Historical Performance Report - 02/20/09 --------------------------------------- Model Portfolio - NAS 1 --------------------------------------- This portfolio is based on our Timing Signals to always Buy and Sell the same Index Funds No leverage nor any form of money management has been used in this portfolio. Long Position (Fund) : Rydex OTC - RYOCX Short Position (Index): Rydex Arktos - RYAIX ============================================================ Signal Pair Trade history of RYOCX/RYAIX using FS2x 02/20/09 ============================================================ Fund = RYOCX Index = RYAIX Signal = FS2x Delay = 1 FnuFile = StartDate = 09/03/98 StopDate = 02/20/09 HoldMinDays = 1 PenaltyDays = 0 Penalty = 0.00% Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYAIX 09/03/98 10/16/98 43 -9.1 909 RYOCX 10/16/98 02/08/99 115 57.3 1430 RYAIX 02/08/99 04/01/99 52 -6.7 1334 RYOCX 04/01/99 07/26/99 116 3.4 1379 RYAIX 07/26/99 08/20/99 25 -3.8 1327 RYOCX 08/20/99 09/20/99 31 10.0 1459 RYAIX 09/20/99 10/26/99 36 2.8 1500 RYOCX 10/26/99 03/14/00 140 69.8 2547 RYAIX 03/14/00 06/05/00 83 1.4 2582 RYOCX 06/05/00 07/26/00 51 2.2 2639 RYAIX 07/26/00 08/16/00 21 2.0 2690 RYOCX 08/16/00 09/14/00 29 0.3 2699 RYAIX 09/14/00 01/05/01 113 45.4 3923 RYOCX 01/05/01 02/09/01 35 -0.6 3901 RYAIX 02/09/01 04/12/01 62 21.4 4737 RYOCX 04/12/01 06/13/01 62 4.1 4931 RYAIX 06/13/01 10/12/01 121 22.2 6027 RYOCX 10/12/01 01/17/02 97 14.5 6900 RYAIX 01/17/02 03/04/02 46 5.3 7266 RYOCX 03/04/02 04/04/02 31 -6.7 6781 RYAIX 04/04/02 08/19/02 137 25.4 8503 RYOCX 08/19/02 08/29/02 10 -6.2 7979 RYAIX 08/29/02 10/17/02 49 -0.9 7907 RYOCX 10/17/02 01/21/03 96 5.9 8377 RYAIX 01/21/03 03/17/03 55 -7.8 7726 RYOCX 03/17/03 03/17/04 366 30.8 10103 RYAIX 03/17/04 03/31/04 14 -0.8 10022 RYOCX 03/31/04 04/22/04 22 3.3 10351 RYAIX 04/22/04 05/21/04 29 5.3 10898 RYOCX 05/21/04 07/09/04 49 2.1 11128 RYAIX 07/09/04 08/24/04 46 4.6 11644 RYOCX 08/24/04 01/10/05 139 14.3 13315 RYAIX 01/10/05 02/03/05 24 3.7 13807 RYOCX 02/03/05 04/04/05 60 -2.3 13494 RYAIX 04/04/05 04/08/05 4 -0.5 13423 RYOCX 04/08/05 08/19/05 133 6.7 14326 RYAIX 08/19/05 02/08/07 538 -6.0 13460 RYOCX 02/08/07 03/16/07 36 -3.9 12934 RYAIX 03/16/07 04/16/07 31 -4.5 12357 RYOCX 04/16/07 05/14/07 28 2.5 12671 RYAIX 05/14/07 09/19/07 128 -5.8 11943 RYOCX 09/19/07 11/27/07 69 -1.0 11828 RYAIX 11/27/07 11/21/08 360 66.2 19662 RYOCX 11/21/08 12/04/08 13 3.9 20428 RYAIX 12/04/08 Holding 78 -6.6 19080 LastValue 19080, AnnRet 32.5%, Mdd 30.5% on 12/10/07 Fund Index ---- ----- Trades 22 23 Winning trades 16 12 Days held 1728 2095 Total %return 470.9 234.2 Annual %return 44.4 23.4 Buy-hold annual %return -1.4 -8.1 Fund = Long position and relates only to RYOCX Index = Short (or inverse) position relates to RYAIX only