Zen Trading System v2.0e Report...10/22/2011, 19:31 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 09/01/08, 0000, 06421.8000, ... , Long , +0000.0000, +000000.0000, +0000000.00 09/02/08, 0000, 06518.4700, Stop , Short, -0041.0000, -000041.0000, -0000205.00 09/03/08, 0000, 06467.4900, Close, Long , +0049.9800, +000008.9800, +0000044.90 09/04/08, 0000, 06279.5700, Stop , Short, -0041.0000, -000032.0200, -0000160.10 09/08/08, 0000, 06263.7400, Stop , Short, +0111.1300, +000079.1100, +0000395.55 09/09/08, 0000, 06233.4100, Stop , Short, -0041.0000, +000038.1100, +0000190.55 09/12/08, 0000, 06234.8900, Stop , Short, +0013.5100, +000051.6200, +0000258.10 09/17/08, 0000, 05860.9800, Stop , Long , +0228.7200, +000280.3400, +0001401.70 09/18/08, 0000, 05863.4200, Stop , Long , -0041.0000, +000239.3400, +0001196.70 09/22/08, 0000, 06107.7500, Stop , Short, +0285.1100, +000524.4500, +0002622.25 09/23/08, 0000, 06068.5300, Close, Long , +0038.2200, +000562.6700, +0002813.35 09/24/08, 0000, 06052.8700, Stop , Long , -0041.0000, +000521.6700, +0002608.35 09/26/08, 0000, 06063.5000, Stop , Short, +0079.1600, +000600.8300, +0003004.15 09/29/08, 0000, 05807.0800, Close, Long , +0255.4200, +000856.2500, +0004281.25 09/30/08, 0000, 05831.0200, Stop , Long , -0041.0000, +000815.2500, +0004076.25 10/01/08, 0000, 05806.3300, Stop , Long , -0041.0000, +000774.2500, +0003871.25 10/02/08, 0000, 05660.6300, Stop , Long , -0041.0000, +000733.2500, +0003666.25 10/03/08, 0000, 05797.0300, Stop , Short, -0041.0000, +000692.2500, +0003461.25 10/06/08, 0000, 05387.0100, Close, Long , +0409.0200, +001101.2700, +0005506.35 10/07/08, 0000, 05326.6300, Stop , Short, -0041.0000, +001060.2700, +0005301.35 10/09/08, 0000, 04887.0000, Stop , Short, +0272.0100, +001332.2800, +0006661.40 10/13/08, 0000, 05062.4500, Stop , Short, +0301.6900, +001633.9700, +0008169.85 10/14/08, 0000, 05199.1900, Stop , Short, -0041.0000, +001592.9700, +0007964.85 10/15/08, 0000, 04861.3300, Close, Long , +0336.8600, +001929.8300, +0009649.15 10/16/08, 0000, 04622.8100, Stop , Short, -0041.0000, +001888.8300, +0009444.15 10/17/08, 0000, 04781.3300, Stop , Long , -0041.0000, +001847.8300, +0009239.15 10/21/08, 0000, 04784.4100, Stop , Short, +0012.6800, +001860.5100, +0009302.55 10/27/08, 0000, 04334.6400, Stop , Long , +0447.7400, +002308.2500, +0011541.25 10/29/08, 0000, 04808.6900, Stop , Short, +0447.8100, +002756.0600, +0013780.30 10/30/08, 0000, 04869.3000, Stop , Long , -0041.0000, +002715.0600, +0013575.30 10/31/08, 0000, 04987.9700, Stop , Short, -0041.0000, +002674.0600, +0013370.30 11/03/08, 0000, 05026.8400, Stop , Short, -0041.0000, +002633.0600, +0013165.30 11/04/08, 0000, 05278.0400, Stop , Short, -0041.0000, +002592.0600, +0012960.30 11/05/08, 0000, 05166.8700, Close, Long , +0110.1700, +002702.2300, +0013511.15 11/06/08, 0000, 04813.5700, Stop , Short, -0041.0000, +002661.2300, +0013306.15 11/07/08, 0000, 04938.4600, Stop , Long , -0041.0000, +002620.2300, +0013101.15 11/10/08, 0000, 05025.5300, Close, Short, +0086.0700, +002706.3000, +0013531.50 11/12/08, 0000, 04620.8000, Stop , Short, +0222.9500, +002929.2500, +0014646.25 11/13/08, 0000, 04649.5200, Stop , Short, -0041.0000, +002888.2500, +0014441.25 11/14/08, 0000, 04710.2400, Stop , Short, -0041.0000, +002847.2500, +0014236.25 11/18/08, 0000, 04579.4700, Stop , Short, +0111.9700, +002959.2200, +0014796.10 11/21/08, 0000, 04127.4100, Stop , Short, +0318.2700, +003277.4900, +0016387.45 11/24/08, 0000, 04554.3300, Stop , Short, -0041.0000, +003236.4900, +0016182.45 11/25/08, 0000, 04560.4200, Stop , Short, -0041.0000, +003195.4900, +0015977.45 11/26/08, 0000, 04560.5000, Stop , Short, -0041.0000, +003154.4900, +0015772.45 11/27/08, 0000, 04665.2700, Stop , Long , -0041.0000, +003113.4900, +0015567.45 11/28/08, 0000, 04669.4400, Stop , Long , -0041.0000, +003072.4900, +0015362.45 12/01/08, 0000, 04394.7900, Stop , Short, -0041.0000, +003031.4900, +0015157.45 12/02/08, 0000, 04531.7900, Stop , Short, -0041.0000, +002990.4900, +0014952.45 12/03/08, 0000, 04567.2400, Stop , Long , -0041.0000, +002949.4900, +0014747.45 12/04/08, 0000, 04564.2300, Stop , Short, -0041.0000, +002908.4900, +0014542.45 12/08/08, 0000, 04715.8800, Stop , Long , +0141.7600, +003050.2500, +0015251.25 12/09/08, 0000, 04779.1100, Stop , Long , -0041.0000, +003009.2500, +0015046.25 12/11/08, 0000, 04767.2000, Stop , Long , -0015.2300, +002994.0200, +0014970.10 12/12/08, 0000, 04663.3700, Stop , Long , -0041.0000, +002953.0200, +0014765.10 12/17/08, 0000, 04708.3800, Stop , Long , +0025.5400, +002978.5600, +0014892.80 12/19/08, 0000, 04696.7000, Stop , Long , +0007.0200, +002985.5800, +0014927.90 12/22/08, 0000, 04639.0200, Stop , Short, -0041.0000, +002944.5800, +0014722.90 12/23/08, 0000, 04629.3800, Stop , Short, -0041.0000, +002903.5800, +0014517.90 12/29/08, 0000, 04704.8600, Stop , Long , -0041.0000, +002862.5800, +0014312.90 12/30/08, 0000, 04810.2000, Close, Short, +0104.3400, +002966.9200, +0014834.60