Signal statistics for SGA
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).
|2019-10-11 - 2019-10-14||BUY||-0.49|
|2019-10-10 - 2019-10-11||SELL||0.16|
|2019-10-09 - 2019-10-10||BUY||-1.03|
|2019-10-03 - 2019-10-09||HOLD||4.25|
|2019-09-27 - 2019-10-03||SELL||1.08|