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

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

Straddle discovered on: 03/11/2009 11:19  Purchase Price (Call):   1.20  # Contracts:   1,500*
Total Straddle Cost:   1.93*  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   MBYCV   03/11/2009  11:19   1.20    1         03/12/2009  14:24     1.47    0.27   22.5%        10
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    2         03/12/2009  14:27     1.48    0.28   23.3%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    3         03/12/2009  14:52     1.57    0.37   30.8%        10
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    4         03/12/2009  15:00     1.56    0.36   30.0%         4
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    5         03/12/2009  15:02     1.50    0.30   25.0%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    6         03/12/2009  15:07     1.52    0.32   26.7%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    7         03/12/2009  15:43     1.62    0.42   35.0%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    8         03/12/2009  15:54     1.59    0.39   32.5%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20    9         03/13/2009  09:30     1.67    0.47   39.2%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   10         03/13/2009  09:51     1.64    0.44   36.7%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   11         03/13/2009  10:01     1.65    0.45   37.5%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   12         03/13/2009  10:03     1.69    0.49   40.8%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   13         03/13/2009  10:24     1.70    0.50   41.7%         7
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   14         03/13/2009  10:50     1.74    0.54   45.0%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   15         03/13/2009  11:48     1.49    0.29   24.2%        10
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   16         03/13/2009  12:19     1.45    0.25   20.8%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   17         03/13/2009  13:25     1.58    0.38   31.7%         5
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   18         03/13/2009  15:19     1.69    0.49   40.8%         5
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   19         03/13/2009  15:20     1.69    0.49   40.8%        40
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   20         03/13/2009  15:43     1.65    0.45   37.5%       125
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   21         03/13/2009  15:50     1.59    0.39   32.5%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   22         03/13/2009  15:51     1.61    0.41   34.2%        10
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   23         03/13/2009  15:54     1.60    0.40   33.3%        58
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   24         03/19/2009  13:59     2.47*   1.27  105.8%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   25         03/19/2009  15:29     2.35*   1.15   95.8%        12
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   26         03/20/2009  12:51     2.14*   0.94   78.3%        22
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   27         03/20/2009  14:05     1.93    0.73   60.8%         2
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   28         03/20/2009  14:34     1.96*   0.76   63.3%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   29         03/20/2009  15:17     1.98*   0.78   65.0%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   30         03/20/2009  15:18     2.00*   0.80   66.7%         4
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   31         03/20/2009  15:28     2.00*   0.80   66.7%         3
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   32         03/20/2009  15:41     1.99*   0.79   65.8%         1
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   33         03/20/2009  15:43     1.98*   0.78   65.0%        20
CALL  EEM   MBYCV   03/11/2009  11:19   1.20   34         03/20/2009  15:52     1.99*   0.79   65.8%        11

WORST CASE LOSS: 

AVG DRAWDOWN%:    78.3%
AVG CALL% RANGE:  77.5%% TO:  79.2%% OF:   1.20 OR:   0.93 TO:   0.95