Definition of headings in the tables below (each row/line relates to a specific year):
• No. of Trades – total number of trades
• Long – number of long positions
• Cash – number of hold cash positions
• Short – number of short positions
• Avg. Trading Period Gain – the average percentage gain of the profitable trades
• Avg Trading Period Loss – the average percentage loss of the nonprofitable trades
• No. of Gain Periods – the number of trades that were profitable
• No. of Loss Periods – the number of trades that were nonprofitable
• Largest Trading Period Gains – the largest percentage profitable trade
• Largest Trading Period Losses – the largest percentage nonprofitable trade
• Yearly Return – percentage sum of of all profitable and nonprofitable trades
Special Note: Short sell positions (shown in the below tables) can be replaced with the inverse fund ProShares Short QQQ (PSQ) (-1x). PSQ seeks a return that is -1x the return of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Other inverse and leveraged Nasdaq-100 ETFs can be found on here.
The Aggressive Model produces the most signals (+20 signals per year) and has the highest returns (+25% per year). This model is designed for an Aggressive style investor who is comforable with placing about 3 trades a month. This style of trading values maximizing returns, and is willing to accept more risk and endure volatility. Gains will normally be more substantial than losses when the market is trending. The average trading period gain is +2.9%. The average trading period loss is -1.0%.
The Moderate Model produces a low to moderate amount of signals (approx. 7 signals per year) with a very decent return (+19% per year). This model is designed for a Moderate to Moderate Growth style investor who values long-term returns equally proportional to risk. This investor is comfortable with moderate-term fluctuations in exchange for seeking long-term appreciation. Like the aggressive model, gains will normally be substantial when the market is trending.
The Conservative Model produces the least amount of signals (approx. 2 signals per year) with the lowest return of our 3 models (+13% per year). A Conservative investor values protecting principal and is comfortable accepting lower returns and/or stability, while seeks to minimize risk.