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PowerShares QQQ ( QQQ ) 105.52 0.65 % As on 26-Nov-14
3 Day Consecutive Up 4 Day Consecutive Up 5 Day Consecutive Up
Above SMA-200 Above SMA-20 20 Day High - 5%
250 Day High - 5% 3 Day Higher High 4 Day Higher High
Above SMA-50 ADX is in uptrend and ADX above 30 ADX is in uptrend and ADX above 40
ADX is in uptrend and ADX above 50 Close above UBB Close in the Top Range
RSI crossed above 80 High above UBB MFI above 80
MFI crossed above 80 20 trading day high 250 trading day high
Close crossed above UBB Close above R1 Close above R2
RSI above 70 RSI above 80 Trend Buy Day
LookBack Period Exit After
Trading Strategy Performance Summary
Symbol QQQ Holding Period 1 Day
Company Name PowerShares QQQ
Trading Strategy 3 Day Higher High
Look Back Period 4 Years Strategy Historical Bias LONG
Profit Factor 1.49 Outlier Adjusted Profit Factor 1.44
 
Historical Trade Details
Total # of Trades 217 Percent Profitable Trades 59%
Number of Win Trades 129 Number of Loss Trades 88
Avg Profit Trade % 0.12 Median Trade % 0.15
   
Historical Trade Win/Loss Details
Avg Win Trade % 0.61% Avg Loss Trade % -0.60%
Max Win Trade % 3.46% Max Loss Trade % 2.57%
Max Consecutive Wins 8 Max Consecutive Losses 5
Ratio Avg Win / Avg Loss % 1.02 T-Test 2.14
Signal Description :

[Hint]: You can change the "LookBack Period" (or often called "historical back testing period") by selecting, various other values in the drop down menu, to find out how the signal is performing on various historical back testing periods. The default is set to 4 previous years, and the exit is set to today's close price.

Date 1 Day Change 1 Day Change %
2014-11-26 0 0
2014-11-25 0.68 0.65
2014-11-24 0.16 0.15
2014-11-13 0.32 0.31
2014-11-12 0.44 0.43
2014-11-11 0.18 0.18
2014-11-03 -0.34 -0.33
2014-10-28 -0.37 -0.37
2014-10-27 1.49 1.51
2014-10-24 0.07 0.07
2014-10-23 0.8 0.82
2014-10-22 1.45 1.5
2014-10-21 -0.5 -0.52
2014-09-19 -0.93 -0.93
2014-09-03 -0.09 -0.09
2014-08-25 0.1 0.1
2014-08-22 0.35 0.35
2014-08-21 0.14 0.14
2014-08-20 0.2 0.2
2014-08-19 0 0
2014-08-18 0.55 0.56
2014-08-15 0.75 0.77
2014-07-30 -1.96 -2.03
2014-07-24 -0.38 -0.39
2014-07-16 -1.26 -1.32
2014-07-15 0.38 0.4
2014-07-07 -1.14 -1.2
2014-07-03 -0.29 -0.3
2014-07-02 0.6 0.63
2014-07-01 0.16 0.17
2014-06-19 0.11 0.12
2014-06-18 -0.06 -0.06
2014-06-09 0.16 0.17
2014-06-06 -0.07 -0.08
2014-05-30 -0.09 -0.1
2014-05-29 0.01 0.01
2014-05-28 0.58 0.64
2014-05-27 -0.28 -0.31
2014-05-23 1.11 1.24
2014-05-22 0.65 0.73
2014-05-21 0.39 0.44
2014-05-01 -0.16 -0.18
2014-04-22 -0.77 -0.88
2014-04-21 0.69 0.8
2014-04-17 0.64 0.75
2014-04-02 -0.71 -0.8
2014-04-01 0.23 0.26
2014-03-19 0.25 0.28
2014-03-07 0.08 0.09
2014-03-06 -0.44 -0.49
2014-02-28 -0.67 -0.75
2014-02-18 -0.61 -0.68
2014-02-14 0.44 0.5
2014-02-13 0.17 0.19
2014-02-12 0.66 0.75
2014-02-11 0.16 0.18
2014-02-10 0.99 1.14
2014-01-15 0.01 0.01
2014-01-09 0.27 0.31
2013-12-27 -0.13 -0.15
2013-12-26 -0.22 -0.25
2013-12-24 0.29 0.34
2013-12-02 -0.07 -0.08
2013-11-29 -0.24 -0.28
2013-11-27 0.5 0.6
2013-11-26 0.58 0.7
2013-11-25 0.44 0.53
2013-11-18 -0.24 -0.29
2013-11-15 -0.81 -0.98
2013-11-14 0.16 0.19
2013-11-13 0.26 0.32
2013-10-22 -0.49 -0.6
2013-10-21 0.12 0.15
2013-10-18 0.18 0.22
2013-10-17 1.29 1.62
2013-10-16 0.45 0.57
2013-10-15 0.89 1.14
2013-10-14 -0.31 -0.39
2013-09-10 -0.15 -0.2
2013-09-09 0.37 0.48
2013-09-06 0.89 1.18
2013-09-05 0.08 0.11
2013-08-26 -1.55 -2.06
2013-08-23 0.04 0.05
2013-08-05 -0.45 -0.59
2013-08-02 0.05 0.07
2013-08-01 0.42 0.56
2013-07-31 0.76 1.02
2013-07-30 0.13 0.17
2013-07-29 0.4 0.54
2013-07-26 -0.14 -0.19
2013-07-17 -0.19 -0.26
2013-07-16 0.19 0.26
2013-07-15 -0.1 -0.13
2013-07-12 0.17 0.23
2013-07-11 0.32 0.43
2013-07-10 1.44 1.99
2013-07-09 0.41 0.57
2013-07-08 0.43 0.6
2013-07-01 0.03 0.04
2013-06-28 0.43 0.61
2013-06-27 0.1 0.14
2013-05-22 -0.16 -0.22
2013-05-21 -0.64 -0.88
2013-05-20 0.08 0.11
2013-05-09 0.44 0.62
2013-05-08 -0.1 -0.14
2013-05-07 0.34 0.48
2013-05-06 -0.04 -0.06
2013-05-03 0.28 0.4
2013-05-02 0.82 1.17
2013-05-01 0.87 1.26
2013-04-10 -0.03 -0.04
2013-04-02 -0.62 -0.92
2013-04-01 0.53 0.79
2013-03-06 0.18 0.27
2013-01-11 -0.29 -0.44
2013-01-10 0.09 0.14
2013-01-03 -0.21 -0.32
2012-12-19 0 0
2012-11-29 -0.11 -0.17
2012-11-28 0.38 0.6
2012-11-27 0.55 0.87
2012-11-26 -0.22 -0.35
2012-11-23 0.27 0.43
2012-11-21 0.95 1.53
2012-10-17 -0.77 -1.16
2012-10-05 -0.61 -0.91
2012-08-21 0.28 0.42
2012-08-20 -0.27 -0.41
2012-08-07 -0.03 -0.05
2012-07-30 -0.02 -0.03
2012-07-19 -0.83 -1.32
2012-07-18 0.69 1.11
2012-07-17 0.83 1.35
2012-07-05 -0.78 -1.24
2012-07-03 0.03 0.05
2012-06-20 -1.55 -2.49
2012-06-19 0.04 0.06
2012-06-07 0.58 0.96
2012-04-27 -0.46 -0.71
2012-04-26 0.38 0.59
2012-04-19 -0.17 -0.27
2012-04-03 -0.9 -1.36
2012-03-28 -0.25 -0.38
2012-03-21 -0.14 -0.22
2012-03-15 -0.04 -0.06
2012-03-09 0.03 0.05
2012-03-02 -0.65 -1.04
2012-03-01 -0.04 -0.06
2012-02-29 0.49 0.79
2012-02-28 -0.28 -0.45
2012-02-27 0.63 1.02
2012-02-15 0.83 1.37
2012-02-09 -0.42 -0.69
2012-02-03 -0.04 -0.07
2012-02-02 0.81 1.37
2012-02-01 0.18 0.31
2012-01-19 -0.09 -0.16
2012-01-10 0.12 0.21
2012-01-09 0.4 0.72
2012-01-06 -0.18 -0.32
2012-01-05 0.19 0.34
2012-01-04 0.45 0.82
2011-12-05 -0.15 -0.27
2011-12-02 0.59 1.08
2011-12-01 -0.15 -0.27
2011-11-30 0.38 0.7
2011-10-12 0.5 0.92
2011-10-11 0.27 0.5
2011-10-10 0.37 0.69
2011-10-07 1.8 3.46
2011-09-20 -0.95 -1.75
2011-09-19 -0.24 -0.44
2011-09-16 0.02 0.04
2011-09-15 0.5 0.93
2011-08-31 -0.48 -0.91
2011-08-30 0.09 0.17
2011-08-29 0.34 0.65
2011-08-26 1.42 2.78
2011-08-25 1.25 2.51
2011-08-15 -0.45 -0.86
2011-07-26 -1.47 -2.57
2011-07-25 0.14 0.25
2011-07-22 -0.11 -0.19
2011-07-21 0.58 1.02
2011-07-07 -0.15 -0.26
2011-07-06 0.77 1.37
2011-07-05 0.18 0.32
2011-07-01 0.28 0.5
2011-06-30 0.82 1.5
2011-06-29 0.72 1.33
2011-06-23 -0.92 -1.73
2011-06-01 0.12 0.22
2011-05-31 -1.22 -2.18
2011-04-27 -0.08 -0.14
2011-04-26 0.38 0.67
2011-04-25 0.32 0.57
2011-04-21 0.14 0.25
2011-04-01 -0.18 -0.33
2011-03-25 -0.29 -0.53
2011-02-09 0.09 0.16
2011-02-08 -0.1 -0.18
2011-01-27 -1.38 -2.52
2011-01-19 -0.38 -0.7
2011-01-18 -0.62 -1.13
2011-01-14 0.15 0.28
2011-01-13 0.4 0.74
2011-01-12 0.02 0.04
2011-01-11 0.38 0.71
2011-01-10 0.08 0.15
2011-01-07 0.2 0.37
2010-12-22 -0.13 -0.25
2010-12-21 -0.01 -0.02
2010-12-13 0.09 0.17
2010-12-07 0.19 0.37
2010-12-06 0.03 0.06
2010-12-03 -0.02 -0.04