================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1597 Trading days from 190102 to 250506 Running .DAT file ESN001.DAT Last trading day was 250506 Closing price was 5625.7500 Current V value is 68.250000 (273 ticks) K1 value is 0.57 V*K1 for tomorrow is 38.902500 (156 ticks) BuyStop for tomorrow is 5664.7500 SellStop is 5586.7500 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 221887.50 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1597 Trading days from 190102 to 250506 Running .DAT file ESM300.DAT Last trading day was 250506 Closing price was 5625.7500 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 5756.2500 SellStop is 5513.0000 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 1000.00 From 190102 total profit is 17393.75 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1597 Trading days from 190102 to 250506 Running .DAT file NQN012.DAT Last trading day was 250506 Closing price was 19876.5000 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 20288.0000 SellStop is 19480.2500 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 -6505.00 From 190102 total profit is 496585.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1597 Trading days from 190102 to 250506 Running .DAT file NQM300.DAT Last trading day was 250506 Closing price was 19876.5000 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 20288.0000 SellStop is 19480.2500 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 -650.50 From 190102 total profit is 33368.50 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1597 Trading days from 190102 to 250506 Running .DAT file YMN001.DAT Last trading day was 250506 Closing price was 40918.0000 Current V value is 1688.000000 (1688 ticks) K1 value is 0.43 V*K1 for tomorrow is 725.840000 (726 ticks) BuyStop for tomorrow is 41782.0000 SellStop is 40330.0000 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 -685.00 From 190102 total profit is 202010.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1596 Trading days from 190102 to 250506 Running .DAT file GC1004.DAT Last trading day was 250506 Closing price was 3422.7500 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 3485.0900 SellStop is 3314.7400 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 1596 Trading days from 190102 to 250506 Running .DAT file GC2006.DAT Last trading day was 250506 Closing price was 3422.7500 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 3485.0900 SellStop is 3314.7400 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 1596 Trading days from 190102 to 250506 Running .DAT file GC3002.DAT Last trading day was 250506 Closing price was 3422.7500 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 3489.9000 SellStop is 3287.1000 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 1596 Trading days from 190102 to 250506 Running .DAT file SI1009.DAT Last trading day was 250506 Closing price was 33.3810 Current V value is 0.864998 (865 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.432499 (432 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.6460 Profit objective price is 35.6170 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 long 1 contract(s) at 33.0170 Open trade equity is 1820.00 From 190102 total profit is 384970.00 current drawdown is -4315.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1596 Trading days from 190102 to 250506 Running .DAT file SI2019.DAT Last trading day was 250506 Closing price was 33.3810 Current V value is 0.906451 (906 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.380709 (381 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.1510 Profit objective price is 35.6730 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 long 1 contract(s) at 32.9930 Open trade equity is 970.00 From 190102 total profit is 187167.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1596 Trading days from 190102 to 250506 Running .DAT file SI3013.DAT Last trading day was 250506 Closing price was 33.3810 Current V value is 0.906451 (906 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.380709 (381 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.1560 Profit objective price is 35.6930 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 long 1 contract(s) at 32.9930 Open trade equity is 388.00 From 190102 total profit is 60442.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1596 Trading days from 190102 to 250506 Running .DAT file HG1001.DAT Last trading day was 250506 Closing price was 4.7350 Current V value is 0.354500 (7090 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.106350 (2127 ticks) BuyStop for tomorrow is 4.8414 SellStop is 4.6287 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 1596 Trading days from 190102 to 250506 Running .DAT file HG2001.DAT Last trading day was 250506 Closing price was 4.7350 Current V value is 0.354500 (7090 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.106350 (2127 ticks) BuyStop for tomorrow is 4.8414 SellStop is 4.6287 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 1596 Trading days from 190102 to 250506 Running .DAT file CL1004.DAT Last trading day was 250506 Closing price was 59.0900 Current V value is 2.627661 (263 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.207235 (221 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 9.4000 Profit objective price is 66.1000 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 59.4000 Open trade equity is -310.00 From 190102 total profit is 176650.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1596 Trading days from 190102 to 250506 Running .DAT file CL2009.DAT Last trading day was 250506 Closing price was 59.0900 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 62.9500 SellStop is 55.2300 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 1596 Trading days from 190102 to 250506 Running .DAT file RBN001.DAT Last trading day was 250506 Closing price was 2.0645 Current V value is 0.075300 (753 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.039909 (399 ticks) BuyStop for tomorrow is 2.1044 SellStop is 2.0246 Protective stop price is 0.8740 Profit objective price is 2.1175 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 2.0627 Open trade equity is 75.60 From 190102 total profit is 174483.22 current drawdown is -6938.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1597 Trading days from 190102 to 250506 Running .DAT file BTC009.DAT Last trading day was 250506 Closing price was 95410.0000 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 97462.0000 SellStop is 91888.0000 Protective stop price is 104730.0000 Profit objective price is 64953.0000 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 short 1 contract(s) at 94953.0000 Open trade equity is -45.70 From 190102 total profit is 16324.70 current drawdown is -1770.90 maximum drawdown was -1816.60 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1597 Trading days from 190102 to 250506 Running .DAT file J6N105.DAT Last trading day was 250506 Closing price was 0.7053 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 0.7139 SellStop is 0.6910 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 62.50 From 190102 total profit is 71881.26 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1597 Trading days from 190102 to 250506 Running .DAT file J7M205.DAT Last trading day was 250506 Closing price was 0.7053 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 0.7139 SellStop is 0.6910 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 31.25 From 190102 total profit is 33365.63 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1631 Trading days from 190102 to 250506 Running .DAT file DXX006.DAT Last trading day was 250506 Closing price was 99.0470 Current V value is 0.723001 (7230 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.390421 (3904 ticks) BuyStop for tomorrow is 100.3054 SellStop is 98.5946 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 1597 Trading days from 190102 to 250506 Running .DAT file E6N010.DAT Last trading day was 250506 Closing price was 1.1401 Current V value is 0.029700 (297 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.008910 (89 ticks) BuyStop for tomorrow is 1.1490 SellStop is 1.1311 V is less than high filter value of 375 V is greater than low filter value of 0 High/Low filters 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 1597 Trading days from 190102 to 250506 Running .DAT file E7M008.DAT Last trading day was 250506 Closing price was 1.1401 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 1.1525 SellStop is 1.1276 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 1598 Trading days from 190102 to 250506 Running .DAT file S6N004.DAT Last trading day was 250506 Closing price was 1.2230 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 1.2341 SellStop is 1.2074 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 1596 Trading days from 190102 to 250506 Running .DAT file D6N001.DAT Last trading day was 250506 Closing price was 0.7276 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 0.7323 SellStop is 0.7203 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 ================================================================