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

When to SELL CALL option on Straddle, Stock Symbol: EFA  Option Symbol: EFECI

Straddle discovered on: 03/13/2009 11:05  Purchase Price (Call):   0.90  # Contracts:   1,650*
Total Straddle Cost:   1.90*  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  EFA   EFECI   03/13/2009  11:05   0.90    1         03/19/2009  14:46     2.43*   1.53  170.0%         4
CALL  EFA   EFECI   03/13/2009  11:05   0.90    2         03/20/2009  11:08     2.40*   1.50  166.7%        16
CALL  EFA   EFECI   03/13/2009  11:05   0.90    3         03/20/2009  11:31     2.05*   1.15  127.8%         8
CALL  EFA   EFECI   03/13/2009  11:05   0.90    4         03/20/2009  11:48     2.19*   1.29  143.3%         5
CALL  EFA   EFECI   03/13/2009  11:05   0.90    5         03/20/2009  12:55     2.12*   1.22  135.6%        13
CALL  EFA   EFECI   03/13/2009  11:05   0.90    6         03/20/2009  13:19     2.20*   1.30  144.4%       100
CALL  EFA   EFECI   03/13/2009  11:05   0.90    7         03/20/2009  13:32     2.06*   1.16  128.9%        10
CALL  EFA   EFECI   03/13/2009  11:05   0.90    8         03/20/2009  13:33     2.08*   1.18  131.1%         6
CALL  EFA   EFECI   03/13/2009  11:05   0.90    9         03/20/2009  13:34     2.07*   1.17  130.0%         6
CALL  EFA   EFECI   03/13/2009  11:05   0.90   10         03/20/2009  13:35     2.02*   1.12  124.4%         6
CALL  EFA   EFECI   03/13/2009  11:05   0.90   11         03/20/2009  13:36     2.02*   1.12  124.4%         3
CALL  EFA   EFECI   03/13/2009  11:05   0.90   12         03/20/2009  13:37     2.02*   1.12  124.4%         2
CALL  EFA   EFECI   03/13/2009  11:05   0.90   13         03/20/2009  13:38     2.03*   1.13  125.6%         2
CALL  EFA   EFECI   03/13/2009  11:05   0.90   14         03/20/2009  14:12     1.75    0.85   94.4%        18
CALL  EFA   EFECI   03/13/2009  11:05   0.90   15         03/20/2009  14:33     1.80    0.90  100.0%        10
CALL  EFA   EFECI   03/13/2009  11:05   0.90   16         03/20/2009  15:11     1.97*   1.07  118.9%         6
CALL  EFA   EFECI   03/13/2009  11:05   0.90   17         03/20/2009  15:44     1.90*   1.00  111.1%         1

WORST CASE LOSS: 

AVG DRAWDOWN%:    77.8%
AVG CALL% RANGE:  77.8%% TO:  77.8%% OF:   0.90 OR:   0.70 TO:   0.70