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TradeStation Strategy Performance Report EdRossSell1.7jDL, @SP.P, 30 min, 3/1/2001 10:00:00 AM - 12/11/2003 4:15:00 PM
Display:
 
TradeStation Strategy Performance Summary Collapse
 
  All Trades
 Long Trades
 Short Trades
Total Net Profit $392,775.00 $116,200.00 $276,575.00
Gross Profit $748,875.00 $229,825.00 $519,050.00
Gross Loss ($356,100.00) ($113,625.00) ($242,475.00)
Profit Factor 2.10 2.02 2.14
       
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $369,000.00 $94,425.00 $274,575.00
Select Gross Profit $697,600.00 $200,550.00 $497,050.00
Select Gross Loss ($328,600.00) ($106,125.00) ($222,475.00)
Select Profit Factor 2.12 1.89 2.23
       
Adjusted Total Net Profit $319,889.20 $74,432.40 $216,795.72
Adjusted Gross Profit $707,713.11 $206,489.81 $485,118.64
Adjusted Gross Loss ($387,823.91) ($132,057.41) ($268,322.92)
Adjusted Profit Factor 1.82 1.56 1.81
       
Total Number of Trades 458 136 322
Percent Profitable 72.27% 71.32% 72.67%
Winning Trades 331 97 234
Losing Trades 126 38 88
Even Trades 1 1 0
       
Avg. Trade Net Profit $857.59 $854.41 $858.93
Avg. Winning Trade $2,262.46 $2,369.33 $2,218.16
Avg. Losing Trade ($2,826.19) ($2,990.13) ($2,755.40)
Ratio Avg. Winning:Avg. Losing 0.80 0.79 0.81
Largest Winning Trade $12,250.00 $11,200.00 $12,250.00
Largest Losing Trade ($11,000.00) ($7,500.00) ($11,000.00)
Largest Winner as % of Gross Profit 1.64% 4.87% 2.36%
Largest Loser as % of Gross Loss 3.09% 6.60% 4.54%
       
Net Profit as % of Largest Loss 3570.68% 1549.33% 2514.32%
Select Net Profit as % of Largest Loss 3354.55% 1259.00% 2496.14%
Adjusted Net Profit as % of Largest Loss 2908.08% 992.43% 1970.87%
       
Max. Consecutive Winning Trades 14 8 13
Max. Consecutive Losing Trades 5 4 5
Avg. Bars in Total Trades 8.15 9.11 7.75
Avg. Bars in Winning Trades 8.80 10.24 8.21
Avg. Bars in Losing Trades 6.38 6.03 6.53
Avg. Bars in Even Trades 17.00 17.00 0.00
Max. Shares/Contracts Held 2 2 2
Account Size Required $18,250.00 $18,250.00 $16,825.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 654.63%
Annual Rate of Return 73.51%
Buy & Hold Return (9.09%)
Return on Account 2152.19%    
Avg. Monthly Return $11,552.21    
Std. Deviation of Monthly Return $10,718.00    
       
Return Retracement Ratio 1.35    
RINA Index 1015.58    
Sharpe Ratio n/a    
K-Ratio n/a    
       
Trading Period 2 Yrs, 8 Mths, 29 Dys, 5 Hrs, 15 Mins    
Percent of Time in the Market 25.32%
Time in the Market 254 Dys, 6 Hrs, 15 Mins    
Longest Flat Period 26 Dys, 1 Hr    
       
Max. Equity Run-up $395,625.00    
Date of Max. Equity Run-up 12/11/03 11:00    
Max. Equity Run-up as % of Initial Capital 659.38%    
 
Max. Drawdown (Intra-day Peak to Valley) 
Value ($25,250.00) ($19,475.00) ($24,775.00)
Date 10/04/01 12:00    
as % of Initial Capital 42.08% 41.29% 32.46%
Net Profit as % of Drawdown 1555.54% 596.66% 1116.35%
Select Net Profit as % of Drawdown 1461.39% 484.85% 1108.27%
Adjusted Net Profit as % of Drawdown 1266.89% 382.19% 875.06%
       
Max. Drawdown (Trade Close to Trade Close)
Value ($18,250.00) ($18,250.00) ($16,825.00)
Date 06/12/02 12:30    
as % of Initial Capital 30.42% 30.42% 28.04%
Net Profit as % of Drawdown 2152.19% 636.71% 1643.83%
Select Net Profit as % of Drawdown 2021.92% 517.40% 1631.95%
Adjusted Net Profit as % of Drawdown 1752.82% 407.85% 1288.53%
       
Max. Trade Drawdown ($11,000.00) ($7,500.00) ($11,000.00)
     
     
     
Created by TradeStation: 12/11/2003 8:16:41 PM, Copyright (c) 1991-2003 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report EdRossSell1.7jDL, @SP.P, 30 min, 3/1/2001 10:00:00 AM - 12/11/2003 4:15:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 458 331 126
Avg. Trade Net Profit $857.59 $2,262.46 ($2,826.19)
1 Std. Deviation of Avg. Trade $2,992.75 $2,089.32 $1,519.83
Avg. Trade + 1 Std. Deviation $3,850.33 $4,351.78 ($1,306.36)
Avg. Trade - 1 Std. Deviation ($2,135.16) $173.15 ($4,346.02)
Coefficient of Variation 348.97% 92.35% 53.78%
Time Averages
Avg. Time in Trades 17 Hrs 18 Hrs, 1 Min 14 Hrs, 7 Mins
Avg. Time Between Trades 2 Dys, 11 Hrs, 2 Mins 2 Dys, 5 Hrs, 55 Mins 7 Dys, 5 Hrs, 52 Mins
Avg. Time Between Trade Profit Peaks 1 Dy, 19 Hrs
Outliers Total Positive Negative
Number of Outliers 8 5 3
Outlier Profit/Loss $23,775.00 $51,275.00 ($27,500.00)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $12,250.00 ($11,000.00)
Max. Value Date 3/28/2001 10/15/2002
Avg. Value $2,827.24 ($1,342.69)
1 Std. Deviation $2,050.83 $1,411.44
Avg. + 1Std. Deviation $4,878.07 $68.75
Avg. - 1Std. Deviation $776.40 ($2,754.12)
Coefficient of Variation 72.54% 105.12%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 17.68% 66.32% 51.36%
1 Std. Deviation 61.14% 30.25% 37.29%
Avg. + 1Std. Deviation 78.82% 96.57% 88.64%
Avg. - 1Std. Deviation (43.47%) 36.07% 14.07%
Coefficient of Variation 345.90% 45.61% 72.61%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $12,250.00 ($11,000.00)
Largest Profit/Loss as % of Gross 1.64% 3.09%
Largest Consec. Profit/Loss $35,825.00 ($15,000.00)
Largest Consec. Profit/Loss as % of Gross 4.78% 4.21%

Consecutive Winners

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 18 $1,955.56 ($2,980.56)
2 30 $2,723.33 ($2,919.17)
3 12 $1,927.78 ($2,377.08)
4 10 $2,694.38 ($2,992.50)
5 3 $1,816.67 ($5,650.00)
6 5 $2,418.33 ($2,610.00)
7 6 $2,176.19 ($2,850.00)
8 4 $1,610.16 ($2,068.75)
10 1 $3,210.00 ($3,550.00)
11 2 $2,181.82 ($1,750.00)
12 1 $1,641.67 ($3,050.00)
14 1 $2,183.93 ($3,150.00)

Consecutive Losers

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 68 ($2,884.19) $2,193.75
2 17 ($2,980.88) $2,129.41
3 5 ($2,548.33) $2,725.00
4 1 ($1,350.00) $125.00
5 1 ($3,000.00) $3,200.00

Created by TradeStation: 12/11/2003 8:16:41 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  03/26/01 13:30  TMSell  $1,178.10  1  $1,000.00  0.34%  $2,050.00  96.47%    $0.00  $0.00
   Buy to Cover  03/26/01 15:00  PTgt1Osc  $1,174.10  $1,000.00  $1,000.00    ($75.00)  50.59%  47.06%  $0.00  $0.00
 2  Sell Short  03/26/01 13:30  TMSell  $1,178.10  1  $175.00  0.06%  $2,175.00  96.67%    $0.00  $0.00
   Buy to Cover  03/26/01 16:15  ProfProtPrc  $1,177.40  $175.00  $1,175.00    ($75.00)  11.11%  7.78%  $0.00  $0.00
 3  Sell Short  03/26/01 16:15  TMSell  $1,181.10  2  ($3,250.00)  (0.55%)  $3,500.00  51.85%    $0.00  $0.00
   Buy to Cover  03/27/01 11:00  Stop1Prc  $1,187.60  ($3,250.00)  ($2,075.00)    ($3,250.00)  0.00%  (48.15%)  $0.00  $0.00
 4  Sell Short  03/27/01 16:00  TMSell  $1,204.60  2  $12,250.00  2.08%  $12,250.00  96.08%    $0.00  $0.00
   Buy to Cover  03/28/01 10:00  PTgt1AllOsc  $1,180.10  $12,250.00  $10,175.00    ($500.00)  100.00%  96.08%  $0.00  $0.00
 5  Sell Short  04/10/01 10:00  TMSell  $1,178.60  2  ($3,250.00)  (0.55%)  $250.00  7.14%    $0.00  $0.00
   Buy to Cover  04/10/01 11:00  Stop1Prc  $1,185.10  ($3,250.00)  $6,925.00    ($3,250.00)  0.00%  (92.86%)  $0.00  $0.00
 6  Sell Short  04/11/01 10:30  TMSell  $1,194.10  1  $3,375.00  1.14%  $3,575.00  78.14%    $0.00  $0.00
   Buy to Cover  04/11/01 15:30  PTgt1Osc  $1,180.60  $3,375.00  $10,300.00    ($1,000.00)  95.63%  73.77%  $0.00  $0.00
 7  Sell Short  04/11/01 10:30  TMSell  $1,194.10  1  $2,125.00  0.72%  $3,625.00  78.38%    $0.00  $0.00
   Buy to Cover  04/11/01 16:15  Stop2Osc  $1,185.60  $2,125.00  $12,425.00    ($1,000.00)  67.57%  45.95%  $0.00  $0.00
 8  Sell Short  04/12/01 13:00  TMSell  $1,195.60  2  ($3,300.00)  (0.55%)  $1,200.00  26.67%    $0.00  $0.00
   Buy to Cover  04/12/01 16:00  Stop1Prc  $1,202.20  ($3,300.00)  $9,125.00    ($3,300.00)  0.00%  (73.33%)  $0.00  $0.00
 9  Sell Short  04/12/01 16:00  TMSell  $1,202.10  2  $1,250.00  0.21%  $3,250.00  60.75%    $0.00  $0.00
   Buy to Cover  04/16/01 12:00  PTgt1AllOsc  $1,199.60  $1,250.00  $10,375.00    ($2,100.00)  62.62%  23.36%  $0.00  $0.00
 10  Sell Short  04/17/01 10:30  TMSell  $1,212.10  2  $350.00  0.06%  $7,050.00  96.58%    $0.00  $0.00
   Buy to Cover  04/17/01 16:15  ProfProtPrc  $1,211.40  $350.00  $10,725.00    ($250.00)  8.22%  4.79%  $0.00  $0.00
 11  Sell Short  04/18/01 10:00  TMSell  $1,228.10  2  ($3,400.00)  (0.55%)  $250.00  6.85%    $0.00  $0.00
   Buy to Cover  04/18/01 11:00  Stop1Prc  $1,234.90  ($3,400.00)  $7,325.00    ($3,400.00)  0.00%  (93.15%)  $0.00  $0.00
 12  Sell Short  04/18/01 11:30  TMSell  $1,257.60  2  ($3,500.00)  (0.55%)  $1,250.00  26.32%    $0.00  $0.00
   Buy to Cover  04/18/01 12:30  Stop1Prc  $1,264.60  ($3,500.00)  $3,825.00    ($3,500.00)  0.00%  (73.68%)  $0.00  $0.00
 13  Sell Short  04/19/01 16:00  TMSell  $1,273.10  1  $2,500.00  0.79%  $2,625.00  80.77%    $0.00  $0.00
   Buy to Cover  04/20/01 10:30  PTgt1Osc  $1,263.10  $2,500.00  $6,325.00    ($625.00)  96.15%  76.92%  $0.00  $0.00
 14  Sell Short  04/19/01 16:00  TMSell  $1,273.10  1  $4,000.00  1.27%  $5,000.00  88.89%    $0.00  $0.00
   Buy to Cover  04/20/01 12:30  PTgt2Osc  $1,257.10  $4,000.00  $10,325.00    ($625.00)  82.22%  71.11%  $0.00  $0.00
 15  Sell Short  04/26/01 13:00  TMSell  $1,264.10  1  $2,250.00  0.72%  $3,375.00  81.82%    $0.00  $0.00
   Buy to Cover  04/26/01 15:30  PTgt1Osc  $1,255.10  $2,250.00  $12,575.00    ($750.00)  72.73%  54.55%  $0.00  $0.00
 16  Sell Short  04/26/01 13:00  TMSell  $1,264.10  1  ($250.00)  (0.08%)  $3,375.00  81.82%    $0.00  $0.00
   Buy to Cover  04/27/01 10:00  ProfProtPrc  $1,265.10  ($250.00)  $12,325.00    ($750.00)  12.12%  (6.06%)  $0.00  $0.00
 17  Sell Short  04/27/01 10:30  TMSell  $1,264.10  2  $350.00  0.06%  $3,250.00  72.22%    $0.00  $0.00
   Buy to Cover  04/27/01 12:00  ProfProtPrc  $1,263.40  $350.00  $12,675.00    ($1,250.00)  35.56%  7.78%  $0.00  $0.00
 18  Sell Short  04/27/01 13:30  TMSell  $1,264.90  2  $200.00  0.03%  $2,800.00  76.71%    $0.00  $0.00
   Buy to Cover  04/27/01 15:30  ProfProtPrc  $1,264.50  $200.00  $12,875.00    ($850.00)  28.77%  5.48%  $0.00  $0.00
 19  Sell Short  04/30/01 10:30  TMSell  $1,284.60  2  $9,750.00  1.54%  $10,500.00  87.50%    $0.00  $0.00
   Buy to Cover  04/30/01 15:00  PTgt1AllOsc  $1,265.10  $9,750.00  $22,625.00    ($1,500.00)  93.75%  81.25%  $0.00  $0.00
 20  Sell Short  05/01/01 16:15  TMSell  $1,285.10  2  $350.00  0.05%  $5,250.00  63.64%    $0.00  $0.00
   Buy to Cover  05/02/01 14:00  ProfProtPrc  $1,284.40  $350.00  $22,975.00    ($3,000.00)  40.61%  4.24%  $0.00  $0.00
 21  Sell Short  05/02/01 15:00  TMSell  $1,286.60  1  $5,150.00  1.63%  $6,500.00  88.14%    $0.00  $0.00
   Buy to Cover  05/03/01 11:00  PTgt1Osc  $1,266.00  $5,150.00  $28,125.00    ($875.00)  81.69%  69.83%  $0.00  $0.00
 22  Sell Short  05/02/01 15:00  TMSell  $1,286.60  1  $5,825.00  1.84%  $6,500.00  88.14%    $0.00  $0.00
   Buy to Cover  05/03/01 11:30  Stop2Osc  $1,263.30  $5,825.00  $33,950.00    ($875.00)  90.85%  78.98%  $0.00  $0.00
 23  Sell Short  05/07/01 15:00  TMSell  $1,282.90  1  $1,450.00  0.45%  $1,700.00  80.00%    $0.00  $0.00
   Buy to Cover  05/07/01 16:15  PTgt1Osc  $1,277.10  $1,450.00  $35,400.00    ($425.00)  88.24%  68.24%  $0.00  $0.00
 24  Sell Short  05/07/01 15:00  TMSell  $1,282.90  1  $75.00  0.02%  $1,700.00  80.00%    $0.00  $0.00
   Buy to Cover  05/08/01 10:00  ProfProtPrc  $1,282.60  $75.00  $35,475.00    ($425.00)  23.53%  3.53%  $0.00  $0.00
 25  Sell Short  05/10/01 10:00  TMSell  $1,281.10  1  $4,000.00  1.26%  $5,000.00  81.63%    $0.00  $0.00
   Buy to Cover  05/11/01 10:30  PTgt1Osc  $1,265.10  $4,000.00  $39,475.00    ($1,125.00)  83.67%  65.31%  $0.00  $0.00
 26  Sell Short  05/10/01 10:00  TMSell  $1,281.10  1  $4,950.00  1.57%  $5,200.00  82.21%    $0.00  $0.00
   Buy to Cover  05/11/01 12:30  PTgt2Osc  $1,261.30  $4,950.00  $44,425.00    ($1,125.00)  96.05%  78.26%  $0.00  $0.00
 27  Sell Short  05/16/01 14:00  TMSell  $1,288.90  2  ($3,550.00)  (0.55%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  05/16/01 15:00  Stop1Prc  $1,296.00  ($3,550.00)  $40,875.00    ($3,550.00)  0.00%  (100.00%)  $0.00  $0.00
 28  Sell Short  05/17/01 12:30  TMSell  $1,306.90  2  $2,150.00  0.33%  $2,150.00  44.33%    $0.00  $0.00
   Buy to Cover  05/17/01 15:00  PTgt1AllOsc  $1,302.60  $2,150.00  $43,025.00    ($2,700.00)  100.00%  44.33%  $0.00  $0.00
 29  Sell Short  05/21/01 10:30  TMSell  $1,312.00  2  ($3,650.00)  (0.55%)  $1,600.00  30.48%    $0.00  $0.00
   Buy to Cover  05/21/01 12:00  Stop1Prc  $1,319.30  ($3,650.00)  $39,375.00    ($3,650.00)  0.00%  (69.52%)  $0.00  $0.00
 30  Sell Short  05/21/01 15:00  TMSell  $1,325.10  2  $650.00  0.10%  $1,500.00  31.58%    $0.00  $0.00
   Buy to Cover  05/22/01 12:00  PTgt1AllOsc  $1,323.80  $650.00  $40,025.00    ($3,250.00)  82.11%  13.68%  $0.00  $0.00
 31  Sell Short  05/22/01 13:00  TMSell  $1,328.60  2  $350.00  0.05%  $2,000.00  53.33%    $0.00  $0.00
   Buy to Cover  05/22/01 14:30  ProfProtPrc  $1,327.90  $350.00  $40,375.00    ($1,750.00)  56.00%  9.33%  $0.00  $0.00
 32  Buy  05/29/01 14:00  TMBuy  $1,283.50  2  ($3,950.00)  (0.62%)  $1,550.00  28.18%    $0.00  $0.00
   Sell  05/30/01 10:00  Stop1Prc  $1,275.60  ($3,950.00)  $36,425.00    ($3,950.00)  0.00%  (71.82%)  $0.00  $0.00
 33  Sell Short  06/05/01 13:00  TMSell  $1,293.40  2  ($3,600.00)  (0.55%)  $1,300.00  26.53%    $0.00  $0.00
   Buy to Cover  06/05/01 15:30  Stop1Prc  $1,300.60  ($3,600.00)  $32,825.00    ($3,600.00)  0.00%  (73.47%)  $0.00  $0.00
 34  Sell Short  06/05/01 15:30  TMSell  $1,299.90  1  $2,825.00  0.88%  $2,950.00  87.41%    $0.00  $0.00
   Buy to Cover  06/06/01 10:30  PTgt1Osc  $1,288.60  $2,825.00  $35,650.00    ($425.00)  96.30%  83.70%  $0.00  $0.00
 35  Sell Short  06/05/01 15:30  TMSell  $1,299.90  1  $3,775.00  1.18%  $4,025.00  90.45%    $0.00  $0.00
   Buy to Cover  06/06/01 12:00  PTgt2Osc  $1,284.80  $3,775.00  $39,425.00    ($425.00)  94.38%  84.83%  $0.00  $0.00
 36  Buy  06/14/01 11:30  TMBuy  $1,239.50  2  ($3,750.00)  (0.61%)  $1,150.00  23.47%    $0.00  $0.00
   Sell  06/14/01 16:00  Stop1Prc  $1,232.00  ($3,750.00)  $35,675.00    ($3,750.00)  0.00%  (76.53%)  $0.00  $0.00
 37  Sell Short  06/28/01 13:00  TMSell  $1,244.10  1  $1,825.00  0.59%  $2,450.00  73.13%    $0.00  $0.00
   Buy to Cover  06/28/01 16:00  PTgt1Osc  $1,236.80  $1,825.00  $37,500.00    ($900.00)  81.34%  54.48%  $0.00  $0.00
 38  Sell Short  06/28/01 13:00  TMSell  $1,244.10  1  $175.00  0.06%  $3,825.00  80.95%    $0.00  $0.00
   Buy to Cover  06/29/01 10:30  ProfProtPrc  $1,243.40  $175.00  $37,675.00    ($900.00)  22.75%  3.70%  $0.00  $0.00
 39  Sell Short  06/29/01 14:00  TMSell  $1,244.80  2  $350.00  0.06%  $5,250.00  76.09%    $0.00  $0.00
   Buy to Cover  07/02/01 11:30  ProfProtPrc  $1,244.10  $350.00  $38,025.00    ($1,650.00)  28.99%  5.07%  $0.00  $0.00
 40  Sell Short  07/02/01 11:30  TMSell  $1,247.80  1  $1,375.00  0.44%  $2,250.00  75.00%    $0.00  $0.00
   Buy to Cover  07/03/01 11:00  PTgt1Osc  $1,242.30  $1,375.00  $39,400.00    ($750.00)  70.83%  45.83%  $0.00  $0.00
 41  Sell Short  07/02/01 11:30  TMSell  $1,247.80  1  $1,425.00  0.46%  $2,250.00  75.00%    $0.00  $0.00
   Buy to Cover  07/03/01 11:30  Stop2Osc  $1,242.10  $1,425.00  $40,825.00    ($750.00)  72.50%  47.50%  $0.00  $0.00
 42  Sell Short  07/03/01 13:30  TMSell  $1,247.80  1  $3,250.00  1.05%  $3,625.00  100.00%    $0.00  $0.00
   Buy to Cover  07/05/01 11:30  PTgt1Osc  $1,234.80  $3,250.00  $44,075.00    $0.00  89.66%  89.66%  $0.00  $0.00
 43  Sell Short  07/03/01 13:30  TMSell  $1,247.80  1  $3,800.00  1.23%  $4,450.00  100.00%    $0.00  $0.00
   Buy to Cover  07/05/01 15:00  Stop2Osc  $1,232.60  $3,800.00  $47,875.00    $0.00  85.39%  85.39%  $0.00  $0.00
 44  Sell Short  07/13/01 10:30  TMSell  $1,218.80  2  ($3,400.00)  (0.55%)  $1,000.00  22.73%    $0.00  $0.00
   Buy to Cover  07/13/01 13:00  Stop1Prc  $1,225.60  ($3,400.00)  $44,475.00    ($3,400.00)  0.00%  (77.27%)  $0.00  $0.00
 45  Sell Short  07/13/01 13:00  TMSell  $1,225.30  2  $1,400.00  0.23%  $1,400.00  48.28%    $0.00  $0.00
   Buy to Cover  07/13/01 15:30  PTgt1AllOsc  $1,222.50  $1,400.00  $45,875.00    ($1,500.00)  100.00%  48.28%  $0.00  $0.00
 46  Sell Short  07/13/01 16:15  TMSell  $1,228.30  2  $5,750.00  0.95%  $6,000.00  100.00%    $0.00  $0.00
   Buy to Cover  07/16/01 13:00  PTgt1AllOsc  $1,216.80  $5,750.00  $51,625.00    $0.00  95.83%  95.83%  $0.00  $0.00
 47  Sell Short  07/19/01 10:00  TMSell  $1,232.80  1  $3,625.00  1.19%  $4,000.00  91.43%    $0.00  $0.00
   Buy to Cover  07/19/01 15:00  PTgt1Osc  $1,218.30  $3,625.00  $55,250.00    ($375.00)  91.43%  82.86%  $0.00  $0.00
 48  Sell Short  07/19/01 10:00  TMSell  $1,232.80  1  $3,425.00  1.12%  $4,875.00  92.86%    $0.00  $0.00
   Buy to Cover  07/20/01 13:00  Stop2Osc  $1,219.10  $3,425.00  $58,675.00    ($375.00)  72.38%  65.24%  $0.00  $0.00
 49  Sell Short  07/27/01 11:30  TMSell  $1,211.30  1  ($125.00)  (0.04%)  $375.00  20.83%    $0.00  $0.00
   Buy to Cover  07/27/01 15:30  PTgt1Osc  $1,211.80  ($125.00)  $58,550.00    ($1,425.00)  72.22%  (6.94%)  $0.00  $0.00
 50  Sell Short  07/27/01 11:30  TMSell  $1,211.30  1  ($250.00)  (0.08%)  $1,125.00  43.69%    $0.00  $0.00
   Buy to Cover  07/30/01 16:00  Stop2Osc  $1,212.30  ($250.00)  $58,300.00    ($1,450.00)  46.60%  (9.71%)  $0.00  $0.00
 51  Sell Short  07/31/01 10:00  TMSell  $1,215.30  2  ($3,350.00)  (0.55%)  $1,500.00  30.00%    $0.00  $0.00
   Buy to Cover  07/31/01 11:00  Stop1Prc  $1,222.00  ($3,350.00)  $54,950.00    ($3,500.00)  3.00%  (67.00%)  $0.00  $0.00
 52  Sell Short  08/01/01 11:00  TMSell  $1,225.30  2  $350.00  0.06%  $3,250.00  56.52%    $0.00  $0.00
   Buy to Cover  08/01/01 15:30  ProfProtPrc  $1,224.60  $350.00  $55,300.00    ($2,500.00)  49.57%  6.09%  $0.00  $0.00
 53  Sell Short  08/02/01 10:00  TMSell  $1,231.60  1  $4,450.00  1.47%  $4,950.00  96.59%    $0.00  $0.00
   Buy to Cover  08/03/01 10:30  PTgt1Osc  $1,213.80  $4,450.00  $59,750.00    ($175.00)  90.24%  86.83%  $0.00  $0.00
 54  Sell Short  08/02/01 10:00  TMSell  $1,231.60  1  $3,650.00  1.20%  $4,950.00  96.59%    $0.00  $0.00
   Buy to Cover  08/03/01 11:30  Stop2Osc  $1,217.00  $3,650.00  $63,400.00    ($175.00)  74.63%  71.22%  $0.00  $0.00
 55  Buy  08/09/01 12:00  TMBuy  $1,180.90  2  $350.00  0.06%  $4,950.00  99.00%    $0.00  $0.00
   Sell  08/09/01 15:00  ProfProtPrc  $1,181.60  $350.00  $63,750.00    ($50.00)  8.00%  7.00%  $0.00  $0.00
 56  Buy  08/16/01 10:00  TMBuy  $1,175.80  1  $2,825.00  0.96%  $3,125.00  71.43%    $0.00  $0.00
   Sell  08/16/01 16:15  PTgt1Osc  $1,187.10  $2,825.00  $66,575.00    ($1,250.00)  93.14%  64.57%  $0.00  $0.00
 57  Buy  08/16/01 10:00  TMBuy  $1,175.80  1  $175.00  0.06%  $3,125.00  71.43%    $0.00  $0.00
   Sell  08/17/01 10:00  ProfProtPrc  $1,176.50  $175.00  $66,750.00    ($1,250.00)  32.57%  4.00%  $0.00  $0.00
 58  Buy  08/17/01 11:00  TMBuy  $1,169.80  2  ($3,550.00)  (0.61%)  $1,400.00  28.28%    $0.00  $0.00
   Sell  08/17/01 15:30  Stop1Prc  $1,162.70  ($3,550.00)  $63,200.00    ($3,550.00)  0.00%  (71.72%)  $0.00  $0.00
 59  Sell Short  08/21/01 11:30  TMSell  $1,182.80  1  $2,250.00  0.77%  $2,250.00  73.17%    $0.00  $0.00
   Buy to Cover  08/21/01 15:00  PTgt1Osc  $1,173.80  $2,250.00  $65,450.00    ($825.00)  100.00%  73.17%  $0.00  $0.00
 60  Sell Short  08/21/01 11:30  TMSell  $1,182.80  1  $3,500.00  1.20%  $3,875.00  82.45%    $0.00  $0.00
   Buy to Cover  08/21/01 15:30  PTgt2Osc  $1,168.80  $3,500.00  $68,950.00    ($825.00)  92.02%  74.47%  $0.00  $0.00
 61  Sell Short  08/24/01 11:30  TMSell  $1,186.60  1  $125.00  0.04%  $825.00  38.82%    $0.00  $0.00
   Buy to Cover  08/27/01 11:00  PTgt1Osc  $1,186.10  $125.00  $69,075.00    ($1,300.00)  67.06%  5.88%  $0.00  $0.00
 62  Sell Short  08/24/01 11:30  TMSell  $1,186.60  1  $325.00  0.11%  $1,075.00  45.26%    $0.00  $0.00
   Buy to Cover  08/27/01 12:30  Stop2Osc  $1,185.30  $325.00  $69,400.00    ($1,300.00)  68.42%  13.68%  $0.00  $0.00
 63  Sell Short  08/27/01 14:00  TMSell  $1,189.10  1  $3,325.00  1.13%  $3,450.00  81.18%    $0.00  $0.00
   Buy to Cover  08/28/01 10:30  PTgt1Osc  $1,175.80  $3,325.00  $72,725.00    ($800.00)  97.06%  78.24%  $0.00  $0.00
 64  Sell Short  08/27/01 14:00  TMSell  $1,189.10  1  $5,700.00  1.95%  $5,825.00  87.92%    $0.00  $0.00
   Buy to Cover  08/28/01 16:00  PTgt2Osc  $1,166.30  $5,700.00  $78,425.00    ($800.00)  98.11%  86.04%  $0.00  $0.00
 65  Buy  09/05/01 10:00  TMBuy  $1,137.80  2  ($3,450.00)  (0.61%)  $0.00  0.00%    $0.00  $0.00
   Sell  09/05/01 11:00  Stop1Prc  $1,130.90  ($3,450.00)  $74,975.00    ($5,250.00)  34.29%  (65.71%)  $0.00  $0.00
 66  Buy  09/05/01 13:30  TMBuy  $1,121.30  2  $250.00  0.04%  $9,750.00  95.12%    $0.00  $0.00
   Sell  09/06/01 10:30  ProfProtPrc  $1,121.80  $250.00  $75,225.00    ($500.00)  7.32%  2.44%  $0.00  $0.00
 67  Sell Short  09/26/01 10:00  TMSell  $1,013.70  2  $350.00  0.07%  $5,250.00  75.00%    $0.00  $0.00
   Buy to Cover  09/26/01 16:15  ProfProtPrc  $1,013.00  $350.00  $75,575.00    ($1,750.00)  30.00%  5.00%  $0.00  $0.00
 68  Sell Short  09/28/01 10:00  TMSell  $1,030.70  2  ($2,850.00)  (0.55%)  $450.00  9.57%    $0.00  $0.00
   Buy to Cover  09/28/01 11:30  Stop1Prc  $1,036.40  ($2,850.00)  $72,725.00    ($4,250.00)  29.79%  (60.64%)  $0.00  $0.00
 69  Sell Short  09/28/01 14:30  TMSell  $1,038.00  2  $4,150.00  0.81%  $5,250.00  64.81%    $0.00  $0.00
   Buy to Cover  10/01/01 11:00  PTgt1AllOsc  $1,029.70  $4,150.00  $76,875.00    ($2,850.00)  86.42%  51.23%  $0.00  $0.00
 70  Sell Short  10/01/01 16:15  TMSell  $1,041.70  2  ($2,900.00)  (0.55%)  $2,000.00  40.82%    $0.00  $0.00
   Buy to Cover  10/02/01 11:30  Stop1Prc  $1,047.50  ($2,900.00)  $73,975.00    ($2,900.00)  0.00%  (59.18%)  $0.00  $0.00
 71  Sell Short  10/02/01 15:30  TMSell  $1,046.20  2  ($3,000.00)  (0.57%)  $500.00  13.33%    $0.00  $0.00
   Buy to Cover  10/02/01 16:15  Stop1Prc  $1,052.20  ($3,000.00)  $70,975.00    ($3,250.00)  6.67%  (80.00%)  $0.00  $0.00
 72  Sell Short  10/03/01 11:00  TMSell  $1,051.50  2  ($2,900.00)  (0.55%)  $400.00  12.12%    $0.00  $0.00
   Buy to Cover  10/03/01 12:00  Stop1Prc  $1,057.30  ($2,900.00)  $68,075.00    ($2,900.00)  0.00%  (87.88%)  $0.00  $0.00
 73  Sell Short  10/03/01 13:00  TMSell  $1,066.70  2  ($2,950.00)  (0.55%)  $1,750.00  37.23%    $0.00  $0.00
   Buy to Cover  10/03/01 14:00  Stop1Prc  $1,072.60  ($2,950.00)  $65,125.00    ($2,950.00)  0.00%  (62.77%)  $0.00  $0.00
 74  Sell Short  10/03/01 16:00  TMSell  $1,073.70  2  ($3,250.00)  (0.60%)  $2,500.00  43.48%    $0.00  $0.00
   Buy to Cover  10/04/01 10:00  Stop1Prc  $1,080.20  ($3,250.00)  $61,875.00    ($3,250.00)  0.00%  (56.52%)  $0.00  $0.00
 75  Sell Short  10/04/01 11:00  TMSell  $1,081.20  2  $3,200.00  0.60%  $3,200.00  57.14%    $0.00  $0.00
   Buy to Cover  10/04/01 14:30  PTgt1AllOsc  $1,074.80  $3,200.00  $65,075.00    ($2,400.00)  100.00%  57.14%  $0.00  $0.00
 76  Sell Short  10/11/01 10:00  TMSell  $1,097.70  2  $350.00  0.06%  $2,500.00  58.82%    $0.00  $0.00
   Buy to Cover  10/11/01 11:00  ProfProtPrc  $1,097.00  $350.00  $65,425.00    ($1,750.00)  49.41%  8.24%  $0.00  $0.00
 77  Sell Short  10/11/01 16:15  TMSell  $1,098.70  1  $4,125.00  1.52%  $7,000.00  100.00%    $0.00  $0.00
   Buy to Cover  10/12/01 12:00  PTgt1Osc  $1,082.20  $4,125.00  $69,550.00    $0.00  58.93%  58.93%  $0.00  $0.00
 78  Sell Short  10/11/01 16:15  TMSell  $1,098.70  1  $4,875.00  1.81%  $7,000.00  100.00%    $0.00  $0.00
   Buy to Cover  10/12/01 12:30  Stop2Osc  $1,079.20  $4,875.00  $74,425.00    $0.00  69.64%  69.64%  $0.00  $0.00
 79  Sell Short  10/16/01 10:00  TMSell  $1,100.70  1  $2,725.00  1.00%  $3,300.00  89.80%    $0.00  $0.00
   Buy to Cover  10/16/01 12:00  PTgt1Osc  $1,089.80  $2,725.00  $77,150.00    ($375.00)  84.35%  74.15%  $0.00  $0.00
 80  Sell Short  10/16/01 10:00  TMSell  $1,100.70  1  $1,775.00  0.65%  $3,300.00  89.80%    $0.00  $0.00
   Buy to Cover  10/16/01 14:00  Stop2Osc  $1,093.60  $1,775.00  $78,925.00    ($375.00)  58.50%  48.30%  $0.00  $0.00
 81  Sell Short  10/17/01 10:00  TMSell  $1,105.70  1  $4,875.00  1.80%  $5,250.00  97.67%    $0.00  $0.00
   Buy to Cover  10/17/01 13:30  PTgt1Osc  $1,086.20  $4,875.00  $83,800.00    ($125.00)  93.02%  90.70%  $0.00  $0.00
 82  Sell Short  10/17/01 10:00  TMSell  $1,105.70  1  $4,500.00  1.65%  $5,750.00  97.87%    $0.00  $0.00
   Buy to Cover  10/17/01 14:30  Stop2Osc  $1,087.70  $4,500.00  $88,300.00    ($125.00)  78.72%  76.60%  $0.00  $0.00
 83  Sell Short  10/23/01 11:30  TMSell  $1,098.20  1  $2,500.00  0.92%  $3,000.00  97.56%    $0.00  $0.00
   Buy to Cover  10/23/01 12:30  PTgt1Osc  $1,088.20  $2,500.00  $90,800.00    ($75.00)  83.74%  81.30%  $0.00  $0.00
 84  Sell Short  10/23/01 11:30  TMSell  $1,098.20  1  $6,550.00  2.44%  $7,000.00  98.94%    $0.00  $0.00
   Buy to Cover  10/25/01 10:00  PTgt2Osc  $1,072.00  $6,550.00  $97,350.00    ($75.00)  93.64%  92.58%  $0.00  $0.00
 85  Sell Short  10/25/01 15:30  TMSell  $1,099.50  2  $350.00  0.06%  $2,900.00  61.05%    $0.00  $0.00
   Buy to Cover  10/26/01 10:30  ProfProtPrc  $1,098.80  $350.00  $97,700.00    ($1,850.00)  46.32%  7.37%  $0.00  $0.00
 86  Sell Short  10/26/01 10:30  TMSell  $1,101.20  2  ($3,050.00)  (0.55%)  $1,000.00  24.69%    $0.00  $0.00
   Buy to Cover  10/26/01 13:30  Stop1Prc  $1,107.30  ($3,050.00)  $94,650.00    ($3,050.00)  0.00%  (75.31%)  $0.00  $0.00
 87  Sell Short  10/26/01 13:30  TMSell  $1,106.50  1  $700.00  0.25%  $1,400.00  52.83%    $0.00  $0.00
   Buy to Cover  10/26/01 16:00  PTgt1Osc  $1,103.70  $700.00  $95,350.00    ($1,250.00)  73.58%  26.42%  $0.00  $0.00
 88  Sell Short  10/26/01 13:30  TMSell  $1,106.50  1  $5,625.00  2.08%  $6,125.00  83.05%    $0.00  $0.00
   Buy to Cover  10/29/01 14:30  PTgt2Osc  $1,084.00  $5,625.00  $100,975.00    ($1,250.00)  93.22%  76.27%  $0.00  $0.00
 89  Sell Short  11/02/01 11:30  TMSell  $1,085.20  2  ($5,500.00)  (1.00%)  $1,450.00  20.86%    $0.00  $0.00
   Buy to Cover  11/05/01 10:00  Stop1Prc  $1,096.20  ($5,500.00)  $95,475.00    ($5,500.00)  0.00%  (79.14%)  $0.00  $0.00
 90  Sell Short  11/05/01 14:30  TMSell  $1,102.70  2  $350.00  0.06%  $2,500.00  58.82%    $0.00  $0.00
   Buy to Cover  11/06/01 11:00  ProfProtPrc  $1,102.00  $350.00  $95,825.00    ($1,750.00)  49.41%  8.24%  $0.00  $0.00
 91  Sell Short  11/07/01 11:00  TMSell  $1,118.70  2  ($3,100.00)  (0.55%)  $1,700.00  35.42%    $0.00  $0.00
   Buy to Cover  11/07/01 13:30  Stop1Prc  $1,124.90  ($3,100.00)  $92,725.00    ($3,100.00)  0.00%  (64.58%)  $0.00  $0.00
 92  Sell Short  11/07/01 14:00  TMSell  $1,121.20  2  $750.00  0.13%  $3,350.00  93.06%    $0.00  $0.00
   Buy to Cover  11/07/01 15:00  PTgt1AllOsc  $1,119.70  $750.00  $93,475.00    ($250.00)  27.78%  20.83%  $0.00  $0.00
 93  Sell Short  11/08/01 10:30  TMSell  $1,130.20  2  $2,150.00  0.38%  $3,000.00  50.00%    $0.00  $0.00
   Buy to Cover  11/08/01 14:30  PTgt1AllOsc  $1,125.90  $2,150.00  $95,625.00    ($3,000.00)  85.83%  35.83%  $0.00  $0.00
 94  Sell Short  11/13/01 11:30  TMSell  $1,133.90  2  ($3,150.00)  (0.55%)  $1,600.00  33.68%    $0.00  $0.00
   Buy to Cover  11/13/01 16:15  Stop1Prc  $1,140.20  ($3,150.00)  $92,475.00    ($3,150.00)  0.00%  (66.32%)  $0.00  $0.00
 95  Sell Short  11/19/01 10:00  TMSell  $1,148.50  2  $350.00  0.06%  $4,550.00  84.26%    $0.00  $0.00
   Buy to Cover  11/19/01 16:00  ProfProtPrc  $1,147.80  $350.00  $92,825.00    ($850.00)  22.22%  6.48%  $0.00  $0.00
 96  Sell Short  11/19/01 16:00  TMSell  $1,150.50  2  $350.00  0.06%  $3,650.00  73.00%    $0.00  $0.00
   Buy to Cover  11/20/01 14:00  ProfProtPrc  $1,149.80  $350.00  $93,175.00    ($1,350.00)  34.00%  7.00%  $0.00  $0.00
 97  Sell Short  11/20/01 14:30  TMSell  $1,148.20  1  $1,375.00  0.48%  $1,750.00  88.61%    $0.00  $0.00
   Buy to Cover  11/20/01 16:15  PTgt1Osc  $1,142.70  $1,375.00  $94,550.00    ($225.00)  81.01%  69.62%  $0.00  $0.00
 98  Sell Short  11/20/01 14:30  TMSell  $1,148.20  1  $2,500.00  0.88%  $3,000.00  93.02%    $0.00  $0.00
   Buy to Cover  11/21/01 10:00  Stop2Osc  $1,138.20  $2,500.00  $97,050.00    ($225.00)  84.50%  77.52%  $0.00  $0.00
 99  Sell Short  11/23/01 13:30  TMSell  $1,152.20  2  $350.00  0.06%  $3,500.00  69.31%    $0.00  $0.00
   Buy to Cover  11/26/01 13:30  ProfProtPrc  $1,151.50  $350.00  $97,400.00    ($1,550.00)  37.62%  6.93%  $0.00  $0.00
 100  Sell Short  11/26/01 13:30  TMSell  $1,152.70  1  $2,250.00  0.79%  $3,325.00  73.48%    $0.00  $0.00
   Buy to Cover  11/27/01 11:30  PTgt1Osc  $1,143.70  $2,250.00  $99,650.00    ($1,200.00)  76.24%  49.72%  $0.00  $0.00
 101  Sell Short  11/26/01 13:30  TMSell  $1,152.70  1  $2,125.00  0.74%  $3,325.00  73.48%    $0.00  $0.00
   Buy to Cover  11/27/01 12:00  Stop2Osc  $1,144.20  $2,125.00  $101,775.00    ($1,200.00)  73.48%  46.96%  $0.00  $0.00
 102  Sell Short  11/27/01 14:00  TMSell  $1,158.50  1  $5,200.00  1.83%  $5,550.00  81.62%    $0.00  $0.00
   Buy to Cover  11/28/01 11:00  PTgt1Osc  $1,137.70  $5,200.00  $106,975.00    ($1,250.00)  94.85%  76.47%  $0.00  $0.00
 103  Sell Short  11/27/01 14:00  TMSell  $1,158.50  1  $5,700.00  2.01%  $6,000.00  82.76%    $0.00  $0.00
   Buy to Cover  11/28/01 14:00  PTgt2Osc  $1,135.70  $5,700.00  $112,675.00    ($1,250.00)  95.86%  78.62%  $0.00  $0.00
 104  Sell Short  12/05/01 15:30  TMSell  $1,173.20  1  $1,300.00  0.45%  $2,625.00  100.00%    $0.00  $0.00
   Buy to Cover  12/06/01 10:30  PTgt1Osc  $1,168.00  $1,300.00  $113,975.00    $0.00  49.52%  49.52%  $0.00  $0.00
 105  Sell Short  12/05/01 15:30  TMSell  $1,173.20  1  $175.00  0.06%  $2,625.00  100.00%    $0.00  $0.00
   Buy to Cover  12/06/01 13:00  ProfProtPrc  $1,172.50  $175.00  $114,150.00    $0.00  6.67%  6.67%  $0.00  $0.00
 106  Sell Short  12/06/01 13:00  TMSell  $1,172.70  1  $4,375.00  1.51%  $4,450.00  97.27%    $0.00  $0.00
   Buy to Cover  12/07/01 12:30  PTgt1Osc  $1,155.20  $4,375.00  $118,525.00    ($125.00)  98.36%  95.63%  $0.00  $0.00
 107  Sell Short  12/06/01 13:00  TMSell  $1,172.70  1  $4,175.00  1.44%  $4,500.00  97.30%    $0.00  $0.00
   Buy to Cover  12/07/01 13:00  Stop2Osc  $1,156.00  $4,175.00  $122,700.00    ($125.00)  92.97%  90.27%  $0.00  $0.00
 108  Buy  12/13/01 10:00  TMBuy  $1,124.20  2  $350.00  0.06%  $2,850.00  71.25%    $0.00  $0.00
   Sell  12/13/01 12:30  ProfProtPrc  $1,124.90  $350.00  $123,050.00    ($1,150.00)  37.50%  8.75%  $0.00  $0.00
 109  Sell Short  12/17/01 13:30  TMSell  $1,133.60  2  ($3,150.00)  (0.55%)  $1,850.00  37.00%    $0.00  $0.00
   Buy to Cover  12/18/01 10:00  Stop1Prc  $1,139.90  ($3,150.00)  $119,900.00    ($3,150.00)  0.00%  (63.00%)  $0.00  $0.00
 110  Sell Short  12/18/01 16:00  TMSell  $1,141.90  2  $350.00  0.06%  $4,500.00  81.82%    $0.00  $0.00
   Buy to Cover  12/19/01 10:30  ProfProtPrc  $1,141.20  $350.00  $120,250.00    ($1,000.00)  24.55%  6.36%  $0.00  $0.00
 111  Sell Short  12/19/01 11:30  TMSell  $1,146.90  2  $1,150.00  0.20%  $1,650.00  39.76%    $0.00  $0.00
   Buy to Cover  12/20/01 11:00  PTgt1AllOsc  $1,144.60  $1,150.00  $121,400.00    ($2,500.00)  87.95%  27.71%  $0.00  $0.00
 112  Sell Short  12/26/01 11:30  TMSell  $1,156.40  1  $1,750.00  0.61%  $2,000.00  86.02%    $0.00  $0.00
   Buy to Cover  12/26/01 16:00  PTgt1Osc  $1,149.40  $1,750.00  $123,150.00    ($325.00)  89.25%  75.27%  $0.00  $0.00
 113  Sell Short  12/26/01 11:30  TMSell  $1,156.40  1  $1,000.00  0.35%  $2,000.00  86.02%    $0.00  $0.00
   Buy to Cover  12/27/01 14:00  Stop2Osc  $1,152.40  $1,000.00  $124,150.00    ($325.00)  56.99%  43.01%  $0.00  $0.00
 114  Sell Short  12/27/01 16:00  TMSell  $1,155.40  2  ($3,200.00)  (0.55%)  $150.00  4.48%    $0.00  $0.00
   Buy to Cover  12/28/01 10:30  Stop1Prc  $1,161.80  ($3,200.00)  $120,950.00    ($3,200.00)  0.00%  (95.52%)  $0.00  $0.00
 115  Sell Short  01/07/02 10:00  TMSell  $1,171.40  1  $2,000.00  0.69%  $2,475.00  73.88%    $0.00  $0.00
   Buy to Cover  01/07/02 16:00  PTgt1Osc  $1,163.40  $2,000.00  $122,950.00    ($875.00)  85.82%  59.70%  $0.00  $0.00
 116  Sell Short  01/07/02 10:00  TMSell  $1,171.40  1  $1,925.00  0.66%  $2,875.00  76.67%    $0.00  $0.00
   Buy to Cover  01/08/02 10:00  Stop2Osc  $1,163.70  $1,925.00  $124,875.00    ($875.00)  74.67%  51.33%  $0.00  $0.00
 117  Buy  01/14/02 11:00  TMBuy  $1,139.10  2  $350.00  0.06%  $2,150.00  61.43%    $0.00  $0.00
   Sell  01/14/02 16:00  ProfProtPrc  $1,139.80  $350.00  $125,225.00    ($1,350.00)  48.57%  10.00%  $0.00  $0.00
 118  Buy  01/14/02 16:00  TMBuy  $1,136.10  2  $350.00  0.06%  $5,650.00  90.40%    $0.00  $0.00
   Sell  01/15/02 14:00  ProfProtPrc  $1,136.80  $350.00  $125,575.00    ($600.00)  15.20%  5.60%  $0.00  $0.00
 119  Buy  01/15/02 14:30  TMBuy  $1,137.40  2  $250.00  0.04%  $4,750.00  84.07%    $0.00  $0.00
   Sell  01/16/02 10:00  ProfProtPrc  $1,137.90  $250.00  $125,825.00    ($900.00)  20.35%  4.42%  $0.00  $0.00
 120  Buy  01/16/02 10:00  TMBuy  $1,136.90  2  ($3,450.00)  (0.61%)  $1,000.00  22.47%    $0.00  $0.00
   Sell  01/16/02 16:00  Stop1Prc  $1,130.00  ($3,450.00)  $122,375.00    ($3,450.00)  0.00%  (77.53%)  $0.00  $0.00
 121  Buy  01/16/02 16:00  TMBuy  $1,125.40  2  $0.00  0.00%  $6,000.00  78.43%    $0.00  $0.00
   Sell  01/18/02 10:00  ProfProtPrc  $1,125.40  $0.00  $122,375.00    ($1,650.00)  21.57%  0.00%  $0.00  $0.00
 122  Buy  01/18/02 15:30  TMBuy  $1,123.40  2  $350.00  0.06%  $5,500.00  88.00%    $0.00  $0.00
   Sell  01/22/02 11:30  ProfProtPrc  $1,124.10  $350.00  $122,725.00    ($750.00)  17.60%  5.60%  $0.00  $0.00
 123  Buy  01/22/02 12:30  TMBuy  $1,121.50  2  $350.00  0.06%  $1,450.00  82.86%    $0.00  $0.00
   Sell  01/22/02 13:30  ProfProtPrc  $1,122.20  $350.00  $123,075.00    ($300.00)  37.14%  20.00%  $0.00  $0.00
 124  Buy  01/22/02 13:30  TMBuy  $1,119.70  1  $1,325.00  0.47%  $1,500.00  55.56%    $0.00  $0.00
   Sell  01/23/02 13:00  PTgt1Osc  $1,125.00  $1,325.00  $124,400.00    ($1,200.00)  93.52%  49.07%  $0.00  $0.00
 125  Buy  01/22/02 13:30  TMBuy  $1,119.70  1  $2,225.00  0.79%  $2,600.00  68.42%    $0.00  $0.00
   Sell  01/23/02 14:00  PTgt2Osc  $1,128.60  $2,225.00  $126,625.00    ($1,200.00)  90.13%  58.55%  $0.00  $0.00
 126  Sell Short  01/25/02 13:00  TMSell  $1,134.40  1  $1,000.00  0.35%  $1,200.00  73.85%    $0.00  $0.00
   Buy to Cover  01/25/02 16:00  PTgt1Osc  $1,130.40  $1,000.00  $127,625.00    ($425.00)  87.69%  61.54%  $0.00  $0.00
 127  Sell Short  01/25/02 13:00  TMSell  $1,134.40  1  $175.00  0.06%  $1,200.00  73.85%    $0.00  $0.00
   Buy to Cover  01/28/02 10:00  ProfProtPrc  $1,133.70  $175.00  $127,800.00    ($425.00)  36.92%  10.77%  $0.00  $0.00
 128  Sell Short  01/28/02 10:00  TMSell  $1,134.20  1  $750.00  0.27%  $850.00  87.18%    $0.00  $0.00
   Buy to Cover  01/28/02 11:30  PTgt1Osc  $1,131.20  $750.00  $128,550.00    ($125.00)  89.74%  76.92%  $0.00  $0.00
 129  Sell Short  01/28/02 10:00  TMSell  $1,134.20  1  $1,450.00  0.51%  $1,450.00  92.06%    $0.00  $0.00
   Buy to Cover  01/28/02 12:00  Stop2Osc  $1,128.40  $1,450.00  $130,000.00    ($125.00)  100.00%  92.06%  $0.00  $0.00
 130  Sell Short  01/29/02 10:00  TMSell  $1,132.60  1  $3,600.00  1.29%  $4,050.00  94.19%    $0.00  $0.00
   Buy to Cover  01/29/02 11:30  PTgt1Osc  $1,118.20  $3,600.00  $133,600.00    ($250.00)  89.53%  83.72%  $0.00  $0.00
 131  Sell Short  01/29/02 10:00  TMSell  $1,132.60  1  $5,675.00  2.05%  $6,300.00  96.18%    $0.00  $0.00
   Buy to Cover  01/29/02 14:00  Stop2Osc  $1,109.90  $5,675.00  $139,275.00    ($250.00)  90.46%  86.64%  $0.00  $0.00
 132  Sell Short  01/31/02 16:15  TMSell  $1,125.90  1  $1,550.00  0.55%  $1,750.00  85.37%    $0.00  $0.00
   Buy to Cover  02/01/02 11:30  PTgt1Osc  $1,119.70  $1,550.00  $140,825.00    ($300.00)  90.24%  75.61%  $0.00  $0.00
 133  Sell Short  01/31/02 16:15  TMSell  $1,125.90  1  $1,250.00  0.45%  $2,500.00  89.29%    $0.00  $0.00
   Buy to Cover  02/01/02 16:15  Stop2Osc  $1,120.90  $1,250.00  $142,075.00    ($300.00)  55.36%  44.64%  $0.00  $0.00
 134  Sell Short  02/12/02 11:00  TMSell  $1,105.40  2  ($3,050.00)  (0.55%)  $1,900.00  38.38%    $0.00  $0.00
   Buy to Cover  02/13/02 10:00  Stop1Prc  $1,111.50  ($3,050.00)  $139,025.00    ($3,050.00)  0.00%  (61.62%)  $0.00  $0.00
 135  Sell Short  02/13/02 10:00  TMSell  $1,112.10  2  ($3,100.00)  (0.55%)  $100.00  2.86%    $0.00  $0.00
   Buy to Cover  02/13/02 11:00  Stop1Prc  $1,118.30  ($3,100.00)  $135,925.00    ($3,400.00)  8.57%  (88.57%)  $0.00  $0.00
 136  Buy  02/22/02 12:30  TMBuy  $1,075.10  2  $300.00  0.06%  $2,050.00  66.13%    $0.00  $0.00
   Sell  02/22/02 14:00  ProfProtPrc  $1,075.70  $300.00  $136,225.00    ($1,050.00)  43.55%  9.68%  $0.00  $0.00
 137  Sell Short  02/26/02 15:30  TMSell  $1,110.60  2  ($650.00)  (0.12%)  $3,100.00  82.67%    $0.00  $0.00
   Buy to Cover  02/27/02 10:00  ProfProtPrc  $1,111.90  ($650.00)  $135,575.00    ($650.00)  0.00%  (17.33%)  $0.00  $0.00
 138  Sell Short  02/27/02 11:00  TMSell  $1,119.10  2  $3,700.00  0.67%  $4,850.00  84.35%    $0.00  $0.00
   Buy to Cover  02/27/02 14:00  PTgt1AllOsc  $1,111.70  $3,700.00  $139,275.00    ($900.00)  80.00%  64.35%  $0.00  $0.00
 139  Sell Short  02/28/02 10:30  TMSell  $1,119.40  1  $3,675.00  1.33%  $4,125.00  98.21%    $0.00  $0.00
   Buy to Cover  02/28/02 16:15  PTgt1Osc  $1,104.70  $3,675.00  $142,950.00    ($75.00)  89.29%  87.50%  $0.00  $0.00
 140  Sell Short  02/28/02 10:30  TMSell  $1,119.40  1  $2,550.00  0.92%  $4,125.00  98.21%    $0.00  $0.00
   Buy to Cover  03/01/02 10:00  Stop2Osc  $1,109.20  $2,550.00  $145,500.00    ($75.00)  62.50%  60.71%  $0.00  $0.00
 141  Sell Short  03/01/02 11:30  TMSell  $1,122.20  2  ($3,100.00)  (0.55%)  $1,800.00  36.73%    $0.00  $0.00
   Buy to Cover  03/01/02 16:00  Stop1Prc  $1,128.40  ($3,100.00)  $142,400.00    ($3,100.00)  0.00%  (63.27%)  $0.00  $0.00
 142  Sell Short  03/01/02 16:15  TMSell  $1,128.90  2  ($3,150.00)  (0.55%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  03/04/02 10:30  Stop1Prc  $1,135.20  ($3,150.00)  $139,250.00    ($3,150.00)  0.00%  (100.00%)  $0.00  $0.00
 143  Sell Short  03/04/02 15:30  TMSell  $1,149.70  1  $1,450.00  0.51%  $1,825.00  54.07%    $0.00  $0.00
   Buy to Cover  03/05/02 11:00  PTgt1Osc  $1,143.90  $1,450.00  $140,700.00    ($1,550.00)  88.89%  42.96%  $0.00  $0.00
 144  Sell Short  03/04/02 15:30  TMSell  $1,149.70  1  $450.00  0.16%  $1,825.00  54.07%    $0.00  $0.00
   Buy to Cover  03/05/02 12:30  Stop2Osc  $1,147.90  $450.00  $141,150.00    ($1,550.00)  59.26%  13.33%  $0.00  $0.00
 145  Sell Short  03/05/02 13:00  TMSell  $1,148.10  2  $350.00  0.06%  $3,100.00  70.45%    $0.00  $0.00
   Buy to Cover  03/05/02 15:30  ProfProtPrc  $1,147.40  $350.00  $141,500.00    ($1,300.00)  37.50%  7.95%  $0.00  $0.00
 146  Sell Short  03/06/02 10:30  TMSell  $1,150.60  2  ($3,200.00)  (0.55%)  $600.00  15.79%    $0.00  $0.00
   Buy to Cover  03/06/02 15:00  Stop1Prc  $1,157.00  ($3,200.00)  $138,300.00    ($3,200.00)  0.00%  (84.21%)  $0.00  $0.00
 147  Sell Short  03/08/02 10:00  TMSell  $1,167.20  2  $350.00  0.06%  $2,650.00  58.89%    $0.00  $0.00
   Buy to Cover  03/08/02 12:30  ProfProtPrc  $1,166.50  $350.00  $138,650.00    ($1,850.00)  48.89%  7.78%  $0.00  $0.00
 148  Sell Short  03/11/02 15:00  TMSell  $1,168.90  1  $3,925.00  1.36%  $4,350.00  89.69%    $0.00  $0.00
   Buy to Cover  03/12/02 10:00  PTgt1Osc  $1,153.20  $3,925.00  $142,575.00    ($500.00)  91.24%  80.93%  $0.00  $0.00
 149  Sell Short  03/11/02 15:00  TMSell  $1,168.90  1  $1,800.00  0.62%  $4,350.00  89.69%    $0.00  $0.00
   Buy to Cover  03/12/02 14:30  Stop2Osc  $1,161.70  $1,800.00  $144,375.00    ($500.00)  47.42%  37.11%  $0.00  $0.00
 150  Sell Short  03/19/02 12:00  TMSell  $1,168.70  1  $750.00  0.26%  $1,375.00  64.71%    $0.00  $0.00
   Buy to Cover  03/19/02 15:30  PTgt1Osc  $1,165.70  $750.00  $145,125.00    ($750.00)  70.59%  35.29%  $0.00  $0.00
 151  Sell Short  03/19/02 12:00  TMSell  $1,168.70  1  $3,175.00  1.10%  $3,250.00  81.25%    $0.00  $0.00
   Buy to Cover  03/20/02 10:30  PTgt2Osc  $1,156.00  $3,175.00  $148,300.00    ($750.00)  98.13%  79.38%  $0.00  $0.00
 152  Buy  04/15/02 11:30  TMBuy  $1,097.70  2  $350.00  0.06%  $3,850.00  74.04%    $0.00  $0.00
   Sell  04/15/02 15:30  ProfProtPrc  $1,098.40  $350.00  $148,650.00    ($1,350.00)  32.69%  6.73%  $0.00  $0.00
 153  Sell Short  04/17/02 10:30  TMSell  $1,127.20  1  $1,125.00  0.40%  $1,325.00  73.61%    $0.00  $0.00
   Buy to Cover  04/17/02 12:30  PTgt1Osc  $1,122.70  $1,125.00  $149,775.00    ($475.00)  88.89%  62.50%  $0.00  $0.00
 154  Sell Short  04/17/02 10:30  TMSell  $1,127.20  1  $1,700.00  0.61%  $2,000.00  80.81%    $0.00  $0.00
   Buy to Cover  04/17/02 15:00  PTgt2Osc  $1,120.40  $1,700.00  $151,475.00    ($475.00)  87.88%  68.69%  $0.00  $0.00
 155  Buy  05/06/02 15:30  TMBuy  $1,054.20  2  ($3,350.00)  (0.64%)  $350.00  8.75%    $0.00  $0.00
   Sell  05/06/02 16:15  Stop1Prc  $1,047.50  ($3,350.00)  $148,125.00    ($3,650.00)  7.50%  (83.75%)  $0.00  $0.00
 156  Buy  05/07/02 16:00  TMBuy  $1,043.70  1  $6,425.00  2.46%  $6,875.00  89.58%    $0.00  $0.00
   Sell  05/08/02 11:00  PTgt1Osc  $1,069.40  $6,425.00  $154,550.00    ($800.00)  94.14%  83.71%  $0.00  $0.00
 157  Buy  05/07/02 16:00  TMBuy  $1,043.70  1  $8,750.00  3.35%  $9,250.00  92.04%    $0.00  $0.00
   Sell  05/08/02 12:30  PTgt2Osc  $1,078.70  $8,750.00  $163,300.00    ($800.00)  95.02%  87.06%  $0.00  $0.00
 158  Sell Short  05/14/02 10:30  TMSell  $1,085.70  2  ($3,000.00)  (0.55%)  $850.00  22.08%    $0.00  $0.00
   Buy to Cover  05/14/02 15:00  Stop1Prc  $1,091.70  ($3,000.00)  $160,300.00    ($3,000.00)  0.00%  (77.92%)  $0.00  $0.00
 159  Sell Short  05/14/02 15:30  TMSell  $1,091.20  2  $1,850.00  0.34%  $3,750.00  69.44%    $0.00  $0.00
   Buy to Cover  05/15/02 10:00  PTgt1AllOsc  $1,087.50  $1,850.00  $162,150.00    ($1,650.00)  64.81%  34.26%  $0.00  $0.00
 160  Sell Short  05/15/02 11:30  TMSell  $1,091.90  2  $350.00  0.06%  $2,600.00  82.54%    $0.00  $0.00
   Buy to Cover  05/15/02 13:00  ProfProtPrc  $1,091.20  $350.00  $162,500.00    ($550.00)  28.57%  11.11%  $0.00  $0.00
 161  Sell Short  05/15/02 13:30  TMSell  $1,093.40  2  ($3,050.00)  (0.55%)  $350.00  10.29%    $0.00  $0.00
   Buy to Cover  05/15/02 14:30  Stop1Prc  $1,099.50  ($3,050.00)  $159,450.00    ($3,050.00)  0.00%  (89.71%)  $0.00  $0.00
 162  Sell Short  05/17/02 10:00  TMSell  $1,099.30  1  $1,775.00  0.65%  $1,850.00  73.27%    $0.00  $0.00
   Buy to Cover  05/17/02 12:00  PTgt1Osc  $1,092.20  $1,775.00  $161,225.00    ($675.00)  97.03%  70.30%  $0.00  $0.00
 163  Sell Short  05/17/02 10:00  TMSell  $1,099.30  1  $700.00  0.26%  $1,875.00  73.53%    $0.00  $0.00
   Buy to Cover  05/17/02 13:30  Stop2Osc  $1,096.50  $700.00  $161,925.00    ($675.00)  53.92%  27.45%  $0.00  $0.00
 164  Sell Short  05/17/02 16:00  TMSell  $1,102.20  2  $6,350.00  1.17%  $6,950.00  97.20%    $0.00  $0.00
   Buy to Cover  05/20/02 10:30  PTgt1AllOsc  $1,089.50  $6,350.00  $168,275.00    ($200.00)  91.61%  88.81%  $0.00  $0.00
 165  Buy  05/22/02 15:00  TMBuy  $1,071.20  1  $3,050.00  1.14%  $3,325.00  97.08%    $0.00  $0.00
   Sell  05/23/02 10:30  PTgt1Osc  $1,083.40  $3,050.00  $171,325.00    ($100.00)  91.97%  89.05%  $0.00  $0.00
 166  Buy  05/22/02 15:00  TMBuy  $1,071.20  1  $1,325.00  0.49%  $3,325.00  97.08%    $0.00  $0.00
   Sell  05/23/02 12:00  Stop2Osc  $1,076.50  $1,325.00  $172,650.00    ($100.00)  41.61%  38.69%  $0.00  $0.00
 167  Buy  05/30/02 13:00  TMBuy  $1,053.50  1  $3,925.00  1.49%  $4,500.00  80.00%    $0.00  $0.00
   Sell  05/31/02 11:00  PTgt1Osc  $1,069.20  $3,925.00  $176,575.00    ($1,125.00)  89.78%  69.78%  $0.00  $0.00
 168  Buy  05/30/02 13:00  TMBuy  $1,053.50  1  $4,350.00  1.65%  $4,675.00  80.60%    $0.00  $0.00
   Sell  05/31/02 11:30  PTgt2Osc  $1,070.90  $4,350.00  $180,925.00    ($1,125.00)  94.40%  75.00%  $0.00  $0.00
 169  Buy  06/03/02 11:30  TMBuy  $1,051.40  2  ($3,200.00)  (0.61%)  $150.00  4.48%    $0.00  $0.00
   Sell  06/03/02 14:00  Stop1Prc  $1,045.00  ($3,200.00)  $177,725.00    ($3,200.00)  0.00%  (95.52%)  $0.00  $0.00
 170  Buy  06/03/02 15:00  TMBuy  $1,047.70  2  ($3,150.00)  (0.60%)  $900.00  22.22%    $0.00  $0.00
   Sell  06/03/02 16:00  Stop1Prc  $1,041.40  ($3,150.00)  $174,575.00    ($3,150.00)  0.00%  (77.78%)  $0.00  $0.00
 171  Buy  06/06/02 13:00  TMBuy  $1,028.70  2  $350.00  0.07%  $2,250.00  84.91%    $0.00  $0.00
   Sell  06/06/02 14:00  ProfProtPrc  $1,029.40  $350.00  $174,925.00    ($400.00)  28.30%  13.21%  $0.00  $0.00
 172  Buy  06/06/02 15:00  TMBuy  $1,023.70  2  ($7,500.00)  (1.47%)  $1,350.00  15.25%    $0.00  $0.00
   Sell  06/07/02 10:00  Stop1Prc  $1,008.70  ($7,500.00)  $167,425.00    ($7,500.00)  0.00%  (84.75%)  $0.00  $0.00
 173  Buy  06/11/02 16:15  TMBuy  $1,008.70  2  $350.00  0.07%  $2,750.00  59.78%    $0.00  $0.00
   Sell  06/12/02 10:30  ProfProtPrc  $1,009.40  $350.00  $167,775.00    ($1,850.00)  47.83%  7.61%  $0.00  $0.00
 174  Buy  06/12/02 11:30  TMBuy  $1,008.70  2  ($5,100.00)  (1.01%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/12/02 12:30  Stop1Prc  $998.50  ($5,100.00)  $162,675.00    ($5,100.00)  0.00%  (100.00%)  $0.00  $0.00
 175  Buy  06/14/02 10:00  TMBuy  $974.80  1  $9,325.00  3.83%  $10,000.00  97.56%    $0.00  $0.00
   Sell