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as on: Jul-26 12:34

$ENOC 7.65 0.00 0.00%

EnerNOC Inc

$ENOC Open, High, Low, Close, Volume 1
Open 7.65 Last 7.65
High 7.68 Low 7.65
Previous Close 7.65 Current Streak 2U
Change 0.00 Change % 0.00
Volume 148548 Avg Volume(3M) 356984
$ENOC 52 Week High/Low , Month High/Low 1
52 Week High 7.78 52 Week Low 4.80
52 Week High % -1.67 52 Week Low % 59.38
20 Day High 7.78 20 Day Low 7.60
20 Day High % -1.67 20 Day Low % 0.66
$ENOC Moving Averages 1
SMA 20 7.69 -0.52
SMA 50 6.59 16.08
SMA 200 5.96 28.36
$ENOC Bollinger Band Values 2
Upper Bollinger Band 7.76
Lower Bollinger Band 7.62
$ENOC Daily Pivot Point Values 2
Resistance Level R3 7.72
Resistance Level R2 7.69
Resistance Level R1 7.67
Pivot Point PP 7.66
Support Level S1 7.64
Support Level S2 7.63
Support Level S3 7.60
$ENOC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 7.76
1.618 Fibonacci Extensions Level 7.73
1.382 Fibonacci Extensions Level 7.72
0.382 Fibonacci Retracement Level 7.64
0.618 Fibonacci Retracement Level 7.63
1.000 Fibonacci Retracement Level 7.62
$ENOC DeMark Pivot Points 2
DeMark Resistance Level 7.67
DeMark Pivot Point 7.66
DeMark Support Level 7.64
$ENOC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 6.64
50% Fibonacci Retracement from 52 Week Low 6.29
38.2% Fibonacci Retracement from 52 Week Low 5.94
$ENOC Stock Performance(%) 1
One Week Change % -0.65
One Month Change % 0.66
3 Months Change % 34.21
6 Months Change % 35.40
One Year Change % 4.08
Year-to-Date Change % 27.50
$ENOC Alpha, Beta , Correlation & Volatility 2
Alpha -9.93
Beta 0.98
Standard Deviation (1 Year) 60.76
1 Year Correlation with S&P 500 Index 0.13
1 Month Standard Deviation 2.23
1 Month Correlation with S&P 500 Index 0.38
$ENOC Relative Performance 1
One Day Relative Performance % -0.09
One Week Relative Performance % -0.87
One Month Relative Performance % -1.78
3 Months Relative Performance % 29.31
6 Months Relative Performance % 25.43
One Year Relative Performance % -8.90
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENOC 7.65 0.00 0.00%
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
5% Top Range from Half Year High Short 34 70 0.29 -0.14 1.86 0.83 -0.99 0.84 -2.49 1.34
Above SMA 200 Short 334 53 0.21 -0.09 1.12 2.00 -1.87 1.07 -13.05 1.26
Below SMA 20 Long 508 47 0.14 0.00 1.01 2.74 -2.22 1.23 -38.62 0.76
10% Top Range from Year High Short 55 63 0.14 -0.29 1.06 1.45 -2.15 0.67 -13.05 0.38
5% Top Range from Year High Short 39 69 0.37 -0.29 1.89 1.04 -1.11 0.94 -2.49 1.55
Above SMA 50 Short 456 52 0.08 0.00 1.08 2.34 -2.46 0.95 -69.47 0.35
ADX in uptrend and above 30 Short 152 50 0.05 0.07 1.05 3.08 -2.98 1.03 -69.47 0.09
ADX in uptrend and above 40 Long 47 51 0.19 0.32 0.92 1.97 -1.66 1.19 -7.68 0.51
ADX in uptrend and above 50 Short 10 70 1.55 -0.49 3.34 2.52 -0.69 3.65 -1.10 1.65
Any Random Day Long 1007 46 0.02 0.00 0.92 2.59 -2.24 1.16 -38.62 0.14
Close in the Bottom Range Long 221 51 0.49 0.13 1.05 2.99 -2.14 1.40 -12.67 1.58
CMF moved below -0.2 Long 27 44 0.75 -0.26 0.66 4.73 -2.44 1.94 -5.81 0.63
Gravestone Doji Long 18 61 0.76 0.35 0.68 2.74 -2.37 1.16 -12.20 0.66
July Short 84 54 0.17 -0.16 1.28 1.46 -1.39 1.05 -5.23 0.78
Intraday Low bounced above LBB Short 54 55 0.08 0.00 0.94 2.11 -2.46 0.86 -9.33 0.19
Narrow Range 4 Long 255 51 0.11 0.10 1.04 2.32 -2.22 1.05 -14.15 0.53
Narrow Range 7 Long 149 46 0.00 0.00 1.02 2.44 -2.16 1.13 -8.85 0.00
3rd Quarter Short 254 51 0.17 0.00 1.14 2.02 -1.81 1.12 -25.18 0.82
Slow S(14) %K Crossed Above %D Short 119 54 0.28 0.00 1.27 2.37 -2.24 1.06 -12.50 0.93
Tuesday Long 207 48 0.16 0.00 0.93 2.37 -1.90 1.25 -12.67 0.75
$ENOC 7.65 0.00 0.00%
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
5% Top Range from Half Year High Short 34 61 0.00 0.00 0.97 0.54 -0.86 0.63 -2.38 0.00
Above SMA 200 Short 334 55 0.20 -0.03 1.20 1.77 -1.76 1.01 -13.17 1.39
Below SMA 20 Short 508 53 0.09 0.00 1.09 2.14 -2.26 0.95 -12.84 0.62
10% Top Range from Year High Long 55 40 0.03 0.00 0.65 1.92 -1.22 1.57 -7.60 0.08
5% Top Range from Year High Short 39 61 0.11 0.00 1.15 0.79 -0.97 0.81 -2.38 0.51
Above SMA 50 Long 456 47 0.01 0.00 0.87 2.32 -2.06 1.13 -18.11 0.05
ADX in uptrend and above 30 Long 152 50 0.22 0.03 0.79 3.01 -2.58 1.17 -17.51 0.39
ADX in uptrend and above 40 Long 47 48 0.23 0.00 0.95 1.82 -1.30 1.40 -7.60 0.69
ADX in uptrend and above 50 Short 10 100 1.65 -0.39 727,878.28 1.65 0.00 0.00 0.00 1.95
Any Random Day Short 1007 53 0.05 0.00 1.10 2.07 -2.30 0.90 -72.37 0.40
Close in the Bottom Range Short 221 50 0.04 0.00 1.15 2.18 -2.16 1.01 -10.93 0.19
CMF moved below -0.2 Long 27 44 0.48 0.00 0.69 3.85 -2.21 1.74 -5.71 0.51
Gravestone Doji Short 18 44 0.15 0.46 0.58 3.60 -2.61 1.38 -10.93 0.14
July Short 84 55 0.19 0.00 1.43 1.35 -1.29 1.05 -4.67 0.93
Intraday Low bounced above LBB Long 54 48 0.29 0.00 1.19 2.56 -1.81 1.41 -5.92 0.73
Narrow Range 4 Long 255 49 0.02 0.00 0.94 2.17 -2.05 1.06 -15.24 0.11
Narrow Range 7 Short 149 53 0.11 -0.05 0.96 2.11 -2.20 0.96 -9.80 0.45
3rd Quarter Short 254 53 0.21 0.00 1.22 2.00 -1.83 1.09 -19.26 1.04
Slow S(14) %K Crossed Above %D Short 119 55 0.35 -0.13 1.37 2.36 -2.14 1.10 -11.55 1.22
Tuesday Long 207 49 0.13 0.00 0.92 2.22 -1.94 1.14 -10.96 0.63
$ENOC 7.65 0.00 0.00%
EnerNOC Inc
Month to Date : -0.10 -1.29%
  • 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 Jul

Exit Date Exit Entry Date Entry Change % P/L %
Jul 2007 35.39 Jun 2007 38.13 -7.19
Jul 2008 16.14 Jun 2008 17.95 -10.08
Jul 2009 30.68 Jun 2009 21.67 41.58
Jul 2010 33.34 Jun 2010 31.44 6.04
Jul 2011 16.74 Jun 2011 15.74 6.35
Jul 2012 6.34 Jun 2012 7.24 -12.43
Jul 2013 15.62 Jun 2013 13.26 17.80
Jul 2014 17.92 Jun 2014 18.95 -5.44
Jul 2015 8.23 Jun 2015 9.70 -15.15
Jul 2016 7.48 Jun 2016 6.32 18.35

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