Watch list for 8 Jan 2014 – $AMBA, $BBRY, $COST, $CREE, $EPI, $KORS, $PBR-A, $SPN

Watch list for 8 Jan 2014

Stock Watchlist

 

image courtesy : Wikimedia 

below the high probability short term trades triggered at close , with the following criteria

  • #trades >=20 in last four years
  • %wins >= 75%
  • Avg profit per trade % >= 1.00
  • Price >5
  • Average Volume & Current Volume > 1 mil
Ticker Trading Strategy Entry @ Close Exit After Bias # Trades % Wins Avg % Avg Win % Avg Loss % Payoff Details
AMBA Open -5% 08-Jan-14 1 Day Close Long 22 82 2.33 3.39 -2.44 1.39 more
BBRY Money Flow Index (MFI)is above 80 08-Jan-14 5 Day Close Short 25 84 3.19 6.72 15.36 0.44 more
COST ADX above 40 with negative trend 08-Jan-14 4 Day Close Long 31 84 1.46 1.87 -0.71 2.63 more
CREE RSI above 80 08-Jan-14 5 Day Close Long 23 83 1.79 2.68 -2.43 1.1 more
EPI Price moved above SMA-50 08-Jan-14 4 Day Close Long 23 74 0.99 2.55 -3.43 0.74 more
KORS New 20 trading day low 08-Jan-14 3 Day Close Long 20 85 3.13 3.95 -1.51 2.62 more
PBR-A 5 Day Consecutive Down 08-Jan-14 5 Day Close Long 26 81 3.23 4.41 -1.7 2.59 more
SPN 3 consecutive closes below previous low 08-Jan-14 4 Day Close Long 24 83 3.33 4.53 -2.68 1.69 more

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When BBRY Close Crosses below Lower Bollinger Band

When BBRY Close Crosses Lower Bollinger Band

BBRY Close Crosses Below Lower Bollinger Band

 

Blackberry Stock closing price crosses below bollinger band trading strategy rules

  • Blackberry Stock ( Symbol; BBRY) price closed below the lower line of the  20-day Bollinger Band during current trading session
  • During the previous trading day , the close was above the lower Bollinger band
  • Go Short at close
  • buy to cover at next trading session’s close

 

Backtest Performance Summary
Total number of trades 31 Percent profitable 71%
Number of winning trades 22 Number of losing trades 9
Average profit per trade % 0.94 Median trade -1.13
Average winning trade % 2.31% Average losing trade % 2.43%
Largest winning trade % 6.70% Largest losing trade % 5.72%
Max consecutive winners 6 Max consecutive losers 2
Ratio avg win/avg loss % 0.95 T-Test -1.85
Profit factor 3.69 Outlier Adjusted Profit factor 2.92

Below the details of next day change , change % , when BBRY Stock closing price closed below lower bollinger band since last 4 years

Date BBRY Next Day Change Change %
11-Apr-13  ??  ??
29-Jun-12 0.1 1.35
25-Jun-12 -0.14 -1.54
04-Jun-12 0.33 3.42
03-May-12 -0.03 -0.25
13-Feb-12 -0.33 -2.21
16-Dec-11 -0.55 -4.09
23-Nov-11 -0.2 -1.23
31-Oct-11 -0.9 -4.46
16-Sep-11 -0.21 -0.88
08-Aug-11 1.25 5.72
04-Aug-11 -0.2 -0.85
02-Aug-11 1.18 4.89
27-Jul-11 -0.25 -0.97
17-Jun-11 -1.86 -6.7
01-Jun-11 0.13 0.32
29-Apr-11 -0.55 -1.13
25-Mar-11 -0.9 -1.58
15-Mar-11 -1.25 -2.05
10-Mar-11 0.78 1.25
31-Aug-10 1.29 3.01
20-Aug-10 -0.97 -1.99
16-Aug-10 -0.58 -1.14
25-Jun-10 0.74 1.42
24-May-10 -0.44 -0.74
20-May-10 0.29 0.47
05-May-10 -1.76 -2.56
01-Apr-10 -0.96 -1.4
22-Jan-10 -0.27 -0.44
27-Oct-09 -2.97 -4.66
25-Sep-09 -2.47 -3.58
19-Jun-09 -4.67 -6.42