Signal statistics for JMM

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
2019-12-10 - 2019-12-13 BUY -0.31
2019-12-09 - 2019-12-10 SELL 0.39
2019-11-20 - 2019-12-09 BUY 1.10
2019-11-18 - 2019-11-20 SELL 0.55
2019-11-15 - 2019-11-18 HOLD -0.82

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at