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AAPL
Historical Data
(01/2010 - 12/2011)
| Date | Open | High | Low | Close | Adj Close | Volume |
|---|---|---|---|---|---|---|
| 2010-01-04 | 7.62 | 7.66 | 7.59 | 7.64 | 6.47 | 493,729,600 |
| 2010-01-05 | 7.66 | 7.70 | 7.62 | 7.66 | 6.48 | 601,904,800 |
| 2010-01-06 | 7.66 | 7.69 | 7.53 | 7.53 | 6.38 | 552,160,000 |
| 2010-01-07 | 7.56 | 7.57 | 7.47 | 7.52 | 6.37 | 477,131,200 |
| 2010-01-08 | 7.51 | 7.57 | 7.47 | 7.57 | 6.41 | 447,610,800 |
| 2010-01-11 | 7.60 | 7.61 | 7.44 | 7.50 | 6.35 | 462,229,600 |
| 2010-01-12 | 7.47 | 7.49 | 7.37 | 7.42 | 6.28 | 594,459,600 |
| 2010-01-13 | 7.42 | 7.53 | 7.29 | 7.52 | 6.37 | 605,892,000 |
| 2010-01-14 | 7.50 | 7.52 | 7.47 | 7.48 | 6.33 | 432,894,000 |
| 2010-01-15 | 7.53 | 7.56 | 7.35 | 7.35 | 6.23 | 594,067,600 |
| ——— | ——— | ——— | ——— | ——— | ——— | ——— |
| 2011-12-16 | 13.58 | 13.72 | 13.56 | 13.61 | 11.52 | 421,478,400 |
| 2011-12-19 | 13.66 | 13.74 | 13.59 | 13.65 | 11.56 | 235,530,400 |
| 2011-12-20 | 13.85 | 14.15 | 13.83 | 14.14 | 11.97 | 337,215,200 |
| 2011-12-21 | 14.17 | 14.19 | 14.00 | 14.16 | 11.99 | 262,948,000 |
| 2011-12-22 | 14.18 | 14.25 | 14.15 | 14.23 | 12.05 | 202,358,800 |
| 2011-12-23 | 14.27 | 14.41 | 14.27 | 14.40 | 12.19 | 269,399,200 |
| 2011-12-27 | 14.40 | 14.61 | 14.39 | 14.52 | 12.29 | 265,076,000 |
| 2011-12-28 | 14.53 | 14.58 | 14.33 | 14.38 | 12.17 | 228,662,000 |
| 2011-12-29 | 14.41 | 14.49 | 14.30 | 14.47 | 12.25 | 215,978,000 |
| 2011-12-30 | 14.41 | 14.51 | 14.41 | 14.46 | 12.25 | 179,662,000 |
Indicator Values
| Date | BBands | PSRATIO | Momentum | RSI | Signal |
|---|---|---|---|---|---|
| 2010-01-04 | 1.011 | 1.065 | 0.044 | 75.217 | 0.0 |
| 2010-01-05 | 1.016 | 1.066 | 0.045 | 74.006 | 0.0 |
| 2010-01-06 | 0.916 | 1.047 | 0.034 | 72.906 | 0.0 |
| 2010-01-07 | 0.904 | 1.045 | 0.04 | 71.501 | 0.0 |
| 2010-01-08 | 0.936 | 1.051 | 0.074 | 79.869 | 0.0 |
| ——— | ——— | ——— | ——— | ——— | |
| 2011-12-23 | 0.729 | 1.044 | -0.013 | 60.767 | 0.0 |
| 2011-12-27 | 0.786 | 1.052 | -0.036 | 66.14 | 0.0 |
| 2011-12-28 | 0.706 | 1.042 | -0.041 | 63.434 | 0.0 |
| 2011-12-29 | 0.748 | 1.048 | -0.04 | 64.165 | 0.0 |
| 2011-12-30 | 0.737 | 1.047 | 0.015 | 61.572 | 0.0 |
Training
Stock Price
Bollinger Bands %
PSRATIO
Momentum
RSI
Starting Value:
$100,000
Trades
| Date | AAPL | Cash |
|---|---|---|
| 2010-04-07 | -1000 | 8590 |
Portfolio Values
| Date | Value |
|---|---|
| 2010-01-04 | $100000 |
| 2010-01-05 | $100000 |
| 2010-01-06 | $100000 |
| 2010-01-07 | $100000 |
| 2010-01-08 | $100000 |
| — | — |
| 2011-12-23 | $94190 |
| 2011-12-27 | $94070 |
| 2011-12-28 | $94210 |
| 2011-12-29 | $94120 |
| 2011-12-30 | $94130 |
Metrics
| Sharpe Ratio | Volatility | Average Daily Return | Cumulative Return |
|---|---|---|---|
| 0.832 | 0.0247 | 0.0013 | 1.9938 |