paststat loader
as on :Dec-12
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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
ACN Long 150.69 0.11 1,891 33 57 0.07 0.16 0.92 0.76 -0.87 0.87 -2.32 0.38
ALLY Long 28.77 0.42 3,644 31 54 0.11 0.29 1.09 1.12 -1.11 1.01 -4.59 0.38
ALSK Short 2.35 5.38 420 35 57 0.96 0.00 1.88 2.72 -1.39 1.96 -7.73 1.57
APO Long 32.38 1.50 929 32 59 0.40 0.30 1.50 1.63 -1.41 1.16 -4.42 1.09
APU Short 45.78 0.42 172 30 56 0.10 -0.07 0.94 0.76 -0.76 1.00 -1.88 0.48
ARCC Long 16.47 0.30 1,520 37 59 0.15 0.12 1.69 0.54 -0.42 1.29 -0.93 1.52
ARE Long 130.19 0.15 447 41 58 0.05 0.09 0.83 0.74 -0.92 0.80 -3.85 0.28
ARGT Long 33.91 1.83 78 40 62 0.29 0.36 1.43 1.05 -1.00 1.05 -2.51 1.37
BAM Long 43.38 0.07 512 43 55 0.25 0.23 1.61 0.96 -0.65 1.48 -1.77 1.69
BG Long 69.67 -0.17 1,307 35 57 0.17 0.15 1.21 0.89 -0.79 1.13 -4.27 0.83
BIB Long 55.50 0.05 238 48 52 0.14 0.26 0.98 2.03 -1.92 1.06 -6.11 0.38
BIIB Short 328.03 0.69 999 30 63 0.04 -0.16 0.84 1.39 -2.28 0.61 -9.76 0.08
BKH Short 59.97 0.54 521 35 45 0.03 0.09 0.84 1.05 -0.82 1.28 -2.35 0.12
BMA Long 120.24 1.24 236 37 48 0.54 -0.10 1.01 2.83 -1.64 1.73 -7.55 0.97
CEQP Short 25.75 1.98 443 20 55 0.17 -0.32 1.04 2.26 -2.39 0.95 -5.36 0.26
CF Short 39.40 0.36 2,303 32 53 0.20 -0.09 1.11 1.37 -1.13 1.21 -8.42 0.51
CG Short 22.25 0.45 792 23 47 0.18 0.26 1.15 1.70 -1.21 1.40 -2.94 0.47
COKE Long 227.52 1.13 72 51 60 0.58 0.49 2.65 1.42 -0.73 1.95 -2.56 2.67
COL Long 134.52 -0.07 945 47 53 0.29 0.07 1.59 0.93 -0.44 2.11 -1.10 1.64
CPLP Long 3.43 3.63 1,338 26 46 0.21 -0.18 0.94 2.24 -1.54 1.45 -4.78 0.43
DEA Long 21.78 0.83 7,971 26 61 0.31 0.11 1.38 0.94 -0.70 1.34 -2.43 1.24
DERM Long 26.53 1.69 348 40 57 0.23 0.48 0.96 2.08 -2.27 0.92 -6.29 0.51
DGLD Long 50.39 1.34 38 35 57 0.44 0.61 1.27 1.85 -1.44 1.28 -8.29 1.08
DL Short 9.64 0.42 67 34 50 0.06 0.16 0.64 3.41 -3.29 1.04 -7.97 0.07
EC Short 12.43 2.22 1,245 27 51 0.17 -0.10 0.53 2.06 -1.86 1.11 -5.73 0.29
EFX Long 118.52 0.95 1,271 39 48 0.06 -0.02 1.01 0.70 -0.55 1.27 -2.41 0.45
ELGX Long 5.77 1.76 343 40 50 0.02 0.14 0.89 2.02 -1.97 1.03 -7.84 0.05
ENTL Short 24.08 -1.11 527 32 53 0.14 0.00 0.66 2.32 -2.32 1.00 -4.49 0.18
ERI Long 33.30 1.83 875 48 50 0.38 0.01 0.99 2.13 -1.38 1.54 -5.58 1.13
ERJ Short 20.26 1.55 1,073 28 42 0.29 0.41 1.06 2.32 -1.23 1.89 -3.68 0.71
ETSY Long 19.93 3.16 3,318 19 57 0.58 0.91 1.41 2.62 -2.23 1.17 -7.77 0.75
EYES Short 2.00 14.29 2,387 18 83 1.51 -2.26 4.96 4.10 -11.46 0.36 -14.29 0.91
FAF Long 56.54 0.89 547 32 50 0.22 0.04 1.09 1.15 -0.71 1.62 -2.37 0.86
FCX Short 15.02 0.33 15,432 31 41 0.15 0.19 0.44 1.96 -1.15 1.70 -5.59 0.34
FLT Short 189.13 1.45 826 33 51 0.12 -0.04 1.11 0.89 -0.70 1.27 -1.86 0.68
FSLR Short 70.05 0.04 3,786 37 43 0.10 0.37 0.82 2.06 -1.40 1.47 -4.10 0.26
GGAL Long 64.88 -0.15 729 44 52 0.65 0.10 1.19 2.26 -1.12 2.02 -3.31 1.62
HALO Long 19.49 -0.61 1,230 36 63 0.75 1.01 1.43 2.73 -2.77 0.99 -9.48 1.21
HEZU Long 30.56 -0.07 449 31 54 0.18 0.14 1.71 0.60 -0.34 1.76 -1.08 1.59
HK Long 7.66 2.27 2,302 19 52 4.11 0.29 0.39 12.46 -5.16 2.41 -17.52 1.07
IMKTA Short 33.25 6.23 324 35 45 0.09 0.16 1.06 2.19 -1.68 1.30 -6.23 0.21
ITRI Short 69.45 0.36 256 31 51 0.05 0.00 1.09 0.91 -0.87 1.05 -2.36 0.24
JRO Long 11.28 -0.09 294 37 54 0.13 0.10 1.39 0.51 -0.33 1.55 -0.87 1.36
KMI Long 17.96 0.96 14,164 23 65 0.26 0.16 1.31 0.99 -1.12 0.88 -2.91 0.83
LE Long 15.60 -0.95 244 48 66 0.89 0.89 2.75 2.18 -1.67 1.31 -7.06 2.49
LL Short 30.41 0.36 1,004 29 72 0.93 -1.22 1.22 2.49 -3.16 0.79 -7.00 1.41
LMRK Long 17.60 1.44 42 12 50 0.01 0.06 0.68 1.03 -1.00 1.03 -2.57 0.03
LOXO Short 84.33 1.42 361 38 55 0.19 -0.70 1.27 2.90 -3.16 0.92 -10.22 0.31
LULU Short 73.64 -0.18 1,879 32 56 0.21 -0.35 1.28 1.23 -1.09 1.13 -2.70 0.84
LYB Short 107.51 0.35 1,445 22 54 0.05 -0.09 0.90 1.08 -1.19 0.91 -3.40 0.16
MED Short 73.22 0.47 129 39 64 0.15 -0.17 1.20 0.88 -1.15 0.77 -3.74 0.69
MYL Short 39.49 2.12 6,811 26 65 0.36 -0.43 1.39 1.38 -1.56 0.88 -3.57 1.04
NCS Short 20.60 3.00 1,070 29 55 0.26 0.00 0.88 1.84 -1.69 1.09 -3.00 0.57
NEWT Long 19.00 2.59 550 27 55 0.18 0.21 1.01 1.43 -1.38 1.04 -3.51 0.52
NGL Long 14.25 2.89 1,724 40 52 1.31 0.47 1.54 3.94 -1.61 2.45 -4.78 1.66
NTGR Short 52.45 0.67 703 32 53 0.21 -0.20 1.30 1.48 -1.23 1.20 -3.63 0.65
NUE Long 61.27 1.83 5,449 26 57 0.81 0.14 2.11 2.02 -0.84 2.40 -1.76 1.51
NUW Short 17.85 -0.61 24 26 69 0.33 -0.29 2.72 0.66 -0.42 1.57 -1.21 2.26
PCQ Short 17.58 1.03 27 38 50 0.01 0.03 0.79 0.55 -0.53 1.04 -1.22 0.09
PCYO Long 7.65 0.00 37 27 48 0.68 0.00 1.75 2.64 -1.13 2.34 -4.56 1.39
QURE Short 17.36 -2.58 585 33 60 1.67 -0.82 2.35 5.26 -3.86 1.36 -11.34 1.49
RBA Long 28.83 0.66 1,063 38 52 0.04 0.07 0.85 1.17 -1.22 0.96 -7.18 0.13
RDUS Long 31.19 -1.30 1,217 27 51 0.42 0.30 0.82 4.00 -3.43 1.17 -8.16 0.39
RIBT Short 1.43 0.70 288 21 57 1.56 0.00 1.71 5.15 -3.23 1.59 -8.48 1.08
RMD Short 86.44 0.08 397 44 56 0.26 -0.17 1.40 1.34 -1.16 1.16 -2.96 1.02
RVNC Short 35.95 3.75 929 33 63 0.28 -0.39 1.10 1.89 -2.54 0.74 -10.32 0.52
SAGE Short 163.33 -2.40 1,365 38 60 0.99 -1.17 2.08 3.15 -2.32 1.36 -5.35 1.78
SAIC Long 78.69 -1.60 543 45 64 0.35 0.50 1.58 1.32 -1.41 0.94 -3.93 1.30
SEAC Short 3.50 1.16 1,223 18 66 0.11 -0.14 0.76 1.17 -2.00 0.58 -5.23 0.21
SHAK Short 46.50 0.43 679 38 55 0.41 -0.35 1.10 2.48 -2.14 1.16 -7.17 0.83
SIGM Long 6.93 0.36 1,819 30 43 0.72 -0.97 1.09 4.56 -2.21 2.06 -5.22 0.83
STB Long 5.95 0.34 188 34 47 0.34 0.00 1.43 1.43 -0.63 2.27 -2.43 1.34
STDY Long 3.65 3.99 195 22 50 1.26 0.20 0.70 7.07 -4.55 1.55 -15.54 0.61
STLD Short 40.70 0.00 2,463 25 72 0.41 -0.28 1.43 1.07 -1.29 0.83 -2.73 1.42
TGS Long 23.30 5.24 260 61 52 0.62 0.53 1.77 2.46 -1.42 1.73 -4.60 1.84
TI Short 8.94 1.02 82 25 44 0.01 0.35 0.83 1.38 -1.07 1.29 -3.49 0.03
TPC Long 27.80 0.18 512 25 52 0.61 0.15 1.03 3.46 -2.48 1.40 -9.90 0.68
TRCO Long 41.75 0.02 1,272 36 58 0.35 0.13 1.18 1.30 -0.98 1.33 -4.54 1.23
TSS Long 76.62 0.05 1,079 43 46 0.07 -0.04 0.96 0.94 -0.68 1.38 -3.62 0.39
TTS Short 9.00 -2.17 907 30 56 0.30 -0.17 1.37 1.78 -1.63 1.09 -3.72 0.77
UAN Long 3.95 6.47 1,182 27 55 0.95 0.44 1.70 3.07 -1.71 1.80 -3.75 1.45
UBS Long 17.80 1.83 2,392 26 57 0.36 0.35 1.72 1.25 -0.85 1.47 -3.01 1.27
UWN Short 2.68 0.94 115 36 55 0.68 0.00 1.32 2.65 -1.78 1.49 -7.02 1.20
VDSI Long 14.00 0.72 220 39 53 1.02 0.30 1.33 3.49 -1.86 1.88 -6.19 1.48
VKTX Short 3.97 -2.70 1,562 21 71 1.23 -3.64 1.15 4.51 -6.96 0.65 -15.38 0.90
VRA Short 11.73 0.60 833 23 56 0.31 -0.20 1.56 1.60 -1.35 1.19 -3.19 0.78
VRX Short 20.55 4.31 33,694 41 43 0.03 0.25 0.97 2.64 -2.01 1.31 -8.83 0.06
WM Long 85.37 0.95 2,225 60 65 0.15 0.19 1.36 0.56 -0.61 0.92 -2.60 1.41
WWE Long 30.70 1.22 645 55 52 0.53 0.43 1.49 2.51 -1.68 1.49 -7.90 1.30
X Long 33.42 0.57 11,291 43 67 1.72 0.85 2.73 3.42 -1.79 1.91 -8.99 2.42
XXII Long 2.82 6.42 5,239 51 52 1.43 0.47 1.58 5.80 -3.50 1.66 -12.62 1.58
GBT Long 44.78 -2.02 4,092 28 46 0.13 -0.13 0.76 4.78 -3.90 1.23 -14.39 0.12
UBIO Short 33.20 0.09 83 23 56 0.47 -0.99 1.10 3.21 -3.09 1.04 -12.31 0.49
WING Short 41.45 1.84 518 28 57 0.44 -0.43 1.24 1.90 -1.50 1.27 -3.97 1.04
BKHU Short 65.81 0.60 3 15 73 0.72 -0.44 4.04 1.14 -0.43 2.65 -0.94 1.80