$QQQ from 10th trading day close since 2014

$QQQ  from 10th trading day close

$QQQ from 10th trading day close , since 2014

with 14th Jun 2017 , being 10th trading day of the month , below trading strategy rules

 1)  current day is 10th trading day of the month

below the trading odds for $QQQ longs , for the next 1/2/3/4/5/10/20 trading days , since 2014

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss % OAPF T-Test
t+1% 41 28 68.3 0.40 0.33 0.74 -0.34 2.16 -1.03 4.37 3.64
t+2% 41 29 70.7 0.55 0.32 1.07 -0.70 1.53 -2.62 3.33 2.82
t+3% 41 32 78.0 0.78 0.56 1.18 -0.65 1.81 -1.83 5.19 4.07
t+4% 41 34 82.9 1.03 0.69 1.45 -0.98 1.47 -3.10 5.97 4.63
t+5% 41 34 82.9 1.16 1.15 1.74 -1.64 1.06 -7.34 4.34 3.70
t+10% 41 32 78.0 1.39 1.46 2.48 -2.47 1.00 -6.36 3.23 3.18
t+20% 41 26 63.4 1.37 0.96 3.48 -2.29 1.52 -8.44 2.38 2.30
1st +’ve in 5 days 41 41 100.0 0.64 0.56 0.64 INF INF 0.01 NA 7.83

41/41 times  $QQQ closed higher than the current trading day’s close , at-least once in the next five trading days at close , with an average of 64bps

PF: Profit Factor, and OAPF is the outlier adjusted profit factor ( which is profit factor recalculated after removing the maximum winner )

below the returns of $QQQ from 10th trading day at close , since 2014

Date $QQQ t+1% t+2% t+3% t+4% t+5% 1st +’ve cls in 5 days % # days to 1st +’ve cls in 5 days
14-Jun-17 ?? ?? ?? ?? ?? ?? ?? ??
12-May-17 138.60 0.32 0.74 -1.83 -0.97 -0.55 0.32 1
17-Apr-17 131.48 -0.15 0.01 0.84 0.82 2.04 0.01 2
14-Mar-17 131.02 0.62 0.55 0.51 0.60 -0.92 0.62 1
14-Feb-17 128.26 0.59 0.56 1.00 1.49 1.53 0.59 1
17-Jan-17 122.54 0.20 0.15 0.37 0.46 1.13 0.20 1
14-Dec-16 119.61 0.16 -0.21 0.20 0.58 0.50 0.16 1
14-Nov-16 114.05 1.39 1.99 2.73 2.35 3.41 1.39 1
14-Oct-16 116.55 -0.27 0.61 0.61 0.49 0.86 0.61 2
15-Sep-16 116.76 -0.05 -0.48 -0.29 0.69 1.49 0.69 4
12-Aug-16 116.32 0.43 -0.13 0.05 0.08 0.05 0.43 1
15-Jul-16 110.96 0.66 0.30 1.47 1.23 1.65 0.66 1
14-Jun-16 106.93 -0.29 0.01 -1.16 -0.54 -0.23 0.01 2
13-May-16 104.43 1.25 -0.02 0.34 -0.18 0.92 1.25 1
14-Apr-16 109.80 -0.25 0.28 -0.33 -0.25 -0.24 0.28 2
14-Mar-16 105.28 -0.04 0.85 0.80 0.95 1.35 0.85 2
12-Feb-16 96.74 2.25 4.57 3.38 3.68 5.37 2.25 1
15-Jan-16 99.52 0.22 -0.09 0.01 2.91 1.38 0.22 1
14-Dec-15 109.84 0.61 2.11 0.62 -1.31 -0.22 0.61 1
13-Nov-15 108.07 1.44 1.50 3.45 3.52 4.22 1.44 1
14-Oct-15 104.23 1.64 2.07 2.65 2.12 1.50 1.64 1
15-Sep-15 104.52 0.56 0.60 -0.83 -0.52 -2.01 0.56 1
14-Aug-15 108.47 0.83 0.32 -0.34 -3.10 -7.34 0.83 1
15-Jul-15 108.34 1.41 2.91 3.26 3.20 2.03 1.41 1
12-Jun-15 106.50 -0.50 0.05 0.32 1.78 1.28 0.05 2
14-May-15 107.31 0.00 0.44 0.33 0.39 0.91 0.44 2
15-Apr-15 105.61 -0.14 -1.70 -0.22 0.20 0.75 0.20 4
13-Mar-15 102.92 1.29 1.45 2.45 2.60 3.27 1.29 1
13-Feb-15 104.46 0.09 0.23 0.73 1.40 1.51 0.09 1
15-Jan-15 97.36 1.17 1.98 2.50 4.40 4.63 1.17 1
12-Dec-14 99.94 -1.03 -2.62 -0.85 1.54 1.99 1.54 4
14-Nov-14 100.48 -0.30 0.45 -0.01 0.44 0.63 0.45 2
14-Oct-14 90.50 -0.65 -1.27 0.03 1.53 4.19 0.03 3
15-Sep-14 95.67 0.87 1.03 1.79 1.72 0.78 0.87 1
14-Aug-14 94.13 0.48 1.26 1.83 1.83 2.03 0.48 1
15-Jul-14 92.75 0.40 -0.93 0.64 0.51 1.15 0.40 1
13-Jun-14 89.41 0.09 0.14 0.70 0.64 0.76 0.09 1
14-May-14 85.06 -0.79 -0.14 0.56 0.19 1.15 0.56 3
14-Apr-14 82.10 0.33 1.66 1.69 2.44 3.26 0.33 1
14-Mar-14 85.68 0.88 2.10 1.55 1.83 0.60 0.88 1
14-Feb-14 86.42 0.49 -0.20 0.27 0.13 0.67 0.49 1
15-Jan-14 85.04 0.01 -0.55 0.20 0.46 0.12 0.01 1

will it be a straight 46th winner ? ( this never losing streak started from 16th Sep 2013 #FYI)

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