09/19/2011 Trading Signals

SHORT-TERM MODEL SEES AN UPTREND, HOLDING BOTH LONG AND SHORT (TRAPPED) OVERNIGHT

The bottom line, check my intraday call, hopefully I could get the other half of my call right in the following couple of days, not sure, because of FOMC, I’m really scared of Helicopter Ben, and also because I usually score two third of my intraday calls, got half right is already close enough to two third…

The long position held by Cobra Impulse System was stopped out today, flat.

MECHANICAL TRADING SIGNALS

SPY SYSTEM ENTRY STOP LOSS Current 2*ATR(10) value: SSO=10%; SDS=11%; UPRO=15%;SPXU=16% Non-Stop 08/25 L N/A Long is risky when long term signals are on the sell side. Cobra Impulse 09/07 L Breakeven *Stopped out of long position on 09/19 flat.

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 SSO 09/15/2011 $43.00 50 $38.27 09/15/2011 $43.53 26.50   SSO 09/14/2011 $41.45 50 $38.27   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     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   2720.00

$300 max loss allowed per trade. For fun only. LAST = Year to the last month balance. SUM = Year to date realized gains/losses.