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Trade the EURUSD Every Day

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Risk and (ia)ility*

he a%thor and the p%!&isher i# the in#ormation contained herein are
not responsi!&e #or any actions that yo% %nderta"e and wi&& not !e
he&d acco%nta!&e #or any &oss or in/%ries.

"s with "+# for! of tradin there are risks involved. Please
understand these risks and )e sure to understand the i!portant
,onditions-Ter!s. Risk Disclosure. lia)ility Disclai!er
/nfor!ation located at the )otto! paes of this docu!ent.



Understandin the 0ore1 2arket

-hi&e the 'ore0 mar"et might seem comp&e0, it is act%a&&y /%st a
#oreign e0change mar"et. .t is thro%gh this mar"et that !an"s,
companies and even trave&ers are a!&e to cond%ct !%siness on an
internationa& &eve& !y changing money. ,imp&y p%t, it is p%rchasing
one c%rrency whi&e se&&ing another c%rrency.

Pro#its are made in the 'ore0 mar"et thro%gh the va&%e di##erence that
e0ists !etween two di##erent c%rrencies. his is "nown as the e0change
rate. D%e to the #act that c%rrencies are no &onger !o%nd to the go&d
standard, rates o# e0change are constant&y in a state o# #&%ct%ation.
,pec%&ators hope that !y trading c%rrencies one c%rrency wi&& gain in
va&%e over another c%rrency. A sma&& amo%nt o# money is %sed to
&everage s%ch trades !y contro&&ing m%ch &arger s%ms o# money.
Conse1%ent&y, even a re&ative&y sma&& change in c%rrency va&%e can
res%&t in dramatic gains or &osses.
-hi&e the stoc" mar"et is #re1%ent&y considered to !e 1%ite
s%!stantia&, the 'ore0 mar"et acco%nts #or an estimated 23 tri&&ion per
day. his is act%a&&y severa& times &arger than the 4ew 5or" ,toc"
E0change. D%e to the #act that the 'ore0 mar"et is so &arge, it is a&so
very &i1%id. At any given time there is typica&&y an instantaneo%s se&&er
or !%yer #or any o# the ma/or pairs o# c%rrency. +ost trading is
cond%cted #or the p%rpose o# pro#it. .n rea&ity, on&y appro0imate&y 67
o# a&& dai&y trades are cond%cted #or the p%rpose o# act%a&&y
e0changing c%rrencies #or trave& or !%siness.

he 'ore0 mar"et is so massive8 it is not possi!&e to manip%&ate it.
A&tho%gh some o# the most power#%& centra& !an"s in the wor&d have
attempted to do so, they 1%ic"&y &earned otherwise. ,%ch was the case
in 1992 when the :an" o# Eng&and %ti&i;ed its own reserves to provide
s%pport #or the po%nd against the rising E%ro. .nvestors who made
trades against the po%nd were a!&e to overwhe&m the :an" o# Eng&and
!y their sheer n%m!ers. .n #act, there are r%mors which s%ggest that
one investor in partic%&ar, <eorge ,oros, managed to !ring in a pro#it
o# some one !i&&ion do&&ars within the space o# one day.

he 'ore0 mar"et is a&so comp&ete&y virt%a&. .n other words, there is no
act%a& !%i&ding where se&&ers and !%yers are a!&e to meet. A&& trading
on the mar"et is cond%cted on&ine or over the te&ephone. .t is possi!&e
#or sma&& investors to cond%ct trade thro%gh c%rrency !ro"ers8
however, those !ro"ers then p&ace order thro%gh m%ch &arger !an"s.
Commissions on s%ch trades are "ept &ow and are act%a&&y !%i&t direct&y
into the e0change rate, so there are no s%rprises.

here is an o&d c&ich= which states >the s%n never set on the :ritish
Empire.? o a degree, the same is tr%e #or the trading day on the
'ore0 mar"et. *n&i"e the stoc" e0change, the 'ore0 mar"et never
rea&&y c&oses. he mar"et #irst opens in ,ydney, A%stra&ia at &oca&
+onday morning time and then contin%es to &itera&&y move with the
s%n across the g&ove to o"yo and then on to 'ran"#%rt, London and
#ina&&y conc&%des in 4ew 5or". @owever, even then, it is not rea&&y over
!eca%se it then moves right !ac" to ,ydney. he mar"et does #ina&&y
c&ose on 'riday evening in 4ew 5or". -hat this means #or investors is
that there is some type o# c%rrency which is avai&a!&e to !e traded any
given time o# the day or night. ,omewhere in the wor&d there is a
c%rrency that is !eing traded active&y. -hi&e it might !e midnight in
&oca& time, opport%nities sti&& e0ist to ma"e a pro#it on the 'ore0
mar"et somewhere in the wor&d.
,%ch &engthy trading ho%rs ma"e it possi!&e #or investors to spec%&ate
regarding the res%&ts o# wor&d events as they are ta"ing p&ace$in rea&
time. 'or instance, it a co%ntry ma"es an anno%ncement that data wi&&
!e re&eased regarding economic dec&ine or growth, this a&&ows an
investor to easi&y ta"e advantage o# s%ch in#ormation, regard&ess o#
what it might !e &oca&&y.

At one time, sma&& investors were not a!&e to ta"e advantage o# the
'ore0 mar"et. .n many ways, it was 1%iet&y reserved #or &arge
corporations, !an"s and other important p&ayers in the wor&d c%rrency
game. D%e to a s&ate o# new &aws that were introd%ced in 20008
however, the 'ore0 #ie&d was opened to everyone. 4ow, sma&&
investors and traders can start o## with trading acco%nts #or as &itt&e
as 2260.

The Basics of 0ore1 ,harts

.n %nderstanding the !asics o# 'ore0 trading charts, it is important to
%nderstand that each c%rrency pair is 1%oted in the same manner. 'or
instance, yo% wi&& a&ways see the E*)*,D c%rrency pair written as
E*)*,D. -hat this means is that the !ase c%rrency is E*) and the
terms c%rrency is *,D. Conse1%ent&y, i# the chart re#&ects a c%rrent
price o# E*)*,D at a!o%t 1.21668 what this means to yo% as an
investor is that 1 E*)( can !e %sed to p%rchase appro0imate&y
1.2166 *, do&&ars. .t sho%&d a&so !e %nderstood that the trade si;e is
the amo%nt #or the !ase c%rrency that is !eing %sed #or trading
p%rposes. Aeeping to the same e0amp&e, i# yo% wish to p%rchase
200,000 E*)*,D, yo% wo%&d !e p%rchasing 200,000 E*)(s.

.# yo% p%rchase a c%rrency pair, this means yo% are &ong on the position
or that yo% thin" the chart #or that c%rrency pair wi&& increase. P%t
another way, yo%r goa& is #or the !ase c%rrency to gain strength against
the terms c%rrency. (nce again, "eeping to the same e0amp&e, with the
E*)*,D, the E%ro wo%&d gain in strength against the *,D.

A&ternate&y, i# yo% were to se&& the c%rrency in order to shorten the
position, this wo%&d mean yo% e0pect the c%rrency pair chart to
dec&ine in order to ma"e a pro#it. .n other words, yo% e0pect the !ase
c%rrency to act%a&&y wea"en against the terms c%rrency.

*nderstanding :ars Charts

:y #ar, the most common types o# price !ars which are %ti&i;ed
in 'ore0 trading are the Cand&estic" chart and the :ar chart.
.n these representations, price !ars represent a period o# time thro%gh
a &ine or &inear representation. his ma"es it possi!&e #or the %ser to
see a graphic representation which s%mmari;es activity over a
speci#ied period o# time. Each !ar on the chart o##ers simi&ar
characteristics. his ma"es it possi!&e #or the %ser to g&ean severa&
pieces o# important in#ormation regarding that time #rame. hese
pieces o# in#ormation inc&%deB

@ C @ighest Price

L C Lowest Price
( C (pening Price

C C C&osing Price

he highest point seen on the !ar is representative o# the highest
price that was o!tained d%ring that speci#ic time period. he &owest
point on the !ar is representative o# the &owest price that was
o!tained d%ring that speci#ied time period. )eg%&ar !ars are a&so
%ti&i;ed to represent opening price period with sma&& dots &ocated to
the &e#t o# the !ar. ,ma&& dots to the right o# the !ar are %sed to notate
the c&osing price d%ring that time period.



E0amp&eB

























,andlestick ,harts

Cand&estic" charts, a&so sometimes "nown as Dapanese Cand&estic"
charts, are a&so %ti&i;ed to vis%a&&y represent the same type o#
in#ormation as is presented on Price !ar charts. he so&e di##erence
!etween the two is that on a Cand&estic" chart the opening and
c&osing disp&ay a !o0, in which there is a co&or disp&ay. -hen the co&or
inside the !o0 is red, this indicates the c&osing price was &ower than
the opening price. -hen the co&or inside the !o0 is !&%e, this indicates
the c&osing price was higher than the opening price.

.# the !o0 depicts a &ine that goes %pward #rom the !o0, this indicates a
high and is "nown as the wic". (n the other hand, i# the !o0 depicts a
&ine going downward, this indicates a &ow and is "nown as the tai&.





























Understandin Ti!e 0ra!es and ,hart /ntervals

A time #rame, a&so "nown as a chart ime ,ca&e and Period, is %sed to
indicate the amo%nt o# time that ta"es p&ace !etween the opening and
c&osing o# a cand&estic" or !ar. +ost 'ore0 charts show a !id price
instead o# an as" price. Aeep in mind that prices are a&ways 1%oted
with a !id as we&& as an o##er or as". 'or instance, the c%rrent price
#or E*)*,D might !e 1.2066 !id and the as" or o##er co%&d !e
1.206E. -hen yo% are ready to p%rchase, yo% do so at the as" price.
his is the higher o# the two prices noted in the spread. -hen yo% are
ready to se&&, yo% se&& at the !id price. his is the &ower o# the two
prices in the spread.

he spread !etween the prices is simp&y the di##erence that e0ists
!etween the !id price and the as" price. he spread is a&so meas%red
in a term "nown as a pip. A pip is the sma&&est %nit in which a
c%rrency may !e traded. he act%a& pip va&%e is not a set price. his is
important to "eep in mind. 'or instance, s%ppose yo% are trading
E*)*,D and a pip has a va&%e o# 210. .# yo% were trading a sma&& &ot
o# E*)*,D, then the pip wo%&d have a va&%e o# 21. here are some
!ro"ers that wi&& a&&ow #or what is "nown as an incrementa& pip, which
is a #raction o# a pip.

.t a&ways important to "eep in mind that a&tho%gh the 'ore0 mar"et
does a&&ow #or more &everage in terms o# the #%nds that yo% act%a&&y
possess, there can !e a downside to this. -hi&e it is possi!&e to earn
pro#its on &everaged #%nds Fmore #%nds than yo% act%a&&y ownG, yo%r
&osses can a&so !e amp&i#ied. his is why it is imperative that yo%
ta"e the time to ed%cate yo%rse&# regarding the !est time to enter as
we&& as e0it the mar"et. 5o% m%st a&so &earn to anticipate a&& types o#
movements on the mar"et.

)emem!er, it is never a good idea to p&ace a&& o# yo%r !ets in one
!as"et, so to spea". he !est !et is to a&ways trade in a conservative
manner8 !oth psycho&ogica&&y as we&& as monetari&y. ,imp&y p%t, i# yo%
are not certain a!o%t &everaging yo%r investments and yo%r ris"$
to&erance, it is cr%cia& that yo% spea" with yo%r !ro"er !e#ore ma"ing
any trades.

Tradin Psycholoy

-hen it comes to trading, the most important thing to "eep in mind is
se&#$discip&ine. his is cr%cia& as !oth pro#its and &osses can !e
enormo%s in this mar"et. +ore than three tri&&ion do&&ars e0changes
hands in this mar"et dai&y. .t is possi!&e to pro#it #rom this e0change
o# c%rrencies, i# yo% are a!&e to contro& three critica& emotions that
#re1%ent&y tend to &ead to c&o%ded /%dgment and o#ten res%&t in &ost
pro#its. hose emotions are, H<reedI H'earI and H@opeI.

<iven a proper investment strategy, the 'ore0 mar"et ma"es it possi!&e
to earn a tidy pro#it. -ith that said, greed a&ways comes into p&ay in any
h%man e##ort and this is no &ess tr%e when it comes to investing. <reed
res%&ts in one o# the o&dest pro!&ems in investing$overtrading. -henever
a trader engages in overtrading, there is a tremendo%s potentia& to ris"
#ar too m%ch, ho&d a good position #or too &ong or enter the mar"et too
&ate and #ind onese&# in a &osing position.

<reed can a&so 1%ic"&y c&o%d one?s /%dgment8 perhaps #aster than
anything e&se. @omewor" and se&#$discip&ine8 however, can he&p yo% to
"eep !oth yo%r #oc%s as we&& as yo%r pro#its.
rading in a sim%&ated acco%nt environment is a great way to &earn
the ropes o# the mar"et, !%t it is important to ma"e s%re yo% %se the
same position and psycho&ogy as yo% wo%&d when trading in a &ive
acco%nt.

Another emotion which is common&y seen in investing is #ear. 'ear is
act%a&&y 1%ite predicta!&e and can res%&t in panic se&&ing. 'ort%nate&y,
we can a&ways re&y on the mar"et to correct itse&#. he "ey is to
remain ca&m and remain with yo%r chosen trading method. rading
in a demo or sim%&ated acco%nt !e#ore %sing trading methods is a
great way to e&iminate #ear. 5o% can !e certain yo% "now precise&y
what to e0pect as yo% watch trades p&ay o%t$in rea&$time.

@ope is certain&y something everyone can %se a hea&thy dose o#. .n
terms o# investment8 however, hope can sometimes ca%se %s to ma"e
mista"es. his is partic%&ar&y tr%e when it comes to staying with a
position #or too &ong a time period. here are de#initive e0it points and
it is cr%cia& that yo% stic" with them. .n the end, the n%m!ers wi&& not
ever &ie to yo%. :y ma"ing %se a stop &oss e0it that is pre$determined,
yo% can protect against dangero%s #a&se hopes and ens%re that a
&osing position does not t%rn against yo%. -hether yo% are wor"ing
with a &ive acco%nt or a demo acco%nt, ma"e certain yo% are a&ways
honest with yo%rse&#. )emem!er, on&y yo% are responsi!&e #or yo%r
actions.

'ort%nate&y, whi&e the mar"et may at times !e driven !y emotions, the
mar"et can a&so !e rather easi&y predicted. his is precise&y !eca%se
the mar"et is a&ways driven !y the same h%man emotions. 5o% can
%se these !asic tips to "eep yo%r pro#its %pB

'irst, t%ne o%t noise. ,hort$term #actors can de#inite&y a##ect pro#its in
the &ong$term, partic%&ar&y i# yo% ma"e the mista"e o# ma"ing
investment decisions that are rash. 4ever a&&ow interr%ptions to
a##ect yo% when yo% are trading. +a"e s%re yo% are #ree #rom any
and a&& other o!&igations d%ring trading times.

A&so, choose a trading strategy and stic" with it. (# co%rse, this
certain&y does not mean yo% sho%&d ignore rea&ity, !%t it does mean
that yo% sho%&d not a&&ow yo%r strategy to waver !ased on every &itt&e
thing yo% hear or read.
)egard&ess o# how yo% approach the 'ore0 mar"et, "eep in mind that
the most important #actors in yo%r %&timate s%ccess is se&#$discip&ine.



T3E 4E5ER# D"# P/PS6 S#STE2*

he Every Day Pips method is a #ore0 trade that happens at the same
time each and every day %sing two o# the most common indicators
%sed in #ore0 tradingJ the +ACD and a :o&&inger :and.

-hi&e . wi&& o%t&ine a very speci#ic entry and e0it that has yie&ded over
EK7L pro#ita!&e trades over the &ast 6 years trading EME)5 day, and
over EN7L pro#ita!&e trades over the &ast 6 years o# !ac"testing
trading near&y dayL, "eep in mind that the trader has the &i!erty to
ma"e ad/%stments to the method discretionari&y.

-hi&e the method can !e %sed on many di##erent c%rrency pairs we
recommend the E*)*,D. -hy E*)*,DO he E*)*,D is e0treme&y
&i1%id and %s%a&&y has among the tightest pip spreads o# any pair.

.# yo% do %se the EME)5 DA5 P.P, method on pairs other than the
E*)*,D then yo% wi&& &i"e&y want to %se a di##erent rading imes and
perhaps di##erent pip amo%nts #or the target and stop &oss. 5o% may
want to even ad/%st he +ACD and +oving Average settings. +ore
advanced traders can e0periment with this at their own discretion, !%t
the #o&&owing in#ormation pertains on&y to the E*)*,D c%rrency pair.



The Syste!*

The Trade 3appens at 7*88a! EDT 9+ew #ork Ti!e: every
day. There is another trade outlined )elow that happens at
;*<8a! EDT 9+ew #ork Ti!e: nearly every day !%t #or now we?&&
disc%ss the primary systemB

.+P()A4B .# yo% are in a time ;one other than E, F4ew 5or"
imeG yo% wi&& need to ad/%st the trade time !y the n%m!er o# ho%rs
di##erence yo%r time ;one is. 'or e0amp&eB .# yo% are in a time ;one
that is 3 ho%rs !ehind 4ew 5or" then the trade occ%rs at 10B00pm. .#
yo%Pre in a time ;one that is Q ho%rs ahead o# 4ew 5or" then the
trade occ%rs at Nam, etc, etc. D%st ma"e s%re yo% have ca&c%&ated the
correct time that matches 1B00am E, F4ew 5or" imeG. Every trade
is ta"en at that time each day.

SETT/+= UP T3E ,3"RT*

App&y an +ACD and a :o&&inger :and .ndicator to a 20 min%te E*)*,D
chart. 4(EB 5o% can a&so %se a 16 min%te chart i# yo% wish !%t in
this can yo% can %se a ta"e pro#it target o# 30 pips and stop &oss o# N0
pips.

1G Change the de#a%&t settings o# the +ACD indicator
toB 'ast&engthC11, ,&ow&engthC2N, +ACD&engthCK
2G Add a :o&&inger :and to the chart and change the de#a%&t
settings to the #o&&owingB :o&&inger Length C 1Q, 4%mDevs*p C
3, 4%mDevsDnC$1.1



E+TER/+= T3E TR"DE*

At the c&ose o# the rade ime !ar Fthe 1B00am 4ew 5or" time !arG i#
the +ACD #ast &ine is a!ove the s&ow &ine then :*5 L(4< on the open
o# the very ne0t !ar. .# the +ACD #ast &ine is !e&ow the s&ow &ine then
,ELL ,@() on the open o# the very ne0t !ar. 5es, itPs that simp&eR

4(EB .# yo%?re %sing an +ACD that has a histogram then the signa&
is when it is a!ove or !e&ow the ;ero &ine.











E>"2P(E ,3"RT "+D TR"DES*








































$ptional Bolliner Band Entry 5erifier*

'or a trade with even more pro#it potentia& the :o&&inger :and can !e
%sed #or entry.

*se the same entry r%&es o%t&ined a!ove e0cept on&y !%y &ong when
the +.DL.4E FAverage &ineG o# the :o&&inger :and is going *P and on&y
se&& short when it?s going down. A&tho%gh this wi&& #i&ter o%t some
trades this added criteria can increase the acc%racy and pro#it potentia&
o# the trade.







E>"2P(E with Bolliner Band*








































E>/T/+= T3E TR"DE

E0iting the HEvery Day PipsI method is a two part processB

7: Profit Taret and Stop (oss* As soon as the trade is entered
%se a 6Q pip pro#it target and a N2 pip stop &oss #or !oth &ong and
short positions. +ore advanced traders co%&d e0periment with other
target and stop &oss amo%nts at their own discretion. 4(EB .# %sing a
16 min%te chart yo% can %se a ta"e pro#it target o# 30 pips and stop
&oss o# N0 pips.

?: Bolliner Band E1its* .# a L(4< open position is P)('.A:LE and
the C%rrent Price to%ches the *PPE) :A4D o# the :o&&inger then se&&. .#
a ,@() open position is P)('.A:LE and the C%rrent Price to%ches
the L(-E) :A4D o# the :o&&inger then e0it/cover.
,o one o# three things wi&& happenB he trade wi&& hit the target,
the stop &oss, or e0ited i# the price to%ches the %pper/&ower
:o&&inger :and.

.n the rare and %n&i"e&y event that the trade is open ti&& the #o&&owing
1am entry then the trade is simp&y &e#t open %nti& the target or stop
or #irst pro#ita!&e !ar occ%rs.

+ore advanced traders can %se di##erent targets and stops
and/or other indicators/means o# e0iting the trade.

+$TE* -e recommend trading %sing a demo/sim%&ated acco%nt
to !ecome com#orta!&e with the system.



hatPs it.. itPs that simp&e. -e?ve !ac"tested this system at over EQ7
pro#ita!&e over an E$year period and over 2000 tradesL



Secondary Trade 9$ccurs at ;*<8a! EST nearly every day:*

Settin up the ,hart*

App&y a 13 period/&ength ,imp&e +oving Average indicator to a 10
min%te E*)*,D chart.

+$TE* #ou !ay use a 7& !inute chart if you choose )ut in
this case the trade is entered at the close of the ;*<&a! )ar
as opposed to the close of the ;*<8a! )ar.

E+TR#*

At the c&ose o# the 9BK0am E, !ar i# the +oving Average &ine is going
*P then on the open o# the ne0t !ar p%t a stop entry :*5 L(4< order
at the @.<@ o# the 9BK0am !ar and i# the +oving Average &ine is going
D(-4 then on the open o# the ne0t !ar p%t a stop entry ,@() ,ELL
order at the L(- o# the 9BK0am !ar.

E>/T*

.# the entry is triggered and yo% are in an open position then set a
10 pip target and a 16 pip stop &oss () a 16 pip target and a 26 pip
stop &oss depending on i# the mar"et seems to rea&&y !e moving.
+ore advanced traders can %se di##erent targets and stop &oss &eve&s
or other indicators/means o# e0it.





E>"2P(E ,3"RT "+D TR"DES*










































+$TE* -e recommend trading %sing a demo/sim%&ated acco%nt
to !ecome com#orta!&e with the system.



-ishing yo% the :E, trading s%ccess,

+ar" Christopher



2ore 0ore1 Sy!)ols*

E*)/*,DB E%ro / *, Do&&ar Fthis is the one we recommend #or this
systemG

*,D/DP5B *, Do&&ar / Dapanese 5en
<:P/*,DB :ritish Po%nd / *, Do&&ar

*,D/C@'B *, Do&&ar / ,wiss 'ranc
*,D/CADB *, Do&&ar / Canadian Do&&ar
A*D/*,DB A%stra&ian Do&&ar / *, Do&&ar

E*)/DP5B E%ro / Dapanese 5en
E*)/C@'B E%ro / ,wiss 'ranc

<:P/C@'B :ritish Po%nd / ,wiss 'ranc

<:P/DP5B :ritish Po%nd / Dapanese 5en
C@'/DP5B ,wiss 'ranc / Dapanese 5en

4SD/*SDB 4ew Sea&and Do&&ar / *, Do&&ar

*,D/SA)B *, Do&&ar / ,o%th A#rican )and
*,D/<)DB *, Do&&ar / <ree" Drachma

*,D/,EAB *, Do&&ar / ,wedish Aroner
*,D/4(AB *, Do&&ar / 4orwegian Aroner
*,D/DAAB *, Do&&ar / Danish Aroner

*,D/'.+B *, Do&&ar / 'innish +ar""a

*,D/4L<B *, Do&&ar / D%tch <%i&der
*,D/+T4B *, Do&&ar / +e0ican Peso

*,D/:)LB *, Do&&ar / :ra;i&ian )ea&
*,D/.D)B *, Do&&ar / .ndonesian )%piah
*,D/@ADB *, Do&&ar / @ong Aong Do&&ar
*,D/,<DB *, Do&&ar / ,ingapore Do&&ar

*,D/CSAB *, Do&&ar / C;ech Aroner








*Important Conditions/Terms, Risk Disclosure, liability Disclaimer Information:

Risk Disclosure/ Liability Disclaimer / Terms:

Commodity Futures Trading Commission Futures, Options trading, and Forex trading has large
potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept
them in order to invest in the futures, forex and options markets. Don't trade with money you can't afford
to lose. This is neither a solicitation nor an offer to Buy/Sell futures, stocks, options, forex currencies. No
representation is being made that any account will or is likely to achieve profits or losses similar to those
discussed on this web site. The past performance of any trading system or methodology is not
necessarily indicative of future results.

Due to the inherent risks of internet data transfer, data feed interruptions, rejected orders, etc., Addwins,
LLC cannot be held responsible for any order not properly processed. Trading these systems from a
home computer must therefore be monitored at all times to ensure proper execution and it is understood
to be totally dependent on the users oversight of these automated trading systems. To ensure that this
risk is acceptable to the user, a document stating same must be signed and returned, absolving
Addwins, LLC from any liability from trade aberrations.

RISK DISCLOSURE STATEMENT (CFTC Reg. Sec. 1.55)
The risk of loss in trading commodity futures contracts can be substantial. You should, therefore,
carefully consider whether such trading is suitable for you in light of your circumstances and financial
resources. You should be aware of the following points:

(1) You may sustain a total loss of the funds that you deposit with your broker to establish or maintain a
position in the commodity futures market, and you may incur losses beyond these amounts. If the
market moves against your position, you may be called upon by your broker to deposit a substantial
amount of additional margin funds, on short notice, in order to maintain your position. If you do not
provide the required funds within the time required by your broker, your position may be liquidated at a
loss, and you will be liable for any resulting deficit in your account.

(2) Under certain market conditions, you may find it difficult or impossible to liquidate a position. This can
occur, for example, when the market reaches a daily price fluctuation limit (limit move).

(3) Placing contingent orders, such as stop-loss or stop-limit orders, will not necessarily limit your
losses to the intended amounts, since market conditions on the exchange where the order is placed may
make it impossible to execute such orders.

(4) All futures positions involve risk, and a spread position may not be less risky than an outright
long or short position.

(5) The high degree of leverage (gearing) that is often obtainable in futures trading because of the small
margin requirements can work against you as well as for you. Leverage (gearing) can lead to large
losses as well as gains.

(6) You should consult your broker concerning the nature of the protections available to safeguard
funds or property deposited for your account.

ALL OF THE POINTS NOTED ABOVE APPLY TO ALL FUTURES TRADING WHETHER FOREIGN
OR DOMESTIC. IN ADDITION, IF YOU ARE CONTEMPLATING TRADING FOREIGN FUTURES OR
OPTIONS CONTRACTS, YOU SHOULD BE AWARE OF THE FOLLOWING ADDITIONAL RISKS:

(7) Foreign futures transactions involve executing and clearing trades on a foreign exchange. This is the
case even if the foreign exchange is formally linked to a domestic exchange, whereby a trade executed
on one exchange liquidates or establishes a position on the other exchange. No domestic organization
regulates the activities of a foreign exchange, including the execution, delivery, and clearing of
transactions on such an exchange, and no domestic regulator has the power to compel enforcement of
the rules of the foreign exchange or the laws of the foreign country. Moreover, such laws or regulations
will vary depending on the foreign country in which the transaction occurs. For these reasons, customers
who trade on foreign exchanges may not be afforded certain of the protections which apply to domestic
transactions, including the right to use domestic alternative dispute resolution procedures. In particular,
funds received from customers to margin foreign futures transactions may not be provided the same
protections as funds received to margin futures transactions on domestic exchanges. Before you trade,
you should familiarize yourself with the foreign rules which will apply to your particular transaction.

(8) Finally, you should be aware that the price of any foreign futures or option contract and, therefore,
the potential profit and loss resulting therefrom, may be affected by any fluctuation in the foreign
exchange rate between the time the order is placed and the foreign futures contract is liquidated or the
foreign option contract is liquidated or exercised.

THIS BRIEF STATEMENT CANNOT, OF COURSE, DISCLOSE ALL THE RISKS AND
OTHER ASPECTS OF THE COMMODITY MARKETS

CFTC REG SEC. 4.41 HYPOTHETICAL PERFORMANCE RESULTS DISCLOSURE

THESE RESULTS ARE BASED ON SIMULATED OR HYPOTHETICAL PERFORMANCE RESULTS
THAT HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE THE RESULTS SHOWN IN AN ACTUAL
PERFORMANCE RECORD, THESE RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO,
BECAUSE THESE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THESE RESULTS MAY HAVE
UNDER-OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS,
SUCH AS LACK OF LIQUIDITY. SIMULATED OR HYPOTHETICAL TRADING PROGRAMS IN
GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT
OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY
TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THESE BEING SHOWN.

These programs are provided by "Addwins, LLC". Please be advised that Addwins, LLC, it's owners and/or
operators are not a registered broker, financial advisor, nor is registered in any way with any government
regulator agency. Addwins, LLC makes this information, its products and services available through this
website under the First Amendment of the Unites States Constitution. Addwins, LLC has makes great effort to
list all information to be very accurate. All data included in this website is considered HYPOTHETICAL.
Futures, Forex, and Options on Futures trading involves substantial risk and is not suitable for all investors.
Addwins, LLC products and services are not suitable for everyone. Trading should only be done with true risk
capital. Past performance is not necessarily indicative of future results.

Upon subscribing to or purchasing a system from Addwins, LLC and/or any website linked to or affiliated
with Addwins, LLC you agree to not hold Addwins, LLC it's and its owners and/or operators liable for loss
of any kind, including but not limited to, financial loss. Additionally you understand that you are
subscribing and/or purchasing under a no-refund policy. ALL fees (including monthly and yearly) are non-
refundable regardless of program performance. ALL SALES ARE FINAL. Addwins, LLC and it's owners
and/or operators do not offer advice but rather the automated trading systems therefore it may be
prudent to discuss your trading with a broker carrying your account. You agree to indemnify, defend and
hold harmless Addwins, LLC, its officers, directors, employees, agents, licensors, suppliers from and
against all losses, expenses, damages and costs, including reasonable attorneys fees, resulting from any
violation of this Agreement (including negligent or wrongful conduct) or loss of any kind, by you or any
other person accessing the Service.

You agree to indemnify, defend and hold harmless Addwins, LLC, its officers, directors, employees,
agents, licensors, suppliers from and against all losses, expenses, damages and costs, including
reasonable attorneys fees, resulting from any violation of this Agreement (including negligent or
wrongful conduct) or loss of any kind, by you or any other person using the purchased program.

Confidentiality

This agreement covers proprietary information belonging to Addwins, LLC (Addwins) that
is made available or disclosed to the party signing this agreement (the "Recipient"). This information

(referred to as the "Confidential Information") includes, but is not limited to, software products (Software
Products), trading recommendations generated by the software, software source code (Software Source
Code), documentation, and correspondences, all rights to which are owned or controlled by Addwins,
that have not otherwise been made publicly available by Addwins. Confidential Information, however,
does not include: (a) information generally available to the public; (b) widely used programming practices
or algorithms, (c) information rightfully in the possession of the Recipient prior to signing this agreement.

The Recipient agrees to hold the Confidential Information in strict confidence and shall not
disclose such information to any third party without the prior written permission of Addwins The
Recipient also agrees to employ all steps necessary to protect the Confidential Information from
unauthorized disclosure or use, including without limitation, all steps the Recipient uses to protect
information they consider proprietary or a trade secret.

The Recipient shall refrain from directly or indirectly acquiring any interest in, or designing, creating,
manufacturing, selling or otherwise dealing with any item or product containing the Confidential Information
received by Recipient under this agreement. The Recipient acknowledges and agrees that any Software
Source Code and Software Products received under this agreement, and any Software Products derived or
compiled from the Software Source Code, are subject to the following limitations:
1.) Recipient may use the Software Products only on the TradeStatiom platform. Use on all other
operating systems is expressly forbidden by this agreement.

2.) Recipient may not grant rights to use the Software Source Code or Software Products to any other
individual or entity. Usage of these is limited to the Recipient signing below. 3.) Recipient is subject to all
terms and limitations set forth in all separate software licenses provided by Addwins to Recipient with
the Software Source Code.

This agreement shall be governed by and construed in accordance with the laws of the United
States, and state of Idaho.

Addwins provides the Confidential Information on an AS IS basis and is not responsible for any
loss or damages arising from the use of the Confidential Information made available under this
agreement. Neither party of this Agreement may assign this Agreement or any rights or obligations
under it, without prior written consent by both parties, and any attempt to do so is void; neither grants the
other any licenses under any patents or copyrights.

Termination.

This Agreement may be terminated by either party without notice at any time for any reason.

This Agreement shall survive any termination of this Agreement and be governed and construed in
accordance with the laws of The United States of America applicable to agreements made and to be
performed in The United States of America. You agree that any legal action or proceeding between
Addwins, LLC, it's owners and/or operators and you for any purpose concerning this Agreement or the
parties obligations hereunder shall be brought exclusively in a federal or state court of competent
jurisdiction sitting in the State of Idaho in The United States of America, unless otherwise decided by
Addwins, LLC, it's owners and/or operators. Any cause of action or claim you may have with respect to
the Service must be commenced within one (1) year after the claim or cause of action arises or such
claim or cause of action is barred. Addwins, LLC, it's owners and/or operators failure to insist upon or
enforce strict performance of any provision of this Agreement shall not be construed as a waiver of any
provision or right. Neither the course of conduct between the parties nor trade practice shall act to
modify any provision of this Agreement. Addwins, LLC, it's owners and/or operators may assign its rights
and duties under this Agreement to any party at any time without notice to you.