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TradeStation TradeManager Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
Display:
 
TradeStation Performance Summary Collapse
 
  All Trades
Long Trades
Short Trades
Total Net Profit $17,259.93 $17,259.93 $0.00
Gross Profit $48,437.78 $48,437.78 $0.00
Gross Loss ($31,177.85) ($31,177.85) $0.00
Profit Factor 1.55 1.55 n/a
       
Roll Over Credit $0.00 $0.00 $0.00
Open Position P/L $222.25 $222.25 $0.00
       
Select Total Net Profit $15,156.78 $15,156.78 $0.00
Select Gross Profit $42,474.39 $42,474.39 $0.00
Select Gross Loss ($27,317.61) ($27,317.61) $0.00
Select Profit Factor 1.55 1.55 n/a
       
Adjusted Total Net Profit $11,231.51 $11,231.51 $0.00
Adjusted Gross Profit $44,786.64 $44,786.64 $0.00
Adjusted Gross Loss ($33,555.14) ($33,555.14) $0.00
Adjusted Profit Factor 1.33 1.33 n/a
       
Total Number of Trades 350 350 0
Percent Profitable 50.29% 50.29% 0.00%
Winning Trades 176 176 0
Losing Trades 172 172 0
Even Trades 2 2 0
       
Avg. Trade Net Profit $49.31 $49.31 $0.00
Avg. Winning Trade $275.21 $275.21 $0.00
Avg. Losing Trade ($181.27) ($181.27) $0.00
Ratio Avg. Win:Avg. Loss 1.52 1.52 n/a
Largest Winning Trade $1,907.40 $1,907.40 $0.00
Largest Losing Trade ($1,234.03) ($1,234.03) $0.00
Largest Winner as % of Gross Profit 3.94% 3.94% n/a
Largest Loser as % of Gross Loss 3.96% 3.96% n/a
       
Net Profit as % of Largest Loss 1398.66% 1398.66% n/a
Select Net Profit as % of Largest Loss 1228.23% 1228.23% n/a
Adjusted Net Profit as % of Largest Loss 910.15% 910.15% n/a
       
Max. Consecutive Winning Trades 6 6 0
Max. Consecutive Losing Trades 6 6 0
Avg. Bars in Total Trades 5.28 5.28 0.00
Avg. Bars in Winning Trades 6.35 6.35 0.00
Avg. Bars in Losing Trades 4.21 4.21 0.00
Avg. Bars in Even Trades 3.50 3.50 0.00
Max. Shares/Contracts Held 1058 1058 0
Total Shares/Contracts Held 184774 184774 0
Account Size Required $3,292.48 $3,292.48 $0.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $0.00 $0.00 $0.00
       
Return on Initial Capital 172.60%
Annual Rate of Return 7.68%
Buy & Hold Return 68.32%
Return on Account 524.22%    
Avg. Monthly Return $17.46    
Std. Deviation of Monthly Return $302.86    
       
Return Retracement Ratio 0.14    
RINA Index 147.47    
Sharpe Ratio 0.21    
K-Ratio n/a    
       
Trading Period 13 Yrs, 19 Dys
Percent of Time in the Market 47.97%
Time in the Market 6 Yrs, 3 Mths, 3 Dys    
Longest Flat Period 52 Dys    
       
Max. Equity Run-up
$18,559.44    
Date of Max. Equity Run-up 01/04/11 09:31    
Max. Equity Run-up as % of Initial Capital 185.59%    
 
Max. Drawdown (Intra-day Peak to Valley)
Value ($3,767.79) ($3,767.79) $0.00
Date 08/08/12 09:31    
as % of Initial Capital 37.68% 37.68% 0.00%
Net Profit as % of Drawdown 458.09% 458.09% n/a
Select Net Profit as % of Drawdown 402.27% 402.27% n/a
Adjusted Net Profit as % of Drawdown 298.09% 298.09% n/a
       
Max. Drawdown (Trade Close to Trade Close)
Value ($3,292.48) ($3,292.48) $0.00
Date 08/03/12 09:31    
as % of Initial Capital 32.92% 32.92% 0.00%
Net Profit as % of Drawdown 524.22% 524.22% n/a
Select Net Profit as % of Drawdown 460.35% 460.35% n/a
Adjusted Net Profit as % of Drawdown 341.13% 341.13% n/a
       
Max. Trade Drawdown ($1,934.01) ($1,934.01) $0.00
     
     
     
Created by TradeStation: 4/21/2016 3:42:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 350 176 172
Avg. Trade Net Profit $49.31 $275.21 ($181.27)
1 Std. Deviation of Avg. Trade $335.49 $291.46 $191.70
Avg. Trade + 1 Std. Deviation $384.81 $566.68 $10.43
Avg. Trade - 1 Std. Deviation ($286.18) ($16.25) ($372.97)
Coefficient of Variation 680.32% 105.90% 105.76%
Time Averages
Avg. Time in Trades 6 Dys, 12 Hrs, 12 Mins 8 Dys, 5 Hrs, 2 Mins 4 Dys, 19 Hrs, 15 Mins
Avg. Time Between Trades 7 Dys, 37 Mins 18 Dys, 15 Hrs, 54 Mins 22 Dys, 15 Hrs, 26 Mins
Avg. Time Between Trade Profit Peaks 463 Dys
Outliers Total Positive Negative
Number of Outliers 8 4 4
Outlier Profit/Loss $2,103.15 $5,963.39 ($3,860.24)
 
Run-up/Drawdown   Run-up Drawdown
Max. Value $2,150.16 ($1,934.01)
Max. Value Date 8/26/2009 5/7/2010
Avg. Value $235.58 ($162.78)
1 Std. Deviation $270.46 $215.93
Avg. + 1 Std. Deviation $506.04 $53.15
Avg. - 1 Std. Deviation ($34.87) ($378.71)
Coefficient of Variation 114.80% 132.65%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 1.81% 55.15% 46.66%
1 Std. Deviation 64.46% 34.63% 38.97%
Avg. + 1 Std. Deviation 66.27% 89.78% 85.63%
Avg. - 1 Std. Deviation (62.65%) 20.52% 7.69%
Coefficient of Variation 3560.37% 62.80% 83.51%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $1,907.40 ($1,234.03)
Largest Profit/Loss as % of Gross 3.94% 3.96%
Largest Consec. Profit/Loss $2,924.82 ($1,498.36)
Largest Consec. Profit/Loss as % of Gross 6.04% 4.81%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 38 $174.13 ($199.09)
2 22 $319.66 ($206.93)
3 12 $349.57 ($149.64)
4 4 $205.08 ($174.57)
5 6 $283.26 ($283.20)
6 2 $282.68 ($274.81)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 38 ($211.13) $221.59
2 22 ($205.52) $236.77
3 11 ($163.43) $249.18
4 7 ($200.70) $183.31
5 1 ($221.47) $55.12
6 4 ($83.00) $82.18

Created by TradeStation: 4/21/2016 3:42:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
Drawdown
Efficiency Total Eff. Comm. Slippage
 1  Buy  04/25/03 09:31  Buy  $9.47  $0.00  1058  $190.44  1.90%  $190.44  62.07%    $0.00  $0.00
   Sell  04/30/03 09:31  Sell  $9.65    $190.44  $190.44    ($116.38)  100.00%  62.07%  $0.00  $0.00
 2  Buy  05/01/03 09:31  Buy  $9.70  $0.00  1037  $93.33  0.93%  $197.03  100.00%    $0.00  $0.00
   Sell  05/02/03 09:31  Sell  $9.79    $93.33  $283.77    $0.00  47.37%  47.37%  $0.00  $0.00
 3  Buy  05/06/03 09:31  Buy  $10.18  $0.00  1002  $921.84  9.04%  $961.92  100.00%    $0.00  $0.00
   Sell  05/22/03 09:31  Sell  $11.10    $921.84  $1,205.61    $0.00  95.83%  95.83%  $0.00  $0.00
 4  Buy  05/28/03 09:31  Buy  $11.05  $0.00  891  ($133.65)  (1.36%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/06/03 09:31  Sell  $10.90    ($133.65)  $1,071.96    ($427.68)  68.75%  (31.25%)  $0.00  $0.00
 5  Buy  06/10/03 09:31  Buy  $10.98  $0.00  900  $36.00  0.36%  $144.00  47.06%    $0.00  $0.00
   Sell  06/17/03 09:31  Sell  $11.02    $36.00  $1,107.96    ($162.00)  64.71%  11.76%  $0.00  $0.00
 6  Buy  06/27/03 09:31  Buy  $10.89  $0.00  909  ($99.99)  (1.01%)  $0.00  0.00%    $0.00  $0.00
   Sell  07/01/03 09:31  Sell  $10.78    ($99.99)  $1,007.97    ($99.99)  0.00%  (100.00%)  $0.00  $0.00
 7  Buy  07/03/03 09:31  Buy  $11.00  $0.00  900  ($90.00)  (0.91%)  $135.00  60.00%    $0.00  $0.00
   Sell  07/08/03 09:31  Sell  $10.90    ($90.00)  $917.97    ($90.00)  0.00%  (40.00%)  $0.00  $0.00
 8  Buy  07/16/03 09:31  Buy  $10.84  $0.00  905  $298.65  3.04%  $298.65  89.19%    $0.00  $0.00
   Sell  07/29/03 09:31  Sell  $11.17    $298.65  $1,216.62    ($36.20)  100.00%  89.19%  $0.00  $0.00
 9  Buy  07/30/03 09:31  Buy  $11.01  $0.00  892  $8.92  0.09%  $8.92  100.00%    $0.00  $0.00
   Sell  07/31/03 09:31  Sell  $11.02    $8.92  $1,225.54    $0.00  100.00%  100.00%  $0.00  $0.00
 10  Buy  08/12/03 09:31  Buy  $10.68  $0.00  918  $137.70  1.40%  $137.70  83.33%    $0.00  $0.00
   Sell  08/13/03 09:31  Sell  $10.83    $137.70  $1,363.24    ($27.54)  100.00%  83.33%  $0.00  $0.00
 11  Buy  08/15/03 09:31  Buy  $10.82  $0.00  919  ($119.47)  (1.20%)  $9.19  7.14%    $0.00  $0.00
   Sell  08/19/03 09:31  Sell  $10.69    ($119.47)  $1,243.77    ($119.47)  0.00%  (92.86%)  $0.00  $0.00
 12  Buy  09/10/03 09:31  Buy  $10.95  $0.00  909  ($90.90)  (0.91%)  $45.45  33.33%    $0.00  $0.00
   Sell  09/17/03 09:31  Sell  $10.85    ($90.90)  $1,152.87    ($90.90)  0.00%  (66.67%)  $0.00  $0.00
 13  Buy  09/24/03 09:31  Buy  $11.10  $0.00  895  ($26.85)  (0.27%)  $8.95  6.67%    $0.00  $0.00
   Sell  09/25/03 09:31  Sell  $11.07    ($26.85)  $1,126.02    ($125.30)  73.33%  (20.00%)  $0.00  $0.00
 14  Buy  09/30/03 09:31  Buy  $10.85  $0.00  904  $623.76  6.36%  $696.08  100.00%    $0.00  $0.00
   Sell  10/17/03 09:31  Sell  $11.54    $623.76  $1,749.78    $0.00  89.61%  89.61%  $0.00  $0.00
 15  Buy  10/22/03 09:31  Buy  $11.55  $0.00  861  $43.05  0.43%  $215.25  78.12%    $0.00  $0.00
   Sell  11/10/03 09:31  Sell  $11.60    $43.05  $1,792.83    ($60.27)  37.50%  15.62%  $0.00  $0.00
 16  Buy  11/12/03 09:31  Buy  $11.61  $0.00  846  $16.92  0.17%  $16.92  16.67%    $0.00  $0.00
   Sell  11/13/03 09:31  Sell  $11.63    $16.92  $1,809.75    ($84.60)  100.00%  16.67%  $0.00  $0.00
 17  Buy  11/14/03 09:31  Buy  $11.83  $0.00  834  $291.90  2.96%  $291.90  85.37%    $0.00  $0.00
   Sell  11/20/03 09:31  Sell  $12.18    $291.90  $2,101.65    ($50.04)  100.00%  85.37%  $0.00  $0.00
 18  Buy  11/24/03 09:31  Buy  $12.18  $0.00  821  ($49.26)  (0.49%)  $57.47  53.85%    $0.00  $0.00
   Sell  11/26/03 09:31  Sell  $12.12    ($49.26)  $2,052.39    ($49.26)  0.00%  (46.15%)  $0.00  $0.00
 19  Buy  12/08/03 09:31  Buy  $12.88  $0.00  775  $930.00  9.32%  $930.00  88.24%    $0.00  $0.00
   Sell  01/07/04 09:31  Sell  $14.08    $930.00  $2,982.39    ($124.00)  100.00%  88.24%  $0.00  $0.00
 20  Buy  01/21/04 09:31  Buy  $14.56  $0.00  675  $877.50  8.93%  $904.50  94.37%    $0.00  $0.00
   Sell  02/19/04 09:31  Sell  $15.86    $877.50  $3,859.89    ($54.00)  97.18%  91.55%  $0.00  $0.00
 21  Buy  02/20/04 09:31  Buy  $15.75  $0.00  628  ($188.40)  (1.90%)  $43.96  18.92%    $0.00  $0.00
   Sell  02/23/04 09:31  Sell  $15.45    ($188.40)  $3,671.49    ($188.40)  0.00%  (81.08%)  $0.00  $0.00
 22  Buy  02/24/04 09:31  Buy  $15.45  $0.00  640  ($12.80)  (0.13%)  $121.60  43.18%    $0.00  $0.00
   Sell  03/02/04 09:31  Sell  $15.43    ($12.80)  $3,658.69    ($160.00)  52.27%  (4.55%)  $0.00  $0.00
 23  Buy  03/09/04 09:31  Buy  $15.77  $0.00  632  ($126.40)  (1.27%)  $50.56  28.57%    $0.00  $0.00
   Sell  03/11/04 09:31  Sell  $15.57    ($126.40)  $3,532.29    ($126.40)  0.00%  (71.43%)  $0.00  $0.00
 24  Buy  03/19/04 09:31  Buy  $15.45  $0.00  646  ($226.10)  (2.27%)  $25.84  7.69%    $0.00  $0.00
   Sell  03/24/04 09:31  Sell  $15.10    ($226.10)  $3,306.19    ($310.08)  25.00%  (67.31%)  $0.00  $0.00
 25  Buy  03/26/04 09:31  Buy  $15.56  $0.00  637  $299.39  3.02%  $471.38  88.10%    $0.00  $0.00
   Sell  04/06/04 09:31  Sell  $16.03    $299.39  $3,605.58    ($63.70)  67.86%  55.95%  $0.00  $0.00
 26  Buy  04/14/04 09:31  Buy  $16.40  $0.00  603  ($229.14)  (2.32%)  $36.18  12.77%    $0.00  $0.00
   Sell  04/23/04 09:31  Sell  $16.02    ($229.14)  $3,376.44    ($247.23)  6.38%  (80.85%)  $0.00  $0.00
 27  Buy  04/29/04 09:31  Buy  $16.13  $0.00  611  ($79.43)  (0.81%)  $0.00  0.00%    $0.00  $0.00
   Sell  04/30/04 09:31  Sell  $16.00    ($79.43)  $3,297.01    ($79.43)  0.00%  (100.00%)  $0.00  $0.00
 28  Buy  05/05/04 09:31  Buy  $16.15  $0.00  613  ($858.20)  (8.67%)  $177.77  17.16%    $0.00  $0.00
   Sell  05/10/04 09:31  Sell  $14.75    ($858.20)  $2,438.81    ($858.20)  0.00%  (82.84%)  $0.00  $0.00
 29  Buy  05/24/04 09:31  Buy  $15.46  $0.00  647  $317.03  3.17%  $342.91  100.00%    $0.00  $0.00
   Sell  06/03/04 09:31  Sell  $15.95    $317.03  $2,755.84    $0.00  92.45%  92.45%  $0.00  $0.00
 30  Buy  06/15/04 09:31  Buy  $15.76  $0.00  619  $817.08  8.38%  $817.08  99.25%    $0.00  $0.00
   Sell  07/01/04 09:31  Sell  $17.08    $817.08  $3,572.92    ($6.19)  100.00%  99.25%  $0.00  $0.00
 31  Buy  07/07/04 09:31  Buy  $17.28  $0.00  573  ($183.36)  (1.85%)  $234.93  51.90%    $0.00  $0.00
   Sell  07/26/04 09:31  Sell  $16.96    ($183.36)  $3,389.56    ($217.74)  7.59%  (40.51%)  $0.00  $0.00
 32  Buy  07/29/04 09:31  Buy  $17.30  $0.00  573  ($68.76)  (0.69%)  $57.30  41.67%    $0.00  $0.00
   Sell  07/30/04 09:31  Sell  $17.18    ($68.76)  $3,320.80    ($80.22)  8.33%  (50.00%)  $0.00  $0.00
 33  Buy  08/02/04 09:31  Buy  $17.10  $0.00  572  ($57.20)  (0.58%)  $0.00  0.00%    $0.00  $0.00
   Sell  08/03/04 09:31  Sell  $17.00    ($57.20)  $3,263.60    ($57.20)  0.00%  (100.00%)  $0.00  $0.00
 34  Buy  08/05/04 09:31  Buy  $16.99  $0.00  573  $63.03  0.65%  $189.09  80.49%    $0.00  $0.00
   Sell  08/06/04 09:31  Sell  $17.10    $63.03  $3,326.63    ($45.84)  46.34%  26.83%  $0.00  $0.00
 35  Buy  08/13/04 09:31  Buy  $17.03  $0.00  580  $272.60  2.76%  $464.00  89.89%    $0.00  $0.00
   Sell  08/20/04 09:31  Sell  $17.50    $272.60  $3,599.23    ($52.20)  62.92%  52.81%  $0.00  $0.00
 36  Buy  08/27/04 09:31  Buy  $16.97  $0.00  585  $70.20  0.71%  $70.20  41.38%    $0.00  $0.00
   Sell  09/01/04 09:31  Sell  $17.09    $70.20  $3,669.43    ($99.45)  100.00%  41.38%  $0.00  $0.00
 37  Buy  09/02/04 09:31  Buy  $17.24  $0.00  575  ($23.00)  (0.23%)  $74.75  6.70%    $0.00  $0.00
   Sell  09/08/04 09:31  Sell  $17.20    ($23.00)  $3,646.43    ($1,040.75)  91.24%  (2.06%)  $0.00  $0.00
 38  Buy  09/13/04 09:31  Buy  $17.25  $0.00  570  ($22.80)  (0.23%)  $0.00  0.00%    $0.00  $0.00
   Sell  09/14/04 09:31  Sell  $17.21    ($22.80)  $3,623.63    ($22.80)  0.00%  (100.00%)  $0.00  $0.00
 39  Buy  09/20/04 09:31  Buy  $17.20  $0.00  575  $184.00  1.86%  $345.00  85.71%    $0.00  $0.00
   Sell  09/28/04 09:31  Sell  $17.52    $184.00  $3,807.63    ($57.50)  60.00%  45.71%  $0.00  $0.00
 40  Buy  09/30/04 09:31  Buy  $17.65  $0.00  559  $55.90  0.57%  $128.57  100.00%    $0.00  $0.00
   Sell  10/01/04 09:31  Sell  $17.75    $55.90  $3,863.53    $0.00  43.48%  43.48%  $0.00  $0.00
 41  Buy  10/06/04 09:31  Buy  $18.15  $0.00  552  $38.64  0.39%  $38.64  28.00%    $0.00  $0.00
   Sell  10/07/04 09:31  Sell  $18.22    $38.64  $3,902.17    ($99.36)  100.00%  28.00%  $0.00  $0.00
 42  Buy  10/11/04 09:31  Buy  $18.51  $0.00  536  $219.76  2.22%  $230.48  40.57%    $0.00  $0.00
   Sell  11/02/04 09:31  Sell  $18.92    $219.76  $4,121.93    ($337.68)  98.11%  38.68%  $0.00  $0.00
 43  Buy  11/17/04 09:31  Buy  $20.16  $0.00  491  $1,394.44  14.09%  $1,394.44  88.75%    $0.00  $0.00
   Sell  12/29/04 09:31  Sell  $23.00    $1,394.44  $5,516.37    ($176.76)  100.00%  88.75%  $0.00  $0.00
 44  Buy  01/04/05 09:31  Buy  $22.93  $0.00  428  ($269.64)  (2.75%)  $29.96  8.54%    $0.00  $0.00
   Sell  01/10/05 09:31  Sell  $22.30    ($269.64)  $5,246.73    ($321.00)  14.63%  (76.83%)  $0.00  $0.00
 45  Buy  01/21/05 09:31  Buy  $21.66  $0.00  455  $232.05  2.35%  $232.05  68.92%    $0.00  $0.00
   Sell  01/26/05 09:31  Sell  $22.17    $232.05  $5,478.78    ($104.65)  100.00%  68.92%  $0.00  $0.00
 46  Buy  01/31/05 09:31  Buy  $22.40  $0.00  440  ($8.80)  (0.09%)  $8.80  8.33%    $0.00  $0.00
   Sell  02/02/05 09:31  Sell  $22.38    ($8.80)  $5,469.98    ($96.80)  83.33%  (8.33%)  $0.00  $0.00
 47  Buy  02/03/05 09:31  Buy  $22.70  $0.00  437  ($87.40)  (0.88%)  $26.22  20.00%    $0.00  $0.00
   Sell  02/04/05 09:31  Sell  $22.50    ($87.40)  $5,382.58    ($104.88)  13.33%  (66.67%)  $0.00  $0.00
 48  Buy  02/09/05 09:31  Buy  $22.60  $0.00  437  ($144.21)  (1.46%)  $13.11  8.33%    $0.00  $0.00
   Sell  02/10/05 09:31  Sell  $22.27    ($144.21)  $5,238.37    ($144.21)  0.00%  (91.67%)  $0.00  $0.00
 49  Buy  02/16/05 09:31  Buy  $23.20  $0.00  430  $129.00  1.29%  $202.10  85.45%    $0.00  $0.00
   Sell  02/22/05 09:31  Sell  $23.50    $129.00  $5,367.37    ($34.40)  69.09%  54.55%  $0.00  $0.00
 50  Buy  02/23/05 09:31  Buy  $23.50  $0.00  420  $348.60  3.53%  $361.20  59.31%    $0.00  $0.00
   Sell  03/02/05 09:31  Sell  $24.33    $348.60  $5,715.97    ($247.80)  97.93%  57.24%  $0.00  $0.00
 51  Buy  03/04/05 09:31  Buy  $24.07  $0.00  412  ($379.04)  (3.82%)  $403.76  51.58%    $0.00  $0.00
   Sell  03/22/05 09:31  Sell  $23.15    ($379.04)  $5,336.93    ($379.04)  0.00%  (48.42%)  $0.00  $0.00
 52  Buy  03/28/05 09:31  Buy  $22.61  $0.00  438  ($4.38)  (0.04%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/29/05 09:31  Sell  $22.60    ($4.38)  $5,332.55    ($4.38)  0.00%  (100.00%)  $0.00  $0.00
 53  Buy  04/14/05 09:31  Buy  $23.21  $0.00  426  ($55.38)  (0.56%)  $21.30  27.78%    $0.00  $0.00
   Sell  04/15/05 09:31  Sell  $23.08    ($55.38)  $5,277.17    ($55.38)  0.00%  (72.22%)  $0.00  $0.00
 54  Buy  04/22/05 09:31  Buy  $22.48  $0.00  440  ($39.60)  (0.40%)  $193.60  83.02%    $0.00  $0.00
   Sell  04/28/05 09:31  Sell  $22.39    ($39.60)  $5,237.57    ($39.60)  0.00%  (16.98%)  $0.00  $0.00
 55  Buy  05/26/05 09:31  Buy  $22.30  $0.00  445  $222.50  2.24%  $222.50  78.12%    $0.00  $0.00
   Sell  06/01/05 09:31  Sell  $22.80    $222.50  $5,460.07    ($62.30)  100.00%  78.12%  $0.00  $0.00
 56  Buy  06/02/05 09:31  Buy  $22.80  $0.00  437  $17.48  0.18%  $65.55  34.88%    $0.00  $0.00
   Sell  06/08/05 09:31  Sell  $22.84    $17.48  $5,477.55    ($122.36)  74.42%  9.30%  $0.00  $0.00
 57  Buy  06/15/05 09:31  Buy  $23.28  $0.00  425  $361.25  3.65%  $518.50  82.99%    $0.00  $0.00
   Sell  07/20/05 09:31  Sell  $24.13    $361.25  $5,838.80    ($106.25)  74.83%  57.82%  $0.00  $0.00
 58  Buy  07/22/05 09:31  Buy  $24.46  $0.00  401  ($104.26)  (1.06%)  $48.12  29.27%    $0.00  $0.00
   Sell  07/27/05 09:31  Sell  $24.20    ($104.26)  $5,734.54    ($116.29)  7.32%  (63.41%)  $0.00  $0.00
 59  Buy  07/29/05 09:31  Buy  $24.60  $0.00  403  $564.20  5.69%  $608.53  98.69%    $0.00  $0.00
   Sell  08/05/05 09:31  Sell  $26.00    $564.20  $6,298.74    ($8.06)  92.81%  91.50%  $0.00  $0.00
 60  Buy  08/18/05 09:31  Buy  $25.70  $0.00  378  $623.70  6.42%  $623.70  80.49%    $0.00  $0.00
   Sell  09/09/05 09:31  Sell  $27.35    $623.70  $6,922.44    ($151.20)  100.00%  80.49%  $0.00  $0.00
 61  Buy  09/21/05 09:31  Buy  $27.37  $0.00  363  ($279.51)  (2.81%)  $32.67  8.91%    $0.00  $0.00
   Sell  09/28/05 09:31  Sell  $26.60    ($279.51)  $6,642.93    ($333.96)  14.85%  (76.24%)  $0.00  $0.00
 62  Buy  10/04/05 09:31  Buy  $26.92  $0.00  364  ($58.24)  (0.59%)  $101.92  63.64%    $0.00  $0.00
   Sell  10/06/05 09:31  Sell  $26.76    ($58.24)  $6,584.69    ($58.24)  0.00%  (36.36%)  $0.00  $0.00
 63  Buy  10/20/05 09:31  Buy  $24.47  $0.00  398  $195.02  2.00%  $290.54  97.33%    $0.00  $0.00
   Sell  10/21/05 09:31  Sell  $24.96    $195.02  $6,779.71    ($7.96)  68.00%  65.33%  $0.00  $0.00
 64  Buy  10/25/05 09:31  Buy  $24.78  $0.00  403  $193.44  1.94%  $193.44  100.00%    $0.00  $0.00
   Sell  10/26/05 09:31  Sell  $25.26    $193.44  $6,973.15    $0.00  100.00%  100.00%  $0.00  $0.00
 65  Buy  11/08/05 09:31  Buy  $25.80  $0.00  380  ($26.60)  (0.27%)  $60.80  48.48%    $0.00  $0.00
   Sell  11/09/05 09:31  Sell  $25.73    ($26.60)  $6,946.55    ($64.60)  30.30%  (21.21%)  $0.00  $0.00
 66  Buy  11/22/05 09:31  Buy  $26.23  $0.00  382  $198.64  1.98%  $240.66  63.00%    $0.00  $0.00
   Sell  12/01/05 09:31  Sell  $26.75    $198.64  $7,145.19    ($141.34)  89.00%  52.00%  $0.00  $0.00
 67  Buy  12/13/05 09:31  Buy  $27.54  $0.00  361  $563.16  5.66%  $722.00  83.68%    $0.00  $0.00
   Sell  01/18/06 09:31  Sell  $29.10    $563.16  $7,708.35    ($140.79)  81.59%  65.27%  $0.00  $0.00
 68  Buy  01/19/06 09:31  Buy  $28.85  $0.00  338  $152.10  1.56%  $152.10  75.00%    $0.00  $0.00
   Sell  01/20/06 09:31  Sell  $29.30    $152.10  $7,860.45    ($50.70)  100.00%  75.00%  $0.00  $0.00
 69  Buy  01/24/06 09:31  Buy  $29.80  $0.00  336  $134.40  1.34%  $372.96  89.52%    $0.00  $0.00
   Sell  02/10/06 09:31  Sell  $30.20    $134.40  $7,994.85    ($43.68)  42.74%  32.26%  $0.00  $0.00
 70  Buy  02/22/06 09:31  Buy  $30.50  $0.00  328  ($82.00)  (0.82%)  $78.72  48.98%    $0.00  $0.00
   Sell  03/01/06 09:31  Sell  $30.25    ($82.00)  $7,912.85    ($82.00)  0.00%  (51.02%)  $0.00  $0.00
 71  Buy  03/08/06 09:31  Buy  $29.70  $0.00  326  ($254.28)  (2.63%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/09/06 09:31  Sell  $28.92    ($254.28)  $7,658.57    ($254.28)  0.00%  (100.00%)  $0.00  $0.00
 72  Buy  03/15/06 09:31  Buy  $29.43  $0.00  333  $449.55  4.59%  $492.84  82.68%    $0.00  $0.00
   Sell  03/23/06 09:31  Sell  $30.78    $449.55  $8,108.12    ($103.23)  92.74%  75.42%  $0.00  $0.00
 73  Buy  03/24/06 09:31  Buy  $30.85  $0.00  321  ($80.25)  (0.81%)  $6.42  3.85%    $0.00  $0.00
   Sell  03/29/06 09:31  Sell  $30.60    ($80.25)  $8,027.87    ($160.50)  48.08%  (48.08%)  $0.00  $0.00
 74  Buy  04/04/06 09:31  Buy  $31.68  $0.00  319  $70.18  0.69%  $102.08  36.36%    $0.00  $0.00
   Sell  04/06/06 09:31  Sell  $31.90    $70.18  $8,098.05    ($178.64)  88.64%  25.00%  $0.00  $0.00
 75  Buy  04/07/06 09:31  Buy  $31.77  $0.00  310  $641.70  6.52%  $703.70  70.28%    $0.00  $0.00
   Sell  05/02/06 09:31  Sell  $33.84    $641.70  $8,739.75    ($297.60)  93.81%  64.09%  $0.00  $0.00
 76  Buy  05/03/06 09:31  Buy  $33.36  $0.00  301  ($222.74)  (2.22%)  $361.20  61.22%    $0.00  $0.00
   Sell  05/17/06 09:31  Sell  $32.62    ($222.74)  $8,517.01    ($228.76)  1.02%  (37.76%)  $0.00  $0.00
 77  Buy  05/24/06 09:31  Buy  $30.05  $0.00  337  $286.45  2.83%  $316.78  63.51%    $0.00  $0.00
   Sell  05/30/06 09:31  Sell  $30.90    $286.45  $8,803.46    ($181.98)  93.92%  57.43%  $0.00  $0.00
 78  Buy  06/15/06 09:31  Buy  $26.50  $0.00  379  $644.30  6.42%  $644.30  95.51%    $0.00  $0.00
   Sell  06/16/06 09:31  Sell  $28.20    $644.30  $9,447.76    ($30.32)  100.00%  95.51%  $0.00  $0.00
 79  Buy  06/28/06 09:31  Buy  $29.55  $0.00  335  $609.70  6.16%  $733.65  77.11%    $0.00  $0.00
   Sell  07/07/06 09:31  Sell  $31.37    $609.70  $10,057.46    ($217.75)  86.97%  64.08%  $0.00  $0.00
 80  Buy  07/19/06 09:31  Buy  $29.02  $0.00  338  $297.44  3.03%  $310.96  74.80%    $0.00  $0.00
   Sell  07/21/06 09:31  Sell  $29.90    $297.44  $10,354.90    ($104.78)  96.75%  71.54%  $0.00  $0.00
 81  Buy  07/27/06 09:31  Buy  $30.30  $0.00  328  $131.20  1.32%  $328.00  94.34%    $0.00  $0.00
   Sell  08/10/06 09:31  Sell  $30.70    $131.20  $10,486.10    ($19.68)  43.40%  37.74%  $0.00  $0.00
 82  Buy  08/17/06 09:31  Buy  $31.40  $0.00  315  ($157.50)  (1.59%)  $25.20  9.09%    $0.00  $0.00
   Sell  08/24/06 09:31  Sell  $30.90    ($157.50)  $10,328.60    ($252.00)  34.09%  (56.82%)  $0.00  $0.00
 83  Buy  08/30/06 09:31  Buy  $31.25  $0.00  318  ($117.66)  (1.18%)  $34.98  19.30%    $0.00  $0.00
   Sell  09/06/06 09:31  Sell  $30.88    ($117.66)  $10,210.94    ($146.28)  15.79%  (64.91%)  $0.00  $0.00
 84  Buy  09/07/06 09:31  Buy  $30.90  $0.00  315  ($189.00)  (1.94%)  $40.95  13.54%    $0.00  $0.00
   Sell  09/08/06 09:31  Sell  $30.30    ($189.00)  $10,021.94    ($261.45)  23.96%  (62.50%)  $0.00  $0.00
 85  Buy  09/14/06 09:31  Buy  $30.40  $0.00  324  $32.40  0.33%  $162.00  84.75%    $0.00  $0.00
   Sell  09/21/06 09:31  Sell  $30.50    $32.40  $10,054.34    ($29.16)  32.20%  16.95%  $0.00  $0.00
 86  Buy  09/28/06 09:31  Buy  $31.17  $0.00  319  ($102.08)  (1.03%)  $660.33  85.19%    $0.00  $0.00
   Sell  10/04/06 09:31  Sell  $30.85    ($102.08)  $9,952.26    ($114.84)  1.65%  (13.17%)  $0.00  $0.00
 87  Buy  10/10/06 09:31  Buy  $31.06  $0.00  314  $12.56  0.13%  $56.52  78.26%    $0.00  $0.00
   Sell  10/11/06 09:31  Sell  $31.10    $12.56  $9,964.82    ($15.70)  39.13%  17.39%  $0.00  $0.00
 88  Buy  10/12/06 09:31  Buy  $31.40  $0.00  314  $370.52  3.76%  $439.60  98.59%    $0.00  $0.00
   Sell  10/25/06 09:31  Sell  $32.58    $370.52  $10,335.34    ($6.28)  84.51%  83.10%  $0.00  $0.00
 89  Buy  10/31/06 09:31  Buy  $33.05  $0.00  296  $254.56  2.60%  $367.04  90.51%    $0.00  $0.00
   Sell  11/22/06 09:31  Sell  $33.91    $254.56  $10,589.90    ($38.48)  72.26%  62.77%  $0.00  $0.00
 90  Buy  11/23/06 09:31  Buy  $34.48  $0.00  287  $576.87  5.83%  $576.87  76.72%    $0.00  $0.00
   Sell  12/08/06 09:31  Sell  $36.49    $576.87  $11,166.77    ($175.07)  100.00%  76.72%  $0.00  $0.00
 91  Buy  12/13/06 09:31  Buy  $36.37  $0.00  272  $130.56  1.32%  $130.56  64.00%    $0.00  $0.00
   Sell  12/15/06 09:31  Sell  $36.85    $130.56  $11,297.33    ($73.44)  100.00%  64.00%  $0.00  $0.00
 92  Buy  12/20/06 09:31  Buy  $37.06  $0.00  267  ($421.86)  (4.26%)  $101.46  19.39%    $0.00  $0.00
   Sell  01/09/07 09:31  Sell  $35.48    ($421.86)  $10,875.47    ($421.86)  0.00%  (80.61%)  $0.00  $0.00
 93  Buy  01/19/07 09:31  Buy  $35.45  $0.00  280  $324.80  3.27%  $324.80  82.86%    $0.00  $0.00
   Sell  02/01/07 09:31  Sell  $36.61    $324.80  $11,200.27    ($67.20)  100.00%  82.86%  $0.00  $0.00
 94  Buy  02/02/07 09:31  Buy  $36.99  $0.00  269  ($48.42)  (0.49%)  $16.14  9.52%    $0.00  $0.00
   Sell  02/07/07 09:31  Sell  $36.81    ($48.42)  $11,151.85    ($153.33)  61.90%  (28.57%)  $0.00  $0.00
 95  Buy  02/14/07 09:31  Buy  $36.65  $0.00  270  ($118.80)  (1.20%)  $337.50  68.31%    $0.00  $0.00
   Sell  02/28/07 09:31  Sell  $36.21    ($118.80)  $11,033.05    ($156.60)  7.65%  (24.04%)  $0.00  $0.00
 96  Buy  03/08/07 09:31  Buy  $35.61  $0.00  276  $46.92  0.48%  $358.80  100.00%    $0.00  $0.00
   Sell  03/15/07 09:31  Sell  $35.78    $46.92  $11,079.97    $0.00  13.08%  13.08%  $0.00  $0.00
 97  Buy  03/19/07 09:31  Buy  $37.27  $0.00  271  $73.17  0.72%  $100.27  75.51%    $0.00  $0.00
   Sell  03/22/07 09:31  Sell  $37.54    $73.17  $11,153.14    ($32.52)  79.59%  55.10%  $0.00  $0.00
 98  Buy  03/28/07 09:31  Buy  $38.79  $0.00  254  $60.96  0.62%  $60.96  40.00%    $0.00  $0.00
   Sell  04/02/07 09:31  Sell  $39.03    $60.96  $11,214.10    ($91.44)  100.00%  40.00%  $0.00  $0.00
 99  Buy  04/04/07 09:31  Buy  $39.27  $0.00  251  $384.03  3.90%  $519.57  86.25%    $0.00  $0.00
   Sell  05/01/07 09:31  Sell  $40.80    $384.03  $11,598.13    ($82.83)  77.50%  63.75%  $0.00  $0.00
 100  Buy  05/16/07 09:31  Buy  $39.87  $0.00  247  $242.06  2.46%  $279.11  100.00%    $0.00  $0.00
   Sell  05/29/07 09:31  Sell  $40.85    $242.06  $11,840.19    $0.00  86.73%  86.73%  $0.00  $0.00
 101  Buy  05/30/07 09:31  Buy  $40.94  $0.00  241  ($120.50)  (1.22%)  $7.23  5.66%    $0.00  $0.00
   Sell  05/31/07 09:31  Sell  $40.44    ($120.50)  $11,719.69    ($120.50)  0.00%  (94.34%)  $0.00  $0.00
 102  Buy  06/06/07 09:31  Buy  $41.52  $0.00  238  ($368.90)  (3.73%)  $9.52  1.75%    $0.00  $0.00
   Sell  06/11/07 09:31  Sell  $39.97    ($368.90)  $11,350.79    ($533.12)  30.26%  (67.98%)  $0.00  $0.00
 103  Buy  06/15/07 09:31  Buy  $40.34  $0.00  245  ($78.40)  (0.79%)  $252.35  66.45%    $0.00  $0.00
   Sell  06/22/07 09:31  Sell  $40.02    ($78.40)  $11,272.39    ($127.40)  12.90%  (20.65%)  $0.00  $0.00
 104  Buy  07/02/07 09:31  Buy  $40.23  $0.00  244  $87.84  0.89%  $224.48  100.00%    $0.00  $0.00
   Sell  07/12/07 09:31  Sell  $40.59    $87.84  $11,360.23    $0.00  39.13%  39.13%  $0.00  $0.00
 105  Buy  07/16/07 09:31  Buy  $40.95  $0.00  241  ($98.81)  (1.00%)  $33.74  23.33%    $0.00  $0.00
   Sell  07/18/07 09:31  Sell  $40.54    ($98.81)  $11,261.42    ($110.86)  8.33%  (68.33%)  $0.00  $0.00
 106  Buy  07/23/07 09:31  Buy  $40.34  $0.00  243  $34.02  0.35%  $34.02  100.00%    $0.00  $0.00
   Sell  07/24/07 09:31  Sell  $40.48    $34.02  $11,295.44    $0.00  100.00%  100.00%  $0.00  $0.00
 107  Buy  07/30/07 09:31  Buy  $36.83  $0.00  265  $328.60  3.37%  $381.60  90.00%    $0.00  $0.00
   Sell  08/01/07 09:31  Sell  $38.07    $328.60  $11,624.04    ($42.40)  87.50%  77.50%  $0.00  $0.00
 108  Buy  08/29/07 09:31  Buy  $36.71  $0.00  270  ($118.80)  (1.20%)  $32.40  13.19%    $0.00  $0.00
   Sell  08/31/07 09:31  Sell  $36.27    ($118.80)  $11,505.24    ($213.30)  38.46%  (48.35%)  $0.00  $0.00
 109  Buy  09/04/07 09:31  Buy  $37.41  $0.00  266  ($2.66)  (0.03%)  $223.44  98.82%    $0.00  $0.00
   Sell  09/06/07 09:31  Sell  $37.40    ($2.66)  $11,502.58    ($2.66)  0.00%  (1.18%)  $0.00  $0.00
 110  Buy  09/14/07 09:31  Buy  $36.68  $0.00  268  ($134.00)  (1.36%)  $83.08  35.63%    $0.00  $0.00
   Sell  09/18/07 09:31  Sell  $36.18    ($134.00)  $11,368.58    ($150.08)  6.90%  (57.47%)  $0.00  $0.00
 111  Buy  09/20/07 09:31  Buy  $37.88  $0.00  261  $57.42  0.58%  $120.06  76.67%    $0.00  $0.00
   Sell  09/25/07 09:31  Sell  $38.10    $57.42  $11,426.00    ($36.54)  60.00%  36.67%  $0.00  $0.00
 112  Buy  10/03/07 09:31  Buy  $38.33  $0.00  259  $264.18  2.66%  $297.85  69.28%    $0.00  $0.00
   Sell  10/12/07 09:31  Sell  $39.35    $264.18  $11,690.18    ($132.09)  92.17%  61.45%  $0.00  $0.00
 113  Buy  10/15/07 09:31  Buy  $39.64  $0.00  252  $32.76  0.33%  $32.76  100.00%    $0.00  $0.00
   Sell  10/16/07 09:31  Sell  $39.77    $32.76  $11,722.94    $0.00  100.00%  100.00%  $0.00  $0.00
 114  Buy  10/17/07 09:31  Buy  $39.21  $0.00  252  $297.36  3.01%  $350.28  60.17%    $0.00  $0.00
   Sell  11/01/07 09:31  Sell  $40.39    $297.36  $12,020.30    ($231.84)  90.91%  51.08%  $0.00  $0.00
 115  Buy  11/15/07 09:31  Buy  $38.12  $0.00  260  ($517.40)  (5.22%)  $0.00  0.00%    $0.00  $0.00
   Sell  11/19/07 09:31  Sell  $36.13    ($517.40)  $11,502.90    ($517.40)  0.00%  (100.00%)  $0.00  $0.00
 116  Buy  12/06/07 09:31  Buy  $37.73  $0.00  261  ($20.88)  (0.21%)  $23.49  25.00%    $0.00  $0.00
   Sell  12/07/07 09:31  Sell  $37.65    ($20.88)  $11,482.02    ($70.47)  52.78%  (22.22%)  $0.00  $0.00
 117  Buy  12/10/07 09:31  Buy  $38.58  $0.00  259  ($28.49)  (0.29%)  $0.00  0.00%    $0.00  $0.00
   Sell  12/11/07 09:31  Sell  $38.47    ($28.49)  $11,453.53    ($28.49)  0.00%  (100.00%)  $0.00  $0.00
 118  Buy  12/13/07 09:31  Buy  $38.25  $0.00  259  ($523.18)  (5.28%)  $119.14  17.90%    $0.00  $0.00
   Sell  12/18/07 09:31  Sell  $36.23    ($523.18)  $10,930.35    ($546.49)  3.50%  (78.60%)  $0.00  $0.00
 119  Buy  12/27/07 09:31  Buy  $36.48  $0.00  278  $141.78  1.40%  $141.78  80.95%    $0.00  $0.00
   Sell  12/28/07 09:31  Sell  $36.99    $141.78  $11,072.13    ($33.36)  100.00%  80.95%  $0.00  $0.00
 120  Buy  01/01/08 09:31  Buy  $37.00  $0.00  267  ($264.33)  (2.68%)  $154.86  36.94%    $0.00  $0.00
   Sell  01/07/08 09:31  Sell  $36.01    ($264.33)  $10,807.80    ($264.33)  0.00%  (63.06%)  $0.00  $0.00
 121  Buy  01/16/08 09:31  Buy  $34.27  $0.00  289  ($1,234.03)  (12.46%)  $8.67  0.62%    $0.00  $0.00
   Sell  01/24/08 09:31  Sell  $30.00    ($1,234.03)  $9,573.77    ($1,381.42)  10.60%  (88.77%)  $0.00  $0.00
 122  Buy  02/06/08 09:31  Buy  $32.03  $0.00  309  $21.63  0.22%  $61.80  31.75%    $0.00  $0.00
   Sell  02/07/08 09:31  Sell  $32.10    $21.63  $9,595.40    ($132.87)  79.37%  11.11%  $0.00  $0.00
 123  Buy  02/14/08 09:31  Buy  $32.35  $0.00  307  $233.32  2.35%  $233.32  77.55%    $0.00  $0.00
   Sell  02/19/08 09:31  Sell  $33.11    $233.32  $9,828.72    ($67.54)  100.00%  77.55%  $0.00  $0.00
 124  Buy  02/20/08 09:31  Buy  $33.21  $0.00  298  ($116.22)  (1.17%)  $83.44  34.57%    $0.00  $0.00
   Sell  02/21/08 09:31  Sell  $32.82    ($116.22)  $9,712.50    ($157.94)  17.28%  (48.15%)  $0.00  $0.00
 125  Buy  02/22/08 09:31  Buy  $33.29  $0.00  297  $219.78  2.22%  $219.78  53.62%    $0.00  $0.00
   Sell  02/27/08 09:31  Sell  $34.03    $219.78  $9,932.28    ($190.08)  100.00%  53.62%  $0.00  $0.00
 126  Buy  03/04/08 09:31  Buy  $32.74  $0.00  301  ($48.16)  (0.49%)  $24.08  8.60%    $0.00  $0.00
   Sell  03/06/08 09:31  Sell  $32.58    ($48.16)  $9,884.12    ($255.85)  74.19%  (17.20%)  $0.00  $0.00
 127  Buy  03/13/08 09:31  Buy  $33.38  $0.00  296  ($127.28)  (1.29%)  $20.72  14.00%    $0.00  $0.00
   Sell  03/14/08 09:31  Sell  $32.95    ($127.28)  $9,756.84    ($127.28)  0.00%  (86.00%)  $0.00  $0.00
 128  Buy  03/17/08 09:31  Buy  $30.88  $0.00  295  $218.30  2.40%  $256.65  100.00%    $0.00  $0.00
   Sell  03/18/08 09:31  Sell  $31.62    $218.30  $9,975.14    $0.00  85.06%  85.06%  $0.00  $0.00
 129  Buy  03/26/08 09:31  Buy  $32.33  $0.00  305  $366.00  3.71%  $466.65  93.87%    $0.00  $0.00
   Sell  04/02/08 09:31  Sell  $33.53    $366.00  $10,341.14    ($30.50)  79.75%  73.62%  $0.00  $0.00
 130  Buy  04/03/08 09:31  Buy  $34.38  $0.00  287  $20.09  0.20%  $97.58  79.07%    $0.00  $0.00
   Sell  04/04/08 09:31  Sell  $34.45    $20.09  $10,361.23    ($25.83)  37.21%  16.28%  $0.00  $0.00
 131  Buy  04/11/08 09:31  Buy  $34.75  $0.00  285  $470.25  4.75%  $498.75  80.65%    $0.00  $0.00
   Sell  04/29/08 09:31  Sell  $36.40    $470.25  $10,831.48    ($119.70)  95.39%  76.04%  $0.00  $0.00
 132  Buy  04/30/08 09:31  Buy  $36.31  $0.00  271  $205.96  2.09%  $205.96  100.00%    $0.00  $0.00
   Sell  05/01/08 09:31  Sell  $37.07    $205.96  $11,037.44    $0.00  100.00%  100.00%  $0.00  $0.00
 133  Buy  05/02/08 09:31  Buy  $37.61  $0.00  270  $594.00  5.85%  $594.00  80.59%    $0.00  $0.00
   Sell  05/20/08 09:31  Sell  $39.81    $594.00  $11,631.44    ($143.10)  100.00%  80.59%  $0.00  $0.00
 134  Buy  05/21/08 09:31  Buy  $39.35  $0.00  251  ($180.72)  (1.83%)  $35.14  12.61%    $0.00  $0.00
   Sell  06/04/08 09:31  Sell  $38.63    ($180.72)  $11,450.72    ($243.47)  22.52%  (64.86%)  $0.00  $0.00
 135  Buy  06/12/08 09:31  Buy  $36.58  $0.00  271  ($102.98)  (1.04%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/13/08 09:31  Sell  $36.20    ($102.98)  $11,347.74    ($195.12)  47.22%  (52.78%)  $0.00  $0.00
 136  Buy  06/16/08 09:31  Buy  $36.79  $0.00  275  $11.00  0.11%  $11.00  100.00%    $0.00  $0.00
   Sell  06/17/08 09:31  Sell  $36.83    $11.00  $11,358.74    $0.00  100.00%  100.00%  $0.00  $0.00
 137  Buy  06/25/08 09:31  Buy  $35.26  $0.00  281  $8.43  0.09%  $81.49  80.56%    $0.00  $0.00
   Sell  06/26/08 09:31  Sell  $35.29    $8.43  $11,367.17    ($19.67)  27.78%  8.33%  $0.00  $0.00
 138  Buy  07/04/08 09:31  Buy  $33.76  $0.00  293  ($125.99)  (1.27%)  $243.19  65.87%    $0.00  $0.00
   Sell  07/07/08 09:31  Sell  $33.33    ($125.99)  $11,241.18    ($125.99)  0.00%  (34.13%)  $0.00  $0.00
 139  Buy  08/01/08 09:31  Buy  $31.93  $0.00  308  ($98.56)  (1.00%)  $55.44  33.33%    $0.00  $0.00
   Sell  08/04/08 09:31  Sell  $31.61    ($98.56)  $11,142.62    ($110.88)  7.41%  (59.26%)  $0.00  $0.00
 140  Buy  08/08/08 09:31  Buy  $31.59  $0.00  313  ($363.08)  (3.67%)  $37.56  8.16%    $0.00  $0.00
   Sell  08/11/08 09:31  Sell  $30.43    ($363.08)  $10,779.54    ($422.55)  12.93%  (78.91%)  $0.00  $0.00
 141  Buy  08/18/08 09:31  Buy  $29.16  $0.00  339  ($50.85)  (0.51%)  $64.41  19.39%    $0.00  $0.00
   Sell  08/22/08 09:31  Sell  $29.01    ($50.85)  $10,728.69    ($267.81)  65.31%  (15.31%)  $0.00  $0.00
 142  Buy  09/16/08 09:31  Buy  $25.50  $0.00  388  $240.56  2.43%  $240.56  17.66%    $0.00  $0.00
   Sell  09/22/08 09:31  Sell  $26.12    $240.56  $10,969.25    ($1,121.32)  100.00%  17.66%  $0.00  $0.00
 143  Buy  10/08/08 09:31  Buy  $18.22  $0.00  542  ($650.40)  (6.59%)  $113.82  9.33%    $0.00  $0.00
   Sell  10/10/08 09:31  Sell  $17.02    ($650.40)  $10,318.85    ($1,105.68)  37.33%  (53.33%)  $0.00  $0.00
 144  Buy  10/31/08 09:31  Buy  $13.93  $0.00  710  $319.50  3.23%  $347.90  39.84%    $0.00  $0.00
   Sell  11/04/08 09:31  Sell  $14.38    $319.50  $10,638.35    ($525.40)  96.75%  36.59%  $0.00  $0.00
 145  Buy  11/06/08 09:31  Buy  $15.03  $0.00  661  ($746.93)  (7.52%)  $105.76  11.11%    $0.00  $0.00
   Sell  11/12/08 09:31  Sell  $13.90    ($746.93)  $9,891.42    ($846.08)  10.42%  (78.47%)  $0.00  $0.00
 146  Buy  11/21/08 09:31  Buy  $10.96  $0.00  904  $36.16  0.36%  $605.68  43.79%    $0.00  $0.00
   Sell  11/25/08 09:31  Sell  $11.00    $36.16  $9,927.58    ($777.44)  58.82%  2.61%  $0.00  $0.00
 147  Buy  12/09/08 09:31  Buy  $12.50  $0.00  785  $533.80  5.44%  $533.80  70.10%    $0.00  $0.00
   Sell  12/15/08 09:31  Sell  $13.18    $533.80  $10,461.38    ($227.65)  100.00%  70.10%  $0.00  $0.00
 148  Buy  12/16/08 09:31  Buy  $13.02  $0.00  751  $518.19  5.30%  $773.53  92.79%    $0.00  $0.00
   Sell  12/18/08 09:31  Sell  $13.71    $518.19  $10,979.57    ($60.08)  69.37%  62.16%  $0.00  $0.00
 149  Buy  12/22/08 09:31  Buy  $12.92  $0.00  777  ($365.19)  (3.64%)  $155.40  29.85%    $0.00  $0.00
   Sell  12/26/08 09:31  Sell  $12.45    ($365.19)  $10,614.38    ($365.19)  0.00%  (70.15%)  $0.00  $0.00
 150  Buy  12/31/08 09:31  Buy  $13.03  $0.00  755  ($22.65)  (0.23%)  $596.45  81.44%    $0.00  $0.00
   Sell  01/12/09 09:31  Sell  $13.00    ($22.65)  $10,591.73    ($135.90)  15.46%  (3.09%)  $0.00  $0.00
 151  Buy  01/22/09 09:31  Buy  $11.27  $0.00  878  $114.14  1.15%  $316.08  42.35%    $0.00  $0.00
   Sell  01/27/09 09:31  Sell  $11.40    $114.14  $10,705.87    ($430.22)  72.94%  15.29%  $0.00  $0.00
 152  Buy  02/06/09 09:31  Buy  $11.72  $0.00  834  $358.62  3.67%  $358.62  61.43%    $0.00  $0.00
   Sell  02/10/09 09:31  Sell  $12.15    $358.62  $11,064.49    ($225.18)  100.00%  61.43%  $0.00  $0.00
 153  Buy  02/11/09 09:31  Buy  $12.12  $0.00  817  ($106.21)  (1.07%)  $163.40  29.85%    $0.00  $0.00
   Sell  02/12/09 09:31  Sell  $11.99    ($106.21)  $10,958.28    ($383.99)  50.75%  (19.40%)  $0.00  $0.00
 154  Buy  02/23/09 09:31  Buy  $10.32  $0.00  1004  ($40.16)  (0.39%)  $0.00  0.00%    $0.00  $0.00
   Sell  02/24/09 09:31  Sell  $10.28    ($40.16)  $10,918.12    ($40.16)  0.00%  (100.00%)  $0.00  $0.00
 155  Buy  02/25/09 09:31  Buy  $9.73  $0.00  1021  $296.09  2.98%  $510.50  92.59%    $0.00  $0.00
   Sell  02/26/09 09:31  Sell  $10.02    $296.09  $11,214.21    ($40.84)  61.11%  53.70%  $0.00  $0.00
 156  Buy  03/13/09 09:31  Buy  $10.08  $0.00  990  $950.40  9.52%  $1,039.50  77.78%    $0.00  $0.00
   Sell  03/19/09 09:31  Sell  $11.04    $950.40  $12,164.61    ($297.00)  93.33%  71.11%  $0.00  $0.00
 157  Buy  03/23/09 09:31  Buy  $12.01  $0.00  840  $512.40  5.08%  $588.00  82.35%    $0.00  $0.00
   Sell  03/27/09 09:31  Sell  $12.62    $512.40  $12,677.01    ($126.00)  89.41%  71.76%  $0.00  $0.00
 158  Buy  04/06/09 09:31  Buy  $13.26  $0.00  748  ($306.68)  (3.09%)  $553.52  47.13%    $0.00  $0.00
   Sell  04/22/09 09:31  Sell  $12.85    ($306.68)  $12,370.33    ($620.84)  26.75%  (26.11%)  $0.00  $0.00
 159  Buy  04/27/09 09:31  Buy  $13.34  $0.00  727  ($58.16)  (0.60%)  $370.77  72.86%    $0.00  $0.00
   Sell  04/29/09 09:31  Sell  $13.26    ($58.16)  $12,312.17    ($138.13)  15.71%  (11.43%)  $0.00  $0.00
 160  Buy  05/01/09 09:31  Buy  $13.87  $0.00  709  $942.97  9.59%  $942.97  83.65%    $0.00  $0.00
   Sell  05/07/09 09:31  Sell  $15.20    $942.97  $13,255.14    ($184.34)  100.00%  83.65%  $0.00  $0.00
 161  Buy  05/14/09 09:31  Buy  $14.75  $0.00  670  $1,413.70  14.31%  $1,413.70  89.41%    $0.00  $0.00
   Sell  06/02/09 09:31  Sell  $16.86    $1,413.70  $14,668.84    ($167.50)  100.00%  89.41%  $0.00  $0.00
 162  Buy  06/09/09 09:31  Buy  $16.42  $0.00  603  ($253.26)  (2.56%)  $988.92  79.61%    $0.00  $0.00
   Sell  06/18/09 09:31  Sell  $16.00    ($253.26)  $14,415.58    ($253.26)  0.00%  (20.39%)  $0.00  $0.00
 163  Buy  06/26/09 09:31  Buy  $15.75  $0.00  639  $261.99  2.60%  $261.99  83.67%    $0.00  $0.00
   Sell  06/30/09 09:31  Sell  $16.16    $261.99  $14,677.57    ($51.12)  100.00%  83.67%  $0.00  $0.00
 164  Buy  07/02/09 09:31  Buy  $16.49  $0.00  604  ($579.84)  (5.82%)  $126.84  17.95%    $0.00  $0.00
   Sell  07/07/09 09:31  Sell  $15.53    ($579.84)  $14,097.73    ($579.84)  0.00%  (82.05%)  $0.00  $0.00
 165  Buy  07/15/09 09:31  Buy  $15.81  $0.00  626  $431.94  4.36%  $682.34  94.78%    $0.00  $0.00
   Sell  07/23/09 09:31  Sell  $16.50    $431.94  $14,529.67    ($37.56)  65.22%  60.00%  $0.00  $0.00
 166  Buy  07/31/09 09:31  Buy  $17.05  $0.00  578  $1,907.40  19.35%  $2,150.16  98.67%    $0.00  $0.00
   Sell  08/31/09 09:31  Sell  $20.35    $1,907.40  $16,437.07    ($28.90)  88.86%  87.53%  $0.00  $0.00
 167  Buy  09/01/09 09:31  Buy  $20.10  $0.00  492  $585.48  5.92%  $915.12  61.39%    $0.00  $0.00
   Sell  09/21/09 09:31  Sell  $21.29    $585.48  $17,022.55    ($575.64)  77.89%  39.27%  $0.00  $0.00
 168  Buy  09/25/09 09:31  Buy  $21.60  $0.00  457  ($137.10)  (1.39%)  $41.13  16.07%    $0.00  $0.00
   Sell  09/29/09 09:31  Sell  $21.30    ($137.10)  $16,885.45    ($214.79)  30.36%  (53.57%)  $0.00  $0.00
 169  Buy  09/30/09 09:31  Buy  $21.69  $0.00  458  $109.92  1.11%  $109.92  58.54%    $0.00  $0.00
   Sell  10/01/09 09:31  Sell  $21.93    $109.92  $16,995.37    ($77.86)  100.00%  58.54%  $0.00  $0.00
 170  Buy  10/02/09 09:31  Buy  $21.60  $0.00  457  ($347.32)  (3.52%)  $18.28  3.39%    $0.00  $0.00
   Sell  10/05/09 09:31  Sell  $20.84    ($347.32)  $16,648.05    ($520.98)  32.20%  (64.41%)  $0.00  $0.00
 171  Buy  10/07/09 09:31  Buy  $21.69  $0.00  457  $470.71  4.75%  $571.25  99.21%    $0.00  $0.00
   Sell  10/14/09 09:31  Sell  $22.72    $470.71  $17,118.76    ($4.57)  82.54%  81.75%  $0.00  $0.00
 172  Buy  10/16/09 09:31  Buy  $23.11  $0.00  428  $85.60  0.87%  $205.44  100.00%    $0.00  $0.00
   Sell  10/20/09 09:31  Sell  $23.31    $85.60  $17,204.36    $0.00  41.67%  41.67%  $0.00  $0.00
 173  Buy  10/23/09 09:31  Buy  $22.90  $0.00  430  ($860.00)  (8.73%)  $73.10  7.52%    $0.00  $0.00
   Sell  10/29/09 09:31  Sell  $20.90    ($860.00)  $16,344.36    ($898.70)  3.98%  (88.50%)  $0.00  $0.00
 174  Buy  11/04/09 09:31  Buy  $20.27  $0.00  489  $327.63  3.31%  $371.64  89.41%    $0.00  $0.00
   Sell  11/05/09 09:31  Sell  $20.94    $327.63  $16,671.99    ($44.01)  89.41%  78.82%  $0.00  $0.00
 175  Buy  11/16/09 09:31  Buy  $22.42  $0.00  449  $31.43  0.31%  $31.43  14.29%    $0.00  $0.00
   Sell  11/19/09 09:31  Sell  $22.49    $31.43  $16,703.42    ($188.58)  100.00%  14.29%  $0.00  $0.00
 176  Buy  11/26/09 09:31  Buy  $22.21  $0.00  444  ($333.00)  (3.38%)  $39.96  9.09%    $0.00  $0.00
   Sell  11/30/09 09:31  Sell  $21.46    ($333.00)  $16,370.42    ($399.60)  15.15%  (75.76%)  $0.00  $0.00
 177  Buy  12/03/09 09:31  Buy  $21.95  $0.00  450  ($310.50)  (3.14%)  $67.50  17.86%    $0.00  $0.00
   Sell  12/07/09 09:31  Sell  $21.26    ($310.50)  $16,059.92    ($310.50)  0.00%  (82.14%)  $0.00  $0.00
 178  Buy  12/14/09 09:31  Buy  $20.79  $0.00  475  $9.50  0.10%  $9.50  100.00%    $0.00  $0.00
   Sell  12/15/09 09:31  Sell  $20.81    $9.50  $16,069.42    $0.00  100.00%  100.00%  $0.00  $0.00
 179  Buy  12/18/09 09:31  Buy  $20.11  $0.00  492  ($98.40)  (0.99%)  $34.44  21.21%    $0.00  $0.00
   Sell  12/22/09 09:31  Sell  $19.91    ($98.40)  $15,971.02    ($127.92)  18.18%  (60.61%)  $0.00  $0.00
 180  Buy  01/07/10 09:31  Buy  $20.54  $0.00  482  $308.48  3.12%  $322.94  97.10%    $0.00  $0.00
   Sell  01/12/10 09:31  Sell  $21.18    $308.48  $16,279.50    ($9.64)  95.65%  92.75%  $0.00  $0.00
 181  Buy  01/15/10 09:31  Buy  $21.39  $0.00  462  ($180.18)  (1.82%)  $120.12  35.62%    $0.00  $0.00
   Sell  01/20/10 09:31  Sell  $21.00    ($180.18)  $16,099.32    ($217.14)  10.96%  (53.42%)  $0.00  $0.00
 182  Buy  01/22/10 09:31  Buy  $20.41  $0.00  483  ($135.24)  (1.37%)  $33.81  11.67%    $0.00  $0.00
   Sell  01/26/10 09:31  Sell  $20.13    ($135.24)  $15,964.08    ($255.99)  41.67%  (46.67%)  $0.00  $0.00
 183  Buy  02/01/10 09:31  Buy  $19.20  $0.00  516  $206.40  2.08%  $252.84  89.09%    $0.00  $0.00
   Sell  02/04/10 09:31  Sell  $19.60    $206.40  $16,170.48    ($30.96)  83.64%  72.73%  $0.00  $0.00
 184  Buy  02/23/10 09:31  Buy  $19.16  $0.00  517  ($211.97)  (2.14%)  $15.51  6.52%    $0.00  $0.00
   Sell  02/24/10 09:31  Sell  $18.75    ($211.97)  $15,958.51    ($222.31)  4.35%  (89.13%)  $0.00  $0.00
 185  Buy  03/03/10 09:31  Buy  $18.45  $0.00  535  ($42.80)  (0.43%)  $112.35  65.63%    $0.00  $0.00
   Sell  03/05/10 09:31  Sell  $18.37    ($42.80)  $15,915.71    ($58.85)  9.38%  (25.00%)  $0.00  $0.00
 186  Buy  03/09/10 09:31  Buy  $18.72  $0.00  529  $550.16  5.56%  $587.19  77.08%    $0.00  $0.00
   Sell  03/18/10 09:31  Sell  $19.76    $550.16  $16,465.87    ($174.57)  95.14%  72.22%  $0.00  $0.00
 187  Buy  03/23/10 09:31  Buy  $18.90  $0.00  523  $203.97  2.06%  $235.35  95.74%    $0.00  $0.00
   Sell  03/26/10 09:31  Sell  $19.29    $203.97  $16,669.84    ($10.46)  87.23%  82.98%  $0.00  $0.00
 188  Buy  03/29/10 09:31  Buy  $19.76  $0.00  509  $188.33  1.87%  $234.14  70.77%    $0.00  $0.00
   Sell  04/08/10 09:31  Sell  $20.13    $188.33  $16,858.17    ($96.71)  86.15%  56.92%  $0.00  $0.00
 189  Buy  04/16/10 09:31  Buy  $21.14  $0.00  469  ($173.53)  (1.75%)  $79.73  14.78%    $0.00  $0.00
   Sell  04/27/10 09:31  Sell  $20.77    ($173.53)  $16,684.64    ($459.62)  53.04%  (32.17%)  $0.00  $0.00
 190  Buy  05/05/10 09:31  Buy  $19.27  $0.00  513  ($908.01)  (9.19%)  $71.82  3.58%    $0.00  $0.00
   Sell  05/10/10 09:31  Sell  $17.50    ($908.01)  $15,776.63    ($1,934.01)  51.15%  (45.27%)  $0.00  $0.00
 191  Buy  06/15/10 09:31  Buy  $16.63  $0.00  596  $202.64  2.04%  $339.72  75.00%    $0.00  $0.00
   Sell  06/23/10 09:31  Sell  $16.97    $202.64  $15,979.27    ($113.24)  69.74%  44.74%  $0.00  $0.00
 192  Buy  07/08/10 09:31  Buy  $16.04  $0.00  622  $342.10  3.43%  $379.42  100.00%    $0.00  $0.00
   Sell  07/09/10 09:31  Sell  $16.59    $342.10  $16,321.37    $0.00  90.16%  90.16%  $0.00  $0.00
 193  Buy  07/12/10 09:31  Buy  $16.41  $0.00  596  $298.00  3.05%  $554.28  100.00%    $0.00  $0.00
   Sell  07/19/10 09:31  Sell  $16.91    $298.00  $16,619.37    $0.00  53.76%  53.76%  $0.00  $0.00
 194  Buy  07/27/10 09:31  Buy  $17.58  $0.00  565  $322.05  3.24%  $344.65  100.00%    $0.00  $0.00
   Sell  07/28/10 09:31  Sell  $18.15    $322.05  $16,941.42    $0.00  93.44%  93.44%  $0.00  $0.00
 195  Buy  07/29/10 09:31  Buy  $18.05  $0.00  548  $460.32  4.65%  $509.64  93.94%    $0.00  $0.00
   Sell  08/05/10 09:31  Sell  $18.89    $460.32  $17,401.74    ($32.88)  90.91%  84.85%  $0.00  $0.00
 196  Buy  08/06/10 09:31  Buy  $18.84  $0.00  525  ($703.50)  (7.11%)  $52.50  5.99%    $0.00  $0.00
   Sell  08/17/10 09:31  Sell  $17.50    ($703.50)  $16,698.24    ($824.25)  13.77%  (80.24%)  $0.00  $0.00
 197  Buy  08/19/10 09:31  Buy  $18.19  $0.00  546  ($333.06)  (3.35%)  $16.38  4.69%    $0.00  $0.00
   Sell  08/23/10 09:31  Sell  $17.58    ($333.06)  $16,365.18    ($333.06)  0.00%  (95.31%)  $0.00  $0.00
 198  Buy  09/03/10 09:31  Buy  $17.85  $0.00  553  ($49.77)  (0.50%)  $193.55  63.64%    $0.00  $0.00
   Sell  09/09/10 09:31  Sell  $17.76    ($49.77)  $16,315.41    ($110.60)  20.00%  (16.36%)  $0.00  $0.00
 199  Buy  09/10/10 09:31  Buy  $18.06  $0.00  547  $120.34  1.22%  $120.34  52.38%    $0.00  $0.00
   Sell  09/13/10 09:31  Sell  $18.28    $120.34  $16,435.75    ($109.40)  100.00%  52.38%  $0.00  $0.00
 200  Buy  09/14/10 09:31  Buy  $18.28  $0.00  541  $129.84  1.31%  $194.76  97.30%    $0.00  $0.00
   Sell  09/16/10 09:31  Sell  $18.52    $129.84  $16,565.59    ($5.41)  67.57%  64.86%  $0.00  $0.00
 201  Buy  09/21/10 09:31  Buy  $18.68  $0.00  531  $1,247.85  12.58%  $1,253.16  97.93%    $0.00  $0.00
   Sell  10/08/10 09:31  Sell  $21.03    $1,247.85  $17,813.44    ($26.55)  99.59%  97.51%  $0.00  $0.00
 202  Buy  10/11/10 09:31  Buy  $20.97  $0.00  477  $0.00  0.00%  $0.00  100.00%    $0.00  $0.00
   Sell  10/12/10 09:31  Sell  $20.97    $0.00  $17,813.44    $0.00  100.00%  100.00%  $0.00  $0.00
 203  Buy  10/13/10 09:31  Buy  $20.74  $0.00  477  $171.72  1.74%  $424.53  89.00%    $0.00  $0.00
   Sell  11/01/10 09:31  Sell  $21.10    $171.72  $17,985.16    ($52.47)  47.00%  36.00%  $0.00  $0.00
 204  Buy  11/03/10 09:31  Buy  $21.26  $0.00  465  $79.05  0.80%  $297.60  78.05%    $0.00  $0.00
   Sell  11/09/10 09:31  Sell  $21.43    $79.05  $18,064.21    ($83.70)  42.68%  20.73%  $0.00  $0.00
 205  Buy  11/19/10 09:31  Buy  $20.86  $0.00  474  ($251.22)  (2.54%)  $109.02  29.49%    $0.00  $0.00
   Sell  11/24/10 09:31  Sell  $20.33    ($251.22)  $17,812.99    ($260.70)  2.56%  (67.95%)  $0.00  $0.00
 206  Buy  12/08/10 09:31  Buy  $21.18  $0.00  467  $135.43  1.37%  $247.51  69.74%    $0.00  $0.00
   Sell  12/15/10 09:31  Sell  $21.47    $135.43  $17,948.42    ($107.41)  68.42%  38.16%  $0.00  $0.00
 207  Buy  12/22/10 09:31  Buy  $21.55  $0.00  458  ($261.06)  (2.65%)  $494.64  65.45%    $0.00  $0.00
   Sell  01/10/11 09:31  Sell  $20.98    ($261.06)  $17,687.36    ($261.06)  0.00%  (34.55%)  $0.00  $0.00
 208  Buy  01/14/11 09:31  Buy  $21.91  $0.00  451  $4.51  0.05%  $270.60  71.43%    $0.00  $0.00
   Sell  01/21/11 09:31  Sell  $21.92    $4.51  $17,691.87    ($108.24)  29.76%  1.19%  $0.00  $0.00
 209  Buy  01/25/11 09:31  Buy  $22.19  $0.00  446  ($71.36)  (0.72%)  $98.12  57.89%    $0.00  $0.00
   Sell  01/26/11 09:31  Sell  $22.03    ($71.36)  $17,620.51    ($71.36)  0.00%  (42.11%)  $0.00  $0.00
 210  Buy  01/27/11 09:31  Buy  $22.28  $0.00  443  $119.61  1.21%  $411.99  95.88%    $0.00  $0.00
   Sell  02/23/11 09:31  Sell  $22.55    $119.61  $17,740.12    ($17.72)  31.96%  27.84%  $0.00  $0.00
 211  Buy  02/28/11 09:31  Buy  $22.89  $0.00  441  ($224.91)  (2.23%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/03/11 09:31  Sell  $22.38    ($224.91)  $17,515.21    ($269.01)  16.39%  (83.61%)  $0.00  $0.00
 212  Buy  03/07/11 09:31  Buy  $22.73  $0.00  435  ($178.35)  (1.80%)  $30.45  14.00%    $0.00  $0.00
   Sell  03/09/11 09:31  Sell  $22.32    ($178.35)  $17,336.86    ($187.05)  4.00%  (82.00%)  $0.00  $0.00
 213  Buy  03/18/11 09:31  Buy  $21.95  $0.00  452  $560.48  5.65%  $641.84  92.81%    $0.00  $0.00
   Sell  03/30/11 09:31  Sell  $23.19    $560.48  $17,897.34    ($49.72)  88.24%  81.05%  $0.00  $0.00
 214  Buy  03/31/11 09:31  Buy  $23.40  $0.00  423  ($21.15)  (0.21%)  $97.29  65.71%    $0.00  $0.00
   Sell  04/01/11 09:31  Sell  $23.35    ($21.15)  $17,876.19    ($50.76)  20.00%  (14.29%)  $0.00  $0.00
 215  Buy  04/06/11 09:31  Buy  $23.40  $0.00  424  ($262.88)  (2.65%)  $169.60  39.22%    $0.00  $0.00
   Sell  04/18/11 09:31  Sell  $22.78    ($262.88)  $17,613.31    ($262.88)  0.00%  (60.78%)  $0.00  $0.00
 216  Buy  04/21/11 09:31  Buy  $23.51  $0.00  421  $122.09  1.23%  $159.98  92.68%    $0.00  $0.00
   Sell  04/27/11 09:31  Sell  $23.80    $122.09  $17,735.40    ($12.63)  78.05%  70.73%  $0.00  $0.00
 217  Buy  04/28/11 09:31  Buy  $24.07  $0.00  411  $16.44  0.17%  $176.73  81.13%    $0.00  $0.00
   Sell  05/04/11 09:31  Sell  $24.11    $16.44  $17,751.84    ($41.10)  26.42%  7.55%  $0.00  $0.00
 218  Buy  05/18/11 09:31  Buy  $22.55  $0.00  439  $149.26  1.51%  $149.26  64.15%    $0.00  $0.00
   Sell  05/20/11 09:31  Sell  $22.89    $149.26  $17,901.10    ($83.41)  100.00%  64.15%  $0.00  $0.00
 219  Buy  06/02/11 09:31  Buy  $23.22  $0.00  426  ($140.58)  (1.42%)  $42.60  19.61%    $0.00  $0.00
   Sell  06/09/11 09:31  Sell  $22.89    ($140.58)  $17,760.52    ($174.66)  15.69%  (64.71%)  $0.00  $0.00
 220  Buy  06/22/11 09:31  Buy  $22.40  $0.00  442  ($574.60)  (5.80%)  $150.28  20.73%    $0.00  $0.00
   Sell  06/27/11 09:31  Sell  $21.10    ($574.60)  $17,185.92    ($574.60)  0.00%  (79.27%)  $0.00  $0.00
 221  Buy  07/06/11 09:31  Buy  $22.82  $0.00  435  ($100.05)  (1.01%)  $69.60  22.86%    $0.00  $0.00
   Sell  07/08/11 09:31  Sell  $22.59    ($100.05)  $17,085.87    ($234.90)  44.29%  (32.86%)  $0.00  $0.00
 222  Buy  07/15/11 09:31  Buy  $21.48  $0.00  460  ($308.20)  (3.12%)  $27.60  8.22%    $0.00  $0.00
   Sell  07/18/11 09:31  Sell  $20.81    ($308.20)  $16,777.67    ($308.20)  0.00%  (91.78%)  $0.00  $0.00
 223  Buy  07/21/11 09:31  Buy  $21.15  $0.00  467  $4.67  0.05%  $438.98  95.92%    $0.00  $0.00
   Sell  07/29/11 09:31  Sell  $21.16    $4.67  $16,782.34    ($18.68)  5.10%  1.02%  $0.00  $0.00
 224  Buy  08/08/11 09:31  Buy  $17.52  $0.00  531  ($228.33)  (2.45%)  $47.79  8.91%    $0.00  $0.00
   Sell  08/12/11 09:31  Sell  $17.09    ($228.33)  $16,554.01    ($488.52)  48.51%  (42.57%)  $0.00  $0.00
 225  Buy  08/31/11 09:31  Buy  $18.15  $0.00  540  ($599.40)  (6.12%)  $367.20  37.99%    $0.00  $0.00
   Sell  09/06/11 09:31  Sell  $17.04    ($599.40)  $15,954.61    ($599.40)  0.00%  (62.01%)  $0.00  $0.00
 226  Buy  09/14/11 09:31  Buy  $15.56  $0.00  637  $108.29  1.09%  $522.34  86.32%    $0.00  $0.00
   Sell  09/22/11 09:31  Sell  $15.73    $108.29  $16,062.90    ($82.81)  31.58%  17.89%  $0.00  $0.00
 227  Buy  09/26/11 09:31  Buy  $14.71  $0.00  697  ($111.52)  (1.09%)  $0.00  0.00%    $0.00  $0.00
   Sell  09/27/11 09:31  Sell  $14.55    ($111.52)  $15,951.38    ($111.52)  0.00%  (100.00%)  $0.00  $0.00
 228  Buy  10/10/11 09:31  Buy  $15.37  $0.00  633  $183.57  1.89%  $576.03  90.10%    $0.00  $0.00
   Sell  10/19/11 09:31  Sell  $15.66    $183.57  $16,134.95    ($63.30)  38.61%  28.71%  $0.00  $0.00
 229  Buy  10/26/11 09:31  Buy  $16.16  $0.00  612  ($312.12)  (3.16%)  $869.04  54.62%    $0.00  $0.00
   Sell  11/03/11 09:31  Sell  $15.65    ($312.12)  $15,822.83    ($722.16)  25.77%  (19.62%)  $0.00  $0.00
 230  Buy  11/08/11 09:31  Buy  $15.85  $0.00  623  ($305.27)  (3.09%)  $342.65  52.88%    $0.00  $0.00
   Sell  11/10/11 09:31  Sell  $15.36    ($305.27)  $15,517.56    ($305.27)  0.00%  (47.12%)  $0.00  $0.00
 231  Buy  11/21/11 09:31  Buy  $13.82  $0.00  688  ($357.76)  (3.76%)  $6.88  1.67%    $0.00  $0.00
   Sell  11/24/11 09:31  Sell  $13.30    ($357.76)  $15,159.80    ($405.92)  11.67%  (86.67%)  $0.00  $0.00
 232  Buy  12/08/11 09:31  Buy  $14.67  $0.00  672  ($73.92)  (0.75%)  $194.88  72.50%    $0.00  $0.00
   Sell  12/09/11 09:31  Sell  $14.56    ($73.92)  $15,085.88    ($73.92)  0.00%  (27.50%)  $0.00  $0.00
 233  Buy  12/22/11 09:31  Buy  $14.00  $0.00  710  $191.70  1.93%  $191.70  61.36%    $0.00  $0.00
   Sell  12/27/11 09:31  Sell  $14.27    $191.70  $15,277.58    ($120.70)  100.00%  61.36%  $0.00  $0.00
 234  Buy  12/28/11 09:31  Buy  $14.28  $0.00  693  ($138.60)  (1.40%)  $297.99  55.13%    $0.00  $0.00
   Sell  01/06/12 09:31  Sell  $14.08    ($138.60)  $15,138.98    ($242.55)  19.23%  (25.64%)  $0.00  $0.00
 235  Buy  01/13/12 09:31  Buy  $14.17  $0.00  698  $732.90  7.41%  $998.14  95.33%    $0.00  $0.00
   Sell  01/25/12 09:31  Sell  $15.22    $732.90  $15,871.88    ($48.86)  74.67%  70.00%  $0.00  $0.00
 236  Buy  02/03/12 09:31  Buy  $16.12  $0.00  614  $196.48  1.99%  $540.32  88.89%    $0.00  $0.00
   Sell  02/24/12 09:31  Sell  $16.44    $196.48  $16,068.36    ($67.54)  43.43%  32.32%  $0.00  $0.00
 237  Buy  02/27/12 09:31  Buy  $16.68  $0.00  587  $58.70  0.60%  $164.36  80.00%    $0.00  $0.00
   Sell  03/02/12 09:31  Sell  $16.78    $58.70  $16,127.06    ($41.09)  48.57%  28.57%  $0.00  $0.00
 238  Buy  03/09/12 09:31  Buy  $16.14  $0.00  614  ($55.26)  (0.56%)  $116.66  67.86%    $0.00  $0.00
   Sell  03/13/12 09:31  Sell  $16.05    ($55.26)  $16,071.80    ($55.26)  0.00%  (32.14%)  $0.00  $0.00
 239  Buy  03/15/12 09:31  Buy  $16.37  $0.00  605  ($90.75)  (0.92%)  $302.50  69.44%    $0.00  $0.00
   Sell  03/23/12 09:31  Sell  $16.22    ($90.75)  $15,981.05    ($133.10)  9.72%  (20.83%)  $0.00  $0.00
 240  Buy  03/27/12 09:31  Buy  $16.51  $0.00  598  ($203.32)  (2.06%)  $137.54  40.35%    $0.00  $0.00
   Sell  03/30/12 09:31  Sell  $16.17    ($203.32)  $15,777.73    ($203.32)  0.00%  (59.65%)  $0.00  $0.00
 241  Buy  04/04/12 09:31  Buy  $16.41  $0.00  602  ($337.12)  (3.41%)  $24.08  6.67%    $0.00  $0.00
   Sell  04/05/12 09:31  Sell  $15.85    ($337.12)  $15,440.61    ($337.12)  0.00%  (93.33%)  $0.00  $0.00
 242  Buy  04/10/12 09:31  Buy  $15.20  $0.00  652  $182.56  1.84%  $397.72  71.76%    $0.00  $0.00
   Sell  04/17/12 09:31  Sell  $15.48    $182.56  $15,623.17    ($156.48)  61.18%  32.94%  $0.00  $0.00
 243  Buy  04/27/12 09:31  Buy  $15.76  $0.00  628  $69.08  0.70%  $345.40  100.00%    $0.00  $0.00
   Sell  05/03/12 09:31  Sell  $15.87    $69.08  $15,692.25    $0.00  20.00%  20.00%  $0.00  $0.00
 244  Buy  05/16/12 09:31  Buy  $14.33  $0.00  692  $186.84  1.88%  $221.44  44.44%    $0.00  $0.00
   Sell  05/23/12 09:31  Sell  $14.60    $186.84  $15,879.09    ($276.80)  93.06%  37.50%  $0.00  $0.00
 245  Buy  06/12/12 09:31  Buy  $14.20  $0.00  697  ($236.98)  (2.39%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/13/12 09:31  Sell  $13.86    ($236.98)  $15,642.11    ($236.98)  0.00%  (100.00%)  $0.00  $0.00
 246  Buy  06/18/12 09:31  Buy  $14.22  $0.00  694  ($6.94)  (0.07%)  $353.94  83.61%    $0.00  $0.00
   Sell  06/22/12 09:31  Sell  $14.21    ($6.94)  $15,635.17    ($69.40)  14.75%  (1.64%)  $0.00  $0.00
 247  Buy  07/02/12 09:31  Buy  $14.43  $0.00  697  ($230.01)  (2.29%)  $111.52  32.65%    $0.00  $0.00
   Sell  07/06/12 09:31  Sell  $14.10    ($230.01)  $15,405.16    ($230.01)  0.00%  (67.35%)  $0.00  $0.00
 248  Buy  07/18/12 09:31  Buy  $13.77  $0.00  712  ($455.68)  (4.65%)  $270.56  37.25%    $0.00  $0.00
   Sell  07/23/12 09:31  Sell  $13.13    ($455.68)  $14,949.48    ($455.68)  0.00%  (62.75%)  $0.00  $0.00
 249  Buy  07/31/12 09:31  Buy  $13.95  $0.00  711  ($177.75)  (1.79%)  $120.87  40.48%    $0.00  $0.00
   Sell  08/03/12 09:31  Sell  $13.70    ($177.75)  $14,771.73    ($177.75)  0.00%  (59.52%)  $0.00  $0.00
 250  Buy  08/07/12 09:31  Buy  $14.35  $0.00  689  $55.12  0.56%  $158.47  62.16%    $0.00  $0.00
   Sell  08/10/12 09:31  Sell  $14.43    $55.12  $14,826.85    ($96.46)  59.46%  21.62%  $0.00  $0.00
 251  Buy  08/14/12 09:31  Buy  $14.44  $0.00  687  $123.66  1.25%  $261.06  82.61%    $0.00  $0.00
   Sell  08/28/12 09:31  Sell  $14.62    $123.66  $14,950.51    ($54.96)  56.52%  39.13%  $0.00  $0.00
 252  Buy  09/06/12 09:31  Buy  $14.55  $0.00  679  $808.01  8.18%  $835.17  97.62%    $0.00  $0.00
   Sell  09/13/12 09:31  Sell  $15.74    $808.01  $15,758.52    ($20.37)  96.83%  94.44%  $0.00  $0.00
 253  Buy  09/25/12 09:31  Buy  $15.67  $0.00  632  $37.92  0.38%  $101.12  31.37%    $0.00  $0.00
   Sell  10/03/12 09:31  Sell  $15.73    $37.92  $15,796.44    ($221.20)  80.39%  11.76%  $0.00  $0.00
 254  Buy  10/04/12 09:31  Buy  $15.72  $0.00  632  $50.56  0.51%  $246.48  81.25%    $0.00  $0.00
   Sell  10/10/12 09:31  Sell  $15.80    $50.56  $15,847.00    ($56.88)  35.42%  16.67%  $0.00  $0.00
 255  Buy  10/12/12 09:31  Buy  $15.89  $0.00  623  $442.33  4.47%  $442.33  93.42%    $0.00  $0.00
   Sell  10/18/12 09:31  Sell  $16.60    $442.33  $16,289.33    ($31.15)  100.00%  93.42%  $0.00  $0.00
 256  Buy  10/19/12 09:31  Buy  $16.64  $0.00  595  ($368.90)  (3.73%)  $47.60  9.20%    $0.00  $0.00
   Sell  10/26/12 09:31  Sell  $16.02    ($368.90)  $15,920.43    ($470.05)  19.54%  (71.26%)  $0.00  $0.00
 257  Buy  11/02/12 09:31  Buy  $16.35  $0.00  605  ($108.90)  (1.10%)  $90.75  41.67%    $0.00  $0.00
   Sell  11/07/12 09:31  Sell  $16.17    ($108.90)  $15,811.53    ($127.05)  8.33%  (50.00%)  $0.00  $0.00
 258  Buy  11/15/12 09:31  Buy  $15.94  $0.00  621  ($74.52)  (0.75%)  $0.00  0.00%    $0.00  $0.00
   Sell  11/19/12 09:31  Sell  $15.82    ($74.52)  $15,737.01    ($223.56)  66.67%  (33.33%)  $0.00  $0.00
 259  Buy  11/21/12 09:31  Buy  $15.84  $0.00  621  $652.05  6.63%  $652.05  100.00%    $0.00  $0.00
   Sell  11/30/12 09:31  Sell  $16.89    $652.05  $16,389.06    $0.00  100.00%  100.00%  $0.00  $0.00
 260  Buy  12/07/12 09:31  Buy  $17.26  $0.00  572  $531.96  5.39%  $709.28  82.67%    $0.00  $0.00
   Sell  01/10/13 09:31  Sell  $18.19    $531.96  $16,921.02    ($148.72)  79.33%  62.00%  $0.00  $0.00
 261  Buy  01/11/13 09:31  Buy  $18.34  $0.00  539  ($64.68)  (0.65%)  $102.41  61.29%    $0.00  $0.00
   Sell  01/16/13 09:31  Sell  $18.22    ($64.68)  $16,856.34    ($64.68)  0.00%  (38.71%)  $0.00  $0.00
 262  Buy  01/22/13 09:31  Buy  $18.34  $0.00  535  ($32.10)  (0.33%)  $0.00  0.00%    $0.00  $0.00
   Sell  01/23/13 09:31  Sell  $18.28    ($32.10)  $16,824.24    ($32.10)  0.00%  (100.00%)  $0.00  $0.00
 263  Buy  01/28/13 09:31  Buy  $18.67  $0.00  531  ($42.48)  (0.43%)  $26.55  38.46%    $0.00  $0.00
   Sell  01/30/13 09:31  Sell  $18.59    ($42.48)  $16,781.76    ($42.48)  0.00%  (61.54%)  $0.00  $0.00
 264  Buy  01/31/13 09:31  Buy  $18.77  $0.00  528  ($73.92)  (0.75%)  $21.12  20.00%    $0.00  $0.00
   Sell  02/01/13 09:31  Sell  $18.63    ($73.92)  $16,707.84    ($84.48)  10.00%  (70.00%)  $0.00  $0.00
 265  Buy  02/04/13 09:31  Buy  $18.48  $0.00  529  ($21.16)  (0.22%)  $0.00  0.00%    $0.00  $0.00
   Sell  02/05/13 09:31  Sell  $18.44    ($21.16)  $16,686.68    ($21.16)  0.00%  (100.00%)  $0.00  $0.00
 266  Buy  02/12/13 09:31  Buy  $18.22  $0.00  542  ($10.84)  (0.11%)  $162.60  81.08%    $0.00  $0.00
   Sell  02/15/13 09:31  Sell  $18.20    ($10.84)  $16,675.84    ($37.94)  13.51%  (5.41%)  $0.00  $0.00
 267  Buy  03/06/13 09:31  Buy  $18.23  $0.00  545  $43.60  0.44%  $136.25  75.76%    $0.00  $0.00
   Sell  03/12/13 09:31  Sell  $18.31    $43.60  $16,719.44    ($43.60)  48.48%  24.24%  $0.00  $0.00
 268  Buy  03/13/13 09:31  Buy  $18.40  $0.00  536  ($144.72)  (1.47%)  $37.52  20.00%    $0.00  $0.00
   Sell  03/14/13 09:31  Sell  $18.13    ($144.72)  $16,574.72    ($150.08)  2.86%  (77.14%)  $0.00  $0.00
 269  Buy  03/18/13 09:31  Buy  $17.97  $0.00  538  ($32.28)  (0.33%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/19/13 09:31  Sell  $17.91    ($32.28)  $16,542.44    ($32.28)  0.00%  (100.00%)  $0.00  $0.00
 270  Buy  03/28/13 09:31  Buy  $17.01  $0.00  582  $110.58  1.12%  $133.86  85.19%    $0.00  $0.00
   Sell  04/02/13 09:31  Sell  $17.20    $110.58  $16,653.02    ($23.28)  85.19%  70.37%  $0.00  $0.00
 271  Buy  04/12/13 09:31  Buy  $18.07  $0.00  547  ($235.21)  (2.38%)  $87.52  18.39%    $0.00  $0.00
   Sell  04/17/13 09:31  Sell  $17.64    ($235.21)  $16,417.81    ($388.37)  32.18%  (49.43%)  $0.00  $0.00
 272  Buy  04/25/13 09:31  Buy  $17.54  $0.00  564  ($16.92)  (0.17%)  $310.20  88.71%    $0.00  $0.00
   Sell  05/03/13 09:31  Sell  $17.51    ($16.92)  $16,400.89    ($39.48)  6.45%  (4.84%)  $0.00  $0.00
 273  Buy  05/08/13 09:31  Buy  $18.00  $0.00  550  $77.00  0.78%  $209.00  63.33%    $0.00  $0.00
   Sell  05/17/13 09:31  Sell  $18.14    $77.00  $16,477.89    ($121.00)  60.00%  23.33%  $0.00  $0.00
 274  Buy  05/21/13 09:31  Buy  $18.20  $0.00  543  ($141.18)  (1.43%)  $135.75  49.02%    $0.00  $0.00
   Sell  05/24/13 09:31  Sell  $17.94    ($141.18)  $16,336.71    ($141.18)  0.00%  (50.98%)  $0.00  $0.00
 275  Buy  05/31/13 09:31  Buy  $18.22  $0.00  543  ($228.06)  (2.31%)  $48.87  17.65%    $0.00  $0.00
   Sell  06/03/13 09:31  Sell  $17.80    ($228.06)  $16,108.65    ($228.06)  0.00%  (82.35%)  $0.00  $0.00
 276  Buy  06/06/13 09:31  Buy  $17.91  $0.00  553  ($44.24)  (0.45%)  $27.65  35.71%    $0.00  $0.00
   Sell  06/07/13 09:31  Sell  $17.83    ($44.24)  $16,064.41    ($49.77)  7.14%  (57.14%)  $0.00  $0.00
 277  Buy  06/10/13 09:31  Buy  $18.09  $0.00  550  ($104.50)  (1.05%)  $11.00  9.52%    $0.00  $0.00
   Sell  06/12/13 09:31  Sell  $17.90    ($104.50)  $15,959.91    ($104.50)  0.00%  (90.48%)  $0.00  $0.00
 278  Buy  06/18/13 09:31  Buy  $18.00  $0.00  548  ($284.96)  (2.89%)  $87.68  23.53%    $0.00  $0.00
   Sell  06/21/13 09:31  Sell  $17.48    ($284.96)  $15,674.95    ($284.96)  0.00%  (76.47%)  $0.00  $0.00
 279  Buy  06/26/13 09:31  Buy  $16.50  $0.00  599  ($47.92)  (0.48%)  $47.92  25.00%    $0.00  $0.00
   Sell  07/02/13 09:31  Sell  $16.42    ($47.92)  $15,627.03    ($143.76)  50.00%  (25.00%)  $0.00  $0.00
 280  Buy  07/04/13 09:31  Buy  $16.11  $0.00  614  $98.24  0.99%  $98.24  94.12%    $0.00  $0.00
   Sell  07/05/13 09:31  Sell  $16.27    $98.24  $15,725.27    ($6.14)  100.00%  94.12%  $0.00  $0.00
 281  Buy  07/17/13 09:31  Buy  $16.85  $0.00  583  $87.45  0.89%  $87.45  100.00%    $0.00  $0.00
   Sell  07/19/13 09:31  Sell  $17.00    $87.45  $15,812.72    $0.00  100.00%  100.00%  $0.00  $0.00
 282  Buy  07/26/13 09:31  Buy  $17.13  $0.00  578  $173.40  1.75%  $173.40  96.77%    $0.00  $0.00
   Sell  07/29/13 09:31  Sell  $17.43    $173.40  $15,986.12    ($5.78)  100.00%  96.77%  $0.00  $0.00
 283  Buy  07/30/13 09:31  Buy  $17.45  $0.00  567  $391.23  3.95%  $1,003.59  91.71%    $0.00  $0.00
   Sell  08/30/13 09:31  Sell  $18.14    $391.23  $16,377.35    ($90.72)  44.04%  35.75%  $0.00  $0.00
 284  Buy  09/09/13 09:31  Buy  $18.45  $0.00  541  $108.20  1.08%  $297.55  100.00%    $0.00  $0.00
   Sell  09/13/13 09:31  Sell  $18.65    $108.20  $16,485.55    $0.00  36.36%  36.36%  $0.00  $0.00
 285  Buy  09/17/13 09:31  Buy  $18.83  $0.00  524  ($26.20)  (0.27%)  $10.48  15.38%    $0.00  $0.00
   Sell  09/18/13 09:31  Sell  $18.78    ($26.20)  $16,459.35    ($57.64)  46.15%  (38.46%)  $0.00  $0.00
 286  Buy  09/20/13 09:31  Buy  $19.10  $0.00  516  $15.48  0.16%  $227.04  58.67%    $0.00  $0.00
   Sell  10/08/13 09:31  Sell  $19.13    $15.48  $16,474.83    ($159.96)  45.33%  4.00%  $0.00  $0.00
 287  Buy  10/15/13 09:31  Buy  $19.32  $0.00  512  $302.08  3.05%  $358.40  89.74%    $0.00  $0.00
   Sell  10/24/13 09:31  Sell  $19.91    $302.08  $16,776.91    ($40.96)  85.90%  75.64%  $0.00  $0.00
 288  Buy  11/01/13 09:31  Buy  $20.08  $0.00  490  ($39.20)  (0.40%)  $151.90  24.80%    $0.00  $0.00
   Sell  11/12/13 09:31  Sell  $20.00    ($39.20)  $16,737.71    ($460.60)  68.80%  (6.40%)  $0.00  $0.00
 289  Buy  11/19/13 09:31  Buy  $20.09  $0.00  491  ($49.10)  (0.50%)  $9.82  12.50%    $0.00  $0.00
   Sell  11/20/13 09:31  Sell  $19.99    ($49.10)  $16,688.61    ($68.74)  25.00%  (62.50%)  $0.00  $0.00
 290  Buy  11/25/13 09:31  Buy  $20.10  $0.00  494  ($54.34)  (0.55%)  $118.56  68.57%    $0.00  $0.00
   Sell  12/02/13 09:31  Sell  $19.99    ($54.34)  $16,634.27    ($54.34)  0.00%  (31.43%)  $0.00  $0.00
 291  Buy  12/10/13 09:31  Buy  $19.60  $0.00  505  ($55.55)  (0.56%)  $90.90  62.07%    $0.00  $0.00
   Sell  12/13/13 09:31  Sell  $19.49    ($55.55)  $16,578.72    ($55.55)  0.00%  (37.93%)  $0.00  $0.00
 292  Buy  12/26/13 09:31  Buy  $19.64  $0.00  507  ($40.56)  (0.41%)  $106.47  72.41%    $0.00  $0.00
   Sell  01/03/14 09:31  Sell  $19.56    ($40.56)  $16,538.16    ($40.56)  0.00%  (27.59%)  $0.00  $0.00
 293  Buy  01/08/14 09:31  Buy  $19.99  $0.00  495  ($24.75)  (0.25%)  $499.95  95.28%    $0.00  $0.00
   Sell  01/31/14 09:31  Sell  $19.94    ($24.75)  $16,513.41    ($24.75)  0.00%  (4.72%)  $0.00  $0.00
 294  Buy  02/06/14 09:31  Buy  $19.50  $0.00  507  $111.54  1.13%  $136.89  100.00%    $0.00  $0.00
   Sell  02/07/14 09:31  Sell  $19.72    $111.54  $16,624.95    $0.00  81.48%  81.48%  $0.00  $0.00
 295  Buy  02/14/14 09:31  Buy  $20.30  $0.00  487  $136.36  1.38%  $243.50  92.59%    $0.00  $0.00
   Sell  02/20/14 09:31  Sell  $20.58    $136.36  $16,761.31    ($19.48)  59.26%  51.85%  $0.00  $0.00
 296  Buy  02/28/14 09:31  Buy  $20.39  $0.00  483  ($144.90)  (1.47%)  $164.22  29.31%    $0.00  $0.00
   Sell  03/05/14 09:31  Sell  $20.09    ($144.90)  $16,616.41    ($396.06)  44.83%  (25.86%)  $0.00  $0.00
 297  Buy  03/10/14 09:31  Buy  $20.10  $0.00  488  $24.40  0.25%  $24.40  31.25%    $0.00  $0.00
   Sell  03/11/14 09:31  Sell  $20.15    $24.40  $16,640.81    ($53.68)  100.00%  31.25%  $0.00  $0.00
 298  Buy  03/17/14 09:31  Buy  $19.42  $0.00  520  $52.00  0.51%  $52.00  100.00%    $0.00  $0.00
   Sell  03/18/14 09:31  Sell  $19.52    $52.00  $16,692.81    $0.00  100.00%  100.00%  $0.00  $0.00
 299  Buy  03/27/14 09:31  Buy  $19.71  $0.00  503  ($105.63)  (1.07%)  $40.24  27.59%    $0.00  $0.00
   Sell  03/28/14 09:31  Sell  $19.50    ($105.63)  $16,587.18    ($105.63)  0.00%  (72.41%)  $0.00  $0.00
 300  Buy  03/31/14 09:31  Buy  $19.95  $0.00  502  $90.36  0.90%  $195.78  97.50%    $0.00  $0.00
   Sell  04/08/14 09:31  Sell  $20.13    $90.36  $16,677.54    ($5.02)  47.50%  45.00%  $0.00  $0.00
 301  Buy  04/18/14 09:31  Buy  $19.71  $0.00  500  $125.00  1.27%  $220.00  100.00%    $0.00  $0.00
   Sell  04/29/14 09:31  Sell  $19.96    $125.00  $16,802.54    $0.00  56.82%  56.82%  $0.00  $0.00
 302  Buy  04/30/14 09:31  Buy  $20.09  $0.00  493  $24.65  0.25%  $142.97  69.05%    $0.00  $0.00
   Sell  05/07/14 09:31  Sell  $20.14    $24.65  $16,827.19    ($64.09)  42.86%  11.90%  $0.00  $0.00
 303  Buy  05/22/14 09:31  Buy  $19.22  $0.00  515  $365.65  3.69%  $365.65  92.21%    $0.00  $0.00
   Sell  05/27/14 09:31  Sell  $19.93    $365.65  $17,192.84    ($30.90)  100.00%  92.21%  $0.00  $0.00
 304  Buy  05/30/14 09:31  Buy  $19.98  $0.00  496  ($49.60)  (0.50%)  $64.48  56.52%    $0.00  $0.00
   Sell  06/05/14 09:31  Sell  $19.88    ($49.60)  $17,143.24    ($49.60)  0.00%  (43.48%)  $0.00  $0.00
 305  Buy  06/06/14 09:31  Buy  $20.16  $0.00  492  $88.56  0.89%  $103.32  65.63%    $0.00  $0.00
   Sell  06/10/14 09:31  Sell  $20.34    $88.56  $17,231.80    ($54.12)  90.62%  56.25%  $0.00  $0.00
 306  Buy  06/12/14 09:31  Buy  $20.28  $0.00  489  ($73.35)  (0.74%)  $180.93  71.15%    $0.00  $0.00
   Sell  06/24/14 09:31  Sell  $20.13    ($73.35)  $17,158.45    ($73.35)  0.00%  (28.85%)  $0.00  $0.00
 307  Buy  07/01/14 09:31  Buy  $19.46  $0.00  507  $91.26  0.92%  $91.26  90.00%    $0.00  $0.00
   Sell  07/02/14 09:31  Sell  $19.64    $91.26  $17,249.71    ($10.14)  100.00%  90.00%  $0.00  $0.00
 308  Buy  07/04/14 09:31  Buy  $19.68  $0.00  503  ($316.89)  (3.20%)  $15.09  4.23%    $0.00  $0.00
   Sell  07/08/14 09:31  Sell  $19.05    ($316.89)  $16,932.82    ($342.04)  7.04%  (88.73%)  $0.00  $0.00
 309  Buy  08/22/14 09:31  Buy  $17.67  $0.00  558  $5.58  0.06%  $44.64  88.89%    $0.00  $0.00
   Sell  08/26/14 09:31  Sell  $17.68    $5.58  $16,938.40    ($5.58)  22.22%  11.11%  $0.00  $0.00
 310  Buy  08/27/14 09:31  Buy  $17.78  $0.00  554  ($127.42)  (1.29%)  $55.40  30.30%    $0.00  $0.00
   Sell  08/29/14 09:31  Sell  $17.55    ($127.42)  $16,810.98    ($127.42)  0.00%  (69.70%)  $0.00  $0.00
 311  Buy  09/04/14 09:31  Buy  $17.72  $0.00  558  ($89.28)  (0.90%)  $0.00  0.00%    $0.00  $0.00
   Sell  09/05/14 09:31  Sell  $17.56    ($89.28)  $16,721.70    ($89.28)  0.00%  (100.00%)  $0.00  $0.00
 312  Buy  10/27/14 09:31  Buy  $15.88  $0.00  625  ($12.50)  (0.13%)  $156.25  75.76%    $0.00  $0.00
   Sell  10/31/14 09:31  Sell  $15.86    ($12.50)  $16,709.20    ($50.00)  18.18%  (6.06%)  $0.00  $0.00
 313  Buy  11/07/14 09:31  Buy  $15.89  $0.00  623  $31.15  0.31%  $43.61  31.82%    $0.00  $0.00
   Sell  11/11/14 09:31  Sell  $15.94    $31.15  $16,740.35    ($93.45)  90.91%  22.73%  $0.00  $0.00
 314  Buy  11/19/14 09:31  Buy  $16.11  $0.00  614  ($24.56)  (0.25%)  $98.24  61.54%    $0.00  $0.00
   Sell  11/21/14 09:31  Sell  $16.07    ($24.56)  $16,715.79    ($61.40)  23.08%  (15.38%)  $0.00  $0.00
 315  Buy  11/24/14 09:31  Buy  $16.35  $0.00  609  $91.35  0.92%  $140.07  100.00%    $0.00  $0.00
   Sell  11/27/14 09:31  Sell  $16.50    $91.35  $16,807.14    $0.00  65.22%  65.22%  $0.00  $0.00
 316  Buy  12/02/14 09:31  Buy  $16.28  $0.00  608  ($12.16)  (0.12%)  $42.56  70.00%    $0.00  $0.00
   Sell  12/03/14 09:31  Sell  $16.26    ($12.16)  $16,794.98    ($18.24)  10.00%  (20.00%)  $0.00  $0.00
 317  Buy  12/17/14 09:31  Buy  $14.93  $0.00  662  $145.64  1.47%  $178.74  96.43%    $0.00  $0.00
   Sell  12/19/14 09:31  Sell  $15.15    $145.64  $16,940.62    ($6.62)  82.14%  78.57%  $0.00  $0.00
 318  Buy  01/28/15 09:31  Buy  $14.81  $0.00  667  ($126.73)  (1.28%)  $66.70  33.33%    $0.00  $0.00
   Sell  01/29/15 09:31  Sell  $14.62    ($126.73)  $16,813.89    ($133.40)  3.33%  (63.33%)  $0.00  $0.00
 319  Buy  02/03/15 09:31  Buy  $14.66  $0.00  674  $262.86  2.66%  $444.84  100.00%    $0.00  $0.00
   Sell  02/09/15 09:31  Sell  $15.05    $262.86  $17,076.75    $0.00  59.09%  59.09%  $0.00  $0.00
 320  Buy  02/11/15 09:31  Buy  $15.40  $0.00  642  $417.30  4.22%  $417.30  89.04%    $0.00  $0.00
   Sell  02/17/15 09:31  Sell  $16.05    $417.30  $17,494.05    ($51.36)  100.00%  89.04%  $0.00  $0.00
 321  Buy  02/23/15 09:31  Buy  $16.24  $0.00  614  ($405.24)  (4.06%)  $135.08  23.66%    $0.00  $0.00
   Sell  03/11/15 09:31  Sell  $15.58    ($405.24)  $17,088.81    ($435.94)  5.38%  (70.97%)  $0.00  $0.00
 322  Buy  03/16/15 09:31  Buy  $15.63  $0.00  640  ($19.20)  (0.19%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/17/15 09:31  Sell  $15.60    ($19.20)  $17,069.61    ($19.20)  0.00%  (100.00%)  $0.00  $0.00
 323  Buy  03/19/15 09:31  Buy  $15.38  $0.00  644  $173.88  1.76%  $289.80  95.74%    $0.00  $0.00
   Sell  03/20/15 09:31  Sell  $15.65    $173.88  $17,243.49    ($12.88)  61.70%  57.45%  $0.00  $0.00
 324  Buy  03/25/15 09:31  Buy  $16.12  $0.00  614  ($116.66)  (1.18%)  $36.84  24.00%    $0.00  $0.00
   Sell  03/27/15 09:31  Sell  $15.93    ($116.66)  $17,126.83    ($116.66)  0.00%  (76.00%)  $0.00  $0.00
 325  Buy  04/02/15 09:31  Buy  $15.97  $0.00  625  $200.00  2.00%  $200.00  82.05%    $0.00  $0.00
   Sell  04/06/15 09:31  Sell  $16.29    $200.00  $17,326.83    ($43.75)  100.00%  82.05%  $0.00  $0.00
 326  Buy  04/07/15 09:31  Buy  $16.34  $0.00  607  $24.28  0.24%  $109.26  56.25%    $0.00  $0.00
   Sell  04/15/15 09:31  Sell  $16.38    $24.28  $17,351.11    ($84.98)  56.25%  12.50%  $0.00  $0.00
 327  Buy  04/17/15 09:31  Buy  $16.54  $0.00  599  ($143.76)  (1.45%)  $23.96  10.81%    $0.00  $0.00
   Sell  04/22/15 09:31  Sell  $16.30    ($143.76)  $17,207.35    ($197.67)  24.32%  (64.86%)  $0.00  $0.00
 328  Buy  04/27/15 09:31  Buy  $16.76  $0.00  585  $157.95  1.61%  $228.15  100.00%    $0.00  $0.00
   Sell  05/06/15 09:31  Sell  $17.03    $157.95  $17,365.30    $0.00  69.23%  69.23%  $0.00  $0.00
 329  Buy  05/12/15 09:31  Buy  $17.38  $0.00  572  ($303.16)  (3.05%)  $383.24  55.83%    $0.00  $0.00
   Sell  05/26/15 09:31  Sell  $16.85    ($303.16)  $17,062.14    ($303.16)  0.00%  (44.17%)  $0.00  $0.00
 330  Buy  06/02/15 09:31  Buy  $16.77  $0.00  592  $0.00  0.00%  $426.24  72.73%    $0.00  $0.00
   Sell  06/08/15 09:31  Sell  $16.77    $0.00  $17,062.14    ($159.84)  27.27%  0.00%  $0.00  $0.00
 331  Buy  06/19/15 09:31  Buy  $16.58  $0.00  597  $71.64  0.72%  $268.65  90.00%    $0.00  $0.00
   Sell  06/25/15 09:31  Sell  $16.70    $71.64  $17,133.78    ($29.85)  34.00%  24.00%  $0.00  $0.00
 332  Buy  07/14/15 09:31  Buy  $16.40  $0.00  603  $42.21  0.43%  $78.39  32.50%    $0.00  $0.00
   Sell  07/24/15 09:31  Sell  $16.47    $42.21  $17,175.99    ($162.81)  85.00%  17.50%  $0.00  $0.00
 333  Buy  08/12/15 09:31  Buy  $16.25  $0.00  608  ($79.04)  (0.80%)  $24.32  23.53%    $0.00  $0.00
   Sell  08/13/15 09:31  Sell  $16.12    ($79.04)  $17,096.95    ($79.04)  0.00%  (76.47%)  $0.00  $0.00
 334  Buy  08/17/15 09:31  Buy  $16.16  $0.00  607  ($6.07)  (0.06%)  $0.00  0.00%    $0.00  $0.00
   Sell  08/18/15 09:31  Sell  $16.15    ($6.07)  $17,090.88    ($6.07)  0.00%  (100.00%)  $0.00  $0.00
 335  Buy  09/17/15 09:31  Buy  $15.48  $0.00  642  ($199.02)  (2.00%)  $154.08  43.64%    $0.00  $0.00
   Sell  09/22/15 09:31  Sell  $15.17    ($199.02)  $16,891.86    ($199.02)  0.00%  (56.36%)  $0.00  $0.00
 336  Buy  10/02/15 09:31  Buy  $15.10  $0.00  660  $627.00  6.29%  $627.00  82.61%    $0.00  $0.00
   Sell  10/12/15 09:31  Sell  $16.05    $627.00  $17,518.86    ($132.00)  100.00%  82.61%  $0.00  $0.00
 337  Buy  10/22/15 09:31  Buy  $16.24  $0.00  608  ($60.80)  (0.62%)  $133.76  32.84%    $0.00  $0.00
   Sell  11/03/15 09:31  Sell  $16.14    ($60.80)  $17,458.06    ($273.60)  52.24%  (14.93%)  $0.00  $0.00
 338  Buy  11/10/15 09:31  Buy  $16.01  $0.00  619  ($105.23)  (1.06%)  $0.00  0.00%    $0.00  $0.00
   Sell  11/11/15 09:31  Sell  $15.84    ($105.23)  $17,352.83    ($105.23)  0.00%  (100.00%)  $0.00  $0.00
 339  Buy  11/12/15 09:31  Buy  $15.96  $0.00  618  ($179.22)  (1.82%)  $0.00  0.00%    $0.00  $0.00
   Sell  11/13/15 09:31  Sell  $15.67    ($179.22)  $17,173.61    ($179.22)  0.00%  (100.00%)  $0.00  $0.00
 340  Buy  11/20/15 09:31  Buy  $15.95  $0.00  625  ($175.00)  (1.76%)  $37.50  16.67%    $0.00  $0.00
   Sell  11/25/15 09:31  Sell  $15.67    ($175.00)  $16,998.61    ($187.50)  5.56%  (77.78%)  $0.00  $0.00
 341  Buy  12/02/15 09:31  Buy  $15.98  $0.00  621  ($80.73)  (0.81%)  $62.10  28.57%    $0.00  $0.00
   Sell  12/08/15 09:31  Sell  $15.85    ($80.73)  $16,917.88    ($155.25)  34.29%  (37.14%)  $0.00  $0.00
 342  Buy  12/16/15 09:31  Buy  $15.61  $0.00  632  ($31.60)  (0.32%)  $271.76  64.18%    $0.00  $0.00
   Sell  12/21/15 09:31  Sell  $15.56    ($31.60)  $16,886.28    ($151.68)  28.36%  (7.46%)  $0.00  $0.00
 343  Buy  12/24/15 09:31  Buy  $15.76  $0.00  628  $75.36  0.76%  $138.16  100.00%    $0.00  $0.00
   Sell  12/30/15 09:31  Sell  $15.88    $75.36  $16,961.64    $0.00  54.55%  54.55%  $0.00  $0.00
 344  Buy  01/12/16 09:31  Buy  $14.70  $0.00  673  ($397.07)  (4.01%)  $74.03  14.86%    $0.00  $0.00
   Sell  01/20/16 09:31  Sell  $14.11    ($397.07)  $16,564.57    ($423.99)  5.41%  (79.73%)  $0.00  $0.00
 345  Buy  02/08/16 09:31  Buy  $13.82  $0.00  689  ($48.23)  (0.51%)  $0.00  0.00%    $0.00  $0.00
   Sell  02/09/16 09:31  Sell  $13.75    ($48.23)  $16,516.34    ($48.23)  0.00%  (100.00%)  $0.00  $0.00
 346  Buy  02/17/16 09:31  Buy  $14.02  $0.00  704  $309.76  3.14%  $394.24  81.16%    $0.00  $0.00
   Sell  02/22/16 09:31  Sell  $14.46    $309.76  $16,826.10    ($91.52)  82.61%  63.77%  $0.00  $0.00
 347  Buy  02/23/16 09:31  Buy  $14.50  $0.00  684  ($321.48)  (3.24%)  $34.20  9.62%    $0.00  $0.00
   Sell  02/25/16 09:31  Sell  $14.03    ($321.48)  $16,504.62    ($321.48)  0.00%  (90.38%)  $0.00  $0.00
 348  Buy  03/04/16 09:31  Buy  $14.55  $0.00  681  $674.19  6.80%  $687.81  100.00%    $0.00  $0.00
   Sell  03/15/16 09:31  Sell  $15.54    $674.19  $17,178.81    $0.00  98.02%  98.02%  $0.00  $0.00
 349  Buy  03/17/16 09:31  Buy  $15.33  $0.00  646  $206.72  2.09%  $206.72  88.89%    $0.00  $0.00
   Sell  03/18/16 09:31  Sell  $15.65    $206.72  $17,385.53    ($25.84)  100.00%  88.89%  $0.00  $0.00
 350  Buy  03/22/16 09:31  Buy  $15.76  $0.00  628  ($125.60)  (1.27%)  $50.24  11.11%    $0.00  $0.00
   Sell  04/07/16 09:31  Sell  $15.56    ($125.60)  $17,259.93    ($401.92)  61.11%  (27.78%)  $0.00  $0.00
 351  Buy  04/13/16 09:31  Buy  $15.59    635  n/a  n/a  $374.65  n/a    $0.00  $0.00
   Sell  open  n/a  $15.94    n/a  n/a    ($50.80)  n/a  n/a  n/a  n/a

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Strategy Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$316.76 1.17% 1.15 25 40.00%
1/1/2016 $520.54 1.93% 1.58 8 50.00%
1/1/2015 $21.02 0.08% 1.01 26 38.46%
1/1/2014 $295.99 1.11% 1.27 26 53.85%
1/1/2013 ($139.11) (0.52%) 0.92 33 36.36%
1/1/2012 $1,596.25 6.34% 1.67 27 51.85%
1/1/2011 ($2,999.09) (10.64%) 0.33 28 35.71%
1/1/2010 $2,215.56 8.53% 1.74 28 60.71%
1/1/2009 $5,371.74 26.08% 2.56 30 56.67%
1/1/2008 ($472.85) (2.24%) 0.89 31 51.61%
1/1/2007 ($75.68) (0.36%) 0.97 28 50.00%
1/1/2006 $4,002.62 23.35% 3.95 26 65.38%
1/1/2005 $1,628.82 10.50% 2.12 24 45.83%
1/1/2004 $3,091.98 24.89% 2.49 25 52.00%
1/1/2003 $2,424.39 24.24% 4.97 19 63.16%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2016 - Today $520.54 1.93% 1.58 8 50.00%
1/1/2015 - 1/1/2016 $541.56 2.01% 1.19 34 41.18%
1/1/2014 - 1/1/2016 $837.55 3.14% 1.21 60 46.67%
1/1/2013 - 1/1/2016 $698.44 2.61% 1.12 92 42.39%
1/1/2012 - 1/1/2016 $2,294.69 9.11% 1.28 118 44.07%
1/1/2011 - 1/1/2016 ($704.40) (2.50%) 0.94 145 42.76%
1/1/2010 - 1/1/2016 $1,511.16 5.82% 1.10 172 45.35%
1/1/2009 - 1/1/2016 $6,882.90 33.41% 1.37 202 47.03%
1/1/2008 - 1/1/2016 $6,410.05 30.42% 1.28 232 47.84%
1/1/2007 - 1/1/2016 $6,334.37 29.95% 1.25 260 48.08%
1/1/2006 - 1/1/2016 $10,336.99 60.29% 1.38 285 49.82%
1/1/2005 - 1/1/2016 $11,965.81 77.12% 1.42 308 49.68%
1/1/2004 - 1/1/2016 $15,057.79 121.20% 1.49 333 49.85%
1/1/2003 - 1/1/2016 $17,482.18 174.82% 1.56 351 50.43%

Created by TradeStation: 4/21/2016 3:42:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Daily Analysis
TradeStation Strategy Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
TradeStation Periodical Returns: Daily
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable
4/22/2016 ($63.50) (0.23%) 0.00 1 0.00%
4/21/2016 ($12.70) (0.05%) 0.00 1 0.00%
4/20/2016 ($12.70) (0.05%) 0.00 1 0.00%
4/19/2016 $152.40 0.56% 100.00 1 100.00%
4/18/2016 $0.00 0.00% 0.00 1 0.00%
4/17/2016 $0.00 0.00% 0.00 1 0.00%
4/16/2016 $0.00 0.00% 0.00 1 0.00%
4/15/2016 $38.10 0.14% 100.00 1 100.00%
4/14/2016 $38.10 0.14% 100.00 1 100.00%
4/13/2016 $82.55 0.30% 100.00 1 100.00%
4/7/2016 $31.40 0.12% 100.00 1 100.00%
4/6/2016 ($94.20) (0.34%) 0.00 1 0.00%
4/5/2016 $37.68 0.14% 100.00 1 100.00%
4/4/2016 $0.00 0.00% 0.00 1 0.00%
4/3/2016 $0.00 0.00% 0.00 1 0.00%
4/2/2016 $0.00 0.00% 0.00 1 0.00%
4/1/2016 ($106.76) (0.39%) 0.00 1 0.00%
3/31/2016 $106.76 0.39% 100.00 1 100.00%
3/30/2016 $219.80 0.81% 100.00 1 100.00%
3/29/2016 ($6.28) (0.02%) 0.00 1 0.00%
3/28/2016 $43.96 0.16% 100.00 1 100.00%
3/27/2016 $0.00 0.00% 0.00 1 0.00%
3/26/2016 $0.00 0.00% 0.00 1 0.00%
3/25/2016 ($94.20) (0.35%) 0.00 1 0.00%
3/24/2016 ($175.84) (0.64%) 0.00 1 0.00%
3/23/2016 ($75.36) (0.28%) 0.00 1 0.00%
3/22/2016 ($12.56) (0.05%) 0.00 1 0.00%
3/18/2016 $32.30 0.12% 100.00 1 100.00%
3/17/2016 $174.42 0.64% 100.00 1 100.00%
3/15/2016 ($13.62) (0.05%) 0.00 1 0.00%
3/14/2016 $347.31 1.29% 100.00 1 100.00%
3/13/2016 $0.00 0.00% 0.00 1 0.00%
3/12/2016 $0.00 0.00% 0.00 1 0.00%
3/11/2016 $156.63 0.59% 100.00 1 100.00%
3/10/2016 $20.43 0.08% 100.00 1 100.00%
3/9/2016 ($88.53) (0.33%) 0.00 1 0.00%
3/8/2016 $177.06 0.67% 100.00 1 100.00%
3/7/2016 ($34.05) (0.13%) 0.00 1 0.00%
3/6/2016 $0.00 0.00% 0.00 1 0.00%
3/5/2016 $0.00 0.00% 0.00 1 0.00%
 
Mark-To-Market Rolling Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable
4/22/2016 - 4/22/2016 ($63.50) (0.23%) 0.00 1 0.00%
4/21/2016 - 4/22/2016 ($76.20) (0.28%) 0.00 1 0.00%
4/20/2016 - 4/22/2016 ($88.90) (0.32%) 0.00 1 0.00%
4/19/2016 - 4/22/2016 $63.50 0.23% 100.00 1 100.00%
4/18/2016 - 4/22/2016 $63.50 0.23% 100.00 1 100.00%
4/17/2016 - 4/22/2016 $63.50 0.23% 100.00 1 100.00%
4/16/2016 - 4/22/2016 $63.50 0.23% 100.00 1 100.00%
4/15/2016 - 4/22/2016 $101.60 0.37% 100.00 1 100.00%
4/14/2016 - 4/22/2016 $139.70 0.51% 100.00 1 100.00%
4/13/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/12/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/11/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/10/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/9/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/8/2016 - 4/22/2016 $222.25 0.82% 100.00 1 100.00%
4/7/2016 - 4/22/2016 $253.65 0.93% 100.00 2 100.00%
4/6/2016 - 4/22/2016 $159.45 0.58% 3.54 2 50.00%
4/5/2016 - 4/22/2016 $197.13 0.72% 8.85 2 50.00%
4/4/2016 - 4/22/2016 $197.13 0.72% 8.85 2 50.00%
4/3/2016 - 4/22/2016 $197.13 0.72% 8.85 2 50.00%
4/2/2016 - 4/22/2016 $197.13 0.72% 8.85 2 50.00%
4/1/2016 - 4/22/2016 $90.37 0.33% 1.69 2 50.00%
3/31/2016 - 4/22/2016 $197.13 0.72% 8.85 2 50.00%
3/30/2016 - 4/22/2016 $416.93 1.54% 100.00 2 100.00%
3/29/2016 - 4/22/2016 $410.65 1.52% 100.00 2 100.00%
3/28/2016 - 4/22/2016 $454.61 1.68% 100.00 2 100.00%
3/27/2016 - 4/22/2016 $454.61 1.68% 100.00 2 100.00%
3/26/2016 - 4/22/2016 $454.61 1.68% 100.00 2 100.00%
3/25/2016 - 4/22/2016 $360.41 1.33% 100.00 2 100.00%
3/24/2016 - 4/22/2016 $184.57 0.68% 5.90 2 50.00%
3/23/2016 - 4/22/2016 $109.21 0.40% 1.97 2 50.00%
3/22/2016 - 4/22/2016 $96.65 0.35% 1.77 2 50.00%
3/21/2016 - 4/22/2016 $96.65 0.35% 1.77 2 50.00%
3/20/2016 - 4/22/2016 $96.65 0.35% 1.77 2 50.00%
3/19/2016 - 4/22/2016 $96.65 0.35% 1.77 2 50.00%
3/18/2016 - 4/22/2016 $128.95 0.47% 2.03 3 66.67%
3/17/2016 - 4/22/2016 $303.37 1.12% 3.42 3 66.67%
3/16/2016 - 4/22/2016 $303.37 1.12% 3.42 3 66.67%
3/15/2016 - 4/22/2016 $289.75 1.07% 3.08 4 50.00%
3/14/2016 - 4/22/2016 $637.06 2.37% 6.07 4 75.00%

Created by TradeStation: 4/21/2016 3:42:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Monthly Analysis
TradeStation Strategy Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
TradeStation Periodical Returns: Monthly

Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain

%Profitable

January ($38.37) (0.38%) 40.63%
February $177.39 0.78% 51.28%
March $197.77 0.87% 45.83%
April $142.19 0.62% 64.86%
May $144.97 0.65% 48.39%
June $36.69 0.17% 47.06%
July $91.95 0.42% 58.97%
August $127.45 0.58% 46.67%
September $128.98 0.58% 51.43%
October $166.09 0.74% 63.89%
November ($1.57) (0.01%) 54.05%
December $160.31 0.71% 50.00%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

4/1/2016 $90.37 0.33% 1.69 2 50.00%
3/1/2016 $887.19 3.35% 100.00 3 100.00%
2/1/2016 ($59.95) (0.23%) 0.84 3 33.33%
1/1/2016 ($397.07) (1.47%) 0.00 1 0.00%
12/1/2015 ($36.97) (0.14%) 0.67 3 33.33%
11/1/2015 ($386.49) (1.41%) 0.16 4 25.00%
10/1/2015 $493.24 1.83% 4.69 2 50.00%
9/1/2015 ($199.02) (0.73%) 0.00 1 0.00%
8/1/2015 ($85.11) (0.31%) 0.00 2 0.00%
7/1/2015 $42.21 0.16% 100.00 1 100.00%
6/1/2015 $71.64 0.26% 100.00 2 50.00%
5/1/2015 ($197.86) (0.73%) 0.35 2 50.00%
4/1/2015 $133.17 0.49% 1.93 4 75.00%
3/1/2015 ($385.64) (1.40%) 0.31 4 25.00%
2/1/2015 $698.58 2.61% 100.00 3 100.00%
1/1/2015 ($126.73) (0.47%) 0.00 1 0.00%
12/1/2014 $133.48 0.50% 11.98 2 50.00%
11/1/2014 $97.94 0.37% 4.99 3 66.67%
10/1/2014 ($12.50) (0.05%) 0.00 1 0.00%
9/1/2014 ($89.28) (0.33%) 0.00 1 0.00%
8/1/2014 ($121.84) (0.45%) 0.04 2 50.00%
7/1/2014 ($225.63) (0.83%) 0.29 2 50.00%
6/1/2014 ($39.35) (0.14%) 0.69 3 33.33%
5/1/2014 $345.96 1.29% 15.03 3 66.67%
4/1/2014 $264.66 1.00% 100.00 3 100.00%
3/1/2014 ($178.96) (0.67%) 0.30 5 40.00%
2/1/2014 $252.73 0.95% 100.00 3 100.00%
1/1/2014 ($131.22) (0.49%) 0.00 2 0.00%
12/1/2013 ($103.26) (0.39%) 0.39 3 33.33%
11/1/2013 ($29.02) (0.11%) 0.67 3 33.33%
10/1/2013 $255.64 0.96% 6.50 2 50.00%
9/1/2013 $143.92 0.55% 6.49 3 66.67%
8/1/2013 $453.60 1.75% 100.00 1 100.00%
7/1/2013 $374.59 1.47% 7.01 5 80.00%
6/1/2013 ($630.08) (2.41%) 0.00 5 0.00%
5/1/2013 ($469.81) (1.76%) 0.14 4 25.00%
4/1/2013 ($3.97) (0.01%) 0.98 3 33.33%
3/1/2013 ($22.82) (0.09%) 0.87 4 50.00%
2/1/2013 ($21.44) (0.08%) 0.33 3 33.33%
1/1/2013 ($86.46) (0.32%) 0.61 5 20.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

4/1/2016 - Today $90.37 0.33% 1.69 2 50.00%
3/1/2016 - 4/1/2016 $977.56 3.69% 8.78 4 75.00%
2/1/2016 - 4/1/2016 $917.61 3.45% 2.85 7 57.14%
1/1/2016 - 4/1/2016 $520.54 1.93% 1.58 8 50.00%
12/1/2015 - 4/1/2016 $483.57 1.79% 1.48 11 45.45%
11/1/2015 - 4/1/2016 $97.08 0.35% 1.07 15 40.00%
10/1/2015 - 4/1/2016 $590.32 2.20% 1.39 16 37.50%
9/1/2015 - 4/1/2016 $391.30 1.44% 1.23 17 35.29%
8/1/2015 - 4/1/2016 $306.19 1.13% 1.17 19 31.58%
7/1/2015 - 4/1/2016 $348.40 1.28% 1.19 20 35.00%
6/1/2015 - 4/1/2016 $420.04 1.55% 1.23 22 36.36%
5/1/2015 - 4/1/2016 $222.18 0.82% 1.11 24 37.50%
4/1/2015 - 4/1/2016 $355.35 1.31% 1.16 27 40.74%
3/1/2015 - 4/1/2016 ($30.29) (0.11%) 0.99 31 38.71%
2/1/2015 - 4/1/2016 $668.29 2.49% 1.24 33 42.42%
1/1/2015 - 4/1/2016 $541.56 2.01% 1.19 34 41.18%
12/1/2014 - 4/1/2016 $675.04 2.52% 1.23 36 41.67%
11/1/2014 - 4/1/2016 $772.98 2.89% 1.26 39 43.59%
10/1/2014 - 4/1/2016 $760.48 2.85% 1.26 40 42.50%
9/1/2014 - 4/1/2016 $671.20 2.50% 1.22 41 41.46%
8/1/2014 - 4/1/2016 $549.36 2.04% 1.17 43 41.86%
7/1/2014 - 4/1/2016 $323.73 1.19% 1.09 45 42.22%
6/1/2014 - 4/1/2016 $284.38 1.05% 1.08 48 41.67%
5/1/2014 - 4/1/2016 $630.34 2.35% 1.17 50 42.00%
4/1/2014 - 4/1/2016 $895.00 3.37% 1.25 52 46.15%
3/1/2014 - 4/1/2016 $716.04 2.68% 1.18 56 46.43%
2/1/2014 - 4/1/2016 $968.77 3.65% 1.25 58 48.28%
1/1/2014 - 4/1/2016 $837.55 3.14% 1.21 60 46.67%
12/1/2013 - 4/1/2016 $734.29 2.75% 1.18 62 45.16%
11/1/2013 - 4/1/2016 $705.27 2.63% 1.17 64 43.75%
10/1/2013 - 4/1/2016 $960.91 3.62% 1.23 66 43.94%
9/1/2013 - 4/1/2016 $1,104.83 4.19% 1.26 68 45.59%
8/1/2013 - 4/1/2016 $1,558.43 6.01% 1.37 69 46.38%
7/1/2013 - 4/1/2016 $1,933.02 7.57% 1.46 73 49.32%
6/1/2013 - 4/1/2016 $1,302.94 4.98% 1.28 77 45.45%
5/1/2013 - 4/1/2016 $833.13 3.13% 1.16 80 45.00%
4/1/2013 - 4/1/2016 $829.16 3.11% 1.16 82 43.90%
3/1/2013 - 4/1/2016 $806.34 3.02% 1.15 85 44.71%
2/1/2013 - 4/1/2016 $784.90 2.94% 1.14 88 44.32%
1/1/2013 - 4/1/2016 $698.44 2.61% 1.12 92 42.39%

Created by TradeStation: 4/21/2016 3:42:19 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Weekly Trading Analysis
TradeStation Strategy Performance Report TSStratMAvSeries, EWO, 1440 min., 1/1/2003 9:31:00 AM - 4/22/2016 9:31:00 AM
TradeStation Periodical Returns: Weekly
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
4/17/2016 $63.50 0.23% 100.00 1 100.00%
4/10/2016 $158.75 0.58% 100.00 1 100.00%
4/3/2016 ($25.12) (0.09%) 0.00 1 0.00%
3/27/2016 $257.48 0.95% 100.00 1 100.00%
3/20/2016 ($357.96) (1.31%) 0.00 1 0.00%
3/13/2016 $540.41 2.01% 100.00 2 100.00%
3/6/2016 $231.54 0.87% 100.00 1 100.00%
2/28/2016 $108.96 0.41% 100.00 1 100.00%
2/21/2016 ($117.32) (0.44%) 0.64 2 50.00%
2/14/2016 $105.60 0.40% 100.00 1 100.00%
2/7/2016 ($48.23) (0.18%) 0.00 1 0.00%
1/17/2016 $26.92 0.10% 100.00 1 100.00%
1/10/2016 ($423.99) (1.57%) 0.00 1 0.00%
12/27/2015 $0.00 0.00% 0.00 1 0.00%
12/20/2015 $163.84 0.61% 100.00 2 100.00%
12/13/2015 ($120.08) (0.45%) 0.00 1 0.00%
12/6/2015 ($99.36) (0.37%) 0.00 1 0.00%
11/29/2015 $18.63 0.07% 100.00 1 100.00%
11/22/2015 ($168.75) (0.62%) 0.00 1 0.00%
11/15/2015 ($6.25) (0.02%) 0.00 1 0.00%
11/8/2015 ($284.45) (1.04%) 0.00 2 0.00%
11/1/2015 $72.96 0.27% 100.00 1 100.00%
10/25/2015 ($218.88) (0.79%) 0.00 1 0.00%
10/18/2015 $85.12 0.31% 100.00 1 100.00%
10/11/2015 $26.40 0.10% 100.00 1 100.00%
10/4/2015 $613.80 2.28% 100.00 1 100.00%
9/27/2015 ($13.20) (0.05%) 0.00 1 0.00%
9/20/2015 ($115.56) (0.43%) 0.00 1 0.00%
9/13/2015 ($83.46) (0.31%) 0.00 1 0.00%
8/16/2015 ($6.07) (0.02%) 0.00 1 0.00%
8/9/2015 ($79.04) (0.29%) 0.00 1 0.00%
7/19/2015 $78.39 0.29% 100.00 1