System Name: iSP - X

Symbol: SP - 067

Activity Parameters P&L Analysis Risk Analysis

Period Net Profit % Gain Profit Factor # Trades % Profitable
Required Capital Age (weeks) # Trades #/weeks P&L P&L (%) Annual P&L (%) Max DD (%) Risk/Reward
1/1/2010 $ 18,450.00 80.15% 2.37 20 80.00% $ 23,018.00 19 20 1.05 $ 18,450.00 80.15% 80.15% -24.00% 3.34
1/1/2009 $ 61,450.00 167.81% 2.68 50 80.00% $ 29,243.00 52 50 0.96 $ 61,450.00 210.14% 210.14% -31.20% 6.73
1/1/2008 $ 79,175.00 216.22% 2.39 50 66.00% $ 30,718.00 52 50 0.96 $ 79,175.00 257.75% 257.75% -32.72% 7.88
1/1/2007 $ 81,875.00 223.59% 5.89 55 89.09% $ 27,418.00 52 55 1.06 $ 81,875.00 298.62% 298.62% -36.65% 8.15
1/1/2006 $ 43,050.00 117.57% 3.14 49 85.71% $ 24,018.00 52 49 0.94 $ 43,050.00 179.24% 179.24% -20.92% 8.57
1/1/2005 $ 21,125.00 57.69% 1.78 48 79.17% $ 26,543.00 52 48 0.92 $ 21,125.00 79.59% 79.59% -29.57% 2.69
1/1/2004 $ 51,375.00 140.30% 3.84 49 89.80% $ 24,168.00 52 49 0.94 $ 51,375.00 212.57% 212.57% -27.72% 7.67
1/1/2003 $ 57,450.00 156.89% 3.40 49 85.71% $ 27,343.00 52 49 0.94 $ 57,450.00 210.11% 210.11% -24.50% 8.57
1/1/2002 $ 35,500.00 96.95% 1.96 36 69.44% $ 27,468.00 52 36 0.69 $ 35,500.00 129.24% 129.24% -36.77% 3.51
1/1/2001 $ 115,275.00 314.80% 4.82 51 82.35% $ 27,868.00 52 51 0.98 $ 115,275.00 413.65% 413.65% -36.06% 11.47
1/1/2000 $ 91,675.00 250.36% 2.75 47 68.09% $ 36,618.00 52 47 0.90 $ 91,675.00 250.36% 250.36% -52.57% 4.76
1/1/1999 $ 74,050.00 202.22% 2.89 46 76.09% $ 26,193.00 52 46 0.88 $ 74,050.00 282.71% 282.71% -25.58% 11.05
1/1/1998 $ 48,025.00 131.15% 2.90 46 84.78% $ 24,318.00 52 46 0.88 $ 48,025.00 197.49% 197.49% -21.18% 9.33
1/1/1997 $ 49,100.00 134.09% 2.51 56 82.14% $ 33,906.00 52 56 1.08 $ 49,100.00 144.81% 144.81% -48.78% 2.97

System Name: Soybean Oil

Symbol: BO - 067

Activity Parameters P&L Analysis Risk Analysis

Period Net Profit % Gain Profit Factor # Trades % Profitable
Required Capital Age (weeks) # Trades #/weeks P&L P&L (%) Annual P&L (%) Max DD (%) Risk/Reward
1/1/2010 $ 1,278.00 84.20% 1.95 19 84.20% $ 1,937.00 19 19 1.00 $ 1,278.00 65.98% 65.98% -56.69% 1.16
1/1/2009 $ 8,652.00 327.85% 3.33 51 78.43% $ 2,495.00 52 51 0.98 $ 8,652.00 346.77% 346.77% -73.11% 4.74
1/1/2008 $ 19,086.00 723.23% 7.87 42 85.71% $ 2,027.00 52 42 0.81 $ 19,086.00 941.59% 941.59% -44.70% 21.07
1/1/2007 $ 5,868.00 222.36% 3.07 50 80.00% $ 1,937.00 52 50 0.96 $ 5,868.00 302.94% 302.94% -43.99% 6.89
1/1/2006 $ 354.00 13.41% 1.08 42 71.43% $ 2,567.00 52 42 0.81 $ 354.00 13.79% 13.79% -73.86% 0.19
1/1/2005 $ 4,830.00 183.02% 3.51 46 82.61% $ 1,337.00 52 46 0.88 $ 4,830.00 361.26% 361.26% -37.25% 9.70
1/1/2004 $ 8,724.00 330.58% 6.91 48 89.58% $ 1,583.00 52 48 0.92 $ 8,724.00 551.11% 551.11% -57.61% 9.57
1/1/2003 $ 4,326.00 163.93% 9.01 46 89.13% $ 1,505.00 52 46 0.88 $ 4,326.00 287.44% 287.44% -33.89% 8.48
1/1/2002 $ 2,178.00 82.53% 1.9 50 76.00% $ 1,553.00 52 50 0.96 $ 2,178.00 140.24% 140.24% -58.73% 2.39
1/1/2001 $ 996.00 37.74% 1.42 40 75.00% $ 2,639.00 52 40 0.77 $ 996.00 37.74% 37.74% -69.57% 0.54
1/1/2000 $ 2,766.00 104.81% 5.96 34 79.41% $ 1,163.00 52 34 0.65 $ 2,766.00 237.83% 237.83% -42.30% 5.62
1/1/1999 $ 3,324.00 125.96% 7.44 37 91.89% $ 1,145.00 52 37 0.71 $ 3,324.00 290.31% 290.31% -41.92% 6.93
1/1/1998 $ 714.00 27.06% 1.24 44 79.55% $ 1,745.00 52 44 0.85 $ 714.00 40.92% 40.92% -52.26% 0.78
1/1/1997 $ 1,806.00 68.44% 1.88 41 70.73% $ 1,457.00 52 41 0.79 $ 1,806.00 123.95% 123.95% -46.12% 2.69

System Name: Ice Blended Coffee

Symbol: KC2 - 067

Activity Parameters P&L Analysis Risk Analysis

Period Net Profit % Gain Profit Factor # Trades % Profitable
Required Capital Age (weeks) # Trades #/weeks P&L P&L (%) Annual P&L (%) Max DD (%) Risk/Reward
1/1/2010 $ 1,269.00 26.97% 1.28 20 70.00% $ 4,705.00 19 20 1.05 $ 1,269.00 26.97% 26.97% -63.55% 0.42
1/1/2009 $ 17,338.00 219.05% 266 65 78.46% $ 4,374.00 52 65 1.25 $ 17,338.00 396.39% 396.39% -60.79% 6.52
1/1/2008 $ 11,159.00 140.98% 1.65 61 62.30% $ 7,915.00 52 61 1.17 $ 11,159.00 140.99% 140.99% -78.33% 1.80
1/1/2007 $ 12,739.00 160.94% 2.86 48 79.17% $ 3,650.00 52 48 0.92 $ 12,739.00 349.01% 349.01% -41.40% 8.43
1/1/2006 $ 11,595.00 146.49% 2.52 48 77.08% $ 3,861.00 52 48 0.92 $ 11,595.00 300.31% 300.31% -46.85% 6.41
1/1/2005 $ 22,055.00 278.65% 4.69 47 82.98% $ 3,733.00 52 47 0.90 $ 22,055.00 590.81% 590.81% -40.05% 14.75
1/1/2004 $ 10,798.00 136.42% 3.88 44 86.36% $ 2,873.00 52 44 0.85 $ 10,798.00 375.84% 375.84% -26.04% 14.44
1/1/2003 $ 12,093.00 152.78% 4.16 52 90.38% $ 3,175.00 52 52 1.00 $ 12,093.00 380.88% 380.88% -26.49% 14.38
1/1/2002 $ 661.00 8.35% 1.07 47 68.09% $ 4,705.00 52 47 0.90 $ 661.00 14.05% 14.05% -63.55% 0.22
1/1/2001 $ 4,150.00 52.43% 1.69 40 77.50% $ 4,058.00 52 40 0.77 $ 4,150.00 102.27% 102.27% -57.74% 1.77
1/1/2000 $ 7,154.00 90.38% 1.58 49 63.27% $ 5,638.00 52 49 0.94 $ 7,154.00 126.89% 126.89% -69.58% 1.82
1/1/1999 $ 20,004.00 252.73% 3.43 44 75.00% $ 4,670.00 52 44 0.85 $ 20,004.00 428.35% 428.35% -64.03% 6.69
1/1/1998 $ 20,870.00 263.68% 2.81 53 71.70% $ 4,876.00 52 53 1.02 $ 20,870.00 428.01% 428.01% -48.63% 8.80
1/1/1997 $ 78,244.00 988.55% 9.72 45 73.33% $ 3,923.00 52 45 0.87 $ 78,244.00 1994.49% 1994.49% -38.11% 52.34
System Name: Hot Cocoa
Symbol: CC2 - 067

Activity Parameters P&L Analysis Risk Analysis

Period Net Profit % Gain Profit Factor # Trades % Profitable
Required Capital Age (weeks) # Trades #/weeks P&L P&L (%) Annual P&L (%) Max DD (%) Risk/Reward
1/1/2010 $ 730.00 20.17% 1.24 14 71.43% $ 3,620.00 19 14 0.74 $ 730.00 20.17% 20.17% -1170.00% 0.02
1/1/2009 $ 8,400.00 172.13% 2.09 52 78.85% $ 4,370.00 52 52 1.00 $ 8,400.00 192.22% 192.22% -52.86% 3.64
1/1/2008 $ 10,540.00 215.98% 2.36 46 69.57% $ 4,660.00 52 46 0.88 $ 10,540.00 226.18% 226.18% -56.22% 4.02
1/1/2007 $ 7,330.00 150.20% 123.17 42 83.33% $ 2,570.00 52 42 0.81 $ 7,330.00 285.21% 285.21% -0.78% 366.50
1/1/2006 $ 2,410.00 49.39% 1.77 34 73.53% $ 4,330.00 52 34 0.65 $ 2,410.00 55.66% 55.66% -54.50% 1.02
1/1/2005 $ 6,130.00 125.61% 4.81 38 84.21% $ 2,750.00 52 38 0.73 $ 6,130.00 222.91% 222.91% -28.00% 7.96
1/1/2004 $ 9,120.00 186.89% 3.88 40 82.50% $ 3,330.00 52 40 0.77 $ 9,120.00 273.87% 273.87% -25.23% 10.86
1/1/2003 $ 6,290.00 128.89% 3.03 35 82.86% $ 4,100.00 52 35 0.67 $ 6,290.00 153.41% 153.41% -37.56% 4.08
1/1/2002 $ 8,710.00 178.48% 2.89 51 86.27% $ 3,420.00 52 51 0.98 $ 8,710.00 254.68% 254.68% -45.91% 5.55
1/1/2001 $ 3,050.00 62.50% 2.31 47 87.23% $ 3,180.00 52 47 0.90 $ 3,050.00 95.91% 95.91% -38.99% 2.46
1/1/2000 $ 2,900.00 59.43% 59.00 31 74.19% $ 2,550.00 52 31 0.60 $ 2,900.00 113.73% 113.73% -0.78% 145.00
1/1/1999 $ 5,290.00 108.40% 4.33 32 81.25% $ 3,160.00 52 32 0.62 $ 5,290.00 167.41% 167.41% -25.63% 6.53
1/1/1998 $ 3,600.00 73.77% 31.00 41 75.61% $ 2,570.00 52 41 0.79 $ 3,600.00 140.08% 140.08% -1.95% 72.00
1/1/1997 $ 4,990.00 102.25% 2.87 38 78.95% $ 3,240.00 52 38 0.73 $ 4,990.00 154.01% 154.01% -33.02% 4.66