================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1595 Trading days from 190102 to 250502 Running .DAT file ESN001.DAT Last trading day was 250502 Closing price was 5709.0000 Current V value is 123.750000 (495 ticks) K1 value is 0.57 V*K1 for tomorrow is 70.537500 (282 ticks) BuyStop for tomorrow is 5779.5000 SellStop is 5638.5000 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 221887.50 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1595 Trading days from 190102 to 250502 Running .DAT file ESM300.DAT Last trading day was 250502 Closing price was 5709.0000 Current V value is 253.500000 (1014 ticks) K1 value is 0.48 V*K1 for tomorrow is 121.680000 (487 ticks) BuyStop for tomorrow is 5800.0000 SellStop is 5556.5000 Protective stop price is 5449.0000 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 1416.25 From 190102 total profit is 17810.00 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1595 Trading days from 190102 to 250502 Running .DAT file NQN012.DAT Last trading day was 250502 Closing price was 20195.2500 Current V value is 1091.500000 (4366 ticks) K1 value is 0.37 V*K1 for tomorrow is 403.855000 (1615 ticks) BuyStop for tomorrow is 20477.7500 SellStop is 19670.0000 Protective stop price is 17701.7500 Profit objective price is 21221.7500 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 long 1 contract(s) at 20201.7500 Open trade equity is -130.00 From 190102 total profit is 502960.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1595 Trading days from 190102 to 250502 Running .DAT file NQM300.DAT Last trading day was 250502 Closing price was 20195.2500 Current V value is 1091.500000 (4366 ticks) K1 value is 0.37 V*K1 for tomorrow is 403.855000 (1615 ticks) BuyStop for tomorrow is 20477.7500 SellStop is 19670.0000 Protective stop price is 0.0000 Profit objective price is 21221.7500 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 long 1 contract(s) at 20201.7500 Open trade equity is -13.00 From 190102 total profit is 34006.00 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1595 Trading days from 190102 to 250502 Running .DAT file YMN001.DAT Last trading day was 250502 Closing price was 41427.0000 Current V value is 1646.000000 (1646 ticks) K1 value is 0.43 V*K1 for tomorrow is 707.780000 (708 ticks) BuyStop for tomorrow is 41844.0000 SellStop is 40428.0000 Protective stop price is 31427.0000 Profit objective price is 41815.0000 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 41055.0000 Open trade equity is 1860.00 From 190102 total profit is 204555.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1594 Trading days from 190102 to 250502 Running .DAT file GC1004.DAT Last trading day was 250502 Closing price was 3243.3000 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 3335.1100 SellStop is 3164.7600 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 1594 Trading days from 190102 to 250502 Running .DAT file GC2006.DAT Last trading day was 250502 Closing price was 3243.3000 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 3335.1100 SellStop is 3164.7600 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 1594 Trading days from 190102 to 250502 Running .DAT file GC3002.DAT Last trading day was 250502 Closing price was 3243.3000 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 3354.6500 SellStop is 3151.8500 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 1594 Trading days from 190102 to 250502 Running .DAT file SI1009.DAT Last trading day was 250502 Closing price was 31.9890 Current V value is 0.925000 (925 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.462500 (463 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 383150.00 current drawdown is -4315.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1594 Trading days from 190102 to 250502 Running .DAT file SI2019.DAT Last trading day was 250502 Closing price was 31.9890 Current V value is 0.879768 (880 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.369502 (370 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2190 Profit objective price is 29.8480 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 short 1 contract(s) at 32.5280 Open trade equity is 1347.50 From 190102 total profit is 187000.00 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1594 Trading days from 190102 to 250502 Running .DAT file SI3013.DAT Last trading day was 250502 Closing price was 31.9890 Current V value is 0.879768 (880 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.369502 (370 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 33.2140 Profit objective price is 29.8280 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 short 1 contract(s) at 32.5280 Open trade equity is 539.00 From 190102 total profit is 60405.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1594 Trading days from 190102 to 250502 Running .DAT file HG1001.DAT Last trading day was 250502 Closing price was 4.6275 Current V value is 0.372000 (7440 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.111600 (2232 ticks) BuyStop for tomorrow is 4.7391 SellStop is 4.5159 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 1594 Trading days from 190102 to 250502 Running .DAT file HG2001.DAT Last trading day was 250502 Closing price was 4.6275 Current V value is 0.372000 (7440 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.111600 (2232 ticks) BuyStop for tomorrow is 4.7391 SellStop is 4.5159 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 1594 Trading days from 190102 to 250502 Running .DAT file CL1004.DAT Last trading day was 250502 Closing price was 58.2900 Current V value is 2.380614 (238 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.999716 (200 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 108.2100 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 3730.00 From 190102 total profit is 174040.00 current drawdown is -2040.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1594 Trading days from 190102 to 250502 Running .DAT file CL2009.DAT Last trading day was 250502 Closing price was 58.2900 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 62.1500 SellStop is 54.4300 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 1594 Trading days from 190102 to 250502 Running .DAT file RBN001.DAT Last trading day was 250502 Closing price was 2.0199 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 2.0621 SellStop is 1.9777 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 -5090.40 From 190102 total profit is 176255.21 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1595 Trading days from 190102 to 250502 Running .DAT file BTC009.DAT Last trading day was 250502 Closing price was 97505.0000 Current V value is 4890.000000 (4890 ticks) K1 value is 0.57 V*K1 for tomorrow is 2787.300000 (2787 ticks) BuyStop for tomorrow is 100527.0000 SellStop is 94953.0000 Protective stop price is 87547.0000 Profit objective price is 127547.0000 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 long 1 contract(s) at 97547.0000 Open trade equity is -4.20 From 190102 total profit is 16675.60 current drawdown is -1461.50 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1595 Trading days from 190102 to 250502 Running .DAT file J6N105.DAT Last trading day was 250502 Closing price was 0.6927 Current V value is 0.013800 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011454 (115 ticks) BuyStop for tomorrow is 0.7048 SellStop is 0.6819 Protective stop price is 0.7258 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 1637.50 From 190102 total profit is 73456.25 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1595 Trading days from 190102 to 250502 Running .DAT file J7M205.DAT Last trading day was 250502 Closing price was 0.6927 Current V value is 0.013800 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011454 (115 ticks) BuyStop for tomorrow is 0.7048 SellStop is 0.6819 Protective stop price is 0.7259 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 818.75 From 190102 total profit is 34153.13 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1629 Trading days from 190102 to 250502 Running .DAT file DXX006.DAT Last trading day was 250502 Closing price was 99.8400 Current V value is 0.783557 (7836 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.423121 (4231 ticks) BuyStop for tomorrow is 100.5631 SellStop is 98.7719 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 1595 Trading days from 190102 to 250502 Running .DAT file E6N010.DAT Last trading day was 250502 Closing price was 1.1330 Current V value is 0.057700 (577 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.017310 (173 ticks) BuyStop for tomorrow is 1.1503 SellStop is 1.1157 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 1595 Trading days from 190102 to 250502 Running .DAT file E7M008.DAT Last trading day was 250502 Closing price was 1.1330 Current V value is 0.029650 (296 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.012453 (125 ticks) BuyStop for tomorrow is 1.1455 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 1596 Trading days from 190102 to 250502 Running .DAT file S6N004.DAT Last trading day was 250502 Closing price was 1.2153 Current V value is 0.019050 (191 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.013335 (133 ticks) BuyStop for tomorrow is 1.2295 SellStop is 1.2029 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 74374.99 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1594 Trading days from 190102 to 250502 Running .DAT file D6N001.DAT Last trading day was 250502 Closing price was 0.7255 Current V value is 0.005000 (50 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.006050 (60 ticks) BuyStop for tomorrow is 0.7319 SellStop is 0.7198 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 ================================================================