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as on :Aug-15

$AAPL 209.89 0.19 0.09%

Apple Inc.

$AAPL Open, High, Low, Close, Volume 1
Open 209.00 Last 209.89
High 210.15 Low 208.33
Previous Close 209.70 Current Streak 3U
Change 0.19 Change % 0.09
Volume 22210268 Avg Volume(3M) 23265090
$AAPL 52 Week High/Low , Month High/Low 1
52 Week High 210.95 52 Week Low 147.46
52 Week High % -0.50 52 Week Low % 42.34
20 Day High 210.95 20 Day Low 189.07
20 Day High % -0.50 20 Day Low % 11.01
$AAPL Moving Averages 1
SMA 20 200.67 4.59
SMA 50 193.35 8.55
SMA 200 178.24 17.76
$AAPL Bollinger Band Values 2
Upper Bollinger Band 216.79
Lower Bollinger Band 184.55
$AAPL Daily Pivot Point Values 2
Resistance Level R3 213.10
Resistance Level R2 211.28
Resistance Level R1 210.59
Pivot Point PP 209.46
Support Level S1 208.77
Support Level S2 207.64
Support Level S3 205.82
$AAPL Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 214.91
1.618 Fibonacci Extensions Level 213.09
1.382 Fibonacci Extensions Level 212.67
0.382 Fibonacci Retracement Level 207.63
0.618 Fibonacci Retracement Level 207.21
1.000 Fibonacci Retracement Level 206.51
$AAPL DeMark Pivot Points 2
DeMark Resistance Level 210.93
DeMark Pivot Point 209.63
DeMark Support Level 209.11
$AAPL Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 186.70
50% Fibonacci Retracement from 52 Week Low 179.21
38.2% Fibonacci Retracement from 52 Week Low 171.71
$AAPL Stock Performance(%) 1
One Week Change % 1.27
One Month Change % 10.24
3 Months Change % 12.25
6 Months Change % 21.80
One Year Change % 34.49
Year-to-Date Change % 25.01
$AAPL Alpha, Beta , Correlation & Volatility 2
Alpha 15.49
Beta 1.06
Standard Deviation (1 Year) 20.78
1 Year Correlation with S&P 500 Index 0.62
1 Month Standard Deviation 6.81
1 Month Correlation with S&P 500 Index 0.22
$AAPL Relative Performance 1
One Day Relative Performance % 0.85
One Week Relative Performance % 2.62
One Month Relative Performance % 9.99
3 Months Relative Performance % 7.90
6 Months Relative Performance % 17.06
One Year Relative Performance % 13.94
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$AAPL 209.89 0.19 0.09%
Apple Inc.

  • Signal : Technical strategy / trading signal
  • Bias : 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
  • # : 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
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Long 1007 52 0.09 0.05 1.18 1.07 -0.97 1.10 -6.57 1.98
SPY Below 20 SMA Long 324 56 0.31 0.21 1.66 1.38 -1.08 1.28 -6.57 3.31
SPY Crossed Below 20 SMA Long 69 66 0.39 0.24 1.97 1.12 -1.08 1.04 -2.92 2.18
SPY Above 50 SMA Short 735 50 0.00 0.00 0.98 0.90 -0.90 1.00 -6.50 0.00
SPY Above 200 SMA Long 900 51 0.10 0.04 1.22 1.03 -0.90 1.14 -6.26 2.21
Close in the Top Range Long 260 53 0.20 0.11 1.56 1.09 -0.85 1.28 -5.20 2.35
RSI (14) above 70 Long 142 56 0.11 0.09 1.26 0.74 -0.71 1.04 -4.22 1.26
ADX in uptrend and above 30 Long 139 50 0.06 0.01 1.03 0.86 -0.75 1.15 -4.22 0.60
Fast S(14) Overbought and above 80 Long 351 53 0.08 0.07 1.10 0.84 -0.79 1.06 -4.23 1.30
Fast S(14) Overbought and above 90 Long 192 53 0.04 0.06 0.94 0.81 -0.84 0.96 -4.23 0.49
Slow S(14) Overbought and above 80 Long 334 52 0.07 0.04 1.09 0.86 -0.78 1.10 -4.23 1.06
Slow S(14) Overbought and above 90 Short 163 48 0.01 0.04 1.08 0.84 -0.76 1.11 -2.71 0.11
Slow S(14) %K Crossed Above %D Long 124 52 0.27 0.14 1.63 1.27 -0.83 1.53 -2.67 2.10
3rd Quarter Long 254 54 0.10 0.11 1.16 1.09 -1.09 1.00 -6.12 1.01
Wednesday Short 207 51 0.01 -0.04 0.96 0.95 -0.98 0.97 -3.84 0.11
August Long 88 63 0.14 0.25 1.25 0.96 -1.30 0.74 -6.12 0.78
Month Closing High Long 193 58 0.20 0.14 1.59 0.87 -0.72 1.21 -4.22 2.54
5% Top Range from Month High Long 135 57 0.22 0.16 1.56 0.92 -0.72 1.28 -4.22 2.28
Quarter Closing High Long 134 56 0.15 0.10 1.41 0.80 -0.70 1.14 -4.22 1.66
5% Top Range from Quarter High Long 164 54 0.11 0.04 1.25 0.75 -0.65 1.15 -4.22 1.41
Half Year Closing High Long 118 58 0.18 0.13 1.51 0.79 -0.68 1.16 -4.22 1.87
5% Top Range from Half Year High Long 199 54 0.08 0.05 1.12 0.77 -0.73 1.05 -4.22 1.07
Year Closing High Long 110 59 0.18 0.13 1.51 0.76 -0.67 1.13 -4.22 1.88
10% Top Range from Year High Long 390 53 0.08 0.04 1.17 0.81 -0.74 1.09 -4.23 1.44
5% Top Range from Year High Long 248 53 0.10 0.04 1.17 0.81 -0.69 1.17 -4.22 1.44
3 Consecutive Up Days Long 144 52 0.05 0.07 1.05 0.89 -0.89 1.00 -5.20 0.46
One Month +10% Long 106 56 0.19 0.21 1.45 0.86 -0.68 1.26 -3.36 1.88
Above SMA 20 Long 616 54 0.12 0.09 1.30 0.90 -0.80 1.13 -4.23 2.50
Above SMA 50 Long 673 50 0.05 0.02 1.09 0.91 -0.84 1.08 -6.26 1.05
Close 2Xstd above 50 DMA Long 144 58 0.19 0.24 1.43 0.88 -0.79 1.11 -4.22 2.03
Close 2Xstd above 50 DMA for 2 days Long 116 56 0.14 0.23 1.24 0.80 -0.72 1.11 -3.36 1.50
Above SMA 200 Long 761 52 0.11 0.04 1.21 0.99 -0.86 1.15 -4.34 2.36
Inside Day Long 126 57 0.32 0.29 1.54 1.30 -1.02 1.27 -3.81 2.21
Narrow Range 4 Long 278 54 0.17 0.09 1.31 1.05 -0.88 1.19 -4.34 2.20
NR4 Inside Day Long 69 62 0.38 0.34 1.81 1.19 -0.97 1.23 -2.92 2.22
Narrow Range 7 Long 170 54 0.12 0.14 1.18 1.05 -0.96 1.09 -4.34 1.21
NR7 Inside Day Long 40 55 0.27 0.38 1.46 1.33 -1.02 1.30 -2.92 1.18
$AAPL 209.89 0.19 0.09%
Apple Inc.

  • Signal : Technical strategy / trading signal
  • Bias : 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
  • # : 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
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Long 1007 52 0.04 0.07 1.07 0.85 -0.87 0.98 -6.63 1.07
SPY Below 20 SMA Long 324 54 0.13 0.13 1.27 1.09 -1.00 1.09 -6.63 1.59
SPY Crossed Below 20 SMA Long 69 49 0.23 0.00 1.50 1.27 -0.78 1.63 -2.64 1.47
SPY Above 50 SMA Short 735 50 0.02 -0.01 1.05 0.78 -0.74 1.05 -3.57 0.53
SPY Above 200 SMA Long 900 52 0.03 0.06 1.07 0.80 -0.80 1.00 -4.03 0.83
Close in the Top Range Long 260 54 0.08 0.13 1.22 0.83 -0.81 1.02 -3.67 1.16
RSI (14) above 70 Long 142 58 0.15 0.23 1.49 0.71 -0.64 1.11 -4.03 1.88
ADX in uptrend and above 30 Long 139 50 0.04 0.04 1.08 0.73 -0.65 1.12 -4.03 0.50
Fast S(14) Overbought and above 80 Long 351 54 0.08 0.13 1.15 0.71 -0.70 1.01 -4.03 1.58
Fast S(14) Overbought and above 90 Long 192 54 0.05 0.08 1.00 0.69 -0.71 0.97 -4.03 0.72
Slow S(14) Overbought and above 80 Long 334 53 0.06 0.08 1.10 0.70 -0.69 1.01 -4.03 1.17
Slow S(14) Overbought and above 90 Long 163 54 0.11 0.13 1.16 0.74 -0.66 1.12 -4.03 1.46
Slow S(14) %K Crossed Above %D Long 124 50 0.09 -0.01 1.20 1.02 -0.84 1.21 -3.07 0.81
3rd Quarter Long 254 55 0.04 0.14 1.03 0.87 -1.01 0.86 -6.63 0.47
Wednesday Short 207 47 0.06 0.02 1.08 0.90 -0.72 1.25 -3.40 0.79
August Long 88 63 0.16 0.23 1.21 0.94 -1.21 0.78 -6.63 0.89
Month Closing High Long 193 58 0.12 0.16 1.31 0.73 -0.71 1.03 -4.03 1.71
5% Top Range from Month High Long 135 57 0.14 0.22 1.27 0.78 -0.70 1.11 -4.03 1.57
Quarter Closing High Long 134 55 0.10 0.12 1.21 0.72 -0.67 1.07 -4.03 1.19
5% Top Range from Quarter High Long 164 53 0.09 0.08 1.20 0.70 -0.62 1.13 -4.03 1.22
Half Year Closing High Long 118 55 0.12 0.12 1.26 0.72 -0.62 1.16 -4.03 1.35
5% Top Range from Half Year High Long 199 51 0.05 0.04 1.06 0.70 -0.64 1.09 -4.03 0.72
Year Closing High Long 110 54 0.11 0.09 1.22 0.73 -0.63 1.16 -4.03 1.18
10% Top Range from Year High Long 390 51 0.05 0.04 1.08 0.72 -0.66 1.09 -4.03 1.05
5% Top Range from Year High Long 248 51 0.05 0.03 1.03 0.69 -0.63 1.10 -4.03 0.83
3 Consecutive Up Days Short 144 47 0.07 0.03 1.06 0.89 -0.70 1.27 -3.13 0.75
One Month +10% Long 106 54 0.12 0.17 1.27 0.77 -0.67 1.15 -3.15 1.33
Above SMA 20 Long 616 53 0.07 0.08 1.17 0.74 -0.70 1.06 -4.03 1.78
Above SMA 50 Long 673 50 0.01 0.02 1.00 0.74 -0.74 1.00 -4.03 0.26
Close 2Xstd above 50 DMA Long 144 57 0.14 0.20 1.34 0.78 -0.74 1.05 -4.03 1.62
Close 2Xstd above 50 DMA for 2 days Long 116 56 0.09 0.11 1.18 0.69 -0.67 1.03 -2.87 1.10
Above SMA 200 Long 761 51 0.02 0.04 1.03 0.77 -0.78 0.99 -4.03 0.53
Inside Day Long 126 54 0.16 0.13 1.34 0.90 -0.74 1.22 -3.21 1.56
Narrow Range 4 Long 278 55 0.12 0.16 1.28 0.84 -0.75 1.12 -3.32 1.87
NR4 Inside Day Long 69 56 0.29 0.24 1.93 1.00 -0.62 1.61 -3.21 2.04
Narrow Range 7 Long 170 58 0.15 0.19 1.32 0.83 -0.80 1.04 -3.32 1.83
NR7 Inside Day Long 40 52 0.29 0.14 1.81 1.09 -0.59 1.85 -2.48 1.57
$AAPL 209.89 0.19 0.09%
Apple Inc.
Month to Date : 19.60 10.30%
  • Month : Month
  • # : Number of trades generated , since 1990 ( our default backtest period)
  • Wins : Number of winning trades
  • Losses : Number of losing trades
  • %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
  • 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 %
  • MWT % : Maximum Loss Trade (%)
  • MLT % : Maximum Loss Trade (%)
  • Rank : Rank of the current month average returns against all the 12 months , 1 means the stock in the current month performs best , 12 is worst
  • Seasonality Calculations : are done from the close of last trading of the previous month to current month's last trading day's close , for ex: for March Seasonality , the entry is the close of Feb last trading day's and exit is at the last trading day of Mar at close
  • backtesting period : default backtesting period is since 1990 if the stock is trading then , other wise since it's listing
Month # Wins Losses % Wins Avg% Med% AWT% ALT% Payoff MWT% MLT% Rank
Jan 28 18 10 64 4.03 3.99 12.48 -11.18 1.12 45.66 -31.68 5
Feb 28 14 14 50 2.30 1.76 10.32 -5.72 1.80 28.66 -15.74 7
Mar 28 18 10 64 5.17 7.06 12.15 -7.39 1.64 21.15 -13.87 2
Apr 27 15 12 56 2.19 0.47 9.48 -6.92 1.37 28.35 -19.16 8
May 27 14 13 52 1.32 2.25 9.80 -7.80 1.26 26.05 -32.35 9
Jun 27 12 15 44 -2.68 -3.51 8.83 -11.89 0.74 24.63 -30.44 11
Jul 27 17 10 63 5.11 4.59 13.22 -8.68 1.52 27.28 -29.90 3
Aug 27 16 11 59 4.09 5.10 10.03 -4.54 2.21 24.70 -11.73 4
Sep 27 9 18 33 -3.42 -2.10 11.85 -11.05 1.07 21.78 -57.76 12
Oct 27 21 6 78 7.20 6.15 12.42 -11.06 1.12 35.06 -23.98 1
Nov 27 15 12 56 3.38 3.39 11.75 -7.09 1.66 27.99 -15.78 6
Dec 27 15 12 56 -0.66 1.55 7.35 -10.68 0.69 28.03 -26.09 10

$AAPL Historical Returns in Aug

Exit Date Exit Entry Date Entry Change % P/L %
Aug 1990 1.13 Jul 1990 1.28 -11.73
Aug 1991 1.63 Jul 1991 1.42 14.75
Aug 1992 1.43 Jul 1992 1.45 -1.38
Aug 1993 0.83 Jul 1993 0.87 -4.60
Aug 1994 1.16 Jul 1994 1.07 7.46
Aug 1995 1.39 Jul 1995 1.45 -4.14
Aug 1996 0.79 Jul 1996 0.71 9.82
Aug 1997 0.70 Jul 1997 0.57 24.70
Aug 1998 1.01 Jul 1998 1.12 -9.81
Aug 1999 2.11 Jul 1999 1.80 17.19
Aug 2000 3.95 Jul 2000 3.29 20.05
Aug 2001 1.20 Jul 2001 1.22 -1.64
Aug 2002 0.96 Jul 2002 0.99 -3.03
Aug 2003 1.46 Jul 2003 1.37 7.32
Aug 2004 2.23 Jul 2004 2.09 6.68
Aug 2005 6.08 Jul 2005 5.53 9.95
Aug 2006 8.79 Jul 2006 8.80 -0.11
Aug 2007 17.94 Jul 2007 17.07 5.10
Aug 2008 21.96 Jul 2008 20.59 6.65
Aug 2009 21.79 Jul 2009 21.17 2.93
Aug 2010 31.50 Jul 2010 33.33 -5.49
Aug 2011 49.86 Jul 2011 50.59 -1.44
Aug 2012 86.56 Jul 2012 79.13 9.39
Aug 2013 64.91 Jul 2013 59.89 8.38
Aug 2014 97.74 Jul 2014 90.71 7.75
Aug 2015 109.36 Jul 2015 117.11 -6.62
Aug 2016 105.10 Jul 2016 102.67 2.37

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