................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1610 Trading days from 190102 to 250523 Running .DAT file ESN001.DAT Last trading day was 250523 Closing price was 5817.0000 Current V value is 115.500000 (462 ticks) K1 value is 0.57 V*K1 for tomorrow is 65.835000 (263 ticks) BuyStop for tomorrow is 5882.7500 SellStop is 5751.2500 Protective stop price is 5912.0000 Profit objective price is 5722.2500 V is equal to or greater than high filter value of 400 V is greater than low filter value of 95 High filter does not permit trading for tomorrow Currently short 1 contract(s) at 5930.2500 Open trade equity is 5662.50 From 190102 total profit is 235487.50 current drawdown is -2412.50 maximum drawdown was -24537.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1610 Trading days from 190102 to 250523 Running .DAT file ESM300.DAT Last trading day was 250523 Closing price was 5817.0000 Current V value is 226.000000 (904 ticks) K1 value is 0.48 V*K1 for tomorrow is 108.480000 (434 ticks) BuyStop for tomorrow is 5923.7500 SellStop is 5706.7500 Protective stop price is 6077.0000 Profit objective price is 5569.5000 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 short 1 contract(s) at 5889.5000 Open trade equity is 362.50 From 190102 total profit is 18382.50 current drawdown is -4167.50 maximum drawdown was -5913.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1610 Trading days from 190102 to 250523 Running .DAT file NQN012.DAT Last trading day was 250523 Closing price was 20975.0000 Current V value is 800.000000 (3200 ticks) K1 value is 0.37 V*K1 for tomorrow is 296.000000 (1184 ticks) BuyStop for tomorrow is 21275.2500 SellStop is 20683.2500 Protective stop price is 23475.0000 Profit objective price is 20262.5000 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 short 1 contract(s) at 21282.5000 Open trade equity is 6150.00 From 190102 total profit is 529590.00 current drawdown is 0.00 maximum drawdown was -28215.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1610 Trading days from 190102 to 250523 Running .DAT file NQM300.DAT Last trading day was 250523 Closing price was 20975.0000 Current V value is 800.000000 (3200 ticks) K1 value is 0.37 V*K1 for tomorrow is 296.000000 (1184 ticks) BuyStop for tomorrow is 21275.2500 SellStop is 20683.2500 Protective stop price is 45975.0000 Profit objective price is 20262.5000 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 short 1 contract(s) at 21282.5000 Open trade equity is 615.00 From 190102 total profit is 36624.00 current drawdown is 0.00 maximum drawdown was -4941.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1610 Trading days from 190102 to 250523 Running .DAT file YMN001.DAT Last trading day was 250523 Closing price was 41674.0000 Current V value is 1740.000000 (1740 ticks) K1 value is 0.43 V*K1 for tomorrow is 748.200000 (748 ticks) BuyStop for tomorrow is 42380.0000 SellStop is 40884.0000 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 213945.00 current drawdown is 0.00 maximum drawdown was -14605.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1609 Trading days from 190102 to 250523 Running .DAT file GC1004.DAT Last trading day was 250523 Closing price was 3394.5000 Current V value is 127.799805 (12780 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.513877 (8051 ticks) BuyStop for tomorrow is 3448.5800 SellStop is 3287.5500 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 1609 Trading days from 190102 to 250523 Running .DAT file GC2006.DAT Last trading day was 250523 Closing price was 3394.5000 Current V value is 127.799805 (12780 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.513877 (8051 ticks) BuyStop for tomorrow is 3448.5800 SellStop is 3287.5500 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 1609 Trading days from 190102 to 250523 Running .DAT file GC3002.DAT Last trading day was 250523 Closing price was 3394.5000 Current V value is 127.799805 (12780 ticks) K1 value is 0.75 V*K1 for tomorrow is 95.849854 (9585 ticks) BuyStop for tomorrow is 3450.7000 SellStop is 3259.0000 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 1609 Trading days from 190102 to 250523 Running .DAT file SI1009.DAT Last trading day was 250523 Closing price was 33.6090 Current V value is 0.834998 (835 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.417499 (417 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 380710.00 current drawdown is -8655.00 maximum drawdown was -20734.99 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1609 Trading days from 190102 to 250523 Running .DAT file SI2019.DAT Last trading day was 250523 Closing price was 33.6090 Current V value is 0.852344 (852 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.357984 (358 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 184510.00 current drawdown is -1765.00 maximum drawdown was -9987.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1609 Trading days from 190102 to 250523 Running .DAT file SI3013.DAT Last trading day was 250523 Closing price was 33.6090 Current V value is 0.852344 (852 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.357984 (358 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 59259.00 current drawdown is -1146.00 maximum drawdown was -4325.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1610 Trading days from 190102 to 250523 Running .DAT file HG1001.DAT Last trading day was 250523 Closing price was 4.8890 Current V value is 0.355500 (7110 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.106650 (2133 ticks) BuyStop for tomorrow is 4.9957 SellStop is 4.7824 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 124483.75 current drawdown is -9014.99 maximum drawdown was -14782.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI COPPER 12500 1610 Trading days from 190102 to 250523 Running .DAT file HG2001.DAT Last trading day was 250523 Closing price was 4.8890 Current V value is 0.355500 (7110 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.106650 (2133 ticks) BuyStop for tomorrow is 4.9957 SellStop is 4.7824 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 54541.88 current drawdown is -4695.00 maximum drawdown was -7978.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 CRUDE OIL 1609 Trading days from 190102 to 250523 Running .DAT file CL1004.DAT Last trading day was 250523 Closing price was 61.5300 Current V value is 1.862587 (186 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.564573 (156 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 13.6500 Profit objective price is 70.3500 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 long 1 contract(s) at 63.6500 Open trade equity is -2120.00 From 190102 total profit is 174210.00 current drawdown is -4900.00 maximum drawdown was -19480.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1609 Trading days from 190102 to 250523 Running .DAT file CL2009.DAT Last trading day was 250523 Closing price was 61.5300 Current V value is 3.110001 (311 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.555000 (156 ticks) BuyStop for tomorrow is 63.0800 SellStop is 59.9700 Protective stop price is 71.0000 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 -25.00 From 190102 total profit is 92545.01 current drawdown is -4125.00 maximum drawdown was -9000.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1609 Trading days from 190102 to 250523 Running .DAT file RBN001.DAT Last trading day was 250523 Closing price was 2.0755 Current V value is 0.062200 (622 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.032966 (330 ticks) BuyStop for tomorrow is 2.1085 SellStop is 2.0425 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 flat From 190102 total profit is 175400.41 current drawdown is -5945.20 maximum drawdown was -17425.20 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1610 Trading days from 190102 to 250523 Running .DAT file BTC009.DAT Last trading day was 250523 Closing price was 108885.0000 Current V value is 100579.000000 (100579 ticks) K1 value is 0.57 V*K1 for tomorrow is 57330.030000 (57330 ticks) BuyStop for tomorrow is 118376.0000 SellStop is 3715.0000 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 flat From 190102 total profit is 16977.70 current drawdown is -1163.60 maximum drawdown was -2152.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1610 Trading days from 190102 to 250523 Running .DAT file J6N105.DAT Last trading day was 250523 Closing price was 0.7035 Current V value is 0.008200 (82 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.006806 (68 ticks) BuyStop for tomorrow is 0.7078 SellStop is 0.6942 Protective stop price is 0.6674 Profit objective price is 0.7452 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 long 1 contract(s) at 0.7036 Open trade equity is -18.75 From 190102 total profit is 72025.01 current drawdown is -3406.25 maximum drawdown was -6356.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1610 Trading days from 190102 to 250523 Running .DAT file J7M205.DAT Last trading day was 250523 Closing price was 0.7035 Current V value is 0.008200 (82 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.006806 (68 ticks) BuyStop for tomorrow is 0.7078 SellStop is 0.6942 Protective stop price is 0.6674 Profit objective price is 0.7452 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 long 1 contract(s) at 0.7036 Open trade equity is -9.37 From 190102 total profit is 33412.50 current drawdown is -1728.12 maximum drawdown was -3318.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1644 Trading days from 190102 to 250523 Running .DAT file DXX006.DAT Last trading day was 250523 Closing price was 99.0100 Current V value is 0.770110 (7701 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.415860 (4159 ticks) BuyStop for tomorrow is 100.2559 SellStop is 98.5191 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 1610 Trading days from 190102 to 250523 Running .DAT file E6N010.DAT Last trading day was 250523 Closing price was 1.1376 Current V value is 0.031150 (312 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.009345 (93 ticks) BuyStop for tomorrow is 1.1469 SellStop is 1.1283 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 flat From 190102 total profit is 49481.26 current drawdown is 0.00 maximum drawdown was -7931.26 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1610 Trading days from 190102 to 250523 Running .DAT file E7M008.DAT Last trading day was 250523 Closing price was 1.1376 Current V value is 0.028700 (287 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.012054 (121 ticks) BuyStop for tomorrow is 1.1497 SellStop is 1.1255 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 1611 Trading days from 190102 to 250523 Running .DAT file S6N004.DAT Last trading day was 250523 Closing price was 1.2214 Current V value is 0.031300 (313 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.021910 (219 ticks) BuyStop for tomorrow is 1.2396 SellStop is 1.1957 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 flat From 190102 total profit is 72774.99 current drawdown is -4281.25 maximum drawdown was -9112.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1609 Trading days from 190102 to 250523 Running .DAT file D6N001.DAT Last trading day was 250523 Closing price was 0.7296 Current V value is 0.008000 (80 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.009680 (97 ticks) BuyStop for tomorrow is 0.7359 SellStop is 0.7166 Protective stop price is 0.7076 Profit objective price is 0.7383 V is less than high filter value of 150 V is greater than low filter value of 35 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 0.7283 Open trade equity is 130.00 From 190102 total profit is 22260.00 current drawdown is -3175.00 maximum drawdown was -4765.00 ................................................................