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as on :May-26

$FBC 29.31 0.42 1.45%

Flagstar Bancorp Inc

$FBC Open, High, Low, Close, Volume 1
Open 28.76 Last 29.31
High 29.44 Low 28.76
Previous Close 28.89 Current Streak 2U
Change 0.42 Change % 1.45
Volume 160969 Avg Volume(3M) 198863
$FBC 52 Week High/Low , Month High/Low 1
52 Week High 30.70 52 Week Low 21.78
52 Week High % -4.53 52 Week Low % 34.57
20 Day High 30.48 20 Day Low 28.58
20 Day High % -3.84 20 Day Low % 2.55
$FBC Moving Averages 1
SMA 20 29.51 -0.68
SMA 50 28.71 2.09
SMA 200 27.76 5.58
$FBC Bollinger Band Values 2
Upper Bollinger Band 30.63
Lower Bollinger Band 28.39
$FBC Daily Pivot Point Values 2
Resistance Level R3 30.40
Resistance Level R2 29.78
Resistance Level R1 29.56
Pivot Point PP 29.16
Support Level S1 28.94
Support Level S2 28.54
Support Level S3 27.92
$FBC Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 31.00
1.618 Fibonacci Extensions Level 30.38
1.382 Fibonacci Extensions Level 30.24
0.382 Fibonacci Retracement Level 28.52
0.618 Fibonacci Retracement Level 28.38
1.000 Fibonacci Retracement Level 28.14
$FBC DeMark Pivot Points 2
DeMark Resistance Level 29.68
DeMark Pivot Point 29.22
DeMark Support Level 29.06
$FBC Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 27.29
50% Fibonacci Retracement from 52 Week Low 26.24
38.2% Fibonacci Retracement from 52 Week Low 25.19
$FBC Stock Performance(%) 1
One Week Change % 1.66
One Month Change % 0.24
3 Months Change % 3.20
6 Months Change % 5.51
One Year Change % 20.92
Year-to-Date Change % 8.80
$FBC Alpha, Beta , Correlation & Volatility 2
Alpha 19.74
Beta -0.05
Standard Deviation (1 Year) 25.91
1 Year Correlation with S&P 500 Index -0.02
1 Month Standard Deviation 4.18
1 Month Correlation with S&P 500 Index 0.11
$FBC Relative Performance 1
One Day Relative Performance % 1.58
One Week Relative Performance % 0.38
One Month Relative Performance % -0.91
3 Months Relative Performance % 1.15
6 Months Relative Performance % -3.18
One Year Relative Performance % 5.12
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$FBC 29.31 0.42 1.45%
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
Any Random Day Long 1005 50 0.10 0.04 1.11 1.34 -1.18 1.14 -6.73 1.73
Bullish Engulfing Short 26 61 0.47 -0.22 1.16 1.73 -1.55 1.12 -3.77 1.06
Long Green Candle Short 170 58 0.30 -0.23 1.64 1.28 -1.10 1.16 -3.77 2.43
Close in the Top Range Short 231 54 0.11 -0.11 1.14 1.24 -1.25 0.99 -13.05 0.89
Trend Buy Day Short 85 64 0.47 -0.40 2.14 1.31 -1.08 1.21 -3.77 2.61
Gainers with 1Xstd(20) up move Short 155 60 0.21 -0.32 1.38 1.26 -1.37 0.92 -6.60 1.53
Fast S(14) %K Crossed Above %D Short 211 51 0.01 -0.04 1.03 1.27 -1.31 0.97 -11.38 0.08
Slow S(14) Oversold and below 20 Long 125 55 0.08 0.17 1.01 1.41 -1.56 0.90 -5.16 0.44
2nd Quarter Long 252 52 0.15 0.17 1.16 1.31 -1.16 1.13 -6.14 1.38
Friday Long 200 49 0.02 -0.03 0.92 1.30 -1.21 1.07 -4.51 0.16
May Long 85 50 0.11 0.04 1.08 1.18 -0.98 1.20 -3.34 0.72
Today +1% Short 256 57 0.17 -0.27 1.31 1.30 -1.36 0.96 -6.60 1.55
Open +1% Short 222 57 0.14 -0.26 1.25 1.19 -1.28 0.93 -6.60 1.26
Below SMA 20 Long 416 55 0.19 0.18 1.24 1.41 -1.34 1.05 -6.14 1.92
Above SMA 50 Long 634 49 0.06 0.00 1.07 1.21 -1.05 1.15 -5.90 0.95
Above SMA 200 Long 638 50 0.07 0.02 1.06 1.23 -1.10 1.12 -6.14 1.05
Close above R1 Short 238 55 0.16 -0.16 1.27 1.30 -1.28 1.02 -10.53 1.36
Close above R2 Long 94 47 0.04 -0.06 0.93 1.27 -1.08 1.18 -4.24 0.25
$FBC 29.31 0.42 1.45%
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
Any Random Day Long 1005 49 0.03 0.00 1.00 1.16 -1.06 1.09 -6.77 0.62
Bullish Engulfing Short 26 57 0.31 -0.41 1.05 1.45 -1.24 1.17 -3.17 0.94
Long Green Candle Short 170 59 0.24 -0.25 1.56 1.08 -0.97 1.11 -3.63 2.37
Close in the Top Range Short 231 52 0.08 -0.07 1.13 1.15 -1.09 1.06 -9.85 0.78
Trend Buy Day Short 85 60 0.39 -0.32 2.14 1.21 -0.84 1.44 -3.63 2.60
Gainers with 1Xstd(20) up move Short 155 58 0.22 -0.21 1.45 1.17 -1.10 1.06 -6.20 1.78
Fast S(14) %K Crossed Above %D Short 211 54 0.07 -0.08 1.13 1.12 -1.17 0.96 -7.28 0.63
Slow S(14) Oversold and below 20 Short 125 49 0.01 0.04 0.95 1.31 -1.26 1.04 -7.48 0.06
2nd Quarter Long 252 52 0.07 0.05 1.07 1.04 -0.98 1.06 -3.64 0.83
Friday Short 200 53 0.03 -0.06 1.01 1.10 -1.20 0.92 -9.85 0.26
May Long 85 54 0.13 0.06 1.21 0.99 -0.88 1.13 -3.34 0.95
Today +1% Short 256 56 0.19 -0.17 1.42 1.22 -1.13 1.08 -6.20 1.94
Open +1% Short 222 54 0.12 -0.11 1.26 1.10 -1.08 1.02 -6.20 1.25
Below SMA 20 Long 416 52 0.12 0.08 1.15 1.29 -1.15 1.12 -6.77 1.40
Above SMA 50 Short 634 51 0.00 0.00 1.01 0.98 -1.03 0.95 -7.28 0.00
Above SMA 200 Short 638 50 0.01 0.00 1.04 0.99 -1.01 0.98 -10.74 0.18
Close above R1 Short 238 53 0.16 -0.07 1.33 1.16 -1.00 1.16 -3.63 1.72
Close above R2 Short 94 54 0.08 -0.05 1.14 1.06 -1.08 0.98 -3.63 0.54
$FBC 29.31 0.42 1.45%
Flagstar Bancorp Inc
Month to Date : 0.07 0.24%
  • 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 May

Exit Date Exit Entry Date Entry Change % P/L %
May 1997 253.69 Apr 1997 220.15 15.24
May 1998 404.13 Apr 1998 475.02 -14.92
May 1999 402.70 Apr 1999 436.97 -7.84
May 2000 164.78 Apr 2000 237.28 -30.55
May 2001 435.52 Apr 2001 407.20 6.95
May 2002 773.64 Apr 2002 807.75 -4.22
May 2003 1,645.90 Apr 2003 1,375.74 19.64
May 2004 1,844.58 Apr 2004 1,747.90 5.53
May 2005 1,772.83 Apr 2005 1,708.24 3.78
May 2006 1,518.38 Apr 2006 1,505.21 0.87
May 2007 1,256.66 Apr 2007 1,153.07 8.98
May 2008 475.00 Apr 2008 612.00 -22.39
May 2009 95.00 Apr 2009 145.00 -34.48
May 2010 50.80 Apr 2010 64.00 -20.63
May 2011 14.20 Apr 2011 15.60 -8.97
May 2012 7.60 Apr 2012 8.70 -12.64
May 2013 14.01 Apr 2013 12.41 12.89
May 2014 17.01 Apr 2014 17.60 -3.35
May 2015 18.74 Apr 2015 17.18 9.08
May 2016 24.24 Apr 2016 23.67 2.41

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