| Position | Symbol | Contracts | Entry Date | Entry Price | Exit Date | Exit Price | % Change | Net Profit | Bars Held | Profit/Bar | Cum Profit |
| Short | ES02M | 1 | 2/6/02 2:30 PM | 1,088.00 | 2/6/02 2:30 PM | 1,088.00 | 0.00 | 0.00 | 1.00 | 0.00 | 0.00 |
| Long | ES02M | 1 | 2/13/02 1:30 PM | 1,120.75 | 2/13/02 2:30 PM | 1,121.25 | 0.04 | 25.00 | 1.00 | 25.00 | 25.00 |
| Short | ES02M | 1 | 2/19/02 11:30 AM | 1,094.50 | 2/19/02 3:30 PM | 1,089.00 | 0.50 | 275.00 | 3.00 | 91.67 | 300.00 |
| Short | ES02M | 1 | 2/20/02 12:30 PM | 1,085.25 | 2/20/02 3:30 PM | 1,089.75 | -0.41 | -225.00 | 3.00 | -75.00 | 75.00 |
| Long | ES02M | 1 | 2/21/02 1:30 PM | 1,103.00 | 2/21/02 3:30 PM | 1,096.25 | -0.61 | -337.50 | 2.00 | -168.75 | -262.50 |
| Long | ES02M | 1 | 2/25/02 12:30 PM | 1,104.00 | 2/25/02 3:30 PM | 1,110.50 | 0.59 | 325.00 | 3.00 | 108.33 | 62.50 |
| Long | ES02M | 1 | 2/27/02 11:30 AM | 1,122.00 | 2/27/02 2:30 PM | 1,117.25 | -0.42 | -237.50 | 3.00 | -79.17 | -175.00 |
| Long | ES02M | 1 | 3/1/02 11:30 AM | 1,121.75 | 3/1/02 3:30 PM | 1,127.25 | 0.49 | 275.00 | 4.00 | 68.75 | 100.00 |
| Long | ES02M | 1 | 3/4/02 11:30 AM | 1,147.00 | 3/4/02 3:30 PM | 1,155.00 | 0.70 | 400.00 | 4.00 | 100.00 | 500.00 |
| Long | ES02M | 1 | 3/6/02 11:30 AM | 1,156.00 | 3/6/02 3:30 PM | 1,167.50 | 0.99 | 575.00 | 4.00 | 143.75 | 1075.00 |
| Short | ES02M | 1 | 3/7/02 11:30 AM | 1,161.75 | 3/7/02 3:30 PM | 1,159.00 | 0.24 | 137.50 | 4.00 | 34.38 | 1212.50 |
| Long | ES02M | 1 | 3/12/02 11:30 AM | 1,161.50 | 3/12/02 3:30 PM | 1,164.50 | 0.26 | 150.00 | 4.00 | 37.50 | 1362.50 |
| Long | ES02M | 1 | 3/15/02 11:30 AM | 1,164.25 | 3/15/02 3:30 PM | 1,166.75 | 0.21 | 125.00 | 4.00 | 31.25 | 1487.50 |
| Short | ES02M | 1 | 3/20/02 11:30 AM | 1,160.75 | 3/20/02 3:30 PM | 1,155.25 | 0.47 | 275.00 | 4.00 | 68.75 | 1762.50 |
| Short | ES02M | 1 | 3/21/02 12:30 PM | 1,147.00 | 3/21/02 3:30 PM | 1,153.75 | -0.59 | -337.50 | 3.00 | -112.50 | 1425.00 |
| Short | ES02M | 1 | 3/25/02 11:30 AM | 1,147.75 | 3/25/02 3:30 PM | 1,136.00 | 1.02 | 587.50 | 4.00 | 146.88 | 2012.50 |
| Long | ES02M | 1 | 3/27/02 11:30 AM | 1,144.25 | 3/27/02 3:30 PM | 1,146.50 | 0.20 | 112.50 | 4.00 | 28.13 | 2125.00 |
| Short | ES02M | 1 | 4/3/02 11:30 AM | 1,133.00 | 4/3/02 3:30 PM | 1,122.50 | 0.93 | 525.00 | 4.00 | 131.25 | 2650.00 |
| Long | ES02M | 1 | 4/8/02 11:30 AM | 1,118.75 | 4/8/02 3:30 PM | 1,126.50 | 0.69 | 387.50 | 4.00 | 96.88 | 3037.50 |
| Short | ES02M | 1 | 4/9/02 11:30 AM | 1,123.25 | 4/9/02 3:30 PM | 1,118.75 | 0.40 | 225.00 | 4.00 | 56.25 | 3262.50 |
| Long | ES02M | 1 | 4/10/02 11:30 AM | 1,130.25 | 4/10/02 3:30 PM | 1,128.00 | -0.20 | -112.50 | 4.00 | -28.13 | 3150.00 |
| Short | ES02M | 1 | 4/11/02 11:30 AM | 1,121.25 | 4/11/02 3:30 PM | 1,104.75 | 1.47 | 825.00 | 4.00 | 206.25 | 3975.00 |
| Short | ES02M | 1 | 4/15/02 11:30 AM | 1,109.25 | 4/15/02 3:30 PM | 1,106.50 | 0.25 | 137.50 | 4.00 | 34.38 | 4112.50 |
| Long | ES02M | 1 | 4/16/02 11:30 AM | 1,123.25 | 4/16/02 3:30 PM | 1,129.50 | 0.56 | 312.50 | 4.00 | 78.13 | 4425.00 |
| Short | ES02M | 1 | 4/18/02 11:30 AM | 1,121.50 | 4/18/02 3:30 PM | 1,125.25 | -0.33 | -187.50 | 4.00 | -46.88 | 4237.50 |
| Short | ES02M | 1 | 4/19/02 11:30 AM | 1,124.00 | 4/19/02 3:30 PM | 1,126.25 | -0.20 | -112.50 | 4.00 | -28.13 | 4125.00 |
| Short | ES02M | 1 | 4/22/02 11:30 AM | 1,113.00 | 4/22/02 3:30 PM | 1,108.00 | 0.45 | 250.00 | 4.00 | 62.50 | 4375.00 |
| Long | ES02M | 1 | 4/24/02 11:30 AM | 1,106.25 | 4/24/02 3:30 PM | 1,099.75 | -0.59 | -325.00 | 4.00 | -81.25 | 4050.00 |
| Long | ES02M | 1 | 4/25/02 11:30 AM | 1,093.50 | 4/25/02 3:30 PM | 1,090.25 | -0.30 | -162.50 | 4.00 | -40.63 | 3887.50 |
| Short | ES02M | 1 | 4/26/02 11:30 AM | 1,085.00 | 4/26/02 3:30 PM | 1,081.25 | 0.35 | 187.50 | 4.00 | 46.88 | 4075.00 |