Signal NQ Bull #3 Prod. code US-CME_MINI-NQ-BULL-003
G-Signal Historical Risk & Reward Statistics
Faction Bulls Signaling frequency Signal showed up once per 7.58 days
Rank Admiral Longest interval 21.9 days
Won % 91.18% Shortest interval 0.48 days
Survived % 8.82% Back-tested till November 2021
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
0.037% 1.501% 8.161%
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%
52.94% 20.59% 16.18% 2.94% 2.94% 4.41%
Minimum Average Maximum
Longest expansion of unrealized loss 0.043 days 0.724 days 3.522 days
Best unrealized P&L 0.088% 5.949% 22.309%
Longest rise 0.087 days 8.448 days 54 days
Best unrealized P/L ratio 0.011 folds 10.781 folds 112.349 folds
Price Action (PA) upon signal confirmed -> Soar Squat Jump Push Up Diving Plunge
Bull PAs
Probability of occurrence 52.94% 38.24% 8.82%
Absolute(B–A) ÷ A Largest spread 0.992% 5.799% 8.161%
Smallest spread 0.037% 1.026% 1.466%
A -> B Longest lasting 2.522 days 2.87 days 3.522 days
Shortest lasting 0.043 days 0.13 days 0.565 days
(C–A) ÷ A Largest spread 22.309% 20.356% 1.64%
Smallest spread 0.442% 1.404% 0.088%
B -> C Longest lasting 50.3 days 54 days 2.435 days
Shortest lasting 0.087 days 0.391 days 0.304 days
Best unrealized P/L ratio Highest 112.349 folds 13.828 folds 0.431 folds
Lowest 0.952 folds 0.839 folds 0.011 folds
NOTE:
Days are trading days, not calendar days.