Historical Performance Report - 04/15/08 --------------------------------------- Model Portfolio - RUT 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 Small Cap - UAPIX Short Position (Index): Profunds Ultra Short Small Cap - UCPIX ============================================================ Signal Pair Trade history of UAPIX/UCPIX using FS2x 04/15/08 ============================================================ Fund = UAPIX Index = UCPIX 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 ----- -------- -------- ---- ---- ----- ----- UAPIX 01/29/04 03/17/04 48 -0.9 991 UCPIX 03/17/04 03/31/04 14 -4.6 946 UAPIX 03/31/04 04/22/04 22 0.5 950 UCPIX 04/22/04 05/21/04 29 16.9 1110 UAPIX 05/21/04 07/09/04 49 6.1 1179 UCPIX 07/09/04 08/24/04 46 5.2 1239 UAPIX 08/24/04 01/10/05 139 27.1 1575 UCPIX 01/10/05 02/03/05 24 -3.8 1515 UAPIX 02/03/05 04/04/05 60 -5.6 1430 UCPIX 04/04/05 04/08/05 4 1.0 1444 UAPIX 04/08/05 08/19/05 133 11.6 1612 UCPIX 08/19/05 02/08/07 538 -35.6 1038 UAPIX 02/08/07 03/16/07 36 -9.7 937 UCPIX 03/16/07 04/16/07 31 -11.9 826 UAPIX 04/16/07 05/14/07 28 -2.7 804 UCPIX 05/14/07 09/19/07 128 -1.0 796 UAPIX 09/19/07 11/27/07 69 -18.1 652 UCPIX 11/27/07 Holding 140 6.2 692 LastValue 692, AnnRet -8.3%, Mdd 68.9% on 12/26/07 Fund Index ---- ----- Trades 9 9 Winning trades 4 4 Days held 584 954 Total %return 1.8 -32.0 Annual %return 1.1 -13.7 Buy-hold annual %return 1.8 -12.3 Fund = Long position and relates only to UAPIX Index = Short (or inverse) position relates to UCPIX only