Signal returns

Signal statistics

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
2019-05-08 - 2019-05-23 SELL -20.64
2019-03-14 - 2019-05-08 BUY 23.64
2019-03-06 - 2019-03-14 SELL 3.86
2019-03-05 - 2019-03-06 BUY -3.78
2019-03-01 - 2019-03-05 SELL -0.75

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

Rise Vilnius
in partnership with
Barclays Bank