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Sector.Rotation - Backtest Report                                                                                                Page 1 of 8



                                    Statistics | Charts | Trades | Formula | Settings | Symbols

                                                                   Trades

Trade list
                                                %                                                        #                            Scale
Ticker Trade          Entry        Exit                   Profit      Shares    Pos. value Cum. profit           Profit/bar MAE/MFE
                                                change                                                   bars                         In/Out
                       6/19/1986 10/22/1987                  -975.86                                                        -7.55%
 FSUTX         Long                              -2.93%              5136.11     33333.33      -975.86     341      -2.86                      0/0
                            6.49        6.3                  -2.93%                                                         15.87%
                       3/13/1987 10/22/1987         -11602.99                                                               -37.25%
 FBIOX         Long                         -33.85%           4854.81            34274.95   -12578.85      156     -74.38                      0/0
                            7.06       4.67           -33.85%                                                                 2.69%
                       2/17/1988    6/27/1988               5399.54                                                          0.00%
 FSAIX         Long                              18.53%                8570.7    29140.38    -7179.31       92      58.69                      0/0
                             3.4         4.03               18.53%                                                          19.12%
                       2/17/1988    11/9/1988               5102.02                                                         -0.17%
 FSTCX         Long                              17.51%             4905.79      29140.38    -2077.29      187      27.28                      0/0
                            5.94         6.98               17.51%                                                          17.51%
                       6/27/1988    1/25/1989               1946.99                                                          -7.05%
 FSENX         Long                               6.02%             6713.76      32360.34      -130.30     148      13.16                      0/0
                            4.82         5.11                6.02%                                                            6.02%
                       1/25/1989    5/11/1989               4976.96                                                          0.00%
 FSRPX         Long                              14.18%             8580.96      35096.14     4846.66       75      66.36                      0/0
                            4.09         4.67               14.18%                                                          14.18%
                       5/11/1989     8/4/1989               6795.48                                                          0.00%
 FSLBX         Long                              17.80%             11325.8      38167.92    11642.13       60     113.26                      0/0
                            3.37         3.97               17.80%                                                          17.80%
                        8/4/1989    9/28/1989                 144.93                                                         0.00%
FSCHX          Long                               0.34%              4831.12     42562.13    11787.07       39       3.72                      0/0
                            8.81         8.84                 0.34%                                                          4.88%
                       11/9/1988 10/26/1989                 2034.11                                                         -3.33%
 FSAVX         Long                               6.18%             5215.66      32910.81    13821.17      244       8.34                      0/0
                            6.31        6.7                  6.18%                                                          18.23%
                       2/17/1988    1/11/1990              13645.80                                                         -3.78%
 FSUTX         Long                              46.83%             4401.87      29140.38    27466.97      482      28.31                      0/0
                            6.62         9.72               46.83%                                                          51.36%
                       9/28/1989     2/9/1990              -4484.18                                                         -13.65%
FSHOX          Long                           -10.51%               9540.81      42647.43    22982.79       94     -47.70                      0/0
                            4.47            4              -10.51%                                                            2.24%
                       1/11/1990    2/12/1990              -3053.81                                                          -9.43%
 FSPCX         Long                              -7.20%             7270.97      42389.75    19928.98       23    -132.77                      0/0
                            5.83         5.41                -7.20%                                                           0.00%
                        2/9/1990    4/18/1990               3435.29                                                          -1.36%
 FSAVX         Long                               8.64%             6026.82      39777.03    23364.27       47      73.09                      0/0
                             6.6         7.17                8.64%                                                            8.79%
                       2/12/1990    5/16/1990               3992.01                                                         -2.72%
 FSCSX         Long                              10.15%             9736.62      39335.94    27356.28       66      60.49                      0/0
                            4.04         4.45               10.15%                                                          10.64%
                      10/26/1989    8/21/1990               1098.68                                                         -2.15%
 FDFAX         Long                               2.69%             5493.41      40816.00    28454.97      207       5.31                      0/0
                            7.43         7.63                2.69%                                                          19.11%
                       4/18/1990    8/21/1990                -361.31                                                         -3.62%
 FSUTX         Long                              -0.85%              4516.33     42363.19    28093.66       88      -4.11                      0/0
                            9.38          9.3                -0.85%                                                           3.84%
                       5/16/1990    8/21/1990              -3318.60                                                          -7.53%
 FSPCX         Long                              -7.53%             7901.42      44089.91    24775.06       68     -48.80                      0/0
                            5.58         5.16                -7.53%                                                           5.91%
                       12/3/1990    1/11/1991                -446.69                                                         -2.15%
 FDFAX         Long                              -1.07%              4963.21     41591.69    24328.38       28     -15.95                      0/0
                            8.38         8.29                -1.07%                                                           2.86%
                       12/3/1990    1/11/1991                 587.87                                                         0.00%
FSDAX          Long                               1.41%              7348.35     41591.69    24916.24       28      21.00                      0/0
                            5.66         5.74                 1.41%                                                          4.59%
                       12/3/1990    1/11/1991                -584.62                                                         -1.71%
 FSUTX         Long                              -1.41%              4175.87     41591.69    24331.62       28     -20.88                      0/0
                            9.96         9.82                -1.41%                                                           0.90%
                       1/18/1991    2/19/1991               6076.02                                                         -0.44%
 FSAIX         Long                              14.66%             9068.68      41443.87    30407.64       22     276.18                      0/0
                            4.57         5.24               14.66%                                                          14.66%
                       1/18/1991    2/20/1991               6567.61                                                         -0.27%
FSCGX          Long                              15.85%             11323.5      41443.87    36975.25       23     285.55                      0/0
                            3.66         4.24               15.85%                                                          16.67%
                       2/20/1991    6/19/1991               4910.29                                                         -1.08%
 FSDPX         Long                              10.63%             6215.55      46181.54    41885.53       84      58.46                      0/0
                            7.43         8.22               10.63%                                                          11.17%
                       6/19/1991    12/6/1991              -1111.13                                                          -2.91%
 FSENX         Long                              -2.30%             7407.53      48371.15    40774.40      120      -9.26                      0/0
                            6.53         6.38                -2.30%                                                           8.42%
                       1/18/1991    12/3/1993              21801.64                                                         -1.00%
 FSUTX         Long                              52.61%             4152.69      41443.87    62576.04      729      29.91                      0/0
                            9.98        15.23               52.61%                                                          63.63%

FSCHX          Long    12/6/1991    1/28/1994    44.39%    22694.59 4859.65      51123.57    85270.63      544      41.72    -0.76%            0/0




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                               1/7/2011
Sector.Rotation - Backtest Report                                                                                  Page 2 of 8



                      10.52       15.19             44.39%                                                     44.39%
                  12/3/1993   2/14/1994             4552.44                                                    -1.65%
 FSLEX    Long                            7.00%             6322.84     64998.77    89823.07    51    89.26                  0/0
                      10.28          11              7.00%                                                     10.02%
                  2/19/1991    4/6/1994            16653.21                                                    -0.73%
FDFAX     Long                            35.85%            4869.36     46453.70   106476.28   793    21.00                  0/0
                       9.54       12.96             35.85%                                                     45.81%
                  1/28/1994    4/6/1994            -5758.98                                                    -9.79%
 FSPHX    Long                            -8.19%            3533.12     70344.37   100717.30    47   -122.53                 0/0
                      19.91       18.28              -8.19%                                                     1.16%
                  2/14/1994    4/6/1994            -3419.61                                                    -6.37%
FSUTX     Long                            -4.89%               4684.4   69891.25    97297.69    36    -94.99                 0/0
                      14.92       14.19              -4.89%                                                     0.13%
                  4/12/1994   4/15/1994                0.00                                                    -0.76%
 FSVLX    Long                            0.00%                8324.8   65765.90    97297.69     4     0.00                  0/0
                        7.9         7.9              0.00%                                                      0.00%
                  4/12/1994   4/15/1994              111.47                                                    -0.51%
 FSRBX    Long                            0.17%             11146.8     65765.90    97409.16     4    27.87                  0/0
                        5.9        5.91              0.17%                                                      0.34%
                  4/12/1994   4/15/1994              150.26                                                    -0.53%
FSDPX     Long                            0.23%             5008.83     65765.89    97559.42     4    37.57                  0/0
                      13.13       13.16              0.23%                                                      0.23%
                  4/28/1994   5/11/1994              582.77                                                    0.00%
 FSVLX    Long                            0.88%                8325.3   65853.14    98142.19    10    58.28                  0/0
                       7.91        7.98              0.88%                                                     2.53%
                  4/28/1994   5/11/1994             -126.64                                                    -0.32%
FSCHX     Long                            -0.19%            4221.35     65853.14    98015.55    10    -12.66                 0/0
                       15.6       15.57             -0.19%                                                      1.41%
                  4/28/1994   5/11/1994             -647.57                                                    -0.98%
FSDPX     Long                            -0.98%            4981.33     65853.14    97367.98    10    -64.76                 0/0
                      13.22       13.09             -0.98%                                                      0.61%
                  5/20/1994   6/27/1994             -540.06                                                    -0.82%
FSDPX     Long                            -0.82%            4909.65     65789.33    96827.92    26    -20.77                 0/0
                       13.4       13.29             -0.82%                                                      2.39%
                  5/20/1994   6/27/1994             -815.57                                                    -2.48%
 FIDSX    Long                            -1.24%            3398.21     65789.32    96012.35    26    -31.37                 0/0
                      19.36       19.12             -1.24%                                                      3.67%
                  5/20/1994   6/27/1994             -497.78                                                    -0.76%
FSCHX     Long                            -0.76%            4148.13     65789.32    95514.57    26    -19.15                 0/0
                      15.86       15.74             -0.76%                                                      2.46%
                  7/19/1994   8/19/1994             2146.91                                                    -0.22%
 FSTCX    Long                            3.29%             3638.83     65171.52    97661.49    24    89.45                  0/0
                      17.91        18.5              3.29%                                                      3.35%
                  7/19/1994   8/25/1994             3780.94                                                    -0.23%
FDFAX     Long                            5.80%             4974.93     65171.52   101442.43    28   135.03                  0/0
                       13.1       13.86              5.80%                                                      6.03%
                  7/19/1994   12/9/1994            -4626.37                                                    -7.10%
 FSRFX    Long                            -7.10%            6704.89     65171.52    96816.06   102    -45.36                 0/0
                       9.72        9.03              -7.10%                                                     3.40%
                  8/19/1994   12/9/1994            -2934.17                                                    -4.69%
 FSPCX    Long                            -4.37%               7156.5   67127.99    93881.89    79    -37.14                 0/0
                       9.38        8.97              -4.37%                                                     3.94%
                  8/25/1994   12/9/1994            -2813.79                                                    -4.48%
FSUTX     Long                            -4.14%            4689.66     68000.00    91068.10    75    -37.52                 0/0
                       14.5        13.9              -4.14%                                                     1.31%
                 12/16/1994   2/27/1995             5477.95                                                    -0.10%
FSDAX     Long                            8.60%             6599.93     63689.36    96546.04    49   111.79                  0/0
                       9.65       10.48              8.60%                                                      8.81%
                  2/27/1995    7/6/1995             5020.02                                                    -3.43%
 FSRPX    Long                            7.42%             6275.02     67644.73   101566.06    91    55.17                  0/0
                      10.78       11.58              7.42%                                                      7.42%
                 12/16/1994   10/5/1995            17870.64                                                    -1.62%
FDFAX     Long                            28.06%            4478.86     63689.36   119436.70   203    88.03                  0/0
                      14.22       18.21             28.06%                                                     28.48%
                 12/16/1994 10/13/1995             15254.67                                                    -0.71%
FSUTX     Long                            23.95%            4526.61     63689.37   134691.37   209    72.99                  0/0
                      14.07      17.44              23.95%                                                     23.95%
                   7/6/1995   11/6/1995            12232.28                                                    -1.16%
 FSCPX    Long                            16.58%            9482.39     73772.99   146923.65    87   140.60                  0/0
                       7.78        9.07             16.58%                                                     16.58%
                 10/13/1995   12/7/1995             5180.17                                                    -4.10%
FSHOX     Long                            6.45%             9418.49     80339.69   152103.82    39   132.82                  0/0
                       8.53        9.08              6.45%                                                      6.68%
                  11/6/1995   1/18/1996            -5823.43                                                    -7.10%
 FSRPX    Long                            -7.10%            6771.43     82069.74   146280.39    51   -114.18                 0/0
                      12.12       11.26              -7.10%                                                     2.06%
                  10/5/1995   4/18/1996             8324.80                                                    -2.76%
 FSAVX    Long                            10.46%            4984.91     79608.98   154605.18   136    61.21                  0/0
                      15.97       17.64             10.46%                                                     10.58%
                  1/18/1996    5/3/1996             7330.92                                                    -1.74%
 FSLEX    Long                            8.93%             6787.89     82065.60   161936.11    75    97.75                  0/0
                      12.09       13.17              8.93%                                                      8.93%
                   5/3/1996   6/24/1996             4220.28                                                    -0.42%
FSHOX     Long                            4.88%             9174.51     86423.91   166156.38    36   117.23                  0/0
                       9.42        9.88              4.88%                                                      6.69%

FSCHX     Long                            4.09%               3984.77   90613.72   169862.22    70    52.94                  0/0
                  6/24/1996   10/1/1996             3705.84                                                    -8.53%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                 1/7/2011
Sector.Rotation - Backtest Report                                                                                    Page 3 of 8



                      22.74       23.67               4.09%                                                      4.09%
                  12/7/1995   10/4/1996            13481.14                                                     -2.35%
 FSPCX    Long                            15.93%            6640.96      84605.80   183343.37   210    64.20                   0/0
                      12.74       14.77             15.93%                                                      15.93%
                  4/18/1996 10/10/1996              7062.57                                                     -2.79%
 FSPHX    Long                            8.19%                  2427    86231.36   190405.94   123    57.42                   0/0
                      35.53      38.44               8.19%                                                      10.22%
                  10/4/1996 11/18/1996              3445.55                                                      -1.28%
FSUTX     Long                            3.52%             4993.56      97773.85   193851.49    32   107.67                   0/0
                      19.58      20.27               3.52%                                                        3.78%
                  10/1/1996 11/19/1996              6308.22                                                      0.00%
FDFAX     Long                            6.56%             4672.75      96212.02   200159.71    36   175.23                   0/0
                      20.59      21.94               6.56%                                                       6.90%
                 10/10/1996 12/31/1996              6073.70                                                      -0.87%
 FSRFX    Long                            6.30%                 8435.7   96420.07   206233.42    57   106.56                   0/0
                      11.43      12.15               6.30%                                                        7.96%
                 11/19/1996    4/8/1997             -3609.09                                                     -3.67%
FSDPX     Long                            -3.56%             5821.12 101403.92      202624.32    96    -37.59                  0/0
                      17.42        16.8               -3.56%                                                      5.57%
                   4/8/1997   6/18/1997            14218.78                                                     -2.66%
FSDAX     Long                            14.54%            5427.02      97794.82   216843.10    51   278.80                   0/0
                      18.02       20.64             14.54%                                                      14.87%
                 12/31/1996    8/1/1997            20209.33                                                     -2.60%
FSCHX     Long                            19.49%            4281.64 103701.26       237052.43   149   135.63                   0/0
                      24.22       28.94             19.49%                                                      19.65%
                  6/18/1997    9/3/1997             -9827.34                                                    -10.43%
  EWA     Long                            -8.77%                15178 112013.61     227225.09    54   -181.99                  0/0
                       7.38     6.73253               -8.77%                                                      3.79%
                   8/1/1997    9/4/1997            11519.33                                                      0.00%
FSNGX     Long                            9.64%             13394.6 119479.52       238744.42    24   479.97                   0/0
                       8.92        9.78              9.64%                                                       9.98%
                   9/3/1997   10/6/1997            14325.33                                                      0.00%
 FBIOX    Long                            13.44%                4012.7 106617.34    253069.74    24   596.89                   0/0
                      26.57       30.14             13.44%                                                      13.44%
                   9/4/1997 10/14/1997             11994.17                                                     -0.25%
FSUTX     Long                            9.93%             5082.28 120754.88       265063.91    29   413.59                   0/0
                      23.76      26.12               9.93%                                                      11.15%
                 11/18/1996 11/25/1997             18733.59                                                     -0.16%
 FSAVX    Long                            18.52%            5526.13 101128.24       283797.51   259    72.33                   0/0
                       18.3      21.69              18.52%                                                      30.77%
                 11/25/1997   3/30/1998            24014.75                                                      0.00%
 FSPCX    Long                            19.90%            5731.44 120704.22       307812.26    85   282.53                   0/0
                      21.06       25.25             19.90%                                                      22.17%
                  3/30/1998    5/1/1998             6387.11                                                      0.00%
FSNGX     Long                            4.47%             15207.4 142949.55       314199.37    24   266.13                   0/0
                        9.4        9.82              4.47%                                                       4.47%
                   5/1/1998    6/1/1998         -15004.17                                                       -10.87%
  EWA     Long                          -10.32%           21512.2 145326.86         299195.19    21   -714.48                  0/0
                    6.75556     6.05808           -10.32%                                                         0.00%
                 10/14/1997   6/11/1998             -2185.54                                                     -8.22%
FSCHX     Long                            -1.66%             4553.22 131906.65      297009.65   166    -13.17                  0/0
                      28.97       28.49               -1.66%                                                      8.77%
                   6/1/1998   8/25/1998         -16661.12                                                       -12.28%
 FSAVX    Long                          -12.24%           5409.46 136101.91         280348.53    61   -273.13                  0/0
                      25.16       22.08           -12.24%                                                         0.64%
                  6/11/1998   9/29/1998         -14013.08                                                       -13.33%
 FSCPX    Long                          -10.80%           8007.48 129721.10         266335.44    77   -181.99                  0/0
                       16.2       14.45           -10.80%                                                         8.02%
                  9/29/1998 12/10/1998         -20165.83                                                        -17.43%
   CEF    Long                         -17.43%           27912.9 115708.02          246169.61    52   -387.80                  0/0
                    4.14532    3.42286           -17.43%                                                          3.01%
                  8/25/1998    1/8/1999            34699.81                                                     -7.37%
FSUTX     Long                            29.05%            3825.78 119440.79       280869.42    95   365.26                   0/0
                      31.22       40.29             29.05%                                                      29.18%
                 12/10/1998   1/14/1999              -913.09                                                     -2.35%
FSENX     Long                            -0.96%                8300.8   95542.19   279956.33    24    -38.05                  0/0
                      11.51        11.4              -0.96%                                                       6.43%
                  1/14/1999   3/22/1999            17572.71                                                     -4.40%
  EWJ     Long                            15.95%            12508.6 110140.19       297529.04    46   382.02                   0/0
                    8.80515       10.21             15.95%                                                      17.83%
                   1/8/1999   4/26/1999            11819.21                                                      -7.82%
FSDPX     Long                            8.53%             8207.79 138629.50       309348.25    74   159.72                   0/0
                      16.89       18.33              8.53%                                                        9.77%
                  3/22/1999   5/11/1999            20248.50                                                     -1.92%
FSDAX     Long                            15.85%            5457.82 127712.90       329596.75    36   562.46                   0/0
                       23.4       27.11             15.85%                                                      15.85%
                  4/26/1999   7/12/1999            12147.69                                                      -2.13%
FBSOX     Long                            8.39%             16196.9 144800.43       341744.44    54   224.96                   0/0
                       8.94        9.69              8.39%                                                        9.06%
                  7/12/1999   8/12/1999         -15865.44                                                       -11.41%
 FSPCX    Long                          -10.32%           5236.12 153732.43         325879.00    24   -661.06                  0/0
                      29.36       26.33           -10.32%                                                         0.00%
                  8/12/1999   10/7/1999            -11310.94                                                    -10.13%
FSDPX     Long                            -7.95%             7591.24 142335.68      314568.06    40   -282.77                  0/0
                      18.75       17.26               -7.95%                                                      0.80%

FDFAX     Long                            3.13%                4826.59 131186.63    318670.66   521     7.87                   0/0
                  10/6/1997 10/28/1999              4102.60                                                      -7.32%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                   1/7/2011
Sector.Rotation - Backtest Report                                                                                   Page 4 of 8



                      27.18       28.03               3.13%                                                    22.33%
                  10/7/1999 11/26/1999             16453.79                                                    -4.90%
  EWC     Long                            12.18%            14319.3 135062.78      335124.44    36    457.05                  0/0
                    9.43219    10.5813              12.18%                                                     12.18%
                 11/26/1999   1/19/2000            11709.50                                                    -0.08%
  EWA     Long                            8.03%                 20211 145734.36    346833.94    37    316.47                  0/0
                    7.21064        7.79              8.03%                                                     11.08%
                  5/11/1999   2/25/2000         -17053.52                                                      -11.50%
 FSCPX    Long                          -11.50%           7822.71 148318.65        329780.42   202    -84.42                  0/0
                      18.96       16.78           -11.50%                                                        5.22%
                  2/25/2000   3/28/2000            30470.38                                                     0.00%
 FSLBX    Long                            21.86%            5540.07 139388.16      360250.81    23   1324.80                  0/0
                      25.16       30.66             21.86%                                                     26.31%
                  1/19/2000   4/17/2000             9266.92                                                     -9.42%
 FSAVX    Long                            5.97%             7853.32 155103.04      369517.72    63    147.09                  0/0
                      19.75       20.93              5.97%                                                       9.42%
                 10/28/1999   5/22/2000             1879.42                                                    -0.30%
FSUTX     Long                            1.39%             2891.41 135289.23      371397.14   143     13.14                  0/0
                      46.79       47.44              1.39%                                                     19.73%
                  4/17/2000    7/5/2000            36698.81                                                     0.00%
 FSPHX    Long                            23.38%            2107.92 156934.32      408095.96    55    667.25                  0/0
                      74.45       91.86             23.38%                                                     23.38%
                  3/28/2000   7/17/2000            24648.33                                                    -3.42%
 FSLEX    Long                            15.04%            16998.8 163868.88      432744.28    77    320.11                  0/0
                       9.64       11.09             15.04%                                                     15.15%
                   7/5/2000    8/9/2000            12517.29                                                     0.00%
 FSRFX    Long                            7.17%                  8815 174536.92    445261.58    26    481.43                  0/0
                       19.8       21.22              7.17%                                                      7.88%
                  5/22/2000 10/13/2000             -11138.60                                                    -7.40%
   CEF    Long                            -7.40%             44554.4 150593.94     434122.97   102   -109.20                  0/0
                       3.38       3.13                -7.40%                                                     5.56%
                  7/17/2000 10/13/2000             -17059.89                                                   -10.44%
 FSCPX    Long                            -9.51%             9804.54 179422.99     417063.08    64   -266.56                  0/0
                       18.3      16.56                -9.51%                                                     0.93%
                   8/9/2000 10/13/2000              2989.90                                                     -2.13%
FDFAX     Long                            1.67%             6228.96 178646.62      420052.98    47     63.61                  0/0
                      28.68      29.16               1.67%                                                       3.38%
                  11/2/2000 11/14/2000              -2913.46                                                    -2.77%
FSMEX     Long                            -1.68%             14567.3 173350.99     417139.52     9   -323.72                  0/0
                       11.9       11.7                -1.68%                                                     1.51%
                  11/2/2000 11/14/2000              -1644.70                                                    -2.85%
FBSOX     Long                            -0.95%                16447 173350.99    415494.82     9   -182.74                  0/0
                      10.54      10.44                -0.95%                                                     1.42%
                  11/2/2000 11/14/2000                  0.00                                                    -2.51%
 FSAIX    Long                            0.00%              6601.33 173350.99     415494.82     9      0.00                  0/0
                      26.26      26.26                0.00%                                                      0.30%
                  1/30/2001    2/8/2001             1329.82                                                     0.00%
 FSCPX    Long                            0.77%             9498.71 171831.59      416824.64     8    166.23                  0/0
                      18.09       18.23              0.77%                                                      1.49%
                  1/30/2001    2/8/2001                 0.00                                                    -2.01%
FBSOX     Long                            0.00%              15735.5 171831.60     416824.64     8      0.00                  0/0
                      10.92       10.92               0.00%                                                      0.00%
                  1/30/2001    2/8/2001              -646.47                                                    -0.38%
 FSAIX    Long                            -0.38%                6464.7 171831.60   416178.17     8    -80.81                  0/0
                      26.58       26.48              -0.38%                                                      1.47%
                   5/8/2001   5/10/2001             5023.06                                                     0.00%
   CEF    Long                            2.92%             56412.9 172059.39      421201.24     3   1674.35                  0/0
                       3.05     3.13904              2.92%                                                      2.95%
                   5/8/2001   5/10/2001              334.62                                                     0.00%
 FSVLX    Long                            0.19%             6692.31 172059.39      421535.85     3    111.54                  0/0
                      25.71       25.76              0.19%                                                      0.19%
                   5/8/2001   5/10/2001              884.95                                                     -0.22%
 FSLEX    Long                            0.51%             12642.1 172059.38      422420.80     3    294.98                  0/0
                      13.61       13.68              0.51%                                                       0.51%
                  5/11/2001   5/14/2001             3302.69                                                     0.00%
   CEF    Long                            1.90%             56516.2 174140.26      425723.49     2   1651.35                  0/0
                    3.08125     3.13968              1.90%                                                      1.90%
                  5/11/2001   5/14/2001              954.19                                                     0.00%
 FSVLX    Long                            0.55%             6815.67 174140.26      426677.69     2    477.10                  0/0
                      25.55       25.69              0.55%                                                      0.55%
                  5/11/2001   5/14/2001              333.97                                                     0.00%
 FSPCX    Long                            0.19%             4770.97 174140.25      427011.65     2    166.98                  0/0
                       36.5       36.57              0.19%                                                      0.19%
                  5/17/2001   6/18/2001              955.98                                                     -1.26%
   CEF    Long                            0.54%             54187.5 175670.54      427967.63    22     43.45                  0/0
                     3.2419     3.25954              0.54%                                                       7.95%
                  5/17/2001   6/18/2001             1277.36                                                     -0.31%
 FSVLX    Long                            0.73%             6722.94 175670.54      429244.99    22     58.06                  0/0
                      26.13       26.32              0.73%                                                       2.49%
                  5/17/2001   6/18/2001             -4595.87                                                    -2.62%
FDFAX     Long                            -2.62%             5406.91 175670.55     424649.11    22   -208.90                  0/0
                      32.49       31.64               -2.62%                                                     0.12%
                   8/3/2001    8/9/2001             -1434.34                                                    -1.00%
FDFAX     Long                            -0.82%             5312.36 174883.04     423214.78     5   -286.87                  0/0
                      32.92       32.65               -0.82%                                                     0.00%

 FIDSX    Long                            -1.54%               2524.66 174883.03   420513.39     5   -540.28                  0/0
                   8/3/2001    8/9/2001             -2701.38                                                    -1.54%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                  1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 5 of 8



                      69.27        68.2             -1.54%                                                    0.00%
                   8/3/2001    8/9/2001             -615.79                                                   -0.50%
 FSRBX    Long                            -0.35%            8796.93 174883.03     419897.61     5   -123.16                 0/0
                      19.88       19.81             -0.35%                                                     0.15%
                 11/15/2001    1/8/2002            13782.86                                                   -2.69%
FSAGX     Long                            7.95%             20268.9 173299.20     433680.47    36    382.86                 0/0
                       8.55        9.23              7.95%                                                     9.12%
                 11/15/2001    2/8/2002             1277.64                                                   -3.01%
FDFAX     Long                            0.74%             5110.56 173299.19     434958.11    58     22.03                 0/0
                      33.91       34.16              0.74%                                                     1.59%
                 11/15/2001    2/8/2002            -5975.11                                                   -4.80%
 FSPHX    Long                            -3.45%            2103.91 173299.19     428983.00    58   -103.02                 0/0
                      82.37       79.53              -3.45%                                                    4.88%
                   1/8/2002    2/8/2002             4905.78                                                   -0.05%
 FSPCX    Long                            2.77%             4857.21 176802.36     433888.78    23    213.29                 0/0
                       36.4       37.41              2.77%                                                     2.77%
                  2/14/2002   2/22/2002             3489.47                                                   -0.12%
FDFAX     Long                            1.96%             5131.57 177962.93     437378.25     6    581.58                 0/0
                      34.68       35.36              1.96%                                                     1.96%
                  2/14/2002   2/22/2002             -916.29                                                   -2.00%
 FSCPX    Long                            -0.51%            10180.9 177962.92     436461.96     6   -152.71                 0/0
                      17.48       17.39             -0.51%                                                     0.00%
                  2/14/2002   2/22/2002            -5485.63                                                   -3.08%
 FSPCX    Long                            -3.08%            4571.36 177962.93     430976.33     6   -914.27                 0/0
                      38.93       37.73              -3.08%                                                    0.00%
                  2/27/2002   4/30/2002             4827.06                                                   0.00%
 FSCPX    Long                            2.73%             10056.4 176992.10     435803.39    44    109.71                 0/0
                       17.6       18.08              2.73%                                                    7.11%
                  2/27/2002   4/30/2002             1606.36                                                   -1.90%
FSMEX     Long                            0.91%             14603.3 176992.11     437409.76    44     36.51                 0/0
                      12.12       12.23              0.91%                                                     2.80%
                  2/27/2002   4/30/2002             9381.03                                                   -0.68%
FDFAX     Long                            5.30%             4989.91 176992.10     446790.79    44    213.21                 0/0
                      35.47       37.35              5.30%                                                     6.53%
                  5/17/2002   5/31/2002              299.53                                                   -1.07%
FSMEX     Long                            0.16%             14976.5 182263.59     447090.32    10     29.95                 0/0
                      12.17       12.19              0.16%                                                     0.33%
                  5/17/2002   5/31/2002             2487.43                                                   -2.00%
  EWA     Long                            1.36%             23662.8 182263.58     449577.74    10    248.74                 0/0
                    7.70255     7.80767              1.36%                                                     1.36%
                  5/17/2002   5/31/2002            -5288.68                                                   -4.14%
 FSCPX    Long                            -2.90%            9793.85 182263.58     444289.06    10   -528.87                 0/0
                      18.61       18.07              -2.90%                                                    0.00%
                 11/21/2002 12/31/2002             20752.92                                                   -2.61%
   CEF    Long                            11.44%            43197.5 181429.69     465041.99    27    768.63                 0/0
                        4.2    4.68042              11.44%                                                    13.04%
                 11/21/2002   1/29/2003             -935.20                                                   -2.84%
FSMEX     Long                            -0.52%            15586.7 181429.68     464106.78    46    -20.33                 0/0
                      11.64       11.58             -0.52%                                                     2.92%
                 11/21/2002   1/29/2003            -6005.07                                                   -6.21%
 FSPHX    Long                            -3.31%            2555.35 181429.68     458101.72    46   -130.54                 0/0
                         71       68.65              -3.31%                                                    1.10%
                 12/31/2002   1/29/2003            -9182.40                                                   -4.92%
FDFAX     Long                            -4.92%            5886.16 186473.40     448919.31    20   -459.12                 0/0
                      31.68       30.12              -4.92%                                                    2.43%
                  3/19/2003   5/22/2003            25062.04                                                   -2.39%
  EWC     Long                            13.70%            19987.2 182973.09     473981.35    46    544.83                 0/0
                    9.15453     10.4084             13.70%                                                    15.17%
                  3/19/2003   6/18/2003            21067.26                                                   -1.92%
FNARX     Long                            11.51%            19506.7 182973.10     495048.61    64    329.18                 0/0
                       9.38       10.46             11.51%                                                    15.03%
                  5/22/2003    7/9/2003            34972.91                                                    0.00%
  EWM     Long                            17.31%            47589.9 202024.75     530021.52    33   1059.79                 0/0
                    4.24512        4.98             17.31%                                                    19.13%
                  3/19/2003   7/16/2003            29988.10                                                   -0.33%
FSMEX     Long                            16.39%            15222.4 182973.10     560009.62    83    361.30                 0/0
                      12.02       13.99             16.39%                                                    19.05%
                  6/18/2003   8/20/2003            11855.06                                                   -4.05%
FSCHX     Long                            5.64%             6549.76 210050.76     571864.68    45    263.45                 0/0
                      32.07       33.88              5.64%                                                     5.64%
                   7/9/2003 10/16/2003             18943.70                                                   -3.03%
 FSVLX    Long                            8.65%             7286.04 219018.32     590808.39    71    266.81                 0/0
                      30.06      32.66               8.65%                                                     9.12%
                  7/16/2003   12/9/2003            19028.78                                                   -2.24%
 FSPCX    Long                            8.70%             5499.65 218775.93     609837.16   103    184.75                 0/0
                      39.78       43.24              8.70%                                                     9.35%
                 10/16/2003 12/31/2003             13363.91                                                   -3.97%
 FSPHX    Long                            5.60%             3159.32 238560.01     623201.07    53    252.15                 0/0
                      75.51      79.74               5.60%                                                     5.60%
                  12/9/2003    1/9/2004            18179.47                                                   -0.32%
FSENX     Long                            7.44%             13173.5 244237.25     641380.54    22    826.34                 0/0
                      18.54       19.92              7.44%                                                     7.98%
                   1/9/2004    3/9/2004            15535.61                                                   -0.17%
 FSRPX    Long                            6.11%             8727.87 254242.93     656916.16    41    378.92                 0/0
                      29.13       30.91              6.11%                                                     7.96%

FDFAX     Long                            15.85%              6889.31 224316.04   692465.01   143    248.59                 0/0
                  8/20/2003   3/15/2004            35548.86                                                   -1.17%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 6 of 8



                      32.56       37.72              15.85%                                                   18.77%
                   3/9/2004   4/23/2004            13555.36                                                   -2.99%
FBSOX     Long                            5.05%             25102.5 268597.00     706020.37    33   410.77                  0/0
                       10.7       11.24              5.05%                                                     5.05%
                 12/31/2003   5/27/2004              142.08                                                   -4.64%
 FSCPX    Long                            0.06%             14208.2 254185.43     706162.46   103     1.38                  0/0
                      17.89        17.9              0.06%                                                     5.20%
                  3/15/2004   7/29/2004             -3929.80                                                  -2.22%
 FSLEX    Long                            -1.51%             20683.1 260814.35    702232.66    95    -41.37                 0/0
                      12.61       12.42               -1.51%                                                   8.33%
                  5/27/2004   8/24/2004             -7889.93                                                  -4.82%
FDFAX     Long                            -2.95%             7044.58 267271.40    694342.73    61   -129.34                 0/0
                      37.94       36.82               -2.95%                                                   1.85%
                  7/29/2004   8/30/2004             -7582.09                                                  -6.99%
 FSTCX    Long                            -2.95%               8241.4 256884.54   686760.64    23   -329.66                 0/0
                      31.17       30.25               -2.95%                                                   0.64%
                  4/23/2004   9/30/2004            20432.00                                                   -4.98%
FSUTX     Long                            7.35%             9162.33 278076.72     707192.63   111   184.07                  0/0
                      30.35       32.58              7.35%                                                     7.35%
                  9/30/2004 11/18/2004             24825.33                                                   -2.41%
FSCGX     Long                            9.14%             13640.3 271578.23     732017.97    36   689.59                  0/0
                      19.91      21.73               9.14%                                                     9.14%
                 11/18/2004   1/26/2005             8697.13                                                   -4.00%
  EWJ     Long                            3.02%             29001.4 287732.79     740715.10    47   185.05                  0/0
                    9.92135     10.2212              3.02%                                                     6.27%
                  8/30/2004   2/24/2005             1338.54                                                   -2.36%
 FSVLX    Long                            0.54%             6692.68 249302.45     742053.64   124    10.79                  0/0
                      37.25       37.45              0.54%                                                     7.76%
                  8/24/2004   3/28/2005             3822.46                                                   -0.13%
 FSRBX    Long                            1.47%             10921.3 259381.47     745876.10   149    25.65                  0/0
                      23.75        24.1              1.47%                                                     9.81%
                  2/24/2005    6/1/2005            14385.06                                                   -4.49%
 FSRPX    Long                            5.03%             8562.54 286245.65     760261.16    68   211.55                  0/0
                      33.43       35.11              5.03%                                                     5.03%
                  3/28/2005    6/6/2005            19377.96                                                   -0.43%
 FSPHX    Long                            7.14%             3176.71 271545.60     779639.12    50   387.56                  0/0
                      85.48       91.58              7.14%                                                     7.63%
                   6/6/2005    7/7/2005             1288.91                                                   -0.88%
FSDAX     Long                            0.44%             5603.94 293422.53     780928.03    23    56.04                  0/0
                      52.36       52.59              0.44%                                                     1.72%
                  1/26/2005    7/8/2005            28189.30                                                   -0.40%
FSUTX     Long                            9.79%                8147.2 288084.85   809117.33   114   247.27                  0/0
                      35.36       38.82              9.79%                                                     9.79%
                   7/8/2005   8/15/2005            23423.83                                                   0.00%
  EZU     Long                            7.73%             9406.48 303140.54     832541.16    27   867.55                  0/0
                    32.2268      34.717              7.73%                                                    9.81%
                   7/7/2005   8/24/2005            17574.54                                                   0.00%
FPHAX     Long                            5.96%             45062.9 294711.46     850115.70    35   502.13                  0/0
                       6.54        6.93              5.96%                                                    7.49%
                  8/15/2005   9/15/2005            18152.69                                                   -1.16%
  EWJ     Long                            5.67%             30422.8 320174.36     868268.38    23   789.25                  0/0
                    10.5242     11.1208              5.67%                                                     5.83%
                  9/15/2005 10/17/2005             -10429.07                                                  -4.36%
 FDLSX    Long                            -3.20%             5607.03 325543.96    857839.31    23   -453.44                 0/0
                      58.06       56.2                -3.20%                                                   0.81%
                  8/24/2005 11/14/2005             18937.58                                                   -3.12%
FBMPX     Long                            5.93%             9761.64 319205.66     876776.90    58   326.51                  0/0
                       32.7      34.64               5.93%                                                     6.06%
                 10/17/2005   12/1/2005            32041.24                                                   -0.33%
FBSOX     Long                            10.07%            26480.4 318029.19     908818.14    33   970.95                  0/0
                      12.01       13.22             10.07%                                                    10.07%
                  12/1/2005   1/31/2006            23875.46                                                   0.00%
FPHAX     Long                            7.04%             46814.6 338937.90     932693.60    41   582.33                  0/0
                       7.24        7.75              7.04%                                                    7.04%
                 11/14/2005    2/7/2006            23796.78                                                   -2.20%
  EWM     Long                            7.10%             53452.7 335148.67     956490.38    58   410.29                  0/0
                       6.27     6.71519              7.10%                                                     8.24%
                   6/1/2005   8/31/2006            53015.20                                                   -2.65%
FDFAX     Long                            17.78%            7003.33 298131.74 1009505.59      317   167.24                  0/0
                      42.57       50.14             17.78%                                                    17.92%
                   2/7/2006   9/27/2006            27398.38                                                   -2.24%
 FSCPX    Long                            7.70%             17676.4 355825.45 1036903.97      162   169.13                  0/0
                      20.13       21.68              7.70%                                                     7.90%
                  8/31/2006 10/17/2006             20013.20                                                   -0.49%
 FSVLX    Long                            5.25%             9907.52 380944.32 1056917.17       33   606.46                  0/0
                      38.45      40.47               5.25%                                                     5.77%
                  9/27/2006 10/30/2006             11989.21                                                   -1.15%
FSDAX     Long                            3.05%             6277.07 392944.68 1068906.38       24   499.55                  0/0
                       62.6      64.51               3.05%                                                     4.74%
                 10/17/2006 11/17/2006              9600.30                                                   0.00%
FSDPX     Long                            2.39%             9697.28 401273.31 1078506.68       24   400.01                  0/0
                      41.38      42.37               2.39%                                                    3.67%
                 10/30/2006    1/3/2007            11472.26                                                   -5.69%
  EWJ     Long                            2.85%             30308.2 403132.71 1089978.95       44   260.73                  0/0
                    13.3011     13.6796              2.85%                                                     3.56%

FDFAX     Long                            2.27%                7690.5 399752.21 1099053.74     33   274.99                  0/0
                 11/17/2006    1/8/2007             9074.79                                                   -1.48%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                                 Page 7 of 8



                      51.98       53.16               2.27%                                                   2.90%
                   1/3/2007   2/12/2007             12200.09                                                  -0.28%
 FSPHX    Long                            2.93%              3910.29 415702.46 1111253.83      28    435.72                 0/0
                     106.31      109.43               2.93%                                                    3.67%
                  1/31/2006    4/4/2007             30264.63                                                  -1.34%
 FSRBX    Long                            8.48%              13632.7 356904.56 1141518.46     296    102.25                 0/0
                      26.18        28.4               8.48%                                                   14.97%
                   1/8/2007   4/18/2007             32128.35                                                  -2.63%
FPHAX     Long                            7.78%              49428.2 413220.06 1173646.82      70    458.98                 0/0
                       8.36        9.01               7.78%                                                    8.13%
                  2/12/2007    5/3/2007             22080.88                                                  -3.51%
 FSCSX    Long                            5.25%              6345.08 420678.93 1195727.70      57    387.38                 0/0
                       66.3       69.78               5.25%                                                    5.25%
                   4/4/2007   5/15/2007             26273.10                                                  -0.13%
 FSPCX    Long                            6.45%              6439.49 407619.48 1222000.81      29    905.97                 0/0
                       63.3       67.38               6.45%                                                    6.97%
                  4/18/2007   5/21/2007             27350.77                                                  0.00%
FSCGX     Long                            6.32%              14784.2 432437.83 1249351.57      24   1139.62                 0/0
                      29.25        31.1               6.32%                                                   6.32%
                   5/3/2007   6/14/2007             16113.63                                                  0.00%
FSDAX     Long                            3.61%                 5990.2 446269.55 1265465.20    30    537.12                 0/0
                       74.5       77.19               3.61%                                                   3.61%
                  5/21/2007   7/12/2007             20896.85                                                  -2.06%
  DBC     Long                            4.62%              18490.2 452066.90 1286362.05      37    564.78                 0/0
                     24.449     25.5792               4.62%                                                    5.02%
                  6/14/2007   7/16/2007             23545.66                                                  -1.47%
 FSAIX    Long                            5.10%              10951.5 461823.42 1309907.70      22   1070.26                 0/0
                      42.17       44.32               5.10%                                                    5.10%
                  5/15/2007    9/6/2007            -19252.96                                                  -7.20%
  EWJ     Long                            -4.34%                32029 443293.43 1290654.74     80   -240.66                 0/0
                    13.8404     13.2393               -4.34%                                                   2.95%
                   9/6/2007   10/8/2007             24315.80                                                  -1.38%
 FBIOX    Long                            5.46%              6518.98 445115.98 1314970.54      23   1057.21                 0/0
                      68.28       72.01               5.46%                                                    5.93%
                  7/12/2007    1/9/2008             39575.70                                                  -3.87%
FDFAX     Long                            8.39%                  7931 471498.07 1354546.24    126    314.09                 0/0
                      59.45       64.44               8.39%                                                   10.85%
                  7/16/2007    1/9/2008             19873.37                                                  -6.60%
 FSPHX    Long                            4.19%              4055.79 474040.70 1374419.61     124    160.27                 0/0
                     116.88      121.78               4.19%                                                    5.12%
                  10/8/2007    1/9/2008             29357.41                                                  -1.02%
FSHCX     Long                            6.25%              9562.68 469431.76 1403777.02      65    451.65                 0/0
                      49.09       52.16               6.25%                                                    7.54%
                  4/24/2008   6/13/2008             -1302.73                                                  -1.58%
  HYG     Long                            -0.26%             6510.39 501258.98 1402474.29      36    -36.19                 0/0
                    76.9938     76.7936               -0.26%                                                   2.89%
                  4/24/2008   6/13/2008            -11395.85                                                  -2.27%
FDFAX     Long                            -2.27%             7913.78 501259.00 1391078.45      36   -316.55                 0/0
                      63.34        61.9               -2.27%                                                   0.84%
                  4/24/2008   6/13/2008               621.14                                                  -2.51%
FSCGX     Long                            0.12%              15528.5 501258.98 1391699.58      36     17.25                 0/0
                      32.28       32.32               0.12%                                                    4.55%
                  4/14/2009   5/15/2009            128916.58                                                  -0.61%
  THD     Long                            25.93%             21585.5 497233.17 1520616.16      24   5371.52                 0/0
                    23.0355     29.0078              25.93%                                                   31.44%
                  4/14/2009   5/15/2009             35430.80                                                  -5.93%
  CHN     Long                            7.13%              28300.7 497233.17 1556046.96      24   1476.28                 0/0
                    17.5696     18.8216               7.13%                                                   10.35%
                  4/14/2009   5/19/2009             48354.29                                                  -3.57%
  EWM     Long                            9.72%              65522.2 497233.16 1604401.25      26   1859.78                 0/0
                    7.58877     8.32675               9.72%                                                   12.98%
                  5/19/2009   7/21/2009             63157.76                                                  -0.80%
 FBIOX    Long                            11.09%             10303.1 569553.12 1667559.00      44   1435.40                 0/0
                      55.28       61.41              11.09%                                                   11.09%
                  7/21/2009   8/21/2009             92126.30                                                   0.00%
 FSVLX    Long                            15.10%             65337.8 610255.11 1759685.31      24   3838.60                 0/0
                       9.34       10.75              15.10%                                                   16.17%
                  8/21/2009   10/9/2009             31153.50                                                  -3.28%
FWRLX     Long                            4.76%              107426 654223.60 1790838.81       35    890.10                 0/0
                       6.09        6.38               4.76%                                                    9.36%
                  5/15/2009 10/15/2009              75024.19                                                  -2.56%
   gld    Long                            13.30%             6190.11 564228.97 1865863.00     107    701.16                 0/0
                      91.15     103.27               13.30%                                                   14.87%
                  10/9/2009   11/9/2009             47119.45                                                  -1.87%
  ECH     Long                            6.82%                 14404 691256.21 1912982.45     22   2141.79                 0/0
                    47.9905     51.2618               6.82%                                                    6.82%
                  5/15/2009   12/3/2009            159763.76                                                   0.00%
FPHAX     Long                            28.32%             67410.9 564228.95 2072746.20     141   1133.08                 0/0
                       8.37       10.74              28.32%                                                   28.79%
                 10/15/2009 12/22/2009              28958.85                                                  -6.83%
FSUTX     Long                            4.14%              16178.1 699057.02 2101705.06      48    603.31                 0/0
                      43.21         45                4.14%                                                    4.63%
                  11/9/2009    1/4/2010             40276.50                                                  -1.12%
FSMEX     Long                            5.71%              30283.1 705293.01 2141981.56      38   1059.91                 0/0
                      23.29       24.62               5.71%                                                    6.14%

  EWM     Long                            11.39%               70182.4 757969.92 2228305.91    67   1288.42                 0/0
                   1/4/2010    4/9/2010             86324.35                                                  -5.74%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                                1/7/2011
Sector.Rotation - Backtest Report                                                                               Page 8 of 8



                        10.8       12.03             11.39%                                                 11.57%
                12/22/2009     6/14/2010          -14090.27                                                 -4.89%
FDFAX      Long                            -1.88%           12359.9 750863.06 2214215.64    119   -118.41                 0/0
                     60.75         59.61             -1.88%                                                  6.30%
                   6/14/2010   7/26/2010            82470.14                                                -3.15%
  ECH      Long                            10.59%            13564.2 778583.26 2296685.78    30   2749.00                 0/0
                        57.4       63.48             10.59%                                                 10.59%
                   12/3/2009   8/30/2010            48456.70                                                -4.71%
  HYG      Long                            6.63%             9201.33 730933.07 2345142.48   186    260.52                 0/0
                     79.4377      84.704              6.63%                                                  9.16%
                    4/9/2010   8/30/2010            55216.79                                                -2.25%
   gld     Long                            6.86%             7115.57 804699.32 2400359.27   100    552.17                 0/0
                      113.09      120.85              6.86%                                                  9.26%
                   7/26/2010   8/30/2010            46739.17                                                -3.51%
  CEF      Long                            5.64%             56994.1 828121.41 2447098.44    26   1797.66                 0/0
                     14.5299       15.35              5.64%                                                  6.54%
                    9/3/2010   10/4/2010            42527.58                                                -0.27%
FPHAX      Long                            5.01%             75942.1 849032.81 2489626.02    21   2025.12                 0/0
                       11.18       11.74              5.01%                                                  6.62%
                    9/3/2010 12/23/2010             93849.69                                                -0.21%
  EWJ      Long                            11.05%              87710 849032.75 2583475.72    78   1203.20                 0/0
                        9.68      10.75              11.05%                                                 11.36%
                    9/3/2010    1/6/2011            50421.57                                                -0.42%
  HYG Open Long                            5.94%             9872.18 849032.76 2633897.28    88    572.97                 0/0
                     86.0026       91.11              5.94%                                                  6.23%
                   10/4/2010    1/6/2011            15892.92                                                -1.36%
FSUTX Open Long                            1.82%             18267.7 872466.59 2649790.20    68    233.72                 0/0
                       47.76       48.63              1.82%                                                  4.42%
                  12/23/2010    1/6/2011            48858.35                                                -0.29%
  EWM Open Long                            5.37%             65144.5 910068.19 2698648.55    11   4441.67                 0/0
                       13.97       14.72              5.37%                                                  6.23%




file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html                              1/7/2011

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Select.rotation.trades.1.7.11

  • 1. Sector.Rotation - Backtest Report Page 1 of 8 Statistics | Charts | Trades | Formula | Settings | Symbols Trades Trade list % # Scale Ticker Trade Entry Exit Profit Shares Pos. value Cum. profit Profit/bar MAE/MFE change bars In/Out 6/19/1986 10/22/1987 -975.86 -7.55% FSUTX Long -2.93% 5136.11 33333.33 -975.86 341 -2.86 0/0 6.49 6.3 -2.93% 15.87% 3/13/1987 10/22/1987 -11602.99 -37.25% FBIOX Long -33.85% 4854.81 34274.95 -12578.85 156 -74.38 0/0 7.06 4.67 -33.85% 2.69% 2/17/1988 6/27/1988 5399.54 0.00% FSAIX Long 18.53% 8570.7 29140.38 -7179.31 92 58.69 0/0 3.4 4.03 18.53% 19.12% 2/17/1988 11/9/1988 5102.02 -0.17% FSTCX Long 17.51% 4905.79 29140.38 -2077.29 187 27.28 0/0 5.94 6.98 17.51% 17.51% 6/27/1988 1/25/1989 1946.99 -7.05% FSENX Long 6.02% 6713.76 32360.34 -130.30 148 13.16 0/0 4.82 5.11 6.02% 6.02% 1/25/1989 5/11/1989 4976.96 0.00% FSRPX Long 14.18% 8580.96 35096.14 4846.66 75 66.36 0/0 4.09 4.67 14.18% 14.18% 5/11/1989 8/4/1989 6795.48 0.00% FSLBX Long 17.80% 11325.8 38167.92 11642.13 60 113.26 0/0 3.37 3.97 17.80% 17.80% 8/4/1989 9/28/1989 144.93 0.00% FSCHX Long 0.34% 4831.12 42562.13 11787.07 39 3.72 0/0 8.81 8.84 0.34% 4.88% 11/9/1988 10/26/1989 2034.11 -3.33% FSAVX Long 6.18% 5215.66 32910.81 13821.17 244 8.34 0/0 6.31 6.7 6.18% 18.23% 2/17/1988 1/11/1990 13645.80 -3.78% FSUTX Long 46.83% 4401.87 29140.38 27466.97 482 28.31 0/0 6.62 9.72 46.83% 51.36% 9/28/1989 2/9/1990 -4484.18 -13.65% FSHOX Long -10.51% 9540.81 42647.43 22982.79 94 -47.70 0/0 4.47 4 -10.51% 2.24% 1/11/1990 2/12/1990 -3053.81 -9.43% FSPCX Long -7.20% 7270.97 42389.75 19928.98 23 -132.77 0/0 5.83 5.41 -7.20% 0.00% 2/9/1990 4/18/1990 3435.29 -1.36% FSAVX Long 8.64% 6026.82 39777.03 23364.27 47 73.09 0/0 6.6 7.17 8.64% 8.79% 2/12/1990 5/16/1990 3992.01 -2.72% FSCSX Long 10.15% 9736.62 39335.94 27356.28 66 60.49 0/0 4.04 4.45 10.15% 10.64% 10/26/1989 8/21/1990 1098.68 -2.15% FDFAX Long 2.69% 5493.41 40816.00 28454.97 207 5.31 0/0 7.43 7.63 2.69% 19.11% 4/18/1990 8/21/1990 -361.31 -3.62% FSUTX Long -0.85% 4516.33 42363.19 28093.66 88 -4.11 0/0 9.38 9.3 -0.85% 3.84% 5/16/1990 8/21/1990 -3318.60 -7.53% FSPCX Long -7.53% 7901.42 44089.91 24775.06 68 -48.80 0/0 5.58 5.16 -7.53% 5.91% 12/3/1990 1/11/1991 -446.69 -2.15% FDFAX Long -1.07% 4963.21 41591.69 24328.38 28 -15.95 0/0 8.38 8.29 -1.07% 2.86% 12/3/1990 1/11/1991 587.87 0.00% FSDAX Long 1.41% 7348.35 41591.69 24916.24 28 21.00 0/0 5.66 5.74 1.41% 4.59% 12/3/1990 1/11/1991 -584.62 -1.71% FSUTX Long -1.41% 4175.87 41591.69 24331.62 28 -20.88 0/0 9.96 9.82 -1.41% 0.90% 1/18/1991 2/19/1991 6076.02 -0.44% FSAIX Long 14.66% 9068.68 41443.87 30407.64 22 276.18 0/0 4.57 5.24 14.66% 14.66% 1/18/1991 2/20/1991 6567.61 -0.27% FSCGX Long 15.85% 11323.5 41443.87 36975.25 23 285.55 0/0 3.66 4.24 15.85% 16.67% 2/20/1991 6/19/1991 4910.29 -1.08% FSDPX Long 10.63% 6215.55 46181.54 41885.53 84 58.46 0/0 7.43 8.22 10.63% 11.17% 6/19/1991 12/6/1991 -1111.13 -2.91% FSENX Long -2.30% 7407.53 48371.15 40774.40 120 -9.26 0/0 6.53 6.38 -2.30% 8.42% 1/18/1991 12/3/1993 21801.64 -1.00% FSUTX Long 52.61% 4152.69 41443.87 62576.04 729 29.91 0/0 9.98 15.23 52.61% 63.63% FSCHX Long 12/6/1991 1/28/1994 44.39% 22694.59 4859.65 51123.57 85270.63 544 41.72 -0.76% 0/0 file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 2. Sector.Rotation - Backtest Report Page 2 of 8 10.52 15.19 44.39% 44.39% 12/3/1993 2/14/1994 4552.44 -1.65% FSLEX Long 7.00% 6322.84 64998.77 89823.07 51 89.26 0/0 10.28 11 7.00% 10.02% 2/19/1991 4/6/1994 16653.21 -0.73% FDFAX Long 35.85% 4869.36 46453.70 106476.28 793 21.00 0/0 9.54 12.96 35.85% 45.81% 1/28/1994 4/6/1994 -5758.98 -9.79% FSPHX Long -8.19% 3533.12 70344.37 100717.30 47 -122.53 0/0 19.91 18.28 -8.19% 1.16% 2/14/1994 4/6/1994 -3419.61 -6.37% FSUTX Long -4.89% 4684.4 69891.25 97297.69 36 -94.99 0/0 14.92 14.19 -4.89% 0.13% 4/12/1994 4/15/1994 0.00 -0.76% FSVLX Long 0.00% 8324.8 65765.90 97297.69 4 0.00 0/0 7.9 7.9 0.00% 0.00% 4/12/1994 4/15/1994 111.47 -0.51% FSRBX Long 0.17% 11146.8 65765.90 97409.16 4 27.87 0/0 5.9 5.91 0.17% 0.34% 4/12/1994 4/15/1994 150.26 -0.53% FSDPX Long 0.23% 5008.83 65765.89 97559.42 4 37.57 0/0 13.13 13.16 0.23% 0.23% 4/28/1994 5/11/1994 582.77 0.00% FSVLX Long 0.88% 8325.3 65853.14 98142.19 10 58.28 0/0 7.91 7.98 0.88% 2.53% 4/28/1994 5/11/1994 -126.64 -0.32% FSCHX Long -0.19% 4221.35 65853.14 98015.55 10 -12.66 0/0 15.6 15.57 -0.19% 1.41% 4/28/1994 5/11/1994 -647.57 -0.98% FSDPX Long -0.98% 4981.33 65853.14 97367.98 10 -64.76 0/0 13.22 13.09 -0.98% 0.61% 5/20/1994 6/27/1994 -540.06 -0.82% FSDPX Long -0.82% 4909.65 65789.33 96827.92 26 -20.77 0/0 13.4 13.29 -0.82% 2.39% 5/20/1994 6/27/1994 -815.57 -2.48% FIDSX Long -1.24% 3398.21 65789.32 96012.35 26 -31.37 0/0 19.36 19.12 -1.24% 3.67% 5/20/1994 6/27/1994 -497.78 -0.76% FSCHX Long -0.76% 4148.13 65789.32 95514.57 26 -19.15 0/0 15.86 15.74 -0.76% 2.46% 7/19/1994 8/19/1994 2146.91 -0.22% FSTCX Long 3.29% 3638.83 65171.52 97661.49 24 89.45 0/0 17.91 18.5 3.29% 3.35% 7/19/1994 8/25/1994 3780.94 -0.23% FDFAX Long 5.80% 4974.93 65171.52 101442.43 28 135.03 0/0 13.1 13.86 5.80% 6.03% 7/19/1994 12/9/1994 -4626.37 -7.10% FSRFX Long -7.10% 6704.89 65171.52 96816.06 102 -45.36 0/0 9.72 9.03 -7.10% 3.40% 8/19/1994 12/9/1994 -2934.17 -4.69% FSPCX Long -4.37% 7156.5 67127.99 93881.89 79 -37.14 0/0 9.38 8.97 -4.37% 3.94% 8/25/1994 12/9/1994 -2813.79 -4.48% FSUTX Long -4.14% 4689.66 68000.00 91068.10 75 -37.52 0/0 14.5 13.9 -4.14% 1.31% 12/16/1994 2/27/1995 5477.95 -0.10% FSDAX Long 8.60% 6599.93 63689.36 96546.04 49 111.79 0/0 9.65 10.48 8.60% 8.81% 2/27/1995 7/6/1995 5020.02 -3.43% FSRPX Long 7.42% 6275.02 67644.73 101566.06 91 55.17 0/0 10.78 11.58 7.42% 7.42% 12/16/1994 10/5/1995 17870.64 -1.62% FDFAX Long 28.06% 4478.86 63689.36 119436.70 203 88.03 0/0 14.22 18.21 28.06% 28.48% 12/16/1994 10/13/1995 15254.67 -0.71% FSUTX Long 23.95% 4526.61 63689.37 134691.37 209 72.99 0/0 14.07 17.44 23.95% 23.95% 7/6/1995 11/6/1995 12232.28 -1.16% FSCPX Long 16.58% 9482.39 73772.99 146923.65 87 140.60 0/0 7.78 9.07 16.58% 16.58% 10/13/1995 12/7/1995 5180.17 -4.10% FSHOX Long 6.45% 9418.49 80339.69 152103.82 39 132.82 0/0 8.53 9.08 6.45% 6.68% 11/6/1995 1/18/1996 -5823.43 -7.10% FSRPX Long -7.10% 6771.43 82069.74 146280.39 51 -114.18 0/0 12.12 11.26 -7.10% 2.06% 10/5/1995 4/18/1996 8324.80 -2.76% FSAVX Long 10.46% 4984.91 79608.98 154605.18 136 61.21 0/0 15.97 17.64 10.46% 10.58% 1/18/1996 5/3/1996 7330.92 -1.74% FSLEX Long 8.93% 6787.89 82065.60 161936.11 75 97.75 0/0 12.09 13.17 8.93% 8.93% 5/3/1996 6/24/1996 4220.28 -0.42% FSHOX Long 4.88% 9174.51 86423.91 166156.38 36 117.23 0/0 9.42 9.88 4.88% 6.69% FSCHX Long 4.09% 3984.77 90613.72 169862.22 70 52.94 0/0 6/24/1996 10/1/1996 3705.84 -8.53% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 3. Sector.Rotation - Backtest Report Page 3 of 8 22.74 23.67 4.09% 4.09% 12/7/1995 10/4/1996 13481.14 -2.35% FSPCX Long 15.93% 6640.96 84605.80 183343.37 210 64.20 0/0 12.74 14.77 15.93% 15.93% 4/18/1996 10/10/1996 7062.57 -2.79% FSPHX Long 8.19% 2427 86231.36 190405.94 123 57.42 0/0 35.53 38.44 8.19% 10.22% 10/4/1996 11/18/1996 3445.55 -1.28% FSUTX Long 3.52% 4993.56 97773.85 193851.49 32 107.67 0/0 19.58 20.27 3.52% 3.78% 10/1/1996 11/19/1996 6308.22 0.00% FDFAX Long 6.56% 4672.75 96212.02 200159.71 36 175.23 0/0 20.59 21.94 6.56% 6.90% 10/10/1996 12/31/1996 6073.70 -0.87% FSRFX Long 6.30% 8435.7 96420.07 206233.42 57 106.56 0/0 11.43 12.15 6.30% 7.96% 11/19/1996 4/8/1997 -3609.09 -3.67% FSDPX Long -3.56% 5821.12 101403.92 202624.32 96 -37.59 0/0 17.42 16.8 -3.56% 5.57% 4/8/1997 6/18/1997 14218.78 -2.66% FSDAX Long 14.54% 5427.02 97794.82 216843.10 51 278.80 0/0 18.02 20.64 14.54% 14.87% 12/31/1996 8/1/1997 20209.33 -2.60% FSCHX Long 19.49% 4281.64 103701.26 237052.43 149 135.63 0/0 24.22 28.94 19.49% 19.65% 6/18/1997 9/3/1997 -9827.34 -10.43% EWA Long -8.77% 15178 112013.61 227225.09 54 -181.99 0/0 7.38 6.73253 -8.77% 3.79% 8/1/1997 9/4/1997 11519.33 0.00% FSNGX Long 9.64% 13394.6 119479.52 238744.42 24 479.97 0/0 8.92 9.78 9.64% 9.98% 9/3/1997 10/6/1997 14325.33 0.00% FBIOX Long 13.44% 4012.7 106617.34 253069.74 24 596.89 0/0 26.57 30.14 13.44% 13.44% 9/4/1997 10/14/1997 11994.17 -0.25% FSUTX Long 9.93% 5082.28 120754.88 265063.91 29 413.59 0/0 23.76 26.12 9.93% 11.15% 11/18/1996 11/25/1997 18733.59 -0.16% FSAVX Long 18.52% 5526.13 101128.24 283797.51 259 72.33 0/0 18.3 21.69 18.52% 30.77% 11/25/1997 3/30/1998 24014.75 0.00% FSPCX Long 19.90% 5731.44 120704.22 307812.26 85 282.53 0/0 21.06 25.25 19.90% 22.17% 3/30/1998 5/1/1998 6387.11 0.00% FSNGX Long 4.47% 15207.4 142949.55 314199.37 24 266.13 0/0 9.4 9.82 4.47% 4.47% 5/1/1998 6/1/1998 -15004.17 -10.87% EWA Long -10.32% 21512.2 145326.86 299195.19 21 -714.48 0/0 6.75556 6.05808 -10.32% 0.00% 10/14/1997 6/11/1998 -2185.54 -8.22% FSCHX Long -1.66% 4553.22 131906.65 297009.65 166 -13.17 0/0 28.97 28.49 -1.66% 8.77% 6/1/1998 8/25/1998 -16661.12 -12.28% FSAVX Long -12.24% 5409.46 136101.91 280348.53 61 -273.13 0/0 25.16 22.08 -12.24% 0.64% 6/11/1998 9/29/1998 -14013.08 -13.33% FSCPX Long -10.80% 8007.48 129721.10 266335.44 77 -181.99 0/0 16.2 14.45 -10.80% 8.02% 9/29/1998 12/10/1998 -20165.83 -17.43% CEF Long -17.43% 27912.9 115708.02 246169.61 52 -387.80 0/0 4.14532 3.42286 -17.43% 3.01% 8/25/1998 1/8/1999 34699.81 -7.37% FSUTX Long 29.05% 3825.78 119440.79 280869.42 95 365.26 0/0 31.22 40.29 29.05% 29.18% 12/10/1998 1/14/1999 -913.09 -2.35% FSENX Long -0.96% 8300.8 95542.19 279956.33 24 -38.05 0/0 11.51 11.4 -0.96% 6.43% 1/14/1999 3/22/1999 17572.71 -4.40% EWJ Long 15.95% 12508.6 110140.19 297529.04 46 382.02 0/0 8.80515 10.21 15.95% 17.83% 1/8/1999 4/26/1999 11819.21 -7.82% FSDPX Long 8.53% 8207.79 138629.50 309348.25 74 159.72 0/0 16.89 18.33 8.53% 9.77% 3/22/1999 5/11/1999 20248.50 -1.92% FSDAX Long 15.85% 5457.82 127712.90 329596.75 36 562.46 0/0 23.4 27.11 15.85% 15.85% 4/26/1999 7/12/1999 12147.69 -2.13% FBSOX Long 8.39% 16196.9 144800.43 341744.44 54 224.96 0/0 8.94 9.69 8.39% 9.06% 7/12/1999 8/12/1999 -15865.44 -11.41% FSPCX Long -10.32% 5236.12 153732.43 325879.00 24 -661.06 0/0 29.36 26.33 -10.32% 0.00% 8/12/1999 10/7/1999 -11310.94 -10.13% FSDPX Long -7.95% 7591.24 142335.68 314568.06 40 -282.77 0/0 18.75 17.26 -7.95% 0.80% FDFAX Long 3.13% 4826.59 131186.63 318670.66 521 7.87 0/0 10/6/1997 10/28/1999 4102.60 -7.32% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 4. Sector.Rotation - Backtest Report Page 4 of 8 27.18 28.03 3.13% 22.33% 10/7/1999 11/26/1999 16453.79 -4.90% EWC Long 12.18% 14319.3 135062.78 335124.44 36 457.05 0/0 9.43219 10.5813 12.18% 12.18% 11/26/1999 1/19/2000 11709.50 -0.08% EWA Long 8.03% 20211 145734.36 346833.94 37 316.47 0/0 7.21064 7.79 8.03% 11.08% 5/11/1999 2/25/2000 -17053.52 -11.50% FSCPX Long -11.50% 7822.71 148318.65 329780.42 202 -84.42 0/0 18.96 16.78 -11.50% 5.22% 2/25/2000 3/28/2000 30470.38 0.00% FSLBX Long 21.86% 5540.07 139388.16 360250.81 23 1324.80 0/0 25.16 30.66 21.86% 26.31% 1/19/2000 4/17/2000 9266.92 -9.42% FSAVX Long 5.97% 7853.32 155103.04 369517.72 63 147.09 0/0 19.75 20.93 5.97% 9.42% 10/28/1999 5/22/2000 1879.42 -0.30% FSUTX Long 1.39% 2891.41 135289.23 371397.14 143 13.14 0/0 46.79 47.44 1.39% 19.73% 4/17/2000 7/5/2000 36698.81 0.00% FSPHX Long 23.38% 2107.92 156934.32 408095.96 55 667.25 0/0 74.45 91.86 23.38% 23.38% 3/28/2000 7/17/2000 24648.33 -3.42% FSLEX Long 15.04% 16998.8 163868.88 432744.28 77 320.11 0/0 9.64 11.09 15.04% 15.15% 7/5/2000 8/9/2000 12517.29 0.00% FSRFX Long 7.17% 8815 174536.92 445261.58 26 481.43 0/0 19.8 21.22 7.17% 7.88% 5/22/2000 10/13/2000 -11138.60 -7.40% CEF Long -7.40% 44554.4 150593.94 434122.97 102 -109.20 0/0 3.38 3.13 -7.40% 5.56% 7/17/2000 10/13/2000 -17059.89 -10.44% FSCPX Long -9.51% 9804.54 179422.99 417063.08 64 -266.56 0/0 18.3 16.56 -9.51% 0.93% 8/9/2000 10/13/2000 2989.90 -2.13% FDFAX Long 1.67% 6228.96 178646.62 420052.98 47 63.61 0/0 28.68 29.16 1.67% 3.38% 11/2/2000 11/14/2000 -2913.46 -2.77% FSMEX Long -1.68% 14567.3 173350.99 417139.52 9 -323.72 0/0 11.9 11.7 -1.68% 1.51% 11/2/2000 11/14/2000 -1644.70 -2.85% FBSOX Long -0.95% 16447 173350.99 415494.82 9 -182.74 0/0 10.54 10.44 -0.95% 1.42% 11/2/2000 11/14/2000 0.00 -2.51% FSAIX Long 0.00% 6601.33 173350.99 415494.82 9 0.00 0/0 26.26 26.26 0.00% 0.30% 1/30/2001 2/8/2001 1329.82 0.00% FSCPX Long 0.77% 9498.71 171831.59 416824.64 8 166.23 0/0 18.09 18.23 0.77% 1.49% 1/30/2001 2/8/2001 0.00 -2.01% FBSOX Long 0.00% 15735.5 171831.60 416824.64 8 0.00 0/0 10.92 10.92 0.00% 0.00% 1/30/2001 2/8/2001 -646.47 -0.38% FSAIX Long -0.38% 6464.7 171831.60 416178.17 8 -80.81 0/0 26.58 26.48 -0.38% 1.47% 5/8/2001 5/10/2001 5023.06 0.00% CEF Long 2.92% 56412.9 172059.39 421201.24 3 1674.35 0/0 3.05 3.13904 2.92% 2.95% 5/8/2001 5/10/2001 334.62 0.00% FSVLX Long 0.19% 6692.31 172059.39 421535.85 3 111.54 0/0 25.71 25.76 0.19% 0.19% 5/8/2001 5/10/2001 884.95 -0.22% FSLEX Long 0.51% 12642.1 172059.38 422420.80 3 294.98 0/0 13.61 13.68 0.51% 0.51% 5/11/2001 5/14/2001 3302.69 0.00% CEF Long 1.90% 56516.2 174140.26 425723.49 2 1651.35 0/0 3.08125 3.13968 1.90% 1.90% 5/11/2001 5/14/2001 954.19 0.00% FSVLX Long 0.55% 6815.67 174140.26 426677.69 2 477.10 0/0 25.55 25.69 0.55% 0.55% 5/11/2001 5/14/2001 333.97 0.00% FSPCX Long 0.19% 4770.97 174140.25 427011.65 2 166.98 0/0 36.5 36.57 0.19% 0.19% 5/17/2001 6/18/2001 955.98 -1.26% CEF Long 0.54% 54187.5 175670.54 427967.63 22 43.45 0/0 3.2419 3.25954 0.54% 7.95% 5/17/2001 6/18/2001 1277.36 -0.31% FSVLX Long 0.73% 6722.94 175670.54 429244.99 22 58.06 0/0 26.13 26.32 0.73% 2.49% 5/17/2001 6/18/2001 -4595.87 -2.62% FDFAX Long -2.62% 5406.91 175670.55 424649.11 22 -208.90 0/0 32.49 31.64 -2.62% 0.12% 8/3/2001 8/9/2001 -1434.34 -1.00% FDFAX Long -0.82% 5312.36 174883.04 423214.78 5 -286.87 0/0 32.92 32.65 -0.82% 0.00% FIDSX Long -1.54% 2524.66 174883.03 420513.39 5 -540.28 0/0 8/3/2001 8/9/2001 -2701.38 -1.54% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 5. Sector.Rotation - Backtest Report Page 5 of 8 69.27 68.2 -1.54% 0.00% 8/3/2001 8/9/2001 -615.79 -0.50% FSRBX Long -0.35% 8796.93 174883.03 419897.61 5 -123.16 0/0 19.88 19.81 -0.35% 0.15% 11/15/2001 1/8/2002 13782.86 -2.69% FSAGX Long 7.95% 20268.9 173299.20 433680.47 36 382.86 0/0 8.55 9.23 7.95% 9.12% 11/15/2001 2/8/2002 1277.64 -3.01% FDFAX Long 0.74% 5110.56 173299.19 434958.11 58 22.03 0/0 33.91 34.16 0.74% 1.59% 11/15/2001 2/8/2002 -5975.11 -4.80% FSPHX Long -3.45% 2103.91 173299.19 428983.00 58 -103.02 0/0 82.37 79.53 -3.45% 4.88% 1/8/2002 2/8/2002 4905.78 -0.05% FSPCX Long 2.77% 4857.21 176802.36 433888.78 23 213.29 0/0 36.4 37.41 2.77% 2.77% 2/14/2002 2/22/2002 3489.47 -0.12% FDFAX Long 1.96% 5131.57 177962.93 437378.25 6 581.58 0/0 34.68 35.36 1.96% 1.96% 2/14/2002 2/22/2002 -916.29 -2.00% FSCPX Long -0.51% 10180.9 177962.92 436461.96 6 -152.71 0/0 17.48 17.39 -0.51% 0.00% 2/14/2002 2/22/2002 -5485.63 -3.08% FSPCX Long -3.08% 4571.36 177962.93 430976.33 6 -914.27 0/0 38.93 37.73 -3.08% 0.00% 2/27/2002 4/30/2002 4827.06 0.00% FSCPX Long 2.73% 10056.4 176992.10 435803.39 44 109.71 0/0 17.6 18.08 2.73% 7.11% 2/27/2002 4/30/2002 1606.36 -1.90% FSMEX Long 0.91% 14603.3 176992.11 437409.76 44 36.51 0/0 12.12 12.23 0.91% 2.80% 2/27/2002 4/30/2002 9381.03 -0.68% FDFAX Long 5.30% 4989.91 176992.10 446790.79 44 213.21 0/0 35.47 37.35 5.30% 6.53% 5/17/2002 5/31/2002 299.53 -1.07% FSMEX Long 0.16% 14976.5 182263.59 447090.32 10 29.95 0/0 12.17 12.19 0.16% 0.33% 5/17/2002 5/31/2002 2487.43 -2.00% EWA Long 1.36% 23662.8 182263.58 449577.74 10 248.74 0/0 7.70255 7.80767 1.36% 1.36% 5/17/2002 5/31/2002 -5288.68 -4.14% FSCPX Long -2.90% 9793.85 182263.58 444289.06 10 -528.87 0/0 18.61 18.07 -2.90% 0.00% 11/21/2002 12/31/2002 20752.92 -2.61% CEF Long 11.44% 43197.5 181429.69 465041.99 27 768.63 0/0 4.2 4.68042 11.44% 13.04% 11/21/2002 1/29/2003 -935.20 -2.84% FSMEX Long -0.52% 15586.7 181429.68 464106.78 46 -20.33 0/0 11.64 11.58 -0.52% 2.92% 11/21/2002 1/29/2003 -6005.07 -6.21% FSPHX Long -3.31% 2555.35 181429.68 458101.72 46 -130.54 0/0 71 68.65 -3.31% 1.10% 12/31/2002 1/29/2003 -9182.40 -4.92% FDFAX Long -4.92% 5886.16 186473.40 448919.31 20 -459.12 0/0 31.68 30.12 -4.92% 2.43% 3/19/2003 5/22/2003 25062.04 -2.39% EWC Long 13.70% 19987.2 182973.09 473981.35 46 544.83 0/0 9.15453 10.4084 13.70% 15.17% 3/19/2003 6/18/2003 21067.26 -1.92% FNARX Long 11.51% 19506.7 182973.10 495048.61 64 329.18 0/0 9.38 10.46 11.51% 15.03% 5/22/2003 7/9/2003 34972.91 0.00% EWM Long 17.31% 47589.9 202024.75 530021.52 33 1059.79 0/0 4.24512 4.98 17.31% 19.13% 3/19/2003 7/16/2003 29988.10 -0.33% FSMEX Long 16.39% 15222.4 182973.10 560009.62 83 361.30 0/0 12.02 13.99 16.39% 19.05% 6/18/2003 8/20/2003 11855.06 -4.05% FSCHX Long 5.64% 6549.76 210050.76 571864.68 45 263.45 0/0 32.07 33.88 5.64% 5.64% 7/9/2003 10/16/2003 18943.70 -3.03% FSVLX Long 8.65% 7286.04 219018.32 590808.39 71 266.81 0/0 30.06 32.66 8.65% 9.12% 7/16/2003 12/9/2003 19028.78 -2.24% FSPCX Long 8.70% 5499.65 218775.93 609837.16 103 184.75 0/0 39.78 43.24 8.70% 9.35% 10/16/2003 12/31/2003 13363.91 -3.97% FSPHX Long 5.60% 3159.32 238560.01 623201.07 53 252.15 0/0 75.51 79.74 5.60% 5.60% 12/9/2003 1/9/2004 18179.47 -0.32% FSENX Long 7.44% 13173.5 244237.25 641380.54 22 826.34 0/0 18.54 19.92 7.44% 7.98% 1/9/2004 3/9/2004 15535.61 -0.17% FSRPX Long 6.11% 8727.87 254242.93 656916.16 41 378.92 0/0 29.13 30.91 6.11% 7.96% FDFAX Long 15.85% 6889.31 224316.04 692465.01 143 248.59 0/0 8/20/2003 3/15/2004 35548.86 -1.17% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 6. Sector.Rotation - Backtest Report Page 6 of 8 32.56 37.72 15.85% 18.77% 3/9/2004 4/23/2004 13555.36 -2.99% FBSOX Long 5.05% 25102.5 268597.00 706020.37 33 410.77 0/0 10.7 11.24 5.05% 5.05% 12/31/2003 5/27/2004 142.08 -4.64% FSCPX Long 0.06% 14208.2 254185.43 706162.46 103 1.38 0/0 17.89 17.9 0.06% 5.20% 3/15/2004 7/29/2004 -3929.80 -2.22% FSLEX Long -1.51% 20683.1 260814.35 702232.66 95 -41.37 0/0 12.61 12.42 -1.51% 8.33% 5/27/2004 8/24/2004 -7889.93 -4.82% FDFAX Long -2.95% 7044.58 267271.40 694342.73 61 -129.34 0/0 37.94 36.82 -2.95% 1.85% 7/29/2004 8/30/2004 -7582.09 -6.99% FSTCX Long -2.95% 8241.4 256884.54 686760.64 23 -329.66 0/0 31.17 30.25 -2.95% 0.64% 4/23/2004 9/30/2004 20432.00 -4.98% FSUTX Long 7.35% 9162.33 278076.72 707192.63 111 184.07 0/0 30.35 32.58 7.35% 7.35% 9/30/2004 11/18/2004 24825.33 -2.41% FSCGX Long 9.14% 13640.3 271578.23 732017.97 36 689.59 0/0 19.91 21.73 9.14% 9.14% 11/18/2004 1/26/2005 8697.13 -4.00% EWJ Long 3.02% 29001.4 287732.79 740715.10 47 185.05 0/0 9.92135 10.2212 3.02% 6.27% 8/30/2004 2/24/2005 1338.54 -2.36% FSVLX Long 0.54% 6692.68 249302.45 742053.64 124 10.79 0/0 37.25 37.45 0.54% 7.76% 8/24/2004 3/28/2005 3822.46 -0.13% FSRBX Long 1.47% 10921.3 259381.47 745876.10 149 25.65 0/0 23.75 24.1 1.47% 9.81% 2/24/2005 6/1/2005 14385.06 -4.49% FSRPX Long 5.03% 8562.54 286245.65 760261.16 68 211.55 0/0 33.43 35.11 5.03% 5.03% 3/28/2005 6/6/2005 19377.96 -0.43% FSPHX Long 7.14% 3176.71 271545.60 779639.12 50 387.56 0/0 85.48 91.58 7.14% 7.63% 6/6/2005 7/7/2005 1288.91 -0.88% FSDAX Long 0.44% 5603.94 293422.53 780928.03 23 56.04 0/0 52.36 52.59 0.44% 1.72% 1/26/2005 7/8/2005 28189.30 -0.40% FSUTX Long 9.79% 8147.2 288084.85 809117.33 114 247.27 0/0 35.36 38.82 9.79% 9.79% 7/8/2005 8/15/2005 23423.83 0.00% EZU Long 7.73% 9406.48 303140.54 832541.16 27 867.55 0/0 32.2268 34.717 7.73% 9.81% 7/7/2005 8/24/2005 17574.54 0.00% FPHAX Long 5.96% 45062.9 294711.46 850115.70 35 502.13 0/0 6.54 6.93 5.96% 7.49% 8/15/2005 9/15/2005 18152.69 -1.16% EWJ Long 5.67% 30422.8 320174.36 868268.38 23 789.25 0/0 10.5242 11.1208 5.67% 5.83% 9/15/2005 10/17/2005 -10429.07 -4.36% FDLSX Long -3.20% 5607.03 325543.96 857839.31 23 -453.44 0/0 58.06 56.2 -3.20% 0.81% 8/24/2005 11/14/2005 18937.58 -3.12% FBMPX Long 5.93% 9761.64 319205.66 876776.90 58 326.51 0/0 32.7 34.64 5.93% 6.06% 10/17/2005 12/1/2005 32041.24 -0.33% FBSOX Long 10.07% 26480.4 318029.19 908818.14 33 970.95 0/0 12.01 13.22 10.07% 10.07% 12/1/2005 1/31/2006 23875.46 0.00% FPHAX Long 7.04% 46814.6 338937.90 932693.60 41 582.33 0/0 7.24 7.75 7.04% 7.04% 11/14/2005 2/7/2006 23796.78 -2.20% EWM Long 7.10% 53452.7 335148.67 956490.38 58 410.29 0/0 6.27 6.71519 7.10% 8.24% 6/1/2005 8/31/2006 53015.20 -2.65% FDFAX Long 17.78% 7003.33 298131.74 1009505.59 317 167.24 0/0 42.57 50.14 17.78% 17.92% 2/7/2006 9/27/2006 27398.38 -2.24% FSCPX Long 7.70% 17676.4 355825.45 1036903.97 162 169.13 0/0 20.13 21.68 7.70% 7.90% 8/31/2006 10/17/2006 20013.20 -0.49% FSVLX Long 5.25% 9907.52 380944.32 1056917.17 33 606.46 0/0 38.45 40.47 5.25% 5.77% 9/27/2006 10/30/2006 11989.21 -1.15% FSDAX Long 3.05% 6277.07 392944.68 1068906.38 24 499.55 0/0 62.6 64.51 3.05% 4.74% 10/17/2006 11/17/2006 9600.30 0.00% FSDPX Long 2.39% 9697.28 401273.31 1078506.68 24 400.01 0/0 41.38 42.37 2.39% 3.67% 10/30/2006 1/3/2007 11472.26 -5.69% EWJ Long 2.85% 30308.2 403132.71 1089978.95 44 260.73 0/0 13.3011 13.6796 2.85% 3.56% FDFAX Long 2.27% 7690.5 399752.21 1099053.74 33 274.99 0/0 11/17/2006 1/8/2007 9074.79 -1.48% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 7. Sector.Rotation - Backtest Report Page 7 of 8 51.98 53.16 2.27% 2.90% 1/3/2007 2/12/2007 12200.09 -0.28% FSPHX Long 2.93% 3910.29 415702.46 1111253.83 28 435.72 0/0 106.31 109.43 2.93% 3.67% 1/31/2006 4/4/2007 30264.63 -1.34% FSRBX Long 8.48% 13632.7 356904.56 1141518.46 296 102.25 0/0 26.18 28.4 8.48% 14.97% 1/8/2007 4/18/2007 32128.35 -2.63% FPHAX Long 7.78% 49428.2 413220.06 1173646.82 70 458.98 0/0 8.36 9.01 7.78% 8.13% 2/12/2007 5/3/2007 22080.88 -3.51% FSCSX Long 5.25% 6345.08 420678.93 1195727.70 57 387.38 0/0 66.3 69.78 5.25% 5.25% 4/4/2007 5/15/2007 26273.10 -0.13% FSPCX Long 6.45% 6439.49 407619.48 1222000.81 29 905.97 0/0 63.3 67.38 6.45% 6.97% 4/18/2007 5/21/2007 27350.77 0.00% FSCGX Long 6.32% 14784.2 432437.83 1249351.57 24 1139.62 0/0 29.25 31.1 6.32% 6.32% 5/3/2007 6/14/2007 16113.63 0.00% FSDAX Long 3.61% 5990.2 446269.55 1265465.20 30 537.12 0/0 74.5 77.19 3.61% 3.61% 5/21/2007 7/12/2007 20896.85 -2.06% DBC Long 4.62% 18490.2 452066.90 1286362.05 37 564.78 0/0 24.449 25.5792 4.62% 5.02% 6/14/2007 7/16/2007 23545.66 -1.47% FSAIX Long 5.10% 10951.5 461823.42 1309907.70 22 1070.26 0/0 42.17 44.32 5.10% 5.10% 5/15/2007 9/6/2007 -19252.96 -7.20% EWJ Long -4.34% 32029 443293.43 1290654.74 80 -240.66 0/0 13.8404 13.2393 -4.34% 2.95% 9/6/2007 10/8/2007 24315.80 -1.38% FBIOX Long 5.46% 6518.98 445115.98 1314970.54 23 1057.21 0/0 68.28 72.01 5.46% 5.93% 7/12/2007 1/9/2008 39575.70 -3.87% FDFAX Long 8.39% 7931 471498.07 1354546.24 126 314.09 0/0 59.45 64.44 8.39% 10.85% 7/16/2007 1/9/2008 19873.37 -6.60% FSPHX Long 4.19% 4055.79 474040.70 1374419.61 124 160.27 0/0 116.88 121.78 4.19% 5.12% 10/8/2007 1/9/2008 29357.41 -1.02% FSHCX Long 6.25% 9562.68 469431.76 1403777.02 65 451.65 0/0 49.09 52.16 6.25% 7.54% 4/24/2008 6/13/2008 -1302.73 -1.58% HYG Long -0.26% 6510.39 501258.98 1402474.29 36 -36.19 0/0 76.9938 76.7936 -0.26% 2.89% 4/24/2008 6/13/2008 -11395.85 -2.27% FDFAX Long -2.27% 7913.78 501259.00 1391078.45 36 -316.55 0/0 63.34 61.9 -2.27% 0.84% 4/24/2008 6/13/2008 621.14 -2.51% FSCGX Long 0.12% 15528.5 501258.98 1391699.58 36 17.25 0/0 32.28 32.32 0.12% 4.55% 4/14/2009 5/15/2009 128916.58 -0.61% THD Long 25.93% 21585.5 497233.17 1520616.16 24 5371.52 0/0 23.0355 29.0078 25.93% 31.44% 4/14/2009 5/15/2009 35430.80 -5.93% CHN Long 7.13% 28300.7 497233.17 1556046.96 24 1476.28 0/0 17.5696 18.8216 7.13% 10.35% 4/14/2009 5/19/2009 48354.29 -3.57% EWM Long 9.72% 65522.2 497233.16 1604401.25 26 1859.78 0/0 7.58877 8.32675 9.72% 12.98% 5/19/2009 7/21/2009 63157.76 -0.80% FBIOX Long 11.09% 10303.1 569553.12 1667559.00 44 1435.40 0/0 55.28 61.41 11.09% 11.09% 7/21/2009 8/21/2009 92126.30 0.00% FSVLX Long 15.10% 65337.8 610255.11 1759685.31 24 3838.60 0/0 9.34 10.75 15.10% 16.17% 8/21/2009 10/9/2009 31153.50 -3.28% FWRLX Long 4.76% 107426 654223.60 1790838.81 35 890.10 0/0 6.09 6.38 4.76% 9.36% 5/15/2009 10/15/2009 75024.19 -2.56% gld Long 13.30% 6190.11 564228.97 1865863.00 107 701.16 0/0 91.15 103.27 13.30% 14.87% 10/9/2009 11/9/2009 47119.45 -1.87% ECH Long 6.82% 14404 691256.21 1912982.45 22 2141.79 0/0 47.9905 51.2618 6.82% 6.82% 5/15/2009 12/3/2009 159763.76 0.00% FPHAX Long 28.32% 67410.9 564228.95 2072746.20 141 1133.08 0/0 8.37 10.74 28.32% 28.79% 10/15/2009 12/22/2009 28958.85 -6.83% FSUTX Long 4.14% 16178.1 699057.02 2101705.06 48 603.31 0/0 43.21 45 4.14% 4.63% 11/9/2009 1/4/2010 40276.50 -1.12% FSMEX Long 5.71% 30283.1 705293.01 2141981.56 38 1059.91 0/0 23.29 24.62 5.71% 6.14% EWM Long 11.39% 70182.4 757969.92 2228305.91 67 1288.42 0/0 1/4/2010 4/9/2010 86324.35 -5.74% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011
  • 8. Sector.Rotation - Backtest Report Page 8 of 8 10.8 12.03 11.39% 11.57% 12/22/2009 6/14/2010 -14090.27 -4.89% FDFAX Long -1.88% 12359.9 750863.06 2214215.64 119 -118.41 0/0 60.75 59.61 -1.88% 6.30% 6/14/2010 7/26/2010 82470.14 -3.15% ECH Long 10.59% 13564.2 778583.26 2296685.78 30 2749.00 0/0 57.4 63.48 10.59% 10.59% 12/3/2009 8/30/2010 48456.70 -4.71% HYG Long 6.63% 9201.33 730933.07 2345142.48 186 260.52 0/0 79.4377 84.704 6.63% 9.16% 4/9/2010 8/30/2010 55216.79 -2.25% gld Long 6.86% 7115.57 804699.32 2400359.27 100 552.17 0/0 113.09 120.85 6.86% 9.26% 7/26/2010 8/30/2010 46739.17 -3.51% CEF Long 5.64% 56994.1 828121.41 2447098.44 26 1797.66 0/0 14.5299 15.35 5.64% 6.54% 9/3/2010 10/4/2010 42527.58 -0.27% FPHAX Long 5.01% 75942.1 849032.81 2489626.02 21 2025.12 0/0 11.18 11.74 5.01% 6.62% 9/3/2010 12/23/2010 93849.69 -0.21% EWJ Long 11.05% 87710 849032.75 2583475.72 78 1203.20 0/0 9.68 10.75 11.05% 11.36% 9/3/2010 1/6/2011 50421.57 -0.42% HYG Open Long 5.94% 9872.18 849032.76 2633897.28 88 572.97 0/0 86.0026 91.11 5.94% 6.23% 10/4/2010 1/6/2011 15892.92 -1.36% FSUTX Open Long 1.82% 18267.7 872466.59 2649790.20 68 233.72 0/0 47.76 48.63 1.82% 4.42% 12/23/2010 1/6/2011 48858.35 -0.29% EWM Open Long 5.37% 65144.5 910068.19 2698648.55 11 4441.67 0/0 13.97 14.72 5.37% 6.23% file://C:Program FilesAmiBrokerReportsSector.Rotation-20110107004541421trades.html 1/7/2011