2002 sharp calculation fraction fraction fraction fraction
stock futures fraction fraction net stock savings at savings at savings at savings at net at net at net at net at net at net at net at net at
equity commissions commissions volume other fees gross net gross net com rate .9 / share .75 / share .5 / share .2 / share .9 / share .75 / share .5 / share .2 / share .9 / share .75 / share .5 / share .2 / share
dec 504029 13270 873 898100 829 19001 4029 0.038 0.008 0.015 5187 6534 8780 11474 9216 10563 12809 15503 0.01828 0.02096 0.02541 0.03076
jan 480389.2 19361 2404 1411792 1290 -585 -23640 -0.001 -0.049 0.014 6655 8773 12302 16537 -16985 -14867 -11338 -7103 -0.03536 -0.03095 -0.02360 -0.01479
feb 488022.8 23675 512 1796082 3210 35031 7634 0.072 0.016 0.013 7510 10204 14695 20083 15144 17838 22329 27717 0.03103 0.03655 0.04575 0.05679
mar 495005.3 12543 2124 1045500 1607 23050 6776 0.047 0.014 0.012 3134 4702 7316 10452 9910 11478 14092 17228 0.02002 0.02319 0.02847 0.03480
apr 484286 14419 2941 1143402 2557 9198 -10719 0.019 -0.022 0.013 4128 5843 8702 12132 -6591 -4876 -2017 1413 -0.01361 -0.01007 -0.00416 0.00292
may 476239.7 8750 1755 742901 1418 3877 -8046 0.008 -0.017 0.012 2064 3178 5035 7264 -5982 -4868 -3011 -782 -0.01256 -0.01022 -0.00632 -0.00164
jun 487179 13045 1488 1304503 605 26077 10939 0.054 0.022 0.010 1304 3261 6522 10436 12243 14200 17461 21375 0.02513 0.02915 0.03584 0.04388
jul 568501.8 49375 6997 4937520 1966 139661 81323 0.246 0.143 0.010 4937 12344 24687 39500 86260 93667 106010 120823 0.15173 0.16476 0.18647 0.21253
aug 994098.8 39417 5751 3941720 1524 30082 -16610 0.030 -0.017 0.010 3942 9854 19708 31534 -12668 -6756 3098 14924 -0.01274 -0.00680 0.00312 0.01501
sep 992386.2 3941 462 394490 147 2837 -1713 0.003 -0.002 0.010 391 982 1969 3152 -1322 -731 256 1439 -0.00133 -0.00074 0.00026 0.00145
oct 991663.8 2897 289 304900 160 2624 -722 0.003 -0.001 0.010 153 610 1373 2287 -569 -112 651 1565 -0.00057 -0.00011 0.00066 0.00158
nov 1001665 13826 1865 1455328 745 26438 10002 0.026 0.010 0.010 728 2911 6549 10915 10730 12913 16551 20917 0.01071 0.01289 0.01652 0.02088
dec 1034792 14519 2107 1528318 677 50429 33126 0.049 0.032 0.009 764 3057 6877 11462 33890 36183 40003 44588 0.03275 0.03497 0.03866 0.04309
total 229038 29568 20904556 16735 367720 92379 40897 72254 124515 187229 133276 164633 216894 279608
mean 0.046 0.011 mean 0.016 0.020 0.027 0.034
std 0.064 0.045 std 0.045 0.048 0.052 0.058
        monthly sharp 0.710 0.233         monthly sharp 0.361 0.423 0.511 0.597
            montly sharp anualized 2.458 0.809             montly sharp anualized 1.252 1.465 1.771 2.068
2003 sharp calculation fraction fraction fraction fraction
stock futures fraction fraction savings at savings at savings at savings at net at net at net at net at net at net at net at net at
equity commissions commissions volume other fees gross net gross net .9 / share .75 / share .5 / share .2 / share .9 / share .75 / share .5 / share .2 / share .9 / share .75 / share .5 / share .2 / share
jan 1136726 23738 3080 2498754 1079 62482 34585 0.055 0.030 0.009 1249 4997 11244 18740 35834 39582 45829 53325 0.03152 0.03482 0.04032 0.04691
feb 1140402 23636 3990 2576124 8406 39707 3675 0.035 0.003 0.009 451 4315 10755 18484 4126 7990 14430 22159 0.00362 0.00701 0.01265 0.01943
mar 1140050 19977 3355 2219713 3299 26279 -352 0.023 0.000 0.009 0 3329 8878 15538 -352 2977 8526 15186 -0.00031 0.00261 0.00748 0.01332
apr 1143715 12649 1638 1405539 3255 21207 3665 0.019 0.003 0.009 -1 2107 5621 9838 3664 5772 9286 13503 0.00320 0.00505 0.00812 0.01181
may 1169845 20314 2512 2257098 3721 52678 26131 0.045 0.022 0.009 0 3386 9029 15800 26131 29517 35160 41931 0.02234 0.02523 0.03005 0.03584
june 1144865 14854 2060 1650402 1763 -4078 -22755 -0.004 -0.020 0.009 0 2476 6602 11553 -22755 -20279 -16153 -11202 -0.01988 -0.01771 -0.01411 -0.00978
july 1150935 10714 1719 1253042 1082 19585 6070 0.017 0.005 0.009 -563 1316 4449 8208 5507 7386 10519 14278 0.00478 0.00642 0.00914 0.01241
mean 0.010 0.012 0.017 0.023
total 125882 18354 13860672 22605 217860 51019 1136 21927 56579 98161 52155 72946 107598 149180
217860 mean 0.027 0.006 std 0.015 0.015 0.016 0.016
585580 std 0.021 0.014         monthly sharp 0.643 0.821 1.097 1.397
monthy 1.302 0.461             montly sharp anualized 2.228 2.843 3.802 4.840
montly anualized 4.510 1.598