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as on :Aug-18

$SHYG 47.41 0.07 0.15%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 47.41 Last 47.41
High 47.49 Low 47.34
Previous Close 47.34 Current Streak 1U
Change 0.07 Change % 0.15
Volume 488776 Avg Volume(3M) 483004
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 44.81
52 Week High % -1.37 52 Week Low % 5.80
20 Day High 48.03 20 Day Low 47.24
20 Day High % -1.29 20 Day Low % 0.36
$SHYG Moving Averages 1
SMA 20 47.67 -0.55
SMA 50 47.71 -0.63
SMA 200 47.20 0.44
$SHYG Bollinger Band Values 2
Upper Bollinger Band 48.14
Lower Bollinger Band 47.20
$SHYG Daily Pivot Point Values 2
Resistance Level R3 47.72
Resistance Level R2 47.57
Resistance Level R1 47.50
Pivot Point PP 47.42
Support Level S1 47.35
Support Level S2 47.27
Support Level S3 47.12
$SHYG Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 47.88
1.618 Fibonacci Extensions Level 47.73
1.382 Fibonacci Extensions Level 47.70
0.382 Fibonacci Retracement Level 47.28
0.618 Fibonacci Retracement Level 47.25
1.000 Fibonacci Retracement Level 47.19
$SHYG DeMark Pivot Points 2
DeMark Resistance Level 47.54
DeMark Pivot Point 47.44
DeMark Support Level 47.39
$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 % 0.19
One Month Change % -1.02
3 Months Change % -1.04
6 Months Change % -0.01
One Year Change % 4.19
Year-to-Date Change % 1.60
$SHYG Alpha, Beta , Correlation & Volatility 2
Alpha 2.62
Beta -0.04
Standard Deviation (1 Year) 3.59
1 Year Correlation with S&P 500 Index -0.09
1 Month Standard Deviation 0.92
1 Month Correlation with S&P 500 Index 0.08
$SHYG Relative Performance 1
One Day Relative Performance % 0.17
One Week Relative Performance % 0.67
One Month Relative Performance % 0.73
3 Months Relative Performance % -2.49
6 Months Relative Performance % -2.73
One Year Relative Performance % -6.39
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$SHYG 47.41 0.07 0.15%
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
Above SMA 200 Long 501 52 0.02 0.02 1.24 0.17 -0.15 1.13 -0.97 2.00
Below SMA 20 Short 339 53 0.01 0.00 1.06 0.25 -0.27 0.93 -1.41 0.50
Below SMA 50 Short 308 52 0.01 0.00 1.02 0.26 -0.27 0.96 -1.41 0.46
Any Random Day Long 965 51 0.01 0.02 1.12 0.19 -0.17 1.12 -1.27 1.16
August Long 78 55 0.00 0.04 0.91 0.16 -0.19 0.84 -1.20 0.00
Fast S(14) %K Crossed Above %D Long 183 47 0.02 0.00 1.16 0.21 -0.15 1.40 -1.16 0.97
Friday Short 192 49 0.00 0.02 0.95 0.18 -0.17 1.06 -0.86 0.00
Long Legged Doji Short 59 54 0.02 0.00 1.11 0.15 -0.14 1.07 -0.44 0.79
3rd Quarter Short 225 51 0.02 0.00 1.16 0.18 -0.16 1.13 -0.88 1.24
$SHYG 47.41 0.07 0.15%
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
Above SMA 200 Short 501 58 0.01 -0.02 1.19 0.13 -0.15 0.87 -0.81 1.13
Below SMA 20 Short 339 58 0.04 -0.02 1.51 0.21 -0.19 1.11 -1.07 2.64
Below SMA 50 Short 308 57 0.04 -0.03 1.40 0.21 -0.20 1.05 -1.07 2.42
Any Random Day Short 965 57 0.01 -0.02 1.17 0.14 -0.17 0.82 -1.07 1.40
August Short 78 55 0.01 0.00 0.99 0.16 -0.18 0.89 -0.65 0.36
Fast S(14) %K Crossed Above %D Short 183 62 0.00 -0.02 1.05 0.13 -0.20 0.65 -1.07 0.00
Friday Short 192 60 0.02 -0.02 1.26 0.13 -0.16 0.81 -0.76 1.33
Long Legged Doji Short 59 61 0.03 -0.02 1.37 0.12 -0.12 1.00 -0.44 1.36
3rd Quarter Short 225 59 0.03 -0.02 1.40 0.15 -0.15 1.00 -0.74 2.17
$SHYG 47.41 0.07 0.15%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.57 -1.19%
  • 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 Aug

Exit Date Exit Entry Date Entry Change % P/L %
Aug 2014 45.03 Jul 2014 44.53 1.12
Aug 2015 43.90 Jul 2015 44.55 -1.44
Aug 2016 46.06 Jul 2016 45.43 1.36

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