Signal			NQ Bear #5				Prod. code			US-CME_MINI-NQ-BEAR-005
G-Signal Historical Risk & Reward Statistics
Faction			Bears			Signaling frequency						Signal showed up once per 38.7 days
Rank			First Lieutenant			Longest interval						251 days
Won %			84.94%			Shortest interval						3.13 days
Survived %			10.24%			Back-tested till						January 2000
Failed %			5.42%			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
0.003%							2.190%													21.786%
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%
46.99%			21.08%			10.84%			7.23%			4.22%			6.02%			2.41%			0.6%			0.6%
									Minimum						Average						Maximum
Longest expansion of unrealized loss									0.348 days						5.873 days						56.3 days
Best unrealized P&L									-4.028%						6.91%						70.523%
Longest fall									0.348 days						22.3 days						455 days
Best unrealized P/L ratio									-1 folds						33.86 folds						1,426 folds

Price Action (PA) upon signal confirmed ->							Plunge				Diving				High Jump				Squat Jump				Soar
Bear PAs
Probability of occurrence							46.39%				38.55%				9.64%				0.6%				4.82%
Absolute(B–A) ÷ A				Largest spread			0.98%				21.786%				13.664%				0.911%				0.472%
				Smallest spread			0.003%				1.003%				1.125%				0.911%				0.017%
A -> B				Longest lasting			17.4 days				40.3 days				47 days				0.348 days				0.696 days
				Shortest lasting			0.348 days				0.348 days				1.391 days				0.348 days				0.348 days
(A–C) ÷ A				Largest spread			50.474%				70.523%				1.993%				-3.106%				-11.285%
				Smallest spread			0.222%				0.868%				0.065%				-0.107%				-4.028%
B -> C				Longest lasting			126 days				455 days				44.9 days				2.435 days				56.3 days
				Shortest lasting			0.348 days				0.696 days				0.696 days				2.435 days				1.043 days
Best unrealized P/L ratio				Highest			1,426 folds				45.976 folds				0.486 folds				-0.034 folds				-0.017 folds
				Lowest			0.561 folds				0.53 folds				0.008 folds				-0.034 folds				-1 folds
NOTE:
Days are trading days, not calendar days.