================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1605 Trading days from 190102 to 250516 Running .DAT file ESN001.DAT Last trading day was 250516 Closing price was 5975.5000 Current V value is 77.500000 (310 ticks) K1 value is 0.57 V*K1 for tomorrow is 44.175000 (177 ticks) BuyStop for tomorrow is 6019.7500 SellStop is 5931.2500 Protective stop price is 5882.5000 Profit objective price is 6185.5000 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 long 1 contract(s) at 5977.5000 Open trade equity is -100.00 From 190102 total profit is 232137.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1605 Trading days from 190102 to 250516 Running .DAT file ESM300.DAT Last trading day was 250516 Closing price was 5975.5000 Current V value is 313.000000 (1252 ticks) K1 value is 0.48 V*K1 for tomorrow is 150.240000 (601 ticks) BuyStop for tomorrow is 6109.0000 SellStop is 5808.5000 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 1605 Trading days from 190102 to 250516 Running .DAT file NQN012.DAT Last trading day was 250516 Closing price was 21506.0000 Current V value is 1129.250000 (4517 ticks) K1 value is 0.37 V*K1 for tomorrow is 417.822500 (1671 ticks) BuyStop for tomorrow is 21864.0000 SellStop is 21028.2500 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 1605 Trading days from 190102 to 250516 Running .DAT file NQM300.DAT Last trading day was 250516 Closing price was 21506.0000 Current V value is 1129.250000 (4517 ticks) K1 value is 0.37 V*K1 for tomorrow is 417.822500 (1671 ticks) BuyStop for tomorrow is 21864.0000 SellStop is 21028.2500 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 1605 Trading days from 190102 to 250516 Running .DAT file YMN001.DAT Last trading day was 250516 Closing price was 42736.0000 Current V value is 1538.000000 (1538 ticks) K1 value is 0.43 V*K1 for tomorrow is 661.340000 (661 ticks) BuyStop for tomorrow is 43208.0000 SellStop is 41886.0000 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 flat From 190102 total profit is 210195.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1604 Trading days from 190102 to 250516 Running .DAT file GC1004.DAT Last trading day was 250516 Closing price was 3187.2000 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 3350.4300 SellStop is 3049.1700 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 1604 Trading days from 190102 to 250516 Running .DAT file GC2006.DAT Last trading day was 250516 Closing price was 3187.2000 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 3350.4300 SellStop is 3049.1700 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 1604 Trading days from 190102 to 250516 Running .DAT file GC3002.DAT Last trading day was 250516 Closing price was 3187.2000 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 3385.4200 SellStop is 3026.7800 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 1604 Trading days from 190102 to 250516 Running .DAT file SI1009.DAT Last trading day was 250516 Closing price was 32.3540 Current V value is 0.939999 (940 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.470000 (470 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 1604 Trading days from 190102 to 250516 Running .DAT file SI2019.DAT Last trading day was 250516 Closing price was 32.3540 Current V value is 0.914947 (915 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.384278 (384 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 1604 Trading days from 190102 to 250516 Running .DAT file SI3013.DAT Last trading day was 250516 Closing price was 32.3540 Current V value is 0.914947 (915 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.384278 (384 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 1604 Trading days from 190102 to 250516 Running .DAT file HG1001.DAT Last trading day was 250516 Closing price was 4.5935 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.6672 SellStop is 4.5198 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 1604 Trading days from 190102 to 250516 Running .DAT file HG2001.DAT Last trading day was 250516 Closing price was 4.5935 Current V value is 0.245500 (4910 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.073650 (1473 ticks) BuyStop for tomorrow is 4.6672 SellStop is 4.5198 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 1604 Trading days from 190102 to 250516 Running .DAT file CL1004.DAT Last trading day was 250516 Closing price was 62.4900 Current V value is 1.950647 (195 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.638544 (164 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 111.2600 Profit objective price is 54.5600 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 61.2600 Open trade equity is -1230.00 From 190102 total profit is 177540.00 current drawdown is -2460.00 maximum drawdown was -19480.00 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1604 Trading days from 190102 to 250516 Running .DAT file CL2009.DAT Last trading day was 250516 Closing price was 62.4900 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 64.1600 SellStop is 60.8200 Protective stop price is 71.2800 Profit objective price is 52.8800 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 short 1 contract(s) at 61.4800 Open trade equity is -505.00 From 190102 total profit is 92065.01 current drawdown is -4125.00 maximum drawdown was -9000.00 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1604 Trading days from 190102 to 250516 Running .DAT file RBN001.DAT Last trading day was 250516 Closing price was 2.1418 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 2.1852 SellStop is 2.0984 Protective stop price is 3.3171 Profit objective price is 2.0718 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 2.1266 Open trade equity is -638.40 From 190102 total profit is 172510.42 current drawdown is -8196.80 maximum drawdown was -17425.20 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1605 Trading days from 190102 to 250516 Running .DAT file BTC009.DAT Last trading day was 250516 Closing price was 104425.0000 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 107656.0000 SellStop is 100844.0000 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 696.30 From 190102 total profit is 16765.80 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1605 Trading days from 190102 to 250516 Running .DAT file J6N105.DAT Last trading day was 250516 Closing price was 0.6876 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 0.7002 SellStop is 0.6774 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 2275.00 From 190102 total profit is 74093.75 current drawdown is 0.00 maximum drawdown was -6356.25 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1605 Trading days from 190102 to 250516 Running .DAT file J7M205.DAT Last trading day was 250516 Closing price was 0.6876 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 0.7002 SellStop is 0.6774 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 1137.50 From 190102 total profit is 34471.88 current drawdown is 0.00 maximum drawdown was -3318.75 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1639 Trading days from 190102 to 250516 Running .DAT file DXX006.DAT Last trading day was 250516 Closing price was 100.9460 Current V value is 0.913223 (9132 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.493141 (4931 ticks) BuyStop for tomorrow is 101.6131 SellStop is 99.8819 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 1605 Trading days from 190102 to 250516 Running .DAT file E6N010.DAT Last trading day was 250516 Closing price was 1.1172 Current V value is 0.035850 (359 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.010755 (108 ticks) BuyStop for tomorrow is 1.1280 SellStop is 1.1064 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 1605 Trading days from 190102 to 250516 Running .DAT file E7M008.DAT Last trading day was 250516 Closing price was 1.1172 Current V value is 0.031150 (312 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.013083 (131 ticks) BuyStop for tomorrow is 1.1303 SellStop is 1.1041 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 1606 Trading days from 190102 to 250516 Running .DAT file S6N004.DAT Last trading day was 250516 Closing price was 1.1960 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 1.2268 SellStop is 1.1703 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 1593.75 From 190102 total profit is 75968.74 current drawdown is 0.00 maximum drawdown was -9112.50 ================================ ================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1604 Trading days from 190102 to 250516 Running .DAT file D6N001.DAT Last trading day was 250516 Closing price was 0.7161 Current V value is 0.003100 (31 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.003751 (38 ticks) BuyStop for tomorrow is 0.7209 SellStop is 0.7133 Protective stop price is 0.7378 Profit objective price is 0.7100 V is less than high filter value of 150 V is equal to or less than low filter value of 35 Low filter does not permit trading for tomorrow Currently short 1 contract(s) at 0.7200 Open trade equity is 390.00 From 190102 total profit is 22790.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================