BIDU, AAPL, LEH, RIMM, CMI

BIDU Backtesting (from 5/21 to 8/14/07):
- 12 trades (7 bullish, 5 bearish)
- 8 Profits (73%)
- 3 Costs (27%)
- Ratio Profit:Cost = 15:1
- Longest Trade Duration = 8 days
- Shortest Trade Duration = 2 days

BIDU Notes:
- Buy front month unless it's about 7 trading days before expiration, then I go next month out.
- For BIDU, I buy 1 to 2 strikes OTM
- 1 contract for BIDU

AAPL Notes:
- Buy front month unless it's about 5 trading days before expiration, then I go next month out.
- Buy ATM or 1 strike ITM
- 3-5 contracts for AAPL

LEH Notes:
- Buy front month unless it's about 7 trading days before expiration, then I go next month out.
- Buy 1 strike ITM
- 3-5 contracts for LEH

RIMM Notes:
- Buy front month unless it's about 5 trading days before expiration, then I go next month out.
- Buy ATM, 1 strike ITM, sometimes 1 strike OTM - depends on what is going on & timeframe to expiration
- 2-5 contracts for RIMM

CMI Notes:
- Buy front month unless it's about 7 trading days before expiration, then I go next month out.
- Buy ATM or 1 strike ITM
- 2-5 contracts for CMI
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