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as on :May-26

$ENOC 5.45 -0.05 -0.91%

EnerNOC Inc

$ENOC Open, High, Low, Close, Volume 1
Open 5.50 Last 5.45
High 5.65 Low 5.30
Previous Close 5.50 Current Streak 2D
Change -0.05 Change % -0.91
Volume 94131 Avg Volume(3M) 235301
$ENOC 52 Week High/Low , Month High/Low 1
52 Week High 7.74 52 Week Low 4.80
52 Week High % -29.59 52 Week Low % 13.54
20 Day High 5.91 20 Day Low 5.25
20 Day High % -7.78 20 Day Low % 3.81
$ENOC Moving Averages 1
SMA 20 5.49 -0.73
SMA 50 5.63 -3.20
SMA 200 5.70 -4.39
$ENOC Bollinger Band Values 2
Upper Bollinger Band 5.69
Lower Bollinger Band 5.29
$ENOC Daily Pivot Point Values 2
Resistance Level R3 6.16
Resistance Level R2 5.81
Resistance Level R1 5.62
Pivot Point PP 5.46
Support Level S1 5.27
Support Level S2 5.11
Support Level S3 4.76
$ENOC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.57
1.618 Fibonacci Extensions Level 6.22
1.382 Fibonacci Extensions Level 6.13
0.382 Fibonacci Retracement Level 5.17
0.618 Fibonacci Retracement Level 5.08
1.000 Fibonacci Retracement Level 4.95
$ENOC DeMark Pivot Points 2
DeMark Resistance Level 5.54
DeMark Pivot Point 5.42
DeMark Support Level 5.19
$ENOC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 6.62
50% Fibonacci Retracement from 52 Week Low 6.27
38.2% Fibonacci Retracement from 52 Week Low 5.92
$ENOC Stock Performance(%) 1
One Week Change % -1.80
One Month Change % -3.54
3 Months Change % 0.00
6 Months Change % -13.49
One Year Change % -17.42
Year-to-Date Change % -9.17
$ENOC Alpha, Beta , Correlation & Volatility 2
Alpha -18.48
Beta -0.10
Standard Deviation (1 Year) 45.48
1 Year Correlation with S&P 500 Index -0.02
1 Month Standard Deviation 7.79
1 Month Correlation with S&P 500 Index 0.47
$ENOC Relative Performance 1
One Day Relative Performance % -1.37
One Week Relative Performance % -3.61
One Month Relative Performance % -5.21
3 Months Relative Performance % -2.58
6 Months Relative Performance % -21.09
One Year Relative Performance % -28.63
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENOC 5.45 -0.05 -0.91%
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 1008 52 0.01 0.00 1.04 2.29 -2.52 0.91 -69.47 0.07
2nd Quarter Short 252 58 0.22 -0.29 1.22 2.01 -2.28 0.88 -16.38 1.18
Friday Long 200 50 0.32 0.10 0.86 2.88 -2.28 1.26 -8.85 0.79
May Short 85 65 0.84 -0.29 2.76 2.21 -1.82 1.21 -7.01 2.67
Below SMA 20 Long 520 47 0.02 -0.05 0.94 2.57 -2.25 1.14 -38.62 0.12
Intraday High retraced below UBB Short 41 53 0.67 -0.73 1.27 2.65 -1.62 1.64 -9.02 1.25
Below SMA 50 Long 572 46 0.03 -0.10 0.96 2.54 -2.17 1.17 -38.62 0.20
Below SMA 200 Long 686 47 0.08 0.00 0.97 2.81 -2.37 1.19 -38.62 0.44
3 Lower Lows Long 112 45 0.22 -0.14 1.08 3.44 -2.47 1.39 -14.15 0.54
$ENOC 5.45 -0.05 -0.91%
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 1008 53 0.06 0.00 1.11 2.11 -2.32 0.91 -72.37 0.48
2nd Quarter Short 252 60 0.42 -0.43 1.52 1.93 -1.90 1.02 -6.46 2.54
Friday Long 200 47 0.33 0.00 0.84 2.92 -1.97 1.48 -8.60 0.80
May Short 85 67 0.89 -0.32 2.51 2.15 -1.68 1.28 -5.95 2.78
Below SMA 20 Short 520 54 0.13 0.00 1.14 2.17 -2.26 0.96 -12.84 0.92
Intraday High retraced below UBB Short 41 58 0.72 -0.42 1.23 2.38 -1.63 1.46 -4.64 1.40
Below SMA 50 Short 572 54 0.11 -0.11 1.12 2.08 -2.28 0.91 -19.26 0.82
Below SMA 200 Long 686 46 0.01 0.00 0.91 2.55 -2.23 1.14 -29.72 0.06
3 Lower Lows Short 112 53 0.08 -0.15 0.93 2.57 -2.81 0.91 -12.84 0.22
$ENOC 5.45 -0.05 -0.91%
EnerNOC Inc
Month to Date : -0.20 -3.54%
  • 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 10 6 4 60 3.57 4.03 13.91 -11.94 1.16 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 May

Exit Date Exit Entry Date Entry Change % P/L %
May 2007 39.03 Apr 2007 30.76 26.89
May 2008 14.85 Apr 2008 15.42 -3.70
May 2009 23.82 Apr 2009 17.47 36.35
May 2010 28.10 Apr 2010 29.08 -3.37
May 2011 18.05 Apr 2011 17.91 0.78
May 2012 6.32 Apr 2012 6.01 5.16
May 2013 13.38 Apr 2013 17.52 -23.63
May 2014 19.19 Apr 2014 23.60 -18.69
May 2015 9.62 Apr 2015 11.05 -12.94
May 2016 6.60 Apr 2016 6.82 -3.23

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