ALPHA SIGNAL PERFORMANCE BACKTEST FOR STARRED STOCKS
For a given stock, or a set of stocks Tickbooster generates prediction statistics aggregate for the last N completed days. Completed means that the prediction range is completed, so the time of the prediction was early enough that we can evaluate the outcome using real, measured data.
If there are more symbols selected like your favorite stocks or a set from a portfolio, Tickbooster aggregates every stock prediction results in a single row so you can have a grasp on how our prediction performed on that specific set .
Columns
Model
The type of the prediction. It’s usually a predicted yield over a given prediction distance and a direction.
For example: 1% Take Profit in 10 days (long) means the stock will rise at least 1% at least 2 times within the next trading days.
Avg. days
This is the amount of days the (selected) stock(s) needed to be exited using take profit
TP%
This is the ratio of occasions where take profit was successful
T. Total (Recall)
Total recall is a cool movie (but only the original version)
It indicates the amount of occasions number and ratio in which the prediction signal strength was over 50%, aka the AI voted yes for the event
Success / Succ. Ratio
How many times (and what rate) did the prediction signal was right
PNL > Annum
What was the annualized yield of the backtest for the stock (or set of stocks) if the prediction signal was used. This means if we always listened to the prediction signal and always used the 1% Take profit principle (in the example above) then this would have been our achieved yield.