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1 Stepped Parameter Summary Performance Test Ending Balance CAGR% MAR Modified Sharpe Annual Sharpe Max Total Equity DD Longest Drawdown # Trades 1 75, % NA 38.9% of 6 7/10/2013 8:42 AM

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4 Yearly Performance Summary Year Days Closed Balance End Total Equity Total Equity Gain Gain % # Trades , , , % 331 Trading Performance Win/Loss Statistics 4 of 6 7/10/2013 8:42 AM

5 CAGR % 52.09% MAR Ratio 1.34 RAR % 8.37% R-Cubed 2.72 Robust Sharpe Ratio 0.12 Margin to Equity Ratio 65.78% Daily Return % % Daily Geometric Return % % Daily Standard Deviation % 4.65% Daily Downside Deviation % 2.62% Daily Sharpe Daily Geo Sharpe Daily Sortino Modified Sharpe Ratio 0.91 Annual Sharpe Ratio NA Annual Sortino Ratio + Monthly Sharpe Ratio 0.25 Monthly Sortino Ratio 0.60 Calmar Ratio 2.23 R-Squared Maximum Total Equity Drawdown % 38.89% Longest Total Equity Drawdown (months) 5.85 Average Max TE Drawdown % 23.78% Average Max TE Drawdown Length (months) 2.17 Maximum Monthly Total Equity Drawdown % 23.34% Maximum Monthly Closed Equity Drawdown % 29.89% Maximum Closed Equity Drawdown % 37.94% Average Closed Equity Drawdown % 17.97% Wins % Losses % Total % Winning Months % Losing Months % Total % Average Risk Percent 3.46% Average Win Percent 3.33% Average Loss Percent 2.15% Average Win Dollars 1, Average Loss Dollars 1, Average Trade Percent 0.22% Average Trade Duration 4.72 Average Trade Dollars Profit Factor 1.13 Percent Profit Factor 1.18 Expectation 0.06 Equity Management Test Starting Equity 50, Order Generation Equity 0.00 Order Generation Equity High 0.00 Leverage (fraction) 1.00 Trading Equity Base Total Equity Drawdown Reduction Threshold (%) 0.00% Drawdown Reduction Amount (%) 0.00% Round Turns Per Million 21,616 Round Turns 1,032 Total Trades 331 Start Account Balance 50, Total Win Dollars 222, Total Loss Dollars 196, Total Profit 25, Earned Interest 0.00 Margin Interest 0.00 End Account Balance 75, End Open Equity End Total Equity 75, Highest Total Equity 80, Highest Closed Equity 79, Total Commissions 10, Commission per Round Turn Total Slippage 23, Slippage per Round Turn Total Forex Carry 0.00 Total Dividends 0.00 Total Other Expenses 0.00 Monte Carlo Confidence Level Statistics 90% Return % 90% Sharpe % MAR % R Squared % Maximum Drawdown 56.56% 90% Second Largest Drawdown 34.62% 90% Third Largest Drawdown 30.86% 90% Longest Drawdown % Second Longest Drawdown % Third Longest Drawdown 2.2 Test Period First Test Date Last Test Date Symbol Wins % Losses % Trades Earn Interest Earn Dividends Pay Margin on Stocks Global Simulation Parameters Commission per Stock Trade 0.00 Commission per Stock Share 0.00 Commission per Contract Commission by Stock Value (%) 0.00% Slippage Percent 3.00% Minimum Slippage 0.00 Forex Trade Size 1, Account for Forex Carry Use Pip Based Slippage Account for Contract Rolls Roll Slippage in % of ATR 3.00% Minimum Stock Volume 0 Minimum Futures Volume 0 Max Percent Volume Per Trade 0.00% Entry Day Retracement 0.00% Max Margin Equity 0.00% Trade on Lock Days Convert Profit by Stock Split Trade Always on Tick Smart Fill Exit Use Start Date Stepping Use Broker Positions Preferences Risk Free Rate 3.00% Load Volume Load Unadjusted Close Raise Negative Data Process Weekly Bars Process Monthly Bars Process Daily Bars Process Weekends Instrument Performance Summary Win Months Additional Years of Data 5.00 % Loss Months % Avg. Win % Avg. Loss % Avg. Trade % % Proft Factor CT % % % % 4.52% 1.78% 0.92% 1.91 DX % % % % 2.23% 1.75% 0.24% of 6 7/10/2013 8:42 AM

6 rading Blox Summary Test Results 6 of 6 7/10/2013 8:42 AM EC % % % % 3.69% 1.50% 1.21% 2.68 GC % % % % 3.41% 1.88% -0.16% 0.87 KC % % % % 2.79% 2.57% -0.25% 0.83 LH % % % % 2.92% 2.27% 0.16% 1.14 NG % % % % 2.27% 3.71% -0.29% 0.82 OJ % % % % 3.44% 3.17% 0.25% 1.16 PA % % % % 3.36% 2.06% 0.37% 1.33 S % % % % 3.05% 2.15% -0.00% 1.00 SB % % % % 5.32% 2.17% 0.25% 1.17 US % % % % 2.76% 1.99% -0.21% 0.83 Trend Weaver II Dev Parameters Allocation Percent % System Parameter Settings Risk Per Trade (%) 4.00% Trend Filter 80 Trade Look Back 9 Trade Percent 20 Portfolio Copyright Trading Blox, LLC 2011 Futures:Trend Weaver II