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
2018-08-06 - 2019-03-25 HOLD 0.00
2018-07-31 - 2018-08-06 SELL 0.00
2018-05-18 - 2018-07-31 BUY 2.22
2018-05-17 - 2018-05-18 HOLD 0.41
2018-05-16 - 2018-05-17 SELL -0.08

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

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