TradeIdea : $IWF crosses above 50 DMA

$IWF crosses above 50 DMA

$IWF crosses above 50 DMA Stock Chart

iShares Russell 1000 Growth Index ($IWF) –  crosses above 50-DMA  trading system rules

  • $IWF price closed above 50-DMA today , while
  • $IWF price is below 50-DMA previous day
  • Go long at close
  • Exit at next trading day’s close

Below the backtest performance summary results when $IWF crosses above 50-DMA , since last 4 years

Go Long when $IWF crosses above 50-DMA tradig system, back test report
Total # of Trades 29 Percent Profitable Trades 76%
Number of Win Trades 22 Number of Loss Trades 7
Avg Profit Trade % 0.69 Median Trade % 0.35
Profit Factor 19.41 Outlier Adjusted Profit Factor 16.73
Avg Win Trade % 0.95% Avg Loss Trade % -0.15%
Max Win Trade % 2.61% Max Loss Trade % 0.37%
Max Consecutive Wins 15 Max Consecutive Losses 2
Ratio Avg Win / Avg Loss % 6.33 T-Test 4.75

Below the details of next day change, change% of $IWF price, when  $IWF crosses above 50-DMA, during the last 4 years

$IWF next day change, change% details during last 4 years , when $IWF crosses above 50-DMA
Date next day change next day change % Date next day change next day change %
13-Jun-13 ?? ?? 30-Nov-11 0.1 0.18
06-Jun-13 1.02 1.38 10-Oct-11 0.17 0.31
19-Apr-13 0.49 0.69 30-Jun-11 0.88 1.49
31-Dec-12 1.71 2.61 26-May-11 0.21 0.35
17-Dec-12 0.73 1.11 19-Apr-11 1.05 1.8
06-Dec-12 -0.04 -0.06 13-Apr-11 0 0
29-Nov-12 -0.04 -0.06 24-Mar-11 0.19 0.33
15-Oct-12 0.74 1.12 02-Sep-10 0.63 1.35
26-Jul-12 1.23 1.97 17-Aug-10 0.07 0.15
13-Jul-12 -0.2 -0.32 22-Jul-10 0.43 0.92
29-Jun-12 0.18 0.29 14-Jul-10 0.02 0.04
19-Jun-12 -0.15 -0.24 01-Mar-10 0.15 0.31
25-Apr-12 0.44 0.68 18-Feb-10 0 0
11-Apr-12 0.91 1.43 04-Nov-09 0.89 2.02
20-Dec-11 -0.21 -0.37 13-Jul-09 0.18 0.47

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