Monday, September 14, 2009

'IDX OU' generated a Long Entry Signal for today's close, 9/14/2009 Close.



'IDX OU' generated a Long Entry Signal for today's close, 9/14/2009 Close. If the stop is not hit intraday on Tuesday, then the position will be exited at tomorrow's Close. This model generated a winning trade last week (http://stbsmb.blogspot.com/2009/09/idx-ou-generated-long-entry-signal-for.html), and the Equity Curve is just under the all time high hit on 5/31/2007.

Here are some of the model's Performance Statistics:
  • Model Tracking Vehicle=MDY
  • Start Date=2/5/1999
  • Number of Trades=43
  • Average Trade Return=0.36%
  • Average Winning Trade Return=0.71%
  • Average Losing Trade Return=-0.66%
  • Win Rate=74%
  • Ratio of Average Win/Average Loss (RAWAL)=1.07
  • Profit Factor=3.11

The RAWAL is just a bit more than the Average Losing Trade, but this model generates 74% winners.

Disclosure: Long EMDZ09.

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 MDY, but I trade the model with the EMD e-mini. Actual trading results from the EMD usually differ from the model results of the MDY, with the EMD showing somewhat weaker performance data. Nonetheless, I still trade this model with the EMD 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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