$GS closes higher for 5 days in row
$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! 
Ttest 
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 % 
09Sep13 
?? 
?? 
23Jul13 
1.22 
0.74 
08May13 
1.71 
1.15 
25Apr13 
0.64 
0.44 
07Mar13 
3.62 
2.33 
14Feb13 
0.93 
0.6 
07Sep12 
1.63 
1.42 
03Jul12 
2.63 
2.72 
05Jan11 
1.73 
1.03 
05Jan10 
1.79 
1.07 
10Sep09 
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 
Ttest 
3.02 
Profit Factor 
2.75 
Outlier Adjusted Profit Factor 
2.51 
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