Performance Report - 08/06/08 **************************** Long Position (Fund) : QQQQ Short Position (Index): SOPIX ========================================================== Signal Pair Trade history of QQQQ/SOPIX using FST 08/06/08 ========================================================== Fund = QQQQ Index = SOPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- QQQQ 03/03/03 03/19/03 16 8.3 1083 SOPIX 03/19/03 03/31/03 12 5.3 1141 QQQQ 03/31/03 04/08/03 8 3.2 1177 SOPIX 04/08/03 04/16/03 8 -1.0 1166 QQQQ 04/16/03 04/30/03 14 4.7 1220 SOPIX 04/30/03 05/08/03 8 -1.3 1205 QQQQ 05/08/03 05/16/03 8 3.3 1245 SOPIX 05/16/03 05/27/03 11 -1.8 1222 QQQQ 05/27/03 06/04/03 8 4.5 1278 SOPIX 06/04/03 06/12/03 8 -0.5 1272 QQQQ 06/12/03 06/20/03 8 -0.9 1261 SOPIX 06/20/03 06/30/03 10 1.6 1281 QQQQ 06/30/03 07/09/03 9 7.5 1377 SOPIX 07/09/03 07/21/03 12 4.1 1434 QQQQ 07/21/03 08/01/03 11 1.9 1460 SOPIX 08/01/03 08/11/03 10 3.0 1504 QQQQ 08/11/03 08/19/03 8 6.5 1602 SOPIX 08/19/03 08/27/03 8 -1.5 1578 QQQQ 08/27/03 09/05/03 9 3.5 1633 SOPIX 09/05/03 09/15/03 10 1.0 1648 QQQQ 09/15/03 09/23/03 8 3.1 1699 SOPIX 09/23/03 10/01/03 8 3.8 1764 QQQQ 10/01/03 10/10/03 9 5.6 1863 SOPIX 10/10/03 10/21/03 11 -1.3 1838 QQQQ 10/21/03 11/07/03 17 1.1 1858 SOPIX 11/07/03 11/19/03 12 4.0 1932 QQQQ 11/19/03 11/28/03 9 3.4 1999 SOPIX 11/28/03 12/11/03 13 0.3 2004 QQQQ 12/11/03 12/24/03 13 1.7 2039 SOPIX 12/24/03 01/05/04 12 -3.7 1964 QQQQ 01/05/04 01/27/04 22 1.8 1998 SOPIX 01/27/04 02/04/04 8 3.8 2074 QQQQ 02/04/04 02/12/04 8 2.5 2126 SOPIX 02/12/04 02/24/04 12 2.6 2182 QQQQ 02/24/04 03/03/04 8 0.2 2185 SOPIX 03/03/04 03/11/04 8 4.3 2280 QQQQ 03/11/04 03/19/04 8 -0.3 2272 SOPIX 03/19/04 03/29/04 10 -3.1 2200 QQQQ 03/29/04 04/06/04 8 3.3 2274 SOPIX 04/06/04 04/19/04 13 1.4 2305 QQQQ 04/19/04 04/27/04 8 0.9 2326 SOPIX 04/27/04 05/11/04 14 4.1 2421 QQQQ 05/11/04 05/26/04 15 2.8 2489 SOPIX 05/26/04 06/16/04 21 -1.9 2442 QQQQ 06/16/04 06/28/04 12 0.8 2461 SOPIX 06/28/04 07/09/04 11 3.7 2552 QQQQ 07/09/04 07/19/04 10 -3.2 2469 SOPIX 07/19/04 07/27/04 8 0.3 2477 QQQQ 07/27/04 08/04/04 8 -0.8 2457 SOPIX 08/04/04 08/17/04 13 3.1 2532 QQQQ 08/17/04 08/26/04 9 3.4 2619 SOPIX 08/26/04 09/03/04 8 0.8 2641 QQQQ 09/03/04 09/14/04 11 4.4 2756 SOPIX 09/14/04 09/27/04 13 3.5 2852 QQQQ 09/27/04 10/05/04 8 5.4 3006 SOPIX 10/05/04 10/13/04 8 1.9 3063 QQQQ 10/13/04 11/16/04 34 8.4 3319 SOPIX 11/16/04 11/24/04 8 -2.1 3249 QQQQ 11/24/04 12/29/04 35 2.7 3338 SOPIX 12/29/04 01/06/05 8 4.3 3483 QQQQ 01/06/05 01/14/05 8 0.2 3491 SOPIX 01/14/05 01/25/05 11 4.8 3660 QQQQ 01/25/05 02/02/05 8 2.4 3747 SOPIX 02/02/05 02/23/05 21 1.8 3813 QQQQ 02/23/05 03/03/05 8 1.0 3850 SOPIX 03/03/05 03/17/05 14 1.7 3917 QQQQ 03/17/05 03/28/05 11 -1.0 3878 SOPIX 03/28/05 04/06/05 9 -0.4 3861 QQQQ 04/06/05 04/14/05 8 -2.6 3760 SOPIX 04/14/05 04/26/05 12 1.4 3814 QQQQ 04/26/05 05/10/05 14 2.0 3891 SOPIX 05/10/05 05/18/05 8 -3.9 3739 QQQQ 05/18/05 05/27/05 9 2.7 3840 SOPIX 05/27/05 06/07/05 11 1.3 3889 QQQQ 06/07/05 06/17/05 10 0.3 3901 SOPIX 06/17/05 06/27/05 10 3.1 4021 QQQQ 06/27/05 07/12/05 15 4.1 4185 SOPIX 07/12/05 07/29/05 17 -3.0 4061 QQQQ 07/29/05 08/10/05 12 -1.2 4014 SOPIX 08/10/05 08/22/05 12 0.7 4043 QQQQ 08/22/05 08/31/05 9 0.4 4058 SOPIX 08/31/05 09/09/05 9 -1.5 3997 QQQQ 09/09/05 09/20/05 11 -1.7 3928 SOPIX 09/20/05 10/07/05 17 1.7 3995 QQQQ 10/07/05 11/03/05 27 4.2 4162 SOPIX 11/03/05 11/30/05 27 -2.7 4048 QQQQ 11/30/05 12/28/05 28 -0.4 4033 SOPIX 12/28/05 02/06/06 40 0.9 4069 QQQQ 02/06/06 02/16/06 10 1.8 4142 SOPIX 02/16/06 03/10/06 22 2.8 4257 QQQQ 03/10/06 03/20/06 10 2.5 4364 SOPIX 03/20/06 05/12/06 53 4.3 4550 QQQQ 05/12/06 05/30/06 18 -3.9 4374 SOPIX 05/30/06 06/12/06 13 3.4 4523 QQQQ 06/12/06 06/19/06 7 1.8 4603 SOPIX 06/19/06 07/14/06 25 6.1 4884 QQQQ 07/14/06 07/26/06 12 1.8 4972 SOPIX 07/26/06 12/22/06 149 -12.7 4339 QQQQ 12/22/06 01/05/07 14 2.1 4432 SOPIX 01/05/07 01/24/07 19 -0.6 4404 QQQQ 01/24/07 01/31/07 7 -0.5 4381 SOPIX 01/31/07 02/28/07 28 2.1 4474 QQQQ 02/28/07 03/16/07 16 -1.1 4425 SOPIX 03/16/07 03/23/07 7 -2.8 4299 QQQQ 03/23/07 05/09/07 47 6.1 4563 SOPIX 05/09/07 06/29/07 51 -0.6 4538 QQQQ 06/29/07 07/09/07 10 2.7 4661 SOPIX 07/09/07 07/27/07 18 2.0 4753 QQQQ 07/27/07 08/20/07 24 -3.0 4608 SOPIX 08/20/07 10/08/07 49 -11.9 4061 QQQQ 10/08/07 10/15/07 7 -0.1 4058 SOPIX 10/15/07 11/21/07 37 7.5 4363 QQQQ 11/21/07 11/27/07 6 1.3 4420 SOPIX 11/27/07 12/21/07 24 -3.7 4256 QQQQ 12/21/07 12/27/07 6 0.2 4262 SOPIX 12/27/07 01/23/08 27 17.6 5011 QQQQ 01/23/08 01/28/08 5 0.7 5046 SOPIX 01/28/08 02/04/08 7 -1.3 4983 QQQQ 02/04/08 02/11/08 7 -2.0 4886 SOPIX 02/11/08 04/30/08 79 -7.4 4524 QQQQ 04/30/08 05/07/08 7 1.8 4604 SOPIX 05/07/08 06/30/08 54 5.6 4862 QQQQ 06/30/08 Holding 37 3.2 5019 LastValue 5019, AnnRet 34.6%, Mdd 21.6% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 47 38 Days held 787 1196 Total %return 207.6 63.2 Annual %return 68.3 16.1 Buy-hold annual %return 12.9 -10.8