Selection Rotation Charts / Stats / Trades

3. Profit Table



Profit distribution

Max. Adverse Excursion distribution



Max. Favorable Excursion distribution




Statistics All trades Long trades Short trades

Initial capital 100000.00 100000.00 100000.00

Ending capital 2798648.55 2798648.55 100000.00

Net Profit 2698648.55 2698648.55 0.00

Net Profit % 2698.65 % 2698.65 % 0.00 %

Exposure % 78.72 % 78.72 % 0.00 %

Net Risk Adjusted Return % 3428.37 % 3428.37 % N/A

Annual Return % 13.92 % 13.92 % 0.00 %

Risk Adjusted Return % 17.68 % 17.68 % N/A

All trades 210 210 (100.00 %) 0 (0.00 %)

Avg. Profit/Loss 12850.71 12850.71 N/A

Avg. Profit/Loss % 5.24 % 5.24 % N/A

Avg. Bars Held 74.31 74.31 N/A

Winners 152 (72.38 %) 152 (72.38 %) 0 (0.00 %)

Total Profit 3031612.47 3031612.47 0.00

Avg. Profit 19944.82 19944.82 N/A

Avg. Profit % 8.99 % 8.99 % N/A


Max. Consecutive 20 20 0

Largest win 159763.76 159763.76 0.00

# bars in largest win 141 141 0

Losers 58 (27.62 %) 58 (27.62 %) 0 (0.00 %)

Total Loss -332963.92 -332963.92 0.00

Avg. Loss -5740.76 -5740.76 N/A

Avg. Loss % -4.59 % -4.59 % N/A


Max. Consecutive 5 5 0

Largest loss -20165.83 -20165.83 0.00

# bars in largest loss 52 52 0

Max. trade drawdown -84047.22 -84047.22 0.00

Max. trade % drawdown -38.90 % -38.90 % 0.00 %

Max. system drawdown -142466.09 -142466.09 0.00

Max. system % drawdown -19.75 % -19.75 % 0.00 %

Recovery Factor 18.94 18.94 N/A

CAR/MaxDD 0.70 0.70 N/A

RAR/MaxDD 0.90 0.90 N/A

Profit Factor 9.10 9.10 N/A

Payoff Ratio 3.47 3.47 N/A

Standard Error 307737.40 307737.40 0.00

Risk-Reward Ratio 0.23 0.23 N/A

Ulcer Index 4.59 4.59 0.00

Ulcer Performance Index 1.85 1.85 N/A

Sharpe Ratio of trades 0.86 0.86 0.00

K-Ratio 0.0213 0.0213 -1.#IND

Page 1 of 1Sector.Rotation - Backtest Report

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Trade list

Trades

Ticker Trade Entry Exit % change Profit Shares Pos. value Cum. profit #

bars Profit/bar MAE/MFE Scale In/Out

FSUTX Long 6/19/1986 6.49

10/22/1987 6.3 -2.93% -975.86

-2.93% 5136.11 33333.33 -975.86 341 -2.86 -7.55%15.87% 0/0

FBIOX Long 3/13/1987 7.06

10/22/1987 4.67 -33.85% -11602.99

-33.85% 4854.81 34274.95 -12578.85 156 -74.38 -37.25%2.69% 0/0

FSAIX Long 2/17/1988 3.4

6/27/1988 4.03 18.53% 5399.54

18.53% 8570.7 29140.38 -7179.31 92 58.69 0.00%19.12% 0/0

FSTCX Long 2/17/1988 5.94

11/9/1988 6.98 17.51% 5102.02

17.51% 4905.79 29140.38 -2077.29 187 27.28 -0.17%17.51% 0/0

FSENX Long 6/27/1988 4.82

1/25/1989 5.11 6.02% 1946.99

6.02% 6713.76 32360.34 -130.30 148 13.16 -7.05%6.02% 0/0

FSRPX Long 1/25/1989 4.09

5/11/1989 4.67 14.18% 4976.96

14.18% 8580.96 35096.14 4846.66 75 66.36 0.00%14.18% 0/0

FSLBX Long 5/11/1989 3.37

8/4/1989 3.97 17.80% 6795.48

17.80% 11325.8 38167.92 11642.13 60 113.26 0.00%17.80% 0/0

FSCHX Long 8/4/1989 8.81

9/28/1989 8.84 0.34% 144.93

0.34% 4831.12 42562.13 11787.07 39 3.72 0.00%4.88% 0/0

FSAVX Long 11/9/1988 6.31

10/26/1989 6.7 6.18% 2034.11

6.18% 5215.66 32910.81 13821.17 244 8.34 -3.33%18.23% 0/0

FSUTX Long 2/17/1988 6.62

1/11/1990 9.72 46.83% 13645.80

46.83% 4401.87 29140.38 27466.97 482 28.31 -3.78%51.36% 0/0

FSHOX Long 9/28/1989 4.47

2/9/1990 4 -10.51% -4484.18

-10.51% 9540.81 42647.43 22982.79 94 -47.70 -13.65%2.24% 0/0

FSPCX Long 1/11/1990 5.83

2/12/1990 5.41 -7.20% -3053.81

-7.20% 7270.97 42389.75 19928.98 23 -132.77 -9.43%0.00% 0/0

FSAVX Long 2/9/1990 6.6

4/18/1990 7.17 8.64% 3435.29

8.64% 6026.82 39777.03 23364.27 47 73.09 -1.36%8.79% 0/0

FSCSX Long 2/12/1990 4.04

5/16/1990 4.45 10.15% 3992.01

10.15% 9736.62 39335.94 27356.28 66 60.49 -2.72%10.64% 0/0

FDFAX Long 10/26/1989 7.43

8/21/1990 7.63 2.69% 1098.68

2.69% 5493.41 40816.00 28454.97 207 5.31 -2.15%19.11% 0/0

FSUTX Long 4/18/1990 9.38

8/21/1990 9.3 -0.85% -361.31

-0.85% 4516.33 42363.19 28093.66 88 -4.11 -3.62%3.84% 0/0

FSPCX Long 5/16/1990 5.58

8/21/1990 5.16 -7.53% -3318.60

-7.53% 7901.42 44089.91 24775.06 68 -48.80 -7.53%5.91% 0/0

FDFAX Long 12/3/1990 8.38

1/11/1991 8.29 -1.07% -446.69

-1.07% 4963.21 41591.69 24328.38 28 -15.95 -2.15%2.86% 0/0

FSDAX Long 12/3/1990 5.66

1/11/1991 5.74 1.41% 587.87

1.41% 7348.35 41591.69 24916.24 28 21.00 0.00%4.59% 0/0

FSUTX Long 12/3/1990 9.96

1/11/1991 9.82 -1.41% -584.62

-1.41% 4175.87 41591.69 24331.62 28 -20.88 -1.71%0.90% 0/0

FSAIX Long 1/18/1991 4.57

2/19/1991 5.24 14.66% 6076.02

14.66% 9068.68 41443.87 30407.64 22 276.18 -0.44%14.66% 0/0

FSCGX Long 1/18/1991 3.66

2/20/1991 4.24 15.85% 6567.61

15.85% 11323.5 41443.87 36975.25 23 285.55 -0.27%16.67% 0/0

FSDPX Long 2/20/1991 7.43

6/19/1991 8.22 10.63% 4910.29

10.63% 6215.55 46181.54 41885.53 84 58.46 -1.08%11.17% 0/0

FSENX Long 6/19/1991 6.53

12/6/1991 6.38 -2.30% -1111.13

-2.30% 7407.53 48371.15 40774.40 120 -9.26 -2.91%8.42% 0/0

FSUTX Long 1/18/1991 9.98

12/3/1993 15.23 52.61% 21801.64

52.61% 4152.69 41443.87 62576.04 729 29.91 -1.00%63.63% 0/0

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


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10.52 15.19 44.39% 44.39%

FSLEX Long 12/3/1993 10.28

2/14/1994 11 7.00% 4552.44

7.00% 6322.84 64998.77 89823.07 51 89.26 -1.65%10.02% 0/0

FDFAX Long 2/19/1991 9.54

4/6/1994 12.96 35.85% 16653.21

35.85% 4869.36 46453.70 106476.28 793 21.00 -0.73%45.81% 0/0

FSPHX Long 1/28/1994 19.91

4/6/1994 18.28 -8.19% -5758.98

-8.19% 3533.12 70344.37 100717.30 47 -122.53 -9.79%1.16% 0/0

FSUTX Long 2/14/1994 14.92

4/6/1994 14.19 -4.89% -3419.61

-4.89% 4684.4 69891.25 97297.69 36 -94.99 -6.37%0.13% 0/0

FSVLX Long 4/12/1994 7.9

4/15/1994 7.9 0.00% 0.00

0.00% 8324.8 65765.90 97297.69 4 0.00 -0.76%0.00% 0/0

FSRBX Long 4/12/1994 5.9

4/15/1994 5.91 0.17% 111.47

0.17% 11146.8 65765.90 97409.16 4 27.87 -0.51%0.34% 0/0

FSDPX Long 4/12/1994 13.13

4/15/1994 13.16 0.23% 150.26

0.23% 5008.83 65765.89 97559.42 4 37.57 -0.53%0.23% 0/0

FSVLX Long 4/28/1994 7.91

5/11/1994 7.98 0.88% 582.77

0.88% 8325.3 65853.14 98142.19 10 58.28 0.00%2.53% 0/0

FSCHX Long 4/28/1994 15.6

5/11/1994 15.57 -0.19% -126.64

-0.19% 4221.35 65853.14 98015.55 10 -12.66 -0.32%1.41% 0/0

FSDPX Long 4/28/1994 13.22

5/11/1994 13.09 -0.98% -647.57

-0.98% 4981.33 65853.14 97367.98 10 -64.76 -0.98%0.61% 0/0

FSDPX Long 5/20/1994 13.4

6/27/1994 13.29 -0.82% -540.06

-0.82% 4909.65 65789.33 96827.92 26 -20.77 -0.82%2.39% 0/0

FIDSX Long 5/20/1994 19.36

6/27/1994 19.12 -1.24% -815.57

-1.24% 3398.21 65789.32 96012.35 26 -31.37 -2.48%3.67% 0/0

FSCHX Long 5/20/1994 15.86

6/27/1994 15.74 -0.76% -497.78

-0.76% 4148.13 65789.32 95514.57 26 -19.15 -0.76%2.46% 0/0

FSTCX Long 7/19/1994 17.91

8/19/1994 18.5 3.29% 2146.91

3.29% 3638.83 65171.52 97661.49 24 89.45 -0.22%3.35% 0/0

FDFAX Long 7/19/1994 13.1

8/25/1994 13.86 5.80% 3780.94

5.80% 4974.93 65171.52 101442.43 28 135.03 -0.23%6.03% 0/0

FSRFX Long 7/19/1994 9.72

12/9/1994 9.03 -7.10% -4626.37

-7.10% 6704.89 65171.52 96816.06 102 -45.36 -7.10%3.40% 0/0

FSPCX Long 8/19/1994 9.38

12/9/1994 8.97 -4.37% -2934.17

-4.37% 7156.5 67127.99 93881.89 79 -37.14 -4.69%3.94% 0/0

FSUTX Long 8/25/1994 14.5

12/9/1994 13.9 -4.14% -2813.79

-4.14% 4689.66 68000.00 91068.10 75 -37.52 -4.48%1.31% 0/0

FSDAX Long 12/16/1994 9.65

2/27/1995 10.48 8.60% 5477.95

8.60% 6599.93 63689.36 96546.04 49 111.79 -0.10%8.81% 0/0

FSRPX Long 2/27/1995 10.78

7/6/1995 11.58 7.42% 5020.02

7.42% 6275.02 67644.73 101566.06 91 55.17 -3.43%7.42% 0/0

FDFAX Long 12/16/1994 14.22

10/5/1995 18.21 28.06% 17870.64

28.06% 4478.86 63689.36 119436.70 203 88.03 -1.62%28.48% 0/0

FSUTX Long 12/16/1994 14.07

10/13/1995 17.44 23.95% 15254.67

23.95% 4526.61 63689.37 134691.37 209 72.99 -0.71%23.95% 0/0

FSCPX Long 7/6/1995 7.78

11/6/1995 9.07 16.58% 12232.28

16.58% 9482.39 73772.99 146923.65 87 140.60 -1.16%16.58% 0/0

FSHOX Long 10/13/1995 8.53

12/7/1995 9.08 6.45% 5180.17

6.45% 9418.49 80339.69 152103.82 39 132.82 -4.10%6.68% 0/0

FSRPX Long 11/6/1995 12.12

1/18/1996 11.26 -7.10% -5823.43

-7.10% 6771.43 82069.74 146280.39 51 -114.18 -7.10%2.06% 0/0

FSAVX Long 10/5/1995 15.97

4/18/1996 17.64 10.46% 8324.80

10.46% 4984.91 79608.98 154605.18 136 61.21 -2.76%10.58% 0/0

FSLEX Long 1/18/1996 12.09

5/3/1996 13.17 8.93% 7330.92

8.93% 6787.89 82065.60 161936.11 75 97.75 -1.74%8.93% 0/0

FSHOX Long 5/3/1996 9.42

6/24/1996 9.88 4.88% 4220.28

4.88% 9174.51 86423.91 166156.38 36 117.23 -0.42%6.69% 0/0

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



22.74 23.67 4.09% 4.09%

FSPCX Long 12/7/1995 12.74

10/4/1996 14.77 15.93% 13481.14

15.93% 6640.96 84605.80 183343.37 210 64.20 -2.35%15.93% 0/0

FSPHX Long 4/18/1996 35.53

10/10/1996 38.44 8.19% 7062.57

8.19% 2427 86231.36 190405.94 123 57.42 -2.79%10.22% 0/0

FSUTX Long 10/4/1996 19.58

11/18/1996 20.27 3.52% 3445.55

3.52% 4993.56 97773.85 193851.49 32 107.67 -1.28%3.78% 0/0

FDFAX Long 10/1/1996 20.59

11/19/1996 21.94 6.56% 6308.22

6.56% 4672.75 96212.02 200159.71 36 175.23 0.00%6.90% 0/0

FSRFX Long 10/10/1996 11.43

12/31/1996 12.15 6.30% 6073.70

6.30% 8435.7 96420.07 206233.42 57 106.56 -0.87%7.96% 0/0

FSDPX Long 11/19/1996 17.42

4/8/1997 16.8 -3.56% -3609.09

-3.56% 5821.12 101403.92 202624.32 96 -37.59 -3.67%5.57% 0/0

FSDAX Long 4/8/1997 18.02

6/18/1997 20.64 14.54% 14218.78

14.54% 5427.02 97794.82 216843.10 51 278.80 -2.66%14.87% 0/0

FSCHX Long 12/31/1996 24.22

8/1/1997 28.94 19.49% 20209.33

19.49% 4281.64 103701.26 237052.43 149 135.63 -2.60%19.65% 0/0

EWA Long 6/18/1997 7.38

9/3/1997 6.73253 -8.77% -9827.34

-8.77% 15178 112013.61 227225.09 54 -181.99 -10.43%3.79% 0/0

FSNGX Long 8/1/1997 8.92

9/4/1997 9.78 9.64% 11519.33

9.64% 13394.6 119479.52 238744.42 24 479.97 0.00%9.98% 0/0

FBIOX Long 9/3/1997 26.57

10/6/1997 30.14 13.44% 14325.33

13.44% 4012.7 106617.34 253069.74 24 596.89 0.00%13.44% 0/0

FSUTX Long 9/4/1997 23.76

10/14/1997 26.12 9.93% 11994.17

9.93% 5082.28 120754.88 265063.91 29 413.59 -0.25%11.15% 0/0

FSAVX Long 11/18/1996 18.3

11/25/1997 21.69 18.52% 18733.59

18.52% 5526.13 101128.24 283797.51 259 72.33 -0.16%30.77% 0/0

FSPCX Long 11/25/1997 21.06

3/30/1998 25.25 19.90% 24014.75

19.90% 5731.44 120704.22 307812.26 85 282.53 0.00%22.17% 0/0

FSNGX Long 3/30/1998 9.4

5/1/1998 9.82 4.47% 6387.11

4.47% 15207.4 142949.55 314199.37 24 266.13 0.00%4.47% 0/0

EWA Long 5/1/1998 6.75556

6/1/1998 6.05808 -10.32% -15004.17

-10.32% 21512.2 145326.86 299195.19 21 -714.48 -10.87%0.00% 0/0

FSCHX Long 10/14/1997 28.97

6/11/1998 28.49 -1.66% -2185.54

-1.66% 4553.22 131906.65 297009.65 166 -13.17 -8.22%8.77% 0/0

FSAVX Long 6/1/1998 25.16

8/25/1998 22.08 -12.24% -16661.12

-12.24% 5409.46 136101.91 280348.53 61 -273.13 -12.28%0.64% 0/0

FSCPX Long 6/11/1998 16.2

9/29/1998 14.45 -10.80% -14013.08

-10.80% 8007.48 129721.10 266335.44 77 -181.99 -13.33%8.02% 0/0

CEF Long 9/29/1998 4.14532

12/10/1998 3.42286 -17.43% -20165.83

-17.43% 27912.9 115708.02 246169.61 52 -387.80 -17.43%3.01% 0/0

FSUTX Long 8/25/1998 31.22

1/8/1999 40.29 29.05% 34699.81

29.05% 3825.78 119440.79 280869.42 95 365.26 -7.37%29.18% 0/0

FSENX Long 12/10/1998 11.51

1/14/1999 11.4 -0.96% -913.09

-0.96% 8300.8 95542.19 279956.33 24 -38.05 -2.35%6.43% 0/0

EWJ Long 1/14/1999 8.80515

3/22/1999 10.21 15.95% 17572.71

15.95% 12508.6 110140.19 297529.04 46 382.02 -4.40%17.83% 0/0

FSDPX Long 1/8/1999 16.89

4/26/1999 18.33 8.53% 11819.21

8.53% 8207.79 138629.50 309348.25 74 159.72 -7.82%9.77% 0/0

FSDAX Long 3/22/1999 23.4

5/11/1999 27.11 15.85% 20248.50

15.85% 5457.82 127712.90 329596.75 36 562.46 -1.92%15.85% 0/0

FBSOX Long 4/26/1999 8.94

7/12/1999 9.69 8.39% 12147.69

8.39% 16196.9 144800.43 341744.44 54 224.96 -2.13%9.06% 0/0

FSPCX Long 7/12/1999 29.36

8/12/1999 26.33 -10.32% -15865.44

-10.32% 5236.12 153732.43 325879.00 24 -661.06 -11.41%0.00% 0/0

FSDPX Long 8/12/1999 18.75

10/7/1999 17.26 -7.95% -11310.94

-7.95% 7591.24 142335.68 314568.06 40 -282.77 -10.13%0.80% 0/0

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



27.18 28.03 3.13% 22.33%

EWC Long 10/7/1999 9.43219

11/26/1999 10.5813 12.18% 16453.79

12.18% 14319.3 135062.78 335124.44 36 457.05 -4.90%12.18% 0/0

EWA Long 11/26/1999 7.21064

1/19/2000 7.79 8.03% 11709.50

8.03% 20211 145734.36 346833.94 37 316.47 -0.08%11.08% 0/0

FSCPX Long 5/11/1999 18.96

2/25/2000 16.78 -11.50% -17053.52

-11.50% 7822.71 148318.65 329780.42 202 -84.42 -11.50%5.22% 0/0

FSLBX Long 2/25/2000 25.16

3/28/2000 30.66 21.86% 30470.38

21.86% 5540.07 139388.16 360250.81 23 1324.80 0.00%26.31% 0/0

FSAVX Long 1/19/2000 19.75

4/17/2000 20.93 5.97% 9266.92

5.97% 7853.32 155103.04 369517.72 63 147.09 -9.42%9.42% 0/0

FSUTX Long 10/28/1999 46.79

5/22/2000 47.44 1.39% 1879.42

1.39% 2891.41 135289.23 371397.14 143 13.14 -0.30%19.73% 0/0

FSPHX Long 4/17/2000 74.45

7/5/2000 91.86 23.38% 36698.81

23.38% 2107.92 156934.32 408095.96 55 667.25 0.00%23.38% 0/0

FSLEX Long 3/28/2000 9.64

7/17/2000 11.09 15.04% 24648.33

15.04% 16998.8 163868.88 432744.28 77 320.11 -3.42%15.15% 0/0

FSRFX Long 7/5/2000 19.8

8/9/2000 21.22 7.17% 12517.29

7.17% 8815 174536.92 445261.58 26 481.43 0.00%7.88% 0/0

CEF Long 5/22/2000 3.38

10/13/2000 3.13 -7.40% -11138.60

-7.40% 44554.4 150593.94 434122.97 102 -109.20 -7.40%5.56% 0/0

FSCPX Long 7/17/2000 18.3

10/13/2000 16.56 -9.51% -17059.89

-9.51% 9804.54 179422.99 417063.08 64 -266.56 -10.44%0.93% 0/0

FDFAX Long 8/9/2000 28.68

10/13/2000 29.16 1.67% 2989.90

1.67% 6228.96 178646.62 420052.98 47 63.61 -2.13%3.38% 0/0

FSMEX Long 11/2/2000 11.9

11/14/2000 11.7 -1.68% -2913.46

-1.68% 14567.3 173350.99 417139.52 9 -323.72 -2.77%1.51% 0/0

FBSOX Long 11/2/2000 10.54

11/14/2000 10.44 -0.95% -1644.70

-0.95% 16447 173350.99 415494.82 9 -182.74 -2.85%1.42% 0/0

FSAIX Long 11/2/2000 26.26

11/14/2000 26.26 0.00% 0.00

0.00% 6601.33 173350.99 415494.82 9 0.00 -2.51%0.30% 0/0

FSCPX Long 1/30/2001 18.09

2/8/2001 18.23 0.77% 1329.82

0.77% 9498.71 171831.59 416824.64 8 166.23 0.00%1.49% 0/0

FBSOX Long 1/30/2001 10.92

2/8/2001 10.92 0.00% 0.00

0.00% 15735.5 171831.60 416824.64 8 0.00 -2.01%0.00% 0/0

FSAIX Long 1/30/2001 26.58

2/8/2001 26.48 -0.38% -646.47

-0.38% 6464.7 171831.60 416178.17 8 -80.81 -0.38%1.47% 0/0

CEF Long 5/8/2001 3.05

5/10/2001 3.13904 2.92% 5023.06

2.92% 56412.9 172059.39 421201.24 3 1674.35 0.00%2.95% 0/0

FSVLX Long 5/8/2001 25.71

5/10/2001 25.76 0.19% 334.62

0.19% 6692.31 172059.39 421535.85 3 111.54 0.00%0.19% 0/0

FSLEX Long 5/8/2001 13.61

5/10/2001 13.68 0.51% 884.95

0.51% 12642.1 172059.38 422420.80 3 294.98 -0.22%0.51% 0/0

CEF Long 5/11/2001 3.08125

5/14/2001 3.13968 1.90% 3302.69

1.90% 56516.2 174140.26 425723.49 2 1651.35 0.00%1.90% 0/0

FSVLX Long 5/11/2001 25.55

5/14/2001 25.69 0.55% 954.19

0.55% 6815.67 174140.26 426677.69 2 477.10 0.00%0.55% 0/0

FSPCX Long 5/11/2001 36.5

5/14/2001 36.57 0.19% 333.97

0.19% 4770.97 174140.25 427011.65 2 166.98 0.00%0.19% 0/0

CEF Long 5/17/2001 3.2419

6/18/2001 3.25954 0.54% 955.98

0.54% 54187.5 175670.54 427967.63 22 43.45 -1.26%7.95% 0/0

FSVLX Long 5/17/2001 26.13

6/18/2001 26.32 0.73% 1277.36

0.73% 6722.94 175670.54 429244.99 22 58.06 -0.31%2.49% 0/0

FDFAX Long 5/17/2001 32.49

6/18/2001 31.64 -2.62% -4595.87

-2.62% 5406.91 175670.55 424649.11 22 -208.90 -2.62%0.12% 0/0

FDFAX Long 8/3/2001 32.92

8/9/2001 32.65 -0.82% -1434.34

-0.82% 5312.36 174883.04 423214.78 5 -286.87 -1.00%0.00% 0/0

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



69.27 68.2 -1.54% 0.00%

FSRBX Long 8/3/2001 19.88

8/9/2001 19.81 -0.35% -615.79

-0.35% 8796.93 174883.03 419897.61 5 -123.16 -0.50%0.15% 0/0

FSAGX Long 11/15/2001 8.55

1/8/2002 9.23 7.95% 13782.86

7.95% 20268.9 173299.20 433680.47 36 382.86 -2.69%9.12% 0/0

FDFAX Long 11/15/2001 33.91

2/8/2002 34.16 0.74% 1277.64

0.74% 5110.56 173299.19 434958.11 58 22.03 -3.01%1.59% 0/0

FSPHX Long 11/15/2001 82.37

2/8/2002 79.53 -3.45% -5975.11

-3.45% 2103.91 173299.19 428983.00 58 -103.02 -4.80%4.88% 0/0

FSPCX Long 1/8/2002 36.4

2/8/2002 37.41 2.77% 4905.78

2.77% 4857.21 176802.36 433888.78 23 213.29 -0.05%2.77% 0/0

FDFAX Long 2/14/2002 34.68

2/22/2002 35.36 1.96% 3489.47

1.96% 5131.57 177962.93 437378.25 6 581.58 -0.12%1.96% 0/0

FSCPX Long 2/14/2002 17.48

2/22/2002 17.39 -0.51% -916.29

-0.51% 10180.9 177962.92 436461.96 6 -152.71 -2.00%0.00% 0/0

FSPCX Long 2/14/2002 38.93

2/22/2002 37.73 -3.08% -5485.63

-3.08% 4571.36 177962.93 430976.33 6 -914.27 -3.08%0.00% 0/0

FSCPX Long 2/27/2002 17.6

4/30/2002 18.08 2.73% 4827.06

2.73% 10056.4 176992.10 435803.39 44 109.71 0.00%7.11% 0/0

FSMEX Long 2/27/2002 12.12

4/30/2002 12.23 0.91% 1606.36

0.91% 14603.3 176992.11 437409.76 44 36.51 -1.90%2.80% 0/0

FDFAX Long 2/27/2002 35.47

4/30/2002 37.35 5.30% 9381.03

5.30% 4989.91 176992.10 446790.79 44 213.21 -0.68%6.53% 0/0

FSMEX Long 5/17/2002 12.17

5/31/2002 12.19 0.16% 299.53

0.16% 14976.5 182263.59 447090.32 10 29.95 -1.07%0.33% 0/0

EWA Long 5/17/2002 7.70255

5/31/2002 7.80767 1.36% 2487.43

1.36% 23662.8 182263.58 449577.74 10 248.74 -2.00%1.36% 0/0

FSCPX Long 5/17/2002 18.61

5/31/2002 18.07 -2.90% -5288.68

-2.90% 9793.85 182263.58 444289.06 10 -528.87 -4.14%0.00% 0/0

CEF Long 11/21/2002 4.2

12/31/2002 4.68042 11.44% 20752.92

11.44% 43197.5 181429.69 465041.99 27 768.63 -2.61%13.04% 0/0

FSMEX Long 11/21/2002 11.64

1/29/2003 11.58 -0.52% -935.20

-0.52% 15586.7 181429.68 464106.78 46 -20.33 -2.84%2.92% 0/0

FSPHX Long 11/21/2002 71

1/29/2003 68.65 -3.31% -6005.07

-3.31% 2555.35 181429.68 458101.72 46 -130.54 -6.21%1.10% 0/0

FDFAX Long 12/31/2002 31.68

1/29/2003 30.12 -4.92% -9182.40

-4.92% 5886.16 186473.40 448919.31 20 -459.12 -4.92%2.43% 0/0

EWC Long 3/19/2003 9.15453

5/22/2003 10.4084 13.70% 25062.04

13.70% 19987.2 182973.09 473981.35 46 544.83 -2.39%15.17% 0/0

FNARX Long 3/19/2003 9.38

6/18/2003 10.46 11.51% 21067.26

11.51% 19506.7 182973.10 495048.61 64 329.18 -1.92%15.03% 0/0

EWM Long 5/22/2003 4.24512

7/9/2003 4.98 17.31% 34972.91

17.31% 47589.9 202024.75 530021.52 33 1059.79 0.00%19.13% 0/0

FSMEX Long 3/19/2003 12.02

7/16/2003 13.99 16.39% 29988.10

16.39% 15222.4 182973.10 560009.62 83 361.30 -0.33%19.05% 0/0

FSCHX Long 6/18/2003 32.07

8/20/2003 33.88 5.64% 11855.06

5.64% 6549.76 210050.76 571864.68 45 263.45 -4.05%5.64% 0/0

FSVLX Long 7/9/2003 30.06

10/16/2003 32.66 8.65% 18943.70

8.65% 7286.04 219018.32 590808.39 71 266.81 -3.03%9.12% 0/0

FSPCX Long 7/16/2003 39.78

12/9/2003 43.24 8.70% 19028.78

8.70% 5499.65 218775.93 609837.16 103 184.75 -2.24%9.35% 0/0

FSPHX Long 10/16/2003 75.51

12/31/2003 79.74 5.60% 13363.91

5.60% 3159.32 238560.01 623201.07 53 252.15 -3.97%5.60% 0/0

FSENX Long 12/9/2003 18.54

1/9/2004 19.92 7.44% 18179.47

7.44% 13173.5 244237.25 641380.54 22 826.34 -0.32%7.98% 0/0

FSRPX Long 1/9/2004 29.13

3/9/2004 30.91 6.11% 15535.61

6.11% 8727.87 254242.93 656916.16 41 378.92 -0.17%7.96% 0/0

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



32.56 37.72 15.85% 18.77%

FBSOX Long 3/9/2004 10.7

4/23/2004 11.24 5.05% 13555.36

5.05% 25102.5 268597.00 706020.37 33 410.77 -2.99%5.05% 0/0

FSCPX Long 12/31/2003 17.89

5/27/2004 17.9 0.06% 142.08

0.06% 14208.2 254185.43 706162.46 103 1.38 -4.64%5.20% 0/0

FSLEX Long 3/15/2004 12.61

7/29/2004 12.42 -1.51% -3929.80

-1.51% 20683.1 260814.35 702232.66 95 -41.37 -2.22%8.33% 0/0

FDFAX Long 5/27/2004 37.94

8/24/2004 36.82 -2.95% -7889.93

-2.95% 7044.58 267271.40 694342.73 61 -129.34 -4.82%1.85% 0/0

FSTCX Long 7/29/2004 31.17

8/30/2004 30.25 -2.95% -7582.09

-2.95% 8241.4 256884.54 686760.64 23 -329.66 -6.99%0.64% 0/0

FSUTX Long 4/23/2004 30.35

9/30/2004 32.58 7.35% 20432.00

7.35% 9162.33 278076.72 707192.63 111 184.07 -4.98%7.35% 0/0

FSCGX Long 9/30/2004 19.91

11/18/2004 21.73 9.14% 24825.33

9.14% 13640.3 271578.23 732017.97 36 689.59 -2.41%9.14% 0/0

EWJ Long 11/18/2004 9.92135

1/26/2005 10.2212 3.02% 8697.13

3.02% 29001.4 287732.79 740715.10 47 185.05 -4.00%6.27% 0/0

FSVLX Long 8/30/2004 37.25

2/24/2005 37.45 0.54% 1338.54

0.54% 6692.68 249302.45 742053.64 124 10.79 -2.36%7.76% 0/0

FSRBX Long 8/24/2004 23.75

3/28/2005 24.1 1.47% 3822.46

1.47% 10921.3 259381.47 745876.10 149 25.65 -0.13%9.81% 0/0

FSRPX Long 2/24/2005 33.43

6/1/2005 35.11 5.03% 14385.06

5.03% 8562.54 286245.65 760261.16 68 211.55 -4.49%5.03% 0/0

FSPHX Long 3/28/2005 85.48

6/6/2005 91.58 7.14% 19377.96

7.14% 3176.71 271545.60 779639.12 50 387.56 -0.43%7.63% 0/0

FSDAX Long 6/6/2005 52.36

7/7/2005 52.59 0.44% 1288.91

0.44% 5603.94 293422.53 780928.03 23 56.04 -0.88%1.72% 0/0

FSUTX Long 1/26/2005 35.36

7/8/2005 38.82 9.79% 28189.30

9.79% 8147.2 288084.85 809117.33 114 247.27 -0.40%9.79% 0/0

EZU Long 7/8/2005 32.2268

8/15/2005 34.717 7.73% 23423.83

7.73% 9406.48 303140.54 832541.16 27 867.55 0.00%9.81% 0/0

FPHAX Long 7/7/2005 6.54

8/24/2005 6.93 5.96% 17574.54

5.96% 45062.9 294711.46 850115.70 35 502.13 0.00%7.49% 0/0

EWJ Long 8/15/2005 10.5242

9/15/2005 11.1208 5.67% 18152.69

5.67% 30422.8 320174.36 868268.38 23 789.25 -1.16%5.83% 0/0

FDLSX Long 9/15/2005 58.06

10/17/2005 56.2 -3.20% -10429.07

-3.20% 5607.03 325543.96 857839.31 23 -453.44 -4.36%0.81% 0/0

FBMPX Long 8/24/2005 32.7

11/14/2005 34.64 5.93% 18937.58

5.93% 9761.64 319205.66 876776.90 58 326.51 -3.12%6.06% 0/0

FBSOX Long 10/17/2005 12.01

12/1/2005 13.22 10.07% 32041.24

10.07% 26480.4 318029.19 908818.14 33 970.95 -0.33%10.07% 0/0

FPHAX Long 12/1/2005 7.24

1/31/2006 7.75 7.04% 23875.46

7.04% 46814.6 338937.90 932693.60 41 582.33 0.00%7.04% 0/0

EWM Long 11/14/2005 6.27

2/7/2006 6.71519 7.10% 23796.78

7.10% 53452.7 335148.67 956490.38 58 410.29 -2.20%8.24% 0/0

FDFAX Long 6/1/2005 42.57

8/31/2006 50.14 17.78% 53015.20

17.78% 7003.33 298131.74 1009505.59 317 167.24 -2.65%17.92% 0/0

FSCPX Long 2/7/2006 20.13

9/27/2006 21.68 7.70% 27398.38

7.70% 17676.4 355825.45 1036903.97 162 169.13 -2.24%7.90% 0/0

FSVLX Long 8/31/2006 38.45

10/17/2006 40.47 5.25% 20013.20

5.25% 9907.52 380944.32 1056917.17 33 606.46 -0.49%5.77% 0/0

FSDAX Long 9/27/2006 62.6

10/30/2006 64.51 3.05% 11989.21

3.05% 6277.07 392944.68 1068906.38 24 499.55 -1.15%4.74% 0/0

FSDPX Long 10/17/2006 41.38

11/17/2006 42.37 2.39% 9600.30

2.39% 9697.28 401273.31 1078506.68 24 400.01 0.00%3.67% 0/0

EWJ Long 10/30/2006 13.3011

1/3/2007 13.6796 2.85% 11472.26

2.85% 30308.2 403132.71 1089978.95 44 260.73 -5.69%3.56% 0/0

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



51.98 53.16 2.27% 2.90%

FSPHX Long 1/3/2007 106.31

2/12/2007 109.43 2.93% 12200.09

2.93% 3910.29 415702.46 1111253.83 28 435.72 -0.28%3.67% 0/0

FSRBX Long 1/31/2006 26.18

4/4/2007 28.4 8.48% 30264.63

8.48% 13632.7 356904.56 1141518.46 296 102.25 -1.34%14.97% 0/0

FPHAX Long 1/8/2007 8.36

4/18/2007 9.01 7.78% 32128.35

7.78% 49428.2 413220.06 1173646.82 70 458.98 -2.63%8.13% 0/0

FSCSX Long 2/12/2007 66.3

5/3/2007 69.78 5.25% 22080.88

5.25% 6345.08 420678.93 1195727.70 57 387.38 -3.51%5.25% 0/0

FSPCX Long 4/4/2007 63.3

5/15/2007 67.38 6.45% 26273.10

6.45% 6439.49 407619.48 1222000.81 29 905.97 -0.13%6.97% 0/0

FSCGX Long 4/18/2007 29.25

5/21/2007 31.1 6.32% 27350.77

6.32% 14784.2 432437.83 1249351.57 24 1139.62 0.00%6.32% 0/0

FSDAX Long 5/3/2007 74.5

6/14/2007 77.19 3.61% 16113.63

3.61% 5990.2 446269.55 1265465.20 30 537.12 0.00%3.61% 0/0

DBC Long 5/21/2007 24.449

7/12/2007 25.5792 4.62% 20896.85

4.62% 18490.2 452066.90 1286362.05 37 564.78 -2.06%5.02% 0/0

FSAIX Long 6/14/2007 42.17

7/16/2007 44.32 5.10% 23545.66

5.10% 10951.5 461823.42 1309907.70 22 1070.26 -1.47%5.10% 0/0

EWJ Long 5/15/2007 13.8404

9/6/2007 13.2393 -4.34% -19252.96

-4.34% 32029 443293.43 1290654.74 80 -240.66 -7.20%2.95% 0/0

FBIOX Long 9/6/2007 68.28

10/8/2007 72.01 5.46% 24315.80

5.46% 6518.98 445115.98 1314970.54 23 1057.21 -1.38%5.93% 0/0

FDFAX Long 7/12/2007 59.45

1/9/2008 64.44 8.39% 39575.70

8.39% 7931 471498.07 1354546.24 126 314.09 -3.87%10.85% 0/0

FSPHX Long 7/16/2007 116.88

1/9/2008 121.78 4.19% 19873.37

4.19% 4055.79 474040.70 1374419.61 124 160.27 -6.60%5.12% 0/0

FSHCX Long 10/8/2007 49.09

1/9/2008 52.16 6.25% 29357.41

6.25% 9562.68 469431.76 1403777.02 65 451.65 -1.02%7.54% 0/0

HYG Long 4/24/2008 76.9938

6/13/2008 76.7936 -0.26% -1302.73

-0.26% 6510.39 501258.98 1402474.29 36 -36.19 -1.58%2.89% 0/0

FDFAX Long 4/24/2008 63.34

6/13/2008 61.9 -2.27% -11395.85

-2.27% 7913.78 501259.00 1391078.45 36 -316.55 -2.27%0.84% 0/0

FSCGX Long 4/24/2008 32.28

6/13/2008 32.32 0.12% 621.14

0.12% 15528.5 501258.98 1391699.58 36 17.25 -2.51%4.55% 0/0

THD Long 4/14/2009 23.0355

5/15/2009 29.0078 25.93% 128916.58

25.93% 21585.5 497233.17 1520616.16 24 5371.52 -0.61%31.44% 0/0

CHN Long 4/14/2009 17.5696

5/15/2009 18.8216 7.13% 35430.80

7.13% 28300.7 497233.17 1556046.96 24 1476.28 -5.93%10.35% 0/0

EWM Long 4/14/2009 7.58877

5/19/2009 8.32675 9.72% 48354.29

9.72% 65522.2 497233.16 1604401.25 26 1859.78 -3.57%12.98% 0/0

FBIOX Long 5/19/2009 55.28

7/21/2009 61.41 11.09% 63157.76

11.09% 10303.1 569553.12 1667559.00 44 1435.40 -0.80%11.09% 0/0

FSVLX Long 7/21/2009 9.34

8/21/2009 10.75 15.10% 92126.30

15.10% 65337.8 610255.11 1759685.31 24 3838.60 0.00%16.17% 0/0

FWRLX Long 8/21/2009 6.09

10/9/2009 6.38 4.76% 31153.50

4.76% 107426 654223.60 1790838.81 35 890.10 -3.28%9.36% 0/0

gld Long 5/15/2009 91.15

10/15/2009 103.27 13.30% 75024.19

13.30% 6190.11 564228.97 1865863.00 107 701.16 -2.56%14.87% 0/0

ECH Long 10/9/2009 47.9905

11/9/2009 51.2618 6.82% 47119.45

6.82% 14404 691256.21 1912982.45 22 2141.79 -1.87%6.82% 0/0

FPHAX Long 5/15/2009 8.37

12/3/2009 10.74 28.32% 159763.76

28.32% 67410.9 564228.95 2072746.20 141 1133.08 0.00%28.79% 0/0

FSUTX Long 10/15/2009 43.21

12/22/2009 45 4.14% 28958.85

4.14% 16178.1 699057.02 2101705.06 48 603.31 -6.83%4.63% 0/0

FSMEX Long 11/9/2009 23.29

1/4/2010 24.62 5.71% 40276.50

5.71% 30283.1 705293.01 2141981.56 38 1059.91 -1.12%6.14% 0/0

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



10.8 12.03 11.39% 11.57%

FDFAX Long 12/22/2009 60.75

6/14/2010 59.61 -1.88% -14090.27

-1.88% 12359.9 750863.06 2214215.64 119 -118.41 -4.89%6.30% 0/0

ECH Long 6/14/2010 57.4

7/26/2010 63.48 10.59% 82470.14

10.59% 13564.2 778583.26 2296685.78 30 2749.00 -3.15%10.59% 0/0

HYG Long 12/3/2009 79.4377

8/30/2010 84.704 6.63% 48456.70

6.63% 9201.33 730933.07 2345142.48 186 260.52 -4.71%9.16% 0/0

gld Long 4/9/2010 113.09

8/30/2010 120.85 6.86% 55216.79

6.86% 7115.57 804699.32 2400359.27 100 552.17 -2.25%9.26% 0/0

CEF Long 7/26/2010 14.5299

8/30/2010 15.35 5.64% 46739.17

5.64% 56994.1 828121.41 2447098.44 26 1797.66 -3.51%6.54% 0/0

FPHAX Long 9/3/2010 11.18

10/4/2010 11.74 5.01% 42527.58

5.01% 75942.1 849032.81 2489626.02 21 2025.12 -0.27%6.62% 0/0

EWJ Long 9/3/2010 9.68

12/23/2010 10.75 11.05% 93849.69

11.05% 87710 849032.75 2583475.72 78 1203.20 -0.21%11.36% 0/0

HYG Open Long 9/3/2010 86.0026

1/6/2011 91.11 5.94% 50421.57

5.94% 9872.18 849032.76 2633897.28 88 572.97 -0.42%6.23% 0/0

FSUTX Open Long 10/4/2010 47.76

1/6/2011 48.63 1.82% 15892.92

1.82% 18267.7 872466.59 2649790.20 68 233.72 -1.36%4.42% 0/0

EWM Open Long 12/23/2010 13.97

1/6/2011 14.72 5.37% 48858.35

5.37% 65144.5 910068.19 2698648.55 11 4441.67 -0.29%6.23% 0/0



Selection Rotation Charts / Stats / Trades

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