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as on: Jul-17 01:20

$CSJ 103.69 0.06 0.06%

iShares 1-3 Year Credit Bond ETF

$CSJ Open, High, Low, Close, Volume 1
Open 103.65 Last 103.69
High 103.69 Low 103.62
Previous Close 103.63 Current Streak 4U
Change 0.06 Change % 0.06
Volume 289565 Avg Volume(3M) 558211
$CSJ 52 Week High/Low , Month High/Low 1
52 Week High 104.14 52 Week Low 103.07
52 Week High % -0.44 52 Week Low % 0.60
20 Day High 103.69 20 Day Low 103.45
20 Day High % 0.00 20 Day Low % 0.23
$CSJ Moving Averages 1
SMA 20 103.60 0.08
SMA 50 103.55 0.13
SMA 200 103.56 0.12
$CSJ Bollinger Band Values 2
Upper Bollinger Band 103.70
Lower Bollinger Band 103.50
$CSJ Daily Pivot Point Values 2
Resistance Level R3 103.81
Resistance Level R2 103.74
Resistance Level R1 103.72
Pivot Point PP 103.67
Support Level S1 103.65
Support Level S2 103.60
Support Level S3 103.53
$CSJ Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 103.87
1.618 Fibonacci Extensions Level 103.80
1.382 Fibonacci Extensions Level 103.79
0.382 Fibonacci Retracement Level 103.59
0.618 Fibonacci Retracement Level 103.58
1.000 Fibonacci Retracement Level 103.55
$CSJ DeMark Pivot Points 2
DeMark Resistance Level 103.72
DeMark Pivot Point 103.67
DeMark Support Level 103.65
$CSJ Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 103.73
50% Fibonacci Retracement from 52 Week Low 103.61
38.2% Fibonacci Retracement from 52 Week Low 103.48
$CSJ Stock Performance(%) 1
One Week Change % 0.06
One Month Change % 0.10
3 Months Change % 0.30
6 Months Change % 0.06
One Year Change % 0.05
Year-to-Date Change % -0.02
$CSJ Alpha, Beta , Correlation & Volatility 2
Alpha -1.95
Beta 0.00
Standard Deviation (1 Year) 0.78
1 Year Correlation with S&P 500 Index 0.04
1 Month Standard Deviation 0.20
1 Month Correlation with S&P 500 Index 0.52
$CSJ Relative Performance 1
One Day Relative Performance % -0.01
One Week Relative Performance % -1.43
One Month Relative Performance % -0.65
3 Months Relative Performance % -4.52
6 Months Relative Performance % -1.37
One Year Relative Performance % -13.74
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$CSJ 103.69 0.06 0.06%
iShares 1-3 Year Credit Bond ETF

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Long 1007 48 0.00 0.00 1.18 0.05 -0.04 1.25 -0.28 0.00
SPY Above 20 SMA Long 671 46 0.00 0.00 1.13 0.05 -0.04 1.25 -0.28 0.00
SPY Above 50 SMA Long 725 46 0.00 0.00 1.12 0.05 -0.04 1.25 -0.28 0.00
SPY Above 200 SMA Long 900 47 0.00 0.00 1.14 0.05 -0.04 1.25 -0.28 0.00
Gravestone Doji Long 13 53 0.02 0.02 6.24 0.05 -0.01 5.00 -0.02 2.28
Close in the Bottom Range Long 177 62 0.02 0.02 2.31 0.05 -0.04 1.25 -0.20 4.63
Filled Full Gap Down Long 115 53 0.01 0.01 1.35 0.05 -0.04 1.25 -0.20 1.77
Losers with 1Xstd(20) down move Long 138 60 0.02 0.02 1.78 0.06 -0.05 1.20 -0.20 3.65
Fast S(14) %K Crossed Below %D Long 211 54 0.01 0.01 1.43 0.05 -0.04 1.25 -0.17 2.37
3rd Quarter Long 254 50 0.00 0.01 1.15 0.04 -0.04 1.00 -0.17 0.00
Monday Long 187 49 0.00 0.00 1.04 0.05 -0.04 1.25 -0.13 0.00
July Long 83 51 0.01 0.01 1.27 0.04 -0.04 1.00 -0.10 1.76
Month High Long 167 50 0.01 0.01 1.22 0.06 -0.05 1.20 -0.22 2.00
New Month High Long 81 50 0.01 0.01 1.40 0.06 -0.04 1.50 -0.13 1.46
Above SMA 20 Long 607 46 0.00 0.00 1.01 0.05 -0.04 1.25 -0.28 0.00
Intraday High above UBB Long 208 50 0.00 0.01 1.16 0.06 -0.05 1.20 -0.22 0.00
Intraday High crossed above UBB Short 71 53 0.00 0.00 0.98 0.05 -0.05 1.00 -0.12 0.00
Above SMA 50 Long 684 46 0.00 0.00 1.07 0.05 -0.04 1.25 -0.28 0.00
Above SMA 200 Long 872 48 0.00 0.00 1.14 0.05 -0.04 1.25 -0.28 0.00
Close below S1 Long 156 58 0.01 0.01 1.41 0.05 -0.04 1.25 -0.20 2.12
3 Higher Highs Short 101 55 0.00 0.00 0.99 0.05 -0.06 0.83 -0.21 0.00
Outside Day Long 116 50 0.01 0.01 1.56 0.06 -0.03 2.00 -0.16 1.92
$CSJ 103.69 0.06 0.06%
iShares 1-3 Year Credit Bond ETF

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Long 1007 54 0.01 0.01 1.80 0.06 -0.04 1.50 -0.23 5.31
SPY Above 20 SMA Long 671 52 0.01 0.01 1.74 0.05 -0.04 1.25 -0.23 4.45
SPY Above 50 SMA Long 725 54 0.01 0.01 1.83 0.05 -0.03 1.67 -0.23 4.68
SPY Above 200 SMA Long 900 53 0.01 0.01 1.69 0.05 -0.04 1.25 -0.23 5.24
Gravestone Doji Long 13 53 0.01 0.01 1.58 0.04 -0.02 2.00 -0.07 0.86
Close in the Bottom Range Long 177 48 0.00 0.00 1.15 0.05 -0.04 1.25 -0.23 0.00
Filled Full Gap Down Long 115 51 0.01 0.01 1.52 0.06 -0.04 1.50 -0.21 1.59
Losers with 1Xstd(20) down move Long 138 52 0.02 0.01 1.73 0.07 -0.04 1.75 -0.19 3.41
Fast S(14) %K Crossed Below %D Long 211 55 0.02 0.01 2.08 0.06 -0.03 2.00 -0.13 4.98
3rd Quarter Long 254 50 0.01 0.01 1.25 0.05 -0.04 1.25 -0.14 2.80
Monday Long 187 55 0.01 0.02 1.95 0.05 -0.03 1.67 -0.12 2.65
July Long 83 60 0.02 0.02 2.09 0.05 -0.03 1.67 -0.10 3.67
Month High Long 167 59 0.02 0.02 2.04 0.06 -0.04 1.50 -0.20 4.17
New Month High Long 81 65 0.03 0.03 3.28 0.06 -0.03 2.00 -0.11 4.79
Above SMA 20 Long 607 55 0.02 0.01 1.96 0.06 -0.04 1.50 -0.21 8.25
Intraday High above UBB Long 208 53 0.01 0.01 1.69 0.06 -0.04 1.50 -0.20 2.25
Intraday High crossed above UBB Long 71 52 0.02 0.01 1.96 0.06 -0.03 2.00 -0.11 2.93
Above SMA 50 Long 684 54 0.01 0.01 1.87 0.06 -0.04 1.50 -0.21 4.46
Above SMA 200 Long 872 54 0.01 0.01 1.80 0.06 -0.04 1.50 -0.21 4.92
Close below S1 Long 156 51 0.01 0.01 1.34 0.06 -0.04 1.50 -0.23 1.88
3 Higher Highs Long 101 53 0.01 0.01 1.49 0.06 -0.04 1.50 -0.13 1.63
Outside Day Long 116 56 0.02 0.01 1.97 0.06 -0.04 1.50 -0.23 3.37
$CSJ 103.69 0.06 0.06%
iShares 1-3 Year Credit Bond ETF
Month to Date : 0.00 0.00%
  • Month : Month
  • # : Number of trades generated , since 1990 ( our default backtest period)
  • Wins : Number of winning trades
  • Losses : Number of losing trades
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MWT % : Maximum Loss Trade (%)
  • MLT % : Maximum Loss Trade (%)
  • Rank : Rank of the current month average returns against all the 12 months , 1 means the stock in the current month performs best , 12 is worst
  • Seasonality Calculations : are done from the close of last trading of the previous month to current month's last trading day's close , for ex: for March Seasonality , the entry is the close of Feb last trading day's and exit is at the last trading day of Mar at close
  • backtesting period : default backtesting period is since 1990 if the stock is trading then , other wise since it's listing
Month # Wins Losses % Wins Avg% Med% AWT% ALT% Payoff MWT% MLT% Rank
Apr 10 8 2 80 0.39 0.13 0.51 -0.09 5.67 2.46 -0.09 4
Aug 10 6 4 60 0.21 0.29 0.39 -0.07 5.57 0.54 -0.09 7
Dec 10 6 4 60 0.42 0.10 0.77 -0.10 7.70 3.24 -0.20 3
Feb 11 9 2 82 0.14 0.22 0.41 -1.05 0.39 1.03 -2.09 10
Jan 11 11 0 100 0.51 0.26 0.51 0.00 0.00 2.12 0.06 1
Jul 10 8 2 80 0.46 0.34 0.61 -0.12 5.08 1.49 -0.22 2
Jun 10 8 2 80 0.24 0.22 0.35 -0.21 1.67 0.68 -0.34 5
Mar 11 5 6 45 0.07 -0.01 0.32 -0.13 2.46 0.63 -0.40 11
May 10 7 3 70 0.16 0.04 0.41 -0.41 1.00 2.20 -0.63 9
Nov 10 5 5 50 0.23 0.00 0.83 -0.37 2.24 2.29 -0.74 6
Oct 10 8 2 80 0.18 0.24 0.35 -0.50 0.70 0.87 -0.92 8
Sep 10 7 3 70 -0.26 0.08 0.27 -1.48 0.18 0.68 -3.76 12

$CSJ Historical Returns in Jul

Exit Date Exit Entry Date Entry Change % P/L %
Jul 2007 81.65 Jun 2007 81.26 0.48
Jul 2008 86.25 Jun 2008 85.91 0.38
Jul 2009 92.11 Jun 2009 90.76 1.49
Jul 2010 95.62 Jun 2010 94.43 1.26
Jul 2011 97.69 Jun 2011 97.52 0.17
Jul 2012 99.65 Jun 2012 98.98 0.67
Jul 2013 100.89 Jun 2013 100.59 0.30
Jul 2014 102.03 Jun 2014 102.25 -0.22
Jul 2015 102.89 Jun 2015 102.93 -0.03
Jul 2016 105.17 Jun 2016 105.05 0.11

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