PinBall Short 1. Pinball >= Threshold (i.e. 70) 2. Price close below 20 EMA 3. Enter on next day open and exit on the close (i.e. 1-day trade) 5. No stop PinBall Short (70 Threshold) ES (Day Session) Period Trades Win % 2009 0 0.00% 2008 10 60.00% 2007 5 100.00% 2006 3 0.00% 2005 7 57.14% 2004 7 42.86% 2003 5 60.00% 2002 12 66.67% 49 59.2% PinBall Short (67 Threshold) ES (Day Session) Period Trades Win % 2009 0 0.00% 2008 14 57.14% 2007 5 100.00% 2006 7 57.14% 2005 13 69.23% 2004 10 40.00% 2003 6 66.67% 2002 18 55.56% 73 60.3% PinBall Short (66 Threshold) ES (Day Session) Period Trades Win % 2009 0 0.00% 2008 19 52.63% 2007 6 100.00% 2006 9 44.44% 2005 13 69.23% 2004 11 36.36% 2003 8 50.00% 2002 19 47.37% 85 54.1%
Profit $$5,587.50 $2,575.00 $-2,050.00 $275.00 $650.00 $362.50 $2,600.00 $10,000.00
Profit $$5,462.50 $2,725.00 $-1,287.50 $1,662.50 $900.00 $825.00 $1,662.50 $11,950.00
Profit $$6,412.50 $2,987.50 $-2,162.50 $1,662.50 $712.50 $725.00 $-275.00 $10,062.50
Av Trade 558.75 515.00 -683.33 39.29 92.86 72.50 216.67 $204.08
Av Trade 390.18 545.00 -183.93 127.88 90.00 137.50 92.36 $163.70
Av Trade 337.50 497.92 -240.28 127.88 64.77 90.63 -14.47 $118.38
PinBall Short (60 Threshold) ES (Day Session) Period Trades Win % 2009 0 2008 37 2007 18 2006 15 2005 23 2004 20 2003 16 2002 32 161
Profit 0.00% 51.35% 66.67% 53.33% 56.52% 45.00% 43.75% 43.75% 50.9%
$$4,862.50 $4,625.00 $-2,175.00 $-100.00 $-1,700.00 $-412.50 $-50.00 $5,050.00
Av Trade 131.42 256.94 -145.00 -4.35 -85.00 -25.78 -1.56 $31.37
PinBall Long (30 Threshold) 1. Pinball <= Threshold (i.e. 30) 2. Price close above 20 EMA 3. Enter on next day open and exit on the close (i.e. 1-day trade) 5. No stop
PinBall Long (30 Threshold) ES (Day Session) Period Trades Win % 2009 1 100.00% 2008 5 20.00% 2007 12 50.00% 2006 14 50.00% 2005 15 53.33% 2004 12 58.33% 2003 15 80.00% 2002 5 40.00% 79 55.7%
Profit Av Trade $412.50 412.50 $-2,387.50 -477.50 $-512.50 -42.71 $-1,937.50 -138.39 $-450.00 -30.00 $887.50 73.96 $3,387.50 225.83 $512.50 102.50 $-87.50 $-1.11
PinBall Long (33 Threshold) ES (Day Session) Period Trades Win % 2009 1 100.00% 2008 7 14.29% 2007 14 57.14% 2006 17 52.94% 2005 21 57.14% 2004 20 65.00% 2003 23 73.91% 2002 9 55.56% 112 58.9%
Profit Av Trade $412.50 412.50 $-3,825.00 -546.43 $75.00 5.36 $-1,637.50 -96.32 $-962.50 -45.83 $525.00 26.25 $3,887.50 169.02 $962.50 106.94 $-562.50 $-5.02
PinBall Long (34 Threshold) ES (Day Session) Period Trades Win % 2009 1 100.00% 2008 9 22.22% 2007 17 47.06% 2006 19 52.63% 2005 22 54.55% 2004 21 61.90% 2003 23 73.91% 2002 10 50.00% 122 55.7%
Profit Av Trade $412.50 412.50 $-2,862.50 -318.06 $-1,575.00 -92.65 $-1,700.00 -89.47 $-912.50 -41.48 $337.50 16.07 $3,887.50 169.02 $650.00 65.00 $-1,762.50 $-14.45
PinBall Long (40 Threshold) ES (Day Session) Period Trades Win % 2009 2 2008 14 2007 35 2006 37 2005 30 2004 33 2003 34 2002 18 203
Profit Av Trade $262.50 131.25 $-2,125.00 -151.79 $700.00 20.00 $-3,375.00 -91.22 $-2,087.50 -69.58 $362.50 10.98 $487.50 14.34 $2,450.00 136.11 $-3,325.00 $-16.38
50.00% 21.43% 48.57% 43.24% 46.67% 54.55% 47.06% 61.11% 47.3%