Wednesday, January 20th, 2010

20

% $ Profitable Trades Profitable % Number of Trades
Index Performance P/L 2.00623% $2,006.23 22 81% 27
Month to Date 8.66% $8,658.33 162 74% 219
Cumulative since Sept 01, 2009 60.51% $60,509.26 1,201 76% 1585
New Account Value 160.51% $160,509.26 Annual Performance 155.54%
SIGNAL PERFORMANCE REPORT 1/20/10 Trade Size per pair $166,666.67
Initial Account $100,000.00 Various Pair Tradable 6 Leverage Ratio 10
Currency Pair P/L (in $) per Trade Initial Action Closing Action Price Trading Date Trade Duration
EUR-JPY $140.00 Sell Short 129.859 1/19/10 22:00 12:00:00
Buy to Cover 129.523 1/20/10 10:00
0.336
$141.25 Sell Short 129.581 1/20/10 10:00 4:00:00
Buy to Cover 129.242 1/20/10 14:00
0.339
$162.92 Sell Short 129.394 1/20/10 14:00 2:00:00
Buy to Cover 129.003 1/20/10 16:00
0.391
$122.92 Sell Short 129.022 1/20/10 16:00 1:00:00
Buy to Cover 128.727 1/20/10 17:00
0.295
$153.33 Sell Short 129.141 1/20/10 17:00 2:00:00
Buy to Cover 128.773 1/20/10 19:00
0.368
$114.17 Sell Short 128.814 1/20/10 19:00 1:00:00
Buy to Cover 128.540 1/20/10 20:00
0.274
$97.92 Sell Short 128.625 1/20/10 20:00 2:00:00
Buy to Cover 128.390 1/20/10 22:00
0.235
GBP-USD $83.33 Buy 1.63666 1/19/10 23:00 1:00:00
Sell 1.63866 1/20/10 0:00
0.00200
$97.08 Buy 1.63709 1/20/10 0:00 3:00:00
Sell 1.63942 1/20/10 3:00
0.00233
$4.58 Buy 1.63793 1/20/10 3:00 2:00:00
Sell 1.63804 1/20/10 5:00
0.00011
$91.67 Sell Short 1.63804 1/20/10 5:00 0:59:00
Buy to Cover 1.63584 1/20/10 5:59
0.00220
$187.50 Sell Short 1.63599 1/20/10 5:59 4:01:00
Buy to Cover 1.63149 1/20/10 10:00
0.00450
$114.58 Sell Short 1.63227 1/20/10 10:00 3:00:00
Buy to Cover 1.62952 1/20/10 13:00
0.00275
$136.25 Sell Short 1.63137 1/20/10 13:00 1:00:00
Buy to Cover 1.62810 1/20/10 14:00
0.00327
$103.33 Sell Short 1.62896 1/20/10 14:00 2:00:00
Buy to Cover 1.62648 1/20/10 16:00
0.00248
$108.33 Sell Short 1.62690 1/20/10 16:00 5:00:00
Buy to Cover 1.62430 1/20/10 21:00
0.00260
EUR-USD $150.83 Sell Short 1.42915 1/19/10 23:00 1:30:00
Buy to Cover 1.42553 1/20/10 0:30
0.00362
($36.25) Sell Short 1.42903 1/20/10 3:15 2:15:00
Buy to Cover 1.42990 1/20/10 5:30
-0.00087
($375.00) Buy 1.42990 1/20/10 5:30 4:00:00
Sell 1.42090 1/20/10 9:30
-0.00900
$169.17 Sell Short 1.42068 1/20/10 10:15 3:30:00
Buy to Cover 1.41662 1/20/10 13:45
0.00406
$126.67 Sell Short 1.41841 1/20/10 13:45 5:30:00
Buy to Cover 1.41537 1/20/10 19:15
0.00304
EUR-GBP $67.08 Sell Short 0.87148 1/20/10 1:00 8:30:00
Buy to Cover 0.86987 1/20/10 9:30
0.00161
($20.42) Buy 0.87080 1/20/10 9:30 4:15:00
Sell 0.87031 1/20/10 13:45
-0.00049
($31.67) Sell Short 0.87031 1/20/10 13:45 4:30:00
Buy to Cover 0.87107 1/20/10 18:15
-0.00076
($42.50) Buy 0.87107 1/20/10 18:15 2:15:00
Sell 0.87005 1/20/10 20:30
-0.00102
$52.08 Sell Short 0.87005 1/20/10 20:30 0:45:00
Buy to Cover 0.86880 1/20/10 21:15
0.00125
$87.08 Sell Short 0.86787 1/20/10 22:30 0:45:00
Buy to Cover 0.86578 1/20/10 23:15
0.00209
Total P/L $2,006.23
Profit Sharing $501.56
Net P/L $1,504.67 1.50%
Monthly Net P/L $6,374.87 6.37%

Definitions: TOS means Trading Opportunity Signals

Assumptions used to prepare this performance report: Total portfolio initial equity of 100,000 USD on starting date. Leverage ratio of 10 to 1 supplied by the Forex Broker for a maximum exposure of 1,000,000 USD.

We use 50% of the initial account funds for each transaction limited to maximum 6 times the initial account size.

This report is only for reference. Please refer to your official broker statement release for details based on your real investment.