K.T.'s short term timing model for QQQQ 

Historic performance and trades     Record of actual published - non synthetic - trades since 21. July 2003.

 

Yearly summary

 

It is expected that over a longer period the original intention and design basis with trades at the open / early hours will produce the best returns, and under no circumstance give negative or below buy-and-hold performance. 

The model and its application is under continuous scrutiny, with a large proportion of own savings turned around with the QQQ-a signals [QQQQ ETF at open prices, Rydex funds Velocity / Venture at a.m.]. 

 

The uncompromising ambition is a long term presence demonstrating the best “real time” - i.e. not synthetic - performance on the net.  Preferably and hopefully this can be combined with a straightforward, no-nonsense approach and unambiguous signals at any time.

 

 

Monthly summary

 

Trade by trade 2006

 

 

 

Trade by trade 2005

 

 

 

Trade by trade 2004

 

 

 

 

Trade by trade 2003

 

 

The model is based on opening prices on the trading days.

No stop loss used in back-test (since April 2002) or real- life trading (since 1.1.2003) and no trades done during the session.

 

Some statistics extracted

 

Such fluctuations are expected to occur also in the future. However, it is expected that the overall probability for number of successful trades will outnumber bad trades, and also the average profit of profitable trades to be higher than the average loss of losing trades. In sum this should result in healthy overall gains.

 

Past results, whether from actual trading or back test, are no guarantee for future performance

 

 


 


Disclaimer: The owner of this site takes no responsibility for risk and possible losses on investments based on views here presented.

Each individual is always fully responsible for his / her own investment decisions and which equities or financial instruments to trade.

 

 

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