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strategy: long    short
buy rules(must meet all rules)
sort rule
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sell rules(any rule triggers sell)
simulation parameters
← error
buy execute price
sell execute price
principle $
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min hold time
trading days
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start
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portfolio size
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end
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brokerage $
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simulation was started on {{summary.date}} to accomodate available history
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legend
glossary »
technical
avgvol(N, day)
beta(day)
close(day)
high(day)
low(day)
macd(day)
macdsignal(day)
mfi(day)
open(day)
rsi(day)
stochfast(day)
stochslow(day)
volume(day)
adjusted technical
adjclose(day)
sma(N, day)
stddev(N, day)
yearhigh(day)
yearlow(day)
fundamental
analysts
bookvalue
cashflowcontop
currentassets
currentdebt
currentliabilities
currentratio
debttoequity
dividendpershare(day)
dividendyield(day)
ebit
ebitda
enterprisevalue
eps
forwardeps
forwardpe
forwardpeg
freecashflow
grossmargin
grossprofit
intangibleassets
inventory
liabilities
marketcap
netincome
operatingexpense
operatingincome
pricetobook
pe
peg
pricetofreecashflow
pricetosales
quickratio
receivables
researchdev
revenue
roa
roe
roic
shareholderequity
sharesout
totalassets
totaldebt
market indicators
spy(day)
spysma(N, day)
special functions
dayofweek()
special sell functions
dayslive()
highestprice()
purchaseprice()
usage(day) → number of days in past to retrieve criteriaEx: close(5) retrieves the closing price 5 days ago(N, day) → N = days used to calculate criteriaEx: sma(50, 1) retrieves a 50 day sma of adjusted closing price 1 day agoDo not use "technical" and "adjusted technical" criteria in the same rule
SPY Annual growth:
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Simulation Annual growth:
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final simulation value
{{summary.portfolioValue | todollars}}
final SPY value
{{summary.marketValue | todollars}}
total simulation growth
{{summary.portfolioGrowth | topercent}}
total SPY growth
{{summary.marketGrowth | topercent}}
beta
{{summary.beta | sigfig}}
max draw down
{{summary.maxDrawDown | topercent}}
{{summary.maxDrawDownStart }} - {{summary.maxDrawDownEnd}}
win rate
{{summary.winRate | topercent}}  ( {{summary.winRateNumer}} / {{summary.winRateDenom}} )
Transactions*  ( {{summary.totalTransactions}} total )
*all prices displayed as adjusted close
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Data source: CSI (www.csidata.com), Zacks Investment Research, Inc.
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