| Portfolio Performance Report |
| Prepared for New User |
| Prepared by TradingSystemSource.com |
| Tuesday July 30, 2004 |
| Portfolio Name: Sample Custom Portfolio Builder Report |
| Time Period: 1/1/1990 to 7/30/2004 |
| Based on a $100,000 account |
| The performance tables and results of the trading systems and trading models presented below are hypothetical or simulated in nature and in no way represent actual trading. |
| Monthly Performance | |||||||||||||
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
| 1990 | 11514 | -5231 | 8065 | 5133 | -3659 | 9437 | 4561 | 7108 | 19784 | 6437 | 3457 | -4692 | 61914 |
| 1991 | -4442 | -488 | 5783 | -437 | 2915 | 69 | -4504 | 3357 | 9437 | 893 | 5694 | 30622 | 48899 |
| 1992 | -8809 | -3318 | 1864 | -411 | 4359 | 7536 | 22693 | 2494 | 899 | -1156 | 7712 | 5910 | 39774 |
| 1993 | -1836 | 17051 | 7042 | 22849 | 5888 | -3125 | -7621 | -12997 | -1118 | 515 | 14124 | 19986 | 60760 |
| 1994 | -5131 | 4454 | 6692 | 11249 | 23180 | 3304 | -2698 | -1823 | -4394 | -1132 | 24014 | -316 | 57400 |
| 1995 | 1484 | 13747 | 34831 | 10621 | 13488 | -4475 | -3457 | -119 | 2986 | 986 | 9716 | 28851 | 108660 |
| 1996 | 1891 | -7907 | 16780 | 19856 | 14039 | 4933 | 881 | -2725 | -407 | 15195 | 9171 | -3749 | 67957 |
| 1997 | 11349 | 20822 | 11387 | 8094 | -4525 | -1495 | 22453 | -3408 | 8842 | 20081 | 20102 | 8450 | 122152 |
| 1998 | -8412 | 20479 | 22496 | -27698 | 16579 | 10881 | 18455 | -6237 | 11847 | 70141 | -20152 | -7309 | 101069 |
| 1999 | 30699 | 5756 | 11951 | 7823 | 9363 | 7182 | 16108 | 8730 | 46265 | -19584 | 23983 | 33008 | 181283 |
| 2000 | 41579 | 21217 | -11967 | 69974 | 442 | 58950 | 44593 | -27850 | 42910 | 32211 | 3196 | 34897 | 310153 |
| 2001 | 62280 | 46629 | 77675 | 36733 | 70407 | 43215 | 28907 | 19622 | 2391 | 21174 | 6798 | -5491 | 410338 |
| 2002 | 345 | 2117 | 27426 | 6965 | -7789 | 92482 | 24453 | 47855 | -10097 | 48403 | 30470 | -3574 | 259056 |
| 2003 | 30464 | 39617 | -15909 | 6977 | 30081 | 5172 | 42626 | -43335 | 118 | 39527 | -601 | 17764 | 152499 |
| 2004 | -8864 | 26918 | 25172 | -15341 | 5643 | 19537 | 3117 | 56182 | |||||
| Annual Performance | |||||||||||||||||
| 1990 | 1991 | 1992 | 1993 | 1994 | 1995 | 1996 | 1997 | 1998 | 1999 | 2000 | 2001 | 2002 | 2003 | 2004 | Average | ||
| Yearly Returns | $61,914 | $48,899 | $39,774 | $60,760 | $57,400 | $108,660 | $67,957 | $122,152 | $101,069 | $181,283 | $310,153 | $410,338 | $259,056 | $152,499 | $56,182 | $135,873 | |
| Cumulative Returns | $61,914 | $110,813 | $150,587 | $211,347 | $268,747 | $377,407 | $445,364 | $567,517 | $668,586 | $849,869 | $1,160,021 | $1,570,360 | $1,829,415 | $1,981,915 | $2,038,096 | ||
| Percent Returns | 61.91% | 48.90% | 39.77% | 60.76% | 57.40% | 108.66% | 67.96% | 122.15% | 101.07% | 181.28% | 310.15% | 410.34% | 259.06% | 152.50% | 56.18% | 135.87% | |
| Drawdown | $5,231 | $4,504 | $3,318 | $24,860 | $10,047 | $8,051 | $7,907 | $6,020 | $27,698 | $19,584 | $27,850 | $5,491 | $10,097 | $43,335 | $15,341 | $14,622 | |
| Drawdown Analysis | Consecutive Profitable Periods | Consecutive Losing Periods | |||||||||||
| % Depth | $ Depth | Prior Peak | Valley | Length | Recovery | Run-up | Length | Start Date | End Date | Run-down | Length | Start Date | End Date |
| 43.34% | $43,335 | 7/2003 | 8/2003 | 1 | 4 | $529,044 | 15 | 9/2000 | 11/2001 | $-43,335 | 1 | 8/2003 | 8/2003 |
| 27.85% | $27,850 | 7/2000 | 8/2000 | 1 | 1 | $173,960 | 4 | 4/2000 | 7/2000 | $-27,850 | 1 | 8/2000 | 8/2000 |
| 27.70% | $27,698 | 3/1998 | 4/1998 | 1 | 3 | $164,789 | 3 | 6/2002 | 8/2002 | $-27,698 | 1 | 4/1998 | 4/1998 |
| 27.46% | $27,460 | 10/1998 | 12/1998 | 2 | 1 | $143,876 | 9 | 1/1999 | 9/1999 | $-27,460 | 2 | 11/1998 | 12/1998 |
| 24.86% | $24,860 | 5/1993 | 9/1993 | 4 | 3 | $119,787 | 4 | 11/1999 | 2/2000 | $-24,860 | 4 | 6/1993 | 9/1993 |
| 19.58% | $19,584 | 9/1999 | 10/1999 | 1 | 1 | $84,856 | 4 | 4/2003 | 7/2003 | $-19,584 | 1 | 10/1999 | 10/1999 |
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| Time Window Analysis | ||||||||||||
| 1 Month | 3 Month | 6 Month | 12 Month | 18 Month | 2 Year | 3 Year | 4 Year | 5 Year | ||||
| Latest | 3117 | 28297 | 65046 | 69654 | 178217 | 321738 | 512230 | 963438 | 1280629 | |||
| Count | 175 | 173 | 170 | 164 | 158 | 152 | 140 | 128 | 116 | |||
| Percent Profitable | 72.00% | 88.44% | 97.65% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | 100.00% | |||
| Average | 11646 | 35091 | 70918 | 143364 | 219200 | 296435 | 448607 | 592958 | 722791 | |||
| Average Gain | 18968 | 40527 | 72812 | 143364 | 219200 | 296435 | 448607 | 592958 | 722791 | |||
| Average Loss | -7180 | -6494 | -7714 | 0 | 0 | 0 | 0 | 0 | 0 | |||
| Best Period | 92482 | 186583 | 336938 | 498681 | 647181 | 779292 | 1016128 | 1210976 | 1348147 | |||
| Worst Period | -43335 | -23743 | -18457 | 11348 | 36991 | 73816 | 114088 | 181900 | 258717 | |||
| Trading Systems/Markets Included | |||
| The Index Trader System | |||
| Midcap 400 | Russell 2000 | ||
| Trend Rider Systems | |||
| Dollar Index | Japanese Yen | Crude Oil | Natural Gas |
| Euro Bund | Corn | Rough Rice | 10 Yr Note |
| LME Copper | Live Cattle | Palladium | Cotton |
| Lumber | Sugar | ||
| The Range Trader | |||
| Swiss Franc | Crude Oil | Corn | 10 Yr Note |
| Cotton | |||
| CFTC Notice: 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 frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk of 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 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 which can adversely affect actual trading results. |