Signal statistics for CBAI
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 |
|---|---|---|
| 2019-08-13 - 2019-08-16 | SELL | -1.10 |
| 2019-08-06 - 2019-08-13 | HOLD | 0.00 |
| 2019-08-02 - 2019-08-06 | SELL | 0.00 |
| 2019-08-01 - 2019-08-02 | BUY | -1.35 |
| 2019-07-31 - 2019-08-01 | SELL | 2.78 |
