Signal			NQ Bear #2				Prod. code			US-CME_MINI-NQ-BEAR-002
G-Signal Historical Risk & Reward Statistics
Faction			Bears			Signaling frequency						Signal showed up once per 92 days
Rank			First Lieutenant			Longest interval						427 days
Won %			79.1%			Shortest interval						11 days
Survived %			19.4%			Back-tested till						June 1999
Failed %			5.97%			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
0.042%							3.719%													20.784%
Height of Upward
Slight rise			Moderate rise						High jump						Soar			High soar						Extreme soar
< 1%			1% ~ 2%			2% ~ 3%			3% ~ 4%			4% ~ 5%			5% ~ 10%			10% ~ 15%			15% ~ 20%			> 20%
22.39%			23.88%			17.91%			7.46%			4.48%			16.42%			4.48%			1.49%			1.49%
									Minimum						Average						Maximum
Longest expansion of unrealized loss									1 days						11.6 days						57 days
Best unrealized P&L									-1.79%						11.74%						83.249%
Longest fall									1 days						50.3 days						641 days
Best unrealized P/L ratio									-0.279 folds						10.071 folds						152.875 folds

Price Action (PA) upon signal confirmed ->							Plunge				Diving				High Jump				Squat Jump				Soar
Bear PAs
Probability of occurrence							22.39%				56.72%				14.93%				4.48%				1.49%
Absolute(B–A) ÷ A				Largest spread			0.982%				16.497%				13.959%				2.492%				0.005%
				Smallest spread			0.042%				1.097%				2.104%				1.009%				0.005%
A -> B				Longest lasting			10 days				57 days				49 days				3 days				1 days
				Shortest lasting			1 days				1 days				2 days				1 days				1 days
(A–C) ÷ A				Largest spread			54.031%				83.249%				4.342%				-20.784%				-5.214%
				Smallest spread			1.569%				0.965%				0.205%				-1.79%				-1.453%
B -> C				Longest lasting			266 days				641 days				93 days				16 days				17 days
				Shortest lasting			1 days				1 days				2 days				13 days				17 days
Best unrealized P/L ratio				Highest			152.875 folds				52.497 folds				0.444 folds				-0.046 folds				-0.279 folds
				Lowest			1.824 folds				0.522 folds				0.021 folds				-0.193 folds				-0.279 folds
NOTE:
Days are trading days, not calendar days.