Trade Ideas – When $AAPL Close Crosses above upper bollinger band

$AAPL Close crosses above upper bollinger band

$AAPL Closes above upper bollinger band stock chart

Below the trading odds for the $AAPL longs over the next 1/2/3/4/5 trading days period when ever $AAPL close crosses above the upper bollinger band 

ps: Close crosses above is , the current sessions’s close is above upper bollinger band , while previous sessions close is below the previous session’s upper bollinger band . bollinger bands used are 20 day moving averages with 2 standard deviations.

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 28 22 79 0.7 0.67 1.04 -0.57 1.82 -1.37
t+2 28 22 79 1.02 0.67 1.47 -0.64 2.3 -1.67
t+3 28 21 75 1.31 1.34 2.04 -0.89 2.29 -2.38
t+4 28 21 75 1.79 1.27 2.65 -0.8 3.31 -1.78
t+5 28 23 82 1.89 1.98 2.69 -1.82 1.48 -2.56

Below the details of change , change% , for the next five trading days for  $AAPL  when ever “$AAPL close crosses above upper bollinger band” since last 4 years.

Date Change After 5 Days Change % after 5 days
26-Nov-13 ?? ??
17-Oct-13 27.25 5.43
13-Aug-13 11.43 2.35
02-Aug-13 -5.03 -1.1
30-Jul-13 11.79 2.63
14-Sep-12 8.56 1.28
20-Aug-12 10.23 1.58
02-Jul-12 15.17 2.65
18-Jun-12 -14.52 -2.56
19-Mar-12 5.68 0.98
13-Mar-12 36.61 6.66
13-Feb-12 11.84 2.44
09-Feb-12 8.74 1.83
25-Jan-12 9.21 2.13
27-Dec-11 6.68 1.7
19-Sep-11 -8.18 -2.06
20-Jul-11 5.5 1.47
01-Jul-11 10.39 3.13
08-Feb-11 4.54 1.32
03-Jan-11 12.46 3.91
15-Oct-10 -7.02 -2.31
16-Sep-10 11.94 4.46
08-Sep-10 7.06 2.78
17-Jun-10 -2.77 -1.05
21-Apr-10 2.3 0.92
05-Apr-10 3.67 1.59
05-Mar-10 7.4 3.5
01-Mar-10 9.76 4.83
24-Dec-09 4.81 2.38

would you like to add $AAPL to add to your watch-list ?? visit here 

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