Signal
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Long
Strategy |
Position |
Stop Loss |
NDX2x |
|
|
NDX3x |
|
|
Signal
|
Entry
|
Current
|
Weeks
|
NDX Return
|
Date
|
NDX
|
Date
|
NDX
|
|
|
|
|
|
|
|
Performance Summarizer
From:
To:
Annual Summary
Year
|
Trades
|
Winning Trades
|
Profit Factor
|
|
|
|
|
|
2024
| 31 |
29.0
%
| 0.7 | |
|
-17.7
%
| |
|
-25.7
%
| |
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
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.