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as on: Feb-17 09:30

$SHYG 46.94 0.10 0.21%

iShares 0-5 Year High Yield Corporate Bond ETF

$SHYG Open, High, Low, Close, Volume 1
Open 46.79 Last 46.94
High 46.97 Low 46.79
Previous Close 46.84 Current Streak 3U
Change 0.10 Change % 0.21
Volume 195890 Avg Volume(3M) 389719
$SHYG 52 Week High/Low , Month High/Low 1
52 Week High 48.07 52 Week Low 45.93
52 Week High % -2.35 52 Week Low % 2.20
20 Day High 47.47 20 Day Low 45.93
20 Day High % -1.12 20 Day Low % 2.20
$SHYG Moving Averages 1
SMA 20 46.94 0.00
SMA 50 47.07 -0.28
SMA 200 47.49 -1.16
$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 % 1.27
One Month Change % -0.80
3 Months Change % 0.06
6 Months Change % -0.84
One Year Change % -0.76
Year-to-Date Change % -0.40
$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 46.94 0.10 0.21%
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 1006 50 0.01 0.02 1.06 0.19 -0.18 1.06 -1.27 1.18
Close in the Top Range Short 288 53 0.01 0.00 1.10 0.16 -0.16 1.00 -0.96 0.72
Trend Buy Day Long 90 56 0.03 0.04 1.24 0.17 -0.16 1.06 -1.09 1.15
RSI (2) above 90 Long 149 54 0.03 0.02 1.33 0.16 -0.13 1.23 -0.97 1.75
ADX in downtrend and above 30 Long 157 50 0.03 0.02 1.17 0.32 -0.26 1.23 -1.27 0.90
Bullish MACD Crossover Long 30 56 0.02 0.02 0.95 0.15 -0.16 0.94 -0.49 0.48
1st Quarter Long 245 54 0.02 0.02 1.19 0.21 -0.20 1.05 -1.09 1.06
Friday Short 200 53 0.01 0.00 1.03 0.18 -0.18 1.00 -0.86 0.52
February Long 78 65 0.06 0.06 1.63 0.21 -0.22 0.95 -0.71 1.74
3 Consecutive Up Days Long 134 55 0.03 0.02 1.34 0.15 -0.13 1.15 -0.49 1.74
3 Consecutive Green Candles Long 116 52 0.01 0.04 0.96 0.19 -0.20 0.95 -0.97 0.38
Below SMA 50 Short 382 51 0.01 0.00 1.01 0.24 -0.25 0.96 -1.41 0.55
Below SMA 200 Short 337 52 0.01 0.00 1.05 0.26 -0.27 0.96 -1.41 0.50
Close above R1 Long 255 52 0.03 0.02 1.35 0.18 -0.15 1.20 -1.09 1.95
3 Consec Closes Above Prev Day Highs Long 46 52 0.04 0.02 1.63 0.17 -0.10 1.70 -0.28 1.32
3 Higher Highs Long 159 56 0.04 0.04 1.67 0.17 -0.13 1.31 -0.97 2.32
$SHYG 46.94 0.10 0.21%
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 1006 57 0.01 -0.02 1.18 0.15 -0.17 0.88 -1.07 1.42
Close in the Top Range Long 288 47 0.02 0.00 1.23 0.19 -0.14 1.36 -0.79 1.55
Trend Buy Day Long 90 61 0.08 0.08 2.48 0.22 -0.13 1.69 -0.79 3.11
RSI (2) above 90 Long 149 53 0.05 0.02 1.79 0.17 -0.10 1.70 -0.79 3.01
ADX in downtrend and above 30 Long 157 51 0.02 0.02 1.14 0.23 -0.20 1.15 -1.16 0.83
Bullish MACD Crossover Short 30 56 0.01 -0.07 0.91 0.14 -0.16 0.88 -0.46 0.27
1st Quarter Long 245 48 0.03 0.00 1.34 0.22 -0.14 1.57 -0.58 1.83
Friday Short 200 60 0.03 -0.02 1.35 0.14 -0.15 0.93 -0.76 2.07
February Long 78 53 0.07 0.02 1.81 0.27 -0.15 1.80 -0.58 2.00
3 Consecutive Up Days Long 134 50 0.03 0.02 1.40 0.18 -0.12 1.50 -0.79 1.61
3 Consecutive Green Candles Long 116 53 0.05 0.02 1.54 0.21 -0.14 1.50 -0.98 2.04
Below SMA 50 Short 382 56 0.03 -0.02 1.33 0.20 -0.19 1.05 -1.07 2.12
Below SMA 200 Short 337 52 0.00 0.00 1.01 0.20 -0.22 0.91 -1.07 0.00
Close above R1 Long 255 49 0.03 0.00 1.33 0.18 -0.13 1.38 -0.79 2.21
3 Consec Closes Above Prev Day Highs Long 46 43 0.04 0.00 1.33 0.24 -0.11 2.18 -0.79 1.04
3 Higher Highs Long 159 47 0.03 0.00 1.48 0.18 -0.10 1.80 -0.79 1.87
$SHYG 46.94 0.10 0.21%
iShares 0-5 Year High Yield Corporate Bond ETF
Month to Date : -0.33 -0.70%
  • 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 Feb

Exit Date Exit Entry Date Entry Change % P/L %
Feb 2014 44.48 Jan 2014 44.11 0.82
Feb 2015 45.06 Jan 2015 44.23 1.88
Feb 2016 42.56 Jan 2016 42.01 1.31
Feb 2017 48.00 Jan 2017 47.48 1.10

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