Signal statistics for SD

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
2019-10-10 - 2019-10-14 SELL 0.88
2019-10-09 - 2019-10-10 HOLD -1.31
2019-10-08 - 2019-10-09 SELL 0.66
2019-10-07 - 2019-10-08 HOLD 1.11
2019-09-24 - 2019-10-07 SELL -11.22

Score effectiveness

Bollinger signal effectiveness

Macd effectiveness

Mv7 effectiveness

Score signal

Bollinger signal statistics

MV signal statistics

MACD signal statistics

Proudly made at

ROCKIT