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 | 87.8 – 96.3 | 83.6 – 94.7 | 89.3 – 97.2 | 85 – 94.8 | 96.2 – 99.9 | 84.1 – 95.4 | 98.8 – 100 |
| MES | 96.1 | 93.4 | 97.4 | 94.1 | 99.1 | 95.5 | 100 |
| MNQ | 96.4 | 97 | 98.6 | 96.4 | 98.6 | 96.3 | 98.9 |
| M2K | 90.3 | 85.8 | 88.6 | 88.3 | 100 | 91.9 | 100 |
| ES | 99 | 98.4 | 99.1 | 98.1 | 99.8 | 98.1 | 100 |
| NQ | 100 | 99.4 | 99.7 | 99.4 | 100 | 99.4 | 100 |
| RTY | 97.8 | 95.7 | 99.2 | 93.9 | 100 | 94.8 | 100 |
| YM | 98.5 | 95.5 | 99.8 | 95 | 99.2 | 95.8 | 100 |
| TU | 97 | 96.7 | 98.1 | 96.6 | 100 | 96.4 | 100 |
| FV | 74.6 | 76.9 | 83.7 | 76.1 | 100 | 72 | 100 |
| TY | 83.4 | 88.7 | 93.8 | 89.4 | 94.8 | 88.3 | 96.2 |
| US | 79 | 59.9 | 73.9 | 64.5 | 86.8 | 60.7 | 100 |
| MYM | 81.9 | 86.7 | 86.7 | 97.9 | 87.7 | 97.9 |
Trade Runs
| Day | Day Avg | Day High | Week | Week Avg | Week High | Month | Month Avg | Month High | YTD | YTD Avg | YTD High | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total | 321.0 | 79.0 | 249.0 | 1,736.0 | 82.4 | 329.0 | 5,008.0 | 82.3 | 426.0 | 28,780.0 | 82.1 | 464.0 |
| MES | 22 | 8.0 | 24 | 105 | 7.4 | 20 | 336 | 8.1 | 53 | 2,400 | 8.1 | 55 |
| MNQ | 61 | 10.0 | 46 | 295 | 9.4 | 42 | 801 | 9.0 | 63 | 5,282 | 9.1 | 63 |
| M2K | 12 | 9.0 | 32 | 47 | 8.2 | 32 | 150 | 7.8 | 37 | 1,174 | 8.3 | 54 |
| ES | 61 | 8.0 | 25 | 307 | 7.0 | 39 | 910 | 7.3 | 42 | 5,178 | 7.2 | 49 |
| NQ | 32 | 9.0 | 29 | 155 | 9.2 | 41 | 549 | 8.6 | 42 | 3,705 | 8.7 | 45 |
| RTY | 33 | 8.0 | 30 | 132 | 7.6 | 26 | 435 | 7.7 | 46 | 2,484 | 7.6 | 46 |
| YM | 38 | 10.0 | 25 | 176 | 8.0 | 31 | 512 | 8.3 | 40 | 2,831 | 7.9 | 43 |
| TU | 22 | 4.0 | 9 | 135 | 4.2 | 17 | 357 | 4.6 | 17 | 1,490 | 4.4 | 17 |
| FV | 12 | 5.0 | 14 | 112 | 4.2 | 13 | 272 | 4.3 | 13 | 947 | 4.4 | 16 |
| TY | 16 | 4.0 | 7 | 139 | 4.0 | 8 | 340 | 4.0 | 10 | 1,426 | 4.0 | 13 |
| US | 12 | 4.0 | 8 | 52 | 4.8 | 10 | 115 | 4.3 | 11 | 400 | 4.3 | 11 |
| MYM | 81 | 8.4 | 50 | 231 | 8.7 | 52 | 1,463 | 8.1 | 52 |
ST-1 Values
| Day % | Day High % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|---|
| Typical Range | 46.1 – 56.8 | 109.9 – 143.3 | 43.7 – 53.8 | 118.1 – 151 | 45 – 54.4 | 135.7 – 170.9 | 43.4 – 52.8 | 145.2 – 181.3 |
| MES | 49.6 | 103.1 | 47.2 | 131.7 | 50.4 | 148.2 | 50.7 | 170.9 |
| MNQ | 56.7 | 134.7 | 53.3 | 160.5 | 54 | 173.7 | 52.4 | 173.7 |
| M2K | 38.8 | 118.9 | 42 | 114.5 | 40.7 | 109.6 | 41.6 | 139.3 |
| ES | 62.9 | 158.8 | 61.4 | 165.6 | 60.2 | 176.7 | 56.3 | 176.7 |
| NQ | 73.2 | 209.3 | 69.9 | 208.9 | 68.5 | 208.9 | 66.1 | 209.3 |
| RTY | 53.4 | 117.3 | 50.3 | 134.1 | 51 | 153.6 | 49.8 | 176.6 |
| YM | 53.4 | 133.2 | 49.5 | 129.8 | 53.7 | 174.6 | 51.5 | 174.6 |
| TU | 57.7 | 134.6 | 56.2 | 154.3 | 56.7 | 209.9 | 55.8 | 237.9 |
| FV | 35.9 | 78.2 | 38.7 | 111.3 | 36.6 | 123.4 | 34.6 | 123.4 |
| TY | 43.6 | 102.6 | 45 | 127.8 | 47.1 | 140.1 | 46.1 | 143.4 |
| US | 40.9 | 102.3 | 31.6 | 80.4 | 35.3 | 95.5 | 31.2 | 102.3 |
| MYM | 39.6 | 95.6 | 42 | 125.2 | 40.7 | 131.1 |
Updated: 2026-10-09
