Signal statistics for GRC

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
2019-12-05 - 2019-12-05 BUY 0.00
2019-12-02 - 2019-12-05 SELL -0.25
2019-10-03 - 2019-12-02 BUY 9.41
2019-10-02 - 2019-10-03 SELL -0.36
2019-09-20 - 2019-10-02 BUY -0.97

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

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