paststat loader
as on :Aug-16
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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:
Consecutive closes above UBB 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AEG Short 6.03 1.69 1,886 24 54 0.01 0.00 0.84 1.05 -1.23 0.85 -2.54 0.04
AGNC Short 21.50 0.09 4,104 21 52 0.08 0.00 0.92 0.57 -0.47 1.21 -1.41 0.50
AKBA Short 15.25 0.59 293 35 54 0.05 -0.31 0.93 2.35 -2.68 0.88 -6.27 0.09
AMX Long 18.82 1.18 3,402 29 44 0.21 -0.14 1.40 1.45 -0.81 1.79 -2.16 0.84
APDN Short 2.05 11.41 376 39 61 0.00 -0.99 1.04 4.12 -6.59 0.63 -13.46 0.00
ASMB Long 24.95 1.55 72 45 51 1.48 0.05 1.96 5.34 -2.56 2.09 -7.36 1.84
ATHM Short 64.96 3.64 1,521 41 56 0.38 -0.04 1.06 2.79 -2.70 1.03 -8.98 0.65
AXP Short 87.39 0.69 3,377 28 60 0.15 -0.13 1.46 0.53 -0.43 1.23 -0.91 1.26
BGI Long 1.64 6.49 143 30 40 13.84 -0.24 0.73 41.16 -4.38 9.40 -15.79 0.97
CAG Short 35.14 0.69 1,986 18 66 0.19 -0.14 1.44 0.52 -0.47 1.11 -1.08 1.26
CCL Long 68.87 0.23 2,279 25 60 0.25 0.25 1.49 0.83 -0.62 1.34 -1.69 1.36
CCU Long 27.91 2.99 193 35 57 0.00 0.26 0.86 1.22 -1.62 0.75 -4.49 0.00
CDNA Short 1.83 1.67 117 23 52 0.85 0.00 0.93 5.45 -4.16 1.31 -11.47 0.54
CI Short 179.86 0.39 941 27 62 0.50 -0.52 2.62 1.08 -0.49 2.20 -1.29 2.41
CLMT Long 6.20 -5.34 873 44 56 0.14 0.35 0.75 2.28 -2.68 0.85 -6.99 0.30
CROX Long 9.43 -0.21 1,264 26 50 0.08 -0.04 0.83 1.82 -1.66 1.10 -4.45 0.18
CUK Long 69.47 0.39 128 32 62 0.05 0.21 0.88 0.81 -1.22 0.66 -3.22 0.22
CVTI Long 22.00 1.10 55 41 58 0.32 0.53 0.79 2.55 -2.83 0.90 -7.36 0.57
DAVE Long 4.35 11.54 125 26 46 0.25 -0.34 1.03 2.56 -1.72 1.49 -5.42 0.47
DSWL Long 2.67 1.14 17 24 41 0.13 0.00 0.89 2.47 -1.55 1.59 -4.27 0.25
DUG Long 51.68 2.01 49 37 45 0.05 -0.59 0.79 3.22 -2.65 1.22 -8.58 0.08
EDN Long 32.65 0.99 195 55 45 0.08 -0.56 0.77 4.56 -3.66 1.25 -16.50 0.09
ERY Short 14.76 3.00 648 34 55 0.00 -0.92 0.81 4.21 -5.32 0.79 -16.21 0.00
EXTR Long 10.45 0.58 2,706 44 50 0.02 0.12 0.84 1.99 -1.95 1.02 -6.05 0.05
FCAU Long 12.78 0.87 3,575 33 45 0.26 -0.14 1.09 2.55 -1.64 1.55 -10.28 0.50
FCFS Long 60.35 0.50 238 24 45 0.02 -0.06 0.83 0.85 -0.68 1.25 -1.54 0.11
FENG Short 3.95 37.63 5,857 27 55 0.39 -0.25 1.38 2.20 -1.87 1.18 -7.17 0.77
GGAL Long 42.25 -0.24 433 46 56 0.80 0.17 1.52 2.59 -1.52 1.70 -4.48 1.70
IRS Long 24.56 1.07 59 43 48 0.54 0.00 1.34 2.59 -1.42 1.82 -5.02 1.27
ISRG Short 988.90 0.36 281 40 57 0.39 -0.30 1.53 1.42 -1.00 1.42 -4.27 1.36
JBHT Long 97.30 -0.08 1,167 21 52 0.11 0.26 0.98 0.99 -0.86 1.15 -3.41 0.40
KAR Long 44.59 1.00 1,241 30 56 0.13 0.17 1.24 0.76 -0.69 1.10 -2.05 0.79
KITE Short 128.09 1.02 923 32 56 1.02 -1.00 1.21 3.98 -2.80 1.42 -12.51 1.18
KSU Long 107.49 1.09 1,496 28 60 0.14 0.14 1.06 0.92 -1.06 0.87 -3.59 0.56
MDXG Long 16.93 1.14 2,765 33 42 0.11 -0.86 0.91 3.19 -2.15 1.48 -6.22 0.20
MGPI Long 60.79 -0.43 188 64 67 0.80 1.05 2.31 2.07 -1.81 1.14 -6.09 2.68
MRNS Long 2.99 4.91 1,420 33 48 1.84 0.00 1.50 8.24 -4.18 1.97 -26.74 1.09
PAM Long 62.34 0.58 268 64 53 0.68 0.25 1.61 2.98 -1.92 1.55 -5.59 1.61
PCOM Short 8.97 2.63 39 33 45 0.52 0.40 0.98 3.49 -1.95 1.79 -6.12 0.83
PEP Long 119.10 0.11 2,374 31 45 0.01 -0.05 0.88 0.70 -0.56 1.25 -1.28 0.07
PRKR Short 2.01 1.52 186 33 66 2.28 -0.79 0.67 7.11 -7.38 0.96 -27.27 0.99
QRVO Long 72.42 0.92 1,255 8 50 0.04 0.36 0.63 1.40 -1.32 1.06 -3.33 0.06
REED Long 1.80 0.00 28 46 52 1.09 0.23 2.23 3.51 -1.55 2.26 -6.41 2.22
RP Long 41.80 0.36 423 33 51 0.14 0.05 0.83 1.10 -0.88 1.25 -2.46 0.58
RTRX Long 23.27 3.42 396 48 62 0.28 0.59 1.07 3.31 -4.78 0.69 -14.80 0.36
RYAAY Long 120.16 0.39 150 34 52 0.20 0.14 1.18 1.04 -0.74 1.41 -2.57 0.93
SB Long 2.94 3.16 609 49 51 0.17 0.32 1.07 3.79 -3.60 1.05 -11.97 0.24
SBAC Short 143.72 1.71 1,124 39 53 0.14 -0.18 1.21 0.99 -0.85 1.16 -2.02 0.77
SFUN Long 3.49 2.65 2,006 34 44 0.73 -0.22 0.86 4.44 -2.21 2.01 -6.53 0.99
SNPS Long 79.09 1.10 923 31 54 0.07 0.14 0.99 0.62 -0.59 1.05 -1.91 0.47
SUPN Short 45.65 3.05 1,128 43 55 0.33 -0.15 0.96 2.26 -2.09 1.08 -5.47 0.69
TCBIP Long 25.70 0.19 10 26 46 0.15 -0.02 1.44 0.64 -0.27 2.37 -0.86 1.21
TEO Long 29.86 0.71 95 37 62 0.70 0.28 1.72 1.87 -1.23 1.52 -3.41 1.67
TGS Long 17.86 -0.28 74 70 55 0.78 0.78 2.04 2.53 -1.42 1.78 -4.60 2.47
TTOO Short 4.10 -0.97 238 17 70 0.90 -0.97 1.47 2.47 -2.85 0.87 -5.88 1.19
V Long 103.32 0.67 13,401 34 58 0.19 0.21 1.19 0.74 -0.60 1.23 -2.03 1.18
VBLT Long 4.95 1.02 194 27 37 2.62 -3.31 1.13 16.89 -5.77 2.93 -14.60 0.77
VNTV Short 72.27 0.58 3,692 31 54 0.06 -0.14 0.66 0.81 -0.85 0.95 -2.17 0.31
WUBA Long 55.13 3.73 1,208 39 43 0.53 -0.09 1.69 2.85 -1.26 2.26 -3.13 1.37
XNET Short 4.14 2.48 931 21 57 1.18 -0.45 1.42 4.30 -2.98 1.44 -7.14 1.07
XPLR Short 3.05 13.81 352 26 61 1.07 -0.35 1.84 3.01 -2.03 1.48 -6.29 1.50
YUME Short 4.81 3.22 287 43 53 0.20 -0.18 1.17 2.87 -2.86 1.00 -11.35 0.29
IOTS Short 6.45 4.03 329 15 60 0.21 -1.14 0.85 2.30 -2.93 0.78 -4.62 0.28
APPF Long 39.00 2.23 106 29 41 0.04 -0.42 0.94 1.95 -1.31 1.49 -3.40 0.10
PYDS Short 1.52 -2.56 16 19 68 1.79 -2.63 1.64 5.35 -5.94 0.90 -12.50 1.16
RGNX Short 22.15 3.50 177 21 61 0.27 -0.73 0.73 3.16 -4.43 0.71 -12.91 0.25