................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1607 Trading days from 190102 to 250520 Running .DAT file ESN001.DAT Last trading day was 250520 Closing price was 5959.7500 Current V value is 94.750000 (379 ticks) K1 value is 0.57 V*K1 for tomorrow is 54.007500 (216 ticks) BuyStop for tomorrow is 6013.7500 SellStop is 5905.7500 Protective stop price is 6025.2500 Profit objective price is 5722.2500 V is less than high filter value of 400 V is greater than low filter value of 95 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 5930.2500 Open trade equity is -1475.00 From 190102 total profit is 228350.00 current drawdown is -2412.50 maximum drawdown was -24537.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1607 Trading days from 190102 to 250520 Running .DAT file ESM300.DAT Last trading day was 250520 Closing price was 5959.7500 Current V value is 146.750000 (587 ticks) K1 value is 0.48 V*K1 for tomorrow is 70.440000 (282 ticks) BuyStop for tomorrow is 6030.5000 SellStop is 5889.5000 V is less than high filter value of 9999 V is greater than low filter value of 380 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 18020.00 current drawdown is -4167.50 maximum drawdown was -5913.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1607 Trading days from 190102 to 250520 Running .DAT file NQN012.DAT Last trading day was 250520 Closing price was 21447.2500 Current V value is 414.500000 (1658 ticks) K1 value is 0.37 V*K1 for tomorrow is 153.365000 (613 ticks) BuyStop for tomorrow is 21589.2500 SellStop is 21282.5000 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 523440.00 current drawdown is 0.00 maximum drawdown was -28215.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1607 Trading days from 190102 to 250520 Running .DAT file NQM300.DAT Last trading day was 250520 Closing price was 21447.2500 Current V value is 414.500000 (1658 ticks) K1 value is 0.37 V*K1 for tomorrow is 153.365000 (613 ticks) BuyStop for tomorrow is 21589.2500 SellStop is 21282.5000 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 36009.00 current drawdown is 0.00 maximum drawdown was -4941.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1607 Trading days from 190102 to 250520 Running .DAT file YMN001.DAT Last trading day was 250520 Closing price was 42772.0000 Current V value is 1135.000000 (1135 ticks) K1 value is 0.43 V*K1 for tomorrow is 488.050000 (488 ticks) BuyStop for tomorrow is 43261.0000 SellStop is 42285.0000 V is less than high filter value of 2400 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 210195.00 current drawdown is 0.00 maximum drawdown was -14605.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1606 Trading days from 190102 to 250520 Running .DAT file GC1004.DAT Last trading day was 250520 Closing price was 3284.6001 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3414.1300 SellStop is 3112.8700 V is equal to or greater than high filter value of 5325 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 202562.00 current drawdown is 0.00 maximum drawdown was -18188.01 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI GOLD 50 1606 Trading days from 190102 to 250520 Running .DAT file GC2006.DAT Last trading day was 250520 Closing price was 3284.6001 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3414.1300 SellStop is 3112.8700 V is equal to or greater than high filter value of 5325 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 99156.00 current drawdown is 0.00 maximum drawdown was -9244.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO GOLD 10 1606 Trading days from 190102 to 250520 Running .DAT file GC3002.DAT Last trading day was 250520 Closing price was 3284.6001 Current V value is 239.099854 (23910 ticks) K1 value is 0.75 V*K1 for tomorrow is 179.324890 (17932 ticks) BuyStop for tomorrow is 3432.2700 SellStop is 3073.6300 V is equal to or greater than high filter value of 5300 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 14803.10 current drawdown is -915.80 maximum drawdown was -2016.30 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 5000 SILVER 1606 Trading days from 190102 to 250520 Running .DAT file SI1009.DAT Last trading day was 250520 Closing price was 33.1740 Current V value is 0.798665 (799 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.399333 (399 ticks) BuyStop and SellStop computation requires tomorrow's Open V is equal to or greater than high filter value of 750 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 382980.00 current drawdown is -6385.00 maximum drawdown was -20734.99 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1606 Trading days from 190102 to 250520 Running .DAT file SI2019.DAT Last trading day was 250520 Closing price was 33.1740 Current V value is 0.870125 (870 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.365453 (365 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 31.9440 Profit objective price is 35.5240 V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 32.8440 Open trade equity is 825.00 From 190102 total profit is 185260.00 current drawdown is -1840.00 maximum drawdown was -9987.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1606 Trading days from 190102 to 250520 Running .DAT file SI3013.DAT Last trading day was 250520 Closing price was 33.1740 Current V value is 0.870125 (870 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.365453 (365 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 31.9490 Profit objective price is 35.5440 V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 32.8440 Open trade equity is 330.00 From 190102 total profit is 59619.00 current drawdown is -1116.00 maximum drawdown was -4325.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1606 Trading days from 190102 to 250520 Running .DAT file HG1001.DAT Last trading day was 250520 Closing price was 4.6540 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.7277 SellStop is 4.5804 V is equal to or greater than high filter value of 4525 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 127013.75 current drawdown is -6484.99 maximum drawdown was -14782.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI COPPER 12500 1606 Trading days from 190102 to 250520 Running .DAT file HG2001.DAT Last trading day was 250520 Closing price was 4.6540 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.7277 SellStop is 4.5804 V is equal to or greater than high filter value of 4525 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 55856.88 current drawdown is -3380.00 maximum drawdown was -7978.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 CRUDE OIL 1606 Trading days from 190102 to 250520 Running .DAT file CL1004.DAT Last trading day was 250520 Closing price was 62.5600 Current V value is 1.648698 (165 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.384906 (138 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 111.2600 Profit objective price is 54.5600 V is less than high filter value of 1125 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 61.2600 Open trade equity is -1300.00 From 190102 total profit is 177470.00 current drawdown is -2460.00 maximum drawdown was -19480.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1606 Trading days from 190102 to 250520 Running .DAT file CL2009.DAT Last trading day was 250520 Closing price was 62.5600 Current V value is 3.340004 (334 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.670002 (167 ticks) BuyStop for tomorrow is 64.2300 SellStop is 60.8900 Protective stop price is 71.2800 Profit objective price is 52.8800 V is less than high filter value of 1475 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 61.4800 Open trade equity is -540.00 From 190102 total profit is 92030.01 current drawdown is -4125.00 maximum drawdown was -9000.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1606 Trading days from 190102 to 250520 Running .DAT file RBN001.DAT Last trading day was 250520 Closing price was 2.1521 Current V value is 0.057000 (570 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.030210 (302 ticks) BuyStop for tomorrow is 2.1823 SellStop is 2.1219 Protective stop price is 3.3171 Profit objective price is 2.0718 V is less than high filter value of 2275 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 2.1266 Open trade equity is -1071.00 From 190102 total profit is 172077.81 current drawdown is -8196.80 maximum drawdown was -17425.20 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1607 Trading days from 190102 to 250520 Running .DAT file BTC009.DAT Last trading day was 250520 Closing price was 107360.0000 Current V value is 5975.000000 (5975 ticks) K1 value is 0.57 V*K1 for tomorrow is 3405.750000 (3406 ticks) BuyStop for tomorrow is 109448.0000 SellStop is 102637.0000 Protective stop price is 97360.0000 Profit objective price is 127462.0000 V is equal to or greater than high filter value of 5575 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently long 1 contract(s) at 97462.0000 Open trade equity is 989.80 From 190102 total profit is 17059.30 current drawdown is -2071.80 maximum drawdown was -2152.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1607 Trading days from 190102 to 250520 Running .DAT file J6N105.DAT Last trading day was 250520 Closing price was 0.6938 Current V value is 0.009650 (96 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008009 (80 ticks) BuyStop for tomorrow is 0.7011 SellStop is 0.6851 Protective stop price is 0.7130 Profit objective price is 0.6642 V is less than high filter value of 100 V is greater than low filter value of 5 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 0.7058 Open trade equity is 1493.75 From 190102 total profit is 73312.51 current drawdown is 0.00 maximum drawdown was -6356.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1607 Trading days from 190102 to 250520 Running .DAT file J7M205.DAT Last trading day was 250520 Closing price was 0.6938 Current V value is 0.009650 (96 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008009 (80 ticks) BuyStop for tomorrow is 0.7011 SellStop is 0.6851 Protective stop price is 0.7130 Profit objective price is 0.6642 V is less than high filter value of 100 V is greater than low filter value of 5 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 0.7058 Open trade equity is 746.88 From 190102 total profit is 34081.25 current drawdown is 0.00 maximum drawdown was -3318.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1641 Trading days from 190102 to 250520 Running .DAT file DXX006.DAT Last trading day was 250520 Closing price was 99.9770 Current V value is 0.904110 (9041 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.488220 (4882 ticks) BuyStop for tomorrow is 100.9382 SellStop is 99.3818 V is equal to or greater than high filter value of 5475 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 23598.51 current drawdown is 0.00 maximum drawdown was -3957.60 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 EURO FX 1607 Trading days from 190102 to 250520 Running .DAT file E6N010.DAT Last trading day was 250520 Closing price was 1.1292 Current V value is 0.034250 (343 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.010275 (103 ticks) BuyStop for tomorrow is 1.1394 SellStop is 1.1189 Protective stop price is 1.1058 Profit objective price is 1.1392 V is less than high filter value of 375 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 1.1280 Open trade equity is 143.75 From 190102 total profit is 48275.01 current drawdown is 0.00 maximum drawdown was -7931.26 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1607 Trading days from 190102 to 250520 Running .DAT file E7M008.DAT Last trading day was 250520 Closing price was 1.1292 Current V value is 0.031150 (312 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.013083 (131 ticks) BuyStop for tomorrow is 1.1422 SellStop is 1.1161 V is equal to or greater than high filter value of 225 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 27568.75 current drawdown is 0.00 maximum drawdown was -3881.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1608 Trading days from 190102 to 250520 Running .DAT file S6N004.DAT Last trading day was 250520 Closing price was 1.2090 Current V value is 0.027200 (272 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.019040 (190 ticks) BuyStop for tomorrow is 1.2256 SellStop is 1.1875 Protective stop price is 1.2211 Profit objective price is 1.1455 V is less than high filter value of 375 V is greater than low filter value of 75 High/Low filters permit trading for tomorrow Currently short 1 contract(s) at 1.2087 Open trade equity is -31.26 From 190102 total profit is 74343.74 current drawdown is 0.00 maximum drawdown was -9112.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1606 Trading days from 190102 to 250520 Running .DAT file D6N001.DAT Last trading day was 250520 Closing price was 0.7189 Current V value is 0.003150 (32 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003812 (38 ticks) BuyStop for tomorrow is 0.7222 SellStop is 0.7146 Protective stop price is 0.7378 Profit objective price is 0.7100 V is less than high filter value of 150 V is equal to or less than low filter value of 35 Low filter does not permit trading for tomorrow Currently short 1 contract(s) at 0.7200 Open trade equity is 110.00 From 190102 total profit is 22510.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ................................................................