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PowerShares QQQ ( QQQ ) 104.25 2.41 % As on 18-Dec-14
Today +1% Above SMA-200 Above SMA-20
20 Day High - 5% 20 Day Low + 5% Crossed above SMA-20
250 Day High - 5% Today +2% Above SMA-50
ADX is in downtrend and ADX above 30 Close in the Top Range CMF turns Positive and RSI moves above 50
Low crossed above LBB NR4 NR7
Close above R1 Close above R2 Unfilled Full Gap Up
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 1.45 Outlier Adjusted Profit Factor 1.40
 
Historical Trade Details
Total # of Trades 215 Percent Profitable Trades 59%
Number of Win Trades 127 Number of Loss Trades 88
Avg Profit Trade % 0.12 Median Trade % 0.15
   
Historical Trade Win/Loss Details
Avg Win Trade % 0.62% Avg Loss Trade % -0.61%
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 2.03
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 %
2014-11-28 -1.2 -1.13
2014-11-26 0.49 0.46
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