paststat loader
as on :Jun-28
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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
AAV Long 6.65 2.31 77 31 51 0.31 0.46 1.16 1.78 -1.26 1.41 -3.09 0.92
ACTG Long 4.50 2.27 301 35 45 0.27 0.00 0.75 2.91 -1.96 1.48 -5.67 0.52
AFSI Short 15.43 3.56 3,197 42 47 0.04 0.07 0.82 1.34 -1.14 1.18 -3.28 0.15
ALLT Short 5.14 0.39 30 30 60 0.79 -0.18 2.36 1.98 -0.99 2.00 -2.64 1.83
AMRN Long 3.78 8.31 4,080 29 65 0.80 0.90 1.71 2.84 -3.09 0.92 -16.84 0.92
AMT Long 134.53 -0.90 2,122 38 63 0.12 0.32 1.31 0.63 -0.77 0.82 -1.45 0.92
APDN Short 1.67 -5.11 1,973 36 66 0.47 -1.37 1.11 4.12 -6.84 0.60 -13.46 0.42
APT Long 3.00 0.00 19 34 41 1.87 0.00 0.93 9.11 -3.20 2.85 -26.77 0.88
AUO Long 4.74 -1.46 9,016 45 53 0.19 0.32 0.88 2.19 -2.10 1.04 -9.09 0.41
AVAV Short 35.11 8.06 1,094 32 68 0.70 -0.57 2.12 1.66 -1.40 1.19 -3.94 1.77
AVEO Short 2.27 8.61 23,783 27 66 0.00 -1.63 0.75 2.99 -5.96 0.50 -12.33 0.00
BAM Long 40.09 1.57 1,408 44 56 0.28 0.42 1.72 1.02 -0.68 1.50 -1.77 1.84
BEAT Long 32.40 4.18 391 43 60 0.96 0.43 1.31 2.77 -1.80 1.54 -4.96 1.81
CARA Long 26.95 2.01 5,270 35 42 0.51 -0.42 1.20 4.69 -2.63 1.78 -7.36 0.63
CBG Long 37.13 2.01 1,790 29 58 0.15 0.09 1.08 0.94 -0.98 0.96 -2.82 0.65
COG Short 24.48 -0.08 7,818 13 53 0.81 -0.08 1.41 2.14 -0.73 2.93 -1.73 1.36
CYH Short 9.83 2.61 2,461 15 73 0.66 -1.36 4.00 1.77 -2.38 0.74 -5.10 1.06
DBB Short 16.16 0.25 431 25 60 0.23 -0.12 1.33 0.97 -0.89 1.09 -2.37 1.00
DRAD Short 4.00 0.00 324 39 53 0.33 -0.41 1.03 2.23 -1.88 1.19 -4.86 0.80
DWCH Short 8.85 -0.56 59 36 55 0.25 -0.04 0.73 2.41 -2.45 0.98 -6.62 0.43
EBF Short 19.05 1.87 155 22 50 0.35 -0.25 1.08 2.09 -1.38 1.51 -4.18 0.73
ENB Short 40.36 0.82 3,717 32 53 0.18 -0.11 1.10 1.13 -0.91 1.24 -4.60 0.66
EVHC Short 63.36 1.10 1,551 25 68 0.52 -0.49 1.76 1.48 -1.53 0.97 -4.07 1.40
EXLS Short 56.56 1.34 142 39 51 0.15 -0.02 1.00 1.18 -0.93 1.27 -3.10 0.68
FCEL Long 1.39 0.72 1,291 32 53 2.14 0.66 1.36 8.69 -5.29 1.64 -16.54 1.34
FCFS Short 58.85 0.86 214 24 54 0.00 -0.06 0.88 0.72 -0.84 0.86 -1.87 0.00
FN Long 44.33 1.98 772 38 44 0.18 -0.13 0.73 2.60 -1.78 1.46 -5.97 0.35
FOXF Long 35.35 5.84 746 35 45 0.17 0.00 0.90 1.75 -1.16 1.51 -3.19 0.50
GV Long 5.30 0.00 188 57 36 0.01 -0.41 0.67 4.02 -2.33 1.73 -7.38 0.02
HOV Short 2.75 6.18 2,866 34 44 0.29 0.52 0.74 3.25 -2.04 1.59 -5.79 0.44
HRMN Short 10.32 0.00 0 5 100 0.04 0.00 0.00 0.04 0.00 0.00 0.00 1.00
INT Long 37.76 1.70 404 31 48 0.06 -0.02 0.76 1.24 -1.06 1.17 -3.98 0.21
IRIX Long 9.81 3.59 27 39 51 0.11 0.07 0.98 1.99 -1.87 1.06 -5.65 0.25
KIN Long 9.25 8.82 327 36 44 0.27 -0.18 0.51 3.90 -2.64 1.48 -14.55 0.33
LAZ Long 46.81 1.08 733 39 53 0.10 0.09 0.93 1.09 -1.05 1.04 -2.48 0.44
MOV Short 24.40 0.00 252 33 51 0.52 0.00 0.77 3.11 -2.23 1.39 -8.38 0.49
MPX Long 15.25 2.21 47 45 51 0.36 0.19 0.92 2.34 -1.71 1.37 -5.81 0.70
MTRX Short 9.10 0.55 323 27 59 0.31 -0.29 0.89 1.54 -1.49 1.03 -4.68 0.71
MX Long 10.00 1.01 1,793 36 50 0.53 -0.17 0.86 3.21 -2.15 1.49 -4.49 0.78
MXWL Long 5.99 -0.83 290 30 43 0.85 -0.61 1.14 4.54 -1.97 2.30 -4.11 0.84
NVGS Short 8.20 3.14 198 18 61 0.13 -0.58 1.30 1.71 -2.35 0.73 -4.39 0.22
NXTM Long 25.50 3.87 435 54 48 0.58 -0.07 2.01 2.19 -0.91 2.41 -3.11 2.03
OSIR Long 6.75 6.80 28 36 47 0.09 -0.17 0.47 3.94 -3.35 1.18 -11.98 0.09
OSUR Long 17.71 2.37 1,660 45 48 0.75 -0.12 1.42 3.35 -1.73 1.94 -4.76 1.58
PCO Long 7.16 -0.69 87 28 46 0.12 0.00 0.75 2.69 -2.10 1.28 -8.66 0.20
PFSW Long 8.10 1.89 74 53 62 0.55 0.46 1.54 2.02 -1.87 1.08 -5.02 1.50
PKBK Long 22.75 1.56 22 48 56 0.02 0.21 1.22 1.13 -1.41 0.80 -6.32 0.08
POWI Long 75.25 0.53 419 35 62 0.67 0.75 1.42 1.82 -1.28 1.42 -4.87 1.58
PRFT Short 18.94 0.58 199 26 57 0.48 -0.35 1.62 1.80 -1.32 1.36 -5.43 1.07
PRLB Short 68.90 1.10 371 32 65 0.72 -0.67 2.17 2.02 -1.76 1.15 -8.14 1.56
PVH Long 113.37 0.79 1,227 29 58 0.01 0.13 0.92 0.78 -1.07 0.73 -3.23 0.05
RLGY Short 32.22 0.56 1,296 25 60 0.17 -0.10 1.29 0.98 -1.05 0.93 -2.90 0.65
SCHN Long 24.30 6.81 714 44 61 0.67 0.56 2.02 2.03 -1.50 1.35 -8.01 1.79
SEM Short 15.45 2.32 483 48 56 0.07 -0.17 1.00 1.65 -1.95 0.85 -6.97 0.20
SHIP Short 1.09 5.83 855 22 59 1.04 -1.60 1.28 10.63 -12.81 0.83 -50.00 0.27
SHLD Long 8.01 3.76 1,157 29 55 0.50 0.24 1.31 2.87 -2.41 1.19 -4.56 0.71
SIFI Short 16.10 -0.31 8 24 79 0.77 -0.61 2.95 1.29 -1.21 1.07 -2.01 2.50
SKM Short 25.89 1.05 459 29 55 0.38 -0.04 1.89 1.28 -0.73 1.75 -1.98 1.65
SLM Long 11.45 0.31 3,256 31 58 0.31 0.28 1.66 0.96 -0.60 1.60 -2.43 1.60
SMSI Short 1.49 -8.02 121 22 68 0.74 -0.83 0.88 2.95 -3.98 0.74 -7.14 0.84
SPA Short 22.15 0.77 71 31 54 0.20 -0.09 1.27 2.16 -2.18 0.99 -8.24 0.38
SPEX Short 1.91 70.54 14,118 12 75 7.77 -7.40 2.78 13.25 -8.66 1.53 -12.20 1.93
SPWR Long 9.58 4.36 5,700 25 48 0.29 -0.35 0.78 2.46 -1.70 1.45 -3.77 0.56
SRDX Long 28.30 2.72 43 28 64 0.41 0.47 1.33 1.48 -1.50 0.99 -4.07 1.03
SRT Long 12.40 2.65 85 55 50 0.32 0.10 1.20 2.31 -1.75 1.32 -9.05 0.82
SSWN Short 25.47 0.00 10 27 51 0.03 0.00 1.00 0.47 -0.43 1.09 -1.55 0.27
STOR Short 23.06 1.63 4,310 24 62 0.25 -0.55 1.21 1.06 -1.11 0.95 -2.51 0.95
SVA Short 6.83 7.73 1,023 37 59 0.22 -0.22 1.12 2.05 -2.46 0.83 -8.42 0.44
SXC Long 11.00 3.68 1,093 31 64 1.03 0.64 1.72 2.76 -2.13 1.30 -5.30 1.68
TNP Short 4.77 3.47 535 28 71 0.61 -1.17 1.42 2.53 -4.18 0.61 -10.75 0.80
TPC Long 28.65 2.14 414 31 58 0.55 0.15 1.08 2.62 -2.32 1.13 -9.90 0.77
TRUP Long 23.16 2.34 122 42 69 1.22 0.84 5.36 2.16 -0.88 2.45 -2.64 3.67
UBS Long 17.05 2.77 2,879 23 60 0.44 0.42 1.89 1.32 -0.93 1.42 -3.01 1.39
UEPS Short 10.19 -0.88 85 30 56 0.33 -0.30 1.25 2.37 -2.34 1.01 -5.43 0.64
UHS Long 120.42 2.02 970 24 45 0.08 -0.21 0.89 1.20 -0.86 1.40 -1.79 0.32
UIS Long 13.15 0.00 498 29 48 0.42 0.00 1.29 2.05 -1.09 1.88 -2.92 1.04
ULE Short 16.04 0.52 13 20 70 0.22 -0.41 1.16 0.90 -1.37 0.66 -4.48 0.66
VRX Long 17.15 3.00 21,641 47 53 0.08 0.15 0.68 1.95 -2.05 0.95 -10.36 0.18
WETF Short 10.37 0.39 1,148 28 57 0.03 -0.40 0.97 1.72 -2.23 0.77 -4.49 0.07
YUME Long 5.77 3.96 614 42 47 0.26 -0.18 0.71 2.86 -2.09 1.37 -8.20 0.49
ZN Long 3.53 12.42 2,468 36 52 0.74 0.91 0.96 4.94 -3.96 1.25 -20.00 0.68
LIND Short 10.46 1.06 28 21 66 0.00 -0.10 0.70 0.74 -1.48 0.50 -4.67 0.00
ONCS Short 1.24 5.08 592 34 61 0.79 0.00 1.09 4.25 -4.79 0.89 -10.91 0.84
SPNE Long 11.09 1.00 94 18 55 0.40 0.61 0.98 3.28 -3.21 1.02 -5.54 0.40
WING Short 32.17 0.91 545 22 54 0.39 -0.28 0.99 2.05 -1.61 1.27 -3.97 0.75
INST Long 29.95 1.87 444 29 48 0.11 -0.20 0.82 2.33 -1.96 1.19 -6.40 0.20
SOJA Short 27.38 0.00 95 6 66 0.20 -0.18 2.89 0.39 -0.17 2.29 -0.22 1.40