Zen Trading System v2.0e Report...10/31/2011, 18:11 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 07/01/11, 0000, 07419.4400, ... , Long , +0000.0000, +000000.0000, +0000000.00 07/06/11, 0000, 07431.1900, Stop , Long , -0017.4800, -000017.4800, -0000087.40 07/08/11, 0000, 07402.7300, Stop , Long , -0000.7500, -000018.2300, -0000091.15 07/11/11, 0000, 07230.2500, Stop , Short, -0041.0000, -000059.2300, -0000296.15 07/13/11, 0000, 07268.4200, Stop , Short, +0015.1100, -000044.1200, -0000220.60 07/19/11, 0000, 07192.6700, Stop , Short, +0119.5000, +000075.3800, +0000376.90 07/20/11, 0000, 07221.3600, Stop , Short, -0041.0000, +000034.3800, +0000171.90 07/21/11, 0000, 07290.1400, Stop , Long , -0041.0000, -000006.6200, -0000033.10 07/25/11, 0000, 07344.5400, Stop , Long , -0004.7500, -000011.3700, -0000056.85 07/27/11, 0000, 07252.6800, Stop , Short, -0036.0900, -000047.4600, -0000237.30 07/28/11, 0000, 07190.0600, Close, Long , +0061.6200, +000014.1600, +0000070.80 07/29/11, 0000, 07158.7700, Stop , Long , -0041.0000, -000026.8400, -0000134.20 08/01/11, 0000, 06953.5800, Stop , Short, -0041.0000, -000067.8400, -0000339.20 08/04/11, 0000, 06414.7600, Stop , Short, +0271.9900, +000204.1500, +0001020.75 08/09/11, 0000, 05917.0800, Stop , Short, +0450.4900, +000654.6400, +0003273.20 08/10/11, 0000, 05613.4200, Stop , Long , -0041.0000, +000613.6400, +0003068.20 08/11/11, 0000, 05797.6600, Stop , Long , -0041.0000, +000572.6400, +0002863.20 08/12/11, 0000, 05997.7400, Stop , Short, -0041.0000, +000531.6400, +0002658.20 08/15/11, 0000, 06022.2400, Stop , Long , -0041.0000, +000490.6400, +0002453.20 08/16/11, 0000, 05994.9000, Stop , Short, -0041.0000, +000449.6400, +0002248.20 08/17/11, 0000, 05948.9400, Close, Long , +0044.9600, +000494.6000, +0002473.00 08/18/11, 0000, 05602.8000, Stop , Long , -0041.0000, +000453.6000, +0002268.00 08/19/11, 0000, 05480.0000, Stop , Short, -0041.0000, +000412.6000, +0002063.00 08/22/11, 0000, 05473.7800, Stop , Short, -0041.0000, +000371.6000, +0001858.00 08/23/11, 0000, 05532.3800, Stop , Short, -0041.0000, +000330.6000, +0001653.00 08/24/11, 0000, 05681.0800, Stop , Short, -0041.0000, +000289.6000, +0001448.00 08/25/11, 0000, 05584.1400, Stop , Short, -0041.0000, +000248.6000, +0001243.00 08/29/11, 0000, 05670.0700, Stop , Short, +0013.8600, +000262.4600, +0001312.30 08/30/11, 0000, 05643.9200, Stop , Short, -0041.0000, +000221.4600, +0001107.30 08/31/11, 0000, 05784.8500, Stop , Short, -0041.0000, +000180.4600, +0000902.30 09/06/11, 0000, 05193.9700, Stop , Short, +0497.6700, +000678.1300, +0003390.65 09/07/11, 0000, 05405.5300, Stop , Long , -0041.0000, +000637.1300, +0003185.65 09/08/11, 0000, 05408.4600, Stop , Short, -0041.0000, +000596.1300, +0002980.65 09/09/11, 0000, 05189.9300, Close, Long , +0217.5300, +000813.6600, +0004068.30 09/12/11, 0000, 05072.3300, Stop , Short, -0041.0000, +000772.6600, +0003863.30 09/13/11, 0000, 05166.3600, Stop , Short, -0041.0000, +000731.6600, +0003658.30 09/14/11, 0000, 05340.1900, Stop , Short, -0041.0000, +000690.6600, +0003453.30 09/15/11, 0000, 05508.2400, Stop , Long , -0041.0000, +000649.6600, +0003248.30 09/19/11, 0000, 05415.9100, Stop , Short, +0024.2700, +000673.9300, +0003369.65 09/20/11, 0000, 05571.6800, Stop , Long , -0041.0000, +000632.9300, +0003164.65 09/21/11, 0000, 05433.8000, Stop , Short, -0041.0000, +000591.9300, +0002959.65 09/22/11, 0000, 05164.2100, Close, Long , +0268.5900, +000860.5200, +0004302.60 09/23/11, 0000, 05196.5600, Stop , Long , -0041.0000, +000819.5200, +0004097.60 09/26/11, 0000, 05345.5600, Stop , Short, -0041.0000, +000778.5200, +0003892.60 09/27/11, 0000, 05628.4400, Stop , Long , -0041.0000, +000737.5200, +0003687.60 09/28/11, 0000, 05578.4200, Stop , Long , -0041.0000, +000696.5200, +0003482.60 09/29/11, 0000, 05639.5800, Stop , Long , -0041.0000, +000655.5200, +0003277.60 09/30/11, 0000, 05502.0200, Stop , Long , -0041.0000, +000614.5200, +0003072.60 10/03/11, 0000, 05376.7000, Stop , Short, -0041.0000, +000573.5200, +0002867.60 10/04/11, 0000, 05216.7100, Close, Long , +0158.9900, +000732.5100, +0003662.55 10/06/11, 0000, 05645.2500, Close, Short, +0427.5400, +001160.0500, +0005800.25 10/07/11, 0000, 05675.7000, Stop , Short, -0041.0000, +001119.0500, +0005595.25 10/10/11, 0000, 05847.2900, Stop , Long , -0041.0000, +001078.0500, +0005390.25 10/11/11, 0000, 05865.0100, Stop , Long , -0041.0000, +001037.0500, +0005185.25 10/12/11, 0000, 05994.4700, Stop , Long , -0041.0000, +000996.0500, +0004980.25 10/13/11, 0000, 05914.8400, Stop , Short, -0041.0000, +000955.0500, +0004775.25 10/14/11, 0000, 05967.2000, Stop , Short, -0041.0000, +000914.0500, +0004570.25 10/17/11, 0000, 05859.4300, Stop , Long , -0041.0000, +000873.0500, +0004365.25 10/18/11, 0000, 05877.4100, Stop , Short, -0041.0000, +000832.0500, +0004160.25 10/19/11, 0000, 05913.5300, Stop , Short, -0041.0000, +000791.0500, +0003955.25 10/20/11, 0000, 05766.4800, Close, Long , +0146.0500, +000937.1000, +0004685.50 10/21/11, 0000, 05970.9600, Close, Short, +0203.4800, +001140.5800, +0005702.90 10/24/11, 0000, 06055.2700, Stop , Short, -0041.0000, +001099.5800, +0005497.90 10/25/11, 0000, 06046.7500, Stop , Long , -0041.0000, +001058.5800, +0005292.90 10/26/11, 0000, 06016.0700, Stop , Long , -0041.0000, +001017.5800, +0005087.90 10/27/11, 0000, 06337.8400, Close, Short, +0320.7700, +001338.3500, +0006691.75 10/28/11, 0000, 06346.1900, Stop , Short, -0041.0000, +001297.3500, +0006486.75 10/31/11, 0000, 06141.3400, Close, Long , +0203.8500, +001501.2000, +0007506.00