Friday, February 19th, 2010

19

% $ Profitable Trades Profitable % Number of Trades
Index Performance P/L 2.08833% $2,088.33 20 83% 24
Month to Date 15.45% $15,451.70 205 80% 256
Cumulative since Sept 01, 2009 78.28% $78,281.40 1,482 76% 1946
New Account Value 178.28% $178,281.40 Annuallized Performance 166.12%
SIGNAL PERFORMANCE REPORT 2/19/2010 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 ($375.42) Sell Short 123.079 2/18/10 22:00 3:00:00
Buy to Cover 123.980 2/19/10 1:00
-0.901
$97.50 Sell Short 124.002 2/19/10 1:00 1:00:00
Buy to Cover 123.768 2/19/10 2:00
0.234
$89.17 Sell Short 124.071 2/19/10 2:00 3:59:00
Buy to Cover 123.857 2/19/10 5:59
0.214
($195.00) Buy 124.223 2/19/10 5:59 8:01:00
Sell 123.755 2/19/10 14:00
-0.468
($92.92) Sell Short 123.755 2/19/10 14:00 6:00:00
Buy to Cover 123.978 2/19/10 20:00
-0.223
$96.25 Buy 123.978 2/19/10 20:00 2:00:00
Sell 124.209 2/19/10 22:00
0.231
GBP-USD $329.17 Sell Short 1.56479 2/18/10 23:00 2:00:00
Buy to Cover 1.55689 2/19/10 1:00
0.00790
$94.58 Sell Short 1.55789 2/19/10 1:00 1:00:00
Buy to Cover 1.55562 2/19/10 2:00
0.00227
$445.00 Sell Short 1.56011 2/19/10 2:00 3:59:00
Buy to Cover 1.54943 2/19/10 5:59
0.01068
$237.92 Sell Short 1.55252 2/19/10 5:59 1:01:00
Buy to Cover 1.54681 2/19/10 7:00
0.00571
$313.75 Sell Short 1.54806 2/19/10 7:00 1:00:00
Buy to Cover 1.54053 2/19/10 8:00
0.00753
$96.67 Sell Short 1.54264 2/19/10 8:00 6:00:00
Buy to Cover 1.54032 2/19/10 14:00
0.00232
$139.17 Sell Short 1.54147 2/19/10 14:00 1:00:00
Buy to Cover 1.53813 2/19/10 15:00
0.00334
$125.83 Sell Short 1.54004 2/19/10 14:00 3:00:00
Buy to Cover 1.53702 2/19/10 17:00
0.00302
$168.33 Sell Short 1.53923 2/19/10 17:00 1:00:00
Buy to Cover 1.53519 2/19/10 18:00
0.00404
EUR-USD $160.83 Buy 1.35825 2/19/10 0:30 2:15:00
Sell 1.36211 2/19/10 2:45
0.00386
($375.00) Buy 1.36054 2/19/10 4:30 1:15:00
Sell 1.35154 2/19/10 5:45
-0.00900
$152.50 Sell Short 1.35032 2/19/10 6:45 0:30:00
Buy to Cover 1.34666 2/19/10 7:15
0.00366
$105.83 Sell Short 1.34682 2/19/10 7:15 0:45:00
Buy to Cover 1.34428 2/19/10 8:00
0.00254
$105.00 Sell Short 1.34973 2/19/10 10:30 0:30:00
Buy to Cover 1.34721 2/19/10 11:00
0.00252
$120.42 Sell Short 1.34943 2/19/10 11:45 2:00:00
Buy to Cover 1.34654 2/19/10 13:45
0.00289
$45.42 Sell Short 1.35072 2/19/10 17:15 1:15:00
Buy to Cover 1.34963 2/19/10 18:30
0.00109
$113.33 Buy 1.34963 2/19/10 18:30 2:30:00
Sell 1.35235 2/19/10 21:00
0.00272
EUR-GBP $90.00 Buy 0.87181 2/18/10 22:30 10:30:00
Sell 0.87397 2/19/10 9:00
0.00216
Total P/L $2,088.33
Profit Sharing $522.08
Net P/L $1,566.25 1.57%
Month to Date Net P/L $11,588.76 11.59%

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.