$QQQ trade-idea with 51/55 wins since 2007

$QQQ trade-idea with 51/55 wins

$QQQ when down on 11th trading day , since 2007

with $QQQ underwater ( by about ~80 bps) ,after the trade idea presented  yesterday , we looked at the logical extension of that trade , and , below are the trading strategy rules

1) current trading day is 11th trading day of the month
2) and $QQQ is down for the day

below the trading odds for $QQQ longs , for the next 1/2/3/4/5/10/20 trading days , since 2007 ( last 10 years reference period)

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss % OAPF T-Test
t+1% 55 34 61.8 0.47 0.30 1.25 -0.78 1.60 -2.41 1.84 2.33
t+2% 55 31 56.4 0.38 0.30 1.45 -1.00 1.45 -5.32 1.77 1.62
t+3% 55 39 70.9 0.66 0.76 1.74 -1.99 0.88 -9.90 2.42 1.96
t+4% 55 41 74.5 1.00 0.93 2.01 -1.97 1.02 -5.99 3.78 3.11
t+5% 55 40 72.7 1.41 1.27 2.43 -1.31 1.86 -3.32 5.03 4.27
t+10% 55 38 69.1 1.63 1.66 3.25 -1.99 1.63 -8.90 3.56 3.65
t+20% 55 37 67.3 1.53 1.77 4.43 -4.43 1.00 -12.62 1.98 2.17
1st +’ve in 5 days 55 51 92.7 0.88 0.65 1.06 -1.40 0.76 -2.48 9.59 4.90

51/55 times , since 2007, $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 88 bps 

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

below the historical $QQQ returns , over the next 1/2/3/4/5 trading days , when on 11th trading day it closed down , since 2007

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
15-Jun-17 ~138.81 ?? ?? ?? ?? ?? ?? ??
18-Apr-17 131.28 0.16 1.00 0.98 2.19 2.93 0.16 1
17-Oct-16 116.23 0.89 0.88 0.76 1.14 2.35 0.89 1
16-Sep-16 116.70 -0.43 -0.25 0.73 1.53 0.89 0.73 3
15-Jun-16 106.63 0.30 -0.88 -0.25 0.06 -0.18 0.30 1
15-Apr-16 109.52 0.53 -0.08 0.00 0.01 -1.50 0.53 1
15-Mar-16 105.24 0.89 0.83 0.99 1.39 1.70 0.89 1
15-Jun-15 105.97 0.55 0.82 2.29 1.79 2.54 0.55 1
16-Apr-15 105.46 -1.56 -0.08 0.34 0.89 1.27 0.34 3
15-Dec-14 98.91 -1.60 0.19 2.60 3.05 3.31 0.19 2
17-Nov-14 100.17 0.75 0.29 0.74 0.93 1.72 0.75 1
15-Oct-14 89.91 -0.63 0.68 2.19 4.87 4.33 0.68 2
15-May-14 84.39 0.65 1.35 0.99 1.95 2.40 0.65 1
15-Oct-13 76.24 1.13 1.71 3.36 3.59 3.74 1.13 1
15-Aug-13 72.22 -0.04 -0.21 0.23 -0.12 0.86 0.23 3
16-Jul-13 72.08 0.25 0.00 -1.03 -0.74 -1.47 0.25 1
15-Apr-13 65.36 1.33 -0.66 -2.03 -0.69 0.34 1.33 1
15-Mar-13 65.31 -0.22 -0.41 0.29 -0.85 0.12 0.29 3
15-Feb-13 64.44 0.72 -0.83 -1.89 -0.90 -2.13 0.72 1
15-Nov-12 58.67 0.44 2.82 2.85 3.06 4.63 0.44 1
15-May-12 59.63 -0.68 -2.78 -4.04 -1.36 -1.47 -1.47 5
15-Feb-12 58.97 1.37 1.05 1.34 0.88 1.55 1.37 1
15-Dec-11 51.23 0.51 -0.47 2.48 1.01 1.87 0.51 1
17-Oct-11 53.61 1.24 -0.72 -1.20 0.03 2.11 1.24 1
18-Jul-11 53.75 2.28 1.84 2.52 3.58 3.37 2.28 1
15-Jun-11 50.60 -0.39 -0.70 -0.18 1.96 1.22 1.96 4
16-May-11 53.50 0.28 1.12 1.41 0.64 -0.84 0.28 1
15-Apr-11 52.80 -0.71 -0.09 2.17 2.98 3.25 2.17 3
15-Mar-11 51.65 -2.41 -1.51 -1.74 0.16 -0.02 0.16 4
15-Feb-11 54.45 0.65 0.62 0.39 -2.51 -3.32 0.65 1
15-Dec-10 50.31 0.78 0.86 0.94 1.55 1.53 0.78 1
15-Nov-10 48.59 -1.64 -1.36 0.23 0.31 1.15 0.23 3
16-Jul-10 41.09 0.86 2.07 0.68 3.23 3.88 0.86 1
16-Apr-10 45.72 -0.06 0.44 1.01 1.57 2.00 0.44 2
15-Mar-10 43.56 0.64 0.91 1.25 0.64 1.55 0.64 1
15-Dec-09 40.78 0.14 -1.08 0.53 1.66 2.27 0.14 1
15-Oct-09 39.64 -0.65 0.35 0.37 0.19 0.58 0.35 2
17-Aug-09 35.39 1.43 2.13 3.33 4.70 4.60 1.43 1
15-Jun-09 32.98 -0.97 -0.03 -0.22 0.85 -2.16 0.85 4
15-May-09 30.65 2.61 3.09 2.73 0.84 0.51 2.61 1
16-Mar-09 25.92 3.79 5.10 5.02 3.43 9.52 3.79 1
17-Feb-09 26.80 0.07 -1.47 -1.20 -4.65 -1.51 0.07 1
15-Dec-08 26.70 4.80 3.53 1.71 2.55 0.32 4.80 1
17-Nov-08 25.98 -0.11 -5.32 -9.90 -5.99 -0.25 -0.25 5
15-Oct-08 28.02 5.42 5.56 8.50 2.88 0.03 5.42 1
15-Aug-08 44.07 -1.16 -2.39 -2.22 -2.68 -1.39 -1.39 5
17-Mar-08 37.90 4.46 1.88 3.96 7.56 8.16 4.46 1
15-Feb-08 40.04 -0.18 0.27 -0.68 -0.32 0.18 0.27 2
16-Jan-08 42.08 -1.39 -1.52 -4.06 -4.43 -2.48 -2.48 5
17-Dec-07 45.40 0.32 0.30 2.35 4.37 5.16 0.32 1
15-Nov-07 45.48 0.92 -0.24 0.16 -1.02 0.04 0.92 1
15-Oct-07 48.49 -0.47 0.81 1.24 -1.28 -0.09 0.81 2
15-Aug-07 41.88 -0.98 0.89 1.37 2.44 3.83 0.89 2
15-May-07 42.03 0.98 0.50 1.32 1.97 2.06 0.98 1
15-Mar-07 39.08 -0.08 0.95 1.67 3.63 3.26 0.95 2
18-Jan-07 40.16 0.20 -0.88 -1.13 0.50 -0.79 0.20 1

40/41 times , since 2009 ,  $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 79 bps 

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