WEEK-OF   HIGH   LOW   CLOSE XL-FLTRS-ALGORITHMS P  | SIGNAL K2 | PROFIT  R/O ZB-SIGNAL|   EXIT - RESUME   | S-MAX T-MAX |TREND|WEEK-OF 
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19AUG11 140-07 135-28 140-07 X100000000000000000 X  |  4.23  91 | 17531       SELL     |                   |             |     |19AUG11
26AUG11 139-00 135-19 136-30 V100000080000000700 X  |  2.17  90 |  2062   39-          |                   |             |     |26AUG11
02SEP11 140-11 135-10 140-11 V100000080000000000 X  |  3.59  93 |  1343-      RALLY    | EXIT  1343-  1343-| 1343-       |TREND|02SEP11
09SEP11 141-25 139-10 141-10 X003000000000006000 X  |  3.32  94 |  2312-      RALLY    | EXIT              | 2781-       |TREND|09SEP11
16SEP11 141-21 139-05 139-14 F000000000000000009 X  |  0.74  92 |   437-               | EXIT              | 2656-       |TREND|16SEP11
23SEP11 146-19 140-28 144-23 F000000000000000009 X  |  0.43  92 |  5718-      RALLY    | EXIT              | 7593-       |TREND|23SEP11
30SEP11 144-04 140-25 142-20                     X  |  1.63- 89 |  3625-      RALLY    | EXIT              | 5125-       |TREND|30SEP11
07OCT11 146-06 140-13 141-10                     X  |  3.55- 86 |  2312-               | EXIT              | 7187-       |TREND|07OCT11
14OCT11 140-05 138-12 138-13                     XS |  6.61- 79 |   593                | EXIT              | 1156-       |TREND|14OCT11
21OCT11 140-17 138-07 138-16                     X  | 11.81- 68 |   500                | EXIT              | 1531-       |TREND|21OCT11
28OCT11 140-06 135-13 136-28                     X  | 19.00- 51 |  2125                | EXIT              | 1187-       |TREND|28OCT11
04NOV11 142-14 137-28 141-00                     X  | 13.00- 51 |  2000-      RALLY    | EXIT              | 3437-       |TREND|04NOV11
11NOV11 142-28 140-14 140-14                     X  | 10.00- 49 |  1437-               | EXIT              | 3875-       |TREND|11NOV11
18NOV11 143-11 140-27 142-25                     X  |  3.00- 54 |  3781-      RALLY    | EXIT              | 4343-       |TREND|18NOV11
25NOV11 145-06 142-19 143-21 F000000000000000080 X  |  2.56  61 |  4843-   6-          | EXIT              | 6375-       |TREND|25NOV11
02DEC11 143-29 140-07 141-26 F000000000000000080 X  |  1.08  60 |  3000-               | EXIT              | 5093-       |TREND|02DEC11
09DEC11 142-19 140-23 141-05                     X  |  0.56- 58 |  2343-               | EXIT              | 3781-       |TREND|09DEC11
16DEC11 145-09 141-11 145-09 F000000000000000080 X  |  7.28  70 |  6468-      RALLY    | EXIT              | 6468-       |TREND|16DEC11
23DEC11 146-01 141-31 141-31 F000000000000000080 X  |  3.09  67 |  3156-               | EXIT              | 7218-       |TREND|23DEC11 <- S-MAX
30DEC11 145-06 142-04 144-26 F000000000000000080 XS |  6.73  74 |  6000-      RALLY    | EXIT              | 6375-       |TREND|30DEC11
06JAN12 143-21 142-02 143-01 F000000000000000080 XS |  3.93  73 |  4218-               | EXIT              | 4843-       |TREND|06JAN12
13JAN12 145-00 142-05 145-00 V003000000000000000 XS |  5.67  78 |  6187-               | EXIT              | 6187-       |TREND|13JAN12
20JAN12 145-07 141-28 141-28                     XS |  7.33- 61 |  3062-               | EXIT              | 6406-       |TREND|20JAN12
27JAN12 143-14 141-03 143-14                     XS |  6.32- 59 |  4625-               | EXIT              | 4625-       |TREND|27JAN12
03FEB12 145-14 142-13 142-13                     XS |  9.10- 52 |  3593-               | SELL     0        | 6625-       |TREND|03FEB12
10FEB12 143-09 141-12 142-25                     XS |  7.90- 49 |  3968-               |        375-       | 4468-  875- |TREND|10FEB12
17FEB12 143-20 141-28 142-03                     XS | 10.54- 41 |  3281-               |        312        | 4812- 1218- |TREND|17FEB12
24FEB12 141-18 140-03 141-18                     XS |  7.70- 40 |  4187-  46-          |        593-       | 4187-  593- |TREND|24FEB12
02MAR12 142-29 140-15 141-07                     XS |  7.14- 37 |  3843-               |        250-       | 5531- 1937- |TREND|02MAR12 <- T-MAX
09MAR12 142-00 139-30 140-10                     XS |  9.77- 30 |  2937-               |        656        | 4625- 1031- |TREND|09MAR12
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16MAR12 141-00 135-28 136-14 L000000700000000000 LS | 11.67- 22 |   937       BUY      |       4531   3187 |             |     |16MAR12

Trend Detail Report Sample #2 As you can see "TREND" turned a profit of $2531 into a profit of $3656. And reduced the drawdown from $7250- on 02NOV01 to $1750- on 22FEB02. WEEK-OF HIGH LOW CLOSE XL-FLTRS-ALGORITHMS P | SIGNAL K2 | PROFIT R/O ZB-SIGNAL| EXIT - RESUME | S-MAX T-MAX |TREND|WEEK-OF --------------------------------------------------------------------------------------------------------------------------------------- 31AUG01 105-25 104-00 105-10 X100000000000000000 X | 6.40 91 | 7468 SELL | | | |31AUG01 07SEP01 105-24 103-18 105-10 X100000000000000000 X | 4.72 91 | 0 SELL | | 437- | |07SEP01 14SEP01 106-07 104-19 106-04 X100000000000000000 X | 4.71 94 | 812- SELL | | 906- | |14SEP01 21SEP01 106-01 102-17 103-07 X | 5.60- 80 | 2093 | | 718- | |21SEP01 28SEP01 106-03 102-26 105-16 X | 2.59- 82 | 187- RALLY | | 781- | |28SEP01 05OCT01 107-11 105-01 106-25 X | 0.13- 85 | 1468- RALLY | | 2031- | |05OCT01 12OCT01 106-21 105-06 105-12 X | 4.66- 78 | 62- | | 1343- | |12OCT01 19OCT01 107-07 105-10 106-09 X | 2.58- 78 | 968- | | 1906- | |19OCT01 26OCT01 107-26 105-24 107-22 V103000080000000000 XS | 2.44 85 | 2375- | EXIT 2375- 2375-| 2500- |TREND|26OCT01 02NOV01 112-18 107-24 109-10 XS | 2.29- 79 | 4000- | EXIT | 7250- |TREND|02NOV01 <- S-MAX 09NOV01 111-29 109-11 110-14 X | 1.64- 79 | 5125- | EXIT | 6593- |TREND|09NOV01 16NOV01 110-03 104-25 104-30 X | 13.35- 60 | 375 | SELL 0 | 4781- |TREND|16NOV01 23NOV01 105-10 102-09 102-13 XS | 20.32- 43 | 1843 34- | 1468 | 1062- 1437- |TREND|23NOV01 30NOV01 104-12 101-22 103-22 X | 18.33- 36 | 562 | 187 | 125- 500- |TREND|30NOV01 07DEC01 105-06 99-13 99-15 X | 20.20- 24 | 4781 | EXIT 4406 4406 | 937- |TREND|07DEC01 14DEC01 102-04 99-16 99-23 X | 18.34- 17 | 4531 | EXIT | |TREND|14DEC01 21DEC01 101-26 98-01 101-03 X | 10.99- 19 | 3156 | EXIT | |TREND|21DEC01 28DEC01 101-08 100-00 100-17 X | 7.43- 18 | 3718 | EXIT | |TREND|28DEC01 04JAN02 101-29 99-10 100-07 X | 5.54- 18 | 4031 | EXIT | |TREND|04JAN02 11JAN02 103-27 100-11 103-15 V000000700000000000 X | 1.28 25 | 781 RALLY | EXIT | |TREND|11JAN02 18JAN02 104-11 102-17 103-20 V000000780000000000 X | 4.90 31 | 625 RALLY | EXIT | 93- |TREND|18JAN02 25JAN02 103-20 101-13 102-04 V000000700000000700 X | 4.53 33 | 2125 | EXIT | |TREND|25JAN02 01FEB02 103-22 101-21 103-11 V103000080000000000 XS | 11.81 46 | 906 | SELL 0 | |TREND|01FEB02 08FEB02 104-17 102-30 103-28 V103000000000000000 XS | 15.67 58 | 375 | 531- | 281- 1187- |TREND|08FEB02 15FEB02 104-14 102-00 104-07 V100000000000000000 XS | 16.70 67 | 31 | 875- | 187- 1093- |TREND|15FEB02 22FEB02 103-30 102-13 103-16 V100000000000000000 XS | 16.94 76 | 406- 37- RALLY | 1312- | 843- 1750- |TREND|22FEB02 <- T-MAX 01MAR02 103-20 101-19 101-26 V103000009000000700 XS | 9.86 74 | 1281 | 375 | 531- 1437- |TREND|01MAR02 08MAR02 102-01 98-23 98-29 XS | 7.04- 53 | 4187 | 3281 | |TREND|08MAR02 15MAR02 99-18 97-06 98-18 X | 12.13- 42 | 4531 | 3625 | |TREND|15MAR02 22MAR02 99-16 97-16 98-04 X | 14.48- 33 | 4968 | 4062 | |TREND|22MAR02 29MAR02 99-10 97-18 98-05 X | 13.81- 26 | 4937 | 4031 | |TREND|29MAR02 05APR02 100-25 97-27 100-19 X | 3.96- 34 | 2500 RALLY | 1593 | |TREND|05APR02 12APR02 101-05 99-31 100-31 V000000080000000000 X | 2.10 41 | 2125 RALLY | 1218 | |TREND|12APR02 --------------------------------------------------------------------------------------------------------------------------------------- 19APR02 101-14 99-20 100-18 L | 3.22 44 | 2531 BUY | 1625 3656 | | |19APR02 S-MAX: Drawdown from the system. T-MAX: Drawdown after applying "TREND".

Trend Detail Report Sample #3 As you can see "TREND" turned a LOSS of $6156- into a LOSS of only $2468. And eliminated a drawdown of $6875- on 03SEP10. WEEK-OF HIGH LOW CLOSE XL-FLTRS-ALGORITHMS P | SIGNAL K2 | PROFIT R/O ZB-SIGNAL| EXIT - RESUME | S-MAX T-MAX |TREND|WEEK-OF --------------------------------------------------------------------------------------------------------------------------------------- 06AUG10 129-17 127-20 129-17 X003000000000000000 XS | 3.50 93 | 20203 SELL | | | |06AUG10 13AUG10 132-00 129-05 132-00 X103000000000006000 XS | 3.68 95 | 2468- RALLY | EXIT 2468- 2468-| 2468- |TREND|13AUG10 20AUG10 134-27 133-00 134-00 X000000000000006000 X | 1.82 95 | 4468- RALLY | EXIT | 5312- |TREND|20AUG10 27AUG10 134-25 132-07 132-10 X | 1.74- 90 | 4156- 44- | EXIT | 6625- |TREND|27AUG10 03SEP10 135-01 131-11 131-15 X | 4.83- 85 | 3312- | EXIT | 6875- |TREND|03SEP10 <- S-MAX 10SEP10 132-31 130-04 130-04 X | 9.85- 75 | 1968- | EXIT | 4812- |TREND|10SEP10 17SEP10 131-19 129-17 130-03 X | 11.04- 68 | 1937- | EXIT | 3437- |TREND|17SEP10 24SEP10 133-06 130-00 131-24 X | 7.00- 68 | 3593- RALLY | EXIT | 5031- |TREND|24SEP10 01OCT10 134-10 132-17 133-12 X | 1.34- 73 | 5218- | EXIT | 6156- |TREND|01OCT10 --------------------------------------------------------------------------------------------------------------------------------------- 08OCT10 135-11 133-12 134-10 B | 2.74 79 | 6156- GET-OUT | 2468-| | |08OCT10 S-MAX: Drawdown from the system. T-MAX: Drawdown after applying "TREND".