Performance Report - 08/06/08 **************************** Long Position (Fund) : SLPIX Short Position (Index): SHPIX =========================================================== Signal Pair Trade history of SLPIX/SHPIX using FST 08/06/08 =========================================================== Fund = SLPIX Index = SHPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- SLPIX 03/03/03 03/19/03 16 2.4 1024 SHPIX 03/19/03 03/31/03 12 0.9 1033 SLPIX 03/31/03 04/08/03 8 2.7 1061 SHPIX 04/08/03 04/16/03 8 -1.1 1050 SLPIX 04/16/03 04/30/03 14 5.3 1106 SHPIX 04/30/03 05/08/03 8 -2.4 1079 SLPIX 05/08/03 05/16/03 8 1.7 1098 SHPIX 05/16/03 05/27/03 11 -3.2 1063 SLPIX 05/27/03 06/04/03 8 5.3 1119 SHPIX 06/04/03 06/12/03 8 -1.5 1102 SLPIX 06/12/03 06/20/03 8 -1.8 1083 SHPIX 06/20/03 06/30/03 10 -0.0 1083 SLPIX 06/30/03 07/09/03 9 6.8 1156 SHPIX 07/09/03 07/21/03 12 4.0 1202 SLPIX 07/21/03 08/01/03 11 2.1 1228 SHPIX 08/01/03 08/11/03 10 1.8 1250 SLPIX 08/11/03 08/19/03 8 6.4 1329 SHPIX 08/19/03 08/27/03 8 -0.4 1325 SLPIX 08/27/03 09/05/03 9 3.5 1371 SHPIX 09/05/03 09/15/03 10 0.1 1372 SLPIX 09/15/03 09/23/03 8 2.3 1404 SHPIX 09/23/03 10/01/03 8 3.5 1453 SLPIX 10/01/03 10/10/03 9 3.8 1509 SHPIX 10/10/03 10/21/03 11 -1.3 1489 SLPIX 10/21/03 11/07/03 17 3.3 1537 SHPIX 11/07/03 11/19/03 12 3.1 1585 SLPIX 11/19/03 11/28/03 9 3.8 1646 SHPIX 11/28/03 12/11/03 13 0.5 1654 SLPIX 12/11/03 12/24/03 13 2.0 1687 SHPIX 12/24/03 01/05/04 12 -2.9 1637 SLPIX 01/05/04 01/27/04 22 4.1 1704 SHPIX 01/27/04 02/04/04 8 5.3 1795 SLPIX 02/04/04 02/12/04 8 5.1 1885 SHPIX 02/12/04 02/24/04 12 3.6 1954 SLPIX 02/24/04 03/03/04 8 3.6 2024 SHPIX 03/03/04 03/11/04 8 3.9 2102 SLPIX 03/11/04 03/19/04 8 0.4 2109 SHPIX 03/19/04 03/29/04 10 -2.4 2058 SLPIX 03/29/04 04/06/04 8 2.5 2109 SHPIX 04/06/04 04/19/04 13 2.0 2150 SLPIX 04/19/04 04/27/04 8 0.5 2160 SHPIX 04/27/04 05/11/04 14 7.3 2318 SLPIX 05/11/04 05/26/04 15 3.6 2402 SHPIX 05/26/04 06/16/04 21 -0.7 2385 SLPIX 06/16/04 06/28/04 12 2.2 2438 SHPIX 06/28/04 07/09/04 11 3.5 2524 SLPIX 07/09/04 07/19/04 10 -1.6 2484 SHPIX 07/19/04 07/27/04 8 1.8 2529 SLPIX 07/27/04 08/04/04 8 -0.6 2515 SHPIX 08/04/04 08/17/04 13 2.1 2568 SLPIX 08/17/04 08/26/04 9 3.2 2652 SHPIX 08/26/04 09/03/04 8 -1.7 2608 SLPIX 09/03/04 09/14/04 11 2.7 2678 SHPIX 09/14/04 09/27/04 13 2.2 2736 SLPIX 09/27/04 10/05/04 8 5.2 2878 SHPIX 10/05/04 10/13/04 8 3.2 2969 SLPIX 10/13/04 11/16/04 34 8.7 3229 SHPIX 11/16/04 11/24/04 8 -1.8 3170 SLPIX 11/24/04 12/29/04 35 3.8 3291 SHPIX 12/29/04 01/06/05 8 5.3 3466 SLPIX 01/06/05 01/14/05 8 -0.4 3451 SHPIX 01/14/05 01/25/05 11 1.8 3514 SLPIX 01/25/05 02/02/05 8 4.1 3659 SHPIX 02/02/05 02/23/05 21 1.8 3723 SLPIX 02/23/05 03/03/05 8 2.8 3829 SHPIX 03/03/05 03/17/05 14 2.1 3910 SLPIX 03/17/05 03/28/05 11 -2.0 3834 SHPIX 03/28/05 04/06/05 9 -0.2 3825 SLPIX 04/06/05 04/14/05 8 -4.2 3665 SHPIX 04/14/05 04/26/05 12 0.7 3691 SLPIX 04/26/05 05/10/05 14 1.3 3739 SHPIX 05/10/05 05/18/05 8 -2.2 3658 SLPIX 05/18/05 05/27/05 9 1.5 3712 SHPIX 05/27/05 06/07/05 11 -1.0 3673 SLPIX 06/07/05 06/17/05 10 3.4 3799 SHPIX 06/17/05 06/27/05 10 2.5 3895 SLPIX 06/27/05 07/12/05 15 6.9 4165 SHPIX 07/12/05 07/29/05 17 -1.3 4112 SLPIX 07/29/05 08/10/05 12 -2.6 4003 SHPIX 08/10/05 08/22/05 12 0.5 4024 SLPIX 08/22/05 08/31/05 9 1.0 4063 SHPIX 08/31/05 09/09/05 9 -1.6 3998 SLPIX 09/09/05 09/20/05 11 -2.6 3894 SHPIX 09/20/05 10/07/05 17 2.6 3995 SLPIX 10/07/05 11/03/05 27 2.2 4085 SHPIX 11/03/05 11/30/05 27 -2.5 3983 SLPIX 11/30/05 12/28/05 28 0.4 3999 SHPIX 12/28/05 02/06/06 40 -6.3 3748 SLPIX 02/06/06 02/16/06 10 0.5 3768 SHPIX 02/16/06 03/10/06 22 1.0 3807 SLPIX 03/10/06 03/20/06 10 2.6 3907 SHPIX 03/20/06 05/12/06 53 1.0 3945 SLPIX 05/12/06 05/30/06 18 -4.2 3777 SHPIX 05/30/06 06/12/06 13 4.2 3936 SLPIX 06/12/06 06/19/06 7 -0.2 3930 SHPIX 06/19/06 07/14/06 25 -0.1 3928 SLPIX 07/14/06 07/26/06 12 1.6 3990 SHPIX 07/26/06 12/22/06 149 -9.5 3613 SLPIX 12/22/06 01/05/07 14 -0.6 3590 SHPIX 01/05/07 01/24/07 19 -2.0 3519 SLPIX 01/24/07 01/31/07 7 0.8 3548 SHPIX 01/31/07 02/28/07 28 1.2 3591 SLPIX 02/28/07 03/16/07 16 -2.0 3520 SHPIX 03/16/07 03/23/07 7 -3.7 3390 SLPIX 03/23/07 05/09/07 47 3.2 3498 SHPIX 05/09/07 06/29/07 51 0.8 3526 SLPIX 06/29/07 07/09/07 10 2.4 3609 SHPIX 07/09/07 07/27/07 18 9.8 3964 SLPIX 07/27/07 08/20/07 24 0.9 4000 SHPIX 08/20/07 10/08/07 49 -6.1 3758 SLPIX 10/08/07 10/15/07 7 -1.2 3715 SHPIX 10/15/07 11/21/07 37 12.0 4161 SLPIX 11/21/07 11/27/07 6 0.5 4181 SHPIX 11/27/07 12/21/07 24 -5.6 3945 SLPIX 12/21/07 12/27/07 6 -1.5 3885 SHPIX 12/27/07 01/23/08 27 11.4 4327 SLPIX 01/23/08 01/28/08 5 1.3 4385 SHPIX 01/28/08 02/04/08 7 -2.8 4262 SLPIX 02/04/08 02/11/08 7 -3.2 4124 SHPIX 02/11/08 04/30/08 79 -3.8 3969 SLPIX 04/30/08 05/07/08 7 0.2 3977 SHPIX 05/07/08 06/30/08 54 3.1 4101 SLPIX 06/30/08 Holding 37 5.0 4307 LastValue 4307, AnnRet 30.8%, Mdd 21.4% on 03/28/07 Fund Index ---- ----- Trades 62 61 Winning trades 47 34 Days held 787 1196 Total %return 194.4 46.3 Annual %return 64.9 12.3 Buy-hold annual %return 13.4 -12.9