A Mechanical Swing Trading System

[tradermaji]

Signals for 10/14/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/13/2009 %H&L-Aggressive Buy 300 Limit 179.84 Limit Entry
ALTR 10/13/2009 %H&L-Aggressive Buy 2500 Limit 19.69 Limit Entry
AMAT 10/13/2009 %H&L-Aggressive Buy 4000 Limit 12.44 Limit Entry
ATVI 10/13/2009 %H&L-Aggressive Buy 4300 Limit 11.74 Limit Entry
BRCM 10/13/2009 %H&L-Aggressive Buy 1800 Limit 28.07 Limit Entry
CA 10/13/2009 %H&L-Aggressive Buy 2400 Limit 21.02 Limit Entry
CMCSA 10/13/2009 %H&L-Aggressive Buy 3300 Limit 14.96 Limit Entry
CSCO 10/13/2009 %H&L-Aggressive Buy 2200 Limit 22.45 Limit Entry
DELL 10/13/2009 %H&L-Aggressive Buy 3400 Limit 14.69 Limit Entry
DISH 10/13/2009 %H&L-Aggressive Buy 2700 Limit 18.52 Limit Entry
EBAY 10/13/2009 %H&L-Aggressive Buy 2200 Limit 22.31 Limit Entry
FLEX 10/13/2009 %H&L-Aggressive Buy 7500 Limit 6.66 Limit Entry
INTC 10/13/2009 %H&L-Aggressive Buy 2700 Limit 18.75 Limit Entry
MRVL 10/13/2009 %H&L-Aggressive Buy 3400 Limit 14.60 Limit Entry
MSFT 10/13/2009 %H&L-Aggressive Buy 2100 Limit 24.31 Limit Entry
NTAP 10/13/2009 %H&L-Aggressive Buy 2000 Limit 25.11 Limit Entry
NVDA 10/13/2009 %H&L-Aggressive Buy 3700 Limit 13.35 Limit Entry
NWSA 10/13/2009 %H&L-Aggressive Buy 4500 Limit 11.08 Limit Entry
ORCL 10/13/2009 %H&L-Aggressive Buy 2500 Limit 20.01 Limit Entry
QCOM 10/13/2009 %H&L-Aggressive Sell 1200 Stop 35.91 Stop Out
QCOM 10/13/2009 %H&L-Aggressive Sell 1200 Limit 41.63 Profit Hit
RIMM 10/13/2009 %H&L-Aggressive Buy 800 Limit 64.47 Limit Entry
SBUX 10/13/2009 %H&L-Aggressive Buy 2600 Limit 19.48 Limit Entry
SPLS 10/13/2009 %H&L-Aggressive Buy 2200 Limit 22.24 Limit Entry
STLD 10/13/2009 %H&L-Aggressive Buy 3700 Limit 13.53 Limit Entry
SYMC 10/13/2009 %H&L-Aggressive Buy 3200 Limit 15.65 Limit Entry
XLNX 10/13/2009 %H&L-Aggressive Buy 2300 Limit 21.89 Limit Entry
YHOO 10/13/2009 %H&L-Aggressive Buy 3000 Limit 16.56 Limit Entry

 

[makloda]

Short term mean reversion (dip buying) is a known market inefficiency. This system could be a good attempt at exploiting that.

Why don't you try shorting QQQQ (N100) exposure against the dip bought long positions? E.g at a 50% ratio, so instead of being long 100% you'd "only" be long 50%.

The risk adjusted returns will likely be increased.

 

[tradermaji]

Quote from makloda:

Short term mean reversion (dip buying) is a known market inefficiency. This system could be a good attempt at exploiting that.

Why don't you try shorting QQQQ (N100) exposure against the dip bought long positions? E.g at a 50% ratio, so instead of being long 100% you'd "only" be long 50%.

The risk adjusted returns will likely be increased.

That is a good thought and warrants some study. I will try and see if I can incorporate that in the system and backtest.

Thanks again for the suggestion.

 

[tradermaji]

Signals for 10/15/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/14/2009 %H&L-Aggressive Buy 300 Limit 179.77 Limit Entry
ALTR 10/14/2009 %H&L-Aggressive Buy 2500 Limit 19.64 Limit Entry
AMAT 10/14/2009 %H&L-Aggressive Buy 4000 Limit 12.44 Limit Entry
ATVI 10/14/2009 %H&L-Aggressive Buy 4300 Limit 11.74 Limit Entry
BRCM 10/14/2009 %H&L-Aggressive Buy 1800 Limit 28.07 Limit Entry
CA 10/14/2009 %H&L-Aggressive Buy 2400 Limit 21.00 Limit Entry
CMCSA 10/14/2009 %H&L-Aggressive Buy 3300 Limit 15.01 Limit Entry
CSCO 10/14/2009 %H&L-Aggressive Buy 2200 Limit 22.43 Limit Entry
DELL 10/14/2009 %H&L-Aggressive Buy 3400 Limit 14.69 Limit Entry
DISH 10/14/2009 %H&L-Aggressive Buy 2700 Limit 18.52 Limit Entry
EBAY 10/14/2009 %H&L-Aggressive Buy 2200 Limit 22.30 Limit Entry
FLEX 10/14/2009 %H&L-Aggressive Buy 7500 Limit 6.64 Limit Entry
INTC 10/14/2009 %H&L-Aggressive Buy 2700 Limit 18.70 Limit Entry
MRVL 10/14/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/14/2009 %H&L-Aggressive Buy 2100 Limit 24.29 Limit Entry
NTAP 10/14/2009 %H&L-Aggressive Buy 2000 Limit 25.07 Limit Entry
NVDA 10/14/2009 %H&L-Aggressive Buy 3700 Limit 13.37 Limit Entry
NWSA 10/14/2009 %H&L-Aggressive Buy 4500 Limit 11.07 Limit Entry
ORCL 10/14/2009 %H&L-Aggressive Buy 2500 Limit 19.99 Limit Entry
QCOM 10/14/2009 %H&L-Aggressive Sell 1200 Stop 35.91 Stop Out
QCOM 10/14/2009 %H&L-Aggressive Sell 1200 Limit 41.63 Profit Hit
QCOM 10/14/2009 %H&L-Aggressive Sell 1200 Market DaysExpired
RIMM 10/14/2009 %H&L-Aggressive Buy 800 Limit 64.47 Limit Entry
SBUX 10/14/2009 %H&L-Aggressive Buy 2600 Limit 19.48 Limit Entry
SPLS 10/14/2009 %H&L-Aggressive Buy 2200 Limit 22.24 Limit Entry
STLD 10/14/2009 %H&L-Aggressive Buy 3700 Limit 13.53 Limit Entry
SYMC 10/14/2009 %H&L-Aggressive Buy 3200 Limit 15.64 Limit Entry
XLNX 10/14/2009 %H&L-Aggressive Buy 2300 Limit 21.85 Limit Entry
YHOO 10/14/2009 %H&L-Aggressive Buy 3000 Limit 16.56 Limit Entry

 

[tradermaji]

Signals for 10/16/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/15/2009 %H&L-Aggressive Buy 300 Limit 180.47 Limit Entry
ALTR 10/15/2009 %H&L-Aggressive Buy 2500 Limit 19.64 Limit Entry
AMAT 10/15/2009 %H&L-Aggressive Buy 4000 Limit 12.44 Limit Entry
ATVI 10/15/2009 %H&L-Aggressive Buy 4300 Limit 11.74 Limit Entry
BRCM 10/15/2009 %H&L-Aggressive Buy 1800 Limit 28.07 Limit Entry
CA 10/15/2009 %H&L-Aggressive Buy 2400 Limit 20.94 Limit Entry
CMCSA 10/15/2009 %H&L-Aggressive Buy 3300 Limit 15.09 Limit Entry
CSCO 10/15/2009 %H&L-Aggressive Buy 2200 Limit 22.43 Limit Entry
DELL 10/15/2009 %H&L-Aggressive Buy 3400 Limit 14.69 Limit Entry
DISH 10/15/2009 %H&L-Aggressive Buy 2700 Limit 18.41 Limit Entry
EBAY 10/15/2009 %H&L-Aggressive Buy 2200 Limit 22.30 Limit Entry
FLEX 10/15/2009 %H&L-Aggressive Buy 7500 Limit 6.64 Limit Entry
INTC 10/15/2009 %H&L-Aggressive Buy 2700 Limit 18.76 Limit Entry
MRVL 10/15/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/15/2009 %H&L-Aggressive Buy 2100 Limit 24.25 Limit Entry
NTAP 10/15/2009 %H&L-Aggressive Buy 2000 Limit 25.07 Limit Entry
NVDA 10/15/2009 %H&L-Aggressive Buy 3700 Limit 13.36 Limit Entry
NWSA 10/15/2009 %H&L-Aggressive Buy 4500 Limit 11.08 Limit Entry
ORCL 10/15/2009 %H&L-Aggressive Buy 2500 Limit 20.05 Limit Entry
QCOM 10/15/2009 %H&L-Aggressive Sell 1200 Stop 35.91 Stop Out
QCOM 10/15/2009 %H&L-Aggressive Sell 1200 Limit 41.63 Profit Hit
QCOM 10/15/2009 %H&L-Aggressive Sell 1200 Market DaysExpired
RIMM 10/15/2009 %H&L-Aggressive Buy 800 Limit 64.47 Limit Entry
SBUX 10/15/2009 %H&L-Aggressive Buy 2600 Limit 19.48 Limit Entry
SPLS 10/15/2009 %H&L-Aggressive Buy 2200 Limit 22.24 Limit Entry
STLD 10/15/2009 %H&L-Aggressive Buy 3700 Limit 13.52 Limit Entry
SYMC 10/15/2009 %H&L-Aggressive Buy 3200 Limit 15.64 Limit Entry
XLNX 10/15/2009 %H&L-Aggressive Buy 2300 Limit 21.85 Limit Entry
YHOO 10/15/2009 %H&L-Aggressive Sell 3000 Stop 14.58 Stop Out
YHOO 10/15/2009 %H&L-Aggressive Sell 3000 Limit 16.90 Profit Hit

 

[tradermaji]

Results from 9/1/209 to 10/16/2009

Long + Short
Starting Capital $1,000,000.00
Ending Capital $1,009,848.36
Net Profit $9,848.36
Net Profit % 0.98%
Annualized Gain % 8.27%
Exposure 10.77%

Number of Trades 34
Avg Profit/Loss $289.66
Avg Profit/Loss % 0.55%
Avg Bars Held 2.15

Winning Trades 25
Winning % 73.53%
Gross Profit $22,745.30
Avg Profit $909.81
Avg Profit % 1.82%
Avg Bars Held 1.6
Max Consecutive 8

Losing Trades 9
Losing % 26.47%
Gross Loss ($12,896.93)
Avg Loss ($1,432.99)
Avg Loss % -2.97%
Avg Bars Held 3.67
Max Consecutive 3

Max Drawdown ($9,461.69)
Max Drawdown % -0.94%
Max Drawdown Date 10/1/2009

Wealth-Lab Score 76.08
Profit Factor 1.76
Recovery Factor 1.04
Payoff Ratio 0.61
Sharpe Ratio 0
Ulcer Index 0.22
Wealth-Lab Error Term 0.15
Wealth-Lab Reward Ratio 55.7
Luck Coefficient 1.45
Pessimistic Rate of Return 1.02
Equity Drop Ratio 0

 

[tradermaji]

Signals for 10/19/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/16/2009 %H&L-Aggressive Buy 300 Limit 183.63 Limit Entry
ALTR 10/16/2009 %H&L-Aggressive Buy 2500 Limit 19.82 Limit Entry
AMAT 10/16/2009 %H&L-Aggressive Buy 4000 Limit 12.44 Limit Entry
ATVI 10/16/2009 %H&L-Aggressive Buy 4300 Limit 11.74 Limit Entry
BRCM 10/16/2009 %H&L-Aggressive Buy 1800 Limit 28.07 Limit Entry
CA 10/16/2009 %H&L-Aggressive Buy 2400 Limit 21.01 Limit Entry
CMCSA 10/16/2009 %H&L-Aggressive Sell 3300 Stop 13.28 Stop Out
CMCSA 10/16/2009 %H&L-Aggressive Sell 3300 Limit 15.39 Profit Hit
CSCO 10/16/2009 %H&L-Aggressive Buy 2200 Limit 22.43 Limit Entry
DELL 10/16/2009 %H&L-Aggressive Buy 3400 Limit 14.91 Limit Entry
DISH 10/16/2009 %H&L-Aggressive Sell 2700 Stop 16.20 Stop Out
DISH 10/16/2009 %H&L-Aggressive Sell 2700 Limit 18.78 Profit Hit
EBAY 10/16/2009 %H&L-Aggressive Buy 2200 Limit 22.36 Limit Entry
FLEX 10/16/2009 %H&L-Aggressive Buy 7300 Limit 6.89 Limit Entry
INTC 10/16/2009 %H&L-Aggressive Buy 2700 Limit 18.76 Limit Entry
MRVL 10/16/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/16/2009 %H&L-Aggressive Buy 2100 Limit 24.34 Limit Entry
NTAP 10/16/2009 %H&L-Aggressive Buy 1900 Limit 25.68 Limit Entry
NVDA 10/16/2009 %H&L-Aggressive Sell 3700 Stop 11.75 Stop Out
NVDA 10/16/2009 %H&L-Aggressive Sell 3700 Limit 13.62 Profit Hit
NWSA 10/16/2009 %H&L-Aggressive Buy 4500 Limit 11.07 Limit Entry
ORCL 10/16/2009 %H&L-Aggressive Buy 2500 Limit 20.01 Limit Entry
QCOM 10/16/2009 %H&L-Aggressive Buy 1200 Limit 40.27 Limit Entry
RIMM 10/16/2009 %H&L-Aggressive Buy 800 Limit 64.47 Limit Entry
SBUX 10/16/2009 %H&L-Aggressive Buy 2600 Limit 19.49 Limit Entry
SPLS 10/16/2009 %H&L-Aggressive Buy 2200 Limit 22.24 Limit Entry
STLD 10/16/2009 %H&L-Aggressive Buy 3500 Limit 14.24 Limit Entry
SYMC 10/16/2009 %H&L-Aggressive Buy 3100 Limit 15.90 Limit Entry
XLNX 10/16/2009 %H&L-Aggressive Buy 2300 Limit 22.14 Limit Entry
YHOO 10/16/2009 %H&L-Aggressive Sell 3000 Stop 14.58 Stop Out
YHOO 10/16/2009 %H&L-Aggressive Sell 3000 Limit 16.90 Profit Hit

 

[tradermaji]

Signals for 10/20/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/19/2009 %H&L-Aggressive Buy 300 Limit 185.01 Limit Entry
ALTR 10/19/2009 %H&L-Aggressive Buy 2500 Limit 19.82 Limit Entry
AMAT 10/19/2009 %H&L-Aggressive Buy 3900 Limit 12.74 Limit Entry
ATVI 10/19/2009 %H&L-Aggressive Buy 4200 Limit 11.87 Limit Entry
BRCM 10/19/2009 %H&L-Aggressive Buy 1800 Limit 28.18 Limit Entry
CA 10/19/2009 %H&L-Aggressive Buy 2300 Limit 21.64 Limit Entry
CMCSA 10/19/2009 %H&L-Aggressive Sell 3300 Stop 13.28 Stop Out
CMCSA 10/19/2009 %H&L-Aggressive Sell 3300 Limit 15.39 Profit Hit
CSCO 10/19/2009 %H&L-Aggressive Buy 2200 Limit 22.93 Limit Entry
DELL 10/19/2009 %H&L-Aggressive Buy 3300 Limit 14.97 Limit Entry
DISH 10/19/2009 %H&L-Aggressive Sell 2700 Stop 16.20 Stop Out
DISH 10/19/2009 %H&L-Aggressive Sell 2700 Limit 18.78 Profit Hit
EBAY 10/19/2009 %H&L-Aggressive Buy 2200 Limit 23.06 Limit Entry
FLEX 10/19/2009 %H&L-Aggressive Buy 7100 Limit 7.04 Limit Entry
INTC 10/19/2009 %H&L-Aggressive Buy 2600 Limit 19.12 Limit Entry
MRVL 10/19/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/19/2009 %H&L-Aggressive Buy 2000 Limit 24.49 Limit Entry
NTAP 10/19/2009 %H&L-Aggressive Buy 1900 Limit 25.68 Limit Entry
NVDA 10/19/2009 %H&L-Aggressive Sell 3700 Stop 11.75 Stop Out
NVDA 10/19/2009 %H&L-Aggressive Sell 3700 Limit 13.62 Profit Hit
NWSA 10/19/2009 %H&L-Aggressive Buy 4400 Limit 11.38 Limit Entry
ORCL 10/19/2009 %H&L-Aggressive Buy 2500 Limit 20.12 Limit Entry
QCOM 10/19/2009 %H&L-Aggressive Buy 1200 Limit 40.27 Limit Entry
RIMM 10/19/2009 %H&L-Aggressive Buy 800 Limit 64.47 Limit Entry
SBUX 10/19/2009 %H&L-Aggressive Buy 2500 Limit 19.86 Limit Entry
SPLS 10/19/2009 %H&L-Aggressive Buy 2200 Limit 22.65 Limit Entry
STLD 10/19/2009 %H&L-Aggressive Buy 3400 Limit 14.71 Limit Entry
SYMC 10/19/2009 %H&L-Aggressive Buy 3100 Limit 15.99 Limit Entry
XLNX 10/19/2009 %H&L-Aggressive Buy 2300 Limit 22.14 Limit Entry
YHOO 10/19/2009 %H&L-Aggressive Sell 3000 Stop 14.58 Stop Out
YHOO 10/19/2009 %H&L-Aggressive Sell 3000 Limit 16.90 Profit Hit

 

[tradermaji]

Signals for 10/21/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/20/2009 %H&L-Aggressive Buy 300 Limit 184.25 Limit Entry
ALTR 10/20/2009 %H&L-Aggressive Buy 2500 Limit 19.82 Limit Entry
AMAT 10/20/2009 %H&L-Aggressive Buy 3900 Limit 12.74 Limit Entry
ATVI 10/20/2009 %H&L-Aggressive Buy 4100 Limit 12.11 Limit Entry
BRCM 10/20/2009 %H&L-Aggressive Buy 1800 Limit 28.18 Limit Entry
CA 10/20/2009 %H&L-Aggressive Buy 2300 Limit 21.71 Limit Entry
CMCSA 10/20/2009 %H&L-Aggressive Sell 3300 Stop 13.28 Stop Out
CMCSA 10/20/2009 %H&L-Aggressive Sell 3300 Limit 15.39 Profit Hit
CSCO 10/20/2009 %H&L-Aggressive Buy 2100 Limit 23.30 Limit Entry
DELL 10/20/2009 %H&L-Aggressive Sell 3300 Stop 13.17 Stop Out
DELL 10/20/2009 %H&L-Aggressive Sell 3300 Limit 15.27 Profit Hit
DISH 10/20/2009 %H&L-Aggressive Sell 2700 Stop 16.20 Stop Out
DISH 10/20/2009 %H&L-Aggressive Sell 2700 Limit 18.78 Profit Hit
EBAY 10/20/2009 %H&L-Aggressive Buy 2100 Limit 23.56 Limit Entry
FLEX 10/20/2009 %H&L-Aggressive Buy 7100 Limit 7.04 Limit Entry
INTC 10/20/2009 %H&L-Aggressive Buy 2600 Limit 19.33 Limit Entry
MRVL 10/20/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/20/2009 %H&L-Aggressive Buy 2000 Limit 24.73 Limit Entry
NTAP 10/20/2009 %H&L-Aggressive Buy 1900 Limit 25.68 Limit Entry
NVDA 10/20/2009 %H&L-Aggressive Sell 3700 Stop 11.75 Stop Out
NVDA 10/20/2009 %H&L-Aggressive Sell 3700 Limit 13.62 Profit Hit
NWSA 10/20/2009 %H&L-Aggressive Buy 4400 Limit 11.45 Limit Entry
ORCL 10/20/2009 %H&L-Aggressive Buy 2500 Limit 20.31 Limit Entry
QCOM 10/20/2009 %H&L-Aggressive Buy 1200 Limit 40.33 Limit Entry
RIMM 10/20/2009 %H&L-Aggressive Buy 800 Limit 65.90 Limit Entry
SBUX 10/19/2009 %H&L-Aggressive Buy 2500 Limit 19.86 Limit Entry
SPLS 10/20/2009 %H&L-Aggressive Buy 2200 Limit 22.65 Limit Entry
STLD 10/20/2009 %H&L-Aggressive Buy 3400 Limit 14.80 Limit Entry
SYMC 10/20/2009 %H&L-Aggressive Buy 3100 Limit 15.99 Limit Entry
XLNX 10/20/2009 %H&L-Aggressive Buy 2300 Limit 22.14 Limit Entry
YHOO 10/20/2009 %H&L-Aggressive Sell 3000 Stop 14.58 Stop Out
YHOO 10/20/2009 %H&L-Aggressive Sell 3000 Limit 16.90 Profit Hit
YHOO 10/20/2009 %H&L-Aggressive Sell 3000 Market DaysExpired

 

[tradermaji]

Signals for 10/22/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 10/21/2009 %H&L-Aggressive Buy 300 Limit 183.70 Limit Entry
ALTR 10/21/2009 %H&L-Aggressive Buy 2500 Limit 19.82 Limit Entry
AMAT 10/21/2009 %H&L-Aggressive Buy 3900 Limit 12.74 Limit Entry
ATVI 10/21/2009 %H&L-Aggressive Buy 4100 Limit 12.11 Limit Entry
BRCM 10/21/2009 %H&L-Aggressive Buy 1800 Limit 28.18 Limit Entry
CA 10/20/2009 %H&L-Aggressive Buy 2300 Limit 21.71 Limit Entry
CMCSA 10/21/2009 %H&L-Aggressive Sell 3300 Stop 13.28 Stop Out
CMCSA 10/21/2009 %H&L-Aggressive Sell 3300 Limit 15.39 Profit Hit
CMCSA 10/21/2009 %H&L-Aggressive Sell 3300 Market DaysExpired
CSCO 10/21/2009 %H&L-Aggressive Buy 2100 Limit 23.39 Limit Entry
DELL 10/21/2009 %H&L-Aggressive Sell 3300 Stop 13.17 Stop Out
DELL 10/21/2009 %H&L-Aggressive Sell 3300 Limit 15.27 Profit Hit
DISH 10/21/2009 %H&L-Aggressive Sell 2700 Stop 16.20 Stop Out
DISH 10/21/2009 %H&L-Aggressive Sell 2700 Limit 18.78 Profit Hit
DISH 10/21/2009 %H&L-Aggressive Sell 2700 Market DaysExpired
EBAY 10/21/2009 %H&L-Aggressive Buy 2100 Limit 24.16 Limit Entry
FLEX 10/20/2009 %H&L-Aggressive Buy 7100 Limit 7.04 Limit Entry
INTC 10/21/2009 %H&L-Aggressive Buy 2600 Limit 19.36 Limit Entry
MRVL 10/21/2009 %H&L-Aggressive Buy 3400 Limit 14.59 Limit Entry
MSFT 10/21/2009 %H&L-Aggressive Buy 2000 Limit 25.10 Limit Entry
NTAP 10/21/2009 %H&L-Aggressive Buy 1900 Limit 26.03 Limit Entry
NVDA 10/21/2009 %H&L-Aggressive Sell 3700 Stop 11.75 Stop Out
NVDA 10/21/2009 %H&L-Aggressive Sell 3700 Limit 13.62 Profit Hit
NVDA 10/21/2009 %H&L-Aggressive Sell 3700 Market DaysExpired
NWSA 10/21/2009 %H&L-Aggressive Buy 4300 Limit 11.66 Limit Entry
ORCL 10/21/2009 %H&L-Aggressive Buy 2400 Limit 20.44 Limit Entry
QCOM 10/21/2009 %H&L-Aggressive Buy 1200 Limit 40.33 Limit Entry
RIMM 10/21/2009 %H&L-Aggressive Sell 800 Stop 58.00 Stop Out
RIMM 10/21/2009 %H&L-Aggressive Sell 800 Limit 67.22 Profit Hit
SBUX 10/21/2009 %H&L-Aggressive Buy 2500 Limit 19.94 Limit Entry
SPLS 10/21/2009 %H&L-Aggressive Buy 2200 Limit 22.65 Limit Entry
STLD 10/20/2009 %H&L-Aggressive Buy 3400 Limit 14.80 Limit Entry
SYMC 10/21/2009 %H&L-Aggressive Buy 3100 Limit 15.99 Limit Entry
XLNX 10/21/2009 %H&L-Aggressive Buy 2300 Limit 22.14 Limit Entry
YHOO 10/21/2009 %H&L-Aggressive Sell 3000 Stop 14.58 Stop Out
YHOO 10/21/2009 %H&L-Aggressive Sell 3000 Limit 16.90 Profit Hit
YHOO 10/21/2009 %H&L-Aggressive Sell 3000 Market DaysExpired