Trade Report - ^SPXAvg - S&P 500 (^SPX)

No.

Date

Type

Cnts

Price

Signal Name

Entry P/L

Cumulative

13

12/13/04

SExit

25

1,198.68

MKB

-$182.75

$2,421.00

14

01/05/05

Buy

25

1,183.74

C1C4B

14

01/13/05

LExit

25

1,177.45

MKS

-$157.25

$2,263.75

15

02/02/05

Sell

25

1,193.19

C2C3S

15

02/10/05

SExit

25

1,197.01

MKB

-$95.50

$2,168.24

16

02/23/05

Buy

25

1,191.36

C1C4B

16

03/02/05

LExit

25

1,210.08

C2C3S

$468.00

$2,636.24

17

03/02/05

Sell

25

1,210.08

C2C3S

17

03/04/05

SExit

25

1,222.12

C3C2B

-$301.00

$2,335.24

18

03/04/05

Buy

25

1,222.12

C3C2B

18

03/08/05

LExit

25

1,219.43

C4C1S

-$67.25

$2,268.00

19

03/08/05

Sell

25

1,219.43

C4C1S

19

03/15/05

SExit

25

1,197.75

C1C4B

$542.00

$2,810.00

20

03/15/05

Buy

25

1,197.75

C1C4B

20

03/23/05

LExit

25

1,172.53

MKS

-$630.50

$2,179.50

21

04/06/05

Sell

25

1,184.07

C2C3S

21

04/15/05

SExit

25

1,142.62

C1C4B

$1,036.25

$3,215.75

22

04/15/05

Buy

25

1,142.62

C1C4B

22

05/02/05

LExit

25

1,162.16

C2C3S

$488.50

$3,704.25

23

05/02/05

Sell

25

1,162.16

C2C3S

23

05/10/05

SExit

25

1,168.75

MKB

-$164.75

$3,539.50

24

05/17/05

Buy

25

1,173.80

C1C4B

24

05/20/05

LExit

25

1,189.28

C2C3S

$387.00

$3,926.50

25

05/20/05

Sell

25

1,189.28

C2C3S

25

05/31/05

SExit

25

1,191.50

MKB

-$55.50

$3,871.00