OVERVIEW OF AN ALGORITHMIC HEDGE FUND – Trade Simulator 

I Know First systematic hedge funds specialize in algorithmic trading according to the best market opportunities available on a daily basis and are currently in advanced pilot stages. The market scanning is done on a nightly basis for over 6 markets and 7,000 financial assets, through which we determine the best opportunities before the market opens the next morning. Good investments are often replaced by even better ones in order to ensure the portfolio performs at a constant optimum. The funds can trade according to any parameters and filters; moreover, they are generally market neutral.

SWING TRADING FUND – PERFORMANCE HIGHLIGHTS

• The swing trading nature of the fund involves a higher annual volatility of 11.1%, which is more than compensated by the expected annual return of 69.3%.
• I Know First’s performance to risk ratio (Alpha) is 6.08, and represents one of the highest figures in the algorithmic trading industry.
• While most algorithmic trading focuses on seconds to milliseconds (high frequency trading), I Know First scans the markets for longer horizons and is able to invest from the 1 day – 1 year investment horizons profitably.
• In December 2014 and January 2015, when the S&P500 dropped by -0.42% and -3.10%,  I Know First had a monthly return of 7.18% and 7.71% respectively.  In March 2015 as the S&P500 dropped -1.74%, the I Know First fund had its highest return to date of 8.76%.

ABOUT I KNOW FIRST

I Know First is a financial technology company that provides daily investment forecast based on an advanced self-learning algorithm. The Algorithm has been developed by Dr. Lipa Roitman, a scientist with over 35 years of experience in the field, who is now leading our R&D team to further develop and consistently enhance the algorithm. Dr. Lipa Roitman is an R&D Chemist with a long record in computer modeling of processes, product development and process development. The concept of the current algorithm has crystallized following years of prior research into the nature of chaotic systems.

The underlying technology of the algorithm is based on artificial intelligence, machine learning, and incorporating elements of artificial neural network and genetic algorithms through which we are able to analyze, model and predict the stock market. The algorithm is adaptable, scalable and features a Decision Support System (DSS).

The algorithm generates daily market predictions for stocks, commodities, ETF’s, interest rates, currencies and world indices for the short, medium and long term horizons.

The model is 100% empirical, meaning it is based on historical data and not on any human derived assumptions. The human factor is only involved in building the mathematical framework and initially presenting to the system the “starting set” of inputs and outputs.

The below data uses the exact same information our subscribers receive every morning via the three forecast services: Top 40 Stock Picks + S&P500, Interest Rates, and Currencies.

NET MONTHLY RETURNS (%)

RISK / RETURN PROFILE

DAILY PERFORMANCE ANALYSIS

The fund allocates 60% of the equity to stocks, 30% to interest rates and 10% to currencies with a leverage of 10. Within each class the 4 assets with the strongest signal are purchased. The first 50% of the allocation within each class is divided evenly (12.5% to each), the other 50% is divided according to the weight of the signal. Below you can view every single trade executed.

You can find more about the strategy used here

Stock	Signal	Alloc.	Change	Trades	P&L
7/2/2014		%	%	10000.00	$
CBI	117.35	0.37	0.01	3723.12	20.65
AA	-58.67	0.25	0.00	2486.55	-8.45
LYG	31.89	0.19	0.00	1922.05	3.70
F	-29.34	0.19	0.00	1868.28	-1.11
7/3/2014				10014.79
FMCC	141.78	0.29	0.01	2877.82	22.19
FNMA	133.00	0.28	0.00	2777.09	6.94
CBI	107.91	0.25	0.00	2489.31	-6.87
AA	-53.95	0.19	0.01	1870.57	-16.46
7/4/2014				10020.60
FMCC	141.78	0.30	0.00	2968.22	0.00
FNMA	133.00	0.29	0.00	2861.94	0.00
CBI	107.91	0.26	0.00	2558.29	0.00
LYG	31.37	0.16	0.00	1632.15	0.00
7/6/2014				10020.60
FMCC	123.47	0.30	0.01	2985.11	15.23
FNMA	119.02	0.29	0.00	2922.67	14.58
CBI	88.99	0.25	-0.01	2501.25	-15.66
TK	-25.58	0.16	-0.01	1611.57	18.27
7/8/2014				10053.02
AIG	-135.71	0.27	-0.02	2716.70	41.04
FMCC	123.47	0.26	0.00	2585.07	-6.56
FNMA	119.02	0.25	0.00	2537.19	-6.30
YZC	-88.99	0.22	-0.01	2214.06	32.17
7/11/2014				10113.38
AIG	-159.76	0.29	0.00	2920.24	-2.16
FMCC	117.07	0.25	0.00	2477.78	6.30
FNMA	117.07	0.25	0.00	2477.78	-6.16
YZC	-93.90	0.22	0.01	2237.58	-32.99
7/13/2014				10078.37
AIG	-166.03	0.30	0.01	3006.18	-29.42
FMCC	130.55	0.26	0.01	2632.91	33.41
YZC	-105.20	0.23	-0.01	2366.28	12.50
RBS	-77.31	0.21	0.04	2073.00	-88.71
7/16/2014				10006.15
YZC	-100.12	0.31	0.00	3087.34	4.10
CBI	66.74	0.25	0.01	2475.15	17.82
FCX	-54.09	0.22	0.01	2242.94	-31.79
ATI	-51.78	0.22	0.01	2200.73	-21.70
7/17/2014				9974.58
YZC	-96.63	0.35	-0.02	3457.68	68.97
CBI	60.67	0.26	-0.01	2635.04	-30.75
LYG	33.71	0.20	-0.03	2018.06	-59.12
WBMD	-26.97	0.19	-0.03	1863.80	58.72
7/18/2014				10012.40
YZC	-87.89	0.29	0.01	2898.04	-19.66
CBI	67.70	0.25	0.02	2519.79	56.15
FCX	-55.82	0.23	0.00	2297.28	9.16
MEG	-55.82	0.23	0.01	2297.28	-27.04
7/20/2014				10031.01
YZC	-89.47	0.30	-0.01	3007.09	28.37
USG	63.42	0.25	-0.01	2496.65	-24.89
FCX	-52.10	0.23	0.01	2274.73	-18.83
CBI	50.96	0.22	-0.01	2252.55	-28.29
7/22/2014				9987.38
YZC	-77.91	0.30	0.03	2984.32	-97.45
MT	-58.70	0.26	0.00	2556.30	-11.94
ATI	-44.82	0.23	-0.04	2247.16	78.87
MEG	-42.69	0.22	-0.01	2199.59	19.89
7/23/2014				9976.75
USG	62.57	0.28	0.02	2794.29	53.38
CBI	50.70	0.25	0.00	2500.86	11.55
ATI	-45.31	0.24	-0.04	2367.47	105.87
MEG	-43.15	0.23	-0.02	2314.13	54.90
7/24/2014				10202.44
MT	-61.56	0.28	0.01	2881.77	-30.88
USG	46.44	0.24	-0.04	2487.19	-104.46
FCX	-46.44	0.24	-0.03	2487.19	65.42
CBI	41.04	0.23	-0.01	2346.29	-14.50
7/25/2014				10118.02
CBI	42.33	0.28	-0.09	2878.40	-265.91
FCX	-36.61	0.26	0.01	2660.33	-32.66
LYG	27.46	0.23	0.02	2311.45	36.69
NAV	-26.32	0.22	-0.01	2267.84	25.88
7/27/2014				9882.02
AIG	-133.79	0.34	0.00	3325.00	12.98
AA	-90.70	0.27	0.03	2652.03	-72.46
USG	54.42	0.21	-0.03	2085.32	-59.16
FCX	-37.42	0.18	0.00	1819.67	-3.43
7/29/2014				9759.95
AIG	-140.74	0.44	-0.04	4267.12	155.30
FCX	-38.10	0.21	-0.02	2044.77	45.11
HAL	-24.34	0.18	-0.05	1746.95	87.77
F	-22.22	0.17	-0.03	1701.11	47.53
8/1/2014				10095.66
AIG	-64.42	0.36	0.00	3653.04	-4.95
FCX	-25.56	0.22	-0.01	2210.79	26.15
VALE	-25.56	0.22	-0.02	2210.79	53.05
BK	-20.45	0.20	-0.01	2021.04	16.20
8/3/2014				10186.10
MT	-45.05	0.28	0.01	2843.04	-37.75
CEO	-43.04	0.27	0.03	2773.27	-70.42
GS	-30.03	0.23	0.01	2319.78	-19.67
VIP	-28.03	0.22	0.00	2250.01	-11.10
8/5/2014				10047.17
CNX	44.42	0.28	-0.01	2787.90	-16.28
VIP	-35.12	0.25	-0.01	2467.26	36.33
MT	-33.06	0.24	-0.03	2396.01	62.79
CTRP	-33.06	0.24	-0.05	2396.01	108.23
8/6/2014				10238.24
TU	51.35	0.33	0.00	3404.57	-14.07
XRX	-40.34	0.29	-0.01	2949.24	20.59
VALE	-22.01	0.21	0.01	2190.40	-17.56
Base1	10.01	0.17	0.00	1694.02	0.00
8/7/2014				10227.19
AA	-237.45	0.29	-0.03	2968.41	79.74
SID	-187.27	0.26	-0.03	2611.25	66.25
BCMXY	-153.00	0.23	-0.01	2367.33	29.33
SNE	-140.76	0.22	-0.02	2280.21	52.67
8/8/2014				10455.18
Base1	10.01	0.31	0.00	3243.21	0.00
Base2	10.01	0.31	0.00	3243.21	0.00
CAT	6.23	0.24	0.01	2512.79	33.05
XRX	-0.77	0.14	0.02	1455.96	-29.71
8/10/2014				10458.52
Base1	10.01	0.32	0.00	3330.82	0.00
Base2	10.01	0.32	0.00	3330.82	0.00
CAT	4.98	0.22	0.01	2314.13	27.31
MT	-0.87	0.14	-0.01	1482.75	9.57
8/12/2014				10495.40
WFT	25.05	0.35	-0.02	3666.99	-56.62
VLKAY	10.51	0.22	-0.01	2300.45	-24.40
XOM	10.24	0.22	0.00	2274.94	-5.61
Base1	10.01	0.21	0.00	2253.02	0.00
8/13/2014				10408.76
AA	21.98	0.34	0.00	3532.20	10.95
Base1	10.01	0.22	0.00	2317.11	0.00
Base2	10.01	0.22	0.00	2317.11	0.00
XOM	9.27	0.22	0.01	2242.35	13.63
8/14/2014				10433.35
WFT	27.80	0.28	-0.04	2970.63	-113.22
AA	21.97	0.25	0.00	2621.10	-1.62
VLKAY	19.45	0.24	0.00	2469.85	-7.97
SNE	17.81	0.23	0.01	2371.76	17.19
8/15/2014				10327.73
AA	20.25	0.30	-0.01	3131.92	-23.24
SNE	16.53	0.27	0.02	2793.65	52.56
Base1	10.01	0.21	0.00	2201.08	0.00
Base2	10.01	0.21	0.00	2201.08	0.00
8/17/2014				10357.05
RAD	34.99	0.31	0.00	3160.21	-14.98
VOXX	-25.85	0.26	0.03	2672.80	-76.37
SPIL	18.36	0.22	0.00	2273.34	9.55
CLF	-17.93	0.22	0.00	2250.70	-9.53
8/19/2014				10265.73
WFT	28.91	0.29	0.01	2978.84	24.26
SNE	20.77	0.24	0.02	2501.41	45.92
AA	19.34	0.24	0.01	2417.58	16.36
VLKAY	18.49	0.23	0.01	2367.90	32.33
8/20/2014				10384.60
WFT	25.79	0.28	0.02	2881.77	49.15
SNE	22.74	0.26	0.00	2694.66	12.86
AA	20.71	0.25	0.00	2569.57	10.99
VLKAY	15.32	0.22	0.00	2238.61	-10.73
8/21/2014				10446.87
SNE	23.58	0.28	-0.01	2916.88	-18.47
AA	20.78	0.26	-0.01	2725.94	-24.87
WFT	17.14	0.24	-0.01	2477.38	-20.77
VLKAY	14.94	0.22	0.01	2326.66	28.82
8/22/2014				10411.57
WFT	14.12	0.27	0.00	2829.21	-10.07
SNE	13.69	0.27	0.00	2782.40	4.43
AA	10.30	0.23	0.01	2415.82	14.83
Base1	10.01	0.23	0.00	2384.16	0.00
8/24/2014				10420.76
WFT	16.48	0.29	0.02	3042.01	50.27
SNE	12.87	0.26	0.01	2660.78	15.52
Base1	10.01	0.23	0.00	2358.99	0.00
Base2	10.01	0.23	0.00	2358.99	0.00
8/26/2014				10486.55
WFT	18.15	0.28	0.01	2968.83	22.17
AA	16.71	0.27	0.01	2838.03	19.01
MS	11.90	0.23	0.01	2398.62	14.11
YHOO	-10.62	0.22	0.00	2281.07	-4.84
8/27/2014				10537.01
AA	18.07	0.27	0.01	2893.19	21.00
WFT	15.70	0.25	0.03	2686.02	83.17
XOM	13.88	0.24	0.00	2527.87	-2.83
MS	12.76	0.23	-0.01	2429.93	-19.18
8/28/2014				10619.17
PNRA	-31.11	0.29	0.00	3047.79	7.11
ISRG	-26.56	0.26	-0.01	2796.04	32.88
XPO	-22.41	0.24	0.01	2566.49	-14.24
UA	-15.94	0.21	-0.01	2208.85	11.98
8/29/2014				10656.90
AIG	-84.80	0.37	0.01	3934.55	-23.46
MTG	-36.63	0.23	0.01	2456.22	-32.47
PNRA	-30.47	0.21	0.00	2267.04	-5.46
ISRG	-21.73	0.19	0.01	1999.10	-19.06
8/31/2014				10576.45
XOM	14.29	0.26	0.00	2801.89	0.00
CRM	-13.76	0.26	0.00	2747.72	0.00
PTR	-12.75	0.25	0.00	2642.62	0.00
JPM	-10.26	0.23	0.00	2384.22	0.00
9/2/2014				10576.45
CRM	-11.73	0.26	0.01	2777.81	-35.73
PTR	-10.87	0.25	0.02	2670.49	-48.35
Base1	10.01	0.24	0.00	2564.08	0.00
Base2	10.01	0.24	0.00	2564.08	0.00
9/3/2014				10492.37
AIG	-90.04	0.58	0.00	6040.66	23.98
Base1	10.01	0.21	0.00	2225.86	0.00
Base2	10.01	0.21	0.00	2225.86	0.00
9/4/2014				10516.35
AIG	-83.18	0.43	-0.01	4533.41	27.92
ARMH	-26.22	0.22	-0.01	2329.07	21.23
CRM	-16.09	0.18	0.00	1937.28	-1.64
BP	10.39	0.16	-0.06	1716.60	-101.50
9/5/2014				10462.36
AIG	-84.43	0.44	0.00	4606.83	15.96
ARMH	-21.24	0.20	-0.01	2137.91	16.09
TTM	-15.24	0.18	-0.01	1903.43	24.48
MU	12.96	0.17	0.03	1814.20	46.32
9/7/2014				10565.21
AIG	-87.30	0.43	0.01	4570.01	-23.41
TSLA	-23.80	0.21	0.02	2206.53	-37.55
ARMH	-17.93	0.19	0.00	1988.04	-2.09
TTM	-12.89	0.17	0.01	1800.62	-10.60
9/9/2014				10491.56
AIG	-78.87	0.42	0.00	4429.98	9.67
TSLA	-24.57	0.22	-0.01	2282.91	29.37
ARMH	-16.69	0.19	-0.01	1971.26	21.15
TTM	-12.54	0.17	-0.01	1807.41	26.06
9/10/2014				10577.82
AIG	-80.58	0.38	0.00	4012.75	-19.76
VIV	-43.45	0.26	0.00	2772.94	2.77
TSLA	-21.17	0.19	0.01	2028.99	-19.09
ARMH	-13.20	0.17	-0.01	1763.15	21.37
9/11/2014				10563.12
VIV	-44.03	0.40	0.01	4241.60	-21.21
BP	15.56	0.22	-0.01	2352.63	-14.06
Base1	10.01	0.19	0.00	1984.44	0.00
Base2	10.01	0.19	0.00	1984.44	0.00
9/12/2014				10527.85
VIV	-44.74	0.40	-0.02	4166.31	82.91
BP	14.71	0.21	-0.01	2253.41	-14.55
COP	12.53	0.20	-0.01	2114.02	-24.74
TTM	-10.64	0.19	0.00	1994.11	-3.38
9/14/2014				10568.09
AIG	-86.94	0.39	0.00	4109.77	-15.71
VIV	-38.70	0.24	0.01	2562.56	-15.61
TSLA	-22.41	0.19	-0.09	2039.76	185.13
BP	16.68	0.18	0.00	1856.00	-2.08
9/16/2014				10719.82
VIV	-41.89	0.40	0.02	4330.88	-107.07
COP	13.16	0.21	0.02	2279.64	38.69
Base1	10.01	0.19	0.00	2054.65	0.00
Base2	10.01	0.19	0.00	2054.65	0.00
9/17/2014				10651.44
MU	25.78	0.37	0.02	3889.20	65.54
Base1	10.01	0.22	0.00	2324.42	0.00
Base2	10.01	0.22	0.00	2324.42	0.00
COP	7.88	0.20	0.00	2113.39	-2.94
9/18/2014				10714.04
MU	20.54	0.33	0.02	3487.62	54.53
BP	10.65	0.23	0.00	2453.53	10.38
Base1	10.01	0.22	0.00	2386.45	0.00
Base2	10.01	0.22	0.00	2386.45	0.00
9/19/2014				10778.95
YHOO	-13.08	0.27	-0.03	2880.70	79.39
MU	12.86	0.26	-0.03	2855.84	-74.74
Base1	10.01	0.23	0.00	2521.20	0.00
Base2	10.01	0.23	0.00	2521.20	0.00
9/21/2014				10783.60
AIG	-91.13	0.47	-0.01	5070.37	28.58
MU	20.85	0.20	-0.03	2199.54	-71.63
Base1	10.01	0.16	0.00	1756.85	0.00
Base2	10.01	0.16	0.00	1756.85	0.00
9/23/2014				10740.56
AIG	-98.67	0.54	-0.01	5757.83	44.23
Base1	10.01	0.17	0.00	1790.48	0.00
Base2	10.01	0.17	0.00	1790.48	0.00
YHOO	-1.32	0.13	0.01	1401.78	-14.51
9/24/2014				10770.28
AIG	-91.40	0.58	0.01	6212.56	-54.96
Base1	10.01	0.21	0.00	2278.86	0.00
Base2	10.01	0.21	0.00	2278.86	0.00
9/25/2014				10715.32
AIG	-58.27	0.44	-0.01	4672.93	70.00
MU	15.36	0.21	-0.02	2218.18	-35.80
Base1	10.01	0.18	0.00	1912.11	0.00
Base2	10.01	0.18	0.00	1912.11	0.00
9/26/2014				10749.52
Base1	10.01	0.41	0.00	4446.42	0.00
Base2	10.01	0.41	0.00	4446.42	0.00
MU	0.25	0.17	0.07	1856.68	124.76
9/28/2014				10874.28
AIG	-48.59	0.40	-0.01	4327.15	27.11
NFLX	17.38	0.22	0.00	2420.60	4.37
APA	13.04	0.20	0.00	2155.85	1.38
Base1	10.01	0.18	0.00	1970.67	0.00
9/30/2014				10907.13
AIG	-69.40	0.37	0.00	4003.11	11.13
EOG	37.08	0.25	-0.03	2773.72	-77.63
BAC	-22.39	0.20	0.00	2215.07	-5.24
NFLX	14.51	0.18	0.00	1915.23	6.90
10/1/2014				10842.30
AIG	-87.15	0.49	-0.02	5288.62	104.24
NFLX	12.95	0.18	-0.03	1939.56	-53.22
Base1	10.01	0.17	0.00	1807.06	0.00
Base2	10.01	0.17	0.00	1807.06	0.00
10/2/2014				10893.32
AIG	-82.96	0.47	-0.01	5073.48	33.68
BAC	-18.75	0.20	0.00	2200.75	-7.90
Base1	10.01	0.17	0.00	1809.54	0.00
Base2	10.01	0.17	0.00	1809.54	0.00
10/3/2014				10919.10
AIG	-68.83	0.42	0.01	4626.42	-65.37
BAC	-18.24	0.20	0.02	2228.95	-54.46
TSLA	14.28	0.19	0.02	2041.61	30.78
NFLX	13.87	0.19	0.02	2022.12	42.96
10/5/2014				10873.00
AIG	-70.36	0.42	-0.04	4528.96	198.69
IBN	19.92	0.21	0.00	2256.69	6.95
PTR	18.55	0.20	0.00	2194.62	8.78
FCX	11.84	0.17	-0.02	1892.73	-41.98
10/8/2014				11045.44
AIG	-50.88	0.39	0.02	4291.37	-83.66
IBN	19.30	0.22	0.03	2484.82	68.67
PTR	16.35	0.21	0.01	2315.88	21.70
Base1	10.01	0.18	0.00	1953.37	0.00
10/9/2014				11052.15
AIG	-50.88	0.35	-0.03	3922.75	119.72
CVX	21.05	0.22	-0.03	2433.01	-71.06
STX	19.41	0.21	-0.01	2350.88	-33.96
IBN	19.30	0.21	0.00	2345.51	-11.68
10/10/2014				11055.17
AIG	-26.48	0.30	-0.01	3261.32	29.89
STX	20.02	0.25	-0.02	2802.68	-64.41
IBN	17.78	0.24	-0.02	2643.60	-42.34
AMAT	13.61	0.21	-0.05	2347.57	-116.87
10/12/2014				10861.44
AIG	-53.72	0.53	0.00	5766.57	17.39
Base1	10.01	0.23	0.00	2547.44	0.00
Base2	10.01	0.23	0.00	2547.44	0.00
10/14/2014				10878.83
Base1	10.01	0.50	0.00	5439.42	0.00
Base2	10.01	0.50	0.00	5439.42	0.00
10/15/2014				10878.83
Base1	10.01	0.50	0.00	5439.42	0.00
Base2	10.01	0.50	0.00	5439.42	0.00
10/16/2014				10878.83
Base1	10.01	0.50	0.00	5439.42	0.00
Base2	10.01	0.50	0.00	5439.42	0.00
10/17/2014				10878.83
RBS	-155.00	0.31	0.02	3341.76	-61.60
NBL	95.12	0.24	0.00	2576.16	-3.66
SNDK	89.33	0.23	-0.03	2502.07	-73.84
MU	85.95	0.23	0.02	2458.85	40.84
10/19/2014				10780.57
RBS	-159.54	0.32	0.03	3411.68	-104.97
NBL	93.22	0.24	0.02	2553.70	41.35
HAL	87.94	0.23	0.01	2485.31	14.77
MU	75.93	0.22	0.03	2329.88	74.50
10/21/2014				10806.22
SNDK	94.32	0.28	0.05	2992.89	150.75
HAL	79.62	0.25	0.05	2736.88	141.90
VIAB	74.04	0.24	0.04	2639.76	108.90
VLKAY	62.37	0.23	0.01	2436.69	28.87
10/22/2014				11236.64
APA	99.23	0.29	-0.02	3277.36	-72.32
APC	72.87	0.25	-0.02	2779.90	-63.82
SNDK	65.63	0.24	-0.02	2643.34	-60.68
OGZPY	-59.95	0.23	-0.03	2536.04	65.22
10/23/2014				11105.05
APA	120.29	0.28	0.03	3094.79	92.54
NFLX	119.73	0.28	0.02	3086.92	69.13
SNDK	84.26	0.23	0.02	2583.58	55.59
TOT	67.07	0.21	0.03	2339.77	74.49
10/24/2014				11396.81
NFLX	95.44	0.28	0.01	3146.29	16.26
APA	87.66	0.26	0.00	3005.94	-10.31
APC	67.95	0.23	-0.01	2650.36	-34.16
SNDK	64.83	0.23	0.00	2594.22	8.86
10/26/2014				11377.46
NFLX	92.09	0.28	-0.01	3198.04	-46.68
APA	87.93	0.27	-0.04	3117.76	-113.55
SNDK	62.44	0.23	0.01	2626.15	14.60
COP	52.55	0.21	-0.02	2435.51	-43.22
10/28/2014				11188.62
NFLX	100.53	0.32	0.02	3592.20	64.57
SNDK	60.11	0.24	0.02	2710.10	49.24
MT	-48.94	0.22	0.04	2466.37	-99.91
VIAB	46.81	0.22	0.01	2419.95	34.99
10/29/2014				11237.51
NFLX	83.81	0.26	-0.02	2958.00	-62.19
APA	80.70	0.26	0.02	2900.47	44.12
ITUB	76.05	0.25	-0.02	2814.17	-61.32
BBD	62.60	0.23	-0.03	2564.87	-65.48
10/30/2014				11092.65
ITUB	87.45	0.30	0.10	3284.30	332.97
APA	70.28	0.26	-0.01	2911.54	-21.81
OGZPY	-49.97	0.22	0.04	2471.00	-103.76
ELP	47.89	0.22	0.05	2425.82	132.53
10/31/2014				11432.57
APA	88.01	0.30	0.02	3454.75	63.14
SNDK	57.26	0.24	0.04	2747.14	116.33
F	52.44	0.23	0.01	2636.15	26.72
MT	-50.63	0.23	0.02	2594.53	-60.53
11/2/2014				11578.24
BBRY	-288.43	0.47	-0.02	5473.85	130.33
APA	60.22	0.20	-0.01	2287.99	-23.81
F	35.39	0.17	-0.01	1941.39	-13.92
ITUB	30.64	0.16	-0.01	1875.01	-23.52
11/4/2014				11647.33
APA	60.35	0.27	-0.03	3175.85	-90.99
MT	-59.82	0.27	-0.04	3160.77	118.07
CSX	-45.53	0.24	-0.02	2753.42	59.69
SYK	-38.65	0.22	0.01	2557.29	-23.43
11/5/2014				11710.66
OGZPY	-52.44	0.29	-0.02	3364.62	56.33
PIAIF	-37.98	0.24	-0.01	2840.28	36.41
NAV	-36.77	0.24	0.03	2796.57	-70.41
ITUB	34.36	0.23	-0.02	2709.18	-43.21
11/6/2014				11689.78
MTG	-52.92	0.26	0.01	3068.56	-42.04
BAK	-50.51	0.26	-0.02	2995.51	69.95
CRM	-45.70	0.24	0.02	2849.40	-54.31
OGZPY	-43.30	0.24	-0.04	2776.32	103.14
11/7/2014				11766.53
SNE	-69.09	0.27	0.00	3194.96	12.97
MYL	-61.82	0.26	-0.01	3013.47	21.97
CRM	-55.76	0.24	0.01	2862.24	-39.92
COL	-49.09	0.23	0.01	2695.87	-26.18
11/9/2014				11735.37
WFT	165.64	0.34	-0.01	3969.73	-20.27
TOO	87.73	0.24	-0.04	2792.48	-117.03
CEO	69.33	0.21	-0.01	2514.39	-17.51
SNE	-65.64	0.21	0.04	2458.77	-110.28
11/11/2014				11470.28
WFT	162.04	0.32	0.00	3711.88	4.76
ALU	-97.10	0.24	0.01	2798.88	-17.66
BBY	-82.60	0.23	0.00	2595.00	-8.42
CNX	-66.20	0.21	0.00	2364.52	-2.43
11/12/2014				11446.53
MSG	-731.57	0.47	0.00	5407.30	-17.42
MSI	-131.07	0.19	0.00	2143.23	-5.11
ALU	-100.19	0.17	0.00	1975.40	6.19
NTES	90.11	0.17	0.01	1920.60	22.26
11/13/2014				11452.45
MSG	-741.38	0.47	-0.01	5393.50	73.61
MSI	-132.82	0.19	0.01	2141.36	-24.46
ALU	-98.98	0.17	-0.04	1960.50	80.15
TER	98.34	0.17	-0.02	1957.09	-35.84
11/14/2014				11545.90
MSG	-761.31	0.45	0.00	5189.68	14.78
STZ	-190.82	0.21	-0.01	2382.27	12.50
XPO	-114.10	0.17	-0.02	2004.72	40.53
NBL	-106.89	0.17	0.04	1969.22	-77.25
11/16/2014				11536.46
MSG	-316.78	0.42	0.00	4809.03	13.74
BBRY	-99.05	0.22	-0.02	2494.78	57.91
STZ	-79.40	0.20	0.01	2285.98	-33.96
XPO	-47.48	0.17	0.00	1946.67	5.36
11/18/2014				11579.51
MSG	-739.02	0.40	0.00	4619.64	5.67
SBUX	-242.52	0.21	0.00	2488.45	8.34
BBRY	-203.69	0.20	-0.02	2321.78	38.20
WBC	163.59	0.19	0.01	2149.64	23.36
11/19/2014				11655.08
MSFT	-5664.34	0.58	-0.01	6727.23	72.28
TW	-246.66	0.14	0.00	1686.39	6.41
BBRY	-178.64	0.14	-0.05	1623.10	85.98
SBS	173.55	0.14	0.02	1618.37	27.43
11/20/2014				11847.19
GS	-536.45	0.38	0.00	4461.74	-13.05
RJF	-237.38	0.24	-0.01	2799.94	25.66
BBRY	-151.40	0.20	-0.01	2322.18	31.90
ROST	140.81	0.19	0.01	2263.32	28.78
11/21/2014				11920.47
PBR	156.13	0.30	0.12	3634.33	422.94
SSL	-116.99	0.26	-0.01	3096.78	21.56
BBRY	-83.87	0.22	0.02	2641.94	-49.95
TOO	76.99	0.21	0.00	2547.42	-12.65
11/23/2014				12302.38
SID	163.21	0.29	-0.01	3608.28	-44.55
ACH	142.06	0.27	-0.02	3339.88	-51.06
PBR	92.40	0.22	-0.03	2709.98	-85.00
BBRY	-87.22	0.21	0.02	2644.24	-43.90
11/25/2014				12077.88
SID	53.02	0.33	0.00	4035.35	16.81
CNX	-37.27	0.27	-0.02	3285.19	67.47
POT	-20.26	0.20	0.00	2474.68	-7.99
PCRFY	-16.23	0.19	0.01	2282.66	-21.88
11/26/2014				12132.29
SID	40.84	0.28	-0.05	3403.98	-155.37
CHK	-39.24	0.27	-0.03	3329.77	91.79
CNX	-30.36	0.24	0.00	2919.60	4.37
HOG	-20.83	0.20	-0.01	2478.94	28.96
11/27/2014				12102.04
AIG	-305.90	0.49	0.00	5920.18	0.00
SHLD	-61.01	0.20	0.00	2391.81	0.00
CHK	-26.84	0.16	0.00	1899.39	0.00
CNX	-26.23	0.16	0.00	1890.67	0.00
11/28/2014				12102.04
AIG	-305.51	0.47	0.00	5660.74	-19.79
SHLD	-59.41	0.19	0.00	2319.36	-0.64
FOSL	-45.98	0.18	0.01	2137.04	-30.26
FUJIY	-34.78	0.16	-0.02	1984.91	42.83
11/30/2014				12094.18
SHLD	-57.18	0.32	-0.02	3926.95	68.53
HNT	-41.25	0.27	-0.01	3253.91	46.23
FUJIY	-22.75	0.20	0.01	2472.40	-27.64
PCAR	-22.00	0.20	0.01	2440.92	-17.06
12/2/2014				12164.25
AIG	-263.52	0.45	0.01	5434.07	-68.20
RAX	-58.29	0.20	0.01	2386.11	-18.36
SSL	-44.39	0.18	0.00	2179.79	2.39
SHLD	-43.35	0.18	-0.04	2164.28	93.36
12/3/2014				12173.43
SSL	-58.56	0.29	0.01	3475.54	-20.03
INFY	-43.00	0.24	0.01	2956.34	-26.52
HNT	-41.36	0.24	0.01	2901.69	-43.24
SHLD	-39.51	0.23	0.01	2839.86	-25.94
12/4/2014				12057.71
SHLD	-41.06	0.29	-0.04	3484.24	152.59
FOSL	-40.02	0.28	0.00	3434.05	9.38
HES	27.64	0.24	-0.01	2838.09	-19.35
BN.PA	-16.49	0.19	-0.01	2301.33	21.82
12/5/2014				12222.14
HNT	-37.80	0.26	0.00	3227.21	-13.88
FOSL	-35.13	0.25	0.00	3107.03	0.85
INFY	-35.13	0.25	-0.02	3107.03	48.15
HES	27.87	0.23	-0.01	2780.87	-20.93
12/7/2014				12236.33
FOSL	-42.55	0.27	-0.01	3351.40	47.45
HES	36.33	0.25	-0.06	3085.30	-179.39
INFY	-35.38	0.25	-0.04	3044.35	122.97
CSCO	-28.63	0.23	-0.01	2755.29	26.43
12/9/2014				12253.79
RAX	-71.84	0.33	0.02	4043.23	-98.91
GT	-36.01	0.23	0.01	2790.62	-29.20
HNT	-35.48	0.23	0.01	2771.98	-21.96
FOSL	-31.93	0.22	0.00	2647.97	9.81
12/10/2014				12113.54
HNT	-40.58	0.27	-0.01	3226.29	48.18
GT	-39.12	0.26	-0.01	3164.68	21.07
AMAT	-32.24	0.24	-0.03	2874.51	75.64
FOSL	-31.62	0.24	0.00	2848.06	2.12
12/11/2014				12260.55
AIG	-362.33	0.44	0.01	5389.95	-33.49
RAX	-84.00	0.20	0.01	2426.79	-31.90
APOL	-69.10	0.19	0.00	2268.20	-7.03
GGP	-60.40	0.18	0.00	2175.60	-5.61
12/12/2014				12182.52
AIG	-359.48	0.45	-0.02	5450.99	111.87
RAX	-84.47	0.20	-0.02	2445.83	45.48
APOL	-68.65	0.19	0.00	2273.02	11.24
GMCR	44.83	0.17	-0.02	2012.68	-49.07
12/14/2014				12302.04
AIG	-307.70	0.42	-0.01	5201.64	54.98
GEL	103.19	0.22	-0.01	2766.46	-13.98
RAX	-53.26	0.18	0.01	2171.93	-16.27
GGP	-52.43	0.18	0.00	2162.01	2.39
12/16/2014				12329.15
AIG	-222.26	0.39	-0.01	4800.03	53.97
GEL	95.63	0.24	0.07	2943.28	202.20
GGP	-51.68	0.19	0.00	2298.89	9.32
RAX	-50.86	0.19	-0.01	2286.96	20.00
12/17/2014				12614.65
AIG	-133.78	0.34	0.02	4346.95	-93.93
GEL	63.42	0.23	0.05	2890.15	152.53
IMO	54.97	0.22	0.04	2715.04	108.52
GGP	-52.43	0.21	0.03	2662.52	-83.79
12/18/2014				12697.99
TSLA	99.81	0.35	0.06	4421.39	267.23
HES	48.21	0.23	0.02	2956.20	65.33
GEL	38.22	0.21	0.03	2672.52	70.48
BNS	37.35	0.21	0.00	2647.88	5.33
12/19/2014				13106.37
TSLA	69.88	0.33	0.00	4306.88	20.32
BNS	35.24	0.23	0.00	2984.29	12.53
HES	34.39	0.23	0.06	2951.84	165.02
CBI	32.08	0.22	0.02	2863.36	50.15
12/21/2014				13354.39
TSLA	70.21	0.35	0.02	4610.17	69.59
BNS	34.87	0.23	0.00	3129.76	1.71
CBI	31.67	0.22	0.00	2995.85	6.54
TSM	22.66	0.20	0.01	2618.60	20.05
12/23/2014				13452.27
TSLA	57.59	0.31	-0.01	4126.38	-30.22
CBI	50.82	0.29	0.02	3839.19	65.01
BNS	28.04	0.21	0.01	2872.06	32.87
STRZA	21.98	0.19	-0.01	2614.64	-13.32
12/24/2014				13506.62
TSLA	54.24	0.31	0.03	4128.43	127.98
CBI	48.42	0.29	0.01	3866.94	34.03
HOLX	-25.81	0.21	0.01	2849.52	-14.89
BNS	21.64	0.20	0.00	2661.72	5.26
12/28/2014				13659.00
GEF	-49.55	0.28	0.01	3793.96	-32.14
HNT	-47.15	0.27	0.00	3692.97	-14.42
TSLA	37.10	0.24	-0.01	3269.97	-30.29
HOLX	-28.37	0.21	0.00	2902.10	0.00
12/30/2014				13582.15
HNT	-46.88	0.29	0.01	3935.63	-24.06
TSLA	36.84	0.25	-0.02	3456.54	-53.29
ALU	-32.73	0.24	-0.02	3260.09	53.59
ACH	25.81	0.22	-0.01	2929.90	-40.17
12/31/2014				13518.22
BAK	-62.70	0.33	-0.02	4492.39	82.56
RAX	-36.30	0.25	0.00	3312.46	-2.80
HOLX	-27.73	0.22	-0.02	2929.56	58.77
RDY	24.47	0.21	0.00	2783.82	5.01
1/4/2015				13661.74
BAK	-65.17	0.30	-0.06	4165.28	266.42
GEF	-44.45	0.25	-0.03	3383.88	116.81
HNT	-37.58	0.23	-0.02	3124.85	61.27
RAX	-33.95	0.22	0.00	2987.73	10.11
1/6/2015				14116.36
BAK	-65.19	0.39	-0.02	5545.70	129.40
ACH	22.59	0.22	0.03	3074.50	98.86
CIG	-17.19	0.20	-0.01	2761.49	23.91
POT	-16.73	0.19	0.01	2734.66	-19.72
1/7/2015				14348.80
BAK	-56.14	0.37	0.00	5324.99	-18.17
NTES	27.22	0.24	0.02	3505.65	52.89
ACH	16.39	0.20	0.05	2824.40	129.78
POT	-14.31	0.19	0.01	2693.76	-26.23
1/8/2015				14487.08
BAK	-139.27	0.34	0.01	4991.87	-33.96
CIG	-104.41	0.29	0.00	4195.54	17.93
TSGTY	37.37	0.18	0.02	2664.41	66.55
AMD	-36.09	0.18	0.01	2635.26	-30.64
1/9/2015				14506.95
BAK	-134.67	0.32	0.00	4643.03	3.92
CIG	-102.24	0.27	-0.03	3961.66	136.02
AMD	-59.75	0.21	0.01	3068.72	-23.52
TOT	48.55	0.20	-0.02	2833.54	-56.76
1/11/2015				14566.62
ORAN	37.23	0.29	0.03	4293.81	109.70
MDVN	24.67	0.24	0.01	3459.09	30.08
TOT	24.50	0.24	0.00	3448.28	-13.67
TK	23.26	0.23	-0.03	3365.44	-108.18
1/13/2015				14584.55
CIG	-46.79	0.33	0.03	4846.74	-122.00
CHK	-27.22	0.25	0.01	3581.80	-50.88
GLE.PA	24.50	0.23	0.01	3406.24	42.88
F	14.34	0.19	0.00	2749.76	-1.82
1/14/2015				14452.72
CIG	-61.09	0.34	0.00	4982.83	-22.24
CHK	-38.76	0.26	0.05	3822.03	-194.85
STRZA	22.06	0.20	0.00	2953.57	-3.15
NBL	17.07	0.19	0.01	2694.29	19.71
1/15/2015				14252.18
AMD	-92.38	0.30	-0.04	4266.49	178.45
BAK	-85.52	0.29	-0.02	4081.83	88.05
CIG	-62.89	0.24	0.01	3473.24	-23.15
MWE	24.13	0.17	-0.03	2430.63	-78.01
1/16/2015				14417.52
BAK	-59.78	0.35	0.03	5003.06	-127.94
AMD	-33.22	0.25	-0.05	3580.69	184.72
TOT	22.38	0.21	0.04	3000.37	120.01
APA	19.26	0.20	0.04	2833.40	106.21
1/18/2015				14700.51
BAK	-72.98	0.36	0.00	5286.67	0.00
SU	31.56	0.23	0.00	3329.28	0.00
CVX	27.20	0.21	0.00	3123.11	0.00
MWE	23.78	0.20	0.00	2961.45	0.00
1/20/2015				14700.51
CVX	41.89	0.28	0.01	4147.64	52.99
MWE	37.24	0.26	0.03	3891.25	133.28
SU	29.02	0.23	-0.04	3437.80	-142.81
TOT	25.14	0.22	-0.01	3223.82	-40.47
1/21/2015				14703.50
CIG	-817.56	0.57	0.01	8323.27	-91.46
F	47.38	0.15	0.00	2213.78	-5.96
CVX	31.55	0.14	0.02	2088.24	33.28
TOT	30.29	0.14	0.03	2078.20	56.62
1/22/2015				14695.97
CIG	-426.61	0.39	0.02	5673.34	-98.67
TSLA	146.46	0.21	0.03	3154.03	81.03
DISCA	136.15	0.21	0.02	3061.37	62.35
CTXS	107.89	0.19	0.02	2807.23	58.22
1/23/2015				14798.90
CIG	-572.40	0.45	-0.04	6604.47	268.13
TSLA	135.45	0.20	0.00	2974.99	-4.87
ITUB	96.15	0.18	-0.03	2648.51	-70.39
ATI	86.81	0.17	-0.04	2570.92	-107.05
1/25/2015				14884.73
CIG	-325.07	0.43	-0.03	6437.65	172.05
TSLA	119.26	0.24	0.03	3539.85	92.50
TOT	48.65	0.17	0.03	2545.59	74.63
CCOZY	35.58	0.16	-0.02	2361.63	-42.55
1/27/2015				15181.36
RHT	73.84	0.28	-0.02	4244.29	-76.21
EW	62.29	0.26	-0.01	3877.33	-22.64
VIV	-52.92	0.24	0.00	3579.57	7.67
F	49.79	0.23	-0.02	3480.17	-53.61
1/28/2015				15036.56
TSLA	66.07	0.31	-0.03	4590.24	-147.30
TSU	-50.34	0.26	-0.02	3945.16	68.25
VIV	-35.35	0.22	0.00	3330.13	8.94
LYG	31.48	0.21	-0.02	3171.04	-77.34
1/29/2015				14889.11
WWAV	-450.30	0.48	0.01	7192.24	-62.47
NBL	-66.60	0.18	0.03	2649.65	-83.14
FSLR	-63.54	0.18	-0.01	2613.38	20.81
ING	-48.37	0.16	0.04	2433.83	-89.26
1/30/2015				14675.05
LG.PA	-103.74	0.30	0.00	4340.46	9.31
ATI	93.71	0.28	0.02	4098.23	70.53
TSLA	55.92	0.22	-0.01	3185.17	-24.84
FSLR	-50.37	0.21	0.00	3051.18	2.88
2/1/2015				14732.94
WWAV	-467.06	0.39	0.03	5779.93	-173.56
CIG	-235.61	0.26	0.03	3828.27	-118.84
LG.PA	-103.05	0.18	0.01	2710.51	-31.81
ATI	67.91	0.16	0.02	2414.22	42.55
2/3/2015				14451.28
SID	-179.05	0.39	0.05	5594.47	-257.64
GGB	61.79	0.22	0.03	3113.65	80.07
ETN	-54.39	0.20	0.07	2957.07	-198.47
VIP	46.31	0.19	0.13	2786.08	371.93
2/4/2015				14447.16
CIG	-78.39	0.26	-0.03	3782.30	99.75
MSFT	75.08	0.26	0.01	3699.01	20.59
GGB	72.11	0.25	-0.03	3624.17	-121.14
VIP	60.91	0.23	-0.06	3341.68	-214.67
2/5/2015				14231.70
CCOZY	81.93	0.26	0.00	3636.25	-8.48
MSFT	78.81	0.25	0.01	3565.55	52.36
CIG	-78.79	0.25	-0.01	3565.15	32.19
NBL	-74.36	0.24	0.02	3464.75	-56.64
2/6/2015				14251.12
CCOZY	82.05	0.26	-0.03	3694.58	-94.95
NBL	-80.65	0.26	-0.02	3661.94	58.15
CIG	-74.82	0.25	-0.05	3526.09	168.67
MSFT	68.07	0.24	0.00	3368.52	-3.20
2/8/2015				14379.80
SID	-226.50	0.39	0.10	5554.86	-580.90
NBL	-71.89	0.21	-0.02	2990.03	46.37
MSFT	69.59	0.21	0.00	2951.83	-3.50
VIP	65.44	0.20	0.00	2883.08	-12.84
2/10/2015				13828.92
GGB	107.19	0.28	-0.07	3849.81	-270.53
HEI.DE	-88.91	0.25	0.00	3488.15	-4.23
LG.PA	-88.91	0.25	0.01	3488.15	-49.49
MSFT	64.39	0.22	0.01	3002.80	17.13
2/11/2015				13521.80
Base1	10.01	0.29	0.00	3872.03	0.00
Base2	10.01	0.29	0.00	3872.03	0.00
HEI.DE	-6.72	0.23	0.01	3154.96	-46.37
MSFT	4.28	0.19	-0.01	2622.79	-13.64
2/12/2015				13461.79
WFT	-89.52	0.28	0.00	3784.63	-3.26
IBN	87.09	0.28	0.03	3727.49	105.37
CHU	-68.93	0.25	0.04	3301.22	-134.49
VIP	41.13	0.20	0.05	2648.45	131.56
2/13/2015				13560.97
ZNH	154.61	0.30	-0.02	4125.64	-98.02
YHOO	103.12	0.24	0.01	3316.11	36.99
WFT	-94.80	0.23	0.05	3185.44	-150.77
HNP	78.80	0.22	-0.02	2933.80	-52.21
2/15/2015				13296.96
WFT	87.42	0.27	0.00	3625.56	0.00
ZION	73.28	0.25	0.00	3307.82	0.00
APA	68.20	0.24	0.00	3193.93	0.00
NBL	67.12	0.24	0.00	3169.65	0.00
2/17/2015				13296.96
YHOO	84.50	0.28	-0.02	3688.43	-73.90
GSH	77.52	0.26	-0.02	3520.88	-53.62
IBN	61.52	0.24	-0.01	3137.25	-21.45
FSLR	-53.73	0.22	0.02	2950.40	-47.12
2/18/2015				13100.86
ZNH	161.08	0.37	0.01	4784.57	31.70
IBN	62.40	0.22	-0.01	2856.78	-14.75
AMZN	-58.57	0.21	-0.01	2781.92	15.26
HNP	53.23	0.20	-0.01	2677.59	-29.77
2/19/2015				13103.30
ZNH	145.10	0.32	0.00	4243.84	12.22
SID	102.92	0.27	0.01	3486.18	20.63
BG	65.08	0.21	0.00	2806.66	-13.21
AMZN	-51.71	0.20	0.02	2566.63	-38.70
2/20/2015				13084.24
ZNH	141.20	0.34	0.01	4501.97	24.01
YHOO	82.55	0.25	-0.01	3311.30	-19.40
GGB	-50.71	0.20	0.00	2664.90	7.49
CIG	-47.81	0.20	-0.01	2606.08	30.09
2/22/2015				13126.43
ZNH	138.08	0.31	-0.01	4014.61	-45.86
SID	96.77	0.25	-0.06	3304.48	-206.53
YHOO	81.16	0.23	-0.01	3036.07	-39.92
BG	65.76	0.21	0.00	2771.27	3.69
2/24/2015				12837.80
BG	63.05	0.27	0.00	3451.31	-10.83
GSH	62.51	0.27	0.03	3435.31	87.73
PETM	51.04	0.24	0.00	3099.42	1.49
EW	42.58	0.22	0.00	2851.77	-5.52
2/25/2015				12910.66
ZNH	134.91	0.30	-0.01	3822.90	-55.81
SID	116.49	0.27	-0.02	3521.20	-81.42
RL	90.52	0.24	0.00	3096.04	7.88
GSH	52.32	0.19	-0.01	2470.52	-15.62
2/26/2015				12765.69
RL	98.31	0.29	-0.01	3724.56	-25.65
YHOO	69.79	0.24	0.00	3107.08	1.40
YZC	64.90	0.24	0.01	3001.16	33.14
SLW	61.75	0.23	0.00	2932.89	8.25
2/27/2015				12782.83
ZNH	127.62	0.30	-0.02	3887.43	-59.88
IBN	101.41	0.27	0.05	3417.26	162.87
YHOO	66.14	0.22	0.00	2784.51	-10.65
SLW	61.08	0.21	0.01	2693.63	18.89
3/1/2015				12894.06
ZNH	110.31	0.31	0.00	3982.85	-12.78
SID	74.14	0.25	-0.03	3205.31	-93.18
IBN	61.05	0.23	0.01	2923.95	30.12
YHOO	54.44	0.22	0.00	2781.96	-10.68
3/3/2015				12807.54
ZNH	82.43	0.32	-0.03	4141.49	-123.33
RL	47.85	0.24	-0.02	3075.60	-47.41
IBN	42.81	0.23	-0.01	2920.19	-22.33
GSH	34.70	0.21	-0.01	2670.26	-16.93
3/4/2015				12597.54
IBN	112.70	0.31	-0.01	3949.80	-43.96
BIDU	65.92	0.24	0.01	2963.90	19.39
EW	62.63	0.23	0.01	2894.49	25.38
AOL	57.64	0.22	0.01	2789.35	32.15
3/5/2015				12630.50
Base1	10.01	0.36	0.00	4521.72	0.00
Base2	10.01	0.36	0.00	4521.72	0.00
EW	0.74	0.14	0.00	1797.53	-1.46
BIDU	0.72	0.14	0.03	1789.53	56.35
3/6/2015				12685.39
BG	57.47	0.27	-0.02	3362.47	-61.28
YHOO	57.42	0.26	-0.02	3361.07	-54.80
PETM	45.27	0.24	0.00	2985.42	-2.52
APOL	-44.98	0.23	-0.01	2976.43	43.36
3/8/2015				12610.15
NTES	43.65	0.42	-0.01	5280.34	-39.30
BG.L	-10.63	0.20	-0.01	2478.43	31.68
Base1	10.01	0.19	0.00	2425.69	0.00
Base2	10.01	0.19	0.00	2425.69	0.00
3/10/2015				12602.53
APOL	-43.02	0.28	-0.03	3475.45	102.30
ACH	37.89	0.26	-0.03	3248.81	-113.33
PETM	37.48	0.26	0.00	3230.88	-0.39
GGB	24.27	0.21	0.01	2647.39	30.52
3/11/2015				12621.62
ZNH	131.76	0.42	0.05	5322.19	241.30
PETM	34.28	0.20	0.00	2551.89	0.92
APOL	-32.79	0.20	0.01	2509.40	-17.34
CEA	23.24	0.18	0.02	2238.14	38.67
3/12/2015				12885.18
ZNH	104.99	0.33	0.02	4296.82	88.83
SID	80.49	0.28	0.03	3670.18	115.41
APOL	-34.79	0.19	0.03	2500.80	-69.60
PETM	31.53	0.19	0.00	2417.38	0.00
3/13/2015				13019.82
ZNH	105.79	0.30	0.07	3919.42	275.51
SID	68.01	0.24	0.01	3100.85	37.82
SLW	63.40	0.23	0.02	3001.00	47.02
YHOO	63.29	0.23	0.00	2998.55	-5.59
3/15/2015				13374.58
YZC	84.35	0.28	-0.01	3766.47	-28.43
ZNH	68.75	0.25	0.02	3379.21	73.98
YHOO	59.36	0.24	0.01	3145.99	46.97
SLW	56.82	0.23	0.00	3082.91	-4.92
3/17/2015				13462.18
YZC	82.74	0.29	0.00	3876.34	14.74
RL	58.91	0.24	0.00	3244.59	-15.07
ZNH	56.26	0.24	0.10	3174.41	328.51
SLW	55.97	0.24	-0.02	3166.84	-62.43
3/18/2015				13727.94
YZC	79.50	0.31	0.01	4217.72	26.63
VALE	52.18	0.24	0.00	3357.96	5.50
BAK	44.84	0.23	0.04	3126.92	135.95
YHOO	41.61	0.22	0.02	3025.33	60.80
3/19/2015				13956.81
YZC	73.64	0.29	0.01	4108.47	25.77
SLW	52.21	0.25	0.02	3420.55	73.97
VALE	47.42	0.23	-0.04	3266.83	-144.12
RL	44.12	0.23	0.00	3160.96	7.91
3/20/2015				13920.34
YZC	72.36	0.31	0.00	4315.93	-16.14
SLW	48.03	0.25	0.04	3449.75	137.13
RL	42.18	0.23	0.00	3241.75	13.25
ZNH	32.95	0.21	0.01	2912.91	24.86
3/22/2015				14079.44
YZC	72.36	0.28	-0.01	3958.32	-49.54
VALE	54.25	0.24	0.04	3408.13	147.00
SLW	52.57	0.24	0.01	3357.16	36.67
USG	52.53	0.24	0.01	3355.82	37.72
3/24/2015				14251.29
USG	46.31	0.28	-0.01	3952.96	-21.97
SLW	41.14	0.26	0.00	3710.61	-14.58
DAR	33.80	0.24	0.00	3366.46	9.56
RL	30.71	0.23	0.00	3221.25	-3.38
3/25/2015				14220.91
USG	47.16	0.28	-0.02	3986.67	-99.52
SLW	41.31	0.26	-0.01	3712.64	-53.09
DAR	34.25	0.24	0.00	3381.75	11.97
RL	29.08	0.22	0.00	3139.85	-8.72
3/26/2015				14071.55
APOL	-41.67	0.28	-0.04	3950.84	163.63
DAR	36.03	0.26	-0.01	3654.43	-41.23
GELYF	28.91	0.23	-0.01	3279.56	-16.61
RL	27.14	0.23	-0.01	3186.73	-21.35
3/27/2015				14156.00
GELYF	28.12	0.28	-0.01	3930.25	-30.00
ACH	21.72	0.24	0.03	3438.37	110.82
PAA	21.38	0.24	0.00	3412.79	9.98
ZNH	20.89	0.24	0.06	3374.59	199.23
3/29/2015				14446.02
YZC	74.54	0.39	0.04	5582.86	223.31
YHOO	26.58	0.22	0.00	3152.51	-10.49
AOL	20.96	0.20	0.00	2867.74	-0.73
XLNX	20.47	0.20	0.01	2842.91	24.18
3/31/2015				14682.30
YZC	62.96	0.29	0.00	4329.83	20.82
USG	49.83	0.26	0.01	3809.78	41.83
TTM	44.90	0.25	0.01	3614.34	43.84
ZION	27.59	0.20	0.00	2928.36	0.00
4/1/2015				14788.79
YZC	53.95	0.28	0.02	4106.49	93.33
TTM	45.27	0.25	0.02	3743.03	77.25
USG	40.80	0.24	-0.01	3556.31	-46.62
JNPR	36.66	0.23	0.00	3382.96	-11.99
4/2/2015				14900.77
SLW	53.01	0.27	-0.03	3970.42	-126.20
YZC	47.90	0.25	0.06	3767.24	237.93
USG	46.50	0.25	0.01	3711.49	25.35
TTM	39.96	0.23	-0.01	3451.62	-30.02
4/3/2015				15007.83

[/restab] [/restabs]