Performance Report - 08/06/08 **************************** Long Position (Fund) : RYVYX Short Position (Index): RYVNX =========================================================== Signal Pair Trade history of RYVYX/RYVNX using FST 08/06/08 =========================================================== Fund = RYVYX Index = RYVNX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYVYX 03/03/03 03/19/03 16 16.7 1167 RYVNX 03/19/03 03/31/03 12 10.3 1287 RYVYX 03/31/03 04/08/03 8 5.1 1353 RYVNX 04/08/03 04/16/03 8 -1.9 1327 RYVYX 04/16/03 04/30/03 14 9.4 1452 RYVNX 04/30/03 05/08/03 8 -2.6 1414 RYVYX 05/08/03 05/16/03 8 6.3 1503 RYVNX 05/16/03 05/27/03 11 -4.0 1443 RYVYX 05/27/03 06/04/03 8 9.0 1573 RYVNX 06/04/03 06/12/03 8 -1.0 1557 RYVYX 06/12/03 06/20/03 8 -1.2 1538 RYVNX 06/20/03 06/30/03 10 3.4 1590 RYVYX 06/30/03 07/09/03 9 15.7 1840 RYVNX 07/09/03 07/21/03 12 8.5 1997 RYVYX 07/21/03 08/01/03 11 3.6 2069 RYVNX 08/01/03 08/11/03 10 6.5 2203 RYVYX 08/11/03 08/19/03 8 12.8 2485 RYVNX 08/19/03 08/27/03 8 -3.0 2411 RYVYX 08/27/03 09/05/03 9 6.2 2559 RYVNX 09/05/03 09/15/03 10 1.7 2602 RYVYX 09/15/03 09/23/03 8 5.6 2748 RYVNX 09/23/03 10/01/03 8 7.2 2946 RYVYX 10/01/03 10/10/03 9 10.5 3256 RYVNX 10/10/03 10/21/03 11 -2.8 3166 RYVYX 10/21/03 11/07/03 17 1.7 3219 RYVNX 11/07/03 11/19/03 12 8.0 3476 RYVYX 11/19/03 11/28/03 9 6.6 3705 RYVNX 11/28/03 12/11/03 13 0.6 3726 RYVYX 12/11/03 12/24/03 13 3.5 3858 RYVNX 12/24/03 01/05/04 12 -7.1 3583 RYVYX 01/05/04 01/27/04 22 2.9 3686 RYVNX 01/27/04 02/04/04 8 7.7 3968 RYVYX 02/04/04 02/12/04 8 5.2 4173 RYVNX 02/12/04 02/24/04 12 5.2 4392 RYVYX 02/24/04 03/03/04 8 0.5 4412 RYVNX 03/03/04 03/11/04 8 9.0 4811 RYVYX 03/11/04 03/19/04 8 -0.8 4773 RYVNX 03/19/04 03/29/04 10 -6.3 4472 RYVYX 03/29/04 04/06/04 8 7.0 4788 RYVNX 04/06/04 04/19/04 13 2.6 4910 RYVYX 04/19/04 04/27/04 8 0.7 4943 RYVNX 04/27/04 05/11/04 14 7.9 5331 RYVYX 05/11/04 05/26/04 15 4.3 5560 RYVNX 05/26/04 06/16/04 21 -3.9 5342 RYVYX 06/16/04 06/28/04 12 1.5 5424 RYVNX 06/28/04 07/09/04 11 7.1 5811 RYVYX 07/09/04 07/19/04 10 -6.0 5461 RYVNX 07/19/04 07/27/04 8 0.3 5475 RYVYX 07/27/04 08/04/04 8 -1.9 5373 RYVNX 08/04/04 08/17/04 13 6.0 5695 RYVYX 08/17/04 08/26/04 9 7.2 6107 RYVNX 08/26/04 09/03/04 8 1.6 6205 RYVYX 09/03/04 09/14/04 11 9.2 6775 RYVNX 09/14/04 09/27/04 13 7.0 7247 RYVYX 09/27/04 10/05/04 8 11.1 8052 RYVNX 10/05/04 10/13/04 8 3.7 8352 RYVYX 10/13/04 11/16/04 34 15.9 9684 RYVNX 11/16/04 11/24/04 8 -4.4 9253 RYVYX 11/24/04 12/29/04 35 5.0 9713 RYVNX 12/29/04 01/06/05 8 8.8 10570 RYVYX 01/06/05 01/14/05 8 0.3 10605 RYVNX 01/14/05 01/25/05 11 9.5 11610 RYVYX 01/25/05 02/02/05 8 4.6 12139 RYVNX 02/02/05 02/23/05 21 3.5 12563 RYVYX 02/23/05 03/03/05 8 1.9 12798 RYVNX 03/03/05 03/17/05 14 3.3 13217 RYVYX 03/17/05 03/28/05 11 -2.1 12937 RYVNX 03/28/05 04/06/05 9 -1.0 12809 RYVYX 04/06/05 04/14/05 8 -5.4 12116 RYVNX 04/14/05 04/26/05 12 2.5 12423 RYVYX 04/26/05 05/10/05 14 4.1 12932 RYVNX 05/10/05 05/18/05 8 -7.7 11938 RYVYX 05/18/05 05/27/05 9 5.3 12571 RYVNX 05/27/05 06/07/05 11 2.4 12876 RYVYX 06/07/05 06/17/05 10 0.7 12968 RYVNX 06/17/05 06/27/05 10 6.1 13758 RYVYX 06/27/05 07/12/05 15 8.1 14867 RYVNX 07/12/05 07/29/05 17 -5.9 13989 RYVYX 07/29/05 08/10/05 12 -2.5 13644 RYVNX 08/10/05 08/22/05 12 1.3 13827 RYVYX 08/22/05 08/31/05 9 0.6 13914 RYVNX 08/31/05 09/09/05 9 -3.0 13491 RYVYX 09/09/05 09/20/05 11 -3.8 12976 RYVNX 09/20/05 10/07/05 17 3.2 13385 RYVYX 10/07/05 11/03/05 27 7.9 14437 RYVNX 11/03/05 11/30/05 27 -5.7 13607 RYVYX 11/30/05 12/28/05 28 -1.1 13459 RYVNX 12/28/05 02/06/06 40 1.3 13630 RYVYX 02/06/06 02/16/06 10 3.6 14124 RYVNX 02/16/06 03/10/06 22 5.4 14882 RYVYX 03/10/06 03/20/06 10 4.9 15610 RYVNX 03/20/06 05/12/06 53 7.7 16814 RYVYX 05/12/06 05/30/06 18 -8.1 15458 RYVNX 05/30/06 06/12/06 13 6.9 16528 RYVYX 06/12/06 06/19/06 7 3.5 17113 RYVNX 06/19/06 07/14/06 25 12.1 19178 RYVYX 07/14/06 07/26/06 12 3.1 19781 RYVNX 07/26/06 12/22/06 149 -25.5 14745 RYVYX 12/22/06 01/05/07 14 3.9 15325 RYVNX 01/05/07 01/24/07 19 -1.6 15086 RYVYX 01/24/07 01/31/07 7 -1.2 14898 RYVNX 01/31/07 02/28/07 28 3.7 15453 RYVYX 02/28/07 03/16/07 16 -2.7 15035 RYVNX 03/16/07 03/23/07 7 -5.5 14203 RYVYX 03/23/07 05/09/07 47 12.0 15909 RYVNX 05/09/07 06/29/07 51 -1.8 15623 RYVYX 06/29/07 07/09/07 10 5.5 16485 RYVNX 07/09/07 07/27/07 18 3.7 17087 RYVYX 07/27/07 08/20/07 24 -7.0 15896 RYVNX 08/20/07 10/08/07 49 -23.2 12208 RYVYX 10/08/07 10/15/07 7 -0.6 12137 RYVNX 10/15/07 11/21/07 37 14.4 13881 RYVYX 11/21/07 11/27/07 6 2.5 14235 RYVNX 11/27/07 12/21/07 24 -7.8 13129 RYVYX 12/21/07 12/27/07 6 -0.6 13052 RYVNX 12/27/07 01/23/08 27 37.6 17962 RYVYX 01/23/08 01/28/08 5 1.6 18252 RYVNX 01/28/08 02/04/08 7 -2.6 17782 RYVYX 02/04/08 02/11/08 7 -4.1 17057 RYVNX 02/11/08 04/30/08 79 -15.9 14339 RYVYX 04/30/08 05/07/08 7 3.4 14824 RYVNX 05/07/08 06/30/08 54 11.0 16448 RYVYX 06/30/08 Holding 37 5.3 17321 LastValue 17321, AnnRet 69.0%, Mdd 43.7% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 46 38 Days held 787 1196 Total %return 676.7 123.0 Annual %return 158.4 27.7 Buy-hold annual %return 17.2 -24.4