Serendipity1.1  Bond System
Trade By Trade Report

The hypothetical performance data below was generated using Omega TradeStation, with $100 deducted per trade for commissions and slippage. The prices in the report are back-adjusted prices which are not identical to actual prices on these dates.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

Date	Type	Price	Entry P/L	Cumulative
3/16/88	Sell	66^09
3/17/88	SExit	66^20	($443.75)	($443.75)
3/18/88	Sell	65^30
3/22/88	SExit	65^21	$181.25	($262.50)
4/12/88	Sell	64^27
4/15/88	SExit	63^07	$1,525.00	$1,262.50
4/28/88	Sell	62^20
5/3/88	SExit	61^31	$556.25	$1,818.75
5/27/88	Sell	59^25
6/1/88	SExit	61^04	($1,443.75)	$375.00
6/22/88	Buy	63^06
6/27/88	LExit	63^22	$400.00	$775.00
7/27/88	Sell	61^10
7/29/88	SExit	61^15	($256.25)	$518.75
8/8/88	Sell	62^03
8/11/88	SExit	60^10	$1,681.25	$2,200.00
8/22/88	Sell	60^03
8/23/88	SExit	60^15	($475.00)	$1,725.00
8/25/88	Sell	59^25
8/29/88	SExit	61^01	($1,350.00)	$375.00
9/29/88	Buy	63^26
10/3/88	LExit	64^30	$1,025.00	$1,400.00
10/14/88	Buy	65^21
10/31/88	LExit	66^17	$775.00	$2,175.00
12/2/88	Sell	64^01
12/6/88	SExit	64^04	($193.75)	$1,981.25
12/20/88	Buy	65^17
12/27/88	LExit	66^11	$712.50	$2,693.75
1/9/89	Buy	65^13
1/16/89	LExit	66^26	$1,306.25	$4,000.00
2/22/89	Sell	65^00
2/24/89	SExit	64^20	$275.00	$4,275.00
3/8/89	Sell	64^23
3/20/89	SExit	63^06	$1,431.25	$5,706.25
5/5/89	Buy	66^18
5/9/89	LExit	65^10	($1,350.00)	$4,356.25
6/21/89	Buy	72^08
6/26/89	LExit	73^13	$1,056.25	$5,412.50
7/20/89	Buy	74^03
7/28/89	LExit	75^06	$993.75	$6,406.25
10/19/89	Buy	75^11
10/25/89	LExit	76^03	$650.00	$7,056.25
11/7/89	Buy	76^11
12/8/89	LExit	75^13	($1,037.50)	$6,018.75
2/2/90	Sell	70^23
2/7/90	SExit	69^14	$1,181.25	$7,200.00
2/13/90	Sell	70^27
2/21/90	SExit	68^27	$1,900.00	$9,100.00
2/28/90	Sell	70^04
3/2/90	SExit	69^13	$618.75	$9,718.75
3/9/90	Sell	69^02
3/14/90	SExit	68^04	$837.50	$10,556.25
5/9/90	Sell	66^27
5/10/90	SExit	67^07	($475.00)	$10,081.25
5/22/90	Buy	69^01
6/4/90	LExit	71^02	$1,931.25	$12,012.50
8/16/90	Sell	67^22
8/17/90	SExit	66^11	$1,243.75	$13,256.25
9/4/90	Sell	65^16
9/7/90	SExit	66^24	($1,350.00)	$11,906.25
9/11/90	Sell	66^05
9/24/90	SExit	64^18	$1,493.75	$13,400.00
10/15/90	Buy	66^28
10/19/90	LExit	68^17	$1,556.25	$14,956.25
10/31/90	Buy	68^11
11/2/90	LExit	69^11	$900.00	$15,856.25
11/9/90	Buy	69^25
11/13/90	LExit	70^24	$868.75	$16,725.00
11/30/90	Buy	72^05
12/6/90	LExit	73^11	$1,087.50	$17,812.50
12/18/90	Buy	74^09
12/24/90	LExit	72^29	($1,475.00)	$16,337.50
12/27/90	Buy	73^13
1/3/91	LExit	74^20	$1,118.75	$17,456.25
3/15/91	Sell	73^13
3/19/91	SExit	72^19	$712.50	$18,168.75
4/12/91	Buy	74^04
4/16/91	LExit	75^00	$775.00	$18,943.75
4/24/91	Buy	74^07
5/3/91	LExit	75^08	$931.25	$19,875.00
5/23/91	Sell	73^15
6/6/91	SExit	72^25	$587.50	$20,462.50
7/2/91	Sell	72^08
7/10/91	SExit	71^17	$618.75	$21,081.25
7/24/91	Buy	73^04
8/1/91	LExit	73^28	$650.00	$21,731.25
8/28/91	Buy	76^25
8/30/91	LExit	77^13	$525.00	$22,256.25
2/7/92	Sell	81^23
2/14/92	SExit	80^03	$1,525.00	$23,781.25
3/3/92	Sell	80^31
3/4/92	SExit	80^31	($100.00)	$23,681.25
3/11/92	Sell	80^20
3/13/92	SExit	79^11	$1,181.25	$24,862.50
3/20/92	Sell	79^12
3/24/92	SExit	80^20	($1,350.00)	$23,512.50
3/27/92	Sell	80^02
4/1/92	SExit	81^10	($1,350.00)	$22,162.50
5/29/92	Buy	82^17
6/19/92	LExit	83^05	$525.00	$22,687.50
7/15/92	Buy	85^14
7/24/92	LExit	86^23	$1,181.25	$23,868.75
8/27/92	Buy	88^00
9/3/92	LExit	88^24	$650.00	$24,518.75
10/16/92	Sell	87^25
10/21/92	SExit	86^14	$1,243.75	$25,762.50
11/2/92	Sell	86^22
11/3/92	SExit	86^22	($100.00)	$25,662.50
12/4/92	Buy	88^02
12/8/92	LExit	89^07	$1,056.25	$26,718.75
1/4/93	Buy	90^21
1/7/93	LExit	89^13	($1,350.00)	$25,368.75
1/14/93	Buy	89^19
1/18/93	LExit	90^18	$868.75	$26,237.50
3/17/93	Buy	96^11
3/24/93	LExit	96^31	$525.00	$26,762.50
4/30/93	Buy	97^19
5/5/93	LExit	98^20	$931.25	$27,693.75
5/28/93	Sell	97^07
6/1/93	SExit	97^26	($693.75)	$27,000.00
7/29/93	Buy	102^07
7/30/93	LExit	103^06	$868.75	$27,868.75
8/9/93	Buy	103^26
8/23/93	LExit	105^05	$1,243.75	$29,112.50
9/23/93	Buy	107^09
9/28/93	LExit	108^31	$1,587.50	$30,700.00
11/18/93	Sell	105^26
11/22/93	SExit	103^20	$2,087.50	$32,787.50
11/30/93	Sell	104^28
12/1/93	SExit	104^29	($131.25)	$32,656.25
12/3/93	Sell	104^14
12/6/93	SExit	105^23	($1,381.25)	$31,275.00
2/4/94	Buy	107^06
2/4/94	LExit	105^30	($1,350.00)	$29,925.00
3/18/94	Sell	100^18
3/22/94	SExit	99^28	$587.50	$30,512.50
3/24/94	Sell	99^27
3/30/94	SExit	98^09	$1,462.50	$31,975.00
4/8/94	Sell	95^31
4/13/94	SExit	97^07	($1,350.00)	$30,625.00
4/14/94	Sell	96^06
4/19/94	SExit	94^09	$1,806.25	$32,431.25
6/14/94	Buy	97^00
6/15/94	LExit	95^24	($1,350.00)	$31,081.25
7/21/94	Sell	94^22
7/29/94	SExit	95^30	($1,350.00)	$29,731.25
8/15/94	Buy	94^29
8/17/94	LExit	96^15	$1,462.50	$31,193.75
9/16/94	Sell	92^27
9/28/94	SExit	92^01	$712.50	$31,906.25
10/19/94	Sell	91^22
10/21/94	SExit	90^23	$868.75	$32,775.00
11/1/94	Sell	90^23
11/4/94	SExit	89^27	$775.00	$33,550.00
11/10/94	Sell	89^22
11/14/94	SExit	89^18	$25.00	$33,575.00
11/17/94	Sell	90^05
11/21/94	SExit	89^31	$87.50	$33,662.50
1/26/95	Buy	93^06
1/30/95	LExit	94^21	$1,368.75	$35,031.25
2/14/95	Buy	95^27
2/23/95	LExit	96^30	$993.75	$36,025.00
3/8/95	Buy	96^16
3/13/95	LExit	97^12	$775.00	$36,800.00
3/24/95	Buy	98^03
3/28/95	LExit	98^28	$681.25	$37,481.25
4/3/95	Buy	98^15
4/24/95	LExit	99^06	$618.75	$38,100.00
6/13/95	Buy	107^27
6/14/95	LExit	108^22	$743.75	$38,843.75
6/19/95	Buy	108^11
6/23/95	LExit	110^15	$2,025.00	$40,868.75
6/28/95	Buy	109^17
6/29/95	LExit	108^09	($1,350.00)	$39,518.75
7/6/95	Buy	108^31
7/7/95	LExit	110^06	$1,118.75	$40,637.50
7/28/95	Sell	105^02
8/14/95	SExit	103^16	$1,462.50	$42,100.00
8/23/95	Sell	104^15
8/24/95	SExit	104^25	($412.50)	$41,687.50
9/29/95	Buy	108^21
10/4/95	LExit	109^25	$1,025.00	$42,712.50
10/24/95	Buy	111^30
10/27/95	LExit	110^22	($1,350.00)	$41,362.50
10/30/95	Buy	111^28
11/3/95	LExit	113^06	$1,212.50	$42,575.00
11/14/95	Buy	113^00
12/1/95	LExit	114^17	$1,431.25	$44,006.25
12/20/95	Buy	114^29
12/28/95	LExit	116^01	$1,025.00	$45,031.25
1/9/96	Buy	116^04
1/10/96	LExit	114^28	($1,350.00)	$43,681.25
1/29/96	Buy	115^23
2/5/96	LExit	114^15	($1,350.00)	$42,331.25
2/15/96	Sell	115^04
2/20/96	SExit	112^20	$2,400.00	$44,731.25
3/6/96	Sell	110^24
3/11/96	SExit	105^27	$4,806.25	$49,537.50
3/27/96	Sell	107^31
3/29/96	SExit	106^30	$931.25	$50,468.75
4/4/96	Sell	107^09
4/8/96	SExit	104^19	$2,587.50	$53,056.25
4/17/96	Sell	105^17
5/3/96	SExit	102^23	$2,712.50	$55,768.75
7/12/96	Buy	104^09
7/19/96	LExit	105^20	$1,243.75	$57,012.50
7/31/96	Buy	104^26
8/2/96	LExit	106^31	$2,056.25	$59,068.75
9/17/96	Sell	104^31
9/19/96	SExit	105^00	($131.25)	$58,937.50
10/15/96	Buy	107^18
10/30/96	LExit	109^18	$1,900.00	$60,837.50
11/29/96	Buy	113^04
12/5/96	LExit	111^28	($1,350.00)	$59,487.50
12/9/96	Buy	111^17
12/11/96