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as on :Mar-29

$FBC 27.64 -0.14 -0.50%

Flagstar Bancorp Inc

$FBC Open, High, Low, Close, Volume 1
Open 27.83 Last 27.64
High 27.84 Low 27.59
Previous Close 27.78 Current Streak 1D
Change -0.14 Change % -0.50
Volume 176258 Avg Volume(3M) 244996
$FBC 52 Week High/Low , Month High/Low 1
52 Week High 29.64 52 Week Low 20.61
52 Week High % -6.75 52 Week Low % 34.11
20 Day High 29.20 20 Day Low 26.31
20 Day High % -5.34 20 Day Low % 5.06
$FBC Moving Averages 1
SMA 20 27.69 -0.18
SMA 50 27.27 1.36
SMA 200 26.99 2.41
$FBC Bollinger Band Values 2
Upper Bollinger Band 28.52
Lower Bollinger Band 26.86
$FBC Daily Pivot Point Values 2
Resistance Level R3 28.21
Resistance Level R2 27.96
Resistance Level R1 27.83
Pivot Point PP 27.71
Support Level S1 27.58
Support Level S2 27.46
Support Level S3 27.21
$FBC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 28.49
1.618 Fibonacci Extensions Level 28.24
1.382 Fibonacci Extensions Level 28.19
0.382 Fibonacci Retracement Level 27.49
0.618 Fibonacci Retracement Level 27.44
1.000 Fibonacci Retracement Level 27.34
$FBC DeMark Pivot Points 2
DeMark Resistance Level 27.78
DeMark Pivot Point 27.68
DeMark Support Level 27.53
$FBC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 26.19
50% Fibonacci Retracement from 52 Week Low 25.13
38.2% Fibonacci Retracement from 52 Week Low 24.06
$FBC Stock Performance(%) 1
One Week Change % 3.68
One Month Change % -4.59
3 Months Change % 4.26
6 Months Change % -0.79
One Year Change % 30.25
Year-to-Date Change % 2.60
$FBC Alpha, Beta , Correlation & Volatility 2
Alpha 30.50
Beta -0.16
Standard Deviation (1 Year) 26.44
1 Year Correlation with S&P 500 Index -0.06
1 Month Standard Deviation 7.30
1 Month Correlation with S&P 500 Index -0.18
$FBC Relative Performance 1
One Day Relative Performance % -0.42
One Week Relative Performance % 3.32
One Month Relative Performance % -2.99
3 Months Relative Performance % -0.45
6 Months Relative Performance % -8.58
One Year Relative Performance % 14.56
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$FBC 27.64 -0.14 -0.50%
Flagstar Bancorp 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
Above SMA 200 Long 614 49 0.04 -0.02 1.01 1.27 -1.17 1.09 -6.43 0.55
Below SMA 20 Long 430 55 0.19 0.17 1.23 1.45 -1.37 1.06 -6.43 1.91
Crossed below SMA 20 Long 67 59 0.46 0.47 1.30 1.81 -1.54 1.18 -6.43 1.40
Above SMA 50 Long 600 48 0.03 0.00 1.02 1.22 -1.09 1.12 -5.90 0.45
Any Random Day Long 1004 50 0.09 0.04 1.09 1.39 -1.23 1.13 -6.73 1.50
Inside Day Short 133 51 0.02 0.00 0.93 1.22 -1.24 0.98 -6.60 0.14
March Short 85 54 0.03 -0.09 0.95 0.95 -1.06 0.90 -3.04 0.21
Narrow Range 4 Long 261 51 0.06 0.06 1.02 1.30 -1.25 1.04 -6.73 0.51
NR4 Inside Day Short 79 46 0.11 0.06 1.06 1.39 -1.01 1.38 -4.95 0.60
Narrow Range 7 Long 153 50 0.03 0.06 0.93 1.21 -1.21 1.00 -6.73 0.20
NR7 Inside Day Short 55 54 0.39 -0.19 1.65 1.49 -0.94 1.59 -3.62 1.73
1st Quarter Long 241 44 0.01 -0.18 0.90 1.50 -1.17 1.28 -5.90 0.08
Wednesday Long 205 52 0.19 0.07 1.18 1.48 -1.21 1.22 -5.90 1.46
$FBC 27.64 -0.14 -0.50%
Flagstar Bancorp 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
Above SMA 200 Short 614 50 0.01 0.00 1.03 1.05 -1.07 0.98 -10.74 0.16
Below SMA 20 Long 430 51 0.12 0.08 1.12 1.34 -1.19 1.13 -6.77 1.40
Crossed below SMA 20 Long 67 53 0.30 0.21 1.12 1.57 -1.18 1.33 -4.49 1.17
Above SMA 50 Short 600 51 0.02 -0.02 1.02 1.02 -1.04 0.98 -7.28 0.35
Any Random Day Long 1004 49 0.04 0.00 1.02 1.22 -1.11 1.10 -6.77 0.78
Inside Day Long 133 48 0.05 -0.08 1.10 1.18 -1.00 1.18 -3.64 0.39
March Long 85 48 0.01 -0.07 0.83 1.03 -0.95 1.08 -5.66 0.07
Narrow Range 4 Long 261 50 0.03 0.06 0.97 1.10 -1.08 1.02 -6.77 0.31
NR4 Inside Day Long 79 50 0.03 0.06 1.00 1.06 -1.02 1.04 -3.64 0.19
Narrow Range 7 Long 153 50 0.01 0.06 0.91 1.04 -1.02 1.02 -3.64 0.08
NR7 Inside Day Short 55 54 0.16 -0.09 1.17 1.12 -0.98 1.14 -3.99 0.82
1st Quarter Short 241 55 0.03 -0.08 1.03 1.07 -1.28 0.84 -9.85 0.28
Wednesday Long 205 51 0.13 0.06 1.10 1.34 -1.16 1.16 -4.36 1.10
$FBC 27.64 -0.14 -0.50%
Flagstar Bancorp Inc
Month to Date : -0.76 -2.68%
  • 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 20 9 11 45 -0.55 -2.13 11.27 -10.23 1.10 35.29 -19.30 6
Feb 20 14 6 70 3.93 4.19 9.06 -8.02 1.13 30.00 -13.60 4
Mar 19 10 9 53 1.52 0.16 8.09 -5.78 1.40 27.78 -14.29 5
Apr 20 10 10 50 5.61 1.53 20.25 -9.02 2.25 93.33 -20.79 3
May 20 10 10 50 -3.73 -1.24 8.54 -16.00 0.53 19.64 -34.48 10
Jun 20 8 12 40 -4.12 -0.88 10.11 -13.61 0.74 24.07 -38.19 11
Jul 20 12 8 60 7.08 2.28 20.16 -12.54 1.61 61.48 -38.66 2
Aug 20 8 12 40 -2.37 -0.82 7.69 -9.08 0.85 14.95 -28.97 8
Sep 20 10 10 50 -2.42 0.41 8.66 -13.50 0.64 28.75 -32.73 9
Oct 20 9 11 45 -0.75 -1.49 13.96 -12.79 1.09 59.18 -36.24 7
Nov 20 10 10 50 -4.14 -0.31 8.38 -16.67 0.50 32.32 -62.63 12
Dec 20 11 9 55 7.61 4.07 17.60 -4.59 3.83 86.05 -14.29 1

$FBC Historical Returns in Mar

Exit Date Exit Entry Date Entry Change % P/L %
Mar 1998 447.40 Feb 1998 381.98 17.13
Mar 1999 452.70 Feb 1999 478.32 -5.36
Mar 2000 226.73 Feb 2000 224.55 0.97
Mar 2001 448.64 Feb 2001 407.14 10.19
Mar 2002 633.66 Feb 2002 642.37 -1.36
Mar 2003 1,096.02 Feb 2003 1,004.03 9.16
Mar 2004 2,194.50 Feb 2004 2,191.10 0.16
Mar 2005 1,753.99 Feb 2005 1,821.24 -3.69
Mar 2006 1,420.54 Feb 2006 1,438.43 -1.24
Mar 2007 1,167.73 Feb 2007 1,337.48 -12.69
Mar 2008 722.00 Feb 2008 716.00 0.84
Mar 2009 75.00 Feb 2009 78.00 -3.85
Mar 2010 60.00 Feb 2010 65.00 -7.69
Mar 2011 15.00 Feb 2011 17.50 -14.29
Mar 2012 9.20 Feb 2012 7.20 27.78
Mar 2013 13.93 Feb 2013 13.59 2.50
Mar 2014 22.22 Feb 2014 22.14 0.36
Mar 2015 14.51 Feb 2015 14.79 -1.89
Mar 2016 21.46 Feb 2016 19.20 11.77

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