paststat loader
as on :Mar-29

$ENOC 5.75 0.10 1.77%

EnerNOC Inc

$ENOC Open, High, Low, Close, Volume 1
Open 5.75 Last 5.75
High 5.75 Low 5.60
Previous Close 5.65 Current Streak 3U
Change 0.10 Change % 1.77
Volume 434472 Avg Volume(3M) 224464
$ENOC 52 Week High/Low , Month High/Low 1
52 Week High 7.88 52 Week Low 4.80
52 Week High % -27.03 52 Week Low % 19.79
20 Day High 5.85 20 Day Low 4.80
20 Day High % -1.71 20 Day Low % 19.79
$ENOC Moving Averages 1
SMA 20 5.40 6.48
SMA 50 5.61 2.50
SMA 200 5.89 -2.38
$ENOC Bollinger Band Values 2
Upper Bollinger Band 5.66
Lower Bollinger Band 5.12
$ENOC Daily Pivot Point Values 2
Resistance Level R3 5.98
Resistance Level R2 5.83
Resistance Level R1 5.76
Pivot Point PP 5.68
Support Level S1 5.61
Support Level S2 5.53
Support Level S3 5.38
$ENOC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.14
1.618 Fibonacci Extensions Level 5.99
1.382 Fibonacci Extensions Level 5.96
0.382 Fibonacci Retracement Level 5.54
0.618 Fibonacci Retracement Level 5.51
1.000 Fibonacci Retracement Level 5.45
$ENOC DeMark Pivot Points 2
DeMark Resistance Level 5.73
DeMark Pivot Point 5.66
DeMark Support Level 5.58
$ENOC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 6.70
50% Fibonacci Retracement from 52 Week Low 6.34
38.2% Fibonacci Retracement from 52 Week Low 5.98
$ENOC Stock Performance(%) 1
One Week Change % 8.49
One Month Change % 4.55
3 Months Change % -2.54
6 Months Change % 5.70
One Year Change % -25.52
Year-to-Date Change % -4.17
$ENOC Alpha, Beta , Correlation & Volatility 2
Alpha -24.22
Beta -0.33
Standard Deviation (1 Year) 47.30
1 Year Correlation with S&P 500 Index -0.07
1 Month Standard Deviation 9.99
1 Month Correlation with S&P 500 Index 0.18
$ENOC Relative Performance 1
One Day Relative Performance % 0.71
One Week Relative Performance % 6.91
One Month Relative Performance % 5.11
3 Months Relative Performance % -7.99
6 Months Relative Performance % -3.69
One Year Relative Performance % -35.23
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENOC 5.75 0.10 1.77%
EnerNOC Inc

  • 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 Short 1007 52 0.02 -0.05 1.05 2.33 -2.52 0.92 -69.47 0.15
Hanging Man Short 24 58 0.49 -0.17 1.32 2.12 -1.80 1.18 -3.94 0.92
Long Legged Doji Short 44 63 0.52 -0.42 1.09 1.85 -1.80 1.03 -7.46 1.38
Dragonfly Doji Short 4 75 1.77 -1.25 0.79 2.66 -0.90 2.96 -0.90 1.24
Close in the Top Range Long 210 45 0.14 -0.11 0.94 2.86 -2.15 1.33 -15.86 0.35
Filled Full Gap Up Short 63 49 0.30 0.13 0.84 2.42 -1.76 1.38 -7.46 0.68
RSI (2) above 90 Short 113 60 0.14 -0.52 1.26 2.48 -3.39 0.73 -69.47 0.20
RSI (2) crossed above 95 Long 28 46 2.02 -0.29 0.90 7.95 -3.12 2.55 -19.92 0.75
RSI (2) above 95 Long 48 39 0.38 -0.53 0.54 5.61 -3.06 1.83 -19.92 0.24
CMF moved above 0.2 Short 20 55 0.97 -0.10 1.59 3.31 -1.89 1.75 -3.94 1.05
CCI moved above 200 Short 24 70 2.27 -1.43 1.79 4.46 -3.07 1.45 -13.05 1.79
Williams %R moved above -10 Long 56 42 0.96 -0.27 0.91 4.99 -2.06 2.42 -9.86 0.73
EMA(7) Crossed Above EMA(26) Short 25 64 1.31 -0.67 1.22 4.03 -3.53 1.14 -8.59 1.10
1st Quarter Long 242 52 0.43 0.30 1.05 3.36 -2.75 1.22 -26.53 1.07
Wednesday Long 206 49 0.13 0.00 0.94 2.58 -2.22 1.16 -38.62 0.40
March Long 85 51 0.30 0.09 1.06 2.53 -2.09 1.21 -7.93 0.91
Month Closing High Long 113 44 0.07 -0.28 0.73 3.26 -2.45 1.33 -19.92 0.10
3 Consecutive Up Days Short 101 53 0.33 -0.07 0.94 2.04 -1.64 1.24 -13.05 1.04
Today +1% Short 321 55 0.01 -0.17 1.03 2.24 -2.77 0.81 -69.47 0.03
One Week +5% Long 172 43 0.03 -0.36 0.77 3.83 -2.84 1.35 -19.92 0.06
Two Week +5% Long 243 44 0.10 -0.26 0.84 3.21 -2.36 1.36 -19.92 0.25
Above SMA 20 Short 490 52 0.06 -0.04 1.08 2.37 -2.50 0.95 -69.47 0.27
Close above UBB Short 43 67 1.82 -1.09 1.76 4.07 -2.82 1.44 -13.05 2.20
Consecutive closes above UBB Short 12 50 0.82 -0.11 0.67 4.65 -3.01 1.54 -8.59 0.54
Intraday High above UBB Short 117 52 0.62 -0.17 1.20 3.26 -2.35 1.39 -13.05 1.44
Above SMA 50 Short 445 52 0.11 0.00 1.14 2.48 -2.48 1.00 -69.47 0.46
CCI Overbought in downtrend Short 12 83 4.90 -1.94 93.25 5.94 -0.30 19.80 -0.44 2.57
Below SMA 200 Long 653 47 0.08 0.00 0.97 2.85 -2.43 1.17 -38.62 0.42
Close above R1 Long 200 41 0.02 -0.39 0.79 3.33 -2.28 1.46 -19.92 0.05
Volume Gainers 150% Short 54 61 0.09 -0.77 1.25 3.56 -5.36 0.66 -69.47 0.06
3 Consec Closes Above Prev Day Highs Short 15 60 0.52 -0.30 1.51 1.62 -1.14 1.42 -2.70 1.03
3 Higher Highs Long 115 53 0.72 0.18 0.96 3.55 -2.47 1.44 -26.53 1.00
4 Higher Highs Long 64 46 0.71 -0.10 0.71 4.04 -2.23 1.81 -14.89 0.62
$ENOC 5.75 0.10 1.77%
EnerNOC Inc

  • 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 Short 1007 53 0.05 0.00 1.10 2.13 -2.31 0.92 -72.37 0.40
Hanging Man Short 24 50 0.38 0.17 1.09 2.13 -1.36 1.57 -3.09 0.77
Long Legged Doji Short 44 63 0.33 -0.21 1.13 1.51 -1.74 0.87 -6.97 1.02
Dragonfly Doji Short 4 75 0.93 -0.84 0.63 1.50 -0.76 1.97 -0.76 1.15
Close in the Top Range Long 210 50 0.42 0.03 1.20 2.77 -1.93 1.44 -10.28 1.05
Filled Full Gap Up Short 63 47 0.33 0.20 0.93 2.52 -1.66 1.52 -6.97 0.78
RSI (2) above 90 Long 113 43 0.16 -0.24 0.71 3.21 -2.18 1.47 -17.51 0.22
RSI (2) crossed above 95 Long 28 57 2.34 0.17 0.98 6.58 -3.30 1.99 -17.51 0.85
RSI (2) above 95 Long 48 45 0.90 -0.20 0.69 5.00 -2.56 1.95 -17.51 0.56
CMF moved above 0.2 Short 20 40 0.56 0.63 1.11 3.26 -1.23 2.65 -2.74 0.95
CCI moved above 200 Short 24 66 1.60 -0.88 1.48 3.78 -2.75 1.37 -13.17 1.45
Williams %R moved above -10 Long 56 48 1.16 0.00 1.05 4.50 -1.95 2.31 -10.28 0.86
EMA(7) Crossed Above EMA(26) Short 25 56 0.64 -0.32 0.82 3.19 -2.62 1.22 -8.18 0.68
1st Quarter Long 242 50 0.56 0.07 1.22 3.21 -2.19 1.47 -10.58 1.50
Wednesday Short 206 50 0.06 0.00 1.01 2.13 -2.09 1.02 -20.34 0.23
March Long 85 49 0.31 0.00 1.00 2.57 -1.90 1.35 -7.42 1.00
Month Closing High Long 113 44 0.37 -0.06 0.91 3.31 -1.97 1.68 -17.51 0.52
3 Consecutive Up Days Short 101 47 0.08 0.09 0.72 1.90 -1.57 1.21 -13.17 0.27
Today +1% Long 321 43 0.08 -0.13 0.91 2.79 -2.01 1.39 -17.51 0.28
One Week +5% Long 172 44 0.19 -0.09 0.85 3.52 -2.45 1.44 -17.51 0.37
Two Week +5% Long 243 43 0.21 -0.11 0.92 3.03 -1.97 1.54 -17.51 0.57
Above SMA 20 Long 490 47 0.02 0.00 0.88 2.35 -2.09 1.12 -18.11 0.10
Close above UBB Short 43 65 1.33 -0.71 1.42 3.46 -2.64 1.31 -13.17 1.81
Consecutive closes above UBB Short 12 41 0.40 0.55 0.49 4.69 -2.66 1.76 -8.18 0.29
Intraday High above UBB Short 117 53 0.33 -0.06 1.09 2.58 -2.29 1.13 -13.17 0.97
Above SMA 50 Short 445 52 0.02 0.00 1.10 2.17 -2.33 0.93 -72.37 0.09
CCI Overbought in downtrend Short 12 75 3.52 -1.36 18.07 4.90 -0.62 7.90 -1.05 2.19
Below SMA 200 Long 653 47 0.02 0.00 0.91 2.59 -2.27 1.14 -29.72 0.11
Close above R1 Long 200 42 0.11 -0.25 0.84 3.17 -2.11 1.50 -17.51 0.25
Volume Gainers 150% Long 54 40 0.42 -0.55 0.56 5.46 -3.04 1.80 -17.51 0.29
3 Consec Closes Above Prev Day Highs Short 15 40 0.05 0.24 0.72 1.76 -1.09 1.61 -3.15 0.10
3 Higher Highs Long 115 52 0.96 0.23 1.31 3.54 -1.86 1.90 -10.96 1.39
4 Higher Highs Long 64 48 0.89 0.00 0.78 3.92 -1.95 2.01 -10.96 0.75
$ENOC 5.75 0.10 1.77%
EnerNOC Inc
Month to Date : 0.30 5.50%
  • 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
Jan 10 7 3 70 11.21 10.14 23.01 -16.34 1.41 40.32 -28.21 1
Feb 10 3 7 30 -11.25 -9.19 9.94 -20.32 0.49 16.95 -58.07 12
Mar 9 5 4 56 2.85 2.72 14.67 -11.94 1.23 31.23 -22.87 4
Apr 9 4 5 44 2.83 -2.02 15.55 -7.34 2.12 35.26 -16.53 5
May 10 4 6 40 0.36 -3.30 17.29 -10.93 1.58 36.35 -23.63 8
Jun 10 4 6 40 1.76 -1.07 12.04 -5.09 2.37 20.88 -12.80 6
Jul 10 5 5 50 3.98 0.30 18.02 -10.06 1.79 41.58 -15.15 2
Aug 10 4 6 40 0.46 -3.48 19.88 -12.49 1.59 55.68 -25.03 7
Sep 10 4 6 40 -3.41 -4.38 16.23 -16.51 0.98 31.51 -32.94 9
Oct 10 2 8 20 -4.48 -4.01 16.56 -9.74 1.70 22.05 -36.17 10
Nov 10 4 6 40 -4.73 -1.50 8.98 -13.87 0.65 13.46 -45.66 11
Dec 10 8 2 80 3.64 3.99 6.06 -6.07 1.00 14.85 -9.62 3

$ENOC Historical Returns in Mar

Exit Date Exit Entry Date Entry Change % P/L %
Mar 2008 11.40 Feb 2008 14.78 -22.87
Mar 2009 14.54 Feb 2009 11.08 31.23
Mar 2010 29.68 Feb 2010 26.44 12.25
Mar 2011 19.11 Feb 2011 19.28 -0.88
Mar 2012 7.20 Feb 2012 7.87 -8.51
Mar 2013 17.37 Feb 2013 16.49 5.34
Mar 2014 22.28 Feb 2014 21.69 2.72
Mar 2015 11.40 Feb 2015 13.49 -15.49
Mar 2016 7.48 Feb 2016 6.14 21.82

try a 7 day trial of paststat premium features

harness the power of quantitative analysis and historical probabilities to make better investment decisions