Friday, January 22nd, 2010

22

% $ Profitable Trades Profitable % Number of Trades
Index Performance P/L 1.63669% $1,636.69 17 71% 24
Month to Date 11.14% $11,136.27 188 74% 253
Cumulative since Sept 01, 2009 62.99% $62,987.20 1,227 76% 1619
New Account Value 162.99% $162,987.20 Annual Performance 159.66%
SIGNAL PERFORMANCE REPORT 1/22/10 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 $621.25 Sell Short 129.299 1/21/10 23:00 1:00:00
Buy to Cover 127.808 1/22/10 0:00
1.491
$408.33 Sell Short 128.137 1/22/10 0:00 1:00:00
Buy to Cover 127.157 1/22/10 1:00
0.980
$107.92 Sell Short 127.296 1/22/10 1:00 3:00:00
Buy to Cover 127.037 1/22/10 4:00
0.259
$125.00 Sell Short 127.463 1/22/10 4:00 1:00:00
Buy to Cover 127.163 1/22/10 5:00
0.300
$95.42 Sell Short 127.403 1/22/10 5:00 2:00:00
Buy to Cover 127.174 1/22/10 7:00
0.229
$332.50 Sell Short 127.325 1/22/10 7:00 1:00:00
Buy to Cover 126.527 1/22/10 8:00
0.798
$166.25 Sell Short 127.500 1/22/10 8:00 1:00:00
Buy to Cover 127.101 1/22/10 9:00
0.399
$214.17 Sell Short 127.289 1/22/10 9:00 1:00:00
Buy to Cover 126.775 1/22/10 10:00
0.514
$76.67 Sell Short 127.005 1/22/10 10:00 2:00:00
Buy to Cover 126.821 1/22/10 12:00
0.184
($372.08) Sell Short 126.887 1/22/10 12:00 4:00:00
Buy to Cover 127.780 1/22/10 16:00
-0.893
$185.42 Sell Short 127.944 1/22/10 16:00 1:00:00
Buy to Cover 127.499 1/22/10 17:00
0.445
$241.67 Sell Short 127.658 1/22/10 17:00 3:00:00
Buy to Cover 127.078 1/22/10 20:00
0.580
GBP-USD ($408.33) Sell Short 1.61509 1/21/10 20:00 20:00:00
Buy to Cover 1.62489 1/22/10 16:00
-0.00980
$268.75 Sell Short 1.62490 1/22/10 16:00 2:00:00
Buy to Cover 1.61845 1/22/10 18:00
0.00645
$153.33 Buy 1.62219 1/22/10 18:00 1:00:00
Sell 1.62587 1/22/10 19:00
0.00368
($412.50) Buy 1.62416 1/22/10 19:00 2:00:00
Sell 1.61426 1/22/10 21:00
-0.00990
$92.50 Buy 1.61111 1/22/10 21:00 1:00:00
Sell 1.61333 1/22/10 22:00
0.00222
EUR-USD $36.25 Sell Short 1.41034 1/22/10 1:00 0:45:00
Buy to Cover 1.40947 1/22/10 1:45
0.00087
$29.58 Buy 1.40947 1/22/10 1:45 7:00:00
Sell 1.41018 1/22/10 8:45
0.00071
EIR-GBP ($42.50) Buy 0.87051 1/21/10 19:15 6:30:00
Sell 0.86949 1/22/10 1:45
-0.00102
($15.83) Sell Short 0.86949 1/22/10 1:45 2:00:00
Buy to Cover 0.86987 1/22/10 3:45
-0.00038
$55.42 Buy 0.86987 1/22/10 3:45 5:30:00
Sell 0.87120 1/22/10 9:15
0.00133
($66.67) Buy 0.87118 1/22/10 9:15 7:00:00
Sell 0.86958 1/22/10 16:15
-0.00160
($255.83) Sell Short 0.86958 1/22/10 16:15 4:30:00
Buy to Cover 0.87572 1/22/10 20:45
-0.00614
Total P/L $1,636.69
Profit Sharing $409.17
Net P/L $1,227.52 1.23%
Monthly Net P/L $8,233.33 8.23%

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.