================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1598 Trading days from 190102 to 250507 Running .DAT file ESN001.DAT Last trading day was 250507 Closing price was 5652.0000 Current V value is 93.750000 (375 ticks) K1 value is 0.57 V*K1 for tomorrow is 53.437500 (214 ticks) BuyStop for tomorrow is 5705.5000 SellStop is 5598.5000 Protective stop price is 5569.7500 Profit objective price is 5872.7500 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 long 1 contract(s) at 5664.7500 Open trade equity is -637.50 From 190102 total profit is 221250.00 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1598 Trading days from 190102 to 250507 Running .DAT file ESM300.DAT Last trading day was 250507 Closing price was 5652.0000 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 5767.5000 SellStop is 5524.2500 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 1131.25 From 190102 total profit is 17525.00 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1598 Trading days from 190102 to 250507 Running .DAT file NQN012.DAT Last trading day was 250507 Closing price was 19961.0000 Current V value is 516.500000 (2066 ticks) K1 value is 0.37 V*K1 for tomorrow is 191.105000 (764 ticks) BuyStop for tomorrow is 20115.5000 SellStop is 19733.5000 Protective stop price is 17701.7500 Profit objective price is 21221.7500 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 20201.7500 Open trade equity is -4815.00 From 190102 total profit is 498275.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1598 Trading days from 190102 to 250507 Running .DAT file NQM300.DAT Last trading day was 250507 Closing price was 19961.0000 Current V value is 516.500000 (2066 ticks) K1 value is 0.37 V*K1 for tomorrow is 191.105000 (764 ticks) BuyStop for tomorrow is 20115.5000 SellStop is 19733.5000 Protective stop price is 0.0000 Profit objective price is 21221.7500 V is less than high filter value of 3625 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently long 1 contract(s) at 20201.7500 Open trade equity is -481.50 From 190102 total profit is 33537.50 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1598 Trading days from 190102 to 250507 Running .DAT file YMN001.DAT Last trading day was 250507 Closing price was 41214.0000 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 41820.0000 SellStop is 40369.0000 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 795.00 From 190102 total profit is 203490.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1597 Trading days from 190102 to 250507 Running .DAT file GC1004.DAT Last trading day was 250507 Closing price was 3243.3000 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3422.8000 SellStop is 3121.5300 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 1597 Trading days from 190102 to 250507 Running .DAT file GC2006.DAT Last trading day was 250507 Closing price was 3243.3000 Current V value is 239.099854 (23910 ticks) K1 value is 0.63 V*K1 for tomorrow is 150.632908 (15063 ticks) BuyStop for tomorrow is 3422.8000 SellStop is 3121.5300 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 1597 Trading days from 190102 to 250507 Running .DAT file GC3002.DAT Last trading day was 250507 Closing price was 3243.3000 Current V value is 239.099854 (23910 ticks) K1 value is 0.75 V*K1 for tomorrow is 179.324890 (17932 ticks) BuyStop for tomorrow is 3465.9200 SellStop is 3107.2800 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 1597 Trading days from 190102 to 250507 Running .DAT file SI1009.DAT Last trading day was 250507 Closing price was 32.7910 Current V value is 0.964998 (965 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.482499 (482 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 382980.00 current drawdown is -6385.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1597 Trading days from 190102 to 250507 Running .DAT file SI2019.DAT Last trading day was 250507 Closing price was 32.7910 Current V value is 0.938160 (938 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.394027 (394 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 186275.00 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1597 Trading days from 190102 to 250507 Running .DAT file SI3013.DAT Last trading day was 250507 Closing price was 32.7910 Current V value is 0.938160 (938 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.394027 (394 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 60055.00 current drawdown is -350.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1597 Trading days from 190102 to 250507 Running .DAT file HG1001.DAT Last trading day was 250507 Closing price was 4.6595 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 4.7659 SellStop is 4.5532 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 1597 Trading days from 190102 to 250507 Running .DAT file HG2001.DAT Last trading day was 250507 Closing price was 4.6595 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 4.7659 SellStop is 4.5532 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 1597 Trading days from 190102 to 250507 Running .DAT file CL1004.DAT Last trading day was 250507 Closing price was 58.0700 Current V value is 2.576900 (258 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.164596 (216 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 -1330.00 From 190102 total profit is 175630.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1597 Trading days from 190102 to 250507 Running .DAT file CL2009.DAT Last trading day was 250507 Closing price was 58.0700 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 61.9300 SellStop is 54.2100 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 1597 Trading days from 190102 to 250507 Running .DAT file RBN001.DAT Last trading day was 250507 Closing price was 2.0278 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 2.0677 SellStop is 1.9879 Protective stop price is 3.2151 Profit objective price is 1.9698 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 2.0246 Open trade equity is -134.40 From 190102 total profit is 172623.01 current drawdown is -8588.20 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1598 Trading days from 190102 to 250507 Running .DAT file BTC009.DAT Last trading day was 250507 Closing price was 96655.0000 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 99440.0000 SellStop is 93865.0000 Protective stop price is 87462.0000 Profit objective price is 127462.0000 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 97462.0000 Open trade equity is -80.70 From 190102 total profit is 15988.80 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1598 Trading days from 190102 to 250507 Running .DAT file J6N105.DAT Last trading day was 250507 Closing price was 0.7000 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 0.7125 SellStop is 0.6895 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 725.00 From 190102 total profit is 72543.76 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1598 Trading days from 190102 to 250507 Running .DAT file J7M205.DAT Last trading day was 250507 Closing price was 0.7000 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 0.7125 SellStop is 0.6895 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 362.50 From 190102 total profit is 33696.88 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1632 Trading days from 190102 to 250507 Running .DAT file DXX006.DAT Last trading day was 250507 Closing price was 99.4350 Current V value is 0.734446 (7344 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.396601 (3966 ticks) BuyStop for tomorrow is 100.1966 SellStop is 98.7034 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 1598 Trading days from 190102 to 250507 Running .DAT file E6N010.DAT Last trading day was 250507 Closing price was 1.1363 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 1.1452 SellStop is 1.1274 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 1598 Trading days from 190102 to 250507 Running .DAT file E7M008.DAT Last trading day was 250507 Closing price was 1.1363 Current V value is 0.026950 (270 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.011319 (113 ticks) BuyStop for tomorrow is 1.1476 SellStop is 1.1250 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 1599 Trading days from 190102 to 250507 Running .DAT file S6N004.DAT Last trading day was 250507 Closing price was 1.2240 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 1.2354 SellStop is 1.2087 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 1597 Trading days from 190102 to 250507 Running .DAT file D6N001.DAT Last trading day was 250507 Closing price was 0.7259 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 0.7321 SellStop is 0.7200 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 ================================================================