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THE MSR PRIMARY WAVE SYSTEM

THE MSR PRIMARY WAVE SYSTEM. APPLIED TO MAJOR US INDUSTRY SECTORS. Long Term Total Returns substantial Capital Protection. Over the years, the stock market has generated Major Secular Bull Markets. Examples: 1914-1929, 1949-1964 and 1982-2000.

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THE MSR PRIMARY WAVE SYSTEM

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  1. THE MSR PRIMARY WAVE SYSTEM APPLIED TO MAJORUS INDUSTRY SECTORS Long Term Total Returns substantial Capital Protection Over the years, the stock market has generated Major Secular Bull Markets. Examples: 1914-1929, 1949-1964 and 1982-2000. The Buy-Hold strategy became dominant and mostly unquestioned. Consequently, many investors and asset managers were forced to give up much of their profits during the lengthy interveningsecular corrections. The MSR Primary Wave System is designed to provide investors with a major alternative. It is applied here to ETFs of Major US Economic Sectors from mid 2002 to mid 2009. The investment signals are derived from a series of broad price wave components labeled A, B, C, D and E, mathematically measured in most US and Global financial markets. The system protects capitalwhen a broader price wave A or B is set to decline along with a shorter component. This permits substantially greater cumulative gains over time. Primary long trades also require a “Resonance Principle” which often leads to a high percentage of successful trades of extended duration. LONG SHORT REPORT 212-422-8040

  2. The MSR Primary Wave System For ETFs of Major US Sectors Pages Introduction..................................................................................... 1 Primary Wave Long Short Results...................................................3 - 5 System Charts for Individual Sectors...............................................6 – 9 Appendix: Monthly Long Short ETF Sector Performance................................. 10 Developer and MSR Founder………………………………………..... 11 Trades and Wave Signals for Individual Sectors…………………….. 12 - 18 Additional Information……………………………………………….... 19 212-422-8040

  3. Basic Materials Energy Industrials Consumer Services Technology Financial Telecom Dates are from initial Primary Wave signal in 2002. Dates are specified in tables to follow. Interest income and transaction costs are not included. 212-422-8040

  4. Yearly Performance

  5. MSR Long/Short + 302.95 % MSR Monthly ETF Performance June 30, 2002 – June 30, 2009 U.S. Sector ETFS IYM Basic Materials IYC Consumer Services IYE Energy Sector IYF Financial Sector IYJ Industrial Sector IYWTechnology Sector IYZ Telecom Sector Percent Appreciation MSR Long Only + 115.67 % ETF Benchmark + 6.71 % l 2003 l 2004 l 2005 l 2006 l 2007 l 2008 l 2009 MSR Long/Short, MSR Long Only vs. ETF Benchmark MSR U.S. Sector ETF Performance Long/ShortMSR U.S. Sector ETF Performance Long OnlyU.S. Sector ETF Benchmark Total percent gain for the period = 302.95 % Total percent gain for the period = 115.67 % Total percent gain for the period = 6.71 % Compounded annual rate of return = 22.03 % Compounded annual rate of return = 11.61 % Compounded annual rate of return = 0.93 % 212-422-8040

  6. Cumulative Results: ETF Benchmark -17.4 % MSR Long Only 130.1 % MSR Long Short 335.7 % Market Systems Research, Inc. 212-422-8040

  7. Financial Sector ETF Benchmark -45.5 % MSR Long Only 113.9 % MSR Long Short 304.7% Energy Sector ETF Benchmark 85.7 % MSR Long Only 176.2 % MSR Long Short 314.1 % Market Systems Research, Inc. 212-422-8040 7

  8. Industrials Sector ETF Benchmark -7.6 % MSR Long Only 115.6 % MSR Long Short 286.4 % Consumer Services Sector ETF Benchmark -20.6 % MSR Long Only 65.3 % MSR Long Short 177.1 % Market Systems Research, Inc. 212-422-8040 8

  9. Basic Materials Sector ETF Benchmark 7.7 % MSR Long Only 104.3 % MSR Long Short 195.4 % Telecom Sector ETF Benchmark -41.9 % MSR Long Only 81.8 % MSR Long Short 274.7 % Market Systems Research, Inc. 212-422-8040 9

  10. Appendix 1 Monthly ETF Sector Performance: June 30, 2002 – June 30, 2009 Interest income and transaction costs are not included. MSR U.S. Sector ETF Performance Long/ShortMSR U.S. Sector ETF Performance Long OnlyU.S. Sector ETF Benchmark Total percent gain for the period = 302.95 % Total percent gain for the period = 115.67 % Total percent gain for the period = 6.71 % Compounded annual rate of return = 22.03 % Compounded annual rate of return = 11.61 % Compounded annual rate of return = 0.93 % 212-422-8040

  11. Appendix 2 Frank A. Peluso: brief fact sheet Market Systems Research, Inc., New York 1970-Present; Founder, CEO and Research Director • Developed MSR original Quantitative Selection Model, • Provided Ranking Results to varied institutional client base, • Strong Performance Relative to SP500 in 27 of 29 3-Yr Periods, • Author of successful MSR Bond Timing Letter 1983-1997, • Co-Founder, President of MSR Advisors, 1984 to 2000, • Co-Managed the MSR Market Oriented Equity portfolios for the Lexington Management Company and its subsequent owner, ING, from 1984 to 2000, and • Advisor to Market Oriented Domestic Equity portfolios for Strategy Asset Managers from 2000 to present. • Developed the MSR Quantitative Primary Wave System 2007 • Author of Global Wave Analysis Report 2007 - Present Princeton University: Princeton, NJ; AB Magna Cum Laude in Physics; Princeton University: Putnam Graduate Fellowship in Mathematical Physics. 212-422-8040

  12. Appendix 3 212-422-8040

  13. Appendix 4 212-422-8040

  14. Appendix 5 212-422-8040

  15. Appendix 6 212-422-8040

  16. Appendix 7 212-422-8040

  17. Appendix 8 212-422-8040

  18. Appendix 9 212-422-8040

  19. Appendix 10 Additional Information The statistical and other information contained in this report has been obtained from official reports, electronic data and other sources which we believe reliable. While we cannot guarantee its entire accuracy or completeness, we believe it may be accepted as substantially correct. Past research performance is not an indication of future results. Any projections, outlooks or assumptions should not be construed to be indicative of the actual events which will occur. Back-tested data has inherent limitations because it does not reflect actual transactions. There is no representation that actual future results will be similar. The examples of specific research are included merely to illustrate the process and strategies which may be utilized. The officers of and/or Market Systems Research, Inc. may at times have a position on any security herein.

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