'BO IDX' generated an Entry Signal for Thursday's Close, 7/16/2009. This model is also on the discontinuation watchlist. It's last 6 trades have stopped out. It's Money Managment Stop is small, so the stops are not so painful. However, six stops in a row suggests this model is no longer working, or the recent environment was just not conducive to it.
Here are some of the model's Performance Statistics:
- Model Tracking Vehicle=IDX
- Start Date=7/1/1994
- Number of Trades=80
- Average Trade Return=0.25%
- Average Winning Trade Return=0.68%
- Average Losing Trade Return=-0.56%
- Win Rate=65%
- RAWAL (Ratio of Average Win/Average Loss)=1.21
- Profit Factor=2.25
Disclosure: The performance results shown above are for Model analysis purposes and do not include commission or slippage. The model is built on data from the IDX, but I trade the model with the EMD e-mini. Actual trading results from the EMD usually differ from the model results of the IDX, with the EMD showing somewhat weaker performance data. Nonetheless, I still trade this model with the EMD.
***remember this is an illustration of what i am trading and my thinking...it is not a recommendation for you or anyone else to buy or sell this or any other security***
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