Signal NQ Bear #6 Prod. code US-CME_MINI-NQ-BEAR-006
G-Signal Historical Risk & Reward Statistics
Faction Bears Signaling frequency Signal showed up once per 13.5 days
Rank First Lieutenant Longest interval 73.7 days
Won % 80.49% Shortest interval 0.78 days
Survived % 17.07% Back-tested till October 2021
Failed % 2.44% 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% 1.250% 6.141%
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%
60.98% 19.51% 7.32% 4.88% 7.32%
Minimum Average Maximum
Longest expansion of unrealized loss 0.087 days 1.086 days 5.565 days
Best unrealized P&L -0.069% 4.016% 24.884%
Longest fall 0.174 days 5.947 days 58.3 days
Best unrealized P/L ratio -0.056 folds 29.01 folds 561 folds
Price Action (PA) upon signal confirmed -> Plunge Diving High Jump Squat Jump Soar
Bear PAs
Probability of occurrence 56.1% 24.39% 17.07% 2.44%
Absolute(B–A) ÷ A Largest spread 0.706% 6.141% 6.089% 0.021%
Smallest spread 0.003% 1.003% 0.547% 0.021%
A -> B Longest lasting 1.565 days 5.565 days 3.043 days 0.087 days
Shortest lasting 0.087 days 0.609 days 0.783 days 0.087 days
(A–C) ÷ A Largest spread 15.37% 24.884% 2.531% -1.232%
Smallest spread 0.572% 1.676% 0.123% -0.069%
B -> C Longest lasting 22.9 days 58.3 days 3.391 days 1.13 days
Shortest lasting 0.174 days 1.043 days 0.174 days 1.13 days
Best unrealized P/L ratio Highest 561 folds 15.243 folds 0.479 folds -0.056 folds
Lowest 1.401 folds 0.734 folds 0.084 folds -0.056 folds
NOTE:
Days are trading days, not calendar days.