Summary of Significant Accounting Policies (Details) (USD $)	12 Months Ended
Dec. 31, 2014	Dec. 31, 2013
Stock Price	$ 1.00us-gaap_SharePrice	$ 0.91us-gaap_SharePrice
Number of assumed financings	1sspc_NumberOfAssumedFinancings	1sspc_NumberOfAssumedFinancings
Number of anti-dilutive warrants	129,167sspc_NumberOfAntidilutiveWarrants	159,167sspc_NumberOfAntidilutiveWarrants
Total warrants outstanding	$ 23,933,927us-gaap_WarrantsAndRightsOutstanding	$ 7,977,990us-gaap_WarrantsAndRightsOutstanding
Total shares outstanding	18,435,239us-gaap_CommonStockSharesOutstanding	10,398,527us-gaap_CommonStockSharesOutstanding
Strike Price	$ 0.75sspc_StrikePrice	$ 0.25sspc_StrikePrice
Risk-free Rate	0.21%	0.33%
Minimum [Member]
Volatility (Annual)	66.00%	70.00%
Maturity Date	Aug. 13, 2015	Jan. 24, 2014
Expected Life	7 months 13 days	5 months 23 days
Maximum [Member]
Volatility (Annual)	67.00%	72.00%
Maturity Date	Nov. 24, 2015	Nov. 24, 2015
Expected Life	10 months 24 days	1 year 10 months 24 days

No authoritative reference available.

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- Definition

No authoritative reference available.

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No definition available.

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Number of shares of common stock outstanding. Common stock represent the ownership interest in a corporation.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 04

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Reference 2: http://www.xbrl.org/2003/role/presentationRef

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Date when the debt instrument is scheduled to be fully repaid, in CCYY-MM-DD format.

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Reference 1: http://www.xbrl.org/2003/role/presentationRef

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Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Risk-free interest rate assumption used in valuing an instrument.

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Price of a single share of a number of saleable stocks of a company.

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Value of outstanding derivative securities that permit the holder the right to purchase securities (usually equity) from the issuer at a specified price.

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