Signal NQ Bull #6 Prod. code US-CME_MINI-NQ-BULL-006
G-Signal Historical Risk & Reward Statistics
Faction Bulls Signaling frequency Signal showed up once per 14 days
Rank First Lieutenant Longest interval 48.7 days
Won % 95% Shortest interval 0.87 days
Survived % 2.5% Back-tested till October 2021
Failed % 2.5% 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
0.033% 1.478% 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%
47.5% 25% 17.5% 5% 2.5% 2.5%
Minimum Average Maximum
Longest expansion of unrealized loss 0.087 days 1.304 days 12.3 days
Best unrealized P&L -1.123% 9.047% 44.61%
Longest rise 0.261 days 19.5 days 140 days
Best unrealized P/L ratio -0.299 folds 14.438 folds 157.236 folds
Price Action (PA) upon signal confirmed -> Soar Squat Jump Push Up Diving Plunge
Bull PAs
Probability of occurrence 47.5% 47.5% 2.5% 2.5%
Absolute(B–A) ÷ A Largest spread 0.997% 6.781% 2.809% 0.358%
Smallest spread 0.033% 1.069% 2.809% 0.358%
A -> B Longest lasting 2.087 days 12.3 days 0.522 days 0.087 days
Shortest lasting 0.087 days 0.174 days 0.522 days 0.087 days
(C–A) ÷ A Largest spread 23.053% 44.61% 0.765% -3.759%
Smallest spread 0.421% 1.358% 0.765% -1.123%
B -> C Longest lasting 52.5 days 140 days 0.522 days 1.652 days
Shortest lasting 0.261 days 0.348 days 0.522 days 1.652 days
Best unrealized P/L ratio Highest 157.236 folds 28.423 folds 0.272 folds -0.299 folds
Lowest 2.048 folds 0.559 folds 0.272 folds -0.299 folds
NOTE:
Days are trading days, not calendar days.