Another Mechanical Swing Trading System

Signals for 10/15/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
CEPH 10/14/2009 %H&L - Filtered Sell 900 Stop 47.24 Stop Out
CEPH 10/14/2009 %H&L - Filtered Sell 900 Market Time Out
CMCSA 10/14/2009 %H&L - Filtered Buy 3300 Limit 15.06 H&L Filtered
DISH 10/14/2009 %H&L - Filtered Buy 2700 Limit 18.57 H&L Filtered
IACI 10/14/2009 %H&L - Filtered Buy 2700 Limit 18.82 H&L Filtered
NVDA 10/14/2009 %H&L - Filtered Buy 3700 Limit 13.42 H&L Filtered
ORLY 10/14/2009 %H&L - Filtered Sell 1500 Stop 30.20 Stop Out
ORLY 10/14/2009 %H&L - Filtered Sell 1500 Market Time Out
QCOM 10/14/2009 %H&L - Filtered Sell 1200 Stop 36.05 Stop Out
QCOM 10/14/2009 %H&L - Filtered Sell 1200 Market Time Out
ROST 10/14/2009 %H&L - Filtered Sell 1100 Stop 40.19 Stop Out
ROST 10/14/2009 %H&L - Filtered Sell 1100 Market Time Out

 

Signals for 10/16/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
BBBY 10/15/2009 %H&L - Filtered Buy 1400 Limit 36.12 H&L Filtered
CMCSA 10/15/2009 %H&L - Filtered Buy 3300 Limit 15.11 H&L Filtered
DISH 10/15/2009 %H&L - Filtered Sell 2700 Stop 16.34 Stop Out
DISH 10/15/2009 %H&L - Filtered Sell 2700 Limit 18.94 Profit
GENZ 10/15/2009 %H&L - Filtered Buy 900 Limit 54.99 H&L Filtered
LLTC 10/15/2009 %H&L - Filtered Buy 1900 Limit 25.98 H&L Filtered
NVDA 10/15/2009 %H&L - Filtered Buy 3700 Limit 13.39 H&L Filtered
ORLY 10/15/2009 %H&L - Filtered Sell 1500 Stop 30.07 Stop Out
ORLY 10/15/2009 %H&L - Filtered Sell 1500 Market Time Out
QCOM 10/15/2009 %H&L - Filtered Sell 1200 Stop 36.05 Stop Out
QCOM 10/15/2009 %H&L - Filtered Sell 1200 Market Time Out
ROST 10/15/2009 %H&L - Filtered Sell 1100 Stop 40.19 Stop Out
ROST 10/15/2009 %H&L - Filtered Sell 1100 Market Time Out
TEVA 10/15/2009 %H&L - Filtered Buy 1000 Limit 48.80 H&L Filtered
VRSN 10/15/2009 %H&L - Filtered Buy 2200 Limit 22.47 H&L Filtered
YHOO 10/15/2009 %H&L - Filtered Buy 3000 Limit 16.39 H&L Filtered

 

Can I get an update on profitability since thread inception?

 

Thank you for your interest. Here is the results for the system from 9/1/2009 -10/16/2009

A 4% profit in a month and a half isn't too bad, but this is a bull market. So, a long only system should do well.

Long + Short
Starting Capital $1,000,000.00
Ending Capital $1,041,827.21
Net Profit $41,827.21
Net Profit % 4.18%
Annualized Gain % 39.43%
Exposure 23.26%

Number of Trades 75
Avg Profit/Loss $557.70
Avg Profit/Loss % 1.10%
Avg Bars Held 2.07

Winning Trades 59
Winning % 78.67%
Gross Profit $57,539.00
Avg Profit $975.24
Avg Profit % 1.93%
Avg Bars Held 1.63
Max Consecutive 24

Losing Trades 16
Losing % 21.33%
Gross Loss ($15,523.84)
Avg Loss ($970.24)
Avg Loss % -1.96%
Avg Bars Held 3.69
Max Consecutive 2

Max Drawdown ($11,729.06)
Max Drawdown % -1.15%
Max Drawdown Date 10/1/2009

Wealth-Lab Score 167.56
Profit Factor 3.71
Recovery Factor 3.57
Payoff Ratio 0.99
Sharpe Ratio 0
Ulcer Index 0.27
Wealth-Lab Error Term 0.46
Wealth-Lab Reward Ratio 86.32
Luck Coefficient 1.64
Pessimistic Rate of Return 2.54
Equity Drop Ratio 0

 

Signals for 10/19/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/16/2009 %H&L - Filtered Buy 300 Limit 183.87 H&L Filtered
AMAT 10/16/2009 %H&L - Filtered Buy 4000 Limit 12.47 H&L Filtered
ATVI 10/16/2009 %H&L - Filtered Buy 4200 Limit 11.78 H&L Filtered
BBBY 10/16/2009 %H&L - Filtered Sell 1400 Stop 31.79 Stop Out
BBBY 10/16/2009 %H&L - Filtered Sell 1400 Limit 36.84 Profit
CMCSA 10/16/2009 %H&L - Filtered Sell 3300 Stop 13.29 Stop Out
CMCSA 10/16/2009 %H&L - Filtered Sell 3300 Limit 15.41 Profit
CTAS 10/16/2009 %H&L - Filtered Buy 1700 Limit 28.63 H&L Filtered
DELL 10/16/2009 %H&L - Filtered Buy 3300 Limit 14.95 H&L Filtered
DISH 10/16/2009 %H&L - Filtered Sell 2700 Stop 16.34 Stop Out
DISH 10/16/2009 %H&L - Filtered Sell 2700 Limit 18.94 Profit
EBAY 10/16/2009 %H&L - Filtered Buy 2200 Limit 22.45 H&L Filtered
FISV 10/16/2009 %H&L - Filtered Buy 1100 Limit 46.53 H&L Filtered
FLEX 10/16/2009 %H&L - Filtered Buy 7200 Limit 6.92 H&L Filtered
GENZ 10/16/2009 %H&L - Filtered Buy 900 Limit 54.99 H&L Filtered
GRMN 10/16/2009 %H&L - Filtered Buy 1400 Limit 34.49 H&L Filtered
HOLX 10/16/2009 %H&L - Filtered Buy 3200 Limit 15.78 H&L Filtered
IACI 10/16/2009 %H&L - Filtered Buy 2700 Limit 18.86 H&L Filtered
INFY 10/16/2009 %H&L - Filtered Buy 1100 Limit 46.78 H&L Filtered
INTC 10/16/2009 %H&L - Filtered Buy 2700 Limit 18.83 H&L Filtered
JNPR 10/16/2009 %H&L - Filtered Buy 1900 Limit 25.69 H&L Filtered
KLAC 10/16/2009 %H&L - Filtered Buy 1500 Limit 33.00 H&L Filtered
LLTC 10/16/2009 %H&L - Filtered Buy 1900 Limit 25.98 H&L Filtered
LOGI 10/16/2009 %H&L - Filtered Buy 3000 Limit 16.72 H&L Filtered
LRCX 10/16/2009 %H&L - Filtered Buy 1600 Limit 32.05 H&L Filtered
MCHP 10/16/2009 %H&L - Filtered Buy 2000 Limit 24.62 H&L Filtered
MRVL 10/16/2009 %H&L - Filtered Buy 3400 Limit 14.64 H&L Filtered
NVDA 10/16/2009 %H&L - Filtered Sell 3700 Stop 11.76 Stop Out
NVDA 10/16/2009 %H&L - Filtered Sell 3700 Limit 13.63 Profit
RIMM 10/16/2009 %H&L - Filtered Buy 800 Limit 64.64 H&L Filtered
STLD 10/16/2009 %H&L - Filtered Buy 3500 Limit 14.29 H&L Filtered
TEVA 10/16/2009 %H&L - Filtered Buy 1000 Limit 49.79 H&L Filtered
VRSN 10/16/2009 %H&L - Filtered Buy 2200 Limit 22.70 H&L Filtered
XLNX 10/16/2009 %H&L - Filtered Buy 2300 Limit 22.21 H&L Filtered

 

Signals for 10/20/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AMZN 10/19/2009 %H&L - Filtered Buy 600 Limit 87.93 H&L Filtered
BBBY 10/19/2009 %H&L - Filtered Sell 1400 Stop 31.79 Stop Out
BBBY 10/19/2009 %H&L - Filtered Sell 1400 Limit 36.84 Profit
CEPH 10/19/2009 %H&L - Filtered Buy 900 Limit 53.24 H&L Filtered
CMCSA 10/19/2009 %H&L - Filtered Sell 3300 Stop 13.29 Stop Out
CMCSA 10/19/2009 %H&L - Filtered Sell 3300 Limit 15.41 Profit
DISH 10/19/2009 %H&L - Filtered Sell 2700 Stop 16.34 Stop Out
DISH 10/19/2009 %H&L - Filtered Sell 2700 Limit 18.94 Profit
GENZ 10/19/2009 %H&L - Filtered Buy 900 Limit 54.99 H&L Filtered
MRVL 10/19/2009 %H&L - Filtered Buy 3400 Limit 14.64 H&L Filtered
NVDA 10/19/2009 %H&L - Filtered Sell 3700 Stop 11.76 Stop Out
NVDA 10/19/2009 %H&L - Filtered Sell 3700 Limit 13.63 Profit
STLD 10/19/2009 %H&L - Filtered Buy 3400 Limit 14.75 H&L Filtered
TEVA 10/19/2009 %H&L - Filtered Buy 1000 Limit 49.79 H&L Filtered

 

Signals for 10/21/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
ADP 10/20/2009 %H&L - Filtered Buy 1300 Limit 38.60 H&L Filtered
AMGN 10/20/2009 %H&L - Filtered Buy 900 Limit 57.84 H&L Filtered
BBBY 10/20/2009 %H&L - Filtered Sell 1400 Stop 31.79 Stop Out
BBBY 10/20/2009 %H&L - Filtered Sell 1400 Limit 36.84 Profit
BIIB 10/20/2009 %H&L - Filtered Buy 1100 Limit 47.18 H&L Filtered
CEPH 10/20/2009 %H&L - Filtered Sell 900 Stop 46.85 Stop Out
CEPH 10/20/2009 %H&L - Filtered Sell 900 Limit 54.30 Profit
CMCSA 10/20/2009 %H&L - Filtered Sell 3300 Stop 13.29 Stop Out
CMCSA 10/20/2009 %H&L - Filtered Sell 3300 Limit 15.41 Profit
CTAS 10/20/2009 %H&L - Filtered Buy 1700 Limit 28.65 H&L Filtered
CTXS 10/20/2009 %H&L - Filtered Buy 1300 Limit 38.88 H&L Filtered
DISH 10/20/2009 %H&L - Filtered Sell 2700 Stop 16.34 Stop Out
DISH 10/20/2009 %H&L - Filtered Sell 2700 Market Time Out
ERTS 10/20/2009 %H&L - Filtered Buy 2600 Limit 19.17 H&L Filtered
FAST 10/20/2009 %H&L - Filtered Buy 1300 Limit 37.10 H&L Filtered
FLEX 10/20/2009 %H&L - Filtered Buy 7100 Limit 7.07 H&L Filtered
GENZ 10/20/2009 %H&L - Filtered Sell 900 Stop 48.39 Stop Out
GENZ 10/20/2009 %H&L - Filtered Sell 900 Limit 56.09 Profit
HOLX 10/20/2009 %H&L - Filtered Buy 3200 Limit 15.50 H&L Filtered
ILMN 10/20/2009 %H&L - Filtered Buy 1200 Limit 41.78 H&L Filtered
INTC 10/20/2009 %H&L - Filtered Buy 2600 Limit 19.38 H&L Filtered
LIFE 10/20/2009 %H&L - Filtered Buy 1100 Limit 46.53 H&L Filtered
MRVL 10/20/2009 %H&L - Filtered Buy 3400 Limit 14.64 H&L Filtered
NTAP 10/20/2009 %H&L - Filtered Buy 1900 Limit 25.79 H&L Filtered
NVDA 10/20/2009 %H&L - Filtered Sell 3700 Stop 11.76 Stop Out
NVDA 10/20/2009 %H&L - Filtered Sell 3700 Limit 13.63 Profit
ORLY 10/20/2009 %H&L - Filtered Buy 1500 Limit 33.88 H&L Filtered
PAYX 10/20/2009 %H&L - Filtered Buy 1800 Limit 28.31 H&L Filtered
PPDI 10/20/2009 %H&L - Filtered Buy 2300 Limit 21.74 H&L Filtered
QCOM 10/20/2009 %H&L - Filtered Buy 1200 Limit 40.39 H&L Filtered
RIMM 10/20/2009 %H&L - Filtered Buy 800 Limit 66.03 H&L Filtered
SPLS 10/20/2009 %H&L - Filtered Buy 2200 Limit 22.68 H&L Filtered
STLD 10/20/2009 %H&L - Filtered Buy 3400 Limit 14.84 H&L Filtered
SYMC 10/20/2009 %H&L - Filtered Buy 3100 Limit 16.03 H&L Filtered
VRTX 10/20/2009 %H&L - Filtered Buy 1500 Limit 32.73 H&L Filtered

 

Signals for 10/22/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
ADBE 10/21/2009 %H&L - Filtered Buy 1500 Limit 33.59 H&L Filtered
ALTR 10/21/2009 %H&L - Filtered Buy 2500 Limit 19.88 H&L Filtered
AMAT 10/21/2009 %H&L - Filtered Buy 3900 Limit 12.77 H&L Filtered
AMZN 10/21/2009 %H&L - Filtered Buy 500 Limit 92.67 H&L Filtered
ATVI 10/21/2009 %H&L - Filtered Buy 4100 Limit 12.13 H&L Filtered
BBBY 10/21/2009 %H&L - Filtered Sell 1400 Stop 31.79 Stop Out
BBBY 10/21/2009 %H&L - Filtered Sell 1400 Market Time Out
BIIB 10/21/2009 %H&L - Filtered Sell 1100 Stop 41.52 Stop Out
BIIB 10/21/2009 %H&L - Filtered Sell 1100 Limit 48.13 Profit
CELG 10/21/2009 %H&L - Filtered Buy 900 Limit 54.03 H&L Filtered
CEPH 10/21/2009 %H&L - Filtered Sell 900 Stop 46.85 Stop Out
CEPH 10/21/2009 %H&L - Filtered Sell 900 Limit 54.30 Profit
CHRW 10/21/2009 %H&L - Filtered Buy 900 Limit 57.02 H&L Filtered
CMCSA 10/21/2009 %H&L - Filtered Sell 3300 Stop 13.29 Stop Out
CMCSA 10/21/2009 %H&L - Filtered Sell 3300 Market Time Out
COST 10/21/2009 %H&L - Filtered Buy 900 Limit 57.62 H&L Filtered
CSCO 10/21/2009 %H&L - Filtered Buy 2100 Limit 23.43 H&L Filtered
CTAS 10/21/2009 %H&L - Filtered Buy 1700 Limit 28.65 H&L Filtered
CTXS 10/21/2009 %H&L - Filtered Buy 1300 Limit 39.70 H&L Filtered
DELL 10/21/2009 %H&L - Filtered Buy 3500 Limit 14.38 H&L Filtered
DISH 10/21/2009 %H&L - Filtered Sell 2700 Stop 16.34 Stop Out
DISH 10/21/2009 %H&L - Filtered Sell 2700 Market Time Out
ERTS 10/21/2009 %H&L - Filtered Buy 2500 Limit 19.62 H&L Filtered
ESRX 10/21/2009 %H&L - Filtered Buy 600 Limit 77.74 H&L Filtered
EXPD 10/21/2009 %H&L - Filtered Buy 2000 Limit 25.03 H&L Filtered
FAST 10/21/2009 %H&L - Filtered Buy 1300 Limit 37.45 H&L Filtered
FLEX 10/20/2009 %H&L - Filtered Buy 7100 Limit 7.07 H&L Filtered
GENZ 10/21/2009 %H&L - Filtered Sell 900 Stop 48.39 Stop Out
GENZ 10/21/2009 %H&L - Filtered Sell 900 Limit 56.09 Profit
GILD 10/21/2009 %H&L - Filtered Buy 1100 Limit 43.64 H&L Filtered
HOLX 10/20/2009 %H&L - Filtered Buy 3200 Limit 15.50 H&L Filtered
IACI 10/21/2009 %H&L - Filtered Buy 2700 Limit 18.72 H&L Filtered
ILMN 10/20/2009 %H&L - Filtered Buy 1200 Limit 41.78 H&L Filtered
INFY 10/21/2009 %H&L - Filtered Buy 1100 Limit 46.78 H&L Filtered
INTC 10/21/2009 %H&L - Filtered Buy 2600 Limit 19.41 H&L Filtered
JBHT 10/21/2009 %H&L - Filtered Buy 1500 Limit 32.44 H&L Filtered
KLAC 10/21/2009 %H&L - Filtered Buy 1400 Limit 34.82 H&L Filtered
LIFE 10/21/2009 %H&L - Filtered Buy 1100 Limit 46.53 H&L Filtered
LLTC 10/21/2009 %H&L - Filtered Buy 1900 Limit 26.50 H&L Filtered
LRCX 10/21/2009 %H&L - Filtered Buy 1500 Limit 33.34 H&L Filtered
MCHP 10/21/2009 %H&L - Filtered Buy 2000 Limit 25.14 H&L Filtered
MRVL 10/21/2009 %H&L - Filtered Buy 3400 Limit 14.64 H&L Filtered
NTAP 10/21/2009 %H&L - Filtered Buy 1900 Limit 26.13 H&L Filtered
NVDA 10/21/2009 %H&L - Filtered Sell 3700 Stop 11.76 Stop Out
NVDA 10/21/2009 %H&L - Filtered Sell 3700 Market Time Out
ORLY 10/20/2009 %H&L - Filtered Buy 1500 Limit 33.88 H&L Filtered
PAYX 10/21/2009 %H&L - Filtered Buy 1800 Limit 28.31 H&L Filtered
QCOM 10/21/2009 %H&L - Filtered Buy 1200 Limit 40.39 H&L Filtered
RIMM 10/21/2009 %H&L - Filtered Sell 800 Stop 58.11 Stop Out
RIMM 10/21/2009 %H&L - Filtered Sell 800 Limit 67.35 Profit
ROST 10/21/2009 %H&L - Filtered Buy 1100 Limit 44.33 H&L Filtered
SBUX 10/21/2009 %H&L - Filtered Buy 2500 Limit 19.98 H&L Filtered
SPLS 10/21/2009 %H&L - Filtered Buy 2200 Limit 22.68 H&L Filtered
STLD 10/20/2009 %H&L - Filtered Buy 3400 Limit 14.84 H&L Filtered
VRTX 10/21/2009 %H&L - Filtered Buy 1500 Limit 32.73 H&L Filtered
XLNX 10/21/2009 %H&L - Filtered Buy 2300 Limit 22.21 H&L Filtered

 

Signals for 10/23/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AMAT 10/22/2009 %H&L - Filtered Buy 3900 Limit 12.87 H&L Filtered
AMGN 10/22/2009 %H&L - Filtered Buy 900 Limit 55.75 H&L Filtered
AMZN 10/22/2009 %H&L - Filtered Sell 500 Stop 81.55 Stop Out
AMZN 10/22/2009 %H&L - Filtered Sell 500 Limit 94.52 Profit
BBBY 10/22/2009 %H&L - Filtered Sell 1400 Stop 31.79 Stop Out
BBBY 10/22/2009 %H&L - Filtered Sell 1400 Market Time Out
BIIB 10/22/2009 %H&L - Filtered Sell 1100 Stop 41.52 Stop Out
BIIB 10/22/2009 %H&L - Filtered Sell 1100 Limit 48.13 Profit
CEPH 10/22/2009 %H&L - Filtered Sell 900 Stop 46.85 Stop Out
CEPH 10/22/2009 %H&L - Filtered Sell 900 Limit 54.30 Profit
CHRW 10/22/2009 %H&L - Filtered Buy 900 Limit 57.02 H&L Filtered
CMCSA 10/22/2009 %H&L - Filtered Sell 3300 Stop 13.29 Stop Out
CMCSA 10/22/2009 %H&L - Filtered Sell 3300 Market Time Out
COST 10/22/2009 %H&L - Filtered Sell 900 Stop 50.71 Stop Out
COST 10/22/2009 %H&L - Filtered Sell 900 Limit 58.77 Profit
CTAS 10/22/2009 %H&L - Filtered Sell 1700 Stop 25.21 Stop Out
CTAS 10/22/2009 %H&L - Filtered Sell 1700 Limit 29.22 Profit
CTXS 10/22/2009 %H&L - Filtered Sell 1300 Stop 34.93 Stop Out
CTXS 10/22/2009 %H&L - Filtered Sell 1300 Limit 40.49 Profit
DISH 10/22/2009 %H&L - Filtered Sell 2700 Stop 16.25 Stop Out
DISH 10/22/2009 %H&L - Filtered Sell 2700 Market Time Out
EBAY 10/22/2009 %H&L - Filtered Buy 2200 Limit 23.14 H&L Filtered
ERTS 10/22/2009 %H&L - Filtered Sell 2500 Stop 17.27 Stop Out
ERTS 10/22/2009 %H&L - Filtered Sell 2500 Limit 20.01 Profit
FAST 10/22/2009 %H&L - Filtered Buy 1300 Limit 37.31 H&L Filtered
FLEX 10/22/2009 %H&L - Filtered Buy 6900 Limit 7.21 H&L Filtered
GENZ 10/22/2009 %H&L - Filtered Sell 900 Stop 48.39 Stop Out
GENZ 10/22/2009 %H&L - Filtered Sell 900 Limit 56.09 Profit
GILD 10/22/2009 %H&L - Filtered Buy 1100 Limit 43.64 H&L Filtered
IACI 10/22/2009 %H&L - Filtered Sell 2700 Stop 16.48 Stop Out
IACI 10/22/2009 %H&L - Filtered Sell 2700 Limit 19.10 Profit
ILMN 10/21/2009 %H&L - Filtered Sell 1200 Stop 36.77 Stop Out
ILMN 10/21/2009 %H&L - Filtered Sell 1200 Limit 42.62 Profit
KLAC 10/22/2009 %H&L - Filtered Sell 1400 Stop 30.64 Stop Out
KLAC 10/22/2009 %H&L - Filtered Sell 1400 Limit 35.52 Profit
LLTC 10/22/2009 %H&L - Filtered Buy 1900 Limit 26.63 H&L Filtered
MCHP 10/22/2009 %H&L - Filtered Buy 2000 Limit 25.24 H&L Filtered
MRVL 10/22/2009 %H&L - Filtered Sell 3400 Stop 12.89 Stop Out
MRVL 10/22/2009 %H&L - Filtered Sell 3400 Limit 14.94 Profit
NVDA 10/22/2009 %H&L - Filtered Sell 3700 Stop 11.76 Stop Out
NVDA 10/22/2009 %H&L - Filtered Sell 3700 Market Time Out
PAYX 10/22/2009 %H&L - Filtered Sell 1800 Stop 24.91 Stop Out
PAYX 10/22/2009 %H&L - Filtered Sell 1800 Limit 28.88 Profit
QCOM 10/22/2009 %H&L - Filtered Sell 1200 Stop 35.54 Stop Out
QCOM 10/22/2009 %H&L - Filtered Sell 1200 Limit 41.20 Profit
RIMM 10/22/2009 %H&L - Filtered Sell 800 Stop 58.11 Stop Out
RIMM 10/22/2009 %H&L - Filtered Sell 800 Limit 67.35 Profit
SPLS 10/22/2009 %H&L - Filtered Sell 2200 Stop 19.92 Stop Out
SPLS 10/22/2009 %H&L - Filtered Sell 2200 Limit 23.08 Profit
TEVA 10/22/2009 %H&L - Filtered Buy 1000 Limit 49.80 H&L Filtered
VRTX 10/22/2009 %H&L - Filtered Buy 1500 Limit 32.69 H&L Filtered

 

Signals for 10/26/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
ADBE 10/23/2009 %H&L - Filtered Buy 1500 Limit 33.91 H&L Filtered
ALTR 10/23/2009 %H&L - Filtered Buy 2400 Limit 20.57 H&L Filtered
AMAT 10/23/2009 %H&L - Filtered Sell 3900 Stop 11.33 Stop Out
AMAT 10/23/2009 %H&L - Filtered Sell 3900 Limit 13.13 Profit
AMGN 10/23/2009 %H&L - Filtered Buy 900 Limit 55.44 H&L Filtered
AMZN 10/23/2009 %H&L - Filtered Sell 500 Stop 81.55 Stop Out
AMZN 10/23/2009 %H&L - Filtered Sell 500 Limit 94.52 Profit
APOL 10/23/2009 %H&L - Filtered Buy 700 Limit 71.33 H&L Filtered
ATVI 10/23/2009 %H&L - Filtered Buy 4100 Limit 12.08 H&L Filtered
BBBY 10/23/2009 %H&L - Filtered Sell 1400 Stop 31.40 Stop Out
BBBY 10/23/2009 %H&L - Filtered Sell 1400 Limit 36.39 Profit
BIIB 10/23/2009 %H&L - Filtered Sell 1100 Stop 41.52 Stop Out
BIIB 10/23/2009 %H&L - Filtered Sell 1100 Limit 48.13 Profit
BRCM 10/23/2009 %H&L - Filtered Buy 1800 Limit 27.25 H&L Filtered
CELG 10/23/2009 %H&L - Filtered Buy 900 Limit 53.85 H&L Filtered
CEPH 10/23/2009 %H&L - Filtered Sell 900 Stop 46.85 Stop Out
CEPH 10/23/2009 %H&L - Filtered Sell 900 Market Time Out
CHRW 10/23/2009 %H&L - Filtered Sell 900 Stop 50.18 Stop Out
CHRW 10/23/2009 %H&L - Filtered Sell 900 Limit 58.16 Profit
CMCSA 10/23/2009 %H&L - Filtered Buy 3300 Limit 14.94 H&L Filtered
COST 10/23/2009 %H&L - Filtered Sell 900 Stop 50.71 Stop Out
COST 10/23/2009 %H&L - Filtered Sell 900 Limit 58.77 Profit
CTAS 10/23/2009 %H&L - Filtered Sell 1700 Stop 25.21 Stop Out
CTAS 10/23/2009 %H&L - Filtered Sell 1700 Limit 29.22 Profit
CTXS 10/23/2009 %H&L - Filtered Sell 1300 Stop 34.93 Stop Out
CTXS 10/23/2009 %H&L - Filtered Sell 1300 Limit 40.49 Profit
DISH 10/23/2009 %H&L - Filtered Sell 2800 Stop 15.89 Stop Out
DISH 10/23/2009 %H&L - Filtered Sell 2800 Limit 18.42 Profit
EBAY 10/23/2009 %H&L - Filtered Buy 2200 Limit 23.14 H&L Filtered
ERTS 10/23/2009 %H&L - Filtered Sell 2500 Stop 17.27 Stop Out
ERTS 10/23/2009 %H&L - Filtered Sell 2500 Limit 20.01 Profit
ESRX 10/23/2009 %H&L - Filtered Buy 600 Limit 79.29 H&L Filtered
EXPD 10/23/2009 %H&L - Filtered Buy 2000 Limit 25.03 H&L Filtered
FAST 10/23/2009 %H&L - Filtered Buy 1300 Limit 37.20 H&L Filtered
FISV 10/23/2009 %H&L - Filtered Buy 1000 Limit 47.83 H&L Filtered
FLEX 10/23/2009 %H&L - Filtered Sell 6900 Stop 6.35 Stop Out
FLEX 10/23/2009 %H&L - Filtered Sell 6900 Limit 7.36 Profit
GENZ 10/23/2009 %H&L - Filtered Sell 900 Stop 48.39 Stop Out
GENZ 10/23/2009 %H&L - Filtered Sell 900 Market Time Out
GILD 10/23/2009 %H&L - Filtered Buy 1100 Limit 43.57 H&L Filtered
GRMN 10/23/2009 %H&L - Filtered Buy 1300 Limit 37.09 H&L Filtered
HOLX 10/23/2009 %H&L - Filtered Buy 3200 Limit 15.45 H&L Filtered
IACI 10/23/2009 %H&L - Filtered Sell 2700 Stop 16.48 Stop Out
IACI 10/23/2009 %H&L - Filtered Sell 2700 Limit 19.10 Profit
ILMN 10/23/2009 %H&L - Filtered Sell 1200 Stop 36.77 Stop Out
ILMN 10/23/2009 %H&L - Filtered Sell 1200 Limit 42.62 Profit
INTC 10/23/2009 %H&L - Filtered Buy 2600 Limit 19.53 H&L Filtered
JBHT 10/23/2009 %H&L - Filtered Buy 1500 Limit 32.31 H&L Filtered
JNPR 10/23/2009 %H&L - Filtered Buy 1900 Limit 26.05 H&L Filtered
KLAC 10/23/2009 %H&L - Filtered Sell 1400 Stop 30.64 Stop Out
KLAC 10/23/2009 %H&L - Filtered Sell 1400 Limit 35.52 Profit
LIFE 10/23/2009 %H&L - Filtered Buy 1100 Limit 46.87 H&L Filtered
LLTC 10/23/2009 %H&L - Filtered Sell 1900 Stop 23.43 Stop Out
LLTC 10/23/2009 %H&L - Filtered Sell 1900 Limit 27.16 Profit
MCHP 10/23/2009 %H&L - Filtered Sell 2000 Stop 22.21 Stop Out
MCHP 10/23/2009 %H&L - Filtered Sell 2000 Limit 25.75 Profit
MRVL 10/23/2009 %H&L - Filtered Sell 3400 Stop 12.89 Stop Out
MRVL 10/23/2009 %H&L - Filtered Sell 3400 Limit 14.94 Profit
MXIM 10/23/2009 %H&L - Filtered Buy 2800 Limit 17.94 H&L Filtered
NVDA 10/23/2009 %H&L - Filtered Buy 3900 Limit 12.90 H&L Filtered
ORLY 10/23/2009 %H&L - Filtered Buy 1500 Limit 34.15 H&L Filtered
PAYX 10/23/2009 %H&L - Filtered Sell 1800 Stop 24.91 Stop Out
PAYX 10/23/2009 %H&L - Filtered Sell 1800 Limit 28.88 Profit
QCOM 10/23/2009 %H&L - Filtered Sell 1200 Stop 35.54 Stop Out
QCOM 10/23/2009 %H&L - Filtered Sell 1200 Limit 41.20 Profit
RIMM 10/23/2009 %H&L - Filtered Sell 800 Stop 58.11 Stop Out
RIMM 10/23/2009 %H&L - Filtered Sell 800 Limit 67.35 Profit
SBUX 10/23/2009 %H&L - Filtered Buy 2500 Limit 19.98 H&L Filtered
SPLS 10/23/2009 %H&L - Filtered Sell 2200 Stop 19.92 Stop Out
SPLS 10/23/2009 %H&L - Filtered Sell 2200 Limit 23.08 Profit
STLD 10/23/2009 %H&L - Filtered Buy 3400 Limit 14.74 H&L Filtered
TEVA 10/23/2009 %H&L - Filtered Buy 1000 Limit 49.80 H&L Filtered
VRSN 10/23/2009 %H&L - Filtered Buy 2200 Limit 22.74 H&L Filtered
VRTX 10/23/2009 %H&L - Filtered Sell 1500 Stop 28.76 Stop Out
VRTX 10/23/2009 %H&L - Filtered Sell 1500 Limit 33.34 Profit
XLNX 10/23/2009 %H&L - Filtered Buy 2200 Limit 22.68 H&L Filtered