Performance Results - Aether Analytics BetaOne - Long & Short System

4/3/2014 6:27:46 PM Page 1
Market System: Aether Analytics BetaOne - Long & Short System

Account Settings
Starting Equity: $10,000.00
Trading Vehicle: Stocks
Minimum Margin Requirement: 100.00%
Slippage per side: $0.02 per trade
Commissions and fees per side: $0.01 per share
Input Data Settings
Profit/loss and risk calculated from P/L and risk inputs.
Trades File: C:\Users\Aether Analytics\Desktop\BetaOne.csv
Position Sizing Settings & Rules
Position Sizing Method: None
No. Shares: From input data
All Trades
Long
Short
Total Net Profit

Gross Profit
Gross Loss
Profit Factor
Pessimistic Return Ratio
$65,895.67
$90,183.69
($24,288.03)
3.713
3.111
$42,458.12
$49,055.06
($6,596.94)
7.436
5.702
$23,437.54
$41,128.63
($17,691.09)
2.325
1.825
Trading Period
Starting Account Equity
Highest Closed Trade Equity
Lowest Closed Trade Equity
Additions to Equity
Withdrawals From Equity
Final Account Equity
Return on Starting Equity
2/27/2004 to 3/28/2014 (10 years 29 days)

$10,000.00
$75,923.53
$10,000.00
$0.00
$0.00
$75,895.67
659.0%
Total Number of Trades

Number of Winning Trades
Number of Losing Trades
Trades Not Taken
Percent Profitable
Max Number of Shares
Minimum Number of Shares
Average Number of Shares
275
186
89
0
67.64%
303
83
177
137
105
32
0
76.64%
303
83
181
138
81
57
0
58.70%
302
84
173
Largest Winning Trade

/Percent of Equity
Largest Winning Trade (%)
/Trade Value
Average Winning Trade
Average Winning Trade (%)
Average R-Multiple, Wins
$3,435.54
14.02%
14.02%
$3,435.54
$484.86
1.512%
1.074
$2,654.54
5.083%
6.330%
$2,010.11
$467.19
1.293%
$3,435.54
14.02%
14.02%
$3,435.54
$507.76
1.795%
4/3/2014 6:27:46 PM Page 2
Average Length of Wins

Max Number Consecutive Wins
7 days 16 hours
17
7 days 9 hours
15
8 days 1 hours
9
Largest Losing Trade

/Percent of Equity
Largest Losing Trade (%)
/Trade Value
Average Losing Trade
Average Losing Trade (%)
Average R-Multiple, Losses
Average Length of Losses
Max Number Consecutive Losses
($1,355.28)
-2.470%
-3.920%
($1,253.92)
($272.90)
-0.8267%
0.5943
7 days 7 hours
4
($728.43)
-1.405%
-2.666%
($284.46)
($206.15)
-0.7402%
($1,355.28)
-2.470%
-3.920%
($1,253.92)
($310.37)
-0.8753%
5 days 18 hours
3
8 days 3 hours
6
Average Trade (Expectation)

Average Trade (%)
Trade Standard Deviation
Trade Standard Deviation (%)
$239.62
0.7549%
$584.10
1.774%
$309.91
0.8182%
$544.02
1.318%
$169.84
0.6922%
$615.39
2.136%
Win/Loss Ratio
Win/Loss Ratio (%/%)
Return/Drawdown Ratio
Modified Sharpe Ratio
Sharpe Ratio
1.777
1.829
107.5
0.4256
0.6342
2.266
1.747
73.57
0.6207
1.636
2.051
31.82
0.3241
Average Risk
Average Risk (%)
Average R-Multiple (Expectancy)
R-Multiple Standard Deviation
Average Margin
Average Margin (%)
Max Margin (%)
/Margin Value
Date of Max Margin
Average Leverage
Risk of Ruin
$458.54
1.411%
0.5339
1.235
$22,893.66
70.46%
99.96%
$11,383.92
5/17/2005
0.7046
0.000%
Average Annual Profit/Loss

Ave Annual Compounded Return
Average Monthly Profit/Loss
Ave Monthly Compounded Return
Average Weekly Profit/Loss
Ave Weekly Compounded Return
Average Daily Profit/Loss
Ave Daily Compounded Return
$6,536.77
22.27%
$544.73
1.690%
$125.04
0.3853%
$17.90
0.05506%
Closed Trade Drawdowns
All Trades
Long
Short
Number of Drawdowns
Average Drawdown
43
($525.08)
21
($307.64)
24
($500.56)
4/3/2014 6:27:46 PM Page 3
Average Drawdown (%)

Average Length of Drawdowns
Average Trades in Drawdowns
1.526%
50 days 1 hours
3
1.484%
63 days 1 hours
2
2.188%
105 days 1 hours
3
Worst Case Drawdown

/Percent of Equity
Date at Trough
Trade Number at Trough
Length of Drawdown
Trades in Drawdown
($2,653.69)
4.835%
11/16/2011
199
52 days 0 min
5
($728.43)
2.240%
9/30/2011
193
18 days 0 min
1
($2,241.32)
7.365%
11/11/2011
198
1 years 133 days
25
Worst Case Drawdown (%)

/Equity Value
Date at Trough
Trade Number at Trough
Length of Drawdown
Trades in Drawdown
6.128%
($1,776.20)
12/16/2008
119
42 days 0 min
4
5.771%
($585.43)
7/27/2004
10
1 years 20 days
12
7.365%
($2,241.32)
11/11/2011
198
1 years 133 days
25
Longest Drawdown
Start of Drawdown
End of Drawdown
Percent of Equity
160 days 0 min

11/9/2004
4/18/2005
2.988%
1 years 20 days
5/6/2004
5/27/2005
5.771%
1 years 133 days

10/17/2011
2/27/2013
7.365%
Annual Returns
Year
Net Profit
Add/With
End Equity
Return(%)
Drawdown(%)
Trades
Wins(%)
P Fac
Sharpe
2014
$685.17
$0.00
2013
$13,666.54
$0.00
$75,895.67
0.9110
$75,210.50
22.21
0.7079
50.00
2.035
-0.2887
1.454
30
70.00
7.532
2012
$4,043.56
$0.00
$61,543.96
1.250
7.032
2.963
36
58.33
1.918
0.4101
2011
$13,756.72
$0.00
$57,500.40
31.45
4.835
35
65.71
3.726
0.9638
2010
$10,024.54
$0.00
$43,743.68
29.73
1.177
25
76.00
10.02
0.8160
2009
$6,509.72
$0.00
$33,719.14
23.92
4.889
24
66.67
2.562
0.4273
2008
$7,328.83
$0.00
$27,209.42
36.86
6.128
30
56.67
2.671
0.5424
2007
$4,516.39
$0.00
$19,880.59
29.40
1.802
32
71.87
6.618
0.8266
2006
$2,903.37
$0.00
$15,364.20
23.30
1.184
23
73.91
9.575
0.9855
2005
$1,507.10
$0.00
$12,460.83
13.76
2.277
17
82.35
4.549
0.6171
2004
$953.73
$0.00
$10,953.73
9.537
3.805
17
70.59
2.122
0.3652
Ave
$5,990.52
$0.00
$39,407.46
20.74
2.838
25.00
67.46
4.848
0.6286
SD
$4,761.10
$0.00
$24,750.13
11.42
1.825
9.022
9.383
3.076
0.4131
Monthly Returns
Month
Net Profit
Add/With
End Equity
Return(%)
Drawdown(%)
Trades
Wins(%)
P Fac
3-2014
($27.86)
$0.00
$75,895.67
-0.03669
0.7079
66.67
0.9482
1-2014
$713.03
$0.00
$75,923.53
0.9480
0.1653
33.33
6.735
12-2013
$1,571.79
$0.00
$75,210.50
2.134
0.2535
66.67
9.420
11-2013
($352.96)
$0.00
$73,638.71
-0.4770
0.4770
0.000
0.000
10-2013
$3,172.95
$0.00
$73,991.67
4.480
0.000
100.0
100.0
9-2013
$2,177.36
$0.00
$70,818.72
3.172
0.1508
66.67
21.57
8-2013
$621.05
$0.00
$68,641.36
0.9130
0.4793
66.67
2.905
7-2013
$1,905.58
$0.00
$68,020.31
2.882
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 4
6-2013
$109.98
$0.00
$66,114.73
0.1666
0.8378
50.00
1.199
5-2013
$840.48
$0.00
$66,004.75
1.290
0.6214
66.67
3.036
4-2013
$936.48
$0.00
$65,164.27
1.458
0.000
100.0
100.0
3-2013
$1,086.00
$0.00
$64,227.79
1.720
0.05588
50.00
31.24
2-2013
$1,092.38
$0.00
$63,141.79
1.761
0.1921
80.00
10.16
1-2013
$505.45
$0.00
$62,049.41
0.8213
0.000
100.0
100.0
12-2012
$640.15
$0.00
$61,543.96
1.051
0.3221
66.67
4.263
11-2012
$1,113.96
$0.00
$60,903.81
1.863
0.000084
66.67
22280.
10-2012
$643.52
$0.00
$59,789.85
1.088
0.000
100.0
100.0
8-2012
($566.17)
$0.00
$59,146.33
-0.9482
0.9482
0.000
0.000
7-2012
($151.04)
$0.00
$59,712.50
-0.2523
1.635
50.00
0.8478
6-2012
$734.90
$0.00
$59,863.54
1.243
0.2240
66.67
6.549
5-2012
$1,933.60
$0.00
$59,128.64
3.381
0.000
100.0
100.0
4-2012
$181.10
$0.00
$57,195.04
0.3176
1.281
50.00
1.244
3-2012
$940.43
$0.00
$57,013.94
1.677
0.05094
66.67
33.36
2-2012
($633.28)
$0.00
$56,073.51
-1.117
1.605
50.00
0.3345
1-2012
($793.61)
$0.00
$56,706.79
-1.380
1.385
25.00
0.003491
12-2011
$3,990.03
$0.00
$57,500.40
7.457
0.000
100.0
100.0
11-2011
$115.12
$0.00
$53,510.37
0.2156
2.188
33.33
1.099
10-2011
$2,293.03
$0.00
$53,395.25
4.487
2.707
50.00
2.544
9-2011
$1,777.45
$0.00
$51,102.22
3.604
1.405
80.00
3.440
8-2011
$1,870.75
$0.00
$49,324.77
3.942
1.607
66.67
3.322
7-2011
$2,006.54
$0.00
$47,454.02
4.415
0.000
100.0
100.0
6-2011
$714.89
$0.00
$45,447.48
1.598
0.3980
50.00
4.937
5-2011
$433.99
$0.00
$44,732.59
0.9797
0.000
100.0
100.0
4-2011
($78.33)
$0.00
$44,298.60
-0.1765
0.1765
0.000
0.000
3-2011
$208.54
$0.00
$44,376.93
0.4721
0.2086
50.00
3.248
2-2011
$588.13
$0.00
$44,168.39
1.350
0.000
100.0
100.0
1-2011
($163.42)
$0.00
$43,580.26
-0.3736
1.113
50.00
0.6767
12-2010
$508.33
$0.00
$43,743.68
1.176
1.177
66.67
1.999
11-2010
$634.17
$0.00
$43,235.35
1.489
0.000
100.0
100.0
9-2010
$932.19
$0.00
$42,601.18
2.237
0.000
100.0
100.0
8-2010
$793.73
$0.00
$41,668.99
1.942
0.000
100.0
100.0
7-2010
$3,629.22
$0.00
$40,875.26
9.744
0.09521
75.00
95.34
6-2010
$408.97
$0.00
$37,246.04
1.110
0.8907
33.33
2.246
5-2010
$1,604.72
$0.00
$36,837.07
4.555
0.000
100.0
100.0
4-2010
$165.38
$0.00
$35,232.35
0.4716
0.000
100.0
100.0
3-2010
$42.40
$0.00
$35,066.97
0.1211
0.4632
33.33
1.179
2-2010
$165.09
$0.00
$35,024.57
0.4736
0.000
100.0
100.0
1-2010
$1,140.34
$0.00
$34,859.48
3.382
0.000
100.0
100.0
12-2009
($89.73)
$0.00
$33,719.14
-0.2654
1.100
50.00
0.7587
10-2009
$124.45
$0.00
$33,808.87
0.3695
0.000
100.0
100.0
9-2009
$827.19
$0.00
$33,684.42
2.518
0.000
100.0
100.0
8-2009
($907.31)
$0.00
$32,857.23
-2.687
2.687
0.000
0.000
7-2009
$2,954.76
$0.00
$33,764.54
9.590
0.000
100.0
100.0
5-2009
($469.19)
$0.00
$30,809.78
-1.500
3.178
33.33
0.5361
4-2009
($741.63)
$0.00
$31,278.97
-2.316
4.889
40.00
0.5263
3-2009
$380.65
$0.00
$32,020.60
1.203
0.000
100.0
100.0
2-2009
$1,451.87
$0.00
$31,639.95
4.809
1.030
66.67
5.670
1-2009
$2,978.66
$0.00
$30,188.08
10.95
0.000
100.0
100.0
12-2008
($725.81)
$0.00
$27,209.42
-2.598
6.128
25.00
0.5914
4/3/2014 6:27:46 PM Page 5
11-2008
$3,435.54
$0.00
$27,935.23
14.02
0.000
100.0
100.0
10-2008
$1,830.80
$0.00
$24,499.69
8.076
2.944
66.67
3.464
9-2008
$485.67
$0.00
$22,668.89
2.189
0.6894
50.00
4.086
8-2008
$336.35
$0.00
$22,183.22
1.540
0.000
100.0
100.0
7-2008
$1,610.93
$0.00
$21,846.87
7.961
0.7677
75.00
10.53
6-2008
($123.37)
$0.00
$20,235.94
-0.6060
1.693
50.00
0.6420
5-2008
$36.95
$0.00
$20,359.31
0.1818
1.305
50.00
1.139
4-2008
($760.32)
$0.00
$20,322.36
-3.606
3.606
0.000
0.000
3-2008
$593.55
$0.00
$21,082.68
2.897
0.000
100.0
100.0
2-2008
($169.64)
$0.00
$20,489.13
-0.8212
0.8212
0.000
0.000
1-2008
$778.18
$0.00
$20,658.77
3.914
0.000
100.0
100.0
12-2007
$621.20
$0.00
$19,880.59
3.225
0.000
100.0
100.0
11-2007
$1,120.50
$0.00
$19,259.39
6.177
1.290
71.43
5.659
10-2007
$795.24
$0.00
$18,138.89
4.585
0.000
100.0
100.0
9-2007
($215.43)
$0.00
$17,343.65
-1.227
1.227
25.00
0.1703
8-2007
$790.57
$0.00
$17,559.08
4.715
0.000
100.0
100.0
7-2007
$874.20
$0.00
$16,768.51
5.500
0.04849
75.00
113.7
6-2007
$479.26
$0.00
$15,894.31
3.109
0.000
100.0
100.0
4-2007
($71.68)
$0.00
$15,415.05
-0.4628
0.4856
50.00
0.04681
3-2007
($165.32)
$0.00
$15,486.73
-1.056
1.056
0.000
0.000
2-2007
$146.36
$0.00
$15,652.05
0.9439
0.3531
66.67
3.641
1-2007
$141.49
$0.00
$15,505.69
0.9209
0.000
100.0
100.0
12-2006
($61.69)
$0.00
$15,364.20
-0.3999
0.3999
0.000
0.000
11-2006
($19.00)
$0.00
$15,425.89
-0.1230
0.1230
0.000
0.000
10-2006
$80.67
$0.00
$15,444.89
0.5251
0.6651
66.67
1.780
9-2006
($122.10)
$0.00
$15,364.22
-0.7884
0.7884
0.000
0.000
8-2006
$345.39
$0.00
$15,486.32
2.281
0.2087
50.00
11.67
7-2006
$569.20
$0.00
$15,140.93
3.906
0.000
100.0
100.0
6-2006
$507.72
$0.00
$14,571.73
3.610
0.000
100.0
100.0
5-2006
$571.10
$0.00
$14,064.01
4.233
0.000
100.0
100.0
4-2006
$356.27
$0.00
$13,492.91
2.712
0.000
100.0
100.0
3-2006
$190.62
$0.00
$13,136.64
1.472
0.000
100.0
100.0
2-2006
$67.35
$0.00
$12,946.02
0.5230
0.000
100.0
100.0
1-2006
$417.84
$0.00
$12,878.67
3.353
0.000
100.0
100.0
12-2005
$94.92
$0.00
$12,460.83
0.7676
0.000
100.0
100.0
11-2005
($288.10)
$0.00
$12,365.91
-2.277
2.277
0.000
0.000
10-2005
$60.99
$0.00
$12,654.01
0.4843
0.000
100.0
100.0
9-2005
$430.49
$0.00
$12,593.02
3.539
0.000
100.0
100.0
8-2005
$28.46
$0.00
$12,162.53
0.2345
0.000
100.0
100.0
7-2005
$262.42
$0.00
$12,134.07
2.210
0.000
100.0
100.0
6-2005
$223.90
$0.00
$11,871.65
1.922
0.000
100.0
100.0
5-2005
$259.47
$0.00
$11,647.75
2.278
0.000
100.0
100.0
4-2005
$434.16
$0.00
$11,388.28
3.963
0.000
100.0
100.0
3-2005
$64.91
$0.00
$10,954.12
0.5961
0.000
100.0
100.0
2-2005
$13.99
$0.00
$10,889.21
0.1286
0.5337
50.00
1.241
1-2005
($78.51)
$0.00
$10,875.22
-0.7167
0.7167
0.000
0.000
12-2004
($196.64)
$0.00
$10,953.73
-1.764
2.222
50.00
0.2064
11-2004
$280.38
$0.00
$11,150.37
2.579
0.000
100.0
100.0
10-2004
$85.24
$0.00
$10,869.99
0.7904
0.000
100.0
100.0
9-2004
$270.09
$0.00
$10,784.75
2.569
0.000
100.0
100.0
8-2004
$250.33
$0.00
$10,514.66
2.439
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 6
7-2004
($56.78)
$0.00
$10,264.33
-0.5502
2.402
50.00
0.7752
6-2004
($64.80)
$0.00
$10,321.11
-0.6240
0.6240
0.000
0.000
5-2004
($284.46)
$0.00
$10,385.91
-2.666
2.666
0.000
0.000
4-2004
$177.08
$0.00
$10,670.37
1.688
0.000
100.0
100.0
3-2004
$493.29
$0.00
$10,493.29
4.933
0.000
100.0
100.0
2-2004
$0.00
$0.00
$10,000.00
0.000
0.000
0.000
0.000
Ave
$568.07
$0.00
$33,043.89
1.801
0.6271
2.371
68.43
241.4
SD
$927.11
$0.00
$20,620.76
2.839
1.047
1.154
35.17
2065.
Weekly Returns
Week
Net Profit
Add/With
End Equity
Return(%)
Drawdown(%)
Trades
Wins(%)
P Fac
3/23/2014
$509.58
$0.00
$75,895.67
0.6760
0.000
100.0
100.0
3/16/2014
($537.44)
$0.00
$75,386.09
-0.7079
0.7079
0.000
0.000
1/26/2014
$837.37
$0.00
$75,923.53
1.115
0.000
100.0
100.0
1/12/2014
($79.24)
$0.00
$75,086.16
-0.1054
0.1054
0.000
0.000
1/5/2014
($45.10)
$0.00
$75,165.40
-0.05997
0.05997
0.000
0.000
12/29/2013
$1,411.71
$0.00
$75,210.50
1.913
0.000
100.0
100.0
12/15/2013
$346.76
$0.00
$73,798.79
0.4721
0.000
100.0
100.0
12/8/2013
($186.68)
$0.00
$73,452.03
-0.2535
0.2535
0.000
0.000
11/17/2013
($109.85)
$0.00
$73,638.71
-0.1490
0.1490
0.000
0.000
11/10/2013
($243.11)
$0.00
$73,748.56
-0.3286
0.3286
0.000
0.000
10/20/2013
$2,204.53
$0.00
$73,991.67
3.071
0.000
100.0
100.0
10/6/2013
$968.42
$0.00
$71,787.14
1.367
0.000
100.0
100.0
9/15/2013
$2,177.36
$0.00
$70,818.72
3.172
0.1508
66.67
21.57
8/18/2013
$790.65
$0.00
$68,641.36
1.165
0.000
100.0
100.0
8/4/2013
$156.41
$0.00
$67,850.71
0.2311
0.000
100.0
100.0
7/28/2013
($326.01)
$0.00
$67,694.30
-0.4793
0.4793
0.000
0.000
7/14/2013
$1,905.58
$0.00
$68,020.31
2.882
0.000
100.0
100.0
6/23/2013
$662.99
$0.00
$66,114.73
1.013
0.000
100.0
100.0
6/16/2013
($553.01)
$0.00
$65,451.74
-0.8378
0.8378
0.000
0.000
5/26/2013
($412.72)
$0.00
$66,004.75
-0.6214
0.6214
0.000
0.000
5/5/2013
$588.18
$0.00
$66,417.47
0.8935
0.000
100.0
100.0
4/28/2013
$665.02
$0.00
$65,829.29
1.021
0.000
100.0
100.0
4/21/2013
$441.82
$0.00
$65,164.27
0.6826
0.000
100.0
100.0
4/14/2013
$415.30
$0.00
$64,722.45
0.6458
0.000
100.0
100.0
4/7/2013
$79.36
$0.00
$64,307.15
0.1236
0.000
100.0
100.0
3/24/2013
($35.91)
$0.00
$64,227.79
-0.05588
0.05588
0.000
0.000
3/10/2013
$1,121.91
$0.00
$64,263.70
1.777
0.000
100.0
100.0
2/24/2013
$657.94
$0.00
$63,141.79
1.053
0.000
100.0
100.0
2/17/2013
$220.81
$0.00
$62,483.85
0.3546
0.000
100.0
100.0
2/10/2013
$332.85
$0.00
$62,263.04
0.5375
0.000
100.0
100.0
2/3/2013
($119.22)
$0.00
$61,930.19
-0.1921
0.1921
0.000
0.000
1/13/2013
$505.45
$0.00
$62,049.41
0.8213
0.000
100.0
100.0
12/30/2012
$568.70
$0.00
$61,543.96
0.9327
0.000
100.0
100.0
12/9/2012
$71.45
$0.00
$60,975.26
0.1173
0.3221
50.00
1.364
11/25/2012
$876.51
$0.00
$60,903.81
1.460
0.000
100.0
100.0
11/11/2012
$237.50
$0.00
$60,027.30
0.3972
0.000
100.0
100.0
11/4/2012
($0.05)
$0.00
$59,789.80
-0.000084
0.000084
0.000
0.000
10/21/2012
$234.11
$0.00
$59,789.85
0.3931
0.000
100.0
100.0
10/14/2012
$409.41
$0.00
$59,555.74
0.6922
0.000
100.0
100.0
8/12/2012
($463.42)
$0.00
$59,146.33
-0.7774
0.7774
0.000
0.000
4/3/2014 6:27:46 PM Page 7
7/29/2012
($102.75)
$0.00
$59,609.75
-0.1721
0.1721
0.000
0.000
7/22/2012
($992.54)
$0.00
$59,712.50
-1.635
1.635
0.000
0.000
7/8/2012
$340.11
$0.00
$60,705.04
0.5634
0.000
100.0
100.0
7/1/2012
$501.39
$0.00
$60,364.93
0.8376
0.000
100.0
100.0
6/24/2012
$95.55
$0.00
$59,863.54
0.1599
0.000
100.0
100.0
6/10/2012
$771.79
$0.00
$59,767.99
1.308
0.000
100.0
100.0
6/3/2012
($132.44)
$0.00
$58,996.20
-0.2240
0.2240
0.000
0.000
5/20/2012
$685.90
$0.00
$59,128.64
1.174
0.000
100.0
100.0
5/6/2012
$785.06
$0.00
$58,442.74
1.362
0.000
100.0
100.0
4/29/2012
$462.64
$0.00
$57,657.68
0.8089
0.000
100.0
100.0
4/22/2012
($742.23)
$0.00
$57,195.04
-1.281
1.281
0.000
0.000
4/8/2012
$653.94
$0.00
$57,937.27
1.142
0.000
100.0
100.0
4/1/2012
$269.39
$0.00
$57,283.33
0.4725
0.000
100.0
100.0
3/25/2012
($29.06)
$0.00
$57,013.94
-0.05094
0.05094
0.000
0.000
3/18/2012
$874.33
$0.00
$57,043.00
1.557
0.000
100.0
100.0
3/4/2012
$95.16
$0.00
$56,168.67
0.1697
0.000
100.0
100.0
2/26/2012
$276.87
$0.00
$56,073.51
0.4962
0.000
100.0
100.0
2/12/2012
($513.17)
$0.00
$55,796.64
-0.9113
0.9113
0.000
0.000
2/5/2012
$41.46
$0.00
$56,309.81
0.07368
0.000
100.0
100.0
1/29/2012
($438.44)
$0.00
$56,268.35
-0.7732
0.7732
0.000
0.000
1/15/2012
($155.82)
$0.00
$56,706.79
-0.2740
0.2789
50.00
0.01753
1/8/2012
($219.06)
$0.00
$56,862.61
-0.3838
0.3838
0.000
0.000
1/1/2012
($418.73)
$0.00
$57,081.67
-0.7282
0.7282
0.000
0.000
12/25/2011
$1,273.18
$0.00
$57,500.40
2.264
0.000
100.0
100.0
12/18/2011
$900.68
$0.00
$56,227.22
1.628
0.000
100.0
100.0
12/4/2011
$1,816.17
$0.00
$55,326.54
3.394
0.000
100.0
100.0
11/20/2011
$1,283.36
$0.00
$53,510.37
2.457
0.000
100.0
100.0
0.000
11/13/2011
($282.20)
$0.00
$52,227.01
-0.5374
0.5374
0.000
11/6/2011
($886.04)
$0.00
$52,509.21
-1.659
1.659
0.000
0.000
10/30/2011
($130.17)
$0.00
$53,395.25
-0.2432
0.2432
0.000
0.000
10/23/2011
($1,355.28)
$0.00
$53,525.42
-2.470
2.470
0.000
0.000
10/16/2011
$2,654.54
$0.00
$54,880.70
5.083
0.000
100.0
100.0
10/2/2011
$1,123.94
$0.00
$52,226.16
2.199
0.000
100.0
100.0
9/25/2011
$647.43
$0.00
$51,102.22
1.283
1.405
50.00
1.889
9/18/2011
$510.74
$0.00
$50,454.79
1.023
0.000
100.0
100.0
9/11/2011
$16.57
$0.00
$49,944.05
0.03319
0.000
100.0
100.0
8/28/2011
$602.71
$0.00
$49,927.48
1.222
0.000
100.0
100.0
8/21/2011
($805.75)
$0.00
$49,324.77
-1.607
1.607
0.000
0.000
8/14/2011
$1,637.10
$0.00
$50,130.52
3.376
0.000
100.0
100.0
7/31/2011
$1,039.40
$0.00
$48,493.42
2.190
0.000
100.0
100.0
7/24/2011
$534.41
$0.00
$47,454.02
1.139
0.000
100.0
100.0
7/17/2011
$293.68
$0.00
$46,919.61
0.6299
0.000
100.0
100.0
7/3/2011
$1,178.45
$0.00
$46,625.93
2.593
0.000
100.0
100.0
6/26/2011
($40.87)
$0.00
$45,447.48
-0.08985
0.08985
0.000
0.000
6/12/2011
($140.73)
$0.00
$45,488.35
-0.3084
0.3084
0.000
0.000
5/29/2011
$896.49
$0.00
$45,629.08
2.004
0.000
100.0
100.0
5/22/2011
$433.99
$0.00
$44,732.59
0.9797
0.000
100.0
100.0
4/17/2011
($78.33)
$0.00
$44,298.60
-0.1765
0.1765
0.000
0.000
3/20/2011
($92.78)
$0.00
$44,376.93
-0.2086
0.2086
0.000
0.000
3/6/2011
$301.32
$0.00
$44,469.71
0.6822
0.000
100.0
100.0
2/6/2011
$451.47
$0.00
$44,168.39
1.033
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 8
1/30/2011
$136.66
$0.00
$43,716.92
0.3136
0.000
100.0
100.0
1/23/2011
$72.21
$0.00
$43,580.26
0.1660
0.04234
50.00
4.920
1/16/2011
$251.45
$0.00
$43,508.05
0.5813
0.000
100.0
100.0
1/9/2011
($487.08)
$0.00
$43,256.60
-1.113
1.113
0.000
0.000
12/19/2010
$32.31
$0.00
$43,743.68
0.07392
0.000
100.0
100.0
12/12/2010
$984.81
$0.00
$43,711.37
2.305
0.000
100.0
100.0
11/28/2010
($508.79)
$0.00
$42,726.56
-1.177
1.177
0.000
0.000
11/21/2010
$423.98
$0.00
$43,235.35
0.9903
0.000
100.0
100.0
10/31/2010
$210.19
$0.00
$42,811.37
0.4934
0.000
100.0
100.0
9/5/2010
$932.19
$0.00
$42,601.18
2.237
0.000
100.0
100.0
8/22/2010
$793.73
$0.00
$41,668.99
1.942
0.000
100.0
100.0
7/25/2010
$507.36
$0.00
$40,875.26
1.257
0.000
100.0
100.0
7/18/2010
($38.47)
$0.00
$40,367.90
-0.09521
0.09521
0.000
0.000
7/11/2010
$1,217.62
$0.00
$40,406.37
3.107
0.000
100.0
100.0
6/27/2010
$1,942.71
$0.00
$39,188.75
5.216
0.000
100.0
100.0
6/20/2010
$737.07
$0.00
$37,246.04
2.019
0.000
100.0
100.0
6/6/2010
($151.86)
$0.00
$36,508.97
-0.4142
0.4142
0.000
0.000
5/30/2010
($176.24)
$0.00
$36,660.83
-0.4784
0.4784
0.000
0.000
5/23/2010
$561.92
$0.00
$36,837.07
1.549
0.000
100.0
100.0
5/9/2010
$235.45
$0.00
$36,275.15
0.6533
0.000
100.0
100.0
5/2/2010
$807.35
$0.00
$36,039.70
2.292
0.000
100.0
100.0
4/25/2010
$165.38
$0.00
$35,232.35
0.4716
0.000
100.0
100.0
3/21/2010
($163.17)
$0.00
$35,066.97
-0.4632
0.4632
0.000
0.000
3/7/2010
$278.95
$0.00
$35,230.14
0.7981
0.000
100.0
100.0
2/28/2010
($73.38)
$0.00
$34,951.19
-0.2095
0.2095
0.000
0.000
1/31/2010
$165.09
$0.00
$35,024.57
0.4736
0.000
100.0
100.0
1/24/2010
$979.17
$0.00
$34,859.48
2.890
0.000
100.0
100.0
1/10/2010
$84.04
$0.00
$33,880.31
0.2487
0.000
100.0
100.0
1/3/2010
$77.13
$0.00
$33,796.27
0.2287
0.000
100.0
100.0
12/27/2009
$282.17
$0.00
$33,719.14
0.8439
0.000
100.0
100.0
12/13/2009
($371.90)
$0.00
$33,436.97
-1.100
1.100
0.000
0.000
10/4/2009
$124.45
$0.00
$33,808.87
0.3695
0.000
100.0
100.0
9/13/2009
$827.19
$0.00
$33,684.42
2.518
0.000
100.0
100.0
8/16/2009
($907.31)
$0.00
$32,857.23
-2.687
2.687
0.000
0.000
7/26/2009
$2,010.11
$0.00
$33,764.54
6.330
0.000
100.0
100.0
7/5/2009
$649.24
$0.00
$31,754.43
2.087
0.000
100.0
100.0
6/28/2009
$295.41
$0.00
$31,105.19
0.9588
0.000
100.0
100.0
5/24/2009
($500.70)
$0.00
$30,809.78
-1.599
1.599
0.000
0.000
5/17/2009
$31.51
$0.00
$31,310.48
0.1007
1.605
50.00
1.062
4/26/2009
$606.50
$0.00
$31,278.97
1.977
0.000
100.0
100.0
4/19/2009
($58.75)
$0.00
$30,672.47
-0.1912
0.8988
50.00
0.7873
4/12/2009
($1,253.92)
$0.00
$30,731.22
-3.920
3.920
0.000
0.000
0.000
4/5/2009
($35.46)
$0.00
$31,985.14
-0.1107
0.1107
0.000
3/22/2009
$2.96
$0.00
$32,020.60
0.009245
0.000
100.0
100.0
3/15/2009
$377.69
$0.00
$32,017.64
1.194
0.000
100.0
100.0
2/22/2009
$1,469.10
$0.00
$31,639.95
4.869
0.000
100.0
100.0
2/8/2009
$293.66
$0.00
$30,170.85
0.9829
0.000
100.0
100.0
2/1/2009
($310.89)
$0.00
$29,877.19
-1.030
1.030
0.000
0.000
1/25/2009
$634.71
$0.00
$30,188.08
2.148
0.000
100.0
100.0
1/11/2009
$1,508.10
$0.00
$29,553.37
5.377
0.000
100.0
100.0
1/4/2009
$835.85
$0.00
$28,045.27
3.072
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 9
12/14/2008
($552.22)
$0.00
$27,209.42
-1.989
1.989
0.000
0.000
12/7/2008
($1,223.98)
$0.00
$27,761.64
-4.223
4.223
0.000
0.000
11/30/2008
$1,050.39
$0.00
$28,985.62
3.760
0.000
100.0
100.0
11/16/2008
$3,435.54
$0.00
$27,935.23
14.02
0.000
100.0
100.0
10/26/2008
($743.14)
$0.00
$24,499.69
-2.944
2.944
0.000
0.000
10/12/2008
$566.43
$0.00
$25,242.83
2.295
0.000
100.0
100.0
10/5/2008
$2,007.51
$0.00
$24,676.40
8.856
0.000
100.0
100.0
9/21/2008
($157.36)
$0.00
$22,668.89
-0.6894
0.6894
0.000
0.000
8/31/2008
$643.03
$0.00
$22,826.25
2.899
0.000
100.0
100.0
8/17/2008
$14.74
$0.00
$22,183.22
0.06649
0.000
100.0
100.0
8/10/2008
$321.61
$0.00
$22,168.48
1.472
0.000
100.0
100.0
7/27/2008
($169.02)
$0.00
$21,846.87
-0.7677
0.7677
0.000
0.000
7/20/2008
$586.21
$0.00
$22,015.89
2.736
0.000
100.0
100.0
7/13/2008
$946.37
$0.00
$21,429.68
4.620
0.000
100.0
100.0
6/29/2008
$247.37
$0.00
$20,483.31
1.222
0.000
100.0
100.0
6/22/2008
$221.25
$0.00
$20,235.94
1.105
0.000
100.0
100.0
6/15/2008
($344.62)
$0.00
$20,014.69
-1.693
1.693
0.000
0.000
5/25/2008
$302.11
$0.00
$20,359.31
1.506
0.000
100.0
100.0
5/4/2008
($265.16)
$0.00
$20,057.20
-1.305
1.305
0.000
0.000
4/20/2008
($173.27)
$0.00
$20,322.36
-0.8454
0.8454
0.000
0.000
4/6/2008
($92.41)
$0.00
$20,495.63
-0.4489
0.4489
0.000
0.000
3/30/2008
($494.64)
$0.00
$20,588.04
-2.346
2.346
0.000
0.000
3/23/2008
$403.57
$0.00
$21,082.68
1.952
0.000
100.0
100.0
3/2/2008
$189.98
$0.00
$20,679.11
0.9272
0.000
100.0
100.0
2/10/2008
($169.64)
$0.00
$20,489.13
-0.8212
0.8212
0.000
0.000
1/20/2008
$211.62
$0.00
$20,658.77
1.035
0.000
100.0
100.0
1/13/2008
$146.70
$0.00
$20,447.15
0.7226
0.000
100.0
100.0
12/30/2007
$419.86
$0.00
$20,300.45
2.112
0.000
100.0
100.0
12/23/2007
$119.08
$0.00
$19,880.59
0.6026
0.000
100.0
100.0
12/16/2007
$502.12
$0.00
$19,761.51
2.607
0.000
100.0
100.0
11/25/2007
$862.27
$0.00
$19,259.39
4.687
0.000
100.0
100.0
11/18/2007
($0.04)
$0.00
$18,397.12
-0.000217
0.000217
0.000
0.000
11/11/2007
($240.47)
$0.00
$18,397.16
-1.290
1.290
0.000
0.000
11/4/2007
$355.37
$0.00
$18,637.63
1.944
0.000
100.0
100.0
10/28/2007
$143.37
$0.00
$18,282.26
0.7904
0.000
100.0
100.0
10/21/2007
$765.23
$0.00
$18,138.89
4.405
0.000
100.0
100.0
10/7/2007
$30.01
$0.00
$17,373.66
0.1730
0.000
100.0
100.0
9/9/2007
($133.19)
$0.00
$17,343.65
-0.7621
0.7621
0.000
0.000
9/2/2007
($82.24)
$0.00
$17,476.84
-0.4684
0.7202
50.00
0.3497
8/19/2007
$75.67
$0.00
$17,559.08
0.4328
0.000
100.0
100.0
8/12/2007
$655.66
$0.00
$17,483.41
3.896
0.000
100.0
100.0
8/5/2007
$59.24
$0.00
$16,827.75
0.3533
0.000
100.0
100.0
7/22/2007
$615.23
$0.00
$16,768.51
3.809
0.000
100.0
100.0
7/15/2007
$158.08
$0.00
$16,153.28
0.9883
0.000
100.0
100.0
7/8/2007
($7.76)
$0.00
$15,995.20
-0.04849
0.04849
0.000
0.000
7/1/2007
$108.65
$0.00
$16,002.96
0.6836
0.000
100.0
100.0
6/24/2007
$74.36
$0.00
$15,894.31
0.4700
0.000
100.0
100.0
6/17/2007
$126.93
$0.00
$15,819.95
0.8088
0.000
100.0
100.0
6/3/2007
$277.97
$0.00
$15,693.02
1.803
0.000
100.0
100.0
4/8/2007
$3.52
$0.00
$15,415.05
0.02284
0.000
100.0
100.0
4/1/2007
($75.20)
$0.00
$15,411.53
-0.4856
0.4856
0.000
0.000
4/3/2014 6:27:46 PM Page 10
3/18/2007
($165.32)
$0.00
$15,486.73
-1.056
1.056
0.000
0.000
2/25/2007
$13.10
$0.00
$15,652.05
0.08377
0.000
100.0
100.0
2/11/2007
($55.42)
$0.00
$15,638.95
-0.3531
0.3531
0.000
0.000
2/4/2007
$188.68
$0.00
$15,694.37
1.217
0.000
100.0
100.0
1/28/2007
$141.49
$0.00
$15,505.69
0.9209
0.000
100.0
100.0
12/17/2006
($20.24)
$0.00
$15,364.20
-0.1316
0.1316
0.000
0.000
12/10/2006
($41.45)
$0.00
$15,384.44
-0.2687
0.2687
0.000
0.000
11/5/2006
($19.00)
$0.00
$15,425.89
-0.1230
0.1230
0.000
0.000
10/8/2006
$45.47
$0.00
$15,444.89
0.2953
0.6651
50.00
1.440
10/1/2006
$35.20
$0.00
$15,399.42
0.2291
0.000
100.0
100.0
9/10/2006
($122.10)
$0.00
$15,364.22
-0.7884
0.7884
0.000
0.000
8/27/2006
($32.38)
$0.00
$15,486.32
-0.2087
0.2087
0.000
0.000
8/6/2006
$377.77
$0.00
$15,518.70
2.495
0.000
100.0
100.0
7/16/2006
$359.67
$0.00
$15,140.93
2.433
0.000
100.0
100.0
7/2/2006
$209.53
$0.00
$14,781.26
1.438
0.000
100.0
100.0
Ave
$294.83
$0.00
$40,811.93
0.8145
0.2986
1.101
65.71
63.62
SD
$661.65
$0.00
$18,737.60
1.929
0.6502
0.3325
46.44
48.08
Daily Returns
Day
Net Profit
Add/With
End Equity
Return(%)
Drawdown(%)
Trades
Wins(%)
P Fac
3/28/2014
$345.99
$0.00
$75,895.67
0.4580
0.000
100.0
100.0
3/24/2014
$163.59
$0.00
$75,549.68
0.2170
0.000
100.0
100.0
3/18/2014
($537.44)
$0.00
$75,386.09
-0.7079
0.7079
0.000
0.000
1/30/2014
$837.37
$0.00
$75,923.53
1.115
0.000
100.0
100.0
1/15/2014
($79.24)
$0.00
$75,086.16
-0.1054
0.1054
0.000
0.000
1/9/2014
($45.10)
$0.00
$75,165.40
-0.05997
0.05997
0.000
0.000
12/30/2013
$1,411.71
$0.00
$75,210.50
1.913
0.000
100.0
100.0
12/18/2013
$346.76
$0.00
$73,798.79
0.4721
0.000
100.0
100.0
12/11/2013
($186.68)
$0.00
$73,452.03
-0.2535
0.2535
0.000
0.000
11/22/2013
($109.85)
$0.00
$73,638.71
-0.1490
0.1490
0.000
0.000
11/13/2013
($243.11)
$0.00
$73,748.56
-0.3286
0.3286
0.000
0.000
10/23/2013
$2,204.53
$0.00
$73,991.67
3.071
0.000
100.0
100.0
10/10/2013
$968.42
$0.00
$71,787.14
1.367
0.000
100.0
100.0
9/19/2013
$707.48
$0.00
$70,818.72
1.009
0.000
100.0
100.0
9/18/2013
($105.86)
$0.00
$70,111.24
-0.1508
0.1508
0.000
0.000
9/17/2013
$1,575.74
$0.00
$70,217.10
2.296
0.000
100.0
100.0
8/20/2013
$790.65
$0.00
$68,641.36
1.165
0.000
100.0
100.0
8/5/2013
$156.41
$0.00
$67,850.71
0.2311
0.000
100.0
100.0
8/1/2013
($326.01)
$0.00
$67,694.30
-0.4793
0.4793
0.000
0.000
7/15/2013
$1,905.58
$0.00
$68,020.31
2.882
0.000
100.0
100.0
6/25/2013
$662.99
$0.00
$66,114.73
1.013
0.000
100.0
100.0
6/20/2013
($553.01)
$0.00
$65,451.74
-0.8378
0.8378
0.000
0.000
5/30/2013
($412.72)
$0.00
$66,004.75
-0.6214
0.6214
0.000
0.000
5/9/2013
$588.18
$0.00
$66,417.47
0.8935
0.000
100.0
100.0
5/1/2013
$665.02
$0.00
$65,829.29
1.021
0.000
100.0
100.0
4/22/2013
$441.82
$0.00
$65,164.27
0.6826
0.000
100.0
100.0
4/15/2013
$415.30
$0.00
$64,722.45
0.6458
0.000
100.0
100.0
4/9/2013
$79.36
$0.00
$64,307.15
0.1236
0.000
100.0
100.0
3/28/2013
($35.91)
$0.00
$64,227.79
-0.05588
0.05588
0.000
0.000
3/12/2013
$1,121.91
$0.00
$64,263.70
1.777
0.000
100.0
100.0
2/27/2013
$657.94
$0.00
$63,141.79
1.053
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 11
2/20/2013
$210.87
$0.00
$62,483.85
0.3386
0.000
100.0
100.0
2/19/2013
$9.94
$0.00
$62,272.98
0.01596
0.000
100.0
100.0
2/15/2013
$332.85
$0.00
$62,263.04
0.5375
0.000
100.0
100.0
2/8/2013
($119.22)
$0.00
$61,930.19
-0.1921
0.1921
0.000
0.000
1/14/2013
$505.45
$0.00
$62,049.41
0.8213
0.000
100.0
100.0
12/31/2012
$568.70
$0.00
$61,543.96
0.9327
0.000
100.0
100.0
12/12/2012
$267.61
$0.00
$60,975.26
0.4408
0.000
100.0
100.0
12/11/2012
($196.16)
$0.00
$60,707.65
-0.3221
0.3221
0.000
0.000
11/27/2012
$876.51
$0.00
$60,903.81
1.460
0.000
100.0
100.0
11/12/2012
$237.50
$0.00
$60,027.30
0.3972
0.000
100.0
100.0
11/7/2012
($0.05)
$0.00
$59,789.80
-0.000084
0.000084
0.000
0.000
10/25/2012
$234.11
$0.00
$59,789.85
0.3931
0.000
100.0
100.0
10/19/2012
$215.87
$0.00
$59,555.74
0.3638
0.000
100.0
100.0
100.0
10/15/2012
$193.54
$0.00
$59,339.87
0.3272
0.000
100.0
8/17/2012
($463.42)
$0.00
$59,146.33
-0.7774
0.7774
0.000
0.000
8/2/2012
($102.75)
$0.00
$59,609.75
-0.1721
0.1721
0.000
0.000
7/27/2012
($541.41)
$0.00
$59,712.50
-0.8985
0.8985
0.000
0.000
7/23/2012
($451.13)
$0.00
$60,253.91
-0.7432
0.7432
0.000
0.000
7/13/2012
$340.11
$0.00
$60,705.04
0.5634
0.000
100.0
100.0
7/5/2012
$501.39
$0.00
$60,364.93
0.8376
0.000
100.0
100.0
6/29/2012
$95.55
$0.00
$59,863.54
0.1599
0.000
100.0
100.0
6/13/2012
$771.79
$0.00
$59,767.99
1.308
0.000
100.0
100.0
6/6/2012
($132.44)
$0.00
$58,996.20
-0.2240
0.2240
0.000
0.000
5/25/2012
$685.90
$0.00
$59,128.64
1.174
0.000
100.0
100.0
5/10/2012
$785.06
$0.00
$58,442.74
1.362
0.000
100.0
100.0
5/3/2012
$462.64
$0.00
$57,657.68
0.8089
0.000
100.0
100.0
4/25/2012
($375.83)
$0.00
$57,195.04
-0.6528
0.6528
0.000
0.000
4/23/2012
($366.40)
$0.00
$57,570.87
-0.6324
0.6324
0.000
0.000
4/12/2012
$653.94
$0.00
$57,937.27
1.142
0.000
100.0
100.0
4/3/2012
$269.39
$0.00
$57,283.33
0.4725
0.000
100.0
100.0
3/26/2012
($29.06)
$0.00
$57,013.94
-0.05094
0.05094
0.000
0.000
3/21/2012
$874.33
$0.00
$57,043.00
1.557
0.000
100.0
100.0
3/9/2012
$95.16
$0.00
$56,168.67
0.1697
0.000
100.0
100.0
2/29/2012
$276.87
$0.00
$56,073.51
0.4962
0.000
100.0
100.0
2/17/2012
($513.17)
$0.00
$55,796.64
-0.9113
0.9113
0.000
0.000
2/10/2012
$41.46
$0.00
$56,309.81
0.07368
0.000
100.0
100.0
2/2/2012
($438.44)
$0.00
$56,268.35
-0.7732
0.7732
0.000
0.000
1/20/2012
$2.78
$0.00
$56,706.79
0.004903
0.000
100.0
100.0
1/18/2012
($158.60)
$0.00
$56,704.01
-0.2789
0.2789
0.000
0.000
1/13/2012
($219.06)
$0.00
$56,862.61
-0.3838
0.3838
0.000
0.000
1/3/2012
($418.73)
$0.00
$57,081.67
-0.7282
0.7282
0.000
0.000
12/28/2011
$1,273.18
$0.00
$57,500.40
2.264
0.000
100.0
100.0
12/20/2011
$900.68
$0.00
$56,227.22
1.628
0.000
100.0
100.0
12/8/2011
$1,816.17
$0.00
$55,326.54
3.394
0.000
100.0
100.0
11/22/2011
$1,283.36
$0.00
$53,510.37
2.457
0.000
100.0
100.0
11/16/2011
($282.20)
$0.00
$52,227.01
-0.5374
0.5374
0.000
0.000
11/11/2011
($886.04)
$0.00
$52,509.21
-1.659
1.659
0.000
0.000
10/31/2011
($130.17)
$0.00
$53,395.25
-0.2432
0.2432
0.000
0.000
10/27/2011
($1,355.28)
$0.00
$53,525.42
-2.470
2.470
0.000
0.000
10/17/2011
$2,654.54
$0.00
$54,880.70
5.083
0.000
100.0
100.0
10/4/2011
$1,123.94
$0.00
$52,226.16
2.199
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 12
9/30/2011
($728.43)
$0.00
$51,102.22
-1.405
1.405
0.000
0.000
9/26/2011
$1,375.86
$0.00
$51,830.65
2.727
0.000
100.0
100.0
9/21/2011
$510.74
$0.00
$50,454.79
1.023
0.000
100.0
100.0
9/14/2011
$16.57
$0.00
$49,944.05
0.03319
0.000
100.0
100.0
9/2/2011
$602.71
$0.00
$49,927.48
1.222
0.000
100.0
100.0
8/24/2011
($805.75)
$0.00
$49,324.77
-1.607
1.607
0.000
0.000
8/16/2011
$1,637.10
$0.00
$50,130.52
3.376
0.000
100.0
100.0
8/2/2011
$1,039.40
$0.00
$48,493.42
2.190
0.000
100.0
100.0
7/26/2011
$534.41
$0.00
$47,454.02
1.139
0.000
100.0
100.0
7/19/2011
$293.68
$0.00
$46,919.61
0.6299
0.000
100.0
100.0
7/8/2011
$1,178.45
$0.00
$46,625.93
2.593
0.000
100.0
100.0
6/28/2011
($40.87)
$0.00
$45,447.48
-0.08985
0.08985
0.000
0.000
6/15/2011
($140.73)
$0.00
$45,488.35
-0.3084
0.3084
0.000
0.000
6/3/2011
$376.35
$0.00
$45,629.08
0.8317
0.000
100.0
100.0
6/1/2011
$520.14
$0.00
$45,252.73
1.163
0.000
100.0
100.0
5/25/2011
$433.99
$0.00
$44,732.59
0.9797
0.000
100.0
100.0
4/21/2011
($78.33)
$0.00
$44,298.60
-0.1765
0.1765
0.000
0.000
3/23/2011
($92.78)
$0.00
$44,376.93
-0.2086
0.2086
0.000
0.000
3/11/2011
$301.32
$0.00
$44,469.71
0.6822
0.000
100.0
100.0
2/10/2011
$451.47
$0.00
$44,168.39
1.033
0.000
100.0
100.0
2/1/2011
$136.66
$0.00
$43,716.92
0.3136
0.000
100.0
100.0
1/28/2011
$90.63
$0.00
$43,580.26
0.2084
0.000
100.0
100.0
1/26/2011
($18.42)
$0.00
$43,489.63
-0.04234
0.04234
0.000
0.000
1/19/2011
$251.45
$0.00
$43,508.05
0.5813
0.000
100.0
100.0
1/12/2011
($487.08)
$0.00
$43,256.60
-1.113
1.113
0.000
0.000
12/23/2010
$32.31
$0.00
$43,743.68
0.07392
0.000
100.0
100.0
12/14/2010
$984.81
$0.00
$43,711.37
2.305
0.000
100.0
100.0
12/1/2010
($508.79)
$0.00
$42,726.56
-1.177
1.177
0.000
0.000
11/22/2010
$423.98
$0.00
$43,235.35
0.9903
0.000
100.0
100.0
11/1/2010
$210.19
$0.00
$42,811.37
0.4934
0.000
100.0
100.0
9/8/2010
$932.19
$0.00
$42,601.18
2.237
0.000
100.0
100.0
8/24/2010
$793.73
$0.00
$41,668.99
1.942
0.000
100.0
100.0
7/29/2010
$507.36
$0.00
$40,875.26
1.257
0.000
100.0
100.0
7/23/2010
($38.47)
$0.00
$40,367.90
-0.09521
0.09521
0.000
0.000
7/16/2010
$1,217.62
$0.00
$40,406.37
3.107
0.000
100.0
100.0
7/1/2010
$1,942.71
$0.00
$39,188.75
5.216
0.000
100.0
100.0
6/22/2010
$737.07
$0.00
$37,246.04
2.019
0.000
100.0
100.0
6/10/2010
($151.86)
$0.00
$36,508.97
-0.4142
0.4142
0.000
0.000
0.000
6/1/2010
($176.24)
$0.00
$36,660.83
-0.4784
0.4784
0.000
5/27/2010
$561.92
$0.00
$36,837.07
1.549
0.000
100.0
100.0
5/12/2010
$235.45
$0.00
$36,275.15
0.6533
0.000
100.0
100.0
5/5/2010
$807.35
$0.00
$36,039.70
2.292
0.000
100.0
100.0
4/26/2010
$165.38
$0.00
$35,232.35
0.4716
0.000
100.0
100.0
3/23/2010
($163.17)
$0.00
$35,066.97
-0.4632
0.4632
0.000
0.000
3/9/2010
$278.95
$0.00
$35,230.14
0.7981
0.000
100.0
100.0
3/1/2010
($73.38)
$0.00
$34,951.19
-0.2095
0.2095
0.000
0.000
2/4/2010
$165.09
$0.00
$35,024.57
0.4736
0.000
100.0
100.0
1/27/2010
$979.17
$0.00
$34,859.48
2.890
0.000
100.0
100.0
1/12/2010
$84.04
$0.00
$33,880.31
0.2487
0.000
100.0
100.0
1/4/2010
$77.13
$0.00
$33,796.27
0.2287
0.000
100.0
100.0
12/30/2009
$282.17
$0.00
$33,719.14
0.8439
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 13
12/14/2009
($371.90)
$0.00
$33,436.97
-1.100
1.100
0.000
0.000
10/8/2009
$124.45
$0.00
$33,808.87
0.3695
0.000
100.0
100.0
9/18/2009
$827.19
$0.00
$33,684.42
2.518
0.000
100.0
100.0
8/21/2009
($907.31)
$0.00
$32,857.23
-2.687
2.687
0.000
0.000
7/27/2009
$2,010.11
$0.00
$33,764.54
6.330
0.000
100.0
100.0
7/8/2009
$649.24
$0.00
$31,754.43
2.087
0.000
100.0
100.0
7/2/2009
$295.41
$0.00
$31,105.19
0.9588
0.000
100.0
100.0
5/29/2009
($500.70)
$0.00
$30,809.78
-1.599
1.599
0.000
0.000
5/21/2009
($510.64)
$0.00
$31,310.48
-1.605
1.605
0.000
0.000
5/18/2009
$542.15
$0.00
$31,821.12
1.733
0.000
100.0
100.0
4/30/2009
$606.50
$0.00
$31,278.97
1.977
0.000
100.0
100.0
4/23/2009
$217.45
$0.00
$30,672.47
0.7140
0.000
100.0
100.0
4/20/2009
($276.20)
$0.00
$30,455.02
-0.8988
0.8988
0.000
0.000
4/17/2009
($1,253.92)
$0.00
$30,731.22
-3.920
3.920
0.000
0.000
4/6/2009
($35.46)
$0.00
$31,985.14
-0.1107
0.1107
0.000
0.000
3/23/2009
$2.96
$0.00
$32,020.60
0.009245
0.000
100.0
100.0
3/20/2009
$377.69
$0.00
$32,017.64
1.194
0.000
100.0
100.0
2/23/2009
$1,469.10
$0.00
$31,639.95
4.869
0.000
100.0
100.0
2/10/2009
$293.66
$0.00
$30,170.85
0.9829
0.000
100.0
100.0
2/5/2009
($310.89)
$0.00
$29,877.19
-1.030
1.030
0.000
0.000
1/30/2009
$634.71
$0.00
$30,188.08
2.148
0.000
100.0
100.0
1/15/2009
$1,508.10
$0.00
$29,553.37
5.377
0.000
100.0
100.0
1/7/2009
$835.85
$0.00
$28,045.27
3.072
0.000
100.0
100.0
12/16/2008
($552.22)
$0.00
$27,209.42
-1.989
1.989
0.000
0.000
12/11/2008
($147.75)
$0.00
$27,761.64
-0.5294
0.5294
0.000
0.000
12/8/2008
($1,076.23)
$0.00
$27,909.39
-3.713
3.713
0.000
0.000
12/1/2008
$1,050.39
$0.00
$28,985.62
3.760
0.000
100.0
100.0
11/20/2008
$3,435.54
$0.00
$27,935.23
14.02
0.000
100.0
100.0
10/29/2008
($743.14)
$0.00
$24,499.69
-2.944
2.944
0.000
0.000
10/15/2008
$566.43
$0.00
$25,242.83
2.295
0.000
100.0
100.0
10/6/2008
$2,007.51
$0.00
$24,676.40
8.856
0.000
100.0
100.0
9/23/2008
($157.36)
$0.00
$22,668.89
-0.6894
0.6894
0.000
0.000
9/5/2008
$643.03
$0.00
$22,826.25
2.899
0.000
100.0
100.0
8/22/2008
$14.74
$0.00
$22,183.22
0.06649
0.000
100.0
100.0
8/13/2008
$321.61
$0.00
$22,168.48
1.472
0.000
100.0
100.0
7/30/2008
($169.02)
$0.00
$21,846.87
-0.7677
0.7677
0.000
0.000
7/21/2008
$586.21
$0.00
$22,015.89
2.736
0.000
100.0
100.0
7/15/2008
$946.37
$0.00
$21,429.68
4.620
0.000
100.0
100.0
7/2/2008
$247.37
$0.00
$20,483.31
1.222
0.000
100.0
100.0
6/24/2008
$221.25
$0.00
$20,235.94
1.105
0.000
100.0
100.0
6/17/2008
($344.62)
$0.00
$20,014.69
-1.693
1.693
0.000
0.000
5/28/2008
$302.11
$0.00
$20,359.31
1.506
0.000
100.0
100.0
5/8/2008
($265.16)
$0.00
$20,057.20
-1.305
1.305
0.000
0.000
4/24/2008
($173.27)
$0.00
$20,322.36
-0.8454
0.8454
0.000
0.000
4/8/2008
($92.41)
$0.00
$20,495.63
-0.4489
0.4489
0.000
0.000
4/2/2008
($494.64)
$0.00
$20,588.04
-2.346
2.346
0.000
0.000
3/26/2008
$403.57
$0.00
$21,082.68
1.952
0.000
100.0
100.0
3/5/2008
$189.98
$0.00
$20,679.11
0.9272
0.000
100.0
100.0
2/15/2008
($159.90)
$0.00
$20,489.13
-0.7744
0.7744
0.000
0.000
2/13/2008
($9.74)
$0.00
$20,649.03
-0.04715
0.04715
0.000
0.000
1/25/2008
$211.62
$0.00
$20,658.77
1.035
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 14
1/14/2008
$146.70
$0.00
$20,447.15
0.7226
0.000
100.0
100.0
1/4/2008
$419.86
$0.00
$20,300.45
2.112
0.000
100.0
100.0
12/26/2007
$119.08
$0.00
$19,880.59
0.6026
0.000
100.0
100.0
12/21/2007
$502.12
$0.00
$19,761.51
2.607
0.000
100.0
100.0
11/30/2007
$448.86
$0.00
$19,259.39
2.386
0.000
100.0
100.0
11/27/2007
$288.45
$0.00
$18,810.53
1.557
0.000
100.0
100.0
11/26/2007
$124.96
$0.00
$18,522.08
0.6792
0.000
100.0
100.0
11/23/2007
($0.04)
$0.00
$18,397.12
-0.000217
0.000217
0.000
0.000
11/15/2007
($240.47)
$0.00
$18,397.16
-1.290
1.290
0.000
0.000
11/8/2007
$355.37
$0.00
$18,637.63
1.944
0.000
100.0
100.0
11/1/2007
$143.37
$0.00
$18,282.26
0.7904
0.000
100.0
100.0
10/22/2007
$765.23
$0.00
$18,138.89
4.405
0.000
100.0
100.0
10/8/2007
$30.01
$0.00
$17,373.66
0.1730
0.000
100.0
100.0
9/14/2007
($54.02)
$0.00
$17,343.65
-0.3105
0.3105
0.000
0.000
9/12/2007
($79.17)
$0.00
$17,397.67
-0.4530
0.4530
0.000
0.000
9/6/2007
$44.22
$0.00
$17,476.84
0.2537
0.000
100.0
100.0
9/4/2007
($126.46)
$0.00
$17,432.62
-0.7202
0.7202
0.000
0.000
8/22/2007
$75.67
$0.00
$17,559.08
0.4328
0.000
100.0
100.0
8/16/2007
$655.66
$0.00
$17,483.41
3.896
0.000
100.0
100.0
8/9/2007
$59.24
$0.00
$16,827.75
0.3533
0.000
100.0
100.0
7/27/2007
$615.23
$0.00
$16,768.51
3.809
0.000
100.0
100.0
7/18/2007
$158.08
$0.00
$16,153.28
0.9883
0.000
100.0
100.0
7/12/2007
($7.76)
$0.00
$15,995.20
-0.04849
0.04849
0.000
0.000
7/3/2007
$108.65
$0.00
$16,002.96
0.6836
0.000
100.0
100.0
6/26/2007
$74.36
$0.00
$15,894.31
0.4700
0.000
100.0
100.0
6/20/2007
$126.93
$0.00
$15,819.95
0.8088
0.000
100.0
100.0
6/8/2007
$277.97
$0.00
$15,693.02
1.803
0.000
100.0
100.0
4/12/2007
$3.52
$0.00
$15,415.05
0.02284
0.000
100.0
100.0
4/3/2007
($75.20)
$0.00
$15,411.53
-0.4856
0.4856
0.000
0.000
3/21/2007
($165.32)
$0.00
$15,486.73
-1.056
1.056
0.000
0.000
2/26/2007
$13.10
$0.00
$15,652.05
0.08377
0.000
100.0
100.0
2/15/2007
($55.42)
$0.00
$15,638.95
-0.3531
0.3531
0.000
0.000
2/8/2007
$188.68
$0.00
$15,694.37
1.217
0.000
100.0
100.0
1/29/2007
$141.49
$0.00
$15,505.69
0.9209
0.000
100.0
100.0
12/22/2006
($20.24)
$0.00
$15,364.20
-0.1316
0.1316
0.000
0.000
12/14/2006
($41.45)
$0.00
$15,384.44
-0.2687
0.2687
0.000
0.000
11/8/2006
($19.00)
$0.00
$15,425.89
-0.1230
0.1230
0.000
0.000
10/13/2006
($103.41)
$0.00
$15,444.89
-0.6651
0.6651
0.000
0.000
10/9/2006
$148.88
$0.00
$15,548.30
0.9668
0.000
100.0
100.0
10/3/2006
$35.20
$0.00
$15,399.42
0.2291
0.000
100.0
100.0
9/11/2006
($122.10)
$0.00
$15,364.22
-0.7884
0.7884
0.000
0.000
8/29/2006
($32.38)
$0.00
$15,486.32
-0.2087
0.2087
0.000
0.000
8/8/2006
$377.77
$0.00
$15,518.70
2.495
0.000
100.0
100.0
7/18/2006
$359.67
$0.00
$15,140.93
2.433
0.000
100.0
100.0
7/3/2006
$209.53
$0.00
$14,781.26
1.438
0.000
100.0
100.0
6/28/2006
$83.05
$0.00
$14,571.73
0.5732
0.000
100.0
100.0
6/27/2006
$99.23
$0.00
$14,488.68
0.6896
0.000
100.0
100.0
6/15/2006
$325.44
$0.00
$14,389.45
2.314
0.000
100.0
100.0
5/26/2006
$212.35
$0.00
$14,064.01
1.533
0.000
100.0
100.0
5/17/2006
$358.75
$0.00
$13,851.66
2.659
0.000
100.0
100.0
4/27/2006
$84.99
$0.00
$13,492.91
0.6339
0.000
100.0
100.0
4/3/2014 6:27:46 PM Page 15
4/17/2006
$204.13
$0.00
$13,407.92
1.546
0.000
100.0
100.0
4/6/2006
$67.15
$0.00
$13,203.79
0.5112
0.000
100.0
100.0
3/1/2006
$190.62
$0.00
$13,136.64
1.472
0.000
100.0
100.0
2/8/2006
$67.35
$0.00
$12,946.02
0.5230
0.000
100.0
100.0
1/27/2006
$82.42
$0.00
$12,878.67
0.6441
0.000
100.0
100.0
1/12/2006
$335.42
$0.00
$12,796.25
2.692
0.000
100.0
100.0
12/28/2005
$90.41
$0.00
$12,460.83
0.7309
0.000
100.0
100.0
12/14/2005
$4.51
$0.00
$12,370.42
0.03647
0.000
100.0
100.0
11/3/2005
($288.10)
$0.00
$12,365.91
-2.277
2.277
0.000
0.000
10/17/2005
$60.99
$0.00
$12,654.01
0.4843
0.000
100.0
100.0
9/29/2005
$246.07
$0.00
$12,593.02
1.993
0.000
100.0
100.0
9/1/2005
$184.42
$0.00
$12,346.95
1.516
0.000
100.0
100.0
8/17/2005
$28.46
$0.00
$12,162.53
0.2345
0.000
100.0
100.0
7/18/2005
$262.42
$0.00
$12,134.07
2.210
0.000
100.0
100.0
6/27/2005
$223.90
$0.00
$11,871.65
1.922
0.000
100.0
100.0
5/27/2005
$168.32
$0.00
$11,647.75
1.466
0.000
100.0
100.0
5/17/2005
$91.15
$0.00
$11,479.43
0.8004
0.000
100.0
100.0
4/28/2005
$41.31
$0.00
$11,388.28
0.3641
0.000
100.0
100.0
4/18/2005
$392.85
$0.00
$11,346.97
3.586
0.000
100.0
100.0
3/31/2005
$64.91
$0.00
$10,954.12
0.5961
0.000
100.0
100.0
2/28/2005
$72.03
$0.00
$10,889.21
0.6659
0.000
100.0
100.0
2/18/2005
($58.04)
$0.00
$10,817.18
-0.5337
0.5337
0.000
0.000
1/28/2005
($78.51)
$0.00
$10,875.22
-0.7167
0.7167
0.000
0.000
12/22/2004
$51.13
$0.00
$10,953.73
0.4690
0.000
100.0
100.0
12/13/2004
($247.77)
$0.00
$10,902.60
-2.222
2.222
0.000
0.000
Ave
$249.02
$0.00
$37,639.11
0.7557
0.2611
1.000
67.31
67.31
SD
$598.02
$0.00
$20,012.44
1.782
0.5993
0.000
47.00
47.00
Dependency Analysis Results for All Trades

Dependency: Positive
Confidence Level: 91.29%
Total Number of Runs: 109
Number of Runs of Wins: 55
Number of Runs of Losses: 54
Average Length of Winning Runs: 3.4
Average Length of Losing Runs: 1.6
Significance Test Settings
Number of rules and/or restrictions in trading system or method: 0
Confidence level for confidence intervals around average trade: 95.00%
Significance Test Results
Number of Trades: 275
Number of Degrees of Freedom: 275
Average trade at 95.00% confidence: $239.62 +/- 57.94
Worst-case average trade at 95.00% confidence: $181.68
Probability that average trade is greater than zero: > 99.95%
4/3/2014 6:27:46 PM Page 16
>Trades pass statistical significance test at specified confidence level<

Performance Results - Aether Analytics BetaOne - Long & Short System

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Performance Results - Aether Analytics BetaOne - Long & Short System

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4/3/2014 6:27:46 PM Page 1

Market System: Aether Analytics BetaOne - Long & Short System

Total Net Profit

2/27/2004 to 3/28/2014 (10 years 29 days)

Total Number of Trades

Largest Winning Trade

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Average Length of Wins

Largest Losing Trade

Average Trade (Expectation)

Average Annual Profit/Loss

Closed Trade Drawdowns

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Average Drawdown (%)

Worst Case Drawdown

Worst Case Drawdown (%)

160 days 0 min

1 years 133 days

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Dependency Analysis Results for All Trades

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>Trades pass statistical significance test at specified confidence level<

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