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as on :Aug-18

$ENTL 17.30 0.02 0.12%

Entellus Medical Inc

$ENTL Open, High, Low, Close, Volume 1
Open 17.16 Last 17.30
High 17.40 Low 16.96
Previous Close 17.28 Current Streak 1U
Change 0.02 Change % 0.12
Volume 131057 Avg Volume(3M) 176843
$ENTL 52 Week High/Low , Month High/Low 1
52 Week High 22.63 52 Week Low 11.47
52 Week High % -23.55 52 Week Low % 50.83
20 Day High 17.89 20 Day Low 16.20
20 Day High % -3.30 20 Day Low % 6.79
$ENTL Moving Averages 1
SMA 20 17.16 0.82
SMA 50 16.39 5.55
SMA 200 16.05 7.79
$ENTL Bollinger Band Values 2
Upper Bollinger Band 17.77
Lower Bollinger Band 16.55
$ENTL Daily Pivot Point Values 2
Resistance Level R3 18.07
Resistance Level R2 17.63
Resistance Level R1 17.42
Pivot Point PP 17.19
Support Level S1 16.98
Support Level S2 16.75
Support Level S3 16.31
$ENTL Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 18.55
1.618 Fibonacci Extensions Level 18.11
1.382 Fibonacci Extensions Level 18.01
0.382 Fibonacci Retracement Level 16.79
0.618 Fibonacci Retracement Level 16.69
1.000 Fibonacci Retracement Level 16.52
$ENTL DeMark Pivot Points 2
DeMark Resistance Level 17.53
DeMark Pivot Point 17.25
DeMark Support Level 17.09
$ENTL Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 18.37
50% Fibonacci Retracement from 52 Week Low 17.05
38.2% Fibonacci Retracement from 52 Week Low 15.73
$ENTL Stock Performance(%) 1
One Week Change % 2.61
One Month Change % 1.59
3 Months Change % 33.28
6 Months Change % 1.29
One Year Change % -9.00
Year-to-Date Change % -8.80
$ENTL Alpha, Beta , Correlation & Volatility 2
Alpha -3.39
Beta -0.85
Standard Deviation (1 Year) 50.10
1 Year Correlation with S&P 500 Index -0.14
1 Month Standard Deviation 7.87
1 Month Correlation with S&P 500 Index -0.06
$ENTL Relative Performance 1
One Day Relative Performance % -0.37
One Week Relative Performance % 2.59
One Month Relative Performance % 2.87
3 Months Relative Performance % 30.67
6 Months Relative Performance % -1.96
One Year Relative Performance % -18.66
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENTL 17.30 0.02 0.12%
Entellus Medical 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 Long 643 49 0.01 0.00 0.94 2.03 -1.99 1.02 -26.81 0.08
Filled Full Gap Down Long 45 46 0.19 -0.16 0.94 2.47 -1.80 1.37 -5.70 0.45
Fast S(14) %K Crossed Above %D Short 119 52 0.38 -0.11 1.30 2.36 -1.85 1.28 -8.76 1.12
3rd Quarter Short 160 51 0.13 0.00 1.15 1.92 -1.74 1.10 -7.19 0.71
Friday Long 127 52 0.31 0.31 1.23 2.20 -1.80 1.22 -6.91 1.30
August Long 57 57 0.02 0.32 0.90 1.35 -1.80 0.75 -5.90 0.08
Two Week +5% Short 159 55 0.27 -0.17 1.18 2.20 -2.12 1.04 -8.76 1.07
Above SMA 20 Short 309 52 0.11 -0.04 1.08 2.01 -1.96 1.03 -9.36 0.66
Above SMA 50 Short 262 54 0.19 -0.14 1.20 1.90 -1.84 1.03 -9.36 1.10
Above SMA 200 Short 192 50 0.04 0.03 0.98 1.63 -1.55 1.05 -9.36 0.24
$ENTL 17.30 0.02 0.12%
Entellus Medical 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 Long 643 51 0.09 0.06 1.03 2.00 -1.92 1.04 -14.97 0.84
Filled Full Gap Down Long 45 48 0.12 -0.07 0.91 2.19 -1.85 1.18 -6.37 0.29
Fast S(14) %K Crossed Above %D Short 119 50 0.09 0.00 1.04 1.93 -1.77 1.09 -9.36 0.35
3rd Quarter Short 160 50 0.01 0.03 0.99 1.84 -1.83 1.01 -10.25 0.05
Friday Long 127 54 0.40 0.27 1.34 2.32 -1.88 1.23 -8.56 1.56
August Long 57 59 0.33 0.42 1.23 1.55 -1.46 1.06 -4.67 1.15
Two Week +5% Short 159 50 0.07 0.00 1.05 2.11 -2.00 1.05 -9.36 0.32
Above SMA 20 Long 309 52 0.07 0.06 1.00 1.88 -1.90 0.99 -9.94 0.47
Above SMA 50 Long 262 49 0.00 0.00 0.90 1.81 -1.75 1.03 -8.56 0.00
Above SMA 200 Long 192 51 0.08 0.06 1.01 1.56 -1.50 1.04 -7.00 0.54
$ENTL 17.30 0.02 0.12%
Entellus Medical Inc
Month to Date : -0.25 -1.42%
  • 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 2 1 1 50 2.80 2.80 25.66 -20.07 1.28 25.66 -20.07 4
Aug 2 1 1 50 2.23 2.23 5.53 -1.07 5.17 5.53 -1.07 5
Dec 2 1 1 50 -0.20 -0.20 2.93 -3.33 0.88 2.93 -3.33 7
Feb 3 1 2 33 -7.27 -3.90 0.74 -11.27 0.07 0.74 -18.64 11
Jan 3 1 2 33 0.37 -1.19 12.10 -5.50 2.20 12.10 -9.80 6
Jul 2 0 2 0 -7.53 -7.53 0.00 -7.53 0.00 -2.03 -13.03 12
Jun 2 2 0 100 6.31 6.31 6.31 0.00 0.00 10.79 1.84 1
Mar 3 2 1 67 4.48 0.69 7.15 -0.86 8.31 13.62 -0.86 2
May 2 1 1 50 4.11 4.11 23.38 -15.15 1.54 23.38 -15.15 3
Nov 2 1 1 50 -3.62 -3.62 2.65 -9.88 0.27 2.65 -9.88 9
Oct 2 0 2 0 -6.76 -6.76 0.00 -6.76 0.00 -5.72 -7.80 10
Sep 2 1 1 50 -0.81 -0.81 17.42 -19.05 0.91 17.42 -19.05 8

$ENTL Historical Returns in Aug

Exit Date Exit Entry Date Entry Change % P/L %
Aug 2015 22.26 Jul 2015 22.50 -1.07
Aug 2016 18.89 Jul 2016 17.90 5.53

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