Performance Report - 08/06/08 **************************** Long Position (Fund) : UMPIX Short Position (Index): UCPIX =========================================================== Signal Pair Trade history of UMPIX/USPIX using FST 08/06/08 =========================================================== Fund = UMPIX Index = USPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- UMPIX 03/03/03 03/19/03 16 3.4 1034 USPIX 03/19/03 03/31/03 12 10.4 1141 UMPIX 03/31/03 04/08/03 8 2.5 1169 USPIX 04/08/03 04/16/03 8 -2.0 1146 UMPIX 04/16/03 04/30/03 14 10.6 1267 USPIX 04/30/03 05/08/03 8 -2.6 1234 UMPIX 05/08/03 05/16/03 8 3.6 1279 USPIX 05/16/03 05/27/03 11 -3.9 1230 UMPIX 05/27/03 06/04/03 8 8.4 1334 USPIX 06/04/03 06/12/03 8 -1.0 1321 UMPIX 06/12/03 06/20/03 8 -1.8 1297 USPIX 06/20/03 06/30/03 10 3.3 1340 UMPIX 06/30/03 07/09/03 9 8.3 1451 USPIX 07/09/03 07/21/03 12 8.5 1573 UMPIX 07/21/03 08/01/03 11 1.4 1595 USPIX 08/01/03 08/11/03 10 6.5 1698 UMPIX 08/11/03 08/19/03 8 8.6 1845 USPIX 08/19/03 08/27/03 8 -3.0 1789 UMPIX 08/27/03 09/05/03 9 5.6 1889 USPIX 09/05/03 09/15/03 10 1.7 1921 UMPIX 09/15/03 09/23/03 8 3.5 1988 USPIX 09/23/03 10/01/03 8 7.2 2131 UMPIX 10/01/03 10/10/03 9 6.1 2260 USPIX 10/10/03 10/21/03 11 -2.8 2197 UMPIX 10/21/03 11/07/03 17 7.1 2352 USPIX 11/07/03 11/19/03 12 7.9 2539 UMPIX 11/19/03 11/28/03 9 6.5 2702 USPIX 11/28/03 12/11/03 13 0.5 2717 UMPIX 12/11/03 12/24/03 13 2.6 2787 USPIX 12/24/03 01/05/04 12 -7.2 2585 UMPIX 01/05/04 01/27/04 22 6.1 2743 USPIX 01/27/04 02/04/04 8 7.7 2955 UMPIX 02/04/04 02/12/04 8 8.0 3192 USPIX 02/12/04 02/24/04 12 5.2 3358 UMPIX 02/24/04 03/03/04 8 6.2 3568 USPIX 03/03/04 03/11/04 8 9.1 3891 UMPIX 03/11/04 03/19/04 8 0.3 3903 USPIX 03/19/04 03/29/04 10 -6.5 3651 UMPIX 03/29/04 04/06/04 8 5.5 3852 USPIX 04/06/04 04/19/04 13 2.5 3950 UMPIX 04/19/04 04/27/04 8 1.0 3991 USPIX 04/27/04 05/11/04 14 7.9 4307 UMPIX 05/11/04 05/26/04 15 6.0 4565 USPIX 05/26/04 06/16/04 21 -4.0 4385 UMPIX 06/16/04 06/28/04 12 1.8 4463 USPIX 06/28/04 07/09/04 11 7.1 4780 UMPIX 07/09/04 07/19/04 10 -1.3 4716 USPIX 07/19/04 07/27/04 8 0.3 4729 UMPIX 07/27/04 08/04/04 8 -1.0 4682 USPIX 08/04/04 08/17/04 13 6.0 4964 UMPIX 08/17/04 08/26/04 9 5.2 5221 USPIX 08/26/04 09/03/04 8 1.5 5301 UMPIX 09/03/04 09/14/04 11 2.7 5445 USPIX 09/14/04 09/27/04 13 7.1 5831 UMPIX 09/27/04 10/05/04 8 6.5 6211 USPIX 10/05/04 10/13/04 8 3.8 6445 UMPIX 10/13/04 11/16/04 34 15.0 7409 USPIX 11/16/04 11/24/04 8 -4.4 7081 UMPIX 11/24/04 12/29/04 35 6.9 7570 USPIX 12/29/04 01/06/05 8 8.8 8238 UMPIX 01/06/05 01/14/05 8 0.8 8303 USPIX 01/14/05 01/25/05 11 9.6 9097 UMPIX 01/25/05 02/02/05 8 7.2 9752 USPIX 02/02/05 02/23/05 21 3.4 10085 UMPIX 02/23/05 03/03/05 8 5.3 10619 USPIX 03/03/05 03/17/05 14 3.4 10977 UMPIX 03/17/05 03/28/05 11 -3.1 10633 USPIX 03/28/05 04/06/05 9 -0.9 10532 UMPIX 04/06/05 04/14/05 8 -6.5 9850 USPIX 04/14/05 04/26/05 12 2.6 10108 UMPIX 04/26/05 05/10/05 14 3.0 10413 USPIX 05/10/05 05/18/05 8 -7.7 9616 UMPIX 05/18/05 05/27/05 9 2.9 9896 USPIX 05/27/05 06/07/05 11 2.5 10144 UMPIX 06/07/05 06/17/05 10 4.8 10630 USPIX 06/17/05 06/27/05 10 6.1 11282 UMPIX 06/27/05 07/12/05 15 9.6 12363 USPIX 07/12/05 07/29/05 17 -6.0 11626 UMPIX 07/29/05 08/10/05 12 -3.6 11205 USPIX 08/10/05 08/22/05 12 1.4 11361 UMPIX 08/22/05 08/31/05 9 1.7 11560 USPIX 08/31/05 09/09/05 9 -3.0 11212 UMPIX 09/09/05 09/20/05 11 -4.3 10731 USPIX 09/20/05 10/07/05 17 3.2 11070 UMPIX 10/07/05 11/03/05 27 6.0 11737 USPIX 11/03/05 11/30/05 27 -5.8 11060 UMPIX 11/30/05 12/28/05 28 2.6 11343 USPIX 12/28/05 02/06/06 40 1.4 11499 UMPIX 02/06/06 02/16/06 10 -0.4 11449 USPIX 02/16/06 03/10/06 22 5.4 12062 UMPIX 03/10/06 03/20/06 10 4.2 12570 USPIX 03/20/06 05/12/06 53 7.8 13550 UMPIX 05/12/06 05/30/06 18 -9.1 12314 USPIX 05/30/06 06/12/06 13 6.7 13134 UMPIX 06/12/06 06/19/06 7 -0.2 13109 USPIX 06/19/06 07/14/06 25 11.9 14672 UMPIX 07/14/06 07/26/06 12 2.0 14961 USPIX 07/26/06 12/22/06 149 -25.6 11126 UMPIX 12/22/06 01/05/07 14 -0.7 11052 USPIX 01/05/07 01/24/07 19 -1.8 10859 UMPIX 01/24/07 01/31/07 7 1.2 10993 USPIX 01/31/07 02/28/07 28 3.9 11423 UMPIX 02/28/07 03/16/07 16 -3.6 11013 USPIX 03/16/07 03/23/07 7 -5.7 10387 UMPIX 03/23/07 05/09/07 47 9.6 11387 USPIX 05/09/07 06/29/07 51 -2.0 11155 UMPIX 06/29/07 07/09/07 10 4.8 11685 USPIX 07/09/07 07/27/07 18 3.6 12101 UMPIX 07/27/07 08/20/07 24 -4.3 11585 USPIX 08/20/07 10/08/07 49 -23.2 8898 UMPIX 10/08/07 10/15/07 7 -0.9 8819 USPIX 10/15/07 11/21/07 37 14.2 10071 UMPIX 11/21/07 11/27/07 6 1.6 10227 USPIX 11/27/07 12/21/07 24 -8.0 9405 UMPIX 12/21/07 12/27/07 6 -1.4 9272 USPIX 12/27/07 01/23/08 27 37.5 12753 UMPIX 01/23/08 01/28/08 5 5.2 13413 USPIX 01/28/08 02/04/08 7 -2.6 13057 UMPIX 02/04/08 02/11/08 7 -4.8 12434 USPIX 02/11/08 04/30/08 79 -15.2 10547 UMPIX 04/30/08 05/07/08 7 1.9 10749 USPIX 05/07/08 06/30/08 54 11.0 11927 UMPIX 06/30/08 Holding 37 -3.3 11529 LastValue 11529, AnnRet 56.8%, Mdd 45.9% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 45 38 Days held 787 1196 Total %return 419.6 121.9 Annual %return 114.5 27.5 Buy-hold annual %return 22.3 -24.4