I ran tests using various indexes to compare the MI Board's standard method for DBE, against my own. I don't recall when DBE was first introduced to the MI Board, but I figured it was probably back to 2000 or so. So this test is from 1/1/2000 to present. The results at the top are for the standard 99-Day, and the results at the bottom use my own parameters that I first came up with many moons ago.

This is based on holding the index LONG during a bull signal and SHORT during a bear signal.

MI Board   ROI       CAGR    GSD    Sharpe  DDD3   Win%  Drawdown
^IXIC      987.51%   9.50%   24.67  0.42    8.04%  77%   -62.26%
^NDX       1438.58%  10.96%  26.55  0.46    7.69%  85%   -62.63%
^DJI       511.15%   7.13%   18.02  0.36    4.81%  85%   -37.09%
^GSPC      753.72%   8.50%   18.56  0.43    4.68%  85%   -33.92%
^PSE       1210.17%  10.28%  23.93  0.44    6.55%  92%   -49.23%
                                                         
Zee Based  ROI       CAGR    GSD    Sharpe  DDD3   Win%  Drawdown
^IXIC      1984.27%  12.25%  23.42  0.56    5.33%  85%   -37.32%
^NDX       3046.04%  14.02%  24.92  0.61    4.61%  92%   -35.74%
^DJI       564.41%   7.47%   18.09  0.38    4.87%  85%   -37.09%
^GSPC      888.97%   9.11%   18.59  0.47    4.83%  85%   -33.92%
^PSE       1970.68%  12.22%  23.31  0.53    5.37%  100%  -32.25%

It appears that my parameters have continued to do well since they were first developed. I optimized my signals for what I typically trade, which is more NDX100 than SP500.