TradeIdea : $PG gives MACD Bullish Crossover Signal

$PG gives MACD Bullish Crossover

$PG MACD Bullish Crossover Stock Chart

Procter & Gamble Co. ($PG) –  gives a MACD Bullish Crossover Signal 

  • MACD Bullish Crossover signal is calculated as below
    • MACD line crossed above the signal line today after being below the signal line yesterday. The MACD parameters used are 26 and 12 and the signal line is a 9-day EMA of the MACD line
    • paststat.com goes back exactly  250-periods for its calculations so the effects of the simple moving average , which is used to calculate EMA in the first calculation have fully dissipated.
  • Go Short at close
  • Exit at next trading day’s close

Below the backtest performance summary results when $PG gives a MACD Bullish Crossover Signal , since last 4 years

Go Short at close and buy to cover at next day close when  $PG gives MACD Bullish Crossover signal backtest performance during last 4 years
Total # of Trades 44 Percent Profitable Trades 75%
Number of Win Trades 33 Number of Loss Trades 11
Avg Profit Trade % 0.41 Median Trade % -0.38
Profit Factor 3.15 Outlier Adjusted Profit Factor 2.85
Avg Win Trade % 0.75% Avg Loss Trade % 0.63%
Max Win Trade % 2.59% Max Loss Trade % 1.65%
Max Consecutive Wins 8 Max Consecutive Losses 2
Ratio Avg Win / Avg Loss % 1.19 T-Test -3.19

Below the details of next day change , Change% of  $PG price, when  $PG gives a MACD Bullish Crossover signal , during the last 4 years

Next day Change , Change%  , when $PG gives MACD Bullish Crossove signal, during last 4 years
Date Next Day Change Next Day Change % Date Next Day Change Next Day Change %
18-Jun-13 ?? ??
24-May-13 -1.02 -1.25 23-Mar-11 0.22 0.39
14-May-13 1.21 1.52 14-Feb-11 -0.58 -0.97
02-Apr-13 -0.83 -1.06 11-Feb-11 -0.18 -0.3
10-Jan-13 -0.05 -0.07 14-Jan-11 -0.03 -0.05
21-Nov-12 1.11 1.65 10-Dec-10 -0.01 -0.02
25-Oct-12 -0.62 -0.9 08-Oct-10 0.26 0.46
18-Oct-12 -0.89 -1.3 02-Sep-10 0.2 0.36
13-Sep-12 0.25 0.37 08-Jul-10 -0.18 -0.32
07-Sep-12 -0.01 -0.01 23-Jun-10 -0.46 -0.82
06-Aug-12 0.4 0.62 08-Jun-10 -0.6 -1.06
02-Jul-12 0.17 0.29 12-May-10 -0.24 -0.42
08-Jun-12 -0.2 -0.33 21-Apr-10 -0.04 -0.07
07-Jun-12 -0.01 -0.02 23-Mar-10 -0.83 -1.43
17-May-12 -0.42 -0.68 26-Jan-10 0.1 0.18
25-Apr-12 -0.02 -0.03 19-Jan-10 -0.75 -1.36
13-Feb-12 0.24 0.39 14-Jan-10 -0.68 -1.23
30-Nov-11 -0.47 -0.76 29-Oct-09 -1.38 -2.59
29-Sep-11 -0.49 -0.81 08-Sep-09 -0.39 -0.81
16-Sep-11 -0.49 -0.81 25-Aug-09 -0.04 -0.08
15-Aug-11 -0.25 -0.43 06-Jul-09 -0.23 -0.5
05-Jul-11 0.42 0.7 01-Jul-09 -0.79 -1.72
24-Mar-11 -0.24 -0.42 29-Jun-09 -1 -2.17

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