If today is the Friday before option expiration week and we happen to be in Apr, Aug, Feb, or Dec, buy at the close. We will exit with first profitable open or close and stop loss of 2.5%. 100k per trade. Trade details are attached before. This signal is triggered at the close on 8/9/2013. The avg profit/avg loss (payoff ratio) is only 0.26 even though it has a very high winning percentage.

See attached pdf for summary and detailsFridayBeforeOptionExpirationTradeDetails FridayBeforeOptionExpirationSummary