================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1587 Trading days from 190102 to 250422 Running .DAT file ESN001.DAT Last trading day was 250422 Closing price was 5314.7500 Current V value is 179.500000 (718 ticks) K1 value is 0.57 V*K1 for tomorrow is 102.315000 (409 ticks) BuyStop for tomorrow is 5417.0000 SellStop is 5212.5000 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 226687.50 current drawdown is 0.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1587 Trading days from 190102 to 250422 Running .DAT file ESM300.DAT Last trading day was 250422 Closing price was 5314.7500 Current V value is 313.500000 (1254 ticks) K1 value is 0.48 V*K1 for tomorrow is 150.480000 (602 ticks) BuyStop for tomorrow is 5425.7500 SellStop is 5124.7500 Protective stop price is 5442.0000 Profit objective price is 4862.0000 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 short 1 contract(s) at 5182.0000 Open trade equity is -663.75 From 190102 total profit is 16998.75 current drawdown is -4525.00 maximum drawdown was -5188.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1587 Trading days from 190102 to 250422 Running .DAT file NQN012.DAT Last trading day was 250422 Closing price was 18385.0000 Current V value is 1260.250000 (5041 ticks) K1 value is 0.37 V*K1 for tomorrow is 466.292500 (1865 ticks) BuyStop for tomorrow is 18720.5000 SellStop is 17788.0000 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 503090.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1587 Trading days from 190102 to 250422 Running .DAT file NQM300.DAT Last trading day was 250422 Closing price was 18385.0000 Current V value is 1260.250000 (5041 ticks) K1 value is 0.37 V*K1 for tomorrow is 466.292500 (1865 ticks) BuyStop for tomorrow is 18720.5000 SellStop is 17788.0000 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 34019.00 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1587 Trading days from 190102 to 250422 Running .DAT file YMN001.DAT Last trading day was 250422 Closing price was 39357.0000 Current V value is 3012.000000 (3012 ticks) K1 value is 0.43 V*K1 for tomorrow is 1295.160000 (1295 ticks) BuyStop for tomorrow is 40143.0000 SellStop is 37552.0000 V is equal to or greater than high filter value of 2400 V is greater than low filter value of 0 High filter does not permit trading for tomorrow Currently flat From 190102 total profit is 202695.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1586 Trading days from 190102 to 250422 Running .DAT file GC1004.DAT Last trading day was 250422 Closing price was 3419.3999 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 3521.3100 SellStop is 3350.9600 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 1586 Trading days from 190102 to 250422 Running .DAT file GC2006.DAT Last trading day was 250422 Closing price was 3419.3999 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 3521.3100 SellStop is 3350.9600 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 1586 Trading days from 190102 to 250422 Running .DAT file GC3002.DAT Last trading day was 250422 Closing price was 3419.3999 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 3545.9000 SellStop is 3343.1000 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 1586 Trading days from 190102 to 250422 Running .DAT file SI1009.DAT Last trading day was 250422 Closing price was 32.9050 Current V value is 0.833331 (833 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.416665 (417 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 32.1700 Profit objective price is 35.3970 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 32.7970 Open trade equity is 539.99 From 190102 total profit is 386154.99 current drawdown is -1850.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1586 Trading days from 190102 to 250422 Running .DAT file SI2019.DAT Last trading day was 250422 Closing price was 32.9050 Current V value is 0.987968 (988 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.414947 (415 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 185652.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1586 Trading days from 190102 to 250422 Running .DAT file SI3013.DAT Last trading day was 250422 Closing price was 32.9050 Current V value is 0.987968 (988 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.414947 (415 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 59866.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1586 Trading days from 190102 to 250422 Running .DAT file HG1001.DAT Last trading day was 250422 Closing price was 4.8780 Current V value is 0.568000 (11360 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.170400 (3408 ticks) BuyStop for tomorrow is 5.0484 SellStop is 4.7076 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 1586 Trading days from 190102 to 250422 Running .DAT file HG2001.DAT Last trading day was 250422 Closing price was 4.8780 Current V value is 0.568000 (11360 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.170400 (3408 ticks) BuyStop for tomorrow is 5.0484 SellStop is 4.7076 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 1586 Trading days from 190102 to 250422 Running .DAT file CL1004.DAT Last trading day was 250422 Closing price was 63.6700 Current V value is 2.351578 (235 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.975326 (198 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 14.0100 Profit objective price is 68.0100 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 61.3100 Open trade equity is 2360.00 From 190102 total profit is 172010.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1586 Trading days from 190102 to 250422 Running .DAT file CL2009.DAT Last trading day was 250422 Closing price was 63.6700 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 67.5200 SellStop is 59.8100 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 1586 Trading days from 190102 to 250422 Running .DAT file RBN001.DAT Last trading day was 250422 Closing price was 2.0908 Current V value is 0.116700 (1167 ticks) K1 value is 0.53 V*K1 for tomorrow is 0.061851 (619 ticks) BuyStop for tomorrow is 2.1527 SellStop is 2.0289 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 -8068.20 From 190102 total profit is 173277.41 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1587 Trading days from 190102 to 250422 Running .DAT file BTC009.DAT Last trading day was 250422 Closing price was 91660.0000 Current V value is 8930.000000 (8930 ticks) K1 value is 0.57 V*K1 for tomorrow is 5090.100000 (5090 ticks) BuyStop for tomorrow is 94610.0000 SellStop is 84430.0000 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 flat From 190102 total profit is 16679.80 current drawdown is -1461.50 maximum drawdown was -1580.30 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1587 Trading days from 190102 to 250422 Running .DAT file J6N105.DAT Last trading day was 250422 Closing price was 0.7111 Current V value is 0.009150 (91 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.007594 (76 ticks) BuyStop for tomorrow is 0.7212 SellStop is 0.7060 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 flat From 190102 total profit is 71818.76 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1587 Trading days from 190102 to 250422 Running .DAT file J7M205.DAT Last trading day was 250422 Closing price was 0.7111 Current V value is 0.009150 (91 ticks) K1 value is 0.83 V*K1 for tomorrow is 0.007594 (76 ticks) BuyStop for tomorrow is 0.7212 SellStop is 0.7060 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 flat From 190102 total profit is 33334.38 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1621 Trading days from 190102 to 250422 Running .DAT file DXX006.DAT Last trading day was 250422 Closing price was 98.6900 Current V value is 1.250666 (12507 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.675360 (6754 ticks) BuyStop for tomorrow is 99.4354 SellStop is 97.1146 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 1587 Trading days from 190102 to 250422 Running .DAT file E6N010.DAT Last trading day was 250422 Closing price was 1.1466 Current V value is 0.078000 (780 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.023400 (234 ticks) BuyStop for tomorrow is 1.1700 SellStop is 1.1232 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 1587 Trading days from 190102 to 250422 Running .DAT file E7M008.DAT Last trading day was 250422 Closing price was 1.1466 Current V value is 0.063300 (633 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.026586 (266 ticks) BuyStop for tomorrow is 1.1731 SellStop is 1.1200 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 1588 Trading days from 190102 to 250422 Running .DAT file S6N004.DAT Last trading day was 250422 Closing price was 1.2295 Current V value is 0.072050 (720 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.050435 (504 ticks) BuyStop for tomorrow is 1.2859 SellStop is 1.1850 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 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 1586 Trading days from 190102 to 250422 Running .DAT file D6N001.DAT Last trading day was 250422 Closing price was 0.7260 Current V value is 0.003600 (36 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.004356 (44 ticks) BuyStop for tomorrow is 0.7297 SellStop is 0.7209 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 ================================================================