Performance Report - 08/06/08 **************************** Long Position (Fund) : RYMKX Short Position (Index): RYVNX =========================================================== Signal Pair Trade history of RYMKX/RYVNX using FST 08/06/08 =========================================================== Fund = RYMKX Index = RYVNX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYMKX 03/03/03 03/19/03 16 3.9 1039 RYVNX 03/19/03 03/31/03 12 10.3 1146 RYMKX 03/31/03 04/08/03 8 4.0 1192 RYVNX 04/08/03 04/16/03 8 -1.9 1169 RYMKX 04/16/03 04/30/03 14 9.0 1274 RYVNX 04/30/03 05/08/03 8 -2.6 1241 RYMKX 05/08/03 05/16/03 8 3.0 1279 RYVNX 05/16/03 05/27/03 11 -4.0 1228 RYMKX 05/27/03 06/04/03 8 8.5 1332 RYVNX 06/04/03 06/12/03 8 -1.0 1319 RYMKX 06/12/03 06/20/03 8 -2.1 1291 RYVNX 06/20/03 06/30/03 10 3.4 1334 RYMKX 06/30/03 07/09/03 9 9.7 1464 RYVNX 07/09/03 07/21/03 12 8.5 1588 RYMKX 07/21/03 08/01/03 11 2.9 1634 RYVNX 08/01/03 08/11/03 10 6.5 1740 RYMKX 08/11/03 08/19/03 8 9.3 1902 RYVNX 08/19/03 08/27/03 8 -3.0 1846 RYMKX 08/27/03 09/05/03 9 5.2 1942 RYVNX 09/05/03 09/15/03 10 1.7 1975 RYMKX 09/15/03 09/23/03 8 3.5 2045 RYVNX 09/23/03 10/01/03 8 7.2 2193 RYMKX 10/01/03 10/10/03 9 5.5 2312 RYVNX 10/10/03 10/21/03 11 -2.8 2248 RYMKX 10/21/03 11/07/03 17 5.1 2363 RYVNX 11/07/03 11/19/03 12 8.0 2552 RYMKX 11/19/03 11/28/03 9 6.1 2708 RYVNX 11/28/03 12/11/03 13 0.6 2723 RYMKX 12/11/03 12/24/03 13 3.0 2805 RYVNX 12/24/03 01/05/04 12 -7.1 2604 RYMKX 01/05/04 01/27/04 22 7.4 2797 RYVNX 01/27/04 02/04/04 8 7.7 3011 RYMKX 02/04/04 02/12/04 8 7.6 3241 RYVNX 02/12/04 02/24/04 12 5.2 3411 RYMKX 02/24/04 03/03/04 8 4.9 3577 RYVNX 03/03/04 03/11/04 8 9.0 3900 RYMKX 03/11/04 03/19/04 8 0.4 3916 RYVNX 03/19/04 03/29/04 10 -6.3 3669 RYMKX 03/29/04 04/06/04 8 4.0 3816 RYVNX 04/06/04 04/19/04 13 2.6 3913 RYMKX 04/19/04 04/27/04 8 0.9 3948 RYVNX 04/27/04 05/11/04 14 7.9 4259 RYMKX 05/11/04 05/26/04 15 5.1 4477 RYVNX 05/26/04 06/16/04 21 -3.9 4301 RYMKX 06/16/04 06/28/04 12 4.2 4483 RYVNX 06/28/04 07/09/04 11 7.1 4803 RYMKX 07/09/04 07/19/04 10 -2.4 4686 RYVNX 07/19/04 07/27/04 8 0.3 4697 RYMKX 07/27/04 08/04/04 8 -1.0 4649 RYVNX 08/04/04 08/17/04 13 6.0 4927 RYMKX 08/17/04 08/26/04 9 5.0 5176 RYVNX 08/26/04 09/03/04 8 1.6 5259 RYMKX 09/03/04 09/14/04 11 4.4 5489 RYVNX 09/14/04 09/27/04 13 7.0 5872 RYMKX 09/27/04 10/05/04 8 8.0 6343 RYVNX 10/05/04 10/13/04 8 3.7 6580 RYMKX 10/13/04 11/16/04 34 12.7 7412 RYVNX 11/16/04 11/24/04 8 -4.4 7083 RYMKX 11/24/04 12/29/04 35 5.7 7483 RYVNX 12/29/04 01/06/05 8 8.8 8143 RYMKX 01/06/05 01/14/05 8 -0.8 8079 RYVNX 01/14/05 01/25/05 11 9.5 8845 RYMKX 01/25/05 02/02/05 8 6.6 9425 RYVNX 02/02/05 02/23/05 21 3.5 9754 RYMKX 02/23/05 03/03/05 8 4.3 10175 RYVNX 03/03/05 03/17/05 14 3.3 10508 RYMKX 03/17/05 03/28/05 11 -2.3 10269 RYVNX 03/28/05 04/06/05 9 -1.0 10167 RYMKX 04/06/05 04/14/05 8 -5.8 9579 RYVNX 04/14/05 04/26/05 12 2.5 9822 RYMKX 04/26/05 05/10/05 14 2.1 10024 RYVNX 05/10/05 05/18/05 8 -7.7 9254 RYMKX 05/18/05 05/27/05 9 2.1 9451 RYVNX 05/27/05 06/07/05 11 2.4 9681 RYMKX 06/07/05 06/17/05 10 4.9 10159 RYVNX 06/17/05 06/27/05 10 6.1 10778 RYMKX 06/27/05 07/12/05 15 10.1 11864 RYVNX 07/12/05 07/29/05 17 -5.9 11164 RYMKX 07/29/05 08/10/05 12 -4.4 10675 RYVNX 08/10/05 08/22/05 12 1.3 10818 RYMKX 08/22/05 08/31/05 9 1.9 11021 RYVNX 08/31/05 09/09/05 9 -3.0 10686 RYMKX 09/09/05 09/20/05 11 -4.0 10254 RYVNX 09/20/05 10/07/05 17 3.2 10578 RYMKX 10/07/05 11/03/05 27 3.7 10965 RYVNX 11/03/05 11/30/05 27 -5.7 10335 RYMKX 11/30/05 12/28/05 28 0.4 10381 RYVNX 12/28/05 02/06/06 40 1.3 10512 RYMKX 02/06/06 02/16/06 10 0.5 10561 RYVNX 02/16/06 03/10/06 22 5.4 11127 RYMKX 03/10/06 03/20/06 10 4.0 11577 RYVNX 03/20/06 05/12/06 53 7.7 12470 RYMKX 05/12/06 05/30/06 18 -6.8 11619 RYVNX 05/30/06 06/12/06 13 6.9 12423 RYMKX 06/12/06 06/19/06 7 -0.2 12403 RYVNX 06/19/06 07/14/06 25 12.1 13900 RYMKX 07/14/06 07/26/06 12 2.5 14249 RYVNX 07/26/06 12/22/06 149 -25.5 10621 RYMKX 12/22/06 01/05/07 14 -0.9 10521 RYVNX 01/05/07 01/24/07 19 -1.6 10357 RYMKX 01/24/07 01/31/07 7 1.1 10469 RYVNX 01/31/07 02/28/07 28 3.7 10859 RYMKX 02/28/07 03/16/07 16 -2.5 10589 RYVNX 03/16/07 03/23/07 7 -5.5 10003 RYMKX 03/23/07 05/09/07 47 4.8 10484 RYVNX 05/09/07 06/29/07 51 -1.8 10295 RYMKX 06/29/07 07/09/07 10 3.7 10677 RYVNX 07/09/07 07/27/07 18 3.7 11066 RYMKX 07/27/07 08/20/07 24 1.4 11219 RYVNX 08/20/07 10/08/07 49 -23.2 8616 RYMKX 10/08/07 10/15/07 7 -2.0 8441 RYVNX 10/15/07 11/21/07 37 14.4 9654 RYMKX 11/21/07 11/27/07 6 0.6 9711 RYVNX 11/27/07 12/21/07 24 -7.8 8957 RYMKX 12/21/07 12/27/07 6 -2.3 8748 RYVNX 12/27/07 01/23/08 27 37.6 12038 RYMKX 01/23/08 01/28/08 5 1.9 12270 RYVNX 01/28/08 02/04/08 7 -2.6 11954 RYMKX 02/04/08 02/11/08 7 -4.7 11394 RYVNX 02/11/08 04/30/08 79 -15.9 9578 RYMKX 04/30/08 05/07/08 7 0.1 9591 RYVNX 05/07/08 06/30/08 54 11.0 10641 RYMKX 06/30/08 Holding 37 7.0 11390 LastValue 11390, AnnRet 56.4%, Mdd 46.0% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 47 38 Days held 787 1196 Total %return 410.8 123.0 Annual %return 112.8 27.7 Buy-hold annual %return 18.4 -24.4