Apple (AAPL) Signals Daily Equity

Apple (AAPL) Signals-Daily

These Apple (AAPL) signals traded as directed would have performed around 2.4 times better than buy-hold with an ROI of 266% for the period 11-Aug-16 to 14-Sep-18

Apple AAPL Signals Daily

These trading signals for AAPL were selected from over a million backtest results for their reward/risk and parameter sensitivity characteristics. Backtests don't always generate reliable signals which can be counted on moving forward but many traders find value in knowing what buy and sell signals would have worked well in the past.

Returns

For the 528 day (2.1 year) period from Aug 11 2016 to Sep 14 2018, these signals for Apple (AAPL) traded both long and short would have yielded $26,635 in profits from a $10,000 initial investment, an annualized return of 86.0%. Traded long only (no short selling) the signals would have returned $18,379, an annualized return of 64.7%. 75.6% of time was spent holding stock long. The return would have been $11,309 (an annualized return of 43.6%) if you had bought and held the stock for the same period.

Signals and Trades

Not all signals are acted upon and signals are often reinforced in this type of strategy. If you are long in the security, buy signals are not acted on, for example. Similarly if you are short you must ignore sell signals. There were 162 buy signals and 43 sell signals for this particular AAPL strategy .These led to 23 round trip long trades of which 14 were profitable, and 24 short trades of which 18 were profitable. This is a daily strategy; daily OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per day.

Drawdown and Reward/Risk

Drawdown (the worst case loss for an single entry and exit into the strategy) was 9% for long-short and 11% for long only. This compares to 14% for buy-hold. The reward/risk for the trading long and short was 6.09 vs. 2.33 for buy-hold, an improvement factor of around 2.6 If traded long only, the reward/risk was 4.14. We use drawdown plus 5% as our risk metric, and annualized return as the reward metric.

The backtests assume a commission per trade of $7.

AAPL Signals Weekly Equity

AAPL (Apple) Signals – Weekly

AAPL Signals (Weekly)

AAPL Signals (Weekly)

For the 528 week (10.1 year) period from Jul 7 2008 to Aug 17 2018, these signals for Apple Inc. (AAPL) traded long and short would have yielded $1,024,775 in profits from a $10,000 initial investment, an annualized return of 58.3%. The long-side profit (buy/sell only, no shorts) for the signals was $414,729, an annualized return of 44.9%. If you had bought and held the stock for the same period the profit would have been $119,789 (an annualized return of 28.9%). The trading style was Long & Short, meaning that you would be long or short the security at all times.

For this type of strategy, not every signal is acted upon and signals are often reinforced. If you are long in the security, buy signals can be ignored, for example. Similarly if you are short you can ignore sell signals. For this particular AAPL strategy there were 325 buy signals and 22 sell signals.These led to 20 long trades of which 19 were profitable, and 19 short trades of which 11 were profitable.

This is a weekly strategy; weekly OHLC data is used to derive all signals and there is at most one buy and sell signal and one trade per week. Drawdown (the worst case loss for an single entry and exit into the strategy) was 40% vs. 54% for buy-hold. Using drawdown plus 5% as our risk metric, and annualized return as the reward metric, the reward/risk for the strategy was 1.30 vs. 0.49 for buy-hold, an improvement factor of around 2.7. Prices have been adjusted to account for 1 split. Returns have been adjusted for the worst case effects of 25 dividends.