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As on 17-Sep-14
LookBack Period Exit After
Trading Strategy Performance Summary
Symbol IAU Holding Period 1 Day
Company Name iShares Gold Trust
Trading Strategy 4 Day Consecutive Down
Look Back Period 4 Years Strategy Historical Bias LONG
Profit Factor 1.97 Outlier Adjusted Profit Factor 1.74
 
Historical Trade Details
Total # of Trades 42 Percent Profitable Trades 64%
Number of Win Trades 27 Number of Loss Trades 15
Avg Profit Trade % 0.29 Median Trade % 0.25
   
Historical Trade Win/Loss Details
Avg Win Trade % 0.92% Avg Loss Trade % -0.86%
Max Win Trade % 3.04% Max Loss Trade % 2.50%
Max Consecutive Wins 10 Max Consecutive Losses 3
Ratio Avg Win / Avg Loss % 1.07 T-Test 1.56
Signal Description : 4 Day Consecutive Down

[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 %
2014-08-21 0.03 0.24
2014-08-20 -0.13 -1.04
2014-07-31 0.1 0.81
2014-06-02 0.03 0.25
2014-05-30 -0.09 -0.74
2014-05-29 -0.04 -0.33
2014-05-01 0.12 0.96
2014-04-22 0.01 0.08
2014-04-21 -0.06 -0.48
2014-04-01 0.09 0.73
2014-03-31 -0.03 -0.24
2014-03-20 0.06 0.47
2013-11-12 0.05 0.41
2013-11-05 0.06 0.47
2013-11-04 -0.02 -0.16
2013-11-01 -0.02 -0.16
2013-10-11 0.03 0.24
2013-08-06 0.01 0.08
2013-08-05 -0.18 -1.42
2013-08-02 -0.06 -0.47
2013-08-01 -0.03 -0.24
2013-06-27 0.34 2.92
2013-06-20 0.15 1.21
2013-05-17 0.4 3.04
2013-05-16 -0.31 -2.3
2013-05-15 -0.06 -0.44
2013-05-14 -0.31 -2.24
2013-03-04 0.01 0.07
2013-02-20 0.12 0.79
2013-02-19 -0.39 -2.5
2013-01-28 0.08 0.5
2012-10-10 0.06 0.35
2012-08-02 0.14 0.9
2012-05-16 0.34 2.27
2012-04-18 0.03 0.19
2011-12-15 0.29 1.9
2011-10-20 0.17 1.07
2011-09-26 0.32 2.03
2011-05-05 0.19 1.32
2011-01-07 0.05 0.37
2011-01-06 -0.02 -0.15
2010-11-17 0.16 1.22
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