Zen Trading System v2.0e Report...10/22/2011, 19:22 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 09/03/01, 0000, 05094.1000, ... , Long , +0000.0000, +000000.0000, +0000000.00 09/04/01, 0000, 05208.1000, Stop , Short, -0041.0000, -000041.0000, -0000205.00 09/05/01, 0000, 05048.0800, Close, Long , +0159.0200, +000118.0200, +0000590.10 09/06/01, 0000, 04875.3700, Stop , Long , -0041.0000, +000077.0200, +0000385.10 09/07/01, 0000, 04730.6700, Stop , Short, -0041.0000, +000036.0200, +0000180.10 09/11/01, 0000, 04273.5300, Stop , Short, +0019.5400, +000055.5600, +0000277.80 09/12/01, 0000, 04335.2000, Stop , Long , -0041.0000, +000014.5600, +0000072.80 09/13/01, 0000, 04392.4000, Stop , Short, -0041.0000, -000026.4400, -0000132.20 09/14/01, 0000, 04115.9800, Stop , Long , -0041.0000, -000067.4400, -0000337.20 09/17/01, 0000, 04234.5500, Stop , Short, -0041.0000, -000108.4400, -0000542.20 09/18/01, 0000, 04194.8500, Close, Long , +0038.7000, -000069.7400, -0000348.70 09/19/01, 0000, 04041.8000, Stop , Short, -0041.0000, -000110.7400, -0000553.70 09/20/01, 0000, 03809.6700, Stop , Short, -0041.0000, -000151.7400, -0000758.70 09/24/01, 0000, 04038.6900, Stop , Short, -0018.5600, -000170.3000, -0000851.50 09/25/01, 0000, 04009.1200, Stop , Long , -0041.0000, -000211.3000, -0001056.50 09/26/01, 0000, 04095.3200, Close, Short, +0085.2000, -000126.1000, -0000630.50 09/27/01, 0000, 04184.5000, Stop , Short, -0041.0000, -000167.1000, -0000835.50 09/28/01, 0000, 04308.1500, Stop , Long , -0041.0000, -000208.1000, -0001040.50 10/01/01, 0000, 04239.9700, Stop , Short, -0041.0000, -000249.1000, -0001245.50 10/02/01, 0000, 04304.2000, Stop , Long , -0041.0000, -000290.1000, -0001450.50 10/03/01, 0000, 04436.6600, Stop , Short, -0041.0000, -000331.1000, -0001655.50 10/04/01, 0000, 04548.1300, Stop , Short, -0041.0000, -000372.1000, -0001860.50 10/05/01, 0000, 04487.6900, Stop , Long , -0041.0000, -000413.1000, -0002065.50 10/08/01, 0000, 04495.1500, Stop , Long , -0041.0000, -000454.1000, -0002270.50 10/09/01, 0000, 04472.4200, Stop , Long , -0041.0000, -000495.1000, -0002475.50 10/10/01, 0000, 04613.1900, Stop , Long , -0041.0000, -000536.1000, -0002680.50 10/12/01, 0000, 04625.1300, Stop , Short, +0064.2700, -000471.8300, -0002359.15 10/15/01, 0000, 04548.4800, Close, Long , +0075.6500, -000396.1800, -0001980.90 10/16/01, 0000, 04626.4800, Close, Short, +0077.0000, -000319.1800, -0001595.90 10/17/01, 0000, 04644.8200, Stop , Short, -0041.0000, -000360.1800, -0001800.90 10/18/01, 0000, 04574.3700, Close, Long , +0069.4500, -000290.7300, -0001453.65 10/19/01, 0000, 04513.5300, Stop , Long , -0041.0000, -000331.7300, -0001658.65 10/23/01, 0000, 04704.2200, Close, Short, +0189.6900, -000142.0400, -0000710.20 10/24/01, 0000, 04811.8200, Stop , Short, -0041.0000, -000183.0400, -0000915.20 10/25/01, 0000, 04715.6000, Stop , Long , -0041.0000, -000224.0400, -0001120.20 10/26/01, 0000, 04820.2600, Close, Short, +0103.6600, -000120.3800, -0000601.90 10/29/01, 0000, 04660.3500, Close, Long , +0158.9100, +000038.5300, +0000192.65 10/30/01, 0000, 04543.9800, Stop , Short, -0041.0000, -000002.4700, -0000012.35 10/31/01, 0000, 04559.1300, Stop , Short, -0041.0000, -000043.4700, -0000217.35 11/01/01, 0000, 04636.1300, Stop , Long , -0041.0000, -000084.4700, -0000422.35 11/02/01, 0000, 04583.3100, Stop , Short, -0041.0000, -000125.4700, -0000627.35 11/05/01, 0000, 04755.1100, Stop , Long , -0041.0000, -000166.4700, -0000832.35 11/06/01, 0000, 04707.6500, Stop , Long , -0041.0000, -000207.4700, -0001037.35 11/08/01, 0000, 04993.5700, Close, Short, +0284.9200, +000077.4500, +0000387.25 11/12/01, 0000, 04820.3700, Close, Long , +0172.2000, +000249.6500, +0001248.25 11/19/01, 0000, 05185.1000, Close, Short, +0363.7300, +000613.3800, +0003066.90 11/21/01, 0000, 05087.0300, Stop , Long , +0047.9200, +000661.3000, +0003306.50 11/23/01, 0000, 05150.9700, Stop , Long , -0003.4900, +000657.8100, +0003289.05 11/26/01, 0000, 05114.1200, Stop , Long , -0041.0000, +000616.8100, +0003084.05 11/27/01, 0000, 05059.5700, Stop , Long , -0041.0000, +000575.8100, +0002879.05 11/28/01, 0000, 04915.9500, Stop , Short, -0041.0000, +000534.8100, +0002674.05 11/29/01, 0000, 04936.0800, Stop , Short, -0041.0000, +000493.8100, +0002469.05 11/30/01, 0000, 04989.9100, Stop , Long , -0041.0000, +000452.8100, +0002264.05 12/03/01, 0000, 04988.4400, Stop , Long , -0041.0000, +000411.8100, +0002059.05 12/05/01, 0000, 05262.7500, Close, Short, +0273.3100, +000685.1200, +0003425.60 12/06/01, 0000, 05271.2900, Stop , Short, -0041.0000, +000644.1200, +0003220.60 12/11/01, 0000, 05146.4500, Stop , Long , +0105.6100, +000749.7300, +0003748.65 12/12/01, 0000, 05062.5600, Stop , Short, -0041.0000, +000708.7300, +0003543.65 12/13/01, 0000, 04966.0500, Close, Long , +0095.5100, +000804.2400, +0004021.20 12/14/01, 0000, 04909.4200, Stop , Long , -0041.0000, +000763.2400, +0003816.20 12/18/01, 0000, 05039.6400, Close, Short, +0129.2200, +000892.4600, +0004462.30 12/19/01, 0000, 04984.6900, Close, Long , +0053.9500, +000946.4100, +0004732.05 12/20/01, 0000, 04934.1400, Stop , Long , -0041.0000, +000905.4100, +0004527.05 12/21/01, 0000, 05019.0100, Stop , Short, -0041.0000, +000864.4100, +0004322.05 12/27/01, 0000, 05117.1300, Stop , Long , -0041.0000, +000823.4100, +0004117.05 12/28/01, 0000, 05160.1000, ... , Long , +0041.9700, +000865.3800, +0004326.90