paststat loader
as on :Nov-20
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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:
Williams %R moved below -90 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AAV Long 5.00 -3.85 182 57 31 0.08 -0.19 0.80 3.27 -1.39 2.35 -4.99 0.20
AGIO Long 58.59 -1.76 228 63 50 0.27 0.08 0.90 3.36 -2.92 1.15 -12.45 0.49
AIG Long 59.69 -0.62 6,303 43 46 0.05 -0.02 0.88 1.54 -1.25 1.23 -4.67 0.17
ALXN Long 108.49 -2.15 1,655 59 55 0.07 0.19 0.93 1.90 -2.24 0.85 -8.03 0.20
AMGN Long 168.79 -0.71 1,957 51 62 0.38 0.26 1.71 1.32 -1.19 1.11 -4.54 1.52
ASA Short 11.03 -0.45 59 77 50 0.10 0.00 0.98 1.77 -1.61 1.10 -6.69 0.35
ATEC Long 3.24 -3.57 187 57 50 0.22 0.31 1.01 3.50 -3.18 1.10 -33.33 0.28
CYTK Long 11.10 -5.93 847 48 45 0.47 -0.17 0.79 4.32 -2.79 1.55 -8.64 0.67
DBL Long 22.45 -0.53 56 49 75 0.36 0.43 3.28 0.66 -0.55 1.20 -1.29 3.76
DLR Long 117.41 -0.59 909 36 44 0.00 -0.14 0.85 1.30 -1.03 1.26 -3.28 0.00
DNOW Short 9.88 -3.61 1,862 65 61 0.38 -0.50 1.47 1.71 -1.74 0.98 -6.23 1.43
DPG Short 15.39 -0.32 167 44 65 0.47 -0.24 1.97 1.20 -0.95 1.26 -3.25 1.97
DSX Short 3.90 -3.23 685 64 54 0.09 -0.08 1.12 2.60 -2.94 0.88 -10.85 0.14
DVAX Long 17.70 -3.01 1,835 42 59 0.22 0.71 1.15 2.43 -3.04 0.80 -6.39 0.43
DVN Short 37.41 -3.28 5,144 77 49 0.11 0.11 1.07 1.77 -1.50 1.18 -8.85 0.40
DXPE Short 25.30 -1.90 44 62 54 0.81 -0.23 1.32 3.14 -2.02 1.55 -5.52 1.76
E Long 32.33 -0.68 117 76 55 0.36 0.14 1.78 1.37 -0.90 1.52 -2.74 2.07
EA Long 107.64 -1.08 5,949 33 51 0.10 0.19 0.87 1.69 -1.59 1.06 -3.76 0.27
GUT Long 7.00 -0.67 63 50 54 0.13 0.16 1.28 0.82 -0.68 1.21 -3.17 0.90
HEP Long 31.81 -1.27 195 48 50 0.20 0.12 0.93 1.78 -1.39 1.28 -4.72 0.57
HES Short 43.56 -2.22 2,784 71 56 0.39 -0.26 1.34 1.79 -1.42 1.26 -5.95 1.54
HOS Short 3.74 -4.10 312 79 54 0.70 -0.25 1.69 3.84 -3.06 1.25 -15.94 1.17
HPJ Long 4.05 -3.57 83 41 43 0.39 0.00 0.93 3.76 -2.24 1.68 -10.96 0.61
IEI Long 122.71 -0.14 251 57 50 0.00 0.01 0.90 0.13 -0.13 1.00 -0.37 0.00
IEP Short 51.92 -1.78 140 59 54 0.28 -0.18 1.28 1.63 -1.33 1.23 -6.87 1.09
MTL Long 4.49 -1.75 70 65 53 1.09 0.59 1.55 3.70 -1.96 1.89 -9.52 2.39
MYC Short 15.15 -0.85 28 27 48 0.14 0.06 1.37 0.69 -0.38 1.82 -0.87 1.02
MYI Long 14.05 -0.50 92 38 52 0.16 0.10 1.41 0.70 -0.45 1.56 -1.40 1.31
NBL Short 25.76 -0.77 3,267 80 57 0.22 -0.38 1.23 1.43 -1.41 1.01 -4.71 1.03
NOV Long 31.72 -0.94 2,633 70 51 0.26 0.03 1.34 1.63 -1.19 1.37 -4.24 1.19
NS Short 28.28 -2.82 668 43 60 0.67 -0.55 2.03 2.04 -1.42 1.44 -7.05 1.79
NSU Long 2.28 -2.15 664 62 61 0.65 0.66 1.68 2.22 -1.83 1.21 -7.48 1.96
NTG Short 16.13 -2.30 382 54 59 0.06 -0.26 1.01 1.42 -1.91 0.74 -7.26 0.18
NXJ Short 13.57 -0.66 119 31 70 0.02 -0.13 0.96 0.29 -0.67 0.43 -2.14 0.19
SCHO Long 50.16 -0.06 347 47 55 0.02 0.02 2.47 0.06 -0.03 2.00 -0.08 2.42
SDT Short 1.12 -2.61 80 77 54 0.62 0.00 1.41 2.70 -1.87 1.44 -4.71 1.66
SINO Short 2.76 -2.13 145 58 58 0.05 0.00 1.18 2.28 -3.09 0.74 -7.78 0.11
SMB Long 17.40 -0.29 31 50 70 0.10 0.11 4.50 0.18 -0.08 2.25 -0.52 4.27
SOXS Long 14.44 -3.54 416 89 46 0.10 -0.49 1.03 3.04 -2.41 1.26 -6.29 0.26
SPNS Long 12.25 -0.53 16 47 53 0.10 0.18 1.10 1.12 -1.07 1.05 -3.56 0.48
SQM Short 54.54 -8.80 2,673 54 50 0.01 -0.01 0.77 1.57 -1.56 1.01 -6.21 0.03
STDY Short 2.95 -1.67 9 32 50 0.52 0.12 1.05 3.75 -2.71 1.38 -8.94 0.67
STIP Short 100.36 -0.13 75 64 57 0.00 0.00 0.88 0.07 -0.09 0.78 -0.29 0.00
XNY Long 1.26 -2.33 16 53 43 1.70 0.00 2.66 5.06 -0.87 5.82 -4.35 2.33
Y Long 560.42 -1.09 73 50 60 0.20 0.23 1.48 0.83 -0.75 1.11 -2.60 1.37
YANG Long 6.08 -3.03 555 86 50 0.09 0.00 0.87 2.67 -2.49 1.07 -9.63 0.22
ZN Long 1.92 -4.00 148 66 56 0.78 0.55 1.28 2.90 -1.93 1.50 -8.56 1.57
LMFA Long 2.05 -7.70 44 35 60 0.94 1.12 3.47 2.57 -1.51 1.70 -17.24 1.47
MYOK Short 36.85 -0.94 265 25 64 1.08 -0.41 1.46 3.02 -2.36 1.28 -10.34 1.29
NEOS Short 9.80 -3.45 597 36 55 0.25 -0.16 0.95 2.59 -2.67 0.97 -8.90 0.44
AGN Short 171.12 -2.15 2,989 40 52 0.11 -0.03 1.08 1.28 -1.18 1.08 -4.63 0.40
FDC Short 16.62 -0.66 5,914 28 50 0.28 0.07 0.88 1.85 -1.30 1.42 -4.47 0.62
WRK Short 58.45 -1.76 1,307 28 46 0.22 0.20 0.99 1.91 -1.25 1.53 -3.90 0.56