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Trades Summary 07/18/2003
-------------------------------
Number of trades 211
Avg days held 20.2
Avg profit per trade (% gross) 5.2
Avg winning trade (% gross) 23.2
Avg losing trade (% gross) -8.8
Profitable trades (% gross) 43.6
Profitable trades (% net)* 43.6
Avg drawdown (%) 2.1
Max drawdown (%) 20.1
Avg profit/avg drawdown 2.4
* Assumes 1% charge for commission/slippage per transaction
Trades (see definitions below)
------------------------------
day ticker nextopen trade tret rmin rmax daysheld
07/23/98 BA 41.50 Buy . . . .
07/30/98 ALL 42.44 Buy . . . .
08/03/98 BA 38.25 Sell -7.83 -8.72 -2.87 7
08/04/98 ALL 39.00 Sell -8.11 -9.14 0.00 3
08/04/98 BHI 22.75 Buy . . . .
08/04/98 LEH 33.15 Buy . . . .
08/11/98 BHI 21.31 Sell -6.33 -9.32 4.97 5
08/11/98 HAL 30.75 Buy . . . .
08/12/98 HON 36.13 Buy . . . .
08/14/98 DD 54.81 Buy . . . .
08/17/98 F 27.49 Buy . . . .
08/18/98 AES 18.57 Buy . . . .
08/20/98 FDX 25.63 Buy . . . .
08/20/98 NSM 11.56 Buy . . . .
08/21/98 LEH 30.69 Sell -7.42 -8.54 2.87 13
08/24/98 AES 17.09 Sell -7.97 -8.62 0.97 4
08/26/98 NSM 10.63 Sell -8.04 -8.04 -2.68 4
08/27/98 G 44.00 Buy . . . .
08/27/98 LTD 11.78 Buy . . . .
08/28/98 HET 15.75 Buy . . . .
08/31/98 F 25.17 Sell -8.44 -8.44 6.15 10
08/31/98 HAL 27.50 Sell -10.57 -13.63 4.07 14
08/31/98 HET 14.69 Sell -6.73 -8.32 -8.32 1
08/31/98 LTD 10.50 Sell -10.87 -10.87 0.25 2
09/01/98 AIG 43.12 Buy . . . .
09/01/98 AXP 27.43 Buy . . . .
09/01/98 NXTL 10.81 Buy . . . .
09/01/98 XRX 45.38 Buy . . . .
09/02/98 AOL 10.63 Buy . . . .
09/02/98 C 19.74 Buy . . . .
09/02/98 JPM 34.02 Buy . . . .
09/02/98 MEDI 8.32 Buy . . . .
09/02/98 MER 33.15 Buy . . . .
09/02/98 ORCL 3.34 Buy . . . .
09/03/98 DAL 47.85 Buy . . . .
09/03/98 EP 26.69 Buy . . . .
09/03/98 G 41.75 Sell -5.11 -7.82 2.00 5
09/03/98 HON 33.50 Sell -7.28 -8.66 8.30 16
09/03/98 NXTL 10.38 Sell -3.98 -7.77 -5.74 2
09/03/98 UTX 38.13 Buy . . . .
09/04/98 AXP 26.97 Sell -1.68 -10.61 1.68 3
09/04/98 BAC 59.50 Buy . . . .
09/04/98 C 19.16 Sell -2.94 -7.70 -2.79 2
09/04/98 JPM 33.31 Sell -2.09 -11.02 -3.44 2
09/08/98 MWD 27.25 Buy . . . .
09/09/98 BAC 49.75 Sell -16.39 -16.39 -4.94 2
09/09/98 CCU 37.00 Buy . . . .
09/09/98 MER 27.00 Sell -18.55 -18.55 -0.45 4
09/09/98 MWD 24.13 Sell -11.45 -11.45 -8.15 1
09/10/98 GE 25.45 Buy . . . .
09/10/98 PG 69.19 Buy . . . .
09/11/98 ORCL 4.29 Sell 28.44 -4.79 27.25 6
09/14/98 DIS 25.00 Buy . . . .
09/18/98 XRX 41.00 Sell -9.65 -9.65 5.00 12
09/21/98 FDX 23.38 Sell -8.78 -9.29 1.79 21
09/22/98 AOL 13.53 Sell 27.28 1.13 24.84 13
09/22/98 MEDI 11.07 Sell 33.05 -2.16 33.53 13
09/23/98 CCU 48.75 Sell 31.76 9.14 34.97 10
09/30/98 CSC 53.88 Buy . . . .
10/02/98 AIG 38.95 Sell -9.67 -9.67 3.18 22
10/02/98 CSC 48.56 Sell -9.87 -9.87 -6.63 2
10/02/98 EP 32.63 Sell 22.26 2.32 24.58 20
10/07/98 DAL 41.00 Sell -14.32 -14.32 13.31 23
10/07/98 HCA 17.00 Buy . . . .
10/08/98 EMC 11.85 Buy . . . .
10/08/98 ONE 38.38 Buy . . . .
10/08/98 USB 25.89 Buy . . . .
10/12/98 RSH 21.00 Buy . . . .
10/16/98 DD 64.00 Sell 16.77 -2.61 17.00 44
10/16/98 ONE 47.50 Sell 23.76 7.97 24.10 6
10/16/98 USB 32.56 Sell 25.76 8.81 24.99 6
10/20/98 EMC 15.28 Sell 28.95 5.49 24.05 8
10/21/98 UTX 45.22 Sell 18.59 -2.96 18.59 33
10/22/98 PG 87.00 Sell 25.74 -3.44 25.57 30
10/29/98 HCA 21.75 Sell 27.94 2.94 27.24 16
11/05/98 DIS 30.06 Sell 20.24 -6.00 20.76 38
11/05/98 GE 30.16 Sell 18.51 -6.37 18.82 40
12/01/98 SLB 43.13 Buy . . . .
12/10/98 RSH 19.16 Sell -8.76 -8.76 20.86 42
01/13/99 AES 19.41 Buy . . . .
01/13/99 CL 39.38 Buy . . . .
01/20/99 AES 17.94 Sell -7.57 -7.57 -2.11 4
01/27/99 HCA 18.19 Buy . . . .
02/03/99 SLB 52.50 Sell 21.73 -4.36 23.77 43
02/04/99 NSM 12.13 Buy . . . .
02/09/99 NSM 11.25 Sell -7.25 -8.24 -3.13 3
03/25/99 CL 46.50 Sell 18.08 -4.70 18.72 49
04/06/99 G 50.69 Buy . . . .
04/07/99 ORCL 5.44 Buy . . . .
04/08/99 HCA 19.30 Sell 6.10 -4.45 6.54 49
04/23/99 ORCL 6.97 Sell 28.12 6.80 25.74 12
06/18/99 G 42.88 Sell -15.41 -16.77 5.80 52
07/29/99 AVP 46.06 Buy . . . .
08/03/99 AOL 44.28 Buy . . . .
09/03/99 ONE 39.56 Buy . . . .
09/07/99 AVP 40.81 Sell -11.40 -11.40 2.17 27
09/07/99 S 32.22 Buy . . . .
09/20/99 ONE 36.38 Sell -8.04 -8.04 -1.42 10
09/24/99 S 29.34 Sell -8.94 -10.27 3.17 13
09/28/99 AOL 54.69 Sell 23.51 -6.50 24.07 39
10/01/99 HIG 39.44 Buy . . . .
10/06/99 ALL 24.06 Buy . . . .
10/08/99 HAL 35.00 Buy . . . .
10/14/99 RTN 25.88 Buy . . . .
10/18/99 NSC 22.00 Buy . . . .
10/19/99 NSM 26.00 Buy . . . .
10/20/99 TYC 43.75 Buy . . . .
10/20/99 XRX 25.50 Buy . . . .
10/25/99 SBC 47.00 Buy . . . .
10/27/99 HPQ 27.19 Buy . . . .
10/27/99 UIS 22.00 Buy . . . .
10/28/99 BCC 33.75 Buy . . . .
10/28/99 HIG 52.19 Sell 32.33 -5.40 28.52 19
10/29/99 TYC 39.63 Sell -9.42 -9.42 5.14 7
11/03/99 NSM 34.50 Sell 32.69 1.92 27.88 11
11/05/99 BHI 23.88 Buy . . . .
11/08/99 ALL 30.06 Sell 24.94 -2.33 24.94 23
11/17/99 HAL 44.13 Sell 26.09 -3.20 26.09 28
11/18/99 HPQ 36.56 Sell 34.46 2.32 35.45 16
11/18/99 UIS 29.63 Sell 34.68 -0.27 35.82 16
11/23/99 RTN 32.63 Sell 26.08 2.40 26.08 28
12/07/99 BHI 20.38 Sell -14.66 -14.66 21.98 21
12/07/99 SBC 54.06 Sell 15.02 -3.06 16.36 30
12/09/99 XRX 23.50 Sell -7.84 -8.08 12.51 35
12/13/99 MRK 68.00 Buy . . . .
12/15/99 BCC 39.13 Sell 15.94 -1.66 17.04 33
12/16/99 USB 17.48 Buy . . . .
12/16/99 WFC 39.44 Buy . . . .
12/20/99 BNI 24.88 Buy . . . .
12/21/99 BNI 23.38 Sell -6.03 -7.03 -7.03 1
12/21/99 NSC 20.13 Sell -8.50 -8.50 12.77 45
01/10/00 LU 47.48 Buy . . . .
01/11/00 AOL 64.13 Buy . . . .
01/11/00 TOY 11.94 Buy . . . .
01/14/00 LU 43.20 Sell -9.01 -9.01 -3.43 4
01/20/00 WFC 36.50 Sell -7.45 -7.76 5.70 23
01/21/00 TOY 10.94 Sell -8.38 -11.56 -1.59 7
01/27/00 BDK 39.50 Buy . . . .
01/28/00 AOL 58.50 Sell -8.78 -8.78 2.14 12
01/28/00 EP 30.50 Buy . . . .
01/28/00 UTX 52.63 Buy . . . .
02/03/00 MCD 35.88 Buy . . . .
02/10/00 USB 16.21 Sell -7.27 -8.70 8.52 38
02/11/00 UTX 48.81 Sell -7.26 -8.08 2.13 10
02/17/00 EP 37.88 Sell 24.20 5.74 24.59 14
02/18/00 BDK 34.75 Sell -12.03 -12.03 4.28 16
02/18/00 MCD 32.25 Sell -10.12 -10.12 1.20 11
02/18/00 MRK 62.50 Sell -8.09 -8.82 15.63 47
02/23/00 WMT 47.00 Buy . . . .
03/03/00 UIS 28.00 Buy . . . .
03/08/00 BMY 46.60 Buy . . . .
03/08/00 ETR 17.25 Buy . . . .
03/13/00 PG 57.44 Buy . . . .
03/14/00 ROK 14.42 Buy . . . .
03/15/00 UIS 25.81 Sell -7.82 -7.82 3.14 8
03/29/00 WMT 59.75 Sell 27.13 -5.32 25.00 25
04/03/00 BMY 59.04 Sell 26.70 -2.04 26.07 18
04/05/00 ETR 21.31 Sell 23.54 1.74 25.39 20
04/12/00 MSFT 40.44 Buy . . . .
04/14/00 CSCO 56.94 Buy . . . .
04/14/00 MSFT 37.13 Sell -8.18 -8.36 -2.00 2
05/01/00 CSCO 71.00 Sell 24.69 11.42 25.47 10
05/09/00 T 52.43 Buy . . . .
05/23/00 NXTL 39.06 Buy . . . .
05/23/00 T 49.20 Sell -6.16 -7.65 3.34 10
05/24/00 PG 65.63 Sell 14.26 -3.81 22.74 51
05/30/00 BCC 29.00 Buy . . . .
05/30/00 GM 71.75 Buy . . . .
06/02/00 NXTL 52.10 Sell 33.38 4.97 29.67 7
06/07/00 BCC 27.00 Sell -6.90 -7.31 0.66 6
06/15/00 GM 65.06 Sell -9.32 -9.32 -1.56 12
06/16/00 WFC 38.31 Buy . . . .
06/20/00 CSC 72.50 Buy . . . .
06/20/00 ROK 12.50 Sell -13.31 -13.31 17.41 68
06/21/00 ONE 27.81 Buy . . . .
06/28/00 HON 33.38 Buy . . . .
07/18/00 UIS 11.00 Buy . . . .
07/20/00 CSC 67.38 Sell -7.06 -7.06 3.53 21
07/21/00 UIS 10.00 Sell -9.09 -9.64 -4.00 3
07/25/00 BMY 45.71 Buy . . . .
07/26/00 XRX 15.50 Buy . . . .
07/27/00 NSM 36.00 Buy . . . .
07/27/00 TXN 58.50 Buy . . . .
08/03/00 ONE 34.69 Sell 24.74 -4.49 24.06 30
08/08/00 NSM 34.13 Sell -5.19 -7.64 0.36 8
08/10/00 WMT 51.44 Buy . . . .
08/22/00 WFC 45.25 Sell 18.12 0.00 18.92 46
08/28/00 HON 38.50 Sell 15.34 -1.14 19.83 42
08/31/00 WMT 47.56 Sell -7.54 -7.54 2.80 15
09/06/00 CCU 64.00 Buy . . . .
09/15/00 INTC 58.38 Buy . . . .
09/18/00 JPM 46.69 Buy . . . .
09/19/00 ATI 18.80 Buy . . . .
09/19/00 CCU 56.13 Sell -12.30 -12.41 2.16 9
09/21/00 BMY 56.07 Sell 22.66 -0.53 17.70 41
09/21/00 TXN 54.00 Sell -7.69 -7.90 20.74 39
09/22/00 CL 45.15 Buy . . . .
09/22/00 INTC 50.06 Sell -14.25 -17.88 8.02 5
09/25/00 ROK 10.72 Buy . . . .
09/26/00 AA 23.79 Buy . . . .
10/02/00 MEDI 59.50 Buy . . . .
10/02/00 XRX 12.38 Sell -20.13 -20.13 14.52 47
10/04/00 ORCL 34.15 Buy . . . .
10/06/00 JPM 43.13 Sell -7.62 -8.16 1.73 14
10/06/00 NXTL 40.75 Buy . . . .
10/10/00 NXTL 35.00 Sell -14.11 -14.11 -2.60 2
10/11/00 ORCL 31.91 Sell -6.56 -8.84 0.00 5
10/13/00 BDK 29.06 Buy . . . .
10/16/00 MSFT 25.94 Buy . . . .
10/20/00 MSFT 32.31 Sell 24.56 -2.78 25.67 4
10/20/00 ROK 15.18 Sell 41.60 -0.19 24.72 19
10/20/00 RSH 46.75 Buy . . . .
10/24/00 RSH 58.00 Sell 24.06 19.79 26.07 2
10/27/00 CL 57.80 Sell 28.02 -1.44 27.62 25
10/31/00 BDK 38.25 Sell 31.62 -2.13 29.49 12
11/13/00 HPQ 34.69 Buy . . . .
11/15/00 AA 29.13 Sell 22.45 -2.06 23.46 36
11/28/00 ATI 20.30 Sell 7.98 -6.91 9.04 49
11/29/00 EMC 70.25 Buy . . . .
11/29/00 LTD 18.50 Buy . . . .
11/30/00 HPQ 33.13 Sell -4.50 -8.82 6.66 12
11/30/00 MEDI 55.13 Sell -7.34 -10.61 19.55 42
12/01/00 SLB 66.81 Buy . . . .
12/05/00 EMC 90.00 Sell 28.11 5.88 28.03 4
12/07/00 AES 45.25 Buy . . . .
12/07/00 LTD 17.50 Sell -5.41 -8.11 7.03 6
12/15/00 FDX 39.00 Buy . . . .
12/20/00 AOL 35.50 Buy . . . .
12/20/00 HIG 66.75 Buy . . . .
12/22/00 ATI 14.69 Buy . . . .
12/27/00 VIA-B 46.38 Buy . . . .
12/28/00 AES 56.63 Sell 25.15 6.63 24.04 14
01/02/01 AOL 32.00 Sell -9.86 -9.86 8.45 7
01/08/01 HIG 62.63 Sell -6.17 -7.30 7.58 11
01/11/01 ATI 13.63 Sell -7.22 -7.22 8.10 12
01/12/01 ALL 35.00 Buy . . . .
01/17/01 VIA-B 58.63 Sell 26.41 -2.31 24.80 13
02/06/01 SLB 78.95 Sell 18.17 2.16 22.36 44
02/22/01 RSH 39.20 Buy . . . .
02/22/01 TXN 32.00 Buy . . . .
02/26/01 TXN 29.40 Sell -8.13 -8.91 -5.78 2
03/01/01 MWD 62.00 Buy . . . .
03/09/01 FDX 43.58 Sell 11.74 -4.49 16.36 56
03/12/01 MWD 58.00 Sell -6.45 -9.68 7.66 7
03/15/01 RSH 36.10 Sell -7.91 -8.16 10.64 15
03/22/01 BA 52.75 Buy . . . .
03/22/01 UTX 67.34 Buy . . . .
03/29/01 ALL 40.35 Sell 15.29 -0.71 20.00 52
04/04/01 LU 6.03 Buy . . . .
04/09/01 LU 5.75 Sell -4.64 -8.79 7.30 3
04/17/01 UIS 11.60 Buy . . . .
05/10/01 BA 65.97 Sell 25.06 0.47 25.02 34
05/16/01 UTX 82.65 Sell 22.74 -0.50 23.11 38
06/07/01 AES 41.00 Buy . . . .
06/15/01 HON 38.30 Buy . . . .
06/21/01 ROK 13.98 Buy . . . .
06/21/01 UIS 13.80 Sell 18.97 -2.59 19.83 46
06/25/01 HON 34.90 Sell -8.88 -8.88 4.44 6
06/29/01 HAL 35.25 Buy . . . .
07/12/01 HAL 31.78 Sell -9.84 -9.87 -3.12 8
07/16/01 AES 38.55 Sell -5.98 -7.34 7.07 26
07/26/01 ALL 35.55 Buy . . . .
08/06/01 ALL 33.00 Sell -7.17 -7.20 -0.11 7
08/17/01 ROK 16.70 Sell 19.46 -2.43 21.32 40
09/06/01 ORCL 10.86 Buy . . . .
09/07/01 AOL 31.50 Buy . . . .
09/17/01 CSC 32.30 Buy . . . .
09/17/01 CSCO 14.20 Buy . . . .
09/17/01 MSFT 26.70 Buy . . . .
09/18/01 F 17.00 Buy . . . .
09/20/01 AOL 29.27 Sell -7.08 -7.14 9.24 5
09/20/01 CSCO 11.90 Sell -16.20 -16.20 -4.44 3
09/20/01 F 15.02 Sell -11.65 -11.65 -3.35 2
09/21/01 GS 69.75 Buy . . . .
09/21/01 HPQ 15.77 Buy . . . .
09/21/01 MEDI 32.80 Buy . . . .
09/21/01 MWD 42.75 Buy . . . .
09/24/01 AXP 28.00 Buy . . . .
09/24/01 BA 33.25 Buy . . . .
09/24/01 DAL 23.95 Buy . . . .
09/24/01 FDX 36.74 Buy . . . .
09/24/01 HD 36.74 Buy . . . .
09/24/01 HON 27.84 Buy . . . .
09/24/01 JPM 32.55 Buy . . . .
09/24/01 LEH 51.00 Buy . . . .
09/24/01 MER 38.90 Buy . . . .
09/24/01 ONE 30.00 Buy . . . .
09/24/01 TOY 19.50 Buy . . . .
09/24/01 TYC 43.75 Buy . . . .
09/25/01 BDK 32.24 Buy . . . .
09/25/01 CI 77.60 Buy . . . .
09/25/01 GM 42.45 Buy . . . .
09/25/01 HIG 54.81 Buy . . . .
09/25/01 UTX 46.90 Buy . . . .
09/26/01 TOY 17.85 Sell -8.46 -8.46 -4.62 2
09/27/01 BDK 29.45 Sell -8.65 -10.02 -5.49 2
09/27/01 HON 25.60 Sell -8.05 -10.02 1.47 3
09/28/01 ATI 13.27 Buy . . . .
10/02/01 UIS 8.15 Buy . . . .
10/03/01 ORCL 14.10 Sell 29.83 -0.92 25.78 15
10/23/01 LEH 63.65 Sell 24.80 2.75 24.02 21
10/25/01 MEDI 40.75 Sell 24.24 0.30 24.27 24
11/01/01 CI 76.50 Sell -1.42 -7.72 9.47 27
11/02/01 CSC 41.49 Sell 28.45 -2.45 24.09 34
11/05/01 MER 47.50 Sell 22.11 -2.80 25.14 30
11/06/01 FDX 44.20 Sell 20.30 -5.42 20.71 31
11/06/01 GS 86.00 Sell 23.30 -1.22 24.01 32
11/06/01 HPQ 20.00 Sell 26.82 -3.30 25.62 32
11/06/01 MSFT 32.11 Sell 20.26 -6.93 21.31 36
11/06/01 MWD 52.99 Sell 23.95 -0.47 24.37 32
11/07/01 UIS 10.20 Sell 25.15 0.61 24.42 26
11/08/01 TYC 53.95 Sell 23.31 0.98 23.59 33
11/14/01 HD 45.73 Sell 24.47 -3.24 25.83 37
11/14/01 JPM 39.61 Sell 21.69 -0.34 21.81 37
11/14/01 UTX 57.50 Sell 22.60 -4.80 24.05 36
11/15/01 AXP 33.75 Sell 20.54 -3.82 22.82 38
11/15/01 ONE 36.68 Sell 22.27 -2.13 22.27 38
11/19/01 DAL 28.90 Sell 20.67 -5.68 22.59 40
11/20/01 ATI 15.98 Sell 20.42 -4.07 22.23 37
11/23/01 GM 48.18 Sell 13.50 -5.54 12.46 42
12/06/01 BA 37.40 Sell 12.48 -2.56 13.32 52
12/17/01 F 15.29 Buy . . . .
12/19/01 HIG 61.90 Sell 12.94 -1.64 12.13 60
12/20/01 TXN 27.15 Buy . . . .
01/11/02 TYC 52.45 Buy . . . .
01/14/02 NXTL 8.49 Buy . . . .
01/15/02 NXTL 7.90 Sell -6.95 -7.30 -7.30 1
01/15/02 TYC 47.95 Sell -8.58 -8.58 -0.10 2
01/18/02 DOW 27.45 Buy . . . .
01/29/02 EP 34.98 Buy . . . .
02/01/02 WMB 16.60 Buy . . . .
02/05/02 F 14.10 Sell -7.78 -8.18 10.79 33
02/05/02 WMB 14.70 Sell -11.45 -12.47 -1.45 2
03/04/02 TXN 33.60 Sell 23.76 -5.16 25.19 48
03/05/02 EP 43.69 Sell 24.90 -3.89 24.99 24
03/19/02 DOW 34.13 Sell 24.34 -3.83 23.86 40
03/19/02 LU 3.51 Buy . . . .
04/02/02 BMY 38.15 Buy . . . .
04/04/02 BMY 32.50 Sell -14.81 -15.73 -1.18 2
04/11/02 LU 3.20 Sell -8.83 -8.83 11.97 16
05/02/02 EP 37.45 Buy . . . .
05/02/02 ORCL 8.46 Buy . . . .
05/07/02 EP 32.90 Sell -12.15 -12.15 -2.40 3
05/29/02 UIS 11.25 Buy . . . .
06/03/02 ORCL 7.47 Sell -11.70 -13.48 13.24 21
06/11/02 AMGN 38.66 Buy . . . .
06/11/02 UIS 10.30 Sell -8.44 -8.44 2.22 9
06/13/02 CCU 43.50 Buy . . . .
06/20/02 CCU 39.00 Sell -10.34 -10.34 4.09 5
06/27/02 AOL 13.49 Buy . . . .
07/01/02 XRX 6.77 Buy . . . .
07/02/02 AOL 12.50 Sell -7.34 -7.34 9.04 3
07/02/02 MO 46.20 Buy . . . .
07/03/02 AMGN 36.56 Sell -5.43 -7.32 11.87 16
07/03/02 XRX 5.95 Sell -12.11 -12.11 -3.25 2
07/11/02 HD 29.36 Buy . . . .
07/11/02 NSM 23.25 Buy . . . .
07/12/02 MO 42.92 Sell -7.10 -7.10 2.60 7
07/22/02 DIS 15.95 Buy . . . .
07/22/02 GM 41.70 Buy . . . .
07/22/02 NSM 21.25 Sell -8.60 -9.68 4.30 7
07/22/02 S 43.28 Buy . . . .
07/23/02 JNJ 44.16 Buy . . . .
07/23/02 MWD 33.75 Buy . . . .
07/24/02 AA 24.70 Buy . . . .
07/24/02 GD 85.60 Buy . . . .
07/24/02 HIG 46.25 Buy . . . .
07/24/02 HPQ 12.00 Buy . . . .
07/24/02 JPM 23.30 Buy . . . .
07/24/02 KO 46.70 Buy . . . .
07/24/02 MCD 23.63 Buy . . . .
07/24/02 SBC 24.70 Buy . . . .
07/25/02 C 27.65 Buy . . . .
07/25/02 CSCO 11.82 Buy . . . .
07/25/02 MCD 22.12 Sell -6.39 -7.53 -7.53 1
08/02/02 TXN 19.96 Buy . . . .
08/05/02 DIS 14.70 Sell -7.84 -10.53 11.16 10
08/05/02 GD 80.50 Sell -5.96 -7.93 1.69 8
08/05/02 TXN 18.81 Sell -5.76 -8.82 -8.82 1
08/08/02 HD 26.85 Sell -8.55 -8.55 5.52 20
08/09/02 MWD 41.80 Sell 23.85 8.89 26.61 13
08/14/02 JNJ 56.00 Sell 26.81 8.02 25.68 16
08/15/02 HPQ 15.00 Sell 25.00 -2.83 25.00 16
08/19/02 CSCO 14.67 Sell 24.11 -3.89 24.53 17
08/21/02 C 34.35 Sell 24.23 -3.36 24.23 19
09/05/02 AA 22.69 Sell -8.14 -10.32 11.54 30
09/17/02 JPM 19.06 Sell -18.20 -18.20 16.78 38
09/18/02 DAL 12.77 Buy . . . .
09/23/02 DAL 11.30 Sell -11.51 -11.51 -3.52 3
09/23/02 SBC 22.50 Sell -8.91 -8.91 20.93 42
09/24/02 GM 38.18 Sell -8.44 -8.49 18.47 45
09/24/02 HIG 43.00 Sell -7.03 -7.94 16.48 43
09/24/02 IBM 61.20 Buy . . . .
09/26/02 EMC 5.20 Buy . . . .
09/30/02 CSC 27.83 Buy . . . .
09/30/02 EMC 4.75 Sell -8.65 -12.12 -3.85 2
09/30/02 RTN 29.90 Buy . . . .
09/30/02 S 39.00 Sell -9.89 -9.89 14.95 49
10/04/02 IBM 56.60 Sell -7.52 -7.52 2.96 8
10/07/02 CSC 25.05 Sell -9.99 -10.71 6.86 5
10/08/02 RTN 27.15 Sell -9.20 -9.20 1.67 6
10/10/02 AEP 21.85 Buy . . . .
10/10/02 F 8.00 Buy . . . .
10/14/02 AEP 20.50 Sell -6.18 -9.47 -3.25 2
10/14/02 KO 52.55 Sell 12.53 0.64 13.51 57
11/01/02 CI 38.65 Buy . . . .
11/21/02 F 9.80 Sell 22.50 -0.88 29.00 30
01/14/03 CI 45.76 Sell 18.40 -6.62 18.37 49
01/30/03 AOL 11.80 Buy . . . .
02/05/03 AOL 10.35 Sell -12.29 -12.29 -1.19 4
02/14/03 ATI 3.28 Buy . . . .
02/19/03 ATI 3.09 Sell -5.79 -7.01 -3.05 2
02/20/03 SBC 20.60 Buy . . . .
03/07/03 F 7.29 Buy . . . .
03/10/03 NXTL 11.39 Buy . . . .
03/11/03 F 6.84 Sell -6.17 -9.47 -4.12 2
03/21/03 BAX 20.10 Buy . . . .
03/31/03 BAX 18.72 Sell -6.87 -7.26 -2.49 6
04/10/03 T 14.35 Buy . . . .
04/22/03 HCA 30.50 Buy . . . .
04/28/03 NXTL 14.98 Sell 31.52 -2.55 29.50 34
04/28/03 SBC 23.13 Sell 12.28 -6.12 11.89 46
05/16/03 T 17.78 Sell 23.90 -4.81 26.27 25
Current Long Holdings 07/18/2003
--------------------------------
ticker buydate buyp p rtd rmin rmax daysheld
HCA 15817 30.5 33.56 10.03 -2.59 10.30 61
Definitions
-----------
p = stock's closing price on respective day
nextopen = stock's opening price day after signal
buyp = price when bought--opening price day after signal
tret = total gross return (%) = (nextopen on sell-buyp)/buyp*100%
rtd = total gross return (%) to date for open positions
trade = type of transaction
rmin = minimum % ret on closing basis since entering position (-drawdown)
rmax = maximum % ret on closing basis since entering position
buydate = day of signal--trade executed next open
daysheld = number of trading days since entering position
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