Signal			NQ Bull #1				Prod. code			US-CME_MINI-NQ-BULL-001
G-Signal Historical Risk & Reward Statistics
Faction			Bulls			Signaling frequency						Signal showed up once per 2,056 days
Rank			Marshal			Longest interval						3,423 days
Won %			100%			Shortest interval						1,639 days
Survived %			—			Back-tested till						June 1999
Failed %			—			History does not repeat itself, but it rhythms. No matter how low the possibility of an accident is, it will never be zero. Please well manage the risk in the worst case.
Maximum Unrealized Loss
Minimum							Average													Maximum
1.743%							3.176%													5.572%
Depth of Downward
Slight fall			Moderate fall						Deep dive						Plunge			Deep plunge						Extreme plunge
< 1%			1% ~ 2%			2% ~ 3%			3% ~ 4%			4% ~ 5%			5% ~ 10%			10% ~ 15%			15% ~ 20%			> 20%
—			33.33%			33.33%			—			—			33.33%			—			—			—
									Minimum						Average						Maximum
Longest expansion of unrealized loss									1 days						2 days						4 days
Best unrealized P&L									43.274%						1,056.379%						1,785.048%
Longest rise									188 days						2,744 days						4,841 days
Best unrealized P/L ratio									7.766 folds						546.041 folds						1,024.387 folds

Price Action (PA) upon signal confirmed ->							Soar				Squat Jump				Push Up				Diving				Plunge
Bull PAs
Probability of occurrence							—				100%				—				—				—
Absolute(B–A) ÷ A				Largest spread			—				5.572%				—				—				—
				Smallest spread			—				1.743%				—				—				—
A -> B				Longest lasting			—				4 days				—				—				—
				Shortest lasting			—				1 days				—				—				—
(C–A) ÷ A				Largest spread			—				1,785.048%				—				—				—
				Smallest spread			—				43.274%				—				—				—
B -> C				Longest lasting			—				4,841 days				—				—				—
				Shortest lasting			—				188 days				—				—				—
Best unrealized P/L ratio				Highest			—				1,024.387 folds				—				—				—
				Lowest			—				7.766 folds				—				—				—
NOTE:
Days are trading days, not calendar days.