================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1596 Trading days from 190102 to 250505 Running .DAT file ESN001.DAT Last trading day was 250505 Closing price was 5671.7500 Current V value is 123.750000 (495 ticks) K1 value is 0.57 V*K1 for tomorrow is 70.537500 (282 ticks) BuyStop for tomorrow is 5742.2500 SellStop is 5601.2500 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 221887.50 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1596 Trading days from 190102 to 250505 Running .DAT file ESM300.DAT Last trading day was 250505 Closing price was 5671.7500 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 5799.5000 SellStop is 5556.0000 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 1230.00 From 190102 total profit is 17623.75 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1596 Trading days from 190102 to 250505 Running .DAT file NQN012.DAT Last trading day was 250505 Closing price was 20055.5000 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 20478.2500 SellStop is 19670.5000 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 -2925.00 From 190102 total profit is 500165.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1596 Trading days from 190102 to 250505 Running .DAT file NQM300.DAT Last trading day was 250505 Closing price was 20055.5000 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 20478.2500 SellStop is 19670.5000 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 -292.50 From 190102 total profit is 33726.50 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1596 Trading days from 190102 to 250505 Running .DAT file YMN001.DAT Last trading day was 250505 Closing price was 41319.0000 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 42054.0000 SellStop is 40603.0000 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 1320.00 From 190102 total profit is 204015.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1595 Trading days from 190102 to 250505 Running .DAT file GC1004.DAT Last trading day was 250505 Closing price was 3322.3000 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 3389.2100 SellStop is 3218.8600 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 1595 Trading days from 190102 to 250505 Running .DAT file GC2006.DAT Last trading day was 250505 Closing price was 3322.3000 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 3389.2100 SellStop is 3218.8600 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 1595 Trading days from 190102 to 250505 Running .DAT file GC3002.DAT Last trading day was 250505 Closing price was 3322.3000 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 3396.3000 SellStop is 3193.5000 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 1595 Trading days from 190102 to 250505 Running .DAT file SI1009.DAT Last trading day was 250505 Closing price was 32.2050 Current V value is 0.733332 (733 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.366666 (367 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 750 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 383150.00 current drawdown is -4315.00 maximum drawdown was -20734.99 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 2500 COMEX SILVER 1595 Trading days from 190102 to 250505 Running .DAT file SI2019.DAT Last trading day was 250505 Closing price was 32.2050 Current V value is 0.816814 (817 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.343062 (343 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 186197.50 current drawdown is 0.00 maximum drawdown was -9987.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1000 COMEX SILVER 1595 Trading days from 190102 to 250505 Running .DAT file SI3013.DAT Last trading day was 250505 Closing price was 32.2050 Current V value is 0.816814 (817 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.343062 (343 ticks) BuyStop and SellStop computation requires tomorrow's Open V is less than high filter value of 875 V is greater than low filter value of 0 High/Low filters permit trading for tomorrow Currently flat From 190102 total profit is 60054.00 current drawdown is 0.00 maximum drawdown was -4325.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 COPPER 25000 1595 Trading days from 190102 to 250505 Running .DAT file HG1001.DAT Last trading day was 250505 Closing price was 4.6550 Current V value is 0.357500 (7150 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.107250 (2145 ticks) BuyStop for tomorrow is 4.7622 SellStop is 4.5478 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 1595 Trading days from 190102 to 250505 Running .DAT file HG2001.DAT Last trading day was 250505 Closing price was 4.6550 Current V value is 0.357500 (7150 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.107250 (2145 ticks) BuyStop for tomorrow is 4.7622 SellStop is 4.5478 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 1595 Trading days from 190102 to 250505 Running .DAT file CL1004.DAT Last trading day was 250505 Closing price was 57.1300 Current V value is 2.554725 (255 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.145969 (215 ticks) BuyStop and SellStop computation requires tomorrow's Open 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 flat From 190102 total profit is 176960.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1595 Trading days from 190102 to 250505 Running .DAT file CL2009.DAT Last trading day was 250505 Closing price was 57.1300 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 60.9900 SellStop is 53.2700 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 1595 Trading days from 190102 to 250505 Running .DAT file RBN001.DAT Last trading day was 250505 Closing price was 2.0228 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 2.0627 SellStop is 1.9829 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 -5212.20 From 190102 total profit is 176133.41 current drawdown is 0.00 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1596 Trading days from 190102 to 250505 Running .DAT file BTC009.DAT Last trading day was 250505 Closing price was 94730.0000 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 97975.0000 SellStop is 92400.0000 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 22.30 From 190102 total profit is 16392.70 current drawdown is -1770.90 maximum drawdown was -1770.90 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1596 Trading days from 190102 to 250505 Running .DAT file J6N105.DAT Last trading day was 250505 Closing price was 0.6981 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 0.7085 SellStop is 0.6855 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 956.25 From 190102 total profit is 72775.01 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1596 Trading days from 190102 to 250505 Running .DAT file J7M205.DAT Last trading day was 250505 Closing price was 0.6981 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 0.7085 SellStop is 0.6855 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 478.13 From 190102 total profit is 33812.50 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1630 Trading days from 190102 to 250505 Running .DAT file DXX006.DAT Last trading day was 250505 Closing price was 99.6400 Current V value is 0.741890 (7419 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.400621 (4006 ticks) BuyStop for tomorrow is 100.2706 SellStop is 98.8744 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 1596 Trading days from 190102 to 250505 Running .DAT file E6N010.DAT Last trading day was 250505 Closing price was 1.1343 Current V value is 0.032850 (329 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.009855 (99 ticks) BuyStop for tomorrow is 1.1442 SellStop is 1.1245 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 1596 Trading days from 190102 to 250505 Running .DAT file E7M008.DAT Last trading day was 250505 Closing price was 1.1343 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 1.1468 SellStop is 1.1219 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 1597 Trading days from 190102 to 250505 Running .DAT file S6N004.DAT Last trading day was 250505 Closing price was 1.2213 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 1.2331 SellStop is 1.2065 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 1595 Trading days from 190102 to 250505 Running .DAT file D6N001.DAT Last trading day was 250505 Closing price was 0.7254 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 0.7319 SellStop is 0.7198 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 ================================================================