Indeed, you answered your questions: the sequences are lost when the Trinity is powered off.
The HDR-Tri is great! I just bought it 2 weeks ago at Sweetwater and is a valuable expansion: SCSI + High quality 4 tracks digital Hard-Disk Recording...
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Regards,
Xavier
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Alchemist - the Korg Trinity to Triton PCG and SNG converter -
http://web.wanadoo.be/alchemist