Custom Strategy

This is the site default Strategy and Buys when the price for an instrument crosses moves above 100 and Sells when stops or targets are met.

The rules are:

  • select stocks from the main NASDAQ and NYSE exchanges
  • buy when the Close Price crosses above 100
  • close the position using a target if it makes 15% or a stop if it loses more than 5%
  • start with equity of 1,000,000
  • buy 10% of initial equity on each trade regardless of stock price or volatility
  • maintain no more than 10 open positions at a time, with a maximum of 5 new positions on any one day
  • when there are more buy signals than position slots available, choose stocks in descending order of 30 day Simple Moving Average Volume
  • exits, entries and stops can occur on any trading day during the test period.

Click 'Apply Changes & Save to My Id' under the 'Customize Criteria...' panel to adapt to your preferences and run tests.

Customize Criteria and Run Test
Show Criteria for: Buy Sell Short Sell Cover Short
Create a long position when the following criteria is met
Close in lastbars
Enable and/or logic
1,000,000 10L 10S % Current Equity
10 Max. Open Positions 5 Max. New Positions in 1 day
Highest SMA (Volume 30)
Enter at Next Open Exit at Next Open
Stop 5L 5S % exit Stop
Target 15L 15S % exit Stop
None set
60 Days - Latest
All Trading Days
Nasdaq GM Nasdaq GS NYSE
Buy: Close crossed above 100 in last 1 bars
Page size:
Page 1 of 1. Rows 1 to 1 of 1.
3/4/2015 8:32 AMComplete60 Days - Latest10L 10S % Current EquityHighest SMA (Volume 30)
Test Number 1Test Time 3/4/2015 8:32 AM
Test Status CompleteTest Period 60 Days - Latest
Starting Equity 1,000,000Position Sizing 10L 10S % Current Equity
Prioritize Symbols Highest SMA (Volume 30)Total Profit 70,733.53
Open Profit 20,131.10Return On Equity % 7.07
Annualized Return % 31.94Max Drawdown % -3.76
Sharpe Ratio0.00Number of Closed Trades 13
Percent Profitable 46.15Average Days in Trade 23.31
Winners Profit 91,581.72Losers Profit -40,979.29
Winning / Losing Profit Ratio 2.23Average Winning / Losing Profit Ratio 2.61
Number Of Winners 6Number Of Losers 7
Largest Winner Profit 17,770.00Largest Loser Profit -9,328.80
Average Winners Profit 15,263.62Average Losers Profit -5,854.18
Longest Winner Days 52Longest Loser Days 22
Average Length of Winning Trades 42.50Average Length of Losing Trades 6.86
Most Consecutive Winners 5Most Consecutive Losers 5