paststat loader
as on :Feb-17
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  • Symbol : a.k.a ticker
  • Pref : 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
  • LTP : Last traded price ( the price at which the trading strategy triggered)
  • Chg% : Current day's change in percentage
  • Vol : Volume in 1000's
  • # : 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
TRADING SIGNALS:
Bullish MACD Crossover 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ACRE Short 13.51 -0.22 84 36 66 0.18 -0.08 1.20 0.81 -1.07 0.76 -2.55 0.88
ACST Short 1.33 4.72 211 37 64 3.41 -1.56 1.78 8.01 -5.09 1.57 -11.28 1.21
ADTN Short 21.70 0.00 498 40 52 0.16 -0.10 1.00 1.99 -1.86 1.07 -13.95 0.32
AEE Short 53.37 0.81 1,847 47 48 0.04 0.06 0.88 1.00 -0.88 1.14 -2.99 0.23
AEP Short 64.11 0.64 1,956 41 48 0.01 0.08 0.75 0.83 -0.77 1.08 -2.27 0.06
AHC Long 6.45 0.78 13 37 54 0.44 0.40 1.37 1.84 -1.20 1.53 -2.63 1.34
ALJ Long 11.47 0.61 289 38 60 0.81 0.64 1.55 2.68 -2.05 1.31 -4.95 1.71
APRI Short 3.21 10.94 2,419 37 62 0.93 -0.42 1.39 2.90 -2.31 1.26 -5.88 1.50
AVH Long 7.78 1.04 119 17 82 2.93 2.92 7.83 4.06 -2.35 1.73 -4.85 2.57
BCOR Long 15.90 3.92 672 34 52 0.08 0.08 0.61 1.56 -1.59 0.98 -3.76 0.22
BIO Long 193.27 0.74 113 41 48 0.08 0.00 0.96 0.72 -0.54 1.33 -1.34 0.58
BKLN Short 23.26 0.00 2,091 32 56 0.02 0.00 1.10 0.13 -0.12 1.08 -0.26 0.68
BNCL Short 16.80 0.60 124 38 57 0.37 -0.28 2.19 1.05 -0.57 1.84 -2.78 2.20
BSF Long 9.65 0.42 21 49 51 0.32 0.10 1.10 1.93 -1.37 1.41 -4.06 0.83
BTX Short 2.97 0.00 348 39 58 0.50 -0.86 1.31 3.01 -3.11 0.97 -9.16 0.79
CBM Long 54.35 0.09 280 38 55 0.44 0.06 1.28 2.01 -1.50 1.34 -5.85 1.12
CCOI Long 42.10 0.60 267 39 48 0.32 0.00 1.61 1.59 -0.88 1.81 -2.91 1.25
CCXI Long 7.04 3.07 129 28 53 3.27 0.34 1.85 8.44 -2.69 3.14 -6.56 1.46
CGIX Long 2.50 2.04 192 24 62 1.88 1.00 1.67 4.05 -1.74 2.33 -3.31 2.07
CIK Long 3.33 0.60 94 36 36 0.03 0.00 0.92 0.74 -0.36 2.06 -1.39 0.26
CLFD Long 16.60 3.75 77 43 51 0.99 0.23 1.45 3.88 -2.05 1.89 -5.56 1.46
CLMT Long 3.90 -1.27 187 40 60 0.79 0.49 1.52 2.35 -1.57 1.50 -6.10 1.78
CLY Short 59.21 0.41 208 33 51 0.08 -0.05 1.29 0.50 -0.37 1.35 -0.70 0.87
CNTY Long 6.89 2.84 163 43 53 0.56 0.30 1.45 2.40 -1.56 1.54 -4.96 1.31
COBZ Short 17.61 -0.45 71 49 67 0.22 -0.39 1.27 1.09 -1.59 0.69 -3.21 0.97
COVS Short 2.05 2.50 188 24 70 0.75 -0.83 1.66 1.88 -2.00 0.94 -4.64 1.47
CRIS Long 2.68 1.52 359 38 57 1.39 1.71 1.68 4.64 -3.08 1.51 -9.95 1.69
CS Long 15.42 1.31 4,041 42 47 0.21 -0.07 0.95 1.77 -1.21 1.46 -4.16 0.65
D Long 73.77 0.67 3,397 38 60 0.27 0.15 1.70 0.89 -0.67 1.33 -1.88 1.66
DEL Long 76.81 0.35 53 42 50 0.14 -0.02 1.06 1.30 -1.03 1.26 -2.38 0.60
DGLD Short 51.92 0.84 13 38 42 0.10 0.16 0.79 3.09 -2.08 1.49 -15.41 0.15
DGSE Short 1.36 12.40 136 41 68 1.49 -0.91 1.68 4.01 -3.94 1.02 -7.49 1.80
DHX Short 5.40 3.85 203 44 45 0.13 0.14 0.96 1.85 -1.29 1.43 -4.93 0.40
DRRX Long 1.01 2.26 281 36 36 0.00 0.00 0.63 3.99 -2.25 1.77 -7.21 0.00
DUG Long 41.05 1.11 89 35 57 0.85 0.52 2.34 2.37 -1.18 2.01 -4.43 2.11
DVD Short 2.35 4.44 13 44 72 0.89 -0.85 2.82 1.82 -1.59 1.14 -4.38 2.73
DWSN Short 7.88 4.79 68 41 63 0.28 -0.69 0.80 2.31 -3.24 0.71 -11.74 0.48
DZZ Short 5.91 0.60 113 38 50 0.11 0.07 0.85 1.94 -1.71 1.13 -9.76 0.23
EEP Long 17.99 -1.48 1,657 45 55 0.25 0.14 1.10 1.41 -1.21 1.17 -3.53 0.97
EEQ Long 17.97 -0.28 254 44 68 0.52 0.48 2.21 1.18 -0.91 1.30 -2.80 2.57
EFZ Long 30.44 0.30 13 42 45 0.02 -0.13 0.87 0.83 -0.64 1.30 -1.35 0.14
ENZ Long 6.84 2.86 182 38 39 0.17 -0.27 0.64 3.03 -1.70 1.78 -5.61 0.31
ERY Long 10.81 1.69 1,019 33 57 1.46 0.69 2.80 3.48 -1.28 2.72 -4.98 2.56
EVF Short 6.85 0.59 114 44 63 0.07 -0.12 1.23 0.41 -0.51 0.80 -1.95 0.79
EXC Short 35.58 0.45 4,449 42 52 0.12 -0.01 1.22 1.11 -0.97 1.14 -2.35 0.61
FBR Long 9.11 2.94 1,110 40 57 0.61 0.60 1.63 2.02 -1.29 1.57 -4.98 1.71
FCBC Long 27.66 -0.68 32 39 48 0.01 0.00 0.75 0.96 -0.90 1.07 -2.97 0.05
FDN Long 87.25 0.60 250 43 55 0.06 0.14 1.06 0.69 -0.74 0.93 -2.77 0.42
FSD Long 16.85 -0.12 84 38 71 0.32 0.16 3.53 0.60 -0.36 1.67 -1.51 2.73
FUL Short 49.42 -0.78 417 41 53 0.03 -0.04 0.98 0.74 -0.80 0.92 -2.24 0.18
FXU Short 27.29 0.29 391 37 54 0.06 0.00 1.03 0.72 -0.71 1.01 -2.56 0.38
GILD Long 69.85 -0.65 11,181 43 53 0.17 0.20 1.15 1.38 -1.21 1.14 -4.72 0.64
GLL Long 77.72 0.57 24 34 58 0.33 0.19 0.95 1.55 -1.41 1.10 -2.82 0.80
GNMA Short 49.72 0.18 42 60 65 0.16 -0.10 3.69 0.33 -0.15 2.20 -0.63 3.47
GPI Short 80.31 0.94 188 41 51 0.22 0.00 1.39 1.49 -1.12 1.33 -3.65 0.86
GRVY Short 26.02 6.12 65 33 84 1.12 0.00 2.11 2.01 -3.85 0.52 -8.67 1.93
GSIT Long 6.99 22.20 1,569 33 54 0.35 0.51 1.51 1.33 -0.82 1.62 -2.19 1.44
GSL Short 1.52 9.35 689 37 72 1.22 -0.66 3.24 2.06 -1.05 1.96 -1.87 3.03
GSVC Long 5.45 1.30 193 33 60 0.49 0.74 1.28 1.76 -1.47 1.20 -4.95 1.29
GVP Short 3.25 6.56 12 34 70 0.59 -0.52 1.54 2.13 -3.11 0.68 -7.41 1.06
HBI Long 21.02 0.82 8,309 44 50 0.10 0.07 0.98 1.06 -0.86 1.23 -3.21 0.52
HCN Short 65.92 -0.24 2,199 38 57 0.02 -0.20 0.87 0.80 -1.06 0.75 -3.52 0.10
HEAR Short 1.14 2.70 110 39 53 0.27 -0.32 1.02 4.15 -4.26 0.97 -36.62 0.22
HIW Long 51.05 0.41 921 43 62 0.19 0.26 1.52 0.77 -0.81 0.95 -3.82 1.06
HMHC Short 11.30 5.12 1,194 22 63 0.32 -0.36 1.12 1.17 -1.18 0.99 -3.95 0.94
HOFT Long 33.15 0.61 64 42 47 0.29 -0.07 1.15 2.07 -1.32 1.57 -6.98 0.78
HPP Short 35.82 0.59 1,251 37 48 0.16 0.04 1.21 1.10 -0.74 1.49 -1.95 0.84
IEV Long 40.30 -0.32 355 39 58 0.27 0.15 1.93 0.77 -0.45 1.71 -1.16 1.98
IGI Long 20.88 1.31 32 52 53 0.15 0.08 1.35 0.73 -0.53 1.38 -2.90 1.16
IMOS Long 16.08 1.90 290 36 52 0.53 0.18 1.14 2.41 -1.58 1.53 -3.85 1.18
INGR Long 120.79 0.09 496 46 56 0.09 0.08 0.78 1.00 -1.08 0.93 -5.73 0.36
INWK Long 9.80 2.30 131 39 56 0.50 0.53 1.42 2.17 -1.65 1.32 -4.80 1.27
KELYA Long 21.99 0.27 101 38 52 0.02 0.21 0.82 1.35 -1.46 0.92 -4.84 0.07
LADR Long 13.85 -0.43 197 24 45 0.42 -0.14 1.23 1.98 -0.91 2.18 -3.20 0.98
LFVN Short 6.63 2.31 105 41 73 0.27 -0.79 1.02 2.36 -5.41 0.44 -12.42 0.38
LMBS Short 52.30 0.10 102 18 50 0.02 0.00 0.81 0.14 -0.10 1.40 -0.25 0.49
LOPE Short 61.39 6.71 864 33 54 0.06 -0.14 0.99 0.81 -0.84 0.96 -2.04 0.32
LORL Long 40.90 2.12 42 43 51 0.23 0.14 1.41 1.40 -1.00 1.40 -2.93 0.98
LQD Long 117.74 0.26 3,105 44 61 0.03 0.08 1.06 0.22 -0.28 0.79 -0.87 0.64
LTC Long 46.71 0.26 290 39 51 0.02 0.02 0.90 0.87 -0.87 1.00 -3.38 0.10
LWC Short 40.10 0.40 14 39 66 0.19 -0.24 2.07 0.50 -0.43 1.16 -1.24 2.11
LXFR Short 11.28 1.90 31 37 56 0.01 -0.15 0.72 1.42 -1.84 0.77 -5.57 0.03
MBB Long 106.53 0.14 516 45 57 0.04 0.03 1.68 0.15 -0.10 1.50 -0.37 1.57
MBG Short 26.36 0.15 43 52 50 0.03 0.02 1.23 0.19 -0.13 1.46 -0.29 1.05
MITK Long 6.10 2.52 237 42 52 0.20 0.44 0.95 2.78 -2.63 1.06 -7.06 0.36
MITL Short 7.14 1.42 687 39 64 0.11 -0.49 0.94 1.65 -2.63 0.63 -13.58 0.22
MOSY Short 3.50 54.19 8,058 28 60 0.92 -0.11 0.80 3.60 -3.21 1.12 -6.64 0.91
MSTR Long 192.87 0.10 37 41 58 0.19 0.31 0.98 1.55 -1.75 0.89 -9.17 0.45
MTSI Short 48.79 3.28 558 36 63 0.60 -0.46 2.11 1.68 -1.29 1.30 -3.23 1.93
MYF Long 15.43 1.65 17 42 61 0.18 0.25 1.65 0.57 -0.45 1.27 -1.70 1.66
NCTY Long 1.01 -4.29 25 37 32 0.22 -0.77 1.11 6.38 -2.73 2.34 -6.83 0.26
NHC Short 73.57 -0.19 23 48 50 0.04 0.03 0.92 1.20 -1.12 1.07 -3.24 0.19
NIB Short 24.95 -2.31 110 40 60 0.36 -0.17 1.75 1.22 -0.93 1.31 -2.21 1.58
NICK Long 11.17 -0.27 7 37 43 0.02 -0.13 0.71 1.05 -0.77 1.36 -4.82 0.08
NNA Short 1.88 -1.05 426 43 65 0.22 -0.28 1.14 1.57 -2.31 0.68 -5.31 0.61
NSA Long 23.70 2.11 280 8 62 1.18 0.75 13.65 1.96 -0.13 15.08 -0.23 2.25
NTZ Short 2.54 14.93 73 48 68 0.48 -0.51 1.54 1.93 -2.71 0.71 -7.50 1.12
NUTR Long 34.90 1.75 26 35 57 0.01 0.16 0.82 0.87 -1.14 0.76 -1.98 0.05
NVRO Long 96.33 2.53 360 11 72 0.17 0.49 1.28 0.85 -1.65 0.52 -2.41 0.41
OMN Long 9.10 3.41 196 33 51 0.44 0.23 1.02 2.96 -2.24 1.32 -5.70 0.73
ORIG Long 1.22 0.83 1,040 36 50 1.07 0.03 1.72 4.28 -2.14 2.00 -9.73 1.32
PBFX Short 20.95 4.23 119 23 56 0.21 -0.24 0.83 1.84 -1.92 0.96 -6.32 0.35
PBT Short 9.63 6.76 251 46 65 0.65 -0.65 1.81 1.83 -1.56 1.17 -3.81 2.02
PERY Short 22.93 2.69 115 46 63 0.46 -0.45 1.71 1.55 -1.40 1.11 -4.21 1.61
PLT Short 54.57 0.76 160 37 51 0.07 0.00 0.95 0.87 -0.79 1.10 -2.92 0.36
PODD Long 45.33 4.40 537 38 39 0.22 -0.25 0.87 2.04 -0.97 2.10 -2.53 0.71
PPG Long 102.37 0.59 1,306 42 52 0.02 0.02 0.84 0.93 -0.99 0.94 -4.41 0.10
PRK Long 107.34 -0.02 28 39 43 0.06 -0.11 0.89 1.67 -1.18 1.42 -3.18 0.21
PRXL Short 66.19 -0.68 911 41 46 0.06 0.51 0.82 1.65 -1.31 1.26 -3.04 0.19
PTCT Long 14.16 2.76 1,112 26 57 3.71 0.36 1.53 8.43 -2.72 3.10 -6.32 1.07
QNST Long 3.33 -0.30 85 42 45 0.15 -0.17 0.95 2.79 -2.04 1.37 -5.36 0.33
QUMU Short 2.33 0.87 22 31 58 0.92 -0.07 1.55 4.36 -3.83 1.14 -17.72 0.79
REXR Long 22.92 1.06 880 29 48 0.24 0.00 1.61 1.16 -0.62 1.87 -1.87 1.19
RGLS Long 1.15 -4.17 2,019 28 50 1.11 0.26 1.14 4.88 -2.66 1.83 -7.02 1.18
SATS Short 55.12 1.14 189 46 52 0.31 -0.01 1.68 1.21 -0.67 1.81 -2.01 1.68
SLP Short 10.10 0.50 12 48 72 0.64 -0.60 1.80 1.70 -2.23 0.76 -5.88 1.78
SMIT Short 1.64 1.86 555 53 79 1.00 0.00 2.95 1.86 -2.25 0.83 -8.47 2.53
SNSS Long 4.25 3.66 90 37 40 0.04 -0.71 0.35 3.32 -2.20 1.51 -5.47 0.06
SPEX Short 1.27 4.96 62 32 68 3.74 -2.24 5.59 6.42 -2.16 2.97 -6.52 2.33
SRLN Short 47.44 0.02 376 23 47 0.01 0.02 0.96 0.12 -0.09 1.33 -0.41 0.32
SSW Short 8.16 3.95 1,035 42 47 0.03 0.24 0.80 1.34 -1.15 1.17 -4.94 0.12
SSY Short 1.69 4.97 17 49 79 1.71 -1.32 3.24 3.15 -3.91 0.81 -12.50 2.92
STML Long 6.80 6.25 207 30 46 0.26 -0.41 0.81 3.73 -2.77 1.35 -8.62 0.32
TEGP Long 27.87 -0.11 94 10 50 1.06 0.07 1.47 3.06 -0.94 3.26 -2.19 1.12
TM Short 113.70 0.31 240 38 42 0.10 0.19 0.90 1.28 -0.75 1.71 -2.08 0.42
TNDM Long 2.45 2.08 515 18 50 0.71 0.01 0.96 3.54 -2.12 1.67 -9.32 0.74
TRI Long 44.94 0.11 527 41 53 0.06 0.12 0.95 0.97 -0.98 0.99 -6.23 0.24
UHT Short 63.51 0.49 57 43 51 0.03 -0.02 0.98 1.08 -1.08 1.00 -3.22 0.14
UNP Short 109.82 0.39 4,246 45 62 0.41 -0.36 1.87 1.28 -1.02 1.25 -3.70 1.80
USM Short 44.24 1.42 73 37 67 0.30 -0.47 1.29 1.22 -1.64 0.74 -6.29 0.91
USO Long 11.40 -0.18 13,702 37 43 0.10 -0.30 0.69 2.09 -1.42 1.47 -4.76 0.25
VBTX Long 29.11 1.22 63 14 42 0.54 0.00 0.58 2.20 -0.71 3.10 -2.09 0.73
VCLT Long 89.88 0.38 75 35 51 0.03 0.01 0.88 0.41 -0.38 1.08 -1.05 0.33
VHC Long 2.40 4.35 222 38 47 1.07 -0.17 2.63 4.66 -2.15 2.17 -6.39 1.36
VNRX Short 4.40 0.00 0 37 70 0.87 0.00 1.82 2.88 -3.90 0.74 -13.33 1.17
WETF Long 9.05 2.84 2,428 33 60 0.64 0.48 1.67 2.49 -2.20 1.13 -3.89 1.25
WIW Short 11.21 0.18 102 38 52 0.03 0.00 1.15 0.25 -0.21 1.19 -0.58 0.64
XENE Short 8.30 1.84 56 16 75 1.35 -1.81 3.07 2.41 -1.80 1.34 -2.21 2.08
XOXO Short 18.63 1.47 108 39 51 0.18 0.00 1.11 1.27 -0.97 1.31 -2.26 0.71
XYL Long 47.80 0.10 2,819 37 45 0.01 -0.13 0.90 1.30 -1.09 1.19 -4.07 0.04
YNDX Long 24.66 0.69 3,294 34 58 0.63 0.50 1.91 2.22 -1.64 1.35 -4.67 1.45
ZAGG Long 6.45 0.00 126 38 50 0.20 0.01 0.90 2.55 -2.16 1.18 -4.76 0.41
ZPIN Short 16.92 6.15 127 18 88 1.30 -0.87 14.86 1.55 -0.69 2.25 -0.88 3.79
TRUE Long 14.38 8.53 4,778 17 52 1.13 0.15 1.41 3.74 -1.81 2.07 -3.85 1.28
DMTX Short 1.90 0.00 97 1 100 0.87 -0.87 727,878.28 0.87 0.00 0.00 0.00 0.00
ELEC Short 9.98 0.30 471 4 100 0.00 0.00 727,878.28 0.00 0.00 0.00 0.00 0.00
KHC Short 96.65 10.74 29,981 9 55 0.41 -0.48 3.07 0.89 -0.20 4.45 -0.36 1.71