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 | 78.9 – 95.6 | 83.7 – 95.6 | 88.5 – 97.9 | 83.3 – 95.7 | 95.1 – 99.9 | 83.5 – 95.4 | 96.6 – 99.9 |
| MES | 98.5 | 96.5 | 98.3 | 95.9 | 100 | 95.8 | 100 |
| MNQ | 90.8 | 96.1 | 98 | 96.7 | 98.9 | 96 | 98.9 |
| M2K | 92.3 | 93.2 | 99 | 92.2 | 99 | 92.6 | 100 |
| MYM | 95.7 | 88.6 | 94.3 | 88.5 | 94.7 | 87.9 | 95.7 |
| ES | 97.1 | 98 | 98.8 | 98.2 | 99.8 | 98.1 | 100 |
| NQ | 98.4 | 99.4 | 100 | 99.7 | 100 | 99.5 | 100 |
| RTY | 95.4 | 94.7 | 97.2 | 95.3 | 100 | 94.9 | 100 |
| YM | 95.9 | 96.1 | 98.3 | 96.6 | 100 | 96.2 | 100 |
| TU | 91.1 | 96.1 | 98.7 | 95.8 | 100 | 95.8 | 100 |
| FV | 59.3 | 72.3 | 79.5 | 69.9 | 83 | 69.3 | 88.8 |
| TY | 89.5 | 87.1 | 88.2 | 88.1 | 94.7 | 87.8 | 95.8 |
| US | 42.9 | 57.8 | 68.2 | 57 | 100 | 59.6 | 100 |
Trade Runs
| Day | Day Avg | Day High | Week | Week Avg | Week High | Month | Month Avg | Month High | YTD | YTD Avg | YTD High | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Total | 150.0 | 68.0 | 158.0 | 1,658.0 | 86.8 | 374.0 | 5,044.0 | 82.8 | 384.0 | 10,689.0 | 82.6 | 419.0 |
| MES | 16 | 6.0 | 17 | 200 | 9.2 | 48 | 441 | 8.1 | 55 | 994 | 8.2 | 55 |
| MNQ | 34 | 8.0 | 21 | 302 | 9.6 | 46 | 818 | 8.9 | 48 | 1,785 | 9.2 | 58 |
| M2K | 6 | 6.0 | 10 | 87 | 7.6 | 38 | 215 | 8.8 | 41 | 488 | 8.3 | 41 |
| MYM | 7 | 7.0 | 13 | 74 | 8.6 | 31 | 309 | 7.5 | 31 | 583 | 7.9 | 36 |
| ES | 26 | 6.0 | 14 | 302 | 7.8 | 49 | 864 | 7.2 | 38 | 1,910 | 7.2 | 49 |
| NQ | 19 | 7.0 | 20 | 201 | 9.2 | 37 | 710 | 8.6 | 36 | 1,486 | 8.8 | 40 |
| RTY | 13 | 8.0 | 15 | 152 | 7.8 | 33 | 462 | 8.1 | 42 | 946 | 7.9 | 42 |
| YM | 17 | 7.0 | 32 | 153 | 8.2 | 43 | 525 | 7.9 | 43 | 1,084 | 7.7 | 43 |
| TU | 7 | 4.0 | 7 | 61 | 4.8 | 17 | 239 | 4.6 | 12 | 494 | 4.5 | 17 |
| FV | 2 | 3.0 | 3 | 42 | 4.8 | 14 | 157 | 4.5 | 14 | 308 | 4.6 | 14 |
| TY | 2 | 3.0 | 3 | 67 | 4.4 | 11 | 259 | 4.2 | 13 | 500 | 4.0 | 13 |
| US | 1 | 3.0 | 3 | 17 | 4.8 | 7 | 45 | 4.5 | 11 | 111 | 4.4 | 11 |
ST-1 Values
| Day % | Day High % | Week % | Week High % | Month % | Month High % | YTD % | YTD High % | |
|---|---|---|---|---|---|---|---|---|
| Typical Range | 40.6 – 52.2 | 86.4 – 118 | 43.5 – 54.1 | 117.5 – 151.7 | 42.7 – 52.8 | 123.4 – 156.6 | 43 – 52.4 | 132.6 – 164.5 |
| MES | 53.5 | 122.5 | 54.2 | 155.3 | 52.1 | 170.9 | 51.3 | 170.9 |
| MNQ | 47 | 114.8 | 55.3 | 153.3 | 52.2 | 161.9 | 51.4 | 172.4 |
| M2K | 37.9 | 96 | 42.6 | 123 | 42.1 | 117.8 | 43.6 | 137.2 |
| MYM | 37.9 | 93.2 | 40.7 | 128 | 39.8 | 113.5 | 39.7 | 131.1 |
| ES | 53.8 | 132.8 | 56.7 | 151.6 | 55.9 | 153.2 | 55.4 | 156.4 |
| NQ | 62.7 | 137.4 | 69.8 | 180.9 | 66.5 | 166.9 | 65.6 | 180.9 |
| RTY | 57.8 | 110.5 | 50 | 161.4 | 51 | 146.8 | 49.9 | 161.4 |
| YM | 45.9 | 112.7 | 52.2 | 142.5 | 52.3 | 157 | 51 | 162.7 |
| TU | 57.9 | 115.3 | 55.9 | 158.6 | 53.7 | 189.1 | 55.1 | 189.1 |
| FV | 26.7 | 41.4 | 35.1 | 79.4 | 32.8 | 95.4 | 34.1 | 112.9 |
| TY | 50 | 116.7 | 44.7 | 124.5 | 45.5 | 137.8 | 45.3 | 137.8 |
| US | 25.6 | 32.8 | 29 | 56.2 | 28.7 | 69.9 | 29.7 | 69.9 |
Updated: 2026-06-16