'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
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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