Signal statistics for IHT

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
2019-11-05 - 2019-12-05 SELL -2.53
2019-11-04 - 2019-11-05 HOLD 0.89
2019-11-01 - 2019-11-04 SELL 1.97
2019-10-31 - 2019-11-01 HOLD -1.49
2019-10-22 - 2019-10-31 SELL -2.57

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

ROCKIT