Performance Report - 08/06/08 **************************** Long Position (Fund) : UAPIX Short Position (Index): UCPIX =========================================================== Signal Pair Trade history of UAPIX/UCPIX using FST 08/06/08 =========================================================== Fund = UAPIX Index = UCPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- UCPIX 01/29/04 02/04/04 6 7.4 1074 UAPIX 02/04/04 02/12/04 8 10.1 1183 UCPIX 02/12/04 02/24/04 12 7.2 1268 UAPIX 02/24/04 03/03/04 8 7.1 1358 UCPIX 03/03/04 03/11/04 8 7.8 1465 UAPIX 03/11/04 03/19/04 8 0.5 1471 UCPIX 03/19/04 03/29/04 10 -4.9 1400 UAPIX 03/29/04 04/06/04 8 5.2 1472 UCPIX 04/06/04 04/19/04 13 4.0 1530 UAPIX 04/19/04 04/27/04 8 0.9 1543 UCPIX 04/27/04 05/11/04 14 14.8 1772 UAPIX 05/11/04 05/26/04 15 7.0 1896 UCPIX 05/26/04 06/16/04 21 -1.5 1868 UAPIX 06/16/04 06/28/04 12 4.6 1955 UCPIX 06/28/04 07/09/04 11 7.0 2092 UAPIX 07/09/04 07/19/04 10 -3.3 2024 UCPIX 07/19/04 07/27/04 8 3.4 2094 UAPIX 07/27/04 08/04/04 8 -1.0 2073 UCPIX 08/04/04 08/17/04 13 4.0 2156 UAPIX 08/17/04 08/26/04 9 6.4 2295 UCPIX 08/26/04 09/03/04 8 -3.4 2216 UAPIX 09/03/04 09/14/04 11 5.6 2340 UCPIX 09/14/04 09/27/04 13 4.2 2439 UAPIX 09/27/04 10/05/04 8 10.7 2699 UCPIX 10/05/04 10/13/04 8 6.4 2872 UAPIX 10/13/04 11/16/04 34 17.8 3382 UCPIX 11/16/04 11/24/04 8 -3.9 3250 UAPIX 11/24/04 12/29/04 35 7.4 3490 UCPIX 12/29/04 01/06/05 8 10.9 3871 UAPIX 01/06/05 01/14/05 8 -0.9 3835 UCPIX 01/14/05 01/25/05 11 3.6 3973 UAPIX 01/25/05 02/02/05 8 8.3 4305 UCPIX 02/02/05 02/23/05 21 3.3 4449 UAPIX 02/23/05 03/03/05 8 5.6 4700 UCPIX 03/03/05 03/17/05 14 4.1 4894 UAPIX 03/17/05 03/28/05 11 -3.5 4725 UCPIX 03/28/05 04/06/05 9 -0.6 4697 UAPIX 04/06/05 04/14/05 8 -8.1 4319 UCPIX 04/14/05 04/26/05 12 1.0 4364 UAPIX 04/26/05 05/10/05 14 2.4 4467 UCPIX 05/10/05 05/18/05 8 -4.4 4272 UAPIX 05/18/05 05/27/05 9 2.9 4397 UCPIX 05/27/05 06/07/05 11 -2.1 4306 UAPIX 06/07/05 06/17/05 10 6.7 4595 UCPIX 06/17/05 06/27/05 10 5.1 4828 UAPIX 06/27/05 07/12/05 15 13.9 5501 UCPIX 07/12/05 07/29/05 17 -2.7 5350 UAPIX 07/29/05 08/10/05 12 -5.9 5034 UCPIX 08/10/05 08/22/05 12 0.8 5076 UAPIX 08/22/05 08/31/05 9 2.6 5208 UCPIX 08/31/05 09/09/05 9 -3.3 5036 UAPIX 09/09/05 09/20/05 11 -5.3 4769 UCPIX 09/20/05 10/07/05 17 4.8 4998 UAPIX 10/07/05 11/03/05 27 4.0 5198 UCPIX 11/03/05 11/30/05 27 -5.2 4928 UAPIX 11/30/05 12/28/05 28 0.4 4947 UCPIX 12/28/05 02/06/06 40 -12.4 4331 UAPIX 02/06/06 02/16/06 10 0.9 4369 UCPIX 02/16/06 03/10/06 22 1.8 4447 UAPIX 03/10/06 03/20/06 10 5.2 4677 UCPIX 03/20/06 05/12/06 53 1.3 4738 UAPIX 05/12/06 05/30/06 18 -8.6 4332 UCPIX 05/30/06 06/12/06 13 8.0 4680 UAPIX 06/12/06 06/19/06 7 -0.9 4637 UCPIX 06/19/06 07/14/06 25 -0.6 4611 UAPIX 07/14/06 07/26/06 12 2.9 4745 UCPIX 07/26/06 12/22/06 149 -20.1 3793 UAPIX 12/22/06 01/05/07 14 -1.4 3739 UCPIX 01/05/07 01/24/07 19 -4.3 3579 UAPIX 01/24/07 01/31/07 7 1.4 3629 UCPIX 01/31/07 02/28/07 28 2.0 3701 UAPIX 02/28/07 03/16/07 16 -3.9 3558 UCPIX 03/16/07 03/23/07 7 -7.4 3294 UAPIX 03/23/07 05/09/07 47 5.7 3483 UCPIX 05/09/07 06/29/07 51 0.8 3512 UAPIX 06/29/07 07/09/07 10 4.8 3682 UCPIX 07/09/07 07/27/07 18 19.7 4409 UAPIX 07/27/07 08/20/07 24 1.5 4475 UCPIX 08/20/07 10/08/07 49 -12.7 3906 UAPIX 10/08/07 10/15/07 7 -2.3 3815 UCPIX 10/15/07 11/21/07 37 24.5 4751 UAPIX 11/21/07 11/27/07 6 0.9 4792 UCPIX 11/27/07 12/21/07 24 -11.6 4236 UAPIX 12/21/07 12/27/07 6 -3.1 4105 UCPIX 12/27/07 01/23/08 27 23.0 5049 UAPIX 01/23/08 01/28/08 5 2.6 5179 UCPIX 01/28/08 02/04/08 7 -5.9 4875 UAPIX 02/04/08 02/11/08 7 -6.6 4554 UCPIX 02/11/08 04/30/08 79 -9.6 4119 UAPIX 04/30/08 05/07/08 7 0.2 4128 UCPIX 05/07/08 06/30/08 54 6.2 4384 UAPIX 06/30/08 Holding 37 9.4 4795 LastValue 4795, AnnRet 41.4%, Mdd 44.0% on 03/28/07 Fund Index ---- ----- Trades 46 46 Winning trades 32 27 Days held 610 1041 Total %return 179.8 71.4 Annual %return 84.9 20.8 Buy-hold annual %return 3.4 -14.2