================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1591 Trading days from 190102 to 250428 Running .DAT file ESN001.DAT Last trading day was 250428 Closing price was 5553.0000 Current V value is 86.750000 (347 ticks) K1 value is 0.57 V*K1 for tomorrow is 49.447500 (198 ticks) BuyStop for tomorrow is 5602.5000 SellStop is 5503.5000 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 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 1591 Trading days from 190102 to 250428 Running .DAT file ESM300.DAT Last trading day was 250428 Closing price was 5553.0000 Current V value is 425.750000 (1703 ticks) K1 value is 0.48 V*K1 for tomorrow is 204.360000 (817 ticks) BuyStop for tomorrow is 5745.5000 SellStop is 5337.0000 Protective stop price is 5293.0000 Profit objective price is 5745.7500 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 long 1 contract(s) at 5425.7500 Open trade equity is 636.25 From 190102 total profit is 17030.00 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1591 Trading days from 190102 to 250428 Running .DAT file NQN012.DAT Last trading day was 250428 Closing price was 19528.0000 Current V value is 1671.500000 (6686 ticks) K1 value is 0.37 V*K1 for tomorrow is 618.455000 (2474 ticks) BuyStop for tomorrow is 20087.7500 SellStop is 18851.0000 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 503090.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1591 Trading days from 190102 to 250428 Running .DAT file NQM300.DAT Last trading day was 250428 Closing price was 19528.0000 Current V value is 1671.500000 (6686 ticks) K1 value is 0.37 V*K1 for tomorrow is 618.455000 (2474 ticks) BuyStop for tomorrow is 20087.7500 SellStop is 18851.0000 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 34019.00 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1591 Trading days from 190102 to 250428 Running .DAT file YMN001.DAT Last trading day was 250428 Closing price was 40368.0000 Current V value is 2567.000000 (2567 ticks) K1 value is 0.43 V*K1 for tomorrow is 1103.810000 (1104 ticks) BuyStop for tomorrow is 41392.0000 SellStop is 39185.0000 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 1590 Trading days from 190102 to 250428 Running .DAT file GC1004.DAT Last trading day was 250428 Closing price was 3347.7000 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 3415.0100 SellStop is 3244.6600 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 1590 Trading days from 190102 to 250428 Running .DAT file GC2006.DAT Last trading day was 250428 Closing price was 3347.7000 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 3415.0100 SellStop is 3244.6600 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 1590 Trading days from 190102 to 250428 Running .DAT file GC3002.DAT Last trading day was 250428 Closing price was 3347.7000 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 3422.3000 SellStop is 3219.5000 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 1590 Trading days from 190102 to 250428 Running .DAT file SI1009.DAT Last trading day was 250428 Closing price was 33.0050 Current V value is 0.696666 (697 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.348333 (348 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 386875.00 current drawdown is -590.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1590 Trading days from 190102 to 250428 Running .DAT file SI2019.DAT Last trading day was 250428 Closing price was 33.0050 Current V value is 0.898240 (898 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.377261 (377 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 1590 Trading days from 190102 to 250428 Running .DAT file SI3013.DAT Last trading day was 250428 Closing price was 33.0050 Current V value is 0.898240 (898 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.377261 (377 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 1590 Trading days from 190102 to 250428 Running .DAT file HG1001.DAT Last trading day was 250428 Closing price was 4.8405 Current V value is 0.334500 (6690 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.100350 (2007 ticks) BuyStop for tomorrow is 4.9409 SellStop is 4.7401 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 1590 Trading days from 190102 to 250428 Running .DAT file HG2001.DAT Last trading day was 250428 Closing price was 4.8405 Current V value is 0.334500 (6690 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.100350 (2007 ticks) BuyStop for tomorrow is 4.9409 SellStop is 4.7401 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 1590 Trading days from 190102 to 250428 Running .DAT file CL1004.DAT Last trading day was 250428 Closing price was 62.0500 Current V value is 2.178041 (218 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.829555 (183 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 112.0200 Profit objective price is 55.3200 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 62.0200 Open trade equity is -30.00 From 190102 total profit is 170280.00 current drawdown is -2040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1590 Trading days from 190102 to 250428 Running .DAT file CL2009.DAT Last trading day was 250428 Closing price was 62.0500 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 65.9100 SellStop is 58.1900 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 1590 Trading days from 190102 to 250428 Running .DAT file RBN001.DAT Last trading day was 250428 Closing price was 2.0938 Current V value is 0.079600 (796 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.042188 (422 ticks) BuyStop for tomorrow is 2.1360 SellStop is 2.0516 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 -8194.20 From 190102 total profit is 173151.41 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1591 Trading days from 190102 to 250428 Running .DAT file BTC009.DAT Last trading day was 250428 Closing price was 95505.0000 Current V value is 5410.000000 (5410 ticks) K1 value is 0.57 V*K1 for tomorrow is 3083.700000 (3084 ticks) BuyStop for tomorrow is 98104.0000 SellStop is 91936.0000 V is less than high filter value of 5575 V is greater than low filter value of 0 High/Low filters 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 1591 Trading days from 190102 to 250428 Running .DAT file J6N105.DAT Last trading day was 250428 Closing price was 0.7074 Current V value is 0.010150 (102 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008425 (84 ticks) BuyStop for tomorrow is 0.7132 SellStop is 0.6963 Protective stop price is 0.7367 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 -206.25 From 190102 total profit is 71612.51 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1591 Trading days from 190102 to 250428 Running .DAT file J7M205.DAT Last trading day was 250428 Closing price was 0.7074 Current V value is 0.010150 (102 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.008425 (84 ticks) BuyStop for tomorrow is 0.7132 SellStop is 0.6963 Protective stop price is 0.7367 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 -103.12 From 190102 total profit is 33231.25 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1625 Trading days from 190102 to 250428 Running .DAT file DXX006.DAT Last trading day was 250428 Closing price was 98.7890 Current V value is 0.884779 (8848 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.477781 (4778 ticks) BuyStop for tomorrow is 100.0978 SellStop is 98.1922 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 1591 Trading days from 190102 to 250428 Running .DAT file E6N010.DAT Last trading day was 250428 Closing price was 1.1447 Current V value is 0.063300 (633 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.018990 (190 ticks) BuyStop for tomorrow is 1.1637 SellStop is 1.1258 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 1591 Trading days from 190102 to 250428 Running .DAT file E7M008.DAT Last trading day was 250428 Closing price was 1.1447 Current V value is 0.057700 (577 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.024234 (242 ticks) BuyStop for tomorrow is 1.1690 SellStop is 1.1205 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 1592 Trading days from 190102 to 250428 Running .DAT file S6N004.DAT Last trading day was 250428 Closing price was 1.2255 Current V value is 0.040450 (404 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.028315 (283 ticks) BuyStop for tomorrow is 1.2489 SellStop is 1.1923 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 1590 Trading days from 190102 to 250428 Running .DAT file D6N001.DAT Last trading day was 250428 Closing price was 0.7242 Current V value is 0.004000 (40 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.004840 (48 ticks) BuyStop for tomorrow is 0.7284 SellStop is 0.7188 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 ================================================================