Position Trade Efficiencies
Position Details
Position 1 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $52.1000 29 13/7/2004 84.00 % $0.01 $52.09
Closing $49.8000 40 28/7/2004 62.00 % $0.01 $49.81
Total 46.00 % $2.28
Price Bar Profit
Most Favorable $47.9000 38 $4.19
Most Adverse $52.9000 29 $-0.82
Position 2 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $48.6000 35 21/7/2004 35.00 % $0.01 $48.59
Closing $49.8000 40 28/7/2004 5.00 % $0.01 $49.81
Total -60.00 % $-1.21
Price Bar Profit
Most Favorable $47.9000 38 $0.69
Most Adverse $49.9000 40 $-1.31
Position 3 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $48.1000 38 26/7/2004 10.00 % $0.01 $48.09
Closing $49.8000 40 28/7/2004 5.00 % $0.01 $49.81
Total -85.00 % $-1.71
Price Bar Profit
Most Favorable $47.9000 38 $0.19
Most Adverse $49.9000 40 $-1.81
Position 4 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $49.8000 40 28/7/2004 90.32 % $0.01 $49.81
Closing $52.0000 96 19/10/2004 80.65 % $0.01 $51.99
Total 70.97 % $2.18
Price Bar Profit
Most Favorable $52.6000 92 $2.78
Most Adverse $49.5000 40 $-0.31
Position 5 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $51.2000 76 21/9/2004 82.35 % $0.01 $51.21
Closing $52.0000 96 19/10/2004 64.71 % $0.01 $51.99
Total 47.06 % $0.78
Price Bar Profit
Most Favorable $52.6000 92 $1.38
Most Adverse $50.9000 80 $-0.32
Position 6 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $51.3000 81 28/9/2004 86.67 % $0.01 $51.31
Closing $52.0000 96 19/10/2004 60.00 % $0.01 $51.99
Total 46.67 % $0.68
Price Bar Profit
Most Favorable $52.6000 92 $1.28
Most Adverse $51.1000 81 $-0.22
Position 7 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $51.1000 110 10/11/2004 94.92 % $0.01 $51.09
Closing $47.6000 158 24/1/2005 64.41 % $0.01 $47.61
Total 59.32 % $3.49
Price Bar Profit
Most Favorable $45.5000 151 $5.59
Most Adverse $51.4000 110 $-0.32
Position 8 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $46.9000 128 7/12/2004 50.00 % $0.01 $46.89
Closing $47.6000 158 24/1/2005 25.00 % $0.01 $47.61
Total -25.00 % $-0.71
Price Bar Profit
Most Favorable $45.5000 151 $1.39
Most Adverse $48.3000 133 $-1.41
Position 9 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $46.4000 149 11/1/2005 42.86 % $0.01 $46.39
Closing $47.6000 158 24/1/2005 0.00 % $0.01 $47.61
Total -57.14 % $-1.21
Price Bar Profit
Most Favorable $45.5000 151 $0.89
Most Adverse $47.6000 158 $-1.21
Position 10 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $49.0000 165 2/2/2005 70.97 % $0.01 $49.01
Closing $49.9000 198 22/3/2005 58.06 % $0.01 $49.89
Total 29.03 % $0.89
Price Bar Profit
Most Favorable $51.2000 170 $2.19
Most Adverse $48.1000 165 $-0.91
Position 11 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $52.1000 235 24/5/2005 96.67 % $0.01 $52.11
Closing $66.6000 283 2/8/2005 72.38 % $0.01 $66.59
Total 69.05 % $14.48
Price Bar Profit
Most Favorable $72.4000 278 $20.28
Most Adverse $51.4000 236 $-0.72
Position 12 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $54.9000 244 6/6/2005 89.74 % $0.01 $54.91
Closing $66.6000 283 2/8/2005 70.26 % $0.01 $66.59
Total 60.00 % $11.68
Price Bar Profit
Most Favorable $72.4000 278 $17.48
Most Adverse $52.9000 247 $-2.02
Position 13 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $56.0000 258 24/6/2005 95.91 % $0.01 $56.01
Closing $66.6000 283 2/8/2005 66.08 % $0.01 $66.59
Total 61.99 % $10.58
Price Bar Profit
Most Favorable $72.4000 278 $16.38
Most Adverse $55.3000 258 $-0.72
Position 14 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $63.4000 269 12/7/2005 91.84 % $0.01 $63.41
Closing $66.6000 283 2/8/2005 40.82 % $0.01 $66.59
Total 32.65 % $3.18
Price Bar Profit
Most Favorable $72.4000 278 $8.98
Most Adverse $62.6000 270 $-0.82
Position 15 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $66.6000 283 2/8/2005 79.65 % $0.01 $66.59
Closing $62.2000 296 22/8/2005 59.29 % $0.01 $62.21
Total 38.94 % $4.38
Price Bar Profit
Most Favorable $57.6000 291 $8.98
Most Adverse $68.9000 283 $-2.32
Position 16 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $62.2000 296 22/8/2005 84.62 % $0.01 $62.21
Closing $66.6000 311 12/9/2005 71.79 % $0.01 $66.59
Total 56.41 % $4.38
Price Bar Profit
Most Favorable $68.8000 307 $6.58
Most Adverse $61.0000 296 $-1.22
Position 17 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $65.3000 303 31/8/2005 89.74 % $0.01 $65.31
Closing $66.6000 311 12/9/2005 43.59 % $0.01 $66.59
Total 33.33 % $1.28
Price Bar Profit
Most Favorable $68.8000 307 $3.48
Most Adverse $64.9000 303 $-0.42
Position 18 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $66.6000 311 12/9/2005 44.90 % $0.01 $66.59
Closing $68.9000 326 3/10/2005 8.16 % $0.01 $68.91
Total -46.94 % $-2.32
Price Bar Profit
Most Favorable $64.4000 312 $2.18
Most Adverse $69.3000 317 $-2.72
Position 19 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $68.9000 326 3/10/2005 33.33 % $0.01 $68.91
Closing $66.4000 343 27/10/2005 22.81 % $0.01 $66.39
Total -43.86 % $-2.52
Price Bar Profit
Most Favorable $70.8000 332 $1.88
Most Adverse $65.1000 326 $-3.82
Position 20 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $62.7000 350 7/11/2005 24.24 % $0.01 $62.69
Closing $64.9000 361 22/11/2005 9.09 % $0.01 $64.91
Total -66.67 % $-2.22
Price Bar Profit
Most Favorable $61.9000 351 $0.78
Most Adverse $65.2000 361 $-2.52
Position 21 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $66.0000 362 23/11/2005 95.26 % $0.01 $66.01
Closing $81.9000 416 10/2/2006 73.28 % $0.01 $81.89
Total 68.53 % $15.88
Price Bar Profit
Most Favorable $88.1000 412 $22.08
Most Adverse $64.9000 368 $-1.12
Position 22 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $68.4000 371 7/12/2005 95.17 % $0.01 $68.41
Closing $81.9000 416 10/2/2006 70.05 % $0.01 $81.89
Total 65.22 % $13.48
Price Bar Profit
Most Favorable $88.1000 412 $19.68
Most Adverse $67.4000 376 $-1.02
Position 23 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $71.9000 386 29/12/2005 92.05 % $0.01 $71.91
Closing $81.9000 416 10/2/2006 64.77 % $0.01 $81.89
Total 56.82 % $9.98
Price Bar Profit
Most Favorable $88.1000 412 $16.18
Most Adverse $70.5000 391 $-1.42
Position 24 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $73.0000 388 3/1/2006 85.80 % $0.01 $73.01
Closing $81.9000 416 10/2/2006 64.77 % $0.01 $81.89
Total 50.57 % $8.88
Price Bar Profit
Most Favorable $88.1000 412 $15.08
Most Adverse $70.5000 391 $-2.52
Position 25 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $73.8000 396 13/1/2006 96.62 % $0.01 $73.81
Closing $81.9000 416 10/2/2006 58.11 % $0.01 $81.89
Total 54.73 % $8.08
Price Bar Profit
Most Favorable $88.1000 412 $14.28
Most Adverse $73.3000 396 $-0.52
Position 26 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $77.7000 400 19/1/2006 81.25 % $0.01 $77.71
Closing $81.9000 416 10/2/2006 51.56 % $0.01 $81.89
Total 32.81 % $4.18
Price Bar Profit
Most Favorable $88.1000 412 $10.38
Most Adverse $75.3000 400 $-2.42
Position 27 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $78.7000 406 27/1/2006 88.68 % $0.01 $78.71
Closing $81.9000 416 10/2/2006 41.51 % $0.01 $81.89
Total 30.19 % $3.18
Price Bar Profit
Most Favorable $88.1000 412 $9.38
Most Adverse $77.5000 406 $-1.22
Position 28 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $83.4000 410 2/2/2006 66.20 % $0.01 $83.41
Closing $81.9000 416 10/2/2006 12.68 % $0.01 $81.89
Total -21.13 % $-1.52
Price Bar Profit
Most Favorable $88.1000 412 $4.67
Most Adverse $81.0000 416 $-2.42
Position 29 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $81.9000 416 10/2/2006 63.64 % $0.01 $81.89
Closing $85.0000 425 24/2/2006 1.14 % $0.01 $85.01
Total -35.23 % $-3.12
Price Bar Profit
Most Favorable $76.3000 419 $5.58
Most Adverse $85.1000 423 $-3.23
Position 30 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $85.0000 425 24/2/2006 37.10 % $0.01 $85.01
Closing $81.4000 431 6/3/2006 4.84 % $0.01 $81.39
Total -58.06 % $-3.62
Price Bar Profit
Most Favorable $87.3000 428 $2.27
Most Adverse $81.1000 431 $-3.92
Position 31 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $80.9000 432 7/3/2006 56.00 % $0.01 $80.89
Closing $82.8000 446 27/3/2006 6.00 % $0.01 $82.81
Total -38.00 % $-1.92
Price Bar Profit
Most Favorable $78.1000 442 $2.78
Most Adverse $83.1000 446 $-2.22
Position 32 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $78.7000 442 21/3/2006 2.22 % $0.01 $78.69
Closing $82.8000 446 27/3/2006 6.67 % $0.01 $82.81
Total -91.11 % $-4.12
Price Bar Profit
Most Favorable $78.6000 442 $0.08
Most Adverse $83.1000 446 $-4.42
Position 33 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $82.8000 446 27/3/2006 90.69 % $0.01 $82.81
Closing $96.6000 495 15/6/2006 65.18 % $0.01 $96.59
Total 55.87 % $13.77
Price Bar Profit
Most Favorable $105.2000 484 $22.37
Most Adverse $80.5000 463 $-2.32
Position 34 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $85.1000 471 9/5/2006 94.81 % $0.01 $85.11
Closing $96.6000 495 15/6/2006 59.43 % $0.01 $96.59
Total 54.25 % $11.47
Price Bar Profit
Most Favorable $105.2000 484 $20.07
Most Adverse $84.0000 471 $-1.13
Position 35 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $97.6000 480 23/5/2006 76.77 % $0.01 $97.61
Closing $96.6000 495 15/6/2006 13.13 % $0.01 $96.59
Total -10.10 % $-1.03
Price Bar Profit
Most Favorable $105.2000 484 $7.57
Most Adverse $95.3000 488 $-2.33
Position 36 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $96.6000 495 15/6/2006 38.24 % $0.01 $96.59
Closing $100.5000 500 22/6/2006 4.41 % $0.02 $100.52
Total -57.35 % $-3.93
Price Bar Profit
Most Favorable $94.0000 496 $2.57
Most Adverse $100.8000 500 $-4.23
Position 37 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $100.5000 500 22/6/2006 30.00 % $0.02 $100.52
Closing $97.7000 508 4/7/2006 0.00 % $0.01 $97.69
Total -70.00 % $-2.83
Price Bar Profit
Most Favorable $101.7000 507 $1.17
Most Adverse $97.7000 508 $-2.83
Position 38 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $100.7000 503 27/6/2006 25.00 % $0.02 $100.72
Closing $97.7000 508 4/7/2006 0.00 % $0.01 $97.69
Total -75.00 % $-3.03
Price Bar Profit
Most Favorable $101.7000 507 $0.97
Most Adverse $97.7000 508 $-3.03
Position 39 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $97.7000 508 4/7/2006 93.32 % $0.01 $97.69
Closing $71.1000 569 2/10/2006 77.81 % $0.01 $71.11
Total 71.12 % $26.57
Price Bar Profit
Most Favorable $62.8000 564 $34.88
Most Adverse $100.2000 508 $-2.53
Position 40 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $93.0000 516 17/7/2006 98.37 % $0.01 $92.99
Closing $71.1000 569 2/10/2006 72.96 % $0.01 $71.11
Total 71.34 % $21.88
Price Bar Profit
Most Favorable $62.8000 564 $30.18
Most Adverse $93.5000 516 $-0.53
Position 41 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $88.8000 521 24/7/2006 87.54 % $0.01 $88.79
Closing $71.1000 569 2/10/2006 72.05 % $0.01 $71.11
Total 59.60 % $17.68
Price Bar Profit
Most Favorable $62.8000 564 $25.98
Most Adverse $92.5000 528 $-3.73
Position 42 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $82.1000 536 15/8/2006 97.47 % $0.01 $82.09
Closing $71.1000 569 2/10/2006 58.08 % $0.01 $71.11
Total 55.56 % $10.98
Price Bar Profit
Most Favorable $62.8000 564 $19.28
Most Adverse $82.6000 543 $-0.52
Position 43 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $79.3000 545 28/8/2006 92.18 % $0.01 $79.29
Closing $71.1000 569 2/10/2006 53.63 % $0.01 $71.11
Total 45.81 % $8.18
Price Bar Profit
Most Favorable $62.8000 564 $16.48
Most Adverse $80.7000 545 $-1.42
Position 44 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $64.5000 563 22/9/2006 20.48 % $0.01 $64.49
Closing $71.1000 569 2/10/2006 0.00 % $0.01 $71.11
Total -79.52 % $-6.62
Price Bar Profit
Most Favorable $62.8000 564 $1.68
Most Adverse $71.1000 569 $-6.62
Position 45 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $71.1000 569 2/10/2006 35.48 % $0.01 $71.11
Closing $67.8000 587 27/10/2006 11.29 % $0.01 $67.79
Total -53.23 % $-3.32
Price Bar Profit
Most Favorable $73.3000 574 $2.18
Most Adverse $67.1000 587 $-4.02
Position 46 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $71.0000 579 16/10/2006 31.58 % $0.01 $71.01
Closing $67.8000 587 27/10/2006 12.28 % $0.01 $67.79
Total -56.14 % $-3.22
Price Bar Profit
Most Favorable $72.8000 580 $1.78
Most Adverse $67.1000 587 $-3.92
Position 47 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $67.8000 587 27/10/2006 92.91 % $0.01 $67.79
Closing $61.0000 609 28/11/2006 60.63 % $0.01 $61.01
Total 53.54 % $6.78
Price Bar Profit
Most Favorable $56.0000 606 $11.78
Most Adverse $68.7000 587 $-0.92
Position 48 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $63.0000 599 14/11/2006 80.46 % $0.01 $62.99
Closing $61.0000 609 28/11/2006 42.53 % $0.01 $61.01
Total 22.99 % $1.98
Price Bar Profit
Most Favorable $56.0000 606 $6.98
Most Adverse $64.7000 599 $-1.72
Position 49 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $57.5000 605 22/11/2006 30.00 % $0.01 $57.49
Closing $61.0000 609 28/11/2006 0.00 % $0.01 $61.01
Total -70.00 % $-3.52
Price Bar Profit
Most Favorable $56.0000 606 $1.48
Most Adverse $61.0000 609 $-3.52
Position 50 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $61.0000 609 28/11/2006 91.25 % $0.01 $61.01
Closing $81.3000 653 2/2/2007 85.93 % $0.01 $81.29
Total 77.19 % $20.28
Price Bar Profit
Most Favorable $85.0000 651 $23.98
Most Adverse $58.7000 609 $-2.32
Position 51 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $63.9000 616 8/12/2006 91.74 % $0.01 $63.91
Closing $81.3000 653 2/2/2007 83.91 % $0.01 $81.29
Total 75.65 % $17.38
Price Bar Profit
Most Favorable $85.0000 651 $21.08
Most Adverse $62.0000 616 $-1.92
Position 52 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $66.0000 622 19/12/2006 92.23 % $0.01 $66.01
Closing $81.3000 653 2/2/2007 82.04 % $0.01 $81.29
Total 74.27 % $15.28
Price Bar Profit
Most Favorable $85.0000 651 $18.98
Most Adverse $64.4000 622 $-1.62
Position 53 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $78.4000 639 15/1/2007 70.97 % $0.01 $78.41
Closing $81.3000 653 2/2/2007 60.22 % $0.01 $81.29
Total 31.18 % $2.88
Price Bar Profit
Most Favorable $85.0000 651 $6.58
Most Adverse $75.7000 643 $-2.72
Position 54 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $80.6000 645 23/1/2007 80.00 % $0.01 $80.61
Closing $81.3000 653 2/2/2007 32.73 % $0.01 $81.29
Total 12.73 % $0.68
Price Bar Profit
Most Favorable $85.0000 651 $4.38
Most Adverse $79.5000 645 $-1.12
Position 55 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $81.3000 653 2/2/2007 36.36 % $0.01 $81.29
Closing $86.2000 656 7/2/2007 0.00 % $0.01 $86.21
Total -63.64 % $-4.93
Price Bar Profit
Most Favorable $78.5000 654 $2.78
Most Adverse $86.2000 656 $-4.93
Position 56 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $86.2000 656 7/2/2007 17.54 % $0.01 $86.21
Closing $82.1000 665 20/2/2007 10.53 % $0.01 $82.09
Total -71.93 % $-4.13
Price Bar Profit
Most Favorable $87.2000 657 $0.97
Most Adverse $81.5000 663 $-4.73
Position 57 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $82.1000 665 20/2/2007 68.75 % $0.01 $82.09
Closing $79.9000 684 20/3/2007 58.75 % $0.01 $79.91
Total 27.50 % $2.18
Price Bar Profit
Most Favorable $76.6000 680 $5.48
Most Adverse $84.6000 669 $-2.52
Position 58 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $79.3000 671 28/2/2007 71.05 % $0.01 $79.29
Closing $79.9000 684 20/3/2007 13.16 % $0.01 $79.91
Total -15.79 % $-0.62
Price Bar Profit
Most Favorable $76.6000 680 $2.68
Most Adverse $80.4000 673 $-1.12
Position 59 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $77.2000 675 7/3/2007 18.18 % $0.01 $77.19
Closing $79.9000 684 20/3/2007 0.00 % $0.01 $79.91
Total -81.82 % $-2.72
Price Bar Profit
Most Favorable $76.6000 680 $0.58
Most Adverse $79.9000 684 $-2.72
Position 60 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $79.9000 684 20/3/2007 80.00 % $0.01 $79.91
Closing $80.3000 707 25/4/2007 27.27 % $0.01 $80.29
Total 7.27 % $0.38
Price Bar Profit
Most Favorable $84.3000 701 $4.38
Most Adverse $78.8000 684 $-1.12
Position 61 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $84.1000 702 18/4/2007 2.50 % $0.01 $84.11
Closing $80.3000 707 25/4/2007 2.50 % $0.01 $80.29
Total -95.00 % $-3.82
Price Bar Profit
Most Favorable $84.2000 702 $0.07
Most Adverse $80.2000 707 $-3.92
Position 62 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $80.3000 707 25/4/2007 44.68 % $0.01 $80.29
Closing $82.3000 723 21/5/2007 12.77 % $0.01 $82.31
Total -42.55 % $-2.02
Price Bar Profit
Most Favorable $78.2000 719 $2.08
Most Adverse $82.9000 723 $-2.62
Position 63 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $78.5000 719 15/5/2007 0.00 % $0.01 $78.49
Closing $82.3000 723 21/5/2007 13.64 % $0.01 $82.31
Total -86.36 % $-3.82
Price Bar Profit
Most Favorable $78.5000 719 $-0.02
Most Adverse $82.9000 723 $-4.42
Position 64 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $82.3000 723 21/5/2007 19.44 % $0.01 $82.31
Closing $79.7000 734 6/6/2007 8.33 % $0.01 $79.69
Total -72.22 % $-2.62
Price Bar Profit
Most Favorable $83.0000 727 $0.68
Most Adverse $79.4000 734 $-2.92
Position 65 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $82.6000 725 23/5/2007 11.11 % $0.01 $82.61
Closing $79.7000 734 6/6/2007 8.33 % $0.01 $79.69
Total -80.56 % $-2.92
Price Bar Profit
Most Favorable $83.0000 727 $0.38
Most Adverse $79.4000 734 $-3.22
Position 66 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $77.0000 735 7/6/2007 87.88 % $0.01 $76.99
Closing $69.4000 757 9/7/2007 69.70 % $0.01 $69.41
Total 57.58 % $7.58
Price Bar Profit
Most Favorable $65.4000 753 $11.58
Most Adverse $78.6000 735 $-1.62
Position 67 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $72.6000 741 15/6/2007 62.61 % $0.01 $72.59
Closing $69.4000 757 9/7/2007 65.22 % $0.01 $69.41
Total 27.83 % $3.18
Price Bar Profit
Most Favorable $65.4000 753 $7.18
Most Adverse $76.9000 743 $-4.32
Position 68 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $70.7000 749 27/6/2007 84.13 % $0.01 $70.69
Closing $69.4000 757 9/7/2007 36.51 % $0.01 $69.41
Total 20.63 % $1.28
Price Bar Profit
Most Favorable $65.4000 753 $5.28
Most Adverse $71.7000 749 $-1.02
Position 69 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $69.4000 757 9/7/2007 5.13 % $0.01 $69.41
Closing $66.1000 763 17/7/2007 10.26 % $0.01 $66.09
Total -84.62 % $-3.32
Price Bar Profit
Most Favorable $69.6000 758 $0.18
Most Adverse $65.7000 757 $-3.72
Position 70 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $66.1000 763 17/7/2007 0.00 % $0.01 $66.09
Closing $70.2000 766 20/7/2007 4.65 % $0.01 $70.21
Total -95.35 % $-4.12
Price Bar Profit
Most Favorable $66.1000 764 $-0.02
Most Adverse $70.4000 766 $-4.32
Position 71 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $70.2000 766 20/7/2007 70.18 % $0.01 $70.21
Closing $70.7000 778 8/8/2007 38.60 % $0.01 $70.69
Total 8.77 % $0.48
Price Bar Profit
Most Favorable $74.2000 772 $3.98
Most Adverse $68.5000 769 $-1.72
Position 72 - Long X 1 Units
Price Bar Date Efficiency Commission Value
Opening $73.5000 772 31/7/2007 18.42 % $0.01 $73.51
Closing $70.7000 778 8/8/2007 7.89 % $0.01 $70.69
Total -73.68 % $-2.82
Price Bar Profit
Most Favorable $74.2000 772 $0.68
Most Adverse $70.4000 778 $-3.12
Position 73 - Short X 1 Units
Price Bar Date Efficiency Commission Value
Opening $70.7000 778 8/8/2007 40.00 % $0.01 $70.69
Closing N/A N/A Not Closed N/A % N/A N/A
Total 40.00 % $0.08
Price Bar Profit
Most Favorable $69.1000 784 $1.58
Most Adverse $73.1000 795 $-2.42

Summary

Profit Efficiency
Average $3.06 -0.03 %
Total $223.21