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 | 83.4 – 96.6 | 83.6 – 95.4 | 88.8 – 98.7 | 83.8 – 96 | 97.3 – 99.7 | 83.5 – 95.6 | 97.4 – 99.8 |
| MES | 100 | 96 | 100 | 96.4 | 100 | 95.9 | 100 |
| MNQ | 97.1 | 96.8 | 98.1 | 96.4 | 98.6 | 96.3 | 98.9 |
| M2K | 91.1 | 92.6 | 99.4 | 94.2 | 100 | 93.3 | 100 |
| MYM | 78 | 84.4 | 93.7 | 90 | 95.7 | 88.1 | 95.7 |
| ES | 98.6 | 98 | 98.9 | 98.4 | 100 | 98.2 | 100 |
| NQ | 99.3 | 99.4 | 100 | 99.6 | 100 | 99.5 | 100 |
| RTY | 98.8 | 95.4 | 98.8 | 95.6 | 100 | 95.3 | 100 |
| YM | 94.3 | 95.1 | 96.9 | 97 | 99.6 | 96.4 | 100 |
| TU | 100 | 98.3 | 100 | 95.9 | 100 | 96 | 100 |
| FV | 71.8 | 68.9 | 77.1 | 68.7 | 92.7 | 69.4 | 92.7 |
| TY | 93.9 | 87.3 | 93.9 | 87.3 | 95.6 | 87.8 | 95.8 |
| US | 57.1 | 61.3 | 68.3 | 59.5 | 100 | 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 | 182.0 | 87.0 | 231.0 | 1,035.0 | 81.5 | 298.0 | 5,871.0 | 85.2 | 396.0 | 15,077.0 | 83.1 | 443.0 |
| MES | 13 | 8.0 | 19 | 78 | 7.4 | 24 | 587 | 8.6 | 48 | 1,388 | 8.2 | 55 |
| MNQ | 47 | 9.0 | 43 | 263 | 8.4 | 53 | 1,181 | 9.5 | 58 | 2,763 | 9.1 | 58 |
| M2K | 5 | 11.0 | 30 | 39 | 10.2 | 54 | 299 | 8.5 | 38 | 705 | 8.6 | 54 |
| MYM | 11 | 9.0 | 18 | 64 | 7.8 | 19 | 294 | 8.5 | 36 | 817 | 8.1 | 46 |
| ES | 28 | 7.0 | 21 | 163 | 6.6 | 21 | 1,063 | 7.3 | 49 | 2,672 | 7.3 | 49 |
| NQ | 24 | 9.0 | 32 | 122 | 8.6 | 38 | 722 | 9.3 | 41 | 2,003 | 8.8 | 41 |
| RTY | 16 | 8.0 | 19 | 88 | 7.6 | 26 | 512 | 8.2 | 33 | 1,325 | 7.8 | 42 |
| YM | 16 | 8.0 | 23 | 98 | 7.8 | 29 | 584 | 8.0 | 43 | 1,505 | 7.9 | 43 |
| TU | 7 | 4.0 | 8 | 54 | 4.2 | 9 | 254 | 4.5 | 17 | 702 | 4.4 | 17 |
| FV | 4 | 5.0 | 8 | 20 | 4.2 | 8 | 126 | 4.6 | 14 | 400 | 4.6 | 14 |
| TY | 10 | 4.0 | 5 | 37 | 4.4 | 12 | 200 | 4.0 | 11 | 649 | 4.1 | 13 |
| US | 1 | 5.0 | 5 | 9 | 4.3 | 5 | 49 | 4.2 | 8 | 148 | 4.3 | 11 |
ST-1 Values
| Day % | Day High % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|---|
| Typical Range | 43.2 – 54.9 | 90.4 – 127.1 | 41.7 – 51.3 | 104.8 – 140.7 | 44.5 – 53.9 | 132.1 – 161.9 | 43.2 – 52.5 | 136.1 – 166.4 |
| MES | 55.1 | 141.6 | 50.2 | 141.6 | 52.1 | 155.3 | 51 | 170.9 |
| MNQ | 51.2 | 138.3 | 50.8 | 140.9 | 52.9 | 172.4 | 51.5 | 172.4 |
| M2K | 41.9 | 78.8 | 39.6 | 86 | 45.3 | 139.3 | 43.5 | 139.3 |
| MYM | 34.9 | 73.9 | 39 | 109.7 | 41.9 | 131.1 | 40.5 | 131.1 |
| ES | 55.9 | 128.8 | 51.4 | 150.1 | 56.3 | 153.6 | 55.1 | 156.4 |
| NQ | 63.5 | 143.7 | 61.8 | 175.4 | 67.5 | 180.9 | 65.5 | 180.9 |
| RTY | 50.5 | 115.9 | 46.7 | 115.9 | 52.8 | 176.6 | 50.4 | 176.6 |
| YM | 54.1 | 123.7 | 51.7 | 136.6 | 52.1 | 162.7 | 51.7 | 162.7 |
| TU | 67.6 | 149.4 | 59.6 | 161.6 | 55.7 | 170.6 | 55.3 | 189.1 |
| FV | 41.5 | 64.4 | 35.7 | 83.2 | 35.1 | 98.9 | 34.3 | 112.9 |
| TY | 49.3 | 117.8 | 45.2 | 128.6 | 46.6 | 141.8 | 45.5 | 141.8 |
| US | 23.2 | 28.5 | 26.6 | 42.9 | 32.1 | 80.6 | 29.8 | 80.6 |
Updated: 2026-07-13