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as on :Feb-27

$FBC 28.65 0.18 0.63%

Flagstar Bancorp Inc

$FBC Open, High, Low, Close, Volume 1
Open 28.42 Last 28.65
High 28.70 Low 28.31
Previous Close 28.47 Current Streak 3U
Change 0.18 Change % 0.63
Volume 203515 Avg Volume(3M) 229460
$FBC 52 Week High/Low , Month High/Low 1
52 Week High 29.64 52 Week Low 19.77
52 Week High % -3.34 52 Week Low % 44.92
20 Day High 29.64 20 Day Low 25.37
20 Day High % -3.34 20 Day Low % 12.93
$FBC Moving Averages 1
SMA 20 27.16 5.49
SMA 50 26.84 6.74
SMA 200 26.55 7.91
$FBC Bollinger Band Values 2
Upper Bollinger Band 29.95
Lower Bollinger Band 24.37
$FBC Daily Pivot Point Values 2
Resistance Level R3 29.05
Resistance Level R2 28.77
Resistance Level R1 28.67
Pivot Point PP 28.49
Support Level S1 28.39
Support Level S2 28.21
Support Level S3 27.93
$FBC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 29.32
1.618 Fibonacci Extensions Level 29.04
1.382 Fibonacci Extensions Level 28.98
0.382 Fibonacci Retracement Level 28.20
0.618 Fibonacci Retracement Level 28.14
1.000 Fibonacci Retracement Level 28.03
$FBC DeMark Pivot Points 2
DeMark Resistance Level 28.72
DeMark Pivot Point 28.52
DeMark Support Level 28.44
$FBC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 25.87
50% Fibonacci Retracement from 52 Week Low 24.71
38.2% Fibonacci Retracement from 52 Week Low 23.54
$FBC Stock Performance(%) 1
One Week Change % 0.74
One Month Change % 9.23
3 Months Change % 3.13
6 Months Change % 2.95
One Year Change % 39.21
Year-to-Date Change % 6.35
$FBC Alpha, Beta , Correlation & Volatility 2
Alpha 39.13
Beta -0.13
Standard Deviation (1 Year) 26.93
1 Year Correlation with S&P 500 Index -0.05
1 Month Standard Deviation 13.86
1 Month Correlation with S&P 500 Index 0.07
$FBC Relative Performance 1
One Day Relative Performance % 0.24
One Week Relative Performance % -0.34
One Month Relative Performance % 5.46
3 Months Relative Performance % -3.96
6 Months Relative Performance % -6.04
One Year Relative Performance % 15.88
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$FBC 28.65 0.18 0.63%
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
Two Week +10% Short 46 60 0.39 -0.21 1.45 1.29 -1.01 1.28 -2.46 1.58
Two Week +5% Short 189 56 0.08 -0.11 1.12 1.14 -1.31 0.87 -6.60 0.67
3 Consecutive Up Days Long 111 50 0.11 0.04 1.02 1.44 -1.24 1.16 -6.73 0.56
Above SMA 200 Long 616 49 0.05 -0.02 1.03 1.32 -1.19 1.11 -6.43 0.68
Above SMA 20 Long 571 46 0.01 -0.06 0.98 1.33 -1.15 1.16 -6.73 0.13
3 Consec Closes Above Prev Day Highs Short 30 46 0.03 0.09 0.70 1.37 -1.15 1.19 -2.61 0.10
3 Higher Highs Short 126 57 0.12 -0.11 1.18 1.06 -1.12 0.95 -10.53 0.78
3 Consecutive Green Candles Long 100 48 0.04 -0.06 0.92 1.36 -1.18 1.15 -5.76 0.20
4 Consecutive Green Candles Long 44 50 0.11 -0.01 0.77 1.11 -0.90 1.23 -3.61 0.37
Above SMA 50 Long 580 49 0.04 0.00 1.04 1.22 -1.09 1.12 -5.90 0.59
Any Random Day Long 1004 50 0.09 0.04 1.10 1.41 -1.24 1.14 -6.73 1.48
Close in the Top Range Short 229 55 0.14 -0.19 1.17 1.35 -1.35 1.00 -13.05 1.07
CMF moved above 0.2 Long 24 54 0.15 0.11 0.97 0.96 -0.80 1.20 -2.29 0.58
February Long 77 48 0.41 -0.05 1.47 1.80 -0.88 2.05 -3.52 1.65
Long Green Candle Short 173 57 0.18 -0.21 1.36 1.33 -1.36 0.98 -5.91 1.30
Monday Long 189 51 0.15 0.07 1.16 1.51 -1.28 1.18 -5.76 1.00
Narrow Range 4 Long 264 51 0.06 0.06 1.01 1.32 -1.26 1.05 -6.73 0.51
Narrow Range 7 Long 154 51 0.05 0.06 0.95 1.26 -1.23 1.02 -6.73 0.32
1st Quarter Long 241 43 0.03 -0.16 0.94 1.63 -1.21 1.35 -5.90 0.23
$FBC 28.65 0.18 0.63%
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
Two Week +10% Short 46 65 0.41 -0.38 1.62 1.13 -0.95 1.19 -2.89 1.82
Two Week +5% Short 189 56 0.11 -0.12 1.24 1.05 -1.10 0.95 -6.20 1.01
3 Consecutive Up Days Long 111 50 0.06 0.04 0.98 1.28 -1.17 1.09 -5.82 0.38
Above SMA 200 Long 616 49 0.02 0.00 0.97 1.12 -1.05 1.07 -6.77 0.32
Above SMA 20 Short 571 52 0.01 -0.04 1.01 1.05 -1.13 0.93 -7.28 0.16
3 Consec Closes Above Prev Day Highs Short 30 50 0.04 0.06 0.75 1.26 -1.19 1.06 -2.89 0.13
3 Higher Highs Short 126 56 0.20 -0.15 1.38 1.10 -0.96 1.15 -2.89 1.63
3 Consecutive Green Candles Short 100 55 0.04 -0.07 0.98 1.06 -1.21 0.88 -6.20 0.26
4 Consecutive Green Candles Short 44 56 0.20 -0.21 1.38 0.96 -0.80 1.20 -2.65 1.12
Above SMA 50 Short 580 50 0.00 0.00 0.98 1.01 -1.05 0.96 -7.28 0.00
Any Random Day Long 1004 49 0.05 0.00 1.04 1.25 -1.11 1.13 -6.77 0.97
Close in the Top Range Short 229 52 0.11 -0.11 1.14 1.26 -1.19 1.06 -9.85 0.97
CMF moved above 0.2 Long 24 45 0.13 -0.04 0.79 1.20 -0.77 1.56 -2.23 0.40
February Long 77 49 0.29 0.00 1.31 1.44 -0.84 1.71 -3.18 1.44
Long Green Candle Short 173 56 0.13 -0.14 1.27 1.16 -1.23 0.94 -5.99 1.08
Monday Short 189 52 0.08 -0.05 1.07 1.16 -1.10 1.05 -5.30 0.71
Narrow Range 4 Long 264 51 0.04 0.06 0.98 1.13 -1.09 1.04 -6.77 0.40
Narrow Range 7 Long 154 51 0.06 0.07 0.99 1.10 -1.04 1.06 -3.64 0.47
1st Quarter Long 241 44 0.03 -0.08 0.92 1.40 -1.07 1.31 -4.27 0.27
$FBC 28.65 0.18 0.63%
Flagstar Bancorp Inc
Month to Date : 2.88 11.18%
  • 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 19 13 6 68 3.60 4.08 8.97 -8.02 1.12 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 Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 1998 381.98 Jan 1998 339.77 12.42
Feb 1999 478.32 Jan 1999 510.36 -6.28
Feb 2000 224.55 Jan 2000 245.26 -8.44
Feb 2001 407.14 Jan 2001 390.32 4.31
Feb 2002 642.37 Jan 2002 534.94 20.08
Feb 2003 1,004.03 Jan 2003 955.59 5.07
Feb 2004 2,191.10 Jan 2004 1,964.78 11.52
Feb 2005 1,821.24 Jan 2005 1,862.89 -2.24
Feb 2006 1,438.43 Jan 2006 1,413.29 1.78
Feb 2007 1,337.48 Jan 2007 1,406.30 -4.89
Feb 2008 716.00 Jan 2008 820.00 -12.68
Feb 2009 78.00 Jan 2009 60.00 30.00
Feb 2010 65.00 Jan 2010 63.00 3.17
Feb 2011 17.50 Jan 2011 15.80 10.76
Feb 2012 7.20 Jan 2012 6.90 4.35
Feb 2013 13.59 Jan 2013 15.73 -13.60
Feb 2014 22.14 Jan 2014 20.87 6.09
Feb 2015 14.79 Jan 2015 14.21 4.08
Feb 2016 19.20 Jan 2016 18.65 2.95

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