Pinball

PinBall Short 1. Pinball >= Threshold (i.e. 70) 2. Price close below 20 EMA 3. Enter on next day open 4. Exit on the first day that the close is below the open 5. No stop PinBall Short (70 Threshold) ES (Day Session) Period Trades 2009 2008 2007 2006 2005 2004 2003 2002

Win % 0 10 5 3 7 7 5 12 49

Avg Bars winning Avg Bars Losing

PinBall Short (67 Threshold) ES (Day Session) Period Trades 2009 2008 2007 2006 2005 2004 2003 2002

Win % 0 14 5 7 13 10 6 18 73

Avg Bars winning Avg Bars Losing

Win % 0 19 6 9 13 11 8 19 85

$$6,775.00 $2,575.00 $-112.50 $1,700.00 $1,375.00 $1,637.50 $4,987.50 $18,937.50

Profit 0.00% 78.57% 100.00% 71.43% 84.62% 70.00% 83.33% 77.78% 79.5% 1.3 2.9

Avg Bars winning Avg Bars Losing PinBall Short (66 Threshold) ES (Day Session) Period Trades 2009 2008 2007 2006 2005 2004 2003 2002

Profit 0.00% 80.00% 100.00% 33.00% 85.71% 85.71% 80.00% 83.33% 81.6% 1.4 2.7

$$7,662.50 $2,725.00 $312.50 $3,037.50 $1,125.00 $2,100.00 $3,475.00 $20,437.50

Profit 0.00% 78.95% 100.00% 55.56% 84.62% 72.73% 75.00% 68.42% 75.3% 1.4 3

$$11,275.00 $2,987.50 $-412.50 $3,037.50 $1,712.50 $2,362.50 $1,025.00 $21,987.50

Av Trade 677.50 515.00 -37.50 242.86 196.43 327.50 415.63 $386.48

Av Trade 547.32 545.00 44.64 233.65 112.50 350.00 193.06 $279.97

Av Trade 593.42 497.92 -45.83 233.65 155.68 295.31 53.95 $258.68

PinBall Short (60 Threshold) ES (Day Session) Period Trades Win % 2009 0 2008 35 2007 18 2006 15 2005 23 2004 19 2003 17 2002 31 157 Avg Bars winning Avg Bars Losing

Profit 0.00% 68.57% 77.78% 60.00% 69.57% 63.16% 64.71% 61.29% 66.9% 1.4 3.3

$$16,675.00 $6,262.50 $-1,012.50 $1,937.50 $-2,825.00 $-2,737.50 $3,625.00 $21,925.00

Av Trade 476.43 347.92 -67.50 84.24 -148.68 -161.03 116.94 $139.65

PinBall Long (30 Threshold) 1. Pinball <= Threshold (i.e. 30) 2. Price close above 20 EMA 3. Enter on next day open 4. Exit on the first day that the close is above the open 5. No stop PinBall Long (30 Threshold) ES (Day Session) Period Trades 2009 2008 2007 2006 2005 2004 2003 2002 Avg Bars winning Avg Bars Losing

Win % 1 6 12 14 14 12 14 5 77

100.00% 33.33% 58.33% 64.29% 71.43% 83.33% 78.57% 60.00% 68.8% 1.2 3.1

PinBall Long (33 Threshold) ES (Day Session) Period Trades Win % 2009 1 100.00% 2008 8 37.50% 2007 14 57.14% 2006 17 70.59% 2005 19 73.68% 2004 19 78.95% 2003 22 81.82% 2002 9 66.67% 108 71.3% 1.2 Avg Bars winning Avg Bars Losing 3.4

Profit Av Trade $412.50 412.50 $-5,512.50 -918.75 $-5,550.00 -462.50 $-175.00 -12.50 $737.50 52.68 $2,962.50 246.88 $2,337.50 166.96 $225.00 45.00 $-4,562.50 $-59.25

Profit Av Trade $412.50 412.50 $-7,450.00 -931.25 $-5,112.50 -365.18 $612.50 36.03 $-1,400.00 -73.68 $2,962.50 155.92 $2,400.00 109.09 $787.50 87.50 $-6,787.50 $-62.85

PinBall Long (34 Threshold) ES (Day Session) Period Trades Win % 2009 1 100.00% 2008 10 50.00% 2007 17 58.82% 2006 19 68.42% 2005 20 75.00% 2004 20 80.00% 2003 22 81.82% 2002 10 60.00% 118 71.2% Avg Bars winning 1.3 Avg Bars Losing 3.3

Profit Av Trade $412.50 412.50 $-5,350.00 -535.00 $-4,650.00 -273.53 $687.50 36.18 $-1,012.50 -50.63 $3,562.50 178.13 $2,400.00 109.09 $700.00 70.00 $-3,250.00 $-27.54

PinBall Long (40 Threshold) ES (Day Session) Period Trades Win % 2009 1 2008 15 2007 32 2006 35 2005 27 2004 32 2003 32 2002 18 189 Avg Bars winning Avg Bars Losing

Profit Av Trade $-1,337.50 -1,337.50 $-6,275.00 -418.33 $-1,600.00 -50.00 $100.00 2.86 $-2,862.50 -106.02 $6,362.50 198.83 $2,950.00 92.19 $4,187.50 232.64 $1,525.00 $8.07

0.00% 53.33% 65.63% 62.86% 59.26% 81.25% 71.88% 72.22% 68.3% 1.3 3.2