................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MINI SP 500 1604 Trading days from 190102 to 250515 Running .DAT file ESN001.DAT Last trading day was 250515 Closing price was 5933.2500 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 5977.5000 SellStop is 5889.0000 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 1604 Trading days from 190102 to 250515 Running .DAT file ESM300.DAT Last trading day was 250515 Closing price was 5933.2500 Current V value is 296.750000 (1187 ticks) K1 value is 0.48 V*K1 for tomorrow is 142.440000 (570 ticks) BuyStop for tomorrow is 6057.2500 SellStop is 5772.5000 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 1604 Trading days from 190102 to 250515 Running .DAT file NQN012.DAT Last trading day was 250515 Closing price was 21400.2500 Current V value is 1393.000000 (5572 ticks) K1 value is 0.37 V*K1 for tomorrow is 515.410000 (2062 ticks) BuyStop for tomorrow is 21889.5000 SellStop is 20858.5000 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 1604 Trading days from 190102 to 250515 Running .DAT file NQM300.DAT Last trading day was 250515 Closing price was 21400.2500 Current V value is 1393.000000 (5572 ticks) K1 value is 0.37 V*K1 for tomorrow is 515.410000 (2062 ticks) BuyStop for tomorrow is 21889.5000 SellStop is 20858.5000 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 1604 Trading days from 190102 to 250515 Running .DAT file YMN001.DAT Last trading day was 250515 Closing price was 42385.0000 Current V value is 1450.000000 (1450 ticks) K1 value is 0.43 V*K1 for tomorrow is 623.500000 (624 ticks) BuyStop for tomorrow is 42771.0000 SellStop is 41524.0000 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 2420.00 From 190102 total profit is 208865.00 current drawdown is 0.00 maximum drawdown was 14605.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100 GOLD 1603 Trading days from 190102 to 250515 Running .DAT file GC1004.DAT Last trading day was 250515 Closing price was 3226.6001 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 3348.7000 SellStop is 3047.4300 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 1603 Trading days from 190102 to 250515 Running .DAT file GC2006.DAT Last trading day was 250515 Closing price was 3226.6001 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 3348.7000 SellStop is 3047.4300 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 1603 Trading days from 190102 to 250515 Running .DAT file GC3002.DAT Last trading day was 250515 Closing price was 3226.6001 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 3363.1200 SellStop is 3004.4800 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 1603 Trading days from 190102 to 250514 Running .DAT file SI1009.DAT Last trading day was 250514 Closing price was 32.6800 Current V value is 0.915332 (915 ticks) K1 value is 0.50 V*K1 for tomorrow is 0.457666 (458 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 1603 Trading days from 190102 to 250514 Running .DAT file SI2019.DAT Last trading day was 250514 Closing price was 32.6800 Current V value is 0.922433 (922 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.387422 (387 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 1603 Trading days from 190102 to 250514 Running .DAT file SI3013.DAT Last trading day was 250514 Closing price was 32.6800 Current V value is 0.922433 (922 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.387422 (387 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 1603 Trading days from 190102 to 250515 Running .DAT file HG1001.DAT Last trading day was 250515 Closing price was 4.6835 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 4.7736 SellStop is 4.5934 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 1603 Trading days from 190102 to 250515 Running .DAT file HG2001.DAT Last trading day was 250515 Closing price was 4.6835 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 4.7736 SellStop is 4.5934 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 1603 Trading days from 190102 to 250515 Running .DAT file CL1004.DAT Last trading day was 250515 Closing price was 61.6200 Current V value is 2.146906 (215 ticks) K1 value is 0.84 V*K1 for tomorrow is 1.803401 (180 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 360.00 From 190102 total profit is 178410.00 current drawdown is 2460.00 maximum drawdown was 19480.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 500 CRUDE OIL 1603 Trading days from 190102 to 250515 Running .DAT file CL2009.DAT Last trading day was 250515 Closing price was 61.6200 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 63.2900 SellStop is 59.9500 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 70.00 From 190102 total profit is 92500.01 current drawdown is 4125.00 maximum drawdown was 9000.00 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 42000 GASLOINE 1603 Trading days from 190102 to 250515 Running .DAT file RBN001.DAT Last trading day was 250515 Closing price was 2.1344 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 2.1778 SellStop is 2.0910 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 327.60 From 190102 total profit is 172821.22 current drawdown is 8196.80 maximum drawdown was 17425.20 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 MICRO BITCOIN 1604 Trading days from 190102 to 250515 Running .DAT file BTC009.DAT Last trading day was 250515 Closing price was 103500.0000 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 106533.0000 SellStop is 99722.0000 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 603.80 From 190102 total profit is 16673.30 current drawdown is 2071.80 maximum drawdown was 2152.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 1250000 YEN 1604 Trading days from 190102 to 250515 Running .DAT file J6N105.DAT Last trading day was 250515 Closing price was 0.6887 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 0.6989 SellStop is 0.6761 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 2137.50 From 190102 total profit is 73956.25 current drawdown is 0.00 maximum drawdown was 6356.25 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 625000 YEN 1604 Trading days from 190102 to 250515 Running .DAT file J7M205.DAT Last trading day was 250515 Closing price was 0.6887 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 0.6989 SellStop is 0.6761 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 1068.75 From 190102 total profit is 34403.13 current drawdown is 0.00 maximum drawdown was 3318.75 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 DOLLAR INDEX 1638 Trading days from 190102 to 250515 Running .DAT file DXX006.DAT Last trading day was 250515 Closing price was 100.7290 Current V value is 0.896556 (8966 ticks) K1 value is 0.54 V*K1 for tomorrow is 0.484140 (4841 ticks) BuyStop for tomorrow is 101.3841 SellStop is 99.9609 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 1604 Trading days from 190102 to 250515 Running .DAT file E6N010.DAT Last trading day was 250515 Closing price was 1.1198 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 1.1305 SellStop is 1.1090 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 1604 Trading days from 190102 to 250515 Running .DAT file E7M008.DAT Last trading day was 250515 Closing price was 1.1198 Current V value is 0.031800 (318 ticks) K1 value is 0.42 V*K1 for tomorrow is 0.013356 (134 ticks) BuyStop for tomorrow is 1.1331 SellStop is 1.1064 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 1605 Trading days from 190102 to 250515 Running .DAT file S6N004.DAT Last trading day was 250515 Closing price was 1.2000 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 1.2263 SellStop is 1.1698 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 1081.25 From 190102 total profit is 75456.25 current drawdown is 0.00 maximum drawdown was 9112.50 ................................................................ ................................................................ KNIGHT TRADING SYSTEM ENVIRONMENT Version 1.18 100000 CANADIAN 1603 Trading days from 190102 to 250515 Running .DAT file D6N001.DAT Last trading day was 250515 Closing price was 0.7172 Current V value is 0.004350 (44 ticks) K1 value is 1.21 V*K1 for tomorrow is 0.005264 (53 ticks) BuyStop for tomorrow is 0.7218 SellStop is 0.7112 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 280.00 From 190102 total profit is 22680.00 current drawdown is 2905.00 maximum drawdown was 4765.00 ................................................................