Algo Trading System RTM

Transcription

1 Year Return ,17% ,57% ,57% ,64% ,97% ,41% ,98% ,29% Algo Trading System RTM Jan-09 2-Jan-10 2-Jan-11 2-Jan-12 2-Jan-13 2-Jan-14 2-Jan-15 2-Jan-16 Symbol Entry Date Entry Price Exit Date Exit Price % Change Portfolio Value SSO 4-May-16 63,28 4-May-16 63,33 0,08% 81142,57 SSO 29-Apr-16 64,2 2-May-16 65,16 1,49% 81110,13 SSO 5-Apr-16 62,96 6-Apr-16 64,28 2,05% 80514,32 SSO 23-Mar-16 62,4 29-Mar-16 63,6 1,92% 79695,92 SSO 15-Mar-16 61,29 16-Mar-16 61,99 1,14% 77477,13 SSO 11-Mar-16 61,63 14-Mar-16 61,42 0,34% 76143,63 SSO 10-Mar-16 59,65 30-Mar-16 64,27-7,75% 75727,61 SSO 3-Mar-16 59,83 8-Mar-16 58,99 1,40% 78781,43 SSO 2-Mar-16 59,42 8-Mar-16 58,99 0,72% 77151,83 SSO 29-Feb-16 56,12 1-Mar-16 58,89 4,94% 76871,47 SSO 25-Feb-16 57,4 26-Feb-16 57,13 0,47% 75054,35 SSO 19-Feb-16 55,35 22-Feb-16 56,94 2,87% 74506,25 SSO 17-Feb-16 55,86 18-Feb-16 55,41 0,81% 71358,05 SSO 16-Feb-16 54,07 26-Feb-16 58,01-7,29% 70444,55 SSO 9-Feb-16 51,66 12-Feb-16 52,34 1,32% 73199,16 SSO 8-Feb-16 51,71 12-Feb-16 52,34 1,22% 71789,5 SSO 4-Feb-16 55,24 5-Feb-16 53,19 3,71% 71366,73 SSO 1-Feb-16 56,52 2-Feb-16 54,4 3,75% 70062,93 SSO 29-Jan-16 56,47 2-Feb-16 54,4 3,67% 66395,33 SSO 22-Jan-16 54,75 25-Jan-16 53,14 2,94% 65147,12 SSO 12-Jan-16 56,64 13-Jan-16 53,86 4,91% 64166,63 SSO 8-Jan-16 55,74 11-Jan-16 55,77 0,05% 59582,41 SSO 7-Jan-16 56,96 15-Jan-16 52,6-7,65% 59533,51 SSO 31-Dec Jan-16 57,68-8,44% 61913,52 SSO 28-Dec-15 63,82 29-Dec-15 65,14 2,07% 70452,12 SSO 23-Dec-15 64,28 24-Dec-15 64,02 0,40% SSO 22-Dec-15 62,75 4-Jan-16 61,19 2,49% 67967,96 SSO 18-Dec-15 60,79 21-Dec-15 61,82 1,69% 67122,44 SSO 15-Dec-15 63,28 17-Dec-15 63,18 0,16% 66580,66 SSO 9-Dec-15 63,48 10-Dec-15 63,81 0,52% 66423,66

2 SSO 8-Dec-15 64,5 16-Dec-15 65,08 0,90% 65920,08 SSO 3-Dec-15 63,68 4-Dec-15 66,17 3,91% 65628,92 SSO 6-Nov-15 66,64 13-Nov-15 61,98-6,99% 64406,33 SSO 5-Nov-15 66,69 13-Nov-15 62,02-7,00% 72261,85 SSO 30-Oct-15 65,3 2-Nov-15 66,82 2,33% 74876,1 SSO 27-Oct-15 64,49 28-Oct-15 65,96 2,28% 74023,38 SSO 21-Oct-15 61,63 22-Oct-15 63,63 3,25% 73194,3 SSO 19-Oct-15 62,49 20-Oct-15 62,35 0,22% 72040,3 SSO 16-Oct-15 62,42 20-Oct-15 62,35 0,11% 71798,93 SSO 14-Oct-15 60,04 15-Oct-15 61,92 3,13% 71758,4 SSO 9-Oct-15 61,32 13-Oct-15 60,68 1,04% 70664,24 SSO 8-Oct-15 61,26 13-Oct-15 60,68 0,95% 69579,44 SSO 5-Oct-15 59,61 6-Oct-15 59,2 0,69% 69245,94 SSO 24-Sep-15 56,47 2-Oct-15 57,58 1,97% 69000,35 SSO 23-Sep-15 56,79 2-Oct-15 57,58 1,39% 67048,96 SSO 18-Sep-15 57,96 21-Sep-15 58,51 0,95% 66588,39 SSO 16-Sep-15 60,2 17-Sep-15 59,9 0,50% 66284,25 SSO 11-Sep-15 58,12 14-Sep-15 57,7 0,72% 66116,85 SSO 3-Sep-15 57,52 4-Sep-15 55,78 3,03% 65877,03 SSO 1-Sep-15 55,29 2-Sep-15 57,43 3,87% 64895,67 SSO 31-Aug-15 58,86 1-Sep-15 54,74-7,00% 63697,27 SSO 27-Aug-15 59,8 28-Aug-15 59,79 0,02% 65967,5 SSO 25-Aug-15 52,93 26-Aug-15 57,03 7,75% 65961,72 SSO 24-Aug-15 54,23 26-Aug-15 57,03 5,16% 59393,52 SSO 21-Aug-15 59,12 24-Aug-15 52,93-10,47% 57948,72 SSO 19-Aug-15 65,78 21-Aug-15 61,18-6,99% 61087,05 SSO 7-Aug-15 65,64 10-Aug-15 67,26 2,47% 68339,29 SSO 3-Aug-15 66,77 5-Aug-15 66,99 0,33% 65860,69 SSO 23-Jul-15 67,11 29-Jul-15 67,41 0,45% 65529,14 SSO 22-Jul-15 67,8 20-Aug-15 63,05-7,01% 65081,84 SSO 6-Jul Jul-15 65,75 1,15% 67431,11 SSO 25-Jun-15 67,02 26-Jun-15 67,03 0,01% 67047,11 SSO 15-Jun-15 66,01 16-Jun-15 66,74 1,11% 67042,15 SSO 8-Jun-15 65,67 10-Jun-15 67,2 2,33% 66677,15 SSO 5-Jun-15 66,53 10-Jun-15 67,2 1,01% 64464,77 SSO 29-May-15 67,36 1-Jun-15 67,64 0,42% 64143,84 SSO 26-May-15 67,17 27-May-15 68,36 1,77% 64012,52 SSO 20-May-15 68,53 21-May-15 68,95 0,61% 63462,74 SSO 12-May-15 66,71 13-May-15 66,75 0,06% 63269,54 SSO 6-May-15 65,51 7-May-15 66,03 0,79% 63250,7 SSO 30-Apr-15 65,84 1-May-15 67,22 2,10% 63005,56 SSO 17-Apr-15 65,54 20-Apr-15 66,74 1,83% 62362,92 SSO 1-Apr-15 64,22 2-Apr-15 64,61 0,61% 61810,92 SSO 25-Mar-15 64,28 30-Mar-15 65,82 2,40% 61279,3 SSO 24-Mar-15 66,29 10-Apr-15 66,87 0,87% 59224,94 SSO 11-Mar-15 63,13 12-Mar-15 64,71 2,50% 58972,51 SSO 4-Mar-15 66,77 5-Mar-15 66,89 0,18% 58247,29 SSO 27-Feb-15 67,07 2-Mar-15 67,89 1,22% 58195,45 SSO 26-Feb-15 67,5 2-Mar-15 67,89 0,58% 57169,99 SSO 19-Feb-15 66,66 20-Feb-15 67,43 1,16% 57005,8

3 SSO 9-Feb-15 63,3 10-Feb-15 64,62 2,09% 56681,44 SSO 28-Jan-15 60,61 29-Jan-15 61,77 1,91% 56101,96 SSO 13-Jan-15 61,92 21-Jan-15 62,47 0,89% 55584,6 SSO 12-Jan-15 62,24 21-Jan-15 62,47 0,37% 54859,15 SSO 2-Jan-15 64,07 8-Jan-15 64,32 0,39% 54759,56 SSO 31-Dec-14 64,15 8-Jan-15 64,32 0,27% 54441,81 SSO 16-Dec-14 58,99 17-Dec-14 61,38 4,05% 54373,33 SSO 15-Dec-14 59,94 17-Dec-14 61,38 2,40% 51346,77 SSO 10-Dec-14 62,26 11-Dec-14 62,82 0,90% 50741,96 SSO 9-Dec-14 64,29 15-Dec-14 59,79-7,00% 50058,32 SSO 1-Dec-14 63,91 2-Dec-14 64,68 1,20% 51867,58 SSO 16-Oct-14 52,46 17-Oct-14 53,74 2,44% 51559,9 SSO 10-Oct-14 54,97 15-Oct-14 51,13-6,99% 50940,38 SSO 7-Oct-14 56,63 8-Oct-14 58,58 3,44% 56843,6 SSO 1-Oct-14 57,29 3-Oct-14 58,54 2,18% 54053,15 SSO 30-Sep-14 58,85 13-Oct-14 54,73-7,00% 52326,9 SSO 23-Sep-14 59,54 24-Sep-14 60,45 1,53% 54209,35 SSO 22-Sep-14 60,22 24-Sep-14 60,45 0,38% 53016,55 SSO 15-Sep-14 59,56 16-Sep-14 60,49 1,56% 52919,36 SSO 9-Sep-14 59,83 10-Sep-14 60,26 0,72% 52514,55 SSO 4-Sep-14 60,33 5-Sep-14 60,9 0,94% 52327,07 SSO 3-Sep-14 60,54 5-Sep-14 60,9 0,59% 51607,26 SSO 28-Aug-14 60,31 29-Aug-14 60,65 0,56% 51458,86 SSO 1-Aug-14 55,89 4-Aug-14 56,67 1,40% 51314,7 SSO 25-Jul-14 58,99 28-Jul-14 59,03 0,07% 50961,36 SSO 8-Jul-14 58,17 9-Jul-14 58,7 0,91% 50948,55 SSO 24-Jun-14 57,35 25-Jun-14 57,8 0,78% 50718,5 SSO 12-Jun-14 56,17 13-Jun-14 56,49 0,57% 50520,57 SSO 15-May-14 52,7 16-May-14 53,09 0,74% 50374,71 SSO 2-May-14 53,11 5-May-14 53,32 0,40% 50192,58 SSO 11-Apr-14 49,53 14-Apr-14 50,3 1,55% 50093,88 SSO 7-Apr-14 51,15 8-Apr-14 51,54 0,76% 49715,04 SSO 4-Apr-14 52,31 9-Apr-14 52,66 0,67% 49160,07 SSO 27-Mar-14 51,35 28-Mar-14 51,78 0,84% 49000,12 SSO 24-Mar-14 51,81 25-Mar-14 52,31 0,97% 48796,73 SSO 14-Mar-14 50,95 17-Mar-14 51,84 1,75% 48567,05 SSO 11-Mar-14 52,4 12-Mar-14 52,43 0,06% 48149,64 SSO 3-Feb-14 45,39 4-Feb-14 46,06 1,48% 48138,29 SSO 27-Jan-14 47,51 28-Jan-14 48,08 1,20% 47804,45 SSO 24-Jan-14 48,01 28-Jan-14 48,08 0,15% 46961,5 SSO 17-Jan-14 50,62 21-Jan-14 50,9 0,55% 46931,15 SSO 6-Jan Jan-14 50,58 1,16% 46802,91 SSO 3-Jan-14 50,23 7-Jan-14 50,58 0,70% 46015,73 SSO 30-Dec-13 50,79 31-Dec-13 51,28 0,96% 45858,75 SSO 12-Dec-13 47,31 16-Dec-13 47,87 1,18% 45639,23 SSO 11-Dec-13 47,6 16-Dec-13 47,87 0,57% 44857,24 SSO 3-Dec-13 48,25 6-Dec-13 48,83 1,20% 44733,31 SSO 2-Dec-13 48,64 6-Dec-13 48,83 0,39% 43949,14

4 SSO 26-Nov-13 48,71 27-Nov-13 48,9 0,39% 43863,83 SSO 20-Nov-13 47,56 21-Nov-13 48,31 1,58% 43776,28 SSO 19-Nov-13 47,82 21-Nov-13 48,31 1,02% 42775,03 SSO 31-Oct-13 46,16 1-Nov-13 46,34 0,39% 42560,66 SSO 23-Sep-13 43,32 11-Oct-13 43,35 0,07% 42478,4 SSO 20-Sep-13 43,67 9-Oct-13 40,61-7,01% 42440,67 SSO 27-Aug-13 39,65 28-Aug-13 39,92 0,68% 43953,84 SSO 15-Aug-13 41,17 23-Aug-13 41,28 0,27% 43808,04 SSO 12-Aug-13 42,58 13-Aug-13 42,85 0,63% 43633,47 SSO 7-Aug-13 42,65 8-Aug-13 42,89 0,56% 43210,11 SSO 6-Aug-13 42,95 27-Aug-13 39,94-7,01% 42845,86 SSO 24-Jul-13 42,33 25-Jul-13 42,5 0,40% 44382,18 SSO 20-Jun-13 37,59 21-Jun-13 37,79 0,53% 44296,54 SSO 12-Jun-13 38,78 13-Jun-13 39,94 2,99% 44182,15 SSO 5-Jun-13 38,56 6-Jun-13 39,24 1,76% 43547,35 SSO 24-May-13 40,55 28-May ,11% 43178,11 SSO 23-May-13 40,66 28-May ,84% 42476,11 SSO 18-Apr-13 35,3 19-Apr-13 35,88 1,64% 42299,99 SSO 15-Apr-13 35,81 16-Apr-13 36,83 2,85% 41960,11 SSO 19-Mar-13 35,66 20-Mar-13 36,1 1,23% 41398,09 SSO 18-Mar-13 35,83 20-Mar-13 36,1 0,75% 40645,51 SSO 21-Feb-13 33,5 22-Feb-13 34,14 1,91% 40497,38 SSO 31-Jan-13 33,28 1-Feb-13 33,88 1,80% 40120,91 SSO 8-Jan-13 31,42 9-Jan-13 31,6 0,57% 39765,1 SSO 26-Dec-12 29,83 31-Dec-12 30,17 1,14% 39655,38 SSO 24-Dec-12 30,17 31-Dec-12 30,17 0,00% 38996,46 SSO 14-Dec-12 29,67 17-Dec-12 30,35 2,29% 38993,57 SSO 4-Dec-12 29,3 5-Dec-12 29,42 0,41% 38555,65 SSO 3-Dec-12 29,39 5-Dec-12 29,42 0,10% 38315,3 SSO 27-Nov Nov-12 29,39 1,34% 38290,75 SSO 15-Nov-12 27,08 16-Nov-12 27,33 0,92% 38040,89 SSO 14-Nov-12 27,19 16-Nov-12 27,33 0,51% 37545,04 SSO 8-Nov-12 28,02 9-Nov-12 28,08 0,21% 37454,6 SSO 31-Oct-12 29,34 1-Nov-12 30,07 2,49% 37418,85 SSO 24-Oct-12 29,33 25-Oct-12 29,47 0,48% 36964,27 SSO 19-Oct-12 30,32 22-Oct-12 30,33 0,03% 36879,89 SSO 9-Oct-12 30,72 16-Oct-12 31,24 1,69% 36871,68 SSO 8-Oct-12 31,31 17-Oct-12 31,55 0,77% 35978,84 SSO 25-Sep-12 30,74 27-Sep-12 30,92 0,59% 35845,36 SSO 24-Sep-12 31,38 4-Oct-12 31,57 0,61% 35540,62 SSO 18-Sep-12 31,51 20-Sep-12 31,53 0,06% 35431,03 SSO 1-Aug-12 27,81 3-Aug-12 28,49 2,45% 35422,89 SSO 31-Jul-12 27,95 3-Aug-12 28,49 1,93% 34180,75 SSO 24-Jul-12 26,42 26-Jul-12 27,19 2,91% 33860,88 SSO 23-Jul-12 26,84 26-Jul-12 27,19 1,30% 32455,32 SSO 9-Jul-12 26,92 13-Jul-12 27,06 0,52% 32246,58 SSO 6-Jul Jul-12 27,06 0,22% 32015,7 SSO 21-Jun-12 25,85 22-Jun-12 26,21 1,39% 31986,7 SSO 15-May-12 26,1 29-May-12 26,19 0,34% 31778,67

5 SSO 14-May-12 26,39 1-Jun-12 24,52-7,09% 31601,88 SSO 9-May-12 27,02 10-May-12 27,13 0,41% 32743,26 SSO 4-May-12 27,56 7-May-12 27,58 0,07% 32560,14 SSO 3-May-12 28,48 14-May-12 26,47-7,06% 32524,66 SSO 19-Apr-12 27,91 20-Apr-12 27,97 0,21% 33694,48 SSO 16-Apr-12 27,58 17-Apr-12 28,43 3,08% 33655,81 SSO 10-Apr-12 27,16 11-Apr-12 27,56 1,47% 33146,66 SSO 4-Apr-12 28,76 5-Apr-12 28,76 0,00% 32913,35 SSO 29-Mar-12 28,95 30-Mar-12 29,18 0,79% 32910,55 SSO 28-Mar-12 29,07 30-Mar-12 29,18 0,38% 32532,84 SSO 22-Mar-12 28,55 23-Mar-12 28,74 0,67% 32468,97 SSO 21-Mar-12 28,96 26-Mar-12 29,53 1,97% 32163,9 SSO 6-Mar-12 26,6 7-Mar-12 26,97 1,39% 31852,68 SSO 5-Mar-12 27,44 8-Mar-12 27,5 0,22% 31230,36 SSO 15-Feb-12 26,57 16-Feb-12 27,11 2,03% 31196,58 SSO 30-Jan-12 25,34 1-Feb-12 25,73 1,54% 30883,21 SSO 27-Jan-12 25,5 1-Feb-12 25,73 0,90% 30210,98 SSO 4-Jan-12 23,97 23-Jan-12 25,65-7,01% 30078,68 SSO 22-Dec-11 23,12 28-Dec-11 22,97 0,65% 33679,46 SSO 21-Dec-11 22,69 10-Jan-12 24,6-8,42% 33322,95 SSO 16-Dec-11 21,77 19-Dec-11 21,33 2,02% 34795,59 SSO 14-Dec-11 21,57 15-Dec-11 21,72 0,70% 33766,44 SSO 13-Dec-11 22,06 20-Dec-11 22,59 2,40% 33426,18 SSO 7-Dec-11 23,37 8-Dec-11 22,4 4,15% 33029,28 SSO 6-Dec-11 23,25 8-Dec-11 22,4 3,66% 31104,6 SSO 1-Dec-11 22,77 2-Dec-11 22,75 0,09% 30546,14 SSO 30-Nov-11 22,76 2-Dec-11 22,75 0,04% 30485,94 SSO 29-Nov-11 21,03 30-Nov-11 22,5-6,99% 30470,94 SSO 25-Nov-11 19,76 28-Nov-11 20,92 5,87% 31580,9 SSO 18-Nov-11 21,78 23-Nov-11 20,26-6,98% 30693,1 SSO 17-Nov-11 21,82 23-Nov-11 20,29-7,01% 34428,37 SSO 11-Nov-11 23,51 14-Nov-11 23,06 1,91% 35633,24 SSO 8-Nov Nov-11 22,21 7,46% 35278,8 SSO 3-Nov-11 23,41 4-Nov-11 23,1 1,32% 33982,88 SSO 1-Nov-11 21,88 2-Nov-11 22,58 3,20% 33758,78 SSO 28-Oct-11 24,34 31-Oct-11 23,13 4,97% 33259,08 SSO 27-Oct-11 24,34 31-Oct-11 23,13 4,97% 30996,39 SSO 24-Oct-11 23,21 25-Oct-11 22,33 3,79% 30192,06 SSO 21-Oct-11 22,64 25-Oct-11 22,33 1,37% 28540,3 SSO 12-Oct-11 21,52 13-Oct-11 21,44 0,37% 28338,39 SSO 11-Oct-11 21,15 21-Oct-11 22,63-7,00% 28172,79 SSO 6-Oct-11 20,07 7-Oct-11 19,82 1,25% 29195,69 SSO 5-Oct-11 19,38 10-Oct-11 20,73-6,97% 28618,65 SSO 3-Oct-11 17,91 4-Oct-11 18,61 3,91% 29699,58 SSO 27-Sep-11 20,5 28-Sep-11 19,65 4,15% 29158,84 SSO 26-Sep-11 20,05 28-Sep-11 19,65 2,00% 27423,2 SSO 22-Sep-11 18,92 23-Sep-11 19,09 0,90% 27135,65 SSO 21-Sep-11 20,17 22-Sep-11 18,76-6,99% 27007,2 SSO 14-Sep-11 21,03 21-Sep-11 20,17 4,09% 29634,74

6 SSO 13-Sep-11 20,48 16-Sep-11 21,94-7,13% SSO 9-Sep-11 19,84 12-Sep-11 20,12 1,41% 28854,54 SSO 6-Sep-11 20,25 7-Sep-11 21,4 5,68% 28663,02 SSO 2-Sep-11 20,55 7-Sep-11 21,4 4,14% 26492,09 SSO 30-Aug-11 21,91 1-Sep-11 21,68 1,05% 25979,95 SSO 29-Aug-11 21,83 1-Sep-11 21,68 0,69% 25585,97 SSO 24-Aug-11 20,67 25-Aug-11 20,07 2,90% 25496,51 SSO 23-Aug-11 20,14 25-Aug-11 20,07 0,35% 24399,04 SSO 19-Aug-11 18,86 22-Aug-11 18,87 0,05% 24353,89 SSO 15-Aug-11 21,68 16-Aug-11 21,32 1,66% 24350,77 SSO 12-Aug-11 20,81 18-Aug-11 19,49 6,34% 23745,6 SSO 8-Aug-11 18,92 9-Aug-11 20,69 9,36% 23003,6 SSO 5-Aug-11 21,72 8-Aug-11 20,19-7,04% 22075,21 SSO 2-Aug-11 23,82 3-Aug-11 24,08 1,09% 22871,72 SSO 27-Jul-11 25,84 2-Aug-11 24,04-6,97% 22741,31 SSO 26-Jul-11 26,94 29-Jul-11 25,06-6,98% 25389,9 SSO 12-Jul-11 26,19 13-Jul-11 26,36 0,65% 26302,8 SSO 11-Jul-11 26,44 19-Jul-11 26,69 0,95% 26052,73 SSO 3-Jun-11 25,67 29-Jun-11 25,97 1,17% 25934,73 SSO 2-Jun-11 26,18 13-Jun-11 24,35-6,99% 25481,13 SSO 24-May-11 26,32 25-May-11 26,47 0,57% 26403,11 SSO 23-May-11 26,35 25-May-11 26,47 0,46% 26172,78 SSO 16-May-11 26,81 17-May-11 26,81 0,00% 26117,23 SSO 4-May-11 27,49 10-May-11 27,92 1,56% 26115,31 SSO 3-May-11 27,86 10-May-11 27,92 0,22% 25518,49 SSO 11-Apr-11 26,59 20-Apr-11 26,81 0,83% 25489,05 SSO 8-Apr-11 26,74 20-Apr-11 26,81 0,26% 25185,68 SSO 16-Mar-11 24,01 17-Mar-11 24,61 2,50% 25153,06 SSO 15-Mar-11 24,96 21-Mar-11 25,58 2,48% 24287,86 SSO 10-Mar-11 25,49 11-Mar-11 25,84 1,37% 23998,81 SSO 7-Mar-11 26,08 8-Mar-11 26,53 1,73% 23839,06 SSO 24-Feb-11 25,93 25-Feb-11 26,48 2,12% 23641,04 SSO 23-Feb-11 25,95 25-Feb-11 26,48 2,04% 22932,56 SSO 20-Jan-11 24,88 21-Jan-11 24,98 0,40% 22706,28 SSO 10-Jan-11 24,45 11-Jan-11 24,62 0,70% 22660,88 SSO 7-Jan-11 24,52 11-Jan-11 24,62 0,41% 22434,99 SSO 30-Nov-10 21,09 1-Dec ,31% 22389,59 SSO 29-Nov-10 21,37 1-Dec ,95% 21057,36 SSO 23-Nov-10 21,12 24-Nov-10 21,74 2,94% 20750,02 SSO 15-Nov-10 21,7 19-Nov-10 21,78 0,37% 20458,62 SSO 12-Nov-10 21,77 19-Nov-10 21,78 0,05% 20346,54 SSO 9-Nov-10 22,29 10-Nov-10 22,47 0,81% 20339,92 SSO 30-Sep-10 19,68 1-Oct-10 19,84 0,81% 20259,47 SSO 23-Sep-10 19,14 24-Sep-10 19,91 4,02% 20178,03 SSO 22-Sep-10 19,48 24-Sep-10 19,91 2,21% 19053,5 SSO 9-Sep-10 18,48 20-Sep-10 19,77-6,98% 18845,14 SSO 3-Sep-10 18,48 7-Sep-10 18,07 2,22% 21147,75 SSO 2-Sep Sep-10 19,26-7,00% 20424,51 SSO 23-Aug-10 17,28 1-Sep-10 17,67 2,26% 21179,25

7 SSO 20-Aug-10 17,41 1-Sep-10 17,67 1,49% 20495,97 SSO 18-Aug-10 18,16 19-Aug-10 17,53 3,47% 20342,27 SSO 12-Aug-10 17,78 17-Aug-10 18,08 1,69% 19996,64 SSO 11-Aug Aug-10 18,08 0,44% 19517,86 SSO 6-Aug-10 19,05 9-Aug-10 19,25 1,05% 19482,09 SSO 28-Jul-10 18,55 2-Aug-10 19,17 3,34% 19378,77 SSO 26-Jul-10 18,82 27-Jul-10 18,78 0,21% 18460,86 SSO 23-Jul-10 18,4 29-Jul-10 18,36 0,22% 18400,94 SSO 20-Jul-10 17,77 21-Jul-10 17,33 2,48% 18380,66 SSO 9-Jul-10 17,63 16-Jul-10 17,19 2,50% 18148,81 SSO 8-Jul-10 17,38 16-Jul-10 17,19 1,09% 17488,38 SSO 1-Jul-10 16,03 7-Jul-10 17,05 6,36% 17394,03 SSO 30-Jun-10 16,1 7-Jul-10 17,05 5,90% 15936,6 SSO 23-Jun-10 18,11 29-Jun-10 16,85-6,96% 15494,33 SSO 22-Jun-10 18,24 29-Jun-10 16,96-7,02% 17368,5 SSO 11-Jun-10 18,16 14-Jun-10 18,13 0,17% 17974,98 SSO 7-Jun-10 16,81 8-Jun-10 17,16 2,08% 17957,55 SSO 1-Jun-10 17,51 2-Jun-10 18,41 5,14% 17777,65 SSO 20-May-10 17,56 21-May-10 18,08 2,96% 17347,45 SSO 19-May-10 19,01 20-May-10 17,68-7,00% 17107,98 SSO 14-May-10 19,75 17-May-10 19,76 0,05% 17720,26 SSO 7-May-10 18,89 10-May-10 20,55 8,79% SSO 6-May-10 19,45 10-May-10 20,55 5,66% 15751,88 SSO 5-May-10 20,84 6-May-10 19,39-6,96% 15332,93 SSO 27-Apr-10 21,5 28-Apr-10 21,8 1,40% 15880,11 SSO 25-Mar-10 20,86 26-Mar-10 20,89 0,14% 15775,41 SSO 19-Mar-10 20,73 22-Mar-10 20,93 0,96% 15767,89 SSO 23-Feb-10 18,45 24-Feb-10 18,77 1,73% 15689,35 SSO 4-Feb-10 17,36 5-Feb-10 17,45 0,52% 15559,88 SSO 29-Jan-10 17,68 1-Feb-10 18,23 3,11% 15522,17 SSO 22-Jan-10 18,33 25-Jan-10 18,49 0,87% 15292,67 SSO 21-Jan-10 19,17 29-Jan-10 17,82-7,04% 15102,5 SSO 31-Dec-09 19,12 4-Jan-10 19,74 3,24% 15628,39 SSO 30-Dec-09 19,48 4-Jan-10 19,74 1,33% 14926,1 SSO 8-Dec-09 18,34 9-Dec-09 18,45 0,60% 14829,45 SSO 20-Nov-09 18,31 23-Nov-09 18,78 2,57% 14784,14 SSO 19-Nov-09 18,42 23-Nov-09 18,78 1,95% 14238,84 SSO 27-Oct-09 17,36 29-Oct-09 17,41 0,29% 14104,92 SSO 26-Oct-09 17,52 2-Nov-09 16,3-6,96% 14042,72 SSO 21-Oct-09 17,97 22-Oct-09 18,31 1,89% 14539,56 SSO 1-Oct-09 16,3 5-Oct-09 16,61 1,90% 14405,94 SSO 30-Sep-09 17,16 7-Oct-09 17,19 0,17% 14030,23 SSO 25-Sep-09 16,8 28-Sep-09 17,36 3,33% 14016,05 SSO 24-Sep-09 16,96 28-Sep-09 17,36 2,36% 13356,7 SSO 1-Sep-09 15,35 3-Sep-09 15,48 0,85% 13203,2 SSO 31-Aug-09 16,07 8-Sep-09 16,19 0,75% 13045,51 SSO 17-Aug-09 14,78 18-Aug-09 15,06 1,89% 12994,17 SSO 11-Aug-09 15,23 12-Aug-09 15,56 2,17% 12880,6 SSO 6-Aug-09 15,32 7-Aug-09 15,7 2,48% 12744,46

8 SSO 29-Jul-09 14,64 30-Jul-09 14,94 2,05% 12590,18 SSO 15-Jul-09 13,35 23-Jul-09 14,29-7,04% 12461,98 SSO 14-Jul-09 12,65 16-Jul-09 13,53-6,96% 14080,21 SSO 8-Jul-09 11,93 9-Jul ,59% 14596,25 SSO 25-Jun-09 13,07 26-Jun-09 13,01 0,46% 14550,57 SSO 24-Jun-09 12,51 1-Jul-09 13,39-7,03% 14442,87 SSO 19-Jun-09 13,11 22-Jun-09 12,33 5,95% 14971,8 SSO 17-Jun-09 12,83 18-Jun-09 13,02 1,48% 14533,77 SSO 16-Jun-09 12,9 18-Jun-09 13,02 0,93% 14221,03 SSO 12-Jun-09 13,9 15-Jun-09 13,22 4,89% 14154,15 SSO 5-Jun-09 13,74 8-Jun-09 13,63 0,80% 13814,15 SSO 1-Jun-09 13,8 3-Jun-09 13,47 2,39% 13647,61 SSO 29-May-09 13,2 11-Jun-09 14,12-6,97% 13143,41 SSO 21-May-09 12,24 26-May-09 12,85 4,98% 13638,68 SSO 20-May-09 12,63 26-May-09 12,85 1,74% 12731,78 SSO 13-May-09 12,16 14-May-09 12,34 1,48% 12623,32 SSO 12-May-09 12,74 18-May-09 12,84 0,78% 12376,65 SSO 1-May-09 11,98 6-May ,51% 12331,15 SSO 30-Apr-09 11,87 4-May-09 12,7-6,99% 14221,08 SSO 28-Apr-09 11,34 29-Apr-09 11,82 4,23% 14738,73 SSO 24-Apr-09 11,64 27-Apr-09 11,41 1,98% 14432,21 SSO 17-Apr-09 11,78 20-Apr-09 10,79 8,40% 14290,01 SSO 16-Apr-09 11,66 20-Apr-09 10,79 7,46% 12729,77 SSO 13-Apr-09 11,51 14-Apr-09 11,09 3,65% 12256,39 SSO 9-Apr-09 11,45 14-Apr-09 11,09 3,14% 11634,72 SSO 7-Apr-09 10,39 8-Apr-09 10,61 2,12% 11441,04 SSO 3-Apr-09 11,06 6-Apr-09 10,9 1,45% 11098,57 SSO 2-Apr-09 10,83 7-Apr-09 10,39 4,06% 10863,21 SSO 1-Apr-09 10,24 2-Apr-09 10,96-7,03% 10623,8 SSO 30-Mar-09 9,69 31-Mar-09 9,86 1,75% 11023,97 SSO 26-Mar-09 10,81 27-Mar-09 10,41 3,70% 10932,62 SSO 20-Mar-09 9,31 23-Mar-09 10,64 14,29% 10725,68 SSO 18-Mar-09 9,94 19-Mar-09 9,71 2,31% 10039,14 SSO 13-Mar-09 9,04 16-Mar-09 9,01 0,33% 9917,18 SSO 12-Mar-09 8,9 17-Mar-09 9,52-6,97% 9856,66 SSO 11-Mar-09 8,23 12-Mar-09 8,81-7,05% 10258,27 SSO 9-Mar-09 7,27 10-Mar-09 8,15 12,10% 10633,54 SSO 6-Mar-09 7,43 10-Mar-09 8,15 9,69% 9085,68 SSO 3-Mar-09 7,72 4-Mar-09 8,1 4,92% 8664,45 SSO 27-Feb-09 8,66 2-Mar-09 8,05-7,04% 8460,12 SSO 26-Feb-09 9,07 2-Mar-09 8,32-8,27% 9445,95 SSO 23-Feb-09 8,85 24-Feb-09 9,52 7,57% 9838,09 SSO 18-Feb-09 9,93 20-Feb-09 9,23-7,05% 9503,76 SSO 17-Feb-09 9,98 20-Feb-09 9,29-6,91% 10651,48 SSO 12-Feb-09 11,2 13-Feb-09 10,92 2,50% 11003,06 SSO 9-Feb-09 12,13 10-Feb-09 11,02 9,15% 10864,83 SSO 6-Feb-09 12,08 10-Feb-09 11,02 8,77% 9600,54 SSO 2-Feb-09 10,94 3-Feb-09 11,24 2,74% 9175,48 SSO 30-Jan-09 10,97 3-Feb-09 11,24 2,46% 8818,18 SSO 27-Jan-09 11,46 28-Jan-09 12,26-6,98% 8713,96

9 SSO 26-Jan-09 11,22 28-Jan ,95% 9804,15 SSO 16-Jan-09 11,68 20-Jan-09 10,45 10,53% 10162,91 SSO 12-Jan-09 12,26 13-Jan-09 12,27 0,08% 9650,86 SSO 2-Jan-09 13,94 5-Jan-09 13,93 0,07% 9647,11 SSO 31-Dec-08 13,14 2-Jan-09 14,05-6,93% 9641,41 In using any portion of TraderHR.com, you agree to the Terms and Conditions governing the use of the service as described in this disclaimer. Our disclaimers, policies and terms are subject to change without notice. TraderHR.com ( is published by RSI NET which is not registered as a broker-dealer or investment adviser either with the U.S. Securities and Exchange Commission or with any country securities authority. TraderHR.com does not advise its clients or any other person whether or not to buy or sell or take positions in securities. Mr. Persic s commentaries and index analysis represent his own opinions and should not be relied upon for purposes of effecting securities transactions or other investing strategies, nor should they be construed as an offer or solicitation of an offer to sell or buy any security. You should not interpret Mr. Persic s opinions as constituting investment advice. Trades mentioned on the site are hypothetical, not actual, positions, although Mr. Persic may take personal positions after posting trade set-ups for subscribers. Hypothetical performance results do not include trading commissions and other execution costs that would be incurred if the trades referenced in the diary or elsewhere on the site were actual trades. Past performance is no guarantee of future results. RSI NET cannot and do not assess, verify or guarantee the suitability or profitability of any particular investment. You bear responsibility for your own investment research and decisions and should seek the advice of a qualified securities professional before making any investment. As an express condition of using this service and anytime after ending the service, you agree not to hold any employees of RSI NET or the companies themselves liable for trading losses, lost profits or other damages resulting from your use of information in TraderHR in any form (Webbased, -based, or downloadable software), and you agree to indemnify and hold RSI NET and their employees harmless from and against any and all claims, losses, liabilities, costs, and expenses (including but not limited to attorneys fees) arising from your violation of this agreement. This paragraph is not intended to limit rights available to you or to us that may be available under the federal securities laws.