|
Two Corner Timing
Quick (2x leverage) |
Buy & Hold | |||
|---|---|---|---|---|
| Annualized Gain | 81.62 | % | 3.68 | % |
| Total Gain | 960.18 | % | 15.38 | % |
| 2006 | 27.18 | % | 8.38 | % |
| 2007 | 0.05 | % | 18.67 | % |
| 2008 | 218.90 | % | -41.89 | % |
| 2009 | 94.93 | % | 53.54 | % |
| 2010 | 34.04 | % | 0.54 | % |
| Winning Days | 52.56 | % | 55.77 | % |
| average gain | 2.57 | % | 1.11 | % |
| average loss | -2.28 | % | -1.35 | % |
| Winning Weeks | 54.58 | % | 57.10 | % |
| Winning Months | 59.57 | % | 60.39 | % |
| Winning Years | 89.28 | % | 55.76 | % |
| Winning Signals | 60.66 | % | ||
| average gain | 4.15 | % | ||
| average loss | -3.99 | % | ||
| Expectation | 0.87 | % | ||
| Average Invested | 100.00 | % | ||
| Average Length | 3.67 | days | ||
| Entry Date | Signal | NDX | Trade Gain | Cumulative Return |
Buy & Hold Return |
|||
|---|---|---|---|---|---|---|---|---|
| 2010-08-31 | LONG | 1767.43 | 11.84 | % | 960.18 | % | 15.38 | % |
| 2010-08-27 | SHORT | 1791.64 | 2.72 | 847.90 | 9.03 | |||
| 2010-08-24 | LONG | 1775.27 | 1.81 | 822.80 | 10.52 | |||
| 2010-08-20 | SHORT | 1825.75 | 5.63 | 806.37 | 9.51 | |||
| 2010-08-18 | LONG | 1850.80 | -2.71 | 758.03 | 12.63 | |||
| 2010-08-13 | SHORT | 1818.80 | -3.48 | 781.94 | 14.17 | |||
| 2010-08-11 | LONG | 1845.38 | -2.87 | 813.75 | 12.20 | |||
| 2010-08-09 | SHORT | 1915.17 | 7.43 | 840.75 | 13.84 | |||
| 2010-08-05 | LONG | 1904.95 | 1.07 | 775.69 | 18.14 | |||
| 2010-07-13 | SHORT | 1845.03 | -6.90 | 766.41 | 17.51 | |||
| 2010-07-09 | LONG | 1814.79 | 3.34 | 830.63 | 13.82 | |||
| 2010-07-07 | SHORT | 1789.72 | -2.78 | 800.54 | 11.95 | |||
| 2010-06-30 | LONG | 1739.14 | 5.80 | 826.24 | 10.40 | |||
| 2010-06-10 | SHORT | 1830.09 | 9.73 | 775.49 | 7.28 | |||
| 2010-06-07 | LONG | 1798.16 | 3.49 | 697.89 | 12.89 | |||
| 2010-06-03 | SHORT | 1895.66 | 10.66 | 670.96 | 10.92 | |||
| 2010-06-01 | LONG | 1835.04 | 6.65 | 596.70 | 16.94 | |||
| 2010-05-27 | SHORT | 1862.71 | 3.00 | 553.27 | 13.20 | |||
| 2010-05-13 | LONG | 1945.52 | -8.69 | 534.23 | 14.91 | |||
| 2010-05-10 | SHORT | 1942.61 | -0.47 | 594.58 | 20.01 | |||
| 2010-05-03 | LONG | 2031.60 | -9.03 | 597.84 | 19.84 | |||
| 2010-04-28 | SHORT | 2007.59 | -2.64 | 667.13 | 25.32 | |||
| 2010-04-22 | LONG | 2045.16 | -3.69 | 687.90 | 23.84 | |||
| 2010-04-12 | SHORT | 1995.65 | -4.91 | 718.06 | 26.16 | |||
| 2010-04-08 | LONG | 1980.73 | 1.51 | 760.29 | 23.11 | |||
| 2010-04-06 | SHORT | 1981.95 | 0.12 | 747.51 | 22.19 | |||
| 2010-04-01 | LONG | 1959.56 | 2.29 | 746.49 | 22.26 | |||
| 2010-03-30 | SHORT | 1967.96 | 0.85 | 727.55 | 20.88 | |||
| 2010-03-24 | LONG | 1951.84 | 1.65 | 720.56 | 21.40 | |||
| 2010-03-18 | SHORT | 1943.94 | -0.87 | 707.20 | 20.40 | |||
| 2010-03-12 | LONG | 1924.43 | 2.03 | 714.25 | 19.92 | |||
| 2010-02-24 | SHORT | 1812.51 | -11.46 | 698.04 | 18.71 | |||
| 2010-02-23 | LONG | 1793.82 | 2.08 | 801.34 | 11.81 | |||
| 2010-02-09 | SHORT | 1753.84 | -4.59 | 782.94 | 10.66 | |||
| 2010-02-04 | LONG | 1732.99 | 2.40 | 825.46 | 8.19 | |||
| 2010-02-02 | SHORT | 1776.92 | 4.87 | 803.78 | 6.90 | |||
| 2010-01-29 | LONG | 1741.04 | 4.14 | 761.82 | 9.61 | |||
| 2010-01-27 | SHORT | 1818.90 | 8.83 | 727.54 | 7.40 | |||
| 2010-01-21 | LONG | 1850.57 | -3.50 | 660.41 | 12.20 | |||
| 2010-01-15 | SHORT | 1864.52 | 1.34 | 687.95 | 14.16 | |||
| 2010-01-13 | LONG | 1886.13 | -2.29 | 677.54 | 15.02 | |||
| 2010-01-07 | SHORT | 1876.72 | -1.12 | 695.78 | 16.35 | |||
| 2009-12-29 | LONG | 1872.02 | 0.47 | 704.80 | 15.77 | |||
| 2009-12-22 | SHORT | 1839.51 | -3.49 | 701.04 | 15.48 | |||
| 2009-12-18 | LONG | 1807.36 | 3.57 | 730.03 | 13.48 | |||
| 2009-12-14 | SHORT | 1809.09 | 0.05 | 701.40 | 11.49 | |||
| 2009-12-10 | LONG | 1799.37 | 1.07 | 700.99 | 11.60 | |||
| 2009-12-04 | SHORT | 1791.91 | -0.88 | 692.49 | 11.00 | |||
| 2009-12-02 | LONG | 1790.82 | 0.12 | 699.53 | 10.54 | |||
| 2009-11-27 | SHORT | 1765.46 | -2.85 | 698.59 | 10.47 | |||
| 2009-11-24 | LONG | 1786.25 | -2.34 | 722.04 | 8.91 | |||
| 2009-11-20 | SHORT | 1764.39 | -2.51 | 741.74 | 10.19 | |||
| 2009-11-18 | LONG | 1801.74 | -4.13 | 763.45 | 8.84 | |||
| 2009-11-05 | SHORT | 1721.09 | -8.97 | 800.65 | 11.15 | |||
| 2009-10-27 | LONG | 1722.46 | -0.37 | 889.44 | 6.17 | |||
| 2009-10-23 | SHORT | 1753.63 | 3.59 | 893.14 | 6.25 | |||
| 2009-10-19 | LONG | 1756.68 | -0.35 | 858.75 | 8.18 | |||
| 2009-10-06 | SHORT | 1705.25 | -5.89 | 862.14 | 8.37 | |||
| 2009-10-01 | LONG | 1666.41 | 4.68 | 922.35 | 5.19 | |||
| 2009-09-28 | SHORT | 1724.59 | 6.80 | 876.67 | 2.80 | |||
| 2009-09-25 | LONG | 1694.15 | 3.59 | 814.44 | 6.39 | |||
| 2009-09-24 | SHORT | 1709.76 | 1.83 | 782.72 | 4.51 | |||
| 2009-09-18 | LONG | 1725.24 | -1.80 | 766.89 | 5.47 | |||
| 2009-09-16 | SHORT | 1723.73 | -0.18 | 782.76 | 6.43 | |||
| 2009-09-09 | LONG | 1669.23 | 6.60 | 784.33 | 6.33 | |||
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