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 | 79.4 – 96.1 | 84 – 95.7 | 93.5 – 98.4 | 83.5 – 95.6 | 94 – 99.2 | 83.6 – 95.6 | 97.5 – 99.8 |
| MES | 100 | 94 | 97.5 | 96.1 | 100 | 96 | 100 |
| MNQ | 97.8 | 95.8 | 97.7 | 96.5 | 98.1 | 96.3 | 98.9 |
| M2K | 95.3 | 94.4 | 100 | 91.9 | 99.4 | 92.9 | 100 |
| MYM | 79.8 | 89.3 | 95.4 | 87.9 | 94.4 | 88.2 | 96.4 |
| ES | 97 | 97.6 | 99.2 | 98.4 | 100 | 98.1 | 100 |
| NQ | 99.6 | 99.5 | 100 | 99.2 | 100 | 99.4 | 100 |
| RTY | 94.4 | 95.2 | 97 | 94.8 | 100 | 95.1 | 100 |
| YM | 90.4 | 95 | 99.4 | 95.5 | 99.4 | 96.2 | 100 |
| TU | 96 | 98.7 | 100 | 96.5 | 100 | 96.1 | 100 |
| FV | 66.3 | 75.6 | 91.2 | 73.7 | 89.1 | 70.4 | 92.7 |
| TY | 94.7 | 85.7 | 91.2 | 87.9 | 96.2 | 87.8 | 96.2 |
| US | 41.5 | 57.1 | 83.1 | 56.2 | 82.9 | 58.4 | 100 |
Trade Runs
| Day | Day Avg | Day High | Week | Week Avg | Week High | Month | Month Avg | Month High | YTD | YTD Avg | YTD High | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total | 176.0 | 75.0 | 162.0 | 1,115.0 | 82.1 | 272.0 | 4,649.0 | 82.3 | 399.0 | 19,674.0 | 82.6 | 445.0 |
| MES | 13 | 7.0 | 16 | 88 | 8.2 | 32 | 399 | 7.8 | 47 | 1,780 | 8.2 | 55 |
| MNQ | 34 | 8.0 | 30 | 239 | 9.0 | 39 | 977 | 9.1 | 53 | 3,692 | 9.2 | 58 |
| M2K | 9 | 6.0 | 8 | 37 | 9.8 | 43 | 207 | 9.2 | 54 | 889 | 8.6 | 54 |
| MYM | 8 | 9.0 | 13 | 65 | 7.8 | 21 | 248 | 8.5 | 46 | 1,075 | 8.0 | 46 |
| ES | 30 | 6.0 | 12 | 200 | 7.4 | 27 | 817 | 7.0 | 43 | 3,518 | 7.2 | 49 |
| NQ | 25 | 7.0 | 23 | 163 | 8.6 | 30 | 582 | 8.6 | 41 | 2,621 | 8.8 | 41 |
| RTY | 12 | 8.0 | 18 | 98 | 7.4 | 23 | 392 | 7.5 | 29 | 1,698 | 7.7 | 42 |
| YM | 11 | 7.0 | 14 | 97 | 7.2 | 23 | 466 | 8.1 | 38 | 1,937 | 7.8 | 43 |
| TU | 15 | 4.0 | 8 | 47 | 4.2 | 10 | 218 | 4.2 | 12 | 906 | 4.4 | 17 |
| FV | 4 | 5.0 | 10 | 31 | 3.8 | 7 | 114 | 4.2 | 16 | 517 | 4.5 | 16 |
| TY | 14 | 4.0 | 6 | 42 | 4.2 | 9 | 185 | 4.1 | 12 | 848 | 4.1 | 13 |
| US | 1 | 4.0 | 4 | 8 | 4.5 | 8 | 44 | 4.1 | 8 | 193 | 4.2 | 11 |
ST-1 Values
| Day % | Day High % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|---|
| Typical Range | 39.6 – 50.5 | 83.2 – 122 | 43.9 – 53 | 113.2 – 145.7 | 42.6 – 52.1 | 118.7 – 152.4 | 43.1 – 52.5 | 137 – 168.6 |
| MES | 49.1 | 94.4 | 50.9 | 135.4 | 50.3 | 160.9 | 51.2 | 170.9 |
| MNQ | 51.8 | 117.4 | 51.9 | 153.5 | 52.1 | 150.9 | 51.9 | 172.4 |
| M2K | 41.2 | 95.6 | 40.8 | 95.3 | 40.6 | 104 | 42.6 | 139.3 |
| MYM | 32.1 | 72.2 | 41.3 | 114.2 | 40.7 | 119.8 | 40.3 | 131.1 |
| ES | 51.2 | 120.3 | 54.6 | 151.7 | 54 | 160.2 | 55.2 | 160.2 |
| NQ | 67.1 | 194 | 64.7 | 180.4 | 64.6 | 185.1 | 65.6 | 194 |
| RTY | 51.5 | 115.8 | 51.1 | 140.1 | 48.8 | 139.1 | 49.9 | 176.6 |
| YM | 41.9 | 108.9 | 54.3 | 142 | 52.1 | 149.4 | 51.4 | 162.7 |
| TU | 48.8 | 98.2 | 56.9 | 160.5 | 55.5 | 161.6 | 55 | 189.1 |
| FV | 29 | 46.5 | 31.4 | 74.5 | 35.5 | 99.9 | 34.2 | 112.9 |
| TY | 49.4 | 129.3 | 48.3 | 134.3 | 45.9 | 139.4 | 45.9 | 143.4 |
| US | 27.3 | 39.1 | 35.7 | 72 | 27.8 | 56.3 | 30.1 | 80.6 |
Updated: 2026-08-13