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

When to SELL CALL option on Straddle, Stock Symbol: GLD  Option Symbol: GLDCK

Straddle discovered on: 03/05/2009 11:21  Purchase Price (Call):   3.05  # Contracts:   1,000*
Total Straddle Cost:   5.15*  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  GLD   GLDCK   03/05/2009  11:21   3.05    1         03/05/2009  11:46     3.70    0.65   21.3%        20
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    2         03/05/2009  11:56     3.90    0.85   27.9%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    3         03/05/2009  12:00     3.80    0.75   24.6%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    4         03/05/2009  12:02     3.90    0.85   27.9%        20
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    5         03/05/2009  12:16     3.71    0.66   21.6%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    6         03/05/2009  12:27     3.80    0.75   24.6%         8
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    7         03/05/2009  12:35     3.80    0.75   24.6%         4
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    8         03/05/2009  12:36     3.80    0.75   24.6%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05    9         03/05/2009  12:49     3.70    0.65   21.3%        10
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   10         03/05/2009  13:04     4.00    0.95   31.1%         6
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   11         03/05/2009  13:06     3.90    0.85   27.9%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   12         03/05/2009  13:16     3.80    0.75   24.6%        20
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   13         03/05/2009  13:19     3.80    0.75   24.6%        20
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   14         03/05/2009  13:20     3.80    0.75   24.6%       122
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   15         03/05/2009  13:21     3.80    0.75   24.6%        40
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   16         03/05/2009  13:44     4.10    1.05   34.4%        10
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   17         03/05/2009  13:52     3.90    0.85   27.9%         9
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   18         03/05/2009  14:44     4.10    1.05   34.4%        15
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   19         03/05/2009  14:56     4.20    1.15   37.7%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   20         03/05/2009  15:10     4.15    1.10   36.1%         3
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   21         03/05/2009  15:33     4.30    1.25   41.0%        31
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   22         03/05/2009  15:39     4.50    1.45   47.5%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   23         03/05/2009  15:45     4.50    1.45   47.5%        12
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   24         03/05/2009  15:46     4.54    1.49   48.9%        10
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   25         03/05/2009  15:55     4.40    1.35   44.3%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   26         03/05/2009  15:58     4.50    1.45   47.5%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   27         03/06/2009  09:30     4.40    1.35   44.3%         4
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   28         03/06/2009  09:39     4.30    1.25   41.0%        43
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   29         03/06/2009  09:45     4.20    1.15   37.7%        35
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   30         03/06/2009  09:46     4.20    1.15   37.7%        30
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   31         03/06/2009  09:56     4.50    1.45   47.5%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   32         03/06/2009  10:08     4.35    1.30   42.6%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   33         03/06/2009  13:04     4.70    1.65   54.1%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   34         03/06/2009  13:07     4.70    1.65   54.1%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   35         03/06/2009  13:33     4.90    1.85   60.7%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   36         03/06/2009  13:39     4.80    1.75   57.4%        20
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   37         03/06/2009  13:41     4.90    1.85   60.7%        50
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   38         03/06/2009  13:48     4.90    1.85   60.7%        26
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   39         03/06/2009  14:09     4.40    1.35   44.3%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   40         03/06/2009  14:10     4.50    1.45   47.5%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   41         03/06/2009  14:17     4.50    1.45   47.5%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   42         03/19/2009  14:44     5.05    2.00   65.6%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   43         03/19/2009  14:47     5.10    2.05   67.2%         6
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   44         03/19/2009  14:57     5.25*   2.20   72.1%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   45         03/19/2009  15:08     5.27*   2.22   72.8%         4
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   46         03/19/2009  15:09     5.27*   2.22   72.8%        11
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   47         03/19/2009  15:43     5.50*   2.45   80.3%         3
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   48         03/19/2009  15:45     5.47*   2.42   79.3%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   49         03/19/2009  15:50     5.60*   2.55   83.6%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   50         03/20/2009  11:06     4.60    1.55   50.8%         8
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   51         03/20/2009  11:57     4.77    1.72   56.4%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   52         03/20/2009  12:33     5.05    2.00   65.6%         3
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   53         03/20/2009  12:35     5.00    1.95   63.9%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   54         03/20/2009  12:37     5.00    1.95   63.9%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   55         03/20/2009  12:49     4.96    1.91   62.6%         2
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   56         03/20/2009  12:50     4.80    1.75   57.4%       301
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   57         03/20/2009  13:16     5.10    2.05   67.2%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   58         03/20/2009  13:27     5.02    1.97   64.6%         3
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   59         03/20/2009  13:56     5.00    1.95   63.9%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   60         03/20/2009  14:37     4.80    1.75   57.4%         3
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   61         03/20/2009  14:38     4.85    1.80   59.0%       500
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   62         03/20/2009  15:17     4.60    1.55   50.8%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   63         03/20/2009  15:43     4.80    1.75   57.4%         1
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   64         03/20/2009  15:45     4.90    1.85   60.7%        18
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   65         03/20/2009  15:50     4.70    1.65   54.1%         5
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   66         03/20/2009  15:52     4.70    1.65   54.1%        10
CALL  GLD   GLDCK   03/05/2009  11:21   3.05   67         03/20/2009  15:55     4.60    1.55   50.8%         2

WORST CASE LOSS: 

AVG DRAWDOWN%:    59.5%
AVG CALL% RANGE:  45.9%% TO:  73.8%% OF:   3.05 OR:   1.40 TO:   2.25