143 unique reasons to go long – 10 Oct 2018

143 unique reasons to go long

10oct2018

the tick-alert file , which is basically a backtest data mine on all the signals triggered for the day , along with backtest performed over last 5 years , and over since 1990 , along with 2 and 3 permutations , is the source for trading ideas presented here , on most of the days

instead of piking one or two strategies that we like , which is what we do , attached here is the file , which calculated around 160K backtests on ES mini futures , and here are the 143 unique strategies that had a prior sample size of more than 20 , along with 100% win rate , since 1997 or when e-mini started trading

Trading Signal # Wins % Wins Avg Median
RSI (2) below 10 & 4th Quarter & Above SMA 200 49 49 100 0.9 0.78
RSI (14) below 30 & 3 Consecutive Red Candles 46 46 100 2.32 1.27
Close in the Bottom Range & RSI (14) below 30 & 2 Consecutive Down Days 46 46 100 1.86 1.15
RSI (14) below 30 & Ten Day Low Close & 3 Consecutive Red Candles 45 45 100 2.34 1.26
RSI (14) below 30 & Month Low & 3 Consecutive Red Candles 44 44 100 2.38 1.42
RSI (14) below 30 & Quarter Closing Low & 3 Consecutive Red Candles 44 44 100 2.32 1.23
RSI (14) below 30 & 3 Consecutive Red Candles & Intraday Low below LBB 44 44 100 2.31 1.27
RSI (14) below 30 & Quarter Low & 3 Consecutive Red Candles 43 43 100 2.36 1.27
RSI (14) below 30 & 2 Consecutive Down Days & 3 Consecutive Red Candles 43 43 100 2.39 1.26
RSI (14) below 30 & 3 Consecutive Red Candles & Close 2Xstd below 50 DMA 43 43 100 2.35 1.27
RSI (14) below 30 & 3 Consecutive Red Candles & Close below LBB 41 41 100 2.35 1.27
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Intraday Low below LBB 41 41 100 1.72 0.9
RSI (14) below 30 & 3 Consecutive Down Days & 3 Consecutive Red Candles 40 40 100 2.45 1.42
RSI (14) below 30 & RSI (2) below 5 & 3 Consecutive Red Candles 39 39 100 2.37 1.21
Losers with 1Xstd(50) down move & Month Closing Low & 4 Consecutive Red Candles 39 39 100 1.79 0.99
4 Consecutive Red Candles & Volume Losers 150% 38 38 100 1.7 0.62
4 Consecutive Down Days & Volume Losers 150% 37 37 100 1.75 0.9
Losers with 1Xstd(20) down move & Month Low & 4 Consecutive Red Candles 37 37 100 1.9 0.99
4 Consecutive Red Candles & Below SMA 20 & Volume Losers 150% 37 37 100 1.73 0.68
Losers with 1Xstd(50) down move & Month Low & 4 Consecutive Red Candles 36 36 100 1.8 1.04
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close below LBB 36 36 100 1.85 0.95
2 Consecutive Down Days & 4 Consecutive Red Candles & Volume Losers 150% 36 36 100 1.78 0.79
Close in the Bottom Range & 5 Consecutive Red Candles 35 35 100 1.6 0.99
RSI (2) below 10 & 4 Consecutive Down Days & Volume Losers 150% 35 35 100 1.82 0.99
RSI (2) below 10 & 4 Consecutive Red Candles & Volume Losers 150% 35 35 100 1.81 0.9
Ten Day Low Close & 4 Consecutive Down Days & Volume Losers 150% 35 35 100 1.83 0.99
Close in the Bottom Range & RSI (14) below 30 & 3 Consecutive Red Candles 34 34 100 2.21 1.39
Close in the Bottom Range & Ten Day Low Close & 5 Consecutive Red Candles 34 34 100 1.64 1
RSI (14) below 30 & 3 Consecutive Red Candles & Close below S1 34 34 100 2.16 1.38
Quarter Low & 4 Consecutive Red Candles & Close below LBB 34 34 100 2.43 1.24
4 Consecutive Red Candles & Close below S2 33 33 100 1.56 0.75
Close in the Bottom Range & RSI (2) below 5 & 5 Consecutive Red Candles 33 33 100 1.66 1.02
Close in the Bottom Range & 2 Consecutive Down Days & 5 Consecutive Red Candles 33 33 100 1.65 0.99
RSI (14) below 30 & 3 Consecutive Red Candles & Open -1% 33 33 100 2.61 1.57
RSI (2) below 2 & 3 Consecutive Red Candles & Close below S2 33 33 100 1.86 0.99
Long Red Candle & 4 Consecutive Red Candles & Close below S2 32 32 100 1.58 0.74
Close in the Bottom Range & RSI (14) below 30 & 3 Consecutive Down Days 32 32 100 2.21 1.39
Close in the Bottom Range & 5 Consecutive Red Candles & Below SMA 50 32 32 100 1.67 0.99
RSI (14) below 30 & Losers with 1Xstd(50) down move & 3 Consecutive Red Candles 32 32 100 2.13 1.14
RSI (14) crossed below 30 & 2 Consecutive Down Days 31 31 100 1.22 1.04
Close in the Bottom Range & 3 Consecutive Down Days & 5 Consecutive Red Candles 31 31 100 1.61 0.99
RSI (14) below 30 & Losers with 1Xstd(20) down move & 3 Consecutive Red Candles 31 31 100 2.2 1.18
RSI (14) below 30 & 3 Consecutive Red Candles & Today -1% 31 31 100 2.71 1.57
RSI (2) below 2 & 3 Consecutive Down Days & Volume Losers 150% 31 31 100 2.13 0.96
RSI (2) below 2 & 3 Consecutive Red Candles & Volume Losers 150% 31 31 100 2.15 0.96
RSI (2) below 5 & 4 Consecutive Red Candles & Volume Losers 150% 31 31 100 1.87 0.56
4 Consecutive Down Days & Below SMA 50 & Volume Losers 150% 31 31 100 1.73 0.68
4 Consecutive Red Candles & Today -1% & Close below S2 31 31 100 1.63 0.8
4 Consecutive Red Candles & Below SMA 50 & Volume Losers 150% 31 31 100 1.72 0.56
Close in the Bottom Range & 4 Consecutive Down Days & 5 Consecutive Red Candles 30 30 100 1.66 0.99
Close in the Bottom Range & 5 Consecutive Down Days & 4 Consecutive Red Candles 30 30 100 1.82 1.06
RSI (14) below 30 & RSI (2) below 2 & 3 Consecutive Red Candles 30 30 100 2.81 2.07
RSI (2) below 2 & 3 Consecutive Red Candles & Today -2% 30 30 100 2.95 2.62
RSI (2) below 5 & 4 Consecutive Down Days & Volume Losers 150% 30 30 100 1.91 0.56
4 Consecutive Down Days & 3 Consecutive Red Candles & Close below S2 30 30 100 1.69 0.87
RSI (14) below 30 & 4 Consecutive Red Candles 29 29 100 2.68 1.26
Close in the Bottom Range & RSI (14) crossed below 30 & 2 Consecutive Down Days 29 29 100 1.26 1.04
Close in the Bottom Range & RSI (14) below 30 & RSI (2) below 2 29 29 100 2.38 1.56
RSI (14) crossed below 30 & Quarter Closing Low & 2 Consecutive Down Days 29 29 100 1.18 1.04
4 Consecutive Down Days & 4 Consecutive Red Candles & Close below S2 29 29 100 1.7 0.84
Close in the Bottom Range & RSI (2) below 2 & 5 Consecutive Down Days 28 28 100 1.83 1.04
Close in the Bottom Range & Month Closing Low & 5 Consecutive Red Candles 28 28 100 1.84 1.13
Close in the Bottom Range & 5 Consecutive Down Days & 5 Consecutive Red Candles 28 28 100 1.74 1
RSI (14) crossed below 30 & 2 Consecutive Down Days & Close 2Xstd below 50 DMA 28 28 100 1.15 0.95
RSI (14) below 30 & RSI (2) below 5 & 4 Consecutive Red Candles 28 28 100 2.64 1.23
RSI (14) below 30 & Month Low & 4 Consecutive Red Candles 28 28 100 2.73 1.61
RSI (2) below 10 & Crossed below SMA 50 & Volume Losers 150% 28 28 100 0.55 0.35
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close below S2 28 28 100 1.59 0.82
Month Closing Low & 4 Consecutive Down Days & Volume Losers 150% 28 28 100 2.05 0.95
Month Closing Low & 4 Consecutive Red Candles & Volume Losers 150% 28 28 100 2.04 0.79
4 Consecutive Red Candles & Intraday Low below LBB & Volume Losers 150% 28 28 100 2.02 0.73
Close in the Bottom Range & 5 Consecutive Down Days & Intraday Low below LBB 27 27 100 1.92 1.36
RSI (14) crossed below 30 & RSI (2) below 10 & 2 Consecutive Down Days 27 27 100 1.24 1.04
RSI (14) crossed below 30 & 2 Consecutive Down Days & Intraday Low below LBB 27 27 100 1.13 0.9
RSI (14) below 30 & 2 Consecutive Down Days & 4 Consecutive Red Candles 27 27 100 2.78 1.26
RSI (14) below 30 & 4 Consecutive Red Candles & Intraday Low below LBB 27 27 100 2.69 1.26
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close 2Xstd below 50 DMA 27 27 100 2.01 1.1
4 Consecutive Down Days & Intraday Low below LBB & Volume Losers 150% 27 27 100 2.07 0.9
4 Consecutive Red Candles & Below SMA 50 & Close below S2 27 27 100 1.59 0.74
RSI (14) crossed below 30 & Month Low & 2 Consecutive Down Days 26 26 100 1.3 1.04
RSI (14) below 30 & 4 Consecutive Down Days & 3 Consecutive Red Candles 26 26 100 2.8 1.61
RSI (14) below 30 & 4 Consecutive Red Candles & Close below LBB 26 26 100 2.76 1.61
RSI (2) below 2 & 4th Quarter & Below SMA 50 26 26 100 2.28 1.41
5 Consecutive Down Days & 3 Consecutive Red Candles & Today -1% 26 26 100 2.4 1.18
Long Red Candle & RSI (14) below 30 & 3 Consecutive Red Candles 25 25 100 2.07 1.04
Close in the Bottom Range & 5 Consecutive Down Days & Today -1% 25 25 100 1.76 0.99
Close in the Bottom Range & 5 Consecutive Down Days & Close below LBB 25 25 100 1.98 1.36
Close in the Bottom Range & 5 Consecutive Down Days & Close below S1 25 25 100 1.77 0.99
Close in the Bottom Range & 4 Consecutive Red Candles & Close below S2 25 25 100 1.94 0.9
Close in the Bottom Range & 5 Consecutive Red Candles & Intraday Low below LBB 25 25 100 1.95 1.15
RSI (14) crossed below 30 & Losers with 1Xstd(20) down move & 2 Consecutive Down Days 25 25 100 1.17 0.9
RSI (14) crossed below 30 & Losers with 1Xstd(50) down move & 2 Consecutive Down Days 25 25 100 1.13 0.9
RSI (14) crossed below 30 & Quarter Low & 2 Consecutive Down Days 25 25 100 1.22 1.04
RSI (14) crossed below 30 & 2 Consecutive Down Days & Close below LBB 25 25 100 1.11 0.72
RSI (14) below 30 & 3 Consecutive Red Candles & One Week -5% 25 25 100 3.15 2.76
RSI (2) below 2 & Worst One Day % Loss in a Month & 3 Consecutive Down Days 25 25 100 1.73 0.9
RSI (2) below 2 & Worst One Day % Loss in a Month & 3 Consecutive Red Candles 25 25 100 1.72 0.9
Losers with 1Xstd(20) down move & Quarter Closing Low & 4 Consecutive Red Candles 25 25 100 2.09 1.09
Losers with 1Xstd(20) down move & 4 Consecutive Red Candles & Close 2Xstd below 50 DMA 25 25 100 2.12 1.1
Month Low & 4 Consecutive Red Candles & Volume Losers 150% 25 25 100 2.06 0.9
Worst One Day % Loss in a Month & Close below LBB & Crossed below SMA 50 25 25 100 0.93 0.55
2 Consecutive Down Days & Crossed below SMA 50 & Volume Losers 150% 25 25 100 0.68 0.42
4 Consecutive Red Candles & Today -2% 24 24 100 3.14 2.48
Long Red Candle & 3 Consecutive Red Candles & Today -3% 24 24 100 2.63 2.02
Close in the Bottom Range & RSI (2) below 2 & 5 Consecutive Red Candles 24 24 100 1.96 1.13
RSI (14) below 30 & 3 Consecutive Down Days & 4 Consecutive Red Candles 24 24 100 2.93 1.61
RSI (2) below 2 & Losers with 2Xstd(20) down move & 3 Consecutive Down Days 24 24 100 1.82 1.04
RSI (2) below 2 & Losers with 2Xstd(50) down move & 3 Consecutive Down Days 24 24 100 2.14 1.25
RSI (2) below 2 & Losers with 2Xstd(50) down move & 3 Consecutive Red Candles 24 24 100 2.13 1.25
RSI (2) below 5 & 4th Quarter & 4 Consecutive Down Days 24 24 100 2.58 1.64
4th Quarter & 4 Consecutive Down Days & Intraday Low below LBB 24 24 100 2.62 1.35
Worst One Day % Loss in a Month & Close crossed below LBB & Crossed below SMA 50 24 24 100 0.82 0.53
2 Consecutive Down Days & 5 Consecutive Red Candles & Today -1% 24 24 100 2.5 1.18
4 Consecutive Down Days & 3 Consecutive Red Candles & Today -2% 24 24 100 3.06 1.9
4 Consecutive Down Days & Open -1% & Volume Losers 150% 24 24 100 2.41 1.1
4 Consecutive Red Candles & Open -1% & Volume Losers 150% 24 24 100 2.42 1.1
Losers with 1Xstd(20) down move & 5 Consecutive Red Candles 23 23 100 1.9 1.1
Losers with 1Xstd(50) down move & 5 Consecutive Red Candles 23 23 100 1.89 1.1
Long Red Candle & Close in the Bottom Range & 5 Consecutive Down Days 23 23 100 1.76 0.99
Long Red Candle & 3 Consecutive Down Days & Today -3% 23 23 100 2.6 1.57
Close in the Bottom Range & Losers with 1Xstd(20) down move & 5 Consecutive Down Days 23 23 100 1.93 1.1
Close in the Bottom Range & 5 Consecutive Red Candles & Close below LBB 23 23 100 2.03 1.15
RSI (14) crossed below 30 & 2 Consecutive Down Days & Today -1% 23 23 100 1.15 0.9
RSI (14) below 30 & RSI (2) below 2 & 4 Consecutive Red Candles 23 23 100 2.98 1.96
RSI (14) below 30 & RSI (2) below 5 & Volume Losers 150% 23 23 100 2.41 1.04
RSI (14) below 30 & 3 Consecutive Red Candles & Today -2% 23 23 100 3.23 2.96
RSI (14) below 30 & 3 Consecutive Red Candles & Volume Losers 150% 23 23 100 2.66 1.1
RSI (2) below 2 & Williams %R moved below -90 & 3 Consecutive Down Days 23 23 100 1.6 0.99
RSI (2) below 2 & Losers with 2Xstd(20) down move & 3 Consecutive Red Candles 23 23 100 1.87 1.1
RSI (2) below 5 & 4th Quarter & Above SMA 200 23 23 100 1.16 0.91
RSI (2) below 5 & 4 Consecutive Red Candles & Today -2% 23 23 100 3.2 2.76
Williams %R moved below -90 & 4 Consecutive Down Days & Intraday Low below LBB 23 23 100 1.3 0.84
Losers with 1Xstd(20) down move & Quarter Low & 4 Consecutive Red Candles 23 23 100 2.3 1.1
Losers with 1Xstd(20) down move & 5 Consecutive Down Days & 3 Consecutive Red Candles 23 23 100 1.95 1.25
Losers with 2Xstd(50) down move & Close below LBB & Crossed below SMA 50 23 23 100 0.87 0.44
Month Low & 4 Consecutive Down Days & Volume Losers 150% 23 23 100 2.2 0.99
Month Low & 4 Consecutive Red Candles & Today -2% 23 23 100 3.18 2.76
2 Consecutive Down Days & 4 Consecutive Red Candles & Today -2% 23 23 100 3.26 2.76
2 Consecutive Down Days & 5 Consecutive Red Candles & Close below S1 23 23 100 1.88 1.02
3 Consecutive Down Days & 5 Consecutive Red Candles & Today -1% 23 23 100 2.47 1.1
5 Consecutive Down Days & 4 Consecutive Red Candles & Today -1% 23 23 100 2.61 1.25
4 Consecutive Red Candles & Today -2% & Below SMA 50 23 23 100 3.02 2.21
4 Consecutive Red Candles & Intraday Low below LBB & Close below S2 23 23 100 1.96 0.84

and the whole file here

dropbox

 

$GLD , $TLT , $VNQ trade ideas – 9 Jan 2018

$GLD , $TLT , $VNQ trade ideas

few trading ideas as on 9th Jan 2018

1) $GLD – trading strategy rules

close is above and is down for three days in row , backtest period since last 4 years

$gld

 

34 out 34 times closed lower atleast once over next 5 trading days, when $GLD is above 200 DMA and posted 3 down closes in last 4 years at an average of 66 bps

2) $TLT – trading strategy rules

RSI(2) is below 2 , and posts 4 consecutive lower lows , backtest period is since its IPO ( 2002)

$tlt

 

39 out 39 times closed higher atleast once over next 5 trading days, when $TLT posts 4 lower lows along with an RSI(2) close below 2 , since 2002 , at an average of 64 bps

3) $VNQ – trading strategy rules

close is blow 200 DMA , and closes at quarterly low , backtest period is last 4 years

VNQ

33 out 33 times closed higher atleast once over next 5 trading days, when $VNQ closes at quarterly low , and when close is below is 200 DMA , at an average of 76 bps

ps: clicking on the images will take you to a detailed backtest report , which included historical trade details , along with drawdown and run details , among many other backtest report statistics.

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tickalert

Trade Ideas at open 14-Nov-2013 , $NLY, $NTAP

Trade Ideas at open 14-Nov-2013 , $NLY, $NTP

Trade Ideas - 17 Nov 2013

operating the Quant-Ideas pro database , with the below query

price > 5 & trade sample size over past 4 years > 25, & the average monthly volume > 5 mil & the %age winners > 70% , & the outlier profit factor >  2 ,& pay off ratio >1.5   & the historical average profit of >0.5%

we found the following three trades , assuming one enters the trade at open on 14th Nov-2013 and exit at 14th Nov 2013 close.

1) Short $$NLY ( Annaly Capital Management Inc ( NLY ) at next open , when $NLY closes above 2% from open 

below the trading odds for short at next open when $NLY closes above 2% from open the previous day and buy to cover the next day at close, since last 4 years

  • Total # of Trades : 26
  • Percent Profitable Trades : 73%
  • Number of Win Trades : 19
  • Number of Loss Trades : 7
  • Avg Profit Trade % : 0.81
  • Median Trade % : -0.70
  • Avg Win Trade % : 1.33%
  • Avg Loss Trade % : 0.61%
  • Max Win Trade % : 2.78%
  • Max Loss Trade % : 2.04 %
  • Max Consecutive Wins: 12
  • Max Consecutive Losses: 2
  • Ratio Avg Win / Avg Loss % :2.18
  • Profit Factor :5.67
  • Outlier Adjusted Profit Factor :5.04

2) Long $NTAP (NetApp Inc ( NTAP ) at next open / hold for few trading days ,  when  $NTAP Aroon Oscillator turns positive

Exit # Trades % Wins Avg Profit Median Avg Win % Avg Loss % Payoff Max Loss
NO2C 34 71 0.72 0.59 1.35 -0.8 1.69 -1.72
t+1 33 67 0.74 0.31 1.6 -0.97 1.65 -2.13
t+2 33 73 0.95 0.48 1.81 -1.37 1.32 -4.53
t+3 33 82 1.54 1.67 2.76 -3.99 0.69 -7.38
t+4 33 70 1.66 1.36 3.53 -2.64 1.34 -5.72
t+5 33 58 1.74 0.96 4.97 -2.64 1.88 -7.97
t+10 33 70 1.96 2.24 4.95 -4.9 1.01 -14.61
t+20 33 79 4.07 2.59 6.88 -6.35 1.08 -13.1

N2OC is entry at Next Open and exit Next close ( i.e 14 Nov open and 14 Nov Close)

t+1 , entry at current close ( 13 Nov 2013) and exit at 1 trading day after ( 14 Nov 2013) , and so on ..

Check out Quant-Ideas  to aid the short term trader to find high probability winning trades

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Trade Ideas at open 13-Nov-2013 , $NUGT, $PSE

Trade Ideas at open 13-Nov-2013 , $NUGT, $PSE

13 Nov 2013 Trade Ideas

operating the Quant-Ideas pro database , with the below query

price > 5 & trade sample size over past 4 years > 16, & the average monthly volume > 2 mil & the %age winners > 70% , & the outlier profit factor >  2 ,& pay off ratio >2  & the historical average profit of > 1%

we found the following three trades , assuming one enters the trade at open on 13  Nov-2013 and exit at 13 Nov 2013 close

1) Short $NUGT ( Direxion Daily Gold Miners Bull 3X Shrs ( NUGT ) at next open , when Commodity Channel Index (CCI) moved below -100

ps: The CCI period used is 20

below the trading odds for short at next open when $NUGT CCI(20) moves below -100 and buy to cover the next day at close, since last 4 years

  • Total # of Trades : 39
  • Percent Profitable Trades : 72%
  • Number of Win Trades : 28
  • Number of Loss Trades : 11
  • Avg Profit Trade % : 2.62
  • Median Trade % : -2.40
  • Avg Win Trade % : 4.45%
  • Avg Loss Trade % : 2.03%
  • Max Win Trade % : 12.33%
  • Max Loss Trade % : 7.02 %
  • Max Consecutive Wins: 8
  • Max Consecutive Losses: 2
  • Ratio Avg Win / Avg Loss % :2.19
  • Profit Factor :7.57
  • Outlier Adjusted Profit Factor :6.34

2) Long $PSE (Pioneer Southwest Energy Partners LP) at next open , when  when Commodity Channel Index (CCI) moved below -200

ps: The CCI period used is 20

below the trading odds for long at next open when $PSE CCI(20) moves below -200 and exit at the next day at close, since last 4 years

  • Total # of Trades : 21
  • Percent Profitable Trades :76%
  • Number of Win Trades :16
  • Number of Loss Trades :5
  • Avg Profit Trade % :1.31
  • Median Trade % :1.18%
  • Avg Win Trade % :1.94%
  • Avg Loss Trade % :-0.69%
  • Max Win Trade % :6,56%
  • Max Loss Trade % :2.08%
  • Max Consecutive Wins :9
  • Max Consecutive Losses: 1
  • Ratio Avg Win / Avg Loss % :2.81
  • Profit Factor: 8.51
  • Outlier Adjusted Profit Factor: 6.68

Check out Quant-Ideas  to aid the short term trader to find high probability winning trades

have you bought the Anatomy of $SPY on First Trading Day of the Month  on Amazon yet ??

Trade Ideas on 11-Nov-2013 , $NTAP, $PENN

Trade Ideas on 11-Nov-2013 , $NTAP, $PENN

Trade Ideas 11-Nov -2013

operating the Quant-Ideas pro database , with the below query

price > 5 & trade sample size over past 4 years > 25, & the average monthly volume > 2 mil & the %age winners > 67% , & the outlier profit factor >  2.5 & pay off ratio > 1 & the historical average profit of > 1%

we found the following two trades , assuming one has entered at market on close on 11  Nov-2013 and exiting on 12 Nov -2013

1) Short $PENN ( Penn National Gaming Inc ), moves by more than 3% from open to close 

below the trading odds for long at close when $PENN lost more than 3% during the current session and exit the next day at close since last 4 years

  • Total # of Trades : 34
  • Percent Profitable Trades : 74%
  • Number of Win Trades : 25
  • Number of Loss Trades : 9
  • Avg Profit Trade % : 1.30
  • Median Trade % : 1.12
  • Avg Win Trade % : 2.18%
  • Avg Loss Trade % : -1.13%
  • Max Win Trade % : 5.00%
  • Max Loss Trade % : 3.37%
  • Max Consecutive Wins: 9
  • Max Consecutive Losses: 2
  • Ratio Avg Win / Avg Loss % :1.93
  • Profit Factor :5.67
  • Outlier Adjusted Profit Factor :4.98

2) Long $NTAP (NetApp Inc) when forms a long legged doji candle stick 

below the trading odds for Go Long at next open $NTAP whenever , it forms a long legged doji candle stick pattern  and exit at next close , since last 4 years.

  • Total # of Trades : 31
  • Percent Profitable Trades :81%
  • Number of Win Trades :25
  • Number of Loss Trades :6
  • Avg Profit Trade % :1.00
  • Median Trade % :0.88%
  • Avg Win Trade % :1.48%
  • Avg Loss Trade % :-1.01%
  • Max Win Trade % :5.08%
  • Max Loss Trade % :2.46%
  • Max Consecutive Wins :15
  • Max Consecutive Losses: 1
  • Ratio Avg Win / Avg Loss % :1.47
  • Profit Factor: 5.57
  • Outlier Adjusted Profit Factor: 4.82

check out Quant-Ideas  to aid the short term trader to find high probability winning trades

have you bought the Anatomy of $SPY on First Trading Day of the Month  on Amazon yet ??

Trade Ideas at close on 7-Nov-2013 , $EWZ, $TSLA, $NLY

Trade Ideas at close on 7-Nov-2013 , $EWZ, $TSLA, $NLY

Trade Ideas 7-Nov -2013

operating the Quant-Ideas pro database , with the below query

price > 5 & trade sample size over past 4 years > 16, & the average monthly volume > 10 mil & the %age winners > 70% , & the outlier profit factor >  3 ,& pay off ratio > 1.5  & the historical average profit of > 1%

we found the following three trades , assuming one has entered at market on close on 7 Nov-2013 and exiting on 8 Nov -2013

1) Short $EWZ ( iShares MSCI Brazil Index), RSI (14) crosses below 30 

below the trading odds for short at close when $EWZ RSI (14) Crosses below 30 and buy to cover the next day at close, since last 4 years

  • Total # of Trades : 19
  • Percent Profitable Trades : 74%
  • Number of Win Trades : 14
  • Number of Loss Trades : 5
  • Avg Profit Trade % : 1.31
  • Median Trade % : -0.28
  • Avg Win Trade % : 2.22%
  • Avg Loss Trade % : 1.23%
  • Max Win Trade % : 6.78%
  • Max Loss Trade % : 1.7%
  • Max Consecutive Wins: 5
  • Max Consecutive Losses: 1
  • Ratio Avg Win / Avg Loss % :1.8
  • Profit Factor :5.14
  • Outlier Adjusted Profit Factor :3.9

2) Long $NLY (Annaly Capital Management Inc) lost more than 3% , 

below the trading odds for long at close when $NLY lost more than 3% during the current session and exit at next close , since last 4 years.

  • Total # of Trades : 19
  • Percent Profitable Trades :74%
  • Number of Win Trades :14
  • Number of Loss Trades :5
  • Avg Profit Trade % :1.33
  • Median Trade % :0.53%
  • Avg Win Trade % :2.13%
  • Avg Loss Trade % :-0.91%
  • Max Win Trade % :9.29%
  • Max Loss Trade % :2.65%
  • Max Consecutive Wins :7
  • Max Consecutive Losses: 2
  • Ratio Avg Win / Avg Loss % :2.34
  • Profit Factor: 5.88
  • Outlier Adjusted Profit Factor: 3.91

3) Long $TSLA (Tesla Motors Inc ) lost more than 15% , during last 10 trading days ( or ROC(10) <-15% ) 

Below the trading odds for the $TSLA longs over the next 1/2/3/4/5 trading days period when ever $TSLA lost more than 15% over two weeks ( ten trading days)

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 20 15 75 2.17 0.67 3.52 -1.88 1.87 -4.27
t+2 20 15 75 4.08 3.96 6.12 -2.06 2.97 -4.81
t+3 20 15 75 5.13 5.31 7.40 -1.68 4.4 -4.57
t+4 20 18 90 5.88 4.3 6.59 -0.56 11.77 -0.82
t+5 20 19 95 6.54 4.9 6.90 -0.36 19.17 -0.36

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Trade Idea – $NLY gains by more than 2% in a day

$NLY gains by more than 2% in a day

$NLY Stock Chart$NLY gains by more than 2% in a day trading strategy rules

  • $NLY gains by more than 2% during the current session
  • Go Short at next open ( i.e at open on 23 Oct 2013 )
  • Buy to cover at next close ( i.e at close on 23 Oct 2013)

below the backtest performance summary for the $NLY gains by more than 2% in a day   during  last four years.

Short at next open and exit at next close,  when $NLY gains by more than 2% in a day trading strategy, Backtest Performance Summary
Total number of trades 44 Percent profitable 75%
Number of winning trades 33 Number of losing trades 11
Average profit per trade % 0.88 Median trade -0.81
Average winning trade % 1.34% Average losing trade % 0.49%
Largest winning trade % 3.99% Largest losing trade % 1.16%
Max consecutive winners 12 Max consecutive losers 3
Ratio avg win/avg loss % 2.73  T-test -5.2
Profit Factor 8.02 Outlier Adjusted Profit Factor 7.26

ps: you can use the backtest tool to test your trading strategy with single click

Below the details of  , Change, Change% , from Next Open to Next Close  when ever $NLY gains by more than 2% in a day, during the last 4 years

Date Change from Next Open to Next Close Change % from Next Open to Next Close Date Change from Next Open to Next Close Change % from Next Open to Next Close
22-Oct-13 ?? ?? 10-Oct-11 -0.12 -0.96
18-Sep-13 -0.34 -2.78 06-Oct-11 -0.5 -3.99
13-Sep-13 -0.32 -2.69 15-Aug-11 -0.02 -0.15
11-Sep-13 0.01 0.09 11-Aug-11 -0.13 -0.96
06-Sep-13 -0.11 -0.96 09-Aug-11 0.11 0.84
29-Aug-13 0.02 0.18 03-Aug-11 -0.29 -2.16
23-Aug-13 -0.06 -0.54 01-Aug-11 -0.23 -1.73
20-Aug-13 -0.04 -0.38 23-Sep-10 -0.03 -0.25
08-Aug-13 -0.19 -1.61 06-Aug-10 -0.03 -0.26
15-Jul-13 -0.07 -0.6 07-Jul-10 -0.02 -0.17
11-Jul-13 -0.26 -2.21 18-Jun-10 -0.18 -1.59
08-Jul-13 -0.09 -0.78 02-Jun-10 -0.03 -0.28
26-Jun-13 0.04 0.33 27-May-10 -0.09 -0.84
25-Jun-13 0.06 0.49 25-May-10 -0.21 -2.02
13-Jun-13 -0.08 -0.62 21-May-10 -0.19 -1.89
22-Mar-13 -0.14 -0.95 10-May-10 -0.17 -1.67
04-Jan-13 -0.2 -1.47 03-Feb-10 -0.23 -2.11
19-Dec-12 0.15 1.16 16-Dec-09 0.03 0.28
16-Nov-12 -0.27 -2.02 30-Nov-09 0.03 0.28
31-Oct-12 -0.17 -1.18 09-Nov-09 0.07 0.69
24-Oct-11 0.14 1.1 05-Nov-09 -0.07 -0.7
14-Oct-11 -0.16 -1.27 29-Oct-09 -0.25 -2.49

#FYI , we write these “trade ideas”  blog posts , by filtering the trades by profit factor, %wins , avg profit % etc by using Quant-Ideas .

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paststat Quant Alerts on Ditto Trade

paststat-AlertService-Horiz

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Many of our users have asked how they can more effectively utilize our services and more efficiently act on our ideas. We believe Ditto Trade provides a unique and innovative solution at low commission rates and no incremental cost to our subscribers.

about “paststat Quant-Alerts”
“paststat Quant-Alerts” signal service provides , only those statistically significant trades which have short term trading edge by out-liar adjusted profit factor of more than 2.5 with a pay-off ratio atleast 1.5 and limiting to stocks with an average volume of more than 1 mil

 How-to Video

Click here to view a brief instructional video demonstrating how Ditto Trade works

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We are hosting an exclusive webinars just for paststat users  on 3rd October 2013 ,4:00 PM – 5:00 PM PDT. Click here to register

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See you there

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Trade Idea – When the house (a.k.a $GS) closes highers for 5 days in row

$GS closes higher for 5 days in row

$GS Stock Chart

$GS closes higher for 5 days in row, trading strategy rules

  • $GS closes higher for five days in row
  • Go Short at close (9 Sep 2013 )
  • Buy to cover next day at close  ( 10 Sep 2013)

below the backtest performance summary for the $GS closing higher for 5 days , trading strategy  during  last four years.

Short $GS , when $GS closes higher for 5 days trading strategy, Backtest Performance Summary
Total number of trades 10 Percent profitable 100%
Number of winning trades 10 Number of losing trades 0
Average profit per trade % 1.16 Median trade -1.05
Average winning trade % 1.16% Average losing trade % 0.00%
Largest winning trade % 2.72% Largest losing trade % 0.00%
Max consecutive winners 10 Max consecutive losers 0
Ratio avg win/avg loss % #DIV/0!  T-test -4.72
Profit Factor #DIV/0! Outlier Adjusted Profit Factor #DIV/0!

ps: you can use the backtest tool to test your trading strategy with single click 

Below the details of change , change% , the next trading day , for  $GS Stock Price when ever “$GS closing higher for 5 days ” since last 4 years.

Date Next Day Change Next Day Change %
09-Sep-13 ?? ??
23-Jul-13 -1.22 -0.74
08-May-13 -1.71 -1.15
25-Apr-13 -0.64 -0.44
07-Mar-13 -3.62 -2.33
14-Feb-13 -0.93 -0.6
07-Sep-12 -1.63 -1.42
03-Jul-12 -2.63 -2.72
05-Jan-11 -1.73 -1.03
05-Jan-10 -1.79 -1.07
10-Sep-09 -0.17 -0.1

beware the sample size is low , you might want to look at $GS closing higher for 4 days , trading strategy, ( which was a loss yesterday ) ,

and here is the backtest performance summary for the $GS closing higher for 4 days , trading strategy  during  last four years.

Short $GS , when $GS closes higher for 4 days trading strategy, Backtest Performance Summary
Total number of trades 47 Percent profitable 77%
Number of winning trades 36 Number of losing trades 11
Average profit per trade % 0.61 Median trade -0.74
Average winning trade % 1.20% Average losing trade % 1.32%
Largest winning trade % 4.96% Largest losing trade % 2.70%
Max consecutive winners 8 Max consecutive losers 1
Ratio avg win/avg loss % 0.91  T-test -3.02
Profit Factor 2.75 Outlier Adjusted Profit Factor 2.51

#FYI , we write these “trade ideas”  blog posts , by filtering the trades by profit factor, %wins , avg profit % etc by using Quant-Ideas , (you too might to try , starting from $ 34.95 per month) 

data mining the miners $GDX for finding high probability short term trading ideas

$GDX high probability short term trading ideas

as requested by DragonflyFund  on our stocktwits inbox , #btw our stocktwits handle is paststat ( you might want to follow us there)

“@DragonflyFund: @paststat $GDX thanks”

lets gold mine those gold miners ETF $GDX to find any golden short term trades on  those gold miners for any high probability short term trading setups …

we just took all the 175 Predefined Technical Stock Screeners and ran the back tests  on $GDX with exit period set to 1/2/3/4/5 days and from open next open to next close, to see which technical screening parameters had the high probability of winning for short term trading purposes .

ps: the backtest report is from 22nd Aug 2009 to 23rd Aug 2013

read the help , on the way we calculate the backtest reports here 

here is the out put in the csv file with the following columns

  • Symbol
  • Signal
  • Entry
  • Exit
  • Bias
  • # Trades
  • #Wins
  • # Losses
  • %Wins
  • Avg %
  • Avg Gain %
  • Avg Loss %
  • Pay Off
  • Max Win
  • Max Loss
  • Median %
  • Profit Factor
  • Outliar Adjusted  Profit Factor
  • Max Consecutive  Wins
  • Max Consecutive  Losses
  • T-Test

download the csv file and do us a favor by click to tweet pls

csv file : $GDX Technical Indicators Backtest

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