Generated on: 10/26/2009 09:34:01 Buy Signals Sell Signals When to SELL PUT option on Straddle, Stock Symbol: XHB Option Symbol: XXJNK Straddle Discovered on: 02/10/2009 10:03 Purchase Price (Put): 0.30 # Contracts: 900* Total Straddle Cost: 1.30* 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 PUT XHB XXJNK 02/10/2009 10:03 0.30 1 02/10/2009 10:25 0.40 0.10 33.3% 93 PUT XHB XXJNK 02/10/2009 10:03 0.30 2 02/10/2009 11:09 0.45 0.15 50.0% 4 PUT XHB XXJNK 02/10/2009 10:03 0.30 3 02/10/2009 11:36 0.60 0.30 100.0% 8 PUT XHB XXJNK 02/10/2009 10:03 0.30 4 02/10/2009 11:44 0.60 0.30 100.0% 200 PUT XHB XXJNK 02/10/2009 10:03 0.30 5 02/10/2009 12:30 0.60 0.30 100.0% 25 PUT XHB XXJNK 02/10/2009 10:03 0.30 6 02/10/2009 12:46 0.50 0.20 66.7% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 7 02/10/2009 13:50 0.55 0.25 83.3% 1,260 * PUT XHB XXJNK 02/10/2009 10:03 0.30 8 02/10/2009 14:00 0.59 0.29 96.7% 60 PUT XHB XXJNK 02/10/2009 10:03 0.30 9 02/10/2009 14:30 0.58 0.28 93.3% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 10 02/10/2009 14:43 0.55 0.25 83.3% 10 PUT XHB XXJNK 02/10/2009 10:03 0.30 11 02/11/2009 10:16 0.55 0.25 83.3% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 12 02/11/2009 10:30 0.60 0.30 100.0% 19 PUT XHB XXJNK 02/10/2009 10:03 0.30 13 02/11/2009 11:32 0.44 0.14 46.7% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 14 02/11/2009 13:07 0.40 0.10 33.3% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 15 02/11/2009 13:10 0.45 0.15 50.0% 72 PUT XHB XXJNK 02/10/2009 10:03 0.30 16 02/11/2009 13:42 0.45 0.15 50.0% 5 PUT XHB XXJNK 02/10/2009 10:03 0.30 17 02/11/2009 13:45 0.50 0.20 66.7% 3 PUT XHB XXJNK 02/10/2009 10:03 0.30 18 02/11/2009 14:19 0.55 0.25 83.3% 75 PUT XHB XXJNK 02/10/2009 10:03 0.30 19 02/11/2009 14:21 0.53 0.23 76.7% 5 PUT XHB XXJNK 02/10/2009 10:03 0.30 20 02/11/2009 14:51 0.45 0.15 50.0% 39 PUT XHB XXJNK 02/10/2009 10:03 0.30 21 02/11/2009 14:52 0.40 0.10 33.3% 4 PUT XHB XXJNK 02/10/2009 10:03 0.30 22 02/11/2009 15:18 0.40 0.10 33.3% 39 PUT XHB XXJNK 02/10/2009 10:03 0.30 23 02/11/2009 15:40 0.55 0.25 83.3% 75 PUT XHB XXJNK 02/10/2009 10:03 0.30 24 02/12/2009 10:35 0.80 0.50 166.7% 20 PUT XHB XXJNK 02/10/2009 10:03 0.30 25 02/12/2009 12:22 0.75 0.45 150.0% 5 PUT XHB XXJNK 02/10/2009 10:03 0.30 26 02/12/2009 12:32 0.70 0.40 133.3% 75 PUT XHB XXJNK 02/10/2009 10:03 0.30 27 02/12/2009 14:15 0.86 0.56 186.7% 7 PUT XHB XXJNK 02/10/2009 10:03 0.30 28 02/12/2009 14:26 0.88 0.58 193.3% 77 PUT XHB XXJNK 02/10/2009 10:03 0.30 29 02/12/2009 15:04 0.93 0.63 210.0% 85 PUT XHB XXJNK 02/10/2009 10:03 0.30 30 02/17/2009 09:38 0.84 0.54 180.0% 4 PUT XHB XXJNK 02/10/2009 10:03 0.30 31 02/17/2009 10:42 0.75 0.45 150.0% 1,000 * PUT XHB XXJNK 02/10/2009 10:03 0.30 32 02/17/2009 12:07 0.76 0.46 153.3% 10 PUT XHB XXJNK 02/10/2009 10:03 0.30 33 02/17/2009 12:17 0.80 0.50 166.7% 25 PUT XHB XXJNK 02/10/2009 10:03 0.30 34 02/18/2009 10:46 1.00 0.70 233.3% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 35 02/18/2009 10:47 0.98 0.68 226.7% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 36 02/18/2009 10:49 0.99 0.69 230.0% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 37 02/18/2009 10:52 0.97 0.67 223.3% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 38 02/18/2009 10:53 0.97 0.67 223.3% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 39 02/18/2009 11:43 0.85 0.55 183.3% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 40 02/18/2009 12:12 0.76 0.46 153.3% 27 PUT XHB XXJNK 02/10/2009 10:03 0.30 41 02/18/2009 12:25 0.76 0.46 153.3% 8 PUT XHB XXJNK 02/10/2009 10:03 0.30 42 02/18/2009 15:58 0.99 0.69 230.0% 15 PUT XHB XXJNK 02/10/2009 10:03 0.30 43 02/19/2009 09:48 0.84 0.54 180.0% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 44 02/19/2009 10:05 0.82 0.52 173.3% 1 PUT XHB XXJNK 02/10/2009 10:03 0.30 45 02/19/2009 11:43 1.20 0.90 300.0% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 46 02/19/2009 11:45 1.30 1.00 333.3% 6 PUT XHB XXJNK 02/10/2009 10:03 0.30 47 02/19/2009 11:54 1.29 0.99 330.0% 3 PUT XHB XXJNK 02/10/2009 10:03 0.30 48 02/19/2009 12:10 1.40* 1.10 366.7% 100 PUT XHB XXJNK 02/10/2009 10:03 0.30 49 02/19/2009 14:58 1.43* 1.13 376.7% 16 PUT XHB XXJNK 02/10/2009 10:03 0.30 50 02/19/2009 15:01 1.44* 1.14 380.0% 80 PUT XHB XXJNK 02/10/2009 10:03 0.30 51 02/19/2009 15:04 1.44* 1.14 380.0% 24 PUT XHB XXJNK 02/10/2009 10:03 0.30 52 02/19/2009 15:05 1.44* 1.14 380.0% 14 PUT XHB XXJNK 02/10/2009 10:03 0.30 53 02/19/2009 15:25 1.55* 1.25 416.7% 125 PUT XHB XXJNK 02/10/2009 10:03 0.30 54 02/19/2009 15:26 1.55* 1.25 416.7% 125 PUT XHB XXJNK 02/10/2009 10:03 0.30 55 02/20/2009 10:43 1.65* 1.35 450.0% 6 PUT XHB XXJNK 02/10/2009 10:03 0.30 56 02/20/2009 12:50 1.82* 1.52 506.7% 2 PUT XHB XXJNK 02/10/2009 10:03 0.30 57 02/20/2009 12:53 1.50* 1.20 400.0% 4 PUT XHB XXJNK 02/10/2009 10:03 0.30 58 02/20/2009 14:49 1.61* 1.31 436.7% 3 PUT XHB XXJNK 02/10/2009 10:03 0.30 59 02/20/2009 14:59 1.65* 1.35 450.0% 9 PUT XHB XXJNK 02/10/2009 10:03 0.30 60 02/20/2009 15:26 1.65* 1.35 450.0% 1 WORST CASE LOSS: AVG DRAWDOWN%: 0.0%