Historical Performance Report - 04/15/08 --------------------------------------- Model Portfolio - NAS 2 --------------------------------------- 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) : Profunds Ultra OTC - UOPIX Short Position (Index): Profunds UltraShort OTC - USPIX ============================================================ Signal Pair Trade history of UOPIX/USPIX using FS2x 04/15/08 ============================================================ Fund = UOPIX Index = USPIX Signal = FS2x Delay = 1 FnuFile = StartDate = 07/10/98 StopDate = 04/15/08 HoldMinDays = 1 PenaltyDays = 0 Penalty = 0.00% Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- UOPIX 07/10/98 07/22/98 12 5.9 1059 USPIX 07/22/98 10/16/98 86 4.9 1111 UOPIX 10/16/98 02/08/99 115 132.1 2578 USPIX 02/08/99 04/01/99 52 -15.0 2191 UOPIX 04/01/99 07/26/99 116 1.7 2227 USPIX 07/26/99 08/20/99 25 -7.5 2059 UOPIX 08/20/99 09/20/99 31 19.4 2459 USPIX 09/20/99 10/26/99 36 4.6 2572 UOPIX 10/26/99 03/14/00 140 166.3 6848 USPIX 03/14/00 06/05/00 83 -6.1 6428 UOPIX 06/05/00 07/26/00 51 0.9 6484 USPIX 07/26/00 08/16/00 21 -0.3 6465 UOPIX 08/16/00 09/14/00 29 -0.7 6422 USPIX 09/14/00 01/05/01 113 62.7 10448 UOPIX 01/05/01 02/09/01 35 -3.2 10109 USPIX 02/09/01 04/12/01 62 37.0 13846 UOPIX 04/12/01 06/13/01 62 2.9 14243 USPIX 06/13/01 10/12/01 121 38.0 19659 UOPIX 10/12/01 01/17/02 97 25.5 24668 USPIX 01/17/02 03/04/02 46 9.1 26907 UOPIX 03/04/02 04/04/02 31 -13.9 23173 USPIX 04/04/02 08/19/02 137 41.1 32696 UOPIX 08/19/02 08/29/02 10 -12.9 28490 USPIX 08/29/02 10/17/02 49 -5.2 27004 UOPIX 10/17/02 01/21/03 96 9.2 29495 USPIX 01/21/03 03/17/03 55 -16.1 24757 UOPIX 03/17/03 03/17/04 366 63.1 40388 USPIX 03/17/04 03/31/04 14 -1.9 39625 UOPIX 03/31/04 04/22/04 22 6.3 42113 USPIX 04/22/04 05/21/04 29 10.6 46584 UOPIX 05/21/04 07/09/04 49 3.8 48359 USPIX 07/09/04 08/24/04 46 8.9 52662 UOPIX 08/24/04 01/10/05 139 27.9 67343 USPIX 01/10/05 02/03/05 24 7.2 72218 UOPIX 02/03/05 04/04/05 60 -4.9 68655 USPIX 04/04/05 04/08/05 4 -1.1 67931 UOPIX 04/08/05 08/19/05 133 10.0 74714 USPIX 08/19/05 02/08/07 538 -18.4 60994 UOPIX 02/08/07 03/16/07 36 -8.2 55995 USPIX 03/16/07 04/16/07 31 -9.1 50920 UOPIX 04/16/07 05/14/07 28 5.4 53672 USPIX 05/14/07 09/19/07 128 -13.7 46343 UOPIX 09/19/07 11/27/07 69 -2.9 45007 USPIX 11/27/07 Holding 140 22.7 55237 LastValue 55237, AnnRet 50.7%, Mdd 55.6% on 12/26/07 Fund Index ---- ----- Trades 22 22 Winning trades 15 11 Days held 1727 1840 Total %return 1742.8 199.7 Annual %return 85.1 24.3 Buy-hold annual %return -12.3 -29.7 Fund = Long position and relates only to UOPIX Index = Short (or inverse) position relates to USPIX only