Signal statistics for KREF
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).
|2019-12-13 - 2020-02-14||BUY||5.42|
|2019-12-12 - 2019-12-13||HOLD||0.69|
|2019-12-11 - 2019-12-12||SELL||-0.35|
|2019-10-24 - 2019-12-11||BUY||2.38|
|2019-10-23 - 2019-10-24||HOLD||-0.30|