Signal			NQ Bear #1				Prod. code			US-CME_MINI-NQ-BEAR-001
G-Signal Historical Risk & Reward Statistics
Faction			Bears			Signaling frequency						Signal showed up once per 308 days
Rank			First Lieutenant			Longest interval						1,760 days
Won %			75%			Shortest interval						61 days
Survived %			15%			Back-tested till						June 1999
Failed %			10%			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
0.162%							5.717%													18.397%
Height of Upward
Slight rise			Moderate rise						High jump						Soar			High soar						Extreme soar
< 1%			1% ~ 2%			2% ~ 3%			3% ~ 4%			4% ~ 5%			5% ~ 10%			10% ~ 15%			15% ~ 20%			> 20%
10%			10%			15%			15%			5%			25%			15%			5%			—
									Minimum						Average						Maximum
Longest expansion of unrealized loss									1 days						27.6 days						116 days
Best unrealized P&L									-2.327%						16.46%						78.662%
Longest fall									1 days						77.8 days						529 days
Best unrealized P/L ratio									-0.616 folds						5.126 folds						33.357 folds

Price Action (PA) upon signal confirmed ->							Plunge				Diving				High Jump				Squat Jump				Soar
Bear PAs
Probability of occurrence							10%				65%				15%				—				10%
Absolute(B–A) ÷ A				Largest spread			0.984%				18.397%				12.343%				—				0.271%
				Smallest spread			0.162%				1.116%				9.285%				—				0.005%
A -> B				Longest lasting			4 days				116 days				68 days				—				1 days
				Shortest lasting			1 days				2 days				38 days				—				1 days
(A–C) ÷ A				Largest spread			7.218%				78.662%				3.249%				—				-5.556%
				Smallest spread			5.412%				1.863%				1.665%				—				-2.327%
B -> C				Longest lasting			10 days				529 days				19 days				—				7 days
				Shortest lasting			6 days				7 days				9 days				—				6 days
Best unrealized P/L ratio				Highest			33.357 folds				10.599 folds				0.295 folds				—				-0.074 folds
				Lowest			7.334 folds				1.669 folds				0.135 folds				—				-0.616 folds
NOTE:
Days are trading days, not calendar days.