'SHOE July Pre OE' generated a Short Entry Signal for Thursday's Close, 7/16/2009. This model is based on the behavior of the NDX around the time of July Option Expiration. The last trade for this model generated a new equity curve high.
Here are some of the model's Performance Statistics:
- Model Tracking Vehicle=NDX
- Start Date=11/1/1985
- Number of Trades=23
- Average Trade Return=1.61%
- Average Winning Trade Return=2.28%
- Average Losing Trade Return=-0.80%
- Win Rate=78%
- RAWAL (Ratio of Average Win/Average Loss)=2.86
- Profit Factor=10.29
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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