NOTE: Results of runs 1 - 13 have been deleted to save space. Parameter Run ( 14 of 14) -------------------------- Year Month Days Closed Balance Core Balance Core Gain Gain% Total Equity Total Equity Gain Gain% Trades ---- ----- ---- -------------- ------------ --------- ----- ---------------- ----------------- ----- ------ 1993 1 31 893,673.55 863,152.59 -136,847.40 -13.7% 940,440.45 -59,559.54 -6.0% 6 1993 2 28 901,164.83 1,030,900.45 167,747.86 19.4% 1,308,113.16 367,672.71 39.1% 6 1993 3 31 1,065,710.86 1,201,244.72 170,344.27 16.5% 1,303,682.16 -4,431.00 -0.3% 5 1993 4 30 1,056,198.09 1,522,646.76 321,402.04 26.8% 1,731,520.63 427,838.46 32.8% 2 1993 5 31 1,176,914.03 1,620,120.80 97,474.03 6.4% 2,003,442.77 271,922.14 15.7% 6 1993 6 30 1,771,883.37 1,638,639.71 18,518.91 1.1% 1,833,794.80 -169,647.96 -8.5% 8 1993 7 31 1,749,887.07 1,639,014.33 374.61 0.0% 1,672,294.45 -161,500.35 -8.8% 12 1993 8 31 1,562,851.19 1,527,627.95 -111,386.37 -6.8% 1,836,201.12 163,906.66 9.8% 9 1993 9 30 1,925,812.37 1,925,812.37 398,184.41 26.1% 1,925,812.37 89,611.24 4.9% 10 1993 10 31 1,781,139.25 1,553,277.01 -372,535.35 -19.3% 1,763,084.77 -162,727.60 -8.4% 5 1993 11 30 1,513,303.53 1,428,529.07 -124,747.94 -8.0% 1,517,226.18 -245,858.59 -13.9% 17 1993 12 31 1,340,028.57 1,321,263.62 -107,265.45 -7.5% 1,492,362.71 -24,863.47 -1.6% 7 1994 1 31 1,308,473.42 1,213,980.04 -107,283.57 -8.1% 1,381,699.44 -110,663.27 -7.4% 11 1994 2 28 1,176,538.96 1,251,610.72 37,630.67 3.1% 1,635,508.62 253,809.18 18.4% 11 1994 3 31 1,360,494.53 1,283,193.01 31,582.29 2.5% 1,545,031.49 -90,477.13 -5.5% 13 1994 4 30 1,373,712.69 1,227,453.40 -55,739.61 -4.3% 1,582,327.24 37,295.75 2.4% 15 1994 5 31 1,375,362.29 1,349,324.65 121,871.25 9.9% 1,375,999.69 -206,327.54 -13.0% 11 1994 6 30 1,241,244.02 1,207,532.97 -141,791.68 -10.5% 1,628,183.39 252,183.70 18.3% 8 1994 7 31 1,469,403.41 1,329,766.75 122,233.78 10.1% 1,386,994.41 -241,188.97 -14.8% 11 1994 8 31 1,222,011.11 1,155,953.66 -173,813.09 -13.1% 1,198,013.71 -188,980.69 -13.6% 11 1994 9 30 1,145,046.35 1,119,399.06 -36,554.59 -3.2% 1,304,747.36 106,733.65 8.9% 4 1994 10 31 1,100,581.99 1,215,150.75 95,751.69 8.6% 1,281,781.81 -22,965.55 -1.8% 11 1994 11 30 1,161,650.73 993,270.34 -221,880.40 -18.3% 1,193,585.79 -88,196.01 -6.9% 11 1994 12 31 1,208,142.66 1,208,142.66 214,872.31 21.6% 1,208,142.66 14,556.86 1.2% 15 1995 1 31 1,115,714.85 1,059,600.89 -148,541.77 -12.3% 1,230,663.87 22,521.21 1.9% 5 1995 2 28 1,097,253.34 1,174,855.04 115,254.15 10.9% 1,490,267.96 259,604.08 21.1% 1 1995 3 31 1,300,709.74 1,921,782.61 746,927.56 63.6% 1,995,445.06 505,177.10 33.9% 9 1995 4 30 2,061,356.47 2,379,437.80 457,655.18 23.8% 2,521,020.88 525,575.81 26.3% 3 1995 5 31 2,315,118.48 2,644,717.94 265,280.14 11.1% 2,819,967.36 298,946.48 11.9% 10 1995 6 30 2,313,839.01 2,601,666.28 -43,051.65 -1.6% 2,632,386.25 -187,581.11 -6.7% 5 1995 7 31 2,724,022.79 2,712,425.02 110,758.73 4.3% 2,934,825.74 302,439.49 11.5% 3 1995 8 31 2,532,744.97 3,536,837.58 824,412.56 30.4% 3,853,977.99 919,152.25 31.3% 7 1995 9 30 3,492,856.61 3,339,034.24 -197,803.33 -5.6% 3,581,974.92 -272,003.07 -7.1% 11 1995 10 31 3,422,396.85 3,307,322.61 -31,711.62 -0.9% 3,351,642.15 -230,332.76 -6.4% 6 1995 11 30 3,126,839.80 2,713,499.24 -593,823.37 -18.0% 3,210,355.76 -141,286.39 -4.2% 5 1995 12 31 3,066,131.32 2,816,458.14 102,958.90 3.8% 3,108,336.10 -102,019.65 -3.2% 12 1996 1 31 2,808,887.61 3,076,550.44 260,092.30 9.2% 3,872,619.14 764,283.04 24.6% 5 1996 2 29 3,248,168.04 3,120,150.33 43,599.88 1.4% 3,590,989.69 -281,629.45 -7.3% 15 1996 3 31 3,564,818.65 3,342,936.08 222,785.74 7.1% 3,588,289.31 -2,700.37 -0.1% 7 1996 4 30 3,752,118.24 3,573,644.87 230,708.79 6.9% 4,249,253.13 660,963.81 18.4% 11 1996 5 31 3,231,483.51 3,807,408.76 233,763.88 6.5% 4,436,050.82 186,797.69 4.4% 10 1996 6 30 3,592,830.96 3,204,412.68 -602,996.08 -15.8% 3,405,853.51 -1,030,197.30 -23.2% 20 1996 7 31 2,724,154.63 2,462,118.24 -742,294.43 -23.2% 3,130,759.34 -275,094.17 -8.1% 17 1996 8 31 3,532,812.98 3,288,688.66 826,570.41 33.6% 3,514,462.74 383,703.40 12.3% 18 1996 9 30 3,058,502.74 2,653,945.43 -634,743.22 -19.3% 3,780,643.61 266,180.86 7.6% 9 1996 10 31 3,032,806.53 4,202,238.17 1,548,292.73 58.3% 5,541,614.95 1,760,971.34 46.6% 7 1996 11 30 3,956,234.38 5,466,827.71 1,264,589.53 30.1% 6,101,500.37 559,885.41 10.1% 10 1996 12 31 5,463,301.54 5,393,967.28 -72,860.42 -1.3% 6,392,178.05 290,677.68 4.8% 11 1997 1 31 4,884,229.79 6,321,354.11 927,386.82 17.2% 8,174,204.20 1,782,026.14 27.9% 8 1997 2 28 6,473,442.42 8,304,512.66 1,983,158.55 31.4% 8,502,700.73 328,496.53 4.0% 14 1997 3 31 7,835,600.37 6,447,830.81 -1,856,681.84 -22.4% 8,748,402.86 245,702.12 2.9% 8 1997 4 30 7,451,354.89 8,163,869.55 1,716,038.74 26.6% 8,750,293.00 1,890.13 0.0% 14 1997 5 31 7,287,586.79 7,205,815.89 -958,053.66 -11.7% 8,247,925.20 -502,367.80 -5.7% 12 1997 6 30 6,764,910.44 6,992,740.52 -213,075.37 -3.0% 7,954,115.83 -293,809.37 -3.6% 14 1997 7 31 7,599,405.01 8,367,997.89 1,375,257.36 19.7% 12,200,041.48 4,245,925.65 53.4% 6 1997 8 31 8,303,735.49 9,631,937.48 1,263,939.58 15.1% 10,606,730.34 -1,593,311.13 -13.1% 14 1997 9 30 8,090,222.80 11,006,959.88 1,375,022.40 14.3% 11,948,609.79 1,341,879.45 12.7% 2 1997 10 31 8,119,753.88 7,385,616.42 -3,621,343.45 -32.9% 9,654,510.39 -2,294,099.40 -19.2% 27 1997 11 30 8,582,597.82 9,610,733.00 2,225,116.57 30.1% 11,165,344.86 1,510,834.47 15.6% 6 1997 12 31 10,442,112.64 9,158,572.77 -452,160.22 -4.7% 10,605,032.42 -560,312.44 -5.0% 12 1998 1 31 9,322,756.10 8,645,000.00 -513,572.76 -5.6% 10,424,032.78 -180,999.63 -1.7% 20 1998 2 28 8,923,806.33 8,272,307.08 -372,692.92 -4.3% 8,851,748.45 -1,572,284.33 -15.1% 9 1998 3 31 8,454,112.12 7,065,700.40 -1,206,606.67 -14.6% 9,479,875.10 628,126.64 7.1% 7 1998 4 30 6,851,137.86 6,899,466.09 -166,234.31 -2.4% 7,770,442.68 -1,709,432.41 -18.0% 18 1998 5 31 6,837,051.04 6,124,393.86 -775,072.22 -11.2% 7,493,205.07 -277,237.61 -3.6% 13 1998 6 30 6,685,053.29 7,278,091.64 1,153,697.77 18.8% 8,722,879.81 1,229,674.73 16.4% 3 1998 7 31 7,271,461.27 8,297,511.74 1,019,420.10 14.0% 9,333,199.68 610,319.87 7.0% 6 1998 8 31 6,861,142.12 7,833,093.77 -464,417.97 -5.6% 12,672,884.88 3,339,685.20 35.8% 10 1998 9 30 9,465,003.47 13,531,454.23 5,698,360.46 72.7% 16,959,266.20 4,286,381.32 33.8% 7 1998 10 31 15,048,267.38 14,531,476.62 1,000,022.39 7.4% 14,770,003.45 -2,189,262.75 -12.9% 16 1998 11 30 14,496,374.48 14,245,449.78 -286,026.84 -2.0% 15,921,466.46 1,151,463.01 7.8% 3 1998 12 31 14,044,759.94 13,871,610.82 -373,838.95 -2.6% 15,681,944.34 -239,522.11 -1.5% 10 1999 1 31 13,175,153.98 12,171,518.06 -1,700,092.76 -12.3% 13,211,900.89 -2,470,043.45 -15.8% 17 1999 2 28 12,745,720.18 12,189,645.62 18,127.55 0.1% 15,950,171.66 2,738,270.77 20.7% 4 1999 3 31 13,049,906.41 15,809,296.25 3,619,650.62 29.7% 17,865,045.32 1,914,873.66 12.0% 9 1999 4 30 13,127,155.39 18,247,255.53 2,437,959.28 15.4% 20,350,157.81 2,485,112.49 13.9% 5 1999 5 31 18,208,119.92 17,613,626.49 -633,629.04 -3.5% 21,174,239.55 824,081.73 4.0% 16 1999 6 30 15,779,087.72 17,572,295.80 -41,330.69 -0.2% 22,927,864.53 1,753,624.98 8.3% 11 1999 7 31 20,121,701.04 17,405,178.78 -167,117.01 -1.0% 22,470,607.36 -457,257.16 -2.0% 13 1999 8 31 19,783,623.39 19,301,239.18 1,896,060.39 10.9% 21,162,014.69 -1,308,592.66 -5.8% 17 1999 9 30 18,702,270.77 20,078,695.17 777,455.98 4.0% 22,208,870.11 1,046,855.41 4.9% 8 1999 10 31 18,445,738.10 17,068,600.39 -3,010,094.77 -15.0% 18,105,198.70 -4,103,671.40 -18.5% 25 1999 11 30 19,015,629.50 16,755,669.11 -312,931.28 -1.8% 23,031,820.31 4,926,621.60 27.2% 6 1999 12 31 17,168,883.73 20,105,872.67 3,350,203.56 20.0% 24,342,320.91 1,310,500.59 5.7% 7 2000 1 31 22,237,544.95 19,725,740.35 -380,132.32 -1.9% 27,014,200.28 2,671,879.37 11.0% 19 2000 2 29 21,604,620.07 18,529,661.27 -1,196,079.07 -6.1% 22,834,926.60 -4,179,273.67 -15.5% 12 2000 3 31 20,086,596.76 19,417,115.76 887,454.48 4.8% 21,702,273.64 -1,132,652.96 -5.0% 15 2000 4 30 17,880,721.73 15,123,808.56 -4,293,307.20 -22.1% 21,685,624.44 -16,649.19 -0.1% 20 2000 5 31 18,880,368.66 23,018,727.29 7,894,918.72 52.2% 27,304,286.29 5,618,661.84 25.9% 8 2000 6 30 24,342,243.27 24,658,012.54 1,639,285.25 7.1% 25,953,950.04 -1,350,336.25 -4.9% 21 2000 7 31 24,310,726.46 23,135,024.59 -1,522,987.94 -6.2% 27,563,774.49 1,609,824.44 6.2% 8 2000 8 31 23,799,353.49 23,586,279.09 451,254.49 2.0% 31,573,425.56 4,009,651.06 14.5% 9 2000 9 30 28,634,179.82 26,301,404.26 2,715,125.17 11.5% 29,311,632.21 -2,261,793.34 -7.2% 17 2000 10 31 27,698,397.16 27,421,610.80 1,120,206.53 4.3% 32,768,693.92 3,457,061.70 11.8% 5 2000 11 30 28,008,470.52 24,448,532.33 -2,973,078.46 -10.8% 28,758,035.66 -4,010,658.25 -12.2% 14 2000 12 31 28,524,226.03 35,148,356.77 10,699,824.44 43.8% 51,664,124.44 22,906,088.77 79.7% 6 2001 1 31 44,435,300.28 71,445,753.31 36,297,396.54 103.3% 79,474,978.13 27,810,853.68 53.8% 15 2001 2 28 75,990,029.32 65,950,726.02 -5,495,027.29 -7.7% 78,265,273.71 -1,209,704.41 -1.5% 4 2001 3 31 72,430,640.57 83,362,048.16 17,411,322.13 26.4% 104,959,303.06 26,694,029.34 34.1% 5 2001 4 30 87,222,830.99 101,233,149.58 17,871,101.41 21.4% 120,678,353.52 15,719,050.46 15.0% 12 2001 5 31 90,608,040.38 111,236,696.67 10,003,547.09 9.9% 139,449,007.40 18,770,653.87 15.6% 4 2001 6 30 101,544,268.39 131,703,183.79 20,466,487.12 18.4% 142,171,164.16 2,722,156.76 2.0% 19 2001 7 31 120,537,554.32 110,030,080.95 -21,673,102.83 -16.5% 134,374,924.22 -7,796,239.94 -5.5% 16 2001 8 31 114,823,296.44 142,893,957.42 32,863,876.47 29.9% 178,792,706.14 44,417,781.92 33.1% 6 2001 9 30 107,977,152.11 178,117,134.21 35,223,176.78 24.6% 228,533,925.80 49,741,219.65 27.8% 25 2001 10 31 117,336,873.91 210,644,687.18 32,527,552.96 18.3% 248,308,776.17 19,774,850.37 8.7% 11 2001 11 30 223,485,695.23 204,818,193.76 -5,826,493.41 -2.8% 216,829,708.61 -31,479,067.55 -12.7% 19 2001 12 31 203,218,669.63 210,794,144.11 5,975,950.35 2.9% 264,642,212.22 47,812,503.60 22.1% 5 2002 1 31 163,460,065.85 209,217,447.64 -1,576,696.47 -0.7% 232,271,937.43 -32,370,274.78 -12.2% 18 2002 2 28 208,947,849.73 193,253,475.00 -15,963,972.63 -7.6% 206,426,783.97 -25,845,153.46 -11.1% 13 2002 3 31 172,414,178.38 173,768,041.48 -19,485,433.51 -10.1% 201,089,778.36 -5,337,005.60 -2.6% 10 2002 4 30 171,527,143.24 176,045,968.45 2,277,926.96 1.3% 239,146,623.74 38,056,845.37 18.9% 10 2002 5 31 198,822,138.77 214,255,487.43 38,209,518.97 21.7% 301,183,764.75 62,037,141.01 25.9% 12 2002 6 30 242,237,775.84 287,260,628.80 73,005,141.37 34.1% 404,687,572.04 103,503,807.28 34.4% 8 2002 7 31 324,037,174.10 393,467,046.64 106,206,417.83 37.0% 446,249,679.67 41,562,107.63 10.3% 9 2002 8 31 421,080,487.88 431,130,239.16 37,663,192.52 9.6% 441,582,739.16 -4,666,940.51 -1.0% 11 2002 9 30 360,586,892.21 360,615,021.38 -70,515,217.78 -16.4% 429,660,606.12 -11,922,133.03 -2.7% 8 2002 10 31 336,733,532.94 310,009,452.06 -50,605,569.32 -14.0% 336,645,171.93 -93,015,434.19 -21.6% 22 2002 11 30 299,016,323.45 312,822,957.34 2,813,505.28 0.9% 318,762,819.33 -17,882,352.59 -5.3% 13 2002 12 31 387,053,027.83 387,053,027.83 74,230,070.48 23.7% 387,053,027.83 68,290,208.50 21.4% 22