09/28/2011 Trading Signals

SHORT-TERM MODEL THINKS THE TREND IS DOWN BUT UNCONFIRMED, HOLDING NO POSITION OVERNIGHT

The bottom line, I see good chances of a green day tomorrow but more likely today’s low is not the low, will present my witness in tonight’s report, so stay tuned. The samples are just 6 which is very low though, so it’s not a solid conclusion.

Those who follow Cobra Impulse System, a breakdown below today’s low and close in red tomorrow would be a short. See table below for more details.

MECHANICAL TRADING SIGNALS

SPY SYSTEM ENTRY STOP LOSS Current 2*ATR(10) value: SSO=12%; SDS=11%; UPRO=18%;SPXU=16% Non-Stop 09/23 S N/A   Cobra Impulse 09/26 L  Breakeven *Short if below 09/28 low and close in red tomorrow. Stop loss = 2*ATR(10).

DEMO ACCOUNT FOR SHORT-TERM MODEL (Attention: This is not part of Cobra Impulse System)

TICKER Entry Date Entry Share Stop Loss Exit Date Exit Profit Comment SDS 09/28/2011 $24.32 200 $21.64 09/28/2011 $24.69 74.00   SSO 09/27/2011 $41.84 100 $37.24 09/27/2011 $42.03 19.00 It’s average sell price. SDS 09/23/2011 $25.44 100 $22.90 09/27/2011 $22.90 254.00 New strategy, half positioned for risk $500 max. SSO 09/20/2011 $43.68 50 $39.31 09/20/2011 $44.06 19.00   SSO 09/15/2011 $43.00 50 $38.27 09/15/2011 $43.53 26.50   SSO 09/14/2011 $41.45 50 $39.31 09/22/2011 $38.09 -168.00  Gap down, manual stop loss used. SSO 09/13/2011 $40.51 50 $35.65 09/13/2011 $40.88 18.50   SDS 09/13/2011 $24.03 100 $21.39 09/22/2011 $26.25   222.00   SDS 09/02/2011 $24.35 100 $21.43 09/13/2011 $23.48 3.00   SDS 09/01/2011 $22.94 100 $19.96 09/01/2011 $23.01 7.00   SSO 08/30/2011 $44.09 50 $38.69 09/12/2011 $38.69 -270.00 Gap down, manual stop loss used. LAST   2935.00   SUM   2632.00

$500 max loss allowed per trade. For fun only. LAST = Year to the last month balance. SUM = Year to date realized gains/losses.