Signal statistics for GPMT
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).
|2020-01-10 - 2020-01-17||BUY||0.71|
|2020-01-08 - 2020-01-10||SELL||0.88|
|2020-01-07 - 2020-01-08||HOLD||0.00|
|2020-01-02 - 2020-01-07||SELL||0.06|
|2019-12-17 - 2020-01-02||BUY||-1.36|