================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1569 Trading days from 190102 to 250326 Running .DAT file ESN001.DAT Last trading day was 250326 Closing price was 5759.5000 Current V value is 93.500000 (374 ticks) K1 value is 0.57 V*K1 for tomorrow is 53.295000 (213 ticks) BuyStop for tomorrow is 5812.7500 SellStop is 5706.2500 Protective stop price is 5854.5000 Profit objective price is 5569.2500 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 5777.2500 Open trade equity is 887.50 From 190102 total profit is 217225.00 current drawdown is -6475.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1569 Trading days from 190102 to 250326 Running .DAT file ESM300.DAT Last trading day was 250326 Closing price was 5759.5000 Current V value is 175.250000 (701 ticks) K1 value is 0.48 V*K1 for tomorrow is 84.120000 (336 ticks) BuyStop for tomorrow is 5863.7500 SellStop is 5695.5000 Protective stop price is 5566.5000 Profit objective price is 6086.2500 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 long 1 contract(s) at 5766.2500 Open trade equity is -33.75 From 190102 total profit is 20578.75 current drawdown is -1350.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1569 Trading days from 190102 to 250326 Running .DAT file NQN012.DAT Last trading day was 250326 Closing price was 20116.5000 Current V value is 886.250000 (3545 ticks) K1 value is 0.37 V*K1 for tomorrow is 327.912500 (1312 ticks) BuyStop for tomorrow is 20560.7500 SellStop is 19904.7500 Protective stop price is 22607.5000 Profit objective price is 19087.5000 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 20107.5000 Open trade equity is -180.00 From 190102 total profit is 490495.00 current drawdown is -19450.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1569 Trading days from 190102 to 250326 Running .DAT file NQM300.DAT Last trading day was 250326 Closing price was 20116.5000 Current V value is 886.250000 (3545 ticks) K1 value is 0.37 V*K1 for tomorrow is 327.912500 (1312 ticks) BuyStop for tomorrow is 20560.7500 SellStop is 19904.7500 Protective stop price is 45107.5000 Profit objective price is 19087.5000 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 20107.5000 Open trade equity is -18.00 From 190102 total profit is 32849.50 current drawdown is -2125.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1569 Trading days from 190102 to 250326 Running .DAT file YMN001.DAT Last trading day was 250326 Closing price was 42746.0000 Current V value is 1397.000000 (1397 ticks) K1 value is 0.43 V*K1 for tomorrow is 600.710000 (601 ticks) BuyStop for tomorrow is 43493.0000 SellStop is 42291.0000 Protective stop price is 32906.0000 Profit objective price is 43401.0000 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 long 1 contract(s) at 42641.0000 Open trade equity is 525.00 From 190102 total profit is 198650.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1568 Trading days from 190102 to 250326 Running .DAT file GC1004.DAT Last trading day was 250326 Closing price was 3052.3000 Current V value is 73.399902 (7340 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.241938 (4624 ticks) BuyStop for tomorrow is 3100.8100 SellStop is 3008.3200 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 1568 Trading days from 190102 to 250326 Running .DAT file GC2006.DAT Last trading day was 250326 Closing price was 3052.3000 Current V value is 73.399902 (7340 ticks) K1 value is 0.63 V*K1 for tomorrow is 46.241938 (4624 ticks) BuyStop for tomorrow is 3100.8100 SellStop is 3008.3200 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 1568 Trading days from 190102 to 250326 Running .DAT file GC3002.DAT Last trading day was 250326 Closing price was 3052.3000 Current V value is 73.399902 (7340 ticks) K1 value is 0.75 V*K1 for tomorrow is 55.049927 (5505 ticks) BuyStop for tomorrow is 3110.7500 SellStop is 3000.6500 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 1568 Trading days from 190102 to 250326 Running .DAT file SI1009.DAT Last trading day was 250326 Closing price was 34.2220 Current V value is 0.598333 (598 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.299166 (299 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 750 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 385645.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1568 Trading days from 190102 to 250326 Running .DAT file SI2019.DAT Last trading day was 250326 Closing price was 34.2220 Current V value is 0.721712 (722 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.303119 (303 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.9920 Profit objective price is 36.5280 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 33.8480 Open trade equity is 935.00 From 190102 total profit is 180130.00 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1568 Trading days from 190102 to 250326 Running .DAT file SI3013.DAT Last trading day was 250326 Closing price was 34.2220 Current V value is 0.721712 (722 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.303119 (303 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.9970 Profit objective price is 36.5480 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 33.8480 Open trade equity is 374.00 From 190102 total profit is 57787.00 current drawdown is -41.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1568 Trading days from 190102 to 250326 Running .DAT file HG1001.DAT Last trading day was 250326 Closing price was 5.2430 Current V value is 0.415000 (8300 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.124500 (2490 ticks) BuyStop for tomorrow is 5.3675 SellStop is 5.1185 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 1568 Trading days from 190102 to 250326 Running .DAT file HG2001.DAT Last trading day was 250326 Closing price was 5.2430 Current V value is 0.415000 (8300 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.124500 (2490 ticks) BuyStop for tomorrow is 5.3675 SellStop is 5.1185 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 1568 Trading days from 190102 to 250326 Running .DAT file CL1004.DAT Last trading day was 250326 Closing price was 69.2100 Current V value is 1.235092 (124 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.037477 (104 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 19.2100 Profit objective price is 74.7200 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 68.0200 Open trade equity is 1190.00 From 190102 total profit is 166660.00 current drawdown is -4040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1568 Trading days from 190102 to 250326 Running .DAT file CL2009.DAT Last trading day was 250326 Closing price was 69.2100 Current V value is 2.879997 (288 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.439999 (144 ticks) BuyStop for tomorrow is 70.6500 SellStop is 67.7700 Protective stop price is 59.4100 Profit objective price is 76.4000 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 long 1 contract(s) at 67.8000 Open trade equity is 705.00 From 190102 total profit is 92205.01 current drawdown is -515.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1568 Trading days from 190102 to 250326 Running .DAT file RBN001.DAT Last trading day was 250326 Closing price was 2.2309 Current V value is 0.047000 (470 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.024910 (249 ticks) BuyStop for tomorrow is 2.2558 SellStop is 2.2060 Protective stop price is 1.0411 Profit objective price is 2.2864 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 long 1 contract(s) at 2.2316 Open trade equity is -29.40 From 190102 total profit is 176455.22 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1569 Trading days from 190102 to 250326 Running .DAT file BTC009.DAT Last trading day was 250326 Closing price was 86965.0000 Current V value is 7155.000000 (7155 ticks) K1 value is 0.57 V*K1 for tomorrow is 4078.350000 (4078 ticks) BuyStop for tomorrow is 91616.0000 SellStop is 83459.0000 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 16995.30 current drawdown is -1146.00 maximum drawdown was -1234.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1569 Trading days from 190102 to 250326 Running .DAT file J6N105.DAT Last trading day was 250326 Closing price was 0.6707 Current V value is 0.007050 (70 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005851 (59 ticks) BuyStop for tomorrow is 0.6771 SellStop is 0.6654 Protective stop price is 0.7067 Profit objective price is 0.6291 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 0.6707 Open trade equity is 0.00 From 190102 total profit is 67493.75 current drawdown is -3875.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1569 Trading days from 190102 to 250326 Running .DAT file J7M205.DAT Last trading day was 250326 Closing price was 0.6707 Current V value is 0.007050 (70 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.005851 (59 ticks) BuyStop for tomorrow is 0.6771 SellStop is 0.6654 Protective stop price is 0.7067 Profit objective price is 0.6291 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 0.6707 Open trade equity is 0.00 From 190102 total profit is 31221.88 current drawdown is -2012.50 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1603 Trading days from 190102 to 250326 Running .DAT file DXX006.DAT Last trading day was 250326 Closing price was 104.2070 Current V value is 0.576889 (5769 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.311520 (3115 ticks) BuyStop for tomorrow is 104.5965 SellStop is 103.5335 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 1569 Trading days from 190102 to 250326 Running .DAT file E6N010.DAT Last trading day was 250326 Closing price was 1.0805 Current V value is 0.038950 (389 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.011685 (117 ticks) BuyStop for tomorrow is 1.0921 SellStop is 1.0688 V is equal to or greater than high filter value of 375 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 45431.26 current drawdown is -1000.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1569 Trading days from 190102 to 250326 Running .DAT file E7M008.DAT Last trading day was 250326 Closing price was 1.0805 Current V value is 0.020450 (204 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.008589 (86 ticks) BuyStop for tomorrow is 1.0890 SellStop is 1.0719 V is less than high filter value of 225 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 25318.75 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1570 Trading days from 190102 to 250326 Running .DAT file S6N004.DAT Last trading day was 250326 Closing price was 1.1414 Current V value is 0.023400 (234 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.016380 (164 ticks) BuyStop for tomorrow is 1.1586 SellStop is 1.1258 Protective stop price is 1.1192 Profit objective price is 1.1744 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 long 1 contract(s) at 1.1112 Open trade equity is 3775.00 From 190102 total profit is 70299.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1568 Trading days from 190102 to 250326 Running .DAT file D6N001.DAT Last trading day was 250326 Closing price was 0.7028 Current V value is 0.003050 (30 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003690 (37 ticks) BuyStop for tomorrow is 0.7075 SellStop is 0.7001 Protective stop price is 0.6808 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 long 1 contract(s) at 0.7000 Open trade equity is 275.00 From 190102 total profit is 22005.00 current drawdown is -3575.00 maximum drawdown was -4765.00 ================================================================