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

When to SELL CALL option on Straddle, Stock Symbol: USO  Option Symbol: UBODB

Straddle discovered on: 04/01/2009 12:08  Purchase Price (Call):   1.70  # Contracts:   6,650*
Total Straddle Cost:   3.10*  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  USO   UBODB   04/01/2009  12:08   1.70    1         04/02/2009  09:30     3.40*   1.70  100.0%         6
CALL  USO   UBODB   04/01/2009  12:08   1.70    2         04/02/2009  09:32     3.30*   1.60   94.1%        16
CALL  USO   UBODB   04/01/2009  12:08   1.70    3         04/02/2009  09:33     3.20*   1.50   88.2%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70    4         04/02/2009  09:40     3.10    1.40   82.4%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70    5         04/02/2009  09:42     3.13*   1.43   84.1%        50
CALL  USO   UBODB   04/01/2009  12:08   1.70    6         04/02/2009  09:43     3.12*   1.42   83.5%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70    7         04/02/2009  09:44     3.11*   1.41   82.9%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70    8         04/02/2009  09:45     3.10    1.40   82.4%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70    9         04/02/2009  09:46     3.10    1.40   82.4%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   10         04/02/2009  09:47     3.20*   1.50   88.2%         6
CALL  USO   UBODB   04/01/2009  12:08   1.70   11         04/02/2009  09:51     3.20*   1.50   88.2%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   12         04/02/2009  09:54     3.30*   1.60   94.1%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   13         04/02/2009  10:01     3.40*   1.70  100.0%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   14         04/02/2009  10:05     3.60*   1.90  111.8%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   15         04/02/2009  10:17     3.30*   1.60   94.1%        15
CALL  USO   UBODB   04/01/2009  12:08   1.70   16         04/02/2009  10:32     3.30*   1.60   94.1%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   17         04/02/2009  10:37     3.10    1.40   82.4%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   18         04/02/2009  10:43     3.20*   1.50   88.2%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   19         04/02/2009  10:44     3.20*   1.50   88.2%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   20         04/02/2009  10:46     3.30*   1.60   94.1%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   21         04/02/2009  10:53     3.30*   1.60   94.1%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   22         04/02/2009  11:13     3.60*   1.90  111.8%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   23         04/02/2009  11:20     3.40*   1.70  100.0%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   24         04/02/2009  11:40     3.25*   1.55   91.2%         4
CALL  USO   UBODB   04/01/2009  12:08   1.70   25         04/02/2009  11:45     3.40*   1.70  100.0%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   26         04/02/2009  11:54     3.40*   1.70  100.0%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   27         04/02/2009  11:58     3.40*   1.70  100.0%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   28         04/02/2009  12:00     3.40*   1.70  100.0%         7
CALL  USO   UBODB   04/01/2009  12:08   1.70   29         04/02/2009  12:04     3.40*   1.70  100.0%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   30         04/02/2009  12:32     3.50*   1.80  105.9%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   31         04/02/2009  13:29     3.40*   1.70  100.0%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   32         04/02/2009  13:49     3.50*   1.80  105.9%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   33         04/02/2009  14:29     3.65*   1.95  114.7%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   34         04/02/2009  15:17     3.60*   1.90  111.8%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   35         04/02/2009  15:30     3.60*   1.90  111.8%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   36         04/03/2009  09:30     3.20*   1.50   88.2%        14
CALL  USO   UBODB   04/01/2009  12:08   1.70   37         04/03/2009  09:51     3.20*   1.50   88.2%        35
CALL  USO   UBODB   04/01/2009  12:08   1.70   38         04/03/2009  10:36     3.15*   1.45   85.3%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   39         04/03/2009  10:42     3.20*   1.50   88.2%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   40         04/03/2009  11:08     2.93    1.23   72.4%         6
CALL  USO   UBODB   04/01/2009  12:08   1.70   41         04/03/2009  11:18     2.95    1.25   73.5%        32
CALL  USO   UBODB   04/01/2009  12:08   1.70   42         04/03/2009  11:36     2.95    1.25   73.5%        30
CALL  USO   UBODB   04/01/2009  12:08   1.70   43         04/03/2009  12:15     3.38*   1.68   98.8%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   44         04/03/2009  12:31     3.50*   1.80  105.9%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   45         04/03/2009  12:43     3.40*   1.70  100.0%        12
CALL  USO   UBODB   04/01/2009  12:08   1.70   46         04/03/2009  14:01     3.30*   1.60   94.1%       100
CALL  USO   UBODB   04/01/2009  12:08   1.70   47         04/03/2009  14:21     3.20*   1.50   88.2%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   48         04/03/2009  14:30     3.50*   1.80  105.9%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   49         04/03/2009  14:59     3.44*   1.74  102.4%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   50         04/06/2009  10:02     2.90    1.20   70.6%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   51         04/06/2009  10:21     2.94    1.24   72.9%        12
CALL  USO   UBODB   04/01/2009  12:08   1.70   52         04/06/2009  11:00     2.60    0.90   52.9%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   53         04/06/2009  11:06     2.50    0.80   47.1%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   54         04/06/2009  11:37     2.55    0.85   50.0%       250
CALL  USO   UBODB   04/01/2009  12:08   1.70   55         04/06/2009  11:41     2.50    0.80   47.1%         8
CALL  USO   UBODB   04/01/2009  12:08   1.70   56         04/06/2009  12:09     2.50    0.80   47.1%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   57         04/06/2009  12:30     2.50    0.80   47.1%         3
CALL  USO   UBODB   04/01/2009  12:08   1.70   58         04/06/2009  13:15     2.40    0.70   41.2%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   59         04/06/2009  13:19     2.35    0.65   38.2%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   60         04/06/2009  13:30     2.25    0.55   32.4%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   61         04/06/2009  13:35     2.20    0.50   29.4%         4
CALL  USO   UBODB   04/01/2009  12:08   1.70   62         04/06/2009  14:17     2.50    0.80   47.1%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   63         04/06/2009  14:19     2.50    0.80   47.1%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   64         04/07/2009  09:46     2.05    0.35   20.6%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   65         04/07/2009  09:55     2.05    0.35   20.6%       100
CALL  USO   UBODB   04/01/2009  12:08   1.70   66         04/07/2009  11:54     2.07    0.37   21.8%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   67         04/07/2009  12:16     2.05    0.35   20.6%        20
CALL  USO   UBODB   04/01/2009  12:08   1.70   68         04/07/2009  12:23     2.07    0.37   21.8%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   69         04/07/2009  13:57     2.08    0.38   22.4%         8
CALL  USO   UBODB   04/01/2009  12:08   1.70   70         04/07/2009  14:15     2.05    0.35   20.6%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   71         04/07/2009  14:20     2.07    0.37   21.8%         5
CALL  USO   UBODB   04/01/2009  12:08   1.70   72         04/08/2009  11:02     2.35    0.65   38.2%        55
CALL  USO   UBODB   04/01/2009  12:08   1.70   73         04/08/2009  11:03     2.40    0.70   41.2%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   74         04/08/2009  11:04     2.45    0.75   44.1%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   75         04/08/2009  11:08     2.35    0.65   38.2%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   76         04/08/2009  11:29     2.30    0.60   35.3%        15
CALL  USO   UBODB   04/01/2009  12:08   1.70   77         04/08/2009  11:59     2.30    0.60   35.3%         6
CALL  USO   UBODB   04/01/2009  12:08   1.70   78         04/08/2009  12:23     2.60    0.90   52.9%         2
CALL  USO   UBODB   04/01/2009  12:08   1.70   79         04/08/2009  12:50     2.50    0.80   47.1%        10
CALL  USO   UBODB   04/01/2009  12:08   1.70   80         04/08/2009  13:04     2.40    0.70   41.2%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   81         04/08/2009  13:09     2.40    0.70   41.2%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   82         04/08/2009  13:19     2.30    0.60   35.3%        15
CALL  USO   UBODB   04/01/2009  12:08   1.70   83         04/08/2009  13:49     2.30    0.60   35.3%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   84         04/08/2009  13:57     2.25    0.55   32.4%         1
CALL  USO   UBODB   04/01/2009  12:08   1.70   85         04/08/2009  13:59     2.20    0.50   29.4%        22
CALL  USO   UBODB   04/01/2009  12:08   1.70   86         04/08/2009  14:12     2.10    0.40   23.5%         1

WORST CASE LOSS: 

AVG DRAWDOWN%:    76.2%
AVG CALL% RANGE:  70.6%% TO:  79.4%% OF:   1.70 OR:   1.20 TO:   1.35