INTCAVG - INTC     5/13/04 to 6/1/05

Performance Summary All Trades

Total Net Profit

$7,430.00

Open Position P/L

$0.00

Gross Profit

$12,610.00

Gross Loss

-$5,180.00

Total # Trades

26.00

Percent Profitable

65.4%

Number Winning Trades

17

Number Losing Trades

9

Largest Winning Trade

$1,790.00

Largest Losing Trade

-$1,310.00

Average Winning Trade

$741.76

Average Losing Trade

-$575.56

Ratio Avg Win/Avg Loser

$1.29

Avg Trade (Win & Los)

$285.77

Max Consec. Winners

4

Max Consec. Losers

3

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,560.00

Profit Factor

2.43

Max # Contracts Held

1,000

Account Size Req

$1,560.00

Return On Act

476.00%

Performance Summary Long Trades

Total Net Profit

$3,200.00

Open Position P/L

$0.00

Gross Profit

$5,430.00

Gross Loss

-$2,230.00

Total # Trades

$13.00

Percent Profitable

61.5%

Number Winning Trades

8

Number Losing Trades

5

Largest Winning Trade

$1,090.00

Largest Losing Trade

-$1,120.00

Average Winning Trade

$678.75

Average Losing Trade

-$446.00

Ratio Avg Win/Avg Loser

1.52

Avg Trade (Win & Los)

$246.15

Max Consec. Winners

4

Max Consec. Losers

3

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,560.00

Profit Factor

2.44

Max # Contracts Held

1,000

Account Size Req

$1,560.00

Return On Act

205.00%

Performance Summary Short Trades

Total Net Profit

$4,230.00

Open Position P/L

$0.00

Gross Profit

$7,180.00

Gross Loss

-$2,950.00

Total # Trades

13

Percent Profitable

69.2%

Number Winning Trades

9

Number Losing Trades

4

Largest Winning Trade

$1,790.00

Largest Losing Trade

-$1,310.00

Average Winning Trade

$797.78

Average Losing Trade

-$737.50

Ratio Avg Win/Avg Loser

1.08

Avg Trade (Win & Los)

$325.39

Max Consec. Winners

3

Max Consec. Losers

1

Avg # Bars in Winners

1

Avg # Bars in Losers

1

Max Intraday Draw Down

-$1,170.00

Profit Factor

2.43

Max # Contracts Held

1,000

Account Size Req

$1,170.00

Return On Act

362.00%