| StockFetcher Forums · Filter Exchange · My filter - tell me what you think! | << 1 2 3 >>Post Follow-up |
| pops 19 posts msg #52762 - Ignore pops |
7/2/2007 9:33:32 PM I absolutely love this filter, but I am afraid that it will only be effective during upward trending markets. I ran a backtest from 5-15-06 to 8-17-06 which was the period last year that the market took a plunge. I held a maximum of 20 stocks with a maximum of 1 day hold. The results were not pretty: 47% wins... -79.54% return. I haven't tried reversing some of the perameters of the filter, but I bet you could design a good short filter using the same premises. If anyone decides to do that, let us know the results. Also, I can't do a long term test for you because my subscription to this site has a maximum 4-month test window. Bill R. |
| psheridan050 52 posts msg #52804 - Ignore psheridan050 |
7/5/2007 4:40:37 AM Listed below is the backtest for this filter with the following settings: Basic Setup Name: Long - Willams 3DH (1 July 06 - 29 June 07) Approach Type: Long Start Date: 06/30/2006 End Date: 06/29/2007 Benchmark Symbol: ^SPX Exit Setup Stop Loss: 9.49% Profit Stop: 14% Trailing Stop Loss: N/A Minimum Holding Days: 2 Maximum holding days: 2 Extra Indicators Entry Columns: Show Performance After: after 1 day after 2 days after 3 days after 4 days after 5 days Advanced Options Selection Method: select by price ascending Entry Price: Open Conditional Entry: No Exit Price: Close Maximum Trades Per Day: 3 Maximum Open Positions: 3 Log File: Backtest Estimated Equity (compounded) Name: Long - Willams 3DH (1 July 06 - 29 June 07) Initial portfolio Size: $100000.00 Maximum Open Positions: 3 Initial transaction size: $33333.33 Start Date: 07/06/06 End Date: 06/29/07 # Trading Days: 247 07/06/06 07/06/06 bought 2129.93 shares ($33333.33) of ATHR at 15.65, remaining cash: $66666.67 Transaction Summary Running Gain/(Loss) : 0.00 # Stocks held at end of day : 1 Summary Invested In Stock: $33333.33 Market Value of Stock: $34504.79 Market Value - Invested: $1171.46 Available Cash: $66666.67 Total (Cash + Market): $101171.46 -------------------------------------------------------------------------------- 07/07/06 No Transactions Transaction Summary Running Gain/(Loss) : 0.00 # Stocks held at end of day : 1 Summary Invested In Stock: $33333.33 Market Value of Stock: $33823.22 Market Value - Invested: $489.88 Available Cash: $66666.67 Total (Cash + Market): $100489.88 -------------------------------------------------------------------------------- 07/10/06 07/10/06 sold 2129.93 shares ($34313.10) of ATHR at 16.11 for a gain of $979.77 07/10/06 bought 1017.22 shares ($33659.92) of CBRL at 33.09, remaining cash: $67319.84 Transaction Summary Daily Gains : $979.77 Running Gain/(Loss) : $979.77 # Stocks held at end of day : 1 Summary Invested In Stock: $33659.92 Market Value of Stock: $34168.53 Market Value - Invested: $508.61 Available Cash: $67319.84 Total (Cash + Market): $101488.38 -------------------------------------------------------------------------------- 07/11/06 No Transactions Transaction Summary Running Gain/(Loss) : $979.77 # Stocks held at end of day : 1 Summary Invested In Stock: $33659.92 Market Value of Stock: $34188.88 Market Value - Invested: $528.96 Available Cash: $67319.84 Total (Cash + Market): $101508.72 -------------------------------------------------------------------------------- 07/12/06 07/12/06 sold 1017.22 shares ($33456.48) of CBRL at 32.89 for a loss of $203.44 Transaction Summary Daily Losses : $203.44 Running Gain/(Loss) : $776.32 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: 0.00 Available Cash: $100776.32 Total (Cash + Market): $100776.32 -------------------------------------------------------------------------------- 07/13/06 07/13/06 bought 1219.31 shares ($33592.11) of LOW at 27.55, remaining cash: $67184.21 07/13/06 bought 4798.87 shares ($33592.11) of PMCS at 7.00, remaining cash: $33592.11 Transaction Summary Running Gain/(Loss) : $776.32 # Stocks held at end of day : 2 Summary Invested In Stock: $67184.21 Market Value of Stock: $67252.23 Market Value - Invested: $68.02 Available Cash: $33592.11 Total (Cash + Market): $100844.34 -------------------------------------------------------------------------------- 07/14/06 07/14/06 bought 2033.42 shares ($33592.11) of UNM at 16.52, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $776.32 # Stocks held at end of day : 3 Summary Invested In Stock: $100776.32 Market Value of Stock: $101344.62 Market Value - Invested: $568.30 Available Cash: $0.00 Total (Cash + Market): $101344.62 -------------------------------------------------------------------------------- 07/17/06 07/17/06 sold 1219.31 shares ($34067.64) of LOW at 27.94 for a gain of $475.53 07/17/06 sold 4798.87 shares ($33880.04) of PMCS at 7.06 for a gain of $287.93 07/17/06 bought 1036.10 shares ($33973.84) of AMZN at 32.79, remaining cash: $33973.84 07/17/06 bought 878.33 shares ($33973.84) of BZH at 38.68, remaining cash: $0.00 Transaction Summary Daily Gains : $763.46 Running Gain/(Loss) : $1539.79 # Stocks held at end of day : 3 Summary Invested In Stock: $101539.79 Market Value of Stock: $101823.85 Market Value - Invested: $284.06 Available Cash: $0.00 Total (Cash + Market): $101823.85 -------------------------------------------------------------------------------- 07/18/06 07/18/06 sold 2033.42 shares ($33348.10) of UNM at 16.40 for a loss of $244.01 07/18/06 bought 5567.29 shares ($33348.10) of ENCY at 5.99, remaining cash: $0.00 Transaction Summary Daily Losses : $244.01 Running Gain/(Loss) : $1295.78 # Stocks held at end of day : 3 Summary Invested In Stock: $101295.78 Market Value of Stock: $101649.32 Market Value - Invested: $353.54 Available Cash: $0.00 Total (Cash + Market): $101649.32 -------------------------------------------------------------------------------- 07/19/06 07/19/06 sold 1036.10 shares ($35724.85) of AMZN at 34.48 for a gain of $1751.02 07/19/06 sold 878.33 shares ($35291.34) of BZH at 40.18 for a gain of $1317.50 Transaction Summary Daily Gains : $3068.51 Running Gain/(Loss) : $4364.29 # Stocks held at end of day : 1 Summary Invested In Stock: $33348.10 Market Value of Stock: $35185.30 Market Value - Invested: $1837.21 Available Cash: $71016.19 Total (Cash + Market): $106201.50 -------------------------------------------------------------------------------- 07/20/06 07/20/06 sold 5567.29 shares ($34572.90) of ENCY at 6.21 for a gain of $1224.80 07/20/06 bought 1624.20 shares ($35196.36) of AFFX at 21.67, remaining cash: $70392.73 07/20/06 bought 2052.27 shares ($35196.36) of RMBS at 17.15, remaining cash: $35196.36 07/20/06 bought 1377.55 shares ($35196.36) of YHOO at 25.55, remaining cash: $0.00 Transaction Summary Daily Gains : $1224.80 Running Gain/(Loss) : $5589.09 # Stocks held at end of day : 3 Summary Invested In Stock: $105589.09 Market Value of Stock: $103561.05 Market Value - Invested: - $2028.04 Available Cash: $0.00 Total (Cash + Market): $103561.05 -------------------------------------------------------------------------------- 07/21/06 07/21/06 sold (STOP-LOSS) 2052.27 shares ($31851.17) of RMBS at 15.52 for a loss of $3345.19 Transaction Summary Daily Losses : $3345.19 Running Gain/(Loss) : $2243.90 # Stocks held at end of day : 2 Summary Invested In Stock: $70392.73 Market Value of Stock: $69496.77 Market Value - Invested: - $895.96 Available Cash: $31851.17 Total (Cash + Market): $101347.94 -------------------------------------------------------------------------------- 07/24/06 07/24/06 sold 1624.20 shares ($34043.18) of AFFX at 20.96 for a loss of $1153.18 07/24/06 sold 1377.55 shares ($37111.16) of YHOO at 26.94 for a gain of $1914.79 07/24/06 bought 1023.71 shares ($34335.17) of DRI at 33.54, remaining cash: $68670.34 07/24/06 bought 2267.84 shares ($34335.17) of RMBS at 15.14, remaining cash: $34335.17 07/24/06 bought 1169.06 shares ($34335.17) of TRB at 29.37, remaining cash: $0.00 Transaction Summary Daily Gains : $1914.79 Daily Losses : $1153.18 Running Gain/(Loss) : $3005.51 # Stocks held at end of day : 3 Summary Invested In Stock: $103005.51 Market Value of Stock: $103079.08 Market Value - Invested: $73.57 Available Cash: $0.00 Total (Cash + Market): $103079.08 -------------------------------------------------------------------------------- 07/25/06 No Transactions Transaction Summary Running Gain/(Loss) : $3005.51 # Stocks held at end of day : 3 Summary Invested In Stock: $103005.51 Market Value of Stock: $103248.36 Market Value - Invested: $242.85 Available Cash: $0.00 Total (Cash + Market): $103248.36 -------------------------------------------------------------------------------- 07/26/06 07/26/06 sold 1023.71 shares ($35358.88) of DRI at 34.54 for a gain of $1023.71 07/26/06 sold 2267.84 shares ($35015.52) of RMBS at 15.44 for a gain of $680.35 07/26/06 sold 1169.06 shares ($33961.07) of TRB at 29.05 for a loss of $374.10 07/26/06 bought 1201.33 shares ($34778.49) of TRB at 28.95, remaining cash: $69556.98 Transaction Summary Daily Gains : $1704.06 Daily Losses : $374.10 Running Gain/(Loss) : $4335.47 # Stocks held at end of day : 1 Summary Invested In Stock: $34778.49 Market Value of Stock: $34898.62 Market Value - Invested: $120.13 Available Cash: $69556.98 Total (Cash + Market): $104455.61 -------------------------------------------------------------------------------- 07/27/06 07/27/06 bought 1558.87 shares ($34778.49) of BRCM at 22.31, remaining cash: $34778.49 07/27/06 bought 3556.08 shares ($34778.49) of XMSR at 9.78, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $4335.47 # Stocks held at end of day : 3 Summary Invested In Stock: $104335.47 Market Value of Stock: $108957.33 Market Value - Invested: $4621.86 Available Cash: $0.00 Total (Cash + Market): $108957.33 -------------------------------------------------------------------------------- 07/28/06 07/28/06 sold 1201.33 shares ($35475.26) of TRB at 29.53 for a gain of $696.77 07/28/06 sold (PROFIT-STOP) 3556.08 shares ($39650.32) of XMSR at 11.15 for a gain of $4871.83 07/28/06 bought 1356.06 shares ($37562.79) of SVU at 27.70, remaining cash: $37562.79 Transaction Summary Daily Gains : $5568.60 Running Gain/(Loss) : $9904.08 # Stocks held at end of day : 2 Summary Invested In Stock: $72341.28 Market Value of Stock: $73812.99 Market Value - Invested: $1471.71 Available Cash: $37562.79 Total (Cash + Market): $111375.79 -------------------------------------------------------------------------------- 07/31/06 07/31/06 sold 1558.87 shares ($37350.63) of BRCM at 23.96 for a gain of $2572.14 07/31/06 bought 1356.14 shares ($37456.71) of OSI at 27.62, remaining cash: $37456.71 Transaction Summary Daily Gains : $2572.14 Running Gain/(Loss) : $12476.22 # Stocks held at end of day : 2 Summary Invested In Stock: $75019.51 Market Value of Stock: $75941.74 Market Value - Invested: $922.23 Available Cash: $37456.71 Total (Cash + Market): $113398.45 -------------------------------------------------------------------------------- 08/01/06 08/01/06 sold 1356.06 shares ($36735.60) of SVU at 27.09 for a loss of $827.20 08/01/06 bought 1219.87 shares ($37096.16) of CI at 30.41, remaining cash: $37096.16 Transaction Summary Daily Losses : $827.20 Running Gain/(Loss) : $11649.03 # Stocks held at end of day : 2 Summary Invested In Stock: $74552.87 Market Value of Stock: $75605.25 Market Value - Invested: $1052.38 Available Cash: $37096.16 Total (Cash + Market): $112701.41 -------------------------------------------------------------------------------- 08/02/06 08/02/06 sold (PROFIT-STOP) 1219.87 shares ($42292.79) of CI at 34.67 for a gain of $5196.63 08/02/06 sold 1356.14 shares ($38460.26) of OSI at 28.36 for a gain of $1003.55 08/02/06 bought 2030.13 shares ($39283.07) of EK at 19.35, remaining cash: $78566.14 08/02/06 bought 1961.21 shares ($39283.07) of RACK at 20.03, remaining cash: $39283.07 Transaction Summary Daily Gains : $6200.18 Running Gain/(Loss) : $17849.21 # Stocks held at end of day : 2 Summary Invested In Stock: $78566.14 Market Value of Stock: $77642.68 Market Value - Invested: - $923.46 Available Cash: $39283.07 Total (Cash + Market): $116925.75 -------------------------------------------------------------------------------- 08/03/06 No Transactions Transaction Summary Running Gain/(Loss) : $17849.21 # Stocks held at end of day : 2 Summary Invested In Stock: $78566.14 Market Value of Stock: $80528.10 Market Value - Invested: $1961.96 Available Cash: $39283.07 Total (Cash + Market): $119811.17 -------------------------------------------------------------------------------- 08/04/06 08/04/06 sold 2030.13 shares ($40298.14) of EK at 19.85 for a gain of $1015.07 08/04/06 sold 1961.21 shares ($40322.51) of RACK at 20.56 for a gain of $1039.44 08/04/06 bought 3375.67 shares ($39967.91) of RMBS at 11.84, remaining cash: $79935.81 Transaction Summary Daily Gains : $2054.51 Running Gain/(Loss) : $19903.72 # Stocks held at end of day : 1 Summary Invested In Stock: $39967.91 Market Value of Stock: $38415.10 Market Value - Invested: - $1552.81 Available Cash: $79935.81 Total (Cash + Market): $118350.91 -------------------------------------------------------------------------------- 08/07/06 08/07/06 bought 2029.86 shares ($39967.91) of CECO at 19.69, remaining cash: $39967.91 Transaction Summary Running Gain/(Loss) : $19903.72 # Stocks held at end of day : 2 Summary Invested In Stock: $79935.81 Market Value of Stock: $75916.76 Market Value - Invested: - $4019.05 Available Cash: $39967.91 Total (Cash + Market): $115884.67 -------------------------------------------------------------------------------- 08/08/06 08/08/06 sold 3375.67 shares ($37571.18) of RMBS at 11.13 for a loss of $2396.72 08/08/06 bought 1302.30 shares ($38769.54) of HANS at 29.77, remaining cash: $38769.54 08/08/06 bought 2306.34 shares ($38769.54) of S at 16.81, remaining cash: $0.00 Transaction Summary Daily Losses : $2396.72 Running Gain/(Loss) : $17506.99 # Stocks held at end of day : 3 Summary Invested In Stock: $117506.99 Market Value of Stock: $115429.62 Market Value - Invested: - $2077.37 Available Cash: $0.00 Total (Cash + Market): $115429.62 -------------------------------------------------------------------------------- 08/09/06 08/09/06 sold 2029.86 shares ($37836.55) of CECO at 18.64 for a loss of $2131.35 08/09/06 bought 1642.92 shares ($37836.55) of ARO at 23.03, remaining cash: $0.00 Transaction Summary Daily Losses : $2131.35 Running Gain/(Loss) : $15375.64 # Stocks held at end of day : 3 Summary Invested In Stock: $115375.64 Market Value of Stock: $113302.36 Market Value - Invested: - $2073.28 Available Cash: $0.00 Total (Cash + Market): $113302.36 -------------------------------------------------------------------------------- 08/10/06 08/10/06 sold 1302.30 shares ($36204.01) of HANS at 27.80 for a loss of $2565.54 08/10/06 sold 2306.34 shares ($38677.29) of S at 16.77 for a loss of $92.25 08/10/06 bought 5164.23 shares ($37440.65) of NUAN at 7.25, remaining cash: $37440.65 08/10/06 bought 3175.63 shares ($37440.65) of ZQK at 11.79, remaining cash: $0.00 Transaction Summary Daily Losses : $2657.79 Running Gain/(Loss) : $12717.85 # Stocks held at end of day : 3 Summary Invested In Stock: $112717.85 Market Value of Stock: $115730.78 Market Value - Invested: $3012.93 Available Cash: $0.00 Total (Cash + Market): $115730.78 -------------------------------------------------------------------------------- 08/11/06 08/11/06 sold 1642.92 shares ($37228.67) of ARO at 22.66 for a loss of $607.88 08/11/06 bought 1298.98 shares ($37228.67) of HANS at 28.66, remaining cash: $0.00 Transaction Summary Daily Losses : $607.88 Running Gain/(Loss) : $12109.97 # Stocks held at end of day : 3 Summary Invested In Stock: $112109.97 Market Value of Stock: $114396.15 Market Value - Invested: $2286.18 Available Cash: $0.00 Total (Cash + Market): $114396.15 -------------------------------------------------------------------------------- 08/14/06 08/14/06 sold 5164.23 shares ($40229.33) of NUAN at 7.79 for a gain of $2788.68 08/14/06 sold 3175.63 shares ($37758.21) of ZQK at 11.89 for a gain of $317.56 08/14/06 bought 2860.88 shares ($38993.77) of PSUN at 13.63, remaining cash: $38993.77 08/14/06 bought 1920.88 shares ($38993.77) of URI at 20.30, remaining cash: $0.00 Transaction Summary Daily Gains : $3106.25 Running Gain/(Loss) : $15216.21 # Stocks held at end of day : 3 Summary Invested In Stock: $115216.21 Market Value of Stock: $116885.29 Market Value - Invested: $1669.07 Available Cash: $0.00 Total (Cash + Market): $116885.29 -------------------------------------------------------------------------------- 08/15/06 08/15/06 sold 1298.98 shares ($37618.37) of HANS at 28.96 for a gain of $389.69 08/15/06 bought 3792.17 shares ($37618.37) of HK at 9.92, remaining cash: $0.00 Transaction Summary Daily Gains : $389.69 Running Gain/(Loss) : $15605.91 # Stocks held at end of day : 3 Summary Invested In Stock: $115605.91 Market Value of Stock: $119546.05 Market Value - Invested: $3940.14 Available Cash: $0.00 Total (Cash + Market): $119546.05 -------------------------------------------------------------------------------- 08/16/06 08/16/06 sold 2860.88 shares ($41168.04) of PSUN at 14.39 for a gain of $2174.27 08/16/06 sold 1920.88 shares ($42605.02) of URI at 22.18 for a gain of $3611.25 Transaction Summary Daily Gains : $5785.51 Running Gain/(Loss) : $21391.42 # Stocks held at end of day : 1 Summary Invested In Stock: $37618.37 Market Value of Stock: $38793.94 Market Value - Invested: $1175.57 Available Cash: $83773.06 Total (Cash + Market): $122566.99 -------------------------------------------------------------------------------- 08/17/06 08/17/06 sold 3792.17 shares ($38869.78) of HK at 10.25 for a gain of $1251.42 Transaction Summary Daily Gains : $1251.42 Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122642.84 Total (Cash + Market): $122642.84 -------------------------------------------------------------------------------- 08/18/06 No Transactions Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122642.84 Total (Cash + Market): $122642.84 -------------------------------------------------------------------------------- 08/21/06 No Transactions Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122642.84 Total (Cash + Market): $122642.84 -------------------------------------------------------------------------------- 08/22/06 No Transactions Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122642.84 Total (Cash + Market): $122642.84 -------------------------------------------------------------------------------- 08/23/06 No Transactions Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122642.84 Total (Cash + Market): $122642.84 -------------------------------------------------------------------------------- 08/24/06 08/24/06 bought 1742.58 shares ($40880.95) of PSS at 23.46, remaining cash: $81761.89 Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 1 Summary Invested In Stock: $40880.95 Market Value of Stock: $39120.94 Market Value - Invested: - $1760.01 Available Cash: $81761.89 Total (Cash + Market): $120882.83 -------------------------------------------------------------------------------- 08/25/06 08/25/06 bought 2258.62 shares ($40880.95) of CHS at 18.10, remaining cash: $40880.95 Transaction Summary Running Gain/(Loss) : $22642.84 # Stocks held at end of day : 2 Summary Invested In Stock: $81761.89 Market Value of Stock: $80770.64 Market Value - Invested: - $991.25 Available Cash: $40880.95 Total (Cash + Market): $121651.59 -------------------------------------------------------------------------------- 08/28/06 08/28/06 sold 1742.58 shares ($40480.15) of PSS at 23.23 for a loss of $400.79 08/28/06 bought 1234.24 shares ($40680.55) of BBBY at 32.96, remaining cash: $40680.55 Transaction Summary Daily Losses : $400.79 Running Gain/(Loss) : $22242.04 # Stocks held at end of day : 2 Summary Invested In Stock: $81561.50 Market Value of Stock: $81313.80 Market Value - Invested: - $247.70 Available Cash: $40680.55 Total (Cash + Market): $121994.35 -------------------------------------------------------------------------------- 08/29/06 08/29/06 sold 2258.62 shares ($40361.46) of CHS at 17.87 for a loss of $519.48 Transaction Summary Daily Losses : $519.48 Running Gain/(Loss) : $21722.56 # Stocks held at end of day : 1 Summary Invested In Stock: $40680.55 Market Value of Stock: $41211.27 Market Value - Invested: $530.72 Available Cash: $81042.01 Total (Cash + Market): $122253.29 -------------------------------------------------------------------------------- 08/30/06 08/30/06 sold 1234.24 shares ($41445.78) of BBBY at 33.58 for a gain of $765.23 Transaction Summary Daily Gains : $765.23 Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122487.79 Total (Cash + Market): $122487.79 -------------------------------------------------------------------------------- 08/31/06 No Transactions Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122487.79 Total (Cash + Market): $122487.79 -------------------------------------------------------------------------------- 09/01/06 No Transactions Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122487.79 Total (Cash + Market): $122487.79 -------------------------------------------------------------------------------- 09/05/06 No Transactions Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122487.79 Total (Cash + Market): $122487.79 -------------------------------------------------------------------------------- 09/06/06 No Transactions Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $122487.79 Total (Cash + Market): $122487.79 -------------------------------------------------------------------------------- 09/07/06 09/07/06 bought 2118.80 shares ($40829.26) of NOK at 19.27, remaining cash: $81658.53 09/07/06 bought 1334.29 shares ($40829.26) of TSO at 30.60, remaining cash: $40829.26 Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 2 Summary Invested In Stock: $81658.53 Market Value of Stock: $82144.37 Market Value - Invested: $485.84 Available Cash: $40829.26 Total (Cash + Market): $122973.63 -------------------------------------------------------------------------------- 09/08/06 09/08/06 bought 2396.08 shares ($40829.26) of JDSU at 17.04, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $22487.79 # Stocks held at end of day : 3 Summary Invested In Stock: $122487.79 Market Value of Stock: $120704.45 Market Value - Invested: - $1783.34 Available Cash: $0.00 Total (Cash + Market): $120704.45 -------------------------------------------------------------------------------- 09/11/06 09/11/06 sold 2118.80 shares ($40871.64) of NOK at 19.29 for a gain of $42.38 09/11/06 sold 1334.29 shares ($38814.49) of TSO at 29.09 for a loss of $2014.78 09/11/06 bought 1295.71 shares ($39843.06) of ABX at 30.75, remaining cash: $39843.06 09/11/06 bought 1038.93 shares ($39843.06) of MRO at 38.35, remaining cash: $0.00 Transaction Summary Daily Gains : $42.38 Daily Losses : $2014.78 Running Gain/(Loss) : $20515.39 # Stocks held at end of day : 3 Summary Invested In Stock: $120515.39 Market Value of Stock: $117095.55 Market Value - Invested: - $3419.85 Available Cash: $0.00 Total (Cash + Market): $117095.55 -------------------------------------------------------------------------------- 09/12/06 09/12/06 sold 2396.08 shares ($41787.70) of JDSU at 17.44 for a gain of $958.43 09/12/06 bought 3329.70 shares ($41787.70) of KGC at 12.55, remaining cash: $0.00 Transaction Summary Daily Gains : $958.43 Running Gain/(Loss) : $21473.82 # Stocks held at end of day : 3 Summary Invested In Stock: $121473.82 Market Value of Stock: $119316.25 Market Value - Invested: - $2157.58 Available Cash: $0.00 Total (Cash + Market): $119316.25 -------------------------------------------------------------------------------- 09/13/06 09/13/06 sold 1295.71 shares ($38469.61) of ABX at 29.69 for a loss of $1373.45 09/13/06 sold 1038.93 shares ($39230.09) of MRO at 37.76 for a loss of $612.97 Transaction Summary Daily Losses : $1986.42 Running Gain/(Loss) : $19487.40 # Stocks held at end of day : 1 Summary Invested In Stock: $41787.70 Market Value of Stock: $41920.89 Market Value - Invested: $133.19 Available Cash: $77699.70 Total (Cash + Market): $119620.59 -------------------------------------------------------------------------------- 09/14/06 09/14/06 sold 3329.70 shares ($39556.80) of KGC at 11.88 for a loss of $2230.90 09/14/06 bought 1202.63 shares ($39085.50) of AEM at 32.50, remaining cash: $78171.00 Transaction Summary Daily Losses : $2230.90 Running Gain/(Loss) : $17256.50 # Stocks held at end of day : 1 Summary Invested In Stock: $39085.50 Market Value of Stock: $36716.32 Market Value - Invested: - $2369.18 Available Cash: $78171.00 Total (Cash + Market): $114887.32 -------------------------------------------------------------------------------- 09/15/06 09/15/06 bought 3298.35 shares ($39085.50) of KGC at 11.85, remaining cash: $39085.50 09/15/06 bought 4342.83 shares ($39085.50) of SLW at 9.00, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $17256.50 # Stocks held at end of day : 3 Summary Invested In Stock: $117256.50 Market Value of Stock: $114874.34 Market Value - Invested: - $2382.16 Available Cash: $0.00 Total (Cash + Market): $114874.34 -------------------------------------------------------------------------------- 09/18/06 09/18/06 sold 1202.63 shares ($37955.03) of AEM at 31.56 for a loss of $1130.47 09/18/06 bought 1233.11 shares ($37955.03) of SWN at 30.78, remaining cash: $0.00 Transaction Summary Daily Losses : $1130.47 Running Gain/(Loss) : $16126.03 # Stocks held at end of day : 3 Summary Invested In Stock: $116126.03 Market Value of Stock: $121298.83 Market Value - Invested: $5172.80 Available Cash: $0.00 Total (Cash + Market): $121298.83 -------------------------------------------------------------------------------- 09/19/06 09/19/06 sold 3298.35 shares ($38887.60) of KGC at 11.79 for a loss of $197.90 09/19/06 sold 4342.83 shares ($38390.65) of SLW at 8.84 for a loss of $694.85 Transaction Summary Daily Losses : $892.75 Running Gain/(Loss) : $15233.28 # Stocks held at end of day : 1 Summary Invested In Stock: $37955.03 Market Value of Stock: $37720.74 Market Value - Invested: - $234.29 Available Cash: $77278.25 Total (Cash + Market): $114998.99 -------------------------------------------------------------------------------- 09/20/06 09/20/06 sold 1233.11 shares ($36043.71) of SWN at 29.23 for a loss of $1911.32 09/20/06 bought 1650.24 shares ($37773.99) of GG at 22.89, remaining cash: $75547.97 Transaction Summary Daily Losses : $1911.32 Running Gain/(Loss) : $13321.96 # Stocks held at end of day : 1 Summary Invested In Stock: $37773.99 Market Value of Stock: $37130.39 Market Value - Invested: - $643.59 Available Cash: $75547.97 Total (Cash + Market): $112678.37 -------------------------------------------------------------------------------- 09/21/06 09/21/06 bought 1259.97 shares ($37773.99) of KWK at 29.98, remaining cash: $37773.99 09/21/06 bought 3043.83 shares ($37773.99) of MTU at 12.41, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $13321.96 # Stocks held at end of day : 3 Summary Invested In Stock: $113321.96 Market Value of Stock: $114232.48 Market Value - Invested: $910.52 Available Cash: $0.00 Total (Cash + Market): $114232.48 -------------------------------------------------------------------------------- 09/22/06 09/22/06 sold 1650.24 shares ($37311.92) of GG at 22.61 for a loss of $462.07 09/22/06 bought 2733.47 shares ($37311.92) of ALKS at 13.65, remaining cash: $0.00 Transaction Summary Daily Losses : $462.07 Running Gain/(Loss) : $12859.89 # Stocks held at end of day : 3 Summary Invested In Stock: $112859.89 Market Value of Stock: $112881.29 Market Value - Invested: $21.40 Available Cash: $0.00 Total (Cash + Market): $112881.29 -------------------------------------------------------------------------------- 09/25/06 09/25/06 sold 1259.97 shares ($38441.77) of KWK at 30.51 for a gain of $667.79 09/25/06 sold 3043.83 shares ($37591.36) of MTU at 12.35 for a loss of $182.63 Transaction Summary Daily Gains : $667.79 Daily Losses : $182.63 Running Gain/(Loss) : $13345.05 # Stocks held at end of day : 1 Summary Invested In Stock: $37311.92 Market Value of Stock: $37038.57 Market Value - Invested: - $273.35 Available Cash: $76033.13 Total (Cash + Market): $113071.70 -------------------------------------------------------------------------------- 09/26/06 09/26/06 sold 2733.47 shares ($38733.33) of ALKS at 14.17 for a gain of $1421.41 Transaction Summary Daily Gains : $1421.41 Running Gain/(Loss) : $14766.46 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $114766.46 Total (Cash + Market): $114766.46 -------------------------------------------------------------------------------- 09/27/06 09/27/06 bought 6855.82 shares ($38255.49) of DYN at 5.58, remaining cash: $76510.97 Transaction Summary Running Gain/(Loss) : $14766.46 # Stocks held at end of day : 1 Summary Invested In Stock: $38255.49 Market Value of Stock: $38872.51 Market Value - Invested: $617.02 Available Cash: $76510.97 Total (Cash + Market): $115383.48 -------------------------------------------------------------------------------- 09/28/06 09/28/06 bought 2367.29 shares ($38255.49) of LPL at 16.16, remaining cash: $38255.49 09/28/06 bought 1538.22 shares ($38255.49) of YHOO at 24.87, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $14766.46 # Stocks held at end of day : 3 Summary Invested In Stock: $114766.46 Market Value of Stock: $116065.86 Market Value - Invested: $1299.40 Available Cash: $0.00 Total (Cash + Market): $116065.86 -------------------------------------------------------------------------------- 09/29/06 09/29/06 sold 6855.82 shares ($37981.25) of DYN at 5.54 for a loss of $274.23 Transaction Summary Daily Losses : $274.23 Running Gain/(Loss) : $14492.22 # Stocks held at end of day : 2 Summary Invested In Stock: $76510.97 Market Value of Stock: $78159.58 Market Value - Invested: $1648.61 Available Cash: $37981.25 Total (Cash + Market): $116140.83 -------------------------------------------------------------------------------- 10/02/06 10/02/06 sold 2367.29 shares ($39155.06) of LPL at 16.54 for a gain of $899.57 10/02/06 sold 1538.22 shares ($38270.87) of YHOO at 24.88 for a gain of $15.38 10/02/06 bought 2722.51 shares ($38469.06) of CELL at 14.13, remaining cash: $76938.12 Transaction Summary Daily Gains : $914.95 Running Gain/(Loss) : $15407.18 # Stocks held at end of day : 1 Summary Invested In Stock: $38469.06 Market Value of Stock: $38741.31 Market Value - Invested: $272.25 Available Cash: $76938.12 Total (Cash + Market): $115679.43 -------------------------------------------------------------------------------- 10/03/06 No Transactions Transaction Summary Running Gain/(Loss) : $15407.18 # Stocks held at end of day : 1 Summary Invested In Stock: $38469.06 Market Value of Stock: $38196.81 Market Value - Invested: - $272.25 Available Cash: $76938.12 Total (Cash + Market): $115134.93 -------------------------------------------------------------------------------- 10/04/06 10/04/06 sold 2722.51 shares ($38278.48) of CELL at 14.06 for a loss of $190.58 10/04/06 bought 6194.44 shares ($38405.53) of GW at 6.20, remaining cash: $76811.07 10/04/06 bought 4169.98 shares ($38405.53) of NVTL at 9.21, remaining cash: $38405.53 Transaction Summary Daily Losses : $190.58 Running Gain/(Loss) : $15216.60 # Stocks held at end of day : 2 Summary Invested In Stock: $76811.07 Market Value of Stock: $77687.97 Market Value - Invested: $876.90 Available Cash: $38405.53 Total (Cash + Market): $116093.51 -------------------------------------------------------------------------------- 10/05/06 No Transactions Transaction Summary Running Gain/(Loss) : $15216.60 # Stocks held at end of day : 2 Summary Invested In Stock: $76811.07 Market Value of Stock: $79608.25 Market Value - Invested: $2797.18 Available Cash: $38405.53 Total (Cash + Market): $118013.78 -------------------------------------------------------------------------------- 10/06/06 10/06/06 sold 6194.44 shares ($40449.70) of GW at 6.53 for a gain of $2044.17 10/06/06 sold 4169.98 shares ($38905.93) of NVTL at 9.33 for a gain of $500.40 Transaction Summary Daily Gains : $2544.56 Running Gain/(Loss) : $17761.17 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $117761.17 Total (Cash + Market): $117761.17 -------------------------------------------------------------------------------- 10/09/06 No Transactions Transaction Summary Running Gain/(Loss) : $17761.17 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $117761.17 Total (Cash + Market): $117761.17 -------------------------------------------------------------------------------- 10/10/06 10/10/06 bought 1691.24 shares ($39253.72) of AMD at 23.21, remaining cash: $78507.44 Transaction Summary Running Gain/(Loss) : $17761.17 # Stocks held at end of day : 1 Summary Invested In Stock: $39253.72 Market Value of Stock: $39135.33 Market Value - Invested: - $118.39 Available Cash: $78507.44 Total (Cash + Market): $117642.78 -------------------------------------------------------------------------------- 10/11/06 10/11/06 bought 1222.10 shares ($39253.72) of PBG at 32.12, remaining cash: $39253.72 10/11/06 bought 1868.34 shares ($39253.72) of SIRF at 21.01, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $17761.17 # Stocks held at end of day : 3 Summary Invested In Stock: $117761.17 Market Value of Stock: $118095.88 Market Value - Invested: $334.71 Available Cash: $0.00 Total (Cash + Market): $118095.88 -------------------------------------------------------------------------------- 10/12/06 10/12/06 sold 1691.24 shares ($41756.76) of AMD at 24.69 for a gain of $2503.04 10/12/06 bought 6901.94 shares ($41756.76) of PWAV at 6.05, remaining cash: $0.00 Transaction Summary Daily Gains : $2503.04 Running Gain/(Loss) : $20264.20 # Stocks held at end of day : 3 Summary Invested In Stock: $120264.20 Market Value of Stock: $122188.14 Market Value - Invested: $1923.94 Available Cash: $0.00 Total (Cash + Market): $122188.14 -------------------------------------------------------------------------------- 10/13/06 10/13/06 sold 1222.10 shares ($39583.69) of PBG at 32.39 for a gain of $329.97 10/13/06 sold 1868.34 shares ($41420.99) of SIRF at 22.17 for a gain of $2167.27 Transaction Summary Daily Gains : $2497.23 Running Gain/(Loss) : $22761.44 # Stocks held at end of day : 1 Summary Invested In Stock: $41756.76 Market Value of Stock: $43344.21 Market Value - Invested: $1587.45 Available Cash: $81004.68 Total (Cash + Market): $124348.89 -------------------------------------------------------------------------------- 10/16/06 10/16/06 sold 6901.94 shares ($44241.46) of PWAV at 6.41 for a gain of $2484.70 Transaction Summary Daily Gains : $2484.70 Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125246.14 Total (Cash + Market): $125246.14 -------------------------------------------------------------------------------- 10/17/06 No Transactions Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125246.14 Total (Cash + Market): $125246.14 -------------------------------------------------------------------------------- 10/18/06 No Transactions Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125246.14 Total (Cash + Market): $125246.14 -------------------------------------------------------------------------------- 10/19/06 No Transactions Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125246.14 Total (Cash + Market): $125246.14 -------------------------------------------------------------------------------- 10/20/06 No Transactions Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125246.14 Total (Cash + Market): $125246.14 -------------------------------------------------------------------------------- 10/23/06 10/23/06 bought 1145.37 shares ($41748.71) of APOL at 36.45, remaining cash: $83497.43 Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 1 Summary Invested In Stock: $41748.71 Market Value of Stock: $41645.63 Market Value - Invested: - $103.08 Available Cash: $83497.43 Total (Cash + Market): $125143.06 -------------------------------------------------------------------------------- 10/24/06 No Transactions Transaction Summary Running Gain/(Loss) : $25246.14 # Stocks held at end of day : 1 Summary Invested In Stock: $41748.71 Market Value of Stock: $40809.51 Market Value - Invested: - $939.20 Available Cash: $83497.43 Total (Cash + Market): $124306.94 -------------------------------------------------------------------------------- 10/25/06 10/25/06 sold 1145.37 shares ($40832.42) of APOL at 35.65 for a loss of $916.30 10/25/06 bought 1165.77 shares ($41443.28) of APOL at 35.55, remaining cash: $82886.56 10/25/06 bought 2566.15 shares ($41443.28) of CY at 16.15, remaining cash: $41443.28 Transaction Summary Daily Losses : $916.30 Running Gain/(Loss) : $24329.84 # Stocks held at end of day : 2 Summary Invested In Stock: $82886.56 Market Value of Stock: $83388.06 Market Value - Invested: $501.50 Available Cash: $41443.28 Total (Cash + Market): $124831.34 -------------------------------------------------------------------------------- 10/26/06 No Transactions Transaction Summary Running Gain/(Loss) : $24329.84 # Stocks held at end of day : 2 Summary Invested In Stock: $82886.56 Market Value of Stock: $84969.55 Market Value - Invested: $2082.99 Available Cash: $41443.28 Total (Cash + Market): $126412.83 -------------------------------------------------------------------------------- 10/27/06 10/27/06 sold 1165.77 shares ($41688.09) of APOL at 35.76 for a gain of $244.81 10/27/06 sold 2566.15 shares ($42161.80) of CY at 16.43 for a gain of $718.52 Transaction Summary Daily Gains : $963.33 Running Gain/(Loss) : $25293.18 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125293.18 Total (Cash + Market): $125293.18 -------------------------------------------------------------------------------- 10/30/06 10/30/06 bought 2663.55 shares ($41764.39) of FCS at 15.68, remaining cash: $83528.78 10/30/06 bought 2042.27 shares ($41764.39) of GLW at 20.45, remaining cash: $41764.39 10/30/06 bought 4960.14 shares ($41764.39) of OPWV at 8.42, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $25293.18 # Stocks held at end of day : 3 Summary Invested In Stock: $125293.18 Market Value of Stock: $127232.00 Market Value - Invested: $1938.83 Available Cash: $0.00 Total (Cash + Market): $127232.00 -------------------------------------------------------------------------------- 10/31/06 No Transactions Transaction Summary Running Gain/(Loss) : $25293.18 # Stocks held at end of day : 3 Summary Invested In Stock: $125293.18 Market Value of Stock: $127439.29 Market Value - Invested: $2146.11 Available Cash: $0.00 Total (Cash + Market): $127439.29 -------------------------------------------------------------------------------- 11/01/06 11/01/06 sold 2663.55 shares ($41764.39) of FCS at 15.68 for a gain of $0.00 11/01/06 sold 2042.27 shares ($41437.63) of GLW at 20.29 for a loss of $326.76 11/01/06 sold 4960.14 shares ($41565.99) of OPWV at 8.38 for a loss of $198.41 11/01/06 bought 4230.86 shares ($41589.34) of CLS at 9.83, remaining cash: $83178.67 Transaction Summary Daily Losses : $525.17 Running Gain/(Loss) : $24768.01 # Stocks held at end of day : 1 Summary Invested In Stock: $41589.34 Market Value of Stock: $40912.40 Market Value - Invested: - $676.94 Available Cash: $83178.67 Total (Cash + Market): $124091.07 -------------------------------------------------------------------------------- 11/02/06 11/02/06 bought 6718.79 shares ($41589.34) of ACLS at 6.19, remaining cash: $41589.34 11/02/06 bought 3812.04 shares ($41589.34) of SIMG at 10.91, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $24768.01 # Stocks held at end of day : 3 Summary Invested In Stock: $124768.01 Market Value of Stock: $125286.35 Market Value - Invested: $518.34 Available Cash: $0.00 Total (Cash + Market): $125286.35 -------------------------------------------------------------------------------- 11/03/06 11/03/06 sold 4230.86 shares ($40785.47) of CLS at 9.64 for a loss of $803.86 11/03/06 bought 5885.35 shares ($40785.47) of RFMD at 6.93, remaining cash: $0.00 Transaction Summary Daily Losses : $803.86 Running Gain/(Loss) : $23964.14 # Stocks held at end of day : 3 Summary Invested In Stock: $123964.14 Market Value of Stock: $125837.05 Market Value - Invested: $1872.91 Available Cash: $0.00 Total (Cash + Market): $125837.05 -------------------------------------------------------------------------------- 11/06/06 11/06/06 sold 6718.79 shares ($43739.35) of ACLS at 6.51 for a gain of $2150.01 11/06/06 sold 3812.04 shares ($45363.25) of SIMG at 11.90 for a gain of $3773.92 11/06/06 bought 3032.76 shares ($44551.30) of LUV at 14.69, remaining cash: $44551.30 Transaction Summary Daily Gains : $5923.93 Running Gain/(Loss) : $29888.08 # Stocks held at end of day : 2 Summary Invested In Stock: $85336.77 Market Value of Stock: $86330.38 Market Value - Invested: $993.60 Available Cash: $44551.30 Total (Cash + Market): $130881.68 -------------------------------------------------------------------------------- 11/07/06 11/07/06 sold 5885.35 shares ($41491.71) of RFMD at 7.05 for a gain of $706.24 11/07/06 bought 5544.01 shares ($43021.51) of ADLR at 7.76, remaining cash: $43021.51 11/07/06 bought 3702.37 shares ($43021.51) of ARRS at 11.62, remaining cash: $0.00 Transaction Summary Daily Gains : $706.24 Running Gain/(Loss) : $30594.32 # Stocks held at end of day : 3 Summary Invested In Stock: $130594.32 Market Value of Stock: $129404.58 Market Value - Invested: - $1189.74 Available Cash: $0.00 Total (Cash + Market): $129404.58 -------------------------------------------------------------------------------- 11/08/06 11/08/06 sold 3032.76 shares ($46401.29) of LUV at 15.30 for a gain of $1849.99 Transaction Summary Daily Gains : $1849.99 Running Gain/(Loss) : $32444.30 # Stocks held at end of day : 2 Summary Invested In Stock: $86043.02 Market Value of Stock: $87542.00 Market Value - Invested: $1498.98 Available Cash: $46401.29 Total (Cash + Market): $133943.29 -------------------------------------------------------------------------------- 11/09/06 11/09/06 sold 5544.01 shares ($42577.99) of ADLR at 7.68 for a loss of $443.52 11/09/06 sold 3702.37 shares ($44761.62) of ARRS at 12.09 for a gain of $1740.11 Transaction Summary Daily Gains : $1740.11 Daily Losses : $443.52 Running Gain/(Loss) : $33740.90 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $133740.90 Total (Cash + Market): $133740.90 -------------------------------------------------------------------------------- 11/10/06 11/10/06 bought 1629.99 shares ($44580.30) of FDO at 27.35, remaining cash: $89160.60 11/10/06 bought 7308.25 shares ($44580.30) of SCT at 6.10, remaining cash: $44580.30 11/10/06 bought 1657.26 shares ($44580.30) of TOL at 26.90, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $33740.90 # Stocks held at end of day : 3 Summary Invested In Stock: $133740.90 Market Value of Stock: $137300.17 Market Value - Invested: $3559.27 Available Cash: $0.00 Total (Cash + Market): $137300.17 -------------------------------------------------------------------------------- 11/13/06 No Transactions Transaction Summary Running Gain/(Loss) : $33740.90 # Stocks held at end of day : 3 Summary Invested In Stock: $133740.90 Market Value of Stock: $135314.99 Market Value - Invested: $1574.09 Available Cash: $0.00 Total (Cash + Market): $135314.99 -------------------------------------------------------------------------------- 11/14/06 11/14/06 sold 1629.99 shares ($45444.19) of FDO at 27.88 for a gain of $863.90 11/14/06 sold 7308.25 shares ($47503.60) of SCT at 6.50 for a gain of $2923.30 11/14/06 sold 1657.26 shares ($47430.79) of TOL at 28.62 for a gain of $2850.49 Transaction Summary Daily Gains : $6637.68 Running Gain/(Loss) : $40378.58 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140378.58 Total (Cash + Market): $140378.58 -------------------------------------------------------------------------------- 11/15/06 No Transactions Transaction Summary Running Gain/(Loss) : $40378.58 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140378.58 Total (Cash + Market): $140378.58 -------------------------------------------------------------------------------- 11/16/06 No Transactions Transaction Summary Running Gain/(Loss) : $40378.58 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140378.58 Total (Cash + Market): $140378.58 -------------------------------------------------------------------------------- 11/17/06 11/17/06 bought 3489.40 shares ($46792.86) of GLBL at 13.41, remaining cash: $93585.72 Transaction Summary Running Gain/(Loss) : $40378.58 # Stocks held at end of day : 1 Summary Invested In Stock: $46792.86 Market Value of Stock: $46443.92 Market Value - Invested: - $348.94 Available Cash: $93585.72 Total (Cash + Market): $140029.64 -------------------------------------------------------------------------------- 11/20/06 No Transactions Transaction Summary Running Gain/(Loss) : $40378.58 # Stocks held at end of day : 1 Summary Invested In Stock: $46792.86 Market Value of Stock: $45850.72 Market Value - Invested: - $942.14 Available Cash: $93585.72 Total (Cash + Market): $139436.44 -------------------------------------------------------------------------------- 11/21/06 11/21/06 sold 3489.40 shares ($46513.71) of GLBL at 13.33 for a loss of $279.15 Transaction Summary Daily Losses : $279.15 Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140099.43 Total (Cash + Market): $140099.43 -------------------------------------------------------------------------------- 11/22/06 No Transactions Transaction Summary Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140099.43 Total (Cash + Market): $140099.43 -------------------------------------------------------------------------------- 11/24/06 No Transactions Transaction Summary Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140099.43 Total (Cash + Market): $140099.43 -------------------------------------------------------------------------------- 11/27/06 No Transactions Transaction Summary Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $140099.43 Total (Cash + Market): $140099.43 -------------------------------------------------------------------------------- 11/28/06 11/28/06 bought 5730.04 shares ($46699.81) of F at 8.15, remaining cash: $93399.62 Transaction Summary Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 1 Summary Invested In Stock: $46699.81 Market Value of Stock: $46699.81 Market Value - Invested: - $0.00 Available Cash: $93399.62 Total (Cash + Market): $140099.42 -------------------------------------------------------------------------------- 11/29/06 11/29/06 bought 1546.86 shares ($46699.81) of GM at 30.19, remaining cash: $46699.81 11/29/06 bought 1549.43 shares ($46699.81) of IMCL at 30.14, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $40099.43 # Stocks held at end of day : 3 Summary Invested In Stock: $140099.43 Market Value of Stock: $138774.83 Market Value - Invested: - $1324.60 Available Cash: $0.00 Total (Cash + Market): $138774.83 -------------------------------------------------------------------------------- 11/30/06 11/30/06 sold 5730.04 shares ($46585.21) of F at 8.13 for a loss of $114.60 Transaction Summary Daily Losses : $114.60 Running Gain/(Loss) : $39984.83 # Stocks held at end of day : 2 Summary Invested In Stock: $93399.62 Market Value of Stock: $91542.76 Market Value - Invested: - $1856.85 Available Cash: $46585.21 Total (Cash + Market): $138127.97 -------------------------------------------------------------------------------- 12/01/06 12/01/06 sold 1546.86 shares ($45926.38) of GM at 29.69 for a loss of $773.43 12/01/06 sold 1549.43 shares ($46823.76) of IMCL at 30.22 for a gain of $123.95 Transaction Summary Daily Gains : $123.95 Daily Losses : $773.43 Running Gain/(Loss) : $39335.35 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $139335.35 Total (Cash + Market): $139335.35 -------------------------------------------------------------------------------- 12/04/06 No Transactions Transaction Summary Running Gain/(Loss) : $39335.35 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $139335.35 Total (Cash + Market): $139335.35 -------------------------------------------------------------------------------- 12/05/06 12/05/06 bought 6087.17 shares ($46445.12) of F at 7.63, remaining cash: $92890.23 Transaction Summary Running Gain/(Loss) : $39335.35 # Stocks held at end of day : 1 Summary Invested In Stock: $46445.12 Market Value of Stock: $46749.47 Market Value - Invested: $304.36 Available Cash: $92890.23 Total (Cash + Market): $139639.71 -------------------------------------------------------------------------------- 12/06/06 12/06/06 bought 3870.43 shares ($46445.12) of ONXX at 12.00, remaining cash: $46445.12 Transaction Summary Running Gain/(Loss) : $39335.35 # Stocks held at end of day : 2 Summary Invested In Stock: $92890.23 Market Value of Stock: $91053.17 Market Value - Invested: - $1837.06 Available Cash: $46445.12 Total (Cash + Market): $137498.29 -------------------------------------------------------------------------------- 12/07/06 12/07/06 sold 6087.17 shares ($43584.15) of F at 7.16 for a loss of $2860.97 Transaction Summary Daily Losses : $2860.97 Running Gain/(Loss) : $36474.38 # Stocks held at end of day : 1 Summary Invested In Stock: $46445.12 Market Value of Stock: $45787.14 Market Value - Invested: - $657.97 Available Cash: $90029.26 Total (Cash + Market): $135816.41 -------------------------------------------------------------------------------- 12/08/06 12/08/06 sold 3870.43 shares ($47412.72) of ONXX at 12.25 for a gain of $967.61 12/08/06 bought 1208.17 shares ($45813.99) of AMZN at 37.92, remaining cash: $91627.99 12/08/06 bought 6407.55 shares ($45813.99) of F at 7.15, remaining cash: $45813.99 Transaction Summary Daily Gains : $967.61 Running Gain/(Loss) : $37441.98 # Stocks held at end of day : 2 Summary Invested In Stock: $91627.99 Market Value of Stock: $92793.01 Market Value - Invested: $1165.02 Available Cash: $45813.99 Total (Cash + Market): $138607.00 -------------------------------------------------------------------------------- 12/11/06 No Transactions Transaction Summary Running Gain/(Loss) : $37441.98 # Stocks held at end of day : 2 Summary Invested In Stock: $91627.99 Market Value of Stock: $93134.96 Market Value - Invested: $1506.97 Available Cash: $45813.99 Total (Cash + Market): $138948.96 -------------------------------------------------------------------------------- 12/12/06 12/12/06 sold 1208.17 shares ($46466.41) of AMZN at 38.46 for a gain of $652.41 12/12/06 sold 6407.55 shares ($45429.54) of F at 7.09 for a loss of $384.45 Transaction Summary Daily Gains : $652.41 Daily Losses : $384.45 Running Gain/(Loss) : $37709.95 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $137709.95 Total (Cash + Market): $137709.95 -------------------------------------------------------------------------------- 12/13/06 No Transactions Transaction Summary Running Gain/(Loss) : $37709.95 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $137709.95 Total (Cash + Market): $137709.95 -------------------------------------------------------------------------------- 12/14/06 12/14/06 bought 6633.43 shares ($45903.32) of F at 6.92, remaining cash: $91806.63 Transaction Summary Running Gain/(Loss) : $37709.95 # Stocks held at end of day : 1 Summary Invested In Stock: $45903.32 Market Value of Stock: $47163.67 Market Value - Invested: $1260.35 Available Cash: $91806.63 Total (Cash + Market): $138970.30 -------------------------------------------------------------------------------- 12/15/06 12/15/06 bought 3307.16 shares ($45903.32) of ALKS at 13.88, remaining cash: $45903.32 Transaction Summary Running Gain/(Loss) : $37709.95 # Stocks held at end of day : 2 Summary Invested In Stock: $91806.63 Market Value of Stock: $93661.70 Market Value - Invested: $1855.06 Available Cash: $45903.32 Total (Cash + Market): $139565.01 -------------------------------------------------------------------------------- 12/18/06 12/18/06 sold 6633.43 shares ($46632.99) of F at 7.03 for a gain of $729.68 12/18/06 bought 1638.39 shares ($46268.15) of MDG at 28.24, remaining cash: $46268.15 12/18/06 bought 1824.45 shares ($46268.15) of MEE at 25.36, remaining cash: $0.00 Transaction Summary Daily Gains : $729.68 Running Gain/(Loss) : $38439.62 # Stocks held at end of day : 3 Summary Invested In Stock: $138439.62 Market Value of Stock: $136160.22 Market Value - Invested: - $2279.41 Available Cash: $0.00 Total (Cash + Market): $136160.22 -------------------------------------------------------------------------------- 12/19/06 12/19/06 sold 3307.16 shares ($45308.03) of ALKS at 13.70 for a loss of $595.29 12/19/06 bought 3772.53 shares ($45308.03) of HK at 12.01, remaining cash: $0.00 Transaction Summary Daily Losses : $595.29 Running Gain/(Loss) : $37844.33 # Stocks held at end of day : 3 Summary Invested In Stock: $137844.33 Market Value of Stock: $139132.31 Market Value - Invested: $1287.98 Available Cash: $0.00 Total (Cash + Market): $139132.31 -------------------------------------------------------------------------------- 12/20/06 12/20/06 sold 1638.39 shares ($45678.33) of MDG at 27.88 for a loss of $589.82 12/20/06 sold 1824.45 shares ($44388.97) of MEE at 24.33 for a loss of $1879.19 Transaction Summary Daily Losses : $2469.01 Running Gain/(Loss) : $35375.33 # Stocks held at end of day : 1 Summary Invested In Stock: $45308.03 Market Value of Stock: $45232.58 Market Value - Invested: - $75.45 Available Cash: $90067.30 Total (Cash + Market): $135299.88 -------------------------------------------------------------------------------- 12/21/06 12/21/06 sold 3772.53 shares ($44968.50) of HK at 11.92 for a loss of $339.53 Transaction Summary Daily Losses : $339.53 Running Gain/(Loss) : $35035.80 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $135035.80 Total (Cash + Market): $135035.80 -------------------------------------------------------------------------------- 12/22/06 12/22/06 bought 1662.80 shares ($45011.93) of GG at 27.07, remaining cash: $90023.87 Transaction Summary Running Gain/(Loss) : $35035.80 # Stocks held at end of day : 1 Summary Invested In Stock: $45011.93 Market Value of Stock: $45161.58 Market Value - Invested: $149.65 Available Cash: $90023.87 Total (Cash + Market): $135185.45 -------------------------------------------------------------------------------- 12/26/06 12/26/06 bought 1820.87 shares ($45011.93) of HP at 24.72, remaining cash: $45011.93 12/26/06 bought 7011.20 shares ($45011.93) of PMCS at 6.42, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $35035.80 # Stocks held at end of day : 3 Summary Invested In Stock: $135035.80 Market Value of Stock: $136122.88 Market Value - Invested: $1087.08 Available Cash: $0.00 Total (Cash + Market): $136122.88 -------------------------------------------------------------------------------- 12/27/06 12/27/06 sold 1662.80 shares ($47023.92) of GG at 28.28 for a gain of $2011.99 12/27/06 bought 5618.15 shares ($47023.92) of PKD at 8.37, remaining cash: $0.00 Transaction Summary Daily Gains : $2011.99 Running Gain/(Loss) : $37047.78 # Stocks held at end of day : 3 Summary Invested In Stock: $137047.78 Market Value of Stock: $139197.67 Market Value - Invested: $2149.89 Available Cash: $0.00 Total (Cash + Market): $139197.67 -------------------------------------------------------------------------------- 12/28/06 12/28/06 sold 1820.87 shares ($45357.90) of HP at 24.91 for a gain of $345.97 12/28/06 sold 7011.20 shares ($47255.52) of PMCS at 6.74 for a gain of $2243.59 Transaction Summary Daily Gains : $2589.55 Running Gain/(Loss) : $39637.34 # Stocks held at end of day : 1 Summary Invested In Stock: $47023.92 Market Value of Stock: $46293.56 Market Value - Invested: - $730.36 Available Cash: $92613.42 Total (Cash + Market): $138906.97 -------------------------------------------------------------------------------- 12/29/06 12/29/06 sold 5618.15 shares ($45900.29) of PKD at 8.17 for a loss of $1123.63 Transaction Summary Daily Losses : $1123.63 Running Gain/(Loss) : $38513.71 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138513.71 Total (Cash + Market): $138513.71 -------------------------------------------------------------------------------- 01/03/07 01/03/07 bought 1473.24 shares ($46171.24) of NEWCQ at 31.34, remaining cash: $92342.47 01/03/07 bought 2576.52 shares ($46171.24) of TTWO at 17.92, remaining cash: $46171.24 Transaction Summary Running Gain/(Loss) : $38513.71 # Stocks held at end of day : 2 Summary Invested In Stock: $92342.47 Market Value of Stock: $91613.64 Market Value - Invested: - $728.83 Available Cash: $46171.24 Total (Cash + Market): $137784.88 -------------------------------------------------------------------------------- 01/04/07 01/04/07 bought 2427.51 shares ($46171.24) of DUK at 19.02, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $38513.71 # Stocks held at end of day : 3 Summary Invested In Stock: $138513.71 Market Value of Stock: $137716.58 Market Value - Invested: - $797.13 Available Cash: $0.00 Total (Cash + Market): $137716.58 -------------------------------------------------------------------------------- 01/05/07 01/05/07 sold 1473.24 shares ($44786.39) of NEWCQ at 30.40 for a loss of $1384.84 01/05/07 sold 2576.52 shares ($43362.83) of TTWO at 16.83 for a loss of $2808.41 01/05/07 bought 4185.62 shares ($44074.61) of HK at 10.53, remaining cash: $44074.61 01/05/07 bought 2875.06 shares ($44074.61) of TLM at 15.33, remaining cash: $0.00 Transaction Summary Daily Losses : $4193.25 Running Gain/(Loss) : $34320.46 # Stocks held at end of day : 3 Summary Invested In Stock: $134320.46 Market Value of Stock: $134519.32 Market Value - Invested: $198.87 Available Cash: $0.00 Total (Cash + Market): $134519.32 -------------------------------------------------------------------------------- 01/08/07 01/08/07 sold 2427.51 shares ($45564.36) of DUK at 18.77 for a loss of $606.88 01/08/07 bought 2408.26 shares ($45564.36) of DUK at 18.92, remaining cash: $0.00 Transaction Summary Daily Losses : $606.88 Running Gain/(Loss) : $33713.58 # Stocks held at end of day : 3 Summary Invested In Stock: $133713.58 Market Value of Stock: $135295.09 Market Value - Invested: $1581.51 Available Cash: $0.00 Total (Cash + Market): $135295.09 -------------------------------------------------------------------------------- 01/09/07 01/09/07 sold 4185.62 shares ($44032.75) of HK at 10.52 for a loss of $41.86 01/09/07 sold 2875.06 shares ($44362.12) of TLM at 15.43 for a gain of $287.51 01/09/07 bought 2753.73 shares ($44197.44) of TTWO at 16.05, remaining cash: $44197.44 Transaction Summary Daily Gains : $287.51 Daily Losses : $41.86 Running Gain/(Loss) : $33959.23 # Stocks held at end of day : 2 Summary Invested In Stock: $89761.79 Market Value of Stock: $90147.62 Market Value - Invested: $385.82 Available Cash: $44197.44 Total (Cash + Market): $134345.05 -------------------------------------------------------------------------------- 01/10/07 01/10/07 sold 2408.26 shares ($44793.71) of DUK at 18.60 for a loss of $770.64 01/10/07 bought 7724.93 shares ($44495.57) of DVAX at 5.76, remaining cash: $44495.57 01/10/07 bought 1357.81 shares ($44495.57) of ESRX at 32.77, remaining cash: $0.00 Transaction Summary Daily Losses : $770.64 Running Gain/(Loss) : $33188.58 # Stocks held at end of day : 3 Summary Invested In Stock: $133188.58 Market Value of Stock: $134215.47 Market Value - Invested: $1026.89 Available Cash: $0.00 Total (Cash + Market): $134215.47 -------------------------------------------------------------------------------- 01/11/07 01/11/07 sold 2753.73 shares ($46675.80) of TTWO at 16.95 for a gain of $2478.36 01/11/07 bought 6667.97 shares ($46675.80) of HL at 7.00, remaining cash: $0.00 Transaction Summary Daily Gains : $2478.36 Running Gain/(Loss) : $35666.94 # Stocks held at end of day : 3 Summary Invested In Stock: $135666.94 Market Value of Stock: $135265.74 Market Value - Invested: - $401.20 Available Cash: $0.00 Total (Cash + Market): $135265.74 -------------------------------------------------------------------------------- 01/12/07 01/12/07 sold 7724.93 shares ($46581.30) of DVAX at 6.03 for a gain of $2085.73 01/12/07 sold 1357.81 shares ($44020.34) of ESRX at 32.42 for a loss of $475.24 01/12/07 bought 1759.26 shares ($45300.82) of BJS at 25.75, remaining cash: $45300.82 01/12/07 bought 1703.04 shares ($45300.82) of PDE at 26.60, remaining cash: $0.00 Transaction Summary Daily Gains : $2085.73 Daily Losses : $475.24 Running Gain/(Loss) : $37277.44 # Stocks held at end of day : 3 Summary Invested In Stock: $137277.44 Market Value of Stock: $138068.38 Market Value - Invested: $790.94 Available Cash: $0.00 Total (Cash + Market): $138068.38 -------------------------------------------------------------------------------- 01/16/07 01/16/07 sold 6667.97 shares ($45075.48) of HL at 6.76 for a loss of $1600.31 Transaction Summary Daily Losses : $1600.31 Running Gain/(Loss) : $35677.13 # Stocks held at end of day : 2 Summary Invested In Stock: $90601.64 Market Value of Stock: $91212.32 Market Value - Invested: $610.68 Available Cash: $45075.48 Total (Cash + Market): $136287.81 -------------------------------------------------------------------------------- 01/17/07 01/17/07 sold 1759.26 shares ($46725.82) of BJS at 26.56 for a gain of $1425.00 01/17/07 sold 1703.04 shares ($46237.49) of PDE at 27.15 for a gain of $936.67 Transaction Summary Daily Gains : $2361.67 Running Gain/(Loss) : $38038.79 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138038.79 Total (Cash + Market): $138038.79 -------------------------------------------------------------------------------- 01/18/07 01/18/07 bought 2307.57 shares ($46012.93) of RACK at 19.94, remaining cash: $92025.86 Transaction Summary Running Gain/(Loss) : $38038.79 # Stocks held at end of day : 1 Summary Invested In Stock: $46012.93 Market Value of Stock: $43290.00 Market Value - Invested: - $2722.93 Available Cash: $92025.86 Total (Cash + Market): $135315.86 -------------------------------------------------------------------------------- 01/19/07 01/19/07 bought 4506.65 shares ($46012.93) of CELL at 10.21, remaining cash: $46012.93 01/19/07 bought 5543.73 shares ($46012.93) of CNET at 8.30, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $38038.79 # Stocks held at end of day : 3 Summary Invested In Stock: $138038.79 Market Value of Stock: $136805.89 Market Value - Invested: - $1232.90 Available Cash: $0.00 Total (Cash + Market): $136805.89 -------------------------------------------------------------------------------- 01/22/07 01/22/07 sold 2307.57 shares ($42505.43) of RACK at 18.42 for a loss of $3507.51 01/22/07 bought 4802.87 shares ($42505.43) of TIBX at 8.85, remaining cash: $0.00 Transaction Summary Daily Losses : $3507.51 Running Gain/(Loss) : $34531.29 # Stocks held at end of day : 3 Summary Invested In Stock: $134531.29 Market Value of Stock: $135457.96 Market Value - Invested: $926.67 Available Cash: $0.00 Total (Cash + Market): $135457.96 -------------------------------------------------------------------------------- 01/23/07 01/23/07 sold 4506.65 shares ($48852.12) of CELL at 10.84 for a gain of $2839.19 01/23/07 sold 5543.73 shares ($45181.37) of CNET at 8.15 for a loss of $831.56 01/23/07 bought 8120.34 shares ($47016.75) of ATML at 5.79, remaining cash: $47016.75 Transaction Summary Daily Gains : $2839.19 Daily Losses : $831.56 Running Gain/(Loss) : $36538.92 # Stocks held at end of day : 2 Summary Invested In Stock: $89522.17 Market Value of Stock: $88786.89 Market Value - Invested: - $735.28 Available Cash: $47016.75 Total (Cash + Market): $135803.64 -------------------------------------------------------------------------------- 01/24/07 01/24/07 sold 4802.87 shares ($42937.68) of TIBX at 8.94 for a gain of $432.26 01/24/07 bought 2561.34 shares ($44977.22) of AMAT at 17.56, remaining cash: $44977.22 01/24/07 bought 1714.72 shares ($44977.22) of CSCO at 26.23, remaining cash: $0.00 Transaction Summary Daily Gains : $432.26 Running Gain/(Loss) : $36971.18 # Stocks held at end of day : 3 Summary Invested In Stock: $136971.18 Market Value of Stock: $139585.81 Market Value - Invested: $2614.63 Available Cash: $0.00 Total (Cash + Market): $139585.81 -------------------------------------------------------------------------------- 01/25/07 01/25/07 sold 8120.34 shares ($47422.76) of ATML at 5.84 for a gain of $406.02 01/25/07 bought 3346.70 shares ($47422.76) of ZQK at 14.17, remaining cash: $0.00 Transaction Summary Daily Gains : $406.02 Running Gain/(Loss) : $37377.20 # Stocks held at end of day : 3 Summary Invested In Stock: $137377.20 Market Value of Stock: $136552.73 Market Value - Invested: - $824.46 Available Cash: $0.00 Total (Cash + Market): $136552.73 -------------------------------------------------------------------------------- 01/26/07 01/26/07 sold 2561.34 shares ($45540.71) of AMAT at 17.78 for a gain of $563.50 01/26/07 sold 1714.72 shares ($45182.98) of CSCO at 26.35 for a gain of $205.77 01/26/07 bought 2472.04 shares ($45361.85) of SCHW at 18.35, remaining cash: $45361.85 Transaction Summary Daily Gains : $769.26 Running Gain/(Loss) : $38146.46 # Stocks held at end of day : 2 Summary Invested In Stock: $92784.61 Market Value of Stock: $94583.86 Market Value - Invested: $1799.25 Available Cash: $45361.85 Total (Cash + Market): $139945.71 -------------------------------------------------------------------------------- 01/29/07 01/29/07 sold 3346.70 shares ($48460.24) of ZQK at 14.48 for a gain of $1037.48 01/29/07 bought 2508.61 shares ($46911.04) of QLGC at 18.70, remaining cash: $46911.04 Transaction Summary Daily Gains : $1037.48 Running Gain/(Loss) : $39183.94 # Stocks held at end of day : 2 Summary Invested In Stock: $92272.89 Market Value of Stock: $90377.32 Market Value - Invested: - $1895.57 Available Cash: $46911.04 Total (Cash + Market): $137288.36 -------------------------------------------------------------------------------- 01/30/07 01/30/07 sold 2472.04 shares ($45559.61) of SCHW at 18.43 for a gain of $197.76 Transaction Summary Daily Gains : $197.76 Running Gain/(Loss) : $39381.70 # Stocks held at end of day : 1 Summary Invested In Stock: $46911.04 Market Value of Stock: $45656.74 Market Value - Invested: - $1254.30 Available Cash: $92470.66 Total (Cash + Market): $138127.40 -------------------------------------------------------------------------------- 01/31/07 01/31/07 sold 2508.61 shares ($45907.60) of QLGC at 18.30 for a loss of $1003.44 Transaction Summary Daily Losses : $1003.44 Running Gain/(Loss) : $38378.26 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138378.26 Total (Cash + Market): $138378.26 -------------------------------------------------------------------------------- 02/01/07 No Transactions Transaction Summary Running Gain/(Loss) : $38378.26 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138378.26 Total (Cash + Market): $138378.26 -------------------------------------------------------------------------------- 02/02/07 02/02/07 bought 2762.04 shares ($46126.09) of FRPT at 16.70, remaining cash: $92252.17 02/02/07 bought 5913.60 shares ($46126.09) of GNSS at 7.80, remaining cash: $46126.09 Transaction Summary Running Gain/(Loss) : $38378.26 # Stocks held at end of day : 2 Summary Invested In Stock: $92252.17 Market Value of Stock: $94520.23 Market Value - Invested: $2268.06 Available Cash: $46126.09 Total (Cash + Market): $140646.32 -------------------------------------------------------------------------------- 02/05/07 No Transactions Transaction Summary Running Gain/(Loss) : $38378.26 # Stocks held at end of day : 2 Summary Invested In Stock: $92252.17 Market Value of Stock: $93581.14 Market Value - Invested: $1328.97 Available Cash: $46126.09 Total (Cash + Market): $139707.22 -------------------------------------------------------------------------------- 02/06/07 02/06/07 sold 2762.04 shares ($49468.15) of FRPT at 17.91 for a gain of $3342.07 02/06/07 sold 5913.60 shares ($46599.17) of GNSS at 7.88 for a gain of $473.09 Transaction Summary Daily Gains : $3815.16 Running Gain/(Loss) : $42193.41 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $142193.41 Total (Cash + Market): $142193.41 -------------------------------------------------------------------------------- 02/07/07 No Transactions Transaction Summary Running Gain/(Loss) : $42193.41 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $142193.41 Total (Cash + Market): $142193.41 -------------------------------------------------------------------------------- 02/08/07 No Transactions Transaction Summary Running Gain/(Loss) : $42193.41 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $142193.41 Total (Cash + Market): $142193.41 -------------------------------------------------------------------------------- 02/09/07 02/09/07 bought 2455.84 shares ($47397.80) of NEWCQ at 19.30, remaining cash: $94795.61 Transaction Summary Running Gain/(Loss) : $42193.41 # Stocks held at end of day : 1 Summary Invested In Stock: $47397.80 Market Value of Stock: $44745.49 Market Value - Invested: - $2652.31 Available Cash: $94795.61 Total (Cash + Market): $139541.10 -------------------------------------------------------------------------------- 02/12/07 02/12/07 sold (STOP-LOSS) 2455.84 shares ($41994.95) of NEWCQ at 17.10 for a loss of $5402.86 02/12/07 bought 1536.80 shares ($45596.85) of ENER at 29.67, remaining cash: $91193.70 02/12/07 bought 4799.67 shares ($45596.85) of SIMG at 9.50, remaining cash: $45596.85 Transaction Summary Daily Losses : $5402.86 Running Gain/(Loss) : $36790.55 # Stocks held at end of day : 2 Summary Invested In Stock: $91193.70 Market Value of Stock: $86914.74 Market Value - Invested: - $4278.97 Available Cash: $45596.85 Total (Cash + Market): $132511.59 -------------------------------------------------------------------------------- 02/13/07 02/13/07 bought 1261.67 shares ($45596.85) of ERIC at 36.14, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $36790.55 # Stocks held at end of day : 3 Summary Invested In Stock: $136790.55 Market Value of Stock: $133991.34 Market Value - Invested: - $2799.21 Available Cash: $0.00 Total (Cash + Market): $133991.34 -------------------------------------------------------------------------------- 02/14/07 02/14/07 sold 1536.80 shares ($47118.28) of ENER at 30.66 for a gain of $1521.43 02/14/07 sold 4799.67 shares ($44492.93) of SIMG at 9.27 for a loss of $1103.92 Transaction Summary Daily Gains : $1521.43 Daily Losses : $1103.92 Running Gain/(Loss) : $37208.06 # Stocks held at end of day : 1 Summary Invested In Stock: $45596.85 Market Value of Stock: $47161.33 Market Value - Invested: $1564.48 Available Cash: $91611.21 Total (Cash + Market): $138772.54 -------------------------------------------------------------------------------- 02/15/07 02/15/07 sold 1261.67 shares ($46568.34) of ERIC at 36.91 for a gain of $971.49 Transaction Summary Daily Gains : $971.49 Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138179.55 Total (Cash + Market): $138179.55 -------------------------------------------------------------------------------- 02/16/07 No Transactions Transaction Summary Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138179.55 Total (Cash + Market): $138179.55 -------------------------------------------------------------------------------- 02/20/07 No Transactions Transaction Summary Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138179.55 Total (Cash + Market): $138179.55 -------------------------------------------------------------------------------- 02/21/07 No Transactions Transaction Summary Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $138179.55 Total (Cash + Market): $138179.55 -------------------------------------------------------------------------------- 02/22/07 02/22/07 bought 2064.54 shares ($46059.85) of HRB at 22.31, remaining cash: $92119.70 02/22/07 bought 5387.12 shares ($46059.85) of RNWK at 8.55, remaining cash: $46059.85 Transaction Summary Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 2 Summary Invested In Stock: $92119.70 Market Value of Stock: $92023.57 Market Value - Invested: - $96.13 Available Cash: $46059.85 Total (Cash + Market): $138083.42 -------------------------------------------------------------------------------- 02/23/07 02/23/07 bought 5123.45 shares ($46059.85) of NFI at 8.99, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $38179.55 # Stocks held at end of day : 3 Summary Invested In Stock: $138179.55 Market Value of Stock: $135765.63 Market Value - Invested: - $2413.92 Available Cash: $0.00 Total (Cash + Market): $135765.63 -------------------------------------------------------------------------------- 02/26/07 02/26/07 sold 2064.54 shares ($46142.43) of HRB at 22.35 for a gain of $82.58 02/26/07 sold (STOP-LOSS) 5123.45 shares ($41704.91) of NFI at 8.14 for a loss of $4354.94 02/26/07 sold 5387.12 shares ($43958.87) of RNWK at 8.16 for a loss of $2100.98 02/26/07 bought 5280.70 shares ($43935.41) of RNWK at 8.32, remaining cash: $87870.81 Transaction Summary Daily Gains : $82.58 Daily Losses : $6455.91 Running Gain/(Loss) : $31806.22 # Stocks held at end of day : 1 Summary Invested In Stock: $43935.41 Market Value of Stock: $43090.49 Market Value - Invested: - $844.91 Available Cash: $87870.81 Total (Cash + Market): $130961.31 -------------------------------------------------------------------------------- 02/27/07 02/27/07 bought 2735.70 shares ($43935.41) of AMTD at 16.06, remaining cash: $43935.41 02/27/07 bought 5625.53 shares ($43935.41) of NFI at 7.81, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $31806.22 # Stocks held at end of day : 3 Summary Invested In Stock: $131806.22 Market Value of Stock: $129348.49 Market Value - Invested: - $2457.73 Available Cash: $0.00 Total (Cash + Market): $129348.49 -------------------------------------------------------------------------------- 02/28/07 02/28/07 sold 5280.70 shares ($43090.50) of RNWK at 8.16 for a loss of $844.91 02/28/07 bought 3935.21 shares ($43090.50) of AOB at 10.95, remaining cash: $0.00 Transaction Summary Daily Losses : $844.91 Running Gain/(Loss) : $30961.31 # Stocks held at end of day : 3 Summary Invested In Stock: $130961.31 Market Value of Stock: $131910.91 Market Value - Invested: $949.61 Available Cash: $0.00 Total (Cash + Market): $131910.91 -------------------------------------------------------------------------------- 03/01/07 03/01/07 sold 2735.70 shares ($43716.55) of AMTD at 15.98 for a loss of $218.86 03/01/07 sold 5625.53 shares ($43822.90) of NFI at 7.79 for a loss of $112.51 03/01/07 bought 2317.08 shares ($43769.72) of CC at 18.89, remaining cash: $43769.72 03/01/07 bought 4079.19 shares ($43769.72) of FLEX at 10.73, remaining cash: $0.00 Transaction Summary Daily Losses : $331.37 Running Gain/(Loss) : $30629.94 # Stocks held at end of day : 3 Summary Invested In Stock: $130629.94 Market Value of Stock: $129400.73 Market Value - Invested: - $1229.21 Available Cash: $0.00 Total (Cash + Market): $129400.73 -------------------------------------------------------------------------------- 03/02/07 03/02/07 sold 3935.21 shares ($40453.91) of AOB at 10.28 for a loss of $2636.59 Transaction Summary Daily Losses : $2636.59 Running Gain/(Loss) : $27993.35 # Stocks held at end of day : 2 Summary Invested In Stock: $87539.45 Market Value of Stock: $85160.34 Market Value - Invested: - $2379.10 Available Cash: $40453.91 Total (Cash + Market): $125614.25 -------------------------------------------------------------------------------- 03/05/07 03/05/07 sold 2317.08 shares ($40502.63) of CC at 17.48 for a loss of $3267.09 03/05/07 sold 4079.19 shares ($44055.27) of FLEX at 10.80 for a gain of $285.54 03/05/07 bought 4984.52 shares ($41670.60) of DCEL at 8.36, remaining cash: $83341.21 03/05/07 bought 3754.11 shares ($41670.60) of NBIX at 11.10, remaining cash: $41670.60 03/05/07 bought 4902.42 shares ($41670.60) of UTSI at 8.50, remaining cash: $0.00 Transaction Summary Daily Gains : $285.54 Daily Losses : $3267.09 Running Gain/(Loss) : $25011.81 # Stocks held at end of day : 3 Summary Invested In Stock: $125011.81 Market Value of Stock: $123719.07 Market Value - Invested: - $1292.74 Available Cash: $0.00 Total (Cash + Market): $123719.07 -------------------------------------------------------------------------------- 03/06/07 No Transactions Transaction Summary Running Gain/(Loss) : $25011.81 # Stocks held at end of day : 3 Summary Invested In Stock: $125011.81 Market Value of Stock: $128927.08 Market Value - Invested: $3915.27 Available Cash: $0.00 Total (Cash + Market): $128927.08 -------------------------------------------------------------------------------- 03/07/07 03/07/07 sold 4984.52 shares ($43514.88) of DCEL at 8.73 for a gain of $1844.27 03/07/07 sold 3754.11 shares ($42646.67) of NBIX at 11.36 for a gain of $976.07 03/07/07 sold 4902.42 shares ($42258.89) of UTSI at 8.62 for a gain of $588.29 03/07/07 bought 3477.40 shares ($42806.81) of BSG at 12.31, remaining cash: $85613.63 03/07/07 bought 1398.46 shares ($42806.81) of WEN at 30.61, remaining cash: $42806.81 Transaction Summary Daily Gains : $3408.63 Running Gain/(Loss) : $28420.44 # Stocks held at end of day : 2 Summary Invested In Stock: $85613.63 Market Value of Stock: $85711.89 Market Value - Invested: $98.27 Available Cash: $42806.81 Total (Cash + Market): $128518.71 -------------------------------------------------------------------------------- 03/08/07 03/08/07 bought 3778.18 shares ($42806.81) of ARNA at 11.33, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $28420.44 # Stocks held at end of day : 3 Summary Invested In Stock: $128420.44 Market Value of Stock: $128569.20 Market Value - Invested: $148.76 Available Cash: $0.00 Total (Cash + Market): $128569.20 -------------------------------------------------------------------------------- 03/09/07 03/09/07 sold 3477.40 shares ($42737.27) of BSG at 12.29 for a loss of $69.55 03/09/07 sold 1398.46 shares ($43645.89) of WEN at 31.21 for a gain of $839.08 03/09/07 bought 1511.78 shares ($43191.58) of INTU at 28.57, remaining cash: $43191.58 Transaction Summary Daily Gains : $839.08 Daily Losses : $69.55 Running Gain/(Loss) : $29189.97 # Stocks held at end of day : 2 Summary Invested In Stock: $85998.39 Market Value of Stock: $85960.43 Market Value - Invested: - $37.96 Available Cash: $43191.58 Total (Cash + Market): $129152.01 -------------------------------------------------------------------------------- 03/12/07 03/12/07 sold 3778.18 shares ($44242.52) of ARNA at 11.71 for a gain of $1435.71 Transaction Summary Daily Gains : $1435.71 Running Gain/(Loss) : $30625.68 # Stocks held at end of day : 1 Summary Invested In Stock: $43191.58 Market Value of Stock: $42511.28 Market Value - Invested: - $680.30 Available Cash: $87434.10 Total (Cash + Market): $129945.38 -------------------------------------------------------------------------------- 03/13/07 03/13/07 sold 1511.78 shares ($41725.15) of INTU at 27.60 for a loss of $1466.43 03/13/07 bought 7175.51 shares ($43053.08) of LEND at 6.00, remaining cash: $86106.17 Transaction Summary Daily Losses : $1466.43 Running Gain/(Loss) : $29159.25 # Stocks held at end of day : 1 Summary Invested In Stock: $43053.08 Market Value of Stock: $28486.79 Market Value - Invested: - $14566.29 Available Cash: $86106.17 Total (Cash + Market): $114592.96 -------------------------------------------------------------------------------- 03/14/07 03/14/07 sold (STOP-LOSS) 7175.51 shares ($34083.69) of LEND at 4.75 for a loss of $8969.39 03/14/07 bought 4669.38 shares ($40063.29) of AOB at 8.58, remaining cash: $80126.57 03/14/07 bought 2380.47 shares ($40063.29) of CNO at 16.83, remaining cash: $40063.29 Transaction Summary Daily Losses : $8969.39 Running Gain/(Loss) : $20189.86 # Stocks held at end of day : 2 Summary Invested In Stock: $80126.57 Market Value of Stock: $81906.43 Market Value - Invested: $1779.86 Available Cash: $40063.29 Total (Cash + Market): $121969.72 -------------------------------------------------------------------------------- 03/15/07 No Transactions Transaction Summary Running Gain/(Loss) : $20189.86 # Stocks held at end of day : 2 Summary Invested In Stock: $80126.57 Market Value of Stock: $84757.50 Market Value - Invested: $4630.93 Available Cash: $40063.29 Total (Cash + Market): $124820.78 -------------------------------------------------------------------------------- 03/16/07 03/16/07 sold 4669.38 shares ($43425.24) of AOB at 9.30 for a gain of $3361.95 03/16/07 sold 2380.47 shares ($41205.91) of CNO at 17.31 for a gain of $1142.62 03/16/07 bought 2409.55 shares ($41564.81) of SCSS at 17.25, remaining cash: $83129.62 Transaction Summary Daily Gains : $4504.58 Running Gain/(Loss) : $24694.44 # Stocks held at end of day : 1 Summary Invested In Stock: $41564.81 Market Value of Stock: $41829.86 Market Value - Invested: $265.05 Available Cash: $83129.62 Total (Cash + Market): $124959.49 -------------------------------------------------------------------------------- 03/19/07 No Transactions Transaction Summary Running Gain/(Loss) : $24694.44 # Stocks held at end of day : 1 Summary Invested In Stock: $41564.81 Market Value of Stock: $41878.05 Market Value - Invested: $313.24 Available Cash: $83129.62 Total (Cash + Market): $125007.68 -------------------------------------------------------------------------------- 03/20/07 03/20/07 sold 2409.55 shares ($42865.97) of SCSS at 17.79 for a gain of $1301.16 Transaction Summary Daily Gains : $1301.16 Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/21/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/22/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/23/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/26/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/27/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/28/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/29/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 03/30/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/02/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/03/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/04/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/05/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/09/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $125995.60 Total (Cash + Market): $125995.60 -------------------------------------------------------------------------------- 04/10/07 04/10/07 bought 3092.68 shares ($41998.53) of RACK at 13.58, remaining cash: $83997.06 Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 1 Summary Invested In Stock: $41998.53 Market Value of Stock: $42740.77 Market Value - Invested: $742.24 Available Cash: $83997.06 Total (Cash + Market): $126737.84 -------------------------------------------------------------------------------- 04/11/07 No Transactions Transaction Summary Running Gain/(Loss) : $25995.60 # Stocks held at end of day : 1 Summary Invested In Stock: $41998.53 Market Value of Stock: $42184.09 Market Value - Invested: $185.56 Available Cash: $83997.06 Total (Cash + Market): $126181.16 -------------------------------------------------------------------------------- 04/12/07 04/12/07 sold 3092.68 shares ($42215.02) of RACK at 13.65 for a gain of $216.49 Transaction Summary Daily Gains : $216.49 Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/13/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/16/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/17/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/18/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/19/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126212.08 Total (Cash + Market): $126212.08 -------------------------------------------------------------------------------- 04/20/07 04/20/07 bought 1510.08 shares ($42070.69) of YHOO at 27.86, remaining cash: $84141.39 Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 1 Summary Invested In Stock: $42070.69 Market Value of Stock: $41466.66 Market Value - Invested: - $604.03 Available Cash: $84141.39 Total (Cash + Market): $125608.05 -------------------------------------------------------------------------------- 04/23/07 No Transactions Transaction Summary Running Gain/(Loss) : $26212.08 # Stocks held at end of day : 1 Summary Invested In Stock: $42070.69 Market Value of Stock: $42100.89 Market Value - Invested: $30.20 Available Cash: $84141.39 Total (Cash + Market): $126242.28 -------------------------------------------------------------------------------- 04/24/07 04/24/07 sold 1510.08 shares ($42312.31) of YHOO at 28.02 for a gain of $241.61 Transaction Summary Daily Gains : $241.61 Running Gain/(Loss) : $26453.70 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126453.70 Total (Cash + Market): $126453.70 -------------------------------------------------------------------------------- 04/25/07 No Transactions Transaction Summary Running Gain/(Loss) : $26453.70 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126453.70 Total (Cash + Market): $126453.70 -------------------------------------------------------------------------------- 04/26/07 No Transactions Transaction Summary Running Gain/(Loss) : $26453.70 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $126453.70 Total (Cash + Market): $126453.70 -------------------------------------------------------------------------------- 04/27/07 04/27/07 bought 1086.09 shares ($42151.23) of LCC at 38.81, remaining cash: $84302.46 Transaction Summary Running Gain/(Loss) : $26453.70 # Stocks held at end of day : 1 Summary Invested In Stock: $42151.23 Market Value of Stock: $40380.90 Market Value - Invested: - $1770.33 Available Cash: $84302.46 Total (Cash + Market): $124683.37 -------------------------------------------------------------------------------- 04/30/07 04/30/07 bought 1581.66 shares ($42151.23) of AMR at 26.65, remaining cash: $42151.23 04/30/07 bought 4185.82 shares ($42151.23) of JBLU at 10.07, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $26453.70 # Stocks held at end of day : 3 Summary Invested In Stock: $126453.70 Market Value of Stock: $122867.24 Market Value - Invested: - $3586.46 Available Cash: $0.00 Total (Cash + Market): $122867.24 -------------------------------------------------------------------------------- 05/01/07 05/01/07 sold 1086.09 shares ($40250.57) of LCC at 37.06 for a loss of $1900.66 05/01/07 bought 6810.59 shares ($40250.57) of WTSLA at 5.91, remaining cash: $0.00 Transaction Summary Daily Losses : $1900.66 Running Gain/(Loss) : $24553.03 # Stocks held at end of day : 3 Summary Invested In Stock: $124553.03 Market Value of Stock: $124435.98 Market Value - Invested: - $117.05 Available Cash: $0.00 Total (Cash + Market): $124435.98 -------------------------------------------------------------------------------- 05/02/07 05/02/07 sold 1581.66 shares ($42546.65) of AMR at 26.90 for a gain of $395.41 05/02/07 sold 4185.82 shares ($42318.66) of JBLU at 10.11 for a gain of $167.43 05/02/07 bought 5181.03 shares ($42432.66) of LSI at 8.19, remaining cash: $42432.66 Transaction Summary Daily Gains : $562.85 Running Gain/(Loss) : $25115.88 # Stocks held at end of day : 2 Summary Invested In Stock: $82683.23 Market Value of Stock: $85490.19 Market Value - Invested: $2806.96 Available Cash: $42432.66 Total (Cash + Market): $127922.84 -------------------------------------------------------------------------------- 05/03/07 05/03/07 sold 6810.59 shares ($41612.69) of WTSLA at 6.11 for a gain of $1362.12 05/03/07 bought 4557.77 shares ($42022.67) of NRMX at 9.22, remaining cash: $42022.67 Transaction Summary Daily Gains : $1362.12 Running Gain/(Loss) : $26478.00 # Stocks held at end of day : 2 Summary Invested In Stock: $84455.33 Market Value of Stock: $86678.89 Market Value - Invested: $2223.56 Available Cash: $42022.67 Total (Cash + Market): $128701.56 -------------------------------------------------------------------------------- 05/04/07 05/04/07 sold 5181.03 shares ($43417.05) of LSI at 8.38 for a gain of $984.40 05/04/07 bought 1196.30 shares ($42719.86) of LCC at 35.71, remaining cash: $42719.86 05/04/07 bought 1231.47 shares ($42719.86) of LIZ at 34.69, remaining cash: $0.00 Transaction Summary Daily Gains : $984.40 Running Gain/(Loss) : $27462.40 # Stocks held at end of day : 3 Summary Invested In Stock: $127462.40 Market Value of Stock: $130291.01 Market Value - Invested: $2828.62 Available Cash: $0.00 Total (Cash + Market): $130291.01 -------------------------------------------------------------------------------- 05/07/07 05/07/07 sold 4557.77 shares ($42843.07) of NRMX at 9.40 for a gain of $820.40 Transaction Summary Daily Gains : $820.40 Running Gain/(Loss) : $28282.80 # Stocks held at end of day : 2 Summary Invested In Stock: $85439.72 Market Value of Stock: $84537.23 Market Value - Invested: - $902.50 Available Cash: $42843.07 Total (Cash + Market): $127380.30 -------------------------------------------------------------------------------- 05/08/07 05/08/07 sold 1196.30 shares ($41152.71) of LCC at 34.40 for a loss of $1567.15 05/08/07 sold 1231.47 shares ($42966.16) of LIZ at 34.89 for a gain of $246.29 05/08/07 bought 2155.92 shares ($42320.65) of CWTR at 19.63, remaining cash: $84641.29 05/08/07 bought 5161.05 shares ($42320.65) of SIMG at 8.20, remaining cash: $42320.65 05/08/07 bought 2287.60 shares ($42320.65) of TWTC at 18.50, remaining cash: $0.00 Transaction Summary Daily Gains : $246.29 Daily Losses : $1567.15 Running Gain/(Loss) : $26961.94 # Stocks held at end of day : 3 Summary Invested In Stock: $126961.94 Market Value of Stock: $128893.82 Market Value - Invested: $1931.89 Available Cash: $0.00 Total (Cash + Market): $128893.82 -------------------------------------------------------------------------------- 05/09/07 No Transactions Transaction Summary Running Gain/(Loss) : $26961.94 # Stocks held at end of day : 3 Summary Invested In Stock: $126961.94 Market Value of Stock: $131472.18 Market Value - Invested: $4510.24 Available Cash: $0.00 Total (Cash + Market): $131472.18 -------------------------------------------------------------------------------- 05/10/07 05/10/07 sold 2155.92 shares ($42557.80) of CWTR at 19.74 for a gain of $237.15 05/10/07 sold 5161.05 shares ($42114.20) of SIMG at 8.16 for a loss of $206.44 05/10/07 sold 2287.60 shares ($44287.98) of TWTC at 19.36 for a gain of $1967.34 05/10/07 bought 7475.94 shares ($42986.66) of DNDN at 5.75, remaining cash: $85973.32 Transaction Summary Daily Gains : $2204.49 Daily Losses : $206.44 Running Gain/(Loss) : $28959.98 # Stocks held at end of day : 1 Summary Invested In Stock: $42986.66 Market Value of Stock: $41416.71 Market Value - Invested: - $1569.95 Available Cash: $85973.32 Total (Cash + Market): $127390.04 -------------------------------------------------------------------------------- 05/11/07 05/11/07 sold (STOP-LOSS) 7475.94 shares ($38351.58) of DNDN at 5.13 for a loss of $4635.08 05/11/07 bought 6716.63 shares ($41441.63) of IMOS at 6.17, remaining cash: $82883.27 05/11/07 bought 1810.47 shares ($41441.63) of MDRX at 22.89, remaining cash: $41441.63 Transaction Summary Daily Losses : $4635.08 Running Gain/(Loss) : $24324.90 # Stocks held at end of day : 2 Summary Invested In Stock: $82883.27 Market Value of Stock: $85754.99 Market Value - Invested: $2871.72 Available Cash: $41441.63 Total (Cash + Market): $127196.62 -------------------------------------------------------------------------------- 05/14/07 No Transactions Transaction Summary Running Gain/(Loss) : $24324.90 # Stocks held at end of day : 2 Summary Invested In Stock: $82883.27 Market Value of Stock: $84121.43 Market Value - Invested: $1238.16 Available Cash: $41441.63 Total (Cash + Market): $125563.06 -------------------------------------------------------------------------------- 05/15/07 05/15/07 sold 6716.63 shares ($40568.47) of IMOS at 6.04 for a loss of $873.16 05/15/07 sold 1810.47 shares ($41224.38) of MDRX at 22.77 for a loss of $217.26 05/15/07 bought 1944.99 shares ($41078.16) of GROW at 21.12, remaining cash: $82156.32 05/15/07 bought 5115.59 shares ($41078.16) of KEM at 8.03, remaining cash: $41078.16 05/15/07 bought 1893.00 shares ($41078.16) of MSCC at 21.70, remaining cash: $0.00 Transaction Summary Daily Losses : $1090.42 Running Gain/(Loss) : $23234.48 # Stocks held at end of day : 3 Summary Invested In Stock: $123234.48 Market Value of Stock: $120954.29 Market Value - Invested: - $2280.19 Available Cash: $0.00 Total (Cash + Market): $120954.29 -------------------------------------------------------------------------------- 05/16/07 No Transactions Transaction Summary Running Gain/(Loss) : $23234.48 # Stocks held at end of day : 3 Summary Invested In Stock: $123234.48 Market Value of Stock: $121838.50 Market Value - Invested: - $1395.99 Available Cash: $0.00 Total (Cash + Market): $121838.50 -------------------------------------------------------------------------------- 05/17/07 05/17/07 sold 1944.99 shares ($40086.22) of GROW at 20.61 for a loss of $991.94 05/17/07 sold 5115.59 shares ($39441.17) of KEM at 7.71 for a loss of $1636.99 05/17/07 sold 1893.00 shares ($43747.29) of MSCC at 23.11 for a gain of $2669.13 Transaction Summary Daily Gains : $2669.13 Daily Losses : $2628.93 Running Gain/(Loss) : $23274.68 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $123274.68 Total (Cash + Market): $123274.68 -------------------------------------------------------------------------------- 05/18/07 No Transactions Transaction Summary Running Gain/(Loss) : $23274.68 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $123274.68 Total (Cash + Market): $123274.68 -------------------------------------------------------------------------------- 05/21/07 05/21/07 bought 2787.76 shares ($41091.56) of VPHM at 14.74, remaining cash: $82183.12 Transaction Summary Running Gain/(Loss) : $23274.68 # Stocks held at end of day : 1 Summary Invested In Stock: $41091.56 Market Value of Stock: $42429.69 Market Value - Invested: $1338.12 Available Cash: $82183.12 Total (Cash + Market): $124612.81 -------------------------------------------------------------------------------- 05/22/07 05/22/07 bought 6848.59 shares ($41091.56) of STEC at 6.00, remaining cash: $41091.56 05/22/07 bought 6051.78 shares ($41091.56) of THC at 6.79, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $23274.68 # Stocks held at end of day : 3 Summary Invested In Stock: $123274.68 Market Value of Stock: $127327.53 Market Value - Invested: $4052.85 Available Cash: $0.00 Total (Cash + Market): $127327.53 -------------------------------------------------------------------------------- 05/23/07 05/23/07 sold 2787.76 shares ($41788.50) of VPHM at 14.99 for a gain of $696.94 05/23/07 bought 2072.84 shares ($41788.50) of SKS at 20.16, remaining cash: $0.00 Transaction Summary Daily Gains : $696.94 Running Gain/(Loss) : $23971.62 # Stocks held at end of day : 3 Summary Invested In Stock: $123971.62 Market Value of Stock: $126183.43 Market Value - Invested: $2211.80 Available Cash: $0.00 Total (Cash + Market): $126183.43 -------------------------------------------------------------------------------- 05/24/07 05/24/07 sold 6848.59 shares ($41502.48) of STEC at 6.06 for a gain of $410.92 05/24/07 sold 6051.78 shares ($41696.74) of THC at 6.89 for a gain of $605.18 05/24/07 bought 1688.30 shares ($41599.61) of CSE at 24.64, remaining cash: $41599.61 Transaction Summary Daily Gains : $1016.09 Running Gain/(Loss) : $24987.72 # Stocks held at end of day : 2 Summary Invested In Stock: $83388.11 Market Value of Stock: $81863.58 Market Value - Invested: - $1524.52 Available Cash: $41599.61 Total (Cash + Market): $123463.19 -------------------------------------------------------------------------------- 05/25/07 05/25/07 sold 2072.84 shares ($40793.54) of SKS at 19.68 for a loss of $994.96 05/25/07 bought 1075.07 shares ($41196.57) of M at 38.32, remaining cash: $41196.57 05/25/07 bought 2047.54 shares ($41196.57) of WOR at 20.12, remaining cash: $0.00 Transaction Summary Daily Losses : $994.96 Running Gain/(Loss) : $23992.75 # Stocks held at end of day : 3 Summary Invested In Stock: $123992.75 Market Value of Stock: $124924.36 Market Value - Invested: $931.61 Available Cash: $0.00 Total (Cash + Market): $124924.36 -------------------------------------------------------------------------------- 05/29/07 05/29/07 sold 1688.30 shares ($42899.60) of CSE at 25.41 for a gain of $1299.99 Transaction Summary Daily Gains : $1299.99 Running Gain/(Loss) : $25292.74 # Stocks held at end of day : 2 Summary Invested In Stock: $82393.14 Market Value of Stock: $83725.12 Market Value - Invested: $1331.97 Available Cash: $42899.60 Total (Cash + Market): $126624.71 -------------------------------------------------------------------------------- 05/30/07 05/30/07 sold 1075.07 shares ($42099.63) of M at 39.16 for a gain of $903.06 05/30/07 sold 2047.54 shares ($42977.94) of WOR at 20.99 for a gain of $1781.36 Transaction Summary Daily Gains : $2684.42 Running Gain/(Loss) : $27977.16 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $127977.16 Total (Cash + Market): $127977.16 -------------------------------------------------------------------------------- 05/31/07 No Transactions Transaction Summary Running Gain/(Loss) : $27977.16 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $127977.16 Total (Cash + Market): $127977.16 -------------------------------------------------------------------------------- 06/01/07 No Transactions Transaction Summary Running Gain/(Loss) : $27977.16 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $127977.16 Total (Cash + Market): $127977.16 -------------------------------------------------------------------------------- 06/04/07 06/04/07 bought 5072.42 shares ($42659.05) of BRCD at 8.41, remaining cash: $85318.11 06/04/07 bought 1371.23 shares ($42659.05) of NTAP at 31.11, remaining cash: $42659.05 Transaction Summary Running Gain/(Loss) : $27977.16 # Stocks held at end of day : 2 Summary Invested In Stock: $85318.11 Market Value of Stock: $87724.11 Market Value - Invested: $2406.00 Available Cash: $42659.05 Total (Cash + Market): $130383.16 -------------------------------------------------------------------------------- 06/05/07 No Transactions Transaction Summary Running Gain/(Loss) : $27977.16 # Stocks held at end of day : 2 Summary Invested In Stock: $85318.11 Market Value of Stock: $88478.28 Market Value - Invested: $3160.18 Available Cash: $42659.05 Total (Cash + Market): $131137.34 -------------------------------------------------------------------------------- 06/06/07 06/06/07 sold 5072.42 shares ($44992.37) of BRCD at 8.87 for a gain of $2333.31 06/06/07 sold 1371.23 shares ($42851.03) of NTAP at 31.25 for a gain of $191.97 Transaction Summary Daily Gains : $2525.29 Running Gain/(Loss) : $30502.45 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $130502.45 Total (Cash + Market): $130502.45 -------------------------------------------------------------------------------- 06/07/07 06/07/07 bought 1983.62 shares ($43500.82) of AES at 21.93, remaining cash: $87001.63 06/07/07 bought 3208.02 shares ($43500.82) of AMD at 13.56, remaining cash: $43500.82 Transaction Summary Running Gain/(Loss) : $30502.45 # Stocks held at end of day : 2 Summary Invested In Stock: $87001.63 Market Value of Stock: $86156.75 Market Value - Invested: - $844.88 Available Cash: $43500.82 Total (Cash + Market): $129657.56 -------------------------------------------------------------------------------- 06/08/07 06/08/07 bought 3189.21 shares ($43500.82) of HMY at 13.64, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $30502.45 # Stocks held at end of day : 3 Summary Invested In Stock: $130502.45 Market Value of Stock: $131874.43 Market Value - Invested: $1371.98 Available Cash: $0.00 Total (Cash + Market): $131874.43 -------------------------------------------------------------------------------- 06/11/07 06/11/07 sold 1983.62 shares ($43064.42) of AES at 21.71 for a loss of $436.40 06/11/07 sold 3208.02 shares ($44623.62) of AMD at 13.91 for a gain of $1122.81 Transaction Summary Daily Gains : $1122.81 Daily Losses : $436.40 Running Gain/(Loss) : $31188.86 # Stocks held at end of day : 1 Summary Invested In Stock: $43500.82 Market Value of Stock: $43819.74 Market Value - Invested: $318.92 Available Cash: $87688.04 Total (Cash + Market): $131507.78 -------------------------------------------------------------------------------- 06/12/07 06/12/07 sold 3189.21 shares ($42097.56) of HMY at 13.20 for a loss of $1403.25 06/12/07 bought 6988.99 shares ($43261.87) of HSOA at 6.19, remaining cash: $86523.74 06/12/07 bought 2125.89 shares ($43261.87) of JBL at 20.35, remaining cash: $43261.87 Transaction Summary Daily Losses : $1403.25 Running Gain/(Loss) : $29785.61 # Stocks held at end of day : 2 Summary Invested In Stock: $86523.74 Market Value of Stock: $85229.59 Market Value - Invested: - $1294.15 Available Cash: $43261.87 Total (Cash + Market): $128491.46 -------------------------------------------------------------------------------- 06/13/07 06/13/07 bought 6574.75 shares ($43261.87) of OPWV at 6.58, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $29785.61 # Stocks held at end of day : 3 Summary Invested In Stock: $129785.61 Market Value of Stock: $129573.36 Market Value - Invested: - $212.24 Available Cash: $0.00 Total (Cash + Market): $129573.36 -------------------------------------------------------------------------------- 06/14/07 06/14/07 sold 6988.99 shares ($41514.62) of HSOA at 5.94 for a loss of $1747.25 06/14/07 sold 2125.89 shares ($43113.06) of JBL at 20.28 for a loss of $148.81 Transaction Summary Daily Losses : $1896.06 Running Gain/(Loss) : $27889.55 # Stocks held at end of day : 1 Summary Invested In Stock: $43261.87 Market Value of Stock: $44182.33 Market Value - Invested: $920.46 Available Cash: $84627.68 Total (Cash + Market): $128810.01 -------------------------------------------------------------------------------- 06/15/07 06/15/07 sold 6574.75 shares ($45234.29) of OPWV at 6.88 for a gain of $1972.43 Transaction Summary Daily Gains : $1972.43 Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $129861.97 Total (Cash + Market): $129861.97 -------------------------------------------------------------------------------- 06/18/07 No Transactions Transaction Summary Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $129861.97 Total (Cash + Market): $129861.97 -------------------------------------------------------------------------------- 06/19/07 No Transactions Transaction Summary Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $129861.97 Total (Cash + Market): $129861.97 -------------------------------------------------------------------------------- 06/20/07 No Transactions Transaction Summary Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $129861.97 Total (Cash + Market): $129861.97 -------------------------------------------------------------------------------- 06/21/07 06/21/07 bought 1873.91 shares ($43287.32) of ACLI at 23.10, remaining cash: $86574.65 06/21/07 bought 1983.84 shares ($43287.32) of LEG at 21.82, remaining cash: $43287.32 06/21/07 bought 6422.45 shares ($43287.32) of SPC at 6.74, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 3 Summary Invested In Stock: $129861.97 Market Value of Stock: $131013.90 Market Value - Invested: $1151.93 Available Cash: $0.00 Total (Cash + Market): $131013.90 -------------------------------------------------------------------------------- 06/22/07 No Transactions Transaction Summary Running Gain/(Loss) : $29861.97 # Stocks held at end of day : 3 Summary Invested In Stock: $129861.97 Market Value of Stock: $131743.89 Market Value - Invested: $1881.92 Available Cash: $0.00 Total (Cash + Market): $131743.89 -------------------------------------------------------------------------------- 06/25/07 06/25/07 sold 1873.91 shares ($47053.88) of ACLI at 25.11 for a gain of $3766.56 06/25/07 sold 1983.84 shares ($43108.78) of LEG at 21.73 for a loss of $178.55 06/25/07 sold 6422.45 shares ($44186.47) of SPC at 6.88 for a gain of $899.14 06/25/07 bought 1552.27 shares ($44783.04) of EAT at 28.85, remaining cash: $89566.09 06/25/07 bought 2073.29 shares ($44783.04) of LEG at 21.60, remaining cash: $44783.04 Transaction Summary Daily Gains : $4665.70 Daily Losses : $178.55 Running Gain/(Loss) : $34349.13 # Stocks held at end of day : 2 Summary Invested In Stock: $89566.09 Market Value of Stock: $89851.14 Market Value - Invested: $285.05 Available Cash: $44783.04 Total (Cash + Market): $134634.18 -------------------------------------------------------------------------------- 06/26/07 06/26/07 bought 1173.87 shares ($44783.04) of LEN at 38.15, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $34349.13 # Stocks held at end of day : 3 Summary Invested In Stock: $134349.13 Market Value of Stock: $134245.63 Market Value - Invested: - $103.50 Available Cash: $0.00 Total (Cash + Market): $134245.63 -------------------------------------------------------------------------------- 06/27/07 06/27/07 sold 1552.27 shares ($45466.04) of EAT at 29.29 for a gain of $683.00 06/27/07 sold 2073.29 shares ($45798.95) of LEG at 22.09 for a gain of $1015.91 06/27/07 bought 2923.29 shares ($45632.50) of VSH at 15.61, remaining cash: $45632.50 06/27/07 bought 2763.93 shares ($45632.50) of WCI at 16.51, remaining cash: $0.00 Transaction Summary Daily Gains : $1698.91 Running Gain/(Loss) : $36048.04 # Stocks held at end of day : 3 Summary Invested In Stock: $136048.04 Market Value of Stock: $137935.19 Market Value - Invested: $1887.15 Available Cash: $0.00 Total (Cash + Market): $137935.19 -------------------------------------------------------------------------------- 06/28/07 06/28/07 sold 1173.87 shares ($43585.70) of LEN at 37.13 for a loss of $1197.34 Transaction Summary Daily Losses : $1197.34 Running Gain/(Loss) : $34850.69 # Stocks held at end of day : 2 Summary Invested In Stock: $91265.00 Market Value of Stock: $92813.30 Market Value - Invested: $1548.30 Available Cash: $43585.70 Total (Cash + Market): $136398.99 -------------------------------------------------------------------------------- 06/29/07 06/29/07 bought 1101.21 shares ($43585.70) of AVT at 39.58, remaining cash: $0.00 06/29/07 bought 0.00 shares ($0.00) of BZH at 25.81, remaining cash: $0.00 06/29/07 sold 2923.29 shares ($46246.39) of VSH at 15.82 for a gain of $613.89 06/29/07 sold 2763.93 shares ($46102.37) of WCI at 16.68 for a gain of $469.87 06/29/07 sold (OPEN) 1101.21 shares ($43651.77) of AVT at 39.64 for a gain of $66.07 06/29/07 sold (OPEN) 0.00 shares ($0.00) of BZH at 24.67 for a gain of $0.00 Transaction Summary Daily Gains : $1149.83 Running Gain/(Loss) : $36000.52 # Stocks held at end of day : 0 Summary Invested In Stock: $0.00 Market Value of Stock: $0.00 Market Value - Invested: - $0.00 Available Cash: $136000.52 Total (Cash + Market): $136000.52 -------------------------------------------------------------------------------- |
| psheridan050 52 posts msg #52805 - Ignore psheridan050 |
7/5/2007 4:58:19 AM Bill R. Im not sure why you had such a negative outcome with the filter. ill post the trades for the same period using my normal setup Basic Setup Name: Long - Willams 1DH (05 May 06 - 08 Aug 06) Approach Type: Long Start Date: 05/15/2006 End Date: 08/17/2006 Benchmark Symbol: ^SPX Exit Setup Stop Loss: 9.49% Profit Stop: 14% Trailing Stop Loss: N/A Minimum Holding Days: 1 Maximum holding days: 1 Extra Indicators Entry Columns: Show Performance After: after 1 day after 2 days after 3 days after 4 days after 5 days Advanced Options Selection Method: select by price ascending Entry Price: Open Conditional Entry: No Exit Price: Close Maximum Trades Per Day: 7 Maximum Open Positions: 7 Log File: Backtest Estimated Equity (compounded) Name: Long - Willams 1DH (05 May 06 - 08 Aug 06) Initial portfolio Size: $100000.00 Maximum Open Positions: 7 Initial transaction size: $14285.71 Start Date: 05/16/06 End Date: 08/16/06 # Trading Days: 64 05/16/06 05/16/06 bought 637.76 shares ($14285.71) of JDSU at 22.40, remaining cash: $85714.29 05/16/06 bought 927.64 shares ($14285.71) of PDGI at 15.40, remaining cash: $71428.57 Transaction Summary Running Gain/(Loss) : 0.00 # Stocks held at end of day : 2 Summary Invested In Stock: $28571.43 Market Value of Stock: $29243.97 Market Value - Invested: $672.54 Available Cash: $71428.57 Total (Cash + Market): $100672.54 -------------------------------------------------------------------------------- 05/17/06 05/17/06 sold 637.76 shares ($14030.61) of JDSU at 22.00 for a loss of $255.10 05/17/06 sold 927.64 shares ($14795.92) of PDGI at 15.95 for a gain of $510.20 05/17/06 bought 637.67 shares ($14322.16) of CA at 22.46, remaining cash: $85932.94 05/17/06 bought 570.60 shares ($14322.16) of MRVL at 25.10, remaining cash: $71610.79 05/17/06 bought 725.17 shares ($14322.16) of NBIX at 19.75, remaining cash: $57288.63 05/17/06 bought 1736.02 shares ($14322.16) of PIR at 8.25, remaining cash: $42966.47 05/17/06 bought 1037.84 shares ($14322.16) of TPX at 13.80, remaining cash: $28644.31 Transaction Summary Daily Gains : $510.20 Daily Losses : $255.10 Running Gain/(Loss) : $255.10 # Stocks held at end of day : 5 Summary Invested In Stock: $71610.79 Market Value of Stock: $71795.63 Market Value - Invested: $184.84 Available Cash: $28644.31 Total (Cash + Market): $100439.94 -------------------------------------------------------------------------------- 05/18/06 05/18/06 sold 637.67 shares ($14290.27) of CA at 22.41 for a loss of $31.88 05/18/06 sold 570.60 shares ($14179.51) of MRVL at 24.85 for a loss of $142.65 05/18/06 sold 725.17 shares ($14140.86) of NBIX at 19.50 for a loss of $181.29 05/18/06 sold 1736.02 shares ($14339.52) of PIR at 8.26 for a gain of $17.36 05/18/06 sold 1037.84 shares ($14311.78) of TPX at 13.79 for a loss of $10.38 05/18/06 bought 792.47 shares ($14272.32) of HC at 18.01, remaining cash: $85633.93 05/18/06 bought 699.97 shares ($14272.32) of NBIX at 20.39, remaining cash: $71361.61 05/18/06 bought 1902.98 shares ($14272.32) of PKD at 7.50, remaining cash: $57089.29 05/18/06 bought 1420.13 shares ($14272.32) of PMCS at 10.05, remaining cash: $42816.97 05/18/06 bought 2406.80 shares ($14272.32) of SWKS at 5.93, remaining cash: $28544.64 05/18/06 bought 825.94 shares ($14272.32) of TLM at 17.28, remaining cash: $14272.32 05/18/06 bought 2258.28 shares ($14272.32) of UTSI at 6.32, remaining cash: $0.00 Transaction Summary Daily Gains : $17.36 Daily Losses : $366.21 Running Gain/(Loss) : - $93.74 # Stocks held at end of day : 7 Summary Invested In Stock: $99906.26 Market Value of Stock: $97322.97 Market Value - Invested: - $2583.29 Available Cash: $0.00 Total (Cash + Market): $97322.97 -------------------------------------------------------------------------------- 05/19/06 05/19/06 sold 792.47 shares ($14074.21) of HC at 17.76 for a loss of $198.12 05/19/06 sold 699.97 shares ($13719.35) of NBIX at 19.60 for a loss of $552.97 05/19/06 sold 1902.98 shares ($13435.01) of PKD at 7.06 for a loss of $837.31 05/19/06 sold 1420.13 shares ($14243.92) of PMCS at 10.03 for a loss of $28.40 05/19/06 sold 2406.80 shares ($13935.37) of SWKS at 5.79 for a loss of $336.95 05/19/06 sold 825.94 shares ($14016.28) of TLM at 16.97 for a loss of $256.04 05/19/06 sold 2258.28 shares ($14565.90) of UTSI at 6.45 for a gain of $293.58 05/19/06 bought 2317.65 shares ($13998.58) of GTI at 6.04, remaining cash: $83991.46 05/19/06 bought 1206.77 shares ($13998.58) of HK at 11.60, remaining cash: $69992.88 05/19/06 bought 1723.96 shares ($13998.58) of KLIC at 8.12, remaining cash: $55994.31 05/19/06 bought 1707.14 shares ($13998.58) of MLNM at 8.20, remaining cash: $41995.73 05/19/06 bought 2022.92 shares ($13998.58) of PKD at 6.92, remaining cash: $27997.15 05/19/06 bought 1827.49 shares ($13998.58) of SLW at 7.66, remaining cash: $13998.58 05/19/06 bought 2246.96 shares ($13998.58) of UTSI at 6.23, remaining cash: $0.00 Transaction Summary Daily Gains : $293.58 Daily Losses : $2209.80 Running Gain/(Loss) : - $2009.97 # Stocks held at end of day : 7 Summary Invested In Stock: $97990.03 Market Value of Stock: $100023.01 Market Value - Invested: $2032.98 Available Cash: $0.00 Total (Cash + Market): $100023.01 -------------------------------------------------------------------------------- 05/22/06 05/22/06 sold 2317.65 shares ($13882.69) of GTI at 5.99 for a loss of $115.88 05/22/06 sold 1206.77 shares ($13696.88) of HK at 11.35 for a loss of $301.69 05/22/06 sold 1723.96 shares ($14291.65) of KLIC at 8.29 for a gain of $293.07 05/22/06 sold 1707.14 shares ($13879.08) of MLNM at 8.13 for a loss of $119.50 05/22/06 sold 2022.92 shares ($14200.87) of PKD at 7.02 for a gain of $202.29 05/22/06 sold 1827.49 shares ($15497.12) of SLW at 8.48 for a gain of $1498.54 05/22/06 sold 2246.96 shares ($14021.05) of UTSI at 6.24 for a gain of $22.47 05/22/06 bought 1029.70 shares ($14209.91) of EXPE at 13.80, remaining cash: $85259.43 05/22/06 bought 970.62 shares ($14209.91) of JNPR at 14.64, remaining cash: $71049.53 05/22/06 bought 467.28 shares ($14209.91) of MRX at 30.41, remaining cash: $56839.62 Transaction Summary Daily Gains : $2016.38 Daily Losses : $537.08 Running Gain/(Loss) : - $530.66 # Stocks held at end of day : 3 Summary Invested In Stock: $42629.72 Market Value of Stock: $43610.93 Market Value - Invested: $981.22 Available Cash: $56839.62 Total (Cash + Market): $100450.55 -------------------------------------------------------------------------------- 05/23/06 05/23/06 sold 1029.70 shares ($14024.56) of EXPE at 13.62 for a loss of $185.35 05/23/06 sold 970.62 shares ($14588.45) of JNPR at 15.03 for a gain of $378.54 05/23/06 sold 467.28 shares ($14153.83) of MRX at 30.29 for a loss of $56.07 05/23/06 bought 515.56 shares ($14229.49) of PEIX at 27.60, remaining cash: $85376.96 Transaction Summary Daily Gains : $378.54 Daily Losses : $241.42 Running Gain/(Loss) : - $393.54 # Stocks held at end of day : 1 Summary Invested In Stock: $14229.49 Market Value of Stock: $15410.13 Market Value - Invested: $1180.64 Available Cash: $85376.96 Total (Cash + Market): $100787.09 -------------------------------------------------------------------------------- 05/24/06 05/24/06 sold 515.56 shares ($15585.42) of PEIX at 30.23 for a gain of $1355.93 05/24/06 bought 882.15 shares ($14423.20) of AMAT at 16.35, remaining cash: $86539.19 05/24/06 bought 1727.33 shares ($14423.20) of BE at 8.35, remaining cash: $72115.99 05/24/06 bought 790.31 shares ($14423.20) of PALM at 18.25, remaining cash: $57692.79 05/24/06 bought 998.15 shares ($14423.20) of TE at 14.45, remaining cash: $43269.59 05/24/06 bought 972.57 shares ($14423.20) of TER at 14.83, remaining cash: $28846.40 05/24/06 bought 1863.46 shares ($14423.20) of TIBX at 7.74, remaining cash: $14423.20 05/24/06 bought 2368.34 shares ($14423.20) of UTSI at 6.09, remaining cash: $0.00 Transaction Summary Daily Gains : $1355.93 Running Gain/(Loss) : $962.39 # Stocks held at end of day : 7 Summary Invested In Stock: $100962.39 Market Value of Stock: $100817.48 Market Value - Invested: - $144.91 Available Cash: $0.00 Total (Cash + Market): $100817.48 -------------------------------------------------------------------------------- 05/25/06 05/25/06 sold 882.15 shares ($14758.42) of AMAT at 16.73 for a gain of $335.22 05/25/06 sold 1727.33 shares ($14509.56) of BE at 8.40 for a gain of $86.37 05/25/06 sold 790.31 shares ($13854.17) of PALM at 17.53 for a loss of $569.02 05/25/06 sold 998.15 shares ($14812.47) of TE at 14.84 for a gain of $389.28 05/25/06 sold 972.57 shares ($14102.25) of TER at 14.50 for a loss of $320.95 05/25/06 sold 1863.46 shares ($14628.18) of TIBX at 7.85 for a gain of $204.98 05/25/06 sold 2368.34 shares ($15252.12) of UTSI at 6.44 for a gain of $828.92 Transaction Summary Daily Gains : $1844.76 Daily Losses : $889.97 Running Gain/(Loss) : $1917.17 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $101917.17 Total (Cash + Market): $101917.17 -------------------------------------------------------------------------------- 05/26/06 No Transactions Transaction Summary Running Gain/(Loss) : $1917.17 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $101917.17 Total (Cash + Market): $101917.17 -------------------------------------------------------------------------------- 05/30/06 No Transactions Transaction Summary Running Gain/(Loss) : $1917.17 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $101917.17 Total (Cash + Market): $101917.17 -------------------------------------------------------------------------------- 05/31/06 05/31/06 bought 615.89 shares ($14559.60) of MRVL at 23.64, remaining cash: $87357.58 05/31/06 bought 872.88 shares ($14559.60) of PALM at 16.68, remaining cash: $72797.98 05/31/06 bought 687.75 shares ($14559.60) of S at 21.17, remaining cash: $58238.39 05/31/06 bought 568.73 shares ($14559.60) of XLNX at 25.60, remaining cash: $43678.79 Transaction Summary Running Gain/(Loss) : $1917.17 # Stocks held at end of day : 4 Summary Invested In Stock: $58238.39 Market Value of Stock: $58438.91 Market Value - Invested: $200.52 Available Cash: $43678.79 Total (Cash + Market): $102117.70 -------------------------------------------------------------------------------- 06/01/06 06/01/06 sold 615.89 shares ($15280.19) of MRVL at 24.81 for a gain of $720.59 06/01/06 sold 872.88 shares ($15153.15) of PALM at 17.36 for a gain of $593.56 06/01/06 sold 687.75 shares ($14752.17) of S at 21.45 for a gain of $192.57 06/01/06 sold 568.73 shares ($15071.46) of XLNX at 26.50 for a gain of $511.86 Transaction Summary Daily Gains : $2018.58 Running Gain/(Loss) : $3935.75 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $103935.75 Total (Cash + Market): $103935.75 -------------------------------------------------------------------------------- 06/02/06 No Transactions Transaction Summary Running Gain/(Loss) : $3935.75 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $103935.75 Total (Cash + Market): $103935.75 -------------------------------------------------------------------------------- 06/05/06 No Transactions Transaction Summary Running Gain/(Loss) : $3935.75 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $103935.75 Total (Cash + Market): $103935.75 -------------------------------------------------------------------------------- 06/06/06 06/06/06 bought 956.08 shares ($14847.96) of DG at 15.53, remaining cash: $89087.79 06/06/06 bought 543.48 shares ($14847.96) of MRX at 27.32, remaining cash: $74239.82 06/06/06 bought 739.07 shares ($14847.96) of PSUN at 20.09, remaining cash: $59391.86 06/06/06 bought 2056.50 shares ($14847.96) of TIBX at 7.22, remaining cash: $44543.89 Transaction Summary Running Gain/(Loss) : $3935.75 # Stocks held at end of day : 4 Summary Invested In Stock: $59391.86 Market Value of Stock: $58999.41 Market Value - Invested: - $392.44 Available Cash: $44543.89 Total (Cash + Market): $103543.30 -------------------------------------------------------------------------------- 06/07/06 06/07/06 sold 956.08 shares ($14226.51) of DG at 14.88 for a loss of $621.45 06/07/06 sold 543.48 shares ($14592.53) of MRX at 26.85 for a loss of $255.44 06/07/06 sold 739.07 shares ($14973.61) of PSUN at 20.26 for a gain of $125.64 06/07/06 sold 2056.50 shares ($14642.31) of TIBX at 7.12 for a loss of $205.65 06/07/06 bought 857.80 shares ($14711.26) of ADCT at 17.15, remaining cash: $88267.59 Transaction Summary Daily Gains : $125.64 Daily Losses : $1082.54 Running Gain/(Loss) : $2978.85 # Stocks held at end of day : 1 Summary Invested In Stock: $14711.26 Market Value of Stock: $14694.11 Market Value - Invested: - $17.16 Available Cash: $88267.59 Total (Cash + Market): $102961.69 -------------------------------------------------------------------------------- 06/08/06 06/08/06 sold 857.80 shares ($14711.26) of ADCT at 17.15 for a gain of $0.00 06/08/06 bought 971.04 shares ($14711.26) of CELL at 15.15, remaining cash: $88267.59 06/08/06 bought 2514.75 shares ($14711.26) of NOVL at 5.85, remaining cash: $73556.32 06/08/06 bought 842.57 shares ($14711.26) of RIO- at 17.46, remaining cash: $58845.06 Transaction Summary Running Gain/(Loss) : $2978.85 # Stocks held at end of day : 3 Summary Invested In Stock: $44133.79 Market Value of Stock: $44856.51 Market Value - Invested: $722.71 Available Cash: $58845.06 Total (Cash + Market): $103701.57 -------------------------------------------------------------------------------- 06/09/06 06/09/06 sold 971.04 shares ($14429.66) of CELL at 14.86 for a loss of $281.60 06/09/06 sold 2514.75 shares ($15339.95) of NOVL at 6.10 for a gain of $628.69 06/09/06 sold 842.57 shares ($15048.29) of RIO- at 17.86 for a gain of $337.03 Transaction Summary Daily Gains : $965.71 Daily Losses : $281.60 Running Gain/(Loss) : $3662.96 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $103662.96 Total (Cash + Market): $103662.96 -------------------------------------------------------------------------------- 06/12/06 No Transactions Transaction Summary Running Gain/(Loss) : $3662.96 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $103662.96 Total (Cash + Market): $103662.96 -------------------------------------------------------------------------------- 06/13/06 06/13/06 bought 1064.63 shares ($14808.99) of CELL at 13.91, remaining cash: $88853.97 06/13/06 bought 1013.62 shares ($14808.99) of DG at 14.61, remaining cash: $74044.97 06/13/06 bought 1262.49 shares ($14808.99) of EMC at 11.73, remaining cash: $59235.98 06/13/06 bought 1346.27 shares ($14808.99) of GRA at 11.00, remaining cash: $44426.98 06/13/06 bought 1054.02 shares ($14808.99) of MOS at 14.05, remaining cash: $29617.99 06/13/06 bought 2014.83 shares ($14808.99) of SIX at 7.35, remaining cash: $14808.99 06/13/06 bought 813.68 shares ($14808.99) of TMX at 18.20, remaining cash: $0.00 Transaction Summary Running Gain/(Loss) : $3662.96 # Stocks held at end of day : 7 Summary Invested In Stock: $103662.96 Market Value of Stock: $101661.86 Market Value - Invested: - $2001.11 Available Cash: $0.00 Total (Cash + Market): $101661.86 -------------------------------------------------------------------------------- 06/14/06 06/14/06 sold 1064.63 shares ($14734.47) of CELL at 13.84 for a loss of $74.52 06/14/06 sold 1013.62 shares ($14454.23) of DG at 14.26 for a loss of $354.77 06/14/06 sold 1262.49 shares ($15023.62) of EMC at 11.90 for a gain of $214.62 06/14/06 sold 1346.27 shares ($14795.53) of GRA at 10.99 for a loss of $13.46 06/14/06 sold 1054.02 shares ($15177.90) of MOS at 14.40 for a gain of $368.91 06/14/06 sold 2014.83 shares ($14224.69) of SIX at 7.06 for a loss of $584.30 06/14/06 sold 813.68 shares ($15085.65) of TMX at 18.54 for a gain of $276.65 06/14/06 bought 1123.49 shares ($14785.16) of CELL at 13.16, remaining cash: $88710.94 06/14/06 bought 1022.49 shares ($14785.16) of DG at 14.46, remaining cash: $73925.78 06/14/06 bought 1178.10 shares ($14785.16) of EWH at 12.55, remaining cash: $59140.62 06/14/06 bought 1182.81 shares ($14785.16) of EWJ at 12.50, remaining cash: $44355.47 06/14/06 bought 1017.56 shares ($14785.16) of KEGS at 14.53, remaining cash: $29570.31 06/14/06 bought 1569.55 shares ($14785.16) of KGC at 9.42, remaining cash: $14785.16 06/14/06 bought 1037.55 shares ($14785.16) of VSH at 14.25, remaining cash: $0.00 Transaction Summary Daily Gains : $860.18 Daily Losses : $1027.05 Running Gain/(Loss) : $3496.09 # Stocks held at end of day : 7 Summary Invested In Stock: $103496.09 Market Value of Stock: $104020.56 Market Value - Invested: $524.47 Available Cash: $0.00 Total (Cash + Market): $104020.56 -------------------------------------------------------------------------------- 06/15/06 06/15/06 sold 1123.49 shares ($16436.69) of CELL at 14.63 for a gain of $1651.53 06/15/06 sold 1022.49 shares ($14723.81) of DG at 14.40 for a loss of $61.35 06/15/06 sold 1178.10 shares ($15374.21) of EWH at 13.05 for a gain of $589.05 06/15/06 sold 1182.81 shares ($15435.70) of EWJ at 13.05 for a gain of $650.55 06/15/06 sold 1017.56 shares ($15263.41) of KEGS at 15.00 for a gain of $478.25 06/15/06 sold 1569.55 shares ($15475.76) of KGC at 9.86 for a gain of $690.60 06/15/06 sold 1037.55 shares ($15148.30) of VSH at 14.60 for a gain of $363.14 Transaction Summary Daily Gains : $4423.13 Daily Losses : $61.35 Running Gain/(Loss) : $7857.87 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $107857.87 Total (Cash + Market): $107857.87 -------------------------------------------------------------------------------- 06/16/06 No Transactions Transaction Summary Running Gain/(Loss) : $7857.87 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $107857.87 Total (Cash + Market): $107857.87 -------------------------------------------------------------------------------- 06/19/06 No Transactions Transaction Summary Running Gain/(Loss) : $7857.87 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $107857.87 Total (Cash + Market): $107857.87 -------------------------------------------------------------------------------- 06/20/06 No Transactions Transaction Summary Running Gain/(Loss) : $7857.87 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $107857.87 Total (Cash + Market): $107857.87 -------------------------------------------------------------------------------- 06/21/06 06/21/06 bought 673.44 shares ($15408.27) of SVVS at 22.88, remaining cash: $92449.60 Transaction Summary Running Gain/(Loss) : $7857.87 # Stocks held at end of day : 1 Summary Invested In Stock: $15408.27 Market Value of Stock: $16553.11 Market Value - Invested: $1144.84 Available Cash: $92449.60 Total (Cash + Market): $109002.72 -------------------------------------------------------------------------------- 06/22/06 06/22/06 sold 673.44 shares ($16384.75) of SVVS at 24.33 for a gain of $976.49 Transaction Summary Daily Gains : $976.49 Running Gain/(Loss) : $8834.36 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108834.36 Total (Cash + Market): $108834.36 -------------------------------------------------------------------------------- 06/23/06 No Transactions Transaction Summary Running Gain/(Loss) : $8834.36 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108834.36 Total (Cash + Market): $108834.36 -------------------------------------------------------------------------------- 06/26/06 No Transactions Transaction Summary Running Gain/(Loss) : $8834.36 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108834.36 Total (Cash + Market): $108834.36 -------------------------------------------------------------------------------- 06/27/06 No Transactions Transaction Summary Running Gain/(Loss) : $8834.36 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108834.36 Total (Cash + Market): $108834.36 -------------------------------------------------------------------------------- 06/28/06 06/28/06 bought 481.95 shares ($15547.77) of BMET at 32.26, remaining cash: $93286.59 06/28/06 bought 728.57 shares ($15547.77) of LBTYA at 21.34, remaining cash: $77738.83 Transaction Summary Running Gain/(Loss) : $8834.36 # Stocks held at end of day : 2 Summary Invested In Stock: $31095.53 Market Value of Stock: $30707.39 Market Value - Invested: - $388.14 Available Cash: $77738.83 Total (Cash + Market): $108446.22 -------------------------------------------------------------------------------- 06/29/06 06/29/06 sold 481.95 shares ($15364.62) of BMET at 31.88 for a loss of $183.14 06/29/06 sold 728.57 shares ($15555.05) of LBTYA at 21.35 for a gain of $7.29 Transaction Summary Daily Gains : $7.29 Daily Losses : $183.14 Running Gain/(Loss) : $8658.50 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108658.50 Total (Cash + Market): $108658.50 -------------------------------------------------------------------------------- 06/30/06 No Transactions Transaction Summary Running Gain/(Loss) : $8658.50 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108658.50 Total (Cash + Market): $108658.50 -------------------------------------------------------------------------------- 07/03/06 No Transactions Transaction Summary Running Gain/(Loss) : $8658.50 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108658.50 Total (Cash + Market): $108658.50 -------------------------------------------------------------------------------- 07/05/06 No Transactions Transaction Summary Running Gain/(Loss) : $8658.50 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108658.50 Total (Cash + Market): $108658.50 -------------------------------------------------------------------------------- 07/06/06 07/06/06 bought 991.86 shares ($15522.64) of ATHR at 15.65, remaining cash: $93135.86 Transaction Summary Running Gain/(Loss) : $8658.50 # Stocks held at end of day : 1 Summary Invested In Stock: $15522.64 Market Value of Stock: $16068.17 Market Value - Invested: $545.52 Available Cash: $93135.86 Total (Cash + Market): $109204.03 -------------------------------------------------------------------------------- 07/07/06 07/07/06 sold 991.86 shares ($15750.77) of ATHR at 15.88 for a gain of $228.13 Transaction Summary Daily Gains : $228.13 Running Gain/(Loss) : $8886.63 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $108886.63 Total (Cash + Market): $108886.63 -------------------------------------------------------------------------------- 07/10/06 07/10/06 bought 470.09 shares ($15555.23) of CBRL at 33.09, remaining cash: $93331.40 Transaction Summary Running Gain/(Loss) : $8886.63 # Stocks held at end of day : 1 Summary Invested In Stock: $15555.23 Market Value of Stock: $15790.28 Market Value - Invested: $235.04 Available Cash: $93331.40 Total (Cash + Market): $109121.67 -------------------------------------------------------------------------------- 07/11/06 07/11/06 sold 470.09 shares ($15799.68) of CBRL at 33.61 for a gain of $244.45 Transaction Summary Daily Gains : $244.45 Running Gain/(Loss) : $9131.08 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $109131.08 Total (Cash + Market): $109131.08 -------------------------------------------------------------------------------- 07/12/06 No Transactions Transaction Summary Running Gain/(Loss) : $9131.08 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $109131.08 Total (Cash + Market): $109131.08 -------------------------------------------------------------------------------- 07/13/06 07/13/06 bought 565.89 shares ($15590.15) of LOW at 27.55, remaining cash: $93540.92 07/13/06 bought 2227.16 shares ($15590.15) of PMCS at 7.00, remaining cash: $77950.77 Transaction Summary Running Gain/(Loss) : $9131.08 # Stocks held at end of day : 2 Summary Invested In Stock: $31180.31 Market Value of Stock: $31211.87 Market Value - Invested: $31.57 Available Cash: $77950.77 Total (Cash + Market): $109162.64 -------------------------------------------------------------------------------- 07/14/06 07/14/06 sold 565.89 shares ($15776.90) of LOW at 27.88 for a gain of $186.74 07/14/06 sold 2227.16 shares ($15723.78) of PMCS at 7.06 for a gain of $133.63 07/14/06 bought 466.60 shares ($15635.92) of AMZN at 33.51, remaining cash: $93815.53 07/14/06 bought 717.57 shares ($15635.92) of DELL at 21.79, remaining cash: $78179.61 07/14/06 bought 717.24 shares ($15635.92) of FDO at 21.80, remaining cash: $62543.68 07/14/06 bought 632.01 shares ($15635.92) of SIRF at 24.74, remaining cash: $46907.76 07/14/06 bought 946.48 shares ($15635.92) of UNM at 16.52, remaining cash: $31271.84 Transaction Summary Daily Gains : $320.37 Running Gain/(Loss) : $9451.45 # Stocks held at end of day : 5 Summary Invested In Stock: $78179.61 Market Value of Stock: $78149.71 Market Value - Invested: - $29.89 Available Cash: $31271.84 Total (Cash + Market): $109421.55 -------------------------------------------------------------------------------- 07/17/06 07/17/06 sold 466.60 shares ($15710.58) of AMZN at 33.67 for a gain of $74.66 07/17/06 sold 717.57 shares ($15478.05) of DELL at 21.57 for a loss of $157.87 07/17/06 sold 717.24 shares ($15843.92) of FDO at 22.09 for a gain of $208.00 07/17/06 sold 632.01 shares ($15844.48) of SIRF at 25.07 for a gain of $208.56 07/17/06 sold 946.48 shares ($15531.81) of UNM at 16.41 for a loss of $104.11 07/17/06 bought 477.85 shares ($15668.67) of AMZN at 32.79, remaining cash: $94012.02 07/17/06 bought 405.08 shares ($15668.67) of BZH at 38.68, remaining cash: $78343.35 Transaction Summary Daily Gains : $491.22 Daily Losses : $261.98 Running Gain/(Loss) : $9680.69 # Stocks held at end of day : 2 Summary Invested In Stock: $31337.34 Market Value of Stock: $31571.51 Market Value - Invested: $234.17 Available Cash: $78343.35 Total (Cash + Market): $109914.86 -------------------------------------------------------------------------------- 07/18/06 07/18/06 sold 477.85 shares ($16003.16) of AMZN at 33.49 for a gain of $334.49 07/18/06 sold 405.08 shares ($15445.87) of BZH at 38.13 for a loss of $222.80 07/18/06 bought 2618.47 shares ($15684.63) of ENCY at 5.99, remaining cash: $94107.76 07/18/06 bought 1440.28 shares ($15684.63) of ESLR at 10.89, remaining cash: $78423.13 07/18/06 bought 629.90 shares ($15684.63) of IDCC at 24.90, remaining cash: $62738.51 07/18/06 bought 2369.28 shares ($15684.63) of VC at 6.62, remaining cash: $47053.88 Transaction Summary Daily Gains : $334.49 Daily Losses : $222.80 Running Gain/(Loss) : $9792.39 # Stocks held at end of day : 4 Summary Invested In Stock: $62738.51 Market Value of Stock: $62474.05 Market Value - Invested: - $264.46 Available Cash: $47053.88 Total (Cash + Market): $109527.93 -------------------------------------------------------------------------------- 07/19/06 07/19/06 sold 2618.47 shares ($16548.72) of ENCY at 6.32 for a gain of $864.09 07/19/06 sold 1440.28 shares ($17225.72) of ESLR at 11.96 for a gain of $1541.10 07/19/06 sold 629.90 shares ($16453.11) of IDCC at 26.12 for a gain of $768.48 07/19/06 sold 2369.28 shares ($16229.56) of VC at 6.85 for a gain of $544.93 Transaction Summary Daily Gains : $3718.61 Running Gain/(Loss) : $13511.00 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $113511.00 Total (Cash + Market): $113511.00 -------------------------------------------------------------------------------- 07/20/06 07/20/06 bought 748.31 shares ($16215.86) of AFFX at 21.67, remaining cash: $97295.14 07/20/06 bought 945.53 shares ($16215.86) of RMBS at 17.15, remaining cash: $81079.28 07/20/06 bought 634.67 shares ($16215.86) of YHOO at 25.55, remaining cash: $64863.43 Transaction Summary Running Gain/(Loss) : $13511.00 # Stocks held at end of day : 3 Summary Invested In Stock: $48647.57 Market Value of Stock: $47713.20 Market Value - Invested: - $934.37 Available Cash: $64863.43 Total (Cash + Market): $112576.63 -------------------------------------------------------------------------------- 07/21/06 07/21/06 sold 748.31 shares ($15587.28) of AFFX at 20.83 for a loss of $628.58 07/21/06 sold 945.53 shares ($14173.51) of RMBS at 14.99 for a loss of $2042.35 07/21/06 sold 634.67 shares ($16431.64) of YHOO at 25.89 for a gain of $215.79 07/21/06 bought 412.08 shares ($15865.12) of ASD at 38.50, remaining cash: $95190.74 07/21/06 bought 508.66 shares ($15865.12) of BJS at 31.19, remaining cash: $79325.61 07/21/06 bought 702.93 shares ($15865.12) of CAKE at 22.57, remaining cash: $63460.49 07/21/06 bought 531.14 shares ($15865.12) of CTXS at 29.87, remaining cash: $47595.37 07/21/06 bought 756.92 shares ($15865.12) of JBHT at 20.96, remaining cash: $31730.25 07/21/06 bought 479.02 shares ($15865.12) of RHI at 33.12, remaining cash: $15865.12 07/21/06 bought 1168.27 shares ($15865.12) of VSH at 13.58, remaining cash: $0.00 Transaction Summary Daily Gains : $215.79 Daily Losses : $2670.93 Running Gain/(Loss) : $11055.86 # Stocks held at end of day : 7 Summary Invested In Stock: $111055.86 Market Value of Stock: $110327.64 Market Value - Invested: - $728.22 Available Cash: $0.00 Total (Cash + Market): $110327.64 -------------------------------------------------------------------------------- 07/24/06 07/24/06 sold 412.08 shares ($15968.14) of ASD at 38.75 for a gain of $103.02 07/24/06 sold 508.66 shares ($15799.00) of BJS at 31.06 for a loss of $66.13 07/24/06 sold 702.93 shares ($16441.52) of CAKE at 23.39 for a gain of $576.40 07/24/06 sold 531.14 shares ($16730.88) of CTXS at 31.50 for a gain of $865.76 07/24/06 sold 756.92 shares ($16508.51) of JBHT at 21.81 for a gain of $643.39 07/24/06 sold 479.02 shares ($16037.57) of RHI at 33.48 for a gain of $172.45 07/24/06 sold 1168.27 shares ($15444.54) of VSH at 13.22 for a loss of $420.58 07/24/06 bought 481.00 shares ($16132.88) of DRI at 33.54, remaining cash: $96797.29 07/24/06 bought 1065.58 shares ($16132.88) of RMBS at 15.14, remaining cash: $80664.40 07/24/06 bought 549.30 shares ($16132.88) of TRB at 29.37, remaining cash: $64531.52 Transaction Summary Daily Gains : $2361.01 Daily Losses : $486.70 Running Gain/(Loss) : $12930.17 # Stocks held at end of day : 3 Summary Invested In Stock: $48398.64 Market Value of Stock: $48433.21 Market Value - Invested: $34.57 Available Cash: $64531.52 Total (Cash + Market): $112964.73 -------------------------------------------------------------------------------- 07/25/06 07/25/06 sold 481.00 shares ($16609.08) of DRI at 34.53 for a gain of $476.19 07/25/06 sold 1065.58 shares ($15941.08) of RMBS at 14.96 for a loss of $191.80 07/25/06 sold 549.30 shares ($15962.60) of TRB at 29.06 for a loss of $170.28 07/25/06 bought 548.92 shares ($16149.18) of TRB at 29.42, remaining cash: $96895.09 Transaction Summary Daily Gains : $476.19 Daily Losses : $362.09 Running Gain/(Loss) : $13044.27 # Stocks held at end of day : 1 Summary Invested In Stock: $16149.18 Market Value of Stock: $15951.57 Market Value - Invested: - $197.61 Available Cash: $96895.09 Total (Cash + Market): $112846.66 -------------------------------------------------------------------------------- 07/26/06 07/26/06 sold 548.92 shares ($15946.08) of TRB at 29.05 for a loss of $203.10 07/26/06 bought 556.83 shares ($16120.17) of TRB at 28.95, remaining cash: $96721.01 Transaction Summary Daily Losses : $203.10 Running Gain/(Loss) : $12841.17 # Stocks held at end of day : 1 Summary Invested In Stock: $16120.17 Market Value of Stock: $16175.85 Market Value - Invested: $55.68 Available Cash: $96721.01 Total (Cash + Market): $112896.86 -------------------------------------------------------------------------------- 07/27/06 07/27/06 bought 1648.28 shares ($16120.17) of XMSR at 9.78, remaining cash: $80600.84 07/27/06 sold 556.83 shares ($15992.10) of TRB at 28.72 for a loss of $128.07 07/27/06 bought 721.60 shares ($16098.82) of BRCM at 22.31, remaining cash: $80494.11 07/27/06 bought 540.77 shares ($16098.82) of CSX at 29.77, remaining cash: $64395.29 07/27/06 sold (PROFIT-STOP) 1648.28 shares ($18378.31) of XMSR at 11.15 for a gain of $2258.14 Transaction Summary Daily Gains : $2258.14 Daily Losses : $128.07 Running Gain/(Loss) : $14971.25 # Stocks held at end of day : 2 Summary Invested In Stock: $32197.65 Market Value of Stock: $32756.79 Market Value - Invested: $559.14 Available Cash: $82773.60 Total (Cash + Market): $115530.39 -------------------------------------------------------------------------------- 07/28/06 07/28/06 sold 721.60 shares ($17282.24) of BRCM at 23.95 for a gain of $1183.42 07/28/06 sold 540.77 shares ($16342.17) of CSX at 30.22 for a gain of $243.35 07/28/06 bought 600.30 shares ($16628.29) of SVU at 27.70, remaining cash: $99769.72 Transaction Summary Daily Gains : $1426.77 Running Gain/(Loss) : $16398.01 # Stocks held at end of day : 1 Summary Invested In Stock: $16628.29 Market Value of Stock: $16148.05 Market Value - Invested: - $480.24 Available Cash: $99769.72 Total (Cash + Market): $115917.77 -------------------------------------------------------------------------------- 07/31/06 07/31/06 sold 600.30 shares ($16274.11) of SVU at 27.11 for a loss of $354.18 07/31/06 bought 600.21 shares ($16577.69) of OSI at 27.62, remaining cash: $99466.14 Transaction Summary Daily Losses : $354.18 Running Gain/(Loss) : $16043.84 # Stocks held at end of day : 1 Summary Invested In Stock: $16577.69 Market Value of Stock: $17339.95 Market Value - Invested: $762.26 Available Cash: $99466.14 Total (Cash + Market): $116806.10 -------------------------------------------------------------------------------- 08/01/06 08/01/06 sold 600.21 shares ($16787.76) of OSI at 27.97 for a gain of $210.07 08/01/06 bought 546.13 shares ($16607.70) of CI at 30.41, remaining cash: $99646.21 Transaction Summary Daily Gains : $210.07 Running Gain/(Loss) : $16253.91 # Stocks held at end of day : 1 Summary Invested In Stock: $16607.70 Market Value of Stock: $16866.35 Market Value - Invested: $258.65 Available Cash: $99646.21 Total (Cash + Market): $116512.55 -------------------------------------------------------------------------------- 08/02/06 08/02/06 sold 546.13 shares ($18584.68) of CI at 34.03 for a gain of $1976.98 08/02/06 bought 527.82 shares ($16890.13) of AET at 32.00, remaining cash: $101340.76 08/02/06 bought 662.62 shares ($16890.13) of ARO at 25.49, remaining cash: $84450.63 08/02/06 bought 872.87 shares ($16890.13) of EK at 19.35, remaining cash: $67560.51 08/02/06 bought 843.24 shares ($16890.13) of RACK at 20.03, remaining cash: $50670.38 Transaction Summary Daily Gains : $1976.98 Running Gain/(Loss) : $18230.88 # Stocks held at end of day : 4 Summary Invested In Stock: $67560.51 Market Value of Stock: $67170.29 Market Value - Invested: - $390.21 Available Cash: $50670.38 Total (Cash + Market): $117840.67 -------------------------------------------------------------------------------- 08/03/06 08/03/06 sold 527.82 shares ($17164.59) of AET at 32.52 for a gain of $274.46 08/03/06 sold 662.62 shares ($15598.02) of ARO at 23.54 for a loss of $1292.10 08/03/06 sold 872.87 shares ($17396.39) of EK at 19.93 for a gain of $506.27 08/03/06 sold 843.24 shares ($17227.42) of RACK at 20.43 for a gain of $337.30 08/03/06 bought 871.59 shares ($16865.26) of RACK at 19.35, remaining cash: $101191.55 Transaction Summary Daily Gains : $1118.03 Daily Losses : $1292.10 Running Gain/(Loss) : $18056.81 # Stocks held at end of day : 1 Summary Invested In Stock: $16865.26 Market Value of Stock: $17806.58 Market Value - Invested: $941.32 Available Cash: $101191.55 Total (Cash + Market): $118998.13 -------------------------------------------------------------------------------- 08/04/06 08/04/06 sold 871.59 shares ($17919.88) of RACK at 20.56 for a gain of $1054.62 08/04/06 bought 1437.16 shares ($17015.92) of RMBS at 11.84, remaining cash: $102095.51 Transaction Summary Daily Gains : $1054.62 Running Gain/(Loss) : $19111.43 # Stocks held at end of day : 1 Summary Invested In Stock: $17015.92 Market Value of Stock: $16354.83 Market Value - Invested: - $661.09 Available Cash: $102095.51 Total (Cash + Market): $118450.34 -------------------------------------------------------------------------------- 08/07/06 08/07/06 sold 1437.16 shares ($15693.74) of RMBS at 10.92 for a loss of $1322.18 08/07/06 bought 854.60 shares ($16827.04) of CECO at 19.69, remaining cash: $100962.21 Transaction Summary Daily Losses : $1322.18 Running Gain/(Loss) : $17789.25 # Stocks held at end of day : 1 Summary Invested In Stock: $16827.04 Market Value of Stock: $16442.47 Market Value - Invested: - $384.57 Available Cash: $100962.21 Total (Cash + Market): $117404.68 -------------------------------------------------------------------------------- 08/08/06 08/08/06 sold 854.60 shares ($16297.18) of CECO at 19.07 for a loss of $529.85 08/08/06 bought 562.69 shares ($16751.34) of HANS at 29.77, remaining cash: $100508.06 08/08/06 bought 996.51 shares ($16751.34) of S at 16.81, remaining cash: $83756.71 Transaction Summary Daily Losses : $529.85 Running Gain/(Loss) : $17259.40 # Stocks held at end of day : 2 Summary Invested In Stock: $33502.69 Market Value of Stock: $33148.88 Market Value - Invested: - $353.81 Available Cash: $83756.71 Total (Cash + Market): $116905.59 -------------------------------------------------------------------------------- 08/09/06 08/09/06 sold 562.69 shares ($16312.44) of HANS at 28.99 for a loss of $438.90 08/09/06 sold 996.51 shares ($16841.03) of S at 16.90 for a gain of $89.69 08/09/06 bought 725.20 shares ($16701.45) of ARO at 23.03, remaining cash: $100208.73 08/09/06 bought 438.13 shares ($16701.45) of YRCW at 38.12, remaining cash: $83507.27 Transaction Summary Daily Gains : $89.69 Daily Losses : $438.90 Running Gain/(Loss) : $16910.18 # Stocks held at end of day : 2 Summary Invested In Stock: $33402.91 Market Value of Stock: $32187.31 Market Value - Invested: - $1215.60 Available Cash: $83507.27 Total (Cash + Market): $115694.58 -------------------------------------------------------------------------------- 08/10/06 08/10/06 sold 725.20 shares ($16570.92) of ARO at 22.85 for a loss of $130.54 08/10/06 sold 438.13 shares ($16311.52) of YRCW at 37.23 for a loss of $389.93 08/10/06 bought 1091.73 shares ($16627.10) of ARM at 15.23, remaining cash: $99762.61 08/10/06 bought 748.97 shares ($16627.10) of ARO at 22.20, remaining cash: $83135.51 08/10/06 bought 830.94 shares ($16627.10) of CBST at 20.01, remaining cash: $66508.41 08/10/06 bought 869.62 shares ($16627.10) of CECO at 19.12, remaining cash: $49881.31 08/10/06 bought 825.17 shares ($16627.10) of CNO at 20.15, remaining cash: $33254.20 08/10/06 bought 2293.39 shares ($16627.10) of NUAN at 7.25, remaining cash: $16627.10 08/10/06 bought 1410.27 shares ($16627.10) of ZQK at 11.79, remaining cash: $0.00 Transaction Summary Daily Losses : $520.47 Running Gain/(Loss) : $16389.71 # Stocks held at end of day : 7 Summary Invested In Stock: $116389.71 Market Value of Stock: $118906.53 Market Value - Invested: $2516.82 Available Cash: $0.00 Total (Cash + Market): $118906.53 -------------------------------------------------------------------------------- 08/11/06 08/11/06 sold 1091.73 shares ($16157.66) of ARM at 14.80 for a loss of $469.45 08/11/06 sold 748.97 shares ($16971.63) of ARO at 22.66 for a gain of $344.53 08/11/06 sold 830.94 shares ($16917.93) of CBST at 20.36 for a gain of $290.83 08/11/06 sold 869.62 shares ($16357.52) of CECO at 18.81 for a loss of $269.58 08/11/06 sold 825.17 shares ($16618.85) of CNO at 20.14 for a loss of $8.25 08/11/06 sold 2293.39 shares ($17360.99) of NUAN at 7.57 for a gain of $733.89 08/11/06 sold 1410.27 shares ($16683.51) of ZQK at 11.83 for a gain of $56.41 08/11/06 bought 583.53 shares ($16724.01) of HANS at 28.66, remaining cash: $100344.07 Transaction Summary Daily Gains : $1425.65 Daily Losses : $747.28 Running Gain/(Loss) : $17068.09 # Stocks held at end of day : 1 Summary Invested In Stock: $16724.01 Market Value of Stock: $16951.59 Market Value - Invested: $227.58 Available Cash: $100344.07 Total (Cash + Market): $117295.66 -------------------------------------------------------------------------------- 08/14/06 08/14/06 sold 583.53 shares ($17185.00) of HANS at 29.45 for a gain of $460.99 08/14/06 bought 725.58 shares ($16789.87) of CAL at 23.14, remaining cash: $100739.21 08/14/06 bought 1231.83 shares ($16789.87) of PSUN at 13.63, remaining cash: $83949.34 08/14/06 bought 827.09 shares ($16789.87) of URI at 20.30, remaining cash: $67159.47 Transaction Summary Daily Gains : $460.99 Running Gain/(Loss) : $17529.08 # Stocks held at end of day : 3 Summary Invested In Stock: $50369.60 Market Value of Stock: $50189.30 Market Value - Invested: - $180.30 Available Cash: $67159.47 Total (Cash + Market): $117348.77 -------------------------------------------------------------------------------- 08/15/06 08/15/06 sold 725.58 shares ($16768.10) of CAL at 23.11 for a loss of $21.77 08/15/06 sold 1231.83 shares ($17208.69) of PSUN at 13.97 for a gain of $418.82 08/15/06 sold 827.09 shares ($17741.02) of URI at 21.45 for a gain of $951.15 08/15/06 bought 1189.25 shares ($16982.47) of EP at 14.28, remaining cash: $101894.81 08/15/06 bought 1711.94 shares ($16982.47) of HK at 9.92, remaining cash: $84912.34 08/15/06 bought 1311.39 shares ($16982.47) of ONXX at 12.95, remaining cash: $67929.88 Transaction Summary Daily Gains : $1369.97 Daily Losses : $21.77 Running Gain/(Loss) : $18877.28 # Stocks held at end of day : 3 Summary Invested In Stock: $50947.41 Market Value of Stock: $51811.91 Market Value - Invested: $864.50 Available Cash: $67929.88 Total (Cash + Market): $119741.78 -------------------------------------------------------------------------------- 08/16/06 08/16/06 sold 1189.25 shares ($16863.54) of EP at 14.18 for a loss of $118.92 08/16/06 sold 1711.94 shares ($17513.17) of HK at 10.23 for a gain of $530.70 08/16/06 sold 1311.39 shares ($17952.90) of ONXX at 13.69 for a gain of $970.43 Transaction Summary Daily Gains : $1501.13 Daily Losses : $118.92 Running Gain/(Loss) : $20259.49 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $120259.49 Total (Cash + Market): $120259.49 -------------------------------------------------------------------------------- |
| luc1grunt 622 posts msg #53333 - Ignore luc1grunt |
7/22/2007 10:25:29 PM Any follow up on this filter and the "black box" trades resulting from it? |
| psheridan050 52 posts msg #53353 - Ignore psheridan050 |
7/23/2007 10:04:29 AM Nope not yet. I use Tradestation for my trading and im still coding the EasyLanguage. Im still trying to get tradestation to output data to Excel so i can do further analysis. Not just for this filter but for about 9 others. There are a few things i would like to see that would take too long to do manualy. Here are some of the things i would like to see: * would a longer hold period produce better results? * Is there a specific time of day that is best to enter (like 15 minutes after the market opens)? * Can i use a more efficent entry and exit technique than buying at the open and selling at the open of the next day? * Do the trades that the filters make just follow the market when it goes up and down (when the markets are up, my filters are up) and do they follow some sort of pattern? I have lots of other things i want to see but its taking lots of time for me to program it all |
| psheridan050 52 posts msg #53355 - Ignore psheridan050 |
7/23/2007 10:11:08 AM Here is the filter performance since 29 June 07 where i left off. This filter has had a negative performance of - $1961.72 since the last time i posted a backtest. Log File: Backtest Estimated Equity (compounded) Name: Long - Williams (29 June 07 - 20 July 07) Initial portfolio Size: $100000.00 Maximum Open Positions: 7 Initial transaction size: $14285.71 Start Date: 07/03/07 End Date: 07/20/07 # Trading Days: 12 07/03/07 07/03/07 bought 712.15 shares ($14285.71) of BKUNA at 20.06, remaining cash: $85714.29 Transaction Summary Running Gain/(Loss) : 0.00 # Stocks held at end of day : 1 Summary Invested In Stock: $14285.71 Market Value of Stock: $14499.36 Market Value - Invested: $213.65 Available Cash: $85714.29 Total (Cash + Market): $100213.65 -------------------------------------------------------------------------------- 07/05/07 07/05/07 sold 712.15 shares ($14549.21) of BKUNA at 20.43 for a gain of $263.50 07/05/07 bought 611.06 shares ($14323.36) of BZH at 23.44, remaining cash: $85940.14 07/05/07 bought 404.16 shares ($14323.36) of LEN at 35.44, remaining cash: $71616.78 Transaction Summary Daily Gains : $263.50 Running Gain/(Loss) : $263.50 # Stocks held at end of day : 2 Summary Invested In Stock: $28646.71 Market Value of Stock: $28646.95 Market Value - Invested: $0.23 Available Cash: $71616.78 Total (Cash + Market): $100263.73 -------------------------------------------------------------------------------- 07/06/07 07/06/07 sold 611.06 shares ($14054.49) of BZH at 23.00 for a loss of $268.87 07/06/07 sold 404.16 shares ($14468.85) of LEN at 35.80 for a gain of $145.50 Transaction Summary Daily Gains : $145.50 Daily Losses : $268.87 Running Gain/(Loss) : $140.12 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $100140.12 Total (Cash + Market): $100140.12 -------------------------------------------------------------------------------- 07/09/07 No Transactions Transaction Summary Running Gain/(Loss) : $140.12 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $100140.12 Total (Cash + Market): $100140.12 -------------------------------------------------------------------------------- 07/10/07 No Transactions Transaction Summary Running Gain/(Loss) : $140.12 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $100140.12 Total (Cash + Market): $100140.12 -------------------------------------------------------------------------------- 07/11/07 07/11/07 bought 839.05 shares ($14305.73) of AHM at 17.05, remaining cash: $85834.39 07/11/07 bought 584.86 shares ($14305.73) of ACF at 24.46, remaining cash: $71528.66 07/11/07 bought 683.50 shares ($14305.73) of HBAN at 20.93, remaining cash: $57222.93 07/11/07 bought 397.16 shares ($14305.73) of KBH at 36.02, remaining cash: $42917.20 07/11/07 sold (STOP-LOSS) 839.05 shares ($12946.48) of AHM at 15.43 for a loss of $1359.25 Transaction Summary Daily Losses : $1359.25 Running Gain/(Loss) : - $1219.13 # Stocks held at end of day : 3 Summary Invested In Stock: $42917.20 Market Value of Stock: $43077.58 Market Value - Invested: $160.38 Available Cash: $55863.67 Total (Cash + Market): $98941.25 -------------------------------------------------------------------------------- 07/12/07 07/12/07 sold 584.86 shares ($14527.98) of ACF at 24.84 for a gain of $222.25 07/12/07 sold 683.50 shares ($14408.26) of HBAN at 21.08 for a gain of $102.53 07/12/07 sold 397.16 shares ($14277.93) of KBH at 35.95 for a loss of $27.80 07/12/07 bought 931.18 shares ($14153.98) of AHM at 15.20, remaining cash: $84923.86 07/12/07 bought 609.56 shares ($14153.98) of RAS at 23.22, remaining cash: $70769.89 Transaction Summary Daily Gains : $324.77 Daily Losses : $27.80 Running Gain/(Loss) : - $922.16 # Stocks held at end of day : 2 Summary Invested In Stock: $28307.95 Market Value of Stock: $27384.03 Market Value - Invested: - $923.92 Available Cash: $70769.89 Total (Cash + Market): $98153.92 -------------------------------------------------------------------------------- 07/13/07 07/13/07 sold 931.18 shares ($13148.30) of AHM at 14.12 for a loss of $1005.68 07/13/07 sold 609.56 shares ($13946.73) of RAS at 22.88 for a loss of $207.25 Transaction Summary Daily Losses : $1212.93 Running Gain/(Loss) : - $2135.09 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $97864.91 Total (Cash + Market): $97864.91 -------------------------------------------------------------------------------- 07/16/07 07/16/07 bought 990.84 shares ($13980.70) of AHM at 14.11, remaining cash: $83884.21 Transaction Summary Running Gain/(Loss) : - $2135.09 # Stocks held at end of day : 1 Summary Invested In Stock: $13980.70 Market Value of Stock: $14069.88 Market Value - Invested: $89.18 Available Cash: $83884.21 Total (Cash + Market): $97954.09 -------------------------------------------------------------------------------- 07/17/07 07/17/07 sold 990.84 shares ($14119.42) of AHM at 14.25 for a gain of $138.72 07/17/07 bought 635.81 shares ($14000.52) of PGR at 22.02, remaining cash: $84003.11 Transaction Summary Daily Gains : $138.72 Running Gain/(Loss) : - $1996.37 # Stocks held at end of day : 1 Summary Invested In Stock: $14000.52 Market Value of Stock: $14000.52 Market Value - Invested: $0.00 Available Cash: $84003.11 Total (Cash + Market): $98003.63 -------------------------------------------------------------------------------- 07/18/07 07/18/07 sold 635.81 shares ($14203.98) of PGR at 22.34 for a gain of $203.46 07/18/07 bought 464.71 shares ($14029.58) of RSH at 30.19, remaining cash: $84177.51 Transaction Summary Daily Gains : $203.46 Running Gain/(Loss) : - $1792.91 # Stocks held at end of day : 1 Summary Invested In Stock: $14029.58 Market Value of Stock: $13936.64 Market Value - Invested: - $92.94 Available Cash: $84177.51 Total (Cash + Market): $98114.15 -------------------------------------------------------------------------------- 07/19/07 07/19/07 sold 464.71 shares ($13987.76) of RSH at 30.10 for a loss of $41.82 Transaction Summary Daily Losses : $41.82 Running Gain/(Loss) : - $1834.73 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $98165.27 Total (Cash + Market): $98165.27 -------------------------------------------------------------------------------- 07/20/07 07/20/07 bought 793.64 shares ($14023.61) of KG at 17.67, remaining cash: $84141.66 07/20/07 sold (OPEN) 793.64 shares ($13896.63) of KG at 17.51 for a loss of $126.98 Transaction Summary Daily Losses : $126.98 Running Gain/(Loss) : - $1961.72 # Stocks held at end of day : 0 Summary Invested In Stock: $-0.00 Market Value of Stock: $0.00 Market Value - Invested: $0.00 Available Cash: $98038.28 Total (Cash + Market): $98038.28 |
| nothairy 3 posts msg #53486 - Ignore nothairy |
7/25/2007 8:24:09 PM psheridan050- you obviously have some experience, talent and a whole lot of drive to excel. Have you used your TradeStation platform to run optimizations on your variables? |
| psheridan050 52 posts msg #53625 - Ignore psheridan050 |
7/29/2007 3:16:51 AM right now im trying to just get TradeStation to accept each of my symbols for the specific entry and exit dates that my filters dictate. once im able to get this to happen, ill be able to run through every trade that the filters have predicted and used tradestation's optimizations to enhance my entry and exits. this is taking me time to code, especially since my time to code is limited. Im looking at one of the DLL packages, ELXL, to make this happen. essentially it will allow tradestation to take data from excel and also write to excel. |
| nothairy 3 posts msg #53750 - Ignore nothairy |
8/1/2007 3:41:11 PM psheridan050, I am very interested in your quest, but don't get to read this thread often enough. Feel free to exchange optimization ideas via email: stevenrockport@yahoo.com |
| dunamis 18 posts msg #53772 - Ignore dunamis |
8/2/2007 12:53:19 PM Great post! Your backtest is set up so that stocks are chosen by ascending price. Is that how you choose the stocks in reality? Some days the filters shows a lot of results so do you just go for the highest price? Have you applied your filter to a specific watchlist of strong stocks? Thanks for your work and tenacity. |
| StockFetcher Forums · Filter Exchange · My filter - tell me what you think! | << 1 2 3 >>Post Follow-up |
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