Zen Trading System v2.0e Report...10/22/2011, 19:36 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 03/01/10, 0000, 05713.5100, ... , Long , +0000.0000, +000000.0000, +0000000.00 03/04/10, 0000, 05795.3200, Stop , Long , +0063.3700, +000063.3700, +0000316.85 03/12/10, 0000, 05945.1100, Close, Short, +0148.7900, +000212.1600, +0001060.80 03/16/10, 0000, 05970.9900, Stop , Short, +0000.5500, +000212.7100, +0001063.55 03/17/10, 0000, 06024.2800, Stop , Short, -0041.0000, +000171.7100, +0000858.55 03/18/10, 0000, 06012.3100, Close, Long , +0010.9700, +000182.6800, +0000913.40 03/19/10, 0000, 05982.4300, Stop , Long , -0041.0000, +000141.6800, +0000708.40 03/22/10, 0000, 05987.5000, Stop , Long , -0041.0000, +000100.6800, +0000503.40 03/24/10, 0000, 06039.0000, Stop , Long , -0011.2300, +000089.4500, +0000447.25 03/25/10, 0000, 06132.9500, Close, Short, +0092.9500, +000182.4000, +0000912.00 03/26/10, 0000, 06120.0500, Close, Long , +0011.9000, +000194.3000, +0000971.50 03/29/10, 0000, 06156.8500, Close, Short, +0035.8000, +000230.1000, +0001150.50 03/30/10, 0000, 06142.2500, Stop , Long , -0041.0000, +000189.1000, +0000945.50 04/01/10, 0000, 06235.5600, Close, Short, +0092.3100, +000281.4100, +0001407.05 04/07/10, 0000, 06222.4100, Close, Long , +0012.1500, +000293.5600, +0001467.80 04/08/10, 0000, 06171.8300, Stop , Long , -0041.0000, +000252.5600, +0001262.80 04/12/10, 0000, 06250.6900, Close, Short, +0077.8600, +000330.4200, +0001652.10 04/13/10, 0000, 06230.8300, Close, Long , +0018.8600, +000349.2800, +0001746.40 04/16/10, 0000, 06180.9000, Stop , Short, +0019.6200, +000368.9000, +0001844.50 04/19/10, 0000, 06162.4400, Close, Long , +0017.4600, +000386.3600, +0001931.80 04/22/10, 0000, 06168.7200, Stop , Short, +0060.7900, +000447.1500, +0002235.75 04/23/10, 0000, 06259.5300, Stop , Long , -0041.0000, +000406.1500, +0002030.75 04/26/10, 0000, 06332.1000, Close, Short, +0071.5700, +000477.7200, +0002388.60 04/29/10, 0000, 06144.9100, Stop , Short, +0206.7600, +000684.4800, +0003422.40 04/30/10, 0000, 06135.7000, Stop , Short, -0041.0000, +000643.4800, +0003217.40 05/03/10, 0000, 06166.9200, Stop , Short, -0041.0000, +000602.4800, +0003012.40 05/06/10, 0000, 05908.2600, Stop , Long , +0167.4700, +000769.9500, +0003849.75 05/07/10, 0000, 05715.0900, Stop , Long , -0041.0000, +000728.9500, +0003644.75 05/10/10, 0000, 06017.9100, Close, Short, +0301.8200, +001030.7700, +0005153.85 05/12/10, 0000, 06183.4900, Stop , Long , -0041.0000, +000989.7700, +0004948.85 05/14/10, 0000, 06056.7100, Stop , Short, +0027.4800, +001017.2500, +0005086.25 05/17/10, 0000, 06066.9200, Stop , Short, -0041.0000, +000976.2500, +0004881.25 05/18/10, 0000, 06155.9300, Stop , Long , -0041.0000, +000935.2500, +0004676.25 05/19/10, 0000, 05988.6700, Stop , Short, -0041.0000, +000894.2500, +0004471.25 05/20/10, 0000, 05867.8800, Stop , Short, -0041.0000, +000853.2500, +0004266.25 05/24/10, 0000, 05805.6800, Stop , Short, -0002.3700, +000850.8800, +0004254.40 05/25/10, 0000, 05670.0400, Close, Long , +0134.6400, +000985.5200, +0004927.60 06/01/10, 0000, 05981.2700, Stop , Long , +0253.2900, +001238.8100, +0006194.05 06/02/10, 0000, 05981.2000, Stop , Long , -0041.0000, +001197.8100, +0005989.05 06/03/10, 0000, 06054.6300, Close, Short, +0072.4300, +001270.2400, +0006351.20 06/04/10, 0000, 05938.8800, Stop , Short, -0041.0000, +001229.2400, +0006146.20 06/08/10, 0000, 05868.5500, Close, Long , +0069.3300, +001298.5700, +0006492.85 06/10/10, 0000, 06056.5900, Stop , Short, +0075.2000, +001373.7700, +0006868.85 06/14/10, 0000, 06125.0000, Stop , Short, -0032.2400, +001341.5300, +0006707.65 06/15/10, 0000, 06175.0500, Stop , Short, -0041.0000, +001300.5300, +0006502.65 06/17/10, 0000, 06223.5400, Stop , Short, -0041.0000, +001259.5300, +0006297.65 06/18/10, 0000, 06216.9800, Close, Long , +0005.5600, +001265.0900, +0006325.45 06/21/10, 0000, 06292.9700, Close, Short, +0074.9900, +001340.0800, +0006700.40 06/22/10, 0000, 06269.0400, Close, Long , +0022.9300, +001363.0100, +0006815.05 06/23/10, 0000, 06204.5200, Stop , Long , -0041.0000, +001322.0100, +0006610.05 06/24/10, 0000, 06115.4800, Stop , Short, -0041.0000, +001281.0100, +0006405.05 06/25/10, 0000, 06070.6000, Close, Long , +0043.8800, +001324.8900, +0006624.45 06/29/10, 0000, 05952.0300, Stop , Short, +0045.6200, +001370.5100, +0006852.55 06/30/10, 0000, 05965.5200, Stop , Short, -0041.0000, +001329.5100, +0006647.55