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as on :Oct-18

$ENTL 18.66 -0.11 -0.59%

Entellus Medical Inc

$ENTL Open, High, Low, Close, Volume 1
Open 18.79 Last 18.66
High 18.88 Low 18.48
Previous Close 18.77 Current Streak 1D
Change -0.11 Change % -0.59
Volume 62051 Avg Volume(3M) 130125
$ENTL 52 Week High/Low , Month High/Low 1
52 Week High 20.57 52 Week Low 11.47
52 Week High % -9.29 52 Week Low % 62.69
20 Day High 20.34 20 Day Low 16.76
20 Day High % -8.26 20 Day Low % 11.34
$ENTL Moving Averages 1
SMA 20 18.74 -0.43
SMA 50 17.93 4.07
SMA 200 15.98 16.77
$ENTL Bollinger Band Values 2
Upper Bollinger Band 20.72
Lower Bollinger Band 16.78
$ENTL Daily Pivot Point Values 2
Resistance Level R3 19.37
Resistance Level R2 19.08
Resistance Level R1 18.93
Pivot Point PP 18.79
Support Level S1 18.64
Support Level S2 18.50
Support Level S3 18.21
$ENTL Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 19.70
1.618 Fibonacci Extensions Level 19.41
1.382 Fibonacci Extensions Level 19.34
0.382 Fibonacci Retracement Level 18.54
0.618 Fibonacci Retracement Level 18.47
1.000 Fibonacci Retracement Level 18.36
$ENTL DeMark Pivot Points 2
DeMark Resistance Level 19.00
DeMark Pivot Point 18.83
DeMark Support Level 18.71
$ENTL Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 17.09
50% Fibonacci Retracement from 52 Week Low 16.02
38.2% Fibonacci Retracement from 52 Week Low 14.95
$ENTL Stock Performance(%) 1
One Week Change % -5.52
One Month Change % 10.74
3 Months Change % 9.57
6 Months Change % 32.06
One Year Change % -7.76
Year-to-Date Change % -1.63
$ENTL Alpha, Beta , Correlation & Volatility 2
Alpha 4.24
Beta -0.76
Standard Deviation (1 Year) 49.80
1 Year Correlation with S&P 500 Index -0.11
1 Month Standard Deviation 11.45
1 Month Correlation with S&P 500 Index 0.23
$ENTL Relative Performance 1
One Day Relative Performance % -0.16
One Week Relative Performance % -5.26
One Month Relative Performance % 8.99
3 Months Relative Performance % 6.31
6 Months Relative Performance % 21.70
One Year Relative Performance % -22.50
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENTL 18.66 -0.11 -0.59%
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 684 49 0.02 0.00 0.96 2.01 -1.96 1.03 -26.81 0.18
Bearish Engulfing Short 20 55 0.33 -0.11 1.17 1.82 -1.50 1.21 -3.02 0.64
4th Quarter Short 139 50 0.10 0.00 1.09 2.23 -2.06 1.08 -12.11 0.39
Wednesday Short 141 53 0.12 0.00 1.00 2.08 -2.12 0.98 -12.11 0.41
October Short 55 54 0.18 -0.10 1.07 2.57 -2.69 0.96 -12.11 0.36
One Week -5% Long 113 49 0.21 0.00 1.05 2.62 -2.15 1.22 -10.23 0.70
Two Week -5% Long 156 44 0.06 -0.36 0.89 2.64 -2.05 1.29 -10.74 0.23
One Month +10% Short 120 54 0.09 -0.07 0.98 1.85 -1.99 0.93 -6.24 0.33
Below SMA 20 Long 324 51 0.15 0.11 1.04 2.09 -1.95 1.07 -26.81 0.87
Crossed below SMA 20 Short 43 44 0.20 0.19 1.02 2.28 -1.45 1.57 -4.70 0.55
Above SMA 50 Short 297 53 0.17 -0.11 1.18 1.84 -1.79 1.03 -9.36 1.08
Above SMA 200 Long 233 50 0.01 0.05 0.93 1.59 -1.59 1.00 -13.92 0.07
$ENTL 18.66 -0.11 -0.59%
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 684 51 0.10 0.10 1.04 1.97 -1.89 1.04 -14.97 0.98
Bearish Engulfing Short 20 55 0.53 -0.17 1.42 2.31 -1.66 1.39 -3.02 0.92
4th Quarter Short 139 51 0.08 0.00 1.06 2.20 -2.14 1.03 -11.68 0.31
Wednesday Long 141 51 0.05 0.06 0.97 1.88 -1.86 1.01 -11.09 0.22
October Short 55 54 0.24 -0.10 1.12 2.61 -2.61 1.00 -11.68 0.48
One Week -5% Long 113 50 0.02 0.15 0.91 2.38 -2.39 1.00 -6.73 0.07
Two Week -5% Long 156 46 0.04 -0.07 0.90 2.39 -2.02 1.18 -11.09 0.17
One Month +10% Long 120 55 0.01 0.21 0.89 1.69 -2.10 0.80 -7.10 0.04
Below SMA 20 Long 324 50 0.14 0.07 1.06 2.13 -1.88 1.13 -14.97 0.89
Crossed below SMA 20 Short 43 53 0.38 -0.18 1.24 2.19 -1.70 1.29 -3.96 1.00
Above SMA 50 Long 297 49 0.00 0.00 0.91 1.74 -1.73 1.01 -8.56 0.00
Above SMA 200 Long 233 52 0.10 0.11 1.05 1.56 -1.50 1.04 -7.00 0.75
$ENTL 18.66 -0.11 -0.59%
Entellus Medical Inc
Month to Date : 0.20 1.08%
  • 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 Oct

Exit Date Exit Entry Date Entry Change % P/L %
Oct 2015 16.99 Sep 2015 18.02 -5.72
Oct 2016 20.45 Sep 2016 22.18 -7.80

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