Signal			NQ Bull #5				Prod. code			US-CME_MINI-NQ-BULL-005
G-Signal Historical Risk & Reward Statistics
Faction			Bulls			Signaling frequency						Signal showed up once per 69.8 days
Rank			First Lieutenant			Longest interval						510 days
Won %			86.96%			Shortest interval						3.83 days
Survived %			11.96%			Back-tested till						January 2000
Failed %			3.26%			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%							3.249%													21.701%
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%
27.17%			20.65%			15.22%			11.96%			6.52%			11.96%			5.43%			—			1.09%
									Minimum						Average						Maximum
Longest expansion of unrealized loss									0.348 days						2.968 days						27.8 days
Best unrealized P&L									-5.309%						105.068%						1,954.841%
Longest rise									0.348 days						364 days						5,145 days
Best unrealized P/L ratio									-0.245 folds						194.057 folds						6,284.2 folds

Price Action (PA) upon signal confirmed ->							Soar				Squat Jump				Push Up				Diving				Plunge
Bull PAs
Probability of occurrence							27.17%				59.78%				9.78%				2.17%				1.09%
Absolute(B–A) ÷ A				Largest spread			0.982%				14.024%				10.098%				1.321%				0.073%
				Smallest spread			0.002%				1.029%				1.651%				0.797%				0.073%
A -> B				Longest lasting			7.304 days				14.6 days				27.8 days				0.348 days				0.348 days
				Shortest lasting			0.348 days				0.348 days				1.043 days				0.348 days				0.348 days
(C–A) ÷ A				Largest spread			1,486.329%				1,954.841%				2.699%				-21.701%				-10.776%
				Smallest spread			1.717%				1.136%				0.107%				-5.309%				-0.656%
B -> C				Longest lasting			3,421 days				5,145 days				14.6 days				3.13 days				3.478 days
				Shortest lasting			1.043 days				0.348 days				0.348 days				2.783 days				3.478 days
Best unrealized P/L ratio				Highest			6,284.2 folds				862.243 folds				0.29 folds				-0.098 folds				-0.061 folds
				Lowest			2.889 folds				0.513 folds				0.011 folds				-0.245 folds				-0.061 folds
NOTE:
Days are trading days, not calendar days.