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

When to SELL CALL option on Straddle, Stock Symbol: UBS  Option Symbol: UBSCB

Straddle discovered on: 03/02/2009 12:03  Purchase Price (Call):   0.35  # Contracts:   1,000*
Total Straddle Cost:   2.40*  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  UBS   UBSCB   03/02/2009  12:03   0.35    1         03/19/2009  14:53     0.80    0.45  128.6%        10
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    2         03/19/2009  14:55     0.80    0.45  128.6%        45
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    3         03/19/2009  15:40     0.75    0.40  114.3%         3
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    4         03/20/2009  10:58     1.30    0.95  271.4%         6
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    5         03/20/2009  11:16     1.15    0.80  228.6%         5
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    6         03/20/2009  11:39     1.21    0.86  245.7%        10
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    7         03/20/2009  12:26     1.30    0.95  271.4%         1
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    8         03/20/2009  12:39     1.30    0.95  271.4%         1
CALL  UBS   UBSCB   03/02/2009  12:03   0.35    9         03/20/2009  12:48     1.20    0.85  242.9%         1
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   10         03/20/2009  12:50     1.15    0.80  228.6%        29
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   11         03/20/2009  13:37     1.06    0.71  202.9%        30
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   12         03/20/2009  13:41     1.00    0.65  185.7%        34
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   13         03/20/2009  13:46     1.00    0.65  185.7%       191
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   14         03/20/2009  14:44     0.99    0.64  182.9%        25
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   15         03/20/2009  14:48     1.04    0.69  197.1%        25
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   16         03/20/2009  15:47     1.00    0.65  185.7%        10
CALL  UBS   UBSCB   03/02/2009  12:03   0.35   17         03/20/2009  15:57     1.10    0.75  214.3%         7

WORST CASE LOSS: 

AVG DRAWDOWN%:    52.3%
AVG CALL% RANGE:  28.6%% TO:  71.4%% OF:   0.35 OR:   0.10 TO:   0.25