Performance Analysis
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S&P 500 and Number of Breakouts our Predictive Model Qualifies during the PeriodOur Research Leads To: Identifying daily Breakouts and the results for those breakouts reflects on reports with links provided. Institutions with larger portfolio would be able to use more breakouts.Smaller portfolios uses lesser breakouts from our research.Average Bar Held represents the Velocity one can generate by rotating Initial Investment. Several types of configuration would drive ROI%, Sharpe Ratio and Draw Down%
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PeriodS&P 500 Start S&P 500 EndS&P ChangeS&P % Change# of BreakoutsPortfolio Amount = 1,000,000 (1M) Invt. Per Stock : 10,000 Leverage : 2 fold
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Sort #Net Profit %Risk Adjusted Return %Average Profit/Loss %Ave. Bars Held (Generates Velocity)All TradesWinnersLosersBreakout Utilization %Max. System % DrawdownLink to BreakoutsLink To ReportLink to Trades
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Year : 1998
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11998970122925926.70%57,894123.38%255.96%1.31%1.5319,07914,0695,01032.96%-0.45%CLICK HERECLICK HERECLICK HERE
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21-1998970980101.03%3,2730.00%
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32-19989801049697.04%3,3160.00%
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43-199810491102535.05%4,9417.10%
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54-199811021112100.91%5,02811.20%
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65-199811121091-21-1.89%4,8518.40%
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76-199810911134433.94%5,2867.10%
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87-199811341121-13-1.15%5,5386.50%
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98-19981121957-164-14.63%5,3989.90%
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109-19989571017606.27%4,9976.00%
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1110-199810171099828.06%5,4498.80%
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1211-199810991164655.91%4,5968.80%
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1312-199811641229655.58%5,2219.80%
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Year : 1999
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1419991229146924019.53%65,606176.65%293.63%1.40%1.4825,56618,7606,80638.97%-0.04%CLICK HERECLICK HERECLICK HERE
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151-199912291280514.15%4,59815.50%
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162-199912801238-42-3.28%4,98212.40%
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173-199912381286483.88%5,9129.20%
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184-199912861335493.81%5,35912.10%
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195-199913351302-33-2.47%5,48010.10%
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206-199913021329272.07%5,2098.90%
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217-199913291320-9-0.68%5,3856.40%
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228-199913201283-37-2.80%5,8446.00%
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239-199912831363806.24%5,7405.30%
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2410-199913631389261.91%5,5755.70%
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2511-199913891469805.76%5,6345.80%
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2612-199914691394-75-5.11%5,8889.20%
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Year : 2000
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27200014691320-149-10.14%81,350272.49%384.53%1.70%1.4232,29624,4917,80539.70%-0.80%CLICK HERECLICK HERECLICK HERE
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281-200014691394-75-5.11%4,46116.60%
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292-200013941366-28-2.01%6,29022.70%
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303-2000136614991339.74%6,73823.90%
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314-200014991452-47-3.14%7,39115.00%
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325-200014521421-31-2.13%5,96810.60%
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336-200014211455342.39%7,1719.60%
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347-200014551431-24-1.65%7,0617.20%
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358-200014311518876.08%6,4697.90%
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369-200015181437-81-5.34%7,2707.00%
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3710-200014371429-8-0.56%6,5908.30%
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3811-200014291315-114-7.98%7,2366.10%
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3912-20001315132050.38%6,7696.20%
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Year : 2001
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40200113201148-172-13.03%55,963169.91%319.13%1.57%1.5621,98216,8565,12639.28%-0.39%CLICK HERECLICK HERECLICK HERE
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411-200113201366463.48%4,32315.90%
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422-200113661240-126-9.22%4,14410.50%
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433-200112401160-80-6.45%5,01912.90%
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444-200111601249897.67%4,4268.50%
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455-20011249125670.56%4,93610.40%
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466-200112561224-32-2.55%4,8119.50%
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477-200112241211-13-1.06%4,7905.50%
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488-200112111134-77-6.36%5,3645.60%
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499-200111341041-93-8.20%3,8006.40%
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5010-200110411060191.83%5,1916.50%
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5111-200110601139797.45%4,6986.50%
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5212-20011139114890.79%4,4615.80%
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Year : 2002
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5320021148880-268-23.34%72,705200.97%289.94%1.41%1.4928,64622,1976,44939.40%-0.81%CLICK HERECLICK HERECLICK HERE
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541-200211481130-18-1.57%5,92519.20%
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552-200211301107-23-2.04%5,24110.70%
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563-200211071147403.61%5,73211.60%
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574-200211471077-70-6.10%6,12510.90%
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585-200210771067-10-0.93%6,4689.30%
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596-20021067990-77-7.22%5,8218.10%
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607-2002990912-78-7.88%6,95510.40%
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618-200291291640.44%6,1697.00%
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629-2002916815-101-11.03%5,8076.40%
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6310-2002815886718.71%6,7078.10%
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6411-2002886936505.64%5,5518.00%
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6512-2002936880-56-5.98%6,2046.40%
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Year : 2003
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662003880111223226.36%40,155110.26%241.65%1.27%1.6717,42113,7804,14143.38%-0.32%CLICK HERECLICK HERECLICK HERE
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671-2003880856-24-2.73%3,2837.10%
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682-2003856841-15-1.75%3,1135.90%
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693-200384184870.83%3,3036.00%
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704-2003848917698.14%3,3267.90%
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715-2003917964475.13%3,2229.30%
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726-2003964975111.14%3,4678.70%
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737-2003975990151.54%3,4457.20%
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748-20039901008181.82%3,2835.10%
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759-20031008996-12-1.19%3,4784.60%
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7610-20039961051555.52%3,5465.90%
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7711-20031051105870.67%3,0744.50%
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7812-200310581112545.10%3,6154.50%
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Year : 2004
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7920041,1121,2121008.99%30,32276.62%163.04%1.29%2.4611,94710,2621,68539.40%-0.58%CLICK HERECLICK HERECLICK HERE
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801-20041,1121,131191.71%2,3255.90%
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812-200411311145141.24%2,2506.40%
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823-200411451126-19-1.66%2,7566.20%
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834-200411261107-19-1.69%2,5564.30%
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845-200411071121141.26%2,5164.20%
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856-200411211141201.78%2,3604.60%
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867-200411411102-39-3.42%2,7073.90%
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878-20041102110420.18%2,5893.20%
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889-200411041115111.00%2,5404.50%
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8910-200411151130151.35%2,6045.60%
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9011-200411301174443.89%2,4855.00%
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