================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1603 Trading days from 190102 to 250514 Running .DAT file ESN001.DAT Last trading day was 250514 Closing price was 5908.5000 Current V value is 91.250000 (365 ticks) K1 value is 0.57 V*K1 for tomorrow is 52.012500 (208 ticks) BuyStop for tomorrow is 5960.5000 SellStop is 5856.5000 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 232237.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1603 Trading days from 190102 to 250514 Running .DAT file ESM300.DAT Last trading day was 250514 Closing price was 5908.5000 Current V value is 312.500000 (1250 ticks) K1 value is 0.48 V*K1 for tomorrow is 150.000000 (600 ticks) BuyStop for tomorrow is 6057.7500 SellStop is 5757.7500 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 flat From 190102 total profit is 18020.00 current drawdown is -4167.50 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1603 Trading days from 190102 to 250514 Running .DAT file NQN012.DAT Last trading day was 250514 Closing price was 21392.5000 Current V value is 1481.750000 (5927 ticks) K1 value is 0.37 V*K1 for tomorrow is 548.247500 (2193 ticks) BuyStop for tomorrow is 21898.2500 SellStop is 20801.7500 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 flat From 190102 total profit is 523440.00 current drawdown is 0.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1603 Trading days from 190102 to 250514 Running .DAT file NQM300.DAT Last trading day was 250514 Closing price was 21392.5000 Current V value is 1481.750000 (5927 ticks) K1 value is 0.37 V*K1 for tomorrow is 548.247500 (2193 ticks) BuyStop for tomorrow is 21898.2500 SellStop is 20801.7500 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 flat From 190102 total profit is 36009.00 current drawdown is 0.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1603 Trading days from 190102 to 250514 Running .DAT file YMN001.DAT Last trading day was 250514 Closing price was 42117.0000 Current V value is 1749.000000 (1749 ticks) K1 value is 0.43 V*K1 for tomorrow is 752.070000 (752 ticks) BuyStop for tomorrow is 42935.0000 SellStop is 41431.0000 Protective stop price is 32493.0000 Profit objective price is 42661.0000 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 41901.0000 Open trade equity is 1080.00 From 190102 total profit is 207525.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1602 Trading days from 190102 to 250514 Running .DAT file GC1004.DAT Last trading day was 250514 Closing price was 3188.3000 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 3357.4000 SellStop is 3056.1300 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 1602 Trading days from 190102 to 250514 Running .DAT file GC2006.DAT Last trading day was 250514 Closing price was 3188.3000 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 3357.4000 SellStop is 3056.1300 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 1602 Trading days from 190102 to 250514 Running .DAT file GC3002.DAT Last trading day was 250514 Closing price was 3188.3000 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 3395.3200 SellStop is 3036.6800 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 1602 Trading days from 190102 to 250514 Running .DAT file SI1009.DAT Last trading day was 250514 Closing price was 32.4440 Current V value is 0.953667 (954 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.476833 (477 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 1602 Trading days from 190102 to 250514 Running .DAT file SI2019.DAT Last trading day was 250514 Closing price was 32.4440 Current V value is 0.893041 (893 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.375077 (375 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 184435.00 current drawdown is -1840.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1602 Trading days from 190102 to 250514 Running .DAT file SI3013.DAT Last trading day was 250514 Closing price was 32.4440 Current V value is 0.893041 (893 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.375077 (375 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 59289.00 current drawdown is -1116.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1602 Trading days from 190102 to 250514 Running .DAT file HG1001.DAT Last trading day was 250514 Closing price was 4.6505 Current V value is 0.300500 (6010 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.090150 (1803 ticks) BuyStop for tomorrow is 4.7407 SellStop is 4.5604 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 1602 Trading days from 190102 to 250514 Running .DAT file HG2001.DAT Last trading day was 250514 Closing price was 4.6505 Current V value is 0.300500 (6010 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.090150 (1803 ticks) BuyStop for tomorrow is 4.7407 SellStop is 4.5604 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 1602 Trading days from 190102 to 250514 Running .DAT file CL1004.DAT Last trading day was 250514 Closing price was 63.1500 Current V value is 1.933669 (193 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.624282 (162 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 13.6700 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 3750.00 From 190102 total profit is 180710.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1602 Trading days from 190102 to 250514 Running .DAT file CL2009.DAT Last trading day was 250514 Closing price was 63.1500 Current V value is 3.340004 (334 ticks) K1 value is 0.50 V*K1 for tomorrow is 1.670002 (167 ticks) BuyStop for tomorrow is 64.8200 SellStop is 61.4800 Protective stop price is 53.8700 Profit objective price is 71.8300 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 long 1 contract(s) at 63.2300 Open trade equity is -40.00 From 190102 total profit is 93455.01 current drawdown is -3200.00 maximum drawdown was -9000.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1602 Trading days from 190102 to 250514 Running .DAT file RBN001.DAT Last trading day was 250514 Closing price was 2.1700 Current V value is 0.081800 (818 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.043354 (434 ticks) BuyStop for tomorrow is 2.2134 SellStop is 2.1266 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 flat From 190102 total profit is 173148.81 current drawdown is -8196.80 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1603 Trading days from 190102 to 250514 Running .DAT file BTC009.DAT Last trading day was 250514 Closing price was 103620.0000 Current V value is 5975.000000 (5975 ticks) K1 value is 0.57 V*K1 for tomorrow is 3405.750000 (3406 ticks) BuyStop for tomorrow is 107366.0000 SellStop is 100554.0000 Protective stop price is 95265.0000 Profit objective price is 127462.0000 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 long 1 contract(s) at 97462.0000 Open trade equity is 615.80 From 190102 total profit is 16685.30 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1603 Trading days from 190102 to 250514 Running .DAT file J6N105.DAT Last trading day was 250514 Closing price was 0.6841 Current V value is 0.013750 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011413 (114 ticks) BuyStop for tomorrow is 0.6958 SellStop is 0.6730 Protective stop price is 0.7130 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 2712.50 From 190102 total profit is 74531.26 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1603 Trading days from 190102 to 250514 Running .DAT file J7M205.DAT Last trading day was 250514 Closing price was 0.6841 Current V value is 0.013750 (138 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.011413 (114 ticks) BuyStop for tomorrow is 0.6958 SellStop is 0.6730 Protective stop price is 0.7130 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 1356.25 From 190102 total profit is 34690.63 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1637 Trading days from 190102 to 250514 Running .DAT file DXX006.DAT Last trading day was 250514 Closing price was 100.8730 Current V value is 0.951001 (9510 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.513540 (5135 ticks) BuyStop for tomorrow is 101.4935 SellStop is 99.5915 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 1603 Trading days from 190102 to 250514 Running .DAT file E6N010.DAT Last trading day was 250514 Closing price was 1.1201 Current V value is 0.036500 (365 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.010950 (109 ticks) BuyStop for tomorrow is 1.1311 SellStop is 1.1092 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 48131.26 current drawdown is 0.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1603 Trading days from 190102 to 250514 Running .DAT file E7M008.DAT Last trading day was 250514 Closing price was 1.1201 Current V value is 0.034250 (343 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.014385 (144 ticks) BuyStop for tomorrow is 1.1345 SellStop is 1.1058 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 1604 Trading days from 190102 to 250514 Running .DAT file S6N004.DAT Last trading day was 250514 Closing price was 1.1916 Current V value is 0.040350 (403 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.028245 (282 ticks) BuyStop for tomorrow is 1.2241 SellStop is 1.1676 Protective stop price is 1.2211 Profit objective price is 1.1455 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 short 1 contract(s) at 1.2087 Open trade equity is 2143.75 From 190102 total profit is 76518.74 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1602 Trading days from 190102 to 250514 Running .DAT file D6N001.DAT Last trading day was 250514 Closing price was 0.7168 Current V value is 0.004400 (44 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005324 (53 ticks) BuyStop for tomorrow is 0.7237 SellStop is 0.7131 Protective stop price is 0.7378 Profit objective price is 0.7100 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 short 1 contract(s) at 0.7200 Open trade equity is 325.00 From 190102 total profit is 22725.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================