From Algorithm Science


A backtester to find trading signals

SignalSolver is an Excel VBA program for finding trading signals using back-testing. You develop trading systems for each of your investments in a separate Excel document. Below is an example using FNGU daily data with a $10,000 investment. You can see the buy-hold (white) return was $51,901 and the SignalSolver return (yellow) was $352,656. If you think these returns are unrealistic, you would be right. Strategies found this way tend to have a limited and unpredictable lifetime. However they do have value in the short term, as we shall explain.

SignalSolver Sentiment

A new feature in SignalSolver is the ability to take the pulse of multiple algorithms. On the day the above graph was made, the algorithm was long (bullish). If most other top algorithms were bullish on that day, then its a fair indication that you should be long (own) the security. We call the percentage of bullish algorithms the SignalSolver Sentiment. As time progresses, algorithms move in and out of the rankings, and the sentiment adapts automatically to algorithms as they strengthen or weaken. No need to pick and choose algorithms, it's automatic.

The graph below shows the result of using SignalSolver Sentiment to trade FNGU. The Sentiment for the top ten algorithms is shown as a blue histogram. The white line is buy-hold. The yellow line is the simulated result of trading according to the daily sentiment reading.  The trading system is simple, read sentiment after the close and buy at the next open if Sentiment crosses above 50%, but short sell if Sentiment crosses below 50%.

FNGU Traded on SignalSolver Sentiment

This result in this case was 10x better Reward/Risk than buy-hold. Its not always quite so easy to find a winning strategy without a little tweaking. But this example shows clearly what the indicator is capable of.

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Download Historical Prices into Excel

Our Historical Prices Add-in allows you to download Yahoo Finance data into Excel. It can pull data for all major stock exchanges. It works for many different types of security--stocks, ETFs, mutual funds, indices, commodity futures, currencies and cryptocurrencies. Also, there are no subscriptions to pay. Read More

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Download Financial Data into Excel

800 types of financial data on 80 exchanges and over 200,000 ticker symbols. JeX Financial is a spreadsheet which extracts financial data from the Yahoo! JSON streams straight into Excel. It includes many different types of security--stocks, ETFs, mutual funds, indices, commodity futures, currencies and cryptocurrencies. Prices, balance sheets, options, news and many more. No subscriptions to pay. Read More

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See some of the signals we've found over the years

Disclaimers: SignalSolver can reveal signals which have shown extremely high returns, but this is a somewhat misleading feature of backtesting--such returns are un-realizable in practice as history does not repeat itself exactly. Plus, the results are highly optimized. In actuality, the algorithms found are often short-lived and can lead to losses. Views expressed on this site belong solely to the author(s). Past performance of any algorithm doesn’t guarantee future results. The website is not intended in any way to be a source of financial advice, results presented are believed to be accurate but are for information purposes only. The author is not a professional investment advisor.