paststat loader
as on :Oct-20
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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
ABB Long 25.46 0.35 1,224 37 45 0.04 -0.04 0.75 0.85 -0.64 1.33 -2.12 0.20
ACGL Long 102.15 0.98 509 34 58 0.17 0.15 1.43 0.65 -0.53 1.23 -1.39 1.28
ADBE Long 175.64 2.28 5,988 37 43 0.02 -0.24 0.76 0.91 -0.66 1.38 -1.86 0.12
ADHD Long 1.59 5.30 5,190 41 48 0.58 0.00 0.87 4.49 -3.15 1.43 -11.64 0.69
AIG Long 64.87 -0.31 6,860 26 42 0.02 -0.18 0.80 0.79 -0.54 1.46 -1.68 0.11
AJG Short 62.92 0.45 556 29 44 0.03 0.07 0.92 0.75 -0.56 1.34 -1.65 0.20
AKS Long 6.19 2.48 16,816 41 53 1.06 0.74 1.64 4.22 -2.60 1.62 -10.40 1.50
ALGN Short 200.88 2.05 2,864 41 48 0.02 0.07 0.88 1.17 -1.07 1.09 -2.67 0.09
ALSN Long 39.53 1.38 1,403 24 54 0.20 0.06 1.23 1.06 -0.82 1.29 -2.81 0.77
AMX Long 19.24 3.11 8,309 28 46 0.26 -0.07 1.58 1.45 -0.77 1.88 -2.16 1.03
AON Long 151.54 0.48 774 40 62 0.11 0.15 1.25 0.56 -0.62 0.90 -1.70 0.83
ARC Long 4.62 6.21 165 22 40 0.33 -0.31 0.88 3.37 -1.77 1.90 -6.89 0.40
AXGN Short 20.00 0.50 184 51 54 0.26 -0.51 0.98 2.19 -2.10 1.04 -9.75 0.64
BCR Long 330.16 0.87 426 50 52 0.15 0.06 1.09 0.86 -0.61 1.41 -2.01 0.83
BECN Long 55.69 1.64 641 37 48 0.02 -0.03 0.96 1.08 -0.98 1.10 -3.64 0.09
BJRI Long 31.90 -0.16 560 30 46 0.09 -0.08 0.87 1.08 -0.77 1.40 -2.67 0.37
BLFS Short 6.43 1.10 174 31 61 0.82 -0.84 0.43 4.72 -5.36 0.88 -22.12 0.59
BR Short 84.36 0.82 288 30 60 0.02 -0.12 1.08 0.52 -0.74 0.70 -1.83 0.14
BVX Short 3.99 1.01 350 34 73 0.28 -0.64 1.37 1.72 -3.73 0.46 -10.00 0.51
CAKE Short 43.96 0.55 1,556 34 61 0.38 -0.39 1.46 1.22 -0.99 1.23 -3.78 1.30
CB Short 154.00 0.01 1,738 38 55 0.08 -0.01 0.87 0.52 -0.46 1.13 -1.35 0.61
CCS Long 26.70 0.56 146 21 42 0.10 -0.19 0.80 1.76 -1.15 1.53 -2.57 0.25
CLD Short 4.58 1.33 1,675 38 47 0.15 0.21 0.82 4.05 -3.36 1.21 -9.38 0.17
CNS Long 43.98 0.11 81 36 52 0.05 0.16 0.98 1.21 -1.24 0.98 -4.99 0.19
CP Short 177.61 0.34 385 28 50 0.10 -0.04 0.96 1.19 -1.00 1.19 -3.92 0.35
CRBP Long 7.78 0.97 920 49 51 1.08 0.32 1.36 5.78 -3.82 1.51 -12.53 1.27
CREE Long 33.85 -0.97 2,700 30 60 0.51 0.29 1.68 1.44 -0.89 1.62 -3.05 1.70
CTBI Long 50.70 0.70 78 28 46 0.25 -0.01 1.51 1.23 -0.61 2.02 -2.30 1.04
CTY Long 25.51 0.24 21 39 61 0.11 0.17 1.92 0.34 -0.25 1.36 -0.60 1.98
CVGI Long 8.43 0.72 182 30 53 0.42 0.30 0.75 3.08 -2.62 1.18 -8.28 0.52
DEST Long 2.49 2.89 1,404 28 57 0.41 0.58 0.69 2.90 -2.90 1.00 -12.44 0.53
DHR Long 90.79 0.77 4,063 33 54 0.02 0.10 0.68 0.46 -0.51 0.90 -1.62 0.13
ERIE Short 123.84 0.28 24 47 53 0.23 -0.12 1.30 1.15 -0.81 1.42 -4.20 1.05
ESNT Long 44.50 0.04 780 47 61 0.09 0.36 1.09 1.12 -1.56 0.72 -3.00 0.40
GBDC Short 19.26 0.47 181 36 50 0.01 0.03 0.84 0.66 -0.63 1.05 -1.70 0.07
GBNK Short 29.90 1.53 193 36 50 0.21 -0.04 1.20 1.52 -1.10 1.38 -2.80 0.74
GRVY Long 58.43 -7.75 157 36 58 2.93 0.43 2.03 8.39 -4.72 1.78 -14.28 1.83
HASI Long 25.22 1.94 460 50 64 0.41 0.45 1.44 1.25 -1.09 1.15 -3.99 1.82
HE Short 35.45 0.06 272 26 50 0.30 0.00 1.80 1.05 -0.45 2.33 -1.49 1.48
HSIC Short 84.53 1.73 1,055 29 58 0.10 -0.21 1.12 0.68 -0.73 0.93 -1.81 0.61
HWCC Short 5.90 -1.67 75 21 33 0.18 0.51 0.68 3.46 -1.46 2.37 -6.45 0.26
HXL Long 63.76 3.86 1,271 27 51 0.15 0.05 1.48 0.67 -0.41 1.63 -1.46 1.10
IBM Short 162.07 0.73 7,865 22 54 0.26 -0.21 0.96 1.30 -1.00 1.30 -2.85 0.71
JRVR Short 43.31 0.81 97 28 60 0.01 -0.11 0.57 0.99 -1.50 0.66 -5.01 0.03
KBR Short 19.06 1.06 2,799 26 50 0.19 0.11 1.00 1.41 -1.04 1.36 -2.19 0.57
KEP Long 18.22 0.94 322 30 43 0.23 -0.41 1.10 1.75 -0.94 1.86 -1.79 0.80
KMDA Long 5.00 2.04 69 30 46 0.04 0.00 0.77 1.65 -1.37 1.20 -6.68 0.11
LFVN Long 6.43 5.41 175 34 50 1.00 0.04 1.07 4.87 -2.87 1.70 -10.53 1.07
LLNW Short 4.96 5.31 1,719 31 70 0.91 -1.49 2.08 2.44 -2.83 0.86 -7.06 1.68
MSA Long 82.59 0.47 308 44 52 0.34 0.07 1.08 1.67 -1.12 1.49 -3.36 1.02
MTG Short 13.77 -0.36 2,204 32 50 0.05 0.02 0.99 1.02 -0.93 1.10 -2.02 0.25
NEE Short 154.16 0.19 1,438 37 48 0.03 0.01 0.84 0.76 -0.65 1.17 -1.46 0.20
NIE Short 20.88 0.10 90 30 53 0.03 0.00 0.95 0.31 -0.28 1.11 -0.65 0.42
NL Long 13.10 5.22 146 46 54 1.44 0.40 1.52 5.50 -3.40 1.62 -16.87 1.16
NMIH Long 14.35 1.41 1,523 32 37 0.09 -0.43 0.76 2.40 -1.31 1.83 -3.88 0.18
NNI Long 59.10 4.51 164 43 67 0.73 0.71 3.00 1.52 -0.89 1.71 -2.53 3.11
PENN Short 25.13 0.84 432 43 53 0.03 -0.18 0.90 1.12 -1.23 0.91 -3.68 0.13
PNM Short 42.15 0.60 870 39 53 0.16 -0.07 1.15 1.03 -0.85 1.21 -1.87 0.82
POOL Long 120.79 2.61 576 37 56 0.14 0.08 1.42 0.83 -0.78 1.06 -3.65 0.78
PPC Long 31.04 1.80 1,007 29 44 0.29 -0.05 1.13 1.84 -0.96 1.92 -3.26 0.75
PPT Long 5.43 0.18 193 25 52 0.03 0.18 1.02 0.45 -0.43 1.05 -1.47 0.25
PRA Short 56.65 -0.09 96 34 47 0.04 0.10 0.82 0.79 -0.63 1.25 -1.51 0.23
PRAN Long 3.44 5.85 555 33 36 0.17 -1.64 1.06 8.33 -4.50 1.85 -12.33 0.10
PSO Short 9.10 0.89 719 19 52 0.04 -0.37 0.81 0.97 -1.00 0.97 -1.95 0.16
Q Long 103.03 1.19 1,920 51 50 0.05 0.16 0.89 0.92 -0.86 1.07 -3.33 0.30
QURE Short 19.27 27.11 9,926 29 58 1.40 -0.77 2.01 5.25 -4.06 1.29 -11.34 1.13
RZA Short 29.24 0.41 37 33 63 0.04 -0.24 1.05 0.45 -0.67 0.67 -1.37 0.35
SILC Long 71.08 4.54 143 41 56 0.10 0.12 0.98 1.48 -1.66 0.89 -4.50 0.30
SNA Long 160.12 2.52 2,093 25 56 0.23 0.03 1.53 0.81 -0.51 1.59 -1.85 1.28
SPXX Long 16.71 0.72 60 36 47 0.07 0.00 1.18 0.59 -0.39 1.51 -1.44 0.64
SYNT Short 24.25 1.08 910 39 38 0.28 0.18 0.68 2.08 -0.85 2.45 -3.60 0.56
TRV Long 133.32 0.11 1,838 38 57 0.30 0.17 2.85 0.73 -0.30 2.43 -0.90 2.68
TWIN Long 23.14 2.80 69 36 55 0.25 0.58 0.87 2.29 -2.29 1.00 -6.47 0.51
UBNT Short 62.76 0.51 383 41 48 0.11 0.06 0.80 1.68 -1.39 1.21 -4.54 0.32
UFPI Long 108.86 0.43 178 34 61 0.49 0.33 1.92 1.54 -1.21 1.27 -3.55 1.53
UMPQ Short 20.57 -0.29 2,391 39 56 0.00 -0.15 0.87 0.87 -1.12 0.78 -3.79 0.00
VIVO Short 15.80 3.27 560 21 71 0.45 -0.70 1.72 1.23 -1.51 0.81 -3.27 1.25
VKTX Short 3.00 0.67 3,223 19 68 0.87 -3.64 0.84 4.49 -6.96 0.65 -15.38 0.59
VMW Long 118.34 0.80 1,558 34 64 0.29 0.42 1.86 0.99 -1.00 0.99 -2.46 1.45
WBC Short 154.66 -0.27 802 36 55 0.16 -0.08 0.93 1.25 -1.20 1.04 -3.13 0.53
WBS Long 55.27 1.04 637 49 57 0.24 0.22 1.27 0.94 -0.70 1.34 -1.79 1.39
WEC Short 66.81 0.33 1,578 35 48 0.14 0.02 1.15 1.10 -0.77 1.43 -2.25 0.67
WRB Long 70.13 0.99 429 39 51 0.00 0.06 0.84 0.68 -0.71 0.96 -4.34 0.00
XNET Short 6.58 25.33 2,755 25 56 0.06 -0.45 0.90 4.17 -5.18 0.81 -25.33 0.04
ZAYO Short 36.52 1.28 2,422 31 61 0.22 -0.29 1.29 1.25 -1.42 0.88 -5.72 0.69
ZNGA Short 3.94 0.51 12,179 24 54 0.71 -0.15 1.87 2.53 -1.44 1.76 -2.74 1.36
AVXL Long 4.84 3.64 614 20 70 2.56 1.99 3.46 4.83 -2.72 1.78 -7.12 2.50
FDC Short 19.08 3.41 9,952 16 43 0.21 0.30 0.96 1.78 -1.01 1.76 -3.30 0.48