Signal NQ Bear #3 Prod. code US-CME_MINI-NQ-BEAR-003
G-Signal Historical Risk & Reward Statistics
Faction Bears Signaling frequency Signal showed up once per 6.65 days
Rank First Lieutenant Longest interval 29.4 days
Won % 81.82% Shortest interval 0.48 days
Survived % 15.58% Back-tested till November 2021
Failed % 2.6% 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
0.002% 1.312% 8.678%
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%
62.34% 15.58% 9.09% 5.19% 2.6% 5.19%
Minimum Average Maximum
Longest expansion of unrealized loss 0.043 days 1.168 days 13.1 days
Best unrealized P&L -0.175% 5.161% 27.003%
Longest fall 0.043 days 7.503 days 51.2 days
Best unrealized P/L ratio -0.252 folds 72.196 folds 2,096.333 folds
Price Action (PA) upon signal confirmed -> Plunge Diving High Jump Squat Jump Soar
Bear PAs
Probability of occurrence 55.84% 25.97% 15.58% 2.6%
Absolute(B–A) ÷ A Largest spread 0.859% 8.678% 5.894% 0.179%
Smallest spread 0.002% 1.082% 0.315% 0.002%
A -> B Longest lasting 0.696 days 13.1 days 5.739 days 0.043 days
Shortest lasting 0.043 days 0.087 days 0.217 days 0.043 days
(A–C) ÷ A Largest spread 27.003% 22.667% 0.702% -0.968%
Smallest spread 0.272% 1.096% 0.013% -0.175%
B -> C Longest lasting 51.2 days 41.6 days 14 days 0.957 days
Shortest lasting 0.087 days 0.043 days 0.043 days 0.043 days
Best unrealized P/L ratio Highest 2,096.333 folds 16.771 folds 0.482 folds -0.181 folds
Lowest 0.919 folds 0.566 folds 0.007 folds -0.252 folds
NOTE:
Days are trading days, not calendar days.