ASCENDX Performance on the NASDAQ |
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ASCENDX was developed on the S&P, but it works very well on the NASDAQ without any parameter
changes. The following highlights daily-bar and hourly-bar performance on the full-size NASDAQ
($100 per point) and the NASDAQ E-Mini ($20 per point).
ASCENDX Daily-Bar System, Full-Size NASDAQ,
Apr 1996 - Aug 2000 |
All Trades |
| Net Profit: | $374,520 |
| Gross Profit: | $640,710 | Gross Loss: | $266,190 |
| Number Trades: | 96 | Percent Profit: | 60.0 |
| Winning Trades: | 58 | Losing Trades: | 38 |
| Largest Win: | $56,000 | Largest Loss: | $46,250 |
| Avg. Win (AW): | $11,047 | Avg. Loss (AL): | $6,394 |
| AW/AL: | 1.73 | Average Trade: | $4,143 |
| Avg. Bars in Win: | 8 | Avg. Bars in Los.: | 6 |
| Max Con. Win. | 7 | Max Con. Los.: | 3 |
Max Closed Trade
Drawdown | $46,190 | Profit Factor: | 2.64 |
Long Trades |
| Net Profit: | $336,945 |
| Gross Profit: | $456,560 | Gross Loss: | $142,815 |
| Number Trades: | 48 | Percent Profit: | 75.0 |
| Winning Trades: | 36 | Losing Trades: | 12 |
| Avg. Win (AW): | $12,682 | Avg. Loss (AL): | $9,968 |
| Average Trade: | $7,020 | Profit Factor: | 3.82 |
Short Trades |
| Net Profit: | $60,775 |
| Gross Profit: | $184,150 | Gross Loss: | $234,917 |
| Number Trades: | 48 | Percent Profit: | 46.0 |
| Winning Trades: | 22 | Losing Trades: | 26 |
| Avg. Win (AW): | $8,370 | Avg. Loss (AL): | $4,745 |
| Average Trade: | $1,266 | Profit Factor: | 1.49 |
The following is a year-by-year break-out of performance on both the full-size and E-Mini NASDAQ.
| Year | FullSize Profit | FullSize DD. | EMini Profit | EMini DD. |
| 1996 | 1440 | 6705 | 47 | 1420 |
| 1997 | 21375 | 12495 | 3835 | 2539 |
| 1998 | 14405 | 28100 | 2480 | 5660 |
| 1999 | 136200 | 42050 | 26616 | 8553 |
| 2000 | 201100 | 56200 | 39820 | 12930 |
| Average | 83227 | 32344 | 16177 | 6912 |
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ASCENDX Hourly-Bar System, Full-Size NASDAQ,
Jul 1998 - Aug 2000 |
All Trades |
| Net Profit: | $173,910 |
| Gross Profit: | $536,080 | Gross Loss: | $362,170 |
| Number Trades: | 189 | Percent Profit: | 42.0 |
| Winning Trades: | 79 | Losing Trades: | 110 |
| Largest Win: | $29,095 | Largest Loss: | $26,100 |
| Avg. Win (AW): | $6,786 | Avg. Loss (AL): | $3,292 |
| AW/AL: | 2.06 | Average Trade: | $920 |
| Avg. Bars in Win: | 26 | Avg. Bars in Los.: | 10 |
| Max Con. Win. | 7 | Max Con. Los.: | 9 |
| Max Intraday | $63,720 | Profit Factor: | 1.48 |
Long Trades |
| Net Profit: | $181,250 |
| Gross Profit: | $505,885 | Gross Loss: | $324,635 |
| Number Trades: | 166 | Percent Profit: | 43.0 |
| Winning Trades: | 72 | Losing Trades: | 94 |
| Avg. Win (AW): | $7,026 | Avg. Loss (AL): | $3,454 |
| Average Trade: | $1,092 | Profit Factor: | 1.56 |
Short Trades |
| Net Profit: | -$7,340 |
| Gross Profit: | $30,195 | Gross Loss: | $37,535 |
| Number Trades: | 23 | Percent Profit: | 30.0 |
| Winning Trades: | 7 | Losing Trades: | 16 |
| Avg. Win (AW): | $4,314 | Avg. Loss (AL): | $2,346 |
| Average Trade: | -$319 | Profit Factor: | 0.80 |
The following summarizes the year-by-year profit and drawdown for both the full-size and E-Mini contracts:
| Year | FullSize Profit | FullSize DD. | EMini Profit | EMini DD. |
| 1998 | 19475 | 17160 | 2895 | 3632 |
| 1999 | 86610 | 23100 | 15522 | 5500 |
| 2000 | 67830 | 46095 | 12566 | 9419 |
| Average | 57,972 | 28,785 | 10,328 | 6,184 |
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