|
Two Corner Timing
Quick (long only) |
Buy & Hold | |||
|---|---|---|---|---|
| Annualized Gain | 23.32 | % | 3.68 | % |
| Total Gain | 129.14 | % | 15.38 | % |
| 2006 | 10.81 | % | 8.38 | % |
| 2007 | 10.82 | % | 18.67 | % |
| 2008 | 11.74 | % | -41.89 | % |
| 2009 | 52.43 | % | 53.54 | % |
| 2010 | 9.56 | % | 0.54 | % |
| Winning Days | 60.51 | % | 55.77 | % |
| average gain | 1.27 | % | 1.11 | % |
| average loss | -1.39 | % | -1.35 | % |
| Winning Weeks | 71.30 | % | 57.10 | % |
| Winning Months | 71.65 | % | 60.39 | % |
| Winning Years | 99.73 | % | 55.76 | % |
| Winning Signals | 66.18 | % | ||
| average gain | 1.80 | % | ||
| average loss | -1.68 | % | ||
| Expectation | 0.61 | % | ||
| Average Invested | 39.62 | % | ||
| Average Length | 3.67 | days | ||
| Entry Date | Signal | NDX | Trade Gain | Cumulative Return |
Buy & Hold Return |
|||
|---|---|---|---|---|---|---|---|---|
| 2010-08-31 | LONG | 1767.43 | 5.82 | % | 129.14 | % | 15.38 | % |
| 2010-08-27 | CASH | 1791.64 | 0.00 | 116.54 | 9.03 | |||
| 2010-08-24 | LONG | 1775.27 | 0.92 | 116.54 | 10.52 | |||
| 2010-08-20 | CASH | 1825.75 | 0.00 | 114.56 | 9.51 | |||
| 2010-08-18 | LONG | 1850.80 | -1.35 | 114.56 | 12.63 | |||
| 2010-08-13 | CASH | 1818.80 | 0.00 | 117.50 | 14.17 | |||
| 2010-08-11 | LONG | 1845.38 | -1.44 | 117.50 | 12.20 | |||
| 2010-08-09 | CASH | 1915.17 | 0.00 | 120.68 | 13.84 | |||
| 2010-08-05 | LONG | 1904.95 | 0.54 | 120.68 | 18.14 | |||
| 2010-07-13 | CASH | 1845.03 | 0.00 | 119.50 | 17.51 | |||
| 2010-07-09 | LONG | 1814.79 | 1.67 | 119.50 | 13.82 | |||
| 2010-07-07 | CASH | 1789.72 | 0.00 | 115.91 | 11.95 | |||
| 2010-06-30 | LONG | 1739.14 | 2.91 | 115.91 | 10.40 | |||
| 2010-06-10 | CASH | 1830.09 | 0.00 | 109.81 | 7.28 | |||
| 2010-06-07 | LONG | 1798.16 | 1.78 | 109.81 | 12.89 | |||
| 2010-06-03 | CASH | 1895.66 | 0.00 | 106.14 | 10.92 | |||
| 2010-06-01 | LONG | 1835.04 | 3.30 | 106.14 | 16.94 | |||
| 2010-05-27 | CASH | 1862.71 | 0.00 | 99.55 | 13.20 | |||
| 2010-05-13 | LONG | 1945.52 | -4.26 | 99.55 | 14.91 | |||
| 2010-05-10 | CASH | 1942.61 | 0.00 | 108.42 | 20.01 | |||
| 2010-05-03 | LONG | 2031.60 | -4.38 | 108.42 | 19.84 | |||
| 2010-04-28 | CASH | 2007.59 | 0.00 | 117.97 | 25.32 | |||
| 2010-04-22 | LONG | 2045.16 | -1.84 | 117.97 | 23.84 | |||
| 2010-04-12 | CASH | 1995.65 | 0.00 | 122.05 | 26.16 | |||
| 2010-04-08 | LONG | 1980.73 | 0.75 | 122.05 | 23.11 | |||
| 2010-04-06 | CASH | 1981.95 | 0.00 | 120.39 | 22.19 | |||
| 2010-04-01 | LONG | 1959.56 | 1.14 | 120.39 | 22.26 | |||
| 2010-03-30 | CASH | 1967.96 | 0.00 | 117.90 | 20.88 | |||
| 2010-03-24 | LONG | 1951.84 | 0.83 | 117.90 | 21.40 | |||
| 2010-03-18 | CASH | 1943.94 | 0.00 | 116.12 | 20.40 | |||
| 2010-03-12 | LONG | 1924.43 | 1.01 | 116.12 | 19.92 | |||
| 2010-02-24 | CASH | 1812.51 | 0.00 | 113.95 | 18.71 | |||
| 2010-02-23 | LONG | 1793.82 | 1.04 | 113.95 | 11.81 | |||
| 2010-02-09 | CASH | 1753.84 | 0.00 | 111.74 | 10.66 | |||
| 2010-02-04 | LONG | 1732.99 | 1.20 | 111.74 | 8.19 | |||
| 2010-02-02 | CASH | 1776.92 | 0.00 | 109.22 | 6.90 | |||
| 2010-01-29 | LONG | 1741.04 | 2.06 | 109.22 | 9.61 | |||
| 2010-01-27 | CASH | 1818.90 | 0.00 | 105.00 | 7.40 | |||
| 2010-01-21 | LONG | 1850.57 | -1.71 | 105.00 | 12.20 | |||
| 2010-01-15 | CASH | 1864.52 | 0.00 | 108.57 | 14.16 | |||
| 2010-01-13 | LONG | 1886.13 | -1.15 | 108.57 | 15.02 | |||
| 2010-01-07 | CASH | 1876.72 | 0.00 | 110.99 | 16.35 | |||
| 2009-12-29 | LONG | 1872.02 | 0.25 | 110.99 | 15.77 | |||
| 2009-12-22 | CASH | 1839.51 | 0.00 | 110.46 | 15.48 | |||
| 2009-12-18 | LONG | 1807.36 | 1.78 | 110.46 | 13.48 | |||
| 2009-12-14 | CASH | 1809.09 | 0.00 | 106.78 | 11.49 | |||
| 2009-12-10 | LONG | 1799.37 | 0.54 | 106.78 | 11.60 | |||
| 2009-12-04 | CASH | 1791.91 | 0.00 | 105.67 | 11.00 | |||
| 2009-12-02 | LONG | 1790.82 | 0.06 | 105.67 | 10.54 | |||
| 2009-11-27 | CASH | 1765.46 | 0.00 | 105.54 | 10.47 | |||
| 2009-11-24 | LONG | 1786.25 | -1.16 | 105.54 | 8.91 | |||
| 2009-11-20 | CASH | 1764.39 | 0.00 | 107.96 | 10.19 | |||
| 2009-11-18 | LONG | 1801.74 | -2.07 | 107.96 | 8.84 | |||
| 2009-11-05 | CASH | 1721.09 | 0.00 | 112.37 | 11.15 | |||
| 2009-10-27 | LONG | 1722.46 | -0.08 | 112.37 | 6.17 | |||
| 2009-10-23 | CASH | 1753.63 | 0.00 | 112.53 | 6.25 | |||
| 2009-10-19 | LONG | 1756.68 | -0.17 | 112.53 | 8.18 | |||
| 2009-10-06 | CASH | 1705.25 | 0.00 | 112.90 | 8.37 | |||
| 2009-10-01 | LONG | 1666.41 | 2.33 | 112.90 | 5.19 | |||
| 2009-09-28 | CASH | 1724.59 | 0.00 | 108.06 | 2.80 | |||
| 2009-09-25 | LONG | 1694.15 | 1.80 | 108.06 | 6.39 | |||
| 2009-09-24 | CASH | 1709.76 | 0.00 | 104.38 | 4.51 | |||
| 2009-09-18 | LONG | 1725.24 | -0.90 | 104.38 | 5.47 | |||
| 2009-09-16 | CASH | 1723.73 | 0.00 | 106.23 | 6.43 | |||
| 2009-09-09 | LONG | 1669.23 | 3.26 | 106.23 | 6.33 | |||
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