Historical Performance Report - 04/15/08 --------------------------------------- Model Portfolio - RUT 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 Mekros - RYMKX Short Position (Index): Profunds Short SmallCap - SHPIX ============================================================ Signal Pair Trade history of RYMKX/SHPIX using FS2x 04/15/08 ============================================================ Fund = RYMKX Index = SHPIX Signal = FS2x Delay = 1 FnuFile = StartDate = 05/07/02 StopDate = 04/15/08 HoldMinDays = 1 PenaltyDays = 0 Penalty = 0.00% Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- SHPIX 05/07/02 08/19/02 104 20.1 1201 RYMKX 08/19/02 08/29/02 10 -3.0 1165 SHPIX 08/29/02 10/17/02 49 7.0 1246 RYMKX 10/17/02 01/21/03 96 7.4 1338 SHPIX 01/21/03 03/17/03 55 4.1 1393 RYMKX 03/17/03 03/17/04 366 95.1 2717 SHPIX 03/17/04 03/31/04 14 -2.2 2657 RYMKX 03/31/04 04/22/04 22 0.5 2670 SHPIX 04/22/04 05/21/04 29 8.3 2893 RYMKX 05/21/04 07/09/04 49 5.9 3063 SHPIX 07/09/04 08/24/04 46 2.9 3151 RYMKX 08/24/04 01/10/05 139 19.8 3774 SHPIX 01/10/05 02/03/05 24 -1.9 3703 RYMKX 02/03/05 04/04/05 60 -2.7 3604 SHPIX 04/04/05 04/08/05 4 0.5 3622 RYMKX 04/08/05 08/19/05 133 10.0 3984 SHPIX 08/19/05 02/08/07 538 -16.2 3338 RYMKX 02/08/07 03/16/07 36 -7.1 3100 SHPIX 03/16/07 04/16/07 31 -5.9 2916 RYMKX 04/16/07 05/14/07 28 -1.7 2867 SHPIX 05/14/07 09/19/07 128 1.2 2901 RYMKX 09/19/07 11/27/07 69 -13.9 2498 SHPIX 11/27/07 Holding 140 5.5 2635 LastValue 2635, AnnRet 17.7%, Mdd 46.3% on 12/26/07 Fund Index ---- ----- Trades 11 12 Winning trades 6 8 Days held 1008 1162 Total %return 117.9 20.9 Annual %return 32.6 6.1 Buy-hold annual %return 5.3 -7.0 Fund = Long position and relates only to RYMKX Index = Short (or inverse) position relates to SHPIX only