================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1577 Trading days from 190102 to 250407 Running .DAT file ESN001.DAT Last trading day was 250407 Closing price was 5119.2500 Current V value is 454.500000 (1818 ticks) K1 value is 0.57 V*K1 for tomorrow is 259.065000 (1036 ticks) BuyStop for tomorrow is 5378.2500 SellStop is 4860.2500 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 flat From 190102 total profit is 226687.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1577 Trading days from 190102 to 250407 Running .DAT file ESM300.DAT Last trading day was 250407 Closing price was 5119.2500 Current V value is 880.250000 (3521 ticks) K1 value is 0.48 V*K1 for tomorrow is 422.520000 (1690 ticks) BuyStop for tomorrow is 5501.7500 SellStop is 4656.7500 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 20242.50 current drawdown is -1945.00 maximum drawdown was -2593.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1577 Trading days from 190102 to 250407 Running .DAT file NQN012.DAT Last trading day was 250407 Closing price was 17629.2500 Current V value is 3298.000000 (13192 ticks) K1 value is 0.37 V*K1 for tomorrow is 1220.260000 (4881 ticks) BuyStop for tomorrow is 18703.7500 SellStop is 16263.2500 V is equal to or greater than high filter value of 3625 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 511025.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1577 Trading days from 190102 to 250407 Running .DAT file NQM300.DAT Last trading day was 250407 Closing price was 17629.2500 Current V value is 3298.000000 (13192 ticks) K1 value is 0.37 V*K1 for tomorrow is 1220.260000 (4881 ticks) BuyStop for tomorrow is 18703.7500 SellStop is 16263.2500 V is equal to or greater than high filter value of 3625 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 34857.50 current drawdown is -178.50 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1577 Trading days from 190102 to 250407 Running .DAT file YMN001.DAT Last trading day was 250407 Closing price was 38479.0000 Current V value is 6128.000000 (6128 ticks) K1 value is 0.43 V*K1 for tomorrow is 2635.040000 (2635 ticks) BuyStop for tomorrow is 40703.0000 SellStop is 35432.0000 V is equal to or greater than high filter value of 2400 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 202695.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1576 Trading days from 190102 to 250407 Running .DAT file GC1004.DAT Last trading day was 250407 Closing price was 2998.5000 Current V value is 127.500000 (12750 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.325000 (8032 ticks) BuyStop for tomorrow is 3098.0900 SellStop is 2937.4400 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 1576 Trading days from 190102 to 250407 Running .DAT file GC2006.DAT Last trading day was 250407 Closing price was 2998.5000 Current V value is 127.500000 (12750 ticks) K1 value is 0.63 V*K1 for tomorrow is 80.325000 (8032 ticks) BuyStop for tomorrow is 3098.0900 SellStop is 2937.4400 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 1576 Trading days from 190102 to 250407 Running .DAT file GC3002.DAT Last trading day was 250407 Closing price was 2998.5000 Current V value is 127.500000 (12750 ticks) K1 value is 0.75 V*K1 for tomorrow is 95.625000 (9562 ticks) BuyStop for tomorrow is 3123.0200 SellStop is 2931.7700 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 1576 Trading days from 190102 to 250407 Running .DAT file SI1009.DAT Last trading day was 250407 Closing price was 30.0750 Current V value is 3.121665 (3122 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.560833 (1561 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 387465.00 current drawdown is 0.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1576 Trading days from 190102 to 250407 Running .DAT file SI2019.DAT Last trading day was 250407 Closing price was 30.0750 Current V value is 1.965236 (1965 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.825399 (825 ticks) BuyStop and SellStop computation requires tomorrow's Open V is equal to or greater than high filter value of 875 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 185652.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1576 Trading days from 190102 to 250407 Running .DAT file SI3013.DAT Last trading day was 250407 Closing price was 30.0750 Current V value is 1.965236 (1965 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.825399 (825 ticks) BuyStop and SellStop computation requires tomorrow's Open V is equal to or greater than high filter value of 875 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 59866.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1576 Trading days from 190102 to 250407 Running .DAT file HG1001.DAT Last trading day was 250407 Closing price was 4.3045 Current V value is 1.100000 (22000 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.330000 (6600 ticks) BuyStop for tomorrow is 4.6345 SellStop is 3.9745 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 1576 Trading days from 190102 to 250407 Running .DAT file HG2001.DAT Last trading day was 250407 Closing price was 4.3045 Current V value is 1.100000 (22000 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.330000 (6600 ticks) BuyStop for tomorrow is 4.6345 SellStop is 3.9745 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 1576 Trading days from 190102 to 250407 Running .DAT file CL1004.DAT Last trading day was 250407 Closing price was 60.7200 Current V value is 4.038970 (404 ticks) K1 value is 0.84 V*K1 for tomorrow is 3.392735 (339 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 169650.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1576 Trading days from 190102 to 250407 Running .DAT file CL2009.DAT Last trading day was 250407 Closing price was 60.7200 Current V value is 6.290005 (629 ticks) K1 value is 0.50 V*K1 for tomorrow is 3.145002 (315 ticks) BuyStop for tomorrow is 63.8700 SellStop is 57.5700 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 flat From 190102 total profit is 96695.01 current drawdown is 0.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1576 Trading days from 190102 to 250407 Running .DAT file RBN001.DAT Last trading day was 250407 Closing price was 2.0154 Current V value is 0.153000 (1530 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.081090 (811 ticks) BuyStop for tomorrow is 2.0965 SellStop is 1.9343 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 181345.61 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1577 Trading days from 190102 to 250407 Running .DAT file BTC009.DAT Last trading day was 250407 Closing price was 79225.0000 Current V value is 6850.000000 (6850 ticks) K1 value is 0.57 V*K1 for tomorrow is 3904.500000 (3904 ticks) BuyStop for tomorrow is 81965.0000 SellStop is 74156.0000 Protective stop price is 89225.0000 Profit objective price is 53946.0000 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 short 1 contract(s) at 83946.0000 Open trade equity is 472.10 From 190102 total profit is 17073.50 current drawdown is -1539.90 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1577 Trading days from 190102 to 250407 Running .DAT file J6N105.DAT Last trading day was 250407 Closing price was 0.6816 Current V value is 0.016800 (168 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.013944 (139 ticks) BuyStop for tomorrow is 0.6999 SellStop is 0.6720 Protective stop price is 0.6523 Profit objective price is 0.7185 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 0.6769 Open trade equity is 587.50 From 190102 total profit is 67256.25 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1577 Trading days from 190102 to 250407 Running .DAT file J7M205.DAT Last trading day was 250407 Closing price was 0.6816 Current V value is 0.016800 (168 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.013944 (139 ticks) BuyStop for tomorrow is 0.6999 SellStop is 0.6720 Protective stop price is 0.6523 Profit objective price is 0.7185 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 0.6769 Open trade equity is 293.75 From 190102 total profit is 31078.13 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1611 Trading days from 190102 to 250407 Running .DAT file DXX006.DAT Last trading day was 250407 Closing price was 103.2300 Current V value is 1.021667 (10217 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.551700 (5517 ticks) BuyStop for tomorrow is 103.8617 SellStop is 101.3833 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 1577 Trading days from 190102 to 250407 Running .DAT file E6N010.DAT Last trading day was 250407 Closing price was 1.0950 Current V value is 0.038750 (387 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.011625 (116 ticks) BuyStop for tomorrow is 1.1066 SellStop is 1.0834 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 46781.26 current drawdown is 0.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1577 Trading days from 190102 to 250407 Running .DAT file E7M008.DAT Last trading day was 250407 Closing price was 1.0950 Current V value is 0.038750 (387 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.016275 (163 ticks) BuyStop for tomorrow is 1.1113 SellStop is 1.0787 Protective stop price is 1.0802 Profit objective price is 1.1292 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 long 1 contract(s) at 1.0924 Open trade equity is 162.50 From 190102 total profit is 25481.25 current drawdown is 0.00 maximum drawdown was -3881.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 125000 SWISS FRANC 1578 Trading days from 190102 to 250407 Running .DAT file S6N004.DAT Last trading day was 250407 Closing price was 1.1730 Current V value is 0.052400 (524 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.036680 (367 ticks) BuyStop for tomorrow is 1.2129 SellStop is 1.1395 V is equal to or greater than high filter value of 375 V is greater than low filter value of 75 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 74374.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1576 Trading days from 190102 to 250407 Running .DAT file D6N001.DAT Last trading day was 250407 Closing price was 0.7043 Current V value is 0.010300 (103 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.012463 (125 ticks) BuyStop for tomorrow is 0.7173 SellStop is 0.6924 Protective stop price is 0.6908 Profit objective price is 0.7207 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 0.7107 Open trade equity is -635.00 From 190102 total profit is 20815.00 current drawdown is -3855.00 maximum drawdown was -4765.00 ================================================================