William Tell TBonds DAY T-BONDS 67/99-Daily 01/04/93 - 1/15/99 ($75 per trade has been deducted to cover slippage and commissions)
Date Type Price Signal Name Entry P/L Cumulative 02/12/93 Sell 93^26 10 02/17/93 SExit 93^17 FPOS $ 206.25 $ 206.25 03/17/93 Buy 96^25 11 03/17/93 LExit 96^03 8 $ -762.50 $ -556.25 03/17/93 Sell 96^03 8 03/29/93 SExit 95^26 FPOS $ 206.25 $ -350.00 03/29/93 Buy 96^09 1 03/30/93 LExit 96^29 FPOL $ 550.00 $ 200.00 04/02/93 Sell 96^03 16 04/05/93 SExit 95^07 FPOS $ 800.00 $ 1000.00 04/08/93 Buy 96^27 13 04/12/93 LExit 98^29 FPOL $ 1987.50 $ 2987.50 04/16/93 Sell 99^31 10 04/19/93 SExit 99^07 FPOS $ 675.00 $ 3662.50 04/26/93 Buy 98^18 12 05/05/93 LExit 99^04 FPOL $ 487.50 $ 4150.00 05/11/93 Buy 99^00 19 05/12/93 LExit 99^01 FPOL $ -43.75 $ 4106.25 05/14/93 Sell 97^04 16 05/19/93 SExit 96^10 FPOS $ 737.50 $ 4843.75 05/19/93 Buy 96^20 12 05/20/93 LExit 97^12 FPOL $ 675.00 $ 5518.75 05/24/93 Buy 96^16 12 05/25/93 LExit 97^09 FPOL $ 706.25 $ 6225.00 05/25/93 Buy 97^09 19 05/25/93 LExit 97^09 FPOL $ -75.00 $ 6150.00 05/26/93 Buy 98^02 14 05/27/93 LExit 98^08 FPOL $ 112.50 $ 6262.50 07/06/93 Sell 102^26 10 07/07/93 SExit 102^01 FPOS $ 706.25 $ 6968.75 07/14/93 Buy 103^08 13 07/15/93 LExit 103^30 FPOL $ 612.50 $ 7581.25 07/27/93 Buy 102^14 11 07/29/93 LExit 102^20 FPOL $ 112.50 $ 7693.75 08/30/93 Buy 108^00 9 08/31/93 LExit 108^03 FPOL $ 18.75 $ 7712.50 09/10/93 Buy 108^31 1 09/13/93 LExit 109^26 FPOL $ 768.75 $ 8481.25 09/22/93 Buy 107^16 12 09/23/93 LExit 107^24 FPOL $ 175.00 $ 8656.25 09/23/93 Buy 107^24 11 09/23/93 LExit 107^24 FPOL $ -75.00 $ 8581.25 10/15/93 Sell 111^01 10 10/19/93 SExit 110^17 FPOS $ 425.00 $ 9006.25 10/22/93 Sell 109^09 16 10/25/93 SExit 108^19 FPOS $ 612.50 $ 9618.75 10/28/93 Buy 107^21 17 10/29/93 LExit 108^19 FPOL $ 862.50 $ 10481.25 11/05/93 Sell 105^09 16 11/08/93 SExit 104^31 FPOS $ 237.50 $ 10718.75 11/12/93 Buy 105^16 1 11/15/93 LExit 106^18 FPOL $ 987.50 $ 11706.25 11/18/93 Buy 106^17 17 12/07/93 LExit 106^26 FPOL $ 206.25 $ 11912.50 12/23/93 Buy 106^13 15 12/27/93 LExit 106^3 FPOL $ 487.50 $ 12400.00 12/30/93 Buy 106^13 17 01/10/94 LExit 106^24 FPOL $ 268.75 $ 12668.75 01/20/94 Buy 106^30 13 01/21/94 LExit 107^10 FPOL $ 300.00 $ 12968.75 01/24/94 Buy 107^01 1 01/27/94 LExit 107^09 FPOL $ 175.00 $ 13143.75 02/11/94 Buy 105^14 1 02/14/94 LExit 105^22 FPOL $ 175.00 $ 13318.75 02/18/94 Sell 104^09 16 02/22/94 SExit 103^17 FPOS $ 675.00 $ 13993.75 02/25/94 Sell 102^05 16 03/02/94 SExit 101^10 FPOS $ 768.75 $ 14762.50 03/02/94 Buy 102^02 12 03/08/94 LExit 102^08 FPOL $ 112.50 $ 14875.00 03/17/94 Buy 101^26 13 03/29/94 LExit 99^02 MMgmt $ -2825.00 $ 12050.00 04/14/94 Buy 96^24 17 04/22/94 LExit 97^17 FPOL $ 706.25 $ 12756.25 04/25/94 Buy 98^10 9 04/28/94 LExit 98^21 FPOL $ 268.75 $ 13025.00 04/29/94 Sell 96^13 16 05/02/94 SExit 96^10 FPOS $ 18.75 $ 13043.75 05/03/94 Buy 96^02 19 05/04/94 LExit 96^07 FPOL $ 81.25 $ 13125.00 05/10/94 Buy 94^09 19 05/11/94 LExit 94^26 FPOL $ 456.25 $ 13581.25 05/11/94 Sell 93^30 8 05/12/94 SExit 93^21 FPOS $ 206.25 $ 13787.50 05/17/94 Buy 95^15 19 05/18/94 LExit 97^14 FPOL $ 1893.75 $ 15681.25 05/24/94 Buy 95^15 19 05/25/94 LExit 95^18 FPOL $ 18.75 $ 15700.00 05/25/94 Sell 95^15 8 06/01/94 SExit 95^11 FPOS $ 50.00 $ 15750.00 06/09/94 Buy 97^16 17 06/10/94 LExit 97^20 FPOL $ 50.00 $ 15800.00 06/20/94 Buy 96^00 1 06/23/94 LExit 96^15 FPOL $ 393.75 $ 16193.75 06/27/94 Buy 95^11 12 06/28/94 LExit 95^25 FPOL $ 362.50 $ 16556.25 07/01/94 Sell 94^00 16 07/11/94 SExit 93^07 FPOS $ 706.25 $ 17262.50 07/21/94 Buy 95^09 17 07/22/94 LExit 95^20 FPOL $ 268.75 $ 17531.25 08/19/94 Sell 95^16 16 08/22/94 SExit 95^10 FPOS $ 112.50 $ 17643.75 08/24/94 Buy 96^02 14 08/25/94 LExit 96^06 FPOL $ 50.00 $ 17693.75 09/23/94 Buy 93^04 2 10/18/94 LExit 93^06 FPOL $ -12.50 $ 17681.25 10/21/94 Sell 91^08 16 10/25/94 SExit 90^26 FPOS $ 362.50 $ 18043.75 11/09/94 Buy 90^31 4 11/15/94 LExit 91^00 FPOL $ -43.75 $ 18000.00 11/23/94 Buy 91^23 13 11/25/94 LExit 92^08 FPOL $ 456.25 $ 18456.25 11/25/94 Buy 92^08 15 11/25/94 LExit 92^08 FPOL $ -75.00 $ 18381.25 12/12/94 Sell 93^13 7 12/13/94 SExit 92^30 FPOS $ 393.75 $ 18775.00 12/29/94 Buy 94^12 17 01/17/95 LExit 94^13 FPOL $ -43.75 $ 18731.25 01/25/95 Buy 93^23 14 01/26/95 LExit 93^29 FPOL $ 112.50 $ 18843.75 02/10/95 Sell 96^04 16 02/13/95 SExit 95^28 FPOS $ 175.00 $ 19018.75 02/23/95 Sell 97^13 18 02/24/95 SExit 97^12 FPOS $ -43.75 $ 18975.00 03/06/95 Buy 96^26 12 03/09/95 LExit 97^05 FPOL $ 268.75 $ 19243.75 03/29/95 Buy 98^30 12 03/30/95 LExit 99^26 FPOL $ 800.00 $ 20043.75 04/10/95 Buy 99^04 12 04/11/95 LExit 99^10 FPOL $ 112.50 $ 20156.25 05/02/95 Buy 100^04 19 05/03/95 LExit 100^16 FPOL $ 300.00 $ 20456.25 05/04/95 Buy 101^09 13 05/05/95 LExit 102^05 FPOL $ 800.00 $ 21256.25 05/09/95 Buy 103^26 19 05/10/95 LExit 105^11 FPOL $ 1456.25 $ 22712.50 05/16/95 Buy 105^12 19 05/17/95 LExit 106^02 FPOL $ 612.50 $ 23325.00 05/23/95 Buy 105^03 19 05/24/95 LExit 105^24 FPOL $ 581.25 $ 23906.25 05/24/95 Buy 106^03 14 05/25/95 LExit 107^12 FPOL $ 1206.25 $ 25112.50 05/25/95 Buy 106^28 15 05/30/95 LExit 107^17 FPOL $ 581.25 $ 25693.75 06/08/95 Buy 109^05 17 06/14/95 LExit 109^14 FPOL $ 206.25 $ 25900.00 07/06/95 Buy 109^09 13 07/07/95 LExit 110^30 FPOL $ 1581.25 $ 27481.25 07/12/95 Buy 110^06 12 07/13/95 LExit 110^07 FPOL $ -43.75 $ 27437.50 08/11/95 Sell 105^03 16 08/14/95 SExit 104^08 FPOS $ 768.75 $ 28206.25 08/14/95 Buy 104^18 12 08/16/95 LExit 105^09 FPOL $ 643.75 $ 28850.00 09/08/95 Sell 108^30 16 09/25/95 SExit 108^22 FPOS $ 175.00 $ 29025.00 10/27/95 Buy 112^09 1 10/30/95 LExit 112^18 FPOL $ 206.25 $ 29231.25 11/06/95 Buy 113^20 1 11/09/95 LExit 113^30 FPOL $ 237.50 $ 29468.75 11/13/95 Buy 112^19 12 11/14/95 LExit 113^22 FPOL $ 1018.75 $ 30487.50 12/04/95 Buy 115^29 9 12/05/95 LExit 116^17 FPOL $ 550.00 $ 31037.50 12/07/95 Sell 115^29 18 12/08/95 SExit 115^24 FPOS $ 81.25 $ 31118.75 12/20/95 Buy 115^18 11 12/22/95 LExit 115^23 FPOL $ 81.25 $ 31200.00 12/28/95 Buy 116^22 15 12/29/95 LExit 117^08 FPOL $ 487.50 $ 31687.50 01/05/96 Sell 116^18 16 01/08/96 SExit 116^03 FPOS $ 393.75 $ 32081.25 01/18/96 Buy 116^30 15 01/19/96 LExit 117^07 FPOL $ 206.25 $ 32287.50 01/25/96 Sell 116^03 8 01/26/96 SExit 115^10 FPOS $ 706.25 $ 32993.75 01/26/96 Buy 115^30 1 01/29/96 LExit 116^12 FPOL $ 362.50 $ 33356.25 02/02/96 Buy 116^15 1 02/13/96 LExit 116^22 FPOL $ 143.75 $ 33500.00 02/16/96 Sell 115^02 16 02/20/96 SExit 113^09 FPOS $ 1706.25 $ 35206.25 02/26/96 Buy 111^14 12 03/04/96 LExit 112^02 FPOL $ 550.00 $ 35756.25 03/21/96 Sell 108^11 18 03/28/96 SExit 107^18 17 $ 706.25 $ 36462.50 03/28/96 Buy 107^18 17 03/29/96 LExit 107^21 FPOL $ 18.75 $ 36481.25 04/01/96 Sell 108^05 10 04/05/96 SExit 107^29 FPOS $ 175.00 $ 36656.25 04/29/96 Sell 106^15 7 04/30/96 SExit 106^02 FPOS $ 331.25 $ 36987.50 05/01/96 Buy 105^13 12 05/02/96 LExit 105^18 FPOL $ 81.25 $ 37068.75 05/03/96 Buy 104^11 1 05/09/96 LExit 104^21 FPOL $ 237.50 $ 37306.25 05/09/96 Sell 104^12 18 05/10/96 SExit 104^01 FPOS $ 268.75 $ 37575.00 05/14/96 Buy 105^13 19 05/15/96 LExit 106^05 FPOL $ 675.00 $ 38250.00 05/21/96 Buy 106^08 19 05/23/96 LExit 106^18 FPOL $ 237.50 $ 38487.50 05/23/96 Sell 106^11 18 05/24/96 SExit 105^30 FPOS $ 331.25 $ 38818.75 06/03/96 Buy 104^21 1 06/06/96 LExit 105^07 FPOL $ 487.50 $ 39306.25 07/09/96 Buy 103^24 11 07/10/96 LExit 104^09 FPOL $ 456.25 $ 39762.50 07/25/96 Buy 105^04 17 07/26/96 LExit 105^20 FPOL $ 425.00 $ 40187.50 08/08/96 Buy 108^16 17 08/09/96 LExit 108^20 FPOL $ 50.00 $ 40237.50 08/30/96 Sell 105^01 16 09/03/96 SExit 103^26 FPOS $ 1143.75 $ 41381.25 09/03/96 Buy 104^04 12 09/04/96 LExit 105^02 FPOL $ 862.50 $ 42243.75 09/23/96 Buy 105^09 1 09/24/96 LExit 105^21 FPOL $ 300.00 $ 42543.75 10/10/96 Buy 107^31 17 10/15/96 LExit 108^09 FPOL $ 237.50 $ 42781.25 10/15/96 Sell 108^12 10 10/16/96 SExit 108^00 FPOS $ 300.00 $ 43081.25 10/21/96 Sell 108^22 7 10/22/96 SExit 108^17 FPOS $ 81.25 $ 43162.50 10/23/96 Buy 108^11 12 10/24/96 LExit 108^12 FPOL $ -43.75 $ 43118.75 11/01/96 Buy 110^18 2 11/05/96 LExit 110^28 FPOL $ 237.50 $ 43356.25 11/14/96 Buy 112^19 13 11/15/96 LExit 112^21 FPOL $ -12.50 $ 43343.75 11/20/96 Buy 113^10 14 12/02/96 LExit 113^20 FPOL $ 237.50 $ 43581.25 12/09/96 Buy 112^07 11 12/09/96 LExit 112^07 10 $ -75.00 $ 43506.25 12/09/96 Sell 112^07 10 12/11/96 SExit 111^23 FPOS $ 425.00 $ 43931.25 12/11/96 Buy 111^26 12 12/30/96 LExit 111^29 FPOL $ 18.75 $ 43950.00 01/06/97 Buy 109^16 1 02/04/97 LExit 109^27 FPOL $ 268.75 $ 44218.75 02/13/97 Buy 110^13 17 02/14/97 LExit 111^15 FPOL $ 987.50 $ 45206.25 03/03/97 Buy 108^15 12 03/04/97 LExit 108^22 FPOL $ 143.75 $ 45350.00 03/05/97 Buy 108^05 12 03/06/97 LExit 108^19 FPOL $ 362.50 $ 45712.50 05/06/97 Buy 108^09 19 05/09/97 LExit 108^14 FPOL $ 81.25 $ 45793.75 05/13/97 Buy 108^19 19 05/16/97 LExit 108^24 FPOL $ 81.25 $ 45875.00 05/20/97 Buy 108^08 19 05/21/97 LExit 108^17 FPOL $ 206.25 $ 46081.25 06/25/97 Buy 110^27 12 07/03/97 LExit 111^01 FPOL $ 112.50 $ 46193.75 07/17/97 Buy 113^18 15 07/23/97 LExit 114^08 FPOL $ 612.50 $ 46806.25 07/31/97 Buy 115^03 15 08/01/97 LExit 115^22 FPOL $ 518.75 $ 47325.00 08/13/97 Buy 111^06 12 08/14/97 LExit 111^31 FPOL $ 706.25 $ 48031.25 09/19/97 Buy 114^26 1 09/22/97 LExit 115^02 FPOL $ 175.00 $ 48206.25 09/24/97 Buy 114^27 12 09/25/97 LExit 115^11 FPOL $ 425.00 $ 48631.25 09/25/97 Sell 115^04 18 09/26/97 SExit 114^22 FPOS $ 362.50 $ 48993.75 10/09/97 Buy 114^21 17 10/10/97 LExit 114^30 FPOL $ 206.25 $ 49200.00 10/16/97 Buy 114^14 17 10/17/97 LExit 114^20 FPOL $ 112.50 $ 49312.50 11/05/97 Buy 116^17 12 11/06/97 LExit 116^21 FPOL $ 50.00 $ 49362.50 11/10/97 Buy 117^03 1 11/12/97 LExit 117^19 FPOL $ 425.00 $ 49787.50 11/17/97 Buy 117^13 12 11/18/97 LExit 118^03 FPOL $ 612.50 $ 50400.00 11/21/97 Buy 118^10 1 11/28/97 LExit 118^11 FPOL $ -43.75 $ 50356.25 12/17/97 Buy 119^08 12 12/19/97 LExit 120^00 FPOL $ 675.00 $ 51031.25 01/14/98 Buy 122^15 12 01/15/98 LExit 122^25 FPOL $ 237.50 $ 51268.75 01/26/98 Buy 120^06 12 01/27/98 LExit 120^13 FPOL $ 143.75 $ 51412.50 02/06/98 Sell 120^03 16 02/25/98 SExit 119^23 FPOS $ 300.00 $ 51712.50 03/04/98 Buy 118^16 12 03/05/98 LExit 119^04 FPOL $ 550.00 $ 52262.50 03/12/98 Buy 120^02 13 03/13/98 LExit 120^26 FPOL $ 675.00 $ 52937.50 03/16/98 Buy 121^04 9 04/03/98 LExit 121^20 FPOL $ 425.00 $ 53362.50 04/22/98 Buy 119^29 12 05/01/98 LExit 120^02 FPOL $ 81.25 $ 53443.75 05/01/98 Sell 120^11 10 05/04/98 SExit 119^27 FPOS $ 425.00 $ 53868.75 05/04/98 Buy 120^03 1 05/20/98 LExit 120^05 FPOL $ -12.50 $ 53856.25 05/28/98 Sell 121^04 7 06/15/98 SExit 123^28 MMgmt $ -2825.00 $ 51031.25 06/19/98 Sell 122^07 8 07/16/98 SExit 122^03 FPOS $ 50.00 $ 51081.25 07/17/98 Sell 122^00 16 08/21/98 SExit 124^31 MMgmt $ -3043.75 $ 48037.50 08/31/98 Buy 126^29 9 09/03/98 LExit 126^31 FPOL $ -12.50 $ 48025.00 09/04/98 Sell 126^20 7 09/10/98 SExit 129^12 MMgmt $ -2825.00 $ 45200.00 10/05/98 Buy 134^05 9 10/08/98 LExit 131^13 MMgmt $ -2825.00 $ 42375.00 10/13/98 Buy 128^20 12 10/15/98 LExit 129^15 FPOL $ 768.75 $ 43143.75 10/22/98 Sell 128^09 8 10/23/98 SExit 127^20 FPOS $ 581.25 $ 43725.00 10/26/98 Buy 127^04 12 10/27/98 LExit 128^19 FPOL $ 1393.75 $ 45118.75 11/04/98 Sell 127^16 8 11/05/98 SExit 126^29 FPOS $ 518.75 $ 45637.50 12/11/98 Sell 130^06 16 12/14/98 SExit 129^24 FPOS $ 362.50 $ 46000.00 12/16/98 Buy 129^16 12 12/17/98 BExit 129^21 FPOL $ 81.25 $ 46081.25 12/31/98 Buy 128^03 13 01/08/99 BExit 125^11 MMgmt $ -2825.00 $ 43256.25 01/13/99 Buy 126^21 11 01/15/99 BExit 126^26 FPOL $ 81.25 $ 43337.50