Signal statistics for JCAP
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).
|2019-06-25 - 2019-07-23||SELL||-4.48|
|2019-06-17 - 2019-06-25||BUY||-1.36|
|2019-06-14 - 2019-06-17||HOLD||0.95|
|2019-06-07 - 2019-06-14||SELL||1.40|
|2019-06-06 - 2019-06-07||HOLD||-0.34|