Performance Report - 08/06/08 **************************** Long Position (Fund) : RYOCX Short Position (Index): RYAIX =========================================================== Signal Pair Trade history of RYOCX/RYAIX using FST 08/06/08 =========================================================== Fund = RYOCX Index = RYAIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYOCX 03/03/03 03/19/03 16 8.5 1085 RYAIX 03/19/03 03/31/03 12 5.2 1142 RYOCX 03/31/03 04/08/03 8 2.6 1171 RYAIX 04/08/03 04/16/03 8 -0.9 1161 RYOCX 04/16/03 04/30/03 14 4.8 1217 RYAIX 04/30/03 05/08/03 8 -1.2 1201 RYOCX 05/08/03 05/16/03 8 3.1 1239 RYAIX 05/16/03 05/27/03 11 -1.8 1216 RYOCX 05/27/03 06/04/03 8 4.5 1271 RYAIX 06/04/03 06/12/03 8 -0.4 1265 RYOCX 06/12/03 06/20/03 8 -0.6 1258 RYAIX 06/20/03 06/30/03 10 1.7 1280 RYOCX 06/30/03 07/09/03 9 7.6 1378 RYAIX 07/09/03 07/21/03 12 4.2 1436 RYOCX 07/21/03 08/01/03 11 1.9 1463 RYAIX 08/01/03 08/11/03 10 3.2 1510 RYOCX 08/11/03 08/19/03 8 6.3 1606 RYAIX 08/19/03 08/27/03 8 -1.5 1582 RYOCX 08/27/03 09/05/03 9 2.9 1628 RYAIX 09/05/03 09/15/03 10 0.9 1643 RYOCX 09/15/03 09/23/03 8 2.8 1689 RYAIX 09/23/03 10/01/03 8 3.6 1751 RYOCX 10/01/03 10/10/03 9 5.1 1840 RYAIX 10/10/03 10/21/03 11 -1.3 1816 RYOCX 10/21/03 11/07/03 17 0.9 1833 RYAIX 11/07/03 11/19/03 12 4.1 1908 RYOCX 11/19/03 11/28/03 9 3.4 1973 RYAIX 11/28/03 12/11/03 13 0.4 1981 RYOCX 12/11/03 12/24/03 13 1.8 2016 RYAIX 12/24/03 01/05/04 12 -3.6 1942 RYOCX 01/05/04 01/27/04 22 1.7 1975 RYAIX 01/27/04 02/04/04 8 3.8 2049 RYOCX 02/04/04 02/12/04 8 2.7 2105 RYAIX 02/12/04 02/24/04 12 2.7 2161 RYOCX 02/24/04 03/03/04 8 0.3 2168 RYAIX 03/03/04 03/11/04 8 4.4 2264 RYOCX 03/11/04 03/19/04 8 -0.3 2257 RYAIX 03/19/04 03/29/04 10 -3.2 2185 RYOCX 03/29/04 04/06/04 8 3.4 2259 RYAIX 04/06/04 04/19/04 13 1.3 2288 RYOCX 04/19/04 04/27/04 8 0.5 2299 RYAIX 04/27/04 05/11/04 14 3.9 2389 RYOCX 05/11/04 05/26/04 15 2.1 2439 RYAIX 05/26/04 06/16/04 21 -1.9 2393 RYOCX 06/16/04 06/28/04 12 0.9 2415 RYAIX 06/28/04 07/09/04 11 3.6 2502 RYOCX 07/09/04 07/19/04 10 -3.0 2427 RYAIX 07/19/04 07/27/04 8 0.2 2432 RYOCX 07/27/04 08/04/04 8 -1.0 2409 RYAIX 08/04/04 08/17/04 13 3.1 2483 RYOCX 08/17/04 08/26/04 9 3.7 2574 RYAIX 08/26/04 09/03/04 8 0.8 2596 RYOCX 09/03/04 09/14/04 11 4.4 2711 RYAIX 09/14/04 09/27/04 13 3.5 2805 RYOCX 09/27/04 10/05/04 8 5.4 2956 RYAIX 10/05/04 10/13/04 8 1.9 3011 RYOCX 10/13/04 11/16/04 34 8.2 3259 RYAIX 11/16/04 11/24/04 8 -2.2 3188 RYOCX 11/24/04 12/29/04 35 2.8 3278 RYAIX 12/29/04 01/06/05 8 4.3 3420 RYOCX 01/06/05 01/14/05 8 0.3 3430 RYAIX 01/14/05 01/25/05 11 4.7 3590 RYOCX 01/25/05 02/02/05 8 2.4 3677 RYAIX 02/02/05 02/23/05 21 1.8 3744 RYOCX 02/23/05 03/03/05 8 0.9 3778 RYAIX 03/03/05 03/17/05 14 1.7 3844 RYOCX 03/17/05 03/28/05 11 -1.0 3805 RYAIX 03/28/05 04/06/05 9 -0.4 3788 RYOCX 04/06/05 04/14/05 8 -2.7 3685 RYAIX 04/14/05 04/26/05 12 1.4 3737 RYOCX 04/26/05 05/10/05 14 2.2 3819 RYAIX 05/10/05 05/18/05 8 -3.9 3670 RYOCX 05/18/05 05/27/05 9 2.8 3771 RYAIX 05/27/05 06/07/05 11 1.3 3819 RYOCX 06/07/05 06/17/05 10 0.4 3834 RYAIX 06/17/05 06/27/05 10 3.0 3950 RYOCX 06/27/05 07/12/05 15 4.0 4107 RYAIX 07/12/05 07/29/05 17 -2.9 3987 RYOCX 07/29/05 08/10/05 12 -1.3 3935 RYAIX 08/10/05 08/22/05 12 0.7 3964 RYOCX 08/22/05 08/31/05 9 0.4 3979 RYAIX 08/31/05 09/09/05 9 -1.5 3921 RYOCX 09/09/05 09/20/05 11 -1.8 3852 RYAIX 09/20/05 10/07/05 17 1.7 3916 RYOCX 10/07/05 11/03/05 27 4.0 4074 RYAIX 11/03/05 11/30/05 27 -2.8 3960 RYOCX 11/30/05 12/28/05 28 -0.1 3954 RYAIX 12/28/05 02/06/06 40 1.0 3992 RYOCX 02/06/06 02/16/06 10 1.8 4064 RYAIX 02/16/06 03/10/06 22 2.8 4178 RYOCX 03/10/06 03/20/06 10 2.3 4272 RYAIX 03/20/06 05/12/06 53 4.2 4452 RYOCX 05/12/06 05/30/06 18 -3.9 4280 RYAIX 05/30/06 06/12/06 13 3.5 4429 RYOCX 06/12/06 06/19/06 7 1.9 4512 RYAIX 06/19/06 07/14/06 25 6.3 4797 RYOCX 07/14/06 07/26/06 12 1.9 4886 RYAIX 07/26/06 12/22/06 149 -12.6 4268 RYOCX 12/22/06 01/05/07 14 2.1 4357 RYAIX 01/05/07 01/24/07 19 -0.7 4328 RYOCX 01/24/07 01/31/07 7 -0.8 4295 RYAIX 01/31/07 02/28/07 28 2.1 4386 RYOCX 02/28/07 03/16/07 16 -1.1 4338 RYAIX 03/16/07 03/23/07 7 -2.8 4217 RYOCX 03/23/07 05/09/07 47 6.0 4468 RYAIX 05/09/07 06/29/07 51 -0.5 4446 RYOCX 06/29/07 07/09/07 10 2.7 4567 RYAIX 07/09/07 07/27/07 18 2.0 4660 RYOCX 07/27/07 08/20/07 24 -3.1 4517 RYAIX 08/20/07 10/08/07 49 -11.9 3978 RYOCX 10/08/07 10/15/07 7 -0.1 3973 RYAIX 10/15/07 11/21/07 37 7.5 4269 RYOCX 11/21/07 11/27/07 6 1.3 4324 RYAIX 11/27/07 12/21/07 24 -3.7 4162 RYOCX 12/21/07 12/27/07 6 -0.3 4150 RYAIX 12/27/07 01/23/08 27 17.7 4883 RYOCX 01/23/08 01/28/08 5 0.7 4916 RYAIX 01/28/08 02/04/08 7 -1.3 4853 RYOCX 02/04/08 02/11/08 7 -2.1 4753 RYAIX 02/11/08 04/30/08 79 -7.3 4409 RYOCX 04/30/08 05/07/08 7 1.7 4485 RYAIX 05/07/08 06/30/08 54 5.7 4740 RYOCX 06/30/08 Holding 37 3.5 4908 LastValue 4908, AnnRet 34.0%, Mdd 22.0% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 46 38 Days held 787 1196 Total %return 198.4 64.5 Annual %return 65.9 16.4 Buy-hold annual %return 12.0 -10.6