Over the last 12 trading days the AO System signalled 52 Buy Signals for either TNA or TZA at the end of a 10 minute period (e.g. end of 1st period). If one was able to purchase shares at the onset of the next (2nd) period and sell them at either the high or low of that period, the mean yield per trade was 0.98%. Alternatively, if the shares was sold at the onset of the following time period (3rd period), the mean yield per trade was only 0.22%. If the shares were sold at either the high or low of the 3rd period (not always an easy task), the mean yield per trade was 0.81%.
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