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as on :Feb-27

$ENOC 5.70 0.05 0.88%

EnerNOC Inc

$ENOC Open, High, Low, Close, Volume 1
Open 5.70 Last 5.70
High 5.85 Low 5.57
Previous Close 5.65 Current Streak 1U
Change 0.05 Change % 0.88
Volume 186884 Avg Volume(3M) 194069
$ENOC 52 Week High/Low , Month High/Low 1
52 Week High 7.88 52 Week Low 4.85
52 Week High % -27.66 52 Week Low % 17.53
20 Day High 6.00 20 Day Low 5.48
20 Day High % -5.00 20 Day Low % 4.01
$ENOC Moving Averages 1
SMA 20 5.85 -2.56
SMA 50 5.92 -3.72
SMA 200 6.06 -5.94
$ENOC Bollinger Band Values 2
Upper Bollinger Band 6.11
Lower Bollinger Band 5.59
$ENOC Daily Pivot Point Values 2
Resistance Level R3 6.27
Resistance Level R2 5.99
Resistance Level R1 5.85
Pivot Point PP 5.71
Support Level S1 5.57
Support Level S2 5.43
Support Level S3 5.15
$ENOC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 6.58
1.618 Fibonacci Extensions Level 6.30
1.382 Fibonacci Extensions Level 6.24
0.382 Fibonacci Retracement Level 5.46
0.618 Fibonacci Retracement Level 5.40
1.000 Fibonacci Retracement Level 5.29
$ENOC DeMark Pivot Points 2
DeMark Resistance Level 5.84
DeMark Pivot Point 5.71
DeMark Support Level 5.56
$ENOC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 6.72
50% Fibonacci Retracement from 52 Week Low 6.37
38.2% Fibonacci Retracement from 52 Week Low 6.01
$ENOC Stock Performance(%) 1
One Week Change % -5.00
One Month Change % 1.79
3 Months Change % -9.52
6 Months Change % 3.83
One Year Change % -8.21
Year-to-Date Change % -5.00
$ENOC Alpha, Beta , Correlation & Volatility 2
Alpha -3.98
Beta -0.35
Standard Deviation (1 Year) 49.55
1 Year Correlation with S&P 500 Index -0.07
1 Month Standard Deviation 10.54
1 Month Correlation with S&P 500 Index 0.15
$ENOC Relative Performance 1
One Day Relative Performance % 0.77
One Week Relative Performance % -5.75
One Month Relative Performance % -1.44
3 Months Relative Performance % -15.50
6 Months Relative Performance % -4.97
One Year Relative Performance % -23.38
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENOC 5.70 0.05 0.88%
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 -0.07 1.05 2.32 -2.52 0.92 -69.47 0.15
Long Legged Doji Short 42 64 0.57 -0.60 1.11 1.92 -1.86 1.03 -7.46 1.45
Fast S(14) %K Crossed Above %D Short 189 54 0.22 -0.14 1.03 1.97 -1.87 1.05 -5.30 1.20
1st Quarter Long 242 51 0.43 0.24 1.06 3.37 -2.70 1.25 -26.53 1.07
Monday Short 189 57 0.51 -0.47 1.16 2.48 -2.17 1.14 -8.62 2.11
February Long 77 49 0.02 0.00 0.66 3.10 -2.99 1.04 -26.53 0.03
Below SMA 20 Long 500 48 0.03 -0.06 0.96 2.54 -2.31 1.10 -38.62 0.18
Intraday Low below LBB Long 140 45 0.22 -0.15 1.07 3.30 -2.37 1.39 -7.80 0.64
Intraday Low crossed below LBB Long 53 49 0.93 0.00 2.02 3.79 -1.83 2.07 -6.61 1.50
Below SMA 50 Long 541 47 0.06 -0.10 1.00 2.56 -2.23 1.15 -38.62 0.37
Below SMA 200 Long 631 47 0.08 0.00 0.96 2.87 -2.45 1.17 -38.62 0.41
3 Lower Lows Long 111 46 0.35 -0.10 1.20 3.45 -2.37 1.46 -14.15 0.86
Outside Day Long 94 47 0.27 -0.03 1.10 2.44 -1.72 1.42 -6.09 0.83
$ENOC 5.70 0.05 0.88%
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 0.06 0.00 1.10 2.13 -2.29 0.93 -72.37 0.48
Long Legged Doji Short 42 64 0.37 -0.39 1.15 1.57 -1.79 0.88 -6.97 1.10
Fast S(14) %K Crossed Above %D Short 189 56 0.27 -0.14 1.09 1.97 -1.89 1.04 -5.95 1.46
1st Quarter Long 242 50 0.52 0.07 1.18 3.14 -2.18 1.44 -10.58 1.40
Monday Short 189 59 0.50 -0.18 1.24 2.20 -1.97 1.12 -6.46 2.27
February Long 77 53 0.24 0.14 0.95 2.51 -2.35 1.07 -10.28 0.53
Below SMA 20 Short 500 53 0.13 -0.03 1.13 2.20 -2.24 0.98 -12.84 0.89
Intraday Low below LBB Short 140 56 0.22 -0.40 1.06 2.45 -2.67 0.92 -9.80 0.77
Intraday Low crossed below LBB Long 53 47 0.05 -0.30 1.14 2.51 -2.15 1.17 -9.12 0.12
Below SMA 50 Short 541 53 0.10 -0.11 1.07 2.13 -2.27 0.94 -19.26 0.72
Below SMA 200 Long 631 47 0.01 0.00 0.91 2.58 -2.30 1.12 -29.72 0.06
3 Lower Lows Long 111 49 0.07 0.00 0.98 2.78 -2.60 1.07 -15.24 0.19
Outside Day Long 94 50 0.07 0.04 0.93 1.93 -1.80 1.07 -5.92 0.29
$ENOC 5.70 0.05 0.88%
EnerNOC Inc
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
Jan 10 7 3 70 11.21 10.14 23.01 -16.34 1.41 40.32 -28.21 1
Feb 9 3 6 33 -12.01 -13.99 9.94 -22.98 0.43 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 Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 2008 14.78 Jan 2008 35.25 -58.07
Feb 2009 11.08 Jan 2009 10.44 6.13
Feb 2010 26.44 Jan 2010 31.14 -15.09
Feb 2011 19.28 Jan 2011 26.02 -25.90
Feb 2012 7.87 Jan 2012 9.15 -13.99
Feb 2013 16.49 Jan 2013 15.45 6.73
Feb 2014 21.69 Jan 2014 22.40 -3.17
Feb 2015 13.49 Jan 2015 17.22 -21.66
Feb 2016 6.14 Jan 2016 5.25 16.95

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