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:
Intraday High crossed above UBB 
CSV
Symbol Pref LTP Chg% Vol # %Wins Avg% Med% OAPF AWT% ALT% Payoff MLT% T-Test
AMRH Short 1.50 -13.79 1,565 6 83 5.95 -6.00 2.57 8.08 -4.73 1.71 -4.73 1.87
CHRW Short 88.84 1.30 787 57 47 0.28 0.09 1.39 1.60 -0.91 1.76 -4.68 1.11
CMCSA Short 34.04 -0.67 16,173 56 53 0.07 -0.15 1.03 0.96 -0.96 1.00 -4.92 0.40
COST Long 214.97 -0.01 1,870 58 65 0.27 0.23 1.83 0.83 -0.79 1.05 -5.42 1.56
DVAX Short 15.65 0.64 485 49 63 0.70 -0.99 1.39 3.13 -3.49 0.90 -6.63 1.21
ETSY Long 44.44 0.43 2,934 45 48 0.01 0.00 1.08 1.93 -1.83 1.05 -6.75 0.03
EXTR Long 8.65 0.23 1,526 56 57 0.64 0.55 1.96 2.34 -1.63 1.44 -7.48 1.63
GLPI Short 36.14 0.33 1,624 60 56 0.10 -0.10 1.17 0.56 -0.49 1.14 -2.11 1.07
LKQ Long 33.70 0.12 1,233 52 61 0.24 0.29 1.39 1.08 -1.12 0.96 -7.65 1.06
NAVI Short 13.87 0.43 1,421 47 51 0.02 0.00 0.79 1.64 -1.68 0.98 -6.79 0.05
PEP Short 114.83 -0.04 5,379 61 57 0.02 -0.09 0.94 0.53 -0.65 0.82 -1.51 0.21
PSEC Long 6.90 0.88 1,796 41 58 0.33 0.24 1.69 1.08 -0.72 1.50 -2.68 1.59
RDFN Short 24.00 2.56 3,178 11 72 1.14 -0.92 1.18 2.73 -3.11 0.88 -6.21 0.95
MEET Long 4.13 1.47 782 47 51 0.63 0.21 0.99 4.29 -3.19 1.34 -17.91 0.78
ABB Long 22.00 0.92 1,837 44 52 0.21 0.15 1.39 0.96 -0.62 1.55 -1.94 1.33
AAP Short 139.97 -0.22 686 40 57 0.14 -0.16 1.16 1.15 -1.22 0.94 -6.87 0.50
A Short 62.99 -0.08 1,202 50 62 0.75 -0.59 3.27 1.57 -0.58 2.71 -1.98 2.94
AMH Short 22.61 0.76 2,679 38 47 0.06 0.07 1.04 0.78 -0.58 1.34 -1.74 0.41
ANDV Long 136.92 0.97 1,977 56 57 0.43 0.15 1.48 1.65 -1.21 1.36 -3.50 1.79
ARMK Short 38.98 1.27 1,773 48 54 0.30 -0.11 1.58 1.10 -0.64 1.72 -2.49 1.42
BBY Short 76.35 -0.27 1,910 47 53 0.45 -0.15 1.42 2.00 -1.31 1.53 -6.98 1.15
COG Short 23.94 1.18 5,156 46 60 0.48 -0.67 1.52 1.85 -1.64 1.13 -5.17 1.31
CLF Long 8.77 3.54 9,553 46 45 0.34 -0.39 0.65 3.72 -2.50 1.49 -9.48 0.56
DHR Short 98.78 -0.80 3,189 65 55 0.07 -0.16 1.18 0.67 -0.66 1.02 -1.86 0.66
D Long 69.95 -0.61 1,979 51 54 0.03 0.06 0.93 0.71 -0.80 0.89 -3.02 0.21
DOV Long 74.19 -0.46 2,427 47 55 0.32 0.09 1.51 1.12 -0.67 1.67 -1.85 1.79
DSW Short 27.73 2.44 1,258 50 60 0.38 -0.33 1.42 1.75 -1.67 1.05 -5.64 1.11
EEP Long 10.58 -0.84 2,309 38 47 0.19 0.00 0.93 1.53 -1.01 1.51 -3.09 0.71
ETE Long 17.16 0.47 3,491 48 56 0.08 0.21 0.99 1.57 -1.84 0.85 -5.12 0.24
ETP Long 19.40 0.73 4,829 35 62 0.14 0.15 0.87 1.03 -1.37 0.75 -3.43 0.51
ITW Long 143.59 0.27 1,715 41 48 0.07 -0.01 1.01 0.74 -0.58 1.28 -1.65 0.51
IR Short 91.26 0.41 993 59 52 0.00 -0.12 0.92 0.77 -0.84 0.92 -2.87 0.00
IBM Short 144.52 0.72 6,817 45 46 0.14 0.13 0.95 1.01 -0.62 1.63 -2.03 0.65
JCP Long 2.45 2.94 9,740 43 67 1.36 0.99 3.23 2.93 -1.88 1.56 -7.64 2.57
JCI Short 35.42 0.31 4,182 40 50 0.05 -0.10 0.79 1.10 -1.01 1.09 -5.70 0.19
KEY Short 20.30 1.20 9,153 51 54 0.02 -0.16 0.83 1.15 -1.34 0.86 -5.88 0.08
KMI Short 17.78 0.51 7,864 43 48 0.21 0.06 0.98 1.67 -1.18 1.42 -4.13 0.68
LOW Long 101.05 0.80 2,923 52 67 0.46 0.28 1.72 1.17 -0.99 1.18 -1.88 1.84
M Short 37.70 1.70 4,490 50 50 0.20 0.01 0.74 2.06 -1.65 1.25 -8.16 0.43
MPC Short 72.56 1.20 5,090 53 54 0.07 -0.27 0.87 1.22 -1.31 0.93 -4.15 0.31
MAS Long 38.46 0.42 2,836 54 61 0.12 0.21 1.44 0.94 -1.15 0.82 -2.46 0.68
KORS Short 67.07 -0.89 2,205 36 52 0.25 -0.06 1.02 1.68 -1.36 1.24 -3.23 0.64
MUFG Long 5.82 0.00 1,625 33 54 0.15 0.30 0.89 1.61 -1.61 1.00 -4.45 0.39
MPLX Long 34.85 3.72 3,018 48 56 0.34 0.14 1.57 1.75 -1.46 1.20 -4.25 1.13
OGE Short 35.46 0.62 1,520 50 54 0.21 -0.05 1.45 1.02 -0.75 1.36 -2.22 1.29
OC Short 65.18 0.39 2,500 56 50 0.05 0.07 0.92 1.25 -1.16 1.08 -4.49 0.24
PH Short 162.10 2.11 1,605 48 58 0.29 -0.19 1.74 1.06 -0.80 1.32 -2.78 1.71
PAA Short 23.60 2.61 5,204 33 60 0.53 -0.20 1.89 1.39 -0.80 1.74 -2.01 1.53
RL Long 133.61 0.23 840 45 62 0.72 0.60 2.17 1.93 -1.28 1.51 -7.87 1.71
RLJ Short 22.63 0.62 1,126 44 56 0.15 -0.10 1.08 1.23 -1.27 0.97 -4.34 0.59
SPG Short 170.72 0.14 1,502 57 56 0.11 -0.14 1.12 0.72 -0.66 1.09 -1.84 0.82
SQ Long 68.29 -0.06 4,912 43 48 0.39 -0.06 1.55 2.60 -1.72 1.51 -7.10 0.81
TSM Long 38.41 0.97 10,532 54 46 0.08 -0.02 0.86 1.17 -0.86 1.36 -4.42 0.43
TPR Short 47.30 -0.19 2,154 70 55 0.29 -0.18 1.43 1.31 -0.99 1.32 -4.77 1.47
TRGP Short 51.76 0.31 1,826 52 63 0.22 -0.34 1.19 1.39 -1.81 0.77 -5.46 0.77
TGT Short 76.85 -0.54 4,161 55 61 0.10 -0.15 1.17 0.91 -1.22 0.75 -3.99 0.55
TPX Short 52.09 -1.68 747 54 51 0.38 -0.13 1.38 1.89 -1.25 1.51 -4.46 1.36
TMO Long 211.43 0.18 828 44 56 0.10 0.13 1.14 0.80 -0.83 0.96 -2.46 0.58
TIF Short 134.60 0.22 948 49 48 0.10 0.01 1.15 1.25 -1.00 1.25 -4.33 0.46
TOL Long 37.86 -0.47 1,702 53 56 0.16 0.20 0.91 1.21 -1.20 1.01 -7.36 0.60
TRP Long 42.84 -0.14 1,010 44 52 0.15 0.10 1.06 1.15 -0.94 1.22 -2.01 0.75
UN Short 55.46 -0.14 1,046 53 56 0.16 -0.07 1.08 0.82 -0.70 1.17 -3.37 0.81
VVV Long 21.95 0.05 943 17 52 0.04 0.28 0.81 0.99 -1.02 0.97 -1.61 0.14
VVC Long 71.44 0.21 299 52 50 0.15 0.09 0.99 1.23 -0.92 1.34 -2.44 0.68
DIS Long 110.69 0.35 6,410 62 50 0.10 -0.01 1.18 0.85 -0.64 1.33 -2.72 0.78
WMB Short 27.76 2.93 9,017 47 55 0.10 -0.10 1.02 1.27 -1.35 0.94 -6.16 0.31
DGAZ Short 27.50 0.47 2,952 44 52 0.21 -0.07 1.21 3.83 -3.76 1.02 -9.25 0.29
DUST Long 25.56 0.24 2,722 47 55 1.86 0.61 1.75 6.19 -3.50 1.77 -8.95 1.85
IEFA Long 63.94 3.15 4,024 26 57 0.16 0.15 2.01 0.48 -0.28 1.71 -0.86 1.74
ITB Long 39.12 0.40 894 44 50 0.10 0.06 1.14 0.84 -0.64 1.31 -1.99 0.69
UUP Long 25.10 0.12 508 50 46 0.02 0.00 0.98 0.35 -0.26 1.35 -1.13 0.35
VCSH Long 78.08 0.00 1,027 54 44 0.01 -0.01 1.15 0.11 -0.07 1.57 -0.24 0.60
XHB Short 41.08 -0.15 2,142 50 54 0.17 -0.03 1.46 0.79 -0.57 1.39 -1.35 1.41