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
2019-05-21 - 2019-05-21 SELL 0.00
2019-05-20 - 2019-05-21 HOLD 0.13
2019-05-16 - 2019-05-20 SELL 0.98
2019-05-15 - 2019-05-16 HOLD -0.20
2019-04-05 - 2019-05-15 SELL -4.24

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

Rise Vilnius
in partnership with
Barclays Bank