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as on :Apr-23

$SHYG 46.70 -0.13 -0.28%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 46.83 Last 46.70
High 46.87 Low 46.70
Previous Close 46.83 Current Streak 4D
Change -0.13 Change % -0.28
Volume 376337 Avg Volume(3M) 382134
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 45.93
52 Week High % -2.85 52 Week Low % 1.68
20 Day High 47.13 20 Day Low 46.36
20 Day High % -0.91 20 Day Low % 0.73
$SHYG Moving Averages 1
SMA 20 46.76 -0.13
SMA 50 46.74 -0.09
SMA 200 47.26 -1.18
$SHYG Bollinger Band Values 2
Upper Bollinger Band 47.11
Lower Bollinger Band 46.41
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.10
Resistance Level R2 46.93
Resistance Level R1 46.82
Pivot Point PP 46.76
Support Level S1 46.65
Support Level S2 46.59
Support Level S3 46.42
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.32
1.618 Fibonacci Extensions Level 47.15
1.382 Fibonacci Extensions Level 47.10
0.382 Fibonacci Retracement Level 46.64
0.618 Fibonacci Retracement Level 46.59
1.000 Fibonacci Retracement Level 46.53
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 46.79
DeMark Pivot Point 46.74
DeMark Support Level 46.62
$SHYG Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 47.25
50% Fibonacci Retracement from 52 Week Low 47.00
38.2% Fibonacci Retracement from 52 Week Low 46.75
$SHYG Stock Performance(%) 1
One Week Change % -0.70
One Month Change % 0.34
3 Months Change % -1.54
6 Months Change % -2.22
One Year Change % -2.44
Year-to-Date Change % -0.91
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha -4.21
Beta -0.02
Standard Deviation (1 Year) 3.19
1 Year Correlation with S&P 500 Index -0.05
1 Month Standard Deviation 1.19
1 Month Correlation with S&P 500 Index -0.37
$SHYG Relative Performance 1
One Day Relative Performance % -0.26
One Week Relative Performance % -0.42
One Month Relative Performance % -2.87
3 Months Relative Performance % 4.63
6 Months Relative Performance % -6.17
One Year Relative Performance % -14.14
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 46.70 -0.13 -0.28%
iShares 0-5 Year High Yield Corporate Bond ETF

  • 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 1003 50 0.01 0.02 1.04 0.19 -0.18 1.06 -1.27 1.16
Long Red Candle Short 204 50 0.01 0.00 1.08 0.22 -0.20 1.10 -0.93 0.50
Close in the Bottom Range Long 187 54 0.01 0.04 1.08 0.22 -0.23 0.96 -1.27 0.44
RSI (2) crossed below 5 Short 30 60 0.02 -0.03 1.05 0.20 -0.26 0.77 -0.61 0.38
RSI (2) below 5 Short 200 56 0.03 0.00 1.25 0.20 -0.19 1.05 -1.27 1.37
RSI (2) below 10 Short 248 57 0.03 0.00 1.37 0.20 -0.18 1.11 -1.27 1.58
Losers with 1Xstd(20) down move Short 152 55 0.04 -0.01 1.37 0.25 -0.21 1.19 -0.64 1.61
Losers with 1Xstd(50) down move Short 144 52 0.02 0.00 1.08 0.25 -0.24 1.04 -1.03 0.71
2nd Quarter Long 252 51 0.02 0.02 1.32 0.17 -0.13 1.31 -0.97 1.46
Monday Long 184 48 0.01 0.00 1.03 0.20 -0.17 1.18 -0.73 0.53
April Long 81 56 0.05 0.04 1.72 0.18 -0.13 1.38 -0.47 2.15
3 Consecutive Down Days Short 97 58 0.03 -0.02 1.15 0.28 -0.32 0.88 -1.27 0.73
4 Consecutive Down Days Short 50 68 0.06 -0.06 1.24 0.29 -0.44 0.66 -1.27 0.89
3 Consecutive Red Candles Short 172 57 0.05 -0.02 1.44 0.23 -0.21 1.10 -0.96 2.07
4 Consecutive Red Candles Short 111 58 0.05 -0.02 1.40 0.26 -0.24 1.08 -0.96 1.45
Below SMA 20 Short 413 52 0.01 0.00 1.02 0.24 -0.25 0.96 -1.41 0.58
Crossed below SMA 20 Short 50 54 0.03 0.00 1.08 0.21 -0.19 1.11 -0.46 0.80
Below SMA 50 Short 415 52 0.01 0.00 1.02 0.24 -0.25 0.96 -1.41 0.59
Crossed below SMA 50 Short 36 44 0.01 0.02 0.95 0.22 -0.15 1.47 -0.64 0.23
Below SMA 200 Short 379 53 0.01 0.00 1.06 0.25 -0.26 0.96 -1.41 0.55
Close below S1 Short 203 50 0.01 0.00 1.07 0.24 -0.22 1.09 -1.27 0.44
Close below S2 Short 107 50 0.02 0.00 1.12 0.24 -0.21 1.14 -1.03 0.68
Close below S3 Short 31 51 0.02 0.00 1.03 0.21 -0.18 1.17 -0.33 0.45
3 Lower Lows Short 97 57 0.05 -0.02 1.33 0.26 -0.24 1.08 -0.93 1.43
4 Lower Lows Short 49 59 0.08 -0.02 1.68 0.27 -0.19 1.42 -0.89 1.61
$SHYG 46.70 -0.13 -0.28%
iShares 0-5 Year High Yield Corporate Bond ETF

  • 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 1001 56 0.01 -0.02 1.14 0.15 -0.17 0.88 -1.07 1.39
Long Red Candle Short 204 62 0.06 -0.04 1.96 0.19 -0.16 1.19 -0.84 3.42
Close in the Bottom Range Short 187 62 0.06 -0.02 1.87 0.19 -0.16 1.19 -0.65 3.25
RSI (2) crossed below 5 Short 30 56 0.02 -0.02 1.07 0.19 -0.21 0.90 -0.62 0.44
RSI (2) below 5 Short 200 65 0.05 -0.03 1.61 0.18 -0.20 0.90 -0.92 2.59
RSI (2) below 10 Short 248 64 0.05 -0.04 1.81 0.18 -0.18 1.00 -0.92 3.04
Losers with 1Xstd(20) down move Short 152 64 0.08 -0.08 2.35 0.22 -0.17 1.29 -0.84 3.79
Losers with 1Xstd(50) down move Short 144 61 0.06 -0.06 1.77 0.23 -0.20 1.15 -0.92 2.46
2nd Quarter Short 252 59 0.02 0.00 1.26 0.13 -0.14 0.93 -0.59 1.74
Monday Short 184 55 0.00 0.00 0.98 0.14 -0.17 0.82 -0.91 0.00
April Short 81 55 0.01 -0.02 1.07 0.13 -0.14 0.93 -0.49 0.51
3 Consecutive Down Days Short 97 57 0.05 -0.05 1.41 0.26 -0.24 1.08 -0.92 1.46
4 Consecutive Down Days Short 50 66 0.09 -0.11 1.70 0.28 -0.28 1.00 -0.92 1.72
3 Consecutive Red Candles Short 172 69 0.09 -0.08 2.67 0.19 -0.15 1.27 -0.81 4.75
4 Consecutive Red Candles Short 111 72 0.10 -0.08 2.86 0.21 -0.17 1.24 -0.81 3.79
Below SMA 20 Short 412 57 0.03 -0.02 1.37 0.20 -0.19 1.05 -1.07 2.23
Crossed below SMA 20 Short 50 64 0.05 -0.04 1.52 0.18 -0.17 1.06 -0.39 1.54
Below SMA 50 Short 413 56 0.03 -0.02 1.30 0.20 -0.19 1.05 -1.07 2.24
Crossed below SMA 50 Short 36 63 0.09 -0.05 3.43 0.19 -0.09 2.11 -0.23 2.59
Below SMA 200 Short 377 52 0.00 0.00 1.01 0.20 -0.21 0.95 -1.07 0.00
Close below S1 Short 203 61 0.05 -0.04 1.66 0.20 -0.18 1.11 -0.92 2.69
Close below S2 Short 107 60 0.05 -0.02 1.59 0.20 -0.19 1.05 -0.92 1.85
Close below S3 Short 31 67 0.09 -0.06 3.06 0.18 -0.11 1.64 -0.24 2.60
3 Lower Lows Short 97 63 0.07 -0.12 1.77 0.24 -0.23 1.04 -0.84 2.36
4 Lower Lows Short 49 71 0.09 -0.12 2.27 0.22 -0.23 0.96 -0.73 2.29
$SHYG 46.70 -0.13 -0.28%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.08 -0.17%
  • 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 3 3 0 100 0.85 0.71 0.85 0.00 0.00 1.58 0.27 3
Aug 3 2 1 67 0.35 1.12 1.24 -1.44 0.86 1.36 -1.44 5
Dec 4 2 2 50 0.08 0.08 1.28 -1.12 1.14 1.68 -1.51 8
Feb 4 4 0 100 1.28 1.20 1.28 0.00 0.00 1.88 0.82 1
Jan 4 3 1 75 0.05 0.25 0.43 -1.11 0.39 0.79 -1.11 9
Jul 3 1 2 33 -0.26 -0.98 1.29 -1.04 1.24 1.29 -1.09 10
Jun 3 2 1 67 0.32 0.63 0.98 -0.99 0.99 1.33 -0.99 6
Mar 4 2 2 50 0.20 -0.06 0.82 -0.41 2.00 1.39 -0.46 7
May 3 3 0 100 0.52 0.51 0.52 0.00 0.00 0.98 0.07 4
Nov 4 2 2 50 -0.38 -0.08 0.41 -1.17 0.35 0.48 -1.82 11
Oct 4 3 1 75 0.99 0.83 1.35 -0.11 12.27 2.40 -0.11 2
Sep 3 1 2 33 -1.20 -1.64 0.35 -1.98 0.18 0.35 -2.32 12

$SHYG Historical Returns in Apr

Exit Date Exit Entry Date Entry Change % P/L %
Apr 2014 44.71 Mar 2014 44.59 0.27
Apr 2015 45.21 Mar 2015 44.89 0.71
Apr 2016 43.84 Mar 2016 43.16 1.58

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