When $SPX Intraday-Low Crossed Above Lower Bollinger Band

 $SPX Intraday-Low Crossed Above Lower Bollinger Band

$SPX intraday low crosses Lower Bollinger Band Stock Chart

S&P 500 Index ($SPX) –  intraday low croses above lower bollinger band trading system rules

  • $SPX intrday low is above lower bollinger band during todays trading session, while
  • $SPX intrday low is below lower bollinger band during previous trading session
  • Go long at close
  • Exit at next trading day’s close

Below the backtest performance summary results when $SPX intraday low croses above lower bollinger band, since last 4 years

Go Long when $SPX intraday low croses above lower bollinger band trading system backtest performance during last 4 years
Total # of Trades 36 Percent Profitable Trades 67%
Number of Win Trades 24 Number of Loss Trades 12
Avg Profit Trade % 0.73 Median Trade % 0.5
Profit Factor 3.93 Outlier Adjusted Profit Factor 3.43
Avg Win Trade % 1.45% Avg Loss Trade % -0.72%
Max Win Trade % 4.33% Max Loss Trade % 2.07%
Max Consecutive Wins 7 Max Consecutive Losses 2
Ratio Avg Win / Avg Loss % 2.01 T-Test 3.11

Below the details of next day change, change% of $SPX price, when  $SPX intraday low croses above lower bollinger band , during last 4 years.

Date Next Day Change Next Day Change % Date Next Day Change Next Day Change %
14-Jun-13 ?? ??
07-Jun-13 -0.57 -0.03 27-Sep-11 -24.32 -2.07
19-Apr-13 7.25 0.47 11-Aug-11 6.17 0.53
08-Apr-13 5.54 0.35 13-Jun-11 16.04 1.26
27-Feb-13 -1.31 -0.09 09-Jun-11 -18.02 -1.4
02-Jan-13 -3.05 -0.21 26-May-11 5.41 0.41
19-Nov-12 0.92 0.07 19-Apr-11 17.74 1.35
12-Nov-12 -5.5 -0.4 18-Mar-11 19.17 1.5
31-Oct-12 15.43 1.09 26-Aug-10 17.37 1.66
15-Oct-12 14.79 1.03 23-Aug-10 -15.49 -1.45
11-Oct-12 -4.25 -0.3 06-Jul-10 32.21 3.13
05-Sep-12 28.68 2.04 26-May-10 35.11 3.29
05-Jun-12 29.63 2.3 24-May-10 0.38 0.04
21-May-12 0.64 0.05 11-May-10 15.88 1.37
10-May-12 -4.6 -0.34 08-Feb-10 13.78 1.3
13-Apr-12 -0.69 -0.05 01-Feb-10 14.13 1.3
29-Nov-11 51.77 4.33 04-Nov-09 20.13 1.92
18-Nov-11 -22.67 -1.86 09-Jul-09 -3.55 -0.4
05-Oct-11 20.94 1.83 24-Jun-09 19.32 2.14

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