Zen Trading System v2.0e Report...10/22/2011, 19:26 Date Time Price(C) Exit Entry Trade Equity(1) Equity(2) ------------------------------------------------------------------------------- 07/02/07, 0000, 07958.2400, ... , Short, +0000.0000, +000000.0000, +0000000.00 07/03/07, 0000, 08050.6800, Stop , Short, -0041.0000, -000041.0000, -0000205.00 07/05/07, 0000, 07987.1300, Stop , Long , -0041.0000, -000082.0000, -0000410.00 07/06/07, 0000, 08048.3200, Stop , Short, -0041.0000, -000123.0000, -0000615.00 07/09/07, 0000, 08077.3900, Stop , Short, -0041.0000, -000164.0000, -0000820.00 07/11/07, 0000, 07898.5400, Close, Long , +0177.8500, +000013.8500, +0000069.25 07/17/07, 0000, 08038.2100, Stop , Long , +0166.1500, +000180.0000, +0000900.00 07/18/07, 0000, 07893.6100, Stop , Short, -0041.0000, +000139.0000, +0000695.00 07/19/07, 0000, 07991.2100, Stop , Short, -0041.0000, +000098.0000, +0000490.00 07/23/07, 0000, 07944.2100, Stop , Short, +0075.3600, +000173.3600, +0000866.80 07/26/07, 0000, 07508.9600, Close, Long , +0434.2500, +000607.6100, +0003038.05 07/27/07, 0000, 07451.6800, Stop , Short, -0041.0000, +000566.6100, +0002833.05 07/30/07, 0000, 07456.3100, Stop , Long , -0041.0000, +000525.6100, +0002628.05 07/31/07, 0000, 07584.1400, Close, Short, +0126.8300, +000652.4400, +0003262.20 08/01/07, 0000, 07473.9300, Close, Long , +0109.2100, +000761.6500, +0003808.25 08/02/07, 0000, 07534.1300, Close, Short, +0059.2000, +000820.8500, +0004104.25 08/03/07, 0000, 07435.6700, Close, Long , +0097.4600, +000918.3100, +0004591.55 08/06/07, 0000, 07444.4500, Stop , Long , -0041.0000, +000877.3100, +0004386.55 08/07/07, 0000, 07513.6600, Close, Short, +0068.2100, +000945.5200, +0004727.60 08/08/07, 0000, 07605.9400, Stop , Short, -0041.0000, +000904.5200, +0004522.60 08/10/07, 0000, 07343.2600, Close, Long , +0261.6800, +001166.2000, +0005831.00 08/13/07, 0000, 07474.3300, Close, Short, +0130.0700, +001296.2700, +0006481.35 08/15/07, 0000, 07445.9000, Stop , Short, +0008.2600, +001304.5300, +0006522.65 08/16/07, 0000, 07270.0700, Close, Long , +0174.8300, +001479.3600, +0007396.80 08/17/07, 0000, 07378.2900, Stop , Short, -0041.0000, +001438.3600, +0007191.80 08/20/07, 0000, 07407.5300, Stop , Short, -0041.0000, +001397.3600, +0006986.80 08/21/07, 0000, 07424.7500, Stop , Long , -0041.0000, +001356.3600, +0006781.80 08/24/07, 0000, 07507.2700, Stop , Long , +0046.2100, +001402.5700, +0007012.85 08/28/07, 0000, 07430.2400, Stop , Short, -0041.0000, +001361.5700, +0006807.85 08/30/07, 0000, 07519.9400, Stop , Long , -0041.0000, +001320.5700, +0006602.85 08/31/07, 0000, 07638.1700, Close, Short, +0117.2300, +001437.8000, +0007189.00 09/04/07, 0000, 07721.7700, Stop , Short, -0041.0000, +001396.8000, +0006984.00 09/05/07, 0000, 07588.0300, Close, Long , +0132.7400, +001529.5400, +0007647.70 09/06/07, 0000, 07621.7200, Stop , Long , -0041.0000, +001488.5400, +0007442.70 09/07/07, 0000, 07436.6300, Stop , Short, -0041.0000, +001447.5400, +0007237.70 09/11/07, 0000, 07457.9000, Stop , Short, +0020.1900, +001467.7300, +0007338.65 09/13/07, 0000, 07535.9700, Stop , Long , -0041.0000, +001426.7300, +0007133.65 09/14/07, 0000, 07497.7400, Stop , Long , -0041.0000, +001385.7300, +0006928.65 09/17/07, 0000, 07479.8500, Stop , Short, -0041.0000, +001344.7300, +0006723.65 09/18/07, 0000, 07575.2100, Stop , Long , -0041.0000, +001303.7300, +0006518.65 09/19/07, 0000, 07750.8400, Close, Short, +0174.6300, +001478.3600, +0007391.80 09/21/07, 0000, 07794.4300, Stop , Short, -0025.2500, +001453.1100, +0007265.55 09/24/07, 0000, 07787.9200, Close, Long , +0005.5100, +001458.6200, +0007293.10 09/25/07, 0000, 07769.4400, Stop , Long , -0041.0000, +001417.6200, +0007088.10 09/28/07, 0000, 07861.5100, Stop , Long , +0043.3500, +001460.9700, +0007304.85 10/02/07, 0000, 07946.7900, Close, Short, +0084.2800, +001545.2500, +0007726.25 10/03/07, 0000, 07955.3000, Close, Long , -0009.5100, +001535.7400, +0007678.70 10/04/07, 0000, 07944.9900, Stop , Long , -0041.0000, +001494.7400, +0007473.70 10/09/07, 0000, 07980.4400, Stop , Long , +0016.1900, +001510.9300, +0007554.65 10/12/07, 0000, 08041.2600, Stop , Long , +0012.2500, +001523.1800, +0007615.90 10/15/07, 0000, 07969.4700, Stop , Long , -0041.0000, +001482.1800, +0007410.90 10/16/07, 0000, 07962.6400, Stop , Long , -0041.0000, +001441.1800, +0007205.90 10/18/07, 0000, 07921.4000, Stop , Short, -0018.2300, +001422.9500, +0007114.75 10/19/07, 0000, 07884.1200, Close, Long , +0036.2800, +001459.2300, +0007296.15 10/22/07, 0000, 07794.9400, Stop , Long , -0041.0000, +001418.2300, +0007091.15 10/23/07, 0000, 07842.7900, Close, Short, +0046.8500, +001465.0800, +0007325.40 10/24/07, 0000, 07828.9600, Close, Long , +0012.8300, +001477.9100, +0007389.55 10/29/07, 0000, 08009.6700, Close, Short, +0179.7100, +001657.6200, +0008288.10 10/31/07, 0000, 08019.2200, Stop , Short, -0009.2700, +001648.3500, +0008241.75 11/06/07, 0000, 07827.1900, Stop , Short, +0170.6700, +001819.0200, +0009095.10 11/08/07, 0000, 07819.4700, Stop , Short, -0013.4300, +001805.5900, +0009027.95 11/09/07, 0000, 07812.4000, Stop , Short, -0041.0000, +001764.5900, +0008822.95 11/14/07, 0000, 07783.1100, Stop , Short, -0006.1600, +001758.4300, +0008792.15 11/15/07, 0000, 07667.0300, Close, Long , +0115.0800, +001873.5100, +0009367.55 11/16/07, 0000, 07612.2600, Stop , Long , -0041.0000, +001832.5100, +0009162.55 11/19/07, 0000, 07511.9700, Stop , Long , -0041.0000, +001791.5100, +0008957.55 11/20/07, 0000, 07630.3100, Close, Short, +0117.3400, +001908.8500, +0009544.25 11/21/07, 0000, 07518.4200, Close, Long , +0110.8900, +002019.7400, +0010098.70 11/22/07, 0000, 07562.1000, Close, Short, +0042.6800, +002062.4200, +0010312.10 11/23/07, 0000, 07608.9600, Stop , Short, -0041.0000, +002021.4200, +0010107.10 11/26/07, 0000, 07567.3600, Stop , Short, -0041.0000, +001980.4200, +0009902.10 11/28/07, 0000, 07723.6600, Stop , Long , -0004.9900, +001975.4300, +0009877.15 11/30/07, 0000, 07870.5200, Close, Short, +0145.8600, +002121.2900, +0010606.45 12/04/07, 0000, 07808.9400, Close, Long , +0060.5800, +002181.8700, +0010909.35 12/05/07, 0000, 07944.7700, Close, Short, +0134.8300, +002316.7000, +0011583.50 12/06/07, 0000, 07940.5800, Stop , Short, -0041.0000, +002275.7000, +0011378.50 12/07/07, 0000, 07994.0700, Stop , Short, -0041.0000, +002234.7000, +0011173.50 12/10/07, 0000, 08033.3600, Stop , Short, -0041.0000, +002193.7000, +0010968.50 12/11/07, 0000, 08009.4200, Close, Long , +0022.9400, +002216.6400, +0011083.20 12/12/07, 0000, 08076.1200, Stop , Short, -0041.0000, +002175.6400, +0010878.20 12/13/07, 0000, 07928.3100, Close, Long , +0146.8100, +002322.4500, +0011612.25 12/14/07, 0000, 07948.3600, Stop , Long , -0041.0000, +002281.4500, +0011407.25 12/17/07, 0000, 07825.4400, Stop , Short, -0041.0000, +002240.4500, +0011202.25 12/18/07, 0000, 07850.7400, Stop , Short, -0041.0000, +002199.4500, +0010997.25 12/20/07, 0000, 07869.1900, Stop , Long , -0027.5800, +002171.8700, +0010859.35 12/21/07, 0000, 08002.6700, Close, Short, +0132.4800, +002304.3500, +0011521.75 12/27/07, 0000, 08038.6000, Stop , Short, -0041.0000, +002263.3500, +0011316.75 12/28/07, 0000, 08067.3200, Close, Long , -0029.7200, +002233.6300, +0011168.15