Training Data Examples
Returns below were
calculated using back testing of TF-Band™ algorithm across different instruments
and time-horizons
|
Instrument |
Reversal Date |
Direction |
Trade Entry |
Trade Exit |
Return |
Duration |
|
S&P 500 |
08/25/2015 |
Long |
1867.61 |
2052.51 |
10% |
9 Weeks |
|
S&P 500 |
01/26/2018 |
Short |
2872.87 |
2581.00 |
10% |
2 Weeks |
|
S&P 500 |
08/16/2022 |
Short |
4305.20 |
3986.16 |
7% |
2 Weeks |
|
Roku Inc. |
08/01/2023 |
Short |
97.49 |
76.15 |
22% |
4 Weeks |
|
WTI Crude |
10/04/2011 |
Long |
75.67 |
85.81 |
13% |
1 Weeks |
|
WTI Crude |
03/23/2022 |
Short |
114.93 |
104.24 |
9% |
1 Weeks |
