Signal NQ Bear #4 Prod. code US-CME_MINI-NQ-BEAR-004
G-Signal Historical Risk & Reward Statistics
Faction Bears Signaling frequency Signal showed up once per 21.9 days
Rank First Lieutenant Longest interval 89.4 days
Won % 77.78% Shortest interval 1.74 days
Survived % 18.52% Back-tested till August 2021
Failed % 3.7% 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
0.006% 2.372% 9.466%
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%
37.04% 25.93% 11.11% 3.7% 7.41% 14.81%
Minimum Average Maximum
Longest expansion of unrealized loss 0.174 days 4.174 days 29 days
Best unrealized P&L -0.004% 6.34% 25.019%
Longest fall 15.5 days 73.9 days
Best unrealized P/L ratio -0.003 folds 73.986 folds 1,334.25 folds
Price Action (PA) upon signal confirmed -> Plunge Diving High Jump Squat Jump Soar
Bear PAs
Probability of occurrence 37.04% 40.74% 18.52% 3.7%
Absolute(B–A) ÷ A Largest spread 0.718% 9.351% 9.466% 0.004%
Smallest spread 0.006% 1.003% 1.881% 0.004%
A -> B Longest lasting 0.87 days 14.4 days 29 days 2.261 days
Shortest lasting 0.174 days 0.522 days 1.217 days 2.261 days
(A–C) ÷ A Largest spread 14.209% 25.019% 1.689% -1.384%
Smallest spread 0.18% 1.44% 0.138% -0.004%
B -> C Longest lasting 73.9 days 58.3 days 23 days 1.391 days
Shortest lasting 0.174 days 1.043 days 1.391 days
Best unrealized P/L ratio Highest 1,334.25 folds 9.862 folds 0.353 folds -0.003 folds
Lowest 1.228 folds 0.656 folds 0.018 folds -0.003 folds
NOTE:
Days are trading days, not calendar days.