paststat loader
as on :Dec-11

$SHYG 47.05 0.02 0.04%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 47.02 Last 47.05
High 47.07 Low 47.02
Previous Close 47.03 Current Streak 2U
Change 0.02 Change % 0.04
Volume 261009 Avg Volume(3M) 419872
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 46.19
52 Week High % -2.12 52 Week Low % 1.86
20 Day High 47.35 20 Day Low 46.72
20 Day High % -0.63 20 Day Low % 0.71
$SHYG Moving Averages 1
SMA 20 47.12 -0.15
SMA 50 47.39 -0.72
SMA 200 47.58 -1.11
$SHYG Bollinger Band Values 2
Upper Bollinger Band 47.85
Lower Bollinger Band 47.43
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.54
Resistance Level R2 47.47
Resistance Level R1 47.43
Pivot Point PP 47.40
Support Level S1 47.36
Support Level S2 47.33
Support Level S3 47.26
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.62
1.618 Fibonacci Extensions Level 47.55
1.382 Fibonacci Extensions Level 47.54
0.382 Fibonacci Retracement Level 47.34
0.618 Fibonacci Retracement Level 47.33
1.000 Fibonacci Retracement Level 47.30
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 47.42
DeMark Pivot Point 47.39
DeMark Support Level 47.35
$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 % 0.13
One Month Change % -0.06
3 Months Change % -1.18
6 Months Change % -1.71
One Year Change % 1.26
Year-to-Date Change % 0.82
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha 0.01
Beta 0.06
Standard Deviation (1 Year) 3.31
1 Year Correlation with S&P 500 Index 0.13
1 Month Standard Deviation 0.66
1 Month Correlation with S&P 500 Index 0.33
$SHYG Relative Performance 1
One Day Relative Performance % -0.35
One Week Relative Performance % -0.88
One Month Relative Performance % -2.05
3 Months Relative Performance % -4.75
6 Months Relative Performance % -7.87
One Year Relative Performance % -17.41
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 47.05 0.02 0.04%
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 1007 51 0.01 0.02 1.07 0.18 -0.17 1.06 -1.27 1.19
ADX in downtrend and above 30 Long 135 47 0.02 0.00 1.07 0.35 -0.28 1.25 -1.27 0.52
ADX in downtrend and above 40 Long 45 51 0.07 0.02 1.43 0.37 -0.24 1.54 -1.20 1.13
ADX in downtrend and crossed above 40 Short 4 75 0.02 -0.02 0.10 0.21 -0.55 0.38 -0.55 0.09
Fast S(14) %K Crossed Above %D Long 194 45 0.02 0.00 1.13 0.21 -0.14 1.50 -1.16 1.02
4th Quarter Short 255 51 0.00 0.00 1.00 0.22 -0.22 1.00 -1.27 0.00
Friday Short 200 52 0.01 0.00 1.04 0.17 -0.17 1.00 -0.86 0.53
December Short 86 48 0.01 0.02 0.99 0.28 -0.24 1.17 -1.27 0.24
3 Consecutive Red Candles Short 179 57 0.04 -0.02 1.41 0.22 -0.20 1.10 -0.96 1.73
Below SMA 20 Short 379 53 0.01 0.00 1.05 0.24 -0.26 0.92 -1.41 0.55
Below SMA 50 Short 356 52 0.01 0.00 1.02 0.24 -0.25 0.96 -1.41 0.53
Below SMA 200 Short 291 53 0.01 0.00 1.05 0.26 -0.29 0.90 -1.41 0.45
Volume Gainers 150% Short 69 53 0.01 0.00 0.97 0.14 -0.14 1.00 -0.88 0.38
Narrow Range 4 Long 241 52 0.03 0.02 1.31 0.19 -0.15 1.27 -1.06 1.88
Narrow Range 7 Long 134 56 0.05 0.04 1.75 0.19 -0.13 1.46 -0.49 2.52
$SHYG 47.05 0.02 0.04%
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 1007 57 0.01 -0.02 1.20 0.14 -0.16 0.88 -1.07 1.45
ADX in downtrend and above 30 Long 135 49 0.01 0.00 1.01 0.23 -0.21 1.10 -1.16 0.37
ADX in downtrend and above 40 Long 45 53 0.00 0.05 0.85 0.20 -0.22 0.91 -0.70 0.00
ADX in downtrend and crossed above 40 Long 4 100 0.13 0.13 727,878.28 0.13 0.00 0.00 0.00 2.88
Fast S(14) %K Crossed Above %D Short 194 62 0.01 -0.02 1.12 0.12 -0.19 0.63 -1.07 0.65
4th Quarter Short 255 56 0.03 -0.02 1.42 0.18 -0.16 1.13 -0.75 1.95
Friday Short 200 60 0.02 -0.02 1.32 0.14 -0.15 0.93 -0.76 1.38
December Short 86 58 0.05 -0.02 1.59 0.21 -0.17 1.24 -0.75 1.53
3 Consecutive Red Candles Short 179 69 0.09 -0.07 2.90 0.19 -0.14 1.36 -0.81 4.99
Below SMA 20 Short 379 58 0.04 -0.02 1.53 0.20 -0.18 1.11 -1.07 2.92
Below SMA 50 Short 356 57 0.03 -0.02 1.40 0.20 -0.19 1.05 -1.07 2.07
Below SMA 200 Short 291 53 0.01 -0.02 1.06 0.21 -0.22 0.95 -1.07 0.58
Volume Gainers 150% Long 69 46 0.03 0.00 1.26 0.17 -0.10 1.70 -0.38 1.29
Narrow Range 4 Short 241 58 0.01 -0.02 1.11 0.13 -0.16 0.81 -0.81 0.74
Narrow Range 7 Long 134 46 0.01 0.00 0.98 0.15 -0.12 1.25 -0.52 0.59
$SHYG 47.05 0.02 0.04%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.22 -0.47%
  • 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 Dec

Exit Date Exit Entry Date Entry Change % P/L %
Dec 2013 43.99 Nov 2013 43.60 0.89
Dec 2014 44.13 Nov 2014 44.46 -0.72
Dec 2015 42.47 Nov 2015 43.12 -1.51
Dec 2016 47.11 Nov 2016 46.33 1.68

try a 7 day trial of paststat premium features

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