81.58%    $0.00  $0.00
   Sell  02/11/03 10:00  PTgt1Osc  $838.70  $3,875.00  $29,975.00    ($875.00)  100.00%  81.58%  $0.00  $0.00
 26  Buy  02/10/03 10:30  TMBuy  $823.20  1  $2,950.00  1.43%  $4,250.00  82.93%    $0.00  $0.00
   Sell  02/11/03 10:30  PTgt2Osc  $835.00  $2,950.00  $32,925.00    ($875.00)  74.63%  57.56%  $0.00  $0.00
 27  Buy  02/12/03 11:30  TMBuy  $821.30  2  $500.00  0.12%  $1,700.00  97.14%    $0.00  $0.00
   Sell  02/12/03 12:30  ProfProtPrc  $822.30  $500.00  $33,425.00    ($50.00)  31.43%  28.57%  $0.00  $0.00
 28  Buy  02/12/03 13:30  TMBuy  $819.00  2  ($2,500.00)  (0.61%)  $1,700.00  40.48%    $0.00  $0.00
   Sell  02/12/03 16:15  Stop1Prc  $814.00  ($2,500.00)  $30,925.00    ($2,500.00)  0.00%  (59.52%)  $0.00  $0.00
 29  Buy  02/14/03 12:30  TMBuy  $813.90  1  $4,500.00  2.21%  $4,575.00  100.00%    $0.00  $0.00
   Sell  02/14/03 16:00  PTgt1Osc  $831.90  $4,500.00  $35,425.00    $0.00  98.36%  98.36%  $0.00  $0.00
 30  Buy  02/14/03 12:30  TMBuy  $813.90  1  $5,200.00  2.56%  $5,250.00  100.00%    $0.00  $0.00
   Sell  02/14/03 16:15  PTgt2Osc  $834.70  $5,200.00  $40,625.00    $0.00  99.05%  99.05%  $0.00  $0.00
 31  Sell Short  02/18/03 16:15  TMSell  $849.20  1  $1,750.00  0.83%  $2,075.00  100.00%    $0.00  $0.00
   Buy to Cover  02/19/03 11:00  PTgt1Osc  $842.20  $1,750.00  $42,375.00    $0.00  84.34%  84.34%  $0.00  $0.00
 32  Sell Short  02/18/03 16:15  TMSell  $849.20  1  $1,875.00  0.89%  $2,350.00  100.00%    $0.00  $0.00
   Buy to Cover  02/19/03 12:00  PTgt2Osc  $841.70  $1,875.00  $44,250.00    $0.00  79.79%  79.79%  $0.00  $0.00
 33  Sell Short  02/21/03 15:00  TMSell  $846.20  1  $2,175.00  1.04%  $2,300.00  83.64%    $0.00  $0.00
   Buy to Cover  02/24/03 10:00  PTgt1Osc  $837.50  $2,175.00  $46,425.00    ($450.00)  95.45%  79.09%  $0.00  $0.00
 34  Sell Short  02/21/03 15:00  TMSell  $846.20  1  $2,875.00  1.38%  $3,050.00  87.14%    $0.00  $0.00
   Buy to Cover  02/24/03 11:30  PTgt2Osc  $834.70  $2,875.00  $49,300.00    ($450.00)  95.00%  82.14%  $0.00  $0.00
 35  Buy  02/25/03 10:00  TMBuy  $821.50  2  ($2,500.00)  (0.61%)  $1,600.00  32.00%    $0.00  $0.00
   Sell  02/25/03 12:30  Stop1Prc  $816.50  ($2,500.00)  $46,800.00    ($3,400.00)  18.00%  (50.00%)  $0.00  $0.00
 36  Sell Short  03/03/03 10:00  TMSell  $849.10  1  $2,675.00  1.28%  $3,050.00  91.73%    $0.00  $0.00
   Buy to Cover  03/03/03 14:00  PTgt1Osc  $838.40  $2,675.00  $49,475.00    ($275.00)  88.72%  80.45%  $0.00  $0.00
 37  Sell Short  03/03/03 10:00  TMSell  $849.10  1  $3,725.00  1.79%  $4,100.00  93.71%    $0.00  $0.00
   Buy to Cover  03/03/03 15:00  PTgt2Osc  $834.20  $3,725.00  $53,200.00    ($275.00)  91.43%  85.14%  $0.00  $0.00
 38  Buy  03/04/03 10:00  TMBuy  $827.20  2  ($2,500.00)  (0.60%)  $900.00  26.47%    $0.00  $0.00
   Sell  03/04/03 14:30  Stop1Prc  $822.20  ($2,500.00)  $50,700.00    ($2,500.00)  0.00%  (73.53%)  $0.00  $0.00
 39  Buy  03/05/03 11:00  TMBuy  $817.20  1  $2,600.00  1.27%  $2,600.00  91.23%    $0.00  $0.00
   Sell  03/05/03 16:00  PTgt1Osc  $827.60  $2,600.00  $53,300.00    ($250.00)  100.00%  91.23%  $0.00  $0.00
 40  Buy  03/05/03 11:00  TMBuy  $817.20  1  $250.00  0.12%  $2,625.00  91.30%    $0.00  $0.00
   Sell  03/06/03 10:00  ProfProtPrc  $818.20  $250.00  $53,550.00    ($250.00)  17.39%  8.70%  $0.00  $0.00
 41  Buy  03/07/03 10:00  TMBuy  $814.00  1  $2,875.00  1.41%  $3,425.00  99.28%    $0.00  $0.00
   Sell  03/07/03 12:30  PTgt1Osc  $825.50  $2,875.00  $56,425.00    ($25.00)  84.06%  83.33%  $0.00  $0.00
 42  Buy  03/07/03 10:00  TMBuy  $814.00  1  $2,625.00  1.29%  $3,425.00  99.28%    $0.00  $0.00
   Sell  03/07/03 13:00  PTgt2Osc  $824.50  $2,625.00  $59,050.00    ($25.00)  76.81%  76.09%  $0.00  $0.00
 43  Buy  03/10/03 16:00  TMBuy  $804.20  2  $500.00  0.12%  $4,000.00  94.12%    $0.00  $0.00
   Sell  03/11/03 11:00  ProfProtPrc  $805.20  $500.00  $59,550.00    ($250.00)  17.65%  11.76%  $0.00  $0.00
 44  Buy  03/11/03 11:00  TMBuy  $802.20  1  $1,175.00  0.59%  $1,300.00  69.33%    $0.00  $0.00
   Sell  03/11/03 12:30  PTgt1Osc  $806.90  $1,175.00  $60,725.00    ($575.00)  93.33%  62.67%  $0.00  $0.00
 45  Buy  03/11/03 11:00  TMBuy  $802.20  1  $250.00  0.12%  $1,575.00  73.26%    $0.00  $0.00
   Sell  03/11/03 14:30  ProfProtPrc  $803.20  $250.00  $60,975.00    ($575.00)  38.37%  11.63%  $0.00  $0.00
 46  Buy  03/11/03 15:30  TMBuy  $800.50  2  ($2,450.00)  (0.61%)  $250.00  9.26%    $0.00  $0.00
   Sell  03/12/03 10:00  Stop1Prc  $795.60  ($2,450.00)  $58,525.00    ($2,450.00)  0.00%  (90.74%)  $0.00  $0.00
 47  Buy  03/12/03 11:30  TMBuy  $790.90  1  $1,650.00  0.83%  $1,950.00  62.40%    $0.00  $0.00
   Sell  03/12/03 15:00  PTgt1Osc  $797.50  $1,650.00  $60,175.00    ($1,175.00)  90.40%  52.80%  $0.00  $0.00
 48  Buy  03/12/03 11:30  TMBuy  $790.90  1  $3,125.00  1.58%  $3,200.00  73.14%    $0.00  $0.00
   Sell  03/12/03 16:15  PTgt2Osc  $803.40  $3,125.00  $63,300.00    ($1,175.00)  98.29%  71.43%  $0.00  $0.00
 49  Sell Short  03/14/03 11:30  TMSell  $838.80  1  $2,425.00  1.17%  $3,200.00  92.75%    $0.00  $0.00
   Buy to Cover  03/14/03 13:00  PTgt1Osc  $829.10  $2,425.00  $65,725.00    ($250.00)  77.54%  70.29%  $0.00  $0.00
 50  Sell Short  03/14/03 11:30  TMSell  $838.80  1  $1,825.00  0.88%  $3,250.00  92.86%    $0.00  $0.00
   Buy to Cover  03/14/03 16:00  Stop2Osc  $831.50  $1,825.00  $67,550.00    ($250.00)  59.29%  52.14%  $0.00  $0.00
 51  Sell Short  03/17/03 10:30  TMSell  $841.30  2  ($4,000.00)  (0.94%)  $250.00  3.70%    $0.00  $0.00
   Buy to Cover  03/17/03 11:30  Stop1Prc  $849.30  ($4,000.00)  $63,550.00    ($6,500.00)  37.04%  (59.26%)  $0.00  $0.00
 52  Sell Short  03/17/03 13:00  TMSell  $853.50  2  ($2,350.00)  (0.55%)  $1,600.00  40.51%    $0.00  $0.00
   Buy to Cover  03/17/03 15:30  Stop1Prc  $858.20  ($2,350.00)  $61,200.00    ($2,350.00)  0.00%  (59.49%)  $0.00  $0.00
 53  Sell Short  03/17/03 16:00  TMSell  $860.80  2  $500.00  0.12%  $3,000.00  61.86%    $0.00  $0.00
   Buy to Cover  03/18/03 10:30  ProfProtPrc  $859.80  $500.00  $61,700.00    ($1,850.00)  48.45%  10.31%  $0.00  $0.00
 54  Sell Short  03/18/03 10:30  TMSell  $863.60  1  $1,325.00  0.62%  $1,525.00  100.00%    $0.00  $0.00
   Buy to Cover  03/18/03 12:30  PTgt1Osc  $858.30  $1,325.00  $63,025.00    $0.00  86.89%  86.89%  $0.00  $0.00
 55  Sell Short  03/18/03 10:30  TMSell  $863.60  1  $250.00  0.12%  $1,525.00  100.00%    $0.00  $0.00
   Buy to Cover  03/18/03 14:00  ProfProtPrc  $862.60  $250.00  $63,275.00    $0.00  16.39%  16.39%  $0.00  $0.00
 56  Sell Short  03/19/03 13:30  TMSell  $865.60  2  ($2,500.00)  (0.57%)  $2,050.00  45.05%    $0.00  $0.00
   Buy to Cover  03/19/03 15:00  Stop1Prc  $870.60  ($2,500.00)  $60,775.00    ($2,500.00)  0.00%  (54.95%)  $0.00  $0.00
 57  Sell Short  03/19/03 15:30  TMSell  $870.60  1  $3,325.00  1.55%  $3,575.00  84.12%    $0.00  $0.00
   Buy to Cover  03/20/03 10:30  PTgt1Osc  $857.30  $3,325.00  $64,100.00    ($675.00)  94.12%  78.24%  $0.00  $0.00
 58  Sell Short  03/19/03 15:30  TMSell  $870.60  1  $250.00  0.11%  $3,575.00  84.12%    $0.00  $0.00
   Buy to Cover  03/20/03 11:30  ProfProtPrc  $869.60  $250.00  $64,350.00    ($675.00)  21.76%  5.88%  $0.00  $0.00
 59  Sell Short  03/20/03 13:30  TMSell  $873.80  2  $500.00  0.11%  $2,150.00  50.59%    $0.00  $0.00
   Buy to Cover  03/20/03 15:30  ProfProtPrc  $872.80  $500.00  $64,850.00    ($2,100.00)  61.18%  11.76%  $0.00  $0.00
 60  Sell Short  03/21/03 10:00  TMSell  $878.30  2  ($2,450.00)  (0.55%)  $1,500.00  37.97%    $0.00  $0.00
   Buy to Cover  03/21/03 12:00  Stop1Prc  $883.20  ($2,450.00)  $62,400.00    ($2,450.00)  0.00%  (62.03%)  $0.00  $0.00
 61  Sell Short  03/21/03 12:00  TMSell  $882.30  2  ($2,450.00)  (0.55%)  $750.00  23.44%    $0.00  $0.00
   Buy to Cover  03/21/03 13:00  Stop1Prc  $887.20  ($2,450.00)  $59,950.00    ($2,450.00)  0.00%  (76.56%)  $0.00  $0.00
 62  Sell Short  03/21/03 15:30  TMSell  $891.60  1  $5,625.00  2.59%  $5,650.00  88.63%    $0.00  $0.00
   Buy to Cover  03/24/03 10:30  PTgt1Osc  $869.10  $5,625.00  $65,575.00    ($725.00)  99.61%  88.24%  $0.00  $0.00
 63  Sell Short  03/21/03 15:30  TMSell  $891.60  1  $6,025.00  2.78%  $6,525.00  90.00%    $0.00  $0.00
   Buy to Cover  03/24/03 11:00  PTgt2Osc  $867.50  $6,025.00  $71,600.00    ($725.00)  93.10%  83.10%  $0.00  $0.00
 64  Buy  03/27/03 10:00  TMBuy  $856.80  1  $2,200.00  1.03%  $2,750.00  88.71%    $0.00  $0.00
   Sell  03/27/03 13:30  PTgt1Osc  $865.60  $2,200.00  $73,800.00    ($350.00)  82.26%  70.97%  $0.00  $0.00
 65  Buy  03/27/03 10:00  TMBuy  $856.80  1  $1,500.00  0.70%  $3,825.00  91.62%    $0.00  $0.00
   Sell  03/28/03 10:30  Stop2Osc  $862.80  $1,500.00  $75,300.00    ($350.00)  44.31%  35.93%  $0.00  $0.00
 66  Sell Short  04/02/03 15:30  TMSell  $880.30  2  ($1,750.00)  (0.40%)  $2,400.00  57.83%    $0.00  $0.00
   Buy to Cover  04/03/03 10:00  ProfProtPrc  $883.80  ($1,750.00)  $73,550.00    ($1,750.00)  0.00%  (42.17%)  $0.00  $0.00
 67  Sell Short  04/03/03 14:30  TMSell  $882.80  1  $2,250.00  1.03%  $2,375.00  95.00%    $0.00  $0.00
   Buy to Cover  04/03/03 16:00  PTgt1Osc  $873.80  $2,250.00  $75,800.00    ($125.00)  95.00%  90.00%  $0.00  $0.00
 68  Sell Short  04/03/03 14:30  TMSell  $882.80  1  $2,700.00  1.24%  $2,750.00  95.65%    $0.00  $0.00
   Buy to Cover  04/03/03 16:15  PTgt2Osc  $872.00  $2,700.00  $78,500.00    ($125.00)  98.26%  93.91%  $0.00  $0.00
 69  Sell Short  04/07/03 10:00  TMSell  $899.80  1  $3,200.00  1.44%  $3,200.00  76.19%    $0.00  $0.00
   Buy to Cover  04/07/03 15:00  PTgt1Osc  $887.00  $3,200.00  $81,700.00    ($1,000.00)  100.00%  76.19%  $0.00  $0.00
 70  Sell Short  04/07/03 10:00  TMSell  $899.80  1  $5,950.00  2.72%  $6,175.00  86.06%    $0.00  $0.00
   Buy to Cover  04/07/03 16:15  PTgt2Osc  $876.00  $5,950.00  $87,650.00    ($1,000.00)  96.86%  82.93%  $0.00  $0.00
 71  Buy  04/09/03 13:00  TMBuy  $867.80  2  $500.00  0.12%  $2,750.00  70.51%    $0.00  $0.00
   Sell  04/09/03 16:00  ProfProtPrc  $868.80  $500.00  $88,150.00    ($1,150.00)  42.31%  12.82%  $0.00  $0.00
 72  Buy  04/09/03 16:00  TMBuy  $863.80  2  $500.00  0.12%  $2,500.00  59.52%    $0.00  $0.00
   Sell  04/10/03 15:30  ProfProtPrc  $864.80  $500.00  $88,650.00    ($1,700.00)  52.38%  11.90%  $0.00  $0.00
 73  Sell Short  04/15/03 10:30  TMSell  $883.10  2  ($2,450.00)  (0.55%)  $150.00  5.77%    $0.00  $0.00
   Buy to Cover  04/15/03 11:30  Stop1Prc  $888.00  ($2,450.00)  $86,200.00    ($2,450.00)  0.00%  (94.23%)  $0.00  $0.00
 74  Sell Short  04/15/03 12:30  TMSell  $886.50  1  $800.00  0.36%  $1,050.00  64.62%    $0.00  $0.00
   Buy to Cover  04/15/03 14:00  PTgt1Osc  $883.30  $800.00  $87,000.00    ($575.00)  84.62%  49.23%  $0.00  $0.00
 75  Sell Short  04/15/03 12:30  TMSell  $886.50  1  $250.00  0.11%  $1,125.00  66.18%    $0.00  $0.00
   Buy to Cover  04/15/03 15:00  ProfProtPrc  $885.50  $250.00  $87,250.00    ($575.00)  48.53%  14.71%  $0.00  $0.00
 76  Sell Short  04/15/03 16:00  TMSell  $889.60  2  ($2,450.00)  (0.55%)  $250.00  9.26%    $0.00  $0.00
   Buy to Cover  04/16/03 10:00  Stop1Prc  $894.50  ($2,450.00)  $84,800.00    ($2,450.00)  0.00%  (90.74%)  $0.00  $0.00
 77  Sell Short  04/21/03 10:00  TMSell  $896.40  1  $1,825.00  0.82%  $2,650.00  99.07%    $0.00  $0.00
   Buy to Cover  04/21/03 11:30  PTgt1Osc  $889.10  $1,825.00  $86,625.00    ($25.00)  69.16%  68.22%  $0.00  $0.00
 78  Sell Short  04/21/03 10:00  TMSell  $896.40  1  $1,075.00  0.48%  $2,650.00  99.07%    $0.00  $0.00
   Buy to Cover  04/21/03 12:30  Stop2Osc  $892.10  $1,075.00  $87,700.00    ($25.00)  41.12%  40.19%  $0.00  $0.00
 79  Sell Short  04/22/03 11:00  TMSell  $897.50  2  $500.00  0.11%  $2,250.00  80.36%    $0.00  $0.00
   Buy to Cover  04/22/03 12:00  ProfProtPrc  $896.50  $500.00  $88,200.00    ($550.00)  37.50%  17.86%  $0.00  $0.00
 80  Sell Short  04/22/03 15:30  TMSell  $910.00  2  ($2,550.00)  (0.56%)  $1,350.00  34.62%    $0.00  $0.00
   Buy to Cover  04/23/03 12:30  Stop1Prc  $915.10  ($2,550.00)  $85,650.00    ($2,550.00)  0.00%  (65.38%)  $0.00  $0.00
 81  Sell Short  04/23/03 16:00  TMSell  $916.80  1  $1,050.00  0.46%  $2,250.00  86.54%    $0.00  $0.00
   Buy to Cover  04/24/03 10:30  PTgt1Osc  $912.60  $1,050.00  $86,700.00    ($350.00)  53.85%  40.38%  $0.00  $0.00
 82  Sell Short  04/23/03 16:00  TMSell  $916.80  1  $2,625.00  1.16%  $3,100.00  89.86%    $0.00  $0.00
   Buy to Cover  04/24/03 12:00  PTgt2Osc  $906.30  $2,625.00  $89,325.00    ($350.00)  86.23%  76.09%  $0.00  $0.00
 83  Buy  04/25/03 11:30  TMBuy  $896.80  1  $1,750.00  0.78%  $1,750.00  79.55%    $0.00  $0.00
   Sell  04/28/03 10:00  PTgt1Osc  $903.80  $1,750.00  $91,075.00    ($450.00)  100.00%  79.55%  $0.00  $0.00
 84  Buy  04/25/03 11:30  TMBuy  $896.80  1  $3,825.00  1.71%  $3,875.00  89.60%    $0.00  $0.00
   Sell  04/28/03 11:00  PTgt2Osc  $912.10  $3,825.00  $94,900.00    ($450.00)  98.84%  88.44%  $0.00  $0.00
 85  Sell Short  05/02/03 14:00  TMSell  $926.60  2  ($2,550.00)  (0.55%)  $650.00  20.31%    $0.00  $0.00
   Buy to Cover  05/05/03 10:30  Stop1Prc  $931.70  ($2,550.00)  $92,350.00    ($2,550.00)  0.00%  (79.69%)  $0.00  $0.00
 86  Sell Short  05/05/03 10:30  TMSell  $930.00  2  $500.00  0.11%  $3,850.00  83.70%    $0.00  $0.00
   Buy to Cover  05/05/03 13:00  ProfProtPrc  $929.00  $500.00  $92,850.00    ($750.00)  27.17%  10.87%  $0.00  $0.00
 87  Sell Short  05/06/03 10:30  TMSell  $930.60  2  ($2,600.00)  (0.56%)  $1,650.00  38.82%    $0.00  $0.00
   Buy to Cover  05/06/03 13:30  Stop1Prc  $935.80  ($2,600.00)  $90,250.00    ($2,600.00)  0.00%  (61.18%)  $0.00  $0.00
 88  Sell Short  05/06/03 14:30  TMSell  $934.80  1  $1,250.00  0.54%  $2,125.00  70.83%    $0.00  $0.00
   Buy to Cover  05/06/03 15:30  PTgt1Osc  $929.80  $1,250.00  $91,500.00    ($875.00)  70.83%  41.67%  $0.00  $0.00
 89  Sell Short  05/06/03 14:30  TMSell  $934.80  1  $250.00  0.11%  $2,125.00  70.83%    $0.00  $0.00
   Buy to Cover  05/06/03 16:15  ProfProtPrc  $933.80  $250.00  $91,750.00    ($875.00)  37.50%  8.33%  $0.00  $0.00
 90  Sell Short  05/12/03 11:00  TMSell  $937.60  2  ($2,600.00)  (0.55%)  $650.00  20.00%    $0.00  $0.00
   Buy to Cover  05/12/03 12:30  Stop1Prc  $942.80  ($2,600.00)  $89,150.00    ($2,600.00)  0.00%  (80.00%)  $0.00  $0.00
 91  Sell Short  05/12/03 15:30  TMSell  $943.60  1  $950.00  0.40%  $1,450.00  86.57%    $0.00  $0.00
   Buy to Cover  05/13/03 10:00  PTgt1Osc  $939.80  $950.00  $90,100.00    ($225.00)  70.15%  56.72%  $0.00  $0.00
 92  Sell Short  05/12/03 15:30  TMSell  $943.60  1  $250.00  0.11%  $1,575.00  87.50%    $0.00  $0.00
   Buy to Cover  05/13/03 11:30  ProfProtPrc  $942.60  $250.00  $90,350.00    ($225.00)  26.39%  13.89%  $0.00  $0.00
 93  Sell Short  05/13/03 13:00  TMSell  $945.00  1  $1,725.00  0.74%  $2,000.00  90.91%    $0.00  $0.00
   Buy to Cover  05/13/03 14:30  PTgt1Osc  $938.10  $1,725.00  $92,075.00    ($200.00)  87.50%  78.41%  $0.00  $0.00
 94  Sell Short  05/13/03 13:00  TMSell  $945.00  1  $1,400.00  0.60%  $2,000.00  90.91%    $0.00  $0.00
   Buy to Cover  05/13/03 15:00  Stop2Osc  $939.40  $1,400.00  $93,475.00    ($200.00)  72.73%  63.64%  $0.00  $0.00
 95  Sell Short  05/15/03 10:00  TMSell  $945.80  2  $500.00  0.11%  $4,400.00  85.44%    $0.00  $0.00
   Buy to Cover  05/15/03 14:30  ProfProtPrc  $944.80  $500.00  $93,975.00    ($750.00)  24.27%  9.71%  $0.00  $0.00
 96  Sell Short  05/16/03 10:00  TMSell  $943.80  2  $500.00  0.11%  $3,550.00  100.00%    $0.00  $0.00
   Buy to Cover  05/16/03 13:00  ProfProtPrc  $942.80  $500.00  $94,475.00    $0.00  14.08%  14.08%  $0.00  $0.00
 97  Sell Short  05/16/03 15:00  TMSell  $945.60  1  $4,500.00  1.94%  $4,575.00  94.82%    $0.00  $0.00
   Buy to Cover  05/19/03 10:30  PTgt1Osc  $927.60  $4,500.00  $98,975.00    ($250.00)  98.45%  93.26%  $0.00  $0.00
 98  Sell Short  05/16/03 15:00  TMSell  $945.60  1  $5,000.00  2.16%  $5,275.00  95.48%    $0.00  $0.00
   Buy to Cover  05/19/03 11:30  Stop2Osc  $925.60  $5,000.00  $103,975.00    ($250.00)  95.02%  90.50%  $0.00  $0.00
 99  Buy  05/19/03 12:00  TMBuy  $922.50  2  ($2,800.00)  (0.61%)  $1,050.00  27.27%    $0.00  $0.00
   Sell  05/20/03 13:30  Stop1Prc  $916.90  ($2,800.00)  $101,175.00    ($2,800.00)  0.00%  (72.73%)  $0.00  $0.00
 100  Buy  05/20/03 13:30  TMBuy  $917.00  2  ($2,800.00)  (0.61%)  $1,400.00  33.33%    $0.00  $0.00
   Sell  05/20/03 15:00  Stop1Prc  $911.40  ($2,800.00)  $98,375.00    ($2,800.00)  0.00%  (66.67%)  $0.00  $0.00
 101  Sell Short  05/27/03 16:00  TMSell  $950.50  2  ($2,650.00)  (0.55%)  $1,250.00  32.05%    $0.00  $0.00
   Buy to Cover  05/28/03 11:30  Stop1Prc  $955.80  ($2,650.00)  $95,725.00    ($2,650.00)  0.00%  (67.95%)  $0.00  $0.00
 102  Sell Short  05/28/03 12:00  TMSell  $957.80  1  $1,400.00  0.59%  $1,925.00  100.00%    $0.00  $0.00
   Buy to Cover  05/28/03 13:30  PTgt1Osc  $952.20  $1,400.00  $97,125.00    $0.00  72.73%  72.73%  $0.00  $0.00
 103  Sell Short  05/28/03 12:00  TMSell  $957.80  1  $1,800.00  0.76%  $2,125.00  100.00%    $0.00  $0.00
   Buy to Cover  05/28/03 16:15  Stop2Osc  $950.60  $1,800.00  $98,925.00    $0.00  84.71%  84.71%  $0.00  $0.00
 104  Sell Short  05/29/03 10:30  TMSell  $959.60  1  $2,950.00  1.24%  $3,075.00  89.78%    $0.00  $0.00
   Buy to Cover  05/29/03 13:30  PTgt1Osc  $947.80  $2,950.00  $101,875.00    ($350.00)  96.35%  86.13%  $0.00  $0.00
 105  Sell Short  05/29/03 10:30  TMSell  $959.60  1  $250.00  0.10%  $3,775.00  91.52%    $0.00  $0.00
   Buy to Cover  05/30/03 10:30  ProfProtPrc  $958.60  $250.00  $102,125.00    ($350.00)  14.55%  6.06%  $0.00  $0.00
 106  Sell Short  06/04/03 10:30  TMSell  $979.80  2  ($2,700.00)  (0.55%)  $1,000.00  27.03%    $0.00  $0.00
   Buy to Cover  06/04/03 15:30  Stop1Prc  $985.20  ($2,700.00)  $99,425.00    ($2,700.00)  0.00%  (72.97%)  $0.00  $0.00
 107  Sell Short  06/04/03 16:00  TMSell  $985.30  1  $1,125.00  0.46%  $2,200.00  94.62%    $0.00  $0.00
   Buy to Cover  06/05/03 10:30  PTgt1Osc  $980.80  $1,125.00  $100,550.00    ($125.00)  53.76%  48.39%  $0.00  $0.00
 108  Sell Short  06/04/03 16:00  TMSell  $985.30  1  $250.00  0.10%  $2,200.00  94.62%    $0.00  $0.00
   Buy to Cover  06/05/03 11:00  ProfProtPrc  $984.30  $250.00  $100,800.00    ($125.00)  16.13%  10.75%  $0.00  $0.00
 109  Sell Short  06/05/03 15:30  TMSell  $987.80  2  ($5,000.00)  (1.00%)  $750.00  13.04%    $0.00  $0.00
   Buy to Cover  06/06/03 10:00  Stop1Prc  $997.80  ($5,000.00)  $95,800.00    ($5,000.00)  0.00%  (86.96%)  $0.00  $0.00
 110  Buy  06/09/03 15:30  TMBuy  $972.10  1  $1,675.00  0.69%  $2,425.00  97.00%    $0.00  $0.00
   Sell  06/10/03 10:00  PTgt1Osc  $978.80  $1,675.00  $97,475.00    ($75.00)  70.00%  67.00%  $0.00  $0.00
 111  Buy  06/09/03 15:30  TMBuy  $972.10  1  $3,425.00  1.41%  $3,425.00  97.86%    $0.00  $0.00
   Sell  06/10/03 16:15  PTgt2Osc  $985.80  $3,425.00  $100,900.00    ($75.00)  100.00%  97.86%  $0.00  $0.00
 112  Sell Short  06/11/03 13:30  TMSell  $988.60  2  ($2,750.00)  (0.55%)  $1,400.00  33.73%    $0.00  $0.00
   Buy to Cover  06/11/03 15:30  Stop1Prc  $994.10  ($2,750.00)  $98,150.00    ($2,750.00)  0.00%  (66.27%)  $0.00  $0.00
 113  Sell Short  06/12/03 11:00  TMSell  $996.80  2  $500.00  0.10%  $3,000.00  85.71%    $0.00  $0.00
   Buy to Cover  06/12/03 15:30  ProfProtPrc  $995.80  $500.00  $98,650.00    ($500.00)  28.57%  14.29%  $0.00  $0.00
 114  Sell Short  06/16/03 11:00  TMSell  $1,002.00  2  ($2,800.00)  (0.56%)  $150.00  5.08%    $0.00  $0.00
   Buy to Cover  06/16/03 16:00  Stop1Prc  $1,007.60  ($2,800.00)  $95,850.00    ($2,800.00)  0.00%  (94.92%)  $0.00  $0.00
 115  Sell Short  06/16/03 16:00  TMSell  $1,009.80  1  $125.00  0.05%  $1,125.00  52.94%    $0.00  $0.00
   Buy to Cover  06/17/03 14:00  PTgt1Osc  $1,009.30  $125.00  $95,975.00    ($1,000.00)  52.94%  5.88%  $0.00  $0.00
 116  Sell Short  06/16/03 16:00  TMSell  $1,009.80  1  $2,075.00  0.83%  $2,400.00  65.75%    $0.00  $0.00
   Buy to Cover  06/19/03 11:00  PTgt2Osc  $1,001.50  $2,075.00  $98,050.00    ($1,250.00)  91.10%  56.85%  $0.00  $0.00
 117  Buy  06/19/03 16:00  TMBuy  $993.00  1  $1,300.00  0.52%  $1,950.00  93.98%    $0.00  $0.00
   Sell  06/20/03 11:00  PTgt1Osc  $998.20  $1,300.00  $99,350.00    ($125.00)  68.67%  62.65%  $0.00  $0.00
 118  Buy  06/19/03 16:00  TMBuy  $993.00  1  $250.00  0.10%  $2,000.00  94.12%    $0.00  $0.00
   Sell  06/20/03 13:30  ProfProtPrc  $994.00  $250.00  $99,600.00    ($125.00)  17.65%  11.76%  $0.00  $0.00
 119  Buy  06/24/03 11:00  TMBuy  $980.00  1  $1,750.00  0.71%  $2,250.00  79.65%    $0.00  $0.00
   Sell  06/25/03 10:30  PTgt1Osc  $987.00  $1,750.00  $101,350.00    ($575.00)  82.30%  61.95%  $0.00  $0.00
 120  Buy  06/24/03 11:00  TMBuy  $980.00  1  $2,175.00  0.89%  $2,250.00  79.65%    $0.00  $0.00
   Sell  06/25/03 11:00  PTgt2Osc  $988.70  $2,175.00  $103,525.00    ($575.00)  97.35%  76.99%  $0.00  $0.00
 121  Buy  06/25/03 15:30  TMBuy  $977.20  1  $1,500.00  0.61%  $2,150.00  60.14%    $0.00  $0.00
   Sell  06/26/03 15:30  PTgt1Osc  $983.20  $1,500.00  $105,025.00    ($1,425.00)  81.82%  41.96%  $0.00  $0.00
 122  Buy  06/25/03 15:30  TMBuy  $977.20  1  $250.00  0.10%  $2,150.00  60.14%    $0.00  $0.00
   Sell  06/27/03 10:00  ProfProtPrc  $978.20  $250.00  $105,275.00    ($1,425.00)  46.85%  6.99%  $0.00  $0.00
 123  Sell Short  07/02/03 15:00  TMSell  $990.80  2  $500.00  0.10%  $7,400.00  81.32%    $0.00  $0.00
   Buy to Cover  07/03/03 11:30  ProfProtPrc  $989.80  $500.00  $105,775.00    ($1,700.00)  24.18%  5.49%  $0.00  $0.00
 124  Sell Short  07/07/03 10:30  TMSell  $1,003.30  1  $625.00  0.25%  $1,450.00  77.33%    $0.00  $0.00
   Buy to Cover  07/08/03 10:30  PTgt1Osc  $1,000.80  $625.00  $106,400.00    ($425.00)  56.00%  33.33%  $0.00  $0.00
 125  Sell Short  07/07/03 10:30  TMSell  $1,003.30  1  $250.00  0.10%  $1,450.00  77.33%    $0.00  $0.00
   Buy to Cover  07/08/03 11:00  ProfProtPrc  $1,002.30  $250.00  $106,650.00    ($425.00)  36.00%  13.33%  $0.00  $0.00
 126  Sell Short  07/08/03 15:30  TMSell  $1,005.50  1  $1,375.00  0.55%  $2,250.00  67.67%    $0.00  $0.00
   Buy to Cover  07/09/03 13:00  PTgt1Osc  $1,000.00  $1,375.00  $108,025.00    ($1,075.00)  73.68%  41.35%  $0.00  $0.00
 127  Sell Short  07/08/03 15:30  TMSell  $1,005.50  1  $1,450.00  0.58%  $2,250.00  67.67%    $0.00  $0.00
   Buy to Cover  07/09/03 13:30  Stop2Osc  $999.70  $1,450.00  $109,475.00    ($1,075.00)  75.94%  43.61%  $0.00  $0.00
 128  Buy  07/10/03 10:30  TMBuy  $991.80  2  ($3,000.00)  (0.60%)  $950.00  24.05%    $0.00  $0.00
   Sell  07/10/03 12:00  Stop1Prc  $985.80  ($3,000.00)  $106,475.00    ($3,000.00)  0.00%  (75.95%)  $0.00  $0.00
 129  Buy  07/10/03 12:00  TMBuy  $986.00  1  $2,875.00  1.17%  $2,875.00  74.19%    $0.00  $0.00
   Sell  07/11/03 10:30  PTgt1Osc  $997.50  $2,875.00  $109,350.00    ($1,000.00)  100.00%  74.19%  $0.00  $0.00
 130  Buy  07/10/03 12:00  TMBuy  $986.00  1  $5,825.00  2.36%  $5,875.00  85.45%    $0.00  $0.00
   Sell  07/14/03 10:00  PTgt2Osc  $1,009.30  $5,825.00  $115,175.00    ($1,000.00)  99.27%  84.73%  $0.00  $0.00
 131  Buy  07/16/03 11:00  TMBuy  $991.80  2  ($750.00)  (0.15%)  $100.00  4.44%    $0.00  $0.00
   Sell  07/16/03 12:00  Sell#2  $990.30  ($750.00)  $114,425.00    ($2,150.00)  62.22%  (33.33%)  $0.00  $0.00
 132  Buy  07/17/03 12:30  TMBuy  $983.30  2  ($2,950.00)  (0.60%)  $200.00  6.35%    $0.00  $0.00
   Sell  07/17/03 15:00  Stop1Prc  $977.40  ($2,950.00)  $111,475.00    ($2,950.00)  0.00%  (93.65%)  $0.00  $0.00
 133  Buy  07/17/03 15:00  TMBuy  $977.50  1  $1,875.00  0.77%  $2,600.00  93.69%    $0.00  $0.00
   Sell  07/18/03 10:00  PTgt1Osc  $985.00  $1,875.00  $113,350.00    ($175.00)  73.87%  67.57%  $0.00  $0.00
 134  Buy  07/17/03 15:00  TMBuy  $977.50  1  $3,625.00  1.48%  $3,925.00  95.73%    $0.00  $0.00
   Sell  07/18/03 15:30  PTgt2Osc  $992.00  $3,625.00  $116,975.00    ($175.00)  92.68%  88.41%  $0.00  $0.00
 135  Buy  07/21/03 12:00  TMBuy  $976.30  1  $875.00  0.36%  $1,600.00  70.33%    $0.00  $0.00
   Sell  07/22/03 10:00  PTgt1Osc  $979.80  $875.00  $117,850.00    ($675.00)  68.13%  38.46%  $0.00  $0.00
 136  Buy  07/21/03 12:00  TMBuy  $976.30  1  $250.00  0.10%  $1,600.00  70.33%    $0.00  $0.00
   Sell  07/22/03 10:30  ProfProtPrc  $977.30  $250.00  $118,100.00    ($675.00)  40.66%  10.99%  $0.00  $0.00
 137  Sell Short  07/24/03 11:00  TMSell  $993.50  1  ($125.00)  (0.05%)  $450.00  37.50%    $0.00  $0.00
   Buy to Cover  07/24/03 13:30  PTgt1Osc  $994.00  ($125.00)  $117,975.00    ($750.00)  52.08%  (10.42%)  $0.00  $0.00
 138  Sell Short  07/24/03 11:00  TMSell  $993.50  1  $3,375.00  1.38%  $3,625.00  82.86%    $0.00  $0.00
   Buy to Cover  07/24/03 16:00  PTgt2Osc  $980.00  $3,375.00  $121,350.00    ($750.00)  94.29%  77.14%  $0.00  $0.00
 139  Sell Short  07/25/03 15:30  TMSell  $995.50  1  $475.00  0.19%  $1,000.00  50.00%    $0.00  $0.00
   Buy to Cover  07/28/03 16:15  PTgt1Osc  $993.60  $475.00  $121,825.00    ($1,000.00)  73.75%  23.75%  $0.00  $0.00
 140  Sell Short  07/25/03 15:30  TMSell  $995.50  1  $2,625.00  1.07%  $3,000.00  75.00%    $0.00  $0.00
   Buy to Cover  07/29/03 10:30  PTgt2Osc  $985.00  $2,625.00  $124,450.00    ($1,000.00)  90.63%  65.63%  $0.00  $0.00
 141  Sell Short  07/31/03 10:00  TMSell  $995.00  2  $500.00  0.10%  $4,000.00  100.00%    $0.00  $0.00
   Buy to Cover  07/31/03 11:00  ProfProtPrc  $994.00  $500.00  $124,950.00    $0.00  12.50%  12.50%  $0.00  $0.00
 142  Sell Short  07/31/03 13:00  TMSell  $1,002.10  1  $2,075.00  0.84%  $2,075.00  83.84%    $0.00  $0.00
   Buy to Cover  07/31/03 15:30  PTgt1Osc  $993.80  $2,075.00  $127,025.00    ($400.00)  100.00%  83.84%  $0.00  $0.00
 143  Sell Short  07/31/03 13:00  TMSell  $1,002.10  1  $4,950.00  2.02%  $5,025.00  92.63%    $0.00  $0.00
   Buy to Cover  08/01/03 10:00  PTgt2Osc  $982.30  $4,950.00  $131,975.00    ($400.00)  98.62%  91.24%  $0.00  $0.00
 144  Sell Short  08/11/03 10:00  TMSell  $981.00  1  $1,700.00  0.70%  $1,975.00  68.10%    $0.00  $0.00
   Buy to Cover  08/11/03 12:00  PTgt1Osc  $974.20  $1,700.00  $133,675.00    ($925.00)  90.52%  58.62%  $0.00  $0.00
 145  Sell Short  08/11/03 10:00  TMSell  $981.00  1  $800.00  0.33%  $1,975.00  68.10%    $0.00  $0.00
   Buy to Cover  08/11/03 14:00  Stop2Osc  $977.80  $800.00  $134,475.00    ($925.00)  59.48%  27.59%  $0.00  $0.00
 146  Sell Short  08/12/03 10:30  TMSell  $982.00  1  $250.00  0.10%  $800.00  68.09%    $0.00  $0.00
   Buy to Cover  08/12/03 14:30  PTgt1Osc  $981.00  $250.00  $134,725.00    ($375.00)  53.19%  21.28%  $0.00  $0.00
 147  Sell Short  08/12/03 10:30  TMSell  $982.00  1  ($1,375.00)  (0.56%)  $800.00  36.78%    $0.00  $0.00
   Buy to Cover  08/12/03 15:00  Stop1Prc  $987.50  ($1,375.00)  $133,350.00    ($1,375.00)  0.00%  (63.22%)  $0.00  $0.00
 148  Sell Short  08/12/03 15:00  TMSell  $985.50  2  ($3,350.00)  (0.68%)  $1,000.00  22.99%    $0.00  $0.00
   Buy to Cover  08/13/03 10:00  Stop1Prc  $992.20  ($3,350.00)  $130,000.00    ($3,350.00)  0.00%  (77.01%)  $0.00  $0.00
 149  Sell Short  08/14/03 11:30  TMSell  $988.50  1  ($75.00)  (0.03%)  $750.00  47.62%    $0.00  $0.00
   Buy to Cover  08/15/03 10:30  PTgt1Osc  $988.80  ($75.00)  $129,925.00    ($825.00)  47.62%  (4.76%)  $0.00  $0.00
 150  Sell Short  08/14/03 11:30  TMSell  $988.50  1  ($625.00)  (0.25%)  $750.00  42.86%    $0.00  $0.00
   Buy to Cover  08/15/03 11:00  Stop2Osc  $991.00  ($625.00)  $129,300.00    ($1,000.00)  21.43%  (35.71%)  $0.00  $0.00
 151  Sell Short  08/18/03 12:00  TMSell  $998.00  1  $125.00  0.05%  $375.00  25.86%    $0.00  $0.00
   Buy to Cover  08/19/03 10:30  PTgt1Osc  $997.50  $125.00  $129,425.00    ($1,075.00)  82.76%  8.62%  $0.00  $0.00
 152  Sell Short  08/18/03 12:00  TMSell  $998.00  1  ($1,125.00)  (0.45%)  $375.00  23.08%    $0.00  $0.00
   Buy to Cover  08/19/03 11:00  Stop2Osc  $1,002.50  ($1,125.00)  $128,300.00    ($1,250.00)  7.69%  (69.23%)  $0.00  $0.00
 153  Sell Short  08/19/03 12:00  TMSell  $1,001.70  2  $500.00  0.10%  $3,600.00  85.71%    $0.00  $0.00
   Buy to Cover  08/19/03 16:00  ProfProtPrc  $1,000.70  $500.00  $128,800.00    ($600.00)  26.19%  11.90%  $0.00  $0.00
 154  Sell Short  08/19/03 16:15  TMSell  $1,003.00  1  $1,375.00  0.55%  $1,575.00  100.00%    $0.00  $0.00
   Buy to Cover  08/20/03 10:00  PTgt1Osc  $997.50  $1,375.00  $130,175.00    $0.00  87.30%  87.30%  $0.00  $0.00
 155  Sell Short  08/19/03 16:15  TMSell  $1,003.00  1  $250.00  0.10%  $1,800.00  100.00%    $0.00  $0.00
   Buy to Cover  08/20/03 11:30  ProfProtPrc  $1,002.00  $250.00  $130,425.00    $0.00  13.89%  13.89%  $0.00  $0.00
 156  Sell Short  08/20/03 12:00  TMSell  $1,002.50  1  $225.00  0.09%  $625.00  83.33%    $0.00  $0.00
   Buy to Cover  08/20/03 14:00  PTgt1Osc  $1,001.60  $225.00  $130,650.00    ($125.00)  46.67%  30.00%  $0.00  $0.00
 157  Sell Short  08/20/03 12:00  TMSell  $1,002.50  1  $675.00  0.27%  $950.00  88.37%    $0.00  $0.00
   Buy to Cover  08/20/03 15:30  Stop2Osc  $999.80  $675.00  $131,325.00    ($125.00)  74.42%  62.79%  $0.00  $0.00
 158  Sell Short  08/21/03 10:00  TMSell  $1,008.70  1  $2,000.00  0.80%  $2,600.00  92.86%    $0.00  $0.00
   Buy to Cover  08/21/03 12:00  PTgt1Osc  $1,000.70  $2,000.00  $133,325.00    ($200.00)  78.57%  71.43%  $0.00  $0.00
 159  Sell Short  08/21/03 10:00  TMSell  $1,008.70  1  $925.00  0.37%  $2,600.00  92.86%    $0.00  $0.00
   Buy to Cover  08/21/03 12:30  Stop2Osc  $1,005.00  $925.00  $134,250.00    ($200.00)  40.18%  33.04%  $0.00  $0.00
 160  Buy  08/25/03 10:00  TMBuy  $990.00  1  $325.00  0.13%  $750.00  50.00%    $0.00  $0.00
   Sell  08/25/03 13:30  PTgt1Osc  $991.30  $325.00  $134,575.00    ($750.00)  71.67%  21.67%  $0.00  $0.00
 161  Buy  08/25/03 10:00  TMBuy  $990.00  1  $250.00  0.10%  $750.00  50.00%    $0.00  $0.00
   Sell  08/25/03 14:00  ProfProtPrc  $991.00  $250.00  $134,825.00    ($750.00)  66.67%  16.67%  $0.00  $0.00
 162  Buy  08/26/03 10:30  TMBuy  $983.50  1  $3,075.00  1.25%  $3,575.00  96.62%    $0.00  $0.00
   Sell  08/26/03 16:00  PTgt1Osc  $995.80  $3,075.00  $137,900.00    ($125.00)  86.49%  83.11%  $0.00  $0.00
 163  Buy  08/26/03 10:30  TMBuy  $983.50  1  $2,375.00  0.97%  $4,000.00  96.97%    $0.00  $0.00
   Sell  08/28/03 10:30  Stop2Osc  $993.00  $2,375.00  $140,275.00    ($125.00)  60.61%  57.58%  $0.00  $0.00
 164  Sell Short  08/29/03 10:00  TMSell  $1,004.00  1  $750.00  0.30%  $875.00  63.64%    $0.00  $0.00
   Buy to Cover  08/29/03 12:00  PTgt1Osc  $1,001.00  $750.00  $141,025.00    ($500.00)  90.91%  54.55%  $0.00  $0.00
 165  Sell Short  08/29/03 10:00  TMSell  $1,004.00  1  ($450.00)  (0.18%)  $950.00  63.33%    $0.00  $0.00
   Buy to Cover  08/29/03 15:00  Stop2Osc  $1,005.80  ($450.00)  $140,575.00    ($550.00)  6.67%  (30.00%)  $0.00  $0.00
 166  Sell Short  09/02/03 12:30  TMSell  $1,013.30  2  ($2,800.00)  (0.55%)  $1,500.00  34.88%    $0.00  $0.00
   Buy to Cover  09/02/03 15:00  Stop1Prc  $1,018.90  ($2,800.00)  $137,775.00    ($2,800.00)  0.00%  (65.12%)  $0.00  $0.00
 167  Sell Short  09/02/03 15:00  TMSell  $1,019.00  2  ($2,850.00)  (0.56%)  $100.00  3.39%    $0.00  $0.00
   Buy to Cover  09/03/03 10:00  Stop1Prc  $1,024.70  ($2,850.00)  $134,925.00    ($2,850.00)  0.00%  (96.61%)  $0.00  $0.00
 168  Sell Short  09/03/03 13:30  TMSell  $1,027.80  1  $450.00  0.18%  $1,275.00  75.00%    $0.00  $0.00
   Buy to Cover  09/03/03 16:00  PTgt1Osc  $1,026.00  $450.00  $135,375.00    ($425.00)  51.47%  26.47%  $0.00  $0.00
 169  Sell Short  09/03/03 13:30  TMSell  $1,027.80  1  $250.00  0.10%  $1,275.00  75.00%    $0.00  $0.00
   Buy to Cover  09/03/03 16:15  ProfProtPrc  $1,026.80  $250.00  $135,625.00    ($425.00)  39.71%  14.71%  $0.00  $0.00
 170  Sell Short  09/17/03 12:00  TMSell  $1,027.80  1  $1,025.00  0.40%  $1,350.00  78.26%    $0.00  $0.00
   Buy to Cover  09/17/03 14:30  PTgt1Osc  $1,023.70  $1,025.00  $136,650.00    ($375.00)  81.16%  59.42%  $0.00  $0.00
 171  Sell Short  09/17/03 12:00  TMSell  $1,027.80  1  $250.00  0.10%  $1,350.00  78.26%    $0.00  $0.00
   Buy to Cover  09/18/03 10:00  ProfProtPrc  $1,026.80  $250.00  $136,900.00    ($375.00)  36.23%  14.49%  $0.00  $0.00
 172  Sell Short  09/18/03 10:30  TMSell  $1,031.00  2  ($2,850.00)  (0.55%)  $350.00  10.94%    $0.00  $0.00
   Buy to Cover  09/18/03 14:00  Stop1Prc  $1,036.70  ($2,850.00)  $134,050.00    ($2,850.00)  0.00%  (89.06%)  $0.00  $0.00
 173  Sell Short  09/18/03 15:00  TMSell  $1,037.00  1  $375.00  0.14%  $875.00  70.00%    $0.00  $0.00
   Buy to Cover  09/19/03 10:30  PTgt1Osc  $1,035.50  $375.00  $134,425.00    ($375.00)  60.00%  30.00%  $0.00  $0.00
 174  Sell Short  09/18/03 15:00  TMSell  $1,037.00  1  $1,550.00  0.60%  $1,875.00  83.33%    $0.00  $0.00
   Buy to Cover  09/19/03 14:30  PTgt2Osc  $1,030.80  $1,550.00  $135,975.00    ($375.00)  85.56%  68.89%  $0.00  $0.00
 175  Buy  09/22/03 10:30  TMBuy  $1,020.00  1  $325.00  0.13%  $700.00  41.18%    $0.00  $0.00
   Sell  09/22/03 16:15  PTgt1Osc  $1,021.30  $325.00  $136,300.00    ($1,000.00)  77.94%  19.12%  $0.00  $0.00
 176  Buy  09/22/03 10:30  TMBuy  $1,020.00  1  $250.00  0.10%  $1,500.00  60.00%    $0.00  $0.00
   Sell  09/23/03 11:30  ProfProtPrc  $1,021.00  $250.00  $136,550.00    ($1,000.00)  50.00%  10.00%  $0.00  $0.00
 177  Buy  09/24/03 12:30  TMBuy  $1,014.00  2  ($3,050.00)  (0.60%)  $350.00  10.29%    $0.00  $0.00
   Sell  09/24/03 16:00  Stop1Prc  $1,007.90  ($3,050.00)  $133,500.00    ($3,050.00)  0.00%  (89.71%)  $0.00  $0.00
 178  Buy  09/25/03 10:30  TMBuy  $1,003.70  1  $2,075.00  0.83%  $2,200.00  95.65%    $0.00  $0.00
   Sell  09/25/03 12:00  PTgt1Osc  $1,012.00  $2,075.00  $135,575.00    ($100.00)  94.57%  90.22%  $0.00  $0.00
 179  Buy  09/25/03 10:30  TMBuy  $1,003.70  1  $250.00  0.10%  $2,650.00  96.36%    $0.00  $0.00
   Sell  09/25/03 16:00  ProfProtPrc  $1,004.70  $250.00  $135,825.00    ($100.00)  12.73%