Signal statistics for ARLP

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
2019-10-01 - 2019-10-16 SELL -11.11
2019-09-30 - 2019-10-01 BUY -4.43
2019-09-25 - 2019-09-30 SELL 0.57
2019-09-24 - 2019-09-25 HOLD 0.57
2019-09-23 - 2019-09-24 SELL 0.44

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

ROCKIT