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

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

Straddle discovered on: 04/01/2009 15:41  Purchase Price (Call):   1.20  # Contracts:     800*
Total Straddle Cost:   2.70*  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   EFEDM   04/01/2009  15:41   1.20    1         04/02/2009  09:40     1.90    0.70   58.3%       200
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    2         04/02/2009  09:49     1.90    0.70   58.3%         8
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    3         04/02/2009  11:37     2.35    1.15   95.8%       100
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    4         04/02/2009  15:30     2.30    1.10   91.7%         9
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    5         04/03/2009  10:56     1.80    0.60   50.0%        30
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    6         04/03/2009  12:21     2.00    0.80   66.7%         9
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    7         04/03/2009  15:07     2.05    0.85   70.8%         1
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    8         04/06/2009  15:55     1.60    0.40   33.3%         2
CALL  EFA   EFEDM   04/01/2009  15:41   1.20    9         04/16/2009  09:55     1.95    0.75   62.5%         6
CALL  EFA   EFEDM   04/01/2009  15:41   1.20   10         04/16/2009  11:03     1.75    0.55   45.8%       225
CALL  EFA   EFEDM   04/01/2009  15:41   1.20   11         04/16/2009  11:11     1.87    0.67   55.8%        27
CALL  EFA   EFEDM   04/01/2009  15:41   1.20   12         04/16/2009  15:39     2.40    1.20  100.0%         3
CALL  EFA   EFEDM   04/01/2009  15:41   1.20   13         04/16/2009  15:51     2.25    1.05   87.5%         2
CALL  EFA   EFEDM   04/01/2009  15:41   1.20   14         04/16/2009  15:55     2.25    1.05   87.5%         2

WORST CASE LOSS: 

AVG DRAWDOWN%:    78.1%
AVG CALL% RANGE:  75.0%% TO:  79.2%% OF:   1.20 OR:   0.90 TO:   0.95