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 .

You can Ditto Trade this too

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