================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1581 Trading days from 190102 to 250411 Running .DAT file ESN001.DAT Last trading day was 250411 Closing price was 5391.2500 Current V value is 382.000000 (1528 ticks) K1 value is 0.57 V*K1 for tomorrow is 217.740000 (871 ticks) BuyStop for tomorrow is 5609.0000 SellStop is 5173.5000 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 1581 Trading days from 190102 to 250411 Running .DAT file ESM300.DAT Last trading day was 250411 Closing price was 5391.2500 Current V value is 661.000000 (2644 ticks) K1 value is 0.48 V*K1 for tomorrow is 317.280000 (1269 ticks) BuyStop for tomorrow is 5655.7500 SellStop is 5021.2500 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 flat From 190102 total profit is 17662.50 current drawdown is -4525.00 maximum drawdown was -4525.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1581 Trading days from 190102 to 250411 Running .DAT file NQN012.DAT Last trading day was 250411 Closing price was 18807.5000 Current V value is 2828.750000 (11315 ticks) K1 value is 0.37 V*K1 for tomorrow is 1046.637500 (4187 ticks) BuyStop for tomorrow is 19629.2500 SellStop is 17536.0000 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 1581 Trading days from 190102 to 250411 Running .DAT file NQM300.DAT Last trading day was 250411 Closing price was 18807.5000 Current V value is 2828.750000 (11315 ticks) K1 value is 0.37 V*K1 for tomorrow is 1046.637500 (4187 ticks) BuyStop for tomorrow is 19629.2500 SellStop is 17536.0000 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 1581 Trading days from 190102 to 250411 Running .DAT file YMN001.DAT Last trading day was 250411 Closing price was 40399.0000 Current V value is 4432.000000 (4432 ticks) K1 value is 0.43 V*K1 for tomorrow is 1905.760000 (1906 ticks) BuyStop for tomorrow is 41818.0000 SellStop is 38006.0000 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 1580 Trading days from 190102 to 250411 Running .DAT file GC1004.DAT Last trading day was 250411 Closing price was 3244.6001 Current V value is 135.199951 (13520 ticks) K1 value is 0.63 V*K1 for tomorrow is 85.175969 (8518 ticks) BuyStop for tomorrow is 3318.8400 SellStop is 3148.4900 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 1580 Trading days from 190102 to 250411 Running .DAT file GC2006.DAT Last trading day was 250411 Closing price was 3244.6001 Current V value is 135.199951 (13520 ticks) K1 value is 0.63 V*K1 for tomorrow is 85.175969 (8518 ticks) BuyStop for tomorrow is 3318.8400 SellStop is 3148.4900 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 1580 Trading days from 190102 to 250411 Running .DAT file GC3002.DAT Last trading day was 250411 Closing price was 3244.6001 Current V value is 135.199951 (13520 ticks) K1 value is 0.75 V*K1 for tomorrow is 101.399963 (10140 ticks) BuyStop for tomorrow is 3329.6000 SellStop is 3126.8000 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 1580 Trading days from 190102 to 250411 Running .DAT file SI1009.DAT Last trading day was 250411 Closing price was 31.9100 Current V value is 1.363665 (1364 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.681833 (682 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 1580 Trading days from 190102 to 250411 Running .DAT file SI2019.DAT Last trading day was 250411 Closing price was 31.9100 Current V value is 1.557945 (1558 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.654337 (654 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 1580 Trading days from 190102 to 250411 Running .DAT file SI3013.DAT Last trading day was 250411 Closing price was 31.9100 Current V value is 1.557945 (1558 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.654337 (654 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 1580 Trading days from 190102 to 250411 Running .DAT file HG1001.DAT Last trading day was 250411 Closing price was 4.5230 Current V value is 1.010500 (20210 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.303150 (6063 ticks) BuyStop for tomorrow is 4.8262 SellStop is 4.2199 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 1580 Trading days from 190102 to 250411 Running .DAT file HG2001.DAT Last trading day was 250411 Closing price was 4.5230 Current V value is 1.010500 (20210 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.303150 (6063 ticks) BuyStop for tomorrow is 4.8262 SellStop is 4.2199 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 1580 Trading days from 190102 to 250411 Running .DAT file CL1004.DAT Last trading day was 250411 Closing price was 60.9000 Current V value is 4.115101 (412 ticks) K1 value is 0.84 V*K1 for tomorrow is 3.456685 (346 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 11.8200 Profit objective price is 68.0100 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 61.3100 Open trade equity is -410.00 From 190102 total profit is 169240.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1580 Trading days from 190102 to 250411 Running .DAT file CL2009.DAT Last trading day was 250411 Closing price was 60.9000 Current V value is 7.710003 (771 ticks) K1 value is 0.50 V*K1 for tomorrow is 3.855001 (386 ticks) BuyStop for tomorrow is 64.7600 SellStop is 57.0500 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 93495.01 current drawdown is -3200.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1580 Trading days from 190102 to 250411 Running .DAT file RBN001.DAT Last trading day was 250411 Closing price was 1.9926 Current V value is 0.174900 (1749 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.092697 (927 ticks) BuyStop for tomorrow is 2.0853 SellStop is 1.8999 Protective stop price is 3.0892 Profit objective price is 1.8439 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 1.8987 Open trade equity is -3943.80 From 190102 total profit is 177401.81 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1581 Trading days from 190102 to 250411 Running .DAT file BTC009.DAT Last trading day was 250411 Closing price was 84095.0000 Current V value is 8930.000000 (8930 ticks) K1 value is 0.57 V*K1 for tomorrow is 5090.100000 (5090 ticks) BuyStop for tomorrow is 86860.0000 SellStop is 76680.0000 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 16679.80 current drawdown is -1461.50 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1581 Trading days from 190102 to 250411 Running .DAT file J6N105.DAT Last trading day was 250411 Closing price was 0.7006 Current V value is 0.020300 (203 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.016849 (168 ticks) BuyStop for tomorrow is 0.7191 SellStop is 0.6854 Protective stop price is 0.6644 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 2956.25 From 190102 total profit is 69625.01 current drawdown is -4700.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1581 Trading days from 190102 to 250411 Running .DAT file J7M205.DAT Last trading day was 250411 Closing price was 0.7006 Current V value is 0.020300 (203 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.016849 (168 ticks) BuyStop for tomorrow is 0.7191 SellStop is 0.6854 Protective stop price is 0.6643 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 1478.13 From 190102 total profit is 32262.50 current drawdown is -2450.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1615 Trading days from 190102 to 250411 Running .DAT file DXX006.DAT Last trading day was 250411 Closing price was 99.8920 Current V value is 1.459556 (14596 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.788160 (7882 ticks) BuyStop for tomorrow is 101.2132 SellStop is 98.0118 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 1581 Trading days from 190102 to 250411 Running .DAT file E6N010.DAT Last trading day was 250411 Closing price was 1.1356 Current V value is 0.071300 (713 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.021390 (214 ticks) BuyStop for tomorrow is 1.1570 SellStop is 1.1142 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 1581 Trading days from 190102 to 250411 Running .DAT file E7M008.DAT Last trading day was 250411 Closing price was 1.1356 Current V value is 0.068450 (684 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.028749 (287 ticks) BuyStop for tomorrow is 1.1643 SellStop is 1.1069 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 1582 Trading days from 190102 to 250411 Running .DAT file S6N004.DAT Last trading day was 250411 Closing price was 1.2337 Current V value is 0.101000 (1010 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.070700 (707 ticks) BuyStop for tomorrow is 1.3035 SellStop is 1.1621 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 1580 Trading days from 190102 to 250411 Running .DAT file D6N001.DAT Last trading day was 250411 Closing price was 0.7224 Current V value is 0.008100 (81 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.009801 (98 ticks) BuyStop for tomorrow is 0.7311 SellStop is 0.7114 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 flat From 190102 total profit is 22400.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================