Summary
spy 1500 days	cci mdified		pivot rotation		t-fade		contrarian		bollinger		stochrsi retra		5bar swing rtr		cycle rotation		stoch osc enh		stoch trend		volatility pulbk		5bar swing		cyc rotat retrac
Simulation Date 5/13/2005 1:59:04 AM
Performance
Profit	$16,338.16		$9,860.48		$9,757.10		$6,295.91		$6,272.64		$4,609.60		$3,457.00		$3,267.40		$2,373.10		$2,057.62		$1,965.04		$1,732.22		$1,624.10
Performance	163.38%		98.60%		97.57%		62.96%		62.73%		46.10%		34.57%		32.67%		23.73%		20.58%		19.65%		17.32%		16.24%
Annualized Performance	27.38%		16.52%		16.35%		10.55%		10.51%		7.72%		5.79%		5.48%		3.98%		3.45%		3.29%		2.90%		2.72%
Buy & Hold Profit	($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)		($1,803.50)
Buy & Hold Performance	-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%		-18.03%
Buy & Hold Annualized Performance	-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%		-3.02%
Trade Summary
Total Trades	173		112		131		95		67		14		8		385		22		68		65		284		29
Trade Efficiency	52.15%		51.65%		13.23%		-0.28%		53.44%		3.10%		-9.24%		4.14%		33.01%		13.36%		6.04%		-0.02%		-5.03%
Average Profit/Average Loss	N/A		N/A		1.32		2.23		N/A		2.58		4.47		1		2.11		0.96		0.9		41.03		1.36
Profitable Trades
Total	171		112		79		38		67		7		3		204		16		43		41		15		14
Long	78		45		34		16		36		2		2		64		7		11		15		2		4
Short	93		67		45		22		31		5		1		140		9		32		26		13		10
Average Profit	$95.54		$88.04		$247.16		$506.23		$93.62		$1,075.04		$1,836.83		$138.55		$180.37		$120.38		$138.20		$205.15		$549.84
Highest Profit	$473.32		$310.86		$782.10		$1,264.40		$534.60		$2,617.00		$4,495.50		$845.00		$516.68		$381.30		$516.68		$826.65		$2,141.50
Lowest Profit	$1.98		$2.97		$2.00		$151.00		$4.95		$18.70		$132.00		$2.00		$12.50		$4.95		$12.50		$20.00		$18.80
Most Consecutive	112		112		6		5		67		5		2		9		5		6		7		2		3
Unprofitable Trades
Total	2		0		52		57		0		7		5		181		6		25		24		269		15
Long	0		0		16		23		0		2		1		43		3		4		8		58		4
Short	2		0		36		34		0		5		4		138		3		21		16		211		11
Average Loss	$0.00		$0.00		($187.86)		($227.04)		$0.00		($416.53)		($410.70)		($138.11)		($85.47)		($124.75)		($154.21)		($5.00)		($404.91)
Highest Loss	$0.00		$0.00		($1,169.50)		($672.10)		$0.00		($974.00)		($912.50)		($1,262.50)		($184.40)		($445.10)		($454.45)		($5.00)		($1,132.60)
Lowest Loss	$0.00		$0.00		$0.00		($1.00)		$0.00		($6.30)		($113.00)		$0.00		($20.00)		$0.00		($36.00)		($5.00)		($51.00)
Most Consecutive	1		0		4		9		0		3		3		11		2		4		4		36		4
Maximum Position Excursions
Long Favorable	$337.50		$230.00		$927.10		$1,287.50		$540.00		$1,383.20		$1,412.00		$729.30		$268.00		$235.00		$323.00		$232.00		$1,692.90
Short Favorable	$478.10		$314.00		$1,012.50		$1,987.50		$181.30		$3,946.00		$6,130.50		$1,115.00		$862.50		$531.30		$862.50		$857.00		$3,447.00
Long Adverse	($403.20)		($396.00)		($795.00)		($827.00)		($267.50)		($1,073.70)		($487.00)		($1,622.00)		($227.00)		($169.00)		($460.70)		($230.00)		($1,366.50)
Short Adverse	($370.00)		($521.90)		($1,277.00)		($869.00)		($421.90)		($1,318.80)		($953.10)		($1,303.10)		($237.50)		($497.00)		($665.60)		($494.00)		($1,519.00)
Trade Efficiency
Average Entry	52.67%		52.17%		59.13%		57.24%		53.98%		59.19%		57.75%		50.41%		68.60%		53.28%		49.86%		51.84%		49.62%
Average Exit	99.47%		99.48%		54.10%		42.48%		99.46%		43.91%		33.01%		53.73%		64.41%		60.08%		56.19%		48.14%		45.35%
Average Total	52.15%		51.65%		13.23%		-0.28%		53.44%		3.10%		-9.24%		4.14%		33.01%		13.36%		6.04%		-0.02%		-5.03%
Average Long Entry	51.20%		44.47%		58.40%		55.32%		53.33%		59.19%		72.16%		49.87%		60.10%		54.11%		45.54%		47.30%		46.15%
Average Long Exit	99.49%		99.56%		61.63%		43.31%		99.47%		43.40%		43.92%		59.62%		65.88%		64.27%		58.44%		50.48%		56.95%
Average Long Total	50.69%		44.03%		20.03%		-1.37%		52.80%		2.59%		16.07%		9.49%		25.98%		18.38%		3.98%		-2.22%		3.09%
Average Short Entry	53.88%		57.34%		59.58%		58.58%		54.72%		59.19%		49.11%		50.62%		75.68%		53.04%		52.22%		53.05%		50.95%
Average Short Exit	99.46%		99.43%		49.45%		41.90%		99.45%		44.11%		26.47%		51.47%		63.18%		58.90%		54.95%		47.52%		40.94%
Average Short Total	53.34%		56.77%		9.03%		0.48%		54.18%		3.30%		-24.42%		2.09%		38.87%		11.94%		7.18%		0.57%		-8.12%
Performance Indices
Buy & Hold Index	1005.91%		646.74%		641.01%		449.09%		447.80%		355.59%		291.68%		281.17%		231.58%		214.09%		208.96%		196.05%		190.05%
Profit/Loss Index	100.00%		100.00%		49.97%		32.73%		100.00%		61.25%		62.73%		11.56%		82.23%		39.75%		34.68%		56.29%		21.10%
Reward/Risk Index	99.98%		99.97%		90.99%		95.81%		99.04%		69.84%		70.41%		61.79%		89.41%		90.64%		92.77%		87.06%		53.95%
Accounting
Initial Equity	$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00		$10,000.00
Trade Profit	$16,338.16		$9,860.48		$19,525.90		$19,236.90		$6,272.64		$7,525.30		$5,510.50		$28,265.10		$2,885.90		$5,176.37		$5,666.19		$3,077.22		$7,697.80
Trade Loss	$0.00		$0.00		($9,768.80)		($12,941.00)		$0.00		($2,915.70)		($2,053.50)		($24,997.70)		($512.80)		($3,118.75)		($3,701.15)		($1,345.00)		($6,073.70)
Commissions	$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00
Interest Credited	$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00
Interest Charged	$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00
Final Equity	$26,338.16		$19,860.48		$19,757.10		$16,295.91		$16,272.64		$14,609.60		$13,457.00		$13,267.40		$12,373.10		$12,057.62		$11,965.04		$11,732.22		$11,624.10
Open Positions	$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00		$0.00
Account Variation
Highest Account Balance	$38,156.21		$31,747.94		$31,102.10		$27,544.91		$28,220.16		$26,592.60		$25,371.00		$25,856.40		$25,042.72		$24,404.75		$26,236.87		$24,355.14		$24,132.80
Lowest Account Balance	$71.35		$194.94		$170.00		$988.81		$718.32		$1,568.40		$1,996.00		$18.50		$342.18		$9.85		$66.23		$10.22		$661.10
Highest Portfolio Value	$14,118.80		$12,460.00		$12,325.00		$12,784.00		$11,923.00		$12,325.00		$12,325.00		$12,176.00		$12,149.00		$11,884.00		$12,035.00		$11,853.00		$11,695.00
Highest Open Drawdown	($3.10)		($3.10)		($965.60)		($275.00)		($61.00)		($1,990.70)		($1,453.10)		($2,020.30)		($281.20)		($212.50)		($153.10)		($257.40)		($1,386.00)
Highest Closed Drawdown	$0.00		$0.00		($746.90)		($218.80)		$0.00		($972.00)		($912.50)		($1,920.30)		($253.10)		($184.40)		($68.70)		($95.00)		($994.20)
Account Events
Margin Calls	0		0		0		0		0		0		0		0		0		0		0		0		0
Overdrafts	30		30		39		55		24		9		5		258		12		53		42		224		21
Profitable Timing
Average Trade Length	0		0		7		15		0		109		272		2		1		1		1		1		38
Longest Trade Length	0		0		25		76		0		237		635		10		2		2		2		2		148
Shortest Trade Length	0		0		1		3		0		12		34		1		1		1		1		1		1
Total Trade Length	0		0		589		591		0		763		816		483		18		47		43		17		536
Unprofitable Timing
Average Trade Length	0		0		7		9		0		44		39		3		1		1		1		0		33
Longest Trade Length	0		0		34		53		0		68		112		18		1		1		1		1		131
Shortest Trade Length	0		0		1		1		0		6		8		1		1		1		1		0		1
Total Trade Length	0		0		365		543		0		310		198		642		6		25		24		4		497
Out of Market Timing
Average	750		750		7		5		750		35		60		5		61		20		21		70		23
Longest	1500		1500		43		42		1500		136		236		26		457		272		136		373		61
Total	1500		1500		546		366		1500		427		486		375		1476		1428		1433		1479		467