----------------------------------------

ULTRA 10.32b, User Composite: C:\ULTRA9\C_DTM6LS.TXT

----------------------------------------
@SYS/c_dtm6ls
C_b1.sig,1/ c_b2.sig,1/c_dtm6L.sig,1
@ALL/0,-100/1,100/@end
--------------------------------------------------------------------------------
----
OPEN CLOSE NEW LAST ACCOUNT MAX
TRADE
DATE INDEX INDEX PTS POS TRADE VALUE DRAWDOWN DRAW
DOWN
--------------------------------------------------------------------------------
----
09/11/87 321.98 0 OPEN $321.98
09/18/87 321.98 310.54 1 +100% +0.00% $321.98 0.0% 0.0
%
10/02/87 310.54 328.08 0 -100% +5.65% $340.17 -0.4% -0.5
%
12/07/87 328.08 234.91 1 +100% +28.40% $436.77 -0.1% -7.8
%
12/18/87 234.91 249.54 0 -100% +6.23% $463.97 -2.1% -2.2
%
12/31/87 249.54 255.94 1 +100% -2.56% $452.07 -1.3% -4.5
%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1987 SPX:-23.3% (-31.7% on 12/04/87) COMP:+40.4% (-7.8% on 10/21/87)
- - - - - - - - - - - - - - - - - - - - - - - - -
1988 SPX:+12.4% (-7.6% on 05/23/88) COMP:+8.5% (-7.6% on 05/23/88)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1989 SPX:+27.3% (-7.6% on 11/06/89) COMP:+27.3% (-7.6% on 11/06/89)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
07/20/90 255.94 355.31 0 -100% +38.83% $627.59 -1.0% -10.2
%
11/05/90 355.31 311.62 1 +100% +12.30% $704.76 -3.9% -4.6
%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1990 SPX:-6.6% (-19.9% on 10/11/90) COMP:+19.6% (-10.2% on 01/30/90)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/02/91 311.62 321.91 0 -100% +3.30% $728.03 -0.5% -3.0
%
01/11/91 321.91 312.49 1 +100% +2.93% $749.34 -0.9% -0.9
%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1991 SPX:+26.3% (-5.7% on 01/09/91) COMP:+33.9% (-5.6% on 05/15/91)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1992 SPX:+4.5% (-6.2% on 04/08/92) COMP:+4.5% (-6.2% on 04/08/92)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1993 SPX:+7.1% (-5.0% on 04/26/93) COMP:+7.1% (-5.0% on 04/26/93)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
03/29/94 312.49 445.55 0 -100% +42.58% $1068.41 -4.6% -7.
6%
03/31/94 445.55 438.92 1 +100% +1.49% $1084.31 -7.6% 0.
0%
06/24/94 438.92 447.31 0 -100% +1.91% $1105.03 -3.9% -3.
3%
12/15/94 447.31 458.80 1 +100% -2.57% $1076.65 -6.0% -7.
1%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1994 SPX:-1.5% (-8.9% on 03/31/94) COMP:-3.6% (-10.5% on 08/30/94)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1995 SPX:+34.1% (-2.5% on 12/20/95) COMP:+34.1% (-2.5% on 12/20/95)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1996 SPX:+20.3% (-7.6% on 07/24/96) COMP:+20.3% (-7.6% on 07/24/96)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1997 SPX:+31.0% (-10.8% on 10/27/97) COMP:+31.0% (-10.8% on 10/27/97)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
07/17/98 458.80 1184.10 0 -100% +158.09% $2778.68 -0.2% -10.
8%
09/04/98 1184.10 1023.46 1 +100% +13.57% $3155.65 -1.8% -4.
7%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1998 SPX:+26.7% (-19.3% on 08/31/98) COMP:+66.4% (-10.6% on 10/08/98)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/29/99 1023.46 1273.00 0 -100% +24.38% $3925.05 -0.8% -10.
0%
02/05/99 1273.00 1243.77 1 +100% +2.30% $4015.18 -0.8% -0.
8%
07/02/99 1243.77 1388.12 0 -100% +11.61% $4481.17 -1.2% -6.
3%
07/23/99 1388.12 1347.70 1 +100% +2.91% $4611.66 -0.2% -2.
2%
07/27/99 1347.70 1365.40 0 -100% +1.31% $4672.23 0.0% 0.
0%
10/22/99 1365.40 1293.63 1 +100% +5.26% $4917.82 -2.4% -6.
9%
11/12/99 1293.63 1394.39 0 -100% +7.79% $5300.86 -0.3% -1.
1%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
1999 SPX:+19.5% (-12.1% on 10/15/99) COMP:+32.4% (-6.9% on 08/25/99)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2000 SPX:-10.1% (-17.2% on 12/20/00) COMP:+11.3% (-13.3% on 03/24/00)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
02/02/01 1394.39 1354.31 2 +100% +2.87% $5453.23 -7.1% -13.
3%
02/23/01 1354.31 1267.65 0 -100% -6.40% $5104.28 -12.9% -7.
5%
04/27/01 1267.65 1249.46 2 +100% +1.43% $5177.53 -9.6% -10.
5%
06/22/01 1249.46 1218.60 0 -100% -2.47% $5049.65 -11.5% -8.
0%
11/07/01 1218.60 1118.54 1 +100% +8.21% $5464.28 -10.4% -10.
4%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2001 SPX:-13.0% (-29.7% on 09/21/01) COMP:+0.5% (-13.7% on 07/02/01)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/29/02 1118.54 1113.57 0 -100% -0.44% $5440.00 -9.2% -5.
0%
02/01/02 1113.57 1094.44 2 +100% +1.72% $5533.45 -12.1% -1.
5%
04/12/02 1094.44 1102.55 0 -100% +0.74% $5574.46 -8.5% -5.
8%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2002 SPX:-23.4% (-33.8% on 10/09/02) COMP:+19.5% (-11.7% on 08/22/02)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/10/03 1102.55 926.26 1 +100% +15.99% $6465.78 -10.6% -11.
7%
01/17/03 926.26 887.62 0 -100% -4.17% $6196.05 -11.6% -4.
7%
03/25/03 887.62 869.95 1 +100% +1.99% $6319.39 -11.9% -9.
8%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2003 SPX:+26.4% (-14.1% on 03/11/03) COMP:+20.5% (-9.8% on 03/21/03)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
04/30/04 869.95 1117.49 0 -100% +28.45% $8117.55 -3.8% -5.
7%
05/10/04 1117.49 1095.45 3 +100% +1.97% $8277.65 -1.9% -0.
4%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2004 SPX:+9.0% (-8.2% on 08/12/04) COMP:+13.4% (-7.1% on 08/12/04)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
11/11/05 1095.45 1233.76 0 -100% +12.63% $9322.77 -1.1% -7.
2%
12/27/05 1233.76 1258.17 1 +100% -1.98% $9138.32 -3.7% -3.
5%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2005 SPX:+3.0% (-7.2% on 04/20/05) COMP:-1.0% (-7.2% on 04/20/05)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
02/17/06 1258.17 1283.03 0 -100% +1.98% $9318.88 -0.5% -3.
0%
03/17/06 1283.03 1305.08 3 +100% -1.72% $9158.73 -2.7% -2.
6%
04/28/06 1305.08 1305.19 0 -100% +0.01% $9159.50 -2.3% -2.
0%
08/18/06 1305.19 1297.52 1 +100% +0.59% $9213.33 -5.3% -5.
3%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2006 SPX:+13.6% (-7.7% on 06/13/06) COMP:+11.1% (-5.7% on 08/23/06)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
10/24/07 1297.52 1514.40 0 -100% +16.71% $10753.33 -2.9% -9
.4%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2007 SPX:+3.5% (-10.1% on 11/26/07) COMP:+10.0% (-9.4% on 08/15/07)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/25/08 1514.40 1353.97 1 +100% +10.59% $11892.50 -2.4% -6
.7%
03/20/08 1353.97 1349.88 0 -100% -0.30% $11856.58 -7.0% -8
.7%
03/28/08 1349.88 1322.70 1 +100% +2.01% $12095.31 -1.5% -0
.2%
06/10/08 1322.70 1335.49 0 -100% +0.97% $12212.27 -4.5% -6
.4%
12/19/08 1335.49 871.63 2 +100% +34.73% $16453.99 -6.9% -8
.6%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2008 SPX:-38.5% (-48.8% on 11/20/08) COMP:+53.9% (-8.7% on 03/10/08)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
01/30/09 871.63 825.44 0 -100% -5.30% $15582.05 -9.6% -13
.9%
03/27/09 825.44 787.53 1 +100% +4.59% $16297.69 -16.0% -16
.0%
07/10/09 787.53 901.05 0 -100% +14.41% $18646.95 -6.7% -7
.0%
07/17/09 901.05 951.13 2 +100% -5.56% $17610.56 -9.0% -5
.6%
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2009 SPX:+23.5% (-27.6% on 03/09/09) COMP:+21.1% (-16.4% on 02/09/09)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
09/30/10 951.13 1146.24 1 +100% +20.51% $21223.10 (OPEN)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
2010 SPX:+2.3% (-16.0% on 07/02/10) COMP:+2.8% (-16.0% on 07/02/10)
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
Starting Date: 09/11/87 Ending Date: 09/30/10
SPX Buy And Hold Results: Max.Drawdown: -56.78% on 03/09/09 CAR: +5.64%
DTM6LS TRADES rades: 51 (78.43% Winners) 2.21/year
Max. Drawdown (peaks): 16.44% on 02/09/09 Max. Drawdown (entry):-9.54% on 03/24/
00
Total Gain: +6491.43% CAR: +19.91%
Percent Invested: 99.91%Percent long: 75.23%
Percent short: 24.69% CAR While Invested: +19.93% Ulcer Index: 4.52