HISTORY FILE for C1

Quarterly Returns of the Trading Strategies (in %)

Year	Quarter
Year	Quarter	Basic Trading Strategy	Low Risk Trading Strategy-1	Sell-Short Trading Strategy	Combined (Basic & Sell-Short) Trading Strategy	Dow Jones	NASDAQ-100
1996	1	120	38	54	87	9.1	5.8
	2	33	14	28	31	1.2	11.1
	3	130	52	10	70	4.0	8.9
	4	114	44	8	61	9.6	11.4
1997	1	72	63	0	36	2.1	-3.0
	2	158	75	51	105	16.5	20.1
	3	48	23	25	37	3.6	14.6
	4	48	43	45	47	-0.5	-9.7
1998	1	69	72	19	44	11.3	23.2
	2	33	31	2	18	1.7	9.6
	3	-28	-11	67	20	-12.4	0.6
	4	108	60	109	109	17.1	36.5
1999	1	125	92	11	68	6.6	14.7
	2	240	183	53	147	12.1	9.0
	3	23	25	38	31	-5.8	4.8
	4	130	85	103	117	11.2	54.0
2000	1	121	130	307	214	-5.0	18.6
	2	67	54	11	39	-4.3	-14.4
	3	-50	-47	87	19	1.9	-5.1
	4	33	58	13	23	1.3	-34.4
2001	1	-2	14	29	14	-8.4	-32.8
	2	60	26	38	49	7.4	20.8
	3	-31	-20	51	10	-17	-37
	4	19	11	63	41	14	39
2002	1	-21	-8	26	2.5	2.8	-8
	2	-21	-22	23	-2.5	-12	-33
	3	60	46	20	40	-17	-17
	4	-6.7	-10	14	3.6	5	13
2003	1	-14	-5	-4	-9	-7	-1
	2	7	4	4.5	5.7	10	16
	3	22	2	17	19.5	6.4	12.6
	4	15	8.5	36	25.5	10	9.9
2004	1	5.3	2.5	13.4	9.4	-0.3	-0.7
	2	-7	-3	13.2	3.1	-0.4	2.4
	3	-12	5	14	1	-1.4	-2.5
	4	9	5.4	-17	-4	5.3	10
2005	1	2	11	35	18.5	-3	-8
	2	5	6	14	10.5	-1	1.4
	3	-8	3	1	-3.5	1	5.7
	4	23	7	1	12	3	4.3
2006	1	7.9	6.1	-22	-7	1.9	0.8
	2	-1.0	4.1	2.0	0.5	1.9	-0.5
	3	4.1	11.2	30.0	17.1	3.6	1
	4	-9.2	0.01	14.8	5.6	6.8	7.5

Historical files

Combined files (basic, low risk and sell-short strategies)