AOS
(+3.67)
ABNB
(+4.67)
AIG
(-3.79)
AMP
(+6.25)
APH
(-4.08)
AAPL
(+1.25)
ATO
(+4.67)
BX
(-4.21)
BR
(-5.72)
KMX
(+9.50)
CRL
(-7.36)
CB
(-1.97)
CTAS
(-4.44)
CFG
(-1.08)
FANG
(-2.82)
EIX
(-0.73)
ENPH
(+4.65)
EOG
(-2.61)
EFX
(-1.13)
EXPE
(-3.10)
F
(+9.66)
GM
(-1.95)
HD
(+6.25)
IEX
(+1.49)
IFF
(+2.03)
INVH
(-6.90)
LDOS
(-5.43)
LMT
(-5.78)
LULU
(+1.12)
MRO
(-7.31)
MAR
(-5.79)
MSFT
(-2.21)
NTRS
(+2.75)
ODFL
(-7.38)
OMC
(-9.04)
PAYX
(+0.59)
PNR
(+1.10)
RF
(+6.98)
RVTY
(-6.43)
SLB
(+0.07)
SO
(-0.48)
TTWO
(-2.39)
TXN
(-6.47)
TXT
(-1.02)
TDG
(+2.98)
TYL
(+6.87)
URI
(+9.88)
WFC
(-1.50)
WELL
(+4.08)
WRK
(+1.35)
GOOG
Historical Data
(01/2010 - 12/2011)
| Date | Open | High | Low | Close | Adj Close | Volume |
|---|---|---|---|---|---|---|
| 2010-01-04 | 15.62 | 15.68 | 15.55 | 15.61 | 15.61 | 78,541,293 |
| 2010-01-05 | 15.62 | 15.64 | 15.48 | 15.54 | 15.54 | 120,638,494 |
| 2010-01-06 | 15.59 | 15.59 | 15.10 | 15.15 | 15.15 | 159,744,526 |
| 2010-01-07 | 15.18 | 15.19 | 14.76 | 14.80 | 14.80 | 257,533,695 |
| 2010-01-08 | 14.74 | 15.02 | 14.67 | 14.99 | 14.99 | 189,680,313 |
| 2010-01-11 | 15.06 | 15.06 | 14.80 | 14.97 | 14.97 | 289,597,429 |
| 2010-01-12 | 14.89 | 14.90 | 14.65 | 14.71 | 14.71 | 194,859,654 |
| 2010-01-13 | 14.36 | 14.65 | 14.29 | 14.62 | 14.62 | 260,838,034 |
| 2010-01-14 | 14.54 | 14.80 | 14.52 | 14.69 | 14.69 | 170,239,717 |
| 2010-01-15 | 14.78 | 14.78 | 14.40 | 14.45 | 14.45 | 218,194,794 |
| ——— | ——— | ——— | ——— | ——— | ——— | ——— |
| 2011-12-16 | 15.55 | 15.67 | 15.48 | 15.59 | 15.59 | 179,040,582 |
| 2011-12-19 | 15.64 | 15.65 | 15.44 | 15.49 | 15.49 | 86,061,375 |
| 2011-12-20 | 15.64 | 15.74 | 15.64 | 15.70 | 15.70 | 95,886,062 |
| 2011-12-21 | 15.69 | 15.74 | 15.42 | 15.59 | 15.59 | 100,290,510 |
| 2011-12-22 | 15.64 | 15.73 | 15.62 | 15.68 | 15.68 | 73,165,217 |
| 2011-12-23 | 15.74 | 15.81 | 15.71 | 15.77 | 15.77 | 58,365,953 |
| 2011-12-27 | 15.74 | 16.05 | 15.74 | 15.95 | 15.95 | 64,496,847 |
| 2011-12-28 | 16.01 | 16.06 | 15.89 | 15.93 | 15.93 | 85,406,931 |
| 2011-12-29 | 15.98 | 16.01 | 15.82 | 16.00 | 16.00 | 63,252,199 |
| 2011-12-30 | 15.99 | 16.11 | 15.99 | 16.09 | 16.09 | 71,559,220 |
Indicator Values
| Date | BBands | PSRATIO | Momentum | RSI | Signal |
|---|---|---|---|---|---|
| 2010-01-04 | 0.929 | 1.058 | 0.137 | 79.321 | 0.0 |
| 2010-01-05 | 0.904 | 1.05 | 0.126 | 73.81 | 0.0 |
| 2010-01-06 | 0.808 | 1.022 | 0.099 | 61.071 | 0.0 |
| 2010-01-07 | 0.721 | 0.998 | 0.072 | 48.091 | 0.0 |
| 2010-01-08 | 0.762 | 1.009 | 0.097 | 55.199 | 0.0 |
| ——— | ——— | ——— | ——— | ——— | |
| 2011-12-23 | 0.862 | 1.039 | 0.133 | 56.266 | 0.0 |
| 2011-12-27 | 0.896 | 1.049 | 0.082 | 62.115 | 0.0 |
| 2011-12-28 | 0.881 | 1.046 | 0.098 | 61.772 | 0.0 |
| 2011-12-29 | 0.888 | 1.049 | 0.088 | 70.756 | 0.0 |
| 2011-12-30 | 0.898 | 1.053 | 0.113 | 66.419 | 0.0 |
Training
Stock Price
Bollinger Bands %
PSRATIO
Momentum
RSI
Starting Value:
$100,000
Trades
| Date | GOOG | Cash |
|---|---|---|
| 2010-10-22 | -1000 | 15260 |
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 | $99490 |
| 2011-12-27 | $99310 |
| 2011-12-28 | $99330 |
| 2011-12-29 | $99260 |
| 2011-12-30 | $99170 |
Metrics
| Sharpe Ratio | Volatility | Average Daily Return | Cumulative Return |
|---|---|---|---|
| 0.3279 | 0.0232 | 0.0005 | 0.2669 |