When HMA intraday low crosses below lower bollinger band

When HMA intraday low crosses below lower bollinger band

lower bollinger band

HMA intraday low crosses below lower bollinger band trading strategy rules

  • HMA Stock price intraday low is above lower bollinger band during the previous trading session
  • HAM stock price intraday low is below lower bollinger band during today’s trading session ( i.e intraday low crossed below lower bollinger band)
  • Go short at close
  • Buy to cover tomorrow at close

Below the back test performance summary since last 4 years .

Backtest Performance Summary
Total number of trades 35 Percent profitable 77%
Number of winning trades 27 Number of losing trades 8
Average profit per trade % 1.97 Median trade -1.65
Average winning trade % 2.95% Average losing trade % 1.36%
Largest winning trade % 13.07% Largest losing trade % 3.62%
Max consecutive winners 8 Max consecutive losers 2
Ratio avg win/avg loss % 2.17 T-Test -3.74
Profit factor 7.25 Outlier Adjusted Profit factor 6.11

Below the details of next day change , change % , when HMA stock  intraday low crossed lower bollinger band since last 4 years

Date HMA Stock closing price Next day change Change %
10-Apr-13 10.53  ??  ??
03-Dec-12 7.5 -0.13 -1.73
22-Oct-12 7.49 -0.3 -4.01
09-Oct-12 7.77 -0.11 -1.42
04-Oct-12 8.16 -0.07 -0.86
24-Jul-12 6.7 -0.08 -1.19
01-Jun-12 6.1 -0.11 -1.8
11-May-12 6.51 -0.15 -2.3
03-May-12 6.95 -0.15 -2.16
29-Mar-12 6.7 0.02 0.3
06-Mar-12 6.8 -0.06 -0.88
09-Jan-12 6.96 -0.91 -13.07
17-Nov-11 8.48 -0.14 -1.65
03-Oct-11 6.32 0.08 1.27
21-Sep-11 6.76 -0.15 -2.22
25-Jul-11 9.77 -0.07 -0.72
03-Jun-11 10.88 -0.34 -3.13
18-Jan-11 9.55 -0.45 -4.71
10-Jan-11 9.58 0.12 1.25
14-Oct-10 7.28 0.15 2.06
25-Aug-10 6.66 -0.4 -6.01
20-Aug-10 6.7 -0.14 -2.09
12-Aug-10 6.76 -0.11 -1.63
21-Jul-10 6.67 -0.02 -0.3
01-Jul-10 7.57 -0.25 -3.3
29-Jun-10 7.85 -0.08 -1.02
21-Jun-10 8.16 -0.16 -1.96
08-Jun-10 8.37 0.05 0.6
25-May-10 8.58 0.12 1.4
21-May-10 9.08 -0.27 -2.97
16-Apr-10 8.26 0.03 0.36
21-Jan-10 6.93 -0.16 -2.31
27-Oct-09 6.82 -0.67 -9.82
03-Sep-09 6.35 0.23 3.62
22-Jun-09 4.38 -0.03 -0.68
15-Jun-09 5.07 -0.29 -5.72

use trade-finder to find statistically significant short term trading strategies.

When SPY Aroon Oscillator crosses above 70

When SPY Aroon Oscillator crosses above 70

Trading Strategy Rules

  • SPY  today’s Aroon Oscillator value is greater then 70 , while yesterday’s reading is below 70.
  • Aroon Oscillator is arrived at subtracting Aroon down from Aroon up . The period used is 14.
  • Go long at close
  • Exit the long tomorrow at close

Below the back test performance summary since last 4 years .

Total number of trades 43 Percent profitable 67%
Number of winning trades 29 Number of losing trades 14
Average profit per trade % 0.2 Median trade 0.09
Profit factor 2.03 Outlier Adjusted Profit factor 1.77
Average winning trade % 0.55% Average losing trade % -0.55%
Largest winning trade % 2.27% Largest losing trade % 1.39%
Max consecutive winners 7 Max consecutive losers 2
Ratio avg win/avg loss % 1 T-Test 1.62

Below the previous instances of SPY giving Aroon Oscillator crosses above 70 trading signal and the next day change , change % details

Date Next day Change Change%
09-Apr-13 ?? ??
25-Mar-13 1.24 0.8
12-Mar-13 0.22 0.14
19-Feb-13 -1.9 -1.25
15-Jan-13 -0.02 -0.01
11-Dec-12 0.07 0.05
03-Dec-12 -0.2 -0.14
07-Aug-12 0.17 0.12
27-Jul-12 0 0
19-Jul-12 -1.24 -0.92
29-Jun-12 0.4 0.3
18-Jun-12 1.28 0.97
26-Apr-12 0.23 0.17
26-Mar-12 -0.43 -0.31
15-Feb-12 1.45 1.11
03-Feb-12 -0.09 -0.07
10-Jan-12 0.07 0.06
18-Oct-11 -1.41 -1.19
29-Aug-11 0.31 0.27
30-Jun-11 1.88 1.48
30-Mar-11 -0.17 -0.13
11-Feb-11 0.31 0.24
03-Feb-11 0.35 0.28
26-Jan-11 0.31 0.25
13-Dec-10 0.11 0.09
02-Dec-10 0.31 0.27
03-Nov-10 2.19 1.92
09-Sep-10 0.53 0.51
04-Aug-10 -0.11 -0.1
23-Jul-10 1.08 1.04
14-Jun-10 2.34 2.27
23-Apr-10 -0.43 -0.38
11-Mar-10 0.01 0.01
22-Feb-10 -1.26 -1.21
05-Jan-10 0.08 0.08
23-Dec-09 0.5 0.48
16-Nov-09 0.12 0.12
19-Oct-09 -0.54 -0.53
17-Sep-09 0.06 0.06
22-Jul-09 1.95 2.2
01-Jun-09 0.07 0.08
06-May-09 -1.18 -1.39
29-Apr-09 0.03 0.04
16-Apr-09 0.54 0.68

looks slightly bullish for tomorrow, with an outlier adjusted profit factor of 1.77 and with 67% trades profitable.

When NVIDIA Corporation price crosses above 50 Day Moving Average

When NVIDIA price crosses above 50 Day Moving Average

Nvidia corporation

Trading Strategy Rules

  • NVDA previous day stock close price is below previous days 50 day moving average
  • NVDA today’s stock close price is above 50 day moving average
  • Go long at close
  • Exit the long tomorrow at close

Below the back test performance summary since last 4 years .

Backtest Performance Summary
Total number of trades 36 Percent profitable 72.00%
Number of winning trades 26 Number of losing trades 10
Average profit per trade % 1.13 Median trade 1.16
Average winning trade % 2.01% Average losing trade % -1.16%
Largest winning trade % 5.32% Largest losing trade % 2.78%
Max consecutive winners 11 Max consecutive losers 2
Ratio avg win/avg loss % 1.73 T-Test 3.69
Profit factor 4.74 Outlier Adjusted Profit factor 4.29

Below the details of next day change , change % , when NVDA stock price crosses above 50 day moving average

Date NVDA Close Next Day Change Change %
09-Apr-13 12.63  ??  ??
26-Feb-13 12.37 0.23 1.86
22-Feb-13 12.44 -0.21 -1.69
08-Feb-13 12.29 0.14 1.14
05-Feb-13 12.36 -0.1 -0.81
24-Jan-13 12.12 0.21 1.73
17-Jan-13 12.18 -0.08 -0.66
10-Jan-13 12.16 -0.02 -0.16
31-Dec-12 12.19 0.45 3.69
10-Dec-12 12.28 0.29 2.36
14-Sep-12 13.67 -0.38 -2.78
06-Sep-12 13.56 -0.33 -2.43
18-Jul-12 12.9 0.13 1.01
26-Jun-12 12.57 0.41 3.26
19-Jun-12 13.07 0.21 1.61
28-Mar-12 14.97 0.07 0.47
23-Jan-12 14.43 0.32 2.22
05-Jan-12 14.53 -0.17 -1.17
28-Nov-11 14.65 0.07 0.48
21-Nov-11 14.45 0.44 3.04
03-Nov-11 14.47 0.17 1.17
06-Oct-11 13.72 0.25 1.82
23-Sep-11 13.62 0.03 0.22
07-Sep-11 14.07 -0.07 -0.5
26-May-11 18.59 0.67 3.6
06-May-11 19.08 0.42 2.2
28-Apr-11 19.27 0.48 2.49
07-Sep-10 9.87 0.32 3.24
09-Apr-10 16.78 0.3 1.79
09-Mar-10 17.33 0.04 0.23
11-Feb-10 16.91 0.22 1.3
01-Feb-10 16.36 0.17 1.04
02-Dec-09 13.55 0.11 0.81
14-Jul-09 10.58 0.43 4.06
24-Jun-09 10.71 0.57 5.32
04-Jun-09 10.75 -0.06 -0.56
01-Jun-09 10.8 -0.09 -0.83

use trade-finder to find statistically significant short term trading strategies.

As Alcoa Goes, So Goes the Market ?

As Alcoa Goes, So Goes the Market ?

inspired by the tidbit from the http://blogs.wsj.com/marketbeat/2013/01/09/morning-marketbeat-as-alcoa-goes-so-goes-the-market/

Since 2005, when Alcoa shares have risen after the company releases earnings, the S&P 500 has averaged a 1.9% gain over the next month of trading, and a 3.2% gain over a three-month timeframe, according to Schaeffer’s Investment Research.

We just looked at how SPDR Dow Jones Industrial Average ( $DIA) fares , after Alcoa beats the earnings estimates

Here are the trading strategy rules we employed

Below the backtest performance summary for Buying $DIA after Alcoa beats EPS estimate and holding till next Alcoa earnings release , since Jan 2006

Total net profit 66 Total Net Profit % 57.16
Gross profit 97 Gross loss -30
Total # of trades 21 Percent profitable 76.19%
Number of winning trades 16 Number of losing trades 5
Largest winning trade 15.6 Largest losing trade -12.07
Largest winning trade % 17.37% Largest losing trade % -12.26%
Average winning trade 6.03 Average losing trade -6.01
Average winning trade % 5.41% Average losing trade % -5.87%
Ratio avg win/avg loss 1 Ratio avg win/avg loss % 0.92
Average profit per trade 3.17 Average profit per trade % 2.72%
Median trade 3.7 Median trade % 3.13
Max consecutive winners 8 Max consecutive losers 2
Gain during max winning streak 45.3 Gain during max winning streak % 47.66
Loss during max winning streak 24 Loss during max winning streak % 22.62
Profit factor 3.21 Outlier adjusted profit factor 2.69
Account size required 5,000 Return on account 57.20%
Max drawdown % 21.35
Luck factor 6.38 CAR 6.67%
Recovery factor 2.82 CAR/MDD 0.31
Pessimistic Rate of Return 0.60% number of years 7
Sharpe ratio 0.4 T-Test 1.95

Below the historical $DIA Change , Change % details since Jan 2006 , when Alcoa beats the EPS Estimate.

Date $DIA Open Next Quarter $ DIA Open Change Change % Alcoa EPS Estimate Alcoe EPS Actual
09-Jan-13 132.64 08-Apr-13 145.95* 13.31 9.12 0.08 0.11
10-Oct-12 132.7 09-Jan-13 132.64 -0.06 -0.05 0.06 0.06
10-Jul-12 125.54 10-Oct-12 132.7 7.16 5.4 0 0.03
11-Apr-12 124.95 10-Jul-12 125.54 0.59 0.47 0.05 0.06
10-Jan-12 121.04 11-Apr-12 124.95 3.91 3.13 -0.04 0.1
12-Oct-11 110.46 10-Jan-12 121.04 10.58 8.74 -0.03 -0.03
12-Apr-11 116.84 12-Jul-11 119.39 2.55 2.14 0.32 0.32
11-Jan-11 110.25 12-Apr-11 116.84 6.59 5.64 0.27 0.28
08-Oct-10 103 11-Jan-11 110.25 7.25 6.58 0.19 0.21
13-Jul-10 96.32 08-Oct-10 103 6.68 6.49 0.05 0.09
13-Apr-10 102 13-Jul-10 96.32 -5.68 -5.9 0.11 0.13
12-Jan-10 98.34 13-Apr-10 102 3.66 3.59 0.09 0.1
09-Jul-09 74.19 08-Oct-09 89.79 15.6 17.37 -0.09 0.04
08-Apr-09 72.33 09-Jul-09 74.19 1.86 2.51 -0.38 -0.26
07-Apr-08 110.49 08-Jul-08 98.42 -12.07 -12.26 0.64 0.66
09-Oct-07 122.45 10-Jan-08 110.96 -11.49 -10.36 0.33 0.36
11-Apr-07 108.48 09-Jul-07 116.25 7.77 6.68 0.81 0.81
09-Jan-07 106.67 11-Apr-07 108.48 1.81 1.67 0.76 0.79
10-Oct-06 101.25 09-Jan-07 106.67 5.42 5.08 0.65 0.74
10-Apr-06 93.34 10-Jul-06 92.61 -0.73 -0.79 0.86 0.9
10-Jan-06 91.56 10-Apr-06 93.34 1.78 1.91 0.51 0.7

ps: For the recent quarter instead of $DIA Open , the previous day close is considered.

pps: $DIA data is adjusted for dividends ( dividends are not reinvested and or not included)

 

Alcoa Earnings : Historical Gap and Intraday Movements on Earnings Reporting day

Alcoa Earnings : How to trade on Earnings Reporting day

With Alcoa earnings ( $AA) released after market close, we looked at how the $AA stock reacts to post earnings announcement since Jan 2000.

Alcoa_620x350

$AA Over Night Gap Movement post Alcoa earnings since Jan 2000

here is how the Alcoa Inc  ( $AA) Stock  Price gapped  post earnings day ( assuming one is holding on to longs)

  • Winners 29
  • Losers 23
  • % Winners 56%
  • Average Change % 0.45
  • Median Change % 0.66
  • Maximum Gain % 10.78
  • Maximum Loss % -9.33
  • Average Gain %if Winner 2.77
  • Average Loss % if Loser -2.83
  • Average Gain % / Average Loss % 0.98
  • Profit Factor 1.19

Alcoa Overnight Gap Movements since Jan 2000

Quarter Earnings Date Date Considered Gap Gap %
Q1 2013 8-Apr-13 AMC 09-Apr-13 ?? ??
Q4 2012 8-Jan-13 AMC 09-Jan-13 0.23 2.54
Q3 2012 9-Oct-12 AMC 10-Oct-12 -0.08 -0.88
Q2 2012 9-Jul-12 AMC 10-Jul-12 0.06 0.69
Q1 2012 10-Apr-12 AMC 11-Apr-12 0.62 6.75
Q4 2011 9-Jan-12 AMC 10-Jan-12 0.27 2.91
Q3 2011 11-Oct-11 AMC 12-Oct-11 -0.36 -3.56
Q2 2011 11-Jul-11 AMC 12-Jul-11 -0.12 -0.77
Q1 2011 11-Apr-11 AMC 12-Apr-11 -0.84 -4.84
Q4 2010 10-Jan-11 AMC 11-Jan-11 -0.21 -1.31
Q3 2010 7-Oct-10 AMC 08-Oct-10 0.39 3.29
Q2 2010 12-Jul-10 AMC 13-Jul-10 0.43 4.08
Q1 2010 12-Apr-10 AMC 13-Apr-10 -0.27 -1.91
Q4 2009 11-Jan-10 AMC 12-Jan-10 -1.29 -7.65
Q3 2009 7-Oct-09 AMC 08-Oct-09 0.79 5.77
Q2 2009 8-Jul-09 AMC 09-Jul-09 0.5 5.49
Q1 2009 7-Apr-09 AMC 08-Apr-09 0.27 3.61
Q4 2008 12-Jan-09 AMC 13-Jan-09 -0.29 -3.07
Q3 2008 07-Oct-08 07-Oct-08 0.32 1.91
Q2 2008 08-Jul-08 08-Jul-08 0.13 0.42
Q1 2008 07-Apr-08 07-Apr-08 0.37 1.04
Q4 2007 9-Jan-08 AMC 10-Jan-08 0.3 1.05
Q3 2007 09-Oct-07 09-Oct-07 0.51 1.47
Q2 2007 09-Jul-07 09-Jul-07 -0.11 -0.29
Q1 2007 10-Apr-07 AMC 11-Apr-07 0.67 2.14
Q4 2006 09-Jan-07 09-Jan-07 0.19 0.75
Q3 2006 10-Oct-06 10-Oct-06 0.27 1.09
Q2 2006 10-Jul-06 10-Jul-06 0.4 1.35
Q1 2006 10-Apr-06 10-Apr-06 0.1 0.35
Q4 2005 9-Jan-06 AMC 10-Jan-06 -1.8 -6.75
Q3 2005 10-Oct-05 AMC 11-Oct-05 0.65 3.31
Q2 2005 7-Jul-05 AMC 08-Jul-05 0.96 4.26
Q1 2005 6-Apr-05 AMC 07-Apr-05 0.88 3.42
Q4 2004 10-Jan-05 AMC 11-Jan-05 -0.73 -2.81
Q3 2004 7-Oct-04 AMC 08-Oct-04 -0.32 -1.1
Q2 2004 7-Jul-04 AMC 08-Jul-04 -0.57 -2.06
Q1 2004 6-Apr-04 AMC 07-Apr-04 -0.68 -2.21
Q4 2003 8-Jan-04 AMC 09-Jan-04 -1.22 -3.77
Q3 2003 07-Oct-03 07-Oct-03 -0.26 -1.1
Q2 2003 8-Jul-03 AMC 09-Jul-03 -0.08 -0.37
Q1 2003 4-Apr-03 AMC 07-Apr-03 1.78 10.78
Q4 2002 8-Jan-03 BMO 08-Jan-03 -1.86 -9.33
Q3 2002 4-Oct-02 BMO 04-Oct-02 -0.16 -0.98
Q2 2002 08-Jul-02 08-Jul-02 -0.51 -1.89
Q1 2002 05-Apr-02 05-Apr-02 0.34 1.15
Q4 2002 8-Jan-02 BMO 08-Jan-02 0.27 0.88
Q3 2001 4-Oct-01 BMO 04-Oct-01 0.65 2.54
Q2 2001 06-Jul-01 06-Jul-01 0 0
Q1 2001 5-Apr-01 BMO 05-Apr-01 0.5 1.78
Q4 2000 8-Jan-01 BMO 08-Jan-01 0 0
Q3 2000 5-Oct-00 BMO 05-Oct-00 0 0
Q2 2000 10-Jul-00 BMO 10-Jul-00 1.03 4.78
Q1 2000 06-Apr-00 06-Apr-00 0.17 0.63

$AA Intraday Movement  Alcoa post earnings since Jan 2000

here is how the Alcoa Inc  ( $AA) Stock  Price moved from Open to Close post earnings day ( assuming one is holding on to longs)

  • Winners 18
  • Losers 34
  • % Winners 35%
  • Average Change % -1.10
  • Median Change % -0.69
  • Maximum Gain % 3.86
  • Maximum Loss % -9.43
  • Average Gain %if Winner 1.66
  • Average Loss % if Loser -2.72
  • Average Gain % / Average Loss % 0.61
  • Profit Factor 0.46

Alcoa Stock Price Change during Intraday ( from Open till Close) post Earnings since Jan 2000

Quarter Earnings Date Date Considered Close-Open Change%
Q1 2013 8-Apr-13 AMC 09-Apr-13
Q4 2012 8-Jan-13 AMC 09-Jan-13 -0.25 -2.69
Q3 2012 9-Oct-12 AMC 10-Oct-12 -0.34 -3.78
Q2 2012 9-Jul-12 AMC 10-Jul-12 -0.42 -4.81
Q1 2012 10-Apr-12 AMC 11-Apr-12 -0.04 -0.41
Q4 2011 9-Jan-12 AMC 10-Jan-12 -0.26 -2.73
Q3 2011 11-Oct-11 AMC 12-Oct-11 0.12 1.23
Q2 2011 11-Jul-11 AMC 12-Jul-11 -0.08 -0.52
Q1 2011 11-Apr-11 AMC 12-Apr-11 -0.21 -1.27
Q4 2010 10-Jan-11 AMC 11-Jan-11 0.05 0.32
Q3 2010 7-Oct-10 AMC 08-Oct-10 0.28 2.28
Q2 2010 12-Jul-10 AMC 13-Jul-10 -0.31 -2.82
Q1 2010 12-Apr-10 AMC 13-Apr-10 0.04 0.29
Q4 2009 11-Jan-10 AMC 12-Jan-10 -0.58 -3.73
Q3 2009 7-Oct-09 AMC 08-Oct-09 -0.64 -4.42
Q2 2009 8-Jul-09 AMC 09-Jul-09 -0.73 -7.60
Q1 2009 7-Apr-09 AMC 08-Apr-09 -0.01 -0.13
Q4 2008 12-Jan-09 AMC 13-Jan-09 -0.19 -2.08
Q3 2008 07-Oct-08 07-Oct-08 -1.61 -9.43
Q2 2008 08-Jul-08 08-Jul-08 -1.11 -3.60
Q1 2008 07-Apr-08 07-Apr-08 -1.8 -4.99
Q4 2007 9-Jan-08 AMC 10-Jan-08 -0.13 -0.45
Q3 2007 09-Oct-07 09-Oct-07 0.78 2.21
Q2 2007 09-Jul-07 09-Jul-07 0.75 2.00
Q1 2007 10-Apr-07 AMC 11-Apr-07 -0.51 -1.59
Q4 2006 09-Jan-07 09-Jan-07 -0.16 -0.62
Q3 2006 10-Oct-06 10-Oct-06 0 0.00
Q2 2006 10-Jul-06 10-Jul-06 -0.52 -1.74
Q1 2006 10-Apr-06 10-Apr-06 0.19 0.66
Q4 2005 9-Jan-06 AMC 10-Jan-06 0.96 3.86
Q3 2005 10-Oct-05 AMC 11-Oct-05 -0.48 -2.36
Q2 2005 7-Jul-05 AMC 08-Jul-05 0 0.00
Q1 2005 6-Apr-05 AMC 07-Apr-05 0.4 1.50
Q4 2004 10-Jan-05 AMC 11-Jan-05 0.03 0.12
Q3 2004 7-Oct-04 AMC 08-Oct-04 -0.26 -0.91
Q2 2004 7-Jul-04 AMC 08-Jul-04 0.51 1.88
Q1 2004 6-Apr-04 AMC 07-Apr-04 -0.88 -2.93
Q4 2003 8-Jan-04 AMC 09-Jan-04 0.04 0.13
Q3 2003 07-Oct-03 07-Oct-03 0.2 0.86
Q2 2003 8-Jul-03 AMC 09-Jul-03 -0.2 -0.94
Q1 2003 4-Apr-03 AMC 07-Apr-03 -0.47 -2.57
Q4 2002 8-Jan-03 BMO 08-Jan-03 -0.2 -1.11
Q3 2002 4-Oct-02 BMO 04-Oct-02 -0.64 -3.96
Q2 2002 08-Jul-02 08-Jul-02 -0.2 -0.76
Q1 2002 05-Apr-02 05-Apr-02 0.56 1.87
Q4 2002 8-Jan-02 BMO 08-Jan-02 -0.93 -3.02
Q3 2001 4-Oct-01 BMO 04-Oct-01 -1.66 -6.33
Q2 2001 06-Jul-01 06-Jul-01 -0.78 -2.41
Q1 2001 5-Apr-01 BMO 05-Apr-01 1.04 3.63
Q4 2000 8-Jan-01 BMO 08-Jan-01 0.39 1.49
Q3 2000 5-Oct-00 BMO 05-Oct-00 -0.1 -0.47
Q2 2000 10-Jul-00 BMO 10-Jul-00 0.83 3.67
Q1 2000 06-Apr-00 06-Apr-00 0.51 1.88

Intraday Alcoa Movement since Jan 2000 post earnings if stock price gaps up

here is how the Alcoa Inc  ( $AA) Stock  Price moved from Open to Close post earnings day ( assuming one is holding on to longs) , if the share price gaps up

  • Winners 8
  • Losers 21
  • % Winners 28%
  • Average Change % -1.54
  • Median Change % -1.59
  • Maximum Gain % 3.67
  • Maximum Loss % -9.43
  • Average Gain %if Winner 2.21
  • Average Loss % if Loser -3.28
  • Average Gain % / Average Loss % 0.67
  • Profit Factor 0.38

Alcoa Stock Price Change during Intraday ( from Open till Close) post Earnings since Jan 2000 , if the Stock Gaps up

Date Gap % Close-Open % Change
09-Jan-13 2.54 -0.25 -2.69
10-Jul-12 0.69 -0.42 -4.81
11-Apr-12 6.75 -0.04 -0.41
10-Jan-12 2.91 -0.26 -2.73
08-Oct-10 3.29 0.28 2.28
13-Jul-10 4.08 -0.31 -2.82
08-Oct-09 5.77 -0.64 -4.42
09-Jul-09 5.49 -0.73 -7.60
08-Apr-09 3.61 -0.01 -0.13
07-Oct-08 1.91 -1.61 -9.43
08-Jul-08 0.42 -1.11 -3.60
07-Apr-08 1.04 -1.80 -4.99
10-Jan-08 1.05 -0.13 -0.45
09-Oct-07 1.47 0.78 2.21
11-Apr-07 2.14 -0.51 -1.59
09-Jan-07 0.75 -0.16 -0.62
10-Oct-06 1.09 0.00 0.00
10-Jul-06 1.35 -0.52 -1.74
10-Apr-06 0.35 0.19 0.66
11-Oct-05 3.31 -0.48 -2.36
08-Jul-05 4.26 0.00 0.00
07-Apr-05 3.42 0.40 1.50
07-Apr-03 10.78 -0.47 -2.57
05-Apr-02 1.15 0.56 1.87
08-Jan-02 0.88 -0.93 -3.02
04-Oct-01 2.54 -1.66 -6.33
05-Apr-01 1.78 1.04 3.63
10-Jul-00 4.78 0.83 3.67
06-Apr-00 0.63 0.51 1.88

Intraday Alcoa Movement since Jan 2000 post earnings if stock price gaps down

here is how the Alcoa Inc  ( $AA) Stock  Price moved from Open to Close post earnings day ( assuming one is holding on to longs) , if the stock price gaps down

  • Winners 9
  • Losers 11
  • % Winners 45%
  • Average Change % -0.57
  • Median Change % -0.64
  • Maximum Gain % 3.86
  • Maximum Loss % -3.96
  • Average Gain %if Winner 1.19
  • Average Loss % if Loser -2.00
  • Average Gain % / Average Loss % 0.59
  • Average Absolute Change% 1.63
  • Profit Factor 0.71

Alcoa Stock Price Change during Intraday ( from Open till Close) post Earnings since Jan 2000 , if the Stock Gaps down

Date Gap % Close – Open % Change
10-Oct-12 -0.88 -0.34 -3.78
12-Oct-11 -3.56 0.12 1.23
12-Jul-11 -0.77 -0.08 -0.52
12-Apr-11 -4.84 -0.21 -1.27
11-Jan-11 -1.31 0.05 0.32
13-Apr-10 -1.91 0.04 0.29
12-Jan-10 -7.65 -0.58 -3.73
13-Jan-09 -3.07 -0.19 -2.08
09-Jul-07 -0.29 0.75 2.00
10-Jan-06 -6.75 0.96 3.86
11-Jan-05 -2.81 0.03 0.12
08-Oct-04 -1.1 -0.26 -0.91
08-Jul-04 -2.06 0.51 1.88
07-Apr-04 -2.21 -0.88 -2.93
09-Jan-04 -3.77 0.04 0.13
07-Oct-03 -1.1 0.20 0.86
09-Jul-03 -0.37 -0.20 -0.94
08-Jan-03 -9.33 -0.20 -1.11
04-Oct-02 -0.98 -0.64 -3.96
08-Jul-02 -1.89 -0.20 -0.76

ps: The Price data is adjusted for splits and dividends .

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Information collected by paststat.com and how it is used

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disclaimer

disclaimer

The protection of your privacy is something we take seriously here at paststat.com. The information contained in this document will help you understand how we safeguard, collect and use the personal information you provide to us on our site.

Personal Information
The definition of “personal information” in context to this privacy notice refers to any information that is provided by you, that may disclose whole or part of your identity. paststat.com will only gather personal information that you provide us with, such as email addresses. We are committed to our no spam policy and will not sell any information that is collected from visitors to this website.
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paststat.com reserve the right to disclose information that personally identifies you as required by law and when we believe that disclosure is necessary to protect our rights and/or to comply with a legal process, judicial proceeding or court order served on our web site.
Collection of Information
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Third Party Advertisers Links
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Change in Customer Internet Privacy Statement
Occasionally, paststat.com may revise the contents of this Privacy Policy, if material changes are made to this policy, we will notify you here, or by means of a notice on our home page. Please check back periodically for any updates.

about us

Welcome to paststat.com!

Our mission:
To provide the individual investor with powerful stock market screening tools along with single click backtest functionality
which can make stock market trading easier, safer and backed by facts not opinions.

Our Job:

paststat.com provides meaningful technical indicators and price action to generate profitable trading ideas along with back-testing odds. paststat.com is dedicated in helping traders use “probabilities” and not “possibilities” while trading in the stock markets

With paststat.com you can:

not only run various technical stock screeners on all stocks at all times, but analyzes the stock trends, and runs the odds of winning or losing on numerous trading strategies to help you identify those stock trading strategies that have better odds of making money.

finally paststat.com purpose is to assist individuals in becoming effective managers of their trading decisions through stock market analytics.

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Once again, Welcome to paststat.com! We hope you enjoy your visit and return often and we wish you loads of luck in markets.