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as on: Jun-28 09:49

$SHYG 47.75 0.06 0.13%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 47.78 Last 47.75
High 47.78 Low 47.75
Previous Close 47.69 Current Streak 1U
Change 0.06 Change % 0.13
Volume 20848 Avg Volume(3M) 446750
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 44.31
52 Week High % -0.67 52 Week Low % 7.76
20 Day High 47.96 20 Day Low 47.53
20 Day High % -0.44 20 Day Low % 0.46
$SHYG Moving Averages 1
SMA 20 47.78 -0.06
SMA 50 47.80 -0.10
SMA 200 46.85 1.92
$SHYG Bollinger Band Values 2
Upper Bollinger Band 47.97
Lower Bollinger Band 47.59
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.82
Resistance Level R2 47.79
Resistance Level R1 47.77
Pivot Point PP 47.76
Support Level S1 47.74
Support Level S2 47.73
Support Level S3 47.70
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.86
1.618 Fibonacci Extensions Level 47.83
1.382 Fibonacci Extensions Level 47.82
0.382 Fibonacci Retracement Level 47.74
0.618 Fibonacci Retracement Level 47.73
1.000 Fibonacci Retracement Level 47.72
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 47.77
DeMark Pivot Point 47.76
DeMark Support Level 47.74
$SHYG Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 46.63
50% Fibonacci Retracement from 52 Week Low 46.19
38.2% Fibonacci Retracement from 52 Week Low 45.75
$SHYG Stock Performance(%) 1
One Week Change % 0.46
One Month Change % -0.58
3 Months Change % 0.43
6 Months Change % 2.32
One Year Change % 7.48
Year-to-Date Change % 2.32
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha 1.62
Beta 0.28
Standard Deviation (1 Year) 3.58
1 Year Correlation with S&P 500 Index 0.63
1 Month Standard Deviation 0.80
1 Month Correlation with S&P 500 Index 0.33
$SHYG Relative Performance 1
One Day Relative Performance % -0.33
One Week Relative Performance % 0.67
One Month Relative Performance % -1.35
3 Months Relative Performance % -2.15
6 Months Relative Performance % -5.29
One Year Relative Performance % -7.18
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 47.75 0.06 0.13%
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 928 51 0.01 0.02 1.13 0.19 -0.18 1.06 -1.27 1.12
Long Red Candle Short 186 49 0.01 0.02 0.99 0.21 -0.19 1.11 -0.93 0.47
Marubozu Opening Red Short 28 53 0.03 0.00 0.90 0.25 -0.22 1.14 -0.64 0.45
Close in the Bottom Range Long 173 59 0.04 0.06 1.37 0.20 -0.21 0.95 -1.27 1.77
Trend Sell Day Long 81 55 0.00 0.06 0.96 0.18 -0.22 0.82 -1.06 0.00
EMA(7) Crossed Below EMA(50) Long 8 62 0.08 0.15 0.82 0.33 -0.33 1.00 -0.67 0.51
Losers with 1Xstd(20) down move Short 134 50 0.03 0.01 1.21 0.25 -0.19 1.32 -0.64 1.14
Losers with 1Xstd(50) down move Long 121 51 0.00 0.02 0.93 0.24 -0.25 0.96 -1.20 0.00
Fast S(14) %K Crossed Below %D Long 177 57 0.02 0.04 1.16 0.17 -0.19 0.89 -1.27 0.99
2nd Quarter Long 249 50 0.02 0.02 1.34 0.16 -0.12 1.33 -0.97 1.50
Tuesday Long 192 55 0.05 0.02 1.56 0.22 -0.16 1.38 -1.13 2.36
June Long 83 51 0.01 0.02 1.02 0.19 -0.18 1.06 -0.97 0.33
10% Top Range from Year High Long 255 53 0.00 0.02 1.02 0.14 -0.16 0.88 -0.97 0.00
Below SMA 20 Short 320 53 0.01 0.00 1.05 0.26 -0.28 0.93 -1.41 0.47
Below SMA 50 Short 285 52 0.01 0.00 1.03 0.27 -0.28 0.96 -1.41 0.43
Crossed below SMA 50 Short 21 47 0.03 0.02 0.98 0.25 -0.17 1.47 -0.64 0.45
Above SMA 200 Long 464 52 0.02 0.02 1.28 0.17 -0.15 1.13 -0.97 1.91
SMA 20 crossed below SMA 50 Long 6 66 0.03 0.07 0.68 0.17 -0.26 0.65 -0.26 0.31
Close below S1 Long 173 54 0.01 0.02 0.98 0.22 -0.25 0.88 -1.20 0.40
Close below S2 Short 87 43 0.00 0.04 0.93 0.25 -0.19 1.32 -1.03 0.00
$SHYG 47.75 0.06 0.13%
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 928 57 0.01 -0.02 1.15 0.14 -0.17 0.82 -1.07 1.36
Long Red Candle Short 186 61 0.06 -0.04 1.88 0.19 -0.15 1.27 -0.65 3.32
Marubozu Opening Red Short 28 57 0.11 -0.09 2.02 0.31 -0.16 1.94 -0.37 1.76
Close in the Bottom Range Short 173 58 0.05 -0.02 1.67 0.18 -0.14 1.29 -0.65 2.65
Trend Sell Day Short 81 61 0.06 -0.02 1.76 0.18 -0.14 1.29 -0.62 2.14
EMA(7) Crossed Below EMA(50) Short 8 50 0.05 -0.03 0.69 0.34 -0.23 1.48 -0.53 0.38
Losers with 1Xstd(20) down move Short 134 59 0.07 -0.04 2.23 0.22 -0.14 1.57 -0.62 3.25
Losers with 1Xstd(50) down move Short 121 56 0.05 -0.02 1.57 0.23 -0.18 1.28 -0.92 1.88
Fast S(14) %K Crossed Below %D Short 177 56 0.03 -0.02 1.33 0.16 -0.15 1.07 -0.81 1.75
2nd Quarter Short 249 62 0.03 -0.02 1.45 0.13 -0.14 0.93 -0.59 2.64
Tuesday Long 192 43 0.01 -0.02 1.08 0.19 -0.13 1.46 -0.83 0.61
June Short 83 59 0.01 0.00 1.04 0.12 -0.15 0.80 -0.59 0.44
10% Top Range from Year High Short 255 56 0.01 -0.02 1.16 0.13 -0.14 0.93 -0.74 0.84
Below SMA 20 Short 320 57 0.04 -0.03 1.45 0.21 -0.19 1.11 -1.07 2.52
Below SMA 50 Short 285 57 0.03 -0.05 1.36 0.22 -0.21 1.05 -1.07 1.70
Crossed below SMA 50 Short 21 76 0.14 -0.09 5.37 0.22 -0.11 2.00 -0.23 2.75
Above SMA 200 Short 464 57 0.01 -0.02 1.13 0.13 -0.16 0.81 -0.81 1.07
SMA 20 crossed below SMA 50 Short 6 66 0.12 0.00 1.75 0.20 -0.04 5.00 -0.04 1.14
Close below S1 Short 173 56 0.04 -0.02 1.47 0.20 -0.17 1.18 -0.92 1.99
Close below S2 Short 87 54 0.04 0.00 1.39 0.21 -0.17 1.24 -0.92 1.34
$SHYG 47.75 0.06 0.13%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.34 -0.71%
  • 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 Jun

Exit Date Exit Entry Date Entry Change % P/L %
Jun 2014 45.02 May 2014 44.74 0.63
Jun 2015 44.99 May 2015 45.44 -0.99
Jun 2016 44.85 May 2016 44.27 1.33

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