| Position | Symbol | Shares | Entry Date | Entry Price | Exit Date | Exit Price | % Change | Net Profit | Bars Held | Profit/Bar | Cum Profit |
| Long | AMEX:QQQ | 1,000 | 4/1/02 11:36 AM | 35.77 | 4/1/02 11:40 AM | 35.74 | -0.08 | -29.03 | 4.00 | -7.26 | -29.03 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 11:45 AM | 35.75 | 4/1/02 11:49 AM | 35.82 | 0.20 | 70.00 | 4.00 | 17.50 | 40.97 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 11:51 AM | 35.78 | 4/1/02 11:55 AM | 35.78 | 0.00 | -0.04 | 4.00 | -0.01 | 40.93 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 12:06 PM | 35.8 | 4/1/02 12:10 PM | 35.8 | -0.01 | -2.26 | 4.00 | -0.57 | 38.67 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 12:12 PM | 35.79 | 4/1/02 12:16 PM | 35.85 | 0.16 | 56.27 | 4.00 | 14.07 | 94.94 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 12:38 PM | 35.95 | 4/1/02 12:42 PM | 36.08 | 0.36 | 130.93 | 4.00 | 32.73 | 225.88 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 12:51 PM | 36.06 | 4/1/02 12:55 PM | 36.07 | 0.02 | 7.45 | 4.00 | 1.86 | 233.33 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 12:58 PM | 36.07 | 4/1/02 1:02 PM | 36.08 | 0.04 | 14.82 | 4.00 | 3.71 | 248.15 |
| Long | AMEX:QQQ | 1,000 | 4/1/02 1:47 PM | 36.31 | 4/1/02 1:51 PM | 36.33 | 0.06 | 20.81 | 4.00 | 5.20 | 268.96 |
| Short | AMEX:QQQ | 1,000 | 4/2/02 1:24 PM | 35.37 | 4/2/02 1:28 PM | 35.37 | 0.00 | 1.41 | 4.00 | 0.35 | 270.37 |
| Long | AMEX:QQQ | 1,000 | 4/5/02 9:45 AM | 35.01 | 4/5/02 9:49 AM | 35.04 | 0.09 | 32.68 | 4.00 | 8.17 | 303.04 |
| Short | AMEX:QQQ | 1,000 | 4/5/02 12:31 PM | 34.33 | 4/5/02 12:35 PM | 34.33 | 0.00 | 1.32 | 4.00 | 0.33 | 304.37 |
| Short | AMEX:QQQ | 1,000 | 4/5/02 12:36 PM | 34.33 | 4/5/02 12:40 PM | 34.33 | 0.00 | 0.00 | 4.00 | 0.00 | 304.37 |
| Long | AMEX:QQQ | 1,000 | 4/8/02 1:38 PM | 34.24 | 4/8/02 1:42 PM | 34.27 | 0.10 | 34.74 | 4.00 | 8.69 | 339.11 |
| Long | AMEX:QQQ | 1,000 | 4/8/02 1:43 PM | 34.25 | 4/8/02 1:47 PM | 34.21 | -0.12 | -41.77 | 4.00 | -10.44 | 297.34 |
| Long | AMEX:QQQ | 1,000 | 4/9/02 9:50 AM | 34.82 | 4/9/02 9:54 AM | 34.8 | -0.05 | -16.37 | 4.00 | -4.09 | 280.97 |
| Long | AMEX:QQQ | 1,000 | 4/10/02 9:44 AM | 33.77 | 4/10/02 9:48 AM | 33.85 | 0.23 | 76.79 | 4.00 | 19.20 | 357.76 |
| Short | AMEX:QQQ | 1,000 | 4/10/02 11:28 AM | 33.83 | 4/10/02 11:32 AM | 33.84 | -0.04 | -13.98 | 4.00 | -3.50 | 343.78 |
| Short | AMEX:QQQ | 1,000 | 4/10/02 11:35 AM | 33.83 | 4/10/02 11:39 AM | 33.85 | -0.07 | -22.67 | 4.00 | -5.67 | 321.11 |
| Short | AMEX:QQQ | 1,000 | 4/10/02 12:39 PM | 33.4 | 4/10/02 12:43 PM | 33.36 | 0.11 | 36.13 | 4.00 | 9.03 | 357.23 |
| Short | AMEX:QQQ | 1,000 | 4/11/02 9:38 AM | 33.78 | 4/11/02 9:42 AM | 33.68 | 0.28 | 95.46 | 4.00 | 23.86 | 452.69 |
| Short | AMEX:QQQ | 1,000 | 4/11/02 9:44 AM | 33.71 | 4/11/02 9:48 AM | 33.79 | -0.22 | -75.03 | 4.00 | -18.76 | 377.66 |
| Long | AMEX:QQQ | 1,000 | 4/12/02 9:41 AM | 33.2 | 4/12/02 9:45 AM | 33.1 | -0.31 | -102.70 | 4.00 | -25.67 | 274.96 |
| Short | AMEX:QQQ | 1,000 | 4/15/02 11:37 AM | 33.46 | 4/15/02 11:41 AM | 33.32 | 0.42 | 140.96 | 4.00 | 35.24 | 415.92 |
| Short | AMEX:QQQ | 1,000 | 4/15/02 11:48 AM | 33.38 | 4/15/02 11:52 AM | 33.32 | 0.18 | 58.75 | 4.00 | 14.69 | 474.67 |
| Short | AMEX:QQQ | 1,000 | 4/15/02 11:53 AM | 33.36 | 4/15/02 11:57 AM | 33.41 | -0.14 | -47.26 | 4.00 | -11.81 | 427.41 |
| Long | AMEX:QQQ | 1,000 | 4/17/02 9:42 AM | 35.22 | 4/17/02 9:46 AM | 35.19 | -0.07 | -25.37 | 4.00 | -6.34 | 402.04 |
| Long | AMEX:QQQ | 1,000 | 4/17/02 10:51 AM | 35.39 | 4/17/02 10:55 AM | 35.31 | -0.23 | -83.05 | 4.00 | -20.76 | 318.99 |
| Short | AMEX:QQQ | 1,000 | 4/17/02 1:29 PM | 34.92 | 4/17/02 1:33 PM | 34.82 | 0.29 | 102.23 | 4.00 | 25.56 | 421.23 |
| Short | AMEX:QQQ | 1,000 | 4/18/02 9:34 AM | 34.9 | 4/18/02 9:38 AM | 34.84 | 0.16 | 55.93 | 4.00 | 13.98 | 477.16 |
| Short | AMEX:QQQ | 1,000 | 4/18/02 9:41 AM | 34.86 | 4/18/02 9:45 AM | 34.79 | 0.21 | 74.07 | 4.00 | 18.52 | 551.23 |
| Short | AMEX:QQQ | 1,000 | 4/18/02 12:04 PM | 34.52 | 4/18/02 12:08 PM | 34.56 | -0.11 | -39.19 | 4.00 | -9.80 | 512.04 |
| Short | AMEX:QQQ | 1,000 | 4/18/02 12:11 PM | 34.51 | 4/18/02 12:15 PM | 34.35 | 0.47 | 163.49 | 4.00 | 40.87 | 675.52 |
| Long | AMEX:QQQ | 1,000 | 4/19/02 9:36 AM | 34.86 | 4/19/02 9:40 AM | 34.85 | -0.02 | -8.22 | 4.00 | -2.06 | 667.30 |
| Short | AMEX:QQQ | 1,000 | 4/19/02 10:55 AM | 34.59 | 4/19/02 10:59 AM | 34.58 | 0.02 | 5.92 | 4.00 | 1.48 | 673.22 |
| Short | AMEX:QQQ | 1,000 | 4/19/02 11:00 AM | 34.58 | 4/19/02 11:04 AM | 34.63 | -0.14 | -50.00 | 4.00 | -12.50 | 623.22 |
| Short | AMEX:QQQ | 1,000 | 4/19/02 1:45 PM | 34.63 | 4/19/02 1:49 PM | 34.59 | 0.10 | 35.74 | 4.00 | 8.93 | 658.95 |
| Short | AMEX:QQQ | 1,000 | 4/19/02 1:59 PM | 34.53 | 4/19/02 2:03 PM | 34.52 | 0.04 | 12.79 | 4.00 | 3.20 | 671.75 |
| Short | AMEX:QQQ | 1,000 | 4/19/02 2:07 PM | 34.52 | 4/19/02 2:11 PM | 34.59 | -0.20 | -70.71 | 4.00 | -17.68 | 601.04 |
| Short | AMEX:QQQ | 1,000 | 4/22/02 12:15 PM | 33.46 | 4/22/02 12:19 PM | 33.44 | 0.07 | 24.21 | 4.00 | 6.05 | 625.25 |
| Short | AMEX:QQQ | 1,000 | 4/22/02 12:23 PM | 33.45 | 4/22/02 12:27 PM | 33.46 | -0.04 | -12.96 | 4.00 | -3.24 | 612.29 |
| Long | AMEX:QQQ | 1,000 | 4/24/02 9:45 AM | 33.09 | 4/24/02 9:49 AM | 33.21 | 0.36 | 118.58 | 4.00 | 29.64 | 730.87 |
| Short | AMEX:QQQ | 1,000 | 4/24/02 1:47 PM | 33.02 | 4/24/02 1:51 PM | 32.98 | 0.11 | 37.19 | 4.00 | 9.30 | 768.05 |
| Short | AMEX:QQQ | 1,000 | 4/25/02 9:36 AM | 32.42 | 4/25/02 9:40 AM | 32.3 | 0.38 | 123.12 | 4.00 | 30.78 | 891.17 |
| Short | AMEX:QQQ | 1,000 | 4/25/02 11:38 AM | 32.34 | 4/25/02 11:42 AM | 32.31 | 0.09 | 28.55 | 4.00 | 7.14 | 919.72 |
| Short | AMEX:QQQ | 1,000 | 4/25/02 11:43 AM | 32.37 | 4/25/02 11:47 AM | 32.3 | 0.22 | 70.00 | 4.00 | 17.50 | 989.72 |
| Short | AMEX:QQQ | 1,000 | 4/25/02 11:48 AM | 32.37 | 4/25/02 11:52 AM | 32.28 | 0.28 | 90.00 | 4.00 | 22.50 | 1079.72 |
| Short | AMEX:QQQ | 1,000 | 4/25/02 11:53 AM | 32.33 | 4/25/02 11:57 AM | 32.25 | 0.25 | 81.76 | 4.00 | 20.44 | 1161.49 |
| Short | AMEX:QQQ | 1,000 | 4/26/02 10:15 AM | 32.34 | 4/26/02 10:19 AM | 32.2 | 0.44 | 140.85 | 4.00 | 35.21 | 1302.34 |