3570 -264Sl Position Open Dt Open Extreme Price Close Dt Close Max Gain Net Gain

1 L 15-Feb-11 5468 5600 23-Feb-11 5437 132 -312 S 23-Feb-11 5437 5235 3-Mar-11 5535 202 -983 L 3-Mar-11 5535 5600 11-Mar-11 5445 65 -904 S 11-Mar-11 5445 5350 24-Mar-11 5520 95 -755 L 24-Mar-11 5520 5940 11-Apr-11 5790 420 2706 S 11-Apr-11 5790 5695 21-Apr-11 5885 95 -957 L 21-Apr-11 5885 5885 28-Apr-11 5785 0 -1008 S 28-Apr-11 5785 5329 27-May-11 5475 456 3109 L 27-May-11 5475 5600 10-Jun-11 5485 125 10

10 S 10-Jun-11 5485 5200 24-Jun-11 5470 285 1511 L 24-Jun-11 5470 5730 12-Jul-11 5530 260 6012 S 12-Jul-11 5530 5530 25-Jul-11 5680 0 -15013 L 25-Jul-11 5680 5680 27-Jul-11 5550 0 -13014 S 27-Jul-11 5550 4720 30-Aug-11 5000 830 55015 L 30-Aug-11 5000 5165 12-Sep-11 4950 165 -5016 S 12-Sep-11 4950 4950 16-Sep-11 5085 0 -13517 L 16-Sep-11 5085 5165 23-Sep-11 4870 80 -21518 S 23-Sep-11 4870 4760 29-Sep-11 5015 110 -14519 L 29-Sep-11 5015 5015 3-Oct-11 4850 0 -16520 S 3-Oct-11 4850 4730 10-Oct-11 4980 120 -13021 L 10-Oct-11 4980 5110 12-Oct-11 5110 130 130

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>> Rule Reverse on 2nd candle after signal

3570 264Sl Position Open Dt Open Extreme Price Close Dt Close Max Gain Net Gain

1 S 15-Feb-11 5468 5600 23-Feb-11 5437 132 312 L 23-Feb-11 5437 5235 3-Mar-11 5535 202 983 S 3-Mar-11 5535 5600 11-Mar-11 5445 65 904 L 11-Mar-11 5445 5350 24-Mar-11 5520 95 755 S 24-Mar-11 5520 5940 11-Apr-11 5790 420 -2706 L 11-Apr-11 5790 5695 21-Apr-11 5885 95 957 S 21-Apr-11 5885 5885 28-Apr-11 5785 0 1008 L 28-Apr-11 5785 5329 27-May-11 5475 456 -3109 S 27-May-11 5475 5600 10-Jun-11 5485 125 -10

10 L 10-Jun-11 5485 5200 24-Jun-11 5470 285 -1511 S 24-Jun-11 5470 5730 12-Jul-11 5530 260 -6012 L 12-Jul-11 5530 5530 25-Jul-11 5680 0 15013 S 25-Jul-11 5680 5680 27-Jul-11 5550 0 13014 L 27-Jul-11 5550 4720 30-Aug-11 5000 830 -55015 S 30-Aug-11 5000 5165 12-Sep-11 4950 165 5016 L 12-Sep-11 4950 4950 16-Sep-11 5085 0 13517 S 16-Sep-11 5085 5165 23-Sep-11 4870 80 21518 L 23-Sep-11 4870 4760 29-Sep-11 5015 110 14519 S 29-Sep-11 5015 5015 3-Oct-11 4850 0 16520 L 3-Oct-11 4850 4730 10-Oct-11 4980 120 13021 S 10-Oct-11 4980 5110 12-Oct-11 5110 130 -130

0 0

PlanSl Position Open Dt Open Extreme Price-Up Extreme Price-Down Close Dt Close

1 S 15-Feb-11 5468 5600 5413 23-Feb-11 54372 L 23-Feb-11 5437 5571 5235 3-Mar-11 55353 S 3-Mar-11 5535 5600 5410 11-Mar-11 54454 L 11-Mar-11 5445 5537 5350 24-Mar-11 55205 L 24-Mar-11 5520 5940 5520 11-Apr-11 57906 L 11-Apr-11 5790 5920 5695 21-Apr-11 58857 S 21-Apr-11 5885 5885 5780 28-Apr-11 57858 S 28-Apr-11 5785 5785 5329 27-May-11 54759 S 27-May-11 5475 5600 5475 10-Jun-11 5485

10 L 10-Jun-11 5485 5520 5200 24-Jun-11 547011 S 24-Jun-11 5470 5730 5434 12-Jul-11 553012 L 12-Jul-11 5530 5700 5530 25-Jul-11 568013 S 25-Jul-11 5680 5680 5550 27-Jul-11 555014 S 27-Jul-11 5550 5550 4720 30-Aug-11 500015 S 30-Aug-11 5000 5165 4915 12-Sep-11 495016 L 12-Sep-11 4950 5145 4950 16-Sep-11 508517 S 16-Sep-11 5085 5165 4830 23-Sep-11 487018 L 23-Sep-11 4870 5035 4760 29-Sep-11 501519 S 29-Sep-11 5015 5015 4825 3-Oct-11 485020 L 3-Oct-11 4850 5045 4730 10-Oct-11 498021 L 10-Oct-11 4980 5400 4965 11-Nov-11 517022 L 11-Nov-11 5170 5225 4990 17-Nov-11 5030

4278 -1929 2704 Actual -370Max Gain Max Loss Net Gain Days Spent Position Open Dt Open Close Dt Close Net Gain

55 -132 31 8134 -202 98 8125 -65 90 8

92 -95 75 13420 0 270 18130 -95 95 10105 0 100 7456 0 310 29

0 -125 -10 1435 -285 -15 1436 -260 -60 18

170 0 150 13130 0 130 2830 0 550 34

85 -165 50 13195 0 135 4255 -80 215 7165 -110 145 6190 0 165 4195 -120 130 7420 -15 190 32 S 7-Oct-11 4920 25-Oct-11 5150 -230

55 -180 -140 6 L 11-Nov-11 5170 21-Nov-11 5030 -140

3185 1801Sl Position Open Dt Open Extreme Price Close Dt Close Max Gain Net Gain

1 L 15-Feb-11 5468 5600 23-Feb-11 5437 132 -312 S 23-Feb-11 5437 5235 3-Mar-11 5535 202 -983 L 3-Mar-11 5535 5600 11-Mar-11 5445 65 -904 S 11-Mar-11 5445 5350 24-Mar-11 5520 95 -755 L 24-Mar-11 5520 5940 11-Apr-11 5790 420 2706 0 07 S 21-Apr-11 5885 5885 28-Apr-11 5785 0 1008 S 28-Apr-11 5785 5329 27-May-11 5475 456 3109 0 0

10 L 10-Jun-11 5485 5200 24-Jun-11 5470 285 -1511 S 24-Jun-11 5470 5730 12-Jul-11 5530 260 -6012 L 12-Jul-11 5530 5530 25-Jul-11 5680 0 15013 S 25-Jul-11 5680 5680 27-Jul-11 5550 0 13014 S 27-Jul-11 5550 4720 30-Aug-11 5000 830 55015 0 016 L 12-Sep-11 4950 4950 16-Sep-11 5085 0 13517 S 16-Sep-11 5085 5165 23-Sep-11 4870 80 21518 L 23-Sep-11 4870 4760 29-Sep-11 5015 110 14519 S 29-Sep-11 5015 5015 3-Oct-11 4850 0 16520 L 3-Oct-11 4850 4730 10-Oct-11 4980 120 13021 S 10-Oct-11 4980 5110 12-Oct-11 5110 130 -130

0 0