Beau World Omnimedia expects returns between 70-95% for its Wealth Signal ETF Pairs Arbitrage Based on the information Below, above the APR of 51.13%, and a third expectation of greater than 100% returns..

All Trades Long Trades Short Trades Buy & Hold
Starting Capital $192,000.00 $192,000.00 $192,000.00 $192,000.00
Ending Capital $9,819,426.17 $9,819,426.17 $192,000.00 $837,384.93
Net Profit $9,627,426.17 $9,627,426.17 $0.00 $645,384.93
Net Profit % 5,014.28% 5,014.28% 0.00% 336.14%
Annualized Gain % 51.13% 51.13% 0.00% 16.72%
Exposure 68.53% 68.53% 0.00% 99.77%
Total Commission ($1,279.95) ($1,279.95) $0.00 ($7.95)
Return on Cash $0.00 $0.00 $0.00 $0.00
Margin Interest Paid $0.00 $0.00 $0.00 $0.00
Dividends Received $0.00 $0.00 $0.00 $0.00

Number of Trades 81 81 0 1
Average Profit $118,857.11 $118,857.11 $0.00 $645,384.93
Average Profit % 5.62% 5.62% 0.00% 337.33%
Average Bars Held 20.69 20.69 0.00 2,399.00

Winning Trades 62 62 0 1
Win Rate 76.54% 76.54% 0.00% 100.00%
Gross Profit $11,513,690.54 $11,513,690.54 $0.00 $645,384.93
Average Profit $185,704.69 $185,704.69 $0.00 $645,384.93
Average Profit % 9.33% 9.33% 0.00% 337.33%
Average Bars Held 20.02 20.02 0.00 2,399.00
Max Consecutive Winners 13 13 0 1

Losing Trades 19 19 0 0
Loss Rate 23.46% 23.46% 0.00% 0.00%
Gross Loss ($1,886,264.37) ($1,886,264.37) $0.00 $0.00
Average Loss ($99,277.07) ($99,277.07) $0.00 $0.00
Average Loss % -6.50% -6.50% 0.00% 0.00%
Average Bars Held 22.89 22.89 0.00 0.00
Max Consecutive Losses 2 2 0 0

Maximum Drawdown ($947,000.67) ($947,000.67) $0.00 ($273,342.80)
Maximum Drawdown Date 10/16/2014 10/16/2014 6/21/2006 3/9/2009
Maximum Drawdown % -35.88% -35.88% 0.00% -83.82%
Maximum Drawdown % Date 1/22/2008 1/22/2008 1/4/2016 3/9/2009

Wealth-Lab Score 47.84 47.84 0.00 2.71
Sharpe Ratio 1.50 1.50 0.00 0.61
Profit Factor 6.10 6.10 0.00 ∞
Recovery Factor 10.17 10.17 0.00 2.36
Payoff Ratio 1.43 1.43 0.00 0.00
Profit / Total Bars $4,011.43 $4,011.43 $0.00 $268.91






Period Starting Return Return % Max DD % Exposure % Entries Exits
6/22/2006 $68,954.60 35.91 -4.12 44.82 5 4
1/3/2007 $126,638.51 48.53 -18.27 59.92 12 12
1/2/2008 $399,397.74 103.05 -32.97 63.59 10 10
1/2/2009 $909,263.86 115.54 -19.93 67.85 8 9
1/4/2010 ($196,902.75) -11.61 -30.80 66.02 9 8
1/3/2011 $215,856.10 14.40 -30.52 69.20 6 6
1/3/2012 $749,632.15 43.71 -9.99 46.32 10 10
1/2/2013 $2,264,045.64 91.85 -6.62 70.30 8 8
1/2/2014 $1,028,692.36 21.75 -15.85 78.59 5 5
1/2/2015 $4,061,847.98 70.55 -8.31 68.47 8 8

Quarterly
Period Starting Return Return % Max DD % Exposure % Entries Exits
6/22/2006 $0.00 0.00 0.00 0.00 0 0
7/3/2006 $31,753.33 16.54 -1.35 17.10 2 2
10/2/2006 $37,201.27 16.63 -4.12 71.50 3 2
1/3/2007 $83,433.51 31.97 -3.73 49.41 3 4
4/2/2007 $39,780.44 11.55 -3.61 56.43 3 2
7/2/2007 $39,047.43 10.16 -7.05 69.06 3 3
10/1/2007 ($35,622.87) -8.42 -17.80 61.27 3 3
1/2/2008 ($2,076.32) -0.54 -25.95 72.86 2 3
4/1/2008 $12,948.53 3.36 -19.76 84.00 2 1
7/1/2008 $107,463.70 26.97 -11.35 61.02 2 3
10/1/2008 $281,061.83 55.55 -32.97 46.45 4 3
1/2/2009 $148,842.33 18.91 -19.93 47.11 4 4
4/1/2009 $430,647.95 46.02 -8.64 73.12 2 2
7/1/2009 $138,869.59 10.16 -9.73 56.98 2 2
10/1/2009 $190,903.99 12.68 -10.37 84.64 0 1
1/4/2010 ($252,694.04) -14.90 -18.34 56.49 3 2
4/1/2010 $63,832.33 4.42 -22.96 77.77 2 2
7/1/2010 ($253,133.00) -16.79 -21.47 57.08 2 2
10/1/2010 $245,091.96 19.54 -6.04 72.56 2 2
1/3/2011 $174,946.25 11.67 -13.31 74.28 1 2
4/1/2011 $72,696.96 4.34 -8.54 66.06 2 2
7/1/2011 ($265,692.35) -15.21 -30.52 58.26 2 1
10/3/2011 $233,905.24 15.79 -19.24 78.05 1 1
1/3/2012 $323,071.41 18.84 -3.97 44.25 3 3
4/2/2012 $38,399.00 1.88 -9.99 55.26 2 3
7/2/2012 $310,262.91 14.94 -7.45 45.94 3 2
10/1/2012 $77,898.84 3.26 -7.36 40.63 2 2
1/2/2013 $400,577.00 16.25 -3.42 62.10 2 2
4/1/2013 $397,071.35 13.86 -6.62 64.74 3 3
7/1/2013 $504,473.06 15.46 -5.12 64.45 2 2
10/1/2013 $961,924.23 25.54 -6.56 84.47 1 1
1/2/2014 ($6,928.65) -0.15 -9.74 97.31 0 0
4/1/2014 $570,653.14 12.09 -11.45 74.52 2 2
7/1/2014 $534,863.31 10.11 -6.06 82.00 1 1
10/1/2014 ($69,895.44) -1.20 -13.72 63.63 2 2
1/2/2015 ($81,668.25) -1.42 -6.95 70.69 1 1
4/1/2015 $422,237.17 7.44 -5.08 65.22 3 3
7/1/2015 $2,132,508.42 34.97 -7.87 57.58 3 3
10/1/2015 $1,588,770.64 19.30 -8.31 77.35 1 1

Monthly Period Starting Return Return % Max DD % Exposure % Entries Exits
6/22/2006 $0.00 0.00 0.00 0.00 0 0
7/3/2006 $0.00 0.00 0.00 0.00 0 0
8/1/2006 $19,208.18 10.00 -1.35 24.85 1 1
9/1/2006 $12,545.15 5.94 -0.91 23.83 1 1
10/2/2006 $20,441.29 9.14 -3.20 96.77 1 0
11/1/2006 $12,959.46 5.31 -3.08 40.97 1 1
12/1/2006 $3,800.53 1.48 -3.05 76.91 1 1
1/3/2007 $19,468.80 7.46 -1.43 48.06 1 1
2/1/2007 $35,370.33 12.61 -1.09 46.02 1 2
3/1/2007 $28,594.38 9.05 -3.73 52.98 1 1
4/2/2007 $7,938.35 2.31 -0.76 14.49 1 0
5/1/2007 $10,590.83 3.01 -3.60 75.05 1 1
6/1/2007 $21,251.26 5.86 -3.61 74.93 1 1
7/2/2007 $29,275.91 7.62 -6.87 82.95 1 1
8/1/2007 $2,649.90 0.64 -7.05 63.45 0 1
9/4/2007 $7,121.62 1.71 -3.60 61.79 2 1
10/1/2007 $21,881.91 5.17 -6.97 71.74 1 1
11/1/2007 ($43,403.57) -9.75 -17.80 62.23 1 2
12/3/2007 ($14,101.21) -3.51 -4.66 47.74 1 0
1/2/2008 ($78,010.73) -20.13 -25.95 73.89 0 1
2/1/2008 $30,439.05 9.83 -8.21 94.61 1 0
3/3/2008 $45,495.36 13.38 -6.58 51.99 1 2
4/1/2008 $35,368.02 9.17 -6.52 67.03 1 0
5/1/2008 $66,666.19 15.84 -7.00 87.57 1 1
6/2/2008 ($89,085.68) -18.27 -19.76 96.11 0 0
7/1/2008 $3,784.04 0.95 -7.16 47.18 0 1
8/1/2008 $45,667.31 11.35 -2.42 69.87 2 1
9/2/2008 $58,012.35 12.95 -11.35 64.98 0 1
10/1/2008 ($4,856.10) -0.96 -32.97 63.40 1 1
11/3/2008 $267,411.28 53.37 -6.71 58.74 2 2
12/1/2008 $18,506.65 2.41 -3.60 26.38 1 0
1/2/2009 $75,039.70 9.54 -11.04 57.40 1 2
2/2/2009 $68,864.64 7.99 -8.29 52.08 2 1
3/2/2009 $4,937.99 0.53 -12.68 34.25 1 1
4/1/2009 $243,936.99 26.07 -6.39 99.16 0 0
5/1/2009 $107,159.14 9.08 -8.64 72.88 1 1
6/1/2009 $79,551.83 6.18 -6.77 53.23 1 1
7/1/2009 $24,602.30 1.80 -9.73 42.86 0 1
8/3/2009 $9,828.69 0.71 -7.77 83.42 1 0
9/1/2009 $104,438.60 7.46 -3.81 45.48 1 1
10/1/2009 ($92,486.23) -6.14 -10.37 95.78 0 0
11/2/2009 $170,265.17 12.05 -4.86 95.95 0 0
12/1/2009 $113,125.05 7.15 -3.05 64.64 0 1
1/4/2010 ($228,275.67) -13.46 -15.17 64.52 1 0
2/1/2010 $28,592.97 1.95 -5.41 45.04 0 1
3/1/2010 ($53,011.34) -3.54 -5.58 58.68 2 1
4/1/2010 $77,408.85 5.36 -3.71 55.27 1 1
5/3/2010 ($207,955.69) -13.67 -22.04 92.97 0 1
6/1/2010 $194,379.17 14.80 -13.44 88.03 1 0
7/1/2010 ($179,341.22) -11.90 -16.68 92.12 0 1
8/2/2010 ($130,478.59) -9.82 -9.82 62.43 1 0
9/1/2010 $56,686.81 4.73 -0.90 13.59 1 1
10/1/2010 $121,649.88 9.70 -2.32 49.02 0 1
11/1/2010 ($3,988.09) -0.29 -6.04 68.53 2 1
12/1/2010 $127,430.17 9.29 -1.51 96.23 0 0
1/3/2011 $79,222.93 5.28 -5.03 96.47 0 0
2/1/2011 $149,937.53 9.50 -1.97 50.71 1 1
3/1/2011 ($54,214.20) -3.14 -13.31 75.44 0 1
4/1/2011 $148,575.27 8.87 -2.10 63.48 1 0
5/2/2011 ($50,082.15) -2.75 -8.44 96.35 0 0
6/1/2011 ($25,796.16) -1.46 -5.55 39.17 1 2
7/1/2011 $12,825.40 0.73 -5.39 55.28 1 0
8/1/2011 ($241,159.96) -13.70 -26.57 90.13 0 1
9/1/2011 ($37,357.79) -2.46 -9.65 28.03 1 0
10/3/2011 $296,476.47 20.01 -5.12 95.89 0 0
11/1/2011 ($105,663.29) -5.94 -18.92 95.85 0 0
12/1/2011 $43,092.05 2.58 -2.86 42.41 1 1
1/3/2012 $69,984.84 4.08 -0.72 29.72 1 1
2/1/2012 $167,644.87 9.39 -0.95 59.13 1 1
3/1/2012 $85,441.69 4.38 -3.97 43.24 1 1
4/2/2012 ($31,350.08) -1.54 -9.99 87.79 0 1
5/1/2012 $28,466.58 1.42 -3.06 31.27 1 1
6/1/2012 $41,282.50 2.03 -7.66 50.05 1 1
7/2/2012 $156,143.38 7.52 -7.45 55.06 1 1
8/1/2012 $29,545.71 1.32 -1.94 25.46 1 0
9/4/2012 $124,573.82 5.51 -2.97 60.45 1 1
10/1/2012 ($59,614.57) -2.50 -7.36 55.42 0 1
11/1/2012 $106,901.54 4.59 -0.93 13.79 1 1
12/3/2012 $30,611.87 1.26 -7.01 53.07 1 0
1/2/2013 $150,429.23 6.10 -0.86 27.89 1 1
2/1/2013 $97,487.60 3.73 -3.42 60.97 1 1
3/1/2013 $152,660.18 5.63 -2.69 96.43 0 0
4/1/2013 $264,721.85 9.24 -3.77 74.99 1 1
5/1/2013 $36,194.35 1.16 -2.99 43.72 1 1
6/3/2013 $96,155.15 3.04 -4.18 77.91 1 1
7/1/2013 $426,291.73 13.07 -1.30 62.25 1 1
8/1/2013 ($38,077.65) -1.03 -5.12 98.92 0 0
9/3/2013 $116,258.98 3.18 -0.91 29.25 1 1
10/1/2013 $368,118.45 9.77 -6.56 97.23 0 0
11/1/2013 $278,032.32 6.72 -3.70 97.40 0 0
12/2/2013 $315,773.46 7.16 -0.89 60.88 1 1
1/2/2014 ($187,535.46) -3.97 -8.36 97.23 0 0
2/3/2014 $452,671.80 9.97 -4.36 97.32 0 0
3/3/2014 ($272,064.99) -5.45 -8.51 97.38 0 0
4/1/2014 ($49,886.28) -1.06 -11.45 97.22 0 0
5/1/2014 $473,702.30 10.14 -2.45 68.48 1 2
6/2/2014 $146,837.12 2.85 -1.33 59.99 1 0
7/1/2014 $96,175.83 1.82 -4.48 49.60 1 1
8/1/2014 $536,072.46 9.95 -2.22 98.11 0 0
9/2/2014 ($97,384.98) -1.64 -4.52 98.19 0 0
10/1/2014 ($217,531.41) -3.73 -13.72 63.23 0 1
11/3/2014 $336,919.14 6.01 -0.90 51.66 1 1
12/1/2014 ($189,283.17) -3.18 -9.39 74.11 1 0
1/2/2015 ($86,115.99) -1.50 -6.70 62.24 0 1
2/2/2015 ($215,366.30) -3.80 -4.61 49.95 1 0
3/2/2015 $219,814.04 4.03 -6.71 96.38 0 0
4/1/2015 $95,783.96 1.69 -5.00 51.19 1 1
5/1/2015 $310,403.22 5.38 -2.44 78.34 1 1
6/1/2015 $16,049.99 0.26 -4.14 65.70 1 1
7/1/2015 $643,044.53 10.54 -3.59 47.35 0 1
8/3/2015 $1,388,260.05 20.59 -2.42 57.38 2 1
9/1/2015 $101,203.84 1.24 -7.87 66.21 1 1
10/1/2015 $1,737,086.31 21.11 -2.19 67.32 0 1
11/2/2015 $161,456.10 1.62 -5.73 67.20 1 0
12/1/2015 ($309,771.77) -3.06 -8.31 95.93 0 0

Here was the strategy performance results I am following from the same Wealth Signal of ETF Pairs Arbitrage:

All Trades Long Trades Short Trades Buy & Hold
Starting Capital $5,000.00 $5,000.00 $5,000.00 $5,000.00
Ending Capital $4,671,624.43 $4,671,624.43 $5,000.00 $33,410.72
Net Profit $4,666,624.43 $4,666,624.43 $0.00 $28,410.72
Net Profit % 93,332.49% 93,332.49% 0.00% 568.21%
Annualized Gain % 104.71% 104.71% 0.00% 22.01%
Exposure 139.36% 139.36% 0.00% 141.20%
Total Commission ($1,279.95) ($1,279.95) $0.00 ($7.95)
Return on Cash $0.00 $0.00 $0.00 $0.00
Margin Interest Paid $0.00 $0.00 $0.00 $0.00
Dividends Received $0.00 $0.00 $0.00 $0.00

Number of Trades 81 81 0 1
Average Profit $57,612.65 $57,612.65 $0.00 $28,410.72
Average Profit % 5.45% 5.45% 0.00% 285.42%
Average Bars Held 20.74 20.74 0.00 2,403.00

Winning Trades 62 62 0 1
Win Rate 76.54% 76.54% 0.00% 100.00%
Gross Profit $6,981,647.96 $6,981,647.96 $0.00 $28,410.72
Average Profit $112,607.23 $112,607.23 $0.00 $28,410.72
Average Profit % 9.31% 9.31% 0.00% 285.42%
Average Bars Held 20.02 20.02 0.00 2,403.00
Max Consecutive Winners 13 13 0 1

Losing Trades 19 19 0 0
Loss Rate 23.46% 23.46% 0.00% 0.00%
Gross Loss ($2,315,023.53) ($2,315,023.53) $0.00 $0.00
Average Loss ($121,843.34) ($121,843.34) $0.00 $0.00
Average Loss % -7.13% -7.13% 0.00% 0.00%
Average Bars Held 23.11 23.11 0.00 0.00
Max Consecutive Losses 2 2 0 0

Maximum Drawdown ($2,054,152.90) ($2,054,152.90) $0.00 ($14,221.34)
Maximum Drawdown Date 1/7/2016 1/7/2016 6/21/2006 3/9/2009
Maximum Drawdown % -66.11% -66.11% 0.00% -118.81%
Maximum Drawdown % Date 1/22/2008 1/22/2008 1/8/2016 3/9/2009

Wealth-Lab Score 25.47 25.47 0.00 -2.93
Sharpe Ratio 1.42 1.42 0.00 0.55
Profit Factor 3.02 3.02 0.00 ∞
Recovery Factor 2.27 2.27 0.00 2.00
Payoff Ratio 1.31 1.31 0.00 0.00
Profit / Total Bars $1,941.19 $1,941.19 $0.00 $11.82


Percentage Equity Position Sizing 195.333% with 2:1 Margin Factor Approximates a 125% of Equity TQQQ and SQQQ QLD/QID equivalent position.

On November 9th, 2016 we hit the 70% range expected return projected before the year started. One day after the 2016 Election!

Here's the current backtest I'll be analyzing around New Years for calculating next years expected returns:

All Trades Long Trades Short Trades Benchmark Buy & Hold (QQQ)
Starting Capital $192,000.00 $192,000.00 $192,000.00 $192,000.00
Ending Capital $18,806,973.77 $18,806,973.77 $192,199.53 $616,117.67
Net Profit $18,614,973.77 $18,614,973.77 $199.53 $424,117.67
Net Profit % 9,695.30% 9,695.30% 0.10% 220.89%
Annualized Gain % 55.48% 55.48% 0.01% 11.88%
Exposure 69.52% 69.52% 0.00% 96.92%
Total Commission ($1,423.05) ($1,423.05) $0.00 ($7.95)
Return on Cash $1,278.10 $1,278.10 $199.53 $10.77
Margin Interest Paid $0.00 $0.00 $0.00 $0.00
Dividends Received $73,123.05 $73,123.05 $0.00 $32,583.78

Number of Trades 90 90 0 1
Average Profit $206,833.04 $206,833.04 $0.00 $424,117.67
Average Profit % 5.71% 5.71% 0.00% 204.37%
Average Bars Held 20.01 20.01 0.00 2,616.00

Winning Trades 71 71 0 1
Win Rate 78.89% 78.89% 0.00% 100.00%
Gross Profit $21,320,130.92 $21,320,130.92 $0.00 $391,523.12
Average Profit $300,283.53 $300,283.53 $0.00 $391,523.12
Average Profit % 8.81% 8.81% 0.00% 204.37%
Average Bars Held 18.94 18.94 0.00 2,616.00
Max Consecutive Winners 13 13 0 1

Losing Trades 19 19 0 0
Loss Rate 21.11% 21.11% 0.00% 0.00%
Gross Loss ($2,779,558.30) ($2,779,558.30) $0.00 $0.00
Average Loss ($146,292.54) ($146,292.54) $0.00 $0.00
Average Loss % -5.87% -5.87% 0.00% 0.00%
Average Bars Held 24.00 24.00 0.00 0.00
Max Consecutive Losses 3 3 0 0

Maximum Drawdown ($1,892,547.06) ($1,892,547.06) $0.00 ($145,523.37)
Maximum Drawdown Date 6/27/2016 6/27/2016 6/21/2006 11/20/2008
Maximum Drawdown % -32.98% -32.98% 0.00% -53.04%
Maximum Drawdown % Date 10/27/2008 10/27/2008 11/9/2016 11/20/2008

Wealth-Lab Score 53.49 53.49 0.00 5.76
Sharpe Ratio 1.63 1.63 0.00 0.72
Profit Factor 7.67 7.67 0.00 ∞
Recovery Factor 9.84 9.84 ∞ 2.91
Payoff Ratio 1.50 1.50 0.00 0.00
Profit / Total Bars $7,113.10 $7,113.10 $0.08 $162.06