================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1599 Trading days from 190102 to 250508 Running .DAT file ESN001.DAT Last trading day was 250508 Closing price was 5684.5000 Current V value is 104.500000 (418 ticks) K1 value is 0.57 V*K1 for tomorrow is 59.565000 (238 ticks) BuyStop for tomorrow is 5744.0000 SellStop is 5625.0000 Protective stop price is 5589.5000 Profit objective price is 5872.7500 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 long 1 contract(s) at 5664.7500 Open trade equity is 987.50 From 190102 total profit is 222875.00 current drawdown is -4800.00 maximum drawdown was -24537.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO SP 500 1599 Trading days from 190102 to 250508 Running .DAT file ESM300.DAT Last trading day was 250508 Closing price was 5684.5000 Current V value is 117.750000 (471 ticks) K1 value is 0.48 V*K1 for tomorrow is 56.520000 (226 ticks) BuyStop for tomorrow is 5743.7500 SellStop is 5630.7500 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 1293.75 From 190102 total profit is 17687.50 current drawdown is -5793.75 maximum drawdown was -5913.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI NASDAQ 100 1599 Trading days from 190102 to 250508 Running .DAT file NQN012.DAT Last trading day was 250508 Closing price was 20148.0000 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 20323.0000 SellStop is 19941.0000 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 -1075.00 From 190102 total profit is 502015.00 current drawdown is -7935.00 maximum drawdown was -28215.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO NASDAQ 100 1599 Trading days from 190102 to 250508 Running .DAT file NQM300.DAT Last trading day was 250508 Closing price was 20148.0000 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 20323.0000 SellStop is 19941.0000 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 -107.50 From 190102 total profit is 33911.50 current drawdown is -1017.00 maximum drawdown was -4941.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOW FUTURES 1599 Trading days from 190102 to 250508 Running .DAT file YMN001.DAT Last trading day was 250508 Closing price was 41468.0000 Current V value is 1139.000000 (1139 ticks) K1 value is 0.43 V*K1 for tomorrow is 489.770000 (490 ticks) BuyStop for tomorrow is 41983.0000 SellStop is 41003.0000 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 206445.00 current drawdown is 0.00 maximum drawdown was -14605.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1598 Trading days from 190102 to 250508 Running .DAT file GC1004.DAT Last trading day was 250508 Closing price was 3306.0000 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 3483.0700 SellStop is 3181.8000 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 1598 Trading days from 190102 to 250508 Running .DAT file GC2006.DAT Last trading day was 250508 Closing price was 3306.0000 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 3483.0700 SellStop is 3181.8000 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 1598 Trading days from 190102 to 250508 Running .DAT file GC3002.DAT Last trading day was 250508 Closing price was 3306.0000 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 3524.9700 SellStop is 3166.3300 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 1598 Trading days from 190102 to 250508 Running .DAT file SI1009.DAT Last trading day was 250508 Closing price was 32.6170 Current V value is 1.018332 (1018 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.509166 (509 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 1598 Trading days from 190102 to 250508 Running .DAT file SI2019.DAT Last trading day was 250508 Closing price was 32.6170 Current V value is 0.895529 (896 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.376122 (376 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 1598 Trading days from 190102 to 250508 Running .DAT file SI3013.DAT Last trading day was 250508 Closing price was 32.6170 Current V value is 0.895529 (896 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.376122 (376 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 1598 Trading days from 190102 to 250508 Running .DAT file HG1001.DAT Last trading day was 250508 Closing price was 4.6040 Current V value is 0.359500 (7190 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.107850 (2157 ticks) BuyStop for tomorrow is 4.7119 SellStop is 4.4962 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 1598 Trading days from 190102 to 250508 Running .DAT file HG2001.DAT Last trading day was 250508 Closing price was 4.6040 Current V value is 0.359500 (7190 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.107850 (2157 ticks) BuyStop for tomorrow is 4.7119 SellStop is 4.4962 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 1598 Trading days from 190102 to 250508 Running .DAT file CL1004.DAT Last trading day was 250508 Closing price was 59.9100 Current V value is 2.569214 (257 ticks) K1 value is 0.84 V*K1 for tomorrow is 2.158140 (216 ticks) BuyStop and SellStop computation requires tomorrow's Open Protective stop price is 9.9100 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 510.00 From 190102 total profit is 177470.00 current drawdown is 0.00 maximum drawdown was -19480.00 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1598 Trading days from 190102 to 250508 Running .DAT file CL2009.DAT Last trading day was 250508 Closing price was 59.9100 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 63.7700 SellStop is 56.0500 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 1598 Trading days from 190102 to 250508 Running .DAT file RBN001.DAT Last trading day was 250508 Closing price was 2.0854 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 2.1288 SellStop is 2.0420 Protective stop price is 0.8949 Profit objective price is 2.1225 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 long 1 contract(s) at 2.0677 Open trade equity is 743.40 From 190102 total profit is 171640.62 current drawdown is -10448.40 maximum drawdown was -17425.20 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1599 Trading days from 190102 to 250508 Running .DAT file BTC009.DAT Last trading day was 250508 Closing price was 101780.0000 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 103743.0000 SellStop is 96932.0000 Protective stop price is 91780.0000 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 431.80 From 190102 total profit is 16501.30 current drawdown is -2071.80 maximum drawdown was -2152.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1599 Trading days from 190102 to 250508 Running .DAT file J6N105.DAT Last trading day was 250508 Closing price was 0.6883 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 0.7032 SellStop is 0.6803 Protective stop price is 0.7245 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 2187.50 From 190102 total profit is 74006.25 current drawdown is 0.00 maximum drawdown was -6356.25 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1599 Trading days from 190102 to 250508 Running .DAT file J7M205.DAT Last trading day was 250508 Closing price was 0.6883 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 0.7032 SellStop is 0.6803 Protective stop price is 0.7245 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 1093.75 From 190102 total profit is 34428.13 current drawdown is 0.00 maximum drawdown was -3318.75 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1633 Trading days from 190102 to 250508 Running .DAT file DXX006.DAT Last trading day was 250508 Closing price was 100.4900 Current V value is 0.807002 (8070 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.435781 (4358 ticks) BuyStop for tomorrow is 101.0358 SellStop is 99.0092 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 1599 Trading days from 190102 to 250508 Running .DAT file E6N010.DAT Last trading day was 250508 Closing price was 1.1251 Current V value is 0.036200 (362 ticks) K1 value is 0.30 V*K1 for tomorrow is 0.010860 (109 ticks) BuyStop for tomorrow is 1.1360 SellStop is 1.1142 Protective stop price is 1.1485 Profit objective price is 1.1162 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 short 1 contract(s) at 1.1274 Open trade equity is 287.50 From 190102 total profit is 47068.75 current drawdown is 0.00 maximum drawdown was -7931.26 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 62500 EUR0 FX MINI 1599 Trading days from 190102 to 250508 Running .DAT file E7M008.DAT Last trading day was 250508 Closing price was 1.1251 Current V value is 0.022700 (227 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.009534 (95 ticks) BuyStop for tomorrow is 1.1346 SellStop is 1.1156 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 1600 Trading days from 190102 to 250508 Running .DAT file S6N004.DAT Last trading day was 250508 Closing price was 1.2084 Current V value is 0.019150 (192 ticks) K1 value is 0.70 V*K1 for tomorrow is 0.013405 (134 ticks) BuyStop for tomorrow is 1.2251 SellStop is 1.1983 Protective stop price is 1.2422 Profit objective price is 1.1455 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 short 1 contract(s) at 1.2087 Open trade equity is 31.26 From 190102 total profit is 74406.25 current drawdown is 0.00 maximum drawdown was -9112.50 ================================================================ ================================================================ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1598 Trading days from 190102 to 250508 Running .DAT file D6N001.DAT Last trading day was 250508 Closing price was 0.7194 Current V value is 0.006200 (62 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.007502 (75 ticks) BuyStop for tomorrow is 0.7298 SellStop is 0.7147 Protective stop price is 0.7414 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 60.00 From 190102 total profit is 22460.00 current drawdown is -2905.00 maximum drawdown was -4765.00 ================================================================