Signal/History

Signal


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Performance Summarizer


From: To:
Strategy Total
Return
Annual
Rate
Max
DrawDown
Growth Of
$ Refresh
NDX3x
NDX2x


Annual Summary

Year Trades Winning
Trades
Profit
Factor
NDX2x
Rtrn DD
NDX3x
Rtrn DD
2024 12 8.3 % 0.2 -17.0 % -24.5 %
2023 27 29.6 % 1.2 -9.6 % -14.1 %
2022 11 36.4 % 2.3 -9.4 % -13.8 %
2021 37 35.1 % 1.6 -9.4 % -14.0 %
2020 24 50.0 % 3.9 -5.1 % -7.6 %
2019 26 53.8 % 1.7 -12.5 % -18.3 %
2018 43 39.5 % 1.5 -15.1 % -21.9 %
2017 23 43.5 % 2.7 -7.1 % -10.5 %
2016 31 45.2 % 3.1 -6.3 % -9.4 %
2015 48 56.3 % 2.8 -11.4 % -16.6 %
2014 39 46.2 % 3.2 -6.8 % -10.1 %
* Returns based on 'back tested' trading

Signal History

Signal
Entry
Date NDX
Exit
Date NDX
Weeks NDX
Return
04/24/2024 17613.70 04/26/2024 17334.70 0.3
04/12/2024 18085.10 04/15/2024 18085.10 0.4
04/04/2024 18331.00 04/05/2024 18024.00 0.1
03/22/2024 18293.15 03/25/2024 18215.50 0.4
03/13/2024 18151.80 03/14/2024 18082.48 0.1
03/08/2024 18312.79 03/11/2024 18127.21 0.4
03/01/2024 18069.30 03/06/2024 18030.27 0.7
02/23/2024 18052.59 02/28/2024 17905.67 0.7
02/08/2024 17757.60 02/14/2024 17519.80 0.9
02/05/2024 17634.70 02/06/2024 17457.48 0.1
01/22/2024 17403.60 02/01/2024 17270.00 1.4
01/08/2024 16354.20 01/18/2024 16622.51 1.4
12/26/2023 16816.80 01/03/2024 16667.30 1.1
12/11/2023 16069.60 12/21/2023 16534.46 1.4
11/10/2023 15252.40 12/01/2023 15826.64 3.0
09/15/2023 15425.90 09/18/2023 15338.49 0.4
09/11/2023 15409.77 09/13/2023 15290.00 0.3
09/01/2023 15601.00 09/07/2023 15365.44 0.9
08/22/2023 15035.10 08/25/2023 15078.41 0.4
08/15/2023 15172.10 08/16/2023 15091.56 0.1
08/09/2023 15287.00 08/10/2023 15158.50 0.1
07/31/2023 15774.30 08/02/2023 15727.30 0.3
07/26/2023 15514.00 07/27/2023 15444.71 0.1
07/12/2023 15279.40 07/21/2023 15656.00 1.3
06/29/2023 14965.50 07/07/2023 15047.10 1.1
06/27/2023 14751.60 06/28/2023 14831.50 0.1
06/23/2023 14879.20 06/26/2023 14879.20 0.4
06/12/2023 14617.35 06/21/2023 14972.00 1.3
06/06/2023 14526.10 06/08/2023 14491.00 0.3
05/30/2023 14465.60 06/02/2023 14219.77 0.4
05/08/2023 13247.10 05/25/2023 13589.00 2.4
05/01/2023 13229.10 05/03/2023 13175.00 0.3
03/31/2023 12969.00 04/06/2023 12944.09 0.9
03/22/2023 12742.40 03/23/2023 12607.65 0.1
03/17/2023 12570.20 03/21/2023 12475.88 0.6
03/08/2023 12181.10 03/09/2023 12230.80 0.1
03/07/2023 12344.65 03/08/2023 12186.89 0.1
02/16/2023 12495.07 02/17/2023 12495.07 0.1
02/03/2023 12521.00 02/06/2023 12521.00 0.4
01/30/2023 12047.20 01/31/2023 12047.20 0.1
01/23/2023 11652.00 01/26/2023 11636.00 0.4
01/13/2023 11362.10 01/17/2023 11352.65 0.6
01/09/2023 11133.10 01/11/2023 11056.91 0.3
12/22/2022 11099.40 12/23/2022 11099.40 0.1
12/14/2022 11824.50 12/15/2022 11705.25 0.1
12/02/2022 11845.53 12/05/2022 11843.20 0.4
10/05/2022 11429.50 10/06/2022 11429.50 0.1
09/23/2022 11398.75 09/26/2022 11300.37 0.4
09/12/2022 12649.20 09/14/2022 12364.80 0.3
08/25/2022 12984.70 08/29/2022 12939.85 0.6
08/11/2022 13471.00 08/18/2022 13421.17 1.0
08/02/2022 12853.00 08/08/2022 13091.41 0.9
07/28/2022 12580.60 07/29/2022 12580.60 0.1
07/20/2022 12269.10 07/25/2022 12411.19 0.7
06/10/2022 12052.60 06/16/2022 11468.10 0.9
04/18/2022 13859.50 04/19/2022 13882.70 0.1
03/11/2022 13701.80 03/16/2022 13208.60 0.7
12/28/2021 16602.92 12/29/2021 16510.63 0.1
12/22/2021 15963.50 12/23/2021 15963.50 0.1
12/08/2021 16313.90 12/10/2021 16227.71 0.3
12/03/2021 16039.41 12/06/2021 15795.87 0.4
11/26/2021 16237.40 11/29/2021 16163.21 0.4
11/23/2021 16330.20 11/24/2021 16202.30 0.1
11/15/2021 16227.01 11/23/2021 16386.89 1.1
10/14/2021 14925.60 11/11/2021 16087.00 4.0
10/11/2021 14765.70 10/12/2021 14772.30 0.1
10/08/2021 14942.40 10/11/2021 14765.70 0.4
10/01/2021 14731.40 10/05/2021 14638.21 0.6
09/28/2021 15002.00 09/29/2021 14835.50 0.1
09/23/2021 15231.20 09/28/2021 15184.10 0.7
08/20/2021 14974.10 09/10/2021 15648.00 3.0
08/06/2021 15125.70 08/11/2021 15045.00 0.7
07/21/2021 14723.70 07/28/2021 14870.00 1.0
07/13/2021 14871.04 07/16/2021 14796.06 0.4
06/23/2021 14275.10 07/09/2021 14552.00 2.3
06/18/2021 14125.10 06/22/2021 14010.84 0.6
06/04/2021 13619.80 06/17/2021 13957.82 1.9
05/27/2021 13686.90 05/28/2021 13717.00 0.1
05/14/2021 13239.00 05/18/2021 13225.71 0.6
05/07/2021 13715.60 05/11/2021 13565.28 0.6
05/04/2021 13680.60 05/05/2021 13660.60 0.1
04/27/2021 14048.10 04/29/2021 13921.00 0.3
04/22/2021 13920.90 04/23/2021 13760.96 0.1
04/05/2021 13434.00 04/20/2021 13892.00 2.1
03/30/2021 12904.00 03/31/2021 12970.30 0.1
03/08/2021 12629.60 03/09/2021 12621.25 0.1
02/24/2021 13095.90 02/25/2021 12988.54 0.1
02/22/2021 13414.00 02/23/2021 12982.36 0.1
02/19/2021 13686.23 02/22/2021 13414.00 0.4
02/16/2021 13841.03 02/17/2021 13636.15 0.1
02/02/2021 13371.37 02/11/2021 13723.60 1.3
01/21/2021 13356.70 01/26/2021 13223.32 0.7
01/14/2021 13010.94 01/15/2021 12898.10 0.1
01/08/2021 13037.20 01/12/2021 12916.10 0.6
12/24/2020 12668.20 01/05/2021 12743.29 1.7
12/15/2020 12565.28 12/22/2020 12586.63 1.0
11/25/2020 12112.11 12/10/2020 12401.96 2.1
11/19/2020 11863.10 11/23/2020 11912.55 0.6
11/05/2020 12021.80 11/10/2020 11966.27 0.7
10/09/2020 11615.57 10/13/2020 12131.10 0.6
10/02/2020 11328.85 10/05/2020 11328.85 0.4
09/29/2020 11354.70 09/30/2020 11328.50 0.1
09/23/2020 11167.20 09/24/2020 11147.92 0.1
08/12/2020 10972.10 09/04/2020 12213.12 3.3
08/03/2020 11018.00 08/10/2020 11078.42 1.0
07/28/2020 10644.30 07/29/2020 10637.69 0.1
07/22/2020 10850.90 07/24/2020 10849.32 0.3
07/10/2020 10751.80 07/14/2020 10602.00 0.6
07/06/2020 10487.70 07/08/2020 10594.40 0.3
06/30/2020 9970.21 07/01/2020 9954.93 0.1
06/19/2020 10104.63 06/23/2020 9997.03 0.6
06/09/2020 9861.18 06/12/2020 9912.60 0.4
06/03/2020 9689.72 06/05/2020 9642.82 0.3
05/20/2020 9415.25 05/26/2020 9328.85 0.9
05/11/2020 9155.21 05/13/2020 9206.52 0.3
02/05/2020 9441.34 02/21/2020 9556.43 2.3
01/30/2020 9038.92 02/03/2020 9065.20 0.6
01/09/2020 8990.04 01/28/2020 8913.16 2.7
01/03/2020 8755.17 01/07/2020 8713.89 0.6
12/09/2019 8388.75 12/31/2019 8680.98 3.1
11/26/2019 8374.26 12/03/2019 8313.33 1.0
11/04/2019 8218.93 11/21/2019 8248.00 2.4
10/25/2019 7926.60 10/31/2019 8020.00 0.9
10/16/2019 7911.99 10/21/2019 7880.00 0.7
09/19/2019 7904.40 09/23/2019 7857.01 0.6
09/12/2019 7931.96 09/17/2019 7859.97 0.7
09/06/2019 7868.87 09/10/2019 7809.86 0.6
09/03/2019 7634.03 09/05/2019 7679.46 0.3
08/21/2019 7731.75 08/23/2019 7652.97 0.3
08/12/2019 7597.19 08/14/2019 7667.50 0.3
08/09/2019 7684.56 08/12/2019 7595.83 0.4
08/05/2019 7510.02 08/06/2019 7492.02 0.1
08/01/2019 7866.60 08/02/2019 7740.91 0.1
07/24/2019 7928.78 07/26/2019 7992.13 0.3
07/11/2019 7918.65 07/18/2019 7850.12 1.0
06/28/2019 7674.52 07/09/2019 7748.29 1.6
06/26/2019 7642.92 06/27/2019 7678.80 0.1
06/18/2019 7606.61 06/26/2019 7641.83 1.1
06/05/2019 7230.81 06/17/2019 7500.28 1.7
05/17/2019 7513.15 05/20/2019 7391.73 0.4
05/13/2019 7385.55 05/14/2019 7385.55 0.1
05/06/2019 7662.92 05/07/2019 7662.92 0.1
04/01/2019 7450.81 05/01/2019 7750.85 4.3
03/12/2019 7176.23 03/25/2019 7353.77 1.9
02/13/2019 7038.32 03/08/2019 7043.51 3.3
02/01/2019 6872.73 02/08/2019 6902.44 1.0
01/28/2019 6691.84 01/29/2019 6691.84 0.1
01/17/2019 6646.19 01/23/2019 6675.10 0.9
12/12/2018 6800.55 12/14/2018 6732.33 0.3
11/28/2018 6756.13 12/06/2018 6920.89 1.1
11/08/2018 7176.19 11/12/2018 7095.45 0.6
10/18/2018 7250.93 10/19/2018 7148.11 0.1
10/10/2018 7319.81 10/11/2018 7253.67 0.1
09/28/2018 7612.65 10/05/2018 7517.76 1.0
09/20/2018 7534.02 09/25/2018 7477.45 0.7
09/18/2018 7440.86 09/19/2018 7520.20 0.1
09/11/2018 7415.09 09/18/2018 7470.05 1.0
08/27/2018 7527.37 09/05/2018 7608.62 1.3
08/23/2018 7420.31 08/27/2018 7527.37 0.6
08/20/2018 7393.58 08/23/2018 7420.31 0.4
08/16/2018 7409.61 08/20/2018 7393.58 0.6
08/15/2018 7385.67 08/16/2018 7354.08 0.1
08/07/2018 7459.32 08/13/2018 7409.05 0.9
08/03/2018 7389.36 08/07/2018 7442.00 0.6
08/01/2018 7269.20 08/03/2018 7221.35 0.3
07/27/2018 7443.24 07/30/2018 7292.72 0.4
07/25/2018 7406.10 07/27/2018 7404.56 0.3
07/06/2018 7114.17 07/23/2018 7335.42 2.4
07/03/2018 7121.71 07/06/2018 7035.60 0.4
06/29/2018 7071.49 07/03/2018 6979.54 0.6
06/13/2018 7219.58 06/19/2018 7207.02 0.9
06/04/2018 7099.50 06/08/2018 7120.28 0.6
05/25/2018 6951.47 05/30/2018 6914.95 0.7
05/18/2018 6876.65 05/22/2018 6901.63 0.6
05/04/2018 6618.70 05/16/2018 6877.32 1.7
04/27/2018 6748.59 05/01/2018 6629.70 0.6
04/18/2018 6824.58 04/20/2018 6764.88 0.3
04/13/2018 6696.02 04/16/2018 6675.92 0.4
03/29/2018 6493.51 04/02/2018 6551.30 0.6
03/27/2018 6791.39 03/28/2018 6648.83 0.1
03/19/2018 6945.97 03/20/2018 6932.26 0.1
03/12/2018 7122.47 03/14/2018 7044.80 0.3
03/05/2018 6777.63 03/08/2018 6955.85 0.4
02/26/2018 6933.82 02/28/2018 6945.20 0.3
02/20/2018 6742.15 02/21/2018 6808.60 0.1
02/13/2018 6482.77 02/15/2018 6734.34 0.3
02/08/2018 6595.81 02/09/2018 6480.00 0.1
02/05/2018 6687.47 02/06/2018 6378.60 0.1
02/02/2018 6866.38 02/05/2018 6815.20 0.4
01/31/2018 6972.81 02/01/2018 6979.25 0.1
01/03/2018 6520.03 01/31/2018 6910.40 4.0
12/08/2017 6364.60 12/27/2017 6431.85 2.7
11/27/2017 6409.52 11/30/2017 6370.75 0.4
11/06/2017 6292.15 11/10/2017 6292.00 0.6
10/30/2017 6209.80 11/03/2017 6211.91 0.6
09/26/2017 5893.18 10/20/2017 6114.46 3.4
09/14/2017 5981.85 09/18/2017 5965.66 0.6
09/06/2017 5949.54 09/08/2017 5974.26 0.3
08/31/2017 5948.74 09/06/2017 5931.42 0.9
08/23/2017 5842.16 08/25/2017 5832.25 0.3
07/28/2017 5883.70 08/03/2017 5934.07 0.9
07/13/2017 5785.32 07/28/2017 5891.22 2.1
07/07/2017 5618.85 07/10/2017 5637.00 0.4
07/05/2017 5611.00 07/07/2017 5597.00 0.3
06/29/2017 5723.31 06/30/2017 5663.00 0.1
06/19/2017 5729.54 06/21/2017 5740.43 0.3
06/14/2017 5774.12 06/15/2017 5661.36 0.1
05/23/2017 5714.94 06/12/2017 5819.25 2.9
04/26/2017 5553.60 05/18/2017 5632.80 3.1
04/21/2017 5447.28 04/24/2017 5503.27 0.4
03/29/2017 5410.14 04/04/2017 5405.86 0.9
03/16/2017 5421.46 03/22/2017 5383.75 0.9
02/08/2017 5176.50 03/01/2017 5368.65 3.0
01/03/2017 4900.85 01/31/2017 5107.47 4.0
12/23/2016 4927.53 12/28/2016 4977.10 0.7
12/06/2016 4786.06 12/23/2016 4927.53 2.4
11/16/2016 4745.03 12/01/2016 4806.77 2.1
11/08/2016 4766.48 11/11/2016 4747.98 0.4
11/01/2016 4810.30 11/03/2016 4718.53 0.3
10/25/2016 4908.19 10/26/2016 4863.52 0.1
09/13/2016 4740.00 09/28/2016 4871.84 2.1
09/07/2016 4829.91 09/09/2016 4827.10 0.3
08/16/2016 4814.21 08/17/2016 4799.03 0.1
08/10/2016 4799.83 08/11/2016 4800.59 0.1
06/29/2016 4323.33 08/03/2016 4716.58 5.0
06/16/2016 4387.90 06/20/2016 4378.64 0.6
05/26/2016 4478.57 06/10/2016 4473.08 2.1
05/23/2016 4364.73 05/24/2016 4381.34 0.1
05/18/2016 4314.34 05/19/2016 4352.82 0.1
05/17/2016 4376.55 05/18/2016 4312.04 0.1
05/12/2016 4376.09 05/13/2016 4337.83 0.1
05/06/2016 4290.36 05/12/2016 4376.09 0.9
05/04/2016 4314.50 05/06/2016 4290.36 0.3
05/03/2016 4349.08 05/04/2016 4314.50 0.1
* 04/20/2016 4539.20 04/29/2016 4367.59 1.3
* 04/12/2016 4464.07 04/20/2016 4539.20 1.1
* 03/10/2016 4307.87 03/24/2016 4380.23 2.0
* 03/04/2016 4334.03 03/08/2016 4299.91 0.6
* 02/16/2016 4077.33 02/18/2016 4212.22 0.3
* 02/12/2016 3996.64 02/16/2016 4001.84 0.6
* 02/01/2016 4254.41 02/03/2016 4247.08 0.3
* 01/22/2016 4226.44 01/26/2016 4211.92 0.6
* 01/14/2016 4201.23 01/15/2016 4212.40 0.1
* 01/13/2016 4352.64 01/14/2016 4273.05 0.1
* 12/31/2015 4634.16 01/08/2016 4336.12 1.1
* 12/22/2015 4580.61 12/31/2015 4634.16 1.3
* 12/18/2015 4578.69 12/21/2015 4547.92 0.4
* 12/16/2015 4633.85 12/18/2015 4578.69 0.3
* 12/10/2015 4627.77 12/11/2015 4654.50 0.1
* 12/08/2015 4646.43 12/10/2015 4674.80 0.3
* 12/04/2015 4621.48 12/07/2015 4639.01 0.4
* 11/18/2015 4586.24 12/04/2015 4616.85 2.3
* 11/12/2015 4617.78 11/13/2015 4566.12 0.1
* 10/08/2015 4316.18 11/10/2015 4643.55 4.7
* 09/25/2015 4305.39 09/28/2015 4303.71 0.4
* 09/10/2015 4248.48 09/21/2015 4343.77 1.6
* 09/08/2015 4267.40 09/09/2015 4226.57 0.1
* 09/03/2015 4267.34 09/08/2015 4175.62 0.7
* 09/01/2015 4177.94 09/02/2015 4207.68 0.1
* 08/26/2015 4141.24 09/01/2015 4177.94 0.9
* 08/21/2015 4313.19 08/26/2015 4078.99 0.7
* 08/18/2015 4556.23 08/21/2015 4313.19 0.4
* 08/14/2015 4512.88 08/18/2015 4516.88 0.6
* 08/12/2015 4475.91 08/13/2015 4536.96 0.1
* 08/11/2015 4548.75 08/12/2015 4501.66 0.1
* 07/27/2015 4530.37 07/28/2015 4539.47 0.1
* 07/23/2015 4627.56 07/27/2015 4530.37 0.6
* 07/10/2015 4405.99 07/23/2015 4627.56 1.9
* 07/07/2015 4422.75 07/08/2015 4392.51 0.1
* 07/02/2015 4440.17 07/07/2015 4422.75 0.7
* 06/29/2015 4433.11 06/30/2015 4414.86 0.1
* 06/18/2015 4483.61 06/29/2015 4478.08 1.6
* 06/11/2015 4498.48 06/15/2015 4454.06 0.6
* 06/03/2015 4531.04 06/05/2015 4477.33 0.3
* 05/19/2015 4514.67 05/20/2015 4505.59 0.1
* 05/15/2015 4505.39 05/19/2015 4487.14 0.6
* 05/13/2015 4436.08 05/14/2015 4451.60 0.1
* 05/08/2015 4445.00 05/13/2015 4401.55 0.7
* 05/04/2015 4491.19 05/06/2015 4447.71 0.3
* 04/30/2015 4459.23 05/01/2015 4437.70 0.1
* 04/24/2015 4529.73 04/30/2015 4464.19 0.9
* 04/20/2015 4373.65 04/21/2015 4382.26 0.1
* 04/06/2015 4286.16 04/20/2015 4353.85 2.0
* 04/01/2015 4328.17 04/06/2015 4286.16 0.7
* 03/30/2015 4359.78 04/01/2015 4328.17 0.3
* 03/26/2015 4288.16 03/30/2015 4359.78 0.6
* 03/16/2015 4338.29 03/26/2015 4394.02 1.4
* 03/05/2015 4454.89 03/13/2015 4335.52 1.1
* 02/02/2015 4162.20 03/05/2015 4454.89 4.4
* 01/16/2015 4087.88 01/28/2015 4200.88 1.7
* 01/13/2015 4212.99 01/14/2015 4212.99 0.1
* 01/08/2015 4195.49 01/13/2015 4212.99 0.7
* 12/31/2014 4294.88 01/02/2015 4258.60 0.3
* 12/18/2014 4230.35 12/31/2014 4294.88 1.9
* 10/17/2014 3815.72 12/02/2014 4291.33 6.6
* 10/13/2014 3866.89 10/15/2014 3846.08 0.3
* 10/10/2014 3946.32 10/13/2014 3866.89 0.4
* 10/09/2014 4031.62 10/10/2014 3977.98 0.1
* 10/07/2014 3999.25 10/09/2014 3986.30 0.3
* 10/06/2014 4041.40 10/07/2014 3999.25 0.1
* 10/02/2014 3984.80 10/03/2014 4004.75 0.1
* 09/30/2014 4054.86 10/02/2014 4043.33 0.3
* 09/22/2014 4091.87 09/25/2014 4079.93 0.4
* 09/19/2014 4113.02 09/22/2014 4091.87 0.4
* 08/08/2014 3864.09 09/05/2014 4067.37 4.0
* 08/06/2014 3851.44 08/08/2014 3864.09 0.3
* 08/05/2014 3891.13 08/06/2014 3851.44 0.1
* 07/18/2014 3899.38 07/29/2014 3974.06 1.6
* 06/23/2014 3802.25 07/09/2014 3860.24 2.3

Notes:
Results based on the 4QTiming model of 5/1/2016. NDX2x and NDX3x strategy returns based on hypothetically investing in 2x and 3x 
NASDAQ-100 (NDX) etfs on 4QTiming signals. The returns are compounded (new=(1+rtrn%)*prev) on the NDX return multiplied by the strategies leverage (2x, 3x).

Results and trades previous to 5/1/2016  ( * ) generated by back testing model to the NASDAQ-100.

Signal 'entry' trade values are at the NASDAQ-100 'market open' the day following a signal change. Same for 'exit' values unless a 'stop loss' exit is triggered, then the 'exit' value is the 'stop loss' value unless 'market open' is less than 'stop loss', then it will be 'market open'. 'Cash' periods between 'signals' are not shown.