Signal returns
Signal statistics
Backtesting is not only a way to check signal accuracy, but also a tool to continually improvement. Data can be used for self adjustment as each stock have a individual behavior. Accuracy and return is not the same. A stock signal may provide low statistical accuracy, but the signals may prove high return in average. Sharp market dips or fundamental changes (earning reports, news updates etc), may force a short term reaction and disturb the signals (Signals may jump quickly from buy to sell, just to return to buy).
| Dates | Signal | Change |
|---|---|---|
| 2019-05-22 - 2019-06-14 | SELL | -20.92 |
| 2019-05-21 - 2019-05-22 | HOLD | -1.84 |
| 2019-05-13 - 2019-05-21 | SELL | 4.29 |
| 2019-05-09 - 2019-05-13 | BUY | -9.91 |
| 2019-05-08 - 2019-05-09 | HOLD | 5.76 |
