Performance Report
This report tracks three interconnected measures of signal quality and activity across all covered futures instruments. Strong Signals identifies the percentage of issued trade signals where the ST-1 indicator reached 18% or higher during the trade run — a threshold associated with high-conviction directional movement. Trade Runs counts the sequences of trades generated each session, each beginning with an entry signal and resolving through a series of Peak exits, along with their averages and session highs. ST-1 Values records the actual ST-1 readings produced during those runs — an unbounded indicator where higher values reflect stronger signal momentum, tracked across day, week, month, and year-to-date windows.
Strong Signals
| Day % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|
| Typical Range | 82.7 – 95.7 | 83.2 – 95.3 | 89 – 98.7 | 83.5 – 95.6 | 94 – 99.2 | 83.5 – 95.5 | 97.5 – 99.8 |
| MES | 97.6 | 94.9 | 98.5 | 96.1 | 100 | 95.9 | 100 |
| MNQ | 93.7 | 96.6 | 98.2 | 96.5 | 98.1 | 96.3 | 98.9 |
| M2K | 90 | 95.2 | 100 | 91.9 | 99.4 | 92.9 | 100 |
| MYM | 92.1 | 85.5 | 96 | 87.9 | 94.4 | 88 | 96.4 |
| ES | 98.9 | 97.7 | 98.7 | 98.4 | 100 | 98.1 | 100 |
| NQ | 99.7 | 99.7 | 100 | 99.2 | 100 | 99.4 | 100 |
| RTY | 89.7 | 90.4 | 100 | 94.8 | 100 | 94.8 | 100 |
| YM | 89.5 | 95.4 | 97.8 | 95.5 | 99.4 | 96 | 100 |
| TU | 100 | 98.2 | 100 | 96.5 | 100 | 96.2 | 100 |
| FV | 53.2 | 62.9 | 75.3 | 73.7 | 89.1 | 69.6 | 92.7 |
| TY | 94.5 | 90.9 | 91.3 | 87.9 | 96.2 | 88.1 | 96.2 |
| US | 71.8 | 63.9 | 70.3 | 56.2 | 82.9 | 58.9 | 100 |
Trade Runs
| Day | Day Avg | Day High | Week | Week Avg | Week High | Month | Month Avg | Month High | YTD | YTD Avg | YTD High | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total | 160.0 | 71.0 | 185.0 | 1,026.0 | 79.2 | 286.0 | 4,649.0 | 82.3 | 399.0 | 21,339.0 | 82.2 | 449.0 |
| MES | 9 | 6.0 | 20 | 87 | 7.2 | 28 | 399 | 7.8 | 47 | 1,908 | 8.1 | 55 |
| MNQ | 30 | 9.0 | 33 | 215 | 9.6 | 36 | 977 | 9.1 | 53 | 4,051 | 9.2 | 58 |
| M2K | 2 | 6.0 | 6 | 34 | 7.0 | 20 | 207 | 9.2 | 54 | 940 | 8.4 | 54 |
| MYM | 7 | 6.0 | 11 | 57 | 7.8 | 28 | 248 | 8.5 | 46 | 1,168 | 7.9 | 46 |
| ES | 26 | 7.0 | 25 | 188 | 6.8 | 38 | 817 | 7.0 | 43 | 3,815 | 7.1 | 49 |
| NQ | 29 | 8.0 | 25 | 172 | 8.4 | 43 | 582 | 8.6 | 41 | 2,884 | 8.7 | 45 |
| RTY | 9 | 7.0 | 15 | 70 | 7.0 | 25 | 392 | 7.5 | 29 | 1,817 | 7.7 | 42 |
| YM | 17 | 6.0 | 19 | 69 | 9.4 | 36 | 466 | 8.1 | 38 | 2,058 | 7.9 | 43 |
| TU | 11 | 4.0 | 13 | 43 | 4.2 | 8 | 218 | 4.2 | 12 | 984 | 4.4 | 17 |
| FV | 5 | 4.0 | 5 | 22 | 4.0 | 6 | 114 | 4.2 | 16 | 558 | 4.4 | 16 |
| TY | 12 | 4.0 | 7 | 46 | 3.6 | 8 | 185 | 4.1 | 12 | 933 | 4.0 | 13 |
| US | 3 | 4.0 | 6 | 23 | 4.2 | 10 | 44 | 4.1 | 8 | 223 | 4.2 | 11 |
ST-1 Values
| Day % | Day High % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|---|
| Typical Range | 40.1 – 50.3 | 84.2 – 126 | 43 – 54.1 | 112.2 – 154.2 | 42.6 – 52.1 | 118.7 – 152.4 | 43 – 52.5 | 137.6 – 176.1 |
| MES | 44.8 | 90.8 | 50.2 | 132.8 | 50.3 | 160.9 | 51 | 170.9 |
| MNQ | 49.4 | 140.7 | 54.5 | 147.8 | 52.1 | 150.9 | 52 | 172.4 |
| M2K | 29.2 | 47.5 | 38.9 | 93.8 | 40.6 | 104 | 41.9 | 139.3 |
| MYM | 40.6 | 74.7 | 43.4 | 129.9 | 40.7 | 119.8 | 40.4 | 131.1 |
| ES | 54.8 | 143.1 | 56.2 | 153.4 | 54 | 160.2 | 55.2 | 160.2 |
| NQ | 63.8 | 175.8 | 68.2 | 163.8 | 64.6 | 185.1 | 65.6 | 194 |
| RTY | 39.6 | 81 | 50 | 112 | 48.8 | 139.1 | 49.7 | 176.6 |
| YM | 48.1 | 107.2 | 50.9 | 142.9 | 52.1 | 149.4 | 51.3 | 162.7 |
| TU | 59.3 | 160 | 62.3 | 237.9 | 55.5 | 161.6 | 55.6 | 237.9 |
| FV | 31.9 | 55.6 | 31 | 86.5 | 35.5 | 99.9 | 33.8 | 112.9 |
| TY | 46.6 | 127.5 | 47.3 | 130.3 | 45.9 | 139.4 | 45.9 | 143.4 |
| US | 34.6 | 57.2 | 29.7 | 67.2 | 27.8 | 56.3 | 30.1 | 80.6 |
Updated: 2026-08-26
