Summary ____SYSTEM OMEGA OMEGA (OMEGA) Simulation Date 2011-10-22 16:18:03 207 Daily Bars 2010-12-29 Through 2011-10-21 (296 Days) Points Only Test

Performance Profit 315.0000 Pts Performance N/A Annualized Performance N/A Buy & Hold Profit -465.0000 Pts Buy & Hold Performance N/A Buy & Hold Annualized Performance N/A Trade Summary Total Trades 2 Trade Efficiency 15.56 % Average Profit/Average Loss N/A Profitable Trades Total 1 Long 0 Short 1 Average Profit 375.0000 Pts Highest Profit 375.0000 Pts Lowest Profit 375.0000 Pts Most Consecutive 1 Unprofitable Trades Total 1 Long 1 Short 0 Average Loss -60.0000 Pts Highest Loss -60.0000 Pts Lowest Loss -60.0000 Pts Most Consecutive 1 Maximum Position Excursions Long Favorable 173.0000 Pts Short Favorable 691.0000 Pts Long Adverse -136.0000 Pts Short Adverse -51.0000 Pts Trade Efficiency Average Entry 74.56 % Average Exit 41.00 % Average Total 15.56 % Average Long Entry 55.99 % Average Long Exit 24.60 % Average Long Total -19.42 % Average Short Entry 93.13 % Average Short Exit 57.41 % Average Short Total 50.54 %

Performance Indices Buy & Hold Index 167.74 % Profit/Loss Index 84.00 % Reward/Risk Index 74.12 % Accounting Initial Equity 0.0000 Pts Trade Profit 375.0000 Pts Trade Loss -60.0000 Pts Commissions 0.0000 Pts Interest Credited 0.0000 Pts Interest Charged 0.0000 Pts Final Equity 315.0000 Pts Open Positions 0.0000 Pts Account Variation Highest Account Balance 546.0000 Pts Lowest Account Balance -110.0000 Pts Highest Portfolio Value 581.0000 Pts Highest Open Drawdown -110.0000 Pts Highest Closed Drawdown -60.0000 Pts Account Events Margin Calls 0 Overdrafts 0 Profitable Timing Average Trade Length 72 Longest Trade Length 72 Shortest Trade Length 72 Total Trade Length 72 Unprofitable Timing Average Trade Length 130 Longest Trade Length 130 Shortest Trade Length 130 Total Trade Length 130 Out of Market Timing Average 1 Longest 4 Total 5

Summary

	Profit	Efficiency
Average	157.5000 Pts	15.56 %
Total	315.0000 Pts