paststat loader
as on :Oct-18

$SHYG 47.73 0.04 0.08%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 47.68 Last 47.73
High 47.75 Low 47.68
Previous Close 47.69 Current Streak 3U
Change 0.04 Change % 0.08
Volume 542679 Avg Volume(3M) 454091
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 44.81
52 Week High % -0.71 52 Week Low % 6.52
20 Day High 47.84 20 Day Low 47.56
20 Day High % -0.23 20 Day Low % 0.36
$SHYG Moving Averages 1
SMA 20 47.68 0.10
SMA 50 47.62 0.23
SMA 200 47.55 0.38
$SHYG Bollinger Band Values 2
Upper Bollinger Band 47.81
Lower Bollinger Band 47.55
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.84
Resistance Level R2 47.78
Resistance Level R1 47.76
Pivot Point PP 47.72
Support Level S1 47.70
Support Level S2 47.66
Support Level S3 47.60
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.90
1.618 Fibonacci Extensions Level 47.84
1.382 Fibonacci Extensions Level 47.82
0.382 Fibonacci Retracement Level 47.66
0.618 Fibonacci Retracement Level 47.64
1.000 Fibonacci Retracement Level 47.62
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 47.77
DeMark Pivot Point 47.72
DeMark Support Level 47.71
$SHYG Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 46.82
50% Fibonacci Retracement from 52 Week Low 46.44
38.2% Fibonacci Retracement from 52 Week Low 46.06
$SHYG Stock Performance(%) 1
One Week Change % 0.17
One Month Change % -0.02
3 Months Change % -0.35
6 Months Change % 0.02
One Year Change % 3.57
Year-to-Date Change % 2.28
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha 1.58
Beta 0.00
Standard Deviation (1 Year) 3.42
1 Year Correlation with S&P 500 Index -0.01
1 Month Standard Deviation 0.58
1 Month Correlation with S&P 500 Index -0.05
$SHYG Relative Performance 1
One Day Relative Performance % -0.07
One Week Relative Performance % -0.14
One Month Relative Performance % -2.16
3 Months Relative Performance % -3.88
6 Months Relative Performance % -8.36
One Year Relative Performance % -13.47
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 47.73 0.04 0.08%
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 1005 51 0.01 0.02 1.12 0.18 -0.17 1.06 -1.27 1.20
RSI (2) crossed above 90 Long 55 58 0.03 0.04 1.29 0.16 -0.15 1.07 -0.97 0.93
RSI (2) above 90 Long 137 54 0.03 0.02 1.35 0.16 -0.13 1.23 -0.97 1.64
Bullish MACD Crossover Long 27 51 0.01 0.02 0.86 0.16 -0.16 1.00 -0.49 0.22
EMA(7) Crossed Above EMA(13) Short 18 61 0.00 0.00 0.67 0.12 -0.18 0.67 -0.48 0.00
EMA(7) Crossed Above EMA(26) Long 14 57 0.09 0.10 1.95 0.25 -0.13 1.92 -0.36 1.37
EMA(13) Crossed Above EMA(26) Long 8 50 0.01 -0.07 0.14 0.19 -0.18 1.06 -0.20 0.10
EMA(7) Crossed Above EMA(50) Short 13 46 0.02 0.02 0.89 0.21 -0.15 1.40 -0.45 0.31
EMA(13) Crossed Above EMA(50) Short 8 37 0.01 0.02 0.52 0.12 -0.06 2.00 -0.15 0.24
4th Quarter Long 253 51 0.01 0.02 1.04 0.21 -0.21 1.00 -1.27 0.50
Wednesday Short 206 53 0.01 0.00 1.16 0.17 -0.16 1.06 -0.69 0.64
October Long 88 55 0.03 0.02 1.30 0.20 -0.17 1.18 -0.86 1.06
3 Consecutive Up Days Long 145 55 0.03 0.02 1.45 0.15 -0.12 1.25 -0.49 1.89
3 Consecutive Green Candles Long 116 52 0.01 0.03 0.96 0.19 -0.20 0.95 -0.97 0.38
Above SMA 20 Long 630 54 0.02 0.02 1.35 0.14 -0.13 1.08 -0.97 2.63
Above SMA 50 Long 629 52 0.02 0.02 1.24 0.15 -0.13 1.15 -0.97 2.52
MACD Histogram turns +'ve in uptrend Long 19 52 0.03 0.02 0.96 0.13 -0.09 1.44 -0.40 0.72
Above SMA 200 Long 542 52 0.02 0.02 1.24 0.16 -0.15 1.07 -0.97 2.13
Close above R1 Long 270 52 0.03 0.02 1.33 0.17 -0.14 1.21 -1.09 2.10
$SHYG 47.73 0.04 0.08%
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 1005 57 0.01 -0.02 1.18 0.14 -0.16 0.88 -1.07 1.45
RSI (2) crossed above 90 Long 55 60 0.07 0.05 2.65 0.18 -0.09 2.00 -0.23 2.75
RSI (2) above 90 Long 137 53 0.05 0.02 1.82 0.18 -0.10 1.80 -0.79 2.83
Bullish MACD Crossover Short 27 62 0.02 -0.07 1.08 0.14 -0.18 0.78 -0.46 0.49
EMA(7) Crossed Above EMA(13) Long 18 44 0.03 -0.03 0.96 0.20 -0.11 1.82 -0.23 0.64
EMA(7) Crossed Above EMA(26) Long 14 64 0.10 0.10 4.21 0.19 -0.06 3.17 -0.16 2.37
EMA(13) Crossed Above EMA(26) Short 8 87 0.01 -0.07 0.66 0.12 -0.76 0.16 -0.76 0.08
EMA(7) Crossed Above EMA(50) Long 13 46 0.10 -0.02 1.53 0.33 -0.10 3.30 -0.25 1.20
EMA(13) Crossed Above EMA(50) Short 8 62 0.01 -0.04 0.89 0.11 -0.14 0.79 -0.20 0.20
4th Quarter Short 253 57 0.03 -0.02 1.34 0.16 -0.16 1.00 -0.75 1.96
Wednesday Short 206 59 0.04 -0.02 1.53 0.16 -0.16 1.00 -0.58 2.65
October Short 88 53 0.01 0.00 1.00 0.14 -0.14 1.00 -0.42 0.48
3 Consecutive Up Days Long 145 48 0.03 0.00 1.48 0.18 -0.10 1.80 -0.79 1.75
3 Consecutive Green Candles Long 116 53 0.05 0.02 1.57 0.21 -0.14 1.50 -0.98 2.03
Above SMA 20 Long 630 43 0.00 0.00 1.02 0.15 -0.11 1.36 -0.79 0.00
Above SMA 50 Short 629 57 0.00 -0.02 1.02 0.11 -0.15 0.73 -0.91 0.00
MACD Histogram turns +'ve in uptrend Short 19 63 0.02 -0.07 1.00 0.11 -0.14 0.79 -0.46 0.55
Above SMA 200 Short 542 57 0.01 -0.02 1.19 0.13 -0.15 0.87 -0.81 1.22
Close above R1 Long 270 47 0.02 0.00 1.31 0.17 -0.11 1.55 -0.79 1.58
$SHYG 47.73 0.04 0.08%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.10 -0.21%
  • 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 Oct

Exit Date Exit Entry Date Entry Change % P/L %
Oct 2013 43.39 Sep 2013 43.06 0.76
Oct 2014 44.68 Sep 2014 44.29 0.90
Oct 2015 43.92 Sep 2015 42.88 2.40
Oct 2016 46.16 Sep 2016 46.21 -0.11

try a 7 day trial of paststat premium features

harness the power of quantitative analysis and historical probabilities to make better investment decisions