'BTBT NDX' generated an Entry Signal for Wednesday's Close, 7/8/2009. I really like this model, and there is a version for the IDX and the RUT as well. However, only the NDX generated an Entry Signal for yesterday's Close. BTBT RUT generated an entry signal this past Monday, but was stopped out shortly after the open on Tuesday (http://stbsmb.blogspot.com/2009/07/out-of-sync-modeled-vehicle-rutx-and.html).
Here are some of the model's Performance Statistics:
- Model Tracking Vehicle=NDX
- Start Date=11/1/1985
- Number of Trades=101
- Average Trade Return=0.60%
- Average Winning Trade Return=1.86%
- Average Losing Trade Return=-0.59%
- Win Rate=49%
- RAWAL (Ratio of Average Win/Average Loss)=3.16
- Profit Factor=2.98
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 NDX, but I trade the model with the NQ e-mini. Actual trading results from the NQ usually differ from the model results of the NDX, with the NQ showing somewhat weaker performance data. Nonetheless, I still trade this model with the NQ and when executed according to the plan, it has generated consistent profitability for me.
***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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