12/9/2009 NDX OU generated an entry signal for today's close.

My 'NDX OU' systemic trading model generated an entry signal for today's close. The NDX put in an outside upside day today. In other words, today's low was lower then yesterday's low, and today's close was higher then yesterday's high. There are two additional filters as well.

The dynamic stop is currently set to 0.90%. If this stop is not hit, then this position is due to be exited on Friday's close. This model was recently rebuilt, and this is the first trade of the new build. The historical equity curve is shown above.

Model Performance Stats:

• Model Tracking Vehicle=NDX
• Start Date=11/1/1985
• Number of Trades=71
• Average Trade Return=0.66%
• Win Rate=68%
• Ratio of Average Win/Average Loss (RAWAL)=1.74
• Profit Factor=3.62

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 slightly weaker performance data.

Disclosure: Long NQZ09.

***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...trade at your own risk ***