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You Say You're A Trader? It May Be A Tough Game With The IRS

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Educating stock & commodity traders on mechanical systems since 1985. w.


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#1-2008 Issue

You Say You’re A Trader?


It May Be A Tough Game
With the IRS
by Jim Crimmins

George’s Corner - Putting The New Systems In This Issue:


Thermostat System Into Our Visual Auto 2 Way, Auto Spike,
Auto ExtremeR, Auto SwingR and
Basic Testing Platform Auto Core Duo
by AutoTrading Systems
Best Buys for 2008 RC Chance+ and RC Trend
by Al Thomas by Rickey Cheung
GEMS NG Mini
Before The Close - Daytrading Secrets: by Creative Breakthrough, Inc.
Trend Weaver
Three Drives To a Top Or Bottom by TimingCharts.com
by Lundy S. Hill

Top 10 Tables 3 | Master Performance Table 12 | Vendor Index 56


What if there was a trading system that
wasn’t triggered by technical, fundamental
or seasonal events?

How about if Top Ranked Professionals


used a similar system?

Try our Commodity Spreads Program.

You’ll be glad you did.

Contact us today at (866) 750-9030 ext 106 or


www.PlatinumTradingSolutions.com

Platinum Trading Solutions • 5340 N. Federal Hwy Suite 204, Lighthouse Point, FL 33064
Voice: (866) 750-9030 / Fax: (866) 814-2109
FUTURES’ TRADING INVOLVES SUBSTANTIAL RISK OF LOSS. FUTURES’ TRADING IS NOT SUITABLE FOR ALL
INVESTORS. PAST PERFORMANCE IS NO GUARANTEE OF FUTURE RESULTS.
Futures Truth ™

REGULAR FEATURES MAGAZINE


1 Mission Statement
Issue # 1 • 2008
3 Top Ten Tables

3 Hypothetical Performance GEORGE’S CORNER


Disclaimer & Risk Information

38
Putting the Thermostat System Into Our Visual Basic for
4 Systems Tracked In This Issue Excel Testing Platform
In this bonus expansion of the Excel testing platform series,
8 Systems Ranked By Commodity George goes walks through programming a complete system, Ther-
mostat - a short term swing and trend following system, first pub-
11 Testing Information lished in Building Winning Trading Systems With TradeStation.

12 Master Performance Table

54 For The Record YOU SAY YOU’RE A TRADER?


PREPARE TO PROVE IT TO THE IRS

45
55 Margin Table The first and perhaps biggest hurdle that every new trader faces
come tax time is to convince the Internal Revenue Service that
56 Vendor Directory you are, in fact, a professional trader and not merely an overactive
FTC was established to bring truth to the world of publicly
offered trading systems. The public is literally flooded with
investor. Jim Crimmins, the founder and President of Traders
trading systems which carry promise of great wealth, if one Accounting, gives some insight on things to watch out for when
only has the discipline to “follow the system”. Many traders
have purchased systems for large sums of money only to
declaring this trading status.
find out later that the system is worthless. Our purpose is to
provide information to assist you in both the purchasing of
and the actual decision to trade a system. It is up to you to
reach your own conclusion from the facts we present.

There is a substantial risk of loss in futures trading.


??? BEST BUYS FOR 2008
The high degree of leverage that is found in futures (be-

48
cause of small margin requirements) can work against Everyone seems to want to put his neck on the block to predict
you as well as for you, i.e., you can have large losses as
well as large gains.
what stocks to buy for the coming year. The year, Al Thomas
takes a chance and makes his predictions. 2008 may not be the year
Computer studies for this publication were done by George
Pruitt, Donna Greene, & Joe Bobek. Copyright©2005 by to hide your money in your mattress!
Futures Truth™ Co. The information in this publication is
confidential and for the exclusive use of FTC subscribers
ONLY. No reproduction in any form is permitted without
written consent. The contents of this publication have been
carefully gathered from sources believed to be reliable,
but accuracy of the information is not guaranteed. Use
BEFORE THE CLOSE -
it at your own risk. No representation can be made that DAYTRADING SECRETS

50
future performance of any system will bear any relation to
past performance. Getting in a trade is easy, it’s the getting out that’s tough. In
CONFLICTS OF INTEREST: Daytrading Secrets, Lundy S. Hill looks at the Three Drives
• Futures Truth™ is a registered CTA & trades for To a Top Or Bottom and shows why the old adage that “things happen
its own account.
• The owner of Futures Truth™ has an affiliation with in threes” is true of trading also.
the brokerage firm, Commodity Research Institute
(CRI), a registered IB.
• Brokers with CRI have systems that we track in
Futures Truth™ Magazine. These systems are CTA RESOURCE REVIEW
Stafford S&P Daytrade, FT S&P Daytrade, Universal,
Universal LT, Pendulum, and Universal 2.0.

52
Wondering how some of the top CTA’s are performing?
• Futures Truth™ Magazine does track and may trade
systems that are created and sold by Futures Truth™
Holliston Hurd takes a closer look at MarketEthos Captial by
Company. These systems are Samurai 7, Samurai
Faris P. Hitti, Sean P. Phelan, Debra Hitti and Christopher Kourakis.
31, Samurai 35, Dynamic Breakout, FT Version Turtle
Trading, and Dynamic Moving Average Crossover.
You will also find the YTD rankings of the Top 25 New CTAs.
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 
Futures Truth Magazine

Let us help you put the pieces together.


www.FuturesTruth.com

TE S T I N G a n d C O N S U L T I N G
We can test your trading system in COMPLETE CONFIDENTIALITY

EVERY TRADER Here at Futures Truth, we believe we have the best mechanical
SHOULD DO trading system testing platform available. We have been designing,
THIS BEFORE testing, reporting and improving trading systems for ourselves,
vendors and multi-million dollar money managers since 1985.
TRADING.
Do you have a mechanical trading system or idea you would like to
> Drawdowns? trade? GET IT TESTED FIRST. Amateur testing platforms will
> Portfolios? not do for your money. Come to the PROFESSIONALS.

RELAX! All testing is done in complete confidentiality. We gladly


> Money Management?
provide you with a signed non-disclosure agreement.
> Required Equity? We can verify your mechanical system for a fraction of the cost of
> Correlations? what a bad system might cost you in loses. Know the answers!

What are your Knowledge Builds Confidence.


system’s results? CALL TODAY! 828-697-0273 or 828-692-4230.

 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


TOP TEN TABLES
TOP TEN SINCE RELEASE DATE TOP TEN FOR PAST 12 MONTHS
Annual % Annual %
System Ret System Ret
1 Anticipation 232.3% 1 Mesa T-Notes 491.0%
2 Samurai 35 226.6% 2 Kannatta 387.2%
3 Anticipation IV 181.5% 3 Mesa Bonds 251.6%
4 Mesa T-Notes 166.1% 4 Dollar Trader for Currencies 239.5%
5 Maxim 162.5% 5 SledgeHammer 210.2%
6 ATS-3200 152.7% 6 Crude Extreme 201.4%
7 Keystone 142.6% 7 Black Gold 194.0%
8 Qtech Bellies 141.2% 8 VOLPAT 189.4%
9 Natural Gas Offense 136.9% 9 Maxim 188.6%
10 Delphi Universal 133.6% 10 Qtech Beans 183.9%

TOP TEN SINGLE MARKET SYSTEMS TOP TEN MULTI-MARKET SYSTEMS


SINCE RELEASE DATE SINCE RELEASE DATE
Annual % Annual %
System Ret System Ret
1 Anticipation 232.3% 1 Maxim 162.5%
2 Samurai 35 226.6% 2 Keystone 142.6%
3 Anticipation IV 181.5% 3 Dollar Trader for Currencies 94.8%
4 Mesa T-Notes 166.1% 4 Simple Harmony 81.1%
5 ATS-3200 152.7% 5 GK Energy Trader 2 69.3%
6 Qtech Bellies 141.2% 6 RC Success 64.0%
7 Natural Gas Offense 136.9% 7 Tzar 58.8%
8 Delphi Universal 133.6% 8 Super Turtle 57.7%
9 Natural Gas Trader - MA 132.2% 9 Trendchannel 54.3%
10 Anticipation III 119.0% 10 Catscan III Constant 52.1%

Systems included in the “Since Release Date” Tables, must have been released for at least 18 months.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH
ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS
LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FRE-
QUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE
ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENER-
ALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES
NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY AC-
COUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO
WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING
LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.
THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE
IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED
FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN
ADVERSELY AFFECT ACTUAL TRADING RESULTS.
THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING. THE HIGH DEGREE OF LEVERAGE
THAT IS FOUND IN FUTURES (BECAUSE OF SMALL MARGIN REQUIREMENTS) CAN WORK FOR YOU
AS WELL AS AGAINST YOU, I.E. YOU CAN HAVE LARGE LOSSES AS WELL AS LARGE GAINS.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 


Systems Tracked In This Issue #1-2008
Sys. # Rank System Name Vendor Sys. # Rank System Name Vendor
405 221 %C DayBreaker Creative Breakthrough, Inc. 338 176 Countdown longtermtrading.com
106 145 1-2-3 System John Schmidt 588 260 Cowbelle eMarCoSoft y Cia Ltda
198 156 1-2-3-4 System John Schmidt 331 253 Cross Bow Charles Le Beau
548 210 24.Fujiko Takaiku Nishimura 534 6 CrudeExtreme Chan So Han
275 14 25X25 Charles Le Beau 512 128 CTS BrB System Creative Trading Systems, LLC
409 142 Abalone Petros Development Corp. 511 225 CTS Crash Control Creative Trading Systems, LLC
207 197 Aberration Keith Fitschen 250 188 Cyclone Dr. John Clayburg
300 236 Aberration Plus Keith Fitschen 543 208 DCB Coffee Andy Waldock
365 222 Advent Scott Magnuson 546 102 DCB Cotton Andy Waldock
432 11 AlfaMAXX Alfaranda CTA 541 153 DCB Crude Oil Andy Waldock
307 31 Amos' Root Giles Korznecki 542 120 DCB Lean Hogs Andy Waldock
364 201 Andromeda Petros Development Corp. 544 111 DCB Lumber Andy Waldock
441 169 Andromeda 2 Petros Development Corp. 547 186 DCB Nasdaq Swing Andy Waldock
380 207 Anomaly 1 longtermtrading.com 545 185 DCB Natural Gas Andy Waldock
381 214 Anomaly 2 longtermtrading.com 540 113 DCB Wheat Andy Waldock
224 254 Anticipation Advanced Systems Inc. 306 35 DCB-Bond Andy Waldock
295 262 Anticipation II Advanced Systems Inc. 111 234 DCS II PWA Futures
573 238 Anticipation III Advanced Systems Inc. 509 17 Delphi Universal TradingVisions Systems, Inc.
574 206 Anticipation IV Advanced Systems Inc. 595 104 Delphi Universal II TradingVisions Systems, Inc.
279 237 Arcs Alfaranda 594 215 Delphi Universal II Day TradingVisions Systems, Inc.
302 133 Arcs Plus Alfaranda 136 239 Delta Threshold Day Trading Inst.
271 183 Athena Brian Watson 4 54 Dennis RSI Robert Dennis, Jr.
361 157 ATS-3200 Advanced Trading Sys. 82 194 Directional Movement Welles Wilder
362 15 ATS-6400 Advanced Trading Sys. 400 130 DirecTrend Steve Marshall
583 193 Aussie Trader eMarCoSoft y Cia Ltda 236 4 Dollar Trader for Curr. Dave Fox
599 172 Auto 2 Way Tim Rea 62 250 Dr. Jenkins System Dr. David Jenkins
603 125 Auto Core Duo Tim Rea 125 126 Dual Cross System David Wright
601 167 Auto ExtremeR Tim Rea 562 16 Dual Thrust Mike Chalek
600 165 Auto SpikeR Tim Rea 590 34 DualThrust 2 Mike Chalek
602 181 Auto SwingR Tim Rea 240 81 Dynamic Breakout Sys George Pruitt/FTC
469 223 Axiom Index TradingVisions Systems, Inc. 303 196 Dynamic MovAvgCross George Pruitt/FTC
471 97 Axiom Long Term TradingVisions Systems, Inc. 467 146 DynamicTrendTrading Dave Reiter
425 217 AxSym i8i.com 265 149 Dynamo Chuck Hughes
386 184 Balance Point Daytrading Educators 327 88 Early Bird TradingVisions Systems, Inc.
269 224 Basis Alfaranda 397 25 Early Bird II TradingVisions Systems, Inc.
270 105 Basis II Alfaranda 431 46 Early Bird III TradingVisions Systems, Inc.
234 65 Belly Trader Dr. John Clayburg 470 28 EGE 6% Nihat Orhan
273 166 Big Dipper Charles Le Beau 473 270 EGE7 High Low Nihat Orhan
578 171 Black Crusader UD Andrew Gibbs & Allan Kerr 521 199 Elsie eMarCoSoft y Cia Ltda
579 212 Black Crusader UD Mini Andrew Gibbs & Allan Kerr 257 72 ETS - Daily Michael Mermer
333 7 Black Gold Giles Korznecki 256 86 ETS - Interim Michael Mermer
560 218 Black Gold - Petrol eMarCoSoft y Cia Ltda 272 49 ETS Day Trade Michael Mermer
124 195 Black or White Troy Staman 221 257 EuroDollar Indicator George Panagakis
225 22 Bond & Yen Trdng. Sys. George Panagakis 445 13 EuroDynamics LT Haflidi Eliasson
397 255 Bond Blaster Tom Stein 569 136 EuroMax Haflidi Eliasson
121 266 BondPat Lee Gettess 288 62 EVE T Bond Emil Van Essen
450 89 Bounce 2 Trade Maid 235 192 Feeder Trader Dr. John Clayburg
395 50 BRIX Alfaranda 404 150 FGC Emerald First Global Capital Mgmt.
296 242 Capcon1 Kevin Brown 507 152 FMS Advantage Fast Market Systems
212 68 CatScan Randy Stuckey 586 38 Franc Trader eMarCoSoft y Cia Ltda
226 162 Catscan II Randy Stuckey 171 78 FT S&P DayTrade Stafford Trading Co.
421 80 Catscan III Randy Stuckey 524 203 Fujiko.N Takaiku Nishimura
422 59 Catscan III Const. Randy Stuckey 483 66 Fusion Strategic Trading Sys.
563 119 CatsCan IV Randy Stuckey 370 177 GearedUp Steffen Orben
564 101 CatsCan IV Const Randy Stuckey 401 204 GearedUpMk1 Steffen Orben
350 55 Challenger S. L. Pee 605 144 GEMS NG Mini Creative Breathrough, Inc.
342 106 Checkmate Strategic Trading Sys. 332 109 Genesis B Giles Korzenecki
343 178 CoatTails longtermtrading.com 294 141 GK Currency Trader H. G. Knees
416 180 Cobalt TradingVisions Index Sys. 349 53 GK Energy Trader H. G. Knees
278 69 Compass Ziad Chahal 487 33 GK-Energy Trader II H. G. Knees
Systems appearing in this issue for the first time are listed in Bold.

 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


Systems Tracked In This Issue #1-2008
Sys. # Rank System Name Vendor Sys. # Rank System Name Vendor
489 19 GK-Grain Trader I H. G. Knees 492 10 Qtech Beans Dave Poxon
348 231 GK-Interest Trader H. G. Knees 495 47 Qtech Bellies Dave Poxon
488 263 GK-Meat Trader I H. G. Knees 494 30 Qtech Cattle Dave Poxon
550 205 GK Universal Trader I H. G. Knees 568 198 Qtech S&P Dave Poxon
551 103 GK Universal Trader II H. G. Knees 493 259 Qtech Wheat Dave Poxon
253 115 Golden SX Randy Stuckey 42 209 QUAD Joe Bristor
254 140 Golden SX Const. Randy Stuckey 187 39 R-Breaker Rich Saidenberg
555 127 GoldLingote eMarCoSoft y Cia Ltda 570 232 RC Advance ++ Rickey Cheung
177 230 Grand Cayman System Mike Chisolm 566 121 RC Book 2 Rickey Cheung
572 123 HI%Mid Seival Systems 565 94 RC Chance Rickey Cheung
346 240 Hi-Lo Swing David McLarney 597 118 RC Chance+ Rickey Cheung
491 76 HiProb Seival Systems 592 213 RC Courage Rickey Cheung
366 114 I-Master Keith Fischen/Murray Ruggiero 567 90 RC Edge Rickey Cheung
415 43 Impetus TradingVisions Systems, Inc. 576 143 RC Shine Rickey Cheung
589 27 Impetus SP TradingVisions Systems, Inc. 461 40 RC Success Rickey Cheung
523 170 Intensity Christian Smart, Ph.D. 519 244 RC Success 3 Rickey Cheung
577 175 Intensity LT Christian Smart, Ph.D. 598 71 RC Trend Rickey Cheung
334 220 JJ Giles Korzenecki 340 161 Ready-Set-Go longtermtrading.com
584 2 Kannatta eMarCoSoft y Cia Ltda 582 148 Red Copper eMarCoSoft y Cia Ltda
538 37 Keystone Founder Trading 123 246 Reverse Trend Entry Troy Staman
193 190 Kylie Harvest Trading 186 226 R-Levels Rich Saidenberg
274 249 Lil' Dipper Charles Le Beau 268 155 R-Mesa 3 John Ehlers/Mike Barna
247 261 Lil Gapper David Wright 411 60 R-Mesa 5 John Ehlers/Mike Barna
451 211 Longrifle Adam Grimes 436 117 S&P Day Haflidi Eliasson
557 64 Madera2X4 eMarCoSoft y Cia Ltda 472 26 SAGA Carlos Chaves
266 56 Magnet Lapis Trading Strategies 417 131 Samba Dance With the Markets
384 83 Market Direction Giles Korzenecki 283 20 Samurai_35 Futures Research
203 187 Market Mapping Lee Gettess 281 29 Samurai_7 Futures Research
383 247 Market Rider Parviz Hamedanian 105 18 Scooter Robert Dennis Jr
552 9 Maxim Founder Trading 114 245 Second Income Gila Brock
585 138 Maya Legacy eMarCoSoft y Cia Ltda 248 200 Sentive Yen System Sentive Trading Co.
480 110 Mechwarrior-SP Andrew Gibbs 297 258 Serendipity Charles LeBeau
485 139 Mechwarrior-ES Andrew Gibbs 430 248 Shockwave Keener Capital Mgmt.
321 3 MESA Bonds John Ehlers/Mike Barna 298 268 Sidewinder Charles LeBeau
435 1 Mesa T-Notes John Ehlers/Mike Barna 255 23 Sierra Hotel Mesa
412 227 MesaMAX John Ehlers/Mike Barna 587 159 Silver Bullet eMarCoSoft y Cia Ltda
104 116 Mike Culler System Mike Culler 571 52 Simple Harmony Murray Ruggiero
280 70 Millenium 2000 Randy Stuckey 581 5 SledgeHammer Greg Jewell
31 82 Miracle Trading Mthd. R. C. Allen 232 202 SP \ U Financial Facilitators
596 251 Mosaic Founder Trading 535 164 Spartan Joseph Ford
322 132 Moving Avg. Reversal S. L. Pee & M. H. Pee 438 219 Spectrum TradingVisions Systems, Inc.
34 269 Murlantic Cattle Method Mrs. M. Sanderford 413 91 SPMD 500 Giles Korzenecki/Dave Wresinski
525 134 Naka89 Kazuhiko Nakayama 344 124 STAT Randy Stuckey
526 93 Natural Gas Offense Advanced Systems Inc. 345 100 STAT Const Randy Stuckey
505 129 Natural Gas Trader-GA Advanced Systems Inc. 410 160 Statmirror Piotr Michalak
506 92 Natural Gas Trader-LA Advanced Systems Inc. 258 229 STC S&P DayTrade Stafford Trading
504 84 Natural Gas Trader-MA Advanced Systems Inc. 347 233 STO-X David McLarney
204 264 NCR Joseph Stowell 335 265 Strategic Charles LeBeau
26 98 Night & Day Daytrading Joe Bristor 561 135 Super Turtle Murray Ruggiero
378 36 Octane Keener Capital Mgmt. 140 252 Support/Resistance Walter Studnicki
559 87 OCTANE92 eMarCoSoft y Cia Ltda 84 168 Swing Index System Welles Wilder
65 189 Parabolic Stop Welles Wilder 374 96 Synergy Strategic Trading Sys.
440 147 Pegasus Petros Development Corp. 251 271 TBond 2000 David Wright
304 58 Pendulum Stafford Trading Co. 139 256 T-Bonds Day_Trade Walter Studnicki
575 163 PowerTrader B. Antrobus 242 107 The Big Blue Vilar Kelly
399 154 Prism Growth Mark Keating 196 241 The Mystery System Peter Aan
231 235 Profit Quest ProfitQuest Systems 309 32 Theta Scott Lowry
102a 174 PULSAR Imp. Pattern Joe Duffy 496 151 Time Urban Jaekle
102b 41 PULSAR Volatility Joe Duffy 228 228 Top Ten System Taruas Trading
591 112 PUMP #1 eMarCoSoft y Cia Ltda 93 73 Trader's Profit Motive Traders Software
Systems appearing in this issue for the first time are listed in Bold.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 


Systems Tracked In This Issue #1-2008
Sys. # Rank System Name Vendor Sys. # Rank System Name Vendor
515 67 Trend Harmony Murray Ruggerio 437 42 VC Daytrader Veecee Corp.
299 216 Trend One PWA Futures 291 191 Vega Eric Maeder & Richard Best
292 108 Trendchannel John Tolan 442 267 Vixen Emily Robertson
17 173 Trender Walter Studnicki 85 95 Volatility Welles Wilder
604 48 Trend Weaver TimingCharts.com 59 8 VOLPAT Lee Gettess
387 158 Tuition-LT Skyline Computers 126 122 Watch and Wait Ralph Vince
539 12 Turbo Trader Pro Peter Zwag 339 79 Waverider longtermtrading.com
293 182 Turnkey Chuck Hughes 318 61 Weaver Alfaranda
249 75 Turtle Trading System Michael Dillon 319 137 Weaver MT Alfaranda
426 44 Tzar Alfaranda, CTA 262 21 William Tell Bonds Erik Been
323 45 Ultimate Trading Dev. I S. L. Pee & M. H. Pee 267 243 XS Bonds Emil Van Essen
324 74 Ultimate Trading Dev. II S. L. Pee & M. H. Pee 593 24 Yankee DX eMarCoSoft y Cia Ltda
133 179 Universal Stafford Trading Co. 367 99 Zeeport Alfaranda
468 85 Universal 2.0 Stafford Trading Co. 233 51 Zenith* 1000 Ron Thieme
199 57 Universal LT Stafford Trading Co. 558 63 ZumaFria eMarCoSoft y Cia Ltda
308 77 USOne Giles Korzenecki
Systems appearing in this issue for the first time are listed in Bold.

FTC Limited Partnership is a privately offered pool. It is continuously offered to allow investors to participate in
a professionally managed portfolio of commodities and securities investments. The Commodity Pool Operator is
Futures Truth Company, a Delaware corporation. The main business office is located at 294 N. Hillside Road,
Hendersonville, N.C. 28791. The main telephone number is (828) 697-0273, Fax (828) 692-7375, and e-mail:
ftruth@aol.com. The pool in its current structure has been in operation since March 2004.

FTC LIMITED PARTNERSHIP


NET PERFORMANCE AFTER ALL FEES
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
2007 2006 2005 2004
Jan 0.17% -2.06% -10.68%
Feb 6.80% -5.82% -0.50%
Mar -5.72% 1.60% -2.32% -2.08%
April -0.72% 30.53% 0.57% 4.66%
May -2.95% -4.28% -0.72% 5.45%
June -2.54% -14.89% 1.01% -6.41%
July 0.13% -6.34% -4.33% 6.46%
Aug -2.97% -2.95% 2.87% 5.52%
Sep 1.51% -0.80% -1.20% 1.22%
Oct -0.41% -0.25% -3.63% 4.39%
Nov 4.35% 11.8% 5.08% 0.49%
Dec 7.04% -9.02% -7.28% -0.42%

Total 3.9% -9.03% -20.86% 20.13%

Composite Performance of The Pool for the MSS program


Drawdown means losses experienced by an account over a specified period of time.
Inception of trading by the Pool: March 2004
Total Net Asset Value: $674,360
Worst Monthly Percentage Drawdown in the Pool: -14.89% on Jun. 2006
Worst Peak to Valley Drawdown in the Pool: -29.51% from April 2006-Oct. 2006
Number of pool members: 7
Number of Pool members closed: 14
Number of Pool members closed with a loss: 13
Aggregate gross capital subscription to the pool $1,113,032

MANAGED ACCOUNTS BY THE ADVISOR MAY HAVE PERFORMED SIGNIFICANTLY DIFFERENT FROM
THIS ACCOUNT AS IT DEPENDS ON CAPITAL, RISK TOLERANCE, ETC

 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


FUTURES TRUTH CO
SAMURAI 100
DAILY PERFORMANCE
40.00%
PERFORMANCE -REAL TIME
$200,000 Notional Funds
% Monthly Return 10.5%
35.00% Trades per year per $1M: 6175
Maximum Drawdown 10.05%
Margin to Equity 15-20%
Avg. Trade: $204
30.00% Commission Cost $3.46-6.10/RT
Markets Traded: 15 Diverse Markets
Indices, Currencies, Financials, Grains,
Energy. and Metals
25.00%
Trading Methodology
Trades the short term trend.
20.00% Holds a Position 2-5 days.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


15.00%

CUMULATIVE %- $200,000
10.00%

5.00%

0.00%

-5.00%
OCT1,2007 - JAN 5,2008

PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS


#1-2008 RANKING BY SPECIFIC COMMODITY
NOTE: RANKING BASED ON PERFORMANCE SINCE RELEASE DATE. SOME SYSTEMS HAVE BEEN OUT FOR A SHORT PERIOD OF TIME.
Bond %Chng S&P %Chng Day Trade %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 Weaver MT 319 276.9% 1 Impetus SP 589 131.0% 1 Keystone 538 320.2%
2 Samurai_35 283 226.6% 2 Keystone 538 117.5% 2 Turbo Trader Pro 539 235.3%
3 Trend One 299 189.7% 3 SledgeHammer 581 115.5% 3 Impetus SP 589 131.0%
4 1-2-3 System 106 153.2% 4 R-Mesa 3 268 103.5% 4 Keystone 538 117.5%
5 ATS-3200 361 152.7% 5 Tzar 426 73.7% 5 CrudeExtreme 534 116.7%
6 Checkmate 342 145.8% 6 R-Breaker 187 71.1% 6 Keystone 538 115.7%
7 Grand Cayman System 177 135.3% 7 RC Success 461 65.0% 7 R-Mesa 3 268 103.5%
8 ETS - Daily 257 126.9% 8 RC Trend 598 61.1% 8 Bounce 2 450 82.7%
9 Samurai_7 281 118.5% 9 RC Edge 567 59.8% 9 RC Trend 598 77.8%
10 CatScan 212 110.0% 10 STC S&P DayTrade 258 56.5% 10 R-Breaker 187 71.1%
11 Challenger 350 106.3% 11 Cyclone 250 45.2% 11 Early Bird III 431 68.6%
12 William Tell Bonds 262 103.0% 12 %C DayBreaker 405 44.6% 12 RC Chance+ 597 66.7%
13 Scooter 105 96.5% 13 Dual Thrust 562 44.1% 13 Impetus 415 65.3%
14 MESA Bonds 321 85.4% 14 Mechwarrior 480 42.3% 14 RC Success 461 65.0%
15 Big Dipper 273 75.2% 15 Magnet 266 41.7% 15 RC Trend 598 61.1%
16 Universal 133 69.1% 16 VOLPAT 59 36.4% 16 RC Edge 567 59.8%
17 Compass 278 62.4% 17 Early Bird 327 36.0% 17 RC Success 461 59.5%
18 Ready-Set-Go 340 60.0% 18 Zeeport 367 34.3% 18 STC S&P DayTrade 258 56.5%
19 DCB-Bond 306 56.7% 19 R-Mesa 5 411 31.0% 19 Early Bird II 580 46.8%
20 Universal LT 199 56.6% 20 R-Levels 186 29.8% 20 Cyclone 250 45.2%
21 Basis 269 55.3% 21 ETS Day Trade 272 29.5% 21 RC Chance 565 45.1%
22 Turtle Trading System 249 52.2% 22 Early Bird II 580 29.3% 22 %C DayBreaker 405 44.6%
23 Lil' Dipper 274 49.7% 23 Trader's Profit Motive 93 28.4% 23 VOLPAT 59 36.4%
24 XS Bonds 267 48.6% 24 Auto Core Duo 603 27.9% 24 Early Bird 327 36.0%
25 Basis II 270 45.4% 25 FT S&P DayTrade 171 26.5% 25 Zeeport 367 34.3%
26 EVE T Bond 288 44.1% 26 Balance Point 386 24.1% 26 R-Mesa 5 411 31.0%
27 Tuition-LT 387 43.5% 27 CTS BrB System 512 24.1% 27 R-Levels 186 29.8%
28 Sidewinder 298 35.8% 28 Bounce 2 450 24.0% 28 ETS Day Trade 272 29.5%
29 BRIX 395 25.6% 29 Zenith* 1000 233 22.6% 29 Early Bird II 580 29.3%
30 Fusion 483 24.9% 30 Octane 378 22.4% 30 FT S&P DayTrade 171 26.5%
31 Watch and Wait 126 23.1% 31 RC Shine 576 22.4% 31 Balance Point 386 24.1%
32 Volatility 85 22.6% 32 AlfaMAXX 432 22.4% 32 Bounce 2 450 24.0%
33 Serendipity 297 21.6% 33 PULSAR Volatility 102b 21.1% 33 Octane 378 22.4%
34 USOne 308 7.6% 34 SP \ U 232 18.9% 34 RC Shine 576 22.4%
35 Catscan II 226 7.2% 35 Time 496 14.9% 35 AlfaMAXX 432 22.4%
36 Synergy 374 1.8% 36 MesaMAX 412 13.3% 36 Early Bird III 431 16.9%
37 Ultimate Trading Dev. II 324 1.3% 37 Dynamo 265 12.8% 37 Early Bird II 580 15.8%
38 Countdown 338 -0.1% 38 The Big Blue 242 12.7% 38 RC Book 2 566 13.4%
Mini Russell %Chng Russell %Chng Cotton %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 Keystone 538 320.2% 1 Dual Thrust 562 257.2% 1 Capcon1 296 101.8%
2 DualThrust 2 590 263.6% 2 I-Master 366 113.4% 2 Black or White 124 84.4%
3 Turbo Trader Pro 539 235.3% 3 Tzar 426 99.7% 3 Waverider 339 78.5%
4 Maxim 552 221.1% 4 Bounce 2 450 82.7% 4 Aberration 207 67.6%
5 HiProb 491 82.7% 5 Early Bird III 431 68.6% 5 Grand Cayman System 177 67.5%
6 HI%Mid 572 81.1% 6 Early Bird II 580 46.8% 6 Millenium 2000 280 66.6%
7 DualThrust 2 590 66.9% 7 CTS Crash Control 511 32.2% 7 GK Universal Trader II 551 63.5%
8 Impetus 415 65.3% 8 Spectrum 438 -9.9% 8 Axiom Long Term 471 63.4%
9 Axiom Index 469 -23.3% 9 Samurai_7 281 46.0%
10 Samba 417 -25.4% 10 Pegasus 440 45.9%
11 Delphi Universal II Day 594 -33.2% 11 Volatility 85 45.6%
12 Shockwave 430 -44.2% 12 Arcs 279 33.2%
13 Black Crusader UD Mini 579 -44.4% 13 Golden SX 253 18.5%
14 Mosaic 596 -124.6% 14 STO-X 347 17.2%
15 Vixen 442 -254.0% 15 Ready-Set-Go 340 15.1%
16 Hi-Lo Swing 346 10.3%

 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 RANKING BY SPECIFIC COMMODITY
NOTE: RANKING BASED ON PERFORMANCE SINCE RELEASE DATE. SOME SYSTEMS HAVE BEEN OUT FOR A SHORT PERIOD OF TIME.
Euro Currency %Chng Japanese Yen %Chng Dollar Index %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 CatsCan IV Const 564 263.6% 1 Dollar Trader for Curr. 236 106.8% 1 CatsCan IV 563 193.3%
2 CatsCan IV 563 157.5% 2 Dynamic Breakout Sys 240 85.3% 2 CatsCan IV Const 564 177.3%
3 Dual Thrust 562 147.8% 3 Grand Cayman System 177 83.2% 3 Trend Weaver 604 163.9%
4 Ready-Set-Go 340 145.2% 4 Bond & Yen Trdng. Sys. 225 79.8% 4 Yankee DX 593 138.6%
5 Dollar Trader for Curr. 236 111.0% 5 1-2-3-4 System 198 77.2% 5 STAT 344 110.6%
6 Sierra Hotel 255 101.9% 6 Turtle Trading System 249 59.7% 6 Catscan III 421 102.9%
7 1-2-3-4 System 198 101.3% 7 Scooter 105 53.6% 7 1-2-3-4 System 198 98.4%
8 Catscan III Const. 422 100.8% 8 The Mystery System 196 50.2% 8 Catscan III Const. 422 93.8%
9 Andromeda 364 93.8% 9 Basis II 270 49.5% 9 Market Rider 383 81.3%
10 Catscan III 421 91.2% 10 DCS II 111 47.4% 10 Checkmate 342 78.4%
11 Andromeda-2 441 87.6% 11 Catscan III Const. 422 47.4% 11 CatScan 212 76.0%
12 Amos' Root 307 83.7% 12 Golden SX Const. 254 46.1% 12 DirecTrend 400 74.4%
13 Market Direction 384 83.6% 13 Universal LT 199 43.7% 13 GK-Currency Trader 294 70.7%
14 GK-Currency Trader 294 82.5% 14 Parabolic Stop 65 42.3% 14 STAT Const 345 65.4%
15 Catscan II 226 82.3% 15 Top Ten System 228 41.4% 15 Fusion 483 64.6%
16 Challenger 350 81.9% 16 Catscan III 421 39.5% 16 Directional Movement 82 61.3%
17 DynamicTrendTrading 467 81.4% 17 Sierra Hotel 255 38.5% 17 Basis 269 52.9%
18 Anomaly 2 381 79.7% 18 Catscan II 226 32.9% 18 Compass 278 35.7%
19 Simple Harmony 571 78.2% 19 CatScan 212 32.6% 19 Synergy 374 1.8%
20 DirecTrend 400 74.6% 20 Weaver 318 30.0% 20 Parabolic Stop 65 -5.6%
21 Ultimate Trading Dev. I 323 72.9% 21 Trendchannel 292 29.8% 21 Axiom Long Term 471 -7.8%
22 Samba 417 71.5% 22 Theta 309 25.6% 22 Profit Quest 231 -31.7%
23 GK Universal Trader II 551 68.4% 23 Dr. Jenkins System 62 25.3% 23 Volatility 85 -38.0%
24 ETS - Daily 257 65.9% 24 Pegasus 440 23.9% 24 Swing Index System 84 -100.5%
25 BRIX 395 65.8% 25 GearedUp 370 20.2%
26 Checkmate 342 63.4% 26 Checkmate 342 19.4%
27 Trend One 299 63.3% 27 Golden SX 253 19.2%
28 Ultimate Trading Dev. II 324 62.8% 28 Mike Culler System 104 18.8%
29 EuroDynamics LT 445 62.5% 29 Intensity LT 577 18.3%
30 Market Rider 383 61.5% 30 GK Universal Trader I 550 17.9%
Natural Gas %Chng Crude Oil %Chng Coffee %Chng
Systems Sys. Min.Req Systems Sys. Min.Req Systems Sys. Min.Req
System Name # Cap. System Name # Cap. System Name # Cap.
1 Dual Thrust 562 291.0% 1 Trend Weaver 604 142.2% 1 Anticipation 224 232.3%
2 Natural Gas Offense 526 136.9% 2 GK Energy Trader II 487 118.8% 2 Anticipation IV 574 181.5%
3 Natural Gas Trader-MA 504 132.2% 3 Dual Thrust 562 76.9% 3 Parabolic Stop 65 131.3%
4 Natural Gas Trader-GA 505 107.0% 4 Universal 2.0 468 75.4% 4 Scooter 105 124.0%
5 Natural Gas Trader-LA 506 104.2% 5 BRIX 395 70.4% 5 Anticipation III 573 119.0%
6 Super Turtle 561 91.8% 6 Intensity LT 577 60.1% 6 1-2-3 System 106 102.3%
7 Simple Harmony 571 91.7% 7 Market Direction 384 54.1% 7 Catscan II 226 96.0%
8 Samurai_7 281 54.3% 8 SAGA 472 51.2% 8 The Mystery System 196 91.0%
9 Waverider 339 41.6% 9 Black Gold 333 45.8% 9 Universal 133 88.6%
10 GK-Energy Trader 349 37.1% 10 Weaver 318 45.0% 10 Anticipation II 295 82.5%
11 Universal 2.0 468 34.2% 11 Golden SX Const. 254 39.6% 11 Top Ten System 228 60.9%
12 GK Energy Trader II 487 30.3% 12 Abalone 409 34.8% 12 Watch and Wait 126 53.8%
13 Swing Index System 84 26.0% 13 PowerTrader 575 34.1% 13 Golden SX 253 35.6%
14 Arcs 279 25.9% 14 Pegasus 440 30.5% 14 DirecTrend 400 33.8%
15 Samba 417 25.0% 15 Aberration 207 29.8% 15 DCS II 111 20.4%
16 Volatility 85 19.1% 16 STAT 344 29.7% 16 Golden SX Const. 254 20.0%
17 Parabolic Stop 65 18.0% 17 Basis II 270 29.3% 17 Market Direction 384 11.0%
18 DirecTrend 400 17.0% 18 Catscan III 421 28.8% 18 Kylie 193 8.4%
19 Basis II 270 16.5% 19 Golden SX 253 27.3% 19 Athena 271 6.2%
20 Athena 271 14.2% 20 Axiom Long Term 471 25.6% 20 Samba 417 5.9%
21 Ready-Set-Go 340 13.6% 21 DirecTrend 400 23.0% 21 Turtle Trading System 249 4.5%
22 Trend Harmony 515 5.7% 22 DynamicTrendTrading 467 21.4% 22 Aberration 207 3.6%
23 DCB Natural Gas 545 5.6% 23 Turtle Trading System 249 19.1% 23 CoatTails 343 -8.3%
24 Catscan III 421 3.5% 24 Theta 309 18.4% 24 Andromeda-2 441 -11.2%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 


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10 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


TESTING INFORMATION
BLACK BOX SYSTEMS ! see actual trade-by-trade results after optimization.
“Black Box” Systems are software products which normally run We receive systems for evaluation from vendors, our own pur-
on an IBM or Apple computer wherein the trading decision logic is chase, and from individuals who have purchased a system and
not revealed. The vendors decision is somewhat understandable want it independently checked. If you own a system not listed in
in view of the widespread plagiarism that takes place. CAUTION our tables, we would be happy to test it for you.
should be used in viewing results from these systems because the
vendor has the opportunity to selectively do more curve fitting than DATA PROVIDERS
usual. In some cases the logic has been revealed to us and we Futures Truth™ employs CSI’s Unfair Advantage® database re-
can attest to an orderly procedure in optimization. We encourage sources to backtest and report on trading performance for systems
all vendors to do this. tested on select markets. In addition, Futures Truth™ incorporates
data from Prophet® and Tick Data, Inc®.
ACCURACY ASSURED
Our studies are in no way intended to reflect on the integrity or CALCULATIONS USED IN TABLES
reputation of the vendors. Hopefully it will complement their re- ALL results are shown AFTER a Commission and Slippage
search and make it more useful to the investing public. The vendor Charge of $100 per round turn trade for S&P’s, $200 per round
may have presented their facts in the best possible light and the turn for the Nasdaq, $25 for e-mini’s, 2 pips for FOREX, and $75
numbers may be for a particular period of time when the system for all other commodities. New systems with less than 3 months
performed well. In some cases, a system is good over the long of testing by us, or less than 4 trades will show zero % in the rank-
term, but one needs to be aware of the capital necessary to trade ing. This will eliminate huge adjustments to Annualized percent
it. Our studies hopefully will help answer these questions. returns. ALL results are based on a single contract basis. There
is no pyramiding or reinvestment of profits reflected. Notes are
Futures Truth™ Co. will not publish numbers on a trading system located in the VENDOR INDEX.
if and when the vendor:
(1) Rank by Column (16).
• Disagrees with the results and we are unable to resolve (2) System Name
the differences. (3) System # is arbitrarily assigned for reference.
• Sends us threatening and/or harassing letters. (4) Systems were tested with commodities recommended by
• Has their attorney write us a letter. the vendor. (Up to 7)
This policy has resulted in several systems being dropped from (5) The date the system was released.
the Master Performance Table. We have no interest in putting (6) Yearly performance since 1987 or system released date.
up with such behavior and the headache associated therewith. (7) Month by month performance (Results are for most recent
12 months or since the system was release, if less) The Last
However, freedom of speech still prevails and private opinions
month includes any Open Trade Equity. This may cause the months
are available.
numbers to change from report to report. On longer term systems
Futures Truth™ does not permit any “tweaking” of numbers in our this will change substantially.
report. Not one number in our report has the benefit of hindsight, (8) 12 Month Net $Profit/Loss after commission/slippage.
with the exception of the detailed reports. The only numbers we (9) Maximum Drawdown - The highest point in equity to a low
show are after a vendor’s most recent modification. This is clearly in equity after commission each day a trade was made. This is
pointed out. NOT intraday drawdown, which includes open trade equity, which
would always be higher.
We only publish history and one should be aware that past per- (10) Number of closed out trades.
formance is not indicative of future results. (11) % of profitable closed out trades.
(12) Average profitable trade after commission.
Our Top Ten long term systems change very little from one report (13) Average losing trade after commission.
to the next, and is an area of additional exploration for a system (14) Most consecutive losing trades in the 12 months.
trader. However, prior to buying/trading such a system, one should (15) Minimum Required Capital - Minimum capital required
look at a minimum 10 year record of detailed performance. to trade the system effectively. Calculated as 3 times Margin.
Margin is the current margin to trade, daytrading systems will use
One is at considerable risk if he looks at only one year of a system’s
half the usual margin.
performance and uses that information to either buy and/or trade a
(16) % Change on Minimum Capital. Rate of change of
system. The Top Ten performing systems for the past year changes
Column (8) divided by Column (15).
quite often and should only be used as a possible screening for
(17) Combined %Change is shown for systems which trade
further exploration. Futures Truth™ does not recommend trading
several markets. This is the average % of each market traded
a system with this limited amount of data.
from column (16). This should give an idea of how the system
TESTING performed trading all shown markets.
Most studies were carried out on an Apple Power Mac G3 com- (18) Total Net Profit/Loss after commission/slippage since
puter using EXCALIBUR™ Software. Many tests are done us- the system was released.
ing tick by tick data when needed to assure accuracy. All Tests (19) Maximum Drawdown since the system was released.
begin using the release date or January 1, 1987. An extra effort (20) % Change on Minimum Capital. Annualized rate of
is made to test each system exactly as the developer presented change of Column (18) divided by Column(15).
it. We produce thousands of numbers for each issue and will oc- (22) Combined % Change Since Release Date is shown for
systems which trade multiple markets. This is an average % of each
casionally make mistakes. When found the proper results will be
commodity traded from column (20) & should give an idea of how
published. If you plan on using any of these systems it is recom-
the system performed trading all shown markets since the system
mended that you obtain the Detailed Report for that system, to
was released.
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 11
#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
1 Mesa T-Notes 435 T Note 1/03 n/a 7810 3226 -2350 -2575 0 0 0 0 0 0 0
2 Kannatta 584 Can Dollar 1/07 n/a n/a n/a n/a n/a n/a -915 0 0 0 5275 0
3 MESA Bonds 321 Bonds 7/00 3331 -1435 -3778 4653 -144 0 0 0 0 0 -3637 -1293
4 Dollar Trader for Curr. 236 Euro C 1/99 10750 8700 4675 -4051 -5414 -1663 -263 2613 0 0 3450 -200
Dollar Trader for Curr. 236 Jap Yen 1/96 10012 -5377 5401 7562 -4650 -925 0 4300 525 0 4738 0
5 SledgeHammer 581 S&P 1/06 n/a n/a n/a n/a 6450 1175 7775 25 -3575 -2375 9250 2200
6 CrudeExtreme 534 * Mini Crude 1/06 n/a n/a n/a n/a 645 60 970 160 -780 1483 1248 743
7 Black Gold 333 Crude 1/01 110 -4535 7730 -1830 12500 0 0 2655 0 0 0 -2295
8 VOLPAT 59 * S&P 10/88 3000 15850 14000 -11575 500 -2800 -4925 -650 3300 -2700 425 8250
9 Maxim 552 Mini Russell 4/06 n/a n/a n/a n/a 11720 1770 2390 585 2065 1140 -35 4775
Maxim 552 Mini S&P 4/06 n/a n/a n/a n/a 5613 1138 1188 338 638 988 325 2350
10 Qtech Beans 492 Soybeans 4/05 n/a n/a n/a -7150 -6363 0 -2575 -400 1825 3175 -2775 -63
11 AlfaMAXX 432 * S&P 5/03 n/a -7500 -14100 -12225 15400 -675 -25 -1200 1100 900 -2650 4226
12 Turbo Trader Pro 539 * Mini Russell 3/06 n/a n/a n/a n/a 9750 100 110 1470 2380 1160 -2800 110
13 EuroDynamics LT 445 Euro C 9/03 n/a -1763 6338 988 2263 1625 0 0 0 0 2150 0
14 25X25 275 Bonds 6/98 6730 -9600 1630 -20 -580 -1200 0 1330 -1420 0 0 0
15 ATS-6400 362 T Note 1/01 -7421 -94 -416 -2985 6681 0 0 -309 -371 -1559 565 753
16 Dual Thrust 562 Nat Gas 8/06 n/a n/a n/a n/a 24600 4140 -3210 -3500 5290 8500 13120 12380
Dual Thrust 562 Russell 2K 8/06 n/a n/a n/a n/a 45600 2100 -9050 1925 32025 2350 -8950 14125
Dual Thrust 562 Unleaded 8/06 n/a n/a n/a n/a -6967 185 -2121 4473 2478 8333 21773 -5351
Dual Thrust 562 Euro C 8/06 n/a n/a n/a n/a 1837 -725 0 1313 0 0 1825 200
Dual Thrust 562 Crude 8/06 n/a n/a n/a n/a -3260 4500 3280 790 -1160 4730 -3160 3120
Dual Thrust 562 S&P 8/06 n/a n/a n/a n/a 1450 -875 1100 11150 -5575 7875 -16600 -11425
Dual Thrust 562 Coffee 8/06 n/a n/a n/a n/a -6938 -2456 2363 1406 -750 -694 -3919 -375
Dual Thrust 562 Cotton 8/06 n/a n/a n/a n/a -5750 -795 -1175 1385 -455 -2580 -560 2250
17 Delphi Universal 509 Mini Midcap 09/05 n/a n/a n/a 4545 3155 -1195 -860 1555 -1270 1405 -3535 1940
18 Scooter 105 Coffee 12/89 -1519 -11608 12413 -17193 -15226 -113 0 2813 -3750 2044 -694 2288
Scooter 105 Bonds 12/89 -2540 21680 -4850 2940 4490 -1210 0 4540 -630 920 1130 2030
Scooter 105 Jap Yen 12/89 4762 -5002 12313 3374 -13327 -563 613 -1075 -3800 -1188 2150 -1513
Scooter 105 Copper 12/89 -5528 -2715 4849 -5063 -1412 -4263 0 15300 0 17513 -8963 2188
Scooter 105 Crude 12/89 12060 1150 2800 -28200 2990 -2530 6680 -1930 -3620 540 680 -120
19 GK Grain Trader I 489 Wheat 11/04 n/a n/a 0 1088 -4713 0 625 0 0 -800 0 0
GK Grain Trader I 489 Corn 11/04 n/a n/a 0 613 -2725 0 0 0 2788 0 0 0
GK Grain Trader I 489 Rough Rice 11/04 n/a n/a -1335 -250 -4675 0 0 -585 0 0 0 -1395
20 Samurai_35 283 Bonds 5/98 6130 18220 8160 7660 -4110 -1910 240 2530 -1550 -1490 -1010 350
21 William Tell Bonds 262 Bonds 9/97 7210 4850 10310 -1020 2570 -2340 0 1020 0 -2120 -2330 0
22 Bond & Yen Trdng. Sys. 225 Jap Yen 8/95 6176 1163 2687 7800 -3626 -2463 0 3788 0 0 1625 1538
Bond & Yen Trdng. Sys. 225 Bonds 8/95 -5520 -9430 10800 -8060 1260 0 0 590 -1990 0 2020 0
23 Sierra Hotel 255 Euro C 1/99 -750 30163 -1138 3400 -338 0 -2700 2188 0 0 1825 -638
Sierra Hotel 255 Jap Yen 1/97 3100 -12963 -11625 6663 -6500 -2638 0 1713 -525 0 3688 0
Sierra Hotel 255 S Franc 1/97 2525 10700 -16125 5913 -11938 -1463 0 3975 -638 -1025 825 738
24 Yankee DX 593 $ Index 1/07 n/a n/a n/a n/a n/a n/a n/a n/a 735 0 0 735
25 Early Bird II 580 * Russell 2K 8/02 7075 9575 -15325 -1875 6225 -100 3200 6050 6350 1650 0 -5875
Early Bird II 580 * S&P 8/02 3650 4075 -475 2250 0 0 0 5350 6525 0 0 5725
Early Bird II 580 * SP Midcap 8/02 -1375 15025 -6100 975 -3350 0 0 4300 10600 0 0 0
26 SAGA 472 Crude 4/04 n/a n/a 9110 -11610 4690 780 0 1980 0 -2720 -2530 4210
SAGA 472 T Note 4/04 n/a n/a -8120 -2270 3580 -1380 0 -600 0 -1290 950 2400
SAGA 472 Jap Yen 4/04 n/a n/a -1575 11900 -16791 -2138 0 988 -1313 0 2738 0
SAGA 472 Euro C 4/04 n/a n/a 3974 -6188 -7164 500 -1763 1225 -1738 0 1400 -1225
27 Impetus SP 589 * S&P 12/06 n/a n/a n/a n/a -2650 -2650 175 -825 3800 -300 1275 6475
28 EGE 6% 470 Euro C 4/04 n/a n/a -20763 -15175 -10113 100 -525 875 300 363 -1238 713
29 Samurai_7 281 Bonds 5/98 5300 8380 8070 230 8130 -1210 1530 1030 -690 -340 -770 -190
Samurai_7 281 Nat Gas 5/98 30480 -4720 34910 18620 14290 16150 -7050 -2990 -2660 7940 400 6340
Samurai_7 281 Cotton 5/98 -6080 4420 15760 1010 -3105 585 -1120 -620 65 15 -1045 675
Samurai_7 281 H Oil 5/98 520 10182 1827 -5267 3549 -773 9996 1940 7119 -147 -1365 0
Samurai_7 281 S Franc 5/98 -188 -13901 -6000 -488 -17113 -3575 775 1188 -688 -1175 700 -1175
30 Qtech Cattle 494 Live Cattle 4/05 n/a n/a n/a 380 -3295 -1000 575 -225 2595 725 400 1445
31 Amos' Root 307 Euro C 5/00 3950 14288 2113 8400 -6738 0 0 0 0 0 6063 0
Amos' Root 307 Jap Yen 5/00 4275 -2350 -11288 2463 6088 0 0 0 288 0 0 0
32 Theta 309 Jap Yen 6/00 11088 -12338 1200 11488 -7725 -1775 0 900 0 -1725 0 0
Theta 309 Crude 6/00 4955 3235 9780 -15935 8350 17285 0 585 -3395 -5070 0 -485
Theta 309 S Franc 6/00 -3825 -900 3338 88 -6813 0 -475 -1113 -1363 0 -875 0
Theta 309 K Wheat 6/00 4275 100 -7425 -9050 263 -638 0 -1375 0 -2638 -1163 0
Theta 309 Coffee 6/00 -5606 -13519 -6038 -919 -4613 0 1969 0 0 0 3956 -2063
Theta 309 Bonds 6/00 119 -7006 363 -200 -1300 -1169 0 -388 -1700 0 -2119 0
33 GK Energy Trader II 487 Crude 11/04 n/a n/a -2685 13525 10140 0 -4785 -1335 0 1575 0 2735
GK Energy Trader II 487 Unleaded 11/04 n/a n/a -2322 27212 -19227 0 -4330 -2322 0 19447 -1986 8640
GK Energy Trader II 487 Heat Oil 11/04 n/a n/a 719 3923 11283 0 -9781 2403 0 0 12139 -3690
GK Energy Trader II 487 Nat Gas 11/04 n/a n/a -15075 74335 -36585 -7645 1495 0 -4295 -7055 900 145
34 DualThrust 2 590 Mini Russell 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 3525 510 2860 1075
DualThrust 2 590 Mini S&P 3/07 n/a n/a n/a n/a n/a n/a n/a n/a -395 -610 40 -1285
DualThrust 2 590 Mini Russell 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 1905 840 3470 -3170
DualThrust 2 590 Mini S&P 3/07 n/a n/a n/a n/a n/a n/a n/a n/a 345 2805 1875 -1640

12 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
2483 -825 3037 713 3430 8838 1419 8 75.0 1847 -1122 1 1800 491.0% 491.0% 14949 7886 166.1% 166.1%
2455 0 4845 -525 2805 13940 915 6 66.7 3845 -725 1 3600 387.2% 387.2% 13940 915 387.2% 387.2%
3319 706 0 0 7698 6792 4931 6 66.7 2931 -2471 2 2700 251.6% 251.6% 17294 23888 85.4% 85.4%
2063 -1538 0 5175 5300 14938 1925 11 54.5 3100 -729 2 6300 237.1% 239.5% 63513 17300 111.0% 94.8%
650 3750 513 -2263 3238 14525 2263 10 80.0 2214 -1594 1 6000 242.1% 239.5% 77450 14513 106.8% 94.8%
11500 16625 8875 8525 39300 99300 9600 119 57.1 2076 -818 6 47250 210.2% 210.2% 104575 9600 115.5% 115.5%
825 78 -275 763 15 5288 2315 112 50.0 317 -223 9 2625 201.4% 201.4% 5873 2315 116.7% 116.7%
0 4075 0 0 17385 21820 2295 4 75.0 8038 -2294 1 11250 194.0% 194.0% 36080 5780 45.8% 45.8%
7725 10050 7650 -775 19200 44750 16925 99 53.5 2029 -1362 8 23625 189.4% 189.4% 166875 51400 36.4% 36.4%
1640 1980 -1200 1485 3300 19895 1910 53 77.4 672 -640 2 8100 245.6% 188.6% 29845 2365 221.1% 162.5%
1238 1413 688 63 2838 13200 1000 52 78.8 419 -360 2 9450 139.7% 188.6% 17675 1488 112.2% 162.5%
2725 -1438 -3750 2300 5388 4413 6213 37 54.1 1148 -1093 2 2400 183.9% 183.9% -9100 20075 -142.2% -142.2%
12050 12400 -1550 2375 15500 42451 7225 119 47.9 1941 -1100 6 23625 179.7% 179.7% 24701 44400 22.4% 22.4%
1190 -200 -240 0 3750 7030 3290 186 47.8 394 -288 7 4050 173.6% 173.6% 16680 3340 235.3% 32.0%
200 0 0 2450 4450 10875 0 5 100.0 2175 0 0 6300 172.6% 172.6% 17075 9788 62.5% 62.5%
0 2200 -870 0 4560 4600 2580 7 57.1 2450 -1729 1 2700 170.4% 170.4% -1040 15520 -4.0% -4.0%
0 3471 0 -2884 3363 3028 2884 9 44.4 2038 -1022 3 1800 168.2% 168.2% 3556 14400 28.2% 28.2%
16630 1700 5730 15540 19600 95920 11960 132 65.2 1966 -1595 5 30000 319.7% 167.8% 116380 16030 291.0% 146.7%
-5475 24450 17800 -1525 20475 90250 29825 103 51.5 5253 -3771 5 39000 231.4% 167.8% 133750 29825 257.2% 146.7%
-3415 -1260 5510 13373 -869 43109 14473 106 50.9 2191 -1443 6 18000 239.5% 167.8% 35956 15032 149.8% 146.7%
3938 -988 -3763 0 8050 9850 4750 14 50.0 2632 -1225 2 6300 156.3% 167.8% 12413 4888 147.8% 146.7%
2190 -2280 4390 10260 -7370 19290 12050 92 44.6 1928 -1174 6 11250 171.5% 167.8% 11530 14300 76.9% 146.7%
-14650 17175 -4475 14425 27350 25475 42675 23 52.2 7069 -5403 3 47250 53.9% 167.8% 27800 42675 44.1% 146.7%
-300 1444 -4538 -3713 806 -10725 15788 125 40.0 695 -606 8 5400 -198.6% 167.8% -15206 18619 -211.2% 146.7%
565 -4170 50 -420 1555 -4350 7035 102 40.2 472 -389 8 3000 -145.0% 167.8% -9305 12230 -232.6% 146.7%
2185 -4710 3110 4365 7500 10490 5275 92 43.5 992 -562 5 6450 162.6% 162.6% 19385 7520 133.6% 133.6%
0 2531 -1294 4500 3788 12113 3750 17 58.8 1796 -834 3 5400 224.3% 161.0% 122231 54581 124.0% 28.6%
0 760 -470 -1050 5580 11600 2490 14 57.1 2181 -972 2 2700 429.6% 161.0% 47550 27420 96.5% 28.6%
0 1500 -438 -113 3525 -900 7525 22 40.9 1490 -1100 3 6000 -15.0% 161.0% 58688 24013 53.6% 28.6%
1463 675 -9450 4175 13088 31725 15200 17 52.9 6271 -3081 3 21000 151.1% 161.0% 11488 40250 3.0% 28.6%
0 250 0 22000 -1870 20080 8890 19 47.4 4407 -1962 2 11250 178.5% 161.0% 2010 39390 1.0% 28.6%
0 0 0 0 8900 8725 800 3 66.7 4763 -807 1 2100 415.5% 150.6% 5100 4888 78.8% -25.3%
0 0 -1325 0 0 1463 1325 2 50.0 2788 -1326 1 1500 97.5% 150.6% -650 2725 -14.1% -25.3%
0 0 -1065 0 765 -2280 3045 4 25.0 765 -1015 3 1650 -138.2% 150.6% -8540 9305 -167.9% -25.3%
-450 5030 180 1810 200 3930 4240 60 36.7 1045 -502 5 2700 145.6% 145.6% 59130 28330 226.6% 226.6%
0 3510 0 0 6150 3890 5770 6 50.0 3560 -2263 2 2700 144.1% 144.1% 28960 11630 103.0% 103.0%
0 2063 -63 -3013 2525 6000 3075 8 62.5 2308 -1847 2 6000 100.0% 143.8% 59875 13938 79.8% 35.4%
670 1930 -920 0 4210 6510 1990 7 71.4 1884 -1452 1 2700 241.1% 143.8% -21400 41630 -63.4% 35.4%
0 1213 0 0 11500 13388 2700 9 55.6 3383 -886 2 6300 212.5% 139.8% 58288 18325 101.9% 48.0%
350 4288 -438 0 -1163 5275 2838 10 60.0 1879 -1500 2 6000 87.9% 139.8% 25625 44488 38.5% 48.0%
0 -500 -1538 -188 4225 4413 3725 16 50.0 1595 -1043 3 4200 105.1% 139.8% 3838 23425 8.2% 48.0%
0 0 3595 -490 0 4575 490 5 60.0 1688 -245 2 3300 138.6% 138.6% 4575 490 138.6% 138.6%
4675 20450 -4950 13300 -1100 43650 8425 51 58.8 2961 -2149 3 19500 223.8% 132.2% 49425 20325 46.8% 30.4%
5625 -3400 -1875 0 10000 27950 7950 21 61.9 2665 -836 3 23625 118.3% 132.2% 37450 9025 29.3% 30.4%
3375 -2150 -1725 0 -2200 12200 15100 17 52.9 3447 -2348 4 20250 60.2% 132.2% 17375 15100 15.8% 30.4%
0 810 0 17680 0 20210 5250 7 71.4 5092 -2617 2 11250 179.6% 131.6% 21620 28940 51.2% 15.9%
-1070 1600 0 0 5300 5910 3270 10 40.0 2563 -724 5 1800 328.3% 131.6% 480 10710 7.1% 15.9%
-1863 2413 0 -2125 2238 938 2463 8 50.0 2094 -1860 1 6000 15.6% 131.6% -3388 17113 -15.1% 15.9%
0 -4638 0 0 12538 6300 6738 9 44.4 3916 -1868 3 6300 100.0% 131.6% -3575 21188 -15.1% 15.9%
3350 6875 -2100 -1450 16325 30950 8400 72 58.3 1460 -1010 6 23625 131.0% 131.0% 30950 8400 131.0% 131.0%
2638 -463 5863 -5750 5288 8163 6538 173 46.2 586 -416 9 6300 129.6% 129.6% -37988 54463 -160.8% -160.8%
-3510 1920 -520 -970 0 -3720 5670 45 35.6 627 -475 6 2700 -137.8% 124.6% 31190 17850 118.5% 41.1%
1980 16020 -2350 3360 5570 42710 12700 30 60.0 3613 -1860 3 30000 142.4% 124.6% 158770 37030 54.3% 41.1%
-905 -2565 60 -570 -375 -5800 6385 44 36.4 328 -395 6 3000 -193.3% 124.6% 13465 13435 46.0% 41.1%
4586 -2192 -71 -328 12734 31500 4498 31 38.7 4208 -999 5 15000 210.0% 124.6% 65596 19908 44.9% 41.1%
-1000 863 1763 0 6038 3713 4950 36 33.3 1376 -532 5 4200 88.4% 124.6% -49025 61313 -119.7% 41.1%
-175 200 725 -1195 -995 3075 2255 43 39.5 650 -306 5 2550 120.6% 120.6% 1160 8135 17.1% 17.1%
0 -1775 0 0 10288 14575 1775 3 66.7 8175 -1785 1 6300 231.3% 120.5% 40413 8013 83.7% 46.5%
0 0 0 -1275 1238 250 1275 3 66.7 763 -1278 1 6000 4.2% 120.5% 3475 17088 7.6% 46.5%
2675 0 0 213 -700 -413 3588 8 50.0 1669 -1772 2 6000 -6.9% 118.8% 11638 12950 25.6% -16.5%
0 2625 0 0 17215 28760 8950 8 50.0 9428 -2238 4 11250 255.6% 118.8% 15670 27935 18.4% -16.5%
63 -1075 0 0 5888 1050 4838 7 28.6 2975 -982 4 4200 25.0% 118.8% -11438 19663 -35.9% -16.5%
0 0 0 0 13313 7500 5813 9 22.2 7581 -1092 6 2100 357.1% 118.8% -9438 25138 -59.3% -16.5%
-1519 -113 -1313 356 -1275 0 5925 8 37.5 2094 -1256 4 5400 0.0% 118.8% -29475 32044 -72.0% -16.5%
0 0 0 2613 3456 694 5375 7 28.6 3034 -1076 5 2700 25.7% 118.8% -16531 22600 -80.7% -16.5%
0 5865 -7255 0 24550 21350 7255 8 62.5 6945 -4458 2 11250 189.8% 115.4% 42330 9215 118.8% 69.3%
-2901 0 4482 0 30737 51767 6652 10 50.0 12661 -2308 2 18000 287.6% 115.4% 57430 39682 100.8% 69.3%
-3039 0 -3246 0 19359 14144 9975 12 50.0 5898 -3541 3 15000 94.3% 115.4% 30069 17726 63.3% 69.3%
0 21275 -16680 0 10290 -1570 17500 12 58.3 4872 -7125 2 30000 -5.2% 115.4% 28750 46795 30.3% 69.3%
-600 830 1790 8240 3125 21355 3825 48 56.3 1242 -582 4 8100 263.6% 113.1% 21355 3825 263.6% 113.1%
610 -885 190 2063 6938 6665 2560 29 44.8 1140 -509 6 9450 70.5% 113.1% 6665 2560 70.5% 113.1%
-4600 635 4815 4010 -2485 5420 11290 61 50.8 1101 -956 4 8100 66.9% 113.1% 5420 11290 66.9% 113.1%
-1095 1395 720 813 1025 6243 4500 49 53.1 891 -737 4 9450 66.1% 113.1% 6242 4500 66.1% 113.1%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 13


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
35 DCB-Bond 306 Bonds 1/00 -8950 2720 3020 3630 1940 -1270 -570 1170 -250 -360 10 2360
36 Octane 378 * S&P 4/02 68700 -14175 -26275 -22675 -3875 -2225 -200 1500 2150 600 -6325 5475
37 Keystone 538 * Mini Russell 4/06 n/a n/a n/a n/a 13495 230 2260 360 2725 3260 -2420 1145
Keystone 538 * S&P 4/06 n/a n/a n/a n/a 26175 2675 -650 -1400 5700 14825 1300 15075
Keystone 538 * Mini S&P 4/06 n/a n/a n/a n/a 4213 150 -1713 -688 963 2625 625 3725
38 Franc Trader 586 S Franc 1/07 n/a n/a n/a n/a n/a n/a 0 0 -500 0 0 -63
39 R-Breaker 187 * S&P 7/93 39000 34050 -13200 -20475 -7100 -200 275 12625 3500 -5350 4025 5025
40 RC Success 461 * S&P 4/04 n/a n/a 36525 13925 -16100 1600 -2725 3100 5575 1500 5375 -2025
RC Success 461 * Mini S&P 4/04 n/a n/a 3113 3400 -450 588 313 638 1213 613 675 -1975
41 PULSAR Volatility 102b S&P 1/89 35675 -11975 5550 -16200 16175 1000 -4475 2525 2375 1350 -600 9600
PULSAR Volatility 102b Bonds 1/89 17125 -1750 -4025 -8775 -11675 -2725 900 -1625 25 -5675 -7375 4025
42 VC Daytrader 437 * S&P 8/03 n/a 800 -19700 -11900 525 -5425 425 -2275 -1925 -3150 -9600 9575
43 Impetus 415 * Mini Russell 1/03 n/a 1935 4075 -625 3225 -500 -740 -215 1145 320 -275 820
44 Tzar 426 Russell 2K 3/03 n/a 30150 40700 23675 11125 6775 29500 -11550 -1450 -13100 6775 31475
Tzar 426 S&P 3/03 n/a 22425 4400 -1250 63300 3075 2450 0 9000 -7375 0 18800
Tzar 426 Nasdaq 3/03 n/a 45550 34800 -8350 21625 3275 -6300 -13000 -7700 -8000 0 1300
Tzar 426 D. Jones 3/03 n/a 10420 -12330 2510 -11990 40 4120 -4290 -3020 0 0 5630
45 Ultimate Trading Dev. I 323 Euro C 8/00 11813 8013 6725 -5001 9901 0 0 -988 0 0 2100 0
Ultimate Trading Dev. I 323 Jap Yen 8/00 4238 4225 -5926 2174 -12063 0 0 -3038 0 0 -3450 0
46 Early Bird III 431 * Russell 2K 3/03 n/a 21225 -8550 925 8225 -2000 2075 7325 5100 -2050 0 -5625
Early Bird III 431 * SP Midcap 3/03 n/a 13400 -1450 -425 -1625 0 0 2750 11975 1275 0 0
Early Bird III 431 * S&P 3/03 n/a -2850 -2125 3125 0 0 0 5350 7325 0 0 5725
47 Qtech Bellies 495 Pork Bellies 04/05 n/a n/a n/a 5005 4940 -135 195 5500 0 0 -2075 1605
48 Trend Weaver 604 T Notes 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 $ Index 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Crude 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Gold 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Palladium 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Trend Weaver 604 Jap Yen 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
49 ETS Day Trade 272 * S&P 1/98 -10925 7750 -4625 -19575 -13475 200 -2950 9925 1575 1900 -7825 3274
50 BRIX 395 T Note 5/02 -2880 7280 8250 -2930 -2420 0 0 -1240 0 0 850 0
BRIX 395 Crude 5/02 340 -5850 20070 1810 5110 10 0 1390 -310 1420 -2460 320
BRIX 395 Euro C 5/02 -575 10013 11800 6524 -7212 0 -2475 3013 0 0 2100 -4363
BRIX 395 S Franc 5/02 -2014 -1076 6250 7500 -6537 0 -4425 1125 0 0 -863 0
BRIX 395 Bonds 5/02 -8480 -1290 9380 -9150 11830 0 -3680 -1960 0 0 1020 0
BRIX 395 H Oil 5/02 635 -6355 12109 4142 -11830 0 9269 0 -34 0 -7085 0
BRIX 395 Jap Yen 5/02 1750 -9375 -1137 14775 -9438 -2075 0 2800 0 0 -913 0
51 Zenith* 1000 233 S&P 10/95 -11675 4400 19050 -19875 48875 1750 2800 -1425 1675 0 10150 525
52 Simple Harmony 571 Sugar 12/05 n/a n/a n/a 0 6170 -1015 0 0 0 0 2344 -971
Simple Harmony 571 Copper 12/05 n/a n/a n/a 0 4013 0 0 13812 0 0 21038 1213
Simple Harmony 571 Nat Gas 12/05 n/a n/a n/a 0 57380 -8395 0 -685 -8975 -7455 -3245 0
Simple Harmony 571 Euro C 12/05 n/a n/a n/a 0 -3463 3013 0 0 -1363 0 2363 -500
Simple Harmony 571 T Note 12/05 n/a n/a n/a 0 556 0 0 -1215 0 0 0 0
Simple Harmony 571 Jap Yen 12/05 n/a n/a n/a 0 -16125 0 0 5663 1288 0 0 0
Simple Harmony 571 Cotton 12/05 n/a n/a n/a 0 -1250 2075 0 0 0 0 -4025 0
53 GK-Energy Trader 349 Nat Gas 2/01 -5230 19830 -9660 7270 44820 17510 -8740 0 0 0 -4680 7300
GK-Energy Trader 349 H Oil 2/01 -3109 -14646 12889 5565 -3562 0 9269 -399 1856 0 -168 0
GK-Energy Trader 349 Unleaded 2/01 -7619 -8687 12513 6276 1277 0 -533 -3520 9731 0 8820 0
GK-Energy Trader 349 Crude 2/01 -460 -3320 10140 -7420 -3140 -1430 0 -2070 0 -2070 -2710 0
54 Dennis RSI 4 S&P 6/86 9875 -1775 -6000 -11650 21150 -200 2900 8650 -175 -200 8700 9475
55 Challenger 350 Bonds 3/01 3380 5950 5220 780 9950 0 -3460 -2070 0 0 3700 0
Challenger 350 Euro C 3/01 14525 13689 8524 9075 -15813 0 0 -988 0 0 2100 263
Challenger 350 B Pound 3/01 9850 -4163 -4470 -8894 8044 0 0 -275 0 0 950 0
Challenger 350 S Franc 3/01 6550 3763 2725 6963 -15038 0 -4425 -1700 -300 0 -1188 0
Challenger 350 Jap Yen 3/01 -176 -9826 2212 8725 -9563 0 0 3525 0 0 4138 0
Challenger 350 Cotton 3/01 -4610 -10900 7055 -12445 805 0 -1275 -3875 0 3210 0 -1120
56 Magnet 266 S&P 11/97 -13200 28425 32675 -150 26875 -2700 2850 -10875 -5500 0 19175 -9200
57 Universal LT 199 Bonds 4/93 -2100 13950 -15480 -5150 -10660 -4080 -1760 3470 -890 1560 2810 1810
Universal LT 199 Jap Yen 4/93 1788 -412 401 -2126 -3952 -2638 2875 1838 0 0 -1338 -2000
Universal LT 199 Copper 4/93 -4214 -100 1412 3811 16175 0 13663 2100 0 19663 -5988 -3413
Universal LT 199 Crude 4/93 4250 8650 12380 11220 -10500 -1930 7240 -410 0 -2430 -1250 980
Universal LT 199 Euro $ 4/93 -1525 225 -825 -2025 -1125 0 0 -450 0 0 -500 0
Universal LT 199 B Pound 4/93 264 5880 -5389 255 8508 0 600 -1175 -138 588 -1300 -2375
58 Pendulum 304 S&P 1/00 16575 -8325 -3675 -5675 -15175 -2025 -4275 -750 -7875 6500 5475 11175
59 Catscan III Const. 422 T Note 5/03 n/a 4410 7340 3790 -5810 -950 -1710 1290 0 -1780 -460 0
Catscan III Const. 422 Euro C 5/03 n/a 15488 -5076 2986 3999 0 -3550 2075 0 0 225 38
Catscan III Const. 422 $ Index 5/03 n/a 8630 -500 5750 -2910 -2100 -2150 760 0 0 -640 10
Catscan III Const. 422 F Note 5/03 n/a -1340 450 1830 -2170 -340 0 1860 0 -2020 -1170 110
Catscan III Const. 422 Jap Yen 5/03 n/a -577 -3725 5451 1226 -2638 0 3638 0 -1025 3188 0
Catscan III Const. 422 S Franc 5/03 n/a -1300 -4602 3624 -476 -2600 0 213 0 -2038 -1275 0
Catscan III Const. 422 Euro$ 5/03 n/a -925 -275 -1775 -2925 -400 -400 -300 -450 -350 -400 -700
60 R-Mesa 5 411 * S&P 3/02 33200 18875 11375 -10650 -27625 1250 2250 5725 1150 -2875 4775 5350
61 Weaver 318 T Note 7/00 310 6270 5170 -1910 580 0 -2110 -1570 0 0 850 0

14 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 -780 200 1900 640 3050 2200 14 50.0 1214 -778 2 2700 113.0% 113.0% 12250 9870 56.7% 56.7%
-1800 3000 3450 2775 18150 26550 12300 173 41.0 1933 -1083 9 23625 112.4% 112.4% 30475 86875 22.4% 22.4%
-1550 3110 -4810 -20 4060 8350 7335 182 53.3 496 -468 11 4050 206.2% 111.7% 21615 7335 320.2% 142.6%
-7150 2925 -3825 -12850 6150 22775 28225 180 53.9 1478 -1454 6 23625 96.4% 111.7% 46275 28225 117.5% 142.6%
-1313 2313 -900 -2788 2050 5050 4513 180 53.3 309 -293 6 4725 106.9% 111.7% 9113 4513 115.7% 142.6%
2088 0 0 2963 0 4488 563 4 50.0 2525 -281 2 4200 106.8% 106.8% 4488 563 106.8% 106.8%
1850 -6875 4600 10000 -4500 24975 17725 168 39.9 1694 -877 14 23625 105.7% 105.7% 246400 44950 71.1% 71.1%
20600 -16925 -3700 425 12000 24800 26425 206 49.5 1711 -1439 11 23625 105.0% 105.3% 57550 33750 65.0% 64.0%
3938 -3563 -663 313 2975 5063 5463 200 39.5 410 -226 13 4725 107.1% 105.3% 10538 5463 59.5% 64.0%
4075 5150 7975 6800 11025 46800 10675 73 53.4 2298 -1258 7 47250 99.0% 103.7% 190988 38725 21.1% 14.9%
-1475 3150 13150 2925 -300 5000 20600 46 34.8 2886 -1374 11 2700 185.2% 103.7% -48475 79138 -93.7% 14.9%
7275 11625 -825 2350 16400 24450 28750 168 51.2 1736 -1523 8 23625 103.5% 103.5% -400 57675 -0.4% -0.4%
1365 2070 -75 745 -540 4120 2635 76 51.3 357 -265 5 4050 101.7% 101.7% 13230 2635 65.3% 65.3%
15400 49050 28525 -41825 -10450 89125 52275 26 65.4 12135 -13030 4 39000 228.5% 100.4% 188000 52275 99.7% 58.8%
100 22875 -4000 7950 29525 82400 12900 19 78.9 7302 -6751 1 47250 174.4% 100.4% 168200 46325 73.7% 58.8%
5800 8250 -12250 0 -7650 -36275 42950 22 40.9 3542 -5241 5 45000 -80.6% 100.4% 54075 44975 24.9% 58.8%
-560 7700 -4870 -2850 6680 8580 9200 22 54.5 2837 -2541 4 12000 71.5% 100.4% -2850 30680 -4.9% 58.8%
0 1725 0 0 11913 14750 988 4 75.0 5246 -988 1 6300 234.1% 99.9% 34050 13800 72.9% 31.0%
-1113 1938 0 0 3200 -2463 7600 6 50.0 1779 -2600 2 6000 -41.1% 99.9% -5800 23413 -13.0% 31.0%
21025 20300 -9400 12775 -8700 40825 12175 65 53.8 2974 -2104 6 19500 209.4% 98.0% 64650 18550 68.6% 30.7%
6175 -8375 -1725 0 -5400 6675 24525 29 44.8 3435 -2371 7 20250 33.0% 98.0% 16575 24525 16.9% 30.7%
5625 -9975 -5550 0 6100 14600 19800 30 43.3 3713 -1977 7 23625 61.8% 98.0% 12750 19800 11.2% 30.7%
0 -2985 85 0 1285 3475 3530 9 55.6 1749 -1321 2 3600 96.5% 96.5% 13555 7420 141.2% 141.2%
n/a 0 253 0 3910 4163 0 2 100.0 2082 0 3 1800 231.3% 94.9% 4163 0 231.3% 94.9%
n/a 995 0 0 4415 5410 0 2 100.0 2705 0 2 3300 163.9% 94.9% 5410 0 163.9% 94.9%
n/a 725 0 0 15270 15995 3035 3 66.7 9515 -3048 1 11250 142.2% 94.9% 15995 3035 142.2% 94.9%
n/a 0 0 0 10445 10445 0 1 100.0 10445 0 0 12000 87.0% 94.9% 10445 0 87.0% 94.9%
n/a 0 515 0 1190 1705 0 2 100.0 852 0 0 4200 40.6% 94.9% 1705 0 40.6% 94.9%
n/a -3388 0 0 2238 -1150 3388 2 50.0 2238 -3388 1 6000 -19.2% 94.9% -1150 3388 -19.2% 94.9%
-4102 15150 5350 -6200 5900 22197 13450 113 44.2 2160 -1359 7 23625 94.0% 94.0% 70169 55775 29.5% 29.5%
490 3570 0 -1800 4050 5920 1800 7 57.1 2240 -1010 2 1800 328.9% 93.4% 13220 6920 129.6% 36.3%
0 2900 0 22000 -1870 23400 4790 11 54.5 5338 -1719 2 11250 208.0% 93.4% 44870 13080 70.4% 36.3%
0 -4825 0 0 9475 2925 9188 9 44.4 3647 -2328 4 6300 46.4% 93.4% 23475 15675 65.8% 36.3%
-800 25 0 0 7488 2550 4963 8 50.0 2350 -1713 2 4200 60.7% 93.4% 6675 13988 28.0% 36.3%
1020 3680 0 -3680 5230 1630 5640 8 50.0 2738 -2331 2 2700 60.4% 93.4% 3920 12590 25.6% 36.3%
8408 -5502 -67 0 11983 16972 10277 11 45.5 7703 -3600 3 15000 113.1% 93.4% 15670 38716 18.4% 36.3%
0 -7613 -363 0 -1088 -9250 11213 10 40.0 1422 -2490 4 6000 -154.2% 93.4% -10600 19788 -31.2% 36.3%
24025 350 0 5125 -1375 43600 8975 21 61.9 5871 -4089 2 47250 92.3% 92.3% 131600 46275 22.6% 22.6%
0 0 0 0 -400 -43 1371 4 25.0 2344 -796 2 1650 -2.6% 88.3% 7143 1370 216.5% 81.1%
0 1575 3412 2113 8138 51300 0 7 100.0 7881 0 0 21000 244.3% 88.3% 55312 27125 131.7% 81.1%
0 0 0 16535 1450 -10770 28755 8 25.0 11470 -5618 5 30000 -35.9% 88.3% 55005 28755 91.7% 81.1%
0 1288 -87 0 11613 16325 1362 7 57.1 4569 -645 1 6300 259.1% 88.3% 9850 7213 78.2% 81.1%
0 0 0 -1243 3175 715 2460 4 50.0 1972 -1615 1 1800 39.7% 88.3% 1271 2460 35.3% 81.1%
3763 0 2938 -1463 2238 14425 1463 6 83.3 3177 -1451 1 6000 240.4% 88.3% -1700 16125 -14.2% 81.1%
0 0 -5430 0 -2980 -10360 12435 3 0.0 0 -3453 2 3000 -345.3% 88.3% -13685 13685 -228.1% 81.1%
0 15470 0 -6260 -5840 14760 13420 8 50.0 10230 -6540 2 30000 49.2% 86.5% 77050 40520 37.1% 23.9%
8408 -7266 2696 0 11978 26376 7266 8 62.5 6842 -2611 1 15000 175.8% 86.5% 20828 21038 20.1% 23.9%
-4200 -3990 -1491 0 9303 14120 9681 10 40.0 7012 -2321 2 18000 78.4% 86.5% 23999 32348 19.3% 23.9%
0 -1860 0 20960 -1870 8950 10140 7 14.3 20960 -2005 5 11250 79.6% 86.5% 940 31740 1.2% 23.9%
-300 14525 3325 -875 -6325 39500 10725 29 69.0 3816 -4100 3 47250 83.6% 83.6% 119000 27650 11.9% 11.9%
0 640 0 0 6150 4960 5530 6 50.0 3830 -2177 2 2700 183.7% 82.8% 19610 16280 106.3% 19.7%
-2638 -2063 0 0 11913 8588 4700 6 50.0 4758 -1895 2 6300 136.3% 82.8% 35238 19138 81.9% 19.7%
0 2344 0 0 2975 5994 275 4 75.0 2090 -276 1 4200 142.7% 82.8% 4013 27569 14.0% 19.7%
-1425 -600 0 0 7488 -2150 9638 8 25.0 3863 -1646 4 4200 -51.2% 82.8% -788 25213 -2.7% 19.7%
0 -1238 0 0 3200 9625 2588 5 80.0 3053 -2587 1 6000 160.4% 82.8% -3475 22313 -8.5% 19.7%
0 -2275 -2550 0 2730 -5155 7885 9 33.3 2563 -2138 3 3000 -171.8% 82.8% -19115 30690 -93.2% 19.7%
27500 19075 0 0 -1550 38775 16375 12 41.7 14940 -5144 3 47250 82.1% 82.1% 201925 61275 41.7% 41.7%
-650 3280 -190 2430 -1940 5850 5840 24 45.8 1653 -947 5 2700 216.7% 80.5% 22790 41350 56.6% 17.7%
0 238 -538 975 5513 4925 3638 15 60.0 1693 -1719 2 6000 82.1% 80.5% 39088 24363 43.7% 17.7%
-11275 2313 1063 5700 12900 36725 20675 11 63.6 8200 -5155 4 21000 174.9% 80.5% 56975 20675 18.2% 17.7%
2860 3090 5300 -4960 -7330 1160 14590 26 46.2 2865 -2377 3 11250 10.3% 80.5% 21250 23160 12.7% 17.7%
0 150 -775 0 -575 -2150 2150 6 16.7 300 -490 3 2100 -102.4% 80.5% -600 7825 -1.9% 17.7%
2275 -944 -2150 -2113 -1763 -8494 9094 31 32.3 639 -710 6 4200 -202.2% 80.5% -14538 30225 -23.2% 17.7%
7925 9400 100 -3075 15300 37875 14925 46 54.3 3406 -2245 3 47250 80.2% 80.2% 41675 65125 11.0% 11.0%
980 4060 0 -760 4650 5320 4340 14 42.9 1952 -801 3 1800 295.6% 79.9% 16000 11130 193.9% 52.1%
0 1013 0 0 11913 11713 3550 11 45.5 3848 -1259 3 6300 185.9% 79.9% 29113 24013 100.8% 52.1%
0 580 0 0 4910 1370 4250 13 38.5 1454 -739 4 3300 41.5% 79.9% 14440 11450 93.8% 52.1%
0 2480 -220 -410 3370 3660 3840 16 37.5 1412 -481 7 1200 305.0% 79.9% 2770 10000 49.5% 52.1%
375 3875 -338 -1300 2238 8013 2638 10 60.0 2219 -1325 2 6000 133.6% 79.9% 13025 10525 47.4% 52.1%
-800 -2925 -1088 13 4313 -6188 10513 20 30.0 1388 -1037 5 4200 -147.3% 79.9% -6338 18188 -32.9% 52.1%
-100 175 -650 -75 -350 -4000 4025 33 9.1 108 -144 25 2100 -190.5% 79.9% -9500 9525 -98.7% 52.1%
1925 -8050 -1075 7200 1125 18750 12275 146 38.4 1978 -1025 8 23625 79.4% 79.4% 42675 44350 31.0% 31.0%
680 3760 0 -1550 4300 4360 3680 8 50.0 2398 -1308 2 1800 242.2% 79.1% 16090 9740 119.2% 29.0%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 15


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Weaver 318 Beans 7/00 -1210 1440 13940 -555 -9595 1885 -3735 3725 0 -1950 -315 5035
Weaver 318 S Franc 7/00 2799 5938 -2026 11199 -8701 -2525 0 713 0 0 -863 0
Weaver 318 Crude 7/00 5830 -4520 20070 -5910 890 50 0 1390 -310 1420 -4730 -220
Weaver 318 Jap Yen 7/00 15276 -4076 250 2624 -8501 -2075 0 1775 0 0 -850 0
Weaver 318 H Oil 7/00 1642 -7735 3700 -640 -5899 0 9265 0 42 0 -9274 0
Weaver 318 Sugar 7/00 -4256 -1736 -1187 2229 9386 -997 0 -34 -2464 78 -291 -1378
62 EVE T Bond 288 Bonds 3/98 -4510 6750 13840 1050 -990 -1260 0 -510 -150 0 -530 -310
63 ZumaFria 558 O. Juice 11/05 n/a n/a n/a 1538 2640 0 -1508 0 -413 0 0 2610
64 Madera2X4 557 Lumber 11/05 n/a n/a n/a 0 -2547 0 -1560 0 4116 684 0 0
65 Belly Trader 234 Bellies 12/95 10308 3084 -10492 -3132 -112 1272 2308 972 0 964 0 -756
66 Fusion 483 B Pound 12/04 n/a n/a 0 1450 4363 0 2988 -1775 0 0 0 0
Fusion 483 S Franc 12/04 n/a n/a 0 6925 2725 -2000 0 0 0 -550 -1675 0
Fusion 483 $ Index 12/04 n/a n/a 0 150 2460 0 -1015 -685 0 0 1845 0
Fusion 483 Euro C 12/04 n/a n/a 0 0 -950 0 0 0 0 0 0 0
Fusion 483 T Note 12/04 n/a n/a 0 -3313 -1633 -1177 0 0 -28 0 0 0
Fusion 483 Bonds 12/04 n/a n/a -3294 1850 -1288 0 0 0 -856 0 0 0
Fusion 483 Jap Yen 12/04 n/a n/a 0 2438 -4875 -1975 0 0 0 0 0 2375
Fusion 483 Crude 12/04 n/a n/a 0 0 0 0 0 0 0 0 0 0
67 Trend Harmony 515 Sugar 12/05 n/a n/a n/a 0 5778 -1004 0 0 0 0 2344 -1897
Trend Harmony 515 Copper 12/05 n/a n/a n/a 0 10687 0 0 13812 0 0 21038 -2700
Trend Harmony 515 T Note 12/05 n/a n/a n/a 0 47 190 0 -325 0 0 0 -3075
Trend Harmony 515 Nat Gas 12/05 n/a n/a n/a -9245 10415 0 25550 -6290 -3495 0 -4145 0
Trend Harmony 515 Euro C 12/05 n/a n/a n/a -3225 2125 3012 2263 0 0 0 4088 0
Trend Harmony 515 Jap Yen 12/05 n/a n/a n/a -3088 -19988 -2163 0 2837 1300 0 0 0
Trend Harmony 515 Cotton 12/05 n/a n/a n/a 80 -1250 2075 0 0 0 -3075 0 -3075
68 CatScan 212 Bonds 10/94 5400 -490 11070 2490 -300 -2760 0 30 0 -2320 1470 0
CatScan 212 $ Index 10/94 9230 1900 5860 -1450 -3060 0 -2170 980 0 970 -780 -620
CatScan 212 S Franc 10/94 4987 -9478 6524 3401 -5902 -575 -3288 188 -700 363 -3038 975
CatScan 212 Jap Yen 10/94 -850 6699 -21190 1187 -12290 -713 0 4750 -725 -363 3113 0
CatScan 212 T Notes 10/94 5080 -4230 9470 -600 -2130 -1860 0 -770 0 -1180 1060 0
CatScan 212 Cotton 10/94 -8745 -3595 -1040 -5555 -11565 1225 675 815 -1980 3185 -65 4605
69 Compass 278 T Notes 3/98 2710 350 -2380 350 2800 0 0 -1480 -260 290 160 970
Compass 278 Bonds 3/98 12380 -13560 -9970 -480 9970 -1170 0 4870 -680 990 1630 0
Compass 278 $ Index 3/98 5590 1900 4430 -1340 -400 -840 0 1270 0 0 1480 -770
Compass 278 Jap Yen 3/98 11762 -5025 -6900 6138 -10302 -2638 0 4888 288 0 4500 0
Compass 278 H Oil 3/98 -3667 9997 -2468 18946 -35629 -3881 5456 -2524 9013 0 -3007 0
Compass 278 Copper 3/98 -950 -1877 4624 2938 15200 -3050 0 9913 0 -14025 0 -2213
Compass 278 Coffee 3/98 -2419 -4876 19 -1574 2137 -19 0 2531 -450 3319 -1106 375
70 Millenium 2000 280 Cotton 5/98 -935 7360 -4525 -3235 255 25 500 -50 0 2085 -795 3825
Millenium 2000 280 Cattle 3/98 -436 12420 -3372 1296 -2152 0 -520 0 -1848 0 1416 0
Millenium 2000 280 Unleaded 3/98 -6119 0 0 -5145 0 0 0 0 0 0 0 0
Millenium 2000 280 Euro C 12/98 3674 3088 -2713 -8739 -7937 0 -3850 -1450 0 0 1700 0
Millenium 2000 280 Jap Yen 3/98 -51 -2 13313 4712 -11538 -563 -50 775 -1913 -2250 3163 0
Millenium 2000 280 Coffee 3/98 -1631 -6433 10745 -15188 -10651 -113 0 3713 -3938 -56 131 -1538
71 RC Trend 598 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
RC Trend 598 * S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
72 ETS - Daily 257 Bonds 3/97 2950 2150 14206 7288 -1681 -1825 2331 956 -1450 0 -1244 1988
ETS - Daily 257 Euro C 1/99 -6000 19213 -8163 -12375 38 0 0 638 1613 0 -175 1413
ETS - Daily 257 S Franc 3/97 -2300 9713 6013 -5750 325 0 2825 1113 -1488 0 -463 0
ETS - Daily 257 Jap Yen 3/97 6838 -11000 -10113 788 -1600 -2563 0 2250 -1238 0 3163 0
ETS - Daily 257 S&P 3/97 9875 -22200 -13450 -2800 -10925 4150 -8125 -5225 -2500 -7575 17750 -7550
ETS - Daily 257 Beans 11/97 -6763 -3638 -4731 -2456 -7056 -706 0 3444 -1581 550 -2000 4350
ETS - Daily 257 B Pound 03/97 -1538 11400 -6163 -18738 3306 0 0 0 -2763 0 413 -956
73 Trader's Profit Motive 93 S&P 9/89 -9050 -4900 28300 -3625 -57175 -3150 -2950 6775 17175 -3950 -7825 11800
74 Ultimate Trading Dev. II 324 Euro C 8/00 11813 6463 6787 -8676 6263 0 0 -988 0 0 2100 0
Ultimate Trading Dev. II 324 B Pound 8/00 7738 9188 6493 -2469 3207 0 -1513 0 0 0 -1675 -900
Ultimate Trading Dev. II 324 Euro$ 8/00 825 -1125 100 -1250 50 -225 0 -100 -375 0 175 0
Ultimate Trading Dev. II 324 Jap Yen 8/00 5850 4225 -9913 10488 -14227 0 0 -1688 0 0 -3450 0
Ultimate Trading Dev. II 324 S Franc 8/00 3625 -8638 7138 -2376 -1212 0 0 -2638 0 0 -1313 0
Ultimate Trading Dev. II 324 Bonds 8/00 5650 7690 2250 -5750 -1130 0 0 -210 0 0 -2980 0
75 Turtle Trading System 249 Jap Yen 1/90 10612 -4087 1586 -775 -9526 -1550 0 2138 -2113 -75 1388 -338
Turtle Trading System 249 Bonds 1/90 890 670 -5800 220 1980 -1180 0 -70 -1390 -70 790 0
Turtle Trading System 249 B Pound 1/90 3394 5113 8173 -1869 1110 0 -3088 -1163 -638 0 750 0
Turtle Trading System 249 Crude 1/90 -1030 1250 -90 2220 -1310 -2750 0 3680 0 -70 0 1520
Turtle Trading System 249 Copper 1/90 -1639 -1725 -3488 7575 15438 -588 0 8300 0 14888 -2113 0
Turtle Trading System 249 Coffee 1/90 1724 -8476 1201 5270 -2589 0 -975 -2025 -1275 206 -881 -2363
76 HiProb 491 Mini Russell 1/05 n/a n/a n/a 3635 8485 1825 3180 0 -135 645 0 665
HiProb 491 Mini Midcap 1/05 n/a n/a n/a 2380 8360 600 0 0 95 655 0 325
HiProb 491 Mini Nasdaq 1/05 n/a n/a n/a -565 3260 0 235 435 380 375 0 695
HiProb 491 Mini S&P 1/05 n/a n/a n/a -2413 2963 475 1375 0 338 700 0 1238
77 USOne 308 T Note 3/02 5666 -2322 2225 -4506 -1003 -1013 0 -1825 0 0 0 0
USOne 308 Bonds 5/00 4025 -3663 -2788 -3525 -550 -1169 0 -2575 0 0 0 0
78 FT S&P DayTrade 171 * S&P 06/92 19825 30275 -4025 -1825 -23475 -450 2800 7175 1000 250 3200 2400

16 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
-2400 -4865 0 6300 2635 6315 7290 14 50.0 2872 -1970 3 2400 263.1% 79.1% 16625 17625 92.4% 29.0%
-800 25 0 0 7488 4038 3538 8 50.0 2381 -1372 2 4200 96.1% 79.1% 19013 11988 60.4% 29.0%
0 2910 0 21990 -1860 20640 7590 12 50.0 5337 -1897 3 11250 183.5% 79.1% 37980 25020 45.0% 29.0%
0 -5213 -1575 0 813 -7125 8613 10 40.0 1391 -2115 3 6000 -118.8% 79.1% 13513 18463 30.0% 29.0%
8404 -2974 1050 -4313 11710 13910 9274 13 38.5 7510 -2962 3 15000 92.7% 79.1% -1222 34507 -1.1% 29.0%
-414 0 -1501 -437 -661 -8098 8142 14 14.3 62 -685 8 2400 -337.4% 79.1% -8243 14022 -45.8% 29.0%
-1030 40 420 1490 3910 2070 3790 16 25.0 1970 -484 9 2700 76.7% 76.7% 11820 19650 44.1% 44.1%
0 0 0 2498 0 3188 1920 4 50.0 2554 -960 2 4200 75.9% 75.9% 7365 1920 84.2% 84.2%
0 -1517 112 662 0 2496 1560 6 66.7 1394 -1543 1 3300 75.6% 75.6% -50 4107 -0.7% -0.7%
-1064 0 0 1196 -2200 2692 4664 14 50.0 1445 -1060 3 3600 74.8% 74.8% -1736 33484 -4.0% -4.0%
3225 0 0 0 1063 5500 1775 4 75.0 2425 -1775 1 4200 131.0% 73.9% 11313 2506 87.4% 33.9%
0 -1638 0 -588 4013 -2438 6450 6 16.7 4013 -1292 5 4200 -58.0% 73.9% 9213 6450 71.1% 33.9%
0 215 0 0 3605 3965 1700 5 60.0 1888 -850 2 3300 120.2% 73.9% 6575 4805 64.6% 33.9%
0 50 0 0 10388 10438 0 2 100.0 5219 0 0 6300 165.7% 73.9% 9488 950 48.8% 33.9%
988 0 2269 0 3144 5195 1205 5 60.0 2133 -602 2 1800 288.6% 73.9% 1427 4973 25.7% 33.9%
1831 0 0 3831 0 4806 856 3 66.7 2831 -859 1 2700 178.0% 73.9% 2075 4469 24.9% 33.9%
0 0 1513 0 0 1913 1975 3 66.7 1944 -1979 1 6000 31.9% 73.9% 1450 5725 7.8% 33.9%
0 0 0 0 0 0 0 0 0.0 0 0 0 11250 0.0% 73.9% 0 0 0.0% 33.9%
0 0 0 0 -400 -957 2297 5 20.0 2344 -825 2 1650 -58.0% 71.6% 5825 2297 176.5% 28.8%
0 1263 3413 0 4100 40925 3913 8 75.0 7633 -2437 1 21000 194.9% 71.6% 51613 17375 122.9% 28.8%
0 0 0 1787 3909 2488 4059 6 50.0 2389 -1560 2 1800 138.2% 71.6% 2343 3909 65.1% 28.8%
-3075 -3075 -3125 -3455 3330 2220 32820 11 9.1 28365 -2618 10 30000 7.4% 71.6% 3390 32820 5.7% 28.8%
-1825 -25 -3075 0 -425 4013 5350 7 42.9 3121 -1341 4 6300 63.7% 71.6% -100 5725 -0.8% 28.8%
3775 0 2938 -1463 2238 9463 2163 7 71.4 2618 -1809 1 6000 157.7% 71.6% -11450 23075 -95.4% 28.8%
0 0 -1060 0 -3075 -8210 10285 5 25.0 2075 -2881 4 3000 -273.7% 71.6% -11455 11535 -190.9% 28.8%
890 3110 0 -4330 4000 90 5050 11 45.5 1934 -1600 3 2700 3.3% 71.4% 39590 19260 110.0% 33.2%
1220 -170 0 0 4910 4340 2170 16 50.0 1255 -713 2 3300 131.5% 71.4% 33420 11090 76.0% 33.2%
-2225 -1225 -1475 363 5700 -4938 11000 22 31.8 1300 -935 6 4200 -117.6% 71.4% 19475 22175 34.8% 33.2%
688 4663 -438 -3663 3825 11138 4100 14 50.0 2434 -843 3 6000 185.6% 71.4% 26113 38225 32.6% 33.2%
280 3090 0 -3370 2950 200 3810 10 40.0 1845 -1197 3 1800 11.1% 71.4% 3960 17720 16.5% 33.2%
-2180 -2120 -355 -975 1340 4170 5630 24 37.5 1387 -554 7 3000 139.0% 71.4% -29640 50805 -74.1% 33.2%
-970 4230 0 -1170 4610 6380 2920 18 38.9 1869 -610 3 1800 354.4% 64.4% 19360 15200 108.5% 5.6%
2110 4770 0 -100 6170 18590 1170 12 58.3 2970 -437 2 2700 688.5% 64.4% 16720 37640 62.4% 5.6%
0 -930 -710 0 4920 4420 2860 20 35.0 1410 -419 8 3300 133.9% 64.4% 11670 23140 35.7% 5.6%
0 -6350 -3475 0 -2050 -4838 11875 10 40.0 2419 -2419 5 6000 -80.6% 64.4% 5500 24613 9.2% 5.6%
29 1697 8555 -5674 11710 21374 7854 20 40.0 5696 -2016 3 15000 142.5% 64.4% 12050 36397 8.1% 5.6%
0 6463 -3663 0 -4763 -11338 18200 14 35.7 3883 -3415 4 21000 -54.0% 64.4% -3638 42838 -1.7% 5.6%
-2119 1313 -3506 0 638 975 5381 22 40.9 1444 -924 3 5400 18.1% 64.4% -31088 44644 -58.1% 5.6%
0 -475 1325 0 665 7105 1070 13 61.5 1293 -646 1 3000 236.8% 64.4% 19475 9985 66.6% -3.3%
-1436 0 1128 0 2012 752 2388 6 50.0 1519 -1268 2 2550 29.5% 64.4% 11292 8248 45.0% -3.3%
0 -2570 0 0 18425 15855 2570 3 66.7 9213 -2583 1 18000 88.1% 64.4% 48363 20021 27.3% -3.3%
-1913 -4450 0 0 8925 -1038 9963 9 33.3 3829 -2085 4 6300 -16.5% 64.4% 163 42338 0.3% -3.3%
688 4625 -63 -1125 2138 5425 5513 14 42.9 2300 -1049 3 6000 90.4% 64.4% -36913 66013 -62.6% -3.3%
-563 -731 -2831 4500 -113 -1538 9525 27 29.6 2004 -924 5 5400 -28.5% 64.4% -55500 65456 -104.5% -3.3%
n/a 1975 238 138 1325 3675 1675 53 35.8 601 -227 6 4725 77.8% 63.8% 3675 1675 77.8% 63.8%
n/a 5225 -900 2500 7600 14425 8100 53 60.4 1739 -1965 4 23625 61.1% 63.8% 14425 8100 61.1% 63.8%
0 2894 0 0 4363 8013 2694 9 55.6 2506 -1133 3 2700 296.8% 60.5% 37394 16556 126.9% -5.5%
0 -938 0 5950 1575 10075 1425 9 66.7 1985 -614 1 6300 159.9% 60.5% 37688 24975 65.9% -5.5%
0 -313 0 0 2225 3900 3250 8 62.5 1493 -1188 2 4200 92.9% 60.5% 27813 14588 60.7% -5.5%
2488 0 0 2225 3588 9913 2563 7 71.4 2743 -1897 1 6000 165.2% 60.5% 9875 32400 15.1% -5.5%
-18350 17500 0 3525 12000 5600 31575 14 35.7 10985 -5477 6 47250 11.9% 60.5% -128138 221275 -24.8% -5.5%
-2200 -1675 3481 1125 2638 7425 3875 11 54.5 2598 -1628 2 2400 309.4% 60.5% -6663 28169 -27.1% -5.5%
2213 -1138 -2288 0 3813 -706 4519 8 37.5 2146 -1429 3 4200 -16.8% 60.5% -21850 29175 -47.7% -5.5%
9050 -9900 9475 -2425 3500 27575 40575 114 50.0 3160 -2676 9 47250 58.4% 58.4% 248488 78400 28.4% 28.4%
0 1725 0 0 11913 14750 988 4 75.0 5246 -988 1 6300 234.1% 56.0% 29338 9988 62.8% 29.7%
0 -1144 0 0 2975 -2256 5231 5 20.0 2975 -1308 4 4200 -53.7% 56.0% 17888 8219 57.4% 29.7%
-125 -350 0 -800 0 -1800 1800 10 10.0 175 -219 5 2100 -85.7% 56.0% 6750 3950 43.3% 29.7%
-1138 2800 0 0 3200 -275 6275 6 50.0 2067 -2159 2 6000 -4.6% 56.0% 1488 21263 3.3% 29.7%
0 0 0 0 4350 400 3950 3 33.3 4350 -1972 2 4200 9.5% 56.0% 450 11600 1.4% 29.7%
-520 1020 0 0 6140 3450 3710 5 40.0 3580 -1237 3 2700 127.8% 56.0% 270 17260 1.3% 29.7%
-75 2000 -788 0 -75 513 2188 10 30.0 1842 -716 2 6000 8.6% 54.4% 65125 15288 59.7% 19.6%
900 980 -1130 0 3510 2340 2710 9 44.4 1545 -766 4 2700 86.7% 54.4% 25580 20250 52.2% 19.6%
-75 -63 0 -1431 -263 -5969 5969 9 11.1 750 -840 4 4200 -142.1% 54.4% 16425 54169 21.5% 19.6%
0 1470 0 18140 -1860 20130 2750 8 50.0 6203 -1171 2 11250 178.9% 54.4% 38950 17570 19.1% 19.6%
0 -5175 0 350 3463 19125 7288 7 57.1 6750 -2616 2 21000 91.1% 54.4% 29438 23700 7.7% 19.6%
0 -75 0 -263 -1013 -8663 8663 15 6.7 1856 -752 8 5400 -160.4% 54.4% 4388 70781 4.5% 19.6%
0 1225 1455 385 0 9245 135 9 88.9 1173 -140 1 8100 114.1% 53.0% 19540 1435 82.7% 42.3%
2575 -1510 885 -45 0 3580 3305 10 80.0 866 -1674 1 6450 55.5% 53.0% 13720 3305 72.9% 42.3%
-1320 290 0 0 460 1550 1320 11 72.7 426 -618 1 9000 17.2% 53.0% 4245 1930 16.2% 42.3%
-2513 1863 0 -363 0 3113 3338 11 81.8 757 -1848 1 9450 32.9% 53.0% 3188 4525 11.6% 42.3%
0 0 0 1081 3269 1513 2838 4 50.0 2175 -1419 2 1800 84.0% 52.6% 2584 10397 24.6% 15.9%
0 0 0 769 3831 856 3744 4 50.0 2300 -1872 2 2700 31.7% 52.6% 1581 15081 7.6% 15.9%
5450 -4425 -1575 3600 -7225 12200 15750 176 38.1 1628 -890 10 23625 51.6% 51.6% 98475 59550 26.5% 26.5%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 17


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
79 Waverider 339 Cotton 5/01 -7895 -840 13930 -1555 2785 6115 0 -1195 0 0 0 1605
Waverider 339 Nat Gas 5/01 15725 1455 -20285 16070 29855 0 0 0 0 0 13570 0
Waverider 339 Euro C 5/01 3488 12638 4388 2713 -12825 0 -588 0 -2988 0 713 0
Waverider 339 Live Hogs 5/01 8635 -3067 -5470 5830 -2358 0 0 0 0 0 0 0
Waverider 339 Silver 5/01 -3910 -8760 6695 -8925 4955 -2175 -2175 0 -2175 0 -2175 0
Waverider 339 Coffee 5/01 -2100 150 -12450 7931 -8981 0 675 0 0 0 0 788
Waverider 339 Soymeal 5/01 1330 -625 -5585 7775 -3185 325 -1955 0 255 0 0 -1035
Waverider 339 Bonds 5/01 5513 631 -9088 -5363 -2169 3113 0 0 0 0 0 0
80 Catscan III 421 $ Index 5/03 n/a 9090 -710 5650 -2060 -1970 -1980 760 0 0 -540 -250
Catscan III 421 Euro C 5/03 n/a 11187 148 824 3374 0 -2700 -413 0 0 1275 13
Catscan III 421 F Note 5/03 n/a -1340 450 1830 -2170 -340 0 1860 0 -2020 -1170 110
Catscan III 421 Jap Yen 5/03 n/a -2925 -5451 7563 4915 -1838 0 4513 0 -2613 475 0
Catscan III 421 Crude 5/03 n/a 570 5130 -2170 -2420 -3150 0 4990 0 -720 -7720 1250
Catscan III 421 Nat Gas 5/03 n/a -610 30470 -1190 -10650 13940 -7950 150 -840 2710 -1140 8530
Catscan III 421 Euro$ 5/03 n/a -1350 -200 -2375 -3000 -375 0 -225 -450 -350 -275 -775
81 Dynamic Breakout Sys 240 Jap Yen 3/96 8437 -6714 -2713 10538 -6714 -1488 0 1688 0 -1600 2613 0
Dynamic Breakout Sys 240 Cattle 3/96 1540 9940 6692 -1228 6808 -780 -336 0 1700 -928 564 0
Dynamic Breakout Sys 240 S Franc 3/96 -5714 1550 7114 -3688 -1325 0 -4588 425 0 0 -13 0
Dynamic Breakout Sys 240 Crude 03/96 4460 6290 5600 -8170 3030 -1780 0 710 -3580 -1580 -1700 -1070
Dynamic Breakout Sys 240 Copper 03/96 -5387 -1000 7737 7662 23813 -2038 0 7200 -3075 14963 -2125 450
Dynamic Breakout Sys 240 Cotton 03/96 490 -5240 310 -470 -690 -580 0 -2115 0 2205 0 2270
Dynamic Breakout Sys 240 Bonds 03/96 -1310 6900 470 -2770 2150 -2340 0 1790 -1710 0 -530 0
82 Miracle Trading Mthd. 31 Bellies 6/86 -11604 13268 9772 -8796 6516 0 1252 -68 120 292 200 -4080
Miracle Trading Mthd. 31 S&P 6/86 -55025 7400 15000 9025 -17525 0 0 0 -5100 15125 -5100 0
Miracle Trading Mthd. 31 Bonds 6/86 9610 290 -5150 2250 -2600 0 0 1280 0 0 3680 2470
Miracle Trading Mthd. 31 Beans 6/86 -1070 -6920 3055 -4725 1345 1000 -865 -4990 1885 -1625 1650 1800
83 Market Direction 384 T Note 3/02 10416 856 -6219 -2306 2325 -1044 0 -575 0 -91 0 0
Market Direction 384 Euro C 3/02 3375 19013 1338 7400 -8163 0 1688 0 0 0 0 825
Market Direction 384 S Franc 3/02 12600 5738 -825 -650 1488 925 0 -1438 0 0 0 -1463
Market Direction 384 Crude 3/02 1360 25 14250 -11505 11580 0 5075 0 -1325 -1325 -2650 -1325
Market Direction 384 Coffee 3/02 4969 413 -3713 3563 -3375 0 2419 0 0 0 2963 0
Market Direction 384 Gold 3/02 -1815 210 -5645 -3655 4845 -1510 0 0 -2815 0 -855 0
Market Direction 384 Jap Yen 3/02 1438 -10513 -5413 4575 700 -1763 0 0 -2275 0 0 0
Market Direction 384 Corn 3/02 938 -2081 1725 3113 -2313 0 2150 0 -1400 0 0 -525
84 Natural Gas Trader-MA 504 Nat Gas 8/05 n/a n/a n/a 31080 45810 -1990 -1370 -1380 1380 1550 1790 4220
85 Universal 2.0 468 Beans 11/03 n/a -610 4215 3500 -3200 615 -1705 1225 535 -45 -985 2785
Universal 2.0 468 Crude 11/03 n/a 3440 5390 -2530 7990 -110 5250 -4250 -2350 -1150 700 2180
Universal 2.0 468 Nat Gas 11/03 n/a -9050 16440 1770 18180 14380 -6750 -3480 -1100 3930 -3080 5820
Universal 2.0 468 Silver 11/03 n/a -190 4795 -2070 -2715 -1145 -2935 20 -3145 -1315 265 655
Universal 2.0 468 T Note 11/03 n/a -230 4810 -1140 -1210 -1100 60 -170 -1570 -860 100 -1010
Universal 2.0 468 Euro C 11/03 n/a 4938 -5061 -4037 -10415 -1900 -275 -2375 -50 513 -2100 -700
86 ETS - Interim 256 S&P 3/97 17975 -39200 -3200 -69675 -48075 -4800 -14775 2450 22025 3800 -11600 16849
87 OCTANE92 559 Unleaded 11/05 n/a n/a n/a 353 5874 0 0 0 19245 8300 0 -5027
88 Early Bird 327 * S&P 1/01 47125 -6525 -1400 1325 -2325 0 0 4575 5875 0 0 0
89 Bounce 2 450 * Russell 2K 1/04 n/a n/a 16925 9050 25025 1925 -2925 0 1050 0 4600 2750
Bounce 2 450 * S&P 1/04 n/a n/a 6625 -3975 9850 0 125 425 2925 0 0 -1125
Bounce 2 450 * D. Jones 1/04 n/a n/a 80 -1825 2170 0 0 -410 1600 0 0 -330
Bounce 2 450 * Nasdaq 1/04 n/a n/a -1600 -14100 -2700 -3050 -1650 1575 -350 725 0 950
90 RC Edge 567 * S&P 10/06 n/a n/a n/a n/a 4925 1925 -4100 9150 3000 4175 4575 -9750
RC Edge 567 * Mini S&P 10/06 n/a n/a n/a n/a 963 475 -825 613 -525 763 850 -1700
91 SPMD 500 413 * S&P 4/05 n/a n/a n/a -6000 1825 875 -575 4000 2825 -5925 6850 1400
92 Natural Gas Trader-LA 506 Nat Gas 8/05 n/a n/a n/a 17720 47960 4610 -1450 -3380 1380 -1020 4150 -940
93 Natural Gas Offense 526 Nat Gas 8/05 n/a n/a n/a 39340 46900 1390 -1370 -1380 -1670 1170 1800 2530
94 RC Chance 565 * Mini S&P 10/06 n/a n/a n/a n/a -688 225 488 -413 -1000 -38 1275 1825
RC Chance 565 * S&P 10/06 n/a n/a n/a n/a -650 2675 2475 -950 -2125 100 5275 8925
95 Volatility 85 Cotton 01/87 -5950 7210 470 -9400 -180 -915 -615 -275 0 1125 -715 3905
Volatility 85 Euro $ 01/87 950 -1850 475 -2275 -2275 -275 0 100 -75 0 -500 -225
Volatility 85 Bonds 1/87 -5640 -15510 -11240 -14100 5080 0 0 -1450 0 0 -2370 0
Volatility 85 N Gas 1/87 4490 19280 -15500 32630 28740 13800 -7400 -440 -7190 -4270 -6700 -160
Volatility 85 Jap Yen 1/87 6698 -3225 -1564 -8389 -7689 -850 0 4200 0 -1500 2713 -2200
Volatility 85 Copper 1/87 -4538 -2362 -11015 11150 -4126 0 0 9763 0 19663 -1563 213
Volatility 85 Live Hogs 1/87 -188 -8752 2920 6324 -2988 0 112 0 -1720 0 56 0
Volatility 85 Euro C 1/87 6124 9113 -31001 -5275 -3551 0 -3363 -50 -4400 0 725 -75
Volatility 85 $ Index 1/87 2160 15040 -8500 -6560 -3460 0 -2050 -1100 -460 0 480 -1310
Volatility 85 Coffee 1/87 -6375 -1912 1688 -31856 -15077 0 -2288 -788 -2700 3056 -2681 -863
96 Synergy 374 Bonds 3/02 -2075 8619 -6787 -3556 -1068 0 0 0 -1575 0 0 0
Synergy 374 S Franc 3/02 -1175 9163 -5263 5762 -4350 -1600 0 0 -525 0 -1150 0
Synergy 374 Jap Yen 3/02 -8563 -1600 -238 -1238 2175 -1588 0 0 -1050 0 0 0
Synergy 374 Crude 3/02 910 -255 110 -5635 -2425 0 0 0 14325 0 -2885 -55
Synergy 374 Nat Gas 3/02 -9160 -7610 -4765 18200 -4625 0 0 0 0 0 -3795 0
Synergy 374 $ Index 3/02 0 19880 2230 2550 -1460 0 -1095 0 -845 0 0 0
Synergy 374 Nikkei 3/02 -2675 -7875 -6150 -2650 16020 0 0 -1690 0 0 0 -4350
Synergy 374 Euro C 3/02 0 28388 -4263 -1212 -6062 0 -2163 0 0 0 3400 0

18 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 2240 -2175 0 1510 8100 2175 6 66.7 2868 -1691 1 3000 270.0% 51.2% 15700 13450 78.5% 12.3%
0 0 0 0 26735 40305 2175 3 66.7 21240 -2198 1 30000 134.4% 51.2% 83125 34675 41.6% 12.3%
-2175 -1350 -2175 0 8988 425 8563 7 28.6 4850 -1858 3 6300 6.7% 51.2% 10625 28013 25.3% 12.3%
-1175 -2175 0 0 4905 1555 3350 3 33.3 4905 -1672 2 2700 57.6% 51.2% 1880 10387 10.4% 12.3%
-2175 0 -2175 -4350 -835 -18235 18235 9 0.0 0 -2026 9 18000 -101.3% 51.2% -30625 31285 -25.5% 12.3%
0 -2175 0 -2175 0 -2888 6525 5 40.0 1819 -2175 3 5400 -53.5% 51.2% -10969 19856 -30.5% 12.3%
-1715 -2335 0 0 2475 -3985 6785 7 42.9 1018 -1762 3 1650 -241.5% 51.2% -3800 11775 -34.5% 12.3%
0 1081 0 0 6238 10431 0 3 100.0 3477 0 0 2700 386.3% 51.2% -8925 23563 -49.6% 12.3%
0 980 0 0 4900 1900 3980 12 33.3 1883 -703 4 3300 57.6% 51.0% 15840 11770 102.9% 23.9%
0 1875 0 0 11213 11263 3950 10 60.0 2915 -1557 2 6300 178.8% 51.0% 26800 22950 91.2% 23.9%
0 2480 -220 -410 3370 3660 3840 16 37.5 1412 -481 7 1200 305.0% 51.0% 2770 10000 49.5% 23.9%
1075 5013 513 -3350 1338 5125 4713 18 44.4 1902 -1007 5 6000 85.4% 51.0% 11063 14850 39.5% 23.9%
0 -1720 -1130 20950 -1870 10880 10430 16 37.5 5212 -2039 4 11250 96.7% 51.0% 15140 17620 28.8% 23.9%
0 -4580 -6100 -3790 -70 860 20350 20 35.0 6340 -3348 4 30000 2.9% 51.0% 4940 69070 3.5% 23.9%
-100 175 -650 -75 100 -3000 3100 27 14.8 100 -148 19 2100 -142.9% 51.0% -9550 9650 -97.4% 23.9%
363 4300 0 -2863 1238 4250 2863 10 60.0 1700 -1488 2 6000 70.8% 50.7% 61013 19713 85.3% 22.2%
780 -3940 0 0 1340 -1600 3940 10 40.0 1169 -1046 2 2550 -62.7% 50.7% 10956 15448 36.1% 22.2%
-813 -2338 0 0 5513 -1813 7325 9 33.3 2483 -1542 3 4200 -43.2% 50.7% 15425 15650 30.8% 22.2%
0 -2820 0 18140 -1870 4450 11820 14 28.6 5298 -1677 6 11250 39.6% 50.7% 21490 29730 16.0% 22.2%
-1388 -5225 0 -2275 9075 15563 10563 14 35.7 6653 -1965 5 21000 74.1% 50.7% 35400 30400 14.1% 22.2%
0 -855 -2410 -895 -525 -2905 5735 14 28.6 1859 -1035 5 3000 -96.8% 50.7% -5010 14305 -14.0% 22.2%
870 3510 0 0 6150 7740 4200 10 60.0 2288 -1497 3 2700 286.7% 50.7% -4890 34680 -15.2% 22.2%
-760 2500 1528 0 1360 2344 6576 14 71.4 953 -1794 2 3600 65.1% 50.2% 39244 24932 51.3% -1.4%
0 -9925 10475 1675 8300 15450 26725 15 33.3 13535 -5213 5 47250 32.7% 50.2% -8688 153038 -0.9% -1.4%
0 6340 2120 0 -5200 10690 5200 7 71.4 3178 -2594 2 2700 395.9% 50.2% -19920 52480 -34.7% -1.4%
1850 2110 0 -415 -2810 -410 5855 16 43.8 1916 -1539 2 2400 -17.1% 50.2% -27165 53380 -53.3% -1.4%
1331 0 0 772 3144 3538 1709 7 42.9 2191 -761 3 1800 196.5% 47.2% 9653 16847 91.9% 27.0%
0 -2713 -1725 0 9700 7775 4438 6 50.0 4071 -1479 3 6300 123.4% 47.2% 30738 13288 83.6% 27.0%
0 0 0 0 0 -1975 2900 3 33.3 925 -1449 2 4200 -47.0% 47.2% 15450 8413 63.1% 27.0%
0 4945 0 4665 11720 19780 6625 10 40.0 6608 -1109 5 11250 175.8% 47.2% 35490 17100 54.1% 27.0%
-1331 -1331 -2663 1538 0 1594 6656 8 37.5 2750 -1331 5 5400 29.5% 47.2% 3450 6656 11.0% 27.0%
-1280 0 0 0 0 -6460 6460 8 12.5 45 -929 6 12000 -53.8% 47.2% -11010 14760 -15.7% 27.0%
3075 0 0 1213 1238 1488 4038 7 42.9 2371 -1409 3 6000 24.8% 47.2% -5963 18000 -17.0% 27.0%
0 0 -1175 -2650 713 -2888 7750 9 33.3 1888 -1424 4 1500 -192.5% 47.2% -1506 7800 -17.2% 27.0%
1730 -1260 630 1400 6970 13670 7880 58 58.6 1471 -1513 4 30000 45.6% 45.6% 92550 17400 132.2% 132.2%
670 1085 490 2685 -585 6770 2305 36 58.3 640 -444 3 2400 282.1% 44.9% 10060 7785 100.6% 18.4%
2370 2050 3180 11760 1330 20960 11500 37 43.2 2436 -855 12 11250 186.3% 44.9% 35360 11720 75.4% 18.4%
4860 12550 -3490 2530 3600 29770 11820 37 56.8 2526 -1459 4 30000 99.2% 44.9% 42730 40950 34.2% 18.4%
-4545 -4610 -3985 5765 -985 -15960 20740 47 27.7 1343 -984 7 18000 -88.7% 44.9% -14995 40145 -20.0% 18.4%
-1030 350 -230 -1130 1700 -4890 6590 35 28.6 372 -345 10 1800 -271.7% 44.9% -1560 9000 -20.8% 18.4%
-700 -950 -2275 1488 4025 -5300 10813 40 30.0 776 -522 10 6300 -84.1% 44.9% -17975 31750 -68.5% 18.4%
-7803 -2900 3950 1575 12300 21071 21703 84 42.9 3901 -2492 6 47250 44.6% 44.6% 62259 206150 12.1% 12.1%
-5191 -4296 0 -5111 0 7921 19324 6 33.3 13772 -4897 4 18000 44.0% 44.0% 14148 19624 37.7% 37.7%
5625 -3650 -225 0 -1875 10325 10750 23 43.5 3490 -1892 5 23625 43.7% 43.7% 59500 15900 36.0% 36.0%
0 -5925 8875 0 5075 15425 10225 23 56.5 2796 -2090 3 19500 79.1% 41.6% 64500 10225 82.7% 26.7%
0 -2175 100 0 9950 10225 6125 17 64.7 1805 -1604 3 23625 43.3% 41.6% 22725 13275 24.0% 26.7%
0 -1055 195 -720 3210 2490 2900 20 55.0 713 -595 3 6000 41.5% 41.6% 2915 4200 12.1% 26.7%
0 -825 0 0 4300 1675 4700 21 57.1 1013 -1162 3 22500 7.4% 41.6% -13675 20050 -15.5% 26.7%
2950 1200 1425 -5050 3975 13475 12975 170 54.7 953 -976 7 23625 57.0% 41.3% 16475 12975 59.8% 45.9%
825 -1125 -688 -1163 725 -1775 4075 174 29.3 282 -131 11 4725 -37.6% 41.3% -1288 4075 -23.4% 45.9%
-1700 -13375 -975 11325 4825 9550 21800 161 47.8 1485 -1246 9 23625 40.4% 40.4% 4500 25750 7.1% 7.1%
-640 8010 920 1400 -1170 11870 9660 52 55.8 1487 -1361 4 30000 39.6% 39.6% 72940 16650 104.2% 104.2%
1700 -2160 630 1400 6970 11010 8500 66 56.1 1421 -1436 6 30000 36.7% 36.7% 95860 21320 136.9% 136.9%
-163 325 -50 -638 1563 3400 2550 146 36.3 413 -199 8 4725 72.0% 35.8% 2488 2550 45.1% 17.9%
-375 -7475 -6650 -1600 6475 6750 27850 146 46.6 1539 -1256 7 23625 28.6% 35.8% 3425 27850 12.4% 17.9%
-275 1040 1515 -1360 1445 4875 2885 13 46.2 1723 -783 3 3000 162.5% 35.7% 28975 29150 45.6% 5.7%
-425 -250 0 -225 -100 -1975 1975 13 15.4 150 -207 7 2100 -94.0% 35.7% 10800 8200 24.2% 5.7%
-860 1800 -1390 -3010 4510 -2770 7280 8 37.5 2340 -1958 2 2700 -102.6% 35.7% 12920 58450 22.6% 5.7%
0 -1660 -5450 4030 6890 -8550 35820 20 25.0 9192 -3634 10 30000 -28.5% 35.7% 121460 43460 19.1% 5.7%
0 4813 -263 -488 2900 9325 2200 13 38.5 2940 -674 3 6000 155.4% 35.7% 10800 42088 8.5% 5.7%
0 263 -4538 -3150 9650 30300 8775 11 45.5 8250 -1833 2 21000 144.3% 35.7% 14163 56538 3.2% 5.7%
-456 -1832 4684 0 2916 3760 4024 10 50.0 1571 -819 3 2700 139.3% 35.7% -5600 21404 -9.8% 5.7%
2788 38 0 0 11913 7575 7813 12 41.7 3488 -1412 2 6300 120.2% 35.7% -19988 59750 -14.9% 5.7%
0 -510 0 0 4900 -50 4950 10 30.0 1993 -861 3 3300 -1.5% 35.7% -26680 53620 -38.0% 5.7%
0 -1219 -4556 -975 0 -13013 13013 12 8.3 3056 -1459 7 5400 -241.0% 35.7% -46838 160088 -41.0% 5.7%
-169 0 -1856 0 3331 -269 3600 4 25.0 3331 -1200 3 2700 -10.0% 35.4% -5138 17350 1.8% 9.4%
0 0 0 0 4350 1075 3275 4 25.0 4350 -1092 3 4200 25.6% 35.4% 6813 10938 1.8% 9.4%
0 0 0 0 5338 2700 2638 3 33.3 5338 -1316 2 6000 45.0% 35.4% -5175 13050 1.8% 9.4%
0 0 0 0 -895 10490 3835 4 25.0 14325 -1278 3 11250 93.2% 35.4% 3195 10250 1.8% 9.4%
0 0 0 8475 -6195 -1515 6195 3 33.3 8475 -4988 1 30000 -5.1% 35.4% -9475 23450 1.8% 9.4%
0 -255 0 0 3015 820 2195 4 25.0 3015 -732 3 3300 24.8% 35.4% 24020 4555 1.8% 9.4%
0 0 0 0 10200 4160 6040 4 25.0 10200 -2013 3 11400 36.5% 35.4% 830 19350 1.8% 9.4%
0 -900 0 0 8825 9163 2163 4 50.0 6113 -1532 1 6300 145.4% 35.4% 26013 16712 1.8% 9.4%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 19


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
97 Axiom Long Term 471 Cotton 4/04 n/a n/a 5835 -3270 -2105 0 0 0 0 0 9925 0
Axiom Long Term 471 Crude 4/04 n/a n/a 0 4825 6740 0 0 0 0 0 175 -3075
Axiom Long Term 471 $ Index 4/04 n/a n/a -3075 2945 -4555 0 175 -1385 0 0 0 175
Axiom Long Term 471 T Note 4/04 n/a n/a -4681 -688 1013 0 -778 -1372 0 -1013 0 0
Axiom Long Term 471 Corn 4/04 n/a n/a -2563 2375 -4575 0 0 0 0 2750 0 -4500
98 Night & Day Daytrading 26 * S&P 1/87 7650 -15450 6100 -11625 -5950 2375 5325 8925 1075 -4225 -3250 -400
99 Zeeport 367 * S&P 12/01 51400 -8625 -9525 -17375 15600 0 -2625 10100 -2325 3775 -1125 150
Zeeport 367 * Nasdaq 12/01 13800 -23000 -32250 -25880 -17225 -2875 -450 -4725 -1600 2025 125 -5825
100 STAT Const 345 $ Index 5/01 9230 10410 1740 -2060 -4500 0 -2190 0 0 0 260 -470
STAT Const 345 Euro C 1/01 6937 14926 3948 2962 -8851 0 -4188 0 0 0 1413 -1500
STAT Const 345 T Note 5/01 5010 -4030 2190 -6320 3210 -1680 0 -1340 0 0 360 0
STAT Const 345 Crude 5/01 1050 -6770 7310 -11520 90 770 0 2890 0 -1790 -3870 1150
STAT Const 345 Jap Yen 5/01 3874 -4602 -4125 10613 -14501 0 0 1050 -2713 0 1500 0
STAT Const 345 S Franc 5/01 249 -3550 1301 -8113 -10539 0 -3850 0 0 0 -1925 0
STAT Const 345 Rough Rice 5/01 -1884 -1910 -226 6 -5390 -194 -636 -674 -1516 586 0 -1216
101 CatsCan IV Const 564 T Note 11/06 n/a n/a n/a n/a -3000 -2060 0 2190 -190 140 -210 0
CatsCan IV Const 564 Euro C 11/06 n/a n/a n/a n/a 2513 0 938 2075 0 0 2075 -13
CatsCan IV Const 564 $ Index 11/06 n/a n/a n/a n/a 2030 0 -1220 860 -1850 0 550 90
CatsCan IV Const 564 Nat Gas 11/06 n/a n/a n/a n/a 17560 21630 -1960 5000 -5220 -11180 0 10980
CatsCan IV Const 564 Coffee 11/06 n/a n/a n/a n/a 2531 281 0 4594 -956 2925 -769 1013
CatsCan IV Const 564 Euro$ 11/06 n/a n/a n/a n/a -1075 -375 -350 -525 -300 0 -450 -425
102 DCB Cotton 546 Cotton 12/05 n/a n/a n/a 0 -770 0 0 85 0 0 0 0
103 GK Universal Trader II 551 Euro C 3/06 n/a n/a n/a n/a -6850 0 0 0 0 0 0 0
GK Universal Trader II 551 Cotton 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 7180 0
GK Universal Trader II 551 Gold 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Unleaded 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Nikkei 3/06 n/a n/a n/a n/a 0 0 0 0 0 0 0 0
GK Universal Trader II 551 Live Hogs 3/06 n/a n/a n/a n/a -4015 0 0 0 0 0 0 0
GK Universal Trader II 551 Bonds 3/06 n/a n/a n/a n/a -3606 0 0 0 0 0 -5013 0
GK Universal Trader II 551 Rough Rice 3/06 n/a n/a n/a n/a -4630 0 0 0 -1925 0 0 0
104 Delphi Universal II 595 Mini Midcap 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 1205
105 Basis II 270 S Franc 01/98 2561 1737 15014 11213 -3450 0 -4088 -1600 0 0 -963 0
Basis II 270 Jap Yen 1/98 11837 -3339 -4401 14387 -5975 -2075 0 2800 0 -1988 2225 0
Basis II 270 T Notes 1/98 280 410 4990 -5510 -2140 -1420 0 -780 -440 -1570 850 0
Basis II 270 Bonds 1/98 7140 -4590 4670 -2520 -1110 -3110 0 -90 0 -2560 1020 0
Basis II 270 Crude 1/98 1290 -5470 2260 0 -1130 0 0 0 0 0 -2270 -220
Basis II 270 N Gas 1/98 3020 0 0 0 0 0 0 0 0 0 0 0
Basis II 270 Cotton 1/98 -2540 3325 -14145 -590 -5620 -1020 -805 -885 0 3210 0 -5945
106 Checkmate 342 Bonds 4/01 5913 3663 13025 -2931 7819 0 0 -1263 -1450 0 3081 2300
Checkmate 342 $ Index 4/01 2235 5485 3085 3945 2545 0 -1025 0 0 1195 0 0
Checkmate 342 Euro C 4/01 2275 2238 9950 2150 3888 0 -1088 0 0 0 -1263 0
Checkmate 342 Nikkei 4/01 -450 875 -3150 4275 2675 0 0 5825 0 0 0 0
Checkmate 342 Jap Yen 4/01 2850 1050 5425 2838 -338 1300 0 -938 -2100 0 0 -988
Checkmate 342 Crude 4/01 35 5205 3310 -3580 -8965 0 0 -2025 0 -2965 0 0
Checkmate 342 S Franc 4/01 1338 -13 2425 -1788 -25 -1700 0 -950 0 0 0 0
Checkmate 342 Nat Gas 4/01 1940 7105 -1275 -15440 -24650 0 -4815 0 0 0 0 0
107 The Big Blue 242 * S&P 8/96 20100 8275 300 -10125 -3075 -1150 2900 12275 -325 800 -300 1700
108 Trendchannel 292 T Note 6/98 5300 960 1020 -3590 1730 -1390 0 -430 0 -1610 550 0
Trendchannel 292 Euro C 12/98 5299 14475 5762 -5339 -11501 0 -3688 -63 0 0 2100 -3563
Trendchannel 292 Jap Yen 6/98 -312 -3126 -1375 8087 -13252 -2138 0 988 -2475 0 2513 0
109 Genesis B 332 Jap Yen 01/01 6950 -7738 -10513 12463 -5350 0 0 2088 0 0 0 0
110 Mechwarrior 480 S&P 12/04 n/a n/a -2425 16225 39000 3200 -2900 350 2350 -1375 2175 -3450
111 DCB Lumber 544 Lumber 12/05 n/a n/a n/a 0 61 -95 -1010 310 0 475 0 0
112 PUMP #1 591 Unleaded 1/07 n/a n/a n/a n/a n/a n/a n/a n/a 15142 12920 0 -4451
113 DCB Wheat 540 Wheat 12/05 n/a n/a n/a 0 175 0 -69 0 0 900 -1200 0
114 I-Master 366 Russell 2K 11/01 90174 80900 81625 5750 -52650 -22050 -725 -10325 20450 -9450 9900 26250
I-Master 366 S&P 11/01 106050 -10175 -32525 -67625 -8000 -11100 -17350 12750 725 -11500 4100 15750
I-Master 366 Nasdaq 11/01 89450 -1400 -19400 -52550 -9125 -10700 -9450 900 6150 -18150 -450 4700
115 Golden SX 253 T Notes 7/96 6080 860 9680 4560 2940 0 -2150 -1570 0 0 2160 0
Golden SX 253 Coffee 7/96 -8063 -11494 -1463 2043 -3976 -38 0 -563 2663 1631 0 -3281
Golden SX 253 Crude 7/96 5030 3550 900 1770 1030 0 3100 0 -1570 -1580 -1570 -4410
Golden SX 253 Jap Yen 7/96 -1824 1387 -7726 8450 -6401 0 0 0 0 0 0 0
Golden SX 253 Cotton 7/96 -3870 -1355 -2290 -2820 1035 -1000 0 0 0 0 -1575 0
Golden SX 253 Cattle 7/96 -2256 7716 -8208 -888 -472 0 -3380 0 1312 0 -220 0
116 Mike Culler System 104 Jap Yen 7/89 -789 2662 -7263 -16552 3001 1238 -2088 -1375 -2275 -1925 2313 913
Mike Culler System 104 S Franc 7/89 -7501 2899 -20527 -3065 -5588 -625 863 763 -2788 0 500 -1225
117 S&P Day 436 S&P 06/03 n/a -10300 12875 -31375 -8050 1900 0 -2875 0 0 22100 -5450
118 RC Chance+ 597 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
RC Chance+ 597 * S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
119 CatsCan IV 563 T Note 11/06 n/a n/a n/a n/a -1710 -1710 0 2190 -200 170 10 1050
CatsCan IV 563 $ Index 11/06 n/a n/a n/a n/a 2030 0 -200 850 -1850 0 110 90
CatsCan IV 563 Euro C 11/06 n/a n/a n/a n/a 2513 0 938 2075 -3350 0 1763 563
CatsCan IV 563 Nat Gas 11/06 n/a n/a n/a n/a 17560 21630 -1960 5000 -5220 -11180 0 10980

20 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
175 0 -3165 0 -265 6670 4550 5 60.0 3740 -2275 2 3000 222.3% 35.3% 7130 5375 63.4% 7.1%
0 2130 0 0 0 -770 3075 4 50.0 1300 -1685 1 11250 -6.8% 35.3% 10795 6100 25.6% 7.1%
0 0 0 0 4750 3715 1385 4 75.0 1700 -1385 1 3300 112.6% 35.3% -970 8840 -7.8% 7.1%
175 0 0 0 6597 3609 3163 5 40.0 3386 -1054 3 1800 200.5% 35.3% -747 7519 -11.1% 7.1%
0 0 -950 -3500 338 -5863 8950 7 28.6 1544 -1791 5 1500 -390.8% 35.3% -10625 12025 -188.9% 7.1%
125 0 0 -1625 0 8325 11475 40 42.5 1835 -994 9 23625 35.2% 35.2% -23300 46500 -4.6% -4.6%
10600 3575 -2550 925 4600 25100 12850 137 46.0 1912 -1289 8 23625 106.2% 35.1% 49350 48900 34.3% -13.9%
-1775 1175 125 3825 1075 -8900 20175 119 44.5 1044 -972 6 22500 -39.6% 35.1% -88330 126855 -64.5% -13.9%
0 -460 0 0 3950 1090 2860 5 40.0 2105 -1040 2 3300 33.0% 34.4% 14390 11260 65.4% -3.7%
0 -2763 0 0 8925 1888 7038 5 40.0 5169 -2817 2 6300 30.0% 34.4% 21175 17850 48.0% -3.7%
-1500 650 0 0 4890 1380 4160 6 50.0 1967 -1507 2 1800 76.7% 34.4% 4070 11210 33.9% -3.7%
0 -1130 0 20950 -1860 17110 5660 8 50.0 6440 -2163 2 11250 152.1% 34.4% 3440 36660 4.6% -3.7%
-1863 500 0 -2563 -350 -4438 5488 7 42.9 1017 -1874 2 6000 -74.0% 34.4% -18300 24888 -45.8% -3.7%
-225 -2338 0 0 5750 -2588 8338 6 16.7 5750 -1671 5 4200 -61.6% 34.4% -22100 35650 -78.9% -3.7%
0 -1014 -416 966 1524 -2590 5080 10 30.0 1025 -809 4 1650 -157.0% 34.4% -11570 15410 -105.2% -3.7%
920 4000 -280 -620 4570 8460 2060 14 50.0 1766 -557 3 1800 470.0% 34.1% 7520 3000 385.6% 33.5%
2025 -3538 0 0 11913 15475 3538 14 50.0 3193 -982 2 6300 245.6% 34.1% 17988 3538 263.6% 33.5%
0 980 0 0 4900 4310 2210 13 53.8 1211 -693 2 3300 130.6% 34.1% 6340 2210 177.3% 33.5%
0 -580 -7270 -9350 -4570 -2520 31730 22 31.8 6724 -3303 7 30000 -8.4% 34.1% -6590 31730 -20.3% 33.5%
-2306 -1013 -5269 -1425 -938 -3863 11044 21 38.1 1357 -1132 5 5400 -71.5% 34.1% -1613 11044 -27.6% 33.5%
-500 -200 -1125 -100 -850 -5200 5200 34 0.0 0 -153 34 2100 -247.6% 34.1% -5900 5900 -259.3% 33.5%
0 0 575 250 100 1010 45 5 80.0 264 -46 1 3000 33.7% 33.7% 240 910 4.0% 4.0%
0 0 14388 0 0 14388 0 1 100.0 14388 0 0 6300 228.4% 31.0% 7538 6850 68.4% -1.2%
0 0 0 0 -3845 3335 3845 2 50.0 7180 -3845 1 3000 111.2% 31.0% 3335 3845 63.5% -1.2%
0 0 0 7175 3125 10300 0 2 100.0 5150 0 0 12000 85.8% 31.0% 10300 0 49.0% -1.2%
0 0 0 0 3814 3814 0 1 100.0 3814 0 0 18000 21.2% 31.0% 3814 0 12.1% -1.2%
0 0 0 0 250 250 0 1 100.0 250 0 0 11400 2.2% 31.0% 250 0 1.3% -1.2%
0 -8002 0 4885 0 -3117 8002 3 33.3 4885 -3997 2 2700 -115.4% 31.0% -7132 12017 -150.9% -1.2%
0 0 -5669 0 2706 -7975 10681 3 33.3 2706 -5337 2 2700 -295.4% 31.0% -11581 14288 -245.1% -1.2%
0 0 0 0 -1160 -3085 3850 3 33.3 765 -1924 2 1650 -187.0% 31.0% -7715 8480 -267.2% -1.2%
2365 -1245 2465 345 6920 12055 2900 37 56.8 1191 -812 3 40500 29.8% 29.8% 12055 2900 29.8% 29.8%
-800 -3250 -750 0 3900 -7550 11450 10 20.0 2094 -1467 5 4200 -179.8% 29.4% 22825 14900 54.3% 24.5%
-600 3338 -1938 0 1238 3000 2075 10 50.0 1920 -1320 2 6000 50.0% 29.4% 29725 21463 49.5% 24.5%
390 3470 380 -230 4300 4950 4210 10 50.0 1878 -888 4 1800 275.0% 29.4% 8670 16510 48.2% 24.5%
1020 3680 0 -3270 5640 2330 5760 10 50.0 2426 -1960 2 2700 86.3% 29.4% 12250 15520 45.4% 24.5%
0 2910 0 21990 -1860 20550 5130 6 50.0 9180 -2330 2 11250 182.7% 29.4% 33010 14850 29.3% 24.5%
0 0 0 0 0 0 0 0 0.0 0 0 0 30000 0.0% 29.4% 49380 13540 16.5% 24.5%
0 0 -1580 0 1095 -5930 8530 8 25.0 2655 -1873 3 3000 -197.7% 29.4% -11350 27780 -37.8% 24.5%
0 0 0 0 1363 4031 2713 5 60.0 2248 -1356 2 2700 149.3% 28.6% 26575 6838 145.8% 13.8%
0 -535 0 0 3335 2970 1025 4 50.0 2265 -780 1 3300 90.0% 28.6% 17470 3335 78.4% 13.8%
1537 0 0 0 7350 6538 2350 4 50.0 4444 -1175 2 6300 103.8% 28.6% 26963 7688 63.4% 13.8%
0 8675 0 0 -3125 11375 3125 3 66.7 7250 -3135 1 11400 99.8% 28.6% 21125 6225 27.5% 13.8%
0 0 1575 0 -1313 -2463 4025 6 33.3 1438 -1333 3 6000 -41.0% 28.6% 7863 4738 19.4% 13.8%
0 0 2325 13385 0 10720 4990 4 50.0 7855 -2495 2 11250 95.3% 28.6% 3800 20350 5.0% 13.8%
0 -1263 0 -1263 2238 -2938 5175 5 20.0 2238 -1294 4 4200 -69.9% 28.6% 700 7663 2.5% 13.8%
0 1625 0 0 -5535 -8725 8725 2 33.3 1625 -7352 1 30000 -29.1% 28.6% -34520 69630 -17.0% 13.8%
-4500 -3150 4325 -2325 -3525 6725 14300 109 41.3 1457 -920 13 23625 28.5% 28.5% 34463 50725 12.7% 12.7%
20 1600 0 0 4890 3630 3430 9 44.4 1765 -684 5 1800 201.7% 27.7% 21380 7150 123.9% 54.3%
0 -5200 0 0 9888 -525 10413 8 25.0 5994 -2086 4 6300 -8.3% 27.7% 34700 28088 60.1% 54.3%
-463 2075 0 -1275 1575 800 3625 8 50.0 1788 -1588 1 6000 13.3% 27.7% 17300 20100 29.8% 54.3%
0 0 0 -1675 1238 1650 1675 3 66.7 1663 -1679 1 6000 27.5% 27.5% 1050 22125 2.5% 2.5%
16275 8175 -2575 -5575 -4600 12050 19750 112 60.7 1818 -2534 3 47250 25.5% 25.5% 61650 19750 42.3% 42.3%
0 112 1016 0 0 808 1105 8 62.5 383 -369 3 3300 24.5% 24.5% 964 1745 14.6% 14.6%
4781 -11876 -1965 0 -10146 4405 23987 12 25.0 12480 -3671 6 18000 24.5% 24.5% 4405 23987 24.5% 24.5%
0 0 0 0 881 513 1588 5 60.0 723 -828 1 2100 24.4% 24.4% 688 1588 16.4% 16.4%
5375 5175 -7650 10900 19575 47425 33100 68 47.1 6810 -4745 4 39000 121.6% 23.9% 272674 87500 113.4% 37.8%
-6325 6550 8250 7300 16025 25175 31725 56 39.3 5678 -2936 13 47250 53.3% 23.9% 33950 168375 11.7% 37.8%
-5000 11300 -400 -1700 -18450 -41250 41250 68 39.7 2761 -2824 5 45000 -91.7% 23.9% -975 130375 -0.4% 37.8%
290 1870 0 -690 2600 2510 3720 7 57.1 1730 -1467 2 1800 139.4% 23.7% 43120 6190 206.8% 28.2%
0 -1969 4613 1350 0 4406 5250 9 44.4 2564 -1167 3 5400 81.6% 23.7% 22275 39788 35.6% 28.2%
0 1860 0 17890 -1870 11850 9450 11 36.4 5793 -1622 6 11250 105.3% 23.7% 35610 12110 27.3% 28.2%
-1575 0 0 0 -2900 -4475 4475 3 0.0 0 -1492 3 6000 -74.6% 23.7% 13338 17375 19.2% 28.2%
0 0 0 0 0 -2575 2575 2 0.0 0 -1288 2 3000 -85.8% 23.7% 6425 16035 18.5% 28.2%
-1100 -1780 -872 0 1444 -4596 6040 9 33.3 963 -1246 2 2550 -180.2% 23.7% -22872 25144 -77.4% 28.2%
-1663 3250 -2850 -188 3938 -713 8463 36 30.6 1598 -733 6 6000 -11.9% 23.6% 21088 40188 18.8% 7.5%
2038 -213 -250 -1000 5063 3125 4138 31 35.5 1406 -618 4 4200 74.4% 23.6% -6875 41188 -8.8% 7.5%
-5650 0 0 0 0 10025 11100 6 33.3 12000 -3486 2 47250 21.2% 21.2% -28725 59025 -13.3% -13.3%
n/a 788 613 -863 2613 3150 1825 38 34.2 666 -220 5 4725 66.7% 20.5% 3150 1825 66.7% 20.5%
n/a -5300 -1225 -4075 13250 2650 10925 38 50.0 1830 -1691 5 23625 11.2% 20.5% 2650 10925 11.2% 20.5%
-430 4000 -280 -620 4570 8750 1710 15 46.7 1790 -474 3 1800 486.1% 20.2% 8750 1710 448.7% 22.4%
0 980 0 0 4900 4880 1850 13 53.8 1253 -647 2 3300 147.9% 20.2% 6910 1850 193.3% 22.4%
2913 -3538 0 4263 2613 8238 3538 18 50.0 2285 -1370 2 6300 130.8% 20.2% 10750 3538 157.5% 22.4%
0 -580 -7270 -9350 -4570 -2520 31730 22 31.8 6724 -3303 7 30000 -8.4% 20.2% -6590 31730 -20.3% 22.4%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 21


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
CatsCan IV 563 Coffee 11/06 n/a n/a n/a n/a 2531 281 0 4594 -956 2925 -769 1013
CatsCan IV 563 Euro$ 11/06 n/a n/a n/a n/a -1075 -375 -350 -525 0 -500 -650 -425
120 DCB Lean Hogs 542 Live Hogs 12/05 n/a n/a n/a 0 1255 470 0 0 185 -990 45 185
121 RC Book 2 566 * Mini S&P 10/06 n/a n/a n/a n/a -963 250 -38 -88 263 -163 -100 -663
RC Book 2 566 * S&P 10/06 n/a n/a n/a n/a -4425 1375 -800 400 5425 -25 150 -3500
122 Watch and Wait 126 Coffee 05/91 -4406 -204 2758 6771 2402 38 38 0 0 788 450 150
Watch and Wait 126 Bonds 05/91 1270 4640 -7370 2500 -1870 -2360 0 0 0 0 60 1250
Watch and Wait 126 Bellies 05/91 -9716 2524 1364 -2052 1084 36 180 0 264 -32 232 0
Watch and Wait 126 Gold 5/91 -2180 2050 1320 430 3090 -280 -340 300 90 40 0 0
Watch and Wait 126 Jap Yen 5/91 1652 1276 413 -13038 502 0 0 38 0 0 0 0
123 HI%Mid 572 Mini Russell 5/06 n/a n/a n/a n/a 4365 2195 2930 0 -785 1275 1335 1395
HI%Mid 572 Mini Nasdaq 5/06 n/a n/a n/a n/a 300 0 705 675 1285 510 0 320
HI%Mid 572 Mini S&P 5/06 n/a n/a n/a n/a 1863 1088 1325 0 -2400 763 0 1763
HI%Mid 572 Mini Midcap 5/06 n/a n/a n/a n/a -2285 0 780 0 -765 1065 0 0
124 STAT 344 $ Index 5/01 3820 11730 7990 -820 -1360 0 -1910 -1070 0 0 1070 0
STAT 344 Euro C 5/01 3886 14201 10587 900 -3689 0 -3425 -1800 0 0 2000 0
STAT 344 Crude 5/01 1090 -5910 13030 -8540 5670 780 0 1390 -100 -1790 0 -1820
STAT 344 T Note 5/01 5700 -4850 1590 -7030 3130 -1680 0 -1670 0 -1380 320 0
STAT 344 Jap Yen 5/01 3762 -3464 -6025 11951 -7889 -213 0 963 -2713 0 2175 0
STAT 344 S Franc 5/01 1787 -4538 2724 -5450 -5664 0 -3850 -2863 -188 0 -2000 0
STAT 344 Rough Rice 5/01 60 380 -3750 -1130 -5014 -214 -636 -674 0 584 -434 -2190
125 Auto Core Duo 603 Mini Crude 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto Core Duo 603 Mini Nat Gas 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto Core Duo 603 Silver 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
126 Dual Cross System 125 Euro C 12/98 -4537 -2238 1687 -2900 -774 1588 3288 375 -688 -2513 588 88
Dual Cross System 125 Bonds 5/91 -710 -9910 -1930 480 30 0 -590 490 1010 760 -980 0
Dual Cross System 125 Beans 5/91 -5085 -265 -7525 -1740 -3340 -15 1475 -1990 0 -925 325 0
Dual Cross System 125 Bellies 5/91 -8980 -5840 -464 -1020 4720 0 1384 -100 -1648 -836 1832 -188
127 GoldLingote 555 Gold 11/05 n/a n/a n/a 0 -7164 0 -3045 0 3005 0 0 0
128 CTS BrB System 512 S&P 10/05 n/a n/a n/a -3775 16450 7025 4500 5750 1625 0 0 0
CTS BrB System 512 Nasdaq 10/05 n/a n/a n/a 3550 -2040 600 650 0 1800 0 0 3625
129 Natural Gas Trader-GA 505 Nat Gas 8/05 n/a n/a n/a 9510 58010 -2780 -1370 -1380 -1200 1260 -230 1810
130 DirecTrend 400 Euro C 9/02 -4064 7837 12287 4925 -1063 0 -3425 0 0 0 1488 0
DirecTrend 400 $ Index 9/02 -2250 8740 6720 -1730 -780 0 -1530 0 0 0 520 0
DirecTrend 400 Coffee 9/02 450 -3956 -2100 15357 3224 0 -1688 0 0 4219 -2681 0
DirecTrend 400 Crude 9/02 1230 -2860 4630 -1220 -810 -2650 0 -2720 0 -4380 0 2510
DirecTrend 400 Nat Gas 9/02 3520 9310 6920 -10280 29550 7840 -8750 0 0 0 0 9300
DirecTrend 400 S Franc 9/02 -6725 1975 10000 -9064 -3088 -2213 0 -1275 0 0 -125 0
DirecTrend 400 Jap Yen 9/02 300 -5214 -9989 4124 -863 0 0 325 0 0 2475 0
DirecTrend 400 T Note 9/02 0 -2640 -2990 -1780 290 -1130 0 -600 0 -620 950 0
DirecTrend 400 Euro$ 9/02 -200 -825 -975 -800 100 -450 0 -25 -450 0 25 0
DirecTrend 400 F Note 9/02 0 -2480 -1220 -1780 -740 -630 0 -320 0 -770 670 0
131 Samba 417 T Note 2/03 n/a 5731 -1297 5497 906 -122 0 909 1288 -634 -1272 2034
Samba 417 Euro C 2/03 n/a 11525 -4113 11750 -11413 0 4338 -488 250 0 4675 -1600
Samba 417 Nat Gas 2/03 n/a -6390 3015 44285 21200 10655 6445 -8440 -1095 -4270 -4260 0
Samba 417 Coffee 2/03 n/a -8400 1556 7556 2006 4313 0 0 4219 -1200 1463 -488
Samba 417 Crude 2/03 n/a 1115 -4840 -3150 -6150 155 870 0 -3680 0 -4225 0
Samba 417 Euro$ 2/03 n/a -2198 163 1746 1506 150 0 -13 -325 0 -50 -113
Samba 417 Mini Russell 2/03 n/a 7225 -4615 9245 -3550 4205 -3480 1115 -1835 -85 -2880 -4470
Samba 417 Jap Yen 2/03 n/a -3788 -3638 -725 -14050 550 0 -975 1238 -88 0 1288
132 Moving Avg. Reversal 322 Euro C 06/00 12125 15063 -3051 2649 -15450 0 0 -988 0 0 2100 0
Moving Avg. Reversal 322 Crude 6/00 -4560 -1120 7410 -6580 -1380 780 0 1390 -3100 -1370 0 2510
Moving Avg. Reversal 322 Gold 06/00 -6000 -330 -1810 -3670 10990 0 10 -3100 -2600 0 -870 -2060
Moving Avg. Reversal 322 Bonds 6/00 -9100 1620 940 -5220 4590 0 -3620 -1140 0 -2600 -2260 0
Moving Avg. Reversal 322 Coffee 6/00 18 -11775 -12207 12432 -12262 0 -2925 -450 0 5681 0 -4556
Moving Avg. Reversal 322 Jap Yen 6/00 -15213 -5137 -11688 12825 -7188 0 0 3525 -1538 -3138 2538 0
Moving Avg. Reversal 322 Cotton 6/00 -4760 -4815 11710 -11220 -5020 -1440 -1615 -1250 0 935 0 1180
133 Arcs Plus 302 * S&P 8/99 8775 -37500 -31875 -2200 -19500 -4175 1325 6725 -7150 -3050 -5425 5800
134 Naka89 525 * Mini S&P 12/05 n/a n/a n/a 750 -6613 -525 138 1588 -550 0 -1988 2875
135 Super Turtle 561 Sugar 12/05 n/a n/a n/a n/a 1544 0 0 0 5088 0 0 720
Super Turtle 561 T Note 12/05 n/a n/a n/a n/a 2056 363 0 -810 0 0 0 0
Super Turtle 561 Nat Gas 12/05 n/a n/a n/a n/a 58855 0 0 0 0 0 -8825 0
Super Turtle 561 Copper 12/05 n/a n/a n/a n/a 27363 0 0 12725 0 0 13025 -8800
Super Turtle 561 Jap Yen 12/05 n/a n/a n/a n/a -7625 0 0 3625 0 0 0 0
Super Turtle 561 Cotton 12/05 n/a n/a n/a n/a 1645 1320 -1090 0 0 0 0 -890
Super Turtle 561 Euro C 12/05 n/a n/a n/a n/a -10238 0 -600 -1238 0 0 0 -388
136 EuroMax 569 Euro C 10/06 n/a n/a n/a n/a -13 0 -700 0 1463 0 725 -913
137 Weaver MT 319 Bonds 07/00 7030 10410 9050 3330 11760 -2260 0 2540 -2010 0 1600 2020
Weaver MT 319 S Franc 07/00 1811 538 -826 2838 -6438 0 -2750 2713 -688 238 1563 738
Weaver MT 319 B Pound 07/00 -376 6625 7963 8794 -8562 0 -3131 -250 -2538 0 963 -3313
Weaver MT 319 Jap Yen 07/00 1801 -6739 -7077 -3500 -8939 -2638 2663 -2600 -1888 -1013 2150 0
138 Maya Legacy 585 Mex Peso 1/07 n/a n/a n/a n/a n/a n/a 1175 488 0 0 963 0
139 Mechwarrior-ES 485 Mini S&P 12/04 n/a n/a -588 813 5138 438 -375 725 -300 -538 338 -475

22 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
-2306 -1013 -5269 -1425 -938 -3863 11044 21 38.1 1357 -1132 5 5400 -71.5% 20.2% -1613 11044 -27.6% 22.4%
-500 -225 -1125 -100 -850 -5625 5625 36 0.0 0 -156 36 2100 -267.9% 20.2% -6325 6325 -278.0% 22.4%
425 0 0 145 65 530 990 10 80.0 190 -495 2 2700 19.6% 19.6% 1315 990 24.4% 24.4%
225 138 463 613 1050 1950 3450 153 60.8 214 -299 4 4725 41.3% 19.3% 738 3450 13.4% -4.6%
2150 -9600 4700 3350 -100 3525 19375 154 59.7 1023 -1459 4 23625 14.9% 19.3% -2275 19375 -8.3% -4.6%
38 300 281 488 38 2606 0 13 100.0 200 0 0 5400 48.3% 17.7% 48863 7219 53.8% 11.9%
250 50 550 50 0 -150 2430 9 88.9 285 -2433 1 2700 -5.6% 17.7% 10520 9540 23.1% 11.9%
-776 944 0 0 56 904 776 13 84.6 174 -504 1 3600 25.1% 17.7% 6308 12024 10.4% 11.9%
110 0 1010 -220 680 1390 620 12 75.0 248 -281 2 12000 11.6% 17.7% 5600 5560 2.8% 11.9%
113 238 113 0 0 500 0 6 100.0 83 0 0 6000 8.3% 17.7% -11563 25350 -11.4% 11.9%
-2350 2635 0 -395 0 8235 3725 11 72.7 1643 -2249 1 8100 127.6% 17.2% 10405 3725 81.1% 11.8%
-455 665 0 0 1050 4755 1620 12 83.3 686 -1050 1 9000 51.7% 17.2% 5055 1620 35.5% 11.8%
-2550 2963 0 -525 -1775 650 3050 12 66.7 1050 -2724 2 9450 34.0% 17.2% 1425 3050 9.5% 11.8%
-1500 1385 0 -475 -2575 -2085 5550 9 44.4 1533 -1722 2 40500 6.0% 17.2% -4370 5550 -6.8% 11.8%
-1290 -650 0 0 3850 0 3850 7 42.9 1643 -1234 2 3300 0.0% 16.9% 24340 6420 110.6% 16.6%
-1475 -4150 -2100 0 8825 -2125 10950 9 33.3 3667 -2185 4 6300 -33.7% 16.9% 22875 17525 54.5% 16.6%
0 -1130 0 20950 -1860 16420 4860 9 44.4 6068 -1564 3 11250 146.0% 16.9% 22250 26500 29.7% 16.6%
-1490 640 0 0 4900 -360 5900 7 42.9 1953 -1557 3 1800 -20.0% 16.9% -40 15360 -0.3% 16.6%
-1388 -2700 0 0 3200 -675 4625 7 42.9 2113 -1756 2 6000 -11.3% 16.9% -5100 23338 -12.8% 16.6%
-725 -750 0 0 5750 -4625 10375 8 12.5 5750 -1482 7 4200 -110.1% 16.9% -13938 29713 -49.8% 16.6%
-276 -1074 -416 986 1524 -2820 5330 12 25.0 1031 -657 6 1650 -170.9% 16.9% -12170 17216 -110.6% 16.6%
n/a 688 0 0 12473 13160 1603 13 38.5 3223 -372 4 47250 27.9% 16.2% 13160 1603 27.9% 16.2%
n/a 2300 -838 850 -1425 888 3988 38 36.8 754 -402 6 6750 13.1% 16.2% 888 3988 13.1% 16.2%
n/a -2940 -780 -520 445 -3795 5685 27 29.6 1021 -629 5 9450 -40.2% 16.2% -3795 5685 -40.2% 16.2%
-25 2450 -2575 0 0 2575 4688 35 68.6 473 -799 3 6300 40.9% 16.1% -34538 42525 -59.8% -65.4%
1140 1040 0 450 -5260 -1940 5260 21 66.7 412 -1103 3 2700 -71.9% 16.1% -32400 38370 -71.3% -65.4%
2295 2650 -2825 -350 0 640 4405 25 48.0 853 -738 4 2400 26.7% 16.1% -33295 46360 -82.4% -65.4%
488 44 724 -1084 524 1140 2852 30 63.3 543 -833 2 3600 31.7% 16.1% -64976 76380 -107.2% -65.4%
675 0 4075 -2840 0 1870 3605 6 66.7 2130 -3330 1 12000 15.6% 15.6% -5294 10209 -21.2% -21.2%
-3050 5725 17725 -9750 -10550 19000 20300 12 75.0 5919 -11424 1 47250 40.2% 15.4% 24650 20300 24.1% 10.4%
0 -270 0 0 -11200 -4795 17900 8 75.0 2259 -9175 1 45000 -10.7% 15.4% -3885 17900 -4.0% 10.4%
3390 -2850 620 550 6770 4590 10030 79 53.2 1412 -1481 5 30000 15.3% 15.3% 74890 19550 107.0% 107.0%
0 -2625 0 0 9713 5150 4563 5 40.0 5600 -2017 2 6300 81.7% 15.2% 25075 11813 74.6% 15.5%
0 -530 0 0 3940 2400 1540 4 50.0 2230 -1030 1 3300 72.7% 15.2% 13100 4720 74.4% 15.5%
0 -1838 0 -1256 0 -3244 5775 5 20.0 4219 -1866 3 5400 -60.1% 15.2% 9731 10013 33.8% 15.5%
0 710 0 18560 -1870 10160 9750 7 42.9 7260 -2913 3 11250 90.3% 15.2% 13780 19720 23.0% 15.5%
0 1400 0 -5820 -7940 -3970 14390 8 50.0 5393 -6386 2 30000 -13.2% 15.2% 27210 41450 17.0% 15.5%
-788 -2900 0 0 5738 -1563 7300 6 16.7 5738 -1463 5 4200 -37.2% 15.2% -6250 17238 -27.9% 15.5%
-463 -1838 0 -1275 1575 800 3575 6 50.0 1458 -1191 3 6000 13.3% 15.2% -10838 20875 -33.9% 15.5%
30 1590 0 -680 3080 2620 2350 9 44.4 1413 -605 4 1800 145.6% 15.2% -3370 8340 -35.1% 15.5%
-275 -250 -100 -200 -650 -2375 2375 10 20.0 50 -309 3 2100 -113.1% 15.2% -4625 4775 -41.3% 15.5%
280 930 0 -550 1300 910 1720 9 44.4 795 -453 4 1200 75.8% 15.2% -4680 7310 -73.1% 15.5%
-1338 0 2644 -1263 3269 5516 1906 15 40.0 1691 -514 5 1800 306.4% 14.9% 16475 7313 186.2% 13.9%
0 938 -2313 3913 4675 14388 3038 13 53.8 2884 -963 3 6300 228.4% 14.9% 22138 19013 71.5% 13.9%
0 5380 -905 -10230 -7840 -14560 32755 18 22.2 7525 -3187 7 30000 -48.5% 14.9% 36895 42185 25.0% 13.9%
-1031 -2063 -1631 1519 -1931 3169 5775 14 42.9 2200 -1256 3 5400 58.7% 14.9% 1575 9619 5.9% 13.9%
0 3880 0 4545 10460 12005 10940 13 53.8 3908 -2552 3 11250 106.7% 14.9% -1175 28105 -2.1% 13.9%
-388 -63 0 325 -2225 -2700 2875 16 18.8 304 -278 8 2100 -128.6% 14.9% -1633 3188 -15.8% 13.9%
-4000 -340 -2045 -1950 1555 -14210 19970 20 25.0 2417 -1753 8 8100 -175.4% 14.9% -10110 24915 -25.4% 13.9%
-1875 0 0 5013 1850 7000 3088 13 46.2 2152 -847 3 6000 116.7% 14.9% -15750 23175 -53.4% 13.9%
0 -2325 -1438 0 10550 7900 3763 6 33.3 6325 -1184 3 6300 125.4% 14.0% 13213 29113 27.7% -15.7%
0 -6750 -930 21150 -1870 11810 9640 10 40.0 6458 -2337 3 11250 105.0% 14.0% -10340 39770 -12.1% -15.7%
-7680 0 3230 0 4450 -8620 18190 11 27.3 3190 -2276 8 12000 -71.8% 14.0% -15030 24590 -16.5% -15.7%
-910 1750 0 0 6140 -2640 11010 10 40.0 2450 -2073 3 2700 -97.8% 14.0% -3790 21600 -18.5% -15.7%
0 -131 0 3544 38 1200 4688 8 37.5 3088 -1613 3 5400 22.2% 14.0% -10013 28819 -24.5% -15.7%
-925 3013 0 0 3200 6675 4675 7 57.1 3069 -1862 2 6000 111.3% 14.0% -19725 37225 -43.4% -15.7%
0 -2275 -3935 0 -1405 -9805 10505 13 23.1 1903 -1552 5 3000 -326.8% 14.0% -10020 26530 -44.0% -15.7%
7125 1525 -1650 -925 3150 3275 20650 302 37.7 1715 -1020 9 23625 13.9% 13.9% 19000 137800 9.6% 9.6%
1125 1538 -1575 -1975 -63 588 4788 191 30.9 345 -150 12 4725 12.4% 12.4% -4750 8000 -50.3% -50.3%
-220 -825 0 0 -100 4665 1143 5 40.0 2904 -381 3 1650 282.7% 12.4% 6209 1143 188.2% 57.7%
222 0 0 -263 3706 3219 850 5 60.0 1430 -536 1 1800 178.8% 12.4% 4913 850 136.5% 57.7%
0 0 0 6210 -1190 -3805 16405 9 33.3 7142 -4199 3 30000 -12.7% 12.4% 55050 16405 91.8% 57.7%
0 -12715 0 -3600 -6450 -5813 31563 10 20.0 12875 -3945 8 21000 -27.7% 12.4% 21550 31563 51.3% 57.7%
1288 0 0 0 4588 9500 0 3 100.0 3167 0 0 6000 158.3% 12.4% 1875 7625 15.6% 57.7%
0 -2985 0 0 690 -2955 5795 9 44.4 710 -1158 5 3000 -98.5% 12.4% -2630 5825 -43.8% 57.7%
0 -3000 0 0 9038 3813 5225 7 28.6 5438 -1415 3 6300 60.5% 12.4% -6425 15600 -51.0% 57.7%
0 0 0 0 200 775 2688 6 50.0 1692 -1434 1 6300 12.3% 12.3% 763 2688 10.4% 10.4%
-1070 3890 0 0 6150 10860 2430 13 53.8 2410 -998 3 2700 402.2% 11.8% 56080 7600 276.9% 14.9%
0 -725 -1063 1850 4175 6050 3838 18 55.6 1368 -956 4 4200 144.0% 11.8% 4075 15700 12.9% 14.9%
0 394 -1106 -3113 638 -11456 12094 23 21.7 940 -897 7 4200 -272.8% 11.8% -16325 25725 -51.8% 14.9%
-1438 4700 -1763 -2875 1263 -3438 5500 21 38.1 1533 -1208 4 6000 -57.3% 11.8% -24688 37188 -54.9% 14.9%
0 1950 0 0 0 4575 0 4 100.0 1144 0 0 40500 11.3% 11.3% 4575 0 11.3% 11.3%
2538 1738 -188 -1725 -1188 988 4738 110 59.1 364 -504 3 9450 10.4% 10.4% 5913 4738 20.3% 20.3%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 23


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
140 Golden SX Const. 254 T Notes 7/96 8820 760 2700 -1810 -1020 0 -2210 -1580 0 -1570 580 0
Golden SX Const. 254 Jap Yen 7/96 7175 -188 -525 3151 -3602 0 0 950 0 0 975 0
Golden SX Const. 254 Crude 7/96 5940 -2000 10840 710 2290 0 0 140 -1580 -1570 -1580 4760
Golden SX Const. 254 Coffee 7/96 -9564 -10707 -1633 6245 -637 0 -1988 -563 0 5681 0 -3019
Golden SX Const. 254 Cotton 7/96 -9105 -6045 430 -11135 -2920 -575 0 0 0 600 0 -90
Golden SX Const. 254 Cattle 7/96 -2620 9616 -5872 756 3852 0 -3380 0 888 -916 -220 0
141 GK-Currency Trader 294 Euro C 12/98 8150 6075 12000 -588 -3738 0 0 -988 0 0 2100 -1350
GK-Currency Trader 294 $ Index 7/98 7090 3810 5260 -530 -4730 0 0 -1030 0 0 870 -520
GK-Currency Trader 294 S Franc 7/98 2675 -3824 -1924 551 -7613 0 -5275 0 0 0 0 0
GK-Currency Trader 294 Jap Yen 7/98 2312 -1164 -21263 11838 -10400 0 0 88 -2300 0 550 0
142 Abalone 409 Crude 9/02 1070 3850 13990 -4980 -2320 -2950 -4130 -480 0 1690 -5890 2190
Abalone 409 Euro C 9/02 -388 7476 13262 -4938 -77 0 -3425 -1413 0 0 2913 0
Abalone 409 T Note 9/02 -3000 -1900 3780 -1570 720 -1690 0 -510 0 -770 -910 0
Abalone 409 H Oil 9/02 -1147 -2340 -3983 1370 -5371 113 4775 -399 6182 0 -1793 0
Abalone 409 Corn 9/02 225 -4576 5638 -1502 -13 0 -1413 363 -1750 1450 -125 -1075
Abalone 409 Coffee 9/02 -1875 -13127 4050 9789 2175 0 -1688 -338 0 5681 -2231 -2981
Abalone 409 Jap Yen 9/02 -3875 -752 -10800 3526 -2701 -2638 0 988 0 -2788 2075 0
Abalone 409 Cotton 9/02 -360 -5635 4885 -7630 2210 -755 -5 -1175 -310 2920 0 880
143 RC Shine 576 * S&P 2/07 n/a n/a n/a n/a n/a n/a n/a 8050 -2675 775 4950 -3850
RC Shine 576 * Mini S&P 2/07 n/a n/a n/a n/a n/a n/a n/a 600 -613 -25 125 -325
144 GEMS NG Mini 605 Mini Nat Gas 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 1513
145 1-2-3 System 106 Bonds 12/89 3890 8390 5070 7240 5710 -1130 -710 3190 -1630 1130 1920 1800
1-2-3 System 106 Coffee 12/89 -3825 -4406 4314 5288 4574 -3900 0 1800 -225 1725 -694 469
1-2-3 System 106 Euro $ 12/89 1400 -1300 -1425 -250 -4225 -250 -250 -150 -225 0 200 -100
1-2-3 System 106 Sugar 12/89 -1916 -941 -3069 -414 4333 -493 -246 1770 -34 594 -45 -302
1-2-3 System 106 S Franc 12/89 -3962 3826 -8063 1337 -13202 -1538 0 1600 -4200 -3438 900 -1100
146 DynamicTrendTrading 467 Euro C 4/04 n/a 0 2137 13100 -5151 -1188 0 0 -1125 0 950 0
DynamicTrendTrading 467 Lumber 4/04 n/a 0 2244 -4609 6446 -286 -2585 220 0 1562 -1738 -858
DynamicTrendTrading 467 Crude 4/04 n/a 0 -4590 -5010 10320 770 0 1400 -3170 -820 0 -150
DynamicTrendTrading 467 Nat Gas 4/04 n/a 0 -8830 4220 -12510 0 0 0 0 0 0 0
DynamicTrendTrading 467 Jap Yen 4/04 n/a 0 -1812 2688 -7038 0 0 -925 0 0 13 0
DynamicTrendTrading 467 Coffee 4/04 n/a 0 506 -4218 1069 0 -2963 0 0 94 -1369 0
DynamicTrendTrading 467 Bonds 4/04 n/a 0 -4810 -3300 -340 -1740 0 -940 0 0 790 0
DynamicTrendTrading 467 Cotton 4/04 n/a 0 -355 -3240 -1545 -575 0 -2175 0 1000 0 1815
147 Pegasus 440 Euro C 9/03 n/a 0 10063 10375 -10175 -1075 -1350 0 0 0 1425 0
Pegasus 440 Cotton 9/03 n/a 6495 -715 -3990 1835 -75 0 -700 -110 2825 -70 275
Pegasus 440 Crude 9/03 n/a -1300 3430 0 12740 0 0 0 0 0 0 0
Pegasus 440 T Note 9/03 n/a -2840 720 -60 650 -1690 0 -600 0 -830 550 0
Pegasus 440 Jap Yen 9/03 n/a 7025 -7725 8575 -2450 0 0 988 0 0 2075 1350
Pegasus 440 H Oil 9/03 n/a -10345 1339 0 14494 0 0 0 0 0 0 0
Pegasus 440 Corn 9/03 n/a -3100 5076 -2651 2599 0 -1350 1338 -1750 -250 -625 1500
Pegasus 440 Coffee 9/03 n/a -4125 1687 -900 3113 0 -1688 0 0 3694 -2231 0
148 Red Copper 582 Copper 1/07 n/a n/a n/a n/a n/a n/a -6050 0 0 12325 0 -2150
149 Dynamo 265 * S&P 6/97 -7650 6800 -10375 10425 -2575 325 225 -2625 -2200 1150 -3450 5275
150 FGCM Emerald 404 * S&P 10/02 10025 10950 -11275 -1450 -18000 725 -3075 6875 2325 1000 -200 -2875
151 Time 496 Nikkei 4/05 n/a n/a n/a 6075 1150 0 0 475 -1650 -1425 1425 -300
Time 496 Nasdaq 4/05 n/a n/a n/a 13225 1750 575 0 -25 -4300 3050 2850 -1900
Time 496 S&P 4/05 n/a n/a n/a 14550 2900 -2500 0 2475 -4175 -3350 6350 -1400
152 FMSadvantage 507 Mini S&P 9/05 n/a n/a n/a -475 325 -863 -525 1150 -325 -400 388 -388
153 DCB Crude Oil 541 Crude 12/05 n/a n/a n/a 0 -2980 -1355 -650 400 355 0 0 770
154 Prism Growth 399 S&P 8/02 -9100 -26975 -57550 -35750 -50825 -1725 -1925 -825 9525 7525 -3925 4100
155 R-Mesa 3 268 * S&P 1/97 41225 13675 12375 -1850 -10525 -4625 2600 12700 6400 2600 -1700 -4760
156 1-2-3-4 System 198 Euro C 12/98 -8687 13262 16875 5261 2461 0 -2713 1575 0 0 1825 -850
1-2-3-4 System 198 $ Index 12/93 4710 8620 9180 1810 900 0 -1660 620 0 0 780 -1870
1-2-3-4 System 198 Jap Yen 12/93 10138 -7201 -3826 -76 -9777 -3563 0 163 0 -1050 3163 0
1-2-3-4 System 198 S Franc 12/93 -726 6711 5575 -1088 -9114 0 -3450 1463 0 -2438 -613 0
1-2-3-4 System 198 B Pound 12/93 -793 11025 8600 -3468 -3926 0 -4375 -338 -3119 0 -494 -950
157 ATS-3200 361 Bonds 1/01 -5419 14831 7500 -456 5637 0 0 2818 0 -2700 1081 -1493
158 Tuition-LT 387 Bonds 5/02 4780 -3180 3310 -2600 6030 0 -2460 -2510 -300 0 -1490 0
Tuition-LT 387 T Note 5/02 7350 -2840 1430 -5080 2630 0 -1460 -1480 -270 -1360 240 0
Tuition-LT 387 Crude 5/02 -200 -8030 12480 -11600 -600 780 0 1390 -100 -1790 0 2510
Tuition-LT 387 Lumber 5/02 7293 -15961 4268 3575 2893 -297 -1474 792 0 3146 -5357 -1452
Tuition-LT 387 Euro$ 5/02 2275 100 -1050 200 275 -375 0 -100 -725 0 -25 0
Tuition-LT 387 Jap Yen 5/02 1776 -5113 -2424 10426 -8375 163 0 300 -1725 0 2000 0
Tuition-LT 387 S Franc 5/02 2200 -5763 -3513 -2912 -8251 0 -4263 -2500 163 0 -2388 0
Tuition-LT 387 Corn 5/02 -1250 -4976 6451 -2539 -1964 0 0 1663 -2100 -425 0 -2700
159 Silver Bullet 587 Silver 1/07 n/a n/a n/a n/a n/a n/a 0 150 -3500 0 0 3025
160 Statmirror 410 Nasdaq 11/02 -10900 -21050 -20800 -14450 33250 6450 -17700 9000 -8275 3025 6450 100
Statmirror 410 S&P 11/02 19900 -45625 -24250 -125 -2650 3125 -7525 -7700 6725 3875 5850 -7550
161 Ready-Set-Go 340 Euro C 5/01 6425 19363 13038 12100 -5850 0 200 0 0 0 5313 0
Ready-Set-Go 340 Bonds 5/01 6838 4294 -1969 -5050 -1781 2394 0 0 0 0 0 0
Ready-Set-Go 340 Silver 5/01 640 -90 13980 -6750 28770 -2175 0 0 -2175 0 0 0
Ready-Set-Go 340 Cotton 5/01 -5665 -190 5580 170 1885 -720 0 0 0 -2090 1915 0

24 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
290 1610 0 -690 2830 -740 5360 8 50.0 1328 -1513 3 1800 -41.1% 10.2% 14890 10680 71.4% 26.3%
-138 500 -63 0 -2625 -400 2688 7 42.9 808 -707 3 6000 -6.7% 10.2% 32050 13750 46.1% 26.3%
0 -1240 0 17890 -1870 14950 4730 8 37.5 7597 -1568 3 11250 132.9% 10.2% 51610 18680 39.6% 26.3%
0 -1969 0 0 2344 488 4988 8 37.5 2675 -1507 3 5400 9.0% 10.2% 12525 40669 20.0% 26.3%
0 -2750 0 -1575 -1575 -5965 5990 9 22.2 1645 -1321 4 3000 -198.8% 10.2% -7965 34165 -22.9% 26.3%
612 0 -1276 -1432 436 -5288 5724 10 30.0 771 -1086 3 2550 -207.4% 10.2% -11848 17528 -40.1% 26.3%
0 -2150 0 0 11913 9525 3500 5 40.0 7007 -1496 2 6300 151.2% 10.1% 47663 13750 82.5% 21.9%
0 -300 0 0 4910 3930 1030 5 40.0 2890 -617 2 3300 119.1% 10.1% 22350 8170 70.7% 21.9%
-3088 0 0 0 5700 -2663 8363 3 33.3 5700 -4177 2 4200 -63.4% 10.1% -4475 25738 -11.1% 21.9%
-1875 -2088 0 -2338 -825 -8788 8875 7 28.6 319 -1886 4 6000 -146.5% 10.1% -25775 36988 -44.8% 21.9%
0 -790 0 18560 -1870 6330 11760 12 25.0 7480 -1790 4 11250 56.3% 9.9% 20890 19720 34.8% 2.3%
-3975 -5963 -2100 0 9888 -4075 13963 8 25.0 6400 -2813 4 6300 -64.7% 9.9% 11263 19338 33.5% 2.3%
750 2200 0 -570 3510 2010 4420 9 44.4 1750 -996 4 1800 111.7% 9.9% 1730 7520 18.0% 2.3%
8404 -6439 -2100 0 11978 20723 12705 11 63.6 5257 -4010 2 15000 138.2% 9.9% 9139 30446 11.4% 2.3%
0 -775 0 888 100 -2338 4050 13 53.8 721 -1229 2 1500 -155.9% 9.9% -2563 6925 -32.0% 2.3%
0 -2681 -4819 -1988 -750 -11794 15450 12 8.3 5681 -1586 9 5400 -218.4% 9.9% -10781 16125 -37.4% 2.3%
-63 1625 963 0 -2313 -2150 4438 10 50.0 1445 -1875 2 6000 -35.8% 9.9% -14113 20138 -44.1% 2.3%
0 -650 -3100 -150 -1370 -3715 5550 15 26.7 1356 -832 4 3000 -123.8% 9.9% -9490 12710 -59.3% 2.3%
1450 5200 -3275 -9350 4025 5300 19425 105 49.5 1222 -1098 4 23625 22.4% 8.9% 5300 19425 22.4% 8.9%
225 -1363 25 -2225 788 -2788 4725 105 24.8 360 -154 13 4725 -59.0% 8.9% -2788 4725 -59.0% 8.9%
-533 1100 -525 -1523 555 588 2160 16 56.3 494 -552 3 6750 8.7% 8.7% 588 2160 8.7% 8.7%
-3330 700 260 240 6210 8650 4210 24 45.8 1667 -744 4 2700 320.4% 8.6% 75510 11130 153.2% 41.1%
-2063 1275 -1031 4763 525 2644 3900 33 36.4 1575 -775 5 5400 49.0% 8.6% 100838 37181 102.3% 41.1%
-350 -675 -875 -600 -150 -3425 3425 23 8.7 363 -198 8 2100 -163.1% 8.6% -4950 11625 -12.9% 41.1%
-1042 661 -1624 11 -1411 -2162 3898 30 30.0 419 -283 6 2400 -90.1% 8.6% -14269 21235 -32.6% 41.1%
413 -2175 -313 1075 4513 -4263 10575 34 23.5 1709 -689 11 4200 -101.5% 8.6% -31250 62375 -40.8% 41.1%
-1075 0 0 0 9975 7538 2438 6 33.3 6438 -1331 2 6300 119.7% 8.4% 18813 8288 81.4% -6.4%
-869 363 0 3344 297 -550 4554 13 46.2 1008 -944 3 3300 -16.7% 8.4% 3817 8822 31.5% -6.4%
0 1510 440 7740 1170 8890 4820 15 66.7 1535 -1295 3 11250 79.0% 8.4% 8840 13880 21.4% -6.4%
-1930 5950 -4300 0 -1270 -1550 5570 4 25.0 5950 -2500 2 30000 -5.2% 8.4% -18670 35890 -17.0% -6.4%
-1013 -925 0 0 925 -1925 2850 5 40.0 469 -954 2 6000 -32.1% 8.4% -8088 9888 -36.8% -6.4%
0 -1200 0 -638 0 -6075 6075 5 20.0 94 -1542 3 5400 -112.5% 8.4% -8719 18563 -43.1% -6.4%
-840 790 110 0 3510 1680 2730 7 57.1 1300 -1171 2 2700 62.2% 8.4% -5030 9440 -50.8% -6.4%
0 -1450 -1675 -550 1305 -2305 3875 13 23.1 2168 -882 5 3000 -76.8% 8.4% -6870 14760 -61.1% -6.4%
-850 -2775 0 0 9888 5263 4625 7 28.6 5657 -1213 3 6300 83.5% 7.8% 16600 16325 60.8% 21.4%
850 -855 0 -150 280 2270 1020 12 41.7 1071 -442 2 3000 75.7% 7.8% 5970 7910 45.9% 21.4%
0 0 0 0 0 0 0 0 0.0 0 0 0 11250 0.0% 7.8% 14870 3250 30.5% 21.4%
740 920 0 -580 3520 2030 3120 8 50.0 1433 -926 3 1800 112.8% 7.8% 2190 3540 28.1% 21.4%
-1325 -1838 963 0 -1413 800 3613 8 50.0 1344 -1144 3 6000 13.3% 7.8% 6225 10038 23.9% 21.4%
0 0 0 0 0 0 0 0 0.0 0 0 0 15000 0.0% 7.8% 5489 11852 8.4% 21.4%
0 -775 0 0 -400 -2313 2638 8 25.0 1419 -859 3 1500 -154.2% 7.8% -388 5188 -6.0% 21.4%
-1613 -1425 0 -863 0 -4125 6131 6 16.7 3694 -1566 4 5400 -76.4% 7.8% -4350 7219 -18.6% 21.4%
6350 -9650 0 0 0 825 9650 7 28.6 11294 -4359 2 12000 6.9% 6.9% 825 9650 6.9% 6.9%
-4050 -4200 1300 4075 5625 1450 11700 47 31.9 2028 -905 7 23625 6.1% 6.1% 32275 43475 12.8% 12.8%
950 -1300 -1725 2350 -3850 1200 8975 58 48.3 1420 -1287 5 23625 5.1% 5.1% -9275 40050 -7.5% -7.5%
1150 -1375 825 0 425 -450 3075 10 50.0 965 -1055 2 11400 -3.9% 4.4% 6775 3225 22.3% 16.7%
4200 1600 2825 0 -2650 6225 4325 11 54.5 2517 -1771 2 45000 13.8% 4.4% 20625 8525 17.7% 16.7%
4250 -2625 1625 0 -1825 -1175 7550 11 45.5 3535 -3147 2 47250 -2.5% 4.4% 18775 9975 14.9% 16.7%
-625 -75 -250 800 1488 375 3788 110 37.3 377 -219 7 9450 4.0% 4.0% 1088 3788 5.1% 5.1%
-4270 1160 0 3850 0 260 5140 16 75.0 716 -2083 2 11250 2.3% 2.3% -1365 10125 -6.1% -6.1%
-12776 -7550 15025 -6500 75 1024 28426 70 47.1 2987 -2632 8 47250 2.2% 2.2% -177451 202476 -69.3% -69.3%
-7320 -2700 -13175 6825 3625 470 31405 168 39.3 1701 -1097 9 23625 2.0% 2.0% 270997 31405 103.5% 103.5%
0 -250 -2100 0 9888 7375 3375 10 40.0 3481 -1092 2 6300 117.1% 1.9% 58500 14713 101.3% 46.2%
-930 -290 -590 0 4380 440 3940 12 33.3 1545 -716 4 3300 13.3% 1.9% 45990 10910 98.4% 46.2%
500 4438 -363 -1325 2238 4200 4450 10 50.0 2193 -1353 2 6000 70.0% 1.9% 65600 28275 77.2% 46.2%
-788 -1463 -788 0 6775 -1300 8075 12 33.3 2231 -1276 4 4200 -31.0% 1.9% 18400 27725 30.9% 46.2%
0 -719 -1663 0 1388 -10269 11656 12 25.0 644 -1356 5 4200 -244.5% 1.9% -31369 36788 -52.7% 46.2%
0 5050 -888 0 -3825 43 4713 9 55.6 1906 -2376 2 2700 1.6% 1.6% 28856 15319 152.7% 152.7%
0 -1080 0 0 6150 -1690 7950 8 37.5 2133 -1618 4 2700 -62.6% 0.5% 6650 12890 43.5% -10.0%
-700 370 0 0 4890 230 5030 8 37.5 1833 -1054 4 1800 12.8% 0.5% 3720 14480 36.5% -10.0%
0 -1440 0 18560 -1870 18040 1890 8 50.0 5810 -1300 2 11250 160.4% 0.5% 9310 34830 14.6% -10.0%
0 -1749 0 3344 297 -2750 8602 10 50.0 1525 -2075 3 3300 -83.3% 0.5% -385 15961 -2.1% -10.0%
0 -950 0 0 -325 -2500 2500 8 0.0 0 -313 8 2100 -119.0% 0.5% -325 2950 -2.7% -10.0%
-1388 -2700 0 0 3200 -150 4088 7 57.1 1416 -1935 2 6000 -2.5% 0.5% -4025 17525 -11.8% -10.0%
-3363 -1250 0 0 7488 -6113 13600 7 28.6 3825 -2755 3 4200 -145.5% 0.5% -24350 38800 -102.3% -10.0%
0 725 -1650 0 -400 -4888 6550 8 37.5 879 -1505 3 1500 -325.9% 0.5% -9163 9388 -107.8% -10.0%
0 700 6925 -3525 -3875 -100 7400 8 50.0 3531 -3556 2 18000 -0.6% -0.6% -100 7400 -0.6% -0.6%
4100 -2700 6750 -5900 8900 10200 22425 101 51.5 2194 -2121 4 45000 22.7% -0.7% -30200 72350 -13.0% -20.3%
6650 -450 -10200 -25050 21375 -10875 48900 99 54.5 2907 -3723 7 47250 -23.0% -0.7% -66750 115850 -27.3% -20.3%
0 -1013 0 0 9038 13538 1013 4 75.0 4850 -1013 1 6300 214.9% -1.1% 60975 10275 145.2% 19.1%
894 0 0 0 8988 12275 0 3 100.0 4092 0 0 2700 454.6% -1.1% 10800 13050 60.0% 19.1%
0 0 -2175 -2175 0 -8700 8700 4 0.0 0 -2175 4 18000 -48.3% -1.1% 31320 10875 26.1% 19.1%
345 0 0 0 -1375 -1925 2810 5 40.0 1130 -1395 2 3000 -64.2% -1.1% 3010 11115 15.1% 19.1%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 25


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Ready-Set-Go 340 Nat Gas 5/01 -335 -1745 -10985 28725 0 0 0 0 0 0 0 0
Ready-Set-Go 340 Soymeal 5/01 -1560 -1900 2485 2925 -2400 -765 0 0 815 0 0 0
Ready-Set-Go 340 Coffee 5/01 -12056 -7931 -11569 12131 -5269 0 -1181 0 0 0 0 338
Ready-Set-Go 340 Live Hogs 5/01 1217 -5425 -5925 1375 2550 0 0 -1875 0 -2175 0 0
162 Catscan II 226 T Notes 8/95 5670 -870 8700 -2230 -11460 -500 1930 1710 -210 610 400 0
Catscan II 226 Coffee 8/95 -2213 -1650 7725 6300 -1930 375 1313 1575 938 900 1481 56
Catscan II 226 Euro C 12/98 7449 4512 8387 2199 1349 0 -3850 -3988 -3138 0 -3438 -238
Catscan II 226 Jap Yen 8/95 2488 -6362 -10739 5588 2950 -175 0 3838 0 -2325 2563 -1275
Catscan II 226 S Franc 8/95 -2938 1312 10838 -8702 9613 0 -2800 -1850 -775 -1638 -2650 -175
Catscan II 226 Crude 8/95 8880 13680 370 4930 -1870 -2950 0 -240 0 -130 -2440 -7890
Catscan II 226 Bonds 8/95 -1480 9350 5760 -20630 8380 -240 -2810 1790 -390 0 2490 0
163 PowerTrader 575 Copper 10/06 n/a n/a n/a n/a 5000 5925 0 13550 0 0 19663 0
PowerTrader 575 Crude 10/06 n/a n/a n/a n/a 2665 -2425 -4865 1825 935 -2125 -3435 5090
PowerTrader 575 Nasdaq 10/06 n/a n/a n/a n/a 5596 5596 -3250 700 -4700 -5600 10850 -2550
PowerTrader 575 Gold 10/06 n/a n/a n/a n/a 305 -1055 -1740 -1540 -1425 -1330 -2950 -2865
PowerTrader 575 Coffee 10/06 n/a n/a n/a n/a -4200 0 338 0 4069 0 1800 0
PowerTrader 575 Sugar 10/06 n/a n/a n/a n/a -54 -576 0 474 0 -713 519 -1192
164 Spartan 535 Mini S&P 2/06 n/a n/a n/a n/a 3500 1325 138 -13 0 0 -1475 -1475
165 Auto SpikeR 600 Mini Nasdaq 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 Mini Russell 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 S Franc 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SpikeR 600 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
166 Big Dipper 273 Bonds 6/98 9010 3800 -640 1880 1380 -1200 0 1420 -820 0 -2080 0
167 Auto ExtremeR 601 Mini Nasdaq 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto ExtremeR 601 Mini Nat Gas 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto ExtremeR 601 Mini Russell 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
168 Swing Index System 84 N Gas 1/87 -6250 52380 47920 51360 -10450 15310 -13070 4500 -8670 -2370 -3550 11020
Swing Index System 84 Copper 1/87 -4813 -1001 -11063 6938 2661 -613 10100 2825 11400 10188 9313 -713
Swing Index System 84 Jap Yen 1/87 8474 -16289 -13364 -13250 -3200 338 -775 1913 -5738 -838 3138 1788
Swing Index System 84 Euro C 1/87 -3714 -1212 -7612 -4465 -7377 -1138 725 450 -4500 -775 600 -1938
Swing Index System 84 Coffee 1/87 -15496 -22166 -8405 -15174 -10388 -7849 -3585 -619 -1268 -165 -1864 405
Swing Index System 84 Cotton 1/87 -5000 -11870 -16285 -2035 255 -110 -3855 450 -2265 2970 -1745 4075
Swing Index System 84 $ Index 1/87 1360 -8080 -3780 -8250 -6020 -1110 50 100 -1690 -560 240 -1290
Swing Index System 84 Bonds 1/87 -21270 -3550 -13570 -5570 -4210 -1950 0 -350 -2330 0 430 2970
Swing Index System 84 Live Hogs 1/87 -608 -14208 3100 -12132 -11348 -1492 -1392 -1848 -2060 -1780 -2152 -2300
Swing Index System 84 Euro $ 1/87 -6850 -10625 -7575 -8875 -4350 -1925 -1650 -1700 -200 0 -675 -775
169 Andromeda-2 441 Euro C 10/03 n/a 9963 5637 12875 -12239 -2150 0 0 0 0 1400 -1363
Andromeda-2 441 T Note 10/03 n/a 0 2300 -2900 1610 -1130 0 -240 0 -620 540 0
Andromeda-2 441 Crude 10/03 n/a -1210 2760 -3720 5950 0 0 0 0 0 0 0
Andromeda-2 441 Corn 10/03 n/a -2213 5839 -2614 949 0 0 1663 -1125 -250 0 -775
Andromeda-2 441 H Oil 10/03 n/a -6195 2007 0 0 0 0 0 0 0 0 0
Andromeda-2 441 Jap Yen 10/03 n/a 0 -3801 8249 -6688 0 0 300 -1250 0 1500 0
Andromeda-2 441 Coffee 10/03 n/a -3525 -6994 10500 2962 0 -2719 0 0 3356 0 -3863
Andromeda-2 441 Cotton 10/03 n/a 0 -2650 -3690 2365 -525 0 -875 0 2250 0 -1595
170 Intensity 523 F Note 12/05 n/a n/a n/a 0 744 -544 0 -716 0 0 0 613
Intensity 523 Heat Oil 12/05 n/a n/a n/a 0 7835 0 -1057 0 0 0 3222 0
Intensity 523 T Note 12/05 n/a n/a n/a 0 434 0 0 -1106 0 0 0 1019
Intensity 523 Cotton 12/05 n/a n/a n/a 0 2605 0 -1255 0 -1265 0 1200 0
Intensity 523 Euro C 12/05 n/a n/a n/a 0 -6025 0 238 0 0 0 -2225 0
Intensity 523 Nat Gas 12/05 n/a n/a n/a 0 -26675 0 -9455 0 0 0 0 0
171 Black Crusader UD 578 S&P 01/07 n/a n/a n/a n/a n/a n/a -2300 7300 -7300 -2025 -375 -800
172 Auto 2 Way 599 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto 2 Way 599 * Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
173 Trender 17 S&P 1/87 -68750 48225 12525 10875 1500 0 -4125 17700 12600 0 -16700 2000
Trender 17 Bonds 1/87 -13940 11210 1090 9530 -9590 0 -3640 -2270 0 0 3710 0
Trender 17 S Franc 1/87 -10014 12288 -2462 -14901 -21714 0 0 -2638 -3663 0 -2225 -1238
174 PULSAR Imp. Pattern 102a S&P 1/89 -2760 4770 3780 -10540 -9210 -230 -790 60 -1800 -1270 -670 2450
PULSAR Imp. Pattern 102a Bonds 1/89 2610 1690 -30 -330 -1210 -110 -1360 -650 -2110 -640 290 420
175 Intensity LT 577 Lumber 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 0 0 1036
Intensity LT 577 Crude 1/07 n/a n/a n/a n/a n/a n/a 0 0 -7175 0 0 0
Intensity LT 577 Jap Yen 1/07 n/a n/a n/a n/a n/a n/a 0 -1750 0 0 0 -13
Intensity LT 577 Euro C 1/07 n/a n/a n/a n/a n/a n/a -525 0 0 0 -2225 0
Intensity LT 577 S Franc 1/07 n/a n/a n/a n/a n/a n/a -1700 0 0 0 0 0
Intensity LT 577 Nat Gas 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 0 0 0
Intensity LT 577 Unleaded 1/07 n/a n/a n/a n/a n/a n/a 0 0 -6325 0 13315 0
Intensity LT 577 Coffee 1/07 n/a n/a n/a n/a n/a n/a 0 0 0 -7275 0 0
176 Countdown 338 Soymeal 5/01 0 7610 -490 -2175 -1715 0 0 0 0 1175 0 0
Countdown 338 Euro C 5/01 0 9050 3588 3950 -4350 -2175 0 0 0 0 -2463 0
Countdown 338 Silver 5/01 405 0 -1720 -2175 12200 2055 0 0 0 0 0 0
Countdown 338 Bonds 5/01 1487 -850 -1650 -806 1694 3894 0 0 0 0 0 0
Countdown 338 Nat Gas 5/01 -1530 -2175 -2175 -2175 0 0 0 -2175 0 0 0 0
Countdown 338 Live Hogs 5/01 0 -1650 0 5465 -3550 0 0 0 -2175 0 0 0
Countdown 338 Coffee 5/01 -2175 -2175 -2175 2081 0 0 0 0 0 0 0 0

26 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 0 0 0 -2175 -2175 2175 1 0.0 0 -2175 1 30000 -7.3% -1.1% 27220 25670 13.6% 19.1%
-4350 -2175 0 0 2475 -4000 6525 6 33.3 1645 -1821 3 1650 -242.4% -1.1% -2155 8110 -19.6% 19.1%
0 -2175 0 -2175 0 -5194 6525 5 20.0 2513 -1927 3 5400 -96.2% -1.1% -27019 34856 -75.1% 19.1%
-2175 0 -2175 0 3825 -4575 8400 5 20.0 3825 -2100 4 2700 -169.4% -1.1% -15408 19233 -85.6% 19.1%
380 3460 0 390 1370 9540 1260 14 57.1 1563 -492 2 1800 530.0% -1.3% 24680 15960 109.7% 39.0%
619 -1219 -1988 -1538 -638 1875 5513 23 65.2 743 -1158 2 5400 34.7% -1.3% 64781 45656 96.0% 39.0%
0 1938 -3063 0 8925 -6850 15775 14 28.6 3081 -1919 6 6300 -108.7% -1.3% 47500 19663 82.3% 39.0%
400 5013 0 -950 -2663 4425 4850 11 45.5 2610 -1441 2 6000 73.8% -1.3% 24663 32163 32.9% 39.0%
1613 -2113 0 0 7488 -2900 10388 20 30.0 1817 -986 4 4200 -69.0% -1.3% 6500 17438 12.4% 39.0%
-2150 -270 -5140 14150 -1870 -8930 21990 15 20.0 6257 -2308 6 11250 -79.4% -1.3% 12850 27360 9.1% 39.0%
890 -4530 -1020 -250 6430 2360 5800 13 38.5 2368 -1187 4 2700 87.4% -1.3% 2440 22760 7.2% 39.0%
-4575 -1075 -7238 -338 -13363 12550 26588 9 33.3 13304 -4551 5 12000 104.6% -2.0% 11625 26588 83.0% 0.1%
0 1495 -6870 0 9765 -610 12400 16 50.0 2864 -2940 3 11250 -5.4% -2.0% 4480 12935 34.1% 0.1%
1150 -550 4675 0 -6050 271 17850 17 35.3 6695 -3628 4 45000 0.6% -2.0% 271 17850 0.5% 0.1%
1295 0 3240 -1905 100 -10175 12905 41 46.3 849 -1194 3 12000 -84.8% -2.0% -8815 14360 -63.0% 0.1%
-56 0 -2756 0 -3544 -150 6956 9 44.4 1716 -1400 3 5400 -2.8% -2.0% -4350 6956 -69.0% 0.1%
-792 -781 -422 186 -371 -3667 3716 15 33.3 245 -489 5 1650 -222.3% -2.0% -3145 3716 -163.4% 0.1%
-975 0 0 1975 163 -338 5650 10 50.0 1063 -1131 5 9450 -3.6% -3.6% 1838 6275 10.6% 10.6%
n/a 3010 -475 910 -150 3295 2485 15 66.7 743 -829 3 9450 34.9% -3.9% 3295 2485 34.9% -3.9%
n/a -1700 -1150 1225 970 -655 3275 25 28.0 999 -425 7 47250 -1.4% -3.9% -655 3275 -1.4% -3.9%
n/a -1175 200 -325 -2425 -3725 3725 19 26.3 725 -525 5 47250 -7.9% -3.9% -3725 3725 -7.9% -3.9%
n/a -150 -75 -2525 -625 -3375 4250 26 19.2 490 -277 13 9450 -35.7% -3.9% -3375 4250 -35.7% -3.9%
0 0 -2070 0 4640 -110 4970 6 33.3 3030 -1540 3 2700 -4.1% -4.1% 19630 7050 75.2% 75.2%
n/a -250 -805 265 690 -100 2040 10 30.0 857 -382 5 47250 -0.2% -5.0% -100 2040 -0.2% -5.0%
n/a 0 0 -50 0 -50 888 2 50.0 837 -887 1 6750 -0.7% -5.0% -50 888 -0.7% -5.0%
n/a 555 -3560 -2130 2120 -3015 5690 11 27.3 2258 -1225 4 9450 -31.9% -5.0% -3015 5690 -31.9% -5.0%
-5520 16170 -4070 -4800 -8480 -3530 24210 68 27.9 3543 -1443 9 30000 -11.8% -5.2% 165130 44750 26.0% -14.6%
-388 9000 825 -11000 7838 48775 12225 67 47.8 3010 -1362 5 21000 232.3% -5.2% 24288 61775 5.5% -14.6%
-2050 450 -4563 2088 -625 -4875 8563 61 42.6 763 -705 6 6000 -81.3% -5.2% -2038 81075 -1.6% -14.6%
3438 -2850 -825 388 3275 -3150 9350 55 27.3 1245 -546 10 6300 -50.0% -5.2% -28925 54400 -21.7% -14.6%
-4095 488 4980 -3926 203 -17295 19838 108 36.1 709 -651 9 5400 -320.3% -5.2% -37369 113040 -32.7% -14.6%
1000 1450 1525 -3065 -1550 -1120 5870 71 25.4 903 -329 16 3000 -37.3% -5.2% -46180 70995 -72.7% -14.6%
1630 -2950 360 -200 1680 -3740 6630 57 29.8 484 -299 8 3300 -113.3% -5.2% -70220 92700 -100.5% -14.6%
-930 -1790 -2070 -320 3710 -2630 7620 54 29.6 1082 -524 7 2700 -97.4% -5.2% -64340 84310 -112.6% -14.6%
-2928 20 6560 160 2372 -6840 16020 69 24.6 682 -354 16 2700 -253.3% -5.2% -83264 93028 -145.7% -14.6%
-1575 -1000 -125 0 -225 -9850 9875 82 2.4 175 -127 77 2100 -469.0% -5.2% -111425 111925 -250.7% -14.6%
0 -3888 0 0 11075 5075 6000 5 40.0 6238 -2467 2 6300 80.6% -5.3% 23463 16088 87.6% 8.0%
-1490 910 0 0 4900 2870 2940 8 37.5 2117 -696 4 1800 159.4% -5.3% 5010 3400 65.5% 8.0%
0 -1410 0 0 0 -1410 1410 1 0.0 0 -1410 1 11250 -12.5% -5.3% 2370 9650 5.0% 8.0%
0 725 -1725 0 -275 -1763 3425 8 37.5 1021 -965 3 1500 -117.5% -5.3% 200 6688 3.2% 8.0%
0 0 0 0 0 0 0 0 0.0 0 0 0 15000 0.0% -5.3% -4187 6195 -6.6% 8.0%
-1863 -1838 0 0 3200 50 3700 6 50.0 1667 -1650 2 6000 0.8% -5.3% -2188 9838 -8.6% 8.0%
0 -2606 0 356 0 -5475 6469 5 40.0 1857 -3063 2 5400 -101.4% -5.3% -2531 10519 -11.2% 8.0%
0 -1645 0 0 355 -2035 3240 7 42.9 1277 -1469 2 3000 -67.8% -5.3% -5485 7830 -43.0% 8.0%
3019 0 0 0 897 3269 1259 6 50.0 1618 -528 2 1200 272.4% -5.4% 4556 1259 189.8% -20.6%
0 0 -49 0 5238 7354 6274 6 66.7 4293 -4918 1 15000 49.0% -5.4% 15188 6274 50.6% -20.6%
550 0 -1888 0 2100 675 1888 6 66.7 917 -1499 1 1800 37.5% -5.4% 1109 2859 30.8% -20.6%
995 0 0 -2255 0 -2580 3695 7 28.6 2320 -1446 2 3000 -86.0% -5.4% 25 3695 0.4% -20.6%
0 -2863 0 2163 1813 -875 5088 5 60.0 1404 -2544 2 6300 -13.9% -5.4% -6900 10875 -54.8% -20.6%
3425 0 0 0 -4905 -10935 10935 3 33.3 3425 -7175 1 30000 -36.5% -5.4% -37610 37610 -62.7% -20.6%
-2150 -15900 4825 -850 17000 -2575 31000 52 44.2 2460 -2037 5 47250 -5.4% -5.4% -2575 31000 -5.4% -5.4%
n/a -550 1213 -1588 0 -925 2200 23 30.4 496 -274 8 47250 -2.0% -5.5% -925 2200 -2.0% -5.5%
n/a -550 688 -2075 0 -1938 2625 24 29.2 354 -260 8 4725 -41.0% -5.5% -1938 2625 -41.0% -5.5%
-4975 -7275 2950 775 -4625 -1675 33975 19 57.9 5516 -7796 3 47250 -3.5% -6.9% 84625 184088 8.4% -6.3%
1330 3990 80 -3100 5540 5640 5910 10 50.0 2930 -1802 3 2700 208.9% -6.9% -44210 64070 -77.1% -6.3%
0 -2063 -1675 0 5813 -7688 13500 9 11.1 5888 -1696 7 4200 -183.0% -6.9% -113388 119275 -127.0% -6.3%
720 -2260 760 970 980 -1080 5140 81 70.4 243 -623 4 47250 -2.3% -7.1% -5290 26240 -0.6% -4.3%
20 -420 350 2420 -690 -2480 5360 36 63.9 249 -632 3 2700 -91.9% -7.1% -36010 38480 -69.6% -4.3%
0 0 0 0 4358 5394 0 2 100.0 2694 0 0 3300 163.5% -7.9% 5394 0 163.5% -7.9%
0 -3925 0 0 17865 6765 11100 3 33.3 17865 -5538 2 11250 60.1% -7.9% 6765 11100 60.1% -7.9%
0 3300 0 0 -438 1100 1763 4 25.0 3300 -733 2 6000 18.3% -7.9% 1100 1763 18.3% -7.9%
-1600 0 0 2925 1813 388 4350 5 40.0 2369 -1450 3 6300 6.2% -7.9% 388 4350 6.2% -7.9%
0 0 0 0 1700 0 1700 2 50.0 1700 -1700 1 4200 0.0% -7.9% 0 1700 0.0% -7.9%
4065 0 0 0 -5035 -970 5035 2 50.0 4065 -5035 1 30000 -3.2% -7.9% -970 5035 -3.2% -7.9%
0 0 0 -8958 -5115 -7083 14073 4 25.0 13315 -6799 2 18000 -39.4% -7.9% -7083 14073 -39.4% -7.9%
0 -3000 0 -2025 0 -12300 12300 4 25.0 1875 -4725 2 5400 -227.8% -7.9% -12300 12300 -227.8% -7.9%
515 0 0 425 0 2115 0 3 100.0 705 0 0 1650 128.2% -8.9% 5345 6065 48.6% -1.4%
-2175 0 0 0 3875 -2938 6813 4 25.0 3875 -2271 3 6300 -46.6% -8.9% 12075 8988 28.8% -1.4%
0 0 0 -2175 -2175 -2295 4350 3 33.3 2055 -2173 2 18000 -12.8% -8.9% 4360 8700 3.6% -1.4%
0 0 0 0 2300 6194 0 2 100.0 3097 0 0 2700 229.4% -8.9% -25 6856 -0.1% -1.4%
0 0 0 0 0 -2175 2175 1 0.0 0 -2175 1 30000 -7.3% -8.9% -10230 10875 -5.1% -1.4%
0 0 0 0 0 -2175 2175 1 0.0 0 -2175 1 2700 -80.6% -8.9% -1905 5725 -10.6% -1.4%
0 0 0 -2175 0 -2175 2175 1 0.0 0 -2175 1 5400 -40.3% -8.9% -6619 6619 -18.4% -1.4%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 27


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Countdown 338 Cotton 5/01 0 -2175 0 -2175 -2175 0 0 0 0 -2175 0 0
177 GearedUp 370 Jap Yen 3/02 5812 3488 14762 -14826 -4950 -925 138 1888 3275 1900 638 -850
GearedUp 370 S&P 3/02 13975 26800 -12000 -62450 -31025 -15375 2175 16575 -1875 -2575 1850 8625
GearedUp 370 B Pound 03/02 5821 -6044 -15182 3270 3799 -619 3713 306 -2856 -513 -2456 -1438
GearedUp 370 Aussie $ 03/02 -10000 -180 -5640 -3270 -3020 -910 740 90 -2430 0 1900 910
GearedUp 370 T Note 03/02 -730 -9200 10710 -5860 -4620 -1130 510 590 -1820 -840 900 490
GearedUp 370 Euro C 03/02 -937 375 -19577 -17463 -7039 -1038 1138 1213 -2925 -1900 -2300 1050
GearedUp 370 S Franc 03/02 -9076 -12052 -27826 5350 -13389 -513 1825 825 -3513 -3538 -2288 -625
GearedUp 370 Euro$ 03/02 -1800 -8425 -6375 -8950 -5800 -450 -825 -925 -625 -750 -900 -775
178 CoatTails 343 Soymeal 5/01 0 -405 7380 1015 0 0 0 0 0 725 0 0
CoatTails 343 Euro C 5/01 8750 3088 -2175 838 738 0 463 0 0 0 0 0
CoatTails 343 Silver 5/01 0 0 830 -2175 -1975 -2175 0 0 0 0 0 0
CoatTails 343 Nat Gas 5/01 -2175 2205 -4350 -6525 0 0 0 0 0 0 0 0
CoatTails 343 Bonds 5/01 -4400 0 0 4506 0 0 0 0 0 0 0 0
CoatTails 343 Coffee 5/01 0 -2175 -4350 3525 0 0 0 0 0 0 0 0
CoatTails 343 Live Hogs 5/01 0 0 0 0 -2175 0 0 0 0 0 0 0
CoatTails 343 Cotton 5/01 -4350 -6570 0 0 0 0 0 -1355 0 0 0 0
179 Universal 133 Coffee 10/91 -18019 9675 3676 768 -18770 -2588 3469 94 769 1800 -1556 -600
Universal 133 Beans 10/91 -2715 890 9895 -200 -2925 975 -325 115 1570 -580 -45 1170
Universal 133 Bonds 10/91 -540 -21930 13160 -9610 810 140 1530 2390 -2470 -310 -540 1860
Universal 133 B Pound 10/91 -11287 -4532 8088 10657 13332 -250 538 -938 -950 -4325 -1375 -263
Universal 133 Jap Yen 10/91 3561 10788 -6074 -13676 -10526 -2913 2338 1500 913 -3225 2100 -1900
Universal 133 Euro$ 10/91 -6200 450 250 -2325 -1125 0 0 -450 0 0 -500 0
180 Cobalt 416 * Nasdaq 1/03 n/a 2750 -2350 50 625 -775 750 4375 -925 0 0 1975
181 Auto SwingR 602 Euro C 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
Auto SwingR 602 Mini S&P 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a
182 Turnkey 293 Jap Yen 6/98 -1188 1625 -1363 -2814 -1713 -500 -825 88 150 238 -113 175
Turnkey 293 * S&P 6/98 -6225 450 -9650 4675 775 0 -900 -1450 -1725 0 -1925 4800
Turnkey 293 Bonds 6/98 990 -3670 2320 -1020 -2640 -290 500 160 -890 -580 210 -440
183 Athena 271 Soybeans 7/96 4190 6960 7730 680 -265 1035 0 3725 0 -3750 0 1425
Athena 271 Nat Gas 7/96 -10140 11320 -19600 15940 13150 5330 0 -12230 0 0 0 -1210
Athena 271 Cotton 7/96 -4035 -1675 6680 -2490 -990 0 0 -1100 0 3210 0 -4145
Athena 271 Coffee 7/96 -8212 -3337 -6976 5250 -7069 0 -3450 0 0 1931 0 -4500
Athena 271 Jap Yen 7/96 -3413 -7663 -3038 5450 -11476 0 0 3525 0 0 4138 0
Athena 271 Bonds 7/96 380 -3360 -14860 3820 1360 0 -4730 -3360 0 0 3710 0
Athena 271 S Franc 7/96 -3625 -4275 11413 -1062 -14613 -500 0 -3063 0 0 -1513 -1800
184 Balance Point 386 * S&P 5/02 51725 13550 -525 -8025 -24425 -2475 2675 -1775 -525 1900 -3000 4375
185 DCB Natural Gas 545 Nat Gas 12/05 n/a n/a n/a 0 6785 0 0 0 0 0 0 -5785
186 DCB Nasdaq Swing 547 Nasdaq 12/05 n/a n/a n/a 285 -9270 -2045 -1415 -2030 -1960 0 1255 0
187 Market Mapping 203 S&P 1/94 18250 16900 -6325 -6325 -4600 -100 -1100 -175 825 -650 -325 -700
Market Mapping 203 Bonds 1/94 -4090 -780 6300 -4510 80 570 -2240 -480 520 30 -250 -2640
188 Cyclone 250 * S&P 07/96 49175 6725 4500 -29650 -30200 -4625 250 9800 8350 3875 -5700 -1825
189 Parabolic Stop 65 Coffee 1/87 -938 1558 5286 4463 -3600 -1031 -2306 563 -2325 -1256 825 -1219
Parabolic Stop 65 Jap Yen 1/87 -5638 -1686 1464 -875 -11214 -763 475 -4188 -2338 -975 2325 -1013
Parabolic Stop 65 N Gas 1/87 -9430 51910 13370 41220 -14050 13690 -8210 -2030 -1970 -470 100 6190
Parabolic Stop 65 Euro C 1/87 -5263 10788 11800 -13376 -12189 -938 -2463 2788 -3900 0 3075 -4988
Parabolic Stop 65 Copper 1/87 -5263 -3838 -8099 -19289 8313 -5113 413 -7488 4025 10088 -5463 -6913
Parabolic Stop 65 $ Index 1/87 -3270 7970 6050 -6820 -3550 -640 -1740 -150 -1390 -780 -740 -1210
Parabolic Stop 65 Cotton 1/87 0 7400 880 635 -4515 0 1355 -855 -435 2360 -1065 4665
Parabolic Stop 65 Live Hogs 1/87 -4820 3260 -6352 -64 -1056 84 1200 -1780 -1260 -604 232 -3692
Parabolic Stop 65 Euro $ 1/87 -1150 -2875 -1050 -1825 -1975 -175 -175 -100 -200 125 -200 -25
Parabolic Stop 65 Bonds 1/87 -19910 3000 -5530 5130 -13610 -1240 -360 3350 -2060 1430 -310 2740
190 Kylie 193 Beans 6/93 970 4625 8750 1870 750 -1000 0 2340 0 -1115 -1825 -3000
Kylie 193 Crude 6/93 -830 6040 10030 2760 5440 0 0 -3460 -1750 -1800 -1280 680
Kylie 193 Coffee 6/93 -2869 3356 3225 11627 4949 -694 -2306 -56 0 2531 450 -1144
Kylie 193 Copper 6/93 -1640 -1124 -512 -3525 -1025 0 0 -3788 2588 0 0 -2150
Kylie 193 Bonds 6/93 4960 -7620 3610 -2870 -3710 -1280 0 2780 -50 -820 -2150 0
Kylie 193 Jap Yen 6/93 -674 -3927 -1713 4488 -1613 0 -663 925 1513 0 0 0
Kylie 193 B Pound 6/93 -3303 -5494 -4194 -1971 4975 -1875 0 0 0 0 0 0
191 Vega 291 S&P 6/98 -21150 -4300 -12200 -6000 3300 4925 -975 1575 -4725 2850 -425 1725
192 Feeder Trader 235 Feeder 12/95 4830 5715 8640 -9815 4340 180 -3075 -3185 750 -105 250 260
193 Aussie Trader 583 Aus Dollar 1/07 n/a n/a n/a n/a n/a n/a -695 0 0 0 0 -1245
194 Directional Movement 82 $ Index 1/87 -2510 10760 -1910 -4170 -2670 0 -1490 1070 0 0 1480 -1030
Directional Movement 82 Euro C 1/87 -1812 14300 6949 662 -3214 0 -2513 1775 0 0 4350 -5150
Directional Movement 82 Copper 1/87 3362 -12914 -7638 -4162 -5414 -1550 0 -3325 -525 -2088 2075 0
Directional Movement 82 Cotton 1/87 -7720 1700 -7965 -4820 -5305 0 300 -725 -365 2215 0 1770
Directional Movement 82 Euro $ 1/87 1200 -1075 -1000 -825 -2450 -500 -200 -100 0 -425 0 -125
Directional Movement 82 N Gas 1/87 14170 31360 -26400 -10560 -5770 6150 -6250 -10040 -770 -5980 -3240 -1660
Directional Movement 82 Jap Yen 1/87 -4988 -4515 1175 -88 -17701 0 0 12563 0 19663 -2000 -5275
Directional Movement 82 Bonds 1/87 -2570 -5010 4720 1540 -910 -3000 -1590 80 -1150 -1630 440 0
Directional Movement 82 Coffee 1/87 788 -14776 -1818 -13761 2418 0 -731 -56 -1388 -1819 -1613 -656
Directional Movement 82 Live Hogs 1/87 8848 -5024 -1156 2036 448 0 1432 0 -3852 -736 -1004 -2084
195 Black or White 124 Cotton 12/92 2400 -415 -6100 -11620 -315 0 0 -1925 0 650 0 -1680

28 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 1580 0 0 -2175 -2770 2770 3 33.3 1580 -2173 1 3000 -92.3% -8.9% -9295 9295 -46.5% -1.4%
-1675 -2838 -1800 -1575 3675 1850 12138 48 47.9 1092 -930 4 6000 30.8% -9.1% 7063 26563 20.2% -50.0%
-1050 -525 -2225 450 -5575 475 32775 64 46.9 4555 -4009 3 47250 1.0% -9.1% -48850 120675 -17.7% -50.0%
3350 -2206 -650 -1588 -150 -5106 8506 41 36.6 906 -719 6 4200 -121.6% -9.1% -12825 32475 -52.3% -50.0%
580 7950 1530 -3600 2260 9020 4830 42 50.0 1336 -906 3 3450 261.4% -9.1% -12180 25040 -60.5% -50.0%
1820 -1800 -360 -350 -1530 -3520 5220 65 33.8 654 -416 8 1800 -195.6% -9.1% -12090 16110 -115.1% -50.0%
-2400 3425 6338 -4700 800 -1300 9238 53 45.3 1087 -945 4 6300 -20.6% -9.1% -44900 54463 -122.2% -50.0%
200 375 -613 -675 7350 -1188 11050 56 28.6 1136 -485 19 4200 -28.3% -9.1% -57663 65925 -235.4% -50.0%
-1050 250 -850 125 -325 -7100 7325 96 12.5 196 -113 27 2100 -338.1% -9.1% -38000 38700 -310.2% -50.0%
0 0 0 0 0 725 0 1 100.0 725 0 0 1650 43.9% -9.3% 9870 2175 89.7% -3.5%
0 0 0 0 -588 -125 588 2 50.0 463 -588 1 6300 -2.0% -9.3% 8713 2400 20.7% -3.5%
0 0 0 0 0 -2175 2175 1 0.0 0 -2175 1 18000 -12.1% -9.3% -3320 4350 -2.8% -3.5%
0 0 0 0 0 0 0 0 0.0 0 0 0 30000 0.0% -9.3% -10845 10875 -5.4% -3.5%
0 0 0 0 -1356 -1356 1356 1 0.0 0 -1356 1 2700 -50.2% -9.3% -1250 4400 -6.9% -3.5%
0 0 0 0 0 0 0 0 0.0 0 0 0 5400 0.0% -9.3% -3000 6525 -8.3% -3.5%
0 0 0 0 0 0 0 0 0.0 0 0 0 2700 0.0% -9.3% -2175 2175 -12.1% -3.5%
-2175 0 0 0 0 -3530 3530 2 0.0 0 -1765 2 3000 -117.7% -9.3% -14450 14450 -72.3% -3.5%
-1331 3263 -3600 -7144 -9413 -16838 20550 73 32.9 1023 -845 10 5400 -311.8% -9.6% 78525 48731 88.6% 45.0%
2140 2100 2440 3760 -2575 10745 3635 82 42.7 928 -463 5 2400 447.7% -9.6% 34595 28780 87.8% 45.0%
-1800 -130 2280 -2200 150 900 6190 74 35.1 1008 -526 5 2700 33.3% -9.6% 30650 34820 69.1% 45.0%
3750 3506 -4513 -2463 2800 -4481 8425 52 34.6 1004 -663 9 4200 -106.7% -9.6% 17725 51600 25.7% 45.0%
-1163 5025 -1700 3875 2725 7575 4188 31 41.9 1838 -905 5 6000 126.3% -9.6% 12413 46925 12.6% 45.0%
0 1150 -250 0 -50 -100 950 6 33.3 575 -312 2 2100 -4.8% -9.6% -5525 16575 -16.0% 45.0%
675 -5775 -1475 -1200 100 -2275 10700 30 50.0 1223 -1375 3 22500 -10.1% -10.1% -425 10700 -0.4% -0.4%
n/a -213 -375 -213 -2475 -3275 5650 27 37.0 863 -699 6 47250 -6.9% -10.2% -3275 5650 -6.9% -10.2%
n/a -1975 -688 63 113 -2488 5613 50 60.0 476 -838 4 9450 -26.3% -10.2% -2488 5613 -26.3% -10.2%
338 -50 0 -288 625 -163 1775 20 55.0 352 -448 3 6000 -2.7% -10.2% -2875 14088 -5.0% -8.0%
-2600 -3000 1900 4750 -1100 -1250 6800 40 15.0 2967 -560 12 23625 -5.3% -10.2% -18525 32050 -8.2% -8.0%
670 40 -580 -250 -450 -1900 2560 18 50.0 243 -454 4 2700 -70.4% -10.2% -3260 8760 -12.6% -8.0%
0 -3200 0 3175 2635 5045 5525 7 71.4 2399 -3469 1 2400 210.2% -10.3% 17310 11635 62.3% 5.0%
0 15480 630 0 0 8000 13440 5 60.0 7147 -6721 2 30000 26.7% -10.3% 49420 51900 14.2% 5.0%
0 -2895 0 0 0 -4930 7040 5 20.0 3210 -2035 3 3000 -164.3% -10.3% 2540 12075 7.3% 5.0%
0 0 0 0 -2250 -8269 8269 4 25.0 1931 -3400 2 5400 -153.1% -10.3% 3900 44081 6.2% 5.0%
0 -8475 0 0 3200 2388 8475 5 60.0 3621 -4238 2 6000 39.8% -10.3% -3475 31563 -5.0% 5.0%
0 -2730 -760 0 5450 -2420 8090 6 33.3 4580 -2891 2 2700 -89.6% -10.3% -10630 37320 -34.0% 5.0%
0 -2625 -1700 0 5863 -5338 11200 7 14.3 5863 -1868 6 4200 -127.1% -10.3% -28050 40813 -57.7% 5.0%
3675 -7375 -175 -6025 6225 -2500 17575 151 45.7 1774 -1524 6 23625 -10.6% -10.6% 32275 51075 24.1% 24.1%
0 0 0 2335 0 -3450 5785 2 50.0 2335 -5785 1 30000 -11.5% -11.5% 3335 5785 5.6% 5.6%
0 0 0 -2995 3505 -5685 9190 8 37.5 1770 -2199 2 45000 -12.6% -12.6% -12625 16415 -14.0% -14.0%
-1225 650 2075 -175 1400 500 3725 65 38.5 299 -175 13 47250 1.1% -13.3% 54625 25175 8.2% 3.9%
1000 -1960 1650 -20 -3320 -7140 8700 51 56.9 339 -772 3 2700 -264.4% -13.3% -27310 40560 -71.8% 3.9%
3925 -26350 -5350 -5150 19475 -3325 43400 333 31.8 1817 -862 11 23625 -14.1% -14.1% 123725 89800 45.2% 45.2%
-244 -188 -2175 -806 150 -10013 10444 31 38.7 1328 -1365 3 5400 -185.4% -14.1% 150694 48900 131.3% 13.9%
0 1575 -1113 -2138 50 -8100 12600 29 37.9 1185 -1173 6 6000 -135.0% -14.1% 53963 34513 42.3% 13.9%
-2310 -1580 -2570 -6810 -2230 -8200 26630 32 37.5 4626 -3186 4 30000 -27.3% -14.1% 114670 52510 18.0% 13.9%
3388 -2375 0 4900 7738 7225 6425 23 43.5 2593 -1440 3 6300 114.7% -14.1% 16713 42200 12.5% 13.9%
-4813 11825 -9063 4775 5650 -2075 18825 29 37.9 5375 -3396 4 21000 -9.9% -14.1% -3488 51825 -0.8% 13.9%
1720 -840 0 1980 850 -2940 6650 28 28.6 955 -530 6 3300 -89.1% -14.1% -3890 21680 -5.6% 13.9%
1565 45 1450 -195 -820 8070 3000 24 50.0 1343 -671 3 3000 269.0% -14.1% -7130 38305 -11.2% 13.9%
1240 -300 1704 64 944 -2168 8012 33 36.4 1012 -682 6 2700 -80.3% -14.1% -17492 26292 -30.6% 13.9%
0 -350 -475 -600 200 -1975 2175 19 26.3 170 -202 6 2100 -94.0% -14.1% -20875 22125 -46.8% 13.9%
-930 1630 1760 -3120 5640 8530 3120 24 54.2 1605 -1123 3 2700 315.9% -14.1% -40700 56990 -71.2% 13.9%
-1500 120 -390 225 0 -6145 7780 13 30.8 988 -1123 6 2400 -256.0% -14.8% 19900 8145 56.2% -4.3%
-540 5090 4840 630 0 2410 8290 15 33.3 3020 -1267 7 11250 21.4% -14.8% 18760 11270 11.3% -4.3%
-1181 -3206 0 3319 -1125 -3413 5606 13 38.5 1305 -1244 3 5400 -63.2% -14.8% 6713 35531 8.4% -4.3%
-1750 1800 0 0 0 -3300 6175 8 37.5 2221 -1993 3 21000 -15.7% -14.8% -27188 30575 -8.8% -4.3%
0 0 1810 -310 3770 3750 3020 12 33.3 2090 -575 6 2700 138.9% -14.8% -6810 25920 -17.1% -4.3%
0 -1263 175 -413 0 275 1600 8 50.0 938 -869 2 6000 4.6% -14.8% -19750 27975 -22.3% -4.3%
0 0 0 0 481 -1394 1875 3 33.3 481 -937 2 4200 -33.2% -14.8% -25050 31069 -40.4% -4.3%
7625 -2350 -2250 -6375 -8950 -7350 24025 54 18.5 3988 -1072 10 47250 -15.6% -15.6% 19488 61900 4.3% 4.3%
4090 420 -195 -145 240 -515 7415 28 50.0 891 -928 3 3300 -15.6% -15.6% 5070 16210 12.6% 12.6%
1945 -3995 2685 765 0 -540 3995 2 50.0 1798 -2338 2 3450 -15.7% -15.7% -540 3995 -15.7% -15.7%
0 630 0 0 4900 5560 1490 12 58.3 1197 -562 3 3300 168.5% -15.9% 42830 31080 61.3% 1.8%
0 1400 0 0 11913 11775 5150 12 50.0 3333 -1371 3 6300 186.9% -15.9% 23875 22125 17.9% 1.8%
388 4325 0 -2550 3475 225 9188 16 37.5 2356 -1391 4 21000 1.1% -15.9% 35225 45525 7.9% 1.8%
0 -650 1850 0 -455 3940 2205 14 42.9 1665 -758 3 3000 131.3% -15.9% 2885 29120 4.5% 1.8%
-300 150 -125 -575 -275 -2475 2475 17 5.9 300 -174 11 2100 -117.9% -15.9% 1600 9000 3.6% 1.8%
0 -1270 -13760 -14500 -5430 -56750 66040 34 23.5 5151 -3764 9 30000 -189.2% -15.9% -11850 128770 -1.9% 1.8%
1775 2763 275 -913 6675 35525 7275 15 60.0 5533 -2379 3 6000 592.1% -15.9% -5300 56025 -4.2% 1.8%
1330 3990 -360 -820 5670 2960 8920 22 31.8 2210 -833 5 2700 109.6% -15.9% -8480 29420 -14.8% 1.8%
-169 -2363 -1781 1838 38 -8700 10725 20 30.0 1031 -1063 7 5400 -161.1% -15.9% -23513 64275 -20.6% 1.8%
-1292 -3056 3468 0 1928 -5196 12024 21 19.0 1839 -737 16 2700 -192.4% -15.9% -26380 35692 -46.2% 1.8%
0 -3690 -4855 0 0 -11500 11500 9 22.2 1850 -2170 3 3000 -383.3% -16.4% 38605 30035 84.4% 11.4%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 29


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Black or White 124 Euro C 12/98 8463 8500 7400 -3062 -1549 -1075 -1450 1038 -1400 0 2000 -2538
Black or White 124 Euro$ 05/90 1675 -700 400 450 -550 -575 0 0 0 0 0 0
Black or White 124 H Oil 05/90 -13398 -16081 1029 22580 4763 0 -340 0 8005 0 -2440 0
Black or White 124 B Pound 05/90 663 2963 4906 -7332 7019 0 -2656 0 -2575 0 938 -2638
Black or White 124 Cattle 05/90 -580 9540 -4468 1892 -3748 0 -1148 0 1048 0 376 0
196 Dynamic MovAvgCross 303 Crude 8/99 -470 2560 21610 830 -10040 -3700 -1390 6890 0 1670 -2720 -210
Dynamic MovAvgCross 303 S Franc 8/99 1524 -1813 5749 -6188 1512 0 -3213 -650 250 0 13 0
Dynamic MovAvgCross 303 Nat Gas 8/99 10630 -1630 10830 -32540 -41760 8860 0 -9320 560 -2120 0 6360
Dynamic MovAvgCross 303 T Note 8/99 5130 -5910 9090 -8400 1040 0 -980 -360 -240 -890 220 0
Dynamic MovAvgCross 303 Bonds 8/99 -60 -3560 7750 -4430 7420 0 -1670 -300 -260 -2800 -1670 0
Dynamic MovAvgCross 303 Jap Yen 8/99 11300 -6863 -16140 -225 -10713 0 -3363 238 -1025 -1863 3300 0
Dynamic MovAvgCross 303 Cotton 8/99 -8230 -5335 -4590 1980 1265 -625 -75 -1200 210 3060 0 2130
197 Aberration 207 Cotton 12/93 -2620 -5470 7105 -6290 -240 -625 0 0 0 1925 0 -2070
Aberration 207 Euro C 12/98 5049 13138 5162 224 -6739 0 -4863 0 0 0 -1400 -1413
Aberration 207 T Notes 12/93 7200 -10960 -2890 -8860 2440 -1390 0 -1860 0 0 130 0
Aberration 207 Crude 12/93 -3090 20 8820 -4570 -5410 780 0 2880 0 0 0 0
Aberration 207 S Franc 12/93 2037 -2687 3412 -1375 -9439 0 -3213 0 0 0 0 0
Aberration 207 Coffee 12/93 -8213 -9450 -5719 8851 -2532 0 -2719 0 0 3356 0 -3863
Aberration 207 B Pound 12/93 4938 -2064 6418 -5201 4382 0 0 -275 -2850 0 -813 -775
198 Qtech S&P 568 Mini S&P 9/06 n/a n/a n/a n/a 625 463 763 788 -2325 2750 1888 -3900
199 Elsie 521 Live Cattle 11/05 n/a n/a n/a 0 2923 0 0 0 4534 -635 -2215 0
200 Sentive Yen System 248 Jap Yen 1/96 3899 -4637 -10739 3061 -5989 -1488 0 13 -700 -588 1938 -413
201 Andromeda 364 Euro C 12/01 4474 20701 5637 12875 -10089 0 -4863 0 0 0 1400 -1363
Andromeda 364 T Note 12/01 5170 -1680 220 -4460 1610 -1130 0 -1090 0 -620 540 0
Andromeda 364 Crude 12/01 2130 -2320 2760 -3730 5950 0 0 0 0 0 0 0
Andromeda 364 Jap Yen 12/01 5388 -2501 -2176 7149 -7813 0 0 300 -1250 0 1500 0
Andromeda 364 H Oil 12/01 -2016 -2398 2007 0 0 0 0 0 0 0 0 0
Andromeda 364 Corn 12/01 875 -4852 5839 -2614 774 0 0 1663 -1125 -250 0 -775
Andromeda 364 Coffee 12/01 -3769 -8625 -7875 10500 2962 0 -2719 0 0 3356 0 -3863
Andromeda 364 Cotton 12/01 -5930 -5715 -2650 -4290 2365 -525 0 -875 0 2250 0 -1595
202 SP \ U 232 S&P 9/95 -11400 9350 -5825 -18350 -1775 -4725 -4375 5975 3275 -2625 -7425 7875
203 Fujiko.N 524 * Mini S&P 12/05 n/a n/a n/a -1250 -4325 -763 600 863 -238 775 -1350 -1063
204 GearedUpMk1 401 Aussie $ 9/02 -2840 -4010 -9330 2190 -430 -810 -840 230 -880 1360 310 -1020
GearedUpMk1 401 Jap Yen 9/02 588 -6651 -1177 -8676 3225 1275 2100 -1425 425 -288 -450 1038
GearedUpMk1 401 S&P 9/02 4075 -12650 -23525 -32850 -25800 -5575 -5250 -3125 -3400 -950 -3100 1750
GearedUpMk1 401 B Pound 9/02 1132 -4094 -9876 -1905 4951 -1613 1600 -1319 -2350 0 -369 125
GearedUpMk1 401 Euro C 9/02 1513 3389 -19801 23 -9838 -1488 2975 -1488 -2188 -1075 -3375 175
GearedUpMk1 401 T Note 9/02 4690 -2730 -560 -3680 -3710 -1030 680 430 -940 -510 -190 1450
GearedUpMk1 401 S Franc 9/02 763 -7150 -11813 1201 -238 -300 938 1225 -2338 -2050 -1488 -400
GearedUpMk1 401 Euro$ 9/02 75 -3200 -3425 -3875 -4225 -375 -325 -425 -650 -350 -450 -475
205 GK Universal Trader I 550 Soybeans 3/06 n/a n/a n/a n/a 375 -1125 0 0 1013 0 0 0
GK Universal Trader I 550 Copper 3/06 n/a n/a n/a n/a 31650 0 0 6475 0 0 -6638 0
GK Universal Trader I 550 Jap Yen 3/06 n/a n/a n/a n/a -1025 0 0 1800 0 0 0 0
GK Universal Trader I 550 Nat Gas 3/06 n/a n/a n/a n/a 690 0 3365 0 0 0 0 0
GK Universal Trader I 550 Nasdaq 3/06 n/a n/a n/a n/a -4100 -5000 0 -9100 0 0 0 6625
GK Universal Trader I 550 T Note 3/06 n/a n/a n/a n/a -1604 0 0 -1091 0 0 0 0
GK Universal Trader I 550 Coffee 3/06 n/a n/a n/a n/a 56 0 0 0 0 1931 -750 0
GK Universal Trader I 550 Feeder Cattle 3/06 n/a n/a n/a n/a -1210 -1860 0 -3560 0 0 0 0
206 Anticipation IV 574 Coffee 1/06 n/a n/a n/a n/a 20757 563 3338 1106 -113 2606 -4069 -1594
207 Anomaly 1 380 Euro C 3/02 5713 12875 2975 9563 -12050 -2175 -2175 0 0 0 75 -2175
Anomaly 1 380 Nat Gas 3/02 -5925 9360 -5020 5260 8250 1500 3100 -2175 0 0 -2175 0
Anomaly 1 380 Bonds 3/02 4963 -7819 850 -2363 63 2425 0 0 -2200 0 0 2425
Anomaly 1 380 Silver 3/02 -330 -3890 760 -960 3240 -2175 -2175 0 -2175 0 0 0
Anomaly 1 380 Live Hogs 3/02 11058 -6525 -677 1250 -6900 0 0 0 0 0 0 0
Anomaly 1 380 Cotton 3/02 -5665 225 7685 -9480 -2175 0 0 0 0 0 0 5325
Anomaly 1 380 Soymeal 3/02 -135 -125 2830 -975 -2450 -1825 0 0 1825 0 0 -2175
Anomaly 1 380 Coffee 3/02 -5231 -6525 -10069 6375 -8044 -2175 -3694 0 0 0 3150 -2175
208 DCB Coffee 543 Coffee 12/05 n/a n/a n/a 0 -4106 0 56 469 -75 0 -600 956
209 QUAD 42 S&P 12/87 53425 -11150 -32700 -12075 2725 2600 -6850 1275 -5750 -3750 400 2975
QUAD 42 Bonds 12/87 -10720 -2230 8500 -5070 -11950 -1310 -420 970 -3100 -820 -1640 1830
210 24.Fujiko 548 * Mini S&P 3/06 n/a n/a n/a n/a -1138 -800 550 150 -200 900 -950 800
211 Longrifle 451 Mini S&P 1/04 n/a n/a -2500 -1763 -1775 -663 -125 1788 -388 38 -1175 -638
212 Black Crusader UD Mini 579 Mini S&P 1/07 n/a n/a n/a n/a n/a n/a -663 1375 -1563 -450 -188 -138
Black Crusader UD Mini 579 Mini Nasdaq 1/07 n/a n/a n/a n/a n/a n/a -185 580 -545 235 -525 -280
Black Crusader UD Mini 579 Mini Russell 1/07 n/a n/a n/a n/a n/a n/a -1065 2155 -1300 -695 -1110 -240
213 RC Courage 592 * Mini S&P 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -875
RC Courage 592 * S&P 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -8450
214 Anomaly 2 381 Euro C 3/02 3625 13063 8288 13775 -11025 -2175 -2175 0 0 0 1513 -2000
Anomaly 2 381 Silver 3/02 1015 -4240 3900 -920 8240 -2175 -2175 0 -2175 0 0 0
Anomaly 2 381 Soymeal 3/02 890 2125 5580 -1660 -1725 -1545 0 0 940 0 0 -2175
Anomaly 2 381 Nat Gas 3/02 -5925 7185 -5020 5260 6075 1500 3100 -2175 0 0 -2175 0
Anomaly 2 381 Bonds 3/02 4638 -3713 500 -8438 763 2425 0 0 -2200 0 0 2425
Anomaly 2 381 Live Hogs 3/02 5733 -4225 -2127 -275 -1825 0 0 -1175 0 0 0 0

30 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 -1075 0 0 9125 4625 4500 10 40.0 3041 -1257 3 6300 73.4% -16.4% 27638 10425 47.9% 11.4%
-325 -800 0 -1075 -600 -3375 3375 8 0.0 0 -422 8 2100 -160.7% -16.4% 8175 6025 21.8% 11.4%
2234 0 273 0 7518 15250 3835 7 57.1 5415 -2129 1 15000 101.7% -16.4% 8959 60274 3.3% 11.4%
0 -4450 0 0 2263 -9119 11381 8 37.5 1067 -2464 3 4200 -217.1% -16.4% -14200 40588 -19.0% 11.4%
-1072 0 -1076 0 548 -1324 2148 7 42.9 657 -825 2 2550 -51.9% -16.4% -11676 18244 -25.7% 11.4%
0 -2150 -7160 14900 -1860 4270 12240 14 42.9 4397 -2769 3 11250 38.0% -16.7% 14200 25740 15.0% -10.3%
-1625 200 -1813 0 5750 -1088 6838 10 40.0 1756 -1352 2 4200 -25.9% -16.7% 425 17138 1.2% -10.3%
0 15470 0 -3040 -11770 5000 14810 13 46.2 7382 -5624 2 30000 16.7% -16.7% -8590 115520 -3.4% -10.3%
-1220 1880 0 -3030 3230 -1390 4620 12 25.0 2023 -829 6 1800 -77.2% -16.7% -2780 12780 -18.3% -10.3%
-860 1800 0 -4340 4070 -6030 10100 12 25.0 2223 -1411 6 2700 -223.3% -16.7% -5770 14500 -25.4% -10.3%
0 -188 0 -2125 -2850 -7875 9113 10 40.0 1663 -2421 2 6000 -131.3% -16.7% -26063 45675 -51.6% -10.3%
0 -2925 -4925 0 1605 -2745 8175 19 42.1 1140 -1078 4 3000 -91.5% -16.7% -22450 27030 -88.9% -10.3%
0 -3125 0 0 0 -3895 5195 4 25.0 1925 -1940 2 3000 -129.8% -17.0% 28715 13915 67.6% 22.0%
0 -3888 0 0 8825 -2738 11563 5 20.0 8825 -2891 4 6300 -43.5% -17.0% 31713 23575 54.9% 22.0%
-1490 -190 0 0 4900 100 4800 6 33.3 2515 -1231 2 1800 5.6% -17.0% 9050 23680 35.5% 22.0%
0 -2420 0 17050 -1860 16430 2420 5 60.0 6903 -2140 1 11250 146.0% -17.0% 47540 30930 29.8% 22.0%
-1750 0 0 0 5025 63 4963 3 33.3 5025 -2477 2 4200 1.5% -17.0% 2688 20788 4.5% 22.0%
0 -2606 0 -3019 0 -8850 9488 5 20.0 3356 -3052 3 5400 -163.9% -17.0% 2756 67744 3.6% 22.0%
0 -1888 0 0 -656 -7256 7256 6 0.0 0 -1209 6 4200 -172.8% -17.0% -9969 18488 -16.8% 22.0%
-663 -338 -2775 563 950 -1838 8400 105 66.7 372 -798 3 9450 -19.4% -19.4% -1675 8400 -14.2% -14.2%
-265 0 375 0 -2295 -501 5035 7 42.9 1636 -1354 3 2550 -19.6% -19.6% 2422 5035 45.6% 45.6%
-575 1363 -438 -2100 1725 -1263 2988 17 41.2 880 -743 3 6000 -21.1% -21.1% -12738 27250 -17.6% -17.6%
0 -3888 0 0 11075 2363 8713 5 40.0 6238 -3371 2 6300 37.5% -22.6% 35963 18800 93.8% 1.4%
-1490 910 0 0 4900 2020 3790 8 37.5 2117 -866 4 1800 112.2% -22.6% 4010 9720 36.6% 1.4%
0 -1850 0 0 0 -1850 1850 1 0.0 0 -1850 1 11250 -16.4% -22.6% 2940 14780 4.3% 1.4%
-1863 -1838 0 0 3200 50 3700 6 50.0 1667 -1650 2 6000 0.8% -22.6% 100 14125 0.3% 1.4%
0 0 0 0 0 0 0 0 0.0 0 0 0 15000 0.0% -22.6% -2407 13012 -2.6% 1.4%
0 725 -1725 0 -275 -1763 3425 8 37.5 1021 -965 3 1500 -117.5% -22.6% -1738 6863 -19.0% 1.4%
0 -2606 0 -3019 0 -8850 9488 5 20.0 3356 -3052 3 5400 -163.9% -22.6% -15656 20363 -47.7% 1.4%
0 -2925 0 0 355 -3315 4520 7 42.9 1277 -1789 2 3000 -110.5% -22.6% -19010 19365 -104.2% 1.4%
-250 0 -2300 2500 -8600 -10675 11350 50 54.0 1598 -2340 5 47250 -22.6% -22.6% 110688 46625 18.9% 18.9%
-1625 75 -1013 1538 1100 -1100 5625 198 42.9 300 -235 7 4725 -23.3% -23.3% -5913 9200 -62.6% -62.6%
3970 5930 3060 -1140 -120 10050 2300 30 43.3 1480 -539 5 3450 291.3% -23.6% -3560 19330 -19.7% -50.1%
763 -3713 -488 -88 3538 2688 5175 30 36.7 1243 -579 5 6000 44.8% -23.6% -11275 17425 -35.8% -50.1%
9950 -6525 -6475 9675 -7750 -20775 24750 38 28.9 4098 -2435 5 47250 -44.0% -23.6% -105950 125100 -42.7% -50.1%
4031 -1519 -1825 -825 -863 -4925 5031 30 30.0 835 -592 5 4200 -117.3% -23.6% -13106 18200 -59.4% -50.1%
-375 2750 4913 -2088 3363 2100 8675 36 36.1 1300 -643 10 6300 33.3% -23.6% -21125 38825 -62.9% -50.1%
-570 -860 -220 160 320 -1280 2840 40 30.0 573 -291 7 1800 -71.1% -23.6% -6240 12860 -66.0% -50.1%
100 813 -688 213 2125 -1850 6275 34 29.4 829 -422 11 4200 -44.0% -23.6% -18788 23825 -85.2% -50.1%
-200 150 -775 250 -175 -3800 3900 51 21.6 98 -122 28 2100 -181.0% -23.6% -18075 18775 -161.4% -50.1%
800 0 0 0 6125 6813 1125 4 75.0 2646 -1126 1 2400 283.9% -25.6% 8313 1125 197.9% 2.6%
0 -4638 0 0 -10513 -15313 21788 4 25.0 6475 -7263 3 15000 -102.1% -25.6% 16338 21788 62.2% 2.6%
2525 0 -3000 0 1575 2900 3000 4 75.0 1967 -3001 1 6000 48.3% -25.6% 1875 3738 17.9% 2.6%
0 -95 0 -7025 0 -3755 7120 3 33.3 3365 -3557 2 30000 -12.5% -25.6% -3065 13440 -5.8% 2.6%
-450 0 0 0 -450 -8375 14100 5 20.0 6625 -3750 2 45000 -18.6% -25.6% -7475 14100 -9.5% 2.6%
1253 0 0 -1825 2894 1231 1825 4 50.0 2074 -1459 1 1800 68.4% -25.6% -373 3267 -11.8% 2.6%
0 0 0 -4313 0 -3131 5063 3 33.3 1931 -2529 2 5400 -58.0% -25.6% -3075 7106 -32.5% 2.6%
-3600 0 0 800 0 -8220 9020 4 25.0 800 -3007 3 3300 -249.1% -25.6% -7570 10820 -131.1% 2.6%
-1894 -131 -7031 4575 1238 -1406 14756 92 38.0 867 -556 12 5400 -26.0% -26.0% 18788 14756 181.5% 181.5%
-2175 -2175 0 0 8575 -2225 10800 7 28.6 4325 -2178 3 6300 -35.3% -26.2% 19025 22525 51.8% -5.9%
-2175 -4350 6175 -2175 -2175 -4450 13050 12 25.0 5042 -2175 6 30000 -14.8% -26.2% 5975 22420 3.4% -5.9%
-2200 0 0 0 6144 6594 2200 5 60.0 3665 -2201 1 2700 244.2% -26.2% -138 16156 -0.9% -5.9%
0 3775 0 -2175 -255 -5180 6525 7 28.6 2848 -2177 3 18000 -28.8% -26.2% -4185 13050 -4.0% -5.9%
0 -2175 0 0 3205 1030 2175 2 50.0 3205 -2175 1 2700 38.1% -26.2% -764 15102 -4.9% -5.9%
0 -2175 0 0 -2175 975 4350 3 33.3 5325 -2171 2 3000 32.5% -26.2% -8435 13830 -48.2% -5.9%
-2175 0 0 -2175 775 -5750 6525 6 33.3 1300 -2086 3 1650 -348.5% -26.2% -4780 9950 -49.7% -5.9%
0 0 0 -2175 -2175 -9244 9244 7 14.3 3150 -2066 3 5400 -171.2% -26.2% -30563 30563 -97.0% -5.9%
0 -2700 413 0 0 -1481 2888 15 73.3 245 -1042 2 5400 -27.4% -27.4% -5588 6094 -51.7% -51.7%
-1950 3975 -5000 2150 225 -9700 23800 109 46.8 1718 -1679 8 47250 -20.5% -27.6% 86963 86725 9.1% 5.5%
490 -1050 -140 -70 1160 -4100 7090 118 43.2 315 -301 11 2700 -151.9% -27.6% -30800 66010 -56.1% 5.5%
-1988 838 -1288 1188 -538 -1338 4350 226 41.6 321 -239 8 4725 -28.3% -28.3% -1675 5425 -20.3% -20.3%
-900 -88 -175 725 -1150 -2750 3750 64 34.4 265 -204 11 9450 -29.1% -29.1% -8125 8125 -21.5% -21.5%
-525 -3225 800 -263 3075 -1763 6638 51 37.3 563 -390 7 9450 -18.7% -31.3% -1763 6638 -18.7% -31.3%
-340 -1920 -130 -1815 1980 -2945 5320 49 53.1 216 -373 5 9000 -32.7% -31.3% -2945 5320 -32.7% -31.3%
-2180 -6425 -130 3095 4300 -3595 13095 49 49.0 668 -786 4 8100 -44.4% -31.3% -3595 13095 -44.4% -31.3%
200 2750 -413 -838 -413 413 3100 98 37.8 405 -239 6 4725 8.7% -31.7% 413 3100 8.7% -31.7%
900 9275 -1975 -7100 -2050 -9400 19925 97 48.5 1411 -1517 5 23625 -39.8% -31.7% -9400 19925 -39.8% -31.7%
-2175 -2175 0 0 8575 -613 9188 7 28.6 5044 -2143 3 6300 -9.7% -32.4% 29288 19975 79.7% -1.8%
0 3775 0 -2175 -255 -5180 6525 7 28.6 2848 -2177 3 18000 -28.8% -32.4% 4990 11330 4.8% -1.8%
-2175 0 0 -2175 775 -6355 7800 7 28.6 1495 -1870 4 1650 -385.2% -32.4% 400 8970 4.2% -1.8%
-2175 -4350 6175 -2175 -2175 -4450 13050 12 25.0 5042 -2175 6 30000 -14.8% -32.4% 1625 24595 0.9% -1.8%
-2200 0 0 0 6144 6594 2200 5 60.0 3665 -2201 1 2700 244.2% -32.4% -2081 15963 -13.2% -1.8%
-1975 0 0 0 2925 -225 3150 3 33.3 2925 -1573 2 2700 -8.3% -32.4% -2944 14252 -18.7% -1.8%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 31


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Anomaly 2 381 Cotton 3/02 -5830 500 5590 -8850 1180 -395 0 0 0 0 2820 -1645
Anomaly 2 381 Coffee 3/02 -3881 -7350 -9150 7181 -8044 -2175 -3806 0 0 0 3150 -2175
215 Delphi Universal II Day 594 * Mini Russell 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 110
216 Trend One 299 Bonds 4/99 7270 9210 8980 6840 -680 -1680 0 3500 -930 270 920 0
Trend One 299 Euro C 4/99 -4150 20963 6299 5550 1763 -2288 -4675 2850 -3238 0 5188 -5663
Trend One 299 Jap Yen 4/99 6451 1162 362 5125 -14902 -1488 0 1738 -525 -1013 2325 0
Trend One 299 S Franc 4/99 -2788 3063 8925 -17338 1638 0 -3238 100 -1250 -2713 -125 0
Trend One 299 Coffee 4/99 -6263 -9150 6057 -7238 11005 -1913 -1931 2231 -3881 -150 -1125 1819
217 AxSym 425 * Mini S&P 3/03 n/a 788 -17388 1775 -8150 -200 -1525 -2738 -888 0 500 2675
218 Black Gold - Petrol 560 Crude 11/05 n/a n/a n/a 1675 5550 0 5765 0 -3445 0 0 0
219 Spectrum 438 * S&P 8/03 n/a 1425 2475 -1175 5500 0 700 -950 700 -2975 6425 3975
Spectrum 438 * Nasdaq 8/03 n/a -1350 3550 -4550 400 0 300 1600 100 -2225 3975 -2175
Spectrum 438 * Russell 2K 8/03 n/a 8475 650 -3475 -750 0 -5625 3050 900 -5100 8675 -4825
Spectrum 438 * SP Midcap 8/03 n/a 3400 3000 -6625 2500 0 -1825 475 -4650 -4450 4150 9200
220 JJ 334 Euro$ 1/01 1805 -763 -1170 308 -1083 -138 0 363 -313 0 -8 -238
221 %C DayBreaker 405 * S&P 10/02 11325 33500 11550 -10675 21375 2375 -2050 6525 3475 1825 -2400 -300
222 Advent 365 O. Juice 1/02 -585 5378 2701 -3009 6998 413 -1823 -1575 0 1238 0 3803
Advent 365 Crude 1/02 -4170 -9220 -850 -10360 -4240 770 0 1400 -1910 -160 0 2500
Advent 365 Nat Gas 1/02 16630 230 -21910 -5640 34210 9560 -11140 -5080 -5070 -5080 0 4320
Advent 365 S Franc 1/02 1237 874 1173 -939 -7989 0 -4525 0 0 0 -1525 0
Advent 365 T Note 1/02 4450 3890 5300 -15390 -6660 0 -2320 -1700 0 0 2130 0
Advent 365 Coffee 1/02 -3976 -13125 2419 13370 -13200 0 0 -2550 -2925 0 0 0
Advent 365 Cotton 1/02 -4470 -5585 -5850 -4935 -1345 -525 -500 -1075 0 3210 -1045 3575
Advent 365 Jap Yen 1/02 -4938 -10452 -11901 7249 -10626 -3425 0 -263 0 -1813 2400 0
223 Axiom Index 469 Mini Midcap 4/04 n/a n/a 7250 12125 -5015 -2705 -2380 375 2040 -360 120 800
Axiom Index 469 Mini Russell 4/04 n/a n/a 430 905 -7990 -3200 -1770 175 1920 350 -485 -385
224 Basis 269 Bonds 1/98 4910 3020 7350 -9440 8640 -3110 0 -90 0 -2560 1020 0
Basis 269 T Notes 1/98 -5200 2830 6620 -950 -1100 -1420 0 -780 -440 -1570 850 0
Basis 269 $ Index 1/98 5090 10530 6170 -30 -930 0 -3270 910 0 -2350 -280 -170
Basis 269 S Franc 1/98 5124 -1113 4288 8013 -1525 0 -3375 -2150 0 0 -963 -988
Basis 269 H Oil 1/98 -7274 1856 8785 0 0 0 0 0 0 0 0 -2285
Basis 269 B Pound 1/98 1556 5056 9499 -281 -1776 0 0 -275 -2875 0 925 -1500
Basis 269 Cotton 1/98 940 5845 1890 -3700 -1255 -1020 0 -1435 0 2425 0 -2470
225 CTS Crash Control 511 Russell 2K 10/05 n/a n/a n/a 8200 43425 0 0 11200 -6550 0 2800 0
CTS Crash Control 511 SP Midcap 10/05 n/a n/a n/a 19875 24500 0 0 22400 -9325 0 0 -4400
CTS Crash Control 511 Nasdaq 10/05 n/a n/a n/a 4000 -7755 0 4255 0 -3395 0 0 0
CTS Crash Control 511 S&P 10/05 n/a n/a n/a -25975 21725 0 6275 0 -4700 0 0 5925
226 R-Levels 186 * S&P 7/93 23375 32500 -325 -5700 -14100 150 725 4075 7125 -650 2650 -1025
227 MesaMAX 412 * S&P 3/02 14250 7575 -400 5350 1600 -1375 3125 -775 300 4075 3300 3500
228 Top Ten System 228 Coffee 1/94 -5458 -14871 4371 -2419 -1256 225 -2081 2213 2400 3056 -2438 -2081
Top Ten System 228 Jap Yen 1/94 7951 -1363 -8113 4838 -15588 -1300 0 -700 -1675 -1100 3050 13
Top Ten System 228 T Notes 1/94 -1010 -3150 9200 -400 -380 -590 -960 -950 -80 -1330 870 840
Top Ten System 228 Cotton 1/94 -2990 450 520 -1310 80 25 510 -475 -160 3050 -295 -475
Top Ten System 228 Sugar 1/94 1367 -3461 -6686 1311 4390 -1747 -694 -347 0 762 -56 246
Top Ten System 228 S Franc 1/94 -5740 3901 -3177 -12638 -6000 -1550 -1863 -1288 13 0 1375 1175
Top Ten System 228 B Pound 1/94 4975 3244 -12731 -7258 -6570 -769 -63 -2375 -4900 -75 125 -3400
229 STC S&P DayTrade 258 * S&P 4/97 45950 10225 17925 -7025 -7150 1100 1200 2025 1650 -750 -175 -7950
230 Grand Cayman System 177 Bonds 8/92 -770 2830 3050 -3000 4700 0 -4000 -2610 -640 -3140 1100 0
Grand Cayman System 177 Jap Yen 8/92 3037 -6262 -14025 -4863 -2576 0 0 3525 -2713 0 0 0
Grand Cayman System 177 Cotton 8/92 -5885 -10955 11010 -3480 2840 0 0 -1100 0 3210 0 -2425
Grand Cayman System 177 Euro $ 8/92 675 -825 -850 -725 -575 -375 0 0 -175 0 0 0
Grand Cayman System 177 Sugar 8/92 -471 135 -223 1625 4323 0 0 0 0 0 0 0
Grand Cayman System 177 Cattle 8/92 -200 4156 -7580 1888 -3752 -1004 -240 0 1656 0 -1804 0
Grand Cayman System 177 B Pound 8/92 4825 -2513 -1795 -7144 -1469 0 0 0 0 0 0 0
231 GK-Interest Trader 348 T Note 2/01 5220 2130 -6380 -6910 3200 0 -2420 -1870 0 0 -930 0
GK-Interest Trader 348 Bonds 2/01 -3220 5090 -8200 -30 1170 0 -4860 -3620 0 -2390 1400 0
232 RC Advance ++ 570 * S&P 12/06 n/a n/a n/a n/a 125 125 -3975 -3375 -2125 3375 -1825 -4875
RC Advance ++ 570 * Mini S&P 12/06 n/a n/a n/a n/a 125 125 -575 -763 -475 338 -425 -2288
233 STO-X 347 Cotton 1/01 -7320 -4025 5030 -3435 -90 -75 -890 -700 -135 3080 0 1655
STO-X 347 Euro C 1/01 5061 8387 3225 -2102 -9189 0 -4863 -2563 -1738 0 2725 -1413
STO-X 347 Jap Yen 1/01 4650 -3626 -8813 14275 -9553 -2338 0 313 -1250 -3275 2713 0
STO-X 347 S Franc 1/01 3201 -1800 -3476 -6888 -6975 0 -1600 -2313 -263 0 -225 0
STO-X 347 Coffee 1/01 -9075 -8457 -3131 2213 -5513 0 -3375 -713 0 5681 0 -5363
STO-X 347 B Pound 1/01 3838 -3601 4162 -10832 -4696 0 0 -275 -2850 0 1125 -663
STO-X 347 Bonds 1/01 -13430 -9580 3300 -3870 5380 -2520 0 -1290 0 -1330 690 0
234 DCS II 111 Jap Yen 01/90 6787 -11475 -14064 2325 -11852 -3875 0 1088 0 -3563 1375 0
DCS II 111 Coffee 01/90 -4501 -4519 -4706 6226 -13182 0 -2719 -731 0 5681 0 -6206
DCS II 111 S Franc 01/90 1963 -6050 5150 -4826 -6326 0 -4650 -1150 0 0 -2525 0
DCS II 111 Sugar 01/90 1601 -3068 -1725 1366 9599 0 0 -291 0 1400 -437 -594
DCS II 111 Bellies 01/90 -9216 -9668 -652 8152 -9856 0 -2232 -104 -888 0 0 3156
235 Profit Quest 231 $ Index 9/95 -5990 2170 -3430 -7130 -60 -530 -770 750 -1930 -780 -780 -570
236 Aberration Plus 300 Euro C 3/99 5487 5662 5162 2762 -6026 0 -3725 0 0 0 -1400 -1413
Aberration Plus 300 B Pound 3/99 3413 -1114 6468 -4164 3907 0 0 -800 0 0 -813 -775

32 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
-1280 -1080 0 0 -1400 -2980 5405 6 16.7 2820 -1162 4 3000 -99.3% -32.4% -9995 15035 -57.1% -1.8%
0 0 0 -2175 -2175 -9356 9356 7 14.3 3150 -2085 3 5400 -173.3% -32.4% -28425 28425 -90.2% -1.8%
755 -760 -4140 1420 1270 -1345 5035 47 44.7 416 -388 11 4050 -33.2% -33.2% -1345 5035 -33.2% -33.2%
-1110 3960 -770 -2360 6030 7830 3130 16 43.8 2394 -995 4 2700 290.0% -33.7% 44820 9540 189.7% 24.4%
1488 -2400 -2600 2675 3988 -4675 11338 22 31.8 2630 -1538 6 6300 -74.2% -33.7% 34900 19888 63.3% 24.4%
-375 3563 0 -4413 2238 2050 4413 12 41.7 2053 -1175 2 6000 34.2% -33.7% 1588 25713 3.0% 24.4%
-813 -2938 -2213 0 6775 -6413 13188 16 18.8 2658 -1109 6 4200 -152.7% -33.7% -2063 28888 -5.6% 24.4%
-1519 -3900 -1406 3600 1088 -7088 11775 25 32.0 1432 -1091 6 5400 -131.3% -33.7% -26681 45581 -55.9% 24.4%
-2425 -3525 -388 -1850 2213 -8150 11650 423 39.2 298 -224 11 23625 -34.5% -34.5% -30925 35700 -27.1% -27.1%
3085 -7135 0 -2375 0 -4105 9870 5 40.0 4425 -4318 2 11250 -36.5% -36.5% 3120 12105 13.3% 13.3%
-10475 1725 1300 -1050 3875 3250 18400 17 52.9 2958 -2916 5 23625 13.8% -39.0% 11475 18400 11.0% -5.3%
-6325 1425 -300 -100 1825 -1900 10375 17 47.1 1450 -1502 5 22500 -8.4% -39.0% -3850 12725 -3.9% -5.3%
-11125 -3550 1775 -350 2775 -13400 20150 17 41.2 2546 -3124 6 19500 -68.7% -39.0% -8500 29675 -9.9% -5.3%
-12150 -1550 1900 -4600 -7950 -21450 25825 19 42.1 3000 -4131 5 20250 -105.9% -39.0% -19175 30600 -21.4% -5.3%
-125 0 -763 390 0 -830 1445 10 20.0 376 -198 7 2100 -39.5% -39.5% 1270 3870 8.6% 8.6%
-12675 -8675 -4275 1725 5050 -9400 28400 131 55.0 950 -1321 6 23625 -39.8% -39.8% 55300 28400 44.6% 44.6%
0 1358 0 -6105 0 -2693 6105 8 50.0 1703 -2376 2 4200 -64.1% -41.1% 8378 6105 33.2% -27.6%
0 2910 0 21990 -1860 25640 2070 8 62.5 5914 -1310 2 11250 227.9% -41.1% -3970 48910 -5.9% -27.6%
0 -1870 0 -15910 -3830 -34100 46800 17 29.4 6838 -5689 5 30000 -113.7% -41.1% -20140 79120 -11.2% -27.6%
0 -900 -1838 0 5725 -3063 8788 6 33.3 2869 -2198 2 4200 -72.9% -41.1% -8700 27313 -34.5% -27.6%
-1500 1600 0 0 4890 3100 4020 6 50.0 2873 -1840 2 1800 172.2% -41.1% -5310 26140 -49.2% -27.6%
0 -3075 0 -3075 0 -11625 11625 4 0.0 0 -2906 4 5400 -215.3% -41.1% -26138 26138 -80.7% -27.6%
0 -650 650 0 665 4305 2100 11 36.4 2318 -711 3 3000 143.5% -41.1% -17355 23760 -96.4% -27.6%
-2075 1863 0 -1413 -3925 -8650 8650 9 22.2 2132 -1844 3 6000 -144.2% -41.1% -35888 38413 -99.7% -27.6%
-1695 -280 -295 220 1580 -2580 5085 74 51.4 348 -440 5 6450 -40.0% -42.7% 14485 10285 59.9% 13.6%
-300 -280 125 -480 700 -3630 5925 58 46.6 396 -463 4 8100 -44.8% -42.7% -7085 11845 -23.3% 13.6%
0 -420 0 -3270 5640 -2790 8430 10 40.0 2138 -1890 2 2700 -103.3% -42.8% 15050 16600 55.3% 34.0%
0 -20 380 -230 4300 1070 4910 10 40.0 1765 -998 4 1800 59.4% -42.8% 9750 12470 53.7% 34.0%
-600 760 0 0 4900 -100 5760 12 33.3 1720 -871 6 3300 -3.0% -42.8% 17590 11230 52.9% 34.0%
-1600 -2325 0 0 6775 -4625 11400 12 25.0 2592 -1378 5 4200 -110.1% -42.8% 20925 15225 49.4% 34.0%
0 0 0 0 0 -2285 2285 1 0.0 0 -2285 1 15000 -15.2% -42.8% 42941 10487 28.4% 34.0%
0 1469 0 -319 794 -1781 3725 10 40.0 1030 -984 3 4200 -42.4% -42.8% 9163 14525 21.6% 34.0%
0 -2725 0 0 1095 -4130 6230 11 36.4 1603 -1508 3 3000 -137.7% -42.8% 1785 15100 5.9% 34.0%
-18200 -10175 0 0 -3525 -24450 35650 7 42.9 5950 -10587 2 39000 -62.7% -45.1% 27175 35650 32.2% 2.8%
-15775 -9825 13300 0 -30300 -33925 56325 10 30.0 13850 -10782 3 40500 -83.8% -45.1% 10450 56325 11.9% 2.8%
0 -11400 0 0 2050 -8490 14795 4 50.0 3153 -7398 2 45000 -18.9% -45.1% -12245 25125 -12.6% 2.8%
7850 75 0 0 -25950 -10525 25950 9 44.4 7506 -8097 3 47250 -22.3% -45.1% -14775 25975 -14.4% 2.8%
-6375 -10550 -5275 2150 -4100 -11100 26275 102 38.2 1249 -948 12 23625 -47.0% -47.0% 103088 43075 29.8% 29.8%
2225 -2950 -12125 -3600 -7175 -11475 32900 74 44.6 1361 -1376 5 23625 -48.6% -48.6% 18275 32900 13.3% 13.3%
0 1931 3319 -3900 -94 2550 4519 19 47.4 1565 -1155 4 5400 47.2% -51.3% 46313 54263 60.9% -5.9%
1150 3800 -450 -2125 2575 3238 5725 22 40.9 1493 -784 7 6000 54.0% -51.3% 35000 33288 41.4% -5.9%
300 1590 200 0 4640 4530 4360 17 47.1 1184 -550 6 1800 251.7% -51.3% 3380 17320 13.3% -5.9%
130 -175 -3075 -1580 -325 -2845 6950 19 36.8 1039 -842 6 3000 -94.8% -51.3% -510 34645 -1.2% -5.9%
-78 -224 -437 -896 -437 -3909 3909 21 33.3 378 -468 4 2400 -162.9% -51.3% -10080 16005 -29.8% -5.9%
-2200 -725 -2925 -1125 5225 -3888 9113 21 38.1 1130 -995 5 4200 -92.6% -51.3% -28438 49925 -48.1% -5.9%
1513 -2306 -2250 -694 1656 -13538 15194 23 30.4 687 -1146 6 4200 -322.3% -51.3% -67950 72169 -114.9% -5.9%
-2450 -6950 1750 3825 -6000 -12725 23875 111 37.8 1368 -1016 10 23625 -53.9% -53.9% 144713 39100 56.5% 56.5%
0 -1110 0 0 6150 -4250 10540 8 37.5 2463 -2328 4 2700 -157.4% -58.4% 56910 16710 135.3% 31.8%
0 -1838 0 0 3200 2175 4550 4 50.0 3363 -2276 2 6000 36.3% -58.4% 77750 37500 83.2% 31.8%
0 -1320 0 0 -470 -2105 4215 6 33.3 2190 -1619 2 3000 -70.2% -58.4% 31560 19935 67.5% 31.8%
-150 -750 0 -475 -150 -2075 2075 8 0.0 0 -259 8 2100 -98.8% -58.4% 4100 5025 12.5% 31.8%
0 0 0 0 -784 -784 784 1 0.0 0 -784 1 2400 -32.7% -58.4% 3942 6518 10.5% 31.8%
-1752 0 -1276 -1404 200 -5624 6236 9 33.3 709 -1291 2 2550 -220.5% -58.4% -13028 22104 -32.8% 31.8%
0 -2306 -738 0 2313 -731 3044 3 33.3 2313 -1520 2 4200 -17.4% -58.4% -47500 66113 -72.6% 31.8%
0 320 0 0 4890 -10 6610 8 37.5 2413 -1450 4 1800 -0.6% -58.7% -4920 23730 -39.5% -65.6%
0 700 0 0 6140 -2630 10870 8 37.5 3073 -2370 4 2700 -97.4% -58.7% -15510 26590 -83.1% -65.6%
4325 -3525 4575 -6350 775 -12875 18475 98 53.1 913 -1314 6 23625 -54.5% -62.6% -12875 18475 -54.5% -62.6%
850 -38 -413 -1338 125 -4875 5925 95 26.3 291 -173 12 4725 -103.2% -62.6% -4875 5925 -103.2% -62.6%
0 -1645 -175 0 -2190 -1075 4010 11 27.3 2133 -935 3 3000 -35.8% -64.3% 3605 15200 17.2% -36.2%
-3500 -4000 0 0 11913 -3438 15350 10 20.0 7319 -2260 4 6300 -54.6% -64.3% -725 30013 -1.6% -36.2%
-1863 1900 0 -4075 2763 -5113 7875 10 40.0 1922 -2134 2 6000 -85.2% -64.3% -2250 23075 -5.4% -36.2%
-588 -1500 0 0 7488 1000 6488 10 30.0 2633 -986 3 4200 23.8% -64.3% -11750 32100 -40.0% -36.2%
-2344 -994 -281 1500 0 -5888 8981 11 27.3 2425 -1647 5 5400 -109.0% -64.3% -24131 32381 -63.8% -36.2%
0 -63 -3650 0 763 -5613 6375 8 25.0 944 -1250 4 4200 -133.6% -64.3% -26125 27444 -88.9% -36.2%
-1070 2570 0 -1130 3760 -320 6550 9 33.3 2810 -1456 4 2700 -11.9% -64.3% -19250 29890 -101.9% -36.2%
13 2350 0 -1425 -350 -4388 6350 8 50.0 1206 -2303 2 6000 -73.1% -69.4% 51713 45400 47.4% 15.4%
0 -131 0 0 1388 -2719 6338 7 28.6 3535 -1960 3 5400 -50.4% -69.4% 19988 83381 20.4% 15.4%
-813 -1013 0 0 7488 -2663 10150 7 14.3 7488 -1693 6 4200 -63.4% -69.4% 10200 29113 13.4% 15.4%
-426 0 -1646 -269 -661 -2923 4032 9 11.1 1400 -540 7 2400 -121.8% -69.4% 4547 10394 0.8% 15.4%
584 -1120 0 0 -1696 -2300 4988 10 30.0 2165 -1256 3 3600 -63.9% -69.4% -26180 48200 -40.0% 15.4%
1340 -670 0 2590 -990 -2340 4610 15 20.0 1560 -585 6 3300 -70.9% -70.9% -12980 23360 -31.7% -31.7%
0 -4175 0 0 8825 -1888 10713 5 20.0 8825 -2678 4 6300 -30.0% -71.0% 23413 16738 42.1% -13.0%
0 -2775 0 0 -656 -5819 5819 5 0.0 0 -1164 5 4200 -138.5% -71.0% 419 9313 1.1% -13.0%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 33


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
Aberration Plus 300 S Franc 3/99 2800 -2687 5187 -1187 -9952 0 -3213 0 0 0 0 0
Aberration Plus 300 Jap Yen 3/99 3201 -687 -4288 4311 -7163 0 0 550 -1250 0 0 0
Aberration Plus 300 Bonds 3/99 2180 -7950 -1630 -5050 3100 0 0 -2900 0 0 50 0
Aberration Plus 300 T Note 03/99 7020 -9550 -2890 -8670 880 0 0 -1870 0 0 140 0
Aberration Plus 300 Coffee 03/99 -6150 -9544 -5400 11194 -2720 0 -2719 0 0 3356 -2831 0
237 Arcs 279 Cotton 3/98 -5180 -5160 11200 110 2680 0 -2850 -25 0 -575 0 -590
Arcs 279 Nat Gas 3/98 17950 30490 -3240 -4000 0 0 0 0 -3510 1450 0 -5660
Arcs 279 Unleaded 3/98 4692 -12940 18536 0 0 0 0 0 0 0 10017 483
Arcs 279 Jap Yen 3/98 2862 -6176 -5176 5462 -7051 -2488 0 188 -4288 0 1813 0
Arcs 279 Aussie $ 3/98 -2800 18120 -5390 -2280 -2720 0 0 -30 -3350 0 2040 0
Arcs 279 * S&P 3/98 -36450 -59350 -27850 6975 -63500 -10025 1400 -2850 -5900 -6800 -5050 1550
Arcs 279 Corn 3/98 3288 -3713 4576 -1364 1563 0 0 1663 0 -4050 0 -3513
238 Anticipation III 573 Coffee 1/06 n/a n/a n/a n/a 16445 19 3338 1669 -113 2606 -4069 -1594
239 Delta Threshold 136 * S&P 10/90 -20800 -28575 15050 -5625 -6650 -2000 975 -1725 -2000 -4100 -4200 1600
240 Hi-Lo Swing 346 Euro C 1/01 4013 10713 8887 2962 -11387 0 -4638 0 0 0 -75 -338
Hi-Lo Swing 346 Lumber 1/01 7106 -13277 2233 5093 1859 -297 -418 1089 0 3146 0 -6171
Hi-Lo Swing 346 Cotton 1/01 -5305 -1620 5245 -5490 -400 -1600 0 0 0 2145 0 -1570
Hi-Lo Swing 346 Coffee 1/01 -8906 -2663 -13237 14382 262 0 -3188 0 0 4425 0 -3394
Hi-Lo Swing 346 Corn 1/01 1637 -2626 6589 -2864 798 0 0 1663 0 -4000 0 -1438
Hi-Lo Swing 346 Jap Yen 1/01 8637 -3250 -5989 8650 -7438 163 0 313 -2713 0 963 0
Hi-Lo Swing 346 Bonds 1/01 -1130 -7310 -1660 -610 5580 0 -3320 -3360 -320 0 10 0
241 The Mystery System 196 Coffee 11/93 -6001 2568 5906 8307 -14831 -206 0 469 -1538 4219 -4013 -56
The Mystery System 196 S Franc 11/93 375 2312 9251 887 538 0 -2763 1600 0 0 -1213 0
The Mystery System 196 Euro C 12/98 9587 23363 8199 10624 -7663 -2038 -4575 2075 -3238 0 2913 -4400
The Mystery System 196 Jap Yen 11/93 187 -12801 -16264 10750 -11178 -2663 0 938 -750 -2750 2138 0
The Mystery System 196 B Pound 11/93 7476 6975 1892 -8970 -2870 -2713 -3988 -750 -1238 0 2688 -1988
242 Capcon1 296 Cotton 1/99 -1000 -2070 11710 -530 3620 0 0 -1100 0 3210 0 -4695
Capcon1 296 Copper 1/99 -100 -3501 -9039 -12588 -5175 0 0 11488 0 -17850 -2075 0
Capcon1 296 Euro C 1/99 -14276 -23651 -2313 7600 -15226 0 0 838 0 -2350 1250 0
Capcon1 296 Crude 1/99 -13010 -6380 -1040 -16130 14800 770 0 1400 0 -1820 0 -2650
Capcon1 296 S Franc 1/99 -8025 -12863 -7450 1863 -5913 0 0 2488 0 0 1363 0
Capcon1 296 B Pound 1/99 -10451 -7363 -6500 9331 -12557 0 -2638 -1050 0 -1100 238 0
243 XS Bonds 267 Bonds 11/97 -7040 2120 13550 -3360 5650 -1520 0 -570 -1710 0 -1560 3030
244 RC Success 3 519 * S&P 11/05 n/a n/a n/a -7350 -9475 -225 -1400 -325 2875 -2325 2575 -9825
RC Success 3 519 * Mini S&P 11/05 n/a n/a n/a -638 -2850 -88 -300 -150 -463 -813 838 -2813
245 Second Income 114 * S&P 2/91 9700 -43400 -20075 -5125 -30975 -225 -3975 3400 -6250 -7400 -9825 4525
246 Reverse Trend Entry 123 Cattle 8/89 -1204 -9324 -404 -4312 312 336 1224 0 1908 -1408 -596 0
247 Market Rider 383 $ Index 4/02 815 11213 9925 -5813 1138 0 -2825 -1625 0 0 1113 425
Market Rider 383 Euro C 4/02 9213 18138 16700 -13025 -1763 0 -4175 -3663 0 0 2100 325
Market Rider 383 B Pound 4/02 6588 769 13013 -14063 425 0 0 -281 -1344 -2025 275 -1644
Market Rider 383 S Franc 4/02 1675 10213 -13213 -7738 -4413 0 -4538 -1975 -88 0 -1800 0
Market Rider 383 Jap Yen 4/02 1925 1200 -17688 6200 -15638 -3150 0 450 -1763 -3100 2800 0
248 Shockwave 430 * Mini Russell 08/04 n/a n/a 1820 2210 -6340 -1010 1305 -1895 -1260 1430 -715 510
249 Lil' Dipper 274 Bonds 6/98 7430 -2800 6500 -110 -1940 0 -3080 0 720 0 0 0
250 Dr. Jenkins System 62 Jap Yen 6/88 7913 -6426 -8813 2876 -3939 -550 2488 -963 -2850 -2950 638 -1450
Dr. Jenkins System 62 B Pound 6/88 4525 9075 805 5658 -5770 -2263 -3650 -2288 -2063 -525 388 -1550
Dr. Jenkins System 62 Gold 6/88 -5570 9610 260 1320 -1030 -3490 -2800 0 -1810 700 1510 -2960
251 Mosaic 596 Mini Russell 6/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 4105
252 Support/Resistance 140 * S&P 1/84 11775 -22900 14375 5000 -25725 -1950 3525 4400 -11375 -1700 -1150 1475
253 Cross Bow 331 S Franc 10/99 5887 -3762 -3261 -201 4050 -300 -2575 -2575 -25 0 -1663 1263
254 Anticipation 224 Coffee 5/95 -1331 0 3414 31147 7951 1425 -2494 413 -975 -469 -3713 -1631
255 Bond Blaster 397 Bonds 7/02 3840 1240 -4610 -4590 -4750 -750 -880 -850 -450 -190 -530 -140
256 T-Bonds Day_Trade 139 * Bonds 1/84 -760 10 -3410 -960 -2230 350 -1270 -650 620 -720 100 -350
257 EuroDollar Indicator 221 Euro $ 5/95 -575 -1900 -425 -625 25 -375 0 0 -225 -575 0 0
258 Serendipity 297 Bonds 1/99 690 6890 1140 6070 -140 -1330 520 -1330 -1320 0 -830 -1320
259 Qtech Wheat 493 Wheat 4/05 n/a n/a n/a -4000 4450 1800 575 -2288 -325 3100 1575 -6775
260 Cowbelle 588 Feeder Cattle 1/07 n/a n/a n/a n/a n/a n/a -2500 0 0 -2925 0 -2600
261 Lil Gapper 247 Jap Yen 1/91 -2240 -12588 -8977 -9188 -9864 1325 1063 38 -263 -1138 -2275 -363
Lil Gapper 247 B Pound 1/91 -13540 -10462 -16352 -14714 -1731 969 -419 -2381 -1675 -800 -1688 -244
Lil Gapper 247 S Franc 1/91 -9165 -9139 -237 -15589 -10052 -1438 -3025 -938 -838 -113 -950 -75
262 Anticipation II 295 Coffee 1/99 -1313 0 7254 17774 2138 1125 -169 825 656 -806 -3956 -1369
263 GK Meat Trader I 488 Live Cattle 11/04 n/a n/a 0 0 525 0 0 0 0 0 0 0
GK Meat Trader I 488 Pork Bellies 11/04 n/a n/a 0 57 -855 0 0 0 0 0 0 0
GK Meat Trader I 488 Live Hogs 11/04 n/a n/a 0 -2427 -4535 0 0 0 0 0 0 0
GK Meat Trader I 488 Feeder Cattle 11/04 n/a n/a -1700 830 -8915 0 0 0 0 0 0 0
264 NCR 204 Bonds 12/93 490 -7480 4060 -920 -4960 750 -3280 1800 -1340 -150 -620 490
265 Strategic 335 S Franc 10/99 -7013 775 -4727 -6688 8488 0 -2750 1363 -638 -1388 0 0
266 BondPat 121 * Bonds 3/91 -5980 -5810 10060 -13380 -5650 -120 -1670 -600 -160 -490 -1200 220
267 Vixen 442 * Mini Midcap 2/05 n/a n/a n/a -7930 -8245 -1075 -345 -40 -1735 -475 2300 80
Vixen 442 * Mini Russell 2/05 n/a n/a n/a -6790 -8070 -385 480 -495 -3410 -2380 -1110 -2570
268 Sidewinder 298 Bonds 1/99 10870 -4460 1860 -10150 1330 0 -2580 -2570 -620 0 -2580 0
269 Murlantic Cattle Method 34 Cattle 6/82 -3040 -952 -2580 -5816 1144 -1284 -1072 -640 -876 -644 1008 -856
270 EGE7 High Low 473 Euro C 8/04 n/a n/a -17488 -27775 -31363 -6563 -238 -2825 -6588 -4238 -4638 -3038

34 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
-1963 0 0 0 5025 -150 5175 3 33.3 5025 -2584 2 4200 -3.6% -71.0% -2213 19550 -5.9% -13.0%
-3563 -2700 0 -2563 -1200 -10725 11275 6 16.7 550 -2256 5 6000 -178.8% -71.0% -5175 22325 -9.7% -13.0%
-1080 0 0 0 5430 1500 3930 4 50.0 2740 -1990 1 2700 55.6% -71.0% -9420 18600 -39.5% -13.0%
-540 -180 0 0 4890 2440 2450 5 40.0 2515 -863 2 1800 135.6% -71.0% -7410 22680 -46.6% -13.0%
0 -2606 0 -2269 0 -7069 7706 5 20.0 3356 -2606 3 5400 -130.9% -71.0% -34819 38381 -72.3% -13.0%
0 -2275 -1375 0 -1520 -9210 9540 12 33.3 953 -1626 4 3000 -307.0% -72.4% 9790 14255 33.2% 2.5%
0 15030 0 -9560 -6110 -8360 15670 7 28.6 8240 -4973 3 30000 -27.9% -72.4% 76520 20910 25.9% 2.5%
0 -2818 0 0 5376 13058 2818 4 75.0 5292 -2818 1 18000 72.5% -72.4% 35792 17556 20.2% 2.5%
0 1113 0 -3363 2513 -4513 7025 11 36.4 1760 -1652 2 6000 -75.2% -72.4% 7238 25438 12.2% 2.5%
0 6810 -1540 0 5260 9190 3380 8 50.0 3528 -1231 3 3450 266.4% -72.4% -870 21590 -2.6% 2.5%
5500 -6050 -500 -19450 -6025 -54200 54200 417 35.3 1776 -1170 9 23625 -229.4% -72.4% -90925 244375 -38.8% 2.5%
0 575 -1613 -1575 550 -7963 10175 9 44.4 716 -2163 2 1500 -530.9% -72.4% -16213 16763 -109.9% 2.5%
-2194 -2456 -6788 5363 113 -4106 17138 86 36.0 881 -570 12 5400 -76.0% -76.0% 12319 17138 119.0% 119.0%
6150 -1250 -2675 -3675 -6025 -18925 18925 119 19.3 1610 -582 13 23625 -80.1% -80.1% -129225 144713 -31.4% -31.4%
0 -3300 0 0 8625 275 8350 5 20.0 8625 -2088 4 6300 4.4% -83.9% 15338 20975 34.8% -9.3%
0 -1529 0 2266 286 -1628 7700 9 44.4 1697 -1680 3 3300 -49.3% -83.9% 3762 15565 16.3% -9.3%
0 -2575 0 0 0 -3600 4145 5 40.0 1723 -2349 1 3000 -120.0% -83.9% 2165 12155 10.3% -9.3%
0 -3056 0 0 2288 -2925 6450 5 40.0 3357 -3213 2 5400 -54.2% -83.9% -5044 26250 -13.3% -9.3%
0 725 -1650 0 -375 -5075 6738 7 42.9 1008 -2027 2 1500 -338.3% -83.9% -2125 7138 -20.2% -9.3%
-1388 -2950 0 -2450 -600 -8663 9138 8 37.5 479 -2020 4 6000 -144.4% -83.9% -15738 19238 -37.5% -9.3%
-850 -360 0 0 6150 -2050 8200 7 28.6 3080 -1644 3 2700 -75.9% -83.9% -16770 22920 -88.7% -9.3%
-1088 1444 -3506 -938 1575 -3638 8156 19 42.1 1669 -1544 3 5400 -67.4% -85.1% 70050 35869 91.0% 42.5%
-813 -1488 -2050 0 5513 -1213 6725 10 40.0 1806 -1406 4 4200 -28.9% -85.1% 50600 17888 84.5% 42.5%
0 2100 0 1300 4113 -1750 9263 20 35.0 2629 -1550 5 6300 -27.8% -85.1% 30438 26475 52.7% 42.5%
-713 3225 0 -1938 -2663 -5175 6413 10 40.0 1885 -2119 2 6000 -86.3% -85.1% 42913 46625 50.2% 42.5%
2475 356 -2900 -1763 -625 -10444 10444 24 33.3 832 -1068 8 4200 -248.7% -85.1% -35788 35788 -59.8% 42.5%
0 0 -350 0 2730 -205 5045 5 40.0 2970 -2048 2 3000 -6.8% -102.5% 27495 8050 101.8% -31.1%
0 0 -2075 0 -800 -11313 22800 5 20.0 11488 -5700 4 21000 -53.9% -102.5% -41263 43038 -21.8% -31.1%
-3400 1475 -3625 0 0 -5813 6650 6 50.0 1188 -3126 1 6300 -92.3% -102.5% -23250 60388 -41.0% -31.1%
0 -3060 0 -15990 0 -21350 23520 6 33.3 1085 -5877 4 11250 -189.8% -102.5% -53390 53390 -52.7% -31.1%
0 -900 0 0 -8513 -5563 9413 4 50.0 1925 -4707 2 4200 -132.5% -102.5% -22563 44413 -59.7% -31.1%
-2388 0 0 0 0 -6938 6938 5 20.0 238 -1794 3 4200 -165.2% -102.5% -26663 35650 -69.9% -31.1%
-3310 2290 -1520 -2250 4320 -2800 7120 14 28.6 2413 -1247 5 2700 -103.7% -103.7% 13460 17910 48.6% 48.6%
11200 -26125 2150 -12000 11175 -22250 41525 185 34.1 2051 -1244 18 23625 -94.2% -108.3% -38850 68875 -78.9% -85.9%
2063 -5325 438 -2438 588 -8463 10413 184 31.5 388 -246 19 4725 -179.1% -108.3% -11863 16638 -120.5% -85.9%
2325 1400 -8150 -5475 2425 -27225 31500 153 27.5 2102 -1043 10 23625 -115.2% -115.2% -197988 210525 -49.1% -49.1%
-700 -732 -1684 -964 -336 -2952 6420 14 28.6 939 -671 7 2550 -115.8% -115.8% -31260 34480 -66.0% -66.0%
-1263 -194 -1569 0 4088 -1850 5938 9 33.3 1875 -1244 4 3300 -56.1% -117.1% 15428 11425 81.3% -6.6%
-3300 -4550 -2863 0 9125 -7000 16125 10 30.0 3850 -2650 4 6300 -111.1% -117.1% 22263 30913 61.5% -6.6%
0 -2156 -200 0 2563 -4813 7375 10 20.0 1419 -956 5 4200 -114.6% -117.1% 1919 21013 7.9% -6.6%
-1663 -838 0 0 6100 -4800 10900 8 12.5 6100 -1557 7 4200 -114.3% -117.1% -18275 39063 -75.7% -6.6%
-1838 2100 0 -2338 -2813 -9650 11013 10 40.0 1678 -2727 2 6000 -160.8% -117.1% -30500 41975 -88.4% -6.6%
-1180 1535 -1365 -1275 -890 -4810 6715 248 35.1 382 -236 12 4050 -118.8% -118.8% -6110 14400 -44.2% -44.2%
0 1150 -2680 0 580 -3310 3890 7 71.4 568 -3071 1 2700 -122.6% -122.6% 12970 6450 49.7% 49.7%
-2113 2325 -4688 -575 -338 -11025 15100 35 37.1 1063 -1128 5 6000 -183.8% -123.8% 29988 31863 25.3% 6.3%
2275 844 -1813 -3719 -106 -14469 14469 30 23.3 810 -875 11 4200 -344.5% -123.8% 4300 44525 5.2% 6.3%
-1980 -470 6500 0 2800 -2000 11300 19 26.3 2738 -1120 6 12000 -16.7% -123.8% -6760 24780 -2.9% 6.3%
3360 -1520 -4175 -8735 -3130 -10095 19690 129 49.6 600 -746 6 8100 -124.6% -124.6% -10095 19690 -124.6% -124.6%
1800 -11400 -5700 2175 -11275 -31175 39700 243 32.1 2311 -1281 9 23625 -132.0% -132.0% -33200 97425 -6.6% -6.6%
0 -863 1575 -475 0 -5638 7138 13 23.1 1013 -868 4 4200 -134.2% -134.2% 3750 17938 10.8% 10.8%
1163 1969 -8231 6188 -1069 -7425 15131 167 51.5 476 -597 6 5400 -137.5% -137.5% 159956 25594 232.3% 232.3%
760 -690 -910 1090 -500 -4040 5410 34 26.5 470 -331 7 2700 -149.6% -149.6% -12160 20190 -81.9% -81.9%
720 -390 290 -90 -790 -2180 2970 40 50.0 250 -359 4 1350 -161.5% -161.5% -35360 40160 -123.3% -123.3%
-275 -800 0 -650 -675 -3575 3575 11 0.0 0 -325 11 2100 -170.2% -170.2% 2700 7750 10.1% 10.1%
-750 370 0 0 1380 -4610 6360 10 40.0 710 -1242 4 2700 -170.7% -170.7% 5250 14620 21.6% 21.6%
-200 -2150 -2775 3875 0 -3588 14275 41 46.3 1122 -1130 5 2100 -170.8% -170.8% -4938 14275 -88.2% -88.2%
0 0 0 0 2113 -5913 8025 3 25.0 2113 -3332 3 3300 -179.2% -179.2% -5913 8025 -179.2% -179.2%
-700 75 63 -1125 -3925 -7225 10175 100 30.0 264 -216 14 6000 -120.4% -191.5% -138200 144075 -134.2% -206.2%
-106 1175 -69 -638 -550 -6425 8719 95 38.9 195 -235 7 4200 -153.0% -191.5% -179031 181706 -248.3% -206.2%
-1675 -650 -1163 -2425 -638 -13925 13925 101 26.7 218 -267 11 4200 -331.5% -191.5% -192575 192575 -267.1% -206.2%
600 1181 -12263 5419 -1706 -10463 18150 150 44.7 581 -596 9 5400 -193.8% -193.8% 40463 18150 82.5% 82.5%
0 0 0 0 -4027 -4027 4027 1 0.0 0 -4027 1 2550 -157.9% -197.7% -3502 4027 -44.5% -109.5%
0 0 0 -1863 -4123 -5986 5986 2 0.0 0 -2993 2 3600 -166.3% -197.7% -6784 13746 -61.1% -109.5%
0 0 -6975 0 3213 -3762 6975 2 50.0 3213 -6975 1 2700 -139.3% -197.7% -10724 13937 -128.8% -109.5%
-7015 0 0 0 -3225 -10240 10240 2 0.0 0 -5120 2 3300 -310.3% -197.7% -20025 20025 -191.6% -109.5%
330 -1610 -620 -910 -610 -5770 7410 58 41.4 392 -447 7 2700 -213.7% -213.7% -27760 34100 -72.6% -72.6%
-1963 -3125 -1838 0 850 -9488 10338 10 30.0 738 -1672 6 4200 -225.9% -225.9% -11375 25313 -32.8% -32.8%
600 -310 -1660 1330 290 -3770 5900 139 48.2 250 -285 7 1350 -279.3% -279.3% -74190 83590 -323.3% -323.3%
-370 -2855 -1255 -380 -745 -6895 8680 425 24.7 453 -170 24 3225 -213.8% -296.5% -21995 24525 -240.7% -248.1%
-4250 2440 -4075 705 375 -14675 17460 321 16.5 584 -170 20 4050 -362.3% -296.5% -29150 31390 -254.0% -248.1%
-2120 2120 -900 770 0 -8480 10470 10 40.0 953 -2049 3 2700 -314.1% -314.1% 8690 27040 35.8% 35.8%
-1572 -644 -640 -696 -640 -8556 8556 44 2.3 1008 -223 22 2550 -335.5% -335.5% -39416 41272 -72.7% -72.7%
-2988 -13 38 288 2200 -28600 33525 456 30.5 512 -315 13 6300 -454.0% -454.0% -98663 104888 -458.4% -458.4%

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 35


#1-2008 ISSUE FUTURES TRUTH COMPANY

Rank
by % Sys. <--------- Net $Profit/Loss Per Year --------->
Chng System Commodity Rel. (6)
Col.17 System Name # Day Tested Date Dec Jan Feb Mar Apr May Jun
(1) (2) (3) Trd. (4) (5) 2002 2003 2004 2005 2006 2006 2007 2007 2007 2007 2007 2007
271 TBond 2000 251 * Bonds 11/96 -30070 -18050 -29070 -15210 -14170 -210 -1010 -2470 -1310 -1650 -1360 -640

Forex report

Rank Net
by % Sys. Profit/Loss
Chng System Commodity Rel. Per Year
Col.17 System Name # Day Tested Date (6) Dec Jan Feb Mar Apr May June July Aug
(1) (2) (3) Trd. (4) (5) 2005 2006 2006 2007 2007 2007 2007 2007 2007 2007 2007
1 Dollar Trader FX F11 US/JY 1/07 n/a n/a n/a 0 1698 1578 0 0 0 4416 0
Dollar Trader FX F11 JY/SF 1/07 n/a n/a n/a 0 2825 -344 0 -533 0 -1268 -205
Dollar Trader FX F11 EC/DX 1/07 n/a n/a n/a 0 -742 0 0 4788 0 -547 -826
2 Dual Thrust F5 SF/JY 9/06 n/a -2023 1379 -51 199 -745 -1583 -504 2820 1569 2269
Dual Thrust F5 EC/JY 9/06 n/a 3761 3842 3503 1971 1845 298 1056 141 6791 4805
Dual Thrust F5 BP/DX 9/06 n/a 6900 2980 2520 -3680 2920 2430 -490 2956 6958 -3613
Dual Thrust F5 EC/AD 9/06 n/a -1946 -2835 -205 -1079 -2016 -2885 2724 -1585 -1242 7774
Dual Thrust F5 EC/DX 9/06 n/a -7600 -480 -2610 530 -470 1340 -2460 240 -943 4758
Dual Thrust F5 DX/SF 9/06 n/a -383 -1444 443 1417 -3123 -1596 407 3401 -3528 -813
Dual Thrust F5 EC/BP 9/06 n/a 4033 702 -2674 1637 3433 819 1079 -1465 -291 -1677
Dual Thrust F5 BP/JY 9/06 n/a 3991 5825 9263 6867 15073 -5169 39 2458 2625 4688
Dual Thrust F5 DX/JY 9/06 n/a -490 -1315 -75 2255 -4665 -962 -2668 2402 2429 271
3 Swing Reversal ST F3 BP/DX 2/06 n/a 18970 -1380 4370 -5350 -7320 440 600 3850 2622 714
4 Auto Core Duo F8 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 954
5 Dual Thrust 2.0 Long F7 EC/AD 3/07 n/a n/a n/a n/a n/a -854 1487 -1766 -1454 2116 5864
Dual Thrust 2.0 Short F7 BP/JY 3/07 n/a n/a n/a n/a n/a 1457 -3513 -2641 -553 250 10458
Dual Thrust 2.0 Long F7 DX/JY 3/07 n/a n/a n/a n/a n/a 1836 2034 -570 119 -2315 -1841
Dual Thrust 2.0 Short F7 DX/JY 3/07 n/a n/a n/a n/a n/a 3044 482 -1994 -1433 1595 2213
Dual Thrust 2.0 Long F7 DX/SF 3/07 n/a n/a n/a n/a n/a -424 249 2156 1257 -1912 1270
Dual Thrust 2.0 Short F7 DX/SF 3/07 n/a n/a n/a n/a n/a 990 1448 -1015 1831 -481 378
Dual Thrust 2.0 Long F7 BP/DX 3/07 n/a n/a n/a n/a n/a 1830 2410 -1110 4540 1443 897
Dual Thrust 2.0 Short F7 BP/DX 3/07 n/a n/a n/a n/a n/a -360 -2350 1320 -540 -1593 3131
Dual Thrust 2.0 Short F7 EC/AD 3/07 n/a n/a n/a n/a n/a 2210 550 -271 2473 -588 -690
Dual Thrust 2.0 Long F7 SF/JY 3/07 n/a n/a n/a n/a n/a -752 2156 -665 -631 -1437 -2323
Dual Thrust 2.0 Short F7 SF/JY 3/07 n/a n/a n/a n/a n/a -450 -1183 -855 -260 908 1482
Dual Thrust 2.0 Long F7 EC/BP 3/07 n/a n/a n/a n/a n/a 2148 80 481 -1204 -469 -1414
Dual Thrust 2.0 Short F7 EC/BP 3/07 n/a n/a n/a n/a n/a -803 -60 501 883 -1884 -859
Dual Thrust 2.0 Long F7 EC/JY 3/07 n/a n/a n/a n/a n/a 1646 4822 -148 1163 -2482 -4279
Dual Thrust 2.0 Short F7 EC/JY 3/07 n/a n/a n/a n/a n/a 2993 -1718 -199 -10 3192 -4279
Dual Thrust 2.0 Long F7 BP/JY 3/07 n/a n/a n/a n/a n/a -1451 6798 -114 4546 5792 -10637
6 Qtech Portfolio FX F6 EC/DX 9/06 n/a -850 410 2010 1360 1920 -1850 -3980 3145 430 942
Qtech Portfolio FX F6 AD/DX 9/06 n/a -4990 -2860 1300 700 -1680 -2450 -2130 -726 -4781 4323
Qtech Portfolio FX F6 BP/DX 9/06 n/a 5890 1500 4370 -260 -4670 1620 3620 4203 -467 -7446
Qtech Portfolio FX F6 EC/BP 9/06 n/a -7453 -2272 1059 -941 -1437 2360 218 -151 -114 -1297
Qtech Portfolio FX F6 EC/SF 9/06 n/a -1205 -378 -160 -222 1561 -1094 1959 -92 1312 -1664
Qtech Portfolio FX F6 DX/SF 9/06 n/a 2163 312 1323 1575 -830 -1575 1020 446 -778 -1857
Qtech Portfolio FX F6 EC/JY 9/06 n/a 152 8 3363 -701 5323 -695 -1668 1037 3921 3437
Qtech Portfolio FX F6 DX/JY 9/06 n/a -2510 -67 -876 1352 -1605 -134 1043 284 1243 -578
7 Auto SwingR F9 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 110
8 Auto SpikeR F10 EC/DX 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a -1850
Auto SpikeR F10 DX/SF 8/07 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 321
9 Delphi-Forex F4 EC/DX 9/05 3260 -1700 -3440 550 480 -1880 1180 -2350 1163 1279 1875
Delphi-Forex F4 BP/DX 9/05 11920 -5250 -4130 3750 -4500 310 -100 -230 2653 -1440 1523

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS. NO


REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE
PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. THERE IS A RISK OF LOSS INVOLVED
IN TRADING FUTURES. PLEASE READ THE FULL DISCLAIMER ON PAGE 3 FOR MORE
INFORMATION ON HYPOTHETICAL TRADING RESULTS.

36 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


#1-2008 ISSUE ©2007/2008 Master Performance Table
Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Jul Aug Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
-1170 -3440 520 -1680 -4910 -19330 19770 210 40.0 265 -330 8 1350 -1431.9% -1431.9% -191600 195480 -1261.6% -1261.6%

#1-2008 ISSUE ©2007/2008 Master Performance Table


Combined
<------------------- All Statistics Based On Last 12 Months Performance ------------------> %Chng %Chng
12 Mos 12 Mos Max Min. %Chng Comb- Total Total Min.Req Min.Req
Net Max Total % Avg. Avg. Con. Req'd Min.Req ined Net Max Cap.Since Cap.Since
Sep Oct Nov P/L DD Trds Wins Win Loss Loss Cap. $ Cap. %Chng. P/L DD Release Release
2007 2007 2007 (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (22)
0 1720 2588 12002 2528 6 83.3 2906 -2517 1 12000 100.0% 67.4% 12002 2528 100.0% 67.4%
-1907 933 3057 2558 5283 9 44.4 1961 -1055 5 12000 21.3% 67.4% 2558 5283 21.3% 67.4%
0 3962 3079 9714 1373 7 57.1 3116 -913 1 12000 81.0% 67.4% 9714 1373 81.0% 67.4%
-3119 -400 -2366 -530 7015 97 37.1 665 -401 7 12000 -4.4% 65.3% -3933 7015 -26.2% 50.4%
-3506 -4293 -17046 -591 25564 94 39.4 1342 -883 8 12000 -4.9% 65.3% -672 25564 -4.5% 50.4%
185 -2365 5956 16757 6480 90 40.0 1484 -679 5 12000 139.6% 65.3% 20677 6480 137.8% 50.4%
716 -320 9620 8664 9678 98 34.7 1403 -610 12 12000 72.2% 65.3% 9552 10289 63.7% 50.4%
-666 590 4469 4298 10395 94 36.2 959 -472 9 12000 35.8% 65.3% -2822 10395 -18.8% 50.4%
-2938 -208 -229 -8212 10655 113 29.2 716 -398 8 12000 -68.4% 65.3% -7151 10665 -47.7% 50.4%
2281 -2418 2447 3872 6085 82 32.9 887 -365 11 12000 32.3% 65.3% 7203 6085 48.0% 50.4%
-5022 1185 5103 42938 9693 91 49.5 1991 -1017 5 12000 357.8% 65.3% 41101 9693 274.0% 50.4%
142 3262 2215 3292 9347 94 40.4 810 -490 6 12000 27.4% 65.3% 4118 9347 27.5% 50.4%
1991 2093 4775 7405 14810 363 36.1 733 -382 14 12000 61.7% 61.7% 27755 14810 126.2% 126.2%
1648 1162 -26 3738 735 26 50.0 533 -245 3 12000 31.2% 31.2% 3738 735 31.2% 31.2%
-4151 -2855 3345 1731 9844 58 37.9 1388 -799 7 12000 14.4% -15.4% 1732 9844 14.4% -15.4%
-1389 -1678 -3929 -1539 12240 65 33.8 1589 -847 7 12000 -12.8% -15.4% -1539 12240 -12.8% -15.4%
-972 752 -2232 -3189 9658 76 43.4 627 -555 6 12000 -26.6% -15.4% -3189 9658 -26.6% -15.4%
633 306 1591 6439 4369 74 37.8 840 -371 5 12000 53.7% -15.4% 6439 4369 53.7% -15.4%
-2945 1275 -3930 -3004 7899 70 38.6 502 -385 11 12000 -25.0% -15.4% -3004 7899 -25.0% -15.4%
2677 168 3975 9974 1991 69 52.2 601 -354 6 12000 83.1% -15.4% 9974 1991 83.1% -15.4%
691 3027 365 14093 4289 71 53.5 1024 -751 4 12000 117.4% -15.4% 14093 4389 117.4% -15.4%
733 -3711 4624 1254 8161 75 37.3 1067 -608 12 12000 10.5% -15.4% 1254 8161 10.5% -15.4%
4333 3764 -2376 9407 8414 74 45.9 1196 -780 7 12000 78.4% -15.4% 9407 8414 78.4% -15.4%
1738 776 -2302 -3441 8092 76 44.7 498 -484 8 12000 -28.7% -15.4% -3441 8092 -28.7% -15.4%
-708 -1422 -1403 -3891 5299 77 33.8 414 -288 6 12000 -32.4% -15.4% -3891 5299 -32.4% -15.4%
1719 -686 1554 2209 3706 63 39.7 669 -382 7 12000 18.4% -15.4% 2209 3706 18.4% -15.4%
-4197 -72 -2328 -8819 10725 74 37.8 455 -468 7 12000 -73.5% -15.4% -8819 10725 -73.5% -15.4%
4500 1560 -1421 5362 11993 76 51.7 1133 -1067 5 12000 44.7% -15.4% 5362 11993 44.7% -15.4%
3165 -591 3160 5713 9655 60 46.7 1129 -811 5 12000 47.6% -15.4% 5713 11993 47.6% -15.4%
-4975 -3633 -5970 -9644 30991 80 43.8 1659 -1507 7 12000 -80.4% -15.4% -9644 30991 -80.4% -15.4%
4975 2169 -1252 10279 7170 137 44.5 654 -389 9 12000 85.7% -23.4% 9019 7170 60.1% -23.2%
-800 -970 -7355 -17429 18147 154 35.7 456 -429 8 12000 -145.2% -23.4% -19559 20097 -130.4% -23.2%
-1334 -5098 3928 -34 16683 131 47.3 838 -753 8 12000 -0.3% -23.4% 4356 16683 29.0% -23.2%
-4614 -1592 -4791 -13573 13577 148 32.4 423 -338 7 12000 -113.1% -23.4% -18753 19244 -125.0% -23.2%
701 297 -946 1274 4334 145 46.9 320 -266 6 12000 10.6% -23.4% 447 4334 3.0% -23.2%
628 -1309 -3420 -4464 8511 134 37.3 488 -343 11 12000 -37.2% -23.4% -2613 8511 -17.4% -23.2%
-1877 -1530 -8222 2395 12544 148 48.0 743 -655 4 12000 20.0% -23.4% 2539 12544 16.9% -23.2%
-2344 -532 1345 -868 6036 135 44.4 506 -416 7 12000 -7.2% -23.4% -3310 6644 -22.1% -23.2%
-1510 110 -2180 -3470 4930 30 33.3 693 -519 6 12000 -28.9% -28.9% -3470 4930 -28.9% -28.9%
-1980 -1000 -1240 -6070 6070 31 12.9 980 -370 13 12000 -50.6% -42.4% -6070 6070 -50.6% -42.4%
-1725 752 -3450 -4102 4909 21 19.0 807 -430 8 12000 -34.2% -42.4% -4102 4909 -34.2% -42.4%
1415 2379 193 2844 5460 74 43.2 653 -429 5 12000 23.7% -43.8% 7844 8320 29.1% 9.8%
-4493 -252 -6454 -13363 13363 98 37.8 709 -650 10 12000 -111.4% -43.8% -2563 17613 -9.5% 9.8%

THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING. THE HIGH DEGREE OF


LEVERAGE THAT IS FOUND IN FUTURES (BECAUSE OF SMALL MARGIN REQUIREMENTS)
CAN WORK AGAINST YOU AS WELL AS FOR YOU, I.E. YOU CAN HAVE LARGE LOSSES
AS WELL AS LARGE GAINS.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 37


GEORGE’S CORNER
by George Pruitt

Making Visual Basic For Excel Test


Your Trading Ideas - Part 4
Putting the Thermostat System Into Our
Visual Basic Testing Platform

I developed the Thermostat system back in 2001 and published it in Building Winning Trading Systems
with TradeStation. This system is a combination of two systems: a short term swing system and a trend
follower. The trend following mechanism is simply a 2 standard deviation break out (Bollinger Band) of
a 50 day moving average. The swing system is a simple open range breakout. What makes this system
different than others is its ability to switch from one system to the other. The function that causes the sys-
tem to switch modes is the Choppy Market Index. This index tells us what mode the market is currently
exhibiting: choppy or trending. This formula is quite simple – we divide the actual distance the market
has traveled for the past thirty days by the distance that market has wandered for the past thirty days.

Choppy Market Index = ABS(Close – Close(29))/(Highest(High,30)-Lowest(Low,30)) * 100

If the distance between today’s close and the close of 30 days ago is less than 20% of the distance between
the highest high and the lowest low of the past 30 days then I feel the market is demonstrating a swinging
motion. On the other hand if the market has resulted in a gain or loss of 20% or more of the highest high
– lowest low range, then I feel the market is in a trend mode. If you want to simply work with decimals
you can eliminate the 100 multiplier. This I have done in the trading logic.

If the Choppy Market Index (CMI) is less than 20%, then we will utilize the open range break out
(ORBO) mechanism. The ORBO also incorporates pattern recognition. While in choppy mode we can
have either a buy easier or sell easier day. These types of days are determined by comparing today’s clos-
ing price to the key of the day (KOD). The KOD or day trader’s pivot point is calculated by simply divid-
ing the sum of today’s high, low, and close by three (H + L + C)/3. If the close is above the KOD then
we have a sell easier day (SAD). In other words the market closed nearer its high and we are expecting
a down day tomorrow. If the close is below or equal to the KOD, then we have a buy easier day (BAD).
These patterns are pretty self explanatory. On BAD days we will make it easier to buy than sell and, on
SAD days sells will be easier than buys. On BAD days we will buy at the open + 50% of the ten day
average true range (10ATR) and sell short at the open – 75% of 10ATR. On SAD days we will just do the
opposite – buy at the open + 75% of the 10ATR and sell short at the open – 50% of the 10ATR. The weak-
ness with break out systems is that they sometimes get whipsawed in extremely choppy markets. I tried to
prevent this by utilizing a Trend Lock Point (TLP). Many times we will have a gap down that continue a
down trend and then the market attempts to fill the gap. A pure break out system will be tempted to buy as
the market moves up off of the open even though the market is still showing weakness. The TLP attempts
to keep the system in synch with the current short term trend. If the buy entry stop is below the three day
average of low prices, I move the buy stop up to this point. If the sell stop is above the three day average
of high prices, I move the sell stop down to this point. In other words:

38 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


GEORGE‘S CORNER (continued)

BuyStop = MAX(BuyStop,Average(Low,3))

SellStop = MIN(SellStop,Average(High,3))

If a position is initiated a three 10ATR protective stop is invoked. This stop is rarely hit.

If the CMI determines that we are in a trending market, then the system switches to the 50-day Bollinger
break out. Long positions are initiated at the upper Bollinger band and short positions are put on when the
market moves past the lower Bollinger band. While we are in a trending market the three 10ATR stop is
not utilized. Liquidations of positions take place at the 50-day moving average. If we enter a long posi-
tion at the upper Bollinger band, we then will liquidate once the market moves down past the 50-day mov-
ing average. Short positions are liquidated when the market moves above the 50-day moving average.

That’s all there is to this system. Since release the system has been very successful even though it did
surpass its worse draw down in late 2006. I thought this would be a good system to use as a tutorial for
programming in our system tester software.

I have updated the SystemTester to version 1.3. The new version includes the Highest/Lowest functions
and I have divided the program into different areas by using comments. You now know where to declare
your variables and put your system logic. You can download the ThermostatTest Excel spreadsheet from
our website.

Now that we know how the system works, let’s see how easy it is to program into our SystemTester. I will
only include the necessary logic for the system to help reduce space. First off we will declare the neces-
sary variables that we will need for Thermostat.

Dim cmiVal As Double


Dim hh, ll, trendLokBuy, trendLokSell, swingBuyPt, swingSellPt, trendBuyPt, trendSellPt As Integer
Dim choppyPer1, choppyPer2, keyOfDay, protStopAmt As Double
Dim buyEasierDay, sellEasierDay, bollAvg As Integer

Many times I don’t know ahead of time what variables I will need so I make them up as I go along. You
will notice that I have dimensioned some of my variables as Integers and some as Doubles. If I need a
variable to have a fractional part, I will declare it as a Double. If I need a toggle, like the buyEasierday or
sellEasierDay or an entry/exit price I will usually dimension as an Integer. You could dimension every-
thing as Double if you like.

After the declaration (dimensioning) of the variables we move into the main trading loop and do the nec-
essary calculations for the Choppy Market Index (CMI).

choppyPer1 = 0.5
choppyPer2 = 0.75

hh = Highest(myHigh, 30, 0, i)
ll = Lowest(myLow, 30, 0, i)

cmiVal = Abs(myClose(i - 29) - myClose(i)) / (hh - ll)



Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 39
GEORGE‘S CORNER (continued)

Here we assign 0.5 and 0.75 to the first and second choppy percentage variables. We then invoke the
Highest and Lowest functions to determine the highest high and lowest low values for the past 30 days.
The cmiVal is calculated by dividing the absolute value of the close 30 days ago minus today’s close by
the difference between the highest high and the lowest low for the past thirty days.

trendLokBuy = Average(myLow, 3, i)
trendLokSell = Average(myHigh, 3, i)

buyEasierDay = 0
sellEasierDay = 0

keyOfDay = (myClose(i) + myHigh(i) + myLow(i)) / 3

If (myClose(i) > keyOfDay) Then sellEasierDay = 1


If (myClose(i) <= keyOfDay) Then buyEasierDay = 1

This snippet of code calculates the trendLokBuy and trendLokSell points. These values are determined
by calling the Average function using the myLow and myHigh data arrays. The next value to be calcu-
lated is the Key of the Day. This is calculated by dividing the sum of the day’s high, low and close by
three. We use this value to determine if the next day is going to be a buyEasierDay or a sellEasierDay. If
today’s close is greater than the Key of the Day, then we will setup for a sellEasierDay tomorrow. Con-
versely, if the market closes at or below the Key of the Day, then we will set up for a buyEasierDay.

If (buyEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer1
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer2
End If
If (sellEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer2
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer1
End If

The buyEasier/sellEasier day only applies to the short term swing system so we can go ahead and calcu-
late the swingBuy/swingSell points once we determine what type of day has set up. If we have a bu-
yEasierDay, then the buy stop will be the Open of tomorrow plus 50% of the ten day average true range.
The sell stop will be calculated similarly but we will subtract 75% of the ten day average true range. The
buy and sell stops are calculated in the same manner on sellEasierDays; we simply flip the 50% and 75%.

Call BollingerBand(myClose, 50, 2, bollAvg, trendBuyPt, trendSellPt, i)

If (cmiVal < 0.2) Then


If marketPosition <> 1 Then Call Buy(“SwingBuy”, swingBuyPt, stp, i)
If marketPosition <> -1 Then Call Sell(“SwingSell”, swingSellPt, stp, i)
Else

If marketPosition <> 1 Then Call Buy(“TrendBuy”, trendBuyPt, stp, i


If marketPosition <> -1 Then Call Sell(“TrendSell”, trendSellPt, stp, i)

End If
40 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
GEORGE‘S CORNER (continued)

Once we calculate the Bollinger Bands we can then start to place the orders. The BollingerBand subrou-
tine assigns the upper band to the trendBuyPt and the lower band to the trendSellPt. So, we now have our
trendBuy, trendSell, swingBuy, and swingSell price points. All we need to do now is figure out which
ones of these needs to be placed. We only place the swing stop orders in choppy market mode and this
occurs when the cmiVal drops below 0.2. If the cmiVal is greater than or equal to 20% we then place the
trending stop orders.

After the entry orders are placed we need to place our protective stops.

protStopAmt = 3 * Average(myTrueRange, 10, i)


If marketPosition = 1 Then
If signalName = “TrendBuy” Then Call ExitLong(“TrendLongEx”, bollAvg, stp, i)
If signalName = “SwingBuy” Then Call ExitLong(“SwingLongEx”, entryPrice - protS-
topAmt, stp, i)
End If

If marketPositon = -1 Then
If signalName = “TrendSell” Then Call ExitShort(“TrendShortEx”, bollAvg, stp, i)
If signalName = “SwingSell” Then Call ExitShort(“SwingShortEx”, entryPrice +
protStopAmt, stp, i)
End If

Notice how we tied our exit signals with our entry signals. If we have a long position and the signal name
that put us into that trade is a “TrendBuy” then we only exit with the “TrendLongEx” signal. The “Swing-
Buy/Sell” entries are tied to the “SwingLong/ShortEx” signals.

I have included two years of continuous crude oil in this spreadsheet that you can test on. Please play
around with the logic and plug in your own system and see if you can come up with a good system. Two
things that I want to change in the next revision, which will increase accuracy, are:

1.) Create a subroutine that determines which order is closest to the market and execute only that one.
Right now the system looks at the entries first and if the order is hit it will automatically execute, even
though the liquidation order might be closer.

2.) Allow multiple entries on the same bar if we can determine with a high level of accuracy which oc-
curred first – the high or the low of the bar.

Also, here are the codes for the Highest and Lowest functions:

Function Highest(dataList, length, offset, index)


Dim i As Integer
Dim tempHH As Integer

tempHH = 0
For i = index - (length - 1 + offset) To index
If (dataList(i) > tempHH) Then tempHH = myHigh(i)
Next i
Highest = tempHH
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 41
GEORGE‘S CORNER (continued)

End Function

Function Lowest(dataList, length, offset, index)


Dim i As Integer
Dim tempLL As Double

tempLL = 999999
For i = index - (length - 1 + offset) To index
If (dataList(i) < tempLL) Then tempLL = myLow(i)
Next i
Lowest = tempLL

End Function

I will repeat the core logic of the Thermostat system so that you won’t need to extract it from the Visual
Basic code. Here it is in its entirety. I would make sure you fully grasped this before tweaking or pro-
gramming your own system.

Do While i < numRecords

i=i+1

choppyPer1 = 0.5
choppyPer2 = 0.75

hh = Highest(myHigh, 30, 0, i)
ll = Lowest(myLow, 30, 0, i)

cmiVal = Abs(myClose(i - 29) - myClose(i)) / (hh - ll)

trendLokBuy = Average(myLow, 3, i)
trendLokSell = Average(myHigh, 3, i)

buyEasierDay = 0
sellEasierDay = 0

keyOfDay = (myClose(i) + myHigh(i) + myLow(i)) / 3

If (myClose(i) > keyOfDay) Then sellEasierDay = 1


If (myClose(i) <= keyOfDay) Then buyEasierDay = 1

If (buyEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer1
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer2
End If
If (sellEasierDay = 1) Then
swingBuyPt = myOpen(i + 1) + Average(myTrueRange, 10, i) * choppyPer2
swingSellPt = myOpen(i + 1) - Average(myTrueRange, 10, i) * choppyPer1
End If
42 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
GEORGE‘S CORNER (continued)

Call BollingerBand(myClose, 50, 2, bollAvg, trendBuyPt, trendSellPt, i)

If (cmiVal < 0.2) Then


If marketPosition <> 1 Then Call Buy(“SwingBuy”, swingBuyPt, stp, i)
If marketPosition <> -1 Then Call Sell(“SwingSell”, swingSellPt, stp, i)
Else

If marketPosition <> 1 Then Call Buy(“TrendBuy”, trendBuyPt, stp, i)


If marketPosition <> -1 Then Call Sell(“TrendSell”, trendSellPt, stp, i)

End If

protStopAmt = 3 * Average(myTrueRange, 10, i)


If marketPosition = 1 Then
If signalName = “TrendBuy” Then Call ExitLong(“TrendLongEx”, bollAvg, stp, i)
If signalName = “SwingBuy” Then Call ExitLong(“SwingLongEx”, entryPrice - protSto-
pAmt, stp, i)
End If

If marketPositon = -1 Then
If signalName = “TrendSell” Then Call ExitShort(“TrendShortEx”, bollAvg, stp, i)
If signalName = “SwingSell” Then Call ExitShort(“SwingShortEx”, entryPrice + protSto-
pAmt, stp, i)
End If

‘---------- End of System Logic - Do Not Change Next 2 lines -----------

If (totProfit > maxEquityHigh) Then maxEquityHigh = totProfit


If (maxEquityHigh - totProfit > maxDD) Then maxDD = maxEquityHigh - totProfit

‘------------------------------------------------------------------------

Loop

Download the code used in George’s Corner at


ftp://www.FuturesTruth.com/pub/Thermostat.xls.

If you have any questions on this article or code it contains,


feel free to contact George directly at George@FuturesTruth.com.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 43


More Time
Than Money?

Let Futures Truth


help you with your
Trading Research.

Contact us at 828.697.0273 or
info@FuturesTruth.com for
more information.
44 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
You Say You’re a
Trader?
Be Prepared To
Prove It To the IRS
by Jim Crimmins

The first and perhaps biggest hurdle that every new trader faces come tax time is to convince the Internal
Revenue Service that you are, in fact, a professional trader and not merely an overactive investor. Fail to
do so and the tax consequences could severely affect how much of your earnings Uncle Sam will allow
you to keep.

The IRS well knows that most traders begin as investors looking to hold securities long-term for capital
appreciation and favorable long-term capital gains rates. But during the past few years as market declines
made short-term investing more attractive, the IRS has held fast to the line by which it sorts out the
traders from the investors.

Does it really matter which camp you fall into for tax purposes? Absolutely. Investors, who file on
Schedule A, are subject to the 2% threshold for deductible investment expenses (and hence cannot write
off most of their expenses) and are limited to a $3,000 capital loss deduction. But as a trader who files
on Schedule C, you write off 100% of your business expenses, and if you elected the mark-to-market
accounting method, can offset all of your losses against income in the same year.
As a result, traders who ended the year with a profit could save thousands thanks to their unique tax
status, while those who wound up in the red could realize a windfall of $20,000 or more in same-year tax
write-offs they wouldn’t be able to take as an investor.

Clearing the Trader Bar

Not surprisingly, the IRS keeps a close watch on individuals who claim the advantageous “trader in
securities” tax status. Although the guidelines that separate traders from investors are far from clear,
relying as they do more on appellate court rulings than IRS definition, there are certain activity profiles
that the IRS is looking for before it grants trader tax status.

To qualify for trader status:


• You must seek to profit from daily market movements in the prices of securities and not from
dividends, interest or capital appreciation;
• Your activity must be substantial, and
• You must carry on the activity with continuity and regularity.

To help determine if you meet these three tests, the IRS considers these qualifiers:
• Typical holding periods for securities bought and sold;
Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 45
YOU SAY YOU’RE A TRADER? (continued)

• Frequency and dollar amount of trades during the year;


• Extent to which you pursue trading to produce income for a livelihood, and
• Amount of time you devote to the activity.

Admittedly, there’s plenty of gray area in these guidelines. For instance, what exactly constitutes
“substantial” activity? What are the perimeters on holding periods? Can a part-time trader claim trader tax
status?

So far, the IRS has left further delineation in the hands of the tax courts, which have been inclined to
uphold the denial of trader status without shedding much light on how individuals might qualify for trader
status in the first place.

Three Steps to Trader Tax Status

Follow these three steps to claim and protect your trader tax status:

1. Trade: The first step to convince the IRS that you are a trader is to “seek to profit from daily market
movements.” They’re looking for a pattern of high trading volume and short holding periods. Keep your
personal investments well separated from your trading business. The IRS also is looking for “earnest
intent;” that is, you work diligently to manage transactions, conduct strategy sessions and make frequent
trades.

2. Turn: Although no exact number of transactions has been established, one tax court case found that
75 trades a year was insufficient to warrant trader tax status. The IRS is not only looking for “substantial
activity,” but “frequent, regular and continuous” trading as well. That means volume. The feds need to
know that you approach this as a business, not a hobby. Fail to convince them of that and you’re back in
investor-land.

3. Endure. If you want to reap the benefits of the trader business status, it stands to reason that you must
actually be in business and remain that way for the entire tax year. Of course, you’ll also need to convince
the IRS you deserve this advantageous business status by showing a healthy flow of trades, significant
dollar amounts and short holding periods, all the signs that you’re attempting to make your living as a
trader. This is what constitutes “continuity and regularity.” While it may seem unfair, if you suspend
business for any reason, say by taking the summer off, or you flame out as a trader after nine months, the
IRS has made it very clear that they will deny your claim for trader tax status.

Best Defense: A Business Entity

Once you obtain trader tax status, you’re not entirely in the clear. Owing to the capricious nature of
appellate rulings and the ever-evolving tax code, there are no guarantees that the trader status you enjoy
today will still be there tomorrow.

Take Frank Chen for example, he lost his Trader Status because he did not trade consistently. Furthermore
the IRS determined that if his trades were consistent he would have still lost his status because he held a
second job.

46 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


YOU SAY YOU’RE A TRADER? (continued)

One good way to avoid the Mr. Chen stumble and


protect your trader tax status is to trade under a business
entity. Not only is that where the biggest tax advantages
reside, but a legal entity such as a C corporation or
Limited Liability Company sends a strong message to
the IRS that yours is an earnest and legitimate business
enterprise worthy of trader tax status.

Jim Crimmins is the founder and President of


Traders Accounting. He has become a nationally
known speaker on tax strategies, entity structuring,
and lifestyle change. Jim earned his stripes in
corporate America as an executive with several
NYSE companies both as a controller, operations
manager, and ultimately COO. Traders Accounting
specializes in home-based business accounting,
tax and education that lead to the creation and
management of “Tax Efficient Businesses”. You
can contact him through www.TradersAccounting.
com or at 800-938-9513.

For many years, we at OptionVue Systems


International have listened to our clients’frus-
tration that the options education industry
charges outrageous fees for general options
knowledge and then provides absolutely no
follow-up instruction or practical tools.
To meet your needs we developed a
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Program that helps you find profit oppor-
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Call us today at 1-800-733-
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trading goals.

For More Information, Visit


www.DiscoverOptions.com
Steve Lentz
Director of Education

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 47


Best Buys For 2008
by Al Thomas

Everyone seems to want to put his neck on the block to predict what
stocks to buy for the coming year. I rarely do this, but this year this
chicken will take a chance too.

If you are looking for that one in a million or rather one in


10,000 stocks that will run from $2.00 to $250 then stop wast-
ing your time reading this column. In my decades of trading I
have never been that lucky.

Notice I said lucky. So called analysis won’t find it and if any


newsletter does happen to stumble upon a 100%, 200%, 300%
winner it wasn’t through great market analysis because if it was
they would be doing it every year. Don’t let them BS you about how
smart they were.

Finding any stock that will go against a major trend is more luck than knowl-
edge. Go back to 2000 and see what the mavens were touting investors to
buy then. Enron? Almost without exception every one was a loser. The best
stocks (and there are no best stocks) will drop during a bear market.

When their favorite picks don’t perform they brag that their portfolio did
not go down as much as the S&P500 Index. What hogwash! They still lost
money.

From 2000 to 2003 if you had your money under your


mattress you would have been about 40% ahead.

Why am I talking about 2000? Because another 2000 is breathing down


our necks right now. I have some excellent company in with my opinion.
2008 to ???? is going to make 1929 look like a “walk in the park” ac-
cording to one of England’s leading economists. They don’t tell you the
whole truth on CNBC-TV because their advertisers might cancel.

Investors don’t like being in cash. They want


their money “working”. Of course, working and
losing money is not what they had in mind.

There is, in this writer’s opinion, only one safe place to be invested for the
next 5 years. It will appreciate by a huge amount and protect against infla-
tion as well. That’s GOLD.

48 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


BEST BUYS FOR 2008 (continued)

Brokers will tell you gold is no good because


there is no return. There isn’t any for him
because he won’t be making any commis-
www.longtermtrading.com
sion. Gold will protect against real inflation, Advanced, Long Term Commodity Trading
not the phony number of “CORE” inflation Systems & Money Management Tools
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is the only safe place to have money invested • Weekly & Monthly data - only place orders 1/wk or mo!

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In the form of GLD, gold stocks in GDX and track records then decide for yourself !!
some gold coins, but don’t buy until about
March 1 and buy in increments.

Plan on holding for about 2 to 5 years. The


market may have bottomed by then. The
smart investors will be the only ones with
money to snap up those cheap shares. h3EEWHY"ARRONSAND
&ORBESHAVENAMEDUS
Al Thomas’ best selling book, If It IN4ECHNICAL!NALYSISv
Doesn’t Go Up, Don’t Buy It! has
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an optimist is one who makes O#HOOSEREAL TIMEORDELAYEDMARKETDATA

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WWWPROPHETNET FUTURESTRUTH

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 49


BEFORE THE CLOSE -
DAYTRADING SECRETS
Three Drives To a Top Or Bottom
by Lundy Stafford Hill

Getting in a trade is easy. Getting out is tough. The goal of a trade is


to maximize profits.

Chart 2: AAPL, intra-day bar chart

This pattern can also be used to enter a


trade.

Chart 1: S&P 500 Futures, intra-day bar chart Chart Two shows Apple stock. After a
nice move up off of the open, Apple stock
We have all heard that “things happen in three’s”. This is true of retreats. It shows 3 drives down with
trading also. Primary moves can show three waves or “drives” in the drive three ending the reaction.
primary trend direction before the trend ends.
The Wide Range up bar shows strong
Chart One shows the S&Ps on a big gap up open with follow thru demand off the lows at “3” and signal a
up to “1”. This is major strength and should see further action to the potential buy point.
upside. After an initial pullback, price makes it’s second drive to “2”.
Then the third and final drive pushes price to “3”. A nice rally ensues. Carrying through to
the next day.
The first drive carried prices from the previous close up roughly elev-
en points. Drive two was up ONLY eight points. Drive three went If you liked this article or even if you
ONLY four points. Each successive drive was less than the previous didn’t, email me to let me know. What
drive. This is demand drying up. else would you like to see in future ar-
ticles?
In this case, long positioned should be liquidated when you see the
potential “Double Top” at three. Lundy Stafford Hill is son of Fu-
tures Truth’s founder, John R. Hill.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF He is president of Staffordtrading.
FUTURE RESULTS. You can lose money trading. com and can be reached at 800-
270-1362 or lundish@aol.com
50 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
Mechanical Daytrade System for Stock Indices

A Mechanical Daytrade which


Tw o Ty p e s o f
> has Full Support Entries
> Fully Revealed Logic The system uses 2 entry methods. An
> Exact Signals opening range breakout method AND a key
> Tradestation Program reversal day entry method.
It is a "White Box"system. Everything is
> Simple to Use
fully revealed in a detailed manual.
> Less than $1500

Stafford Trading's V-Based Day- Bottom Line - This system has


trade System is a Mechanical Trad- a simple, logical design. And,
ing System which tests well hypo-
thetically for multiple stock indices.
at $1200, it is half the price of
It is a day-trade system which tries to some other systems.
capture only the major move of the day.
DON’T BE A GUNSLINGER
Stafford Trading Company CALL NOW 1-800-270-1362
www.staffordtrading.com Lundy Stafford Hill
lundish@aol.com

Past performance is not necessarily indicative of future results. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHER-
ENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY AC-
COUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FRE-
QUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS
SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.ONE OF THE LIMITATIONS OF HYPOTHETICAL
PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDI-
TION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD
CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABIL-
ITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES
ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS
OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING
PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE
RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. STAFFORD TRADING HAS HAD
NO EXPERIENCE IN TRADING ACTUAL ACCOUNTS ON THIS SYSTEM. BECAUSE THERE ARE NO ACTUAL TRADING
RESULTS TO COMPARE TO THE HYPOTHETICAL PERFORMANCE RESULTS, CUSTOMERS SHOULD BE PARTICULARLY
WARY OF PLACING UNDUE RELIANCE ON THESE HYPOTHETICAL PERFORMANCE RESULTS.Stafford Trading Company and
its principals are in no way related to or have any business association with john S. Stafford, Jr. or Stafford Trading, Inc.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 51


CTA RESOURCE REVIEW
by Holliston H. Hurd
MarketEthos Capital

The Trading Principals for MarketEthos Capital are Faris P. Hitti, Sean P.
Phelan, Debra Hitti and Christopher Kourakis. Coming from various trading
backgrounds involving equities, options and futures with larger firms, on the
floor and off, these principals have joined to form a CTA offering several
programs. The two main programs are a Spread System that utilizes T notes and
an Index System that trades 8 stock indexes.

MarketEthos Capital employs a multi-strategy approach applied to non-correlated, positive expectation


strategies. These strategies include statistical arbitrage, objective or mechanical technical trades, and
subjective or discretionary technical trades. The primary strategy employed by MarketEthos Capital is
statistical arbitrage involving trades that match long and short positions in correlated securities, such as a
yield curve spread involving different maturities of U.S. Treasury futures.

With its statistical arbitrage systems, MarketEthos Capital seeks to profit from fluctuations within the
spread between these correlated securities as opposed to the direction of either or both of the individual
contracts. Its systems incorporate volatility-based hedge ratios so profitability is not correlated with, or
dependent upon, the performance of the markets being traded.

The past performance is no guarantee of future


performance but with just over $5 million in assets this
firm seems on the way to building a profitable CTA.
The MarketEthos Standard Program ranked number 25
in our table. Review the firm’s disclosure document for
a complete review.

Holliston Hurd began her career under the tutelage


of her father in the early 1970s at the age of 12.
She managed close to $200 million on a short
term reversal strategy during the late 1990s. Hurd
is best known for her work on Congestion Phase
Analysis. Her theories have been featured in Fortune
Magazine, Futures Magazine and other publications.
She appeared on CNBC several times and has been
a featured speaker at investment conferences on
technical market behavior.

If you would like your CTA/Fund added to the


rankings shown, please contact AutumnGold at
info@autumngold.com or visit their website at
www.autumngold.com/Forms/AddLink.htm for
complete instructions.

52 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


CTA - RESOURCE REVIEW (continued)

Top 25 New CTAs - YTD Rankings For CTAs with $5,000,000 or Less under Management
For Month Ending December 2007 Who commenced trading January 2004 or later
Current Assets Program
Manager Ytd Losing Under Start
Return Streak Mgt Date
1 Optimus Capital Mgt - Diversified Prg (Client) 84.51% 0.00% $1,278,420 Aug-07
2 Slaton Capital Mgt LP - Diversified Velocity Prg 56.36% 0.00% $149,528 Sep-07
3 Elite E Services - FX V1 56.23% 0.00% $2,500,000 Feb-07
4 ALP Capital - MK BC Futures Program 55.65% -1.73% $0 Jan-06
5 Vision Capital Management, LLC 54.04% 0.00% $3,500,000 Feb-06
6 ClaraVista Capital Mgt - Thuban Prg 47.36% 0.00% $1,025,000 Jan-07
7 Futures Truth - HiProb US Prg 47.17% 0.00% $4,600,000 Aug-06
8 Schwab Capital Advisors LLC - Options Prg 40.40% 0.00% $41,860 Aug-07
9 Robinson-Langley Capital Mgt, LLC - MAP 37.16% 0.00% $482,207 Jan-07
10 MarketEthos Capital - ME Plus 3X Prg 36.36% 0.00% $3,800,000 May-06
11 Parizek Capital Inc. - Currency Prg 30.78% -10.41% $250,993 Apr-06
12 Crescent Bay - Balanced Volatility 30.52% -7.00% $700,000 Aug-07
13 Innovative Capital Mgt - Call Premium Prg 26.81% 0.00% $5,000,000 Jan-07
14 FX Quant - Quantitative Currency Trading Prg 25.35% 0.00% $204,000 Mar-06
15 H T Funds LLC - MAP (Client) 23.04% 0.00% $300,000 Aug-07
16 Altis Partners Jersey Ltd - Global Commodity Portfolio 21.59% 0.00% $1,000 Apr-06
17 Eickelberg & Assoc - Stock Index Option Prg 20.38% 0.00% $2,000,000 Mar-06
18 Integrated Managed Futures Corp 17.69% -11.72% $3,500,000 Feb-07
19 Traderight Limited - Global Resources Leveraged 17.25% -2.01% $5,000,000 Nov-06
20 Core Global Capital, LLC - Global Diversified Prg 16.12% 0.00% $804,000 Jan-07
21 Dubia Capital - S&P 500 Index Prg 14.87% -3.55% $500,000 Oct-06
22 Mercator Capital Mgt - Program 1 12.06% 0.00% $448,000 Oct-07
23 Pacific Capital Advisors Inc. - Vanguard Prg 11.39% -1.03% $357,000 Apr-07
24 Revolution Capital Mgt - Alpha Program 9.82% 0.00% $3,994,000 Jun-07
25 MarketEthos Capital - ME Standard Prg 8.25% 0.00% $1,250,000 Mar-06
Past Performance is not indicative of future results. There is a risk of loss in futures trading.
Data Source: Autumn Gold
THE RISK OF TRADING COMMODITY FUTURES, OPTIONS AND FOREIGN EXCHANGE (“FOREX”) IS SUBSTANTIAL.
THE HIGH DEGREE OF LEVERAGE ASSOCIATED WITH COMMODITY FUTURES, OPTIONS AND FOREX CAN WORK
AGAINST YOU AS WELL AS FOR YOU. THIS HIGH DEGREE OF LEVERAGE CAN RESULT IN SUBSTANTIAL LOSSES,
AS WELL AS GAINS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES, OPTIONS AND
FOREX IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. IF YOU ARE UNSURE YOU SHOULD
SEEK PROFESSIONAL ADVICE. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME
CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE AC-
COUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID
DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR (“CTA”) IS REQUIRED BY THE COMMODITY
FUTURES TRADING COMMISSION (“CFTC”) TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCU-
MENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS.

PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS PROGRAM SOLELY ON
THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE
CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 53


FOR THE RECORD
Enforcement Press Releases
From the CFTC

November 2007

Florida Federal Court Imposes Sanctions of More Than $20 Million Against a South Florida Firm
Cromwell Financial Services, Inc., and Five Area Residents in a Commodity Options Fraud and Failure
to Supervise Case, 5408-07, November 7, 2007.

CFTC Settles Natural Gas False Reporting and Attempted Manipulation Lawsuit with Energy Trader;
Defendant Paul Atha, a Former Trader at Mirant Americas Energy Marketing, L.P. (Mirant), Ordered to
Pay a $200,000 Penalty, 5409-07, November 8, 2007.

Five Current and Former Coral Energy Traders Settle CFTC Charges for False Reporting and Attempted
Manipulation in Natural Gas Market; Defendants Ordered to Pay $1 Million Penalty, 5411-07, Novem-
ber 9, 2007.

CFTC Obtains Permanent Injunction in Fraud Action Against New York Hedge Fund Operator Corner-
stone Capital Management, LLC and its
Principal, Atlanta Resident Joseph T. Profit
II, 5412-07, November 14, 2007. Architects of electronic trading innovation.

CFTC Charges Elizabeth Baldwin, Of New-


port, Rhode Island, With Fraudulently So-
liciting & Obtaining More Than $500,000
To Trade Commodity Futures, 5414-07,
Start to finish!
November 15, 2007. Develop. Test. Automate.
NinjaTrader is the industry's most flexible,
California Federal Court Orders Resident end-to-end real-time strategy development
Brett E. Lovett to Pay More Than $635,000 and automation platform.
in Sanctions in Fraud Action Brought by the · FREE development
platform
CFTC, 5416-07, November 29, 2007.
· Futures, forex
and equities
· C# based
December 2007
· High-performance
backtesting
CFTC Revokes the Introducing Broker Reg-
istrations of Next Financial Services Un- · Strategy optimization
limited, Inc. and New World Trading, LLC, · Real-time
5418-07, December 6, 2007 simulated testing
· Automate live through
Michigan Federal Court Orders Florida Cor- 100’s of brokerages

porations Millenium Trading Group LLC


and Worldwide Clearing LLC, and Florida Download now at ninjatrader.com

54 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


FOR THE RECORD (continued)

Resident Cedric Stanton, to Pay More Than $10 Million in Sanctions, 5420-07, December 6, 2007.

Tennessee Court Finds Fraud and Imposes More Than $9.9 Million in Sanctions against Tennessee Forex
Firm FxTrade Financial and its Principals and Salespersons in CFTC Action, 5421-07, December 12,
2007.

CFTC Sues One World Capital Group, LLC and its President John Edward Walsh for Inability to Demon-
strate it had Required Capital, 5424-07, December 18, 2007.

Nebraska Federal Court Orders Lawrence J. Volf, Commercial Hedge Services, Inc., Prime Trading
Company, Inc., Sherman County Management, Inc., Sherman County Bank, and PT Holdings, Inc. to Pay
$325,000 in Restitution to Farmers, 5423-07, December 18, 2007.

CFTC Sues Futures Commission Merchant Forex Liquidity LLC Alleging Undercapitalization in Excess
of $11.6 Million, 5426-07, December 19, 2007.

MF Global Inc. and Thomas Gilmartin to Pay Over $77 Million to Settle Actions by CFTC and Receiver
ad litem, 5427-07, December 26, 2007.

CFTC Forex Boiler Room Fraud Action Nets $3.4 Million in Sanctions Against ìRichmond Globalî and
Vincent Danio; Defrauded Customers Lost More Than $1.7 Million Trading Forex, 5429-07, December
28, 2007.

Margins Used For The Master Performance Table


Austrailan $ $1,150 Dollar Index $1,100 Japanese Yen $2,000 Natural Gas $10,000 Swiss Franc $1,400
Bean Oil $450 Eurodollar $700 Coffee $1,800 Nikkei $3,800 Soybean Meal $550
British Pound $1,400 Mini-Midcap $2,150 Lumber $1,100 Mini-Nasdaq $3,000 S&P 500 $15,750
Cocoa $900 Mini - SP $3,150 Live Cattle $850 Orange Juice $1,400 Sugar $800
Canadian $ $1,200 Euro Currency $2,100 Live Hogs $900 Pork Bellies $1,200 Silver $6,000
Crude Oil $3,750 Feeder Cattle $1,100 Municipal Bond $750 Platinum $2,000 Treasury Bills $300
Corn $500 Five Year $400 SP Midcap 400 $13,500 Mini Crude $1,750 Treasuy Notes $600
Copper $7,000 Gold $4,000 Mini-Russell $2,700 Russell 2000 $13,000 US Bonds $900
Cotton $1,000 Heating Oil $5,000 Mini Value $4,375 Rough Rice $550 Wheat $700
Dow Jones $4,000 Unleaded Gas $6,000 Nasdaq $15,000 Soybeans $800 NYFE $15,200
Last Updated November 2006.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 55


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Advanced Systems
297 Sassafras Dr. • Easley, SC 29642
Voice: (864) 220-5542 • info@advancedsystemsinc.com • www.AdvancedSystemsInc.com
224 Anticipation ? ? May-95 254 Black Box
295 Anticipation II ? ? Jan-99 262 Black Box
504 Natural Gas Trader - MA ? ? Aug-05 84 Black Box
505 Natural Gas Trader - GA ? ? Aug-05 129 Black Box
506 Natural Gas Trader - LA ? ? Aug-05 92 Black Box
526 Natural Gas Offense ? ? Aug-05 93 Black Box
573 Anticipation III ? ? Jan-06 238 Black Box
574 Anticipation IV ? ? Jan-06 206 Black Box
Advanced Trading Systems
Charles Tanti
www.ats3200.com • ats972@ats3200.com
361 ATS-3200 $2,750 ? Jan-01 157 Black Box. Download a 30 day demo at
362 ATS-6400 $1,950 ? Jan-02 15 www.ats3200.com.
Allen, R.C.
(916) 622-9397
31 The Miracle Trading Method $99 4 Jun-86 82
Antrobus, Bev
antbevca@yahoo.ca
575 PowerTrader See vendor ??? Oct-06 163
AutoTrading Systems
Tim Rea
54 Paton Road, R.D. • Richmond, Nelson 7081 • New Zealand
Phone: +64-3-669-0770 • www.autotradingsystems.com • info@autotradingsystems.com
599 Auto 2 Way See vendor ??? Aug-07 172
600 Auto Spike See vendor ??? Aug-07 165
601 Auto ExtremeR See vendor ??? Aug-07 167
602 Auto SwingR See vendor ??? Aug-07 181
603 Auto Core Duo See vendor ??? Aug-07 125
Barna, Mike
140 Old Orchard Dr. • Los Gatos, CA 95032
Voice: (408) 356-1800 • Fax: (408) 358-8024 • mike@tradingsystemlab.com
www.TradingSystemsLab.com and www.MesaSoftware.com
266 Magnet $2,000 <5 Nov-97 56 Black Box systems have constant parameters.
269 Basis $2,500 <5 Jan-98 224 Cost includes Software only on all systems
270 Basis II $2,500 <5 Jan-98 105 by Alfaranda CTA.
278 Compass $2,500 <5 Mar-98 69
279 Arcs/Arcs-DT $3,750 <5 Mar-98 237 Arcs can also be utilized to day trade
302 ArcsPlus $3,750 <5 Aug-99 133 the S&P500 using intraday data.
318 Weaver $2,500 <5 Jul-00 61
319 Weaver-MT $2,500 <5 Jul-00 137
367 Zeeport $2,900 <5 Dec-02 99
395 Brix $3,500 <5 May-02 50
426 Tzar $2,900 <5 Mar-03 44
432 Alfa-MAXX $2,900 <5 May-03 11
Been, Erik
1435 Kendall Dr. • Boulder, CO 80303
262 William Tell Bonds $3500 software >10 Sept.97 21 Short term pattern recognition system
$4000 disclosed designed for TradeStation.
Bristor, Joe
Veteran Trader Services
3134 Wright St. • Sacramento, CA 95281
(916) 485-0555
26 Night & Day Day-Trading >10 Jan-87 98 Sold Out
42 QUAD Level Trend System $995 3 Dec-87 209 Optimized 12/1/87
Brock, Gila
Market Data Corp.
3910 FM 1960 West # 230 • Houston, TX 77068
(800) 433-7068
114 Second Income $495 6 Feb-91 245 Software to Day Trade SP 500
Brown, Kevin
Capital Concepts
2316 Lavendale Ct. • Austin, TX 78748
(800) 433-7068 • www.swingtraderguide.com
296 Capcon1 $249 >5 Jan-99 242 E-mail kbrown@lords.com

56 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
The Center for Commodity Research and Trading, Inc.
141 W. Jackson Blvd., Suite 188-A
Chicago, IL 60604
Voice: (312) 528-3171 • Fax: (312) 902-6234 • info@ccrt.com • www.ccrt.com
365 Advent ???? ???? Jan-02 222 Long Term Multi-Mkt TrendFollowing System
Chalek, Mike
Universal Technical Systems, Inc.
P.O. Box 1665 • Estes Park, CO 80517
Voice: (970) 586-4610 • wetradeall@aol.com • www.tradefutures.com
562 Dual Thrust See vendor 4 Aug-06 16 Four optimizable parameters; also ranked in Forex MPT.
590 Dual Thrust 2 See vendor 4 Mar-07 34
Chan So Han
chansohan@gmail.com
534 CrudeExtreme $1,995 ???? Jan-06 6
Cheung, Rickey
www.rc3200.com
461 RC Success ???? ???? Apr-04 40
519 RC Success 3 ???? ???? Nov-05 244
565 RC Chance ???? ???? Oct-06 94
566 RC Book 2 ???? ???? Oct-06 121
567 RC Edge ???? ???? Oct-06 90
570 RC Advance ++ ???? ???? Dec-06 232
576 RC Shine ???? ???? Feb-07 143
592 RC Courage ???? ???? Jun-07 213
597 RC Chance+ ???? ???? Aug-07 118
598 RC Trend ???? ???? Aug-07 71
Clayburg, John Dr.
29568 Hwy. 141 • Coon Rapids, Iowa
(712) 684-5239
234 Belly Trader ? <5 Dec-95 65 Simple system to trade the pork bellies.
235 Feeder Trader ? <5 Dec-95 192 Simple system to trade the feeder cattle.
250 Cyclone $2,900 >10 Jul-96 188 S&P daytrade system for Trade Station
Creative Breakthrough, Inc. CTA
Jack F. Cahn, CMT
7500 West Lake Mead Blvd., Suite 9-151 • Las Vegas, NV 89128
One Poinsettia Ct., Unit #25 • Emerald Springs - Mooloolaba • QLD Australia 4557
Toll-free from US (800) 618-3820 • in Australia 61-7-5444-5762
jfc@traderassist.com • www.traderassist.com
405 % C Daybreaker See vendor ? Oct-02 221
605 GEMS Nat Gas Mini See vendor ? Jun-07 144
Creative Trading Systems
Fanus Sevenster
P.O. Box 631429 • Irving, TX 75063
info@CreativeTradingSystems.com • www.CreativeTradingSystems.com
511 CTS Crash Control ? <5 Oct-05 225
512 CTS BrB System ? <5 Oct-05 128
Culler, Mike
c/o Futures Truth Co. 294 N. Hillside Rd. • Hendersonville, NC 28791
(828) 697-0273
104 Mike Culler System $400 4 Jul-89 116 Not Optimized
Dance With The Markets
Anthony Hart
Voice or Fax (253) 295-6937
info@DanceWithTheMarkets.com • www.DanceWithTheMarkets.com
417 Samba $5,000 ???? Feb-03 131
Day Trading Institute
1501 Brazos Trail, Suite A • Plano, TX 75075
(214) 424-9122
136 Delta Threshold $975 <5 Oct. 90 239 System to daytrade the S&P 500
Daytrading Educators
7909 Morningdew Dr., Suite 1216 • Plano, TX 75025
(972) 567-9350 • www.daytradingeducators.com
386 Balance Point See vendor <5 May-02 184 System to daytrade the S&P 500
Dennis, Robert Jr.
P.O. Box 534 • E. Bridgewater, MA 02333
(508) 378-7385
4 Dennis Relative Strength ? <5 Jun-86 54 Not Optimized
105 Scooter $365 2 Dec-89 18 Not Optimized

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 57


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Dr. Smart Trading, LLC
Christian Smart, Ph.D.
P.O. Box 11664 • Huntsville, AL 35814
dr-smart@usa.net • www.drsmarttrading.com
523 Intensity $999 ? Dec-05 170 Fully disclosed system. Trading Recipes and TradeStation code available.
577 Intensity LT for both ? Jan-07 175 For $999 you get both systems.
Duffy, Joe
102a Pulsar Impulse $244 >5 Jan-89 174 Optimized 3/88. Simple rules
102b Pulsar Volatility for both >5 Jan-89 41
eForex, Ltd.
Haflidi Eliasson • Sudurgata 29 • 101 Reykjavik, Iceland
www.simnet.is/eforex • eforex@simnet.is
436 S&P Day $2,000 ? Jun-03 117
445 EuroDynamics LT $950 ? Sep-03 13
569 EuroMax $650/yr ? Oct-06 136 Also available for a monthly subscription of $95/month.
Ehlers, John
MESA
Box 1801 • Goleta, CA 93116
(805) 969-6478 • Mike Barna (408) 356-1800 • www.mesa-systems.com
255 Sierra Hotel $995 TS or SC ? Jan-97 23 TradeStation compatible software with
software proprietary Mesa DLLs.
$495 Mesa DLLs Tradestation programming by Mike Barna.
268 R-MESA 3 Call Vendor ? Jan-97 155 R-Mesa is a synthesis of Mesa and R-Breaker
321 MESA Bonds Call Vendor ? Jul-00 3
411 R-MESA 5 Call Vendor ? Mar-02 60 R-Mesa is a synthesis of Mesa and R-Breaker
412 Mesa Max Call Vendor ? Mar-02 227
435 Mesa T-Notes Call Vendor ? Jan-03 1
eMarCoSoft y Cia Ltda
John Lozano
Calle 94 No. 11-29 Of. 604 • Bogota, Columbia
www.emarcosoft.com • info@emarcosoft.com
521 Elsie $1,995 ? Nov-05 199 Black Boxes - TradeStation compatible
555 GoldLingote $1,495 ? Nov-05 127 All systems are also custom programmable for eSignal, Metastock or
557 Madera2x4 Contact Vendor ? Nov-05 64 stand alone applications.
558 ZumaFria Contact Vendor ? Nov-05 63
559 OCTANE92 $4,995 ? Nov-05 87
582 Red Copper $1,495 ? Jan-07 148
583 Aussie Trader $2,995 ? Jan-07 193
584 Kannatta $2,995 ? Jan-07 2
585 Maya Legacy $9,995 ? Jan-07 138
586 Franc Trader $2,995 ? Jan-07 38
587 Silver Bullet $1,495 ? Jan-07 159
588 Cowbelle $1,995 ? Jan-07 260
591 PUMP#1 $4,995 ? Jan-07 112
593 Yankee DX $4,995 ? Jan-07 24
Fast Market Systems
Stuart Davis
7042 Winter Ridge Place • Castle Rock, CO 80108
804-201-1114 • fastmarketsystems@comcast.net • www.fastmarketsystems.com
507 FMSadvantage See vendor ? Sep-05 152
Financial Facilitators
2125 Kimberely Circle • Eugene, OR 97405-5821
(800) 256-6248 • SPU@finf.com • www.finf.com
232 SP\U $1250 software >10 Sep-95 202 Short term system trading the S&P.
$495 Annual
First Global Captal Management
Paul Fribush RIA, CTA
1813 Madison Ave. • Greenesboro, NC 27403
336-282-9450 • Fax 336-282-7213 • pfribush@aol.com
404 FGC Emerald See vendor ? Oct-02 150 Money management program only
Fisher, John
Skyline Computers • 36 Clarendon Rd. • Asheville, NC 28806
(828) 285-9952
387 Tuition Long Term $995 ? May-02 158 Available in Excel or TradeStation format
Fitschen, Keith
Trade System
9220 Holly Hill Farm Rd. • Charlotte, NC 28277
(800)372-3942 • Fax: (704) 752-7992 • support@trade-system.com • www.trade-system.com
207 Aberration $2,295 <5 Dec-93 197 Longer term model that comes with software.
300 Aberration Plus Call Vendor >5 Mar-99 236 Aberration with trailing stop logic.
366 I-Master $10,000 ? Nov-01 114 By Keith Fitschen and Murray Ruggiero.
58 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com
Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Founder Trading
www.foundertrading.com • info@foundertrading.com
538 Keystone See vendor ???? Apr-06 37 These systems may only be traded through participating brokers.
552 Maxim See vendor ???? Apr-06 9 Monthly system subscription fees are based on the system selected & the
553 ArchHelix See vendor ???? Apr-06 NLT* number of contracts being traded. Contact vendor for complete details.
596 Mosaic See vendor ???? Jun-07 251
Fox, Dave
P.O. Box 114, Hancock, ME 04640
(866) 749-3228 (US & Can) • 386-428-8847
236 Dollar Trader for Currencies $1,500 10 Jan-96 4 Software Package, also available in TradeStation format
Ford, Joseph
www.daytraderfutures.com • spartan@daytraderfutures.com
535 Spartan $49/month ? Feb-06 164 The system is available through Attain Capital.
Futures Truth Co.
294 N. Hillside Rd. • Hendersonville, NC 28791
(828) 697-0273
240 Dynamic Breakout $300 >5 Mar-96 81 Simple adaptive rules can be put into Excel
249 F.T. version Turtle Trading $100 >10 Jan-90 75 Russel Sands is the primary source of Turtle
281 Samurai 7 $300/month >5 May-98 29 teaching along with its many facets. 1361
282 Samurai 31 $300/month >5 May-98 NLT* S. Federal Highway, Boca Raton, FL 33432.
283 Samurai 35 $300/month >5 May-98 20 Monthly lease basis only
303 Dyn Moving Avg Crossover $50 >5 Aug-99 196 System logic revealed in TradeStation code.
Gettes, Lee
1799 Kiowa Ave #107-646 • Lake Havasu City, AZ 86403
(928) 855-3728
59 VOLPAT $1,500 >5 Oct-88 8 Simple rules to Day Trade SP.
121 BondPat $295 <5 Mar-91 266 Simple rules to Day Trade Bonds.
203 Market Mapping $2,900 >10 Jan-94 187 Rules to short term trade many commodities.
Gibbs, Andrew
7B Takutai St. • Parnell • Auckland NZ
www.agxtreme.com • andrew.gibbs@xtra.co.nz
480 Mechwarrior Lease or purchase ? Dec-04 110 Lease through Attain Capital or contact vendor for purchase information.
485 Mechwarrior ES Lease or purchase ? Dec-04 139 Lease through Attain Capital or contact vendor for purchase information.
578 Black Crusader UD Lease or purchase ? Jan-07 171 Lease through Attain Capital or contact vendor for purchase information.
579 Black Crusader UD - Mini Lease or purchase ? Jan-07 212 Lease through Attain Capital or contact vendor for purchase information.
Grimes, Adam
adamgrimes@mindspring.com
451 Longrifle $2,500 ? Jan-04 211
Hamedanian, Parviz
www.Market-Rider.com • parvizh5@yahoo.com
383 Market Rider $2,500 ? Apr-02 247
Harvest Trading Co.
193 Kylie $3,500 12 Jun-93 190 Simple mechanical system.
Hughes, Chuck
741 Cox Rd. • Moorestown, NJ 08057
(609) 234-3903
265 Dynamo $3,500 >10 Jun-97 149 Rules and software. ** BLACK BOX **
Jaekle, Urban
Parcusstr. 17a • 64293 Darmstadt • GERMANY
Ujaelke@aol.com • www.toptrader-report.com
496 Time See vendor ???? Apr-05 151
Jewell, Greg
g_jewell_temp@yahoo.com
581 SledgeHammer $1,399 <5 Jan-06 5
Keating, Mark
Better Trading
3219 Yonge St., #311 • Toronto, Ontario M4N 2L3 • CANADA
keating@itrends.com
399 Prism Growth $1,600 ? Aug-02 154
Keener Capital Management. LLC
www.keenercapital.com • (888) 697-0991
378 Octane $999 <5 Apr-02 36 Fully disclosed. TradeStation compatible.
430 Shockwave $1,499 <5 Aug-04 248
Kelly, Vilar
11 Pinecrest Drive • Flat Rock, NC 28731
(828)
Mike697-6502
Barna (408) 356-1800
242 The Big Blue $1,000 10+ Aug-96 107 Simple S&P Daytrade system.

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 59


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Knees, Hans Guenther
Gruener Weg 8 • 35641 Schoeffengrund • GERMANY
GK-TradingSystems@web.de
294 GK - Currency Trader $2,950 <5 Aug-98 141 Longer term multi-market system.
348 GK - Interest Trader $2,950 ???? Feb-02 231 Formerly known as Accordance.
349 GK - Energy Trader $2,950 ???? Feb-02 53
487 GK - Energy Trader II $2,950 ???? Nov-04 33
488 GK - Meat Trader I $2,950 ???? Nov-04 263
489 GK - Energy Trader $2,950 ???? Nov-04 19
550 GK - Universal Trader I See vendor ???? Mar-06 205
551 GK - Universal Trader II See vendor ???? Mar-06 103
Korzenecki, Giles
141 W. Jackson , Suite 1800A • Chicago, IL 60604
888-281-9566 • gkorz@foxinvestmentx.com • www.marketdirection.net
307 Amos' Root $75/month >5 May-00 31 Trend following systems.
308 US One $75/month >5 May-00 77
332 Genesis B $75/month >5 Jan-01 109
333 Black Gold $75/month >5 Jan-01 7
334 JJ $75/month >5 Jan-01 220
384 Market Direction $75/month >5 Mar-02 83
413 SPMD 500 $200/month ???? Apr-05 91 Developed with Dave Wresinski
LeBeau, Charles
Sys. Traders Club
50-B Peninsula Center Drive, # 324 • Rolling Hills Estates, CA 90274
Traderclub@aol.com
273 Big Dipper $250 <5 Jun-97 166 LeBeau, Lucas and David Elden have formed the System Traders Club.
274 Lil' Dipper $250 <5 Aug-97 249 Their objective is to provide robust and simple systems to their
275 25 X 25 $250 <5 Oct-97 14 subscribers.All logic is fully disclosed and Trade Station code is available.
297 Serendipity $250 <5 Jan-99 258
298 Sidewinder $250 <5 Jan-99 268
331 Crossbow $250 <5 Oct-99 253
335 Strategic $250 <5 Oct-99 265
longtermtrading.com
2736 Brentwood Pl. • Davis, CA 95616
(530) 758-6969 • Fax: (530) 758-5173 • info@longtermtrading.com
338 Countdown $695 <5 May-01 176 Longtermtrading.com firmly believes that all potential traders must be
339 Waverider $995 <5 May-01 79 fully informed as to a system's long term, non-optimized track record
340 Ready-Set-Go $995 <5 May-01 161 prior to its use. They strongly advise all prospective customers to fully
343 CoatTails $695 <5 May-01 178 explore their systems' track records on
380 Anomaly 1 $995 <5 Mar-02 207
381 Anomaly 2 Both $1295 <5 Mar-02 214
Lowry, Scott
9827 Waltham Dr. • Richmond, VA 23233
(804) 741-8765 • Fax: (804) 741-1654 • www.FutureMagic.com
309 Theta $250/quarter ??? Jun-00 32 Black box system available for lease only.
lease only Trade the first 60 days free.
Maeder, Eric & Best, Richard
Best & Co.
16 place Longemalle • 1204 Geneva Switzerland
41 22 3107700 • (Fax) +41 22 3107707 • www.vega-system.com
291 Vega $3,800/year ???? Jun-88 191 A short term cycle based program.
Lease only
Marshall Capital Group, Inc.
Steve Marshall
817 Colorado Ave., Suite 105 • Glenwood Springs, CO 81601
Voice: (970) 384-2722 • Fax: (970) 384-2997 • steve@marshallcapitalgroup.com
400 DirecTrend See Vendor. ???? Sep-02 130
McLarney, David
1003 Milchling Drive • Bel Air, MD 21015
(410) 893-8928 • Fax: (410) 638-0208 • flya7571@home.com
347 STO-X $500/ea <10 Jan-01 233 TradeStation compatible trading systems.
346 High/Low Swing or $800 for both <10 Jan-01 240
Mermer, Michael
Traders Software
Voice: (954) 753-0199 • Fax: (954) 753-1804 • tsci@bellsouth.net
256 Expert Trader Short Term ???? ???? Apr-97 86 Black Box TradeStation compatible software.
257 Expert Trader Long Term Apr-97 72 The ETS Daily can trade a portfolio of markets.
272 Expert Day Trader Jan-98 49

60 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Michalak, Piotr
Dynamicon
ul.Chodkiewicza 6a/7 • 70-344 Szczecin • Poland
office@futuresequity.com • www.futuresequity.com
410 Statmirror $1,750 ???? Nov-03 160
Nakayama, Kazuhiko
www.swingwaver.com
525 Naka89 See Vendor. ???? Dec-05 134
Nishimura, Takaiku
1-13 Chester Court 906 * Nihonbashi-Koamicho, Chuo-ju * Tokyo JAPAN 103-0016
Voice: +81-3-5856-4601
www.wvitrading.jp/index2.html
524 FUJIKO.N Lease Only. ? Dec-05 203
548 24.Fujiko Lease Only. ? Mar-06 210
Orben, Steffen
865 West End Ave. Apt. 13A • New York, NY 10025
(212) 469-8052
370 Geared Up See Vendor. <5 Mar-02 177 Simple rules.
401 Geared Up Mk I See Vendor. <5 Sep-02 204 Simple rules.
Orhan, Nihat
+41-79-590 91 79 • isvip@bluewin.ch
470 EGE 6% $2,500 ??? Apr-04 28
473 EGE 7 HighLow $2,750 ??? Aug-04 270
Panagakis, George
555 Baywood Dr. • Newport Beach, CA 92660
(888) 887-1125 • george92075@aol.com
221 Euro$Indicator $475 1 Mar-95 257 Simple mechanical ED system
225 Bond and Yen Trading Sys $1,900 5 Aug-95 22 Simple mechanical system.
Pee, S.L. and Pee, M.H.
Blk 660, #08-I36 • Jin Tenaga • Singapore 410660
p6608136@magix.com.sg
323 The Ultimate Trading Device I $3750 for both <5 Aug-00 45
324 The Ultimate Trading Device II <5 Aug-00 74
322 Moving Average Reversal Sys $1,075 <5 Jun-00 132
350 Challenger ???? <5 Mar-01 55
Petros Development Corp.
Voice: (305) 630-9138 • Fax: (305) 574-7817
info@adromedafutures.com • www.andromedafutures.com
364 Andromeda $995 Disclosed ???? Dec-01 201 See vendor for complete pricing structure.
409 Abalone $99 <5 Sep-02 142
440 Pegasus $1,495 <5 Sep-03 147
441 Andromeda 2 See vendor <5 Oct-03 169
Poxon, Dave
Turning Point Research
www.turningpointresearch.com
Voice: (416) 907-2990 • Fax: (416) 907-9653
568 Qtech S&P $1,299 ???? Sep-06 198
F6 Qtech Portfolio FX $1,999 ???? Sep-06 6 Ranked in Forex MPT.
Profit Quest
Route 4 Box 2100 • Montpelier, VT 05602
(802) 223-9705
231 ProfitQuest $495 3 Dec-95 235 Simple system; Software included.
PWA Futures
2607 Partridge Ave • Arlington, TX 76017
(972) 386-2901
111 DCS II $995 4 Jan-90 234 Optimizable. Software.
196 Mystery System $95 2 Nov-93 241 Simple rules.
299 Trend One $125 3 Apr-99 216
Reiter, Dave
P.O. Box 698 • Gainesville, TX 76241
(800) 974-8707 • 940-759-2191
firstcapital@ntin.net • www.dynamictradinggroup.com
467 Dynamic Trend Trader $199 10+ Apr-04 146 Fully disclosed
Robertson, Emily
1525 200th St., Langley, BC CANADA V2Z 1W5
Emily@TruNorthFarm.ca • www.TrueNorthFarm.ca/trading
442 Vixen $799 ??? Feb-05 267 Mini Russell & mini Midcap daytrade system for TradeStation

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 61


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Ruggiero, Murray
1-866-550-0550
www.tradersstudio.com
515 Trend Harmony $999 ??? Dec-05 67 Available with TradersStudio for $1,499.
561 Super Turtle Trader $799 4 Dec-05 135 Price includes TradersStuido
571 Simple Harmony See vendor ??? Dec-05 52 Price includes TradersStuido
Saidenberg, Rick
35 Tamarack Way • Pleasantville, NY 10570
rbreaker@spitfire.net
186 R-Levels $2,000 9 Jul-93 226 Simple rules; Trade Station code included.
187 R-Breaker $3,000 11 Jul-93 39 Trade Station code and R-Levels included.
Sanderford, Mrs. M.
34 Murlantic Cattle Method $50 4 Jun-82 269 Not optimized. Simple rules.
Schmidt, John
16 Augusta Drive, # 5 • Vernon, NJ 07462
(973) 209-0105 • jonpau@earthlink.net
106 1-2-3 System $300 5 Dec-89 145 Non optmized systems can be purchased
198 1-2-3-4 System $400 7 Dec-93 156 through Futures Truth.
Seival Systems
Carlos Chaves and Arthur Johannpeter
Rua Mostardeiro 157 Suite 1408 • Porto Alegre - RS- BRAZIL
cgchaves@hotmail.com • www.seival.com
404 SAGA See vendor ??? Apr-04 150
491 HiProb See vendor ??? Jan-05 76
572 Hi%Mid See vendor ??? May-06 123
Sentive Yen Trader
(504) 781-2014
248 Sentive Yen Trader FREE 3 Jan-96 200 Described in TASC.
Stafford Trading Co.
3340 Peachtree Rd. • Tower Place, Suite 1800 • Atlanta, GA 30326
(404) 812-5360 • (800)-270-1362
133 Universal $995 Rules/ 5 Oct-91 179
$350 Soft.
171 FT S&P Daytrade $650 6 Jun-92 78
199 Universal LT inc. in Univ. 5 Apr-93 57
258 Stafford S&P Daytrade $1,200/$1,800 9 Apr-97 229 S&P Daytrade system designed for today's volatility
304 Pendulum $495 >5 Jan-00 58
468 Universal 2.0 see vendor 5+ Nov-03 85
Staman, Troy
P.O. Box 145 • Melbeta, NE 69355
trader@actcom.net
123 Reverse Trend Entry $350 12 Aug-89 246 Not optimized. Simple rules.
124 Black or White $295 Rules/ 3 May-90 195 Not optimized. Simple rules.
$300 Software
Stein, Tom
(800) 825-9030 • steintom@hotmail.com
397 Bond Blaster Call for price <5 Jul-02 255
Stowell, Joseph
Money Mgmt. Services
10314 Aldrich Avenue • North Rose, NY 14516
(315) 587-9651
204 NCR $1,000 10+ Dec-93 264 Not optimized. Rules.
Strategic Trading Systems, Inc.
Dean Hoffman (717) 766-7971
591-23 Geneva Drive • Mechanicsburg, PA 17055
(877) 682-5871 • Dhoffman@TradersTech.Net • www.TradersTech.Net
342 Checkmate $1,695 ?? Apr-01 106 See vendor for complete pricing structure.
374 Synergy $1,995 ?? Mar-02 96
483 Fusion $2,495 ?? Dec-04 66

62 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
Stuckey, Randy
MindFire Systems
5 Cedar Lane • Crawfordsville, IN 47933
(765)866-8001
212 Catscan Same as Catscan II 6 Oct-94 68 Some markets have been dropped & added, check release date for each mkt.
226 Catscan II $1875 Rules / 6 Aug-95 162 CatScan system with 1 more optimized paramater.
$150 T. S. code
253 Golden SX $1,475 5 Jul-96 115 Simple system with 2 optimized parameters.
254 Golden SX CONST. with GOLDEN SX 5 Jul-96 140 Same as Golden SX with fixed parameters.
280 Millennium 2000 $1,475 5 Mar-98 70 Simple system with 2 optimized parameters.
344 STAT $1,475 <5 May-01 124
345 STAT Constant with STAT <5 May-01 100 STAT system with fixed parameters.
421 Catscan III >5 May-03 80
422 Catscan III CONST. >5 May-03 59
563 Catscan IV $1,450 ? Nov-06 119 Discount available when upgrading from earlier version.
564 Catscan IV CONST $1,450 ? Nov-06 101
Studnicki, Walter
C.E.R. Institute Inc.
PO Box 12176 • Scottsdale, AZ 85267
(602) 991-3410
17 Trender $377 6 Jan-87 173 Not optimized. Trading rules.
139 T Bonds Day Trade ??? 6 Jan-87 256 Not optimized. Trading rules.
140 Support/Resistance ??? 9 Jan-87 252 Not optimized. Trading rules.
TAURUS Corp.
Michael & Rachel Chisolm
One South Washington St. • Winchester, VA 22601-4129
(540) 667-4827 • Fax: (540) 667-7484 • taurusco@intelos.net • www.tauruscorp.com
177 Grand Cayman System $3,500 >5 Jun-92 230 Original version of this system. The price listed is for the Black Box.
Thieme, Ronald
11012 Bushnell CT • Fort Wayne, IN 46845
(219) 490-6187
233 Zenith*1000 ??? 10+ Oct-95 51 Short term S&P system - TradeStation comp.
TimingCharts.com
Shay Campbell
www.timingcharts.com • shay@timingcharts.com
604 Trend Weaver ??? ??? Aug-07 48
Tolan, John
1501 Walz Ave. • Glenwood Springs, CO 81601
(970) 948-6211 • info@trendchannel.com • www.trendchannel.com
292 Trendchannel See vendor <5 Jun-98 108 Very simple system that can trade a very diverse portfolio.
Traders Software
Ray Copeland
4100 NE 2nd Avenue, Suite 211 • Miami, FL 33137
Fax: (206) 600-7348 • www.advantzteam.com/en/analytics/prophet.php
93 Trader's Profit Motive $2,500 3 Aug-89 73 Simple rules or software.
TradingVisions Systems, Inc.
7321 N. Altamont St. • Spokane, WA 99217
Voice (509) 466-8435 or (800) 878-1983 • Fax (330) 248-0034 • Systems@TradingVisions.com • www.TradingVisions.com
327 EarlyBird $1500 or lease <5 Jan-01 88 See vendor's website for complete pricing options.
580 EarlyBird II $1500 or lease >10 Aug-02 25
415 Impetus $1995 or lease ??? Jan-03 43 Will include both versions of Impetus
416 Cobalt $1500 or lease ??? Jan-03 180
431 EarlyBird III $1975 or lease ??? Mar-03 46
438 Spectrum $1500 or lease ??? Aug-03 219
469 Axiom Index $2,995 ??? Apr-04 223
471 Axiom Long Term $1,250 ??? Apr-04 97
509 Delphi Universal $2,995 or lease ??? Sep-05 17
F4 Delphi-Forex See vendor ??? Sep-05 9 Ranked in the Forex MPT.
589 Impetus SP $1995 or lease ??? Dec-06 27 Will include both versions of Impetus
594 Delphi Universal II Day See vendor ??? Jun-07 215
595 Delphi Universal II See vendor ??? Jun-07 104
Van Essen, Emil
2024 N. Racine Unit G • Chicago, IL 60614
(773)296-4363
288 EVE T-Bond Trader $1,000 >5 Mar-98 62 Trading Rules.
267 XS_Bonds $1,500 >5 Nov-97 243 Compatible with Easy Language.
Veecee Corp.
Van Gothreaux
209 Lauren Drive • Scott, LA 70583
Voice: (337) 344-9939

Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com 63


Vendor Directory #1-2008
# of Rank
Sys Para- Release this
# System Name Cost meters Date issue Notes:
437 VC Daytrader $200/month/SP ??? Aug-03 42
Waldock, Andy
Awaldock@aol.com • www.waldockssignals.com
306 DCB Bond System See Vendor 6 Jan-00 35
540 DCB Wheat See Vendor ??? Dec-05 113
541 DCB Crude See Vendor ??? Dec-05 153
542 DCB Lean Hogs See Vendor ??? Dec-05 120
543 DCB Coffee See Vendor ??? Dec-05 208
544 DCB Lumber See Vendor ??? Dec-05 111
545 DCB Natural Gas See Vendor ??? Dec-05 185
546 DCB Cotton See Vendor ??? Dec-05 102
547 DCB Swing See Vendor ??? Dec-05 186
Watson, Brian
558 Linville Rd • Kernersville, NC 27284
(336)785-0750
271 Athena $995 >5 Jun-96 183 Easy Language Code is available.
Wilder, Welles
Trend Research Ltd. • PO Box 128 • McLeansville, NC 27301
(336) 698-0500
65 Parabolic Stop $65 4 Jan-87 189 Rules for all systems are included in one book.
82 Directional Movement 2 Jan-87 194
84 Swing Index System 7 Jan-87 168
85 Volatility 5 Jan-87 95
Wright, David
33 Fourwinds Road • London, Ontario • Canada N6K3L1
(519) 657-7402
125 Dual Cross $600 7 May-91 126 Not optimized.
247 Lil' Gapper II ??? 3 Jan-91 261 Simple rules.
251 T-Bond 2000 ??? 5 Nov-96 271 Simple counter trend daytrading rules
Zwag, Peter
Voice: 61 3 9012 7596
info@trademaid.com • www.trademaid.com
450 Bounce 2 $150/month ? Jan-04 89
539 Turbo Trader Pro $150/month ? Mar-06 12 Lease US $150 per mini Russell contract per month.

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64 Futures TruthTM • Issue #1-2008 • www.FuturesTruth.com


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