Performance Report - 08/06/08 **************************** Long Position (Fund) : IWM Short Position (Index): SHPIX ========================================================= Signal Pair Trade history of IWM/SHPIX using FST 08/06/08 ========================================================= Fund = IWM Index = SHPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- IWM 03/03/03 03/19/03 16 2.3 1023 SHPIX 03/19/03 03/31/03 12 0.9 1032 IWM 03/31/03 04/08/03 8 3.7 1069 SHPIX 04/08/03 04/16/03 8 -1.1 1058 IWM 04/16/03 04/30/03 14 5.6 1117 SHPIX 04/30/03 05/08/03 8 -2.4 1091 IWM 05/08/03 05/16/03 8 2.2 1115 SHPIX 05/16/03 05/27/03 11 -3.2 1079 IWM 05/27/03 06/04/03 8 5.4 1137 SHPIX 06/04/03 06/12/03 8 -1.5 1120 IWM 06/12/03 06/20/03 8 -2.2 1096 SHPIX 06/20/03 06/30/03 10 -0.0 1095 IWM 06/30/03 07/09/03 9 7.1 1173 SHPIX 07/09/03 07/21/03 12 4.0 1220 IWM 07/21/03 08/01/03 11 2.1 1245 SHPIX 08/01/03 08/11/03 10 1.8 1268 IWM 08/11/03 08/19/03 8 6.7 1353 SHPIX 08/19/03 08/27/03 8 -0.4 1348 IWM 08/27/03 09/05/03 9 3.6 1397 SHPIX 09/05/03 09/15/03 10 0.1 1398 IWM 09/15/03 09/23/03 8 2.4 1431 SHPIX 09/23/03 10/01/03 8 3.5 1481 IWM 10/01/03 10/10/03 9 4.2 1543 SHPIX 10/10/03 10/21/03 11 -1.3 1523 IWM 10/21/03 11/07/03 17 3.2 1571 SHPIX 11/07/03 11/19/03 12 3.1 1619 IWM 11/19/03 11/28/03 9 4.4 1690 SHPIX 11/28/03 12/11/03 13 0.5 1699 IWM 12/11/03 12/24/03 13 1.7 1728 SHPIX 12/24/03 01/05/04 12 -2.9 1678 IWM 01/05/04 01/27/04 22 4.5 1753 SHPIX 01/27/04 02/04/04 8 5.3 1846 IWM 02/04/04 02/12/04 8 4.9 1936 SHPIX 02/12/04 02/24/04 12 3.6 2007 IWM 02/24/04 03/03/04 8 3.5 2076 SHPIX 03/03/04 03/11/04 8 3.9 2156 IWM 03/11/04 03/19/04 8 0.4 2166 SHPIX 03/19/04 03/29/04 10 -2.4 2113 IWM 03/29/04 04/06/04 8 2.5 2166 SHPIX 04/06/04 04/19/04 13 2.0 2208 IWM 04/19/04 04/27/04 8 0.5 2219 SHPIX 04/27/04 05/11/04 14 7.3 2381 IWM 05/11/04 05/26/04 15 3.7 2468 SHPIX 05/26/04 06/16/04 21 -0.7 2451 IWM 06/16/04 06/28/04 12 2.6 2514 SHPIX 06/28/04 07/09/04 11 3.5 2603 IWM 07/09/04 07/19/04 10 -2.0 2550 SHPIX 07/19/04 07/27/04 8 1.8 2595 IWM 07/27/04 08/04/04 8 -0.2 2589 SHPIX 08/04/04 08/17/04 13 2.1 2644 IWM 08/17/04 08/26/04 9 2.9 2722 SHPIX 08/26/04 09/03/04 8 -1.7 2677 IWM 09/03/04 09/14/04 11 2.8 2753 SHPIX 09/14/04 09/27/04 13 2.2 2813 IWM 09/27/04 10/05/04 8 5.2 2959 SHPIX 10/05/04 10/13/04 8 3.2 3053 IWM 10/13/04 11/16/04 34 9.1 3329 SHPIX 11/16/04 11/24/04 8 -1.8 3268 IWM 11/24/04 12/29/04 35 4.0 3400 SHPIX 12/29/04 01/06/05 8 5.3 3580 IWM 01/06/05 01/14/05 8 -0.3 3570 SHPIX 01/14/05 01/25/05 11 1.8 3635 IWM 01/25/05 02/02/05 8 4.1 3784 SHPIX 02/02/05 02/23/05 21 1.8 3851 IWM 02/23/05 03/03/05 8 2.7 3954 SHPIX 03/03/05 03/17/05 14 2.1 4038 IWM 03/17/05 03/28/05 11 -1.4 3981 SHPIX 03/28/05 04/06/05 9 -0.2 3971 IWM 04/06/05 04/14/05 8 -4.4 3795 SHPIX 04/14/05 04/26/05 12 0.7 3823 IWM 04/26/05 05/10/05 14 1.4 3876 SHPIX 05/10/05 05/18/05 8 -2.2 3792 IWM 05/18/05 05/27/05 9 1.6 3851 SHPIX 05/27/05 06/07/05 11 -1.0 3812 IWM 06/07/05 06/17/05 10 3.1 3929 SHPIX 06/17/05 06/27/05 10 2.5 4029 IWM 06/27/05 07/12/05 15 6.7 4300 SHPIX 07/12/05 07/29/05 17 -1.3 4245 IWM 07/29/05 08/10/05 12 -3.2 4111 SHPIX 08/10/05 08/22/05 12 0.5 4132 IWM 08/22/05 08/31/05 9 1.6 4198 SHPIX 08/31/05 09/09/05 9 -1.6 4130 IWM 09/09/05 09/20/05 11 -2.6 4024 SHPIX 09/20/05 10/07/05 17 2.6 4129 IWM 10/07/05 11/03/05 27 2.4 4227 SHPIX 11/03/05 11/30/05 27 -2.5 4122 IWM 11/30/05 12/28/05 28 0.5 4141 SHPIX 12/28/05 02/06/06 40 -6.3 3880 IWM 02/06/06 02/16/06 10 0.5 3901 SHPIX 02/16/06 03/10/06 22 1.0 3941 IWM 03/10/06 03/20/06 10 2.4 4034 SHPIX 03/20/06 05/12/06 53 1.0 4073 IWM 05/12/06 05/30/06 18 -3.9 3915 SHPIX 05/30/06 06/12/06 13 4.2 4080 IWM 06/12/06 06/19/06 7 -0.6 4053 SHPIX 06/19/06 07/14/06 25 -0.1 4051 IWM 07/14/06 07/26/06 12 2.0 4133 SHPIX 07/26/06 12/22/06 149 -9.5 3743 IWM 12/22/06 01/05/07 14 -0.5 3724 SHPIX 01/05/07 01/24/07 19 -2.0 3650 IWM 01/24/07 01/31/07 7 0.7 3677 SHPIX 01/31/07 02/28/07 28 1.2 3722 IWM 02/28/07 03/16/07 16 -1.9 3653 SHPIX 03/16/07 03/23/07 7 -3.7 3517 IWM 03/23/07 05/09/07 47 3.0 3621 SHPIX 05/09/07 06/29/07 51 0.8 3650 IWM 06/29/07 07/09/07 10 3.4 3772 SHPIX 07/09/07 07/27/07 18 9.8 4143 IWM 07/27/07 08/20/07 24 2.4 4243 SHPIX 08/20/07 10/08/07 49 -6.1 3986 IWM 10/08/07 10/15/07 7 -0.5 3964 SHPIX 10/15/07 11/21/07 37 12.0 4440 IWM 11/21/07 11/27/07 6 0.6 4467 SHPIX 11/27/07 12/21/07 24 -5.6 4215 IWM 12/21/07 12/27/07 6 -1.2 4165 SHPIX 12/27/07 01/23/08 27 11.4 4639 IWM 01/23/08 01/28/08 5 1.3 4699 SHPIX 01/28/08 02/04/08 7 -2.8 4568 IWM 02/04/08 02/11/08 7 -3.1 4427 SHPIX 02/11/08 04/30/08 79 -3.8 4261 IWM 04/30/08 05/07/08 7 0.2 4270 SHPIX 05/07/08 06/30/08 54 3.1 4404 IWM 06/30/08 Holding 37 5.1 4630 LastValue 4630, AnnRet 32.6%, Mdd 20.8% on 03/29/07 Fund Index ---- ----- Trades 62 61 Winning trades 47 34 Days held 787 1196 Total %return 216.5 46.3 Annual %return 70.5 12.3 Buy-hold annual %return 15.0 -12.9