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as on: Feb-24 09:47

$ENTL 12.42 -0.09 -0.72%

Entellus Medical Inc

$ENTL Open, High, Low, Close, Volume 1
Open 12.42 Last 12.42
High 12.42 Low 12.42
Previous Close 12.51 Current Streak 1D
Change -0.09 Change % -0.72
Volume 784 Avg Volume(3M) 108964
$ENTL 52 Week High/Low , Month High/Low 1
52 Week High 22.63 52 Week Low 12.42
52 Week High % -45.12 52 Week Low % 0.00
20 Day High 17.34 20 Day Low 12.42
20 Day High % -28.37 20 Day Low % 0.00
$ENTL Moving Averages 1
SMA 20 16.30 -23.80
SMA 50 17.96 -30.85
SMA 200 18.49 -32.83
$ENTL Bollinger Band Values 2
Upper Bollinger Band 19.53
Lower Bollinger Band 13.07
$ENTL Daily Pivot Point Values 2
Resistance Level R3 12.42
Resistance Level R2 12.42
Resistance Level R1 12.42
Pivot Point PP 12.42
Support Level S1 12.42
Support Level S2 12.42
Support Level S3 12.42
$ENTL Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 12.42
1.618 Fibonacci Extensions Level 12.42
1.382 Fibonacci Extensions Level 12.42
0.382 Fibonacci Retracement Level 12.42
0.618 Fibonacci Retracement Level 12.42
1.000 Fibonacci Retracement Level 12.42
$ENTL DeMark Pivot Points 2
DeMark Resistance Level 12.42
DeMark Pivot Point 12.42
DeMark Support Level 12.42
$ENTL Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 18.73
50% Fibonacci Retracement from 52 Week Low 17.53
38.2% Fibonacci Retracement from 52 Week Low 16.32
$ENTL Stock Performance(%) 1
One Week Change % -26.94
One Month Change % -25.58
3 Months Change % -34.84
6 Months Change % -35.88
One Year Change % -22.42
Year-to-Date Change % -34.53
$ENTL Alpha, Beta , Correlation & Volatility 2
Alpha -42.77
Beta 0.92
Standard Deviation (1 Year) 47.68
1 Year Correlation with S&P 500 Index 0.20
1 Month Standard Deviation 29.24
1 Month Correlation with S&P 500 Index 0.22
$ENTL Relative Performance 1
One Day Relative Performance % -0.40
One Week Relative Performance % -27.22
One Month Relative Performance % -27.47
3 Months Relative Performance % -39.03
6 Months Relative Performance % -40.88
One Year Relative Performance % -36.38
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$ENTL 12.42 -0.09 -0.72%
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 Short 521 50 0.06 -0.04 1.05 2.08 -2.03 1.02 -12.11 0.45
Close in the Bottom Range Long 85 52 0.12 0.19 0.95 2.34 -2.38 0.98 -10.23 0.35
RSI (14) below 20 Long 1 100 0.08 0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
RSI (14) below 30 Long 11 63 1.12 0.12 1.08 3.00 -2.19 1.37 -3.95 0.86
RSI (2) below 2 Short 255 51 0.07 -0.04 1.06 2.28 -2.27 1.00 -12.11 0.37
RSI (2) below 5 Short 259 50 0.07 -0.04 1.06 2.29 -2.24 1.02 -12.11 0.38
RSI (2) below 10 Short 273 50 0.04 0.00 1.04 2.35 -2.28 1.03 -12.11 0.21
ADX in downtrend and above 30 Short 12 50 1.66 0.04 0.16 4.69 -1.38 3.40 -2.74 0.72
CMF moved below -0.2 Short 5 80 1.23 -1.43 7.71 1.63 -0.39 4.18 -0.39 1.82
MFI below 20 Short 61 57 0.05 -0.34 1.06 1.77 -2.26 0.78 -12.11 0.14
1st Quarter Short 139 50 0.15 0.00 0.99 2.29 -2.03 1.13 -8.17 0.49
Thursday Short 106 46 0.05 0.11 1.00 2.17 -1.76 1.23 -9.36 0.19
February Short 54 55 0.57 -0.12 1.12 2.62 -1.99 1.32 -8.17 0.94
5% Bottom Range from Month Low Long 17 35 0.18 -0.34 0.64 5.21 -2.57 2.03 -10.23 0.14
5% Bottom Range from Quarter Low Long 14 50 1.54 0.04 1.50 4.80 -1.72 2.79 -3.41 1.24
5% Bottom Range from Half year Low Long 13 53 1.20 0.08 1.19 4.17 -2.26 1.85 -3.95 0.90
10% Bottom Range from year Low Long 6 50 0.50 -1.07 0.15 4.59 -3.59 1.28 -4.59 0.20
5% Bottom Range from year Low Long 4 75 2.45 0.83 0.42 4.59 -3.95 1.16 -3.95 0.72
Open -1% Long 168 54 0.12 0.28 1.01 2.13 -2.25 0.95 -10.23 0.53
One Week -5% Long 96 48 0.06 -0.02 0.95 2.39 -2.16 1.11 -10.23 0.19
One Week -10% Long 30 53 0.80 0.10 1.45 2.87 -1.56 1.84 -3.41 1.29
One Week -15% Long 5 60 0.84 0.08 0.81 2.26 -1.28 1.77 -1.36 0.74
One Week -20% Long 1 100 0.08 0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
One Week -25% Long 1 100 0.08 0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
Two Week -5% Short 131 53 0.02 -0.18 1.03 2.18 -2.46 0.89 -12.11 0.07
Two Week -10% Long 65 50 0.39 0.05 1.12 2.95 -2.25 1.31 -10.74 0.85
Two Week -15% Long 27 62 1.26 0.12 1.94 3.35 -2.29 1.46 -4.59 1.52
Two Week -20% Long 5 60 1.37 0.08 0.32 3.60 -1.98 1.82 -3.95 0.61
Two Week -25% Long 1 100 0.08 0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
One Month -10% Short 99 48 0.19 0.08 1.00 2.88 -2.34 1.23 -12.11 0.43
One Month -20% Long 13 69 2.63 1.58 5.31 4.40 -1.37 3.21 -3.95 2.00
One Month -30% Long 1 100 0.08 0.08 727,878.28 0.08 0.00 0.00 0.00 0.00
Below SMA 20 Long 263 52 0.03 0.12 0.93 2.02 -2.14 0.94 -26.81 0.15
Close below LBB Short 24 54 0.71 -0.29 1.50 2.89 -1.86 1.55 -4.75 1.08
Consecutive closes below LBB Short 12 58 0.08 -0.89 0.83 1.87 -2.44 0.77 -4.75 0.11
Intraday Low below LBB Short 74 50 0.22 0.03 1.21 2.48 -2.05 1.21 -9.36 0.62
Below SMA 50 Long 262 53 0.03 0.19 0.95 2.03 -2.30 0.88 -26.81 0.14
Close 2Xstd below 50 DMA Long 33 54 1.00 0.08 1.53 3.27 -1.73 1.89 -3.41 1.47
Close 2Xstd below 50 DMA for 2 days Long 22 54 1.12 0.08 1.71 3.38 -1.59 2.13 -3.18 1.38
Close 3Xstd below 50 DMA Long 3 100 0.11 0.12 727,878.28 0.11 0.00 0.00 0.00 8.25
Close 3Xstd below 50 DMA for 2 days Long 1 100 0.12 0.12 727,878.28 0.12 0.00 0.00 0.00 0.00
Below SMA 200 Long 159 48 0.02 -0.06 0.92 2.16 -1.98 1.09 -26.81 0.07
Volume Gainers 150% Short 38 57 0.26 -0.48 1.14 1.61 -1.59 1.01 -4.46 0.76
$ENTL 12.42 -0.09 -0.72%
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 521 50 0.02 0.04 0.97 2.04 -2.02 1.01 -14.97 0.16
Close in the Bottom Range Short 85 54 0.18 -0.27 1.13 2.40 -2.43 0.99 -6.57 0.56
RSI (14) below 20 Short 1 100 1.11 -1.11 727,878.28 1.11 0.00 0.00 0.00 0.00
RSI (14) below 30 Short 11 45 0.26 0.36 0.68 3.27 -2.24 1.46 -4.88 0.25
RSI (2) below 2 Short 255 49 0.00 0.04 1.00 2.31 -2.29 1.01 -11.68 0.00
RSI (2) below 5 Short 259 49 0.01 0.04 1.01 2.34 -2.27 1.03 -11.68 0.05
RSI (2) below 10 Short 273 49 0.00 0.12 1.00 2.34 -2.25 1.04 -11.68 0.00
ADX in downtrend and above 30 Short 12 33 0.46 0.24 0.13 4.18 -1.40 2.99 -3.25 0.33
CMF moved below -0.2 Short 5 60 1.22 -0.97 7.13 2.18 -0.22 9.91 -0.39 1.72
MFI below 20 Short 61 52 0.31 -0.09 1.31 2.31 -1.90 1.22 -6.32 0.88
1st Quarter Long 139 51 0.06 0.14 0.97 2.00 -2.03 0.99 -14.97 0.25
Thursday Long 106 57 0.27 0.39 1.14 1.80 -1.81 0.99 -6.37 1.13
February Short 54 55 0.43 -0.06 1.25 2.34 -1.95 1.20 -7.90 0.94
5% Bottom Range from Month Low Short 17 70 0.83 -1.31 1.40 3.01 -4.40 0.68 -8.89 0.82
5% Bottom Range from Quarter Low Long 14 42 0.21 -1.21 0.67 4.25 -2.81 1.51 -6.65 0.19
5% Bottom Range from Half year Low Long 13 46 0.46 -0.07 0.75 3.40 -2.06 1.65 -4.05 0.46
10% Bottom Range from year Low Short 6 66 1.38 -1.27 1.35 3.21 -2.28 1.41 -3.67 0.96
5% Bottom Range from year Low Short 4 50 0.13 -0.11 0.21 2.53 -2.28 1.11 -3.67 0.08
Open -1% Short 168 50 0.08 -0.03 1.08 2.22 -2.11 1.05 -8.89 0.38
One Week -5% Short 96 51 0.13 -0.08 1.06 2.41 -2.26 1.07 -8.89 0.44
One Week -10% Long 30 56 0.17 0.49 0.86 2.40 -2.75 0.87 -6.65 0.29
One Week -15% Short 5 60 0.69 -1.11 0.55 3.65 -3.76 0.97 -4.88 0.34
One Week -20% Short 1 100 1.11 -1.11 727,878.28 1.11 0.00 0.00 0.00 0.00
One Week -25% Short 1 100 1.11 -1.11 727,878.28 1.11 0.00 0.00 0.00 0.00
Two Week -5% Short 131 52 0.04 -0.07 1.01 2.13 -2.30 0.93 -11.68 0.15
Two Week -10% Long 65 53 0.18 0.36 0.99 2.58 -2.62 0.98 -11.09 0.41
Two Week -15% Long 27 59 0.47 0.59 1.05 2.94 -3.13 0.94 -6.65 0.60
Two Week -20% Long 5 40 0.63 -1.11 0.11 4.76 -2.12 2.25 -3.95 0.29
Two Week -25% Short 1 100 1.11 -1.11 727,878.28 1.11 0.00 0.00 0.00 0.00
One Month -10% Short 99 48 0.15 0.12 1.05 2.73 -2.28 1.20 -11.68 0.42
One Month -20% Long 13 61 1.30 0.89 1.44 3.95 -2.95 1.34 -6.65 1.02
One Month -30% Short 1 100 1.11 -1.11 727,878.28 1.11 0.00 0.00 0.00 0.00
Below SMA 20 Long 263 49 0.04 0.00 0.98 2.15 -2.02 1.06 -14.97 0.22
Close below LBB Short 24 58 0.82 -1.20 1.70 3.02 -2.26 1.34 -4.88 1.30
Consecutive closes below LBB Short 12 58 0.57 -0.94 1.04 3.06 -2.92 1.05 -4.88 0.56
Intraday Low below LBB Short 74 54 0.21 -0.17 1.19 2.36 -2.31 1.02 -9.78 0.59
Below SMA 50 Long 262 53 0.07 0.28 1.01 2.10 -2.22 0.95 -14.97 0.38
Close 2Xstd below 50 DMA Long 33 57 0.47 0.36 1.02 2.69 -2.55 1.05 -6.65 0.74
Close 2Xstd below 50 DMA for 2 days Long 22 63 0.92 0.47 1.33 3.04 -2.80 1.09 -6.65 1.05
Close 3Xstd below 50 DMA Short 3 33 0.03 0.36 0.00 1.11 -0.51 2.18 -0.66 0.05
Close 3Xstd below 50 DMA for 2 days Long 1 100 0.36 0.36 727,878.28 0.36 0.00 0.00 0.00 0.00
Below SMA 200 Long 159 49 0.01 0.00 0.94 2.12 -2.02 1.05 -14.97 0.04
Volume Gainers 150% Short 38 55 0.00 -0.45 0.88 1.44 -1.78 0.81 -5.19 0.00
$ENTL 12.42 -0.09 -0.72%
Entellus Medical Inc
Month to Date : -4.60 -26.88%
  • 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 2 1 1 50 -1.58 -1.58 0.74 -3.90 0.19 0.74 -3.90 9
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 2
Mar 2 2 0 100 7.15 7.15 7.15 0.00 0.00 13.62 0.69 1
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 10
Oct 2 0 2 0 -6.76 -6.76 0.00 -6.76 0.00 -5.72 -7.80 11
Sep 2 1 1 50 -0.81 -0.81 17.42 -19.05 0.91 17.42 -19.05 8

$ENTL Historical Returns in Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 2015 21.75 Jan 2015 21.59 0.74
Feb 2016 16.01 Jan 2016 16.66 -3.90

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