trade-idea : $AAPL breaks above upper bollinger band

$AAPL breaks above upper bollinger band

$AAPL close crosses above upper bollinger band stock chart

below the trading odds for the longs , when ever $AAPL close crosses above upper bollinger band , while on previous trading the close is below the upper bollinger band ,

20 day period average and 2 standard deviations are used for calculating the upper bollinger band

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 26 22 84.6 0.85 0.82 1.15 -0.80 1.43 -1.37
t+2 26 20 76.9 1.20 0.97 1.74 -0.64 2.75 -1.67
t+3 26 19 73.1 1.35 1.49 2.18 -0.89 2.45 -2.38
t+4 26 19 73.1 1.82 1.27 2.79 -0.80 3.47 -1.78
t+5 26 21 80.8 1.93 1.77 2.83 -1.82 1.56 -2.56
t+10 26 19 73.1 2.36 3.14 4.83 -4.35 1.11 -9.00
t+20 26 19 73.1 4.83 5.41 8.20 -4.32 1.90 -8.91
1st +’ve exit in 5 days 26 26 100.0 1.14 0.95 1.14 INF INF NA

below the prior instances of $AAPL close crosses above upper bollinger band , during the last 4 years ( since 24 Mar 2010, the standard look back period uses )

Date $AAPL t+1 t+2 t+3 t+4 t+5 t+10 t+20
25-Mar-14 544.99 ?? ?? ?? ?? ?? ?? ??
26-Nov-13 530.23 2.35 4.25 3.34 6.17 5.92 5.24 5.72
17-Oct-13 498.59 0.87 3.34 3.05 4.06 5.43 3.61 5.3
13-Aug-13 483.83 1.83 1.7 2.61 3.71 2.35 -0.2 -4.46
02-Aug-13 454.12 1.49 0.59 0.53 0.33 -1.1 9.32 6.03
29-Jul-13 439.64 1.24 1.06 1.99 3.29 4.84 5.06 13.07
14-Sep-12 667.28 1.23 1.54 1.56 1.07 1.27 -3.5 -8.91
20-Aug-12 642.06 -1.37 0.56 -0.38 -0.29 1.58 1.48 5.53
02-Jul-12 569.5 1.16 2.94 2.25 3.61 2.65 2.43 3.08
18-Jun-12 563.03 0.28 -0.01 -1.39 -0.63 -2.56 1.15 3.61
19-Mar-12 577.75 0.81 0.23 -0.29 -0.84 0.98 2.92 1.43
13-Mar-12 546.03 3.78 3.07 3.07 5.81 6.66 8.16 10.23
13-Feb-12 483.08 1.36 -0.98 -0.08 -0.1 2.44 6.53 13.03
09-Feb-12 474.01 0.05 1.91 3.3 0.91 1.83 5.93 10.54
25-Jan-12 429.31 -0.45 0.14 1.42 2.2 2.13 6.72 15.61
27-Dec-11 390.74 -0.96 -0.35 -0.38 1.16 1.7 3.94 9.37
19-Sep-11 395.64 0.44 0.12 -2.38 -1.78 -2.05 -9 2.03
20-Jul-11 371.87 0.1 1.65 3 4.27 1.47 1.47 -1.67
01-Jul-11 329.93 1.8 2.48 4.06 4.79 3.13 8.9 15.58
08-Feb-11 341.4 0.83 -0.18 0.47 1.12 1.32 -3.54 -0.77
03-Jan-11 316.77 0.52 1.34 1.26 1.99 3.91 3.36 4.69
15-Oct-10 302.51 1.04 -1.67 -1.34 -1.66 -2.31 -4.37 -2.13
16-Sep-10 265.83 -0.44 2.41 2.6 4.04 4.47 2.6 9.31
08-Sep-10 252.71 0.06 0.19 1.57 1.95 2.77 9.44 9.99
17-Jun-10 261.31 0.81 -0.62 0.73 -0.33 -1.06 -8.6 -8.08
21-Apr-10 249.15 2.8 4.48 3.97 1.09 0.92 -1.24 -4.2
05-Apr-10 229.23 0.44 0.88 0.61 1.38 1.59 3.59 11.68

t+1 , is the percent change for a one day holding period , and so on and so forth

you might want to consider subscribing to our daily quant rants email  !!

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  , written the co-founder of this site, on Amazon yet ?

Leave a Reply