Tuesday, August 18, 2009

'BTD Index' generated an Entry Signal for Monday's Close, 8/17/2009.



'BTD Index' generated an Entry Signal for Monday's Close, 8/17/2009.

The last two trade's from this model turned out well, each one generating a new high for the Equity Curve.

Here are some of the model's Performance Statistics:

  • Model Tracking Vehicle=NDX
  • Start Date=11/1/1985
  • Number of Trades=121
  • Average Trade Return=1.68%
  • 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=4.38
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...my trading plan may change without notice...this is not a recommendation for you or anyone else, to buy or sell this or any other security...***

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