|
Two Corner Timing
Quick |
Buy & Hold | |||
|---|---|---|---|---|
| Annualized Gain | 38.67 | % | 3.64 | % |
| Total Gain | 252.40 | % | 14.76 | % |
| 2006 | 13.05 | % | 8.38 | % |
| 2007 | 1.77 | % | 18.67 | % |
| 2008 | 94.81 | % | -41.89 | % |
| 2009 | 44.62 | % | 53.54 | % |
| 2010 | 8.72 | % | -0.00 | % |
| Winning Days | 52.42 | % | 55.92 | % |
| average gain | 1.30 | % | 1.11 | % |
| average loss | -1.14 | % | -1.36 | % |
| Winning Weeks | 54.71 | % | 57.39 | % |
| Winning Months | 60.46 | % | 60.67 | % |
| Winning Years | 93.19 | % | 54.17 | % |
| Winning Signals | 60.46 | % | ||
| average gain | 2.08 | % | ||
| average loss | -1.92 | % | ||
| Expectation | 0.48 | % | ||
| Average Invested | 100.00 | % | ||
| Average Length | 3.69 | days | ||
| Entry Date | Signal | NDX | Trade Gain | Cumulative Return |
Buy & Hold Return |
|||
|---|---|---|---|---|---|---|---|---|
| 2010-07-13 | SHORT | 1845.03 | -1.03 | % | 252.40 | % | 14.76 | % |
| 2010-07-09 | LONG | 1814.79 | 1.67 | 256.05 | 13.82 | |||
| 2010-07-07 | SHORT | 1789.72 | -1.39 | 250.22 | 11.95 | |||
| 2010-06-30 | LONG | 1739.14 | 2.91 | 255.16 | 10.40 | |||
| 2010-06-10 | SHORT | 1830.09 | 4.91 | 245.12 | 7.28 | |||
| 2010-06-07 | LONG | 1798.16 | 1.78 | 228.98 | 12.89 | |||
| 2010-06-03 | SHORT | 1895.66 | 5.27 | 223.24 | 10.92 | |||
| 2010-06-01 | LONG | 1835.04 | 3.30 | 207.07 | 16.94 | |||
| 2010-05-27 | SHORT | 1862.71 | 1.50 | 197.25 | 13.20 | |||
| 2010-05-13 | LONG | 1945.52 | -4.26 | 192.87 | 14.91 | |||
| 2010-05-10 | SHORT | 1942.61 | -0.21 | 205.88 | 20.01 | |||
| 2010-05-03 | LONG | 2031.60 | -4.38 | 206.51 | 19.84 | |||
| 2010-04-28 | SHORT | 2007.59 | -1.28 | 220.56 | 25.32 | |||
| 2010-04-22 | LONG | 2045.16 | -1.84 | 224.71 | 23.84 | |||
| 2010-04-12 | SHORT | 1995.65 | -2.46 | 230.78 | 26.16 | |||
| 2010-04-08 | LONG | 1980.73 | 0.75 | 239.14 | 23.11 | |||
| 2010-04-06 | SHORT | 1981.95 | 0.06 | 236.60 | 22.19 | |||
| 2010-04-01 | LONG | 1959.56 | 1.14 | 236.40 | 22.26 | |||
| 2010-03-30 | SHORT | 1967.96 | 0.43 | 232.60 | 20.88 | |||
| 2010-03-24 | LONG | 1951.84 | 0.83 | 231.19 | 21.40 | |||
| 2010-03-18 | SHORT | 1943.94 | -0.42 | 228.47 | 20.40 | |||
| 2010-03-12 | LONG | 1924.43 | 1.01 | 229.87 | 19.92 | |||
| 2010-02-24 | SHORT | 1812.51 | -5.87 | 226.56 | 18.71 | |||
| 2010-02-23 | LONG | 1793.82 | 1.04 | 246.94 | 11.81 | |||
| 2010-02-09 | SHORT | 1753.84 | -2.29 | 243.37 | 10.66 | |||
| 2010-02-04 | LONG | 1732.99 | 1.20 | 251.42 | 8.19 | |||
| 2010-02-02 | SHORT | 1776.92 | 2.45 | 247.24 | 6.90 | |||
| 2010-01-29 | LONG | 1741.04 | 2.06 | 238.95 | 9.61 | |||
| 2010-01-27 | SHORT | 1818.90 | 4.37 | 232.11 | 7.40 | |||
| 2010-01-21 | LONG | 1850.57 | -1.71 | 218.20 | 12.20 | |||
| 2010-01-15 | SHORT | 1864.52 | 0.70 | 223.74 | 14.16 | |||
| 2010-01-13 | LONG | 1886.13 | -1.15 | 221.50 | 15.02 | |||
| 2010-01-07 | SHORT | 1876.72 | -0.54 | 225.23 | 16.35 | |||
| 2009-12-29 | LONG | 1872.02 | 0.25 | 227.00 | 15.77 | |||
| 2009-12-22 | SHORT | 1839.51 | -1.75 | 226.18 | 15.48 | |||
| 2009-12-18 | LONG | 1807.36 | 1.78 | 232.00 | 13.48 | |||
| 2009-12-14 | SHORT | 1809.09 | 0.05 | 226.20 | 11.49 | |||
| 2009-12-10 | LONG | 1799.37 | 0.54 | 226.04 | 11.60 | |||
| 2009-12-04 | SHORT | 1791.91 | -0.43 | 224.28 | 11.00 | |||
| 2009-12-02 | LONG | 1790.82 | 0.06 | 225.69 | 10.54 | |||
| 2009-11-27 | SHORT | 1765.46 | -1.43 | 225.50 | 10.47 | |||
| 2009-11-24 | LONG | 1786.25 | -1.16 | 230.22 | 8.91 | |||
| 2009-11-20 | SHORT | 1764.39 | -1.25 | 234.10 | 10.19 | |||
| 2009-11-18 | LONG | 1801.74 | -2.07 | 238.34 | 8.84 | |||
| 2009-11-05 | SHORT | 1721.09 | -4.55 | 245.50 | 11.15 | |||
| 2009-10-27 | LONG | 1722.46 | -0.08 | 261.98 | 6.17 | |||
| 2009-10-23 | SHORT | 1753.63 | 1.79 | 262.27 | 6.25 | |||
| 2009-10-19 | LONG | 1756.68 | -0.17 | 255.90 | 8.18 | |||
| 2009-10-06 | SHORT | 1705.25 | -2.97 | 256.52 | 8.37 | |||
| 2009-10-01 | LONG | 1666.41 | 2.33 | 267.43 | 5.19 | |||
| 2009-09-28 | SHORT | 1724.59 | 3.39 | 259.06 | 2.80 | |||
| 2009-09-25 | LONG | 1694.15 | 1.80 | 247.28 | 6.39 | |||
| 2009-09-24 | SHORT | 1709.76 | 0.91 | 241.15 | 4.51 | |||
| 2009-09-18 | LONG | 1725.24 | -0.90 | 238.06 | 5.47 | |||
| 2009-09-16 | SHORT | 1723.73 | -0.09 | 241.12 | 6.43 | |||
| 2009-09-09 | LONG | 1669.23 | 3.26 | 241.42 | 6.33 | |||
| 2009-08-26 | SHORT | 1637.00 | -2.04 | 230.63 | 2.97 | |||
| 2009-08-24 | LONG | 1634.78 | 0.14 | 237.50 | 0.98 | |||
| 2009-08-13 | SHORT | 1628.65 | -0.53 | 237.05 | 0.85 | |||
| 2009-08-11 | LONG | 1594.69 | 2.13 | 238.83 | 0.47 | |||
| 2009-08-06 | SHORT | 1600.29 | 0.32 | 231.76 | -1.63 | |||
| 2009-08-05 | LONG | 1614.44 | -0.88 | 230.69 | -1.28 | |||
| 2009-08-03 | SHORT | 1628.12 | 0.84 | 233.62 | -0.41 | |||
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