YINN Signals Daily Equity

Direxion Daily FTSE China Bull (YINN) Signals-Daily

The Direxion Daily FTSE China Bull (YINN) signals shown below and traded as directed would have performed around 88.5 times better than buy-hold with an ROI of 3,159% for the period 17-Aug-16 to 20-Sep-18

YINN Signals Daily

The trading signals for Direxion Daily FTSE China Bull (YINN) were selected for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the Direxion Daily FTSE China Bull (YINN) signals

For the 528 day (2.1 year) period from Aug 17 2016 to Sep 20 2018, these signals for Direxion Daily FTSE China Bull (YINN) traded both long and short would have yielded $315,911 in profits from a $10,000 initial investment, an annualized return of 428.9%. Traded long only (no short selling) the signals would have returned $69,290, an annualized return of 169.1%. 59.6% of time was spent holding stock long. The return would have been $3,568 (an annualized return of 15.7%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 126 buy signals and 83 sell signals for this particular YINN strategy .These led to 43 round trip long trades of which 27 were profitable, and 43 short trades of which 30 were profitable. This is a daily strategy; daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 19% for long-short and 21% for long only. This compares to 63% for buy-hold. The reward/risk for the trading long and short was 18.17 compared to 0.23 for buy-hold, a factor of 78.7 improvement. If traded long only, the reward/risk was 6.44. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

YINN Signals Weekly Equity

YINN Signals-Weekly

These Direxion Daily FTSE China Bull (YINN) signals (weekly) traded as directed would have performed around 5604 times better than short-hold with an ROI of 254,385% for the period 30-Nov-2009 to 14-Sep-2018

YINN Signals Weekly

The Direxion Daily FTSE China Bull (YINN) signals (weekly) shown above were selected for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the Direxion Daily FTSE China Bull (YINN) signals

For the 459 week (8.8 year) period from Nov 30 2009 to Sep 14 2018, these signals for Direxion Daily FTSE China Bull (YINN) traded both long and short would have yielded $25,438,510 in profits from a $10,000 initial investment, an annualized return of 144.3%. Traded long only (no short selling) the signals would have returned $575,345, an annualized return of 59.0%. 61.8% of time was spent holding stock long. The return would have been $4,539 (an annualized return of 4.4%) if you had short sold the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 81 buy signals and 55 sell signals for this particular YINN strategy. These led to 44 round trip long trades of which 31 were profitable, and 44 short trades of which 38 were profitable. This is a weekly strategy where weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 76% for long-short and 76% for long only. This compares to 86% for buy-hold. The reward/risk for the trading long and short was 1.78 compared to 0.05 for short-hold, a factor of 35.6 improvement. If traded long only, the reward/risk was 0.73. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

TQQQ Signals Equity

TQQQ Signals-Weekly

These TQQQ signals (weekly) traded as directed would have performed around 20.8 times better than buy-hold with an ROI of 85,602% for the period 08-Feb-10 to 14-Sep-18

TQQQ Signals Weekly

TQQQ signals (weekly) shown above were chosen for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the TQQQ signals

For the 449 week (8.6 year) period from Feb 8 2010 to Sep 14 2018, these signals for TQQQ traded both long and short would have yielded $8,560,235 in profits from a $10,000 initial investment, an annualized return of 119.5%. Traded long only (no short selling) the signals would have returned $2,085,458, an annualized return of 86.3%. 78.7% of time was spent holding stock long. The return would have been $411,810 (an annualized return of 54.6%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 108 buy signals and 22 sell signals for this particular TQQQ strategy .These led to 18 round trip long trades of which 15 were profitable, and 18 short trades of which 14 were profitable. This is a weekly strategy; weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 36% for long-short and 29% for long only. This compares to 44% for buy-hold. The reward/risk for the trading long and short was 2.89 compared to 1.11 for buy-hold, a factor of 2.6 improvement. If traded long only, the reward/risk was 2.54. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

GLD Signals Equity

SPDR Gold Trust (GLD) Signals-Daily

These SPDR Gold Trust (GLD) signals traded as directed would have performed around 7.9 times better than short-hold with an ROI of 86% for the period 17-Aug-16 to 20-Sep-18

GLD Signals

The SPDR Gold Trust (GLD) signals shown above were selected for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the SPDR Gold Trust (GLD) signals

For the 528 day (2.1 year) period from Aug 17 2016 to Sep 20 2018, these signals for SPDR Gold Trust (GLD) traded both long and short would have yielded $8,617 in profits from a $10,000 initial investment, an annualized return of 34.6%. Traded long only (no short selling) the signals would have returned $3,130, an annualized return of 13.9%. 41.5% of time was spent holding stock long. The return would have been $1,084 (an annualized return of 5.3%) if you had shorted the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 35 buy signals and 47 sell signals for this particular GLD strategy. These led to 14 round trip long trades of which 8 were profitable, and 15 short trades of which 12 were profitable. Daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 7% for long-short and 7% for long only. This compares to 17% for buy-hold. The reward/risk for the trading long and short was 3.01 compared to 0.25 for short-hold, a factor of 12.2 improvement. If traded long only, the reward/risk was 1.15. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

GLD Signals Equity

SPDR Gold Trust (GLD) Signals-Weekly

These SPDR Gold Trust (GLD) signals traded as directed would have performed around 22.8 times better than buy-hold with an ROI of 627% for the period 04-Aug-08 to 14-Sep-18

GLD Signals Weekly

The trading signals for SPDR Gold Trust (GLD) were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the SPDR Gold Trust (GLD) signals

For the 528 week (10.1 year) period from Aug 4 2008 to Sep 14 2018, these signals for SPDR Gold Trust (GLD) traded both long and short would have yielded $62,741 in profits from a $10,000 initial investment, an annualized return of 21.7%. Traded long only (no short selling) the signals would have returned $23,712, an annualized return of 12.8%. 46.2% of time was spent holding stock long. The return would have been $2,753 (an annualized return of 02.4%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 207 buy signals and 271 sell signals for this particular GLD strategy .These led to 88 round trip long trades of which 52 were profitable, and 89 short trades of which 38 were profitable. This is a weekly strategy; weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 20% for long-short and 19% for long only. This compares to 45% for buy-hold. The reward/risk for the trading long and short was 0.87 compared to 0.05 for buy-hold, a factor of 17.8 improvement. If traded long only, the reward/risk was 0.53. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

SPDR S&P 500 (SPY) Signals-Weekly Equity

SPDR S&P 500 (SPY) Signals-Weekly

These SPDR S&P 500 (SPY) signals (weekly) traded as directed would have performed around 6.7 times better than buy-hold with an ROI of 1,229% for the period 04-Aug-08 to 14-Sep-18

SPDR S&P 500 (SPY) Signals-Weekly

The featured trading signals for SPDR S&P 500 (SPY) were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the SPDR S&P 500 (SPY) signals

For the 528 week (10.1 year) period from Aug 4 2008 to Sep 14 2018, these signals for SPDR S&P 500 (SPY) traded both long and short would have yielded $122,873 in profits from a $10,000 initial investment, an annualized return of 29.2%. Traded long only (no short selling) the signals would have returned $54,282, an annualized return of 20.2%. 93.0% of time was spent holding stock long. The return would have been $18,390 (an annualized return of 10.9%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 424 buy signals and 33 sell signals for this particular SPY strategy .These led to 24 round trip long trades of which 19 were profitable, and 23 short trades of which 17 were profitable. This is a weekly strategy; weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 14% for long-short and 14% for long only. This compares to 47% for buy-hold. The reward/risk for the trading long and short was 1.51 compared to 0.21 for buy-hold, a factor of 7.3 improvement. If traded long only, the reward/risk was 1.05. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7. Returns have been adjusted for the worst case effects of 40 dividends

SPY Signals Equity

SPDR S&P 500 (SPY) Signals-Daily

These SPDR S&P 500 (SPY) signals traded as directed would have performed around 2.5 times better than buy-hold with an ROI of 98% for the period 16-Aug-16 to 19-Sep-18

SPDR S&P 500 (SPY) Signals

The SPDR S&P 500 (SPY) signals were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the SPDR S&P 500 (SPY) signals

For the 528 day (2.1 year) period from Aug 16 2016 to Sep 19 2018, these signals for SPDR S&P 500 (SPY) traded both long and short would have yielded $9,780 in profits from a $10,000 initial investment, an annualized return of 38.6%. Traded long only (no short selling) the signals would have returned $6,906, an annualized return of 28.5%. 87.7% of time was spent holding stock long. The return would have been $3,914 (an annualized return of 17.1%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 25 buy signals and 32 sell signals for this particular SPY strategy .These led to 9 round trip long trades of which 8 were profitable, and 8 short trades of which 7 were profitable. This is a daily strategy--daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 4% for long-short and 4% for long only. This compares to 10% for buy-hold. The reward/risk for the trading long and short was 4.33 compared to 1.15 for buy-hold, a factor of 3.8 improvement. If traded long only, the reward/risk was 3.21. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7. Returns have been adjusted for the worst case effects of 8 dividends.

Micron MU Signals Weekly Equity

Micron (MU) Signals-Weekly

These Micron (MU) signals traded as directed would have performed around 233 times better than buy-hold with an ROI of 194,218% for the period 04-Aug-08 to 14-Sep-18

Micron MU Signals Weekly

The trading signals for Micron (MU) shown here were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the Micron (MU) signals

For the 528 week (10.1 year) period from Aug 4 2008 to Sep 14 2018, these signals for Micron (MU) traded both long and short would have yielded $19,421,830 in profits from a $10,000 initial investment, an annualized return of 111.6%. Traded long only (no short selling) the signals would have returned $1,846,100, an annualized return of 67.7%. 81.5% of time was spent holding stock long. The return would have been $83,340 (an annualized return of 24.8%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 167 buy signals and 150 sell signals for this particular MU strategy. These led to 43 round trip long trades of which 29 were profitable, and 43 short trades of which 36 were profitable. This is a weekly strategy; weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 97% for long-short and 48% for long only. This compares to 74% for buy-hold. The reward/risk for the trading long and short was 1.09 compared to 0.31 for buy-hold, a factor of 3.5 improvement. If traded long only, the reward/risk was 1.29. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

Microsoft (MSFT) Signals Equity

Microsoft (MSFT) Signals-Daily

These Microsoft (MSFT) signals traded as directed would have performed around 3.4 times better than buy-hold with an ROI of 350% for the period 16-Aug-16 to 19-Sep-18

Microsoft (MSFT) Signals

The above trading signals for Microsoft (MSFT) were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the Microsoft (MSFT) signals

For the 528 day (2.1 year) period from Aug 16 2016 to Sep 19 2018, these signals for Microsoft (MSFT) traded both long and short would have yielded $34,970 in profits from a $10,000 initial investment, an annualized return of 105.2%. Traded long only (no short selling) the signals would have returned $20,123, an annualized return of 69.4%. 66.3% of time was spent holding stock long. The return would have been $10,335 (an annualized return of 40.4%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 375 buy signals and 87 sell signals for this particular MSFT strategy .These led to 61 round trip long trades of which 50 were profitable, and 60 short trades of which 38 were profitable. This is a daily strategy; daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 7% for long-short and 5% for long only. This compares to 9% for buy-hold. The reward/risk for the trading long and short was 9.02 compared to 2.80 for buy-hold, a factor of 3.2 improvement. If traded long only, the reward/risk was 7.18. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

Micron (MU) Signals Equity

Micron (MU) Signals-Daily

These Micron (MU) signals traded as directed would have performed around 7.3 times better than buy-hold with an ROI of 1379% for the period 16-Aug-16 to 19-Sep-18

MU Trading Signals Daily

The Micron (MU) signals were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns for the Micron (MU) Signals

For the 528 day (2.1 year) period from Aug 16 2016 to Sep 19 2018, these signals for Micron (MU) traded both long and short would have yielded $137,905 in profits from a $10,000 initial investment, an annualized return of 262.5%. Traded long only (no short selling) the signals would have returned $55,659, an annualized return of 145.9%. 63.6% of time was spent holding stock long. The return would have been $18,979 (an annualized return of 66.3%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 282 buy signals and 252 sell signals for this particular MU strategy .These led to 116 round trip long trades of which 70 were profitable, and 117 short trades of which 71 were profitable. This is a daily strategy; daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 15% for long-short and 18% for long only. This compares to 35% for buy-hold. The reward/risk for the trading long and short was 13.29 vs. 1.65 for buy-hold, an improvement factor of around 8.1 If traded long only, the reward/risk was 6.34. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.