QQQ. Percent reverse trading system. Optimization by percent reverse.

Profit/loss % calculated for the period from 3/10/1999 till 11/28/2011.

% Reverse	PL %	Num of Trades	Avg. Trade %
0.50	221.06	1015	0.22
1.00	309.30	774	0.40
1.50	343.08	628	0.55
2.00	234.83	488	0.48
2.50	235.70	392	0.60
3.00	143.94	312	0.46
3.50	146.87	268	0.55
4.00	186.70	244	0.77
4.50	109.00	200	0.55
5.00	139.12	184	0.76
5.50	245.99	172	1.43
6.00	158.57	148	1.07
6.50	208.67	138	1.51
7.00	172.04	126	1.37
7.50	93.56	104	0.90
8.00	21.05	92	0.23
8.50	-50.96	78	-0.65
9.00	-11.89	76	-0.16

Chart 1. Percent Reverse (0.5% - 9%) - Average Trade.


Chart 2. Percent Reverse (0.5% - 9%) - Total Profit/Loss % since 1/1/2000.