Lead time test: Trend Shift Indicator v2.0

This is a simple , single , test of the Trend Shift Indicator's lead time.
5 day chart.

• Lead time = signal time - directional shift time
  
• Warning sign: upper line on TSI trending down while price trending up
  
• End of warning: price shift in accordance with TSI direction.
  

Results:

Optimal Lead time = 1.25 days (of 5D)
Practical lead time= 1 day (of 5D)


Notes:
* This is simply one of many tests and is not indicative of constant performance -- as always use other confirmation indicators
* This is using version 2.0 of TSI, however the exact parameters and outcomes apply. It simply looks a bit different.