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
2019-05-08 - 2019-05-24 SELL -3.32
2019-05-01 - 2019-05-08 BUY -6.57
2019-04-30 - 2019-05-01 SELL 1.72
2019-04-08 - 2019-04-30 BUY -0.78
2019-04-04 - 2019-04-08 HOLD -0.31

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

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