Performance Report - 08/06/08 **************************** Long Position (Fund) : RYMDX Short Position (Index): RYAIX =========================================================== Signal Pair Trade history of RYMDX/RYAIX using FST 08/06/08 =========================================================== Fund = RYMDX Index = RYAIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYMDX 03/03/03 03/19/03 16 1.9 1019 RYAIX 03/19/03 03/31/03 12 5.2 1072 RYMDX 03/31/03 04/08/03 8 1.7 1091 RYAIX 04/08/03 04/16/03 8 -0.9 1081 RYMDX 04/16/03 04/30/03 14 7.9 1167 RYAIX 04/30/03 05/08/03 8 -1.2 1152 RYMDX 05/08/03 05/16/03 8 2.9 1186 RYAIX 05/16/03 05/27/03 11 -1.8 1164 RYMDX 05/27/03 06/04/03 8 6.5 1240 RYAIX 06/04/03 06/12/03 8 -0.4 1235 RYMDX 06/12/03 06/20/03 8 -1.4 1217 RYAIX 06/20/03 06/30/03 10 1.7 1239 RYMDX 06/30/03 07/09/03 9 6.1 1315 RYAIX 07/09/03 07/21/03 12 4.2 1370 RYMDX 07/21/03 08/01/03 11 1.1 1385 RYAIX 08/01/03 08/11/03 10 3.2 1430 RYMDX 08/11/03 08/19/03 8 6.3 1520 RYAIX 08/19/03 08/27/03 8 -1.5 1498 RYMDX 08/27/03 09/05/03 9 4.2 1561 RYAIX 09/05/03 09/15/03 10 0.9 1575 RYMDX 09/15/03 09/23/03 8 2.8 1618 RYAIX 09/23/03 10/01/03 8 3.6 1677 RYMDX 10/01/03 10/10/03 9 4.3 1749 RYAIX 10/10/03 10/21/03 11 -1.3 1726 RYMDX 10/21/03 11/07/03 17 5.2 1816 RYAIX 11/07/03 11/19/03 12 4.1 1890 RYMDX 11/19/03 11/28/03 9 5.0 1984 RYAIX 11/28/03 12/11/03 13 0.4 1991 RYMDX 12/11/03 12/24/03 13 2.0 2032 RYAIX 12/24/03 01/05/04 12 -3.6 1958 RYMDX 01/05/04 01/27/04 22 4.5 2045 RYAIX 01/27/04 02/04/04 8 3.8 2122 RYMDX 02/04/04 02/12/04 8 6.2 2253 RYAIX 02/12/04 02/24/04 12 2.7 2313 RYMDX 02/24/04 03/03/04 8 4.7 2423 RYAIX 03/03/04 03/11/04 8 4.4 2530 RYMDX 03/11/04 03/19/04 8 0.2 2536 RYAIX 03/19/04 03/29/04 10 -3.2 2455 RYMDX 03/29/04 04/06/04 8 3.9 2552 RYAIX 04/06/04 04/19/04 13 1.3 2585 RYMDX 04/19/04 04/27/04 8 0.9 2609 RYAIX 04/27/04 05/11/04 14 3.9 2711 RYMDX 05/11/04 05/26/04 15 4.3 2829 RYAIX 05/26/04 06/16/04 21 -1.9 2776 RYMDX 06/16/04 06/28/04 12 1.2 2808 RYAIX 06/28/04 07/09/04 11 3.6 2909 RYMDX 07/09/04 07/19/04 10 -1.0 2879 RYAIX 07/19/04 07/27/04 8 0.2 2885 RYMDX 07/27/04 08/04/04 8 -1.0 2857 RYAIX 08/04/04 08/17/04 13 3.1 2945 RYMDX 08/17/04 08/26/04 9 4.0 3063 RYAIX 08/26/04 09/03/04 8 0.8 3089 RYMDX 09/03/04 09/14/04 11 2.1 3153 RYAIX 09/14/04 09/27/04 13 3.5 3262 RYMDX 09/27/04 10/05/04 8 5.1 3428 RYAIX 10/05/04 10/13/04 8 1.9 3493 RYMDX 10/13/04 11/16/04 34 11.2 3885 RYAIX 11/16/04 11/24/04 8 -2.2 3800 RYMDX 11/24/04 12/29/04 35 5.0 3989 RYAIX 12/29/04 01/06/05 8 4.3 4162 RYMDX 01/06/05 01/14/05 8 0.7 4191 RYAIX 01/14/05 01/25/05 11 4.7 4387 RYMDX 01/25/05 02/02/05 8 5.5 4628 RYAIX 02/02/05 02/23/05 21 1.8 4714 RYMDX 02/23/05 03/03/05 8 4.3 4914 RYAIX 03/03/05 03/17/05 14 1.7 5000 RYMDX 03/17/05 03/28/05 11 -2.2 4892 RYAIX 03/28/05 04/06/05 9 -0.4 4870 RYMDX 04/06/05 04/14/05 8 -5.2 4615 RYAIX 04/14/05 04/26/05 12 1.4 4678 RYMDX 04/26/05 05/10/05 14 2.6 4799 RYAIX 05/10/05 05/18/05 8 -3.9 4612 RYMDX 05/18/05 05/27/05 9 2.2 4715 RYAIX 05/27/05 06/07/05 11 1.3 4776 RYMDX 06/07/05 06/17/05 10 3.5 4943 RYAIX 06/17/05 06/27/05 10 3.0 5093 RYMDX 06/27/05 07/12/05 15 7.4 5471 RYAIX 07/12/05 07/29/05 17 -2.9 5310 RYMDX 07/29/05 08/10/05 12 -2.4 5183 RYAIX 08/10/05 08/22/05 12 0.7 5221 RYMDX 08/22/05 08/31/05 9 1.3 5289 RYAIX 08/31/05 09/09/05 9 -1.5 5211 RYMDX 09/09/05 09/20/05 11 -3.4 5035 RYAIX 09/20/05 10/07/05 17 1.7 5119 RYMDX 10/07/05 11/03/05 27 4.5 5348 RYAIX 11/03/05 11/30/05 27 -2.8 5198 RYMDX 11/30/05 12/28/05 28 1.7 5283 RYAIX 12/28/05 02/06/06 40 1.0 5334 RYMDX 02/06/06 02/16/06 10 0.1 5337 RYAIX 02/16/06 03/10/06 22 2.8 5485 RYMDX 03/10/06 03/20/06 10 3.1 5656 RYAIX 03/20/06 05/12/06 53 4.2 5893 RYMDX 05/12/06 05/30/06 18 -6.8 5491 RYAIX 05/30/06 06/12/06 13 3.5 5682 RYMDX 06/12/06 06/19/06 7 -0.0 5681 RYAIX 06/19/06 07/14/06 25 6.3 6039 RYMDX 07/14/06 07/26/06 12 1.8 6146 RYAIX 07/26/06 12/22/06 149 -12.6 5370 RYMDX 12/22/06 01/05/07 14 -0.4 5351 RYAIX 01/05/07 01/24/07 19 -0.7 5315 RYMDX 01/24/07 01/31/07 7 1.0 5368 RYAIX 01/31/07 02/28/07 28 2.1 5482 RYMDX 02/28/07 03/16/07 16 -2.7 5334 RYAIX 03/16/07 03/23/07 7 -2.8 5186 RYMDX 03/23/07 05/09/07 47 7.3 5567 RYAIX 05/09/07 06/29/07 51 -0.5 5540 RYMDX 06/29/07 07/09/07 10 3.6 5739 RYAIX 07/09/07 07/27/07 18 2.0 5855 RYMDX 07/27/07 08/20/07 24 -4.6 5584 RYAIX 08/20/07 10/08/07 49 -11.9 4918 RYMDX 10/08/07 10/15/07 7 -0.8 4880 RYAIX 10/15/07 11/21/07 37 7.5 5245 RYMDX 11/21/07 11/27/07 6 1.1 5300 RYAIX 11/27/07 12/21/07 24 -3.7 5102 RYMDX 12/21/07 12/27/07 6 -1.2 5042 RYAIX 12/27/07 01/23/08 27 17.7 5932 RYMDX 01/23/08 01/28/08 5 3.5 6140 RYAIX 01/28/08 02/04/08 7 -1.3 6062 RYMDX 02/04/08 02/11/08 7 -3.6 5846 RYAIX 02/11/08 04/30/08 79 -7.3 5422 RYMDX 04/30/08 05/07/08 7 1.4 5497 RYAIX 05/07/08 06/30/08 54 5.7 5810 RYMDX 06/30/08 Holding 37 -2.5 5666 LastValue 5666, AnnRet 37.6%, Mdd 24.0% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 46 38 Days held 787 1196 Total %return 244.5 64.5 Annual %return 77.3 16.4 Buy-hold annual %return 16.9 -10.6