Signal			NQ Bull #4				Prod. code			US-CME_MINI-NQ-BULL-004
G-Signal Historical Risk & Reward Statistics
Faction			Bulls			Signaling frequency						Signal showed up once per 24 days
Rank			Colonel			Longest interval						89.2 days
Won %			87.5%			Shortest interval						3.13 days
Survived %			12.5%			Back-tested till						September 2021
Failed %			4.17%			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
0.086%							1.915%													6.781%
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%
45.83%			25%			4.17%			8.33%			4.17%			12.5%			—			—			—
									Minimum						Average						Maximum
Longest expansion of unrealized loss									0.174 days						2.116 days						12 days
Best unrealized P&L									-1.177%						9.767%						46.894%
Longest rise									0.174 days						22.6 days						140 days
Best unrealized P/L ratio									-0.182 folds						16.304 folds						116.374 folds

Price Action (PA) upon signal confirmed ->							Soar				Squat Jump				Push Up				Diving				Plunge
Bull PAs
Probability of occurrence							45.83%				41.67%				8.33%				4.17%				—
Absolute(B–A) ÷ A				Largest spread			0.822%				6.781%				6.426%				0.567%				—
				Smallest spread			0.086%				1.107%				3.186%				0.567%				—
A -> B				Longest lasting			5.739 days				12 days				7.13 days				0.348 days				—
				Shortest lasting			0.174 days				0.348 days				0.87 days				0.348 days				—
(C–A) ÷ A				Largest spread			46.894%				41.387%				0.897%				-6.478%				—
				Smallest spread			0.861%				2.543%				0.687%				-1.177%				—
B -> C				Longest lasting			140 days				140 days				4.696 days				2.783 days				—
				Shortest lasting			0.174 days				1.043 days				3.13 days				2.783 days				—
Best unrealized P/L ratio				Highest			116.374 folds				19.919 folds				0.215 folds				-0.182 folds				—
				Lowest			3.906 folds				0.559 folds				0.14 folds				-0.182 folds				—
NOTE:
Days are trading days, not calendar days.