Below are all positions traded by Zig Zag North since the start in 2006. Market returns of the SP500 are the percentage change of a long position during the time period. Zig Zag North holds one position open at a time, either QLD or QID. Returns are the percent change of that position during the time period.

And the following table summarizes system performance since the start. Winners are defined as positions with net gains while losers had net losses.