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PowerShares QQQ ( QQQ ) 105.6 -1.06 % As on 31-Mar-15
Today -1% Above SMA-200 Below SMA-20
20 Day High - 5% 20 Day Low + 5% 250 Day High - 5%
Below SMA-50 Crossed below SMA-50 Close in the Bottom Range
Close below S1 Close below S2
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 1.58 Outlier Adjusted Profit Factor 1.53
 
Historical Trade Details
Total # of Trades 217 Percent Profitable Trades 60%
Number of Win Trades 131 Number of Loss Trades 86
Avg Profit Trade % 0.14 Median Trade % 0.15
   
Historical Trade Win/Loss Details
Avg Win Trade % 0.61% Avg Loss Trade % -0.58%
Max Win Trade % 3.46% Max Loss Trade % 2.58%
Max Consecutive Wins 8 Max Consecutive Losses 5
Ratio Avg Win / Avg Loss % 1.05 T-Test 2.53
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 %
2015-03-18 0.16 0.15
2015-03-17 1.05 0.98
2015-02-26 -0.48 -0.44
2015-02-25 0.55 0.51
2015-02-24 -0.27 -0.25
2015-02-23 0.08 0.07
2015-02-20 0.11 0.1
2015-02-19 0.72 0.67
2015-02-18 0.53 0.49
2015-02-17 0.15 0.14
2015-02-13 0.1 0.09
2015-02-12 0.91 0.86
2015-02-06 -0.33 -0.32
2015-02-05 -0.63 -0.61
2015-01-23 -0.12 -0.12
2015-01-22 0.23 0.22
2014-11-28 -1.2 -1.14
2014-11-26 0.49 0.47
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 -0.34
2014-10-28 -0.37 -0.37
2014-10-27 1.49 1.52
2014-10-24 0.07 0.07
2014-10-23 0.79 0.81
2014-10-22 1.45 1.51
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 0.36
2014-08-21 0.15 0.15
2014-08-20 0.2 0.2
2014-08-19 0 0
2014-08-18 0.55 0.56
2014-08-15 0.74 0.76
2014-07-30 -1.95 -2.02
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 -0.07
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 0.57 0.63
2014-05-27 -0.27 -0.3
2014-05-23 1.11 1.25
2014-05-22 0.64 0.72
2014-05-21 0.39 0.44
2014-05-01 -0.15 -0.17
2014-04-22 -0.76 -0.88
2014-04-21 0.68 0.79
2014-04-17 0.63 0.74
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 -0.45 -0.5
2014-02-28 -0.67 -0.75
2014-02-18 -0.61 -0.69
2014-02-14 0.44 0.5
2014-02-13 0.17 0.19
2014-02-12 0.65 0.74
2014-02-11 0.17 0.19
2014-02-10 0.98 1.13
2014-01-15 0.01 0.01
2014-01-09 0.27 0.32
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 -0.25 -0.3
2013-11-27 0.5 0.6
2013-11-26 0.58 0.7
2013-11-25 0.43 0.52
2013-11-18 -0.24 -0.29
2013-11-15 -0.8 -0.97
2013-11-14 0.16 0.19
2013-11-13 0.25 0.3
2013-10-22 -0.49 -0.61
2013-10-21 0.12 0.15
2013-10-18 0.18 0.22
2013-10-17 1.28 1.61
2013-10-16 0.45 0.57
2013-10-15 0.89 1.14
2013-10-14 -0.31 -0.4
2013-09-10 -0.15 -0.2
2013-09-09 0.38 0.5
2013-09-06 0.88 1.17
2013-09-05 0.09 0.12
2013-08-26 -1.54 -2.05
2013-08-23 0.04 0.05
2013-08-05 -0.45 -0.6
2013-08-02 0.05 0.07
2013-08-01 0.42 0.56
2013-07-31 0.75 1.01
2013-07-30 0.14 0.19
2013-07-29 0.39 0.53
2013-07-26 -0.14 -0.19
2013-07-17 -0.18 -0.24
2013-07-16 0.18 0.24
2013-07-15 -0.09 -0.12
2013-07-12 0.16 0.22
2013-07-11 0.33 0.45
2013-07-10 1.42 1.97
2013-07-09 0.42 0.59
2013-07-08 0.43 0.6
2013-07-01 0.03 0.04
2013-06-28 0.43 0.62
2013-06-27 0.1 0.14
2013-05-22 -0.17 -0.24
2013-05-21 -0.63 -0.87
2013-05-20 0.08 0.11
2013-05-09 0.43 0.61
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 1.18
2013-05-01 0.87 1.27
2013-04-10 -0.03 -0.04
2013-04-02 -0.62 -0.92
2013-04-01 0.53 0.79
2013-03-06 0.17 0.25
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 0.54 0.86
2012-11-26 -0.21 -0.33
2012-11-23 0.27 0.43
2012-11-21 0.94 1.52
2012-10-17 -0.77 -1.17
2012-10-05 -0.61 -0.91
2012-08-21 0.27 0.41
2012-08-20 -0.26 -0.39
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 0.04 0.06
2012-06-20 -1.54 -2.48
2012-06-19 0.04 0.06
2012-06-07 0.57 0.95
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 -1.37
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 -0.64 -1.03
2012-03-01 -0.05 -0.08
2012-02-29 0.49 0.79
2012-02-28 -0.28 -0.45
2012-02-27 0.62 1.01
2012-02-15 0.83 1.38
2012-02-09 -0.42 -0.69
2012-02-03 -0.05 -0.08
2012-02-02 0.81 1.38
2012-02-01 0.18 0.31
2012-01-19 -0.09 -0.16
2012-01-10 0.11 0.2
2012-01-09 0.41 0.74
2012-01-06 -0.19 -0.34
2012-01-05 0.2 0.36
2012-01-04 0.45 0.82
2011-12-05 -0.16 -0.29
2011-12-02 0.6 1.11
2011-12-01 -0.16 -0.29
2011-11-30 0.38 0.7
2011-10-12 0.5 0.92
2011-10-11 0.26 0.48
2011-10-10 0.37 0.69
2011-10-07 1.79 3.46
2011-09-20 -0.93 -1.72
2011-09-19 -0.24 -0.44
2011-09-16 0.01 0.02
2011-09-15 0.5 0.93
2011-08-31 -0.48 -0.91
2011-08-30 0.08 0.15
2011-08-29 0.35 0.67
2011-08-26 1.41 2.78
2011-08-25 1.25 2.52
2011-08-15 -0.44 -0.85
2011-07-26 -1.47 -2.58
2011-07-25 0.14 0.25
2011-07-22 -0.11 -0.19
2011-07-21 0.58 1.03
2011-07-07 -0.15 -0.27
2011-07-06 0.76 1.36
2011-07-05 0.19 0.34
2011-07-01 0.27 0.49
2011-06-30 0.83 1.52
2011-06-29 0.71 1.32
2011-06-23 -0.92 -1.74
2011-06-01 0.12 0.22
2011-05-31 -1.21 -2.17
2011-04-27 -0.08 -0.14
2011-04-26 0.38 0.68
2011-04-25 0.31 0.56
2011-04-21 0.15 0.27
2011-04-01 -0.18 -0.33