- Model Tracking Vehicle=NDX
- Start Date=11/1/1985
- Number of Trades=120
- Average Trade Return=1.67%
- Average Winning Trade Return=2.71%
- Average Losing Trade Return=-2.51%
- Win Rate=80%
- Ratio of Average Win/Average Loss (RAWAL)=1.08
- Profit Factor=4.33
The Average Winning Trade is just a bit more than the Average Losing Trade, but this model generates 80% winners.
Disclosure: Long NQU09.
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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