|
Two Corner Timing
Quick |
Buy & Hold | |||
|---|---|---|---|---|
| Annualized Gain | 41.27 | % | 4.72 | % |
| Total Gain | 230.55 | % | 17.29 | % |
| 2006 | 13.05 | % | 8.38 | % |
| 2007 | 1.77 | % | 18.67 | % |
| 2008 | 94.81 | % | -41.89 | % |
| 2009 | 44.62 | % | 53.54 | % |
| 2010 | 1.98 | % | 2.21 | % |
| Winning Days | 52.64 | % | 55.96 | % |
| average gain | 1.32 | % | 1.13 | % |
| average loss | -1.16 | % | -1.38 | % |
| Winning Weeks | 55.18 | % | 57.03 | % |
| Winning Months | 61.15 | % | 61.50 | % |
| Winning Years | 96.30 | % | 46.86 | % |
| Winning Signals | 60.58 | % | ||
| average gain | 2.09 | % | ||
| average loss | -1.91 | % | ||
| Expectation | 0.50 | % | ||
| Average Length | 3.62 | days | ||
| Entry Date | Signal | NDX | Trade Gain | Cumulative Return |
Buy & Hold Return |
|||
|---|---|---|---|---|---|---|---|---|
| 2010-02-24 | SHORT | 1812.51 | -4.73 | % | 230.55 | % | 17.29 | % |
| 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 | |||
| 2009-07-27 | LONG | 1599.31 | 1.80 | 230.84 | 0.43 | |||
| 2009-07-13 | SHORT | 1447.70 | -9.66 | 224.98 | -1.34 | |||
| 2009-07-07 | LONG | 1404.78 | 3.06 | 259.75 | -10.69 | |||
| 2009-07-01 | SHORT | 1481.34 | 5.32 | 249.09 | -13.34 | |||
| 2009-06-29 | LONG | 1483.83 | -0.17 | 231.45 | -8.62 | |||
| 2009-06-25 | SHORT | 1475.82 | -0.54 | 232.00 | -8.47 | |||
| 2009-06-23 | LONG | 1424.46 | 3.61 | 233.81 | -8.96 | |||
| 2009-06-19 | SHORT | 1471.23 | 3.19 | 222.19 | -12.13 | |||
| 2009-06-16 | LONG | 1443.25 | 1.94 | 212.24 | -9.24 | |||
| 2009-06-12 | SHORT | 1489.97 | 3.18 | 206.30 | -10.97 | |||
| 2009-06-03 | LONG | 1475.44 | 0.98 | 196.87 | -8.09 | |||
| 2009-05-18 | SHORT | 1392.73 | -5.88 | 193.97 | -8.98 | |||
| 2009-05-12 | LONG | 1377.40 | 1.11 | 212.34 | -14.09 | |||
| 2009-05-08 | SHORT | 1394.16 | 1.20 | 208.90 | -15.03 | |||
| 2009-05-06 | LONG | 1423.85 | -2.09 | 205.24 | -14.00 | |||
| 2009-04-29 | SHORT | 1382.38 | -2.97 | 211.74 | -12.17 | |||
| 2009-04-27 | LONG | 1369.94 | 0.91 | 221.28 | -14.72 | |||
| 2009-04-21 | SHORT | 1329.06 | -3.04 | 218.39 | -15.49 | |||
| 2009-04-20 | LONG | 1309.37 | 1.50 | 228.36 | -18.01 | |||
| 2009-04-16 | SHORT | 1352.98 | 3.22 | 223.49 | -19.23 | |||
| 2009-04-14 | LONG | 1322.31 | 2.32 | 213.41 | -16.54 | |||
| 2009-04-09 | SHORT | 1340.28 | 1.35 | 206.30 | -18.43 | |||
| 2009-04-08 | LONG | 1300.75 | 3.04 | 202.23 | -17.32 | |||
| 2009-04-01 | SHORT | 1252.51 | -3.96 | 193.32 | -19.76 | |||
| 2009-03-30 | LONG | 1220.81 | 2.60 | 205.41 | -22.74 | |||
| 2009-03-26 | SHORT | 1281.30 | 4.84 | 197.69 | -24.69 | |||
| 2009-03-24 | LONG | 1234.34 | 3.80 | 183.96 | -20.96 | |||
| 2009-03-18 | SHORT | 1206.96 | -2.64 | 173.55 | -23.86 | |||
| 2009-03-16 | LONG | 1145.45 | 5.37 | 180.98 | -25.55 | |||
| 2009-03-10 | SHORT | 1112.44 | -3.05 | 166.66 | -29.34 | |||
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