Signal			NQ Bull #2				Prod. code			US-CME_MINI-NQ-BULL-002
G-Signal Historical Risk & Reward Statistics
Faction			Bulls			Signaling frequency						Signal showed up once per 294 days
Rank			Admiral			Longest interval						930 days
Won %			90.48%			Shortest interval						9 days
Survived %			9.52%			Back-tested till						June 1999
Failed %			—			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
0.270%							5.809%													20.443%
Depth of Downward
Slight fall			Moderate fall						Deep dive						Plunge			Deep plunge						Extreme plunge
< 1%			1% ~ 2%			2% ~ 3%			3% ~ 4%			4% ~ 5%			5% ~ 10%			10% ~ 15%			15% ~ 20%			> 20%
14.29%			9.52%			14.29%			9.52%			9.52%			28.57%			—			9.52%			4.76%
									Minimum						Average						Maximum
Longest expansion of unrealized loss									1 days						5.905 days						24 days
Best unrealized P&L									0.099%						159.472%						1,254.676%
Longest rise									6 days						544 days						3,278 days
Best unrealized P/L ratio									0.005 folds						94.912 folds						1,504.816 folds

Price Action (PA) upon signal confirmed ->							Soar				Squat Jump				Push Up				Diving				Plunge
Bull PAs
Probability of occurrence							14.29%				76.19%				9.52%				—				—
Absolute(B–A) ÷ A				Largest spread			0.572%				17.512%				20.443%				—				—
				Smallest spread			0.27%				1.291%				7.235%				—				—
A -> B				Longest lasting			6 days				24 days				20 days				—				—
				Shortest lasting			1 days				1 days				11 days				—				—
(C–A) ÷ A				Largest spread			578.366%				1,254.676%				2.649%				—				—
				Smallest spread			9.296%				4.571%				0.099%				—				—
B -> C				Longest lasting			2,387 days				3,278 days				8 days				—				—
				Shortest lasting			29 days				6 days				7 days				—				—
Best unrealized P/L ratio				Highest			1,504.816 folds				122.239 folds				0.366 folds				—				—
				Lowest			16.25 folds				1.009 folds				0.005 folds				—				—
NOTE:
Days are trading days, not calendar days.