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As on 24-Oct-14
LookBack Period Exit After
Trading Strategy Performance Summary
Symbol XME Holding Period 1 Day
Company Name SPDR S&P Metals & Mining
Trading Strategy Aroon Oscillator turned negative
Look Back Period 4 Years Strategy Historical Bias SHORT
Profit Factor 2.64 Outlier Adjusted Profit Factor 2.23
 
Historical Trade Details
Total # of Trades 35 Percent Profitable Trades 63%
Number of Win Trades 22 Number of Loss Trades 13
Avg Profit Trade % 0.48 Median Trade % -0.35
   
Historical Trade Win/Loss Details
Avg Win Trade % 1.24% Avg Loss Trade % 0.81%
Max Win Trade % 3.95% Max Loss Trade % 1.63%
Max Consecutive Wins 5 Max Consecutive Losses 2
Ratio Avg Win / Avg Loss % 1.53 T-Test -2.07

[Hint]: You can change the "LookBack Period" (or often called "historical back testing period") by selecting, various other values in the drop down menu, to find out how the signal is performing on various historical back testing periods. The default is set to 4 previous years, and the exit is set to today's close price.

Date 1 Day Change 1 Day Change %
2014-09-04 -0.1 -0.23
2014-08-01 0.57 1.39
2014-07-15 0.67 1.63
2014-05-08 -0.14 -0.35
2014-04-17 -0.14 -0.34
2014-03-24 0.16 0.38
2014-01-16 -0.04 -0.1
2013-12-12 0.25 0.66
2013-11-20 0.04 0.1
2013-09-27 -0.25 -0.69
2013-08-30 0.22 0.62
2013-08-06 -0.28 -0.82
2013-06-07 0.01 0.03
2013-03-27 -0.39 -0.98
2013-02-20 -0.39 -0.95
2013-01-23 -0.84 -1.89
2012-11-07 -0.46 -1.08
2012-09-27 -0.51 -1.19
2012-08-30 0.62 1.59
2012-07-19 -0.52 -1.34
2012-06-22 -0.85 -2.23
2012-03-28 0.7 1.48
2012-02-14 -0.3 -0.6
2011-12-16 -1.51 -3.21
2011-11-16 -2.03 -3.95
2011-09-19 -1.97 -3.71
2011-07-27 -0.37 -0.57
2011-07-21 0.47 0.69
2011-06-06 -0.04 -0.06
2011-05-05 0.4 0.59
2011-04-13 0.21 0.31
2011-02-23 -0.29 -0.43
2011-01-19 -0.57 -0.89
2010-11-24 -0.94 -1.61
2010-10-28 0.57 1.08
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