Generated on: 01/04/2010  16:04:01  Buy Signals  Sell Signals

When to SELL CALL option on Straddle, Stock Symbol: EEM  Option Symbol: MBYBW

Straddle discovered on: 02/04/2009 15:55  Purchase Price (Call):   1.22  # Contracts:   1,000*
Total Straddle Cost:   2.20*  Minimum Return on Investment:  20.0%

NOTE: An asterisk in the Price column indicates the Price is higher than the Total Straddle Cost (profit)
NOTE: An asterisk in the Volume column indicates the Volume is greater than or equal to the # Contracts purchased in the Straddle

TYPE  SYM   OPT SYM BUY DATE    TIME  AMT    #SELL SIG    SELL DATE   TIME    PRICE   PROFIT$ PROFIT%   VOLUME
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    1         02/05/2009  12:58     1.52    0.30   24.6%         8
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    2         02/05/2009  15:08     1.54    0.32   26.2%        13
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    3         02/05/2009  15:12     1.52    0.30   24.6%        50
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    4         02/05/2009  15:14     1.54    0.32   26.2%        60
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    5         02/06/2009  09:41     1.95    0.73   59.8%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    6         02/06/2009  09:48     1.98    0.76   62.3%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    7         02/06/2009  10:09     1.99    0.77   63.1%         7
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    8         02/06/2009  11:20     2.14    0.92   75.4%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22    9         02/06/2009  12:03     2.17    0.95   77.9%        41
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   10         02/06/2009  12:08     2.19    0.97   79.5%        50
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   11         02/06/2009  12:53     2.17    0.95   77.9%         5
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   12         02/06/2009  13:06     2.17    0.95   77.9%       195
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   13         02/06/2009  13:07     2.19    0.97   79.5%         3
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   14         02/06/2009  15:44     2.37*   1.15   94.3%         1
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   15         02/06/2009  15:52     2.42*   1.20   98.4%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   16         02/09/2009  09:41     1.95    0.73   59.8%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   17         02/09/2009  09:48     1.98    0.76   62.3%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   18         02/09/2009  10:09     1.99    0.77   63.1%         7
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   19         02/09/2009  11:20     2.14    0.92   75.4%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   20         02/09/2009  12:03     2.17    0.95   77.9%        41
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   21         02/09/2009  12:08     2.19    0.97   79.5%        50
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   22         02/09/2009  12:53     2.17    0.95   77.9%         5
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   23         02/09/2009  13:06     2.17    0.95   77.9%       195
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   24         02/09/2009  13:07     2.19    0.97   79.5%         3
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   25         02/09/2009  15:44     2.37*   1.15   94.3%         1
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   26         02/09/2009  15:52     2.42*   1.20   98.4%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   27         02/09/2009  15:59     2.39*   1.17   95.9%         3
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   28         02/10/2009  11:07     1.84    0.62   50.8%         2
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   29         02/10/2009  11:15     1.81    0.59   48.4%        37
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   30         02/10/2009  11:49     1.61    0.39   32.0%        10
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   31         02/10/2009  14:04     1.48    0.26   21.3%        10
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   32         02/11/2009  09:48     1.58    0.36   29.5%        30
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   33         02/11/2009  10:50     1.52    0.30   24.6%         4
CALL  EEM   MBYBW   02/04/2009  15:55   1.22   34         02/11/2009  11:22     1.49    0.27   22.1%        57

WORST CASE LOSS: 

AVG DRAWDOWN%:    24.2%
AVG CALL% RANGE:   0.8%% TO:  76.2%% OF:   1.22 OR:   0.01 TO:   0.93