paststat loader
as on :Oct-29
+
  • 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:
CCI moved above 200 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
ARAY Long 4.99 10.40 25,431 22 45 0.07 0.00 0.79 3.75 -2.99 1.25 -6.93 0.07
AEIS Long 91.82 0.65 177 24 45 0.07 0.00 1.05 2.12 -1.66 1.28 -6.73 0.14
AVXL Short 18.74 3.48 741 32 59 1.28 -1.32 1.33 5.87 -5.43 1.08 -37.85 0.69
FUV Long 11.68 7.06 1,615 29 58 2.27 1.55 1.27 10.27 -9.05 1.13 -31.27 0.75
TEAM Short 458.13 9.78 2,813 29 44 0.06 0.28 1.02 2.10 -1.59 1.32 -3.23 0.14
RILY Long 71.66 10.26 434 29 62 0.79 0.49 1.43 2.17 -1.47 1.48 -3.73 1.86
BLNK Long 31.80 7.40 3,264 26 42 3.10 -0.62 0.81 15.97 -6.34 2.52 -31.18 0.92
BLUE Short 23.41 2.09 990 20 40 0.23 0.47 1.05 3.45 -1.91 1.81 -5.06 0.33
CFFN Long 12.13 3.23 1,017 19 57 0.61 0.24 2.38 1.50 -0.62 2.42 -1.45 1.70
CERN Long 74.29 5.12 4,153 25 60 0.16 0.40 0.85 1.34 -1.61 0.83 -3.89 0.39
CKPT Long 3.51 3.85 826 30 36 0.43 -0.20 0.62 5.94 -2.76 2.15 -10.20 0.40
COLM Short 103.84 1.59 610 30 66 0.63 -0.37 2.79 1.37 -0.84 1.63 -1.89 2.19
DXCM Long 623.21 9.27 1,286 30 66 0.96 0.34 1.39 2.06 -1.24 1.66 -7.08 1.74
DSPG Long 21.97 0.23 215 25 56 0.77 0.26 0.96 2.16 -1.00 2.16 -2.22 1.02
FSLR Short 119.59 1.45 2,711 25 72 0.39 -0.91 0.99 1.90 -3.50 0.54 -8.21 0.61
FLNT Long 2.38 0.42 123 25 48 0.12 0.00 0.70 4.66 -4.08 1.14 -11.01 0.11
GEVO Short 7.23 6.79 16,329 21 61 1.72 -2.72 0.65 9.28 -10.57 0.88 -53.54 0.49
GPRE Long 37.95 2.87 1,009 27 62 1.29 0.35 1.17 3.74 -2.87 1.30 -4.95 1.44
HZNP Short 119.91 1.75 1,297 31 51 0.32 -0.64 1.69 2.02 -1.50 1.35 -4.15 0.81
IMGN Short 6.03 1.86 2,840 30 70 1.15 -1.48 2.27 4.10 -5.72 0.72 -22.86 0.90
INSM Long 30.15 1.89 1,006 24 66 0.09 0.83 0.98 2.29 -4.32 0.53 -8.85 0.11
LOB Long 89.18 14.64 623 22 59 0.12 0.95 0.71 1.97 -2.57 0.77 -6.76 0.20
LULU Long 466.01 5.09 1,326 32 56 0.03 0.27 0.98 1.36 -1.66 0.82 -5.33 0.09
MSFT Long 331.62 2.24 31,814 30 60 0.36 0.21 2.28 1.17 -0.86 1.36 -2.64 1.39
MKSI Short 150.05 2.96 495 23 39 0.11 0.52 0.66 2.65 -1.51 1.75 -3.81 0.20
NATI Short 42.47 3.86 1,472 22 54 0.19 -0.06 1.04 1.05 -0.84 1.25 -1.66 0.70
OMCL Long 178.15 3.25 310 26 53 0.27 0.34 0.95 1.70 -1.39 1.22 -3.69 0.71
FRSH Short 50.25 8.34 1,908 9 44 0.13 0.31 1.18 1.36 -0.86 1.58 -2.11 0.21
PETS Short 28.43 0.82 280 23 56 0.10 -0.25 0.42 4.40 -5.48 0.80 -33.64 0.05
QLYS Long 124.48 3.68 291 25 64 0.49 0.47 1.19 1.72 -1.68 1.02 -3.86 1.19
METC Short 18.59 16.99 1,518 24 70 0.15 -0.70 0.56 2.60 -5.79 0.45 -18.76 0.13
RNWK Long 1.61 7.33 1,259 23 52 0.85 0.58 0.89 6.86 -5.70 1.20 -21.12 0.47
RGEN Long 290.50 0.17 560 31 54 0.36 0.57 1.56 2.26 -1.95 1.16 -5.83 0.73
SSNC Long 79.47 5.01 2,012 20 60 0.46 0.41 1.47 1.36 -0.90 1.51 -1.66 1.22
TROW Long 216.88 0.74 1,651 33 48 0.03 -0.01 0.90 1.10 -0.97 1.13 -3.05 0.13
ENSG Long 78.01 2.40 533 29 55 0.28 0.32 0.85 2.37 -2.29 1.03 -4.08 0.46
MIDD Short 182.44 1.25 429 25 60 0.78 -0.48 0.95 3.00 -2.55 1.18 -13.92 0.77
VECO Short 24.29 0.96 229 18 61 1.05 -0.43 1.48 3.20 -2.33 1.37 -6.07 1.12
VSAT Short 59.69 4.21 437 20 55 0.88 -0.07 0.91 3.44 -2.25 1.53 -6.12 0.82
Z Long 103.63 5.10 16,860 27 51 0.92 0.03 1.17 3.60 -1.98 1.82 -12.08 1.05
ZG Long 105.72 5.13 5,136 26 65 0.92 0.81 1.09 2.82 -2.66 1.06 -12.54 1.01
ATEN Short 18.69 34.95 8,332 29 55 0.16 0.00 0.73 2.07 -2.19 0.95 -5.18 0.29
ABBV Short 114.67 4.56 16,173 21 52 0.15 -0.27 0.90 1.45 -1.28 1.13 -2.91 0.37
ASIX Long 48.60 6.04 681 28 42 0.20 -0.14 0.89 3.28 -2.11 1.55 -8.41 0.32
BBVA Long 6.97 5.77 1,141 18 50 0.02 -0.01 0.74 2.02 -1.98 1.02 -7.49 0.03
BAH Long 86.86 7.82 1,802 23 56 0.04 0.22 0.68 1.06 -1.27 0.83 -2.67 0.14
BHR Short 5.08 1.80 497 18 38 0.05 0.32 0.88 3.00 -1.83 1.64 -5.74 0.07
CALX Short 62.59 2.98 585 34 61 0.65 -0.33 1.30 2.57 -2.45 1.05 -5.60 0.97
CHH Long 140.62 1.44 454 26 50 0.15 0.04 0.82 0.98 -0.69 1.42 -2.88 0.61
CHD Long 87.36 2.43 2,707 23 52 0.14 0.04 0.92 0.99 -0.78 1.27 -3.03 0.60
CYH Long 13.10 9.44 2,743 26 65 2.64 3.15 2.08 6.37 -4.40 1.45 -11.19 2.07
DAR Long 84.52 0.55 1,597 33 51 0.60 0.03 1.61 2.20 -1.11 1.98 -4.74 1.52
EXP Short 148.36 -0.35 384 24 50 0.06 -0.01 0.64 1.37 -1.25 1.10 -3.40 0.16
FE Short 38.53 1.66 5,700 25 68 0.48 -0.52 2.66 1.04 -0.71 1.46 -2.46 2.22
BEN Short 31.49 0.83 5,479 24 58 0.11 -0.45 1.13 1.18 -1.38 0.86 -5.09 0.32
GMS Long 49.53 3.34 333 28 57 0.55 0.61 0.92 2.80 -2.45 1.14 -10.30 0.75
HTH Long 35.44 1.75 489 29 41 0.00 -0.20 0.60 1.63 -1.15 1.42 -4.11 0.00
HLI Long 112.08 9.98 861 29 79 0.53 0.52 1.94 1.21 -2.06 0.59 -6.77 1.44
ORI Long 25.83 -0.81 4,209 28 39 0.23 -0.20 1.13 1.76 -0.76 2.32 -2.13 0.76
OC Long 93.41 -0.07 1,095 22 68 0.84 0.73 3.24 1.56 -0.70 2.23 -1.21 2.60
PHK Short 6.42 0.94 381 29 48 0.37 0.12 1.75 1.58 -0.76 2.08 -2.68 1.08
APTS Long 12.61 -0.08 569 19 68 1.99 0.85 3.45 3.42 -1.10 3.11 -2.52 1.57
RSG Long 134.60 3.59 2,570 33 39 0.00 -0.11 0.72 0.78 -0.51 1.53 -1.52 0.00
SM Long 34.32 6.95 5,790 26 69 2.17 1.04 1.03 6.31 -7.13 0.88 -17.96 1.10
STON Short 2.59 0.00 149 25 56 0.49 0.00 1.08 5.77 -6.24 0.92 -15.69 0.29
URI Long 379.11 3.25 945 19 52 1.12 0.94 3.21 2.91 -0.87 3.34 -1.94 1.82
X Short 26.39 12.87 69,839 23 69 1.37 -1.40 3.88 3.28 -2.99 1.10 -9.33 1.62
VCRA Short 56.58 11.80 1,115 31 38 0.56 0.26 1.29 3.14 -1.07 2.93 -2.45 1.14
GWW Long 463.11 7.51 637 28 46 0.35 -0.04 1.02 2.48 -1.49 1.66 -3.83 0.68
DSS Short 1.23 1.65 780 26 73 4.53 -3.49 1.77 8.38 -5.94 1.41 -13.52 2.29
GSS Long 3.15 2.94 978 22 63 0.61 0.29 1.70 1.83 -1.52 1.20 -3.34 1.08