Signal statistics for LMHA

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
2019-09-12 - 2019-09-13 SELL -1.37
2019-08-08 - 2019-09-12 BUY 0.43
2019-08-07 - 2019-08-08 SELL 0.32
2019-07-11 - 2019-08-07 BUY 0.11
2019-07-10 - 2019-07-11 SELL 0.11

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at