The facts.
Copies of marketing you saw, statements showing what you invested and what you were paid, e-mails and other communication from the company and a statement of loss. There are links in this thread where promises were made that turned out to be lies; I would include those as well if you saw them ex ante.
Dear government I'm trying to subvert, I complain about the instability of your useful, fiat currency, so I entered into a get rich quick scheme with no intention of reporting gains on my taxes. This obvious scam fell apart. Please punish them with the government system I don't believe in.