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 Win % Profit Av Trade
2009 0 0.00% $- -
2008 10 80.00% $6,775.00 677.50
2007 5 100.00% $2,575.00 515.00
2006 3 33.00% $-112.50 -37.50
2005 7 85.71% $1,700.00 242.86
2004 7 85.71% $1,375.00 196.43
2003 5 80.00% $1,637.50 327.50
2002 12 83.33% $4,987.50 415.63
49 81.6% $18,937.50 $386.48
Avg Bars winning 1.4
Avg Bars Losing 2.7

PinBall Short (67 Threshold)

ES (Day Session)
Period Trades Win % Profit Av Trade
2009 0 0.00% $- -
2008 14 78.57% $7,662.50 547.32
2007 5 100.00% $2,725.00 545.00
2006 7 71.43% $312.50 44.64
2005 13 84.62% $3,037.50 233.65
2004 10 70.00% $1,125.00 112.50
2003 6 83.33% $2,100.00 350.00
2002 18 77.78% $3,475.00 193.06
73 79.5% $20,437.50 $279.97
Avg Bars winning 1.3
Avg Bars Losing 2.9

PinBall Short (66 Threshold)

ES (Day Session)
Period Trades Win % Profit Av Trade
2009 0 0.00% $- -
2008 19 78.95% $11,275.00 593.42
2007 6 100.00% $2,987.50 497.92
2006 9 55.56% $-412.50 -45.83
2005 13 84.62% $3,037.50 233.65
2004 11 72.73% $1,712.50 155.68
2003 8 75.00% $2,362.50 295.31
2002 19 68.42% $1,025.00 53.95
85 75.3% $21,987.50 $258.68
Avg Bars winning 1.4
Avg Bars Losing 3
PinBall Short (60 Threshold)
ES (Day Session)
Period Trades Win % Profit Av Trade
2009 0 0.00% $- -
2008 35 68.57% $16,675.00 476.43
2007 18 77.78% $6,262.50 347.92
2006 15 60.00% $-1,012.50 -67.50
2005 23 69.57% $1,937.50 84.24
2004 19 63.16% $-2,825.00 -148.68
2003 17 64.71% $-2,737.50 -161.03
2002 31 61.29% $3,625.00 116.94
157 66.9% $21,925.00 $139.65
Avg Bars winning 1.4
Avg Bars Losing 3.3

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 Win % Profit Av Trade
2009 1 100.00% $412.50 412.50
2008 6 33.33% $-5,512.50 -918.75
2007 12 58.33% $-5,550.00 -462.50
2006 14 64.29% $-175.00 -12.50
2005 14 71.43% $737.50 52.68
2004 12 83.33% $2,962.50 246.88
2003 14 78.57% $2,337.50 166.96
2002 5 60.00% $225.00 45.00
77 68.8% $-4,562.50 $-59.25
Avg Bars winning 1.2
Avg Bars Losing 3.1

PinBall Long (33 Threshold)

ES (Day Session)
Period Trades Win % Profit Av Trade
2009 1 100.00% $412.50 412.50
2008 8 37.50% $-7,450.00 -931.25
2007 14 57.14% $-5,112.50 -365.18
2006 17 70.59% $612.50 36.03
2005 19 73.68% $-1,400.00 -73.68
2004 19 78.95% $2,962.50 155.92
2003 22 81.82% $2,400.00 109.09
2002 9 66.67% $787.50 87.50
108 71.3% $-6,787.50 $-62.85
Avg Bars winning 1.2
Avg Bars Losing 3.4
PinBall Long (34 Threshold)
ES (Day Session)
Period Trades Win % Profit Av Trade
2009 1 100.00% $412.50 412.50
2008 10 50.00% $-5,350.00 -535.00
2007 17 58.82% $-4,650.00 -273.53
2006 19 68.42% $687.50 36.18
2005 20 75.00% $-1,012.50 -50.63
2004 20 80.00% $3,562.50 178.13
2003 22 81.82% $2,400.00 109.09
2002 10 60.00% $700.00 70.00
118 71.2% $-3,250.00 $-27.54
Avg Bars winning 1.3
Avg Bars Losing 3.3

PinBall Long (40 Threshold)

ES (Day Session)
Period Trades Win % Profit Av Trade
2009 1 0.00% $-1,337.50 -1,337.50
2008 15 53.33% $-6,275.00 -418.33
2007 32 65.63% $-1,600.00 -50.00
2006 35 62.86% $100.00 2.86
2005 27 59.26% $-2,862.50 -106.02
2004 32 81.25% $6,362.50 198.83
2003 32 71.88% $2,950.00 92.19
2002 18 72.22% $4,187.50 232.64
189 68.3% $1,525.00 $8.07
Avg Bars winning 1.3
Avg Bars Losing 3.2