ES summary stats by dbq,
3/24/04 to 9/30/05
Total trades stopped out, no targets hit Profit targets hit:      
-3 2 3 5 10 20
dot2-stinky entry trade count 447 133 311 280 208 127 58
    trade %   30% 70% 63% 47% 28% 13%
    expectancy     0.48 0.76 0.72 0.69 -0.02
dot2-sneaky entry trade count 200 72 127 114 84 53 26
    trade %   36% 64% 57% 42% 27% 13%
    expectancy     0.18 0.42 0.36 0.45 -0.01
dot2-window entry trade count 434 138 292 250 194 114 60
    trade %   32% 67% 58% 45% 26% 14%
    expectancy     0.36 0.46 0.58 0.41 0.18
dot1   trade count 107 36 71 63 47 27 13
    trade %   34% 66% 59% 44% 25% 12%
    expectancy     0.32 0.53 0.51 0.28 -0.21
pimple-blind entry trade count 168 70 98 92 78 52 24
    trade %   42% 58% 55% 46% 31% 14%
    expectancy     0.32 0.53 0.51 0.28 -0.21
pimple-sneaky entry trade count 42 10 32 26 19 13 4
    trade %   24% 76% 62% 45% 31% 10%
    expectancy     0.81 0.71 0.62 1.02 -0.81
pimple-window entry trade count 84 20 64 55 47 31 13
    trade %   24% 76% 65% 56% 37% 15%
    expectancy     0.81 0.93 1.48 1.80 0.56
definitions:
dot2-stinky entry: 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend)
    2. Wait for the first flip of the fast parabolic in the direction of the powertrade    
    3. Enter on limit order at level of the fast parabolic flip        
dot2-sneaky entry: 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend)
2. Wait for the first flip of the slow parabolic in the direction of the powertrade
3. Wait for the first flip of the fast parabolic against the direction of the powertrade
4. Enter at open of the next bar
dot2-window entry: 1. When in powertrade territory (above previous high in downtrend or below previous low in uptrend)
    2. Wait for volatility stop to flip in the direction of the powertrade      
    3. Wait for the firs tpullback          
    4. Buy 2 tics below 4EMA or fast parabolic, whichever comes first (inverse for shorts)  
dot1 1. If in a single trend only
2. If a powertrade ends in a failswing
3. Wait for the volatility stop to flip
4. Enter at level of Volatility Stop flip
pimple-blind entry 1. When a powertrade ends in a failswing          
    2. Draw a horizontal line from the powertrade, and draw a TrendChange line 3 points past it
    3. Enter a tic past the PT with a stoploss a tic past the TC line      
pimple-window entry 1. When in a pimple zone (between a failed powertrade and its 3-point trend-change line)
2. If the Volatility Stop flips before price hits the TC line
3. Wait for the firs tpullback
4. Buy 2 tics below 4EMA or fast parabolic, whichever comes first (inverse for shorts)