Signal statistics for LTM

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
2019-07-18 - 2019-07-19 HOLD -1.32
2019-07-17 - 2019-07-18 SELL -0.10
2019-07-05 - 2019-07-17 BUY 2.71
2019-07-01 - 2019-07-05 SELL 2.90
2019-06-28 - 2019-07-01 BUY -0.53

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

ROCKIT