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as on: Feb-24 09:47

$SHYG 47.89 -0.06 -0.13%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 47.89 Last 47.89
High 47.89 Low 47.89
Previous Close 47.95 Current Streak 1D
Change -0.06 Change % -0.13
Volume 47612 Avg Volume(3M) 471994
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.04 52 Week Low 42.36
52 Week High % -0.31 52 Week Low % 13.05
20 Day High 48.04 20 Day Low 47.39
20 Day High % -0.31 20 Day Low % 1.06
$SHYG Moving Averages 1
SMA 20 47.70 0.40
SMA 50 47.39 1.06
SMA 200 46.01 4.09
$SHYG Bollinger Band Values 2
Upper Bollinger Band 47.96
Lower Bollinger Band 47.44
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.89
Resistance Level R2 47.89
Resistance Level R1 47.89
Pivot Point PP 47.89
Support Level S1 47.89
Support Level S2 47.89
Support Level S3 47.89
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.89
1.618 Fibonacci Extensions Level 47.89
1.382 Fibonacci Extensions Level 47.89
0.382 Fibonacci Retracement Level 47.89
0.618 Fibonacci Retracement Level 47.89
1.000 Fibonacci Retracement Level 47.89
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 47.89
DeMark Pivot Point 47.89
DeMark Support Level 47.89
$SHYG Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 45.87
50% Fibonacci Retracement from 52 Week Low 45.20
38.2% Fibonacci Retracement from 52 Week Low 44.53
$SHYG Stock Performance(%) 1
One Week Change % 0.31
One Month Change % 0.88
3 Months Change % 3.59
6 Months Change % 4.12
One Year Change % 12.52
Year-to-Date Change % 1.65
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha 4.73
Beta 0.29
Standard Deviation (1 Year) 4.32
1 Year Correlation with S&P 500 Index 0.70
1 Month Standard Deviation 0.36
1 Month Correlation with S&P 500 Index 0.41
$SHYG Relative Performance 1
One Day Relative Performance % 0.19
One Week Relative Performance % -0.08
One Month Relative Performance % -1.68
3 Months Relative Performance % -3.08
6 Months Relative Performance % -4.00
One Year Relative Performance % -7.73
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 47.89 -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 842 52 0.01 0.02 1.14 0.19 -0.18 1.06 -1.27 1.05
Filled Full Gap Up Long 153 50 0.02 0.02 1.15 0.17 -0.14 1.21 -0.97 1.09
RSI (14) above 70 Long 58 44 0.00 0.00 0.93 0.13 -0.11 1.18 -0.60 0.00
RSI (14) above 80 Long 3 66 0.02 0.08 0.83 0.08 -0.11 0.73 -0.11 0.32
RSI (2) above 90 Long 107 57 0.04 0.04 1.51 0.17 -0.14 1.21 -0.97 1.83
RSI (2) above 95 Long 70 54 0.03 0.03 1.28 0.16 -0.13 1.23 -0.32 1.35
RSI (2) above 98 Long 29 51 0.01 0.06 0.98 0.17 -0.16 1.06 -0.27 0.28
ADX in uptrend and above 30 Long 184 53 0.02 0.02 1.20 0.15 -0.14 1.07 -0.97 1.30
ADX in uptrend and above 40 Long 73 58 0.02 0.02 1.33 0.12 -0.12 1.00 -0.59 1.06
CCI moved above 200 Long 16 75 0.08 0.09 3.26 0.14 -0.10 1.40 -0.18 2.12
Gainers with 1Xstd(20) up move Long 135 52 0.02 0.02 1.10 0.20 -0.19 1.05 -1.16 0.75
Fast S(14) Overbought and above 80 Long 337 55 0.03 0.02 1.49 0.15 -0.12 1.25 -0.68 2.90
Slow S(14) Overbought and above 80 Long 325 56 0.03 0.02 1.54 0.16 -0.12 1.33 -0.68 2.77
Slow S(14) Overbought and above 90 Long 176 55 0.03 0.02 1.53 0.16 -0.12 1.33 -0.68 1.95
Slow S(14) %K Crossed Below %D Long 104 65 0.02 0.07 1.09 0.16 -0.26 0.62 -1.06 0.73
1st Quarter Long 218 57 0.03 0.04 1.34 0.19 -0.18 1.06 -1.09 1.56
Thursday Long 169 56 0.01 0.04 1.06 0.20 -0.23 0.87 -1.27 0.41
February Long 73 69 0.07 0.06 2.11 0.18 -0.19 0.95 -0.72 2.16
Month High Long 182 56 0.04 0.03 1.71 0.15 -0.11 1.36 -0.97 2.76
Month Closing High Long 186 53 0.02 0.02 1.27 0.14 -0.12 1.17 -0.97 1.41
Quarter High Long 114 53 0.03 0.03 1.45 0.15 -0.11 1.36 -0.97 1.60
Quarter Closing High Long 125 50 0.01 0.02 1.13 0.15 -0.13 1.15 -0.97 0.55
5% Top Range from Quarter High Long 160 51 0.01 0.02 1.09 0.15 -0.14 1.07 -0.97 0.62
Half Year High Long 76 57 0.03 0.04 1.37 0.15 -0.13 1.15 -0.97 1.25
Half Year Closing High Long 96 55 0.02 0.04 1.17 0.14 -0.13 1.08 -0.97 0.98
5% Top Range from Half Year High Long 164 56 0.02 0.02 1.30 0.15 -0.14 1.07 -0.97 1.27
Year High Long 46 56 0.03 0.04 1.41 0.14 -0.11 1.27 -0.49 1.26
Year Closing High Long 59 55 0.02 0.04 1.15 0.12 -0.12 1.00 -0.49 0.97
10% Top Range from Year High Long 182 56 0.01 0.04 1.10 0.15 -0.17 0.88 -0.97 0.61
5% Top Range from Year High Long 134 57 0.02 0.04 1.29 0.14 -0.14 1.00 -0.68 1.22
3 Consecutive Up Days Long 123 55 0.03 0.03 1.53 0.15 -0.11 1.36 -0.49 1.73
4 Consecutive Up Days Long 67 46 0.01 0.00 1.02 0.14 -0.10 1.40 -0.28 0.48
Above SMA 20 Long 536 55 0.03 0.02 1.45 0.15 -0.13 1.15 -0.97 3.56
Close above UBB Long 54 59 0.04 0.03 2.03 0.13 -0.08 1.63 -0.25 2.00
Consecutive closes above UBB Long 29 55 0.03 0.02 1.39 0.13 -0.09 1.44 -0.25 1.07
Intraday High above UBB Long 117 58 0.03 0.04 1.82 0.12 -0.09 1.33 -0.97 2.07
Above SMA 50 Long 523 54 0.02 0.02 1.38 0.16 -0.13 1.23 -0.97 2.23
Above SMA 200 Long 378 53 0.03 0.02 1.34 0.18 -0.15 1.20 -0.97 2.54
3 Higher Highs Long 144 59 0.05 0.04 1.78 0.17 -0.14 1.21 -0.97 2.67
4 Higher Highs Long 78 56 0.04 0.04 1.58 0.18 -0.13 1.38 -0.97 1.55
$SHYG 47.89 -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 842 57 0.01 -0.02 1.09 0.14 -0.17 0.82 -1.08 1.27
Filled Full Gap Up Short 153 61 0.02 -0.02 1.31 0.13 -0.15 0.87 -0.59 1.23
RSI (14) above 70 Short 58 63 0.03 -0.02 1.74 0.11 -0.10 1.10 -0.29 1.71
RSI (14) above 80 Short 3 66 0.01 0.00 0.00 0.03 -0.04 0.75 -0.04 0.34
RSI (2) above 90 Long 107 54 0.06 0.04 2.00 0.20 -0.11 1.82 -0.78 2.72
RSI (2) above 95 Long 70 47 0.01 0.00 0.98 0.15 -0.11 1.36 -0.78 0.40
RSI (2) above 98 Long 29 51 0.03 0.02 1.04 0.17 -0.11 1.55 -0.27 0.74
ADX in uptrend and above 30 Short 184 60 0.02 -0.02 1.22 0.12 -0.15 0.80 -0.59 1.56
ADX in uptrend and above 40 Short 73 61 0.03 -0.02 1.54 0.11 -0.10 1.10 -0.30 1.89
CCI moved above 200 Long 16 50 0.07 0.04 1.38 0.24 -0.09 2.67 -0.36 1.05
Gainers with 1Xstd(20) up move Long 135 48 0.02 0.00 1.15 0.20 -0.15 1.33 -0.78 0.94
Fast S(14) Overbought and above 80 Long 337 43 0.01 0.00 1.14 0.16 -0.10 1.60 -0.79 0.98
Slow S(14) Overbought and above 80 Long 325 42 0.01 -0.02 1.07 0.16 -0.10 1.60 -0.79 0.97
Slow S(14) Overbought and above 90 Long 176 42 0.01 0.00 1.12 0.17 -0.10 1.70 -0.79 0.67
Slow S(14) %K Crossed Below %D Short 104 48 0.02 0.02 1.18 0.19 -0.13 1.46 -0.52 0.84
1st Quarter Long 218 48 0.04 0.00 1.60 0.21 -0.12 1.75 -0.57 2.48
Thursday Short 169 55 0.01 0.00 1.01 0.15 -0.18 0.83 -1.08 0.50
February Long 73 57 0.09 0.04 2.53 0.24 -0.11 2.18 -0.57 2.80
Month High Long 182 37 0.01 -0.02 1.02 0.18 -0.10 1.80 -0.78 0.68
Month Closing High Long 186 41 0.01 -0.01 1.11 0.17 -0.10 1.70 -0.78 0.70
Quarter High Short 114 61 0.00 -0.02 0.92 0.12 -0.18 0.67 -0.73 0.00
Quarter Closing High Long 125 40 0.00 -0.02 0.92 0.17 -0.12 1.42 -0.78 0.00
5% Top Range from Quarter High Long 160 39 0.00 -0.02 0.98 0.19 -0.11 1.73 -0.78 0.00
Half Year High Long 76 46 0.02 0.00 1.12 0.19 -0.12 1.58 -0.78 0.80
Half Year Closing High Long 96 46 0.01 0.00 1.04 0.16 -0.12 1.33 -0.78 0.48
5% Top Range from Half Year High Long 164 48 0.02 0.00 1.21 0.16 -0.12 1.33 -0.78 1.31
Year High Short 46 52 0.00 0.00 0.78 0.15 -0.16 0.94 -0.45 0.00
Year Closing High Long 59 49 0.00 0.00 0.89 0.13 -0.13 1.00 -0.78 0.00
10% Top Range from Year High Long 182 46 0.00 0.00 0.98 0.16 -0.13 1.23 -0.78 0.00
5% Top Range from Year High Long 134 46 0.00 0.00 0.94 0.15 -0.12 1.25 -0.78 0.00
3 Consecutive Up Days Long 123 47 0.04 0.00 1.52 0.20 -0.10 2.00 -0.78 2.04
4 Consecutive Up Days Long 67 38 0.01 0.00 0.99 0.20 -0.10 2.00 -0.78 0.37
Above SMA 20 Long 536 43 0.01 -0.01 1.10 0.16 -0.11 1.45 -0.79 1.21
Close above UBB Short 54 61 0.01 0.00 0.91 0.11 -0.16 0.69 -0.90 0.34
Consecutive closes above UBB Short 29 62 0.05 -0.02 1.76 0.14 -0.09 1.56 -0.18 1.44
Intraday High above UBB Short 117 59 0.01 -0.02 1.11 0.11 -0.14 0.79 -0.90 0.58
Above SMA 50 Long 523 43 0.01 0.00 1.05 0.16 -0.12 1.33 -0.99 1.18
Above SMA 200 Short 378 57 0.00 -0.02 1.01 0.13 -0.17 0.76 -0.73 0.00
3 Higher Highs Long 144 50 0.04 0.02 1.72 0.18 -0.10 1.80 -0.78 2.29
4 Higher Highs Long 78 50 0.05 0.01 1.70 0.20 -0.10 2.00 -0.78 1.95
$SHYG 47.89 -0.06 -0.13%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : 0.47 0.99%
  • 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 1.57 0.27 3
Aug 3 2 1 67 0.36 1.14 1.26 -1.45 0.87 1.38 -1.45 6
Dec 4 2 2 50 0.09 0.07 1.30 -1.12 1.16 1.70 -1.50 8
Feb 3 3 0 100 1.34 1.33 1.34 0.00 0.00 1.87 0.83 1
Jan 3 2 1 67 -0.20 0.23 0.25 -1.10 0.23 0.27 -1.10 9
Jul 3 1 2 33 -0.27 -1.00 1.29 -1.06 1.22 1.29 -1.11 10
Jun 3 2 1 67 0.32 0.62 0.98 -0.99 0.99 1.33 -0.99 7
Mar 3 2 1 67 0.42 0.25 0.82 -0.38 2.16 1.40 -0.38 5
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 -0.37 -0.08 0.41 -1.16 0.35 0.48 -1.81 11
Oct 4 3 1 75 0.99 0.83 1.36 -0.11 12.36 2.41 -0.11 2
Sep 3 1 2 33 -1.21 -1.66 0.35 -1.98 0.18 0.35 -2.31 12

$SHYG Historical Returns in Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 2014 44.69 Jan 2014 44.33 0.83
Feb 2015 45.28 Jan 2015 44.45 1.87
Feb 2016 42.77 Jan 2016 42.21 1.33

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