Performance Report - 08/06/08 **************************** Long Position (Fund) : UOPIX Short Position (Index): SOPIX =========================================================== Signal Pair Trade history of UOPIX/USPIX using FST 08/06/08 =========================================================== Fund = UOPIX Index = USPIX = StartDate = 03/03/03 StopDate = 08/06/08 Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- UOPIX 03/03/03 03/19/03 16 16.8 1168 USPIX 03/19/03 03/31/03 12 10.4 1289 UOPIX 03/31/03 04/08/03 8 5.2 1356 USPIX 04/08/03 04/16/03 8 -2.0 1329 UOPIX 04/16/03 04/30/03 14 9.5 1456 USPIX 04/30/03 05/08/03 8 -2.6 1418 UOPIX 05/08/03 05/16/03 8 6.3 1507 USPIX 05/16/03 05/27/03 11 -3.9 1449 UOPIX 05/27/03 06/04/03 8 8.9 1578 USPIX 06/04/03 06/12/03 8 -1.0 1563 UOPIX 06/12/03 06/20/03 8 -1.3 1542 USPIX 06/20/03 06/30/03 10 3.3 1593 UOPIX 06/30/03 07/09/03 9 15.8 1845 USPIX 07/09/03 07/21/03 12 8.5 2001 UOPIX 07/21/03 08/01/03 11 3.7 2074 USPIX 08/01/03 08/11/03 10 6.5 2208 UOPIX 08/11/03 08/19/03 8 12.8 2491 USPIX 08/19/03 08/27/03 8 -3.0 2417 UOPIX 08/27/03 09/05/03 9 6.5 2573 USPIX 09/05/03 09/15/03 10 1.7 2616 UOPIX 09/15/03 09/23/03 8 5.8 2767 USPIX 09/23/03 10/01/03 8 7.2 2967 UOPIX 10/01/03 10/10/03 9 10.7 3283 USPIX 10/10/03 10/21/03 11 -2.8 3191 UOPIX 10/21/03 11/07/03 17 1.8 3248 USPIX 11/07/03 11/19/03 12 7.9 3505 UOPIX 11/19/03 11/28/03 9 6.7 3739 USPIX 11/28/03 12/11/03 13 0.5 3759 UOPIX 12/11/03 12/24/03 13 3.6 3893 USPIX 12/24/03 01/05/04 12 -7.2 3612 UOPIX 01/05/04 01/27/04 22 2.9 3717 USPIX 01/27/04 02/04/04 8 7.7 4004 UOPIX 02/04/04 02/12/04 8 5.2 4211 USPIX 02/12/04 02/24/04 12 5.2 4430 UOPIX 02/24/04 03/03/04 8 0.5 4450 USPIX 03/03/04 03/11/04 8 9.1 4854 UOPIX 03/11/04 03/19/04 8 -0.7 4820 USPIX 03/19/04 03/29/04 10 -6.5 4509 UOPIX 03/29/04 04/06/04 8 7.0 4825 USPIX 04/06/04 04/19/04 13 2.5 4947 UOPIX 04/19/04 04/27/04 8 0.7 4984 USPIX 04/27/04 05/11/04 14 7.9 5379 UOPIX 05/11/04 05/26/04 15 4.4 5617 USPIX 05/26/04 06/16/04 21 -4.0 5395 UOPIX 06/16/04 06/28/04 12 1.6 5482 USPIX 06/28/04 07/09/04 11 7.1 5871 UOPIX 07/09/04 07/19/04 10 -6.0 5521 USPIX 07/19/04 07/27/04 8 0.3 5536 UOPIX 07/27/04 08/04/04 8 -1.9 5431 USPIX 08/04/04 08/17/04 13 6.0 5758 UOPIX 08/17/04 08/26/04 9 7.2 6174 USPIX 08/26/04 09/03/04 8 1.5 6270 UOPIX 09/03/04 09/14/04 11 9.1 6843 USPIX 09/14/04 09/27/04 13 7.1 7328 UOPIX 09/27/04 10/05/04 8 11.1 8145 USPIX 10/05/04 10/13/04 8 3.8 8452 UOPIX 10/13/04 11/16/04 34 16.0 9802 USPIX 11/16/04 11/24/04 8 -4.4 9368 UOPIX 11/24/04 12/29/04 35 4.9 9830 USPIX 12/29/04 01/06/05 8 8.8 10697 UOPIX 01/06/05 01/14/05 8 0.3 10734 USPIX 01/14/05 01/25/05 11 9.6 11760 UOPIX 01/25/05 02/02/05 8 4.6 12304 USPIX 02/02/05 02/23/05 21 3.4 12725 UOPIX 02/23/05 03/03/05 8 1.9 12964 USPIX 03/03/05 03/17/05 14 3.4 13401 UOPIX 03/17/05 03/28/05 11 -2.1 13126 USPIX 03/28/05 04/06/05 9 -0.9 13002 UOPIX 04/06/05 04/14/05 8 -5.4 12305 USPIX 04/14/05 04/26/05 12 2.6 12627 UOPIX 04/26/05 05/10/05 14 4.0 13133 USPIX 05/10/05 05/18/05 8 -7.7 12128 UOPIX 05/18/05 05/27/05 9 5.4 12782 USPIX 05/27/05 06/07/05 11 2.5 13102 UOPIX 06/07/05 06/17/05 10 0.7 13198 USPIX 06/17/05 06/27/05 10 6.1 14006 UOPIX 06/27/05 07/12/05 15 8.1 15146 USPIX 07/12/05 07/29/05 17 -6.0 14243 UOPIX 07/29/05 08/10/05 12 -2.6 13879 USPIX 08/10/05 08/22/05 12 1.4 14072 UOPIX 08/22/05 08/31/05 9 0.7 14164 USPIX 08/31/05 09/09/05 9 -3.0 13738 UOPIX 09/09/05 09/20/05 11 -3.8 13219 USPIX 09/20/05 10/07/05 17 3.2 13637 UOPIX 10/07/05 11/03/05 27 7.7 14694 USPIX 11/03/05 11/30/05 27 -5.8 13846 UOPIX 11/30/05 12/28/05 28 -1.1 13688 USPIX 12/28/05 02/06/06 40 1.4 13876 UOPIX 02/06/06 02/16/06 10 3.5 14366 USPIX 02/16/06 03/10/06 22 5.4 15136 UOPIX 03/10/06 03/20/06 10 4.9 15875 USPIX 03/20/06 05/12/06 53 7.8 17113 UOPIX 05/12/06 05/30/06 18 -8.0 15737 USPIX 05/30/06 06/12/06 13 6.7 16786 UOPIX 06/12/06 06/19/06 7 3.7 17402 USPIX 06/19/06 07/14/06 25 11.9 19476 UOPIX 07/14/06 07/26/06 12 3.1 20087 USPIX 07/26/06 12/22/06 149 -25.6 14939 UOPIX 12/22/06 01/05/07 14 4.0 15536 USPIX 01/05/07 01/24/07 19 -1.8 15264 UOPIX 01/24/07 01/31/07 7 -1.3 15066 USPIX 01/31/07 02/28/07 28 3.9 15654 UOPIX 02/28/07 03/16/07 16 -2.6 15249 USPIX 03/16/07 03/23/07 7 -5.7 14382 UOPIX 03/23/07 05/09/07 47 11.8 16081 USPIX 05/09/07 06/29/07 51 -2.0 15754 UOPIX 06/29/07 07/09/07 10 5.6 16631 USPIX 07/09/07 07/27/07 18 3.6 17224 UOPIX 07/27/07 08/20/07 24 -7.0 16013 USPIX 08/20/07 10/08/07 49 -23.2 12298 UOPIX 10/08/07 10/15/07 7 -0.6 12228 USPIX 10/15/07 11/21/07 37 14.2 13963 UOPIX 11/21/07 11/27/07 6 2.6 14320 USPIX 11/27/07 12/21/07 24 -8.0 13170 UOPIX 12/21/07 12/27/07 6 -0.7 13080 USPIX 12/27/07 01/23/08 27 37.5 17991 UOPIX 01/23/08 01/28/08 5 1.6 18283 USPIX 01/28/08 02/04/08 7 -2.6 17799 UOPIX 02/04/08 02/11/08 7 -4.1 17067 USPIX 02/11/08 04/30/08 79 -15.2 14477 UOPIX 04/30/08 05/07/08 7 3.4 14962 USPIX 05/07/08 06/30/08 54 11.0 16601 UOPIX 06/30/08 Holding 37 5.2 17469 LastValue 17469, AnnRet 69.3%, Mdd 44.2% on 10/31/07 Fund Index ---- ----- Trades 62 61 Winning trades 46 38 Days held 787 1196 Total %return 687.4 121.9 Annual %return 160.1 27.5 Buy-hold annual %return 17.3 -24.4