paststat loader
as on :Jul-19
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  • Symbol : a.k.a ticker
  • Pref : 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
  • LTP : Last traded price ( the price at which the trading strategy triggered)
  • Chg% : Current day's change in percentage
  • Vol : Volume in 1000's
  • # : 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
TRADING SIGNALS:
4 Consecutive Down Days 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AMGN Short 192.80 -0.58 2,216 49 59 0.51 -0.39 1.82 1.78 -1.32 1.35 -6.05 1.73
CHTR Short 299.60 -0.80 2,008 54 53 0.14 -0.12 0.93 1.71 -1.69 1.01 -4.82 0.40
CORT Short 13.61 -2.09 1,847 29 48 0.82 0.06 1.66 4.03 -2.18 1.85 -7.12 1.13
ESRX Short 77.89 -2.49 6,284 50 54 0.09 -0.08 0.99 1.10 -1.10 1.00 -3.93 0.43
FNSR Long 17.80 -0.67 2,274 58 48 0.32 -0.32 1.02 2.63 -1.83 1.44 -6.86 0.64
INTC Short 51.72 -0.06 14,649 48 58 0.12 -0.07 1.19 1.12 -1.27 0.88 -5.53 0.52
JD Long 37.53 -1.21 15,028 55 47 0.33 -0.22 0.90 3.17 -2.21 1.43 -6.59 0.69
MYL Long 35.92 -1.24 4,064 46 54 0.10 0.28 1.01 1.50 -1.57 0.96 -4.23 0.35
PENN Long 35.71 -0.03 1,297 48 43 0.15 -0.16 1.12 2.09 -1.36 1.54 -4.74 0.48
SBGI Short 27.40 -2.32 5,441 70 60 0.01 -0.43 0.93 1.25 -1.86 0.67 -6.05 0.04
TMUS Long 60.52 -1.13 1,917 33 69 0.64 0.77 1.95 1.61 -1.58 1.02 -3.39 2.01
ABBV Long 94.40 -1.06 5,521 50 52 0.22 0.13 1.21 1.63 -1.31 1.24 -5.81 0.74
ANW Long 1.47 -4.55 1,378 64 40 3.62 -0.31 0.75 12.23 -2.27 5.39 -7.07 1.03
ATUS Long 17.86 -0.17 7,099 19 57 0.14 0.23 0.93 1.66 -1.94 0.86 -3.14 0.28
ABC Short 86.33 -0.56 814 39 53 0.46 -0.06 2.05 1.54 -0.79 1.95 -3.29 1.67
ABX Short 12.52 -1.11 14,162 48 50 0.16 -0.12 0.95 2.47 -2.14 1.15 -10.44 0.30
BT Short 14.37 -1.30 565 54 46 0.06 0.29 0.93 1.25 -0.98 1.28 -3.55 0.31
CJ Short 22.29 -0.45 1,135 26 57 0.33 -0.35 1.23 2.18 -2.18 1.00 -5.74 0.63
CNQ Short 35.67 -1.14 2,297 78 58 0.21 -0.24 1.13 1.70 -1.93 0.88 -8.90 0.77
CAH Long 49.49 -0.96 2,236 40 47 0.01 -0.01 0.87 1.09 -0.96 1.14 -4.63 0.05
CPG Short 7.33 -0.81 1,521 74 48 0.03 0.13 0.98 2.23 -2.05 1.09 -10.43 0.09
CVS Short 67.90 -0.06 5,125 53 56 0.11 -0.08 1.12 0.85 -0.86 0.99 -3.22 0.67
DVA Long 70.61 -1.00 767 31 58 0.11 0.28 0.94 1.13 -1.31 0.86 -3.71 0.39
ESV Short 7.07 -1.12 8,194 66 46 0.14 0.17 1.46 2.66 -2.09 1.27 -6.04 0.37
EOG Long 123.58 -0.60 3,280 46 52 0.31 0.18 1.22 1.81 -1.32 1.37 -4.48 1.00
XOM Short 82.22 -0.11 8,712 49 51 0.00 0.00 0.88 1.02 -1.06 0.96 -5.52 0.00
GSK Short 40.97 -0.41 2,087 64 53 0.09 -0.08 1.07 0.98 -0.92 1.07 -2.69 0.56
HP Long 60.75 -2.22 2,883 61 52 0.15 0.09 0.99 1.46 -1.29 1.13 -7.20 0.61
MCK Short 134.34 -0.18 1,282 52 53 0.25 -0.29 1.31 1.58 -1.30 1.22 -5.01 0.90
NOV Short 43.25 -1.03 3,026 64 51 0.16 -0.09 1.24 1.44 -1.20 1.20 -4.59 0.74
NWL Long 26.86 -2.79 5,422 50 54 0.27 0.21 1.32 1.32 -0.96 1.38 -2.79 1.27
NE Long 6.08 -0.82 4,367 63 47 0.18 -0.27 0.78 2.64 -2.06 1.28 -5.31 0.49
NTR Short 52.30 -0.76 1,424 13 69 0.96 -1.20 2.53 2.08 -1.56 1.33 -2.34 1.69
RDC Short 14.91 -1.91 2,144 55 50 0.12 0.00 1.00 2.29 -2.14 1.07 -5.17 0.31
S Long 5.56 -0.54 4,858 46 54 0.35 0.36 1.35 2.29 -1.97 1.16 -8.14 0.80
ASHR Long 25.77 -0.85 1,090 30 56 0.27 0.13 0.57 2.52 -2.67 0.94 -11.31 0.31
EMB Short 108.68 -0.09 3,866 51 49 0.01 0.06 0.91 0.51 -0.47 1.09 -2.52 0.10
EWH Short 24.27 -0.37 1,969 55 54 0.11 -0.04 1.13 0.90 -0.83 1.08 -3.67 0.60
FXI Short 42.16 -0.43 19,162 56 57 0.25 -0.21 1.36 1.33 -1.19 1.12 -3.69 1.10
NUGT Long 23.05 -0.17 9,137 45 55 0.41 1.00 1.03 5.65 -6.15 0.92 -30.90 0.34
OIH Short 25.79 -0.35 6,867 75 58 0.29 -0.48 1.42 1.46 -1.37 1.07 -4.79 1.39
USLV Short 8.11 -0.61 4,936 59 62 0.96 -0.80 1.88 2.77 -2.08 1.33 -5.98 2.44