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as on :Sep-22

$FBC 34.28 0.18 0.53%

Flagstar Bancorp Inc

$FBC Open, High, Low, Close, Volume 1
Open 34.07 Last 34.28
High 34.53 Low 34.05
Previous Close 34.10 Current Streak 3U
Change 0.18 Change % 0.53
Volume 142144 Avg Volume(3M) 105993
$FBC 52 Week High/Low , Month High/Low 1
52 Week High 34.53 52 Week Low 25.06
52 Week High % -0.72 52 Week Low % 36.79
20 Day High 34.53 20 Day Low 31.43
20 Day High % -0.72 20 Day Low % 9.07
$FBC Moving Averages 1
SMA 20 32.88 4.26
SMA 50 32.08 6.86
SMA 200 29.32 16.92
$FBC Bollinger Band Values 2
Upper Bollinger Band 34.40
Lower Bollinger Band 31.34
$FBC Daily Pivot Point Values 2
Resistance Level R3 35.10
Resistance Level R2 34.55
Resistance Level R1 34.32
Pivot Point PP 34.00
Support Level S1 33.77
Support Level S2 33.45
Support Level S3 32.90
$FBC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 35.67
1.618 Fibonacci Extensions Level 35.12
1.382 Fibonacci Extensions Level 34.99
0.382 Fibonacci Retracement Level 33.47
0.618 Fibonacci Retracement Level 33.34
1.000 Fibonacci Retracement Level 33.13
$FBC DeMark Pivot Points 2
DeMark Resistance Level 34.44
DeMark Pivot Point 34.06
DeMark Support Level 33.89
$FBC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 30.73
50% Fibonacci Retracement from 52 Week Low 29.65
38.2% Fibonacci Retracement from 52 Week Low 28.56
$FBC Stock Performance(%) 1
One Week Change % 2.94
One Month Change % 8.79
3 Months Change % 11.48
6 Months Change % 24.79
One Year Change % 25.94
Year-to-Date Change % 27.25
$FBC Alpha, Beta , Correlation & Volatility 2
Alpha 26.76
Beta -0.24
Standard Deviation (1 Year) 25.86
1 Year Correlation with S&P 500 Index -0.07
1 Month Standard Deviation 5.19
1 Month Correlation with S&P 500 Index 0.11
$FBC Relative Performance 1
One Day Relative Performance % 0.01
One Week Relative Performance % 2.39
One Month Relative Performance % 5.56
3 Months Relative Performance % 8.17
6 Months Relative Performance % 16.26
One Year Relative Performance % 7.53
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$FBC 34.28 0.18 0.53%
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
Volume Gainers 150% Long 68 47 0.13 -0.03 1.08 1.41 -1.01 1.40 -3.64 0.67
Two Week +5% Short 187 57 0.06 -0.08 1.11 0.91 -1.08 0.84 -3.05 0.66
Half Year Closing High Long 106 50 0.07 -0.01 1.03 0.98 -0.84 1.17 -3.64 0.62
5% Top Range from Half Year High Long 123 49 0.09 0.00 1.18 0.91 -0.71 1.28 -2.33 0.98
3 Consecutive Up Days Long 109 50 0.16 0.04 1.06 1.28 -0.97 1.32 -6.73 0.96
Above SMA 200 Long 670 50 0.08 0.01 1.10 1.18 -1.02 1.16 -6.14 1.29
Above SMA 20 Long 592 46 0.04 -0.04 1.02 1.21 -0.98 1.23 -6.73 0.61
Month Closing High Short 166 53 0.03 -0.05 0.99 0.96 -1.01 0.95 -3.77 0.30
Year Closing High Short 77 50 0.01 -0.05 0.93 0.93 -0.94 0.99 -3.49 0.07
10% Top Range from Year High Short 250 54 0.12 -0.07 1.25 1.03 -0.98 1.05 -5.64 1.41
5% Top Range from Year High Long 129 51 0.07 0.04 1.01 0.98 -0.89 1.10 -3.64 0.64
3 Consecutive Green Candles Long 102 49 0.11 -0.06 1.02 1.15 -0.88 1.31 -3.69 0.71
Above SMA 50 Long 637 49 0.07 0.00 1.10 1.13 -0.95 1.19 -5.90 1.19
Quarter Closing High Long 121 51 0.08 0.04 1.05 0.95 -0.84 1.13 -3.64 0.76
Any Random Day Long 986 50 0.10 0.03 1.12 1.29 -1.10 1.17 -6.73 1.78
Aroon Oscillator moved above 70 Long 36 50 0.32 0.03 1.09 1.44 -0.79 1.82 -3.64 0.92
RSI (2) crossed above 95 Short 40 52 0.16 -0.05 1.13 1.20 -1.00 1.20 -3.39 0.60
Fast S(14) %K Crossed Below %D Short 205 53 0.01 -0.04 0.98 1.07 -1.22 0.88 -7.19 0.09
Fast S(14) Overbought and above 80 Short 251 53 0.08 -0.05 1.10 0.99 -0.98 1.01 -7.19 0.93
Fast S(14) Overbought and above 90 Long 92 48 0.03 0.00 1.04 0.96 -0.86 1.12 -4.24 0.24
Friday Long 197 49 0.04 0.00 0.96 1.24 -1.12 1.11 -4.51 0.32
Intraday High above UBB Long 154 45 0.08 -0.06 1.04 1.34 -0.98 1.37 -3.64 0.61
Intraday High crossed above UBB Long 59 52 0.35 0.12 1.53 1.49 -0.91 1.64 -3.52 1.42
Half Year High Long 100 50 0.06 -0.01 1.02 0.94 -0.83 1.13 -3.64 0.51
Month High Long 149 49 0.11 0.00 1.14 1.18 -0.94 1.26 -3.71 0.86
Year High Long 75 50 0.06 0.04 1.00 0.97 -0.88 1.10 -3.64 0.43
Quarter High Long 111 51 0.19 0.05 1.23 1.13 -0.80 1.41 -3.64 1.31
3rd Quarter Long 236 50 0.10 0.03 1.17 1.04 -0.85 1.22 -4.51 1.06
RSI (2) above 90 Short 143 52 0.02 -0.05 1.00 1.06 -1.13 0.94 -10.53 0.14
RSI (2) above 95 Short 79 51 0.06 -0.05 0.96 1.01 -0.97 1.04 -3.39 0.37
RSI (14) above 70 Long 100 45 0.02 -0.09 0.87 0.94 -0.74 1.27 -2.29 0.19
September Long 79 51 0.12 0.06 1.20 1.12 -0.95 1.18 -2.76 0.81
Slow S(14) %K Crossed Above %D Long 125 51 0.07 0.06 0.97 1.18 -1.10 1.07 -5.90 0.45
Slow S(14) Overbought and above 80 Long 233 46 0.00 -0.05 0.95 1.12 -0.96 1.17 -4.24 0.00
$FBC 34.28 0.18 0.53%
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
Volume Gainers 150% Short 68 50 0.05 0.02 1.06 1.17 -1.07 1.09 -4.89 0.28
Two Week +5% Short 187 55 0.12 -0.11 1.32 0.90 -0.86 1.05 -3.09 1.43
Half Year Closing High Short 106 50 0.06 0.00 1.16 0.87 -0.78 1.12 -3.63 0.57
5% Top Range from Half Year High Long 123 52 0.08 0.07 1.16 0.84 -0.78 1.08 -2.24 0.83
3 Consecutive Up Days Long 109 52 0.10 0.11 1.01 1.08 -0.98 1.10 -3.37 0.79
Above SMA 200 Short 670 51 0.00 0.00 1.02 0.93 -0.98 0.95 -10.74 0.00
Above SMA 20 Short 592 52 0.02 -0.04 1.07 0.92 -0.99 0.93 -7.28 0.38
Month Closing High Short 166 51 0.09 0.00 1.18 0.95 -0.84 1.13 -3.63 0.97
Year Closing High Short 77 54 0.17 -0.09 1.41 0.92 -0.73 1.26 -3.63 1.37
10% Top Range from Year High Short 250 52 0.16 -0.04 1.34 1.03 -0.82 1.26 -3.76 2.03
5% Top Range from Year High Long 129 51 0.02 0.04 0.96 0.85 -0.88 0.97 -2.86 0.20
3 Consecutive Green Candles Long 102 47 0.04 -0.04 1.00 0.99 -0.81 1.22 -3.37 0.36
Above SMA 50 Long 637 48 0.01 0.00 0.96 0.96 -0.90 1.07 -5.66 0.20
Quarter Closing High Short 121 49 0.02 0.04 1.04 0.83 -0.78 1.06 -3.63 0.20
Any Random Day Long 986 48 0.04 0.00 1.01 1.11 -0.99 1.12 -6.77 0.86
Aroon Oscillator moved above 70 Long 36 52 0.02 0.07 0.93 0.81 -0.85 0.95 -2.11 0.11
RSI (2) crossed above 95 Short 40 55 0.08 -0.11 1.15 1.00 -1.04 0.96 -3.63 0.37
Fast S(14) %K Crossed Below %D Short 205 54 0.08 -0.08 1.20 1.00 -1.01 0.99 -4.62 0.85
Fast S(14) Overbought and above 80 Short 251 52 0.04 0.00 1.05 0.88 -0.89 0.99 -4.47 0.53
Fast S(14) Overbought and above 90 Short 92 53 0.02 -0.04 0.92 0.77 -0.83 0.93 -3.09 0.18
Friday Long 197 47 0.00 -0.04 0.87 1.13 -1.00 1.13 -3.51 0.00
Intraday High above UBB Short 154 55 0.10 -0.04 1.19 0.97 -0.97 1.00 -3.63 0.98
Intraday High crossed above UBB Long 59 52 0.06 0.10 1.04 0.99 -0.97 1.02 -3.18 0.36
Half Year High Short 100 51 0.10 -0.03 1.21 0.92 -0.76 1.21 -3.63 0.90
Month High Short 149 48 0.06 0.04 1.07 1.01 -0.85 1.19 -3.63 0.59
Year High Short 75 50 0.11 0.00 1.21 0.95 -0.76 1.25 -3.63 0.85
Quarter High Short 111 49 0.05 0.04 1.08 0.90 -0.79 1.14 -3.63 0.47
3rd Quarter Long 236 50 0.08 0.04 1.14 0.96 -0.83 1.16 -2.58 1.01
RSI (2) above 90 Short 143 53 0.11 0.00 1.25 0.96 -0.87 1.10 -3.63 1.10
RSI (2) above 95 Short 79 54 0.08 0.00 1.12 0.93 -0.94 0.99 -3.63 0.57
RSI (14) above 70 Short 100 54 0.08 -0.04 1.32 0.74 -0.70 1.06 -2.89 0.84
September Long 79 55 0.16 0.14 1.33 1.07 -0.97 1.10 -2.37 1.12
Slow S(14) %K Crossed Above %D Long 125 53 0.00 0.11 0.91 0.93 -1.08 0.86 -4.25 0.00
Slow S(14) Overbought and above 80 Long 233 47 0.01 -0.04 1.00 0.99 -0.88 1.13 -3.92 0.12
$FBC 34.28 0.18 0.53%
Flagstar Bancorp Inc
Month to Date : 1.46 4.45%
  • 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 20 10 10 50 1.40 -0.29 8.09 -5.28 1.53 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 Sep

Exit Date Exit Entry Date Entry Change % P/L %
Sep 1997 348.04 Aug 1997 329.17 5.73
Sep 1998 392.53 Aug 1998 379.80 3.35
Sep 1999 264.59 Aug 1999 339.88 -22.15
Sep 2000 217.18 Aug 2000 208.32 4.25
Sep 2001 624.87 Aug 2001 594.58 5.10
Sep 2002 849.84 Aug 2002 942.21 -9.80
Sep 2003 1,931.42 Aug 2003 1,631.12 18.41
Sep 2004 1,864.39 Aug 2004 1,870.05 -0.30
Sep 2005 1,483.70 Aug 2005 1,566.85 -5.31
Sep 2006 1,396.26 Aug 2006 1,380.87 1.11
Sep 2007 966.32 Aug 2007 1,211.57 -20.24
Sep 2008 298.00 Aug 2008 443.00 -32.73
Sep 2009 103.00 Aug 2009 80.00 28.75
Sep 2010 18.20 Aug 2010 22.80 -20.18
Sep 2011 4.90 Aug 2011 6.10 -19.67
Sep 2012 11.00 Aug 2012 9.40 17.02
Sep 2013 14.76 Aug 2013 14.50 1.79
Sep 2014 16.83 Aug 2014 17.43 -3.44
Sep 2015 20.56 Aug 2015 20.33 1.13
Sep 2016 27.75 Aug 2016 28.08 -1.18

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