I decided to play with wealthlab's scan feature and came up with a simple rule..
Scan the S&P 500 components from 1/1/05 to now for the following rule:
Find stocks that have RSI5 < 10 and buy. Sell when RSI5 > 20. Stop loss is 10% or 30 trading days if RSI5 value is not met.
The portfolio starts out with $100k. Each trade is $5000 worth of stock (ie max of 20 positions), with $8 cost per trade ($16 round trip).
After 1 year, the results are the following:
1. There were 1013 trades made.
2. Net profit was $24,000.
Consider vs. SPY from 1/1/05 to now, buying $100k worth and holding, which results in net profit of $16.6k.
However, realize that tax laws make the gains in this a bit of a wash, as the SPY purchase was one full year while this system is taxed at higher rates.
Still, the results are interesting and reveals some power of using a simple RSI5 system on a basket of stocks to outperform buy and hold.
I also decided to compare SPY against a favorite RSI5 < 30 buy, RSI5 > 50 sell.
This, over the same time period, resulted in 20 trades with a net profit of $16264, which is slightly less than buy and hold and you would STILL pay the higher tax rate.
Interesting no?
A new way to look at RSI5
Started by
dcengr
, Jan 07 2007 08:45 PM
15 replies to this topic
#1
dcengr
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- Traders-Talk User
- 13,391 posts
Member
Posted 07 January 2007 - 08:45 PM
Qui custodiet ipsos custodes?
#2
dcengr
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- Traders-Talk User
- 13,391 posts
Member
Posted 07 January 2007 - 09:04 PM
Eh something got screwed up, actual profit is listed below.. the previous must've been without commissions.
The following are all the trades, of which there are 803.
Position Symbol Shares Entry Date Entry Price Exit Date Exit Price % Change Net Profit Bars Held Profit/Bar Entry Signal Exit Signal Cum Profit MAE % MFE % ChartScript
Long NTRS 102 01/03/2005 47.43 01/06/2005 47.39 -0.42 -20.08 3 -6.69 -20.08 -1.31 0.78 RSI5 Trade Long Extreme
Long NOC 91 01/03/2005 53.65 01/05/2005 53.30 -0.98 -47.85 2 -23.93 -67.93 -3.06 0.07 RSI5 Trade Long Extreme
Long BBT 118 01/03/2005 41.73 01/05/2005 42.05 0.44 21.76 2 10.88 -46.17 -0.55 0.89 RSI5 Trade Long Extreme
Long BA 96 01/03/2005 50.97 01/05/2005 50.81 -0.64 -31.36 2 -15.68 -77.53 -2.79 0.35 RSI5 Trade Long Extreme
Long NOVL 740 01/03/2005 6.57 01/14/2005 6.37 -3.37 -164.00 9 -18.22 -241.53 -8.68 1.83 RSI5 Trade Long Extreme
Long BMET 115 01/03/2005 41.60 01/04/2005 41.94 0.48 23.10 1 23.10 -218.43 0.00 2.21 RSI5 Trade Long Extreme
Long BLS 179 01/03/2005 27.65 01/06/2005 27.46 -1.01 -50.01 3 -16.67 -268.44 -1.66 0.54 RSI5 Trade Long Extreme
Long T 262 01/03/2005 18.81 01/06/2005 18.60 -1.44 -71.02 3 -23.67 -339.46 -2.87 0.27 RSI5 Trade Long Extreme
Long Q 1,126 01/03/2005 4.37 01/06/2005 4.43 1.05 51.56 3 17.19 -287.90 -0.69 2.06 RSI5 Trade Long Extreme
Long QCOM 117 01/03/2005 42.32 01/06/2005 43.00 1.28 63.56 3 21.19 -224.34 -0.71 2.65 RSI5 Trade Long Extreme
Long TMO 165 01/03/2005 29.68 01/14/2005 29.24 -1.81 -88.60 9 -9.84 -312.94 -4.65 0.74 RSI5 Trade Long Extreme
Long NEM 112 01/03/2005 42.36 01/11/2005 42.44 -0.15 -7.04 6 -1.17 -319.98 -2.60 0.78 RSI5 Trade Long Extreme
Long DOW 100 01/03/2005 49.46 01/06/2005 48.45 -2.37 -117.00 3 -39.00 -436.98 -3.86 0.93 RSI5 Trade Long Extreme
Long LMT 90 01/03/2005 54.21 01/05/2005 54.63 0.45 21.80 2 10.90 -415.18 -3.08 1.46 RSI5 Trade Long Extreme
Long SUNW 978 01/04/2005 4.63 01/12/2005 4.61 -0.79 -35.56 6 -5.93 -450.74 -3.24 3.24 RSI5 Trade Long Extreme
Long FRX 113 01/04/2005 42.92 01/07/2005 42.31 -1.75 -84.93 3 -28.31 -535.67 -3.08 0.00 RSI5 Trade Long Extreme
Long PCL 136 01/04/2005 36.11 01/06/2005 35.26 -2.69 -132.14 2 -66.07 -667.81 -5.69 0.00 RSI5 Trade Long Extreme
Long EL 109 01/04/2005 44.67 01/06/2005 44.40 -0.93 -45.43 2 -22.71 -713.24 -2.19 0.00 RSI5 Trade Long Extreme
Long CPWR 778 01/04/2005 6.21 01/14/2005 5.73 -8.06 -389.44 8 -48.68 -1,102.68 -9.50 0.64 RSI5 Trade Long Extreme
Long S 221 01/04/2005 21.82 01/06/2005 22.23 1.58 76.22 2 38.11 -1,026.46 -1.70 2.33 RSI5 Trade Long Extreme
Long PGL 116 01/05/2005 42.15 01/06/2005 42.55 0.62 30.40 1 30.40 -996.06 -0.19 1.38 RSI5 Trade Long Extreme
Long XLNX 181 01/06/2005 27.10 01/07/2005 27.33 0.52 25.63 1 25.63 -970.43 -0.33 2.44 RSI5 Trade Long Extreme
Long AXP 91 01/06/2005 54.16 01/18/2005 53.15 -2.19 -107.91 7 -15.42 -1,078.34 -3.01 0.33 RSI5 Trade Long Extreme
Long STJ 124 01/06/2005 39.70 01/10/2005 39.64 -0.48 -23.44 2 -11.72 -1,101.78 -1.71 1.26 RSI5 Trade Long Extreme
Long MDP 95 01/07/2005 52.13 01/18/2005 52.22 -0.15 -7.45 6 -1.24 -1,109.23 -1.98 0.17 RSI5 Trade Long Extreme
Long AV 297 01/07/2005 16.71 01/10/2005 17.15 2.31 114.68 1 114.68 -994.55 -0.78 3.71 RSI5 Trade Long Extreme
Long FE 128 01/07/2005 38.50 01/13/2005 38.80 0.45 22.40 4 5.60 -972.15 -2.08 1.48 RSI5 Trade Long Extreme
Long ADP 117 01/07/2005 42.60 01/14/2005 42.40 -0.79 -39.40 5 -7.88 -1,011.55 -2.58 0.82 RSI5 Trade Long Extreme
Long PCG 155 01/07/2005 31.92 01/10/2005 32.56 1.68 83.20 1 83.20 -928.35 -0.28 2.47 RSI5 Trade Long Extreme
Long KEY 152 01/07/2005 32.45 01/18/2005 31.95 -1.87 -92.00 6 -15.33 -1,020.35 -4.07 0.12 RSI5 Trade Long Extreme
Long LU 1,400 01/07/2005 3.50 01/10/2005 3.53 0.53 26.00 1 26.00 -994.35 -0.57 1.14 RSI5 Trade Long Extreme
Long BF.B 72 01/10/2005 68.65 01/12/2005 68.30 -0.83 -41.20 2 -20.60 -1,035.55 -1.68 0.00 RSI5 Trade Long Extreme
Long SNV 179 01/10/2005 27.52 01/14/2005 27.30 -1.12 -55.38 4 -13.85 -1,090.93 -1.89 0.22 RSI5 Trade Long Extreme
Long SHLD 53 01/10/2005 91.97 01/11/2005 93.44 1.27 61.91 1 61.91 -1,029.02 -0.58 2.64 RSI5 Trade Long Extreme
Long VZ 126 01/10/2005 39.03 01/18/2005 37.68 -3.78 -186.10 5 -37.22 -1,215.12 -6.43 0.10 RSI5 Trade Long Extreme
Long AMD 248 01/11/2005 14.86 01/18/2005 15.50 3.87 142.72 4 35.68 -1,072.40 -1.55 5.18 RSI5 Trade Long Extreme
Long UIS 537 01/11/2005 8.75 01/25/2005 7.88 -10.34 -485.88 9 -53.99 Stop Loss -1,558.28 -10.00 0.80 RSI5 Trade Long Extreme
Long BDX 92 01/11/2005 53.95 01/12/2005 54.86 1.36 67.72 1 67.72 -1,490.56 0.00 1.71 RSI5 Trade Long Extreme
Long CIEN 237 01/11/2005 19.81 01/12/2005 21.14 6.37 299.20 1 299.20 -1,191.35 0.00 6.71 RSI5 Trade Long Extreme
Long ADSK 146 01/11/2005 32.39 01/18/2005 32.24 -0.80 -37.90 4 -9.47 -1,229.25 -8.40 1.79 RSI5 Trade Long Extreme
Long AIV 149 01/11/2005 32.92 01/13/2005 33.18 0.44 21.65 2 10.83 -1,207.60 -2.87 2.98 RSI5 Trade Long Extreme
Long UPS 60 01/12/2005 77.18 01/25/2005 76.09 -1.76 -81.40 8 -10.18 -1,289.00 -3.15 0.39 RSI5 Trade Long Extreme
Long ADCT 300 01/13/2005 16.17 01/18/2005 16.87 4.00 194.00 2 97.00 -1,095.00 -3.03 6.49 RSI5 Trade Long Extreme
Long KG 447 01/13/2005 10.98 01/27/2005 10.42 -5.43 -266.32 9 -29.59 -1,361.32 -6.83 2.55 RSI5 Trade Long Extreme
Long WFC 163 01/13/2005 30.32 01/18/2005 30.73 1.03 50.83 2 25.41 -1,310.49 -0.89 1.43 RSI5 Trade Long Extreme
Long FITB 110 01/13/2005 44.52 01/18/2005 47.17 5.63 275.50 2 137.75 -1,034.99 -0.27 6.04 RSI5 Trade Long Extreme
Long BBT 123 01/13/2005 40.17 01/26/2005 39.00 -3.24 -159.91 8 -19.99 -1,194.90 -3.58 0.00 RSI5 Trade Long Extreme
Long GM 134 01/18/2005 36.77 01/24/2005 36.42 -1.28 -62.90 4 -15.73 -1,257.80 -2.50 1.90 RSI5 Trade Long Extreme
Long STT 107 01/19/2005 45.06 01/24/2005 45.03 -0.40 -19.21 3 -6.40 -1,277.01 -1.64 1.40 RSI5 Trade Long Extreme
Long LUV 347 01/20/2005 14.06 01/25/2005 14.25 1.02 49.93 3 16.64 -1,227.08 -3.27 2.92 RSI5 Trade Long Extreme
Long QCOM 121 01/20/2005 37.78 01/31/2005 37.24 -1.78 -81.34 7 -11.62 -1,308.42 -5.66 1.27 RSI5 Trade Long Extreme
Long MWV 162 01/20/2005 29.99 01/31/2005 28.89 -4.00 -194.20 7 -27.74 -1,502.62 -4.97 3.37 RSI5 Trade Long Extreme
Long FRE 72 01/20/2005 67.97 02/01/2005 67.00 -1.75 -85.84 8 -10.73 -1,588.46 -4.37 0.00 RSI5 Trade Long Extreme
Long F 358 01/20/2005 13.46 01/25/2005 13.23 -2.04 -98.34 3 -32.78 -1,686.80 -3.05 0.00 RSI5 Trade Long Extreme
Long FNM 75 01/21/2005 64.85 01/26/2005 64.81 -0.39 -19.00 3 -6.33 -1,705.80 -1.02 2.55 RSI5 Trade Long Extreme
Long CME 25 01/21/2005 192.23 01/26/2005 197.10 2.20 105.75 3 35.25 -1,600.05 -4.54 2.74 RSI5 Trade Long Extreme
Long WY 76 01/21/2005 63.19 01/25/2005 62.90 -0.79 -38.04 2 -19.02 -1,638.09 -2.20 0.17 RSI5 Trade Long Extreme
Long AV 313 01/24/2005 15.36 02/01/2005 13.82 -10.33 -496.77 6 -82.79 Stop Loss -2,134.86 -10.00 2.54 RSI5 Trade Long Extreme
Long ADSK 159 01/24/2005 27.58 01/25/2005 29.48 6.52 286.10 1 286.10 -1,848.76 -2.72 7.94 RSI5 Trade Long Extreme
Long TXN 237 01/24/2005 20.77 01/25/2005 21.12 1.36 66.95 1 66.95 -1,781.81 0.00 2.50 RSI5 Trade Long Extreme
Long JDSUD 250 01/24/2005 19.20 01/26/2005 19.60 1.75 84.00 2 42.00 -1,697.81 -2.08 3.33 RSI5 Trade Long Extreme
Long IP 127 01/24/2005 38.77 01/26/2005 39.24 0.89 43.69 2 21.85 -1,654.12 -0.44 1.32 RSI5 Trade Long Extreme
Long MU 480 01/24/2005 10.06 01/25/2005 10.25 1.56 75.20 1 75.20 -1,578.92 0.00 3.18 RSI5 Trade Long Extreme
Long UIS 621 01/25/2005 7.56 01/26/2005 7.76 2.30 108.20 1 108.20 -1,470.72 -1.19 4.37 RSI5 Trade Long Extreme
Long TRB 124 01/25/2005 39.52 01/28/2005 39.63 -0.05 -2.36 3 -0.79 -1,473.08 -1.97 0.38 RSI5 Trade Long Extreme
Long SVU 157 01/26/2005 31.44 01/27/2005 31.77 0.73 35.81 1 35.81 -1,437.27 -0.45 1.34 RSI5 Trade Long Extreme
Long BK 164 01/26/2005 29.55 01/31/2005 29.66 0.04 2.01 3 0.67 -1,435.26 -1.93 1.01 RSI5 Trade Long Extreme
Long PTV 211 01/26/2005 21.70 01/31/2005 22.21 2.00 91.61 3 30.54 -1,343.65 -1.43 3.36 RSI5 Trade Long Extreme
Long BXP 91 01/27/2005 53.31 01/28/2005 54.30 1.53 74.33 1 74.33 -1,269.32 0.00 2.14 RSI5 Trade Long Extreme
Long MDP 103 01/27/2005 47.43 01/31/2005 48.03 0.94 45.80 2 22.90 -1,223.52 -1.10 1.62 RSI5 Trade Long Extreme
Long EQR 153 01/27/2005 31.97 02/01/2005 32.06 -0.05 -2.23 3 -0.74 -1,225.75 -2.85 0.72 RSI5 Trade Long Extreme
Long STT 112 01/28/2005 43.78 01/31/2005 44.81 2.03 99.36 1 99.36 -1,126.39 0.00 2.49 RSI5 Trade Long Extreme
Long JDSUD 290 02/01/2005 16.56 02/11/2005 14.90 -10.33 -496.24 8 -62.03 Stop Loss -1,622.63 -10.00 0.97 RSI5 Trade Long Extreme
Long AV 356 02/02/2005 13.69 02/03/2005 14.17 3.18 154.88 1 154.88 -1,467.75 0.00 3.87 RSI5 Trade Long Extreme
Long SLR 1,041 02/03/2005 4.76 02/07/2005 4.81 0.73 36.05 2 18.02 -1,431.70 -1.26 1.68 RSI5 Trade Long Extreme
Long WPI 175 02/10/2005 28.11 02/11/2005 30.65 8.71 428.50 1 428.50 -1,003.20 0.00 10.85 RSI5 Trade Long Extreme
Long FITB 109 02/22/2005 44.84 02/24/2005 45.27 0.63 30.87 2 15.44 -972.33 -0.25 1.20 RSI5 Trade Long Extreme
Long JPM 136 02/22/2005 35.93 02/23/2005 36.48 1.20 58.80 1 58.80 -913.53 0.00 1.81 RSI5 Trade Long Extreme
Long GIS 96 02/22/2005 50.75 02/23/2005 51.36 0.87 42.56 1 42.56 -870.97 -0.08 1.20 RSI5 Trade Long Extreme
Long AEP 148 02/22/2005 32.70 02/24/2005 32.96 0.46 22.48 2 11.24 -848.49 -1.38 1.87 RSI5 Trade Long Extreme
Long MBI 86 02/22/2005 57.15 02/24/2005 57.72 0.67 33.02 2 16.51 -815.47 -0.54 1.08 RSI5 Trade Long Extreme
Long SO 153 02/22/2005 31.60 02/23/2005 31.84 0.43 20.72 1 20.72 -794.75 0.00 2.06 RSI5 Trade Long Extreme
Long MSFT 196 02/22/2005 25.23 02/24/2005 25.37 0.23 11.44 2 5.72 -783.31 -0.32 0.83 RSI5 Trade Long Extreme
Long KEY 151 02/22/2005 32.25 02/23/2005 32.51 0.48 23.26 1 23.26 -760.05 -0.43 1.18 RSI5 Trade Long Extreme
Long CSC 109 02/22/2005 45.00 02/24/2005 45.86 1.58 77.74 2 38.87 -682.31 -1.13 2.62 RSI5 Trade Long Extreme
Long MI 122 02/22/2005 40.21 02/24/2005 40.44 0.25 12.06 2 6.03 -670.25 -0.20 0.95 RSI5 Trade Long Extreme
Long WWY 94 02/23/2005 52.86 02/24/2005 53.20 0.31 15.58 1 15.58 -654.67 -0.82 0.82 RSI5 Trade Long Extreme
Long MAS 137 02/23/2005 33.07 02/25/2005 33.92 2.22 100.45 2 50.22 -554.22 0.00 3.14 RSI5 Trade Long Extreme
Long TJX 204 02/24/2005 24.10 02/28/2005 24.42 1.00 49.28 2 24.64 -504.94 -1.08 1.74 RSI5 Trade Long Extreme
Long BIIB 74 02/28/2005 38.65 03/09/2005 39.31 1.15 32.84 7 4.69 -472.10 -3.80 9.31 RSI5 Trade Long Extreme
Long DDS 204 02/28/2005 23.30 03/01/2005 23.91 2.28 108.44 1 108.44 -363.66 0.00 4.81 RSI5 Trade Long Extreme
Long IPG 381 03/08/2005 12.83 03/11/2005 12.51 -2.82 -137.92 3 -45.97 -501.58 -6.63 0.47 RSI5 Trade Long Extreme
Long IGT 168 03/09/2005 29.10 03/10/2005 29.25 0.19 9.20 1 9.20 -492.38 -0.86 1.03 RSI5 Trade Long Extreme
Long LH 106 03/09/2005 45.86 03/10/2005 46.29 0.61 29.58 1 29.58 -462.80 0.00 1.35 RSI5 Trade Long Extreme
Long KR 311 03/11/2005 15.97 03/17/2005 15.75 -1.70 -84.42 4 -21.11 -547.22 -4.26 1.63 RSI5 Trade Long Extreme
Long BMET 123 03/11/2005 39.37 03/14/2005 40.56 2.69 130.37 1 130.37 -416.85 -0.41 3.10 RSI5 Trade Long Extreme
Long FRX 125 03/14/2005 39.00 03/18/2005 37.15 -5.07 -247.25 4 -61.81 -664.10 -7.05 1.54 RSI5 Trade Long Extreme
Long EBAY 130 03/14/2005 36.48 03/15/2005 37.07 1.28 60.70 1 60.70 -603.40 0.00 3.40 RSI5 Trade Long Extreme
Long IGT 176 03/15/2005 28.07 03/28/2005 26.54 -5.77 -285.28 8 -35.66 -888.68 -6.88 0.00 RSI5 Trade Long Extreme
Long IPG 419 03/15/2005 11.67 03/17/2005 11.75 0.36 17.52 2 8.76 -871.16 -3.08 0.77 RSI5 Trade Long Extreme
Long SLE 234 03/16/2005 21.01 03/17/2005 21.25 0.82 40.16 1 40.16 -831.00 -0.10 1.52 RSI5 Trade Long Extreme
Long GM 148 03/16/2005 29.01 03/21/2005 29.69 1.97 84.64 3 28.21 -746.36 -3.55 3.24 RSI5 Trade Long Extreme
Long NWL 232 03/16/2005 20.96 03/21/2005 21.08 0.24 11.84 3 3.95 -734.52 -0.76 1.38 RSI5 Trade Long Extreme
Long DELL 129 03/17/2005 38.20 03/18/2005 38.50 0.46 22.70 1 22.70 -711.82 -0.47 1.20 RSI5 Trade Long Extreme
Long F 419 03/17/2005 11.67 03/24/2005 11.29 -3.58 -175.22 5 -35.04 -887.04 -6.26 0.09 RSI5 Trade Long Extreme
Long RSH 180 03/18/2005 24.60 03/24/2005 24.72 0.13 5.60 4 1.40 -881.44 -3.46 2.64 RSI5 Trade Long Extreme
Long BDK 62 03/18/2005 78.93 03/22/2005 80.01 1.04 50.96 2 25.48 -830.48 -0.99 2.22 RSI5 Trade Long Extreme
Long AGN 69 03/21/2005 70.68 04/05/2005 71.03 0.17 8.15 10 0.81 -822.33 -2.36 0.89 RSI5 Trade Long Extreme
Long VZ 142 03/21/2005 34.95 03/23/2005 34.91 -0.44 -21.68 2 -10.84 -844.01 -1.63 1.00 RSI5 Trade Long Extreme
Long TEK 195 03/21/2005 25.39 04/12/2005 22.85 -10.32 -511.10 15 -34.07 Stop Loss -1,355.11 -10.00 1.34 RSI5 Trade Long Extreme
Long MSFT 205 03/21/2005 24.20 03/23/2005 24.18 -0.41 -20.10 2 -10.05 -1,375.21 -0.99 0.79 RSI5 Trade Long Extreme
Long TMO 189 03/21/2005 25.99 03/23/2005 25.85 -0.86 -42.46 2 -21.23 -1,417.67 -2.54 0.73 RSI5 Trade Long Extreme
Long MKC 136 03/22/2005 34.21 03/23/2005 35.01 1.99 92.80 1 92.80 -1,324.87 0.00 3.04 RSI5 Trade Long Extreme
Long C 109 03/22/2005 44.44 03/28/2005 44.77 0.41 19.97 3 6.66 -1,304.90 -0.88 1.64 RSI5 Trade Long Extreme
Long ACE 116 03/22/2005 41.86 03/28/2005 42.25 0.60 29.24 3 9.75 -1,275.66 -0.86 1.43 RSI5 Trade Long Extreme
Long AW 678 03/22/2005 7.17 03/29/2005 7.21 0.23 11.12 4 2.78 -1,264.54 -3.07 2.23 RSI5 Trade Long Extreme
Long AIG 86 03/22/2005 56.20 03/28/2005 57.02 1.13 54.52 3 18.17 -1,210.02 -3.59 2.08 RSI5 Trade Long Extreme
Long NCC 148 03/22/2005 33.00 03/23/2005 33.40 0.88 43.20 1 43.20 -1,166.82 -0.33 1.91 RSI5 Trade Long Extreme
Long AXP 95 03/22/2005 51.18 03/28/2005 51.09 -0.50 -24.55 3 -8.18 -1,191.37 -2.29 0.49 RSI5 Trade Long Extreme
Long NTAP 185 03/22/2005 26.56 03/23/2005 26.86 0.80 39.50 1 39.50 -1,151.87 0.00 2.71 RSI5 Trade Long Extreme
Long HIG 72 03/22/2005 68.07 03/24/2005 68.00 -0.43 -21.04 2 -10.52 -1,172.91 -0.98 1.01 RSI5 Trade Long Extreme
Long ERTS 75 03/22/2005 55.15 03/30/2005 53.63 -3.14 -130.00 5 -26.00 -1,302.91 -5.22 2.70 RSI5 Trade Long Extreme
Long EP 474 03/23/2005 10.35 03/24/2005 10.47 0.83 40.88 1 40.88 -1,262.03 -0.77 2.22 RSI5 Trade Long Extreme
Long KEY 157 03/23/2005 31.48 03/28/2005 31.75 0.53 26.39 2 13.20 -1,235.64 0.00 1.65 RSI5 Trade Long Extreme
Long ET 416 03/24/2005 11.98 03/28/2005 12.17 1.26 63.04 1 63.04 -1,172.60 0.00 2.25 RSI5 Trade Long Extreme
Long SCHW 493 03/24/2005 10.01 03/28/2005 10.23 1.87 92.46 1 92.46 -1,080.14 -0.10 4.10 RSI5 Trade Long Extreme
Long NEM 119 03/28/2005 41.70 03/30/2005 42.41 1.38 68.49 2 34.24 -1,011.65 -0.70 1.99 RSI5 Trade Long Extreme
Long ETN 74 03/28/2005 65.63 03/30/2005 65.00 -1.29 -62.62 2 -31.31 -1,074.27 -2.22 0.21 RSI5 Trade Long Extreme
Long SLR 1,173 03/28/2005 3.67 04/05/2005 3.52 -4.46 -191.95 6 -31.99 -1,266.22 -8.72 1.00 RSI5 Trade Long Extreme
Long VRSN 189 03/28/2005 26.07 03/29/2005 27.45 4.97 244.82 1 244.82 -1,021.40 0.00 9.47 RSI5 Trade Long Extreme
Long HAR 57 03/29/2005 84.45 03/30/2005 87.20 2.92 140.75 1 140.75 -880.65 0.00 4.14 RSI5 Trade Long Extreme
Long HOG 85 03/29/2005 57.32 03/30/2005 57.68 0.30 14.60 1 14.60 -866.05 -0.21 0.85 RSI5 Trade Long Extreme
Long NCR 131 03/29/2005 31.40 03/30/2005 33.42 6.04 248.62 1 248.62 -617.43 0.00 7.04 RSI5 Trade Long Extreme
Long NAV 129 03/29/2005 37.20 04/12/2005 35.58 -4.69 -224.98 10 -22.50 -842.41 -6.53 1.53 RSI5 Trade Long Extreme
Long JNS 369 03/29/2005 13.48 03/30/2005 13.95 3.16 157.43 1 157.43 -684.98 0.00 3.78 RSI5 Trade Long Extreme
Long ITW 110 03/29/2005 44.26 03/30/2005 44.81 0.93 45.05 1 45.05 -639.93 0.00 1.67 RSI5 Trade Long Extreme
Long TIN 136 03/29/2005 36.10 04/01/2005 36.58 1.03 50.64 3 16.88 -589.29 0.00 2.69 RSI5 Trade Long Extreme
Long DYN 1,312 03/29/2005 3.62 03/30/2005 3.81 4.91 233.28 1 233.28 -356.01 -2.76 6.91 RSI5 Trade Long Extreme
Long SWK 110 03/29/2005 44.27 03/30/2005 44.50 0.19 9.30 1 9.30 -346.71 0.00 1.65 RSI5 Trade Long Extreme
Long CMA 92 03/29/2005 53.75 03/30/2005 54.72 1.48 73.24 1 73.24 -273.47 -0.06 2.07 RSI5 Trade Long Extreme
Long what 108 03/30/2005 36.74 04/07/2005 36.66 -0.62 -24.64 6 -4.11 -298.11 -4.25 2.72 RSI5 Trade Long Extreme
Long BLL 116 03/30/2005 41.32 04/07/2005 41.25 -0.50 -24.12 6 -4.02 -322.23 -2.11 3.34 RSI5 Trade Long Extreme
Long STJ 138 04/01/2005 35.06 04/04/2005 35.69 1.47 70.94 1 70.94 -251.29 -0.06 1.94 RSI5 Trade Long Extreme
Long ACE 121 04/01/2005 39.93 04/04/2005 41.25 2.97 143.72 1 143.72 -107.57 -0.40 4.48 RSI5 Trade Long Extreme
Long A 226 04/04/2005 21.41 04/06/2005 21.66 0.84 40.50 2 20.25 -67.07 -1.54 1.57 RSI5 Trade Long Extreme
Long KG 611 04/04/2005 7.60 04/11/2005 7.99 4.79 222.29 5 44.46 155.22 -1.32 5.92 RSI5 Trade Long Extreme
Long LSI 909 04/05/2005 5.36 04/06/2005 5.48 1.91 93.08 1 93.08 248.30 0.00 4.48 RSI5 Trade Long Extreme
Long XL 71 04/08/2005 68.61 04/12/2005 69.52 1.00 48.61 2 24.30 296.91 -0.45 1.44 RSI5 Trade Long Extreme
Long IBM 57 04/11/2005 86.20 04/15/2005 77.58 -10.33 -507.34 4 -126.84 Stop Loss -210.43 -10.00 0.05 RSI5 Trade Long Extreme
Long CPWR 734 04/13/2005 6.00 04/19/2005 6.24 3.64 160.16 4 40.04 -50.27 -0.67 4.17 RSI5 Trade Long Extreme
Long BIG 464 04/13/2005 10.61 04/18/2005 10.44 -1.93 -94.88 3 -31.63 -145.15 -4.81 1.32 RSI5 Trade Long Extreme
Long TEK 215 04/13/2005 22.77 04/18/2005 22.44 -1.78 -86.95 3 -28.98 -232.10 -3.21 0.40 RSI5 Trade Long Extreme
Long BMS 178 04/14/2005 27.49 04/19/2005 27.76 0.66 32.06 3 10.69 -200.04 -1.42 1.49 RSI5 Trade Long Extreme
Long F 497 04/14/2005 9.75 04/21/2005 9.82 0.39 18.79 5 3.76 -181.25 -6.26 1.13 RSI5 Trade Long Extreme
Long SIAL 168 04/14/2005 29.46 04/21/2005 29.20 -1.21 -59.68 5 -11.94 -240.93 -3.43 0.85 RSI5 Trade Long Extreme
Long ROH 110 04/14/2005 43.85 04/19/2005 43.88 -0.26 -12.70 3 -4.23 -253.63 -2.69 0.64 RSI5 Trade Long Extreme
Long ETN 79 04/14/2005 58.40 04/18/2005 58.51 -0.16 -7.31 2 -3.66 -260.94 -2.41 0.26 RSI5 Trade Long Extreme
Long DOW 106 04/14/2005 45.28 04/19/2005 45.55 0.26 12.62 3 4.21 -248.32 -2.61 2.03 RSI5 Trade Long Extreme
Long EMN 89 04/14/2005 54.09 04/19/2005 52.65 -2.99 -144.16 3 -48.05 -392.48 -5.55 0.00 RSI5 Trade Long Extreme
Long APD 81 04/14/2005 59.00 04/19/2005 58.26 -1.59 -75.94 3 -25.31 -468.42 -4.66 0.00 RSI5 Trade Long Extreme
Long STT 119 04/15/2005 40.68 04/18/2005 41.19 0.92 44.69 1 44.69 -423.73 -0.02 2.09 RSI5 Trade Long Extreme
Long CBE 74 04/15/2005 65.04 04/19/2005 65.77 0.79 38.02 2 19.01 -385.71 -2.18 1.88 RSI5 Trade Long Extreme
Long AVY 83 04/15/2005 53.01 04/27/2005 51.95 -2.36 -103.98 8 -13.00 -489.69 -6.43 1.49 RSI5 Trade Long Extreme
Long SUNW 1,262 04/15/2005 3.66 04/21/2005 3.56 -3.08 -142.20 4 -35.55 -631.89 -5.46 0.00 RSI5 Trade Long Extreme
Long MMC 172 04/15/2005 28.14 04/21/2005 28.34 0.38 18.40 4 4.60 -613.49 -3.30 1.17 RSI5 Trade Long Extreme
Long CNX 229 04/15/2005 20.99 04/18/2005 21.38 1.55 74.45 1 74.45 -539.04 -1.00 2.48 RSI5 Trade Long Extreme
Long PD 121 04/15/2005 39.33 04/18/2005 40.43 2.45 116.81 1 116.81 -422.23 0.00 2.99 RSI5 Trade Long Extreme
Long NKE 64 04/15/2005 75.86 04/19/2005 77.43 1.74 84.48 2 42.24 -337.75 -1.00 2.79 RSI5 Trade Long Extreme
Long IBM 59 04/15/2005 76.70 04/21/2005 74.03 -3.83 -173.53 4 -43.38 -511.28 -6.32 1.37 RSI5 Trade Long Extreme
Long ABK 67 04/20/2005 62.20 04/21/2005 65.09 4.26 177.63 1 177.63 -333.65 0.00 9.32 RSI5 Trade Long Extreme
Long ADP 115 04/20/2005 42.81 04/21/2005 44.40 3.39 166.85 1 166.85 -166.80 0.00 5.07 RSI5 Trade Long Extreme
Long AV 467 04/20/2005 8.01 04/22/2005 8.52 5.94 222.17 2 111.09 55.37 -1.25 6.37 RSI5 Trade Long Extreme
Long GD 96 04/20/2005 50.36 04/21/2005 51.75 2.43 117.44 1 117.44 172.81 0.00 2.94 RSI5 Trade Long Extreme
Long TJX 216 04/20/2005 22.67 04/21/2005 23.15 1.79 87.68 1 87.68 260.49 0.00 2.21 RSI5 Trade Long Extreme
Long WY 76 04/21/2005 64.00 04/27/2005 66.30 3.26 158.80 4 39.70 419.29 -3.14 3.91 RSI5 Trade Long Extreme
Long TSG 244 04/22/2005 19.80 04/25/2005 20.16 1.49 71.84 1 71.84 491.13 0.00 1.82 RSI5 Trade Long Extreme
Long EL 118 04/22/2005 41.85 04/25/2005 42.30 0.75 37.10 1 37.10 528.23 0.00 2.15 RSI5 Trade Long Extreme
Long EK 181 04/25/2005 26.83 05/04/2005 25.83 -4.06 -197.00 7 -28.14 331.23 -8.20 0.00 RSI5 Trade Long Extreme
Long TAP 64 04/28/2005 63.00 05/04/2005 62.80 -0.71 -28.80 4 -7.20 302.43 -4.08 1.43 RSI5 Trade Long Extreme
Long CVG 387 04/28/2005 12.58 04/29/2005 12.96 2.69 131.06 1 131.06 433.49 0.00 3.26 RSI5 Trade Long Extreme
Long EL 120 04/28/2005 37.76 05/09/2005 37.86 -0.09 -4.00 7 -0.57 429.49 -1.54 2.49 RSI5 Trade Long Extreme
Long MYL 305 05/03/2005 16.32 05/04/2005 16.46 0.54 26.70 1 26.70 456.19 -0.06 1.10 RSI5 Trade Long Extreme
Long SBL 385 05/04/2005 10.97 05/12/2005 10.96 -0.47 -19.85 6 -3.31 436.34 -5.29 2.55 RSI5 Trade Long Extreme
Long FDO 183 05/05/2005 24.65 05/16/2005 24.70 -0.15 -6.85 7 -0.98 429.49 -3.94 0.61 RSI5 Trade Long Extreme
Long CLX 86 05/09/2005 56.48 05/11/2005 57.25 1.03 50.22 2 25.11 479.71 -0.85 1.63 RSI5 Trade Long Extreme
Long HAR 67 05/12/2005 71.80 05/16/2005 73.65 2.24 107.95 2 53.97 587.66 -4.54 2.76 RSI5 Trade Long Extreme
Long LLL 73 05/12/2005 66.00 05/16/2005 67.93 2.59 124.89 2 62.45 712.55 -2.03 3.02 RSI5 Trade Long Extreme
Long AA 181 05/13/2005 26.70 05/17/2005 27.21 1.58 76.31 2 38.15 788.86 -1.16 2.40 RSI5 Trade Long Extreme
Long AES 353 05/16/2005 14.04 05/24/2005 14.38 2.10 104.02 6 17.34 892.88 -7.55 3.85 RSI5 Trade Long Extreme
Long MYL 317 05/17/2005 15.50 05/18/2005 15.60 0.32 15.70 1 15.70 908.58 -0.90 0.90 RSI5 Trade Long Extreme
Long PDCO 94 05/26/2005 45.46 06/01/2005 45.99 0.79 33.82 3 11.27 942.40 -1.58 2.42 RSI5 Trade Long Extreme
Long BSX 178 05/31/2005 27.09 06/02/2005 27.85 2.47 119.28 2 59.64 1,061.68 0.00 4.28 RSI5 Trade Long Extreme
Long BDX 87 06/03/2005 56.40 06/07/2005 56.71 0.22 10.97 2 5.48 1,072.65 -1.06 1.42 RSI5 Trade Long Extreme
Long NYT 160 06/03/2005 30.94 06/13/2005 31.00 -0.13 -6.40 6 -1.07 1,066.25 -1.07 0.84 RSI5 Trade Long Extreme
Long CAG 193 06/07/2005 24.48 06/13/2005 24.07 -2.01 -95.13 4 -23.78 971.12 -4.33 0.53 RSI5 Trade Long Extreme
Long UTX 93 06/07/2005 26.76 06/08/2005 53.11 97.84 2,434.78 1 2,434.78 3,405.90 0.00 100.60 RSI5 Trade Long Extreme
Long MRK 158 06/09/2005 31.35 06/13/2005 31.55 0.31 15.60 2 7.80 3,421.50 -1.08 1.02 RSI5 Trade Long Extreme
Long TRB 140 06/09/2005 35.12 06/10/2005 35.36 0.36 17.60 1 17.60 3,439.10 0.00 1.05 RSI5 Trade Long Extreme
Long CBS 202 06/09/2005 24.45 06/10/2005 24.85 1.34 65.95 1 65.95 3,505.05 -1.33 3.05 RSI5 Trade Long Extreme
Long SSP 101 06/09/2005 48.84 06/13/2005 49.43 0.88 43.59 2 21.80 3,548.64 -0.70 1.25 RSI5 Trade Long Extreme
Long UPS 70 06/10/2005 70.96 06/16/2005 70.49 -0.98 -48.90 4 -12.23 3,499.74 -1.87 0.00 RSI5 Trade Long Extreme
Long LEG 190 06/10/2005 25.90 06/16/2005 25.89 -0.36 -17.90 4 -4.48 3,481.84 -1.43 0.15 RSI5 Trade Long Extreme
Long MMC 177 06/15/2005 27.85 06/16/2005 27.96 0.07 3.47 1 3.47 3,485.31 -1.08 0.97 RSI5 Trade Long Extreme
Long BDX 92 06/17/2005 53.73 06/28/2005 51.95 -3.64 -179.76 7 -25.68 3,305.55 -5.08 0.41 RSI5 Trade Long Extreme
Long BMET 135 06/21/2005 35.55 06/28/2005 34.98 -1.94 -92.95 5 -18.59 3,212.60 -3.66 0.00 RSI5 Trade Long Extreme
Long RSH 207 06/22/2005 23.95 06/28/2005 23.59 -1.83 -90.52 4 -22.63 3,122.08 -3.42 0.38 RSI5 Trade Long Extreme
Long QLGC 319 06/23/2005 15.44 06/28/2005 15.41 -0.52 -25.57 3 -8.52 3,096.51 -3.88 0.06 RSI5 Trade Long Extreme
Long ADP 119 06/23/2005 41.23 06/27/2005 41.13 -0.57 -27.90 2 -13.95 3,068.61 -2.09 0.24 RSI5 Trade Long Extreme
Long UIS 772 06/23/2005 6.30 06/28/2005 6.19 -2.08 -100.92 3 -33.64 2,967.69 -3.33 0.00 RSI5 Trade Long Extreme
Long AVP 135 06/23/2005 36.25 06/27/2005 36.89 1.44 70.40 2 35.20 3,038.09 -1.68 1.99 RSI5 Trade Long Extreme
Long GE 139 06/23/2005 34.66 06/28/2005 35.15 1.08 52.11 3 17.37 3,090.20 -1.47 3.81 RSI5 Trade Long Extreme
Long WMI 176 06/24/2005 27.97 06/27/2005 28.32 0.93 45.60 1 45.60 3,135.80 -0.18 1.68 RSI5 Trade Long Extreme
Long PBI 118 06/24/2005 41.75 06/27/2005 42.71 1.97 97.28 1 97.28 3,233.08 0.00 2.73 RSI5 Trade Long Extreme
Long CBE 76 06/24/2005 63.40 06/28/2005 64.06 0.71 34.16 2 17.08 3,267.24 -0.41 1.36 RSI5 Trade Long Extreme
Long CTAS 131 06/24/2005 37.56 06/27/2005 37.82 0.37 18.06 1 18.06 3,285.30 -0.13 1.57 RSI5 Trade Long Extreme
Long GPC 119 06/24/2005 41.25 06/28/2005 41.48 0.23 11.37 2 5.68 3,296.67 -1.07 0.97 RSI5 Trade Long Extreme
Long IFF 138 06/24/2005 35.59 06/28/2005 36.30 1.67 81.98 2 40.99 3,378.65 -1.94 2.11 RSI5 Trade Long Extreme
Long ACV 115 06/24/2005 42.12 06/28/2005 42.59 0.79 38.05 2 19.03 3,416.70 -1.00 1.26 RSI5 Trade Long Extreme
Long PKI 268 06/27/2005 18.16 06/28/2005 18.75 2.92 142.12 1 142.12 3,558.82 0.00 4.07 RSI5 Trade Long Extreme
Long this 192 06/27/2005 25.63 06/28/2005 25.86 0.57 28.16 1 28.16 3,586.98 0.00 1.64 RSI5 Trade Long Extreme
Long GPS 251 06/27/2005 19.55 06/28/2005 19.95 1.72 84.40 1 84.40 3,671.38 -0.15 2.40 RSI5 Trade Long Extreme
Long SBUX 190 06/27/2005 25.98 06/28/2005 26.53 1.79 88.50 1 88.50 3,759.88 -0.85 2.25 RSI5 Trade Long Extreme
Long DD 111 06/27/2005 44.52 06/28/2005 44.94 0.62 30.62 1 30.62 3,790.50 -0.70 1.12 RSI5 Trade Long Extreme
Long ADBE 170 06/27/2005 28.84 06/29/2005 29.10 0.58 28.20 2 14.10 3,818.70 -2.05 1.73 RSI5 Trade Long Extreme
Long ALTR 253 06/28/2005 19.52 06/29/2005 19.85 1.37 67.49 1 67.49 3,886.19 0.00 2.92 RSI5 Trade Long Extreme
Long IP 159 06/29/2005 31.05 07/05/2005 30.87 -0.90 -44.62 3 -14.87 3,841.57 -2.87 0.16 RSI5 Trade Long Extreme
Long SBL 477 06/29/2005 9.72 06/30/2005 9.87 1.20 55.55 1 55.55 3,897.12 -0.31 1.95 RSI5 Trade Long Extreme
Long GIS 98 06/29/2005 47.21 07/08/2005 46.20 -2.49 -114.98 6 -19.16 3,782.14 -3.64 0.32 RSI5 Trade Long Extreme
Long EBAY 149 06/29/2005 32.90 07/05/2005 33.54 1.62 79.36 3 26.45 3,861.50 -0.46 2.19 RSI5 Trade Long Extreme
Long NTAP 174 06/30/2005 28.27 07/05/2005 28.54 0.63 30.98 2 15.49 3,892.48 -1.41 1.17 RSI5 Trade Long Extreme
Long QCOM 149 06/30/2005 33.01 07/01/2005 33.60 1.46 71.91 1 71.91 3,964.39 0.00 3.30 RSI5 Trade Long Extreme
Long VRSN 173 07/01/2005 28.53 07/06/2005 29.50 3.08 151.81 2 75.90 4,116.20 -1.05 4.94 RSI5 Trade Long Extreme
Long TER 421 07/05/2005 11.71 07/06/2005 11.85 0.87 42.94 1 42.94 4,159.14 -0.94 3.16 RSI5 Trade Long Extreme
Long PFE 184 07/06/2005 26.77 07/08/2005 27.14 1.06 52.08 2 26.04 4,211.22 -1.76 1.87 RSI5 Trade Long Extreme
Long ADBE 178 07/06/2005 26.92 07/07/2005 27.51 1.86 89.02 1 89.02 4,300.24 -1.19 3.42 RSI5 Trade Long Extreme
Long LXK 79 07/06/2005 62.43 07/08/2005 64.72 3.34 164.91 2 82.46 4,465.15 -1.27 5.54 RSI5 Trade Long Extreme
Long this 201 07/07/2005 24.45 07/08/2005 25.00 1.92 94.55 1 94.55 4,559.70 -0.29 3.31 RSI5 Trade Long Extreme
Long HCA 91 07/13/2005 50.05 07/22/2005 49.17 -2.11 -96.08 7 -13.73 4,463.62 -3.50 1.34 RSI5 Trade Long Extreme
Long AVP 136 07/19/2005 31.30 07/26/2005 31.99 1.83 77.84 5 15.57 4,541.46 -1.82 2.91 RSI5 Trade Long Extreme
Long CMX 118 07/20/2005 42.05 07/22/2005 41.78 -0.96 -47.86 2 -23.93 4,493.60 -2.45 0.00 RSI5 Trade Long Extreme
Long BRL 106 07/22/2005 46.12 07/25/2005 46.38 0.24 11.56 1 11.56 4,505.16 -0.48 1.78 RSI5 Trade Long Extreme
Long TSG 263 07/26/2005 18.85 07/29/2005 19.20 1.53 76.05 3 25.35 4,581.21 -1.49 3.93 RSI5 Trade Long Extreme
Long AET 131 07/27/2005 37.31 07/28/2005 39.20 4.74 231.59 1 231.59 4,812.80 0.00 5.88 RSI5 Trade Long Extreme
Long JNY 160 07/29/2005 30.57 08/11/2005 29.36 -4.29 -209.60 9 -23.29 4,603.20 -5.29 0.03 RSI5 Trade Long Extreme
Long CCL 95 08/01/2005 51.76 08/05/2005 51.76 -0.33 -16.00 4 -4.00 4,587.20 -0.99 0.75 RSI5 Trade Long Extreme
Long JNS 332 08/01/2005 14.65 08/03/2005 14.76 0.42 20.52 2 10.26 4,607.72 -0.89 0.96 RSI5 Trade Long Extreme
Long MMC 177 08/04/2005 27.58 08/09/2005 27.35 -1.16 -56.71 3 -18.90 4,551.01 -2.68 0.58 RSI5 Trade Long Extreme
Long FDO 200 08/04/2005 23.22 08/16/2005 20.90 -10.34 -480.40 8 -60.05 Stop Loss 4,070.61 -10.00 0.95 RSI5 Trade Long Extreme
Long JNS 348 08/05/2005 14.07 08/10/2005 14.15 0.24 11.84 3 3.95 4,082.45 -0.14 2.77 RSI5 Trade Long Extreme
Long TEK 210 08/05/2005 23.60 08/11/2005 23.56 -0.49 -24.40 4 -6.10 4,058.05 -2.84 0.59 RSI5 Trade Long Extreme
Long AIV 128 08/08/2005 37.48 08/16/2005 38.55 2.51 120.19 6 20.03 4,178.25 -1.00 3.25 RSI5 Trade Long Extreme
Long STT 103 08/08/2005 47.74 08/11/2005 48.13 0.49 24.17 3 8.06 4,202.42 -0.48 1.72 RSI5 Trade Long Extreme
Long DG 254 08/08/2005 19.25 08/12/2005 19.06 -1.31 -64.26 4 -16.07 4,138.15 -2.86 0.83 RSI5 Trade Long Extreme
Long EOP 151 08/08/2005 31.49 08/09/2005 32.03 1.38 65.54 1 65.54 4,203.69 0.00 2.73 RSI5 Trade Long Extreme
Long SYY 146 08/08/2005 34.00 08/15/2005 34.80 2.03 100.80 5 20.16 4,304.49 -0.76 3.62 RSI5 Trade Long Extreme
Long COST 114 08/08/2005 43.30 08/11/2005 42.79 -1.50 -74.14 3 -24.71 4,230.35 -2.08 0.53 RSI5 Trade Long Extreme
Long CTX 70 08/08/2005 68.79 08/09/2005 69.96 1.37 65.90 1 65.90 4,296.25 0.00 2.78 RSI5 Trade Long Extreme
Long GE 147 08/08/2005 33.76 08/09/2005 34.14 0.80 39.86 1 39.86 4,336.12 0.00 1.54 RSI5 Trade Long Extreme
Long ADBE 186 08/09/2005 26.57 08/11/2005 26.69 0.13 6.32 2 3.16 4,342.44 -2.90 0.94 RSI5 Trade Long Extreme
Long PMCS 544 08/10/2005 8.84 08/15/2005 8.79 -0.90 -43.20 3 -14.40 4,299.24 -3.62 1.47 RSI5 Trade Long Extreme
Long JBL 165 08/10/2005 29.87 08/15/2005 29.96 -0.02 -1.15 3 -0.38 4,298.08 -1.74 0.90 RSI5 Trade Long Extreme
Long EFX 140 08/10/2005 33.28 08/11/2005 33.98 1.76 82.00 1 82.00 4,380.08 -0.54 2.76 RSI5 Trade Long Extreme
Long NTAP 214 08/10/2005 22.77 08/12/2005 23.17 1.43 69.60 2 34.80 4,449.69 -0.70 1.84 RSI5 Trade Long Extreme
Long DELL 126 08/12/2005 36.64 08/30/2005 35.40 -3.73 -172.24 12 -14.35 4,277.45 -4.39 1.34 RSI5 Trade Long Extreme
Long PLL 169 08/16/2005 29.01 08/29/2005 28.33 -2.67 -130.92 9 -14.55 4,146.53 -4.69 0.76 RSI5 Trade Long Extreme
Long FDO 233 08/16/2005 20.86 08/17/2005 21.45 2.50 121.47 1 121.47 4,268.00 -2.11 5.42 RSI5 Trade Long Extreme
Long FNM 98 08/16/2005 50.25 08/18/2005 50.76 0.69 33.98 2 16.99 4,301.98 -0.70 1.21 RSI5 Trade Long Extreme
Long SBL 578 08/17/2005 8.43 08/23/2005 8.47 0.15 7.12 4 1.78 4,309.10 -1.54 2.02 RSI5 Trade Long Extreme
Long F 503 08/18/2005 9.76 08/24/2005 9.92 1.31 64.48 4 16.12 4,373.58 -0.31 3.28 RSI5 Trade Long Extreme
Long LTD 214 08/18/2005 22.11 08/25/2005 21.87 -1.42 -67.36 5 -13.47 4,306.22 -3.57 2.48 RSI5 Trade Long Extreme
Long PTV 255 08/18/2005 19.44 08/22/2005 19.50 -0.01 -0.70 2 -0.35 4,305.52 -1.23 0.36 RSI5 Trade Long Extreme
Long CVG 357 08/18/2005 13.85 08/19/2005 13.90 0.04 1.85 1 1.85 4,307.37 -0.51 0.87 RSI5 Trade Long Extreme
Long TJX 229 08/19/2005 21.51 09/06/2005 21.04 -2.51 -123.63 11 -11.24 4,183.74 -6.09 11.44 RSI5 Trade Long Extreme
Long SEE 97 08/19/2005 50.97 08/25/2005 50.44 -1.36 -67.41 4 -16.85 4,116.33 -2.02 0.51 RSI5 Trade Long Extreme
Long MRK 179 08/23/2005 27.58 08/29/2005 28.12 1.63 80.66 4 20.17 4,196.99 -0.44 2.61 RSI5 Trade Long Extreme
Long WY 77 08/23/2005 63.88 08/25/2005 64.08 -0.01 -0.60 2 -0.30 4,196.39 -0.91 0.89 RSI5 Trade Long Extreme
Long EMN 100 08/23/2005 48.92 09/02/2005 48.27 -1.66 -81.00 8 -10.12 4,115.39 -3.60 0.78 RSI5 Trade Long Extreme
Long BSX 184 08/23/2005 25.92 08/24/2005 26.38 1.44 68.64 1 68.64 4,184.02 0.00 3.12 RSI5 Trade Long Extreme
Long VMC 74 08/24/2005 66.25 08/31/2005 71.85 8.13 398.40 5 79.68 4,582.42 -2.04 9.12 RSI5 Trade Long Extreme
Long ROH 115 08/24/2005 42.81 08/29/2005 42.86 -0.21 -10.25 3 -3.42 4,572.17 -2.34 0.51 RSI5 Trade Long Extreme
Long GPS 257 08/24/2005 19.16 08/29/2005 19.15 -0.38 -18.57 3 -6.19 4,553.60 -1.62 1.04 RSI5 Trade Long Extreme
Long ATI 179 08/24/2005 27.24 08/29/2005 27.73 1.47 71.71 3 23.90 4,625.31 -2.97 2.72 RSI5 Trade Long Extreme
Long WMT 109 08/25/2005 45.29 08/26/2005 45.70 0.58 28.69 1 28.69 4,654.00 -0.18 1.68 RSI5 Trade Long Extreme
Long PFE 199 08/25/2005 24.87 08/29/2005 25.10 0.60 29.77 2 14.88 4,683.77 -0.44 1.17 RSI5 Trade Long Extreme
Long HSY 85 08/25/2005 58.22 08/31/2005 59.09 1.17 57.95 4 14.49 4,741.72 -1.46 1.60 RSI5 Trade Long Extreme
Long APD 86 08/25/2005 57.46 09/02/2005 55.55 -3.65 -180.26 6 -30.04 4,561.46 -5.67 0.00 RSI5 Trade Long Extreme
Long SYMC 248 08/25/2005 20.01 08/26/2005 20.33 1.28 63.36 1 63.36 4,624.82 -1.90 2.45 RSI5 Trade Long Extreme
Long AIG 83 08/26/2005 59.27 08/29/2005 59.53 0.11 5.58 1 5.58 4,630.40 -2.14 0.69 RSI5 Trade Long Extreme
Long MAS 166 08/26/2005 29.79 08/30/2005 29.98 0.31 15.54 2 7.77 4,645.94 -1.41 1.54 RSI5 Trade Long Extreme
Long CCE 225 08/26/2005 22.00 08/29/2005 22.41 1.54 76.25 1 76.25 4,722.19 -0.77 2.23 RSI5 Trade Long Extreme
Long DOW 111 08/26/2005 43.84 09/07/2005 44.60 1.40 68.36 7 9.77 4,790.55 -2.35 1.94 RSI5 Trade Long Extreme
Long PAYX 146 08/26/2005 33.54 08/29/2005 33.98 0.99 48.24 1 48.24 4,838.79 -0.27 1.70 RSI5 Trade Long Extreme
Long DD 124 08/26/2005 39.74 08/31/2005 39.57 -0.75 -37.08 3 -12.36 4,801.71 -1.43 0.81 RSI5 Trade Long Extreme
Long MAR 152 08/29/2005 32.55 09/06/2005 31.27 -4.24 -209.80 5 -41.96 4,591.91 -7.20 0.00 RSI5 Trade Long Extreme
Long FDO 248 08/30/2005 19.69 08/31/2005 19.88 0.64 31.12 1 31.12 4,623.03 -0.96 0.96 RSI5 Trade Long Extreme
Long YUM 102 08/30/2005 47.24 09/06/2005 47.75 0.75 36.02 4 9.00 4,659.05 -1.31 1.82 RSI5 Trade Long Extreme
Long EK 201 08/30/2005 24.27 09/01/2005 25.57 5.03 245.30 2 122.65 4,904.35 -1.24 8.61 RSI5 Trade Long Extreme
Long SBUX 203 08/30/2005 24.28 08/31/2005 24.51 0.62 30.69 1 30.69 4,935.04 -1.17 1.15 RSI5 Trade Long Extreme
Long NWL 210 08/30/2005 23.26 08/31/2005 23.43 0.40 19.70 1 19.70 4,954.74 -0.73 0.77 RSI5 Trade Long Extreme
Long BOL 64 08/30/2005 75.74 09/01/2005 76.31 0.42 20.48 2 10.24 4,975.22 -1.64 1.24 RSI5 Trade Long Extreme
Long HLT 210 08/30/2005 23.31 09/06/2005 23.00 -1.66 -81.10 4 -20.27 4,894.12 -4.76 0.14 RSI5 Trade Long Extreme
Long HIG 68 08/31/2005 73.05 09/01/2005 73.82 0.73 36.36 1 36.36 4,930.48 -0.73 1.08 RSI5 Trade Long Extreme
Long FD 144 09/01/2005 32.90 09/06/2005 33.69 2.05 97.04 2 48.52 5,027.52 -0.09 3.49 RSI5 Trade Long Extreme
Long CMCSA 162 09/01/2005 30.36 09/06/2005 30.69 0.76 37.46 2 18.73 5,064.98 -0.26 1.25 RSI5 Trade Long Extreme
Long THC 410 09/01/2005 12.02 09/07/2005 12.00 -0.49 -24.20 3 -8.07 5,040.78 -3.24 1.16 RSI5 Trade Long Extreme
Long ADP 116 09/01/2005 42.24 09/02/2005 42.47 0.22 10.68 1 10.68 5,051.46 -0.09 1.04 RSI5 Trade Long Extreme
Long XL 73 09/06/2005 68.12 09/07/2005 68.43 0.13 6.63 1 6.63 5,058.09 -0.40 0.79 RSI5 Trade Long Extreme
Long MKC 150 09/07/2005 29.28 09/12/2005 30.02 2.16 95.00 3 31.67 5,153.09 -0.92 2.60 RSI5 Trade Long Extreme
Long CCE 226 09/08/2005 19.99 09/12/2005 20.10 0.20 8.86 2 4.43 5,161.95 -2.70 0.85 RSI5 Trade Long Extreme
Long NCR 151 09/09/2005 31.94 09/13/2005 32.12 0.23 11.18 2 5.59 5,173.13 -1.16 0.81 RSI5 Trade Long Extreme
Long ZMH 63 09/13/2005 73.98 09/23/2005 70.67 -4.82 -224.53 8 -28.07 4,948.60 -7.08 0.22 RSI5 Trade Long Extreme
Long PTV 268 09/14/2005 18.21 09/23/2005 17.37 -4.94 -241.12 7 -34.45 4,707.48 -7.14 0.49 RSI5 Trade Long Extreme
Long ALTR 256 09/15/2005 18.97 09/16/2005 19.17 0.72 35.20 1 35.20 4,742.68 -0.69 1.32 RSI5 Trade Long Extreme
Long MSFT 190 09/16/2005 26.07 09/28/2005 25.67 -1.86 -92.00 8 -11.50 4,650.68 -3.64 0.77 RSI5 Trade Long Extreme
Long ROH 123 09/19/2005 40.10 09/20/2005 41.15 2.29 113.15 1 113.15 4,763.83 0.00 3.84 RSI5 Trade Long Extreme
Long APOL 67 09/19/2005 69.93 09/27/2005 66.81 -4.80 -225.04 6 -37.51 4,538.79 -7.46 0.00 RSI5 Trade Long Extreme
Long ITW 123 09/20/2005 40.19 09/22/2005 39.76 -1.41 -69.50 2 -34.75 4,469.29 -2.34 0.00 RSI5 Trade Long Extreme
Long LEG 219 09/20/2005 19.80 09/27/2005 20.32 2.26 97.88 5 19.58 4,567.17 0.00 5.00 RSI5 Trade Long Extreme
Long GPS 279 09/20/2005 17.39 09/22/2005 17.21 -1.36 -66.22 2 -33.11 4,500.95 -3.05 0.86 RSI5 Trade Long Extreme
Long BC 117 09/20/2005 36.98 09/23/2005 38.41 3.50 151.31 3 50.44 4,652.26 0.00 4.06 RSI5 Trade Long Extreme
Long GM 159 09/20/2005 31.08 09/23/2005 31.07 -0.36 -17.59 3 -5.86 4,634.67 -2.28 2.19 RSI5 Trade Long Extreme
Long ASH 88 09/20/2005 53.68 09/22/2005 54.09 0.43 20.08 2 10.04 4,654.75 -6.02 0.95 RSI5 Trade Long Extreme
Long BMS 200 09/20/2005 24.69 09/23/2005 24.57 -0.81 -40.00 3 -13.33 4,614.75 -2.75 0.00 RSI5 Trade Long Extreme
Long LTD 248 09/20/2005 19.69 09/22/2005 20.15 2.01 98.08 2 49.04 4,712.83 -3.76 3.10 RSI5 Trade Long Extreme
Long HRB 205 09/20/2005 23.92 09/22/2005 24.09 0.38 18.85 2 9.43 4,731.68 -1.96 1.42 RSI5 Trade Long Extreme
Long DDS 231 09/21/2005 20.95 09/22/2005 21.28 1.24 60.23 1 60.23 4,791.91 -0.95 1.91 RSI5 Trade Long Extreme
Long MON 163 09/21/2005 29.90 09/23/2005 30.00 -0.01 -0.51 2 -0.26 4,791.39 -2.15 0.45 RSI5 Trade Long Extreme
Long WMT 115 09/21/2005 42.49 09/22/2005 43.19 1.32 64.50 1 64.50 4,855.89 -0.42 2.45 RSI5 Trade Long Extreme
Long GNW 165 09/21/2005 29.60 09/23/2005 30.50 2.71 132.50 2 66.25 4,988.39 -1.15 3.68 RSI5 Trade Long Extreme
Long GT 323 09/21/2005 15.03 09/23/2005 15.50 2.80 135.81 2 67.91 5,124.20 -2.20 7.39 RSI5 Trade Long Extreme
Long BSX 211 09/21/2005 23.17 09/22/2005 23.79 2.35 114.82 1 114.82 5,239.02 -0.26 3.58 RSI5 Trade Long Extreme
Long CBS 202 09/21/2005 24.27 09/22/2005 24.43 0.34 16.78 1 16.78 5,255.81 -0.52 1.34 RSI5 Trade Long Extreme
Long SANM 1,190 09/22/2005 4.05 09/23/2005 4.36 7.32 352.90 1 352.90 5,608.71 0.00 7.90 RSI5 Trade Long Extreme
Long AA 193 09/23/2005 24.42 09/29/2005 24.45 -0.22 -10.21 4 -2.55 5,598.50 -1.76 0.94 RSI5 Trade Long Extreme
Long CTL 146 09/23/2005 33.56 09/28/2005 33.86 0.57 27.80 3 9.27 5,626.30 -0.77 1.64 RSI5 Trade Long Extreme
Long EL 141 09/26/2005 35.00 09/30/2005 34.83 -0.81 -39.97 4 -9.99 5,586.33 -3.86 0.86 RSI5 Trade Long Extreme
Long PCAR 110 09/28/2005 44.40 09/29/2005 45.33 1.76 85.93 1 85.93 5,672.26 -0.35 2.18 RSI5 Trade Long Extreme
Long BUD 114 09/28/2005 43.19 09/29/2005 43.46 0.30 14.78 1 14.78 5,687.04 -0.09 1.32 RSI5 Trade Long Extreme
Long TRB 139 09/28/2005 34.22 10/04/2005 34.05 -0.83 -39.63 4 -9.91 5,647.41 -3.16 0.38 RSI5 Trade Long Extreme
Long HAS 253 09/29/2005 19.45 09/30/2005 19.65 0.70 34.60 1 34.60 5,682.01 -0.26 1.75 RSI5 Trade Long Extreme
Long MDT 91 09/29/2005 53.91 10/04/2005 53.81 -0.51 -25.10 3 -8.37 5,656.91 -1.97 1.65 RSI5 Trade Long Extreme
Long NCC 148 09/30/2005 33.44 10/03/2005 33.96 1.23 60.96 1 60.96 5,717.87 -0.15 1.97 RSI5 Trade Long Extreme
Long FITB 137 10/04/2005 36.17 10/12/2005 35.40 -2.45 -121.49 6 -20.25 5,596.38 -3.12 0.25 RSI5 Trade Long Extreme
Long USB 179 10/04/2005 27.57 10/06/2005 27.86 0.73 35.91 2 17.96 5,632.29 -0.36 1.60 RSI5 Trade Long Extreme
Long WM 127 10/04/2005 38.60 10/07/2005 38.25 -1.23 -60.45 3 -20.15 5,571.84 -2.38 1.35 RSI5 Trade Long Extreme
Long AXP 98 10/04/2005 49.93 10/19/2005 48.97 -2.25 -110.08 11 -10.01 5,461.76 -4.85 1.38 RSI5 Trade Long Extreme
Long LXK 82 10/04/2005 43.50 10/26/2005 40.94 -6.33 -225.92 16 -14.12 5,235.84 -9.59 1.98 RSI5 Trade Long Extreme
Long AMP 144 10/04/2005 33.90 10/19/2005 33.16 -2.51 -122.56 11 -11.14 5,113.28 -5.60 0.59 RSI5 Trade Long Extreme
Long BMY 209 10/05/2005 23.17 10/17/2005 22.48 -3.31 -160.21 8 -20.03 4,953.07 -4.79 0.99 RSI5 Trade Long Extreme
Long X 124 10/05/2005 38.13 10/17/2005 36.03 -5.85 -276.40 8 -34.55 4,676.67 -9.44 1.36 RSI5 Trade Long Extreme
Long NYT 172 10/05/2005 28.77 10/07/2005 28.92 0.20 9.80 2 4.90 4,686.47 -0.94 1.32 RSI5 Trade Long Extreme
Long FO 62 10/05/2005 78.51 10/12/2005 76.70 -2.63 -128.22 5 -25.64 4,558.25 -3.96 1.50 RSI5 Trade Long Extreme
Long APOL 77 10/05/2005 62.90 10/19/2005 60.70 -3.83 -185.40 10 -18.54 4,372.85 -8.74 2.03 RSI5 Trade Long Extreme
Long BUD 118 10/05/2005 41.80 10/06/2005 42.43 1.18 58.34 1 58.34 4,431.19 0.00 3.33 RSI5 Trade Long Extreme
Long XOM 82 10/05/2005 58.95 10/07/2005 59.60 0.77 37.30 2 18.65 4,468.49 -1.78 1.85 RSI5 Trade Long Extreme
Long OXY 126 10/06/2005 38.31 10/11/2005 39.44 2.60 125.75 3 41.92 4,594.24 -0.82 3.42 RSI5 Trade Long Extreme
Long HCR 133 10/06/2005 37.02 10/14/2005 36.99 -0.41 -19.99 6 -3.33 4,574.25 -1.51 1.40 RSI5 Trade Long Extreme
Long MRO 81 10/06/2005 59.95 10/07/2005 62.35 3.67 178.40 1 178.40 4,752.65 0.00 4.94 RSI5 Trade Long Extreme
Long WFT 156 10/06/2005 31.60 10/14/2005 30.91 -2.52 -124.42 6 -20.74 4,628.23 -6.53 0.76 RSI5 Trade Long Extreme
Long MWV 186 10/06/2005 26.08 10/14/2005 25.94 -0.87 -42.04 6 -7.01 4,586.19 -3.26 1.23 RSI5 Trade Long Extreme
Long WIN 383 10/06/2005 12.86 10/14/2005 12.42 -3.72 -183.49 6 -30.58 4,402.71 -7.26 0.39 RSI5 Trade Long Extreme
Long LEG 256 10/06/2005 19.40 10/14/2005 18.90 -2.90 -144.00 6 -24.00 4,258.71 -6.24 2.11 RSI5 Trade Long Extreme
Long HES 121 10/06/2005 39.15 10/07/2005 39.99 1.79 84.84 1 84.84 4,343.55 -1.12 3.54 RSI5 Trade Long Extreme
Long CPWR 567 10/07/2005 8.26 10/11/2005 7.43 -10.34 -484.34 2 -242.17 Stop Loss 3,859.20 -10.00 2.78 RSI5 Trade Long Extreme
Long MRK 186 10/07/2005 25.85 10/10/2005 26.90 3.73 179.30 1 179.30 4,038.50 0.00 4.33 RSI5 Trade Long Extreme
Long GM 176 10/10/2005 25.48 10/11/2005 26.42 3.33 149.44 1 149.44 4,187.94 0.00 9.50 RSI5 Trade Long Extreme
Long F 541 10/10/2005 8.93 10/13/2005 8.99 0.34 16.46 3 5.49 4,204.40 -3.58 0.78 RSI5 Trade Long Extreme
Long GT 353 10/10/2005 13.00 10/11/2005 13.32 2.11 96.96 1 96.96 4,301.36 0.00 4.69 RSI5 Trade Long Extreme
Long PHM 132 10/10/2005 36.40 10/13/2005 36.41 -0.31 -14.68 3 -4.89 4,286.68 -2.55 3.57 RSI5 Trade Long Extreme
Long ERTS 94 10/10/2005 51.35 10/11/2005 52.86 2.61 125.94 1 125.94 4,412.62 0.00 3.97 RSI5 Trade Long Extreme
Long FSH 83 10/11/2005 58.26 10/12/2005 58.85 0.68 32.97 1 32.97 4,445.59 -0.24 1.12 RSI5 Trade Long Extreme
Long BAX 130 10/11/2005 37.70 10/12/2005 38.11 0.76 37.30 1 37.30 4,482.89 -0.37 1.72 RSI5 Trade Long Extreme
Long NYT 176 10/12/2005 28.03 10/14/2005 28.20 0.28 13.92 2 6.96 4,496.81 -0.75 0.86 RSI5 Trade Long Extreme
Long CFC 163 10/12/2005 30.10 10/14/2005 30.72 1.73 85.06 2 42.53 4,581.87 -2.52 2.36 RSI5 Trade Long Extreme
Long EOP 164 10/12/2005 29.74 10/14/2005 30.66 2.77 134.88 2 67.44 4,716.75 -0.57 3.36 RSI5 Trade Long Extreme
Long T 221 10/12/2005 22.31 10/19/2005 22.41 0.12 6.10 5 1.22 4,722.85 -2.51 1.26 RSI5 Trade Long Extreme
Long PLD 121 10/12/2005 40.48 10/14/2005 41.34 1.80 88.06 2 44.03 4,810.91 -1.66 2.15 RSI5 Trade Long Extreme
Long ADCT 267 10/13/2005 18.01 10/14/2005 18.51 2.44 117.50 1 117.50 4,928.41 -0.17 3.05 RSI5 Trade Long Extreme
Long BOL 68 10/13/2005 70.99 10/14/2005 73.37 3.02 145.84 1 145.84 5,074.25 0.00 4.10 RSI5 Trade Long Extreme
Long HSP 130 10/13/2005 38.01 10/14/2005 38.56 1.12 55.50 1 55.50 5,129.75 -1.21 1.87 RSI5 Trade Long Extreme
Long PEG 85 10/13/2005 56.59 10/14/2005 58.12 2.37 114.05 1 114.05 5,243.80 0.00 2.95 RSI5 Trade Long Extreme
Long MAT 313 10/17/2005 15.23 10/28/2005 14.72 -3.68 -175.63 9 -19.51 5,068.17 -4.66 1.25 RSI5 Trade Long Extreme
Long ASD 113 10/18/2005 36.48 10/21/2005 37.74 3.07 126.38 3 42.13 5,194.56 -4.03 9.51 RSI5 Trade Long Extreme
Long KSE 147 10/18/2005 33.35 10/21/2005 33.21 -0.75 -36.58 3 -12.19 5,157.98 -2.07 0.75 RSI5 Trade Long Extreme
Long MOLX 205 10/18/2005 24.07 10/19/2005 24.66 2.13 104.95 1 104.95 5,262.93 -0.29 2.87 RSI5 Trade Long Extreme
Long SWY 205 10/18/2005 23.02 10/19/2005 23.40 1.31 61.90 1 61.90 5,324.83 -1.78 1.69 RSI5 Trade Long Extreme
Long SYK 107 10/19/2005 42.27 10/28/2005 41.50 -2.18 -98.39 7 -14.06 5,226.44 -5.99 1.11 RSI5 Trade Long Extreme
Long PFE 208 10/20/2005 21.90 10/28/2005 21.50 -2.18 -99.20 6 -16.53 5,127.24 -5.43 0.87 RSI5 Trade Long Extreme
Long DJ 146 10/20/2005 33.29 10/27/2005 33.21 -0.57 -27.68 5 -5.54 5,099.56 -2.22 1.89 RSI5 Trade Long Extreme
Long UVN 203 10/20/2005 23.66 10/21/2005 24.70 4.06 195.12 1 195.12 5,294.68 0.00 5.03 RSI5 Trade Long Extreme
Long BMY 226 10/20/2005 21.67 10/24/2005 21.64 -0.47 -22.78 2 -11.39 5,271.90 -1.43 1.02 RSI5 Trade Long Extreme
Long IPG 478 10/20/2005 10.33 10/24/2005 10.47 1.03 50.92 2 25.46 5,322.82 -0.68 1.36 RSI5 Trade Long Extreme
Long SSP 106 10/20/2005 46.37 10/28/2005 45.33 -2.57 -126.24 6 -21.04 5,196.58 -3.28 0.17 RSI5 Trade Long Extreme
Long NYT 182 10/21/2005 27.09 10/24/2005 27.30 0.45 22.22 1 22.22 5,218.80 0.00 1.70 RSI5 Trade Long Extreme
Long THC 511 10/21/2005 9.12 10/25/2005 8.21 -10.34 -482.03 2 -241.02 Stop Loss 4,736.76 -10.00 0.66 RSI5 Trade Long Extreme
Long RRD 142 10/21/2005 34.90 10/24/2005 35.39 1.08 53.58 1 53.58 4,790.34 0.00 1.83 RSI5 Trade Long Extreme
Long UIS 900 10/24/2005 4.50 10/25/2005 5.17 14.49 587.00 1 587.00 5,377.34 0.00 15.33 RSI5 Trade Long Extreme
Long THC 586 10/25/2005 8.29 10/31/2005 8.42 1.24 60.18 4 15.05 5,437.52 -3.14 2.17 RSI5 Trade Long Extreme
Long SLE 276 10/26/2005 17.96 10/31/2005 17.85 -0.94 -46.36 3 -15.45 5,391.16 -2.28 0.00 RSI5 Trade Long Extreme
Long EL 150 10/26/2005 30.71 10/28/2005 32.42 5.22 240.50 2 120.25 5,631.66 -1.34 5.57 RSI5 Trade Long Extreme
Long NSM 221 10/27/2005 21.79 10/28/2005 22.32 2.10 101.13 1 101.13 5,732.79 -2.52 2.94 RSI5 Trade Long Extreme
Long HMA 233 10/28/2005 21.00 10/31/2005 21.41 1.63 79.53 1 79.53 5,812.32 -0.95 2.43 RSI5 Trade Long Extreme
Long FSH 87 10/28/2005 54.27 10/31/2005 56.50 3.77 178.01 1 178.01 5,990.33 0.00 5.34 RSI5 Trade Long Extreme
Long MXIM 128 10/28/2005 34.60 11/02/2005 35.83 3.19 141.44 3 47.15 6,131.77 -0.20 4.42 RSI5 Trade Long Extreme
Long GR 138 11/01/2005 34.27 11/02/2005 35.42 3.02 142.70 1 142.70 6,274.47 -1.96 4.06 RSI5 Trade Long Extreme
Long PDCO 118 11/18/2005 35.01 11/23/2005 36.65 4.30 177.52 3 59.17 6,451.99 -0.69 7.05 RSI5 Trade Long Extreme
Long WYE 119 11/30/2005 41.56 12/02/2005 43.20 3.62 179.16 2 89.58 6,631.15 -1.59 4.09 RSI5 Trade Long Extreme
Long CAG 229 11/30/2005 21.50 12/14/2005 20.27 -6.05 -297.67 10 -29.77 6,333.48 -7.02 1.02 RSI5 Trade Long Extreme
Long ABT 132 12/01/2005 37.63 12/02/2005 38.56 2.15 106.76 1 106.76 6,440.24 0.00 4.01 RSI5 Trade Long Extreme
Long NYT 184 12/05/2005 26.84 12/07/2005 27.41 1.80 88.88 2 44.44 6,529.12 -1.27 2.38 RSI5 Trade Long Extreme
Long TRB 159 12/05/2005 30.86 12/07/2005 31.01 0.16 7.85 2 3.92 6,536.97 -2.01 0.87 RSI5 Trade Long Extreme
Long GCI 83 12/06/2005 59.19 12/07/2005 60.33 1.60 78.62 1 78.62 6,615.59 -0.49 2.55 RSI5 Trade Long Extreme
Long KO 120 12/12/2005 41.15 12/15/2005 41.16 -0.30 -14.80 3 -4.93 6,600.79 -0.92 0.61 RSI5 Trade Long Extreme
Long IBM 58 12/13/2005 83.71 12/21/2005 83.12 -1.03 -50.22 6 -8.37 6,550.57 -1.97 0.35 RSI5 Trade Long Extreme
Long EOP 162 12/14/2005 29.20 12/21/2005 29.47 0.59 27.74 5 5.55 6,578.31 -1.44 1.13 RSI5 Trade Long Extreme
Long PPG 86 12/14/2005 56.87 12/19/2005 57.15 0.17 8.08 3 2.69 6,586.39 -1.34 1.35 RSI5 Trade Long Extreme
Long VZ 162 12/14/2005 30.54 12/20/2005 30.54 -0.32 -16.00 4 -4.00 6,570.39 -0.98 0.52 RSI5 Trade Long Extreme
Long MSFT 185 12/19/2005 26.83 01/03/2006 26.84 -0.29 -14.15 9 -1.57 6,556.24 -2.72 0.64 RSI5 Trade Long Extreme
Long APOL 78 12/19/2005 62.50 01/03/2006 60.65 -3.29 -160.30 9 -17.81 6,395.94 -4.91 0.80 RSI5 Trade Long Extreme
Long SIAL 156 12/19/2005 31.64 12/20/2005 31.76 0.07 3.50 1 3.50 6,399.44 -0.03 0.82 RSI5 Trade Long Extreme
Long DF 132 12/20/2005 37.28 12/21/2005 37.76 0.96 47.36 1 47.36 6,446.80 0.00 1.93 RSI5 Trade Long Extreme
Long GM 262 12/22/2005 18.64 12/27/2005 18.99 1.55 75.70 2 37.85 6,522.50 -0.27 3.00 RSI5 Trade Long Extreme
Long BBBY 121 12/22/2005 36.27 01/03/2006 36.40 -0.01 -0.27 6 -0.04 6,522.23 -1.99 2.40 RSI5 Trade Long Extreme
Long BOL 63 12/23/2005 72.00 01/03/2006 68.92 -4.63 -210.04 5 -42.01 6,312.19 -8.10 0.82 RSI5 Trade Long Extreme
Long OMX 181 12/27/2005 24.35 12/28/2005 25.83 5.71 251.88 1 251.88 6,564.07 0.00 7.19 RSI5 Trade Long Extreme
Long PFG 103 12/27/2005 47.77 12/28/2005 47.92 -0.01 -0.55 1 -0.55 6,563.52 0.00 0.73 RSI5 Trade Long Extreme
Long SYY 158 12/29/2005 31.34 01/06/2006 31.25 -0.61 -30.22 5 -6.04 6,533.30 -1.69 0.45 RSI5 Trade Long Extreme
Long ESRX 59 12/30/2005 83.80 01/03/2006 86.83 3.29 162.77 1 162.77 6,696.07 0.00 3.64 RSI5 Trade Long Extreme
Long KO 123 12/30/2005 40.31 01/03/2006 40.90 1.14 56.57 1 56.57 6,752.64 0.00 1.69 RSI5 Trade Long Extreme
Long S 233 12/30/2005 21.19 01/06/2006 21.10 -0.75 -37.13 4 -9.28 6,715.51 -3.51 1.16 RSI5 Trade Long Extreme
Long HSP 116 12/30/2005 42.78 01/03/2006 43.15 0.54 26.92 1 26.92 6,742.43 -0.58 1.59 RSI5 Trade Long Extreme
Long MAT 316 01/03/2006 15.50 01/05/2006 15.62 0.45 21.92 2 10.96 6,764.35 -0.90 1.61 RSI5 Trade Long Extreme
Long VFC 90 01/03/2006 55.02 01/05/2006 55.20 0.00 0.20 2 0.10 6,764.55 -0.84 0.67 RSI5 Trade Long Extreme
Long WMT 106 01/03/2006 46.23 01/10/2006 45.86 -1.13 -55.22 5 -11.04 6,709.33 -2.44 0.58 RSI5 Trade Long Extreme
Long VRSN 231 01/04/2006 21.10 01/05/2006 21.29 0.57 27.89 1 27.89 6,737.22 -0.28 2.27 RSI5 Trade Long Extreme
Long PDCO 149 01/05/2006 32.67 01/11/2006 33.10 0.99 48.07 4 12.02 6,785.29 -1.44 3.31 RSI5 Trade Long Extreme
Long DG 269 01/05/2006 17.93 01/09/2006 17.91 -0.44 -21.38 2 -10.69 6,763.91 -3.07 0.00 RSI5 Trade Long Extreme
Long HSY 91 01/06/2006 54.40 01/12/2006 54.19 -0.71 -35.11 4 -8.78 6,728.80 -1.19 0.53 RSI5 Trade Long Extreme
Long CBH 147 01/10/2006 33.01 01/13/2006 32.65 -1.42 -68.92 3 -22.97 6,659.88 -2.67 0.03 RSI5 Trade Long Extreme
Long RRD 151 01/11/2006 32.91 01/13/2006 33.57 1.68 83.66 2 41.83 6,743.54 -0.64 2.77 RSI5 Trade Long Extreme
Long MHP 102 01/12/2006 47.06 01/13/2006 47.95 1.56 74.78 1 74.78 6,818.32 -0.59 2.08 RSI5 Trade Long Extreme
Long DD 124 01/13/2006 40.07 01/26/2006 39.81 -0.97 -48.24 8 -6.03 6,770.08 -3.62 0.57 RSI5 Trade Long Extreme
Long WLP 64 01/13/2006 74.89 01/17/2006 76.23 1.46 69.76 1 69.76 6,839.84 -1.15 2.11 RSI5 Trade Long Extreme
Long MAT 328 01/17/2006 15.00 01/23/2006 14.89 -1.06 -52.08 4 -13.02 6,787.76 -1.53 1.20 RSI5 Trade Long Extreme
Long INTC 195 01/18/2006 22.60 01/27/2006 21.67 -4.47 -197.16 7 -28.17 6,590.61 -6.64 1.20 RSI5 Trade Long Extreme
Long C 104 01/20/2006 45.69 01/25/2006 46.23 0.85 40.16 3 13.39 6,630.77 0.00 1.51 RSI5 Trade Long Extreme
Long BAC 110 01/20/2006 44.19 01/24/2006 44.24 -0.22 -10.50 2 -5.25 6,620.27 -1.58 1.11 RSI5 Trade Long Extreme
Long GE 144 01/20/2006 33.37 01/26/2006 33.02 -1.38 -66.40 4 -16.60 6,553.87 -2.16 0.90 RSI5 Trade Long Extreme
Long PEP 85 01/20/2006 57.28 01/24/2006 58.04 1.00 48.60 2 24.30 6,602.47 -0.10 1.94 RSI5 Trade Long Extreme
Long HBAN 214 01/20/2006 22.71 01/23/2006 22.91 0.55 26.80 1 26.80 6,629.27 -0.04 1.50 RSI5 Trade Long Extreme
Long FITB 132 01/20/2006 36.66 01/23/2006 37.58 2.18 105.44 1 105.44 6,734.71 -0.14 2.89 RSI5 Trade Long Extreme
Long CMA 88 01/20/2006 54.76 01/24/2006 55.48 0.98 47.36 2 23.68 6,782.07 -0.82 2.32 RSI5 Trade Long Extreme
Long AT 99 01/20/2006 49.24 01/24/2006 49.28 -0.25 -11.95 2 -5.98 6,770.12 -0.70 0.58 RSI5 Trade Long Extreme
Long STI 69 01/20/2006 70.40 01/23/2006 70.90 0.38 18.50 1 18.50 6,788.62 -0.24 1.12 RSI5 Trade Long Extreme
Long YHOO 145 01/20/2006 33.74 01/24/2006 34.87 3.02 147.85 2 73.92 6,936.47 0.00 4.33 RSI5 Trade Long Extreme
Long CCU 164 01/23/2006 30.00 02/01/2006 29.41 -2.29 -112.76 7 -16.11 6,823.71 -4.03 0.40 RSI5 Trade Long Extreme
Long COL 111 01/23/2006 43.80 01/24/2006 44.10 0.36 17.30 1 17.30 6,841.01 -0.71 1.10 RSI5 Trade Long Extreme
Long SAFC 89 01/24/2006 53.68 02/07/2006 51.53 -4.34 -207.35 10 -20.74 6,633.66 -5.89 1.12 RSI5 Trade Long Extreme
Long COF 59 01/25/2006 83.50 01/26/2006 84.80 1.23 60.70 1 60.70 6,694.36 0.00 1.80 RSI5 Trade Long Extreme
Long ALL 97 01/25/2006 50.56 01/26/2006 52.50 3.51 172.18 1 172.18 6,866.54 0.00 5.62 RSI5 Trade Long Extreme
Long AIG 75 01/25/2006 65.81 01/26/2006 66.44 0.63 31.25 1 31.25 6,897.79 0.00 2.13 RSI5 Trade Long Extreme
Long TAP 79 01/26/2006 62.35 01/31/2006 62.50 -0.08 -4.15 3 -1.38 6,893.64 -0.87 0.80 RSI5 Trade Long Extreme
Long TSN 325 01/30/2006 14.27 02/09/2006 14.52 1.41 65.25 8 8.16 6,958.89 -2.38 2.17 RSI5 Trade Long Extreme
Long ADSK 126 02/02/2006 37.07 02/08/2006 36.58 -1.66 -77.74 4 -19.43 6,881.15 -5.13 0.00 RSI5 Trade Long Extreme
Long STJ 103 02/02/2006 47.78 02/06/2006 47.95 0.03 1.51 2 0.76 6,882.66 -2.05 0.36 RSI5 Trade Long Extreme
Long AOC 146 02/02/2006 33.92 02/07/2006 34.02 -0.03 -1.40 3 -0.47 6,881.26 -1.39 1.42 RSI5 Trade Long Extreme
Long BAX 137 02/03/2006 36.02 02/07/2006 35.86 -0.77 -37.92 2 -18.96 6,843.34 -2.50 0.31 RSI5 Trade Long Extreme
Long TIF 134 02/03/2006 36.37 02/09/2006 35.83 -1.81 -88.36 4 -22.09 6,754.98 -3.27 0.85 RSI5 Trade Long Extreme
Long AMZN 116 02/03/2006 38.33 02/10/2006 38.52 0.14 6.04 5 1.21 6,761.02 -3.18 1.75 RSI5 Trade Long Extreme
Long TE 297 02/03/2006 16.59 02/09/2006 16.57 -0.45 -21.94 4 -5.49 6,739.08 -1.51 0.60 RSI5 Trade Long Extreme
Long SLE 275 02/03/2006 17.55 02/06/2006 17.86 1.43 69.25 1 69.25 6,808.33 0.00 2.28 RSI5 Trade Long Extreme
Long MDT 89 02/03/2006 55.34 02/08/2006 55.47 -0.09 -4.43 3 -1.48 6,803.90 -1.81 0.74 RSI5 Trade Long Extreme
Long CCU 173 02/07/2006 28.67 02/09/2006 28.89 0.44 22.06 2 11.03 6,825.96 -0.31 1.12 RSI5 Trade Long Extreme
Long CPB 168 02/07/2006 29.25 02/10/2006 29.26 -0.29 -14.32 3 -4.77 6,811.64 -1.26 0.34 RSI5 Trade Long Extreme
Long MUR 102 02/09/2006 47.63 02/16/2006 47.14 -1.36 -65.98 5 -13.20 6,745.66 -5.40 0.57 RSI5 Trade Long Extreme
Long KMI 54 02/10/2006 90.58 02/16/2006 91.90 1.13 55.28 4 13.82 6,800.94 -1.42 1.57 RSI5 Trade Long Extreme
Long SUN 65 02/10/2006 72.46 02/15/2006 73.09 0.53 24.95 3 8.32 6,825.89 -1.95 3.35 RSI5 Trade Long Extreme
Long FCX 98 02/13/2006 49.64 02/14/2006 51.14 2.67 130.10 1 130.10 6,955.99 -0.75 3.47 RSI5 Trade Long Extreme
Long ECL 144 02/13/2006 33.85 02/14/2006 34.88 2.71 132.32 1 132.32 7,088.31 -0.18 3.40 RSI5 Trade Long Extreme
Long TIN 112 02/15/2006 42.60 02/17/2006 43.27 1.24 59.04 2 29.52 7,147.35 -1.17 1.83 RSI5 Trade Long Extreme
Long CNX 163 02/15/2006 30.24 02/16/2006 31.23 2.95 145.37 1 145.37 7,292.72 0.00 3.77 RSI5 Trade Long Extreme
Long RSH 240 02/17/2006 19.08 02/23/2006 19.48 1.75 80.00 3 26.67 7,372.72 -1.21 4.56 RSI5 Trade Long Extreme
Long SHW 95 02/22/2006 43.20 02/23/2006 38.88 -10.39 -426.40 1 -426.40 Stop Loss 6,946.32 -10.00 0.00 RSI5 Trade Long Extreme
Long SHW 115 02/23/2006 42.05 02/27/2006 42.59 0.95 46.10 2 23.05 6,992.42 -4.52 2.93 RSI5 Trade Long Extreme
Long HSP 106 02/28/2006 39.70 03/02/2006 40.23 0.95 40.18 2 20.09 7,032.60 -3.27 1.52 RSI5 Trade Long Extreme
Long TSN 355 02/28/2006 13.53 03/01/2006 13.79 1.59 76.30 1 76.30 7,108.90 -3.18 2.66 RSI5 Trade Long Extreme
Long F 628 03/02/2006 7.66 03/06/2006 7.69 0.06 2.84 2 1.42 7,111.74 -3.52 1.31 RSI5 Trade Long Extreme
Long HLT 208 03/03/2006 23.51 03/07/2006 23.69 0.44 21.44 2 10.72 7,133.18 -0.64 1.74 RSI5 Trade Long Extreme
Long PNW 125 03/06/2006 39.16 03/08/2006 39.70 1.05 51.50 2 25.75 7,184.68 -1.02 1.92 RSI5 Trade Long Extreme
Long SYMC 302 03/07/2006 15.86 03/09/2006 16.00 0.55 26.28 2 13.14 7,210.96 -1.26 1.83 RSI5 Trade Long Extreme
Long DYN 1,010 03/08/2006 4.78 03/10/2006 5.01 4.48 216.30 2 108.15 7,427.26 -0.63 5.02 RSI5 Trade Long Extreme
Long LPX 182 03/08/2006 25.59 03/13/2006 25.97 1.14 53.16 3 17.72 7,480.42 -1.13 1.99 RSI5 Trade Long Extreme
Long NOVL 675 03/09/2006 7.02 03/10/2006 7.24 2.80 132.50 1 132.50 7,612.92 0.00 4.27 RSI5 Trade Long Extreme
Long FPL 126 03/09/2006 39.02 03/13/2006 40.12 2.49 122.60 2 61.30 7,735.52 -0.44 3.05 RSI5 Trade Long Extreme
Long CEG 90 03/09/2006 54.58 03/13/2006 56.06 2.39 117.20 2 58.60 7,852.72 -0.33 3.35 RSI5 Trade Long Extreme
Long EIX 116 03/09/2006 42.11 03/10/2006 42.55 0.72 35.04 1 35.04 7,887.76 -0.59 1.33 RSI5 Trade Long Extreme
Long FRE 78 03/13/2006 63.06 03/14/2006 63.82 0.88 43.28 1 43.28 7,931.04 -0.86 1.32 RSI5 Trade Long Extreme
Long BRL 78 03/15/2006 63.38 03/20/2006 63.53 -0.09 -4.30 3 -1.43 7,926.74 -4.02 0.98 RSI5 Trade Long Extreme
Long CMVT 205 03/20/2006 22.87 03/22/2006 23.84 3.90 182.85 2 91.42 8,109.59 0.00 5.20 RSI5 Trade Long Extreme
Long ACS 80 03/24/2006 61.03 04/04/2006 59.81 -2.33 -113.60 7 -16.23 7,995.99 -3.08 0.00 RSI5 Trade Long Extreme
Long TRB 178 03/24/2006 27.88 04/07/2006 27.60 -1.33 -65.84 10 -6.58 7,930.15 -2.83 0.57 RSI5 Trade Long Extreme
Long SLM 93 03/27/2006 53.35 04/03/2006 52.32 -2.25 -111.79 5 -22.36 7,818.36 -2.79 0.54 RSI5 Trade Long Extreme
Long XL 77 03/28/2006 64.18 03/29/2006 64.70 0.49 24.04 1 24.04 7,842.40 0.00 1.70 RSI5 Trade Long Extreme
Long ALL 95 03/28/2006 52.05 03/29/2006 52.40 0.35 17.25 1 17.25 7,859.65 -0.69 1.31 RSI5 Trade Long Extreme
Long AEP 145 03/28/2006 34.00 03/29/2006 34.60 1.44 71.00 1 71.00 7,930.65 -0.12 2.24 RSI5 Trade Long Extreme
Long this 182 03/28/2006 27.09 03/29/2006 27.86 2.52 124.14 1 124.14 8,054.79 0.00 3.80 RSI5 Trade Long Extreme
Long STJ 121 03/29/2006 40.40 03/30/2006 41.39 2.12 103.79 1 103.79 8,158.58 0.00 3.09 RSI5 Trade Long Extreme
Long ACE 95 03/30/2006 52.20 04/04/2006 52.26 -0.21 -10.30 3 -3.43 8,148.28 -1.21 1.28 RSI5 Trade Long Extreme
Long PFE 198 03/31/2006 24.92 04/03/2006 25.12 0.48 23.60 1 23.60 8,171.88 0.00 1.48 RSI5 Trade Long Extreme
Long DOW 121 03/31/2006 40.60 04/05/2006 40.97 0.59 28.77 3 9.59 8,200.65 -0.12 1.35 RSI5 Trade Long Extreme
Long FRE 81 04/03/2006 60.00 04/04/2006 60.86 1.10 53.66 1 53.66 8,254.31 -0.17 1.87 RSI5 Trade Long Extreme
Long AFL 110 04/03/2006 44.55 04/04/2006 45.72 2.30 112.70 1 112.70 8,367.01 0.00 3.03 RSI5 Trade Long Extreme
Long BOL 78 04/03/2006 61.25 04/11/2006 46.41 -24.56 -1,173.52 6 -195.59 Stop Loss 7,193.49 -24.23 1.24 RSI5 Trade Long Extreme
Long WWY 97 04/04/2006 49.46 04/19/2006 47.37 -4.57 -219.12 10 -21.91 6,974.37 -8.50 1.05 RSI5 Trade Long Extreme
Long SVU 163 04/04/2006 30.42 04/05/2006 30.56 0.14 6.82 1 6.82 6,981.19 -0.43 0.72 RSI5 Trade Long Extreme
Long BSX 225 04/05/2006 21.69 04/06/2006 21.93 0.78 38.00 1 38.00 7,019.19 0.00 3.37 RSI5 Trade Long Extreme
Long CMX 104 04/06/2006 46.64 04/10/2006 47.24 0.96 46.40 2 23.20 7,065.59 -0.62 2.92 RSI5 Trade Long Extreme
Long LLY 91 04/07/2006 53.54 04/12/2006 53.42 -0.55 -26.92 3 -8.97 7,038.67 -1.94 0.35 RSI5 Trade Long Extreme
Long HSY 96 04/07/2006 50.52 04/12/2006 51.42 1.45 70.40 3 23.47 7,109.07 -1.60 3.13 RSI5 Trade Long Extreme
Long FO 63 04/07/2006 78.03 04/10/2006 78.38 0.12 6.05 1 6.05 7,115.12 -1.13 0.55 RSI5 Trade Long Extreme
Long AGN 47 04/07/2006 104.09 04/19/2006 102.35 -2.00 -97.78 7 -13.97 7,017.34 -2.95 0.90 RSI5 Trade Long Extreme
Long DGX 99 04/10/2006 50.09 04/18/2006 50.45 0.40 19.64 5 3.93 7,036.98 -1.66 1.02 RSI5 Trade Long Extreme
Long EMR 122 04/10/2006 40.63 04/18/2006 41.68 2.26 112.10 5 22.42 7,149.08 -1.18 2.71 RSI5 Trade Long Extreme
Long JNJ 86 04/10/2006 57.71 04/12/2006 57.87 -0.05 -2.24 2 -1.12 7,146.84 -0.68 0.54 RSI5 Trade Long Extreme
Long ESRX 58 04/10/2006 82.96 04/11/2006 83.91 0.81 39.10 1 39.10 7,185.94 -1.64 2.08 RSI5 Trade Long Extreme
Long ALL 97 04/11/2006 50.50 04/18/2006 51.95 2.54 124.65 4 31.16 7,310.59 -0.40 3.15 RSI5 Trade Long Extreme
Long CVH 99 04/11/2006 49.43 04/12/2006 50.56 1.96 95.87 1 95.87 7,406.46 -0.51 2.69 RSI5 Trade Long Extreme
Long DRI 125 04/11/2006 39.25 04/13/2006 39.61 0.59 29.00 2 14.50 7,435.46 -1.04 1.15 RSI5 Trade Long Extreme
Long AIG 77 04/11/2006 63.39 04/18/2006 63.48 -0.19 -9.07 4 -2.27 7,426.39 -2.37 0.68 RSI5 Trade Long Extreme
Long CAH 69 04/11/2006 70.08 04/18/2006 70.42 0.15 7.46 4 1.86 7,433.85 -1.37 1.17 RSI5 Trade Long Extreme
Long BOL 87 04/11/2006 49.03 04/19/2006 47.54 -3.41 -145.63 5 -29.13 7,288.22 -9.08 0.00 RSI5 Trade Long Extreme
Long BAX 135 04/11/2006 36.68 04/12/2006 37.08 0.77 38.00 1 38.00 7,326.22 0.00 1.50 RSI5 Trade Long Extreme
Long UNH 95 04/11/2006 51.55 04/12/2006 53.46 3.38 165.45 1 165.45 7,491.67 0.00 3.92 RSI5 Trade Long Extreme
Long KSE 124 04/12/2006 40.19 04/18/2006 40.40 0.20 10.04 3 3.35 7,501.71 -0.40 1.05 RSI5 Trade Long Extreme
Long EFX 138 04/12/2006 35.87 04/18/2006 35.98 -0.02 -0.82 3 -0.27 7,500.89 -1.53 0.33 RSI5 Trade Long Extreme
Long SVU 169 04/12/2006 29.22 04/20/2006 29.34 0.09 4.28 5 0.86 7,505.17 -1.85 1.27 RSI5 Trade Long Extreme
Long T 195 04/13/2006 25.58 04/18/2006 25.94 1.09 54.20 2 27.10 7,559.37 -0.94 1.72 RSI5 Trade Long Extreme
Long EK 185 04/13/2006 26.75 04/18/2006 26.96 0.46 22.85 2 11.42 7,582.22 -1.01 1.35 RSI5 Trade Long Extreme
Long EQR 115 04/13/2006 42.63 04/18/2006 43.84 2.51 123.15 2 61.57 7,705.37 -0.30 3.61 RSI5 Trade Long Extreme
Long WYE 108 04/17/2006 45.88 04/19/2006 46.24 0.46 22.88 2 11.44 7,728.25 -1.31 1.18 RSI5 Trade Long Extreme
Long FPL 128 04/17/2006 38.57 04/18/2006 39.14 1.15 56.96 1 56.96 7,785.21 -0.60 1.61 RSI5 Trade Long Extreme
Long MDP 89 04/18/2006 50.79 04/28/2006 49.60 -2.70 -121.91 8 -15.24 7,663.30 -8.45 1.30 RSI5 Trade Long Extreme
Long CA 192 04/19/2006 25.72 04/20/2006 25.98 0.69 33.92 1 33.92 7,697.22 -0.08 1.28 RSI5 Trade Long Extreme
Long UIS 787 04/19/2006 6.27 04/21/2006 6.38 1.43 70.57 2 35.29 7,767.79 -1.12 2.39 RSI5 Trade Long Extreme
Long DELL 177 04/21/2006 27.01 04/28/2006 26.20 -3.33 -159.37 5 -31.87 7,608.42 -4.85 0.00 RSI5 Trade Long Extreme
Long AGN 50 04/25/2006 98.00 04/27/2006 98.74 0.43 21.00 2 10.50 7,629.42 -0.87 1.10 RSI5 Trade Long Extreme
Long MCO 70 04/26/2006 62.00 05/09/2006 55.80 -10.37 -450.00 9 -50.00 Stop Loss 7,179.42 -10.00 1.21 RSI5 Trade Long Extreme
Long SYY 164 04/26/2006 30.34 05/05/2006 29.75 -2.27 -112.76 7 -16.11 7,066.66 -4.05 0.23 RSI5 Trade Long Extreme
Long HAR 48 04/27/2006 91.64 05/02/2006 89.13 -3.10 -136.48 3 -45.49 6,930.18 -5.75 0.01 RSI5 Trade Long Extreme
Long SEE 89 04/27/2006 54.50 05/02/2006 54.61 -0.13 -6.21 3 -2.07 6,923.97 -1.38 0.73 RSI5 Trade Long Extreme
Long AET 107 04/27/2006 37.00 04/28/2006 38.50 3.65 144.50 1 144.50 7,068.47 0.00 4.59 RSI5 Trade Long Extreme
Long CI 42 04/27/2006 106.58 05/03/2006 95.92 -10.36 -463.64 4 -115.91 Stop Loss 6,604.83 -10.00 2.29 RSI5 Trade Long Extreme
L
The following are all the trades, of which there are 803.
Position Symbol Shares Entry Date Entry Price Exit Date Exit Price % Change Net Profit Bars Held Profit/Bar Entry Signal Exit Signal Cum Profit MAE % MFE % ChartScript
Long NTRS 102 01/03/2005 47.43 01/06/2005 47.39 -0.42 -20.08 3 -6.69 -20.08 -1.31 0.78 RSI5 Trade Long Extreme
Long NOC 91 01/03/2005 53.65 01/05/2005 53.30 -0.98 -47.85 2 -23.93 -67.93 -3.06 0.07 RSI5 Trade Long Extreme
Long BBT 118 01/03/2005 41.73 01/05/2005 42.05 0.44 21.76 2 10.88 -46.17 -0.55 0.89 RSI5 Trade Long Extreme
Long BA 96 01/03/2005 50.97 01/05/2005 50.81 -0.64 -31.36 2 -15.68 -77.53 -2.79 0.35 RSI5 Trade Long Extreme
Long NOVL 740 01/03/2005 6.57 01/14/2005 6.37 -3.37 -164.00 9 -18.22 -241.53 -8.68 1.83 RSI5 Trade Long Extreme
Long BMET 115 01/03/2005 41.60 01/04/2005 41.94 0.48 23.10 1 23.10 -218.43 0.00 2.21 RSI5 Trade Long Extreme
Long BLS 179 01/03/2005 27.65 01/06/2005 27.46 -1.01 -50.01 3 -16.67 -268.44 -1.66 0.54 RSI5 Trade Long Extreme
Long T 262 01/03/2005 18.81 01/06/2005 18.60 -1.44 -71.02 3 -23.67 -339.46 -2.87 0.27 RSI5 Trade Long Extreme
Long Q 1,126 01/03/2005 4.37 01/06/2005 4.43 1.05 51.56 3 17.19 -287.90 -0.69 2.06 RSI5 Trade Long Extreme
Long QCOM 117 01/03/2005 42.32 01/06/2005 43.00 1.28 63.56 3 21.19 -224.34 -0.71 2.65 RSI5 Trade Long Extreme
Long TMO 165 01/03/2005 29.68 01/14/2005 29.24 -1.81 -88.60 9 -9.84 -312.94 -4.65 0.74 RSI5 Trade Long Extreme
Long NEM 112 01/03/2005 42.36 01/11/2005 42.44 -0.15 -7.04 6 -1.17 -319.98 -2.60 0.78 RSI5 Trade Long Extreme
Long DOW 100 01/03/2005 49.46 01/06/2005 48.45 -2.37 -117.00 3 -39.00 -436.98 -3.86 0.93 RSI5 Trade Long Extreme
Long LMT 90 01/03/2005 54.21 01/05/2005 54.63 0.45 21.80 2 10.90 -415.18 -3.08 1.46 RSI5 Trade Long Extreme
Long SUNW 978 01/04/2005 4.63 01/12/2005 4.61 -0.79 -35.56 6 -5.93 -450.74 -3.24 3.24 RSI5 Trade Long Extreme
Long FRX 113 01/04/2005 42.92 01/07/2005 42.31 -1.75 -84.93 3 -28.31 -535.67 -3.08 0.00 RSI5 Trade Long Extreme
Long PCL 136 01/04/2005 36.11 01/06/2005 35.26 -2.69 -132.14 2 -66.07 -667.81 -5.69 0.00 RSI5 Trade Long Extreme
Long EL 109 01/04/2005 44.67 01/06/2005 44.40 -0.93 -45.43 2 -22.71 -713.24 -2.19 0.00 RSI5 Trade Long Extreme
Long CPWR 778 01/04/2005 6.21 01/14/2005 5.73 -8.06 -389.44 8 -48.68 -1,102.68 -9.50 0.64 RSI5 Trade Long Extreme
Long S 221 01/04/2005 21.82 01/06/2005 22.23 1.58 76.22 2 38.11 -1,026.46 -1.70 2.33 RSI5 Trade Long Extreme
Long PGL 116 01/05/2005 42.15 01/06/2005 42.55 0.62 30.40 1 30.40 -996.06 -0.19 1.38 RSI5 Trade Long Extreme
Long XLNX 181 01/06/2005 27.10 01/07/2005 27.33 0.52 25.63 1 25.63 -970.43 -0.33 2.44 RSI5 Trade Long Extreme
Long AXP 91 01/06/2005 54.16 01/18/2005 53.15 -2.19 -107.91 7 -15.42 -1,078.34 -3.01 0.33 RSI5 Trade Long Extreme
Long STJ 124 01/06/2005 39.70 01/10/2005 39.64 -0.48 -23.44 2 -11.72 -1,101.78 -1.71 1.26 RSI5 Trade Long Extreme
Long MDP 95 01/07/2005 52.13 01/18/2005 52.22 -0.15 -7.45 6 -1.24 -1,109.23 -1.98 0.17 RSI5 Trade Long Extreme
Long AV 297 01/07/2005 16.71 01/10/2005 17.15 2.31 114.68 1 114.68 -994.55 -0.78 3.71 RSI5 Trade Long Extreme
Long FE 128 01/07/2005 38.50 01/13/2005 38.80 0.45 22.40 4 5.60 -972.15 -2.08 1.48 RSI5 Trade Long Extreme
Long ADP 117 01/07/2005 42.60 01/14/2005 42.40 -0.79 -39.40 5 -7.88 -1,011.55 -2.58 0.82 RSI5 Trade Long Extreme
Long PCG 155 01/07/2005 31.92 01/10/2005 32.56 1.68 83.20 1 83.20 -928.35 -0.28 2.47 RSI5 Trade Long Extreme
Long KEY 152 01/07/2005 32.45 01/18/2005 31.95 -1.87 -92.00 6 -15.33 -1,020.35 -4.07 0.12 RSI5 Trade Long Extreme
Long LU 1,400 01/07/2005 3.50 01/10/2005 3.53 0.53 26.00 1 26.00 -994.35 -0.57 1.14 RSI5 Trade Long Extreme
Long BF.B 72 01/10/2005 68.65 01/12/2005 68.30 -0.83 -41.20 2 -20.60 -1,035.55 -1.68 0.00 RSI5 Trade Long Extreme
Long SNV 179 01/10/2005 27.52 01/14/2005 27.30 -1.12 -55.38 4 -13.85 -1,090.93 -1.89 0.22 RSI5 Trade Long Extreme
Long SHLD 53 01/10/2005 91.97 01/11/2005 93.44 1.27 61.91 1 61.91 -1,029.02 -0.58 2.64 RSI5 Trade Long Extreme
Long VZ 126 01/10/2005 39.03 01/18/2005 37.68 -3.78 -186.10 5 -37.22 -1,215.12 -6.43 0.10 RSI5 Trade Long Extreme
Long AMD 248 01/11/2005 14.86 01/18/2005 15.50 3.87 142.72 4 35.68 -1,072.40 -1.55 5.18 RSI5 Trade Long Extreme
Long UIS 537 01/11/2005 8.75 01/25/2005 7.88 -10.34 -485.88 9 -53.99 Stop Loss -1,558.28 -10.00 0.80 RSI5 Trade Long Extreme
Long BDX 92 01/11/2005 53.95 01/12/2005 54.86 1.36 67.72 1 67.72 -1,490.56 0.00 1.71 RSI5 Trade Long Extreme
Long CIEN 237 01/11/2005 19.81 01/12/2005 21.14 6.37 299.20 1 299.20 -1,191.35 0.00 6.71 RSI5 Trade Long Extreme
Long ADSK 146 01/11/2005 32.39 01/18/2005 32.24 -0.80 -37.90 4 -9.47 -1,229.25 -8.40 1.79 RSI5 Trade Long Extreme
Long AIV 149 01/11/2005 32.92 01/13/2005 33.18 0.44 21.65 2 10.83 -1,207.60 -2.87 2.98 RSI5 Trade Long Extreme
Long UPS 60 01/12/2005 77.18 01/25/2005 76.09 -1.76 -81.40 8 -10.18 -1,289.00 -3.15 0.39 RSI5 Trade Long Extreme
Long ADCT 300 01/13/2005 16.17 01/18/2005 16.87 4.00 194.00 2 97.00 -1,095.00 -3.03 6.49 RSI5 Trade Long Extreme
Long KG 447 01/13/2005 10.98 01/27/2005 10.42 -5.43 -266.32 9 -29.59 -1,361.32 -6.83 2.55 RSI5 Trade Long Extreme
Long WFC 163 01/13/2005 30.32 01/18/2005 30.73 1.03 50.83 2 25.41 -1,310.49 -0.89 1.43 RSI5 Trade Long Extreme
Long FITB 110 01/13/2005 44.52 01/18/2005 47.17 5.63 275.50 2 137.75 -1,034.99 -0.27 6.04 RSI5 Trade Long Extreme
Long BBT 123 01/13/2005 40.17 01/26/2005 39.00 -3.24 -159.91 8 -19.99 -1,194.90 -3.58 0.00 RSI5 Trade Long Extreme
Long GM 134 01/18/2005 36.77 01/24/2005 36.42 -1.28 -62.90 4 -15.73 -1,257.80 -2.50 1.90 RSI5 Trade Long Extreme
Long STT 107 01/19/2005 45.06 01/24/2005 45.03 -0.40 -19.21 3 -6.40 -1,277.01 -1.64 1.40 RSI5 Trade Long Extreme
Long LUV 347 01/20/2005 14.06 01/25/2005 14.25 1.02 49.93 3 16.64 -1,227.08 -3.27 2.92 RSI5 Trade Long Extreme
Long QCOM 121 01/20/2005 37.78 01/31/2005 37.24 -1.78 -81.34 7 -11.62 -1,308.42 -5.66 1.27 RSI5 Trade Long Extreme
Long MWV 162 01/20/2005 29.99 01/31/2005 28.89 -4.00 -194.20 7 -27.74 -1,502.62 -4.97 3.37 RSI5 Trade Long Extreme
Long FRE 72 01/20/2005 67.97 02/01/2005 67.00 -1.75 -85.84 8 -10.73 -1,588.46 -4.37 0.00 RSI5 Trade Long Extreme
Long F 358 01/20/2005 13.46 01/25/2005 13.23 -2.04 -98.34 3 -32.78 -1,686.80 -3.05 0.00 RSI5 Trade Long Extreme
Long FNM 75 01/21/2005 64.85 01/26/2005 64.81 -0.39 -19.00 3 -6.33 -1,705.80 -1.02 2.55 RSI5 Trade Long Extreme
Long CME 25 01/21/2005 192.23 01/26/2005 197.10 2.20 105.75 3 35.25 -1,600.05 -4.54 2.74 RSI5 Trade Long Extreme
Long WY 76 01/21/2005 63.19 01/25/2005 62.90 -0.79 -38.04 2 -19.02 -1,638.09 -2.20 0.17 RSI5 Trade Long Extreme
Long AV 313 01/24/2005 15.36 02/01/2005 13.82 -10.33 -496.77 6 -82.79 Stop Loss -2,134.86 -10.00 2.54 RSI5 Trade Long Extreme
Long ADSK 159 01/24/2005 27.58 01/25/2005 29.48 6.52 286.10 1 286.10 -1,848.76 -2.72 7.94 RSI5 Trade Long Extreme
Long TXN 237 01/24/2005 20.77 01/25/2005 21.12 1.36 66.95 1 66.95 -1,781.81 0.00 2.50 RSI5 Trade Long Extreme
Long JDSUD 250 01/24/2005 19.20 01/26/2005 19.60 1.75 84.00 2 42.00 -1,697.81 -2.08 3.33 RSI5 Trade Long Extreme
Long IP 127 01/24/2005 38.77 01/26/2005 39.24 0.89 43.69 2 21.85 -1,654.12 -0.44 1.32 RSI5 Trade Long Extreme
Long MU 480 01/24/2005 10.06 01/25/2005 10.25 1.56 75.20 1 75.20 -1,578.92 0.00 3.18 RSI5 Trade Long Extreme
Long UIS 621 01/25/2005 7.56 01/26/2005 7.76 2.30 108.20 1 108.20 -1,470.72 -1.19 4.37 RSI5 Trade Long Extreme
Long TRB 124 01/25/2005 39.52 01/28/2005 39.63 -0.05 -2.36 3 -0.79 -1,473.08 -1.97 0.38 RSI5 Trade Long Extreme
Long SVU 157 01/26/2005 31.44 01/27/2005 31.77 0.73 35.81 1 35.81 -1,437.27 -0.45 1.34 RSI5 Trade Long Extreme
Long BK 164 01/26/2005 29.55 01/31/2005 29.66 0.04 2.01 3 0.67 -1,435.26 -1.93 1.01 RSI5 Trade Long Extreme
Long PTV 211 01/26/2005 21.70 01/31/2005 22.21 2.00 91.61 3 30.54 -1,343.65 -1.43 3.36 RSI5 Trade Long Extreme
Long BXP 91 01/27/2005 53.31 01/28/2005 54.30 1.53 74.33 1 74.33 -1,269.32 0.00 2.14 RSI5 Trade Long Extreme
Long MDP 103 01/27/2005 47.43 01/31/2005 48.03 0.94 45.80 2 22.90 -1,223.52 -1.10 1.62 RSI5 Trade Long Extreme
Long EQR 153 01/27/2005 31.97 02/01/2005 32.06 -0.05 -2.23 3 -0.74 -1,225.75 -2.85 0.72 RSI5 Trade Long Extreme
Long STT 112 01/28/2005 43.78 01/31/2005 44.81 2.03 99.36 1 99.36 -1,126.39 0.00 2.49 RSI5 Trade Long Extreme
Long JDSUD 290 02/01/2005 16.56 02/11/2005 14.90 -10.33 -496.24 8 -62.03 Stop Loss -1,622.63 -10.00 0.97 RSI5 Trade Long Extreme
Long AV 356 02/02/2005 13.69 02/03/2005 14.17 3.18 154.88 1 154.88 -1,467.75 0.00 3.87 RSI5 Trade Long Extreme
Long SLR 1,041 02/03/2005 4.76 02/07/2005 4.81 0.73 36.05 2 18.02 -1,431.70 -1.26 1.68 RSI5 Trade Long Extreme
Long WPI 175 02/10/2005 28.11 02/11/2005 30.65 8.71 428.50 1 428.50 -1,003.20 0.00 10.85 RSI5 Trade Long Extreme
Long FITB 109 02/22/2005 44.84 02/24/2005 45.27 0.63 30.87 2 15.44 -972.33 -0.25 1.20 RSI5 Trade Long Extreme
Long JPM 136 02/22/2005 35.93 02/23/2005 36.48 1.20 58.80 1 58.80 -913.53 0.00 1.81 RSI5 Trade Long Extreme
Long GIS 96 02/22/2005 50.75 02/23/2005 51.36 0.87 42.56 1 42.56 -870.97 -0.08 1.20 RSI5 Trade Long Extreme
Long AEP 148 02/22/2005 32.70 02/24/2005 32.96 0.46 22.48 2 11.24 -848.49 -1.38 1.87 RSI5 Trade Long Extreme
Long MBI 86 02/22/2005 57.15 02/24/2005 57.72 0.67 33.02 2 16.51 -815.47 -0.54 1.08 RSI5 Trade Long Extreme
Long SO 153 02/22/2005 31.60 02/23/2005 31.84 0.43 20.72 1 20.72 -794.75 0.00 2.06 RSI5 Trade Long Extreme
Long MSFT 196 02/22/2005 25.23 02/24/2005 25.37 0.23 11.44 2 5.72 -783.31 -0.32 0.83 RSI5 Trade Long Extreme
Long KEY 151 02/22/2005 32.25 02/23/2005 32.51 0.48 23.26 1 23.26 -760.05 -0.43 1.18 RSI5 Trade Long Extreme
Long CSC 109 02/22/2005 45.00 02/24/2005 45.86 1.58 77.74 2 38.87 -682.31 -1.13 2.62 RSI5 Trade Long Extreme
Long MI 122 02/22/2005 40.21 02/24/2005 40.44 0.25 12.06 2 6.03 -670.25 -0.20 0.95 RSI5 Trade Long Extreme
Long WWY 94 02/23/2005 52.86 02/24/2005 53.20 0.31 15.58 1 15.58 -654.67 -0.82 0.82 RSI5 Trade Long Extreme
Long MAS 137 02/23/2005 33.07 02/25/2005 33.92 2.22 100.45 2 50.22 -554.22 0.00 3.14 RSI5 Trade Long Extreme
Long TJX 204 02/24/2005 24.10 02/28/2005 24.42 1.00 49.28 2 24.64 -504.94 -1.08 1.74 RSI5 Trade Long Extreme
Long BIIB 74 02/28/2005 38.65 03/09/2005 39.31 1.15 32.84 7 4.69 -472.10 -3.80 9.31 RSI5 Trade Long Extreme
Long DDS 204 02/28/2005 23.30 03/01/2005 23.91 2.28 108.44 1 108.44 -363.66 0.00 4.81 RSI5 Trade Long Extreme
Long IPG 381 03/08/2005 12.83 03/11/2005 12.51 -2.82 -137.92 3 -45.97 -501.58 -6.63 0.47 RSI5 Trade Long Extreme
Long IGT 168 03/09/2005 29.10 03/10/2005 29.25 0.19 9.20 1 9.20 -492.38 -0.86 1.03 RSI5 Trade Long Extreme
Long LH 106 03/09/2005 45.86 03/10/2005 46.29 0.61 29.58 1 29.58 -462.80 0.00 1.35 RSI5 Trade Long Extreme
Long KR 311 03/11/2005 15.97 03/17/2005 15.75 -1.70 -84.42 4 -21.11 -547.22 -4.26 1.63 RSI5 Trade Long Extreme
Long BMET 123 03/11/2005 39.37 03/14/2005 40.56 2.69 130.37 1 130.37 -416.85 -0.41 3.10 RSI5 Trade Long Extreme
Long FRX 125 03/14/2005 39.00 03/18/2005 37.15 -5.07 -247.25 4 -61.81 -664.10 -7.05 1.54 RSI5 Trade Long Extreme
Long EBAY 130 03/14/2005 36.48 03/15/2005 37.07 1.28 60.70 1 60.70 -603.40 0.00 3.40 RSI5 Trade Long Extreme
Long IGT 176 03/15/2005 28.07 03/28/2005 26.54 -5.77 -285.28 8 -35.66 -888.68 -6.88 0.00 RSI5 Trade Long Extreme
Long IPG 419 03/15/2005 11.67 03/17/2005 11.75 0.36 17.52 2 8.76 -871.16 -3.08 0.77 RSI5 Trade Long Extreme
Long SLE 234 03/16/2005 21.01 03/17/2005 21.25 0.82 40.16 1 40.16 -831.00 -0.10 1.52 RSI5 Trade Long Extreme
Long GM 148 03/16/2005 29.01 03/21/2005 29.69 1.97 84.64 3 28.21 -746.36 -3.55 3.24 RSI5 Trade Long Extreme
Long NWL 232 03/16/2005 20.96 03/21/2005 21.08 0.24 11.84 3 3.95 -734.52 -0.76 1.38 RSI5 Trade Long Extreme
Long DELL 129 03/17/2005 38.20 03/18/2005 38.50 0.46 22.70 1 22.70 -711.82 -0.47 1.20 RSI5 Trade Long Extreme
Long F 419 03/17/2005 11.67 03/24/2005 11.29 -3.58 -175.22 5 -35.04 -887.04 -6.26 0.09 RSI5 Trade Long Extreme
Long RSH 180 03/18/2005 24.60 03/24/2005 24.72 0.13 5.60 4 1.40 -881.44 -3.46 2.64 RSI5 Trade Long Extreme
Long BDK 62 03/18/2005 78.93 03/22/2005 80.01 1.04 50.96 2 25.48 -830.48 -0.99 2.22 RSI5 Trade Long Extreme
Long AGN 69 03/21/2005 70.68 04/05/2005 71.03 0.17 8.15 10 0.81 -822.33 -2.36 0.89 RSI5 Trade Long Extreme
Long VZ 142 03/21/2005 34.95 03/23/2005 34.91 -0.44 -21.68 2 -10.84 -844.01 -1.63 1.00 RSI5 Trade Long Extreme
Long TEK 195 03/21/2005 25.39 04/12/2005 22.85 -10.32 -511.10 15 -34.07 Stop Loss -1,355.11 -10.00 1.34 RSI5 Trade Long Extreme
Long MSFT 205 03/21/2005 24.20 03/23/2005 24.18 -0.41 -20.10 2 -10.05 -1,375.21 -0.99 0.79 RSI5 Trade Long Extreme
Long TMO 189 03/21/2005 25.99 03/23/2005 25.85 -0.86 -42.46 2 -21.23 -1,417.67 -2.54 0.73 RSI5 Trade Long Extreme
Long MKC 136 03/22/2005 34.21 03/23/2005 35.01 1.99 92.80 1 92.80 -1,324.87 0.00 3.04 RSI5 Trade Long Extreme
Long C 109 03/22/2005 44.44 03/28/2005 44.77 0.41 19.97 3 6.66 -1,304.90 -0.88 1.64 RSI5 Trade Long Extreme
Long ACE 116 03/22/2005 41.86 03/28/2005 42.25 0.60 29.24 3 9.75 -1,275.66 -0.86 1.43 RSI5 Trade Long Extreme
Long AW 678 03/22/2005 7.17 03/29/2005 7.21 0.23 11.12 4 2.78 -1,264.54 -3.07 2.23 RSI5 Trade Long Extreme
Long AIG 86 03/22/2005 56.20 03/28/2005 57.02 1.13 54.52 3 18.17 -1,210.02 -3.59 2.08 RSI5 Trade Long Extreme
Long NCC 148 03/22/2005 33.00 03/23/2005 33.40 0.88 43.20 1 43.20 -1,166.82 -0.33 1.91 RSI5 Trade Long Extreme
Long AXP 95 03/22/2005 51.18 03/28/2005 51.09 -0.50 -24.55 3 -8.18 -1,191.37 -2.29 0.49 RSI5 Trade Long Extreme
Long NTAP 185 03/22/2005 26.56 03/23/2005 26.86 0.80 39.50 1 39.50 -1,151.87 0.00 2.71 RSI5 Trade Long Extreme
Long HIG 72 03/22/2005 68.07 03/24/2005 68.00 -0.43 -21.04 2 -10.52 -1,172.91 -0.98 1.01 RSI5 Trade Long Extreme
Long ERTS 75 03/22/2005 55.15 03/30/2005 53.63 -3.14 -130.00 5 -26.00 -1,302.91 -5.22 2.70 RSI5 Trade Long Extreme
Long EP 474 03/23/2005 10.35 03/24/2005 10.47 0.83 40.88 1 40.88 -1,262.03 -0.77 2.22 RSI5 Trade Long Extreme
Long KEY 157 03/23/2005 31.48 03/28/2005 31.75 0.53 26.39 2 13.20 -1,235.64 0.00 1.65 RSI5 Trade Long Extreme
Long ET 416 03/24/2005 11.98 03/28/2005 12.17 1.26 63.04 1 63.04 -1,172.60 0.00 2.25 RSI5 Trade Long Extreme
Long SCHW 493 03/24/2005 10.01 03/28/2005 10.23 1.87 92.46 1 92.46 -1,080.14 -0.10 4.10 RSI5 Trade Long Extreme
Long NEM 119 03/28/2005 41.70 03/30/2005 42.41 1.38 68.49 2 34.24 -1,011.65 -0.70 1.99 RSI5 Trade Long Extreme
Long ETN 74 03/28/2005 65.63 03/30/2005 65.00 -1.29 -62.62 2 -31.31 -1,074.27 -2.22 0.21 RSI5 Trade Long Extreme
Long SLR 1,173 03/28/2005 3.67 04/05/2005 3.52 -4.46 -191.95 6 -31.99 -1,266.22 -8.72 1.00 RSI5 Trade Long Extreme
Long VRSN 189 03/28/2005 26.07 03/29/2005 27.45 4.97 244.82 1 244.82 -1,021.40 0.00 9.47 RSI5 Trade Long Extreme
Long HAR 57 03/29/2005 84.45 03/30/2005 87.20 2.92 140.75 1 140.75 -880.65 0.00 4.14 RSI5 Trade Long Extreme
Long HOG 85 03/29/2005 57.32 03/30/2005 57.68 0.30 14.60 1 14.60 -866.05 -0.21 0.85 RSI5 Trade Long Extreme
Long NCR 131 03/29/2005 31.40 03/30/2005 33.42 6.04 248.62 1 248.62 -617.43 0.00 7.04 RSI5 Trade Long Extreme
Long NAV 129 03/29/2005 37.20 04/12/2005 35.58 -4.69 -224.98 10 -22.50 -842.41 -6.53 1.53 RSI5 Trade Long Extreme
Long JNS 369 03/29/2005 13.48 03/30/2005 13.95 3.16 157.43 1 157.43 -684.98 0.00 3.78 RSI5 Trade Long Extreme
Long ITW 110 03/29/2005 44.26 03/30/2005 44.81 0.93 45.05 1 45.05 -639.93 0.00 1.67 RSI5 Trade Long Extreme
Long TIN 136 03/29/2005 36.10 04/01/2005 36.58 1.03 50.64 3 16.88 -589.29 0.00 2.69 RSI5 Trade Long Extreme
Long DYN 1,312 03/29/2005 3.62 03/30/2005 3.81 4.91 233.28 1 233.28 -356.01 -2.76 6.91 RSI5 Trade Long Extreme
Long SWK 110 03/29/2005 44.27 03/30/2005 44.50 0.19 9.30 1 9.30 -346.71 0.00 1.65 RSI5 Trade Long Extreme
Long CMA 92 03/29/2005 53.75 03/30/2005 54.72 1.48 73.24 1 73.24 -273.47 -0.06 2.07 RSI5 Trade Long Extreme
Long what 108 03/30/2005 36.74 04/07/2005 36.66 -0.62 -24.64 6 -4.11 -298.11 -4.25 2.72 RSI5 Trade Long Extreme
Long BLL 116 03/30/2005 41.32 04/07/2005 41.25 -0.50 -24.12 6 -4.02 -322.23 -2.11 3.34 RSI5 Trade Long Extreme
Long STJ 138 04/01/2005 35.06 04/04/2005 35.69 1.47 70.94 1 70.94 -251.29 -0.06 1.94 RSI5 Trade Long Extreme
Long ACE 121 04/01/2005 39.93 04/04/2005 41.25 2.97 143.72 1 143.72 -107.57 -0.40 4.48 RSI5 Trade Long Extreme
Long A 226 04/04/2005 21.41 04/06/2005 21.66 0.84 40.50 2 20.25 -67.07 -1.54 1.57 RSI5 Trade Long Extreme
Long KG 611 04/04/2005 7.60 04/11/2005 7.99 4.79 222.29 5 44.46 155.22 -1.32 5.92 RSI5 Trade Long Extreme
Long LSI 909 04/05/2005 5.36 04/06/2005 5.48 1.91 93.08 1 93.08 248.30 0.00 4.48 RSI5 Trade Long Extreme
Long XL 71 04/08/2005 68.61 04/12/2005 69.52 1.00 48.61 2 24.30 296.91 -0.45 1.44 RSI5 Trade Long Extreme
Long IBM 57 04/11/2005 86.20 04/15/2005 77.58 -10.33 -507.34 4 -126.84 Stop Loss -210.43 -10.00 0.05 RSI5 Trade Long Extreme
Long CPWR 734 04/13/2005 6.00 04/19/2005 6.24 3.64 160.16 4 40.04 -50.27 -0.67 4.17 RSI5 Trade Long Extreme
Long BIG 464 04/13/2005 10.61 04/18/2005 10.44 -1.93 -94.88 3 -31.63 -145.15 -4.81 1.32 RSI5 Trade Long Extreme
Long TEK 215 04/13/2005 22.77 04/18/2005 22.44 -1.78 -86.95 3 -28.98 -232.10 -3.21 0.40 RSI5 Trade Long Extreme
Long BMS 178 04/14/2005 27.49 04/19/2005 27.76 0.66 32.06 3 10.69 -200.04 -1.42 1.49 RSI5 Trade Long Extreme
Long F 497 04/14/2005 9.75 04/21/2005 9.82 0.39 18.79 5 3.76 -181.25 -6.26 1.13 RSI5 Trade Long Extreme
Long SIAL 168 04/14/2005 29.46 04/21/2005 29.20 -1.21 -59.68 5 -11.94 -240.93 -3.43 0.85 RSI5 Trade Long Extreme
Long ROH 110 04/14/2005 43.85 04/19/2005 43.88 -0.26 -12.70 3 -4.23 -253.63 -2.69 0.64 RSI5 Trade Long Extreme
Long ETN 79 04/14/2005 58.40 04/18/2005 58.51 -0.16 -7.31 2 -3.66 -260.94 -2.41 0.26 RSI5 Trade Long Extreme
Long DOW 106 04/14/2005 45.28 04/19/2005 45.55 0.26 12.62 3 4.21 -248.32 -2.61 2.03 RSI5 Trade Long Extreme
Long EMN 89 04/14/2005 54.09 04/19/2005 52.65 -2.99 -144.16 3 -48.05 -392.48 -5.55 0.00 RSI5 Trade Long Extreme
Long APD 81 04/14/2005 59.00 04/19/2005 58.26 -1.59 -75.94 3 -25.31 -468.42 -4.66 0.00 RSI5 Trade Long Extreme
Long STT 119 04/15/2005 40.68 04/18/2005 41.19 0.92 44.69 1 44.69 -423.73 -0.02 2.09 RSI5 Trade Long Extreme
Long CBE 74 04/15/2005 65.04 04/19/2005 65.77 0.79 38.02 2 19.01 -385.71 -2.18 1.88 RSI5 Trade Long Extreme
Long AVY 83 04/15/2005 53.01 04/27/2005 51.95 -2.36 -103.98 8 -13.00 -489.69 -6.43 1.49 RSI5 Trade Long Extreme
Long SUNW 1,262 04/15/2005 3.66 04/21/2005 3.56 -3.08 -142.20 4 -35.55 -631.89 -5.46 0.00 RSI5 Trade Long Extreme
Long MMC 172 04/15/2005 28.14 04/21/2005 28.34 0.38 18.40 4 4.60 -613.49 -3.30 1.17 RSI5 Trade Long Extreme
Long CNX 229 04/15/2005 20.99 04/18/2005 21.38 1.55 74.45 1 74.45 -539.04 -1.00 2.48 RSI5 Trade Long Extreme
Long PD 121 04/15/2005 39.33 04/18/2005 40.43 2.45 116.81 1 116.81 -422.23 0.00 2.99 RSI5 Trade Long Extreme
Long NKE 64 04/15/2005 75.86 04/19/2005 77.43 1.74 84.48 2 42.24 -337.75 -1.00 2.79 RSI5 Trade Long Extreme
Long IBM 59 04/15/2005 76.70 04/21/2005 74.03 -3.83 -173.53 4 -43.38 -511.28 -6.32 1.37 RSI5 Trade Long Extreme
Long ABK 67 04/20/2005 62.20 04/21/2005 65.09 4.26 177.63 1 177.63 -333.65 0.00 9.32 RSI5 Trade Long Extreme
Long ADP 115 04/20/2005 42.81 04/21/2005 44.40 3.39 166.85 1 166.85 -166.80 0.00 5.07 RSI5 Trade Long Extreme
Long AV 467 04/20/2005 8.01 04/22/2005 8.52 5.94 222.17 2 111.09 55.37 -1.25 6.37 RSI5 Trade Long Extreme
Long GD 96 04/20/2005 50.36 04/21/2005 51.75 2.43 117.44 1 117.44 172.81 0.00 2.94 RSI5 Trade Long Extreme
Long TJX 216 04/20/2005 22.67 04/21/2005 23.15 1.79 87.68 1 87.68 260.49 0.00 2.21 RSI5 Trade Long Extreme
Long WY 76 04/21/2005 64.00 04/27/2005 66.30 3.26 158.80 4 39.70 419.29 -3.14 3.91 RSI5 Trade Long Extreme
Long TSG 244 04/22/2005 19.80 04/25/2005 20.16 1.49 71.84 1 71.84 491.13 0.00 1.82 RSI5 Trade Long Extreme
Long EL 118 04/22/2005 41.85 04/25/2005 42.30 0.75 37.10 1 37.10 528.23 0.00 2.15 RSI5 Trade Long Extreme
Long EK 181 04/25/2005 26.83 05/04/2005 25.83 -4.06 -197.00 7 -28.14 331.23 -8.20 0.00 RSI5 Trade Long Extreme
Long TAP 64 04/28/2005 63.00 05/04/2005 62.80 -0.71 -28.80 4 -7.20 302.43 -4.08 1.43 RSI5 Trade Long Extreme
Long CVG 387 04/28/2005 12.58 04/29/2005 12.96 2.69 131.06 1 131.06 433.49 0.00 3.26 RSI5 Trade Long Extreme
Long EL 120 04/28/2005 37.76 05/09/2005 37.86 -0.09 -4.00 7 -0.57 429.49 -1.54 2.49 RSI5 Trade Long Extreme
Long MYL 305 05/03/2005 16.32 05/04/2005 16.46 0.54 26.70 1 26.70 456.19 -0.06 1.10 RSI5 Trade Long Extreme
Long SBL 385 05/04/2005 10.97 05/12/2005 10.96 -0.47 -19.85 6 -3.31 436.34 -5.29 2.55 RSI5 Trade Long Extreme
Long FDO 183 05/05/2005 24.65 05/16/2005 24.70 -0.15 -6.85 7 -0.98 429.49 -3.94 0.61 RSI5 Trade Long Extreme
Long CLX 86 05/09/2005 56.48 05/11/2005 57.25 1.03 50.22 2 25.11 479.71 -0.85 1.63 RSI5 Trade Long Extreme
Long HAR 67 05/12/2005 71.80 05/16/2005 73.65 2.24 107.95 2 53.97 587.66 -4.54 2.76 RSI5 Trade Long Extreme
Long LLL 73 05/12/2005 66.00 05/16/2005 67.93 2.59 124.89 2 62.45 712.55 -2.03 3.02 RSI5 Trade Long Extreme
Long AA 181 05/13/2005 26.70 05/17/2005 27.21 1.58 76.31 2 38.15 788.86 -1.16 2.40 RSI5 Trade Long Extreme
Long AES 353 05/16/2005 14.04 05/24/2005 14.38 2.10 104.02 6 17.34 892.88 -7.55 3.85 RSI5 Trade Long Extreme
Long MYL 317 05/17/2005 15.50 05/18/2005 15.60 0.32 15.70 1 15.70 908.58 -0.90 0.90 RSI5 Trade Long Extreme
Long PDCO 94 05/26/2005 45.46 06/01/2005 45.99 0.79 33.82 3 11.27 942.40 -1.58 2.42 RSI5 Trade Long Extreme
Long BSX 178 05/31/2005 27.09 06/02/2005 27.85 2.47 119.28 2 59.64 1,061.68 0.00 4.28 RSI5 Trade Long Extreme
Long BDX 87 06/03/2005 56.40 06/07/2005 56.71 0.22 10.97 2 5.48 1,072.65 -1.06 1.42 RSI5 Trade Long Extreme
Long NYT 160 06/03/2005 30.94 06/13/2005 31.00 -0.13 -6.40 6 -1.07 1,066.25 -1.07 0.84 RSI5 Trade Long Extreme
Long CAG 193 06/07/2005 24.48 06/13/2005 24.07 -2.01 -95.13 4 -23.78 971.12 -4.33 0.53 RSI5 Trade Long Extreme
Long UTX 93 06/07/2005 26.76 06/08/2005 53.11 97.84 2,434.78 1 2,434.78 3,405.90 0.00 100.60 RSI5 Trade Long Extreme
Long MRK 158 06/09/2005 31.35 06/13/2005 31.55 0.31 15.60 2 7.80 3,421.50 -1.08 1.02 RSI5 Trade Long Extreme
Long TRB 140 06/09/2005 35.12 06/10/2005 35.36 0.36 17.60 1 17.60 3,439.10 0.00 1.05 RSI5 Trade Long Extreme
Long CBS 202 06/09/2005 24.45 06/10/2005 24.85 1.34 65.95 1 65.95 3,505.05 -1.33 3.05 RSI5 Trade Long Extreme
Long SSP 101 06/09/2005 48.84 06/13/2005 49.43 0.88 43.59 2 21.80 3,548.64 -0.70 1.25 RSI5 Trade Long Extreme
Long UPS 70 06/10/2005 70.96 06/16/2005 70.49 -0.98 -48.90 4 -12.23 3,499.74 -1.87 0.00 RSI5 Trade Long Extreme
Long LEG 190 06/10/2005 25.90 06/16/2005 25.89 -0.36 -17.90 4 -4.48 3,481.84 -1.43 0.15 RSI5 Trade Long Extreme
Long MMC 177 06/15/2005 27.85 06/16/2005 27.96 0.07 3.47 1 3.47 3,485.31 -1.08 0.97 RSI5 Trade Long Extreme
Long BDX 92 06/17/2005 53.73 06/28/2005 51.95 -3.64 -179.76 7 -25.68 3,305.55 -5.08 0.41 RSI5 Trade Long Extreme
Long BMET 135 06/21/2005 35.55 06/28/2005 34.98 -1.94 -92.95 5 -18.59 3,212.60 -3.66 0.00 RSI5 Trade Long Extreme
Long RSH 207 06/22/2005 23.95 06/28/2005 23.59 -1.83 -90.52 4 -22.63 3,122.08 -3.42 0.38 RSI5 Trade Long Extreme
Long QLGC 319 06/23/2005 15.44 06/28/2005 15.41 -0.52 -25.57 3 -8.52 3,096.51 -3.88 0.06 RSI5 Trade Long Extreme
Long ADP 119 06/23/2005 41.23 06/27/2005 41.13 -0.57 -27.90 2 -13.95 3,068.61 -2.09 0.24 RSI5 Trade Long Extreme
Long UIS 772 06/23/2005 6.30 06/28/2005 6.19 -2.08 -100.92 3 -33.64 2,967.69 -3.33 0.00 RSI5 Trade Long Extreme
Long AVP 135 06/23/2005 36.25 06/27/2005 36.89 1.44 70.40 2 35.20 3,038.09 -1.68 1.99 RSI5 Trade Long Extreme
Long GE 139 06/23/2005 34.66 06/28/2005 35.15 1.08 52.11 3 17.37 3,090.20 -1.47 3.81 RSI5 Trade Long Extreme
Long WMI 176 06/24/2005 27.97 06/27/2005 28.32 0.93 45.60 1 45.60 3,135.80 -0.18 1.68 RSI5 Trade Long Extreme
Long PBI 118 06/24/2005 41.75 06/27/2005 42.71 1.97 97.28 1 97.28 3,233.08 0.00 2.73 RSI5 Trade Long Extreme
Long CBE 76 06/24/2005 63.40 06/28/2005 64.06 0.71 34.16 2 17.08 3,267.24 -0.41 1.36 RSI5 Trade Long Extreme
Long CTAS 131 06/24/2005 37.56 06/27/2005 37.82 0.37 18.06 1 18.06 3,285.30 -0.13 1.57 RSI5 Trade Long Extreme
Long GPC 119 06/24/2005 41.25 06/28/2005 41.48 0.23 11.37 2 5.68 3,296.67 -1.07 0.97 RSI5 Trade Long Extreme
Long IFF 138 06/24/2005 35.59 06/28/2005 36.30 1.67 81.98 2 40.99 3,378.65 -1.94 2.11 RSI5 Trade Long Extreme
Long ACV 115 06/24/2005 42.12 06/28/2005 42.59 0.79 38.05 2 19.03 3,416.70 -1.00 1.26 RSI5 Trade Long Extreme
Long PKI 268 06/27/2005 18.16 06/28/2005 18.75 2.92 142.12 1 142.12 3,558.82 0.00 4.07 RSI5 Trade Long Extreme
Long this 192 06/27/2005 25.63 06/28/2005 25.86 0.57 28.16 1 28.16 3,586.98 0.00 1.64 RSI5 Trade Long Extreme
Long GPS 251 06/27/2005 19.55 06/28/2005 19.95 1.72 84.40 1 84.40 3,671.38 -0.15 2.40 RSI5 Trade Long Extreme
Long SBUX 190 06/27/2005 25.98 06/28/2005 26.53 1.79 88.50 1 88.50 3,759.88 -0.85 2.25 RSI5 Trade Long Extreme
Long DD 111 06/27/2005 44.52 06/28/2005 44.94 0.62 30.62 1 30.62 3,790.50 -0.70 1.12 RSI5 Trade Long Extreme
Long ADBE 170 06/27/2005 28.84 06/29/2005 29.10 0.58 28.20 2 14.10 3,818.70 -2.05 1.73 RSI5 Trade Long Extreme
Long ALTR 253 06/28/2005 19.52 06/29/2005 19.85 1.37 67.49 1 67.49 3,886.19 0.00 2.92 RSI5 Trade Long Extreme
Long IP 159 06/29/2005 31.05 07/05/2005 30.87 -0.90 -44.62 3 -14.87 3,841.57 -2.87 0.16 RSI5 Trade Long Extreme
Long SBL 477 06/29/2005 9.72 06/30/2005 9.87 1.20 55.55 1 55.55 3,897.12 -0.31 1.95 RSI5 Trade Long Extreme
Long GIS 98 06/29/2005 47.21 07/08/2005 46.20 -2.49 -114.98 6 -19.16 3,782.14 -3.64 0.32 RSI5 Trade Long Extreme
Long EBAY 149 06/29/2005 32.90 07/05/2005 33.54 1.62 79.36 3 26.45 3,861.50 -0.46 2.19 RSI5 Trade Long Extreme
Long NTAP 174 06/30/2005 28.27 07/05/2005 28.54 0.63 30.98 2 15.49 3,892.48 -1.41 1.17 RSI5 Trade Long Extreme
Long QCOM 149 06/30/2005 33.01 07/01/2005 33.60 1.46 71.91 1 71.91 3,964.39 0.00 3.30 RSI5 Trade Long Extreme
Long VRSN 173 07/01/2005 28.53 07/06/2005 29.50 3.08 151.81 2 75.90 4,116.20 -1.05 4.94 RSI5 Trade Long Extreme
Long TER 421 07/05/2005 11.71 07/06/2005 11.85 0.87 42.94 1 42.94 4,159.14 -0.94 3.16 RSI5 Trade Long Extreme
Long PFE 184 07/06/2005 26.77 07/08/2005 27.14 1.06 52.08 2 26.04 4,211.22 -1.76 1.87 RSI5 Trade Long Extreme
Long ADBE 178 07/06/2005 26.92 07/07/2005 27.51 1.86 89.02 1 89.02 4,300.24 -1.19 3.42 RSI5 Trade Long Extreme
Long LXK 79 07/06/2005 62.43 07/08/2005 64.72 3.34 164.91 2 82.46 4,465.15 -1.27 5.54 RSI5 Trade Long Extreme
Long this 201 07/07/2005 24.45 07/08/2005 25.00 1.92 94.55 1 94.55 4,559.70 -0.29 3.31 RSI5 Trade Long Extreme
Long HCA 91 07/13/2005 50.05 07/22/2005 49.17 -2.11 -96.08 7 -13.73 4,463.62 -3.50 1.34 RSI5 Trade Long Extreme
Long AVP 136 07/19/2005 31.30 07/26/2005 31.99 1.83 77.84 5 15.57 4,541.46 -1.82 2.91 RSI5 Trade Long Extreme
Long CMX 118 07/20/2005 42.05 07/22/2005 41.78 -0.96 -47.86 2 -23.93 4,493.60 -2.45 0.00 RSI5 Trade Long Extreme
Long BRL 106 07/22/2005 46.12 07/25/2005 46.38 0.24 11.56 1 11.56 4,505.16 -0.48 1.78 RSI5 Trade Long Extreme
Long TSG 263 07/26/2005 18.85 07/29/2005 19.20 1.53 76.05 3 25.35 4,581.21 -1.49 3.93 RSI5 Trade Long Extreme
Long AET 131 07/27/2005 37.31 07/28/2005 39.20 4.74 231.59 1 231.59 4,812.80 0.00 5.88 RSI5 Trade Long Extreme
Long JNY 160 07/29/2005 30.57 08/11/2005 29.36 -4.29 -209.60 9 -23.29 4,603.20 -5.29 0.03 RSI5 Trade Long Extreme
Long CCL 95 08/01/2005 51.76 08/05/2005 51.76 -0.33 -16.00 4 -4.00 4,587.20 -0.99 0.75 RSI5 Trade Long Extreme
Long JNS 332 08/01/2005 14.65 08/03/2005 14.76 0.42 20.52 2 10.26 4,607.72 -0.89 0.96 RSI5 Trade Long Extreme
Long MMC 177 08/04/2005 27.58 08/09/2005 27.35 -1.16 -56.71 3 -18.90 4,551.01 -2.68 0.58 RSI5 Trade Long Extreme
Long FDO 200 08/04/2005 23.22 08/16/2005 20.90 -10.34 -480.40 8 -60.05 Stop Loss 4,070.61 -10.00 0.95 RSI5 Trade Long Extreme
Long JNS 348 08/05/2005 14.07 08/10/2005 14.15 0.24 11.84 3 3.95 4,082.45 -0.14 2.77 RSI5 Trade Long Extreme
Long TEK 210 08/05/2005 23.60 08/11/2005 23.56 -0.49 -24.40 4 -6.10 4,058.05 -2.84 0.59 RSI5 Trade Long Extreme
Long AIV 128 08/08/2005 37.48 08/16/2005 38.55 2.51 120.19 6 20.03 4,178.25 -1.00 3.25 RSI5 Trade Long Extreme
Long STT 103 08/08/2005 47.74 08/11/2005 48.13 0.49 24.17 3 8.06 4,202.42 -0.48 1.72 RSI5 Trade Long Extreme
Long DG 254 08/08/2005 19.25 08/12/2005 19.06 -1.31 -64.26 4 -16.07 4,138.15 -2.86 0.83 RSI5 Trade Long Extreme
Long EOP 151 08/08/2005 31.49 08/09/2005 32.03 1.38 65.54 1 65.54 4,203.69 0.00 2.73 RSI5 Trade Long Extreme
Long SYY 146 08/08/2005 34.00 08/15/2005 34.80 2.03 100.80 5 20.16 4,304.49 -0.76 3.62 RSI5 Trade Long Extreme
Long COST 114 08/08/2005 43.30 08/11/2005 42.79 -1.50 -74.14 3 -24.71 4,230.35 -2.08 0.53 RSI5 Trade Long Extreme
Long CTX 70 08/08/2005 68.79 08/09/2005 69.96 1.37 65.90 1 65.90 4,296.25 0.00 2.78 RSI5 Trade Long Extreme
Long GE 147 08/08/2005 33.76 08/09/2005 34.14 0.80 39.86 1 39.86 4,336.12 0.00 1.54 RSI5 Trade Long Extreme
Long ADBE 186 08/09/2005 26.57 08/11/2005 26.69 0.13 6.32 2 3.16 4,342.44 -2.90 0.94 RSI5 Trade Long Extreme
Long PMCS 544 08/10/2005 8.84 08/15/2005 8.79 -0.90 -43.20 3 -14.40 4,299.24 -3.62 1.47 RSI5 Trade Long Extreme
Long JBL 165 08/10/2005 29.87 08/15/2005 29.96 -0.02 -1.15 3 -0.38 4,298.08 -1.74 0.90 RSI5 Trade Long Extreme
Long EFX 140 08/10/2005 33.28 08/11/2005 33.98 1.76 82.00 1 82.00 4,380.08 -0.54 2.76 RSI5 Trade Long Extreme
Long NTAP 214 08/10/2005 22.77 08/12/2005 23.17 1.43 69.60 2 34.80 4,449.69 -0.70 1.84 RSI5 Trade Long Extreme
Long DELL 126 08/12/2005 36.64 08/30/2005 35.40 -3.73 -172.24 12 -14.35 4,277.45 -4.39 1.34 RSI5 Trade Long Extreme
Long PLL 169 08/16/2005 29.01 08/29/2005 28.33 -2.67 -130.92 9 -14.55 4,146.53 -4.69 0.76 RSI5 Trade Long Extreme
Long FDO 233 08/16/2005 20.86 08/17/2005 21.45 2.50 121.47 1 121.47 4,268.00 -2.11 5.42 RSI5 Trade Long Extreme
Long FNM 98 08/16/2005 50.25 08/18/2005 50.76 0.69 33.98 2 16.99 4,301.98 -0.70 1.21 RSI5 Trade Long Extreme
Long SBL 578 08/17/2005 8.43 08/23/2005 8.47 0.15 7.12 4 1.78 4,309.10 -1.54 2.02 RSI5 Trade Long Extreme
Long F 503 08/18/2005 9.76 08/24/2005 9.92 1.31 64.48 4 16.12 4,373.58 -0.31 3.28 RSI5 Trade Long Extreme
Long LTD 214 08/18/2005 22.11 08/25/2005 21.87 -1.42 -67.36 5 -13.47 4,306.22 -3.57 2.48 RSI5 Trade Long Extreme
Long PTV 255 08/18/2005 19.44 08/22/2005 19.50 -0.01 -0.70 2 -0.35 4,305.52 -1.23 0.36 RSI5 Trade Long Extreme
Long CVG 357 08/18/2005 13.85 08/19/2005 13.90 0.04 1.85 1 1.85 4,307.37 -0.51 0.87 RSI5 Trade Long Extreme
Long TJX 229 08/19/2005 21.51 09/06/2005 21.04 -2.51 -123.63 11 -11.24 4,183.74 -6.09 11.44 RSI5 Trade Long Extreme
Long SEE 97 08/19/2005 50.97 08/25/2005 50.44 -1.36 -67.41 4 -16.85 4,116.33 -2.02 0.51 RSI5 Trade Long Extreme
Long MRK 179 08/23/2005 27.58 08/29/2005 28.12 1.63 80.66 4 20.17 4,196.99 -0.44 2.61 RSI5 Trade Long Extreme
Long WY 77 08/23/2005 63.88 08/25/2005 64.08 -0.01 -0.60 2 -0.30 4,196.39 -0.91 0.89 RSI5 Trade Long Extreme
Long EMN 100 08/23/2005 48.92 09/02/2005 48.27 -1.66 -81.00 8 -10.12 4,115.39 -3.60 0.78 RSI5 Trade Long Extreme
Long BSX 184 08/23/2005 25.92 08/24/2005 26.38 1.44 68.64 1 68.64 4,184.02 0.00 3.12 RSI5 Trade Long Extreme
Long VMC 74 08/24/2005 66.25 08/31/2005 71.85 8.13 398.40 5 79.68 4,582.42 -2.04 9.12 RSI5 Trade Long Extreme
Long ROH 115 08/24/2005 42.81 08/29/2005 42.86 -0.21 -10.25 3 -3.42 4,572.17 -2.34 0.51 RSI5 Trade Long Extreme
Long GPS 257 08/24/2005 19.16 08/29/2005 19.15 -0.38 -18.57 3 -6.19 4,553.60 -1.62 1.04 RSI5 Trade Long Extreme
Long ATI 179 08/24/2005 27.24 08/29/2005 27.73 1.47 71.71 3 23.90 4,625.31 -2.97 2.72 RSI5 Trade Long Extreme
Long WMT 109 08/25/2005 45.29 08/26/2005 45.70 0.58 28.69 1 28.69 4,654.00 -0.18 1.68 RSI5 Trade Long Extreme
Long PFE 199 08/25/2005 24.87 08/29/2005 25.10 0.60 29.77 2 14.88 4,683.77 -0.44 1.17 RSI5 Trade Long Extreme
Long HSY 85 08/25/2005 58.22 08/31/2005 59.09 1.17 57.95 4 14.49 4,741.72 -1.46 1.60 RSI5 Trade Long Extreme
Long APD 86 08/25/2005 57.46 09/02/2005 55.55 -3.65 -180.26 6 -30.04 4,561.46 -5.67 0.00 RSI5 Trade Long Extreme
Long SYMC 248 08/25/2005 20.01 08/26/2005 20.33 1.28 63.36 1 63.36 4,624.82 -1.90 2.45 RSI5 Trade Long Extreme
Long AIG 83 08/26/2005 59.27 08/29/2005 59.53 0.11 5.58 1 5.58 4,630.40 -2.14 0.69 RSI5 Trade Long Extreme
Long MAS 166 08/26/2005 29.79 08/30/2005 29.98 0.31 15.54 2 7.77 4,645.94 -1.41 1.54 RSI5 Trade Long Extreme
Long CCE 225 08/26/2005 22.00 08/29/2005 22.41 1.54 76.25 1 76.25 4,722.19 -0.77 2.23 RSI5 Trade Long Extreme
Long DOW 111 08/26/2005 43.84 09/07/2005 44.60 1.40 68.36 7 9.77 4,790.55 -2.35 1.94 RSI5 Trade Long Extreme
Long PAYX 146 08/26/2005 33.54 08/29/2005 33.98 0.99 48.24 1 48.24 4,838.79 -0.27 1.70 RSI5 Trade Long Extreme
Long DD 124 08/26/2005 39.74 08/31/2005 39.57 -0.75 -37.08 3 -12.36 4,801.71 -1.43 0.81 RSI5 Trade Long Extreme
Long MAR 152 08/29/2005 32.55 09/06/2005 31.27 -4.24 -209.80 5 -41.96 4,591.91 -7.20 0.00 RSI5 Trade Long Extreme
Long FDO 248 08/30/2005 19.69 08/31/2005 19.88 0.64 31.12 1 31.12 4,623.03 -0.96 0.96 RSI5 Trade Long Extreme
Long YUM 102 08/30/2005 47.24 09/06/2005 47.75 0.75 36.02 4 9.00 4,659.05 -1.31 1.82 RSI5 Trade Long Extreme
Long EK 201 08/30/2005 24.27 09/01/2005 25.57 5.03 245.30 2 122.65 4,904.35 -1.24 8.61 RSI5 Trade Long Extreme
Long SBUX 203 08/30/2005 24.28 08/31/2005 24.51 0.62 30.69 1 30.69 4,935.04 -1.17 1.15 RSI5 Trade Long Extreme
Long NWL 210 08/30/2005 23.26 08/31/2005 23.43 0.40 19.70 1 19.70 4,954.74 -0.73 0.77 RSI5 Trade Long Extreme
Long BOL 64 08/30/2005 75.74 09/01/2005 76.31 0.42 20.48 2 10.24 4,975.22 -1.64 1.24 RSI5 Trade Long Extreme
Long HLT 210 08/30/2005 23.31 09/06/2005 23.00 -1.66 -81.10 4 -20.27 4,894.12 -4.76 0.14 RSI5 Trade Long Extreme
Long HIG 68 08/31/2005 73.05 09/01/2005 73.82 0.73 36.36 1 36.36 4,930.48 -0.73 1.08 RSI5 Trade Long Extreme
Long FD 144 09/01/2005 32.90 09/06/2005 33.69 2.05 97.04 2 48.52 5,027.52 -0.09 3.49 RSI5 Trade Long Extreme
Long CMCSA 162 09/01/2005 30.36 09/06/2005 30.69 0.76 37.46 2 18.73 5,064.98 -0.26 1.25 RSI5 Trade Long Extreme
Long THC 410 09/01/2005 12.02 09/07/2005 12.00 -0.49 -24.20 3 -8.07 5,040.78 -3.24 1.16 RSI5 Trade Long Extreme
Long ADP 116 09/01/2005 42.24 09/02/2005 42.47 0.22 10.68 1 10.68 5,051.46 -0.09 1.04 RSI5 Trade Long Extreme
Long XL 73 09/06/2005 68.12 09/07/2005 68.43 0.13 6.63 1 6.63 5,058.09 -0.40 0.79 RSI5 Trade Long Extreme
Long MKC 150 09/07/2005 29.28 09/12/2005 30.02 2.16 95.00 3 31.67 5,153.09 -0.92 2.60 RSI5 Trade Long Extreme
Long CCE 226 09/08/2005 19.99 09/12/2005 20.10 0.20 8.86 2 4.43 5,161.95 -2.70 0.85 RSI5 Trade Long Extreme
Long NCR 151 09/09/2005 31.94 09/13/2005 32.12 0.23 11.18 2 5.59 5,173.13 -1.16 0.81 RSI5 Trade Long Extreme
Long ZMH 63 09/13/2005 73.98 09/23/2005 70.67 -4.82 -224.53 8 -28.07 4,948.60 -7.08 0.22 RSI5 Trade Long Extreme
Long PTV 268 09/14/2005 18.21 09/23/2005 17.37 -4.94 -241.12 7 -34.45 4,707.48 -7.14 0.49 RSI5 Trade Long Extreme
Long ALTR 256 09/15/2005 18.97 09/16/2005 19.17 0.72 35.20 1 35.20 4,742.68 -0.69 1.32 RSI5 Trade Long Extreme
Long MSFT 190 09/16/2005 26.07 09/28/2005 25.67 -1.86 -92.00 8 -11.50 4,650.68 -3.64 0.77 RSI5 Trade Long Extreme
Long ROH 123 09/19/2005 40.10 09/20/2005 41.15 2.29 113.15 1 113.15 4,763.83 0.00 3.84 RSI5 Trade Long Extreme
Long APOL 67 09/19/2005 69.93 09/27/2005 66.81 -4.80 -225.04 6 -37.51 4,538.79 -7.46 0.00 RSI5 Trade Long Extreme
Long ITW 123 09/20/2005 40.19 09/22/2005 39.76 -1.41 -69.50 2 -34.75 4,469.29 -2.34 0.00 RSI5 Trade Long Extreme
Long LEG 219 09/20/2005 19.80 09/27/2005 20.32 2.26 97.88 5 19.58 4,567.17 0.00 5.00 RSI5 Trade Long Extreme
Long GPS 279 09/20/2005 17.39 09/22/2005 17.21 -1.36 -66.22 2 -33.11 4,500.95 -3.05 0.86 RSI5 Trade Long Extreme
Long BC 117 09/20/2005 36.98 09/23/2005 38.41 3.50 151.31 3 50.44 4,652.26 0.00 4.06 RSI5 Trade Long Extreme
Long GM 159 09/20/2005 31.08 09/23/2005 31.07 -0.36 -17.59 3 -5.86 4,634.67 -2.28 2.19 RSI5 Trade Long Extreme
Long ASH 88 09/20/2005 53.68 09/22/2005 54.09 0.43 20.08 2 10.04 4,654.75 -6.02 0.95 RSI5 Trade Long Extreme
Long BMS 200 09/20/2005 24.69 09/23/2005 24.57 -0.81 -40.00 3 -13.33 4,614.75 -2.75 0.00 RSI5 Trade Long Extreme
Long LTD 248 09/20/2005 19.69 09/22/2005 20.15 2.01 98.08 2 49.04 4,712.83 -3.76 3.10 RSI5 Trade Long Extreme
Long HRB 205 09/20/2005 23.92 09/22/2005 24.09 0.38 18.85 2 9.43 4,731.68 -1.96 1.42 RSI5 Trade Long Extreme
Long DDS 231 09/21/2005 20.95 09/22/2005 21.28 1.24 60.23 1 60.23 4,791.91 -0.95 1.91 RSI5 Trade Long Extreme
Long MON 163 09/21/2005 29.90 09/23/2005 30.00 -0.01 -0.51 2 -0.26 4,791.39 -2.15 0.45 RSI5 Trade Long Extreme
Long WMT 115 09/21/2005 42.49 09/22/2005 43.19 1.32 64.50 1 64.50 4,855.89 -0.42 2.45 RSI5 Trade Long Extreme
Long GNW 165 09/21/2005 29.60 09/23/2005 30.50 2.71 132.50 2 66.25 4,988.39 -1.15 3.68 RSI5 Trade Long Extreme
Long GT 323 09/21/2005 15.03 09/23/2005 15.50 2.80 135.81 2 67.91 5,124.20 -2.20 7.39 RSI5 Trade Long Extreme
Long BSX 211 09/21/2005 23.17 09/22/2005 23.79 2.35 114.82 1 114.82 5,239.02 -0.26 3.58 RSI5 Trade Long Extreme
Long CBS 202 09/21/2005 24.27 09/22/2005 24.43 0.34 16.78 1 16.78 5,255.81 -0.52 1.34 RSI5 Trade Long Extreme
Long SANM 1,190 09/22/2005 4.05 09/23/2005 4.36 7.32 352.90 1 352.90 5,608.71 0.00 7.90 RSI5 Trade Long Extreme
Long AA 193 09/23/2005 24.42 09/29/2005 24.45 -0.22 -10.21 4 -2.55 5,598.50 -1.76 0.94 RSI5 Trade Long Extreme
Long CTL 146 09/23/2005 33.56 09/28/2005 33.86 0.57 27.80 3 9.27 5,626.30 -0.77 1.64 RSI5 Trade Long Extreme
Long EL 141 09/26/2005 35.00 09/30/2005 34.83 -0.81 -39.97 4 -9.99 5,586.33 -3.86 0.86 RSI5 Trade Long Extreme
Long PCAR 110 09/28/2005 44.40 09/29/2005 45.33 1.76 85.93 1 85.93 5,672.26 -0.35 2.18 RSI5 Trade Long Extreme
Long BUD 114 09/28/2005 43.19 09/29/2005 43.46 0.30 14.78 1 14.78 5,687.04 -0.09 1.32 RSI5 Trade Long Extreme
Long TRB 139 09/28/2005 34.22 10/04/2005 34.05 -0.83 -39.63 4 -9.91 5,647.41 -3.16 0.38 RSI5 Trade Long Extreme
Long HAS 253 09/29/2005 19.45 09/30/2005 19.65 0.70 34.60 1 34.60 5,682.01 -0.26 1.75 RSI5 Trade Long Extreme
Long MDT 91 09/29/2005 53.91 10/04/2005 53.81 -0.51 -25.10 3 -8.37 5,656.91 -1.97 1.65 RSI5 Trade Long Extreme
Long NCC 148 09/30/2005 33.44 10/03/2005 33.96 1.23 60.96 1 60.96 5,717.87 -0.15 1.97 RSI5 Trade Long Extreme
Long FITB 137 10/04/2005 36.17 10/12/2005 35.40 -2.45 -121.49 6 -20.25 5,596.38 -3.12 0.25 RSI5 Trade Long Extreme
Long USB 179 10/04/2005 27.57 10/06/2005 27.86 0.73 35.91 2 17.96 5,632.29 -0.36 1.60 RSI5 Trade Long Extreme
Long WM 127 10/04/2005 38.60 10/07/2005 38.25 -1.23 -60.45 3 -20.15 5,571.84 -2.38 1.35 RSI5 Trade Long Extreme
Long AXP 98 10/04/2005 49.93 10/19/2005 48.97 -2.25 -110.08 11 -10.01 5,461.76 -4.85 1.38 RSI5 Trade Long Extreme
Long LXK 82 10/04/2005 43.50 10/26/2005 40.94 -6.33 -225.92 16 -14.12 5,235.84 -9.59 1.98 RSI5 Trade Long Extreme
Long AMP 144 10/04/2005 33.90 10/19/2005 33.16 -2.51 -122.56 11 -11.14 5,113.28 -5.60 0.59 RSI5 Trade Long Extreme
Long BMY 209 10/05/2005 23.17 10/17/2005 22.48 -3.31 -160.21 8 -20.03 4,953.07 -4.79 0.99 RSI5 Trade Long Extreme
Long X 124 10/05/2005 38.13 10/17/2005 36.03 -5.85 -276.40 8 -34.55 4,676.67 -9.44 1.36 RSI5 Trade Long Extreme
Long NYT 172 10/05/2005 28.77 10/07/2005 28.92 0.20 9.80 2 4.90 4,686.47 -0.94 1.32 RSI5 Trade Long Extreme
Long FO 62 10/05/2005 78.51 10/12/2005 76.70 -2.63 -128.22 5 -25.64 4,558.25 -3.96 1.50 RSI5 Trade Long Extreme
Long APOL 77 10/05/2005 62.90 10/19/2005 60.70 -3.83 -185.40 10 -18.54 4,372.85 -8.74 2.03 RSI5 Trade Long Extreme
Long BUD 118 10/05/2005 41.80 10/06/2005 42.43 1.18 58.34 1 58.34 4,431.19 0.00 3.33 RSI5 Trade Long Extreme
Long XOM 82 10/05/2005 58.95 10/07/2005 59.60 0.77 37.30 2 18.65 4,468.49 -1.78 1.85 RSI5 Trade Long Extreme
Long OXY 126 10/06/2005 38.31 10/11/2005 39.44 2.60 125.75 3 41.92 4,594.24 -0.82 3.42 RSI5 Trade Long Extreme
Long HCR 133 10/06/2005 37.02 10/14/2005 36.99 -0.41 -19.99 6 -3.33 4,574.25 -1.51 1.40 RSI5 Trade Long Extreme
Long MRO 81 10/06/2005 59.95 10/07/2005 62.35 3.67 178.40 1 178.40 4,752.65 0.00 4.94 RSI5 Trade Long Extreme
Long WFT 156 10/06/2005 31.60 10/14/2005 30.91 -2.52 -124.42 6 -20.74 4,628.23 -6.53 0.76 RSI5 Trade Long Extreme
Long MWV 186 10/06/2005 26.08 10/14/2005 25.94 -0.87 -42.04 6 -7.01 4,586.19 -3.26 1.23 RSI5 Trade Long Extreme
Long WIN 383 10/06/2005 12.86 10/14/2005 12.42 -3.72 -183.49 6 -30.58 4,402.71 -7.26 0.39 RSI5 Trade Long Extreme
Long LEG 256 10/06/2005 19.40 10/14/2005 18.90 -2.90 -144.00 6 -24.00 4,258.71 -6.24 2.11 RSI5 Trade Long Extreme
Long HES 121 10/06/2005 39.15 10/07/2005 39.99 1.79 84.84 1 84.84 4,343.55 -1.12 3.54 RSI5 Trade Long Extreme
Long CPWR 567 10/07/2005 8.26 10/11/2005 7.43 -10.34 -484.34 2 -242.17 Stop Loss 3,859.20 -10.00 2.78 RSI5 Trade Long Extreme
Long MRK 186 10/07/2005 25.85 10/10/2005 26.90 3.73 179.30 1 179.30 4,038.50 0.00 4.33 RSI5 Trade Long Extreme
Long GM 176 10/10/2005 25.48 10/11/2005 26.42 3.33 149.44 1 149.44 4,187.94 0.00 9.50 RSI5 Trade Long Extreme
Long F 541 10/10/2005 8.93 10/13/2005 8.99 0.34 16.46 3 5.49 4,204.40 -3.58 0.78 RSI5 Trade Long Extreme
Long GT 353 10/10/2005 13.00 10/11/2005 13.32 2.11 96.96 1 96.96 4,301.36 0.00 4.69 RSI5 Trade Long Extreme
Long PHM 132 10/10/2005 36.40 10/13/2005 36.41 -0.31 -14.68 3 -4.89 4,286.68 -2.55 3.57 RSI5 Trade Long Extreme
Long ERTS 94 10/10/2005 51.35 10/11/2005 52.86 2.61 125.94 1 125.94 4,412.62 0.00 3.97 RSI5 Trade Long Extreme
Long FSH 83 10/11/2005 58.26 10/12/2005 58.85 0.68 32.97 1 32.97 4,445.59 -0.24 1.12 RSI5 Trade Long Extreme
Long BAX 130 10/11/2005 37.70 10/12/2005 38.11 0.76 37.30 1 37.30 4,482.89 -0.37 1.72 RSI5 Trade Long Extreme
Long NYT 176 10/12/2005 28.03 10/14/2005 28.20 0.28 13.92 2 6.96 4,496.81 -0.75 0.86 RSI5 Trade Long Extreme
Long CFC 163 10/12/2005 30.10 10/14/2005 30.72 1.73 85.06 2 42.53 4,581.87 -2.52 2.36 RSI5 Trade Long Extreme
Long EOP 164 10/12/2005 29.74 10/14/2005 30.66 2.77 134.88 2 67.44 4,716.75 -0.57 3.36 RSI5 Trade Long Extreme
Long T 221 10/12/2005 22.31 10/19/2005 22.41 0.12 6.10 5 1.22 4,722.85 -2.51 1.26 RSI5 Trade Long Extreme
Long PLD 121 10/12/2005 40.48 10/14/2005 41.34 1.80 88.06 2 44.03 4,810.91 -1.66 2.15 RSI5 Trade Long Extreme
Long ADCT 267 10/13/2005 18.01 10/14/2005 18.51 2.44 117.50 1 117.50 4,928.41 -0.17 3.05 RSI5 Trade Long Extreme
Long BOL 68 10/13/2005 70.99 10/14/2005 73.37 3.02 145.84 1 145.84 5,074.25 0.00 4.10 RSI5 Trade Long Extreme
Long HSP 130 10/13/2005 38.01 10/14/2005 38.56 1.12 55.50 1 55.50 5,129.75 -1.21 1.87 RSI5 Trade Long Extreme
Long PEG 85 10/13/2005 56.59 10/14/2005 58.12 2.37 114.05 1 114.05 5,243.80 0.00 2.95 RSI5 Trade Long Extreme
Long MAT 313 10/17/2005 15.23 10/28/2005 14.72 -3.68 -175.63 9 -19.51 5,068.17 -4.66 1.25 RSI5 Trade Long Extreme
Long ASD 113 10/18/2005 36.48 10/21/2005 37.74 3.07 126.38 3 42.13 5,194.56 -4.03 9.51 RSI5 Trade Long Extreme
Long KSE 147 10/18/2005 33.35 10/21/2005 33.21 -0.75 -36.58 3 -12.19 5,157.98 -2.07 0.75 RSI5 Trade Long Extreme
Long MOLX 205 10/18/2005 24.07 10/19/2005 24.66 2.13 104.95 1 104.95 5,262.93 -0.29 2.87 RSI5 Trade Long Extreme
Long SWY 205 10/18/2005 23.02 10/19/2005 23.40 1.31 61.90 1 61.90 5,324.83 -1.78 1.69 RSI5 Trade Long Extreme
Long SYK 107 10/19/2005 42.27 10/28/2005 41.50 -2.18 -98.39 7 -14.06 5,226.44 -5.99 1.11 RSI5 Trade Long Extreme
Long PFE 208 10/20/2005 21.90 10/28/2005 21.50 -2.18 -99.20 6 -16.53 5,127.24 -5.43 0.87 RSI5 Trade Long Extreme
Long DJ 146 10/20/2005 33.29 10/27/2005 33.21 -0.57 -27.68 5 -5.54 5,099.56 -2.22 1.89 RSI5 Trade Long Extreme
Long UVN 203 10/20/2005 23.66 10/21/2005 24.70 4.06 195.12 1 195.12 5,294.68 0.00 5.03 RSI5 Trade Long Extreme
Long BMY 226 10/20/2005 21.67 10/24/2005 21.64 -0.47 -22.78 2 -11.39 5,271.90 -1.43 1.02 RSI5 Trade Long Extreme
Long IPG 478 10/20/2005 10.33 10/24/2005 10.47 1.03 50.92 2 25.46 5,322.82 -0.68 1.36 RSI5 Trade Long Extreme
Long SSP 106 10/20/2005 46.37 10/28/2005 45.33 -2.57 -126.24 6 -21.04 5,196.58 -3.28 0.17 RSI5 Trade Long Extreme
Long NYT 182 10/21/2005 27.09 10/24/2005 27.30 0.45 22.22 1 22.22 5,218.80 0.00 1.70 RSI5 Trade Long Extreme
Long THC 511 10/21/2005 9.12 10/25/2005 8.21 -10.34 -482.03 2 -241.02 Stop Loss 4,736.76 -10.00 0.66 RSI5 Trade Long Extreme
Long RRD 142 10/21/2005 34.90 10/24/2005 35.39 1.08 53.58 1 53.58 4,790.34 0.00 1.83 RSI5 Trade Long Extreme
Long UIS 900 10/24/2005 4.50 10/25/2005 5.17 14.49 587.00 1 587.00 5,377.34 0.00 15.33 RSI5 Trade Long Extreme
Long THC 586 10/25/2005 8.29 10/31/2005 8.42 1.24 60.18 4 15.05 5,437.52 -3.14 2.17 RSI5 Trade Long Extreme
Long SLE 276 10/26/2005 17.96 10/31/2005 17.85 -0.94 -46.36 3 -15.45 5,391.16 -2.28 0.00 RSI5 Trade Long Extreme
Long EL 150 10/26/2005 30.71 10/28/2005 32.42 5.22 240.50 2 120.25 5,631.66 -1.34 5.57 RSI5 Trade Long Extreme
Long NSM 221 10/27/2005 21.79 10/28/2005 22.32 2.10 101.13 1 101.13 5,732.79 -2.52 2.94 RSI5 Trade Long Extreme
Long HMA 233 10/28/2005 21.00 10/31/2005 21.41 1.63 79.53 1 79.53 5,812.32 -0.95 2.43 RSI5 Trade Long Extreme
Long FSH 87 10/28/2005 54.27 10/31/2005 56.50 3.77 178.01 1 178.01 5,990.33 0.00 5.34 RSI5 Trade Long Extreme
Long MXIM 128 10/28/2005 34.60 11/02/2005 35.83 3.19 141.44 3 47.15 6,131.77 -0.20 4.42 RSI5 Trade Long Extreme
Long GR 138 11/01/2005 34.27 11/02/2005 35.42 3.02 142.70 1 142.70 6,274.47 -1.96 4.06 RSI5 Trade Long Extreme
Long PDCO 118 11/18/2005 35.01 11/23/2005 36.65 4.30 177.52 3 59.17 6,451.99 -0.69 7.05 RSI5 Trade Long Extreme
Long WYE 119 11/30/2005 41.56 12/02/2005 43.20 3.62 179.16 2 89.58 6,631.15 -1.59 4.09 RSI5 Trade Long Extreme
Long CAG 229 11/30/2005 21.50 12/14/2005 20.27 -6.05 -297.67 10 -29.77 6,333.48 -7.02 1.02 RSI5 Trade Long Extreme
Long ABT 132 12/01/2005 37.63 12/02/2005 38.56 2.15 106.76 1 106.76 6,440.24 0.00 4.01 RSI5 Trade Long Extreme
Long NYT 184 12/05/2005 26.84 12/07/2005 27.41 1.80 88.88 2 44.44 6,529.12 -1.27 2.38 RSI5 Trade Long Extreme
Long TRB 159 12/05/2005 30.86 12/07/2005 31.01 0.16 7.85 2 3.92 6,536.97 -2.01 0.87 RSI5 Trade Long Extreme
Long GCI 83 12/06/2005 59.19 12/07/2005 60.33 1.60 78.62 1 78.62 6,615.59 -0.49 2.55 RSI5 Trade Long Extreme
Long KO 120 12/12/2005 41.15 12/15/2005 41.16 -0.30 -14.80 3 -4.93 6,600.79 -0.92 0.61 RSI5 Trade Long Extreme
Long IBM 58 12/13/2005 83.71 12/21/2005 83.12 -1.03 -50.22 6 -8.37 6,550.57 -1.97 0.35 RSI5 Trade Long Extreme
Long EOP 162 12/14/2005 29.20 12/21/2005 29.47 0.59 27.74 5 5.55 6,578.31 -1.44 1.13 RSI5 Trade Long Extreme
Long PPG 86 12/14/2005 56.87 12/19/2005 57.15 0.17 8.08 3 2.69 6,586.39 -1.34 1.35 RSI5 Trade Long Extreme
Long VZ 162 12/14/2005 30.54 12/20/2005 30.54 -0.32 -16.00 4 -4.00 6,570.39 -0.98 0.52 RSI5 Trade Long Extreme
Long MSFT 185 12/19/2005 26.83 01/03/2006 26.84 -0.29 -14.15 9 -1.57 6,556.24 -2.72 0.64 RSI5 Trade Long Extreme
Long APOL 78 12/19/2005 62.50 01/03/2006 60.65 -3.29 -160.30 9 -17.81 6,395.94 -4.91 0.80 RSI5 Trade Long Extreme
Long SIAL 156 12/19/2005 31.64 12/20/2005 31.76 0.07 3.50 1 3.50 6,399.44 -0.03 0.82 RSI5 Trade Long Extreme
Long DF 132 12/20/2005 37.28 12/21/2005 37.76 0.96 47.36 1 47.36 6,446.80 0.00 1.93 RSI5 Trade Long Extreme
Long GM 262 12/22/2005 18.64 12/27/2005 18.99 1.55 75.70 2 37.85 6,522.50 -0.27 3.00 RSI5 Trade Long Extreme
Long BBBY 121 12/22/2005 36.27 01/03/2006 36.40 -0.01 -0.27 6 -0.04 6,522.23 -1.99 2.40 RSI5 Trade Long Extreme
Long BOL 63 12/23/2005 72.00 01/03/2006 68.92 -4.63 -210.04 5 -42.01 6,312.19 -8.10 0.82 RSI5 Trade Long Extreme
Long OMX 181 12/27/2005 24.35 12/28/2005 25.83 5.71 251.88 1 251.88 6,564.07 0.00 7.19 RSI5 Trade Long Extreme
Long PFG 103 12/27/2005 47.77 12/28/2005 47.92 -0.01 -0.55 1 -0.55 6,563.52 0.00 0.73 RSI5 Trade Long Extreme
Long SYY 158 12/29/2005 31.34 01/06/2006 31.25 -0.61 -30.22 5 -6.04 6,533.30 -1.69 0.45 RSI5 Trade Long Extreme
Long ESRX 59 12/30/2005 83.80 01/03/2006 86.83 3.29 162.77 1 162.77 6,696.07 0.00 3.64 RSI5 Trade Long Extreme
Long KO 123 12/30/2005 40.31 01/03/2006 40.90 1.14 56.57 1 56.57 6,752.64 0.00 1.69 RSI5 Trade Long Extreme
Long S 233 12/30/2005 21.19 01/06/2006 21.10 -0.75 -37.13 4 -9.28 6,715.51 -3.51 1.16 RSI5 Trade Long Extreme
Long HSP 116 12/30/2005 42.78 01/03/2006 43.15 0.54 26.92 1 26.92 6,742.43 -0.58 1.59 RSI5 Trade Long Extreme
Long MAT 316 01/03/2006 15.50 01/05/2006 15.62 0.45 21.92 2 10.96 6,764.35 -0.90 1.61 RSI5 Trade Long Extreme
Long VFC 90 01/03/2006 55.02 01/05/2006 55.20 0.00 0.20 2 0.10 6,764.55 -0.84 0.67 RSI5 Trade Long Extreme
Long WMT 106 01/03/2006 46.23 01/10/2006 45.86 -1.13 -55.22 5 -11.04 6,709.33 -2.44 0.58 RSI5 Trade Long Extreme
Long VRSN 231 01/04/2006 21.10 01/05/2006 21.29 0.57 27.89 1 27.89 6,737.22 -0.28 2.27 RSI5 Trade Long Extreme
Long PDCO 149 01/05/2006 32.67 01/11/2006 33.10 0.99 48.07 4 12.02 6,785.29 -1.44 3.31 RSI5 Trade Long Extreme
Long DG 269 01/05/2006 17.93 01/09/2006 17.91 -0.44 -21.38 2 -10.69 6,763.91 -3.07 0.00 RSI5 Trade Long Extreme
Long HSY 91 01/06/2006 54.40 01/12/2006 54.19 -0.71 -35.11 4 -8.78 6,728.80 -1.19 0.53 RSI5 Trade Long Extreme
Long CBH 147 01/10/2006 33.01 01/13/2006 32.65 -1.42 -68.92 3 -22.97 6,659.88 -2.67 0.03 RSI5 Trade Long Extreme
Long RRD 151 01/11/2006 32.91 01/13/2006 33.57 1.68 83.66 2 41.83 6,743.54 -0.64 2.77 RSI5 Trade Long Extreme
Long MHP 102 01/12/2006 47.06 01/13/2006 47.95 1.56 74.78 1 74.78 6,818.32 -0.59 2.08 RSI5 Trade Long Extreme
Long DD 124 01/13/2006 40.07 01/26/2006 39.81 -0.97 -48.24 8 -6.03 6,770.08 -3.62 0.57 RSI5 Trade Long Extreme
Long WLP 64 01/13/2006 74.89 01/17/2006 76.23 1.46 69.76 1 69.76 6,839.84 -1.15 2.11 RSI5 Trade Long Extreme
Long MAT 328 01/17/2006 15.00 01/23/2006 14.89 -1.06 -52.08 4 -13.02 6,787.76 -1.53 1.20 RSI5 Trade Long Extreme
Long INTC 195 01/18/2006 22.60 01/27/2006 21.67 -4.47 -197.16 7 -28.17 6,590.61 -6.64 1.20 RSI5 Trade Long Extreme
Long C 104 01/20/2006 45.69 01/25/2006 46.23 0.85 40.16 3 13.39 6,630.77 0.00 1.51 RSI5 Trade Long Extreme
Long BAC 110 01/20/2006 44.19 01/24/2006 44.24 -0.22 -10.50 2 -5.25 6,620.27 -1.58 1.11 RSI5 Trade Long Extreme
Long GE 144 01/20/2006 33.37 01/26/2006 33.02 -1.38 -66.40 4 -16.60 6,553.87 -2.16 0.90 RSI5 Trade Long Extreme
Long PEP 85 01/20/2006 57.28 01/24/2006 58.04 1.00 48.60 2 24.30 6,602.47 -0.10 1.94 RSI5 Trade Long Extreme
Long HBAN 214 01/20/2006 22.71 01/23/2006 22.91 0.55 26.80 1 26.80 6,629.27 -0.04 1.50 RSI5 Trade Long Extreme
Long FITB 132 01/20/2006 36.66 01/23/2006 37.58 2.18 105.44 1 105.44 6,734.71 -0.14 2.89 RSI5 Trade Long Extreme
Long CMA 88 01/20/2006 54.76 01/24/2006 55.48 0.98 47.36 2 23.68 6,782.07 -0.82 2.32 RSI5 Trade Long Extreme
Long AT 99 01/20/2006 49.24 01/24/2006 49.28 -0.25 -11.95 2 -5.98 6,770.12 -0.70 0.58 RSI5 Trade Long Extreme
Long STI 69 01/20/2006 70.40 01/23/2006 70.90 0.38 18.50 1 18.50 6,788.62 -0.24 1.12 RSI5 Trade Long Extreme
Long YHOO 145 01/20/2006 33.74 01/24/2006 34.87 3.02 147.85 2 73.92 6,936.47 0.00 4.33 RSI5 Trade Long Extreme
Long CCU 164 01/23/2006 30.00 02/01/2006 29.41 -2.29 -112.76 7 -16.11 6,823.71 -4.03 0.40 RSI5 Trade Long Extreme
Long COL 111 01/23/2006 43.80 01/24/2006 44.10 0.36 17.30 1 17.30 6,841.01 -0.71 1.10 RSI5 Trade Long Extreme
Long SAFC 89 01/24/2006 53.68 02/07/2006 51.53 -4.34 -207.35 10 -20.74 6,633.66 -5.89 1.12 RSI5 Trade Long Extreme
Long COF 59 01/25/2006 83.50 01/26/2006 84.80 1.23 60.70 1 60.70 6,694.36 0.00 1.80 RSI5 Trade Long Extreme
Long ALL 97 01/25/2006 50.56 01/26/2006 52.50 3.51 172.18 1 172.18 6,866.54 0.00 5.62 RSI5 Trade Long Extreme
Long AIG 75 01/25/2006 65.81 01/26/2006 66.44 0.63 31.25 1 31.25 6,897.79 0.00 2.13 RSI5 Trade Long Extreme
Long TAP 79 01/26/2006 62.35 01/31/2006 62.50 -0.08 -4.15 3 -1.38 6,893.64 -0.87 0.80 RSI5 Trade Long Extreme
Long TSN 325 01/30/2006 14.27 02/09/2006 14.52 1.41 65.25 8 8.16 6,958.89 -2.38 2.17 RSI5 Trade Long Extreme
Long ADSK 126 02/02/2006 37.07 02/08/2006 36.58 -1.66 -77.74 4 -19.43 6,881.15 -5.13 0.00 RSI5 Trade Long Extreme
Long STJ 103 02/02/2006 47.78 02/06/2006 47.95 0.03 1.51 2 0.76 6,882.66 -2.05 0.36 RSI5 Trade Long Extreme
Long AOC 146 02/02/2006 33.92 02/07/2006 34.02 -0.03 -1.40 3 -0.47 6,881.26 -1.39 1.42 RSI5 Trade Long Extreme
Long BAX 137 02/03/2006 36.02 02/07/2006 35.86 -0.77 -37.92 2 -18.96 6,843.34 -2.50 0.31 RSI5 Trade Long Extreme
Long TIF 134 02/03/2006 36.37 02/09/2006 35.83 -1.81 -88.36 4 -22.09 6,754.98 -3.27 0.85 RSI5 Trade Long Extreme
Long AMZN 116 02/03/2006 38.33 02/10/2006 38.52 0.14 6.04 5 1.21 6,761.02 -3.18 1.75 RSI5 Trade Long Extreme
Long TE 297 02/03/2006 16.59 02/09/2006 16.57 -0.45 -21.94 4 -5.49 6,739.08 -1.51 0.60 RSI5 Trade Long Extreme
Long SLE 275 02/03/2006 17.55 02/06/2006 17.86 1.43 69.25 1 69.25 6,808.33 0.00 2.28 RSI5 Trade Long Extreme
Long MDT 89 02/03/2006 55.34 02/08/2006 55.47 -0.09 -4.43 3 -1.48 6,803.90 -1.81 0.74 RSI5 Trade Long Extreme
Long CCU 173 02/07/2006 28.67 02/09/2006 28.89 0.44 22.06 2 11.03 6,825.96 -0.31 1.12 RSI5 Trade Long Extreme
Long CPB 168 02/07/2006 29.25 02/10/2006 29.26 -0.29 -14.32 3 -4.77 6,811.64 -1.26 0.34 RSI5 Trade Long Extreme
Long MUR 102 02/09/2006 47.63 02/16/2006 47.14 -1.36 -65.98 5 -13.20 6,745.66 -5.40 0.57 RSI5 Trade Long Extreme
Long KMI 54 02/10/2006 90.58 02/16/2006 91.90 1.13 55.28 4 13.82 6,800.94 -1.42 1.57 RSI5 Trade Long Extreme
Long SUN 65 02/10/2006 72.46 02/15/2006 73.09 0.53 24.95 3 8.32 6,825.89 -1.95 3.35 RSI5 Trade Long Extreme
Long FCX 98 02/13/2006 49.64 02/14/2006 51.14 2.67 130.10 1 130.10 6,955.99 -0.75 3.47 RSI5 Trade Long Extreme
Long ECL 144 02/13/2006 33.85 02/14/2006 34.88 2.71 132.32 1 132.32 7,088.31 -0.18 3.40 RSI5 Trade Long Extreme
Long TIN 112 02/15/2006 42.60 02/17/2006 43.27 1.24 59.04 2 29.52 7,147.35 -1.17 1.83 RSI5 Trade Long Extreme
Long CNX 163 02/15/2006 30.24 02/16/2006 31.23 2.95 145.37 1 145.37 7,292.72 0.00 3.77 RSI5 Trade Long Extreme
Long RSH 240 02/17/2006 19.08 02/23/2006 19.48 1.75 80.00 3 26.67 7,372.72 -1.21 4.56 RSI5 Trade Long Extreme
Long SHW 95 02/22/2006 43.20 02/23/2006 38.88 -10.39 -426.40 1 -426.40 Stop Loss 6,946.32 -10.00 0.00 RSI5 Trade Long Extreme
Long SHW 115 02/23/2006 42.05 02/27/2006 42.59 0.95 46.10 2 23.05 6,992.42 -4.52 2.93 RSI5 Trade Long Extreme
Long HSP 106 02/28/2006 39.70 03/02/2006 40.23 0.95 40.18 2 20.09 7,032.60 -3.27 1.52 RSI5 Trade Long Extreme
Long TSN 355 02/28/2006 13.53 03/01/2006 13.79 1.59 76.30 1 76.30 7,108.90 -3.18 2.66 RSI5 Trade Long Extreme
Long F 628 03/02/2006 7.66 03/06/2006 7.69 0.06 2.84 2 1.42 7,111.74 -3.52 1.31 RSI5 Trade Long Extreme
Long HLT 208 03/03/2006 23.51 03/07/2006 23.69 0.44 21.44 2 10.72 7,133.18 -0.64 1.74 RSI5 Trade Long Extreme
Long PNW 125 03/06/2006 39.16 03/08/2006 39.70 1.05 51.50 2 25.75 7,184.68 -1.02 1.92 RSI5 Trade Long Extreme
Long SYMC 302 03/07/2006 15.86 03/09/2006 16.00 0.55 26.28 2 13.14 7,210.96 -1.26 1.83 RSI5 Trade Long Extreme
Long DYN 1,010 03/08/2006 4.78 03/10/2006 5.01 4.48 216.30 2 108.15 7,427.26 -0.63 5.02 RSI5 Trade Long Extreme
Long LPX 182 03/08/2006 25.59 03/13/2006 25.97 1.14 53.16 3 17.72 7,480.42 -1.13 1.99 RSI5 Trade Long Extreme
Long NOVL 675 03/09/2006 7.02 03/10/2006 7.24 2.80 132.50 1 132.50 7,612.92 0.00 4.27 RSI5 Trade Long Extreme
Long FPL 126 03/09/2006 39.02 03/13/2006 40.12 2.49 122.60 2 61.30 7,735.52 -0.44 3.05 RSI5 Trade Long Extreme
Long CEG 90 03/09/2006 54.58 03/13/2006 56.06 2.39 117.20 2 58.60 7,852.72 -0.33 3.35 RSI5 Trade Long Extreme
Long EIX 116 03/09/2006 42.11 03/10/2006 42.55 0.72 35.04 1 35.04 7,887.76 -0.59 1.33 RSI5 Trade Long Extreme
Long FRE 78 03/13/2006 63.06 03/14/2006 63.82 0.88 43.28 1 43.28 7,931.04 -0.86 1.32 RSI5 Trade Long Extreme
Long BRL 78 03/15/2006 63.38 03/20/2006 63.53 -0.09 -4.30 3 -1.43 7,926.74 -4.02 0.98 RSI5 Trade Long Extreme
Long CMVT 205 03/20/2006 22.87 03/22/2006 23.84 3.90 182.85 2 91.42 8,109.59 0.00 5.20 RSI5 Trade Long Extreme
Long ACS 80 03/24/2006 61.03 04/04/2006 59.81 -2.33 -113.60 7 -16.23 7,995.99 -3.08 0.00 RSI5 Trade Long Extreme
Long TRB 178 03/24/2006 27.88 04/07/2006 27.60 -1.33 -65.84 10 -6.58 7,930.15 -2.83 0.57 RSI5 Trade Long Extreme
Long SLM 93 03/27/2006 53.35 04/03/2006 52.32 -2.25 -111.79 5 -22.36 7,818.36 -2.79 0.54 RSI5 Trade Long Extreme
Long XL 77 03/28/2006 64.18 03/29/2006 64.70 0.49 24.04 1 24.04 7,842.40 0.00 1.70 RSI5 Trade Long Extreme
Long ALL 95 03/28/2006 52.05 03/29/2006 52.40 0.35 17.25 1 17.25 7,859.65 -0.69 1.31 RSI5 Trade Long Extreme
Long AEP 145 03/28/2006 34.00 03/29/2006 34.60 1.44 71.00 1 71.00 7,930.65 -0.12 2.24 RSI5 Trade Long Extreme
Long this 182 03/28/2006 27.09 03/29/2006 27.86 2.52 124.14 1 124.14 8,054.79 0.00 3.80 RSI5 Trade Long Extreme
Long STJ 121 03/29/2006 40.40 03/30/2006 41.39 2.12 103.79 1 103.79 8,158.58 0.00 3.09 RSI5 Trade Long Extreme
Long ACE 95 03/30/2006 52.20 04/04/2006 52.26 -0.21 -10.30 3 -3.43 8,148.28 -1.21 1.28 RSI5 Trade Long Extreme
Long PFE 198 03/31/2006 24.92 04/03/2006 25.12 0.48 23.60 1 23.60 8,171.88 0.00 1.48 RSI5 Trade Long Extreme
Long DOW 121 03/31/2006 40.60 04/05/2006 40.97 0.59 28.77 3 9.59 8,200.65 -0.12 1.35 RSI5 Trade Long Extreme
Long FRE 81 04/03/2006 60.00 04/04/2006 60.86 1.10 53.66 1 53.66 8,254.31 -0.17 1.87 RSI5 Trade Long Extreme
Long AFL 110 04/03/2006 44.55 04/04/2006 45.72 2.30 112.70 1 112.70 8,367.01 0.00 3.03 RSI5 Trade Long Extreme
Long BOL 78 04/03/2006 61.25 04/11/2006 46.41 -24.56 -1,173.52 6 -195.59 Stop Loss 7,193.49 -24.23 1.24 RSI5 Trade Long Extreme
Long WWY 97 04/04/2006 49.46 04/19/2006 47.37 -4.57 -219.12 10 -21.91 6,974.37 -8.50 1.05 RSI5 Trade Long Extreme
Long SVU 163 04/04/2006 30.42 04/05/2006 30.56 0.14 6.82 1 6.82 6,981.19 -0.43 0.72 RSI5 Trade Long Extreme
Long BSX 225 04/05/2006 21.69 04/06/2006 21.93 0.78 38.00 1 38.00 7,019.19 0.00 3.37 RSI5 Trade Long Extreme
Long CMX 104 04/06/2006 46.64 04/10/2006 47.24 0.96 46.40 2 23.20 7,065.59 -0.62 2.92 RSI5 Trade Long Extreme
Long LLY 91 04/07/2006 53.54 04/12/2006 53.42 -0.55 -26.92 3 -8.97 7,038.67 -1.94 0.35 RSI5 Trade Long Extreme
Long HSY 96 04/07/2006 50.52 04/12/2006 51.42 1.45 70.40 3 23.47 7,109.07 -1.60 3.13 RSI5 Trade Long Extreme
Long FO 63 04/07/2006 78.03 04/10/2006 78.38 0.12 6.05 1 6.05 7,115.12 -1.13 0.55 RSI5 Trade Long Extreme
Long AGN 47 04/07/2006 104.09 04/19/2006 102.35 -2.00 -97.78 7 -13.97 7,017.34 -2.95 0.90 RSI5 Trade Long Extreme
Long DGX 99 04/10/2006 50.09 04/18/2006 50.45 0.40 19.64 5 3.93 7,036.98 -1.66 1.02 RSI5 Trade Long Extreme
Long EMR 122 04/10/2006 40.63 04/18/2006 41.68 2.26 112.10 5 22.42 7,149.08 -1.18 2.71 RSI5 Trade Long Extreme
Long JNJ 86 04/10/2006 57.71 04/12/2006 57.87 -0.05 -2.24 2 -1.12 7,146.84 -0.68 0.54 RSI5 Trade Long Extreme
Long ESRX 58 04/10/2006 82.96 04/11/2006 83.91 0.81 39.10 1 39.10 7,185.94 -1.64 2.08 RSI5 Trade Long Extreme
Long ALL 97 04/11/2006 50.50 04/18/2006 51.95 2.54 124.65 4 31.16 7,310.59 -0.40 3.15 RSI5 Trade Long Extreme
Long CVH 99 04/11/2006 49.43 04/12/2006 50.56 1.96 95.87 1 95.87 7,406.46 -0.51 2.69 RSI5 Trade Long Extreme
Long DRI 125 04/11/2006 39.25 04/13/2006 39.61 0.59 29.00 2 14.50 7,435.46 -1.04 1.15 RSI5 Trade Long Extreme
Long AIG 77 04/11/2006 63.39 04/18/2006 63.48 -0.19 -9.07 4 -2.27 7,426.39 -2.37 0.68 RSI5 Trade Long Extreme
Long CAH 69 04/11/2006 70.08 04/18/2006 70.42 0.15 7.46 4 1.86 7,433.85 -1.37 1.17 RSI5 Trade Long Extreme
Long BOL 87 04/11/2006 49.03 04/19/2006 47.54 -3.41 -145.63 5 -29.13 7,288.22 -9.08 0.00 RSI5 Trade Long Extreme
Long BAX 135 04/11/2006 36.68 04/12/2006 37.08 0.77 38.00 1 38.00 7,326.22 0.00 1.50 RSI5 Trade Long Extreme
Long UNH 95 04/11/2006 51.55 04/12/2006 53.46 3.38 165.45 1 165.45 7,491.67 0.00 3.92 RSI5 Trade Long Extreme
Long KSE 124 04/12/2006 40.19 04/18/2006 40.40 0.20 10.04 3 3.35 7,501.71 -0.40 1.05 RSI5 Trade Long Extreme
Long EFX 138 04/12/2006 35.87 04/18/2006 35.98 -0.02 -0.82 3 -0.27 7,500.89 -1.53 0.33 RSI5 Trade Long Extreme
Long SVU 169 04/12/2006 29.22 04/20/2006 29.34 0.09 4.28 5 0.86 7,505.17 -1.85 1.27 RSI5 Trade Long Extreme
Long T 195 04/13/2006 25.58 04/18/2006 25.94 1.09 54.20 2 27.10 7,559.37 -0.94 1.72 RSI5 Trade Long Extreme
Long EK 185 04/13/2006 26.75 04/18/2006 26.96 0.46 22.85 2 11.42 7,582.22 -1.01 1.35 RSI5 Trade Long Extreme
Long EQR 115 04/13/2006 42.63 04/18/2006 43.84 2.51 123.15 2 61.57 7,705.37 -0.30 3.61 RSI5 Trade Long Extreme
Long WYE 108 04/17/2006 45.88 04/19/2006 46.24 0.46 22.88 2 11.44 7,728.25 -1.31 1.18 RSI5 Trade Long Extreme
Long FPL 128 04/17/2006 38.57 04/18/2006 39.14 1.15 56.96 1 56.96 7,785.21 -0.60 1.61 RSI5 Trade Long Extreme
Long MDP 89 04/18/2006 50.79 04/28/2006 49.60 -2.70 -121.91 8 -15.24 7,663.30 -8.45 1.30 RSI5 Trade Long Extreme
Long CA 192 04/19/2006 25.72 04/20/2006 25.98 0.69 33.92 1 33.92 7,697.22 -0.08 1.28 RSI5 Trade Long Extreme
Long UIS 787 04/19/2006 6.27 04/21/2006 6.38 1.43 70.57 2 35.29 7,767.79 -1.12 2.39 RSI5 Trade Long Extreme
Long DELL 177 04/21/2006 27.01 04/28/2006 26.20 -3.33 -159.37 5 -31.87 7,608.42 -4.85 0.00 RSI5 Trade Long Extreme
Long AGN 50 04/25/2006 98.00 04/27/2006 98.74 0.43 21.00 2 10.50 7,629.42 -0.87 1.10 RSI5 Trade Long Extreme
Long MCO 70 04/26/2006 62.00 05/09/2006 55.80 -10.37 -450.00 9 -50.00 Stop Loss 7,179.42 -10.00 1.21 RSI5 Trade Long Extreme
Long SYY 164 04/26/2006 30.34 05/05/2006 29.75 -2.27 -112.76 7 -16.11 7,066.66 -4.05 0.23 RSI5 Trade Long Extreme
Long HAR 48 04/27/2006 91.64 05/02/2006 89.13 -3.10 -136.48 3 -45.49 6,930.18 -5.75 0.01 RSI5 Trade Long Extreme
Long SEE 89 04/27/2006 54.50 05/02/2006 54.61 -0.13 -6.21 3 -2.07 6,923.97 -1.38 0.73 RSI5 Trade Long Extreme
Long AET 107 04/27/2006 37.00 04/28/2006 38.50 3.65 144.50 1 144.50 7,068.47 0.00 4.59 RSI5 Trade Long Extreme
Long CI 42 04/27/2006 106.58 05/03/2006 95.92 -10.36 -463.64 4 -115.91 Stop Loss 6,604.83 -10.00 2.29 RSI5 Trade Long Extreme
L
Qui custodiet ipsos custodes?
#3
SideShowBob
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Posted 07 January 2007 - 09:41 PM
How does this work in 2001 and 2002? All dip buying systems do well during bull markets (OK not all -- I've had a few that sucked ALL the time!)?
#4
vitaminm
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Posted 07 January 2007 - 10:43 PM
DC,
Could you scan all ETFs that have RSI<10?
vitaminm
#5
dcengr
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Posted 08 January 2007 - 12:19 AM
Yes SSB, dip buyers suck during bear markets.
This system, though, had a 15% drawdown during 2001-2002, which isn't too bad.
As for scanning all ETFs, yes it can.. but you would have to provide me with a list of all the ETFs. The software is quite useful.
Qui custodiet ipsos custodes?
#6
Rogerdodger
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Posted 08 January 2007 - 12:38 AM
Complete list of 896 ETFs.
One problem with many etf's is low volume and wide spreads.
Can that be figured into your system?
One problem with many etf's is low volume and wide spreads.
Can that be figured into your system?
Edited by Rogerdodger, 08 January 2007 - 12:46 AM.
"Nature's Failure to Function in a 'Predictable Way'... 500 years ago?"
BIGGEST SCIENCE SCANDAL EVER...Official records systematically 'adjusted'.
BIGGEST SCIENCE SCANDAL EVER...Official records systematically 'adjusted'.
#7
dcengr
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Posted 08 January 2007 - 12:46 AM
One problem with many etf's is low volume and wide spreads.
Can that be figured into your system?
No, slippage can't be modeled. This system assumes dead nuts closing prices for entry.
However, it is possible to perhaps take advantage of intraday prices by precalculating a trigger price where RSI5 hits the target value.
In other words, its easy to calculate what price value would trigger an RSI5 buy value. And if that price gets hit intra day, to put an order in.
Ofcourse, if prices bounce back, then you got a problem because everything was back tested on CLOSING prices, and you just loaded up while closing prices rose back enough to negate the signal..
Anyways, all academic exercise.
Qui custodiet ipsos custodes?
#8
Rogerdodger
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#9
dcengr
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- Traders-Talk User
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Posted 08 January 2007 - 12:53 AM
Complete List of 896 ETFs
Good Luck!
Lot of those are overlapping.. should filter them out into sectors or something.
I stripped out the ones with ticker symbols. I'll see what I can do with these.
Edited by dcengr, 08 January 2007 - 12:57 AM.
Qui custodiet ipsos custodes?
#10
Rogerdodger
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Posted 08 January 2007 - 01:09 AM
It seems that the ultra long & short would make good vehicles for a good system.
Ultra QQQ *QLD
Ultra S&P500 *SSO
Ultra Dow30 *DDM
Ultra MidCap400MVV
UltraShort QQQ *QID
UltraShort S&P500 *SDS
UltraShort Dow30 *DXD
UltraShort MidCap400 *MZZ
Ultra QQQ *QLD
Ultra S&P500 *SSO
Ultra Dow30 *DDM
Ultra MidCap400MVV
UltraShort QQQ *QID
UltraShort S&P500 *SDS
UltraShort Dow30 *DXD
UltraShort MidCap400 *MZZ
Edited by Rogerdodger, 08 January 2007 - 01:11 AM.
"Nature's Failure to Function in a 'Predictable Way'... 500 years ago?"
BIGGEST SCIENCE SCANDAL EVER...Official records systematically 'adjusted'.
BIGGEST SCIENCE SCANDAL EVER...Official records systematically 'adjusted'.
