General Overview Bar Size: 60-Minute Bars Data Set Type: FOREX Analysis Range: 08/30/09 - 01/31/09 Gain/Loss: 60.57% Buy/Hold: -15.31% Leverage: 5:1 Trading Overview Trades: 57 Winners: 38 Losers: 19 Win %: 66.67% Average Win: 0.51% Average Loss: 0.44% Average Trade Length: 43 Risk Overview Profit Factor: 2.07 Annualized Sharpe Ratio: 2.90 Annualized Calmar Ratio: 11.48 Technical Indicators Kijun Sen Cross Entry/Exit System (Optimized) Training Settings Training Range: 03/12/08 - 08/03/09 Cross Val. Range: 12/28/07 - 03/12/08 Test Range: 08/05/07 - 12/27/07 Production Range: 08/03/09 - 01/31/10 Prediction Model Neural Model: n/a Hidden Layers: n/a Samples to Weights: n/a Last updated on 02/02/10

$100,000 Investment on 08/30/09 EUR/USD Buy/Hold Figure 1: Model equity over buy/hold strategy. Figure 2: Trading signals created in TradingSolutions.

System Description

This model was created using the Real-Time level of TradingSolutions. Figure 1 shows the account equity of EUR/USD over the buy/hold. Figure 2 shows the actual trading signals over the past year. In addition to the performance chart and table, some of the model specifics are summarized below. Once you have downloaded and installed an evaluation copy of TradingSolutions, you may download the complete solution for this model and import it into your portfolio for a more detailed analysis. If you would like to download this solution into TradingSolutions, please click the download button below. After importing in the data be sure to right-click on the data and choose the Trading Settings tab and change it from a Stock to FOREX Spot. After applying the Trading Solution file to the data set, right-click and choose Analyze Signals and the Analyze. Next click on the Trading Style tab and select "Override Base Trading Style..." and then click on Access All Override Settings and verify that the Trading Units are set to Whole Lots with a Lot Size of 10,000; Maximum Leverage set to 50; Initial Account Size set to $100,000 and finally the Percent of Account is set to 10% to achieve the results above.