Signal Long ///////////// Date Signal SPY Price Profit/Loss ------------------------------------- 7/22/14 Short 198.01 7/28/14 Cover 196.84 + ----------- 7/28/14 Short 197.87 11.28AM 7/30/14 Cover 196.71 11.01AM + ---------- 7/30/14 long 196.99 12.19PM 7/31/14 sell 195.57 6.38AM - ---------- 7/31/14 Short 195.57 6.38AM 7/31/14 Cover 194.54 9.05AM + --------- 7/31/14 Long 194.34 10.40AM 7/1/14 Sell 192.00 8.51AM - --------- 7/1/14 Short 192.00 8.51AM 7/1/14 Cover 192.10 10.00AM ------ 7/1/14 Buy 192.10 10.00AM 7/4/14 Sell 192.14 8.03 am ----- 7/5/14 Short SPY 193.11 8.54AM 7/5/14 Cover SPY 191.68 11.20AM ------- 7/5/14 Long SPY 191.88 12.24PM