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as on: Aug-20 11:16

$AGI 4.42 0.06 1.38%

Alamos Gold Inc.

$AGI Open, High, Low, Close, Volume 1
Open 4.42 Last 4.42
High 4.45 Low 4.34
Previous Close 4.36 Current Streak 1U
Change 0.06 Change % 1.38
Volume 435530 Avg Volume(3M) 1566410
$AGI 52 Week High/Low , Month High/Low 1
52 Week High 8.55 52 Week Low 4.28
52 Week High % -48.36 52 Week Low % 3.15
20 Day High 5.79 20 Day Low 4.28
20 Day High % -23.75 20 Day Low % 3.15
$AGI Moving Averages 1
SMA 20 5.04 -12.40
SMA 50 5.42 -18.54
SMA 200 5.66 -22.00
$AGI Bollinger Band Values 2
Upper Bollinger Band 5.93
Lower Bollinger Band 4.23
$AGI Daily Pivot Point Values 2
Resistance Level R3 4.73
Resistance Level R2 4.55
Resistance Level R1 4.46
Pivot Point PP 4.37
Support Level S1 4.28
Support Level S2 4.19
Support Level S3 4.01
$AGI Fibonacci Retracements & Extensions 2
2.618 Fibonacci Extensions Level 4.93
1.618 Fibonacci Extensions Level 4.75
1.382 Fibonacci Extensions Level 4.71
0.382 Fibonacci Retracement Level 4.21
0.618 Fibonacci Retracement Level 4.17
1.000 Fibonacci Retracement Level 4.10
$AGI DeMark Pivot Points 2
DeMark Resistance Level 4.50
DeMark Pivot Point 4.39
DeMark Support Level 4.32
$AGI Fibonacci Retracement Levels from 52 Week Low 2
61.8% Fibonacci Retracement from 52 Week Low 6.92
50% Fibonacci Retracement from 52 Week Low 6.42
38.2% Fibonacci Retracement from 52 Week Low 5.91
$AGI Stock Performance(%) 1
One Week Change % -5.26
One Month Change % -17.01
3 Months Change % -11.88
6 Months Change % -17.33
One Year Change % -42.56
Year-to-Date Change % -32.06
$AGI Alpha, Beta , Correlation & Volatility 2
Alpha -47.04
Beta 0.06
Standard Deviation (1 Year) 38.68
1 Year Correlation with S&P 500 Index 0.02
1 Month Standard Deviation 10.44
1 Month Correlation with S&P 500 Index 0.34
$AGI Relative Performance 1
One Day Relative Performance % -0.56
One Week Relative Performance % -9.86
One Month Relative Performance % -22.01
3 Months Relative Performance % -20.18
6 Months Relative Performance % -23.29
One Year Relative Performance % -53.14
1 Calculated on 20 Minutes Delayed Data , calculated though out the regular trading hours 2 Calculated on Previous Day's OHLC Data .
$AGI 4.42 0.06 1.38%
Alamos Gold Inc.

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Short 1008 52 0.01 0.00 1.05 2.67 -2.90 0.92 -14.99 0.08
SPY Above 20 SMA Short 683 51 0.03 0.00 1.04 2.57 -2.73 0.94 -14.99 0.22
SPY Above 50 SMA Short 736 52 0.04 0.00 1.05 2.49 -2.62 0.95 -14.99 0.31
SPY Above 200 SMA Short 901 52 0.08 0.00 1.08 2.56 -2.69 0.95 -14.99 0.67
Filled Full Gap Down Long 112 49 0.17 0.00 0.98 3.27 -2.82 1.16 -14.20 0.44
RSI (14) below 20 Short 8 62 1.73 -0.68 0.82 5.88 -5.19 1.13 -7.79 0.59
RSI (14) below 30 Short 51 58 0.70 -0.47 1.32 3.54 -3.37 1.05 -8.20 1.07
RSI (2) below 2 Short 33 54 0.98 -0.23 1.11 4.11 -2.78 1.48 -8.95 1.14
RSI (2) below 5 Short 80 52 0.53 -0.06 1.28 3.19 -2.40 1.33 -8.95 1.20
RSI (2) below 10 Short 143 52 0.45 0.00 1.24 3.15 -2.53 1.25 -8.95 1.37
ADX in downtrend and above 30 Long 98 54 0.10 0.30 1.01 2.66 -2.92 0.91 -18.25 0.25
Fast S(14) %K Crossed Above %D Short 206 53 0.29 -0.17 1.23 2.57 -2.38 1.08 -10.13 1.24
Slow S(14) %K Crossed Above %D Short 130 55 0.20 -0.60 1.16 2.65 -2.85 0.93 -13.24 0.64
Fast S(14) Oversold and below 20 Short 276 53 0.24 -0.15 1.11 2.84 -2.72 1.04 -13.60 1.06
Fast S(14) Oversold and below 10 Short 113 53 0.55 -0.21 1.26 3.34 -2.73 1.22 -8.20 1.40
Slow S(14) Oversold and below 20 Short 267 52 0.13 0.00 1.06 2.87 -2.85 1.01 -13.60 0.56
Slow S(14) Oversold and below 10 Short 96 54 0.37 -0.18 1.09 3.33 -3.13 1.06 -10.23 0.83
3rd Quarter Short 255 58 0.34 -0.39 1.27 2.66 -2.94 0.90 -12.97 1.37
Friday Short 201 53 0.21 -0.17 1.01 3.00 -3.02 0.99 -11.42 0.73
August Long 89 44 0.08 -0.11 0.77 3.28 -2.54 1.29 -9.15 0.18
Month Low Short 143 48 0.24 0.15 1.06 3.26 -2.57 1.27 -8.95 0.73
Month Closing Low Short 139 49 0.05 0.14 0.89 2.88 -2.73 1.05 -13.60 0.15
Quarter Low Short 72 45 0.02 0.42 0.77 3.77 -3.16 1.19 -8.95 0.04
5% Bottom Range from Month Low Short 93 52 0.31 0.00 1.05 3.16 -2.86 1.10 -13.60 0.70
Quarter Closing Low Long 77 51 0.16 0.35 1.17 3.32 -3.25 1.02 -18.25 0.31
5% Bottom Range from Quarter Low Long 86 51 0.15 0.18 1.12 3.19 -3.03 1.05 -18.25 0.32
Half Year Low Short 51 47 0.19 0.20 0.81 3.79 -3.01 1.26 -8.95 0.29
Half Year Closing Low Long 59 50 0.18 0.35 1.16 3.62 -3.38 1.07 -18.25 0.28
5% Bottom Range from Half year Low Long 91 53 0.26 0.20 1.19 3.02 -2.95 1.02 -18.25 0.59
Year Low Short 48 50 0.40 0.10 0.95 3.79 -2.99 1.27 -8.95 0.59
Year Closing Low Short 48 50 0.10 0.17 0.70 3.98 -3.77 1.06 -13.60 0.13
10% Bottom Range from year Low Long 226 51 0.21 0.26 1.06 3.14 -2.87 1.09 -18.25 0.78
5% Bottom Range from year Low Short 111 51 0.12 0.00 0.93 3.40 -3.35 1.01 -13.60 0.28
3 Consecutive Down Days Short 108 46 0.06 0.23 1.03 3.13 -2.57 1.22 -11.42 0.16
4 Consecutive Down Days Short 45 40 0.19 0.69 1.04 4.00 -2.36 1.69 -8.95 0.29
5 Consecutive Down Days Short 15 33 0.75 0.79 0.81 6.61 -2.19 3.02 -8.95 0.47
Open +1% Long 344 47 0.08 -0.06 0.92 3.09 -2.70 1.14 -9.90 0.39
One Week -5% Short 255 53 0.22 -0.18 1.14 2.98 -2.98 1.00 -10.13 0.88
Two Week -5% Short 339 48 0.00 0.18 0.96 3.11 -2.91 1.07 -14.99 0.00
Two Week -10% Short 168 52 0.35 -0.20 1.13 3.39 -2.99 1.13 -10.23 1.09
Two Week -15% Short 88 52 0.29 -0.22 0.99 3.75 -3.51 1.07 -10.23 0.59
One Month -10% Long 251 51 0.32 0.20 1.26 3.20 -2.76 1.16 -18.25 1.25
One Month -20% Long 88 56 0.29 0.68 1.16 3.25 -3.62 0.90 -18.25 0.60
Below SMA 20 Short 532 51 0.04 0.00 1.03 2.67 -2.79 0.96 -14.99 0.25
Below SMA 50 Short 569 52 0.04 0.00 1.04 2.66 -2.87 0.93 -13.60 0.25
Close 2Xstd below 50 DMA Short 84 53 0.33 -0.20 0.97 3.44 -3.26 1.06 -8.95 0.68
Close 2Xstd below 50 DMA for 2 days Short 62 56 0.44 -0.27 0.99 3.54 -3.59 0.99 -8.20 0.73
Below SMA 200 Short 737 52 0.07 0.00 1.09 2.64 -2.83 0.93 -13.60 0.52
3 Consec Closes Below Prev Day Lows Long 34 64 0.15 1.00 1.03 2.36 -3.88 0.61 -18.25 0.20
3 Lower Lows Long 120 53 0.32 0.22 1.14 2.89 -2.61 1.11 -18.25 0.93
4 Lower Lows Long 53 54 0.39 0.64 1.17 2.49 -2.15 1.16 -6.76 0.95
$AGI 4.42 0.06 1.38%
Alamos Gold Inc.

  • Signal : Technical strategy / trading signal
  • Bias : Long or short, based on the historical backtesting report, arrived at summing all the change% values and if negative usually going short was profitable, if positive going long was profitable
  • # : Number of trades generated by the trading strategy on a stock over the last four years ( our default backtest period)
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • OAPF : Outlier Adjusted Prof Factor , is the system’s gross profit ( minus the larget winning trade) in $ terms divided by gross loss in $ terms. Look for systems that have a profit factor of 2.5, or higher
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MLT% : Maximum Loss Trade (%)
  • T-Test : square root (n) * (average trade %/ standard deviation of trades %) , t-test of 2.1 for a sample size of 25, is considered to be statistically significant
  • backtesting period : default backtesting period is 4 year's , if the stock is trading then , other wise since it's listing
Signal Bias # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
Any Random Day Short 1008 51 0.07 0.00 1.10 2.39 -2.44 0.98 -13.09 0.68
SPY Above 20 SMA Short 683 50 0.03 0.00 1.05 2.27 -2.30 0.99 -13.09 0.25
SPY Above 50 SMA Short 736 51 0.04 0.00 1.05 2.17 -2.23 0.97 -13.09 0.36
SPY Above 200 SMA Short 901 52 0.11 0.00 1.13 2.28 -2.24 1.02 -12.51 1.08
Filled Full Gap Down Long 112 53 0.11 0.17 1.04 2.61 -2.78 0.94 -12.07 0.32
RSI (14) below 20 Short 8 37 1.42 0.60 0.91 8.64 -2.90 2.98 -6.35 0.57
RSI (14) below 30 Short 51 56 0.70 -0.33 1.40 3.30 -2.73 1.21 -6.93 1.21
RSI (2) below 2 Short 33 51 0.92 0.00 1.12 4.15 -2.51 1.65 -8.88 1.14
RSI (2) below 5 Short 80 57 0.64 -0.47 1.44 2.87 -2.38 1.21 -8.88 1.55
RSI (2) below 10 Short 143 54 0.49 -0.29 1.34 2.90 -2.41 1.20 -8.88 1.61
ADX in downtrend and above 30 Long 98 50 0.00 -0.01 0.97 2.41 -2.40 1.00 -14.39 0.00
Fast S(14) %K Crossed Above %D Short 206 57 0.31 -0.52 1.35 2.26 -2.36 0.96 -9.35 1.47
Slow S(14) %K Crossed Above %D Short 130 54 0.19 -0.17 1.23 2.38 -2.44 0.98 -13.09 0.69
Fast S(14) Oversold and below 20 Short 276 54 0.22 -0.29 1.10 2.49 -2.52 0.99 -11.99 1.07
Fast S(14) Oversold and below 10 Short 113 54 0.51 -0.29 1.22 3.03 -2.57 1.18 -6.93 1.42
Slow S(14) Oversold and below 20 Short 267 51 0.13 0.00 1.04 2.57 -2.48 1.04 -11.99 0.62
Slow S(14) Oversold and below 10 Short 96 52 0.28 -0.21 1.03 3.07 -2.75 1.12 -9.05 0.71
3rd Quarter Short 255 58 0.38 -0.43 1.37 2.32 -2.31 1.00 -12.51 1.89
Friday Short 201 50 0.16 0.00 1.00 2.56 -2.31 1.11 -12.51 0.69
August Short 89 57 0.11 -0.34 1.19 2.26 -2.78 0.81 -9.35 0.32
Month Low Short 143 51 0.31 0.00 1.14 2.91 -2.39 1.22 -8.88 1.03
Month Closing Low Short 139 51 0.15 0.00 0.97 2.71 -2.51 1.08 -11.99 0.49
5% Bottom Range from Month Low Short 93 53 0.49 0.00 1.25 3.11 -2.57 1.21 -11.99 1.19
Quarter Low Short 72 48 0.27 0.23 0.91 3.49 -2.78 1.26 -8.88 0.55
Quarter Closing Low Short 77 49 0.10 0.16 0.75 3.07 -2.80 1.10 -11.99 0.21
5% Bottom Range from Quarter Low Short 86 48 0.12 0.23 0.79 2.92 -2.56 1.14 -11.99 0.29
Half Year Low Short 51 50 0.48 0.00 1.03 3.55 -2.70 1.31 -8.88 0.80
Half Year Closing Low Short 59 52 0.22 0.00 0.78 3.10 -2.97 1.04 -11.99 0.39
5% Bottom Range from Half year Low Short 91 50 0.01 0.00 0.75 2.67 -2.70 0.99 -11.99 0.02
Year Low Short 48 52 0.61 0.00 1.14 3.66 -2.70 1.36 -8.88 0.97
Year Closing Low Short 48 54 0.38 0.00 0.83 3.55 -3.35 1.06 -11.99 0.56
10% Bottom Range from year Low Long 226 52 0.07 0.34 1.00 2.58 -2.72 0.95 -14.39 0.29
5% Bottom Range from year Low Short 111 52 0.19 0.00 0.94 3.06 -2.96 1.03 -11.99 0.49
3 Consecutive Down Days Short 108 52 0.18 -0.14 1.13 2.64 -2.58 1.02 -12.51 0.52
4 Consecutive Down Days Short 45 48 0.23 0.13 1.11 3.09 -2.50 1.24 -8.88 0.38
5 Consecutive Down Days Short 15 46 0.21 0.30 0.57 3.51 -2.68 1.31 -8.88 0.16
Open +1% Short 344 51 0.04 0.00 1.13 2.48 -2.56 0.97 -13.09 0.22
One Week -5% Short 255 53 0.22 -0.17 1.16 2.78 -2.69 1.03 -9.35 0.97
Two Week -5% Short 339 50 0.17 0.00 1.10 2.81 -2.52 1.12 -10.56 0.88
Two Week -10% Short 168 52 0.39 -0.16 1.19 3.15 -2.64 1.19 -9.05 1.32
Two Week -15% Short 88 52 0.34 -0.09 1.06 3.51 -3.12 1.13 -9.05 0.75
One Month -10% Long 251 51 0.25 0.30 1.24 2.81 -2.45 1.15 -14.39 1.09
One Month -20% Long 88 60 0.21 0.70 1.15 2.48 -3.24 0.77 -14.39 0.51
Below SMA 20 Short 532 51 0.07 0.00 1.06 2.37 -2.37 1.00 -12.51 0.49
Below SMA 50 Short 569 51 0.05 0.00 1.04 2.42 -2.49 0.97 -12.51 0.36
Close 2Xstd below 50 DMA Short 84 54 0.43 -0.23 1.09 3.21 -2.93 1.10 -8.88 0.96
Close 2Xstd below 50 DMA for 2 days Short 62 54 0.47 -0.23 1.08 3.26 -2.92 1.12 -6.93 0.91
Below SMA 200 Short 737 51 0.09 0.00 1.11 2.42 -2.42 1.00 -11.99 0.75
3 Consec Closes Below Prev Day Lows Short 34 41 0.03 0.95 0.78 3.48 -2.39 1.46 -5.69 0.04
3 Lower Lows Long 120 52 0.20 0.30 1.05 2.59 -2.46 1.05 -14.39 0.65
4 Lower Lows Long 53 49 0.21 0.00 1.01 2.49 -1.98 1.26 -9.70 0.50
$AGI 4.42 0.06 1.38%
Alamos Gold Inc.
Month to Date : -1.02 -18.78%
  • Month : Month
  • # : Number of trades generated , since 1990 ( our default backtest period)
  • Wins : Number of winning trades
  • Losses : Number of losing trades
  • %Wins : Number of winning trades expressed as percentage
  • Avg% : The average profit per trade in percentage for all the trades in the last four years
  • Med% : The median profit per trade in percentage
  • AWT% : The average profit per winning trades for all the winning trades in the last four years
  • ALT% : The average profit per losing trades for all the losing trades in the last four years
  • Payoff : Ratio of Avg Win / Avg Loss %
  • MWT % : Maximum Loss Trade (%)
  • MLT % : Maximum Loss Trade (%)
  • Rank : Rank of the current month average returns against all the 12 months , 1 means the stock in the current month performs best , 12 is worst
  • Seasonality Calculations : are done from the close of last trading of the previous month to current month's last trading day's close , for ex: for March Seasonality , the entry is the close of Feb last trading day's and exit is at the last trading day of Mar at close
  • backtesting period : default backtesting period is since 1990 if the stock is trading then , other wise since it's listing
Month # Wins Losses % Wins Avg% Med% AWT% ALT% Payoff MWT% MLT% Rank
Apr 8 7 1 88 9.11 5.32 11.24 -5.85 1.92 36.40 -5.85 1
Aug 8 6 2 75 6.03 7.32 12.41 -13.10 0.95 26.29 -24.87 3
Dec 8 5 3 63 1.89 2.65 5.56 -4.23 1.31 9.70 -6.46 6
Feb 9 6 3 67 7.46 4.05 14.88 -7.37 2.02 41.17 -9.80 2
Jan 8 2 6 25 -8.16 -11.72 15.15 -15.93 0.95 20.65 -25.63 12
Jul 8 5 3 63 -1.13 4.58 9.56 -18.94 0.50 21.85 -42.63 9
Jun 8 4 4 50 2.76 -0.66 18.40 -12.89 1.43 34.42 -16.21 4
Mar 9 4 5 44 2.75 -1.43 11.10 -3.93 2.82 15.80 -7.92 5
May 8 2 6 25 -0.61 -4.18 18.62 -7.02 2.65 33.65 -11.29 8
Nov 8 2 6 25 -2.13 -8.34 32.25 -13.58 2.37 40.42 -21.94 10
Oct 8 4 4 50 0.80 -0.96 8.14 -6.53 1.25 22.42 -9.02 7
Sep 8 3 5 38 -3.02 -2.82 8.82 -10.13 0.87 16.83 -21.43 11

$AGI Historical Returns in Aug

Exit Date Exit Entry Date Entry Change % P/L %
Aug 2009 8.24 Jul 2009 8.35 -1.32
Aug 2010 14.94 Jul 2010 14.03 6.49
Aug 2011 18.06 Jul 2011 16.69 8.15
Aug 2012 17.91 Jul 2012 14.98 19.63
Aug 2013 15.70 Jul 2013 14.17 10.80
Aug 2014 9.02 Jul 2014 8.74 3.09
Aug 2015 4.08 Jul 2015 3.23 26.29
Aug 2016 7.01 Jul 2016 9.33 -24.87

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