Significant Pattern Identification Engine - SPIE

Case Studies

Case Study 2

QUANT WEST 2 - SPIE PATTERN - IDENTIFYING SIGNIFCANT PULL BACK ENTRY ZONES

The recent low coincided with west side of MBCP’s

Case Study 2: The recent low coincided with west side of MBCP’s. MBCP's are multiple bell curve peaks for various time periods price action.

This is the most traded area of the previous months by time. A very common pattern.

Pattern operational dates Q4 - 2023 Oct-Dec 23

            
Pattern Entry / Exit Duration (Days)     Pattern Entry / Exit Period    

Performance summary

Pattern ID Count PnL  Idx.Pnl Rel. PnL Avg. ABS PnL Avg. REL PnL Avg. Days Winning Count (ABS) Avg Winning Pnl (ABS) Winning Count (REL) Avg Winning Pnl (REL) Avg. Entry Efficiency Avg. Exit Efficiency
13 (QW2) 100 9,064,417 5,062,041 4,002,379 90,644 40,024 30 79 (79%) 124,361 61 (61%) 89,686 67 78
  * Investment per trade $1M,   ** Values are net profit ($)   *** The benchmark is the S&P 500 index
Absolute, Relative PnL - Sector Graphs, Absolute and Relative PnL - Sector Absolute and Relative PnL - Industry Graphs, Absolute and Relative PnL - Industry Details Performance

Statistics

Absolute, Relative PnL and Sector

SectorCountPnLPnL (IDX)Rel. PnL (IDX)Avg. PnL (ABS)Avg. PnL (REL)AvgDays
Energy185,77684,1861,59085,7761,59030
Materials8763,431515,334248,09895,42931,01230.4
Industrials10746,667489,662257,00574,66725,70030.1
Consumer Discretionary162,476,215768,2051,708,010154,763106,75130.4
Consumer Staples5432,629276,480156,14986,52631,23030.6
Health Care7262,256346,825-84,56937,465-12,08130.1
Financials191,142,234826,923315,31260,11816,59530.4
Technology161,213,903850,531363,37275,86922,71130.9
Communications91,242,152353,970888,183138,01798,68730.7
Utilities395,756117,560-21,80431,919-7,26830
Real Estate6514,994345,685169,30985,83228,21830.5
111008,976,0134,975,3614,000,65549,75440,007 
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Performance Graphs - Absolute and Relative PnL - Sector

0 : £345,685.00 0 : £117,560.00 0 : £353,970.00 0 : £850,531.00 0 : £826,923.00 0 : £346,825.00 0 : £276,480.00 0 : £768,205.00 0 : £489,662.00 0 : £515,334.00 0 : £84,186.00 Real Estate : £514,994.00 Utilities : £95,756.00 Communications : £1,242,152.00 Technology : £1,213,903.00 Financials : £1,142,234.00 Health Care : £262,256.00 Consumer Staples : £432,629.00 Consumer Discretionary : £2,476,215.00 Industrials : £746,667.00 Materials : £763,431.00 Energy : £85,776.00 Real Estate : £169,309.00 Utilities : -£21,804.00 Communications : £888,183.00 Technology : £363,372.00 Financials : £315,312.00 Health Care : -£84,569.00 Consumer Staples : £156,149.00 Consumer Discretionary : £1,708,010.00 Industrials : £257,005.00 Materials : £248,098.00 Energy : £1,590.00
0 : £28,218.00 0 : -£7,268.00 0 : £98,687.00 0 : £22,711.00 0 : £16,595.00 0 : -£12,081.00 0 : £31,230.00 0 : £106,751.00 0 : £25,700.00 0 : £31,012.00 0 : £1,590.00 Real Estate : £85,832.00 Utilities : £31,919.00 Communications : £138,017.00 Technology : £75,869.00 Financials : £60,118.00 Health Care : £37,465.00 Consumer Staples : £86,526.00 Consumer Discretionary : £154,763.00 Industrials : £74,667.00 Materials : £95,429.00 Energy : £85,776.00 Real Estate : £6.00 Utilities : £3.00 Communications : £9.00 Technology : £16.00 Financials : £19.00 Health Care : £7.00 Consumer Staples : £5.00 Consumer Discretionary : £16.00 Industrials : £10.00 Materials : £8.00 Energy : £1.00
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Absolute and Relative PnL - Industry

Industry Sector Count PnL PnL (IDX) Rel. PnL (IDX) Avg. PnL (ABS) Avg. PnL (REL) Days
Oil, Gas & Consumable FuelsEnergy185,77684,1861,59085,7761,59030
ChemicalsMaterials4472,290243,267229,024118,07357,25630.5
Containers & PackagingMaterials188,03284,1863,84588,0323,84530
Metals & MiningMaterials3203,110187,88115,22967,7035,07630.3
Aerospace & DefenseIndustrials2257,22786,681170,546128,61385,27330
Construction & EngineeringIndustrials1185,076105,17979,897185,07679,89731
Electrical EquipmentIndustrials275,31597,736-22,42137,658-11,21030
Industrial ConglomeratesIndustrials173,14688,987-15,84173,146-15,84130
MachineryIndustrials292,53819,68672,85246,26936,42630
Road & RailIndustrials263,36591,394-28,02931,682-14,01430
Auto ComponentsConsumer Discretionary197,049105,179-8,12997,049-8,12931
Household DurablesConsumer Discretionary1128,82284,18644,636128,82244,63630
Textiles, Apparel & Luxury GoodsConsumer Discretionary3493,64297,549396,093164,547132,03130
Hotels, Restaurants & LeisureConsumer Discretionary3528,662186,595342,067176,221114,02230.3
Internet & Direct Marketing RetailConsumer Discretionary2508,673152,148356,525254,336178,26231
Multiline RetailConsumer Discretionary275,12622,81552,31137,56326,15631
Specialty RetailConsumer Discretionary4644,241119,733524,507161,060131,12730
Food & Staples RetailingConsumer Staples1136,85984,18652,672136,85952,67230
Food ProductsConsumer Staples2220,37794,766125,611110,18962,80531
TobaccoConsumer Staples165,16084,186-19,02765,160-19,02730
Household ProductsConsumer Staples110,23413,341-3,10710,234-3,10731
Health Care Equipment & SuppliesHealth Care378,030162,213-84,18326,010-28,06130
Health Care Providers & ServicesHealth Care1-56,997-2,499-54,498-56,997-54,49830
BiotechnologyHealth Care3241,223187,11054,11380,40818,03830.3
Commercial BanksFinancials7256,738367,953-111,21536,677-15,88830.3
Diversified Financial ServicesFinancials1100,65289,17911,473100,65211,47330
Consumer FinanceFinancials5236,786190,36346,42447,3579,28530.6
Capital MarketsFinancials2199,09594,766104,32999,54852,16531
InsuranceFinancials4348,96384,662264,30087,24166,07530.3
IT ServicesInformation Technology290,067125,187-35,12045,033-17,56032
SoftwareInformation Technology4224,615133,95290,66356,15422,66630.8
Technology Hardware, Storage & PeripheralsInformation Technology199,42488,98710,43799,42410,43730
Electronic Equipment, Instruments & ComponentsInformation Technology1137,94880,52657,423137,94857,42330
Semiconductors & Semiconductor EquipmentInformation Technology8661,848421,878239,97082,73129,99630.9
Diversified Telecommunication ServicesCommunication Services191,30773,37217,93591,30717,93531
Wireless Telecommunication ServicesCommunication Services1-15,00025,314-40,314-15,000-40,31432
MediaCommunication Services2140,283191,973-51,69070,141-25,84531
EntertainmentCommunication Services3889,79968,309821,490296,600273,83030.3
Interactive Media & ServicesCommunication Services4271,527-9,995281,52267,88270,38130
Electric UtilitiesUtilities395,756117,560-21,80431,919-7,26830
Equity Real Estate, Investment Trusts (REITs)Real Estate6514,994345,685169,30985,83228,21830.5
 411029,111,7784,970,3624,141,41548,72940,602 
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Performance Graphs, Absolute and Relative PnL - Industry

0 : £345,685.00 0 : £117,560.00 0 : -£9,995.00 0 : £68,309.00 0 : £191,973.00 0 : £25,314.00 0 : £73,372.00 0 : £421,878.00 0 : £80,526.00 0 : £88,987.00 0 : £133,952.00 0 : £125,187.00 0 : £84,662.00 0 : £94,766.00 0 : £190,363.00 0 : £89,179.00 0 : £367,953.00 0 : £187,110.00 0 : -£2,499.00 0 : £162,213.00 0 : £13,341.00 0 : £84,186.00 0 : £94,766.00 0 : £84,186.00 0 : £119,733.00 0 : £22,815.00 0 : £152,148.00 0 : £186,595.00 0 : £97,549.00 0 : £84,186.00 0 : £105,179.00 0 : £91,394.00 0 : £19,686.00 0 : £88,987.00 0 : £97,736.00 0 : £105,179.00 0 : £86,681.00 0 : £187,881.00 0 : £84,186.00 0 : £243,267.00 0 : £84,186.00 Equity Real Estate, Investment Trusts (REITs) : £514,994.00 Electric Utilities : £95,756.00 Interactive Media & Services : £271,527.00 Entertainment : £889,799.00 Media : £140,283.00 Wireless Telecommunication Services : -£15,000.00 Diversified Telecommunication Services : £91,307.00 Semiconductors & Semiconductor Equipment : £661,848.00 Electronic Equipment, Instruments & Components : £137,948.00 Technology Hardware, Storage & Peripherals : £99,424.00 Software : £224,615.00 IT Services : £90,067.00 Insurance : £348,963.00 Capital Markets : £199,095.00 Consumer Finance : £236,786.00 Diversified Financial Services : £100,652.00 Commercial Banks : £256,738.00 Biotechnology : £241,223.00 Health Care Providers & Services : -£56,997.00 Health Care Equipment & Supplies : £78,030.00 Household Products : £10,234.00 Tobacco : £65,160.00 Food Products : £220,377.00 Food & Staples Retailing : £136,859.00 Specialty Retail : £644,241.00 Multiline Retail : £75,126.00 Internet & Direct Marketing Retail : £508,673.00 Hotels, Restaurants & Leisure : £528,662.00 Textiles, Apparel & Luxury Goods : £493,642.00 Household Durables : £128,822.00 Auto Components : £97,049.00 Road & Rail : £63,365.00 Machinery : £92,538.00 Industrial Conglomerates : £73,146.00 Electrical Equipment : £75,315.00 Construction & Engineering : £185,076.00 Aerospace & Defense : £257,227.00 Metals & Mining : £203,110.00 Containers & Packaging : £88,032.00 Chemicals : £472,290.00 Oil, Gas & Consumable Fuels : £85,776.00
Equity Real Estate, Investment Trusts (REITs) : £169,309.00 Electric Utilities : -£21,804.00 Interactive Media & Services : £281,522.00 Entertainment : £821,490.00 Media : -£51,690.00 Wireless Telecommunication Services : -£40,314.00 Diversified Telecommunication Services : £17,935.00 Semiconductors & Semiconductor Equipment : £239,970.00 Electronic Equipment, Instruments & Components : £57,423.00 Technology Hardware, Storage & Peripherals : £10,437.00 Software : £90,663.00 IT Services : -£35,120.00 Insurance : £264,300.00 Capital Markets : £104,329.00 Consumer Finance : £46,424.00 Diversified Financial Services : £11,473.00 Commercial Banks : -£111,215.00 Biotechnology : £54,113.00 Health Care Providers & Services : -£54,498.00 Health Care Equipment & Supplies : -£84,183.00 Household Products : -£3,107.00 Tobacco : -£19,027.00 Food Products : £125,611.00 Food & Staples Retailing : £52,672.00 Specialty Retail : £524,507.00 Multiline Retail : £52,311.00 Internet & Direct Marketing Retail : £356,525.00 Hotels, Restaurants & Leisure : £342,067.00 Textiles, Apparel & Luxury Goods : £396,093.00 Household Durables : £44,636.00 Auto Components : -£8,129.00 Road & Rail : -£28,029.00 Machinery : £72,852.00 Industrial Conglomerates : -£15,841.00 Electrical Equipment : -£22,421.00 Construction & Engineering : £79,897.00 Aerospace & Defense : £170,546.00 Metals & Mining : £15,229.00 Containers & Packaging : £3,845.00 Chemicals : £229,024.00 Oil, Gas & Consumable Fuels : £1,590.00
0 : £28,218.00 0 : -£7,268.00 0 : £70,381.00 0 : £273,830.00 0 : -£25,845.00 0 : -£40,314.00 0 : £17,935.00 0 : £29,996.00 0 : £57,423.00 0 : £10,437.00 0 : £22,666.00 0 : -£17,560.00 0 : £66,075.00 0 : £52,165.00 0 : £9,285.00 0 : £11,473.00 0 : -£15,888.00 0 : £18,038.00 0 : -£54,498.00 0 : -£28,061.00 0 : -£3,107.00 0 : -£19,027.00 0 : £62,805.00 0 : £52,672.00 0 : £131,127.00 0 : £26,156.00 0 : £178,262.00 0 : £114,022.00 0 : £132,031.00 0 : £44,636.00 0 : -£8,129.00 0 : -£14,014.00 0 : £36,426.00 0 : -£15,841.00 0 : -£11,210.00 0 : £79,897.00 0 : £85,273.00 0 : £5,076.00 0 : £3,845.00 0 : £57,256.00 0 : £1,590.00 Equity Real Estate, Investment Trusts (REITs) : £85,832.00 Electric Utilities : £31,919.00 Interactive Media & Services : £67,882.00 Entertainment : £296,600.00 Media : £70,141.00 Wireless Telecommunication Services : -£15,000.00 Diversified Telecommunication Services : £91,307.00 Semiconductors & Semiconductor Equipment : £82,731.00 Electronic Equipment, Instruments & Components : £137,948.00 Technology Hardware, Storage & Peripherals : £99,424.00 Software : £56,154.00 IT Services : £45,033.00 Insurance : £87,241.00 Capital Markets : £99,548.00 Consumer Finance : £47,357.00 Diversified Financial Services : £100,652.00 Commercial Banks : £36,677.00 Biotechnology : £80,408.00 Health Care Providers & Services : -£56,997.00 Health Care Equipment & Supplies : £26,010.00 Household Products : £10,234.00 Tobacco : £65,160.00 Food Products : £110,189.00 Food & Staples Retailing : £136,859.00 Specialty Retail : £161,060.00 Multiline Retail : £37,563.00 Internet & Direct Marketing Retail : £254,336.00 Hotels, Restaurants & Leisure : £176,221.00 Textiles, Apparel & Luxury Goods : £164,547.00 Household Durables : £128,822.00 Auto Components : £97,049.00 Road & Rail : £31,682.00 Machinery : £46,269.00 Industrial Conglomerates : £73,146.00 Electrical Equipment : £37,658.00 Construction & Engineering : £185,076.00 Aerospace & Defense : £128,613.00 Metals & Mining : £67,703.00 Containers & Packaging : £88,032.00 Chemicals : £118,073.00 Oil, Gas & Consumable Fuels : £85,776.00
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Performance Details

No PID Sym Company Pattern-Time S1 Low-Time Low-Price High-Time High-Price Entry Time Entry Price Exit Time Exit Price Runnup DD PnL IDX. PnL Rel. PnL Days Entry Effi. Exit Effi.
128ALLAllstate Corp03-Oct-23 04:00 PM109.604-Oct-23 10:30 AM109.0102-Nov-23 10:30 AM137.9903-Oct-23 04:00 PM109.9202-Nov-23 04:00 PM131.37255,368 (30)8,279 (1)195,14220,885174,257309777
228LYGLloyds Banking Grp P03-Oct-23 04:00 PM227-Oct-23 02:30 PM1.8816-Oct-23 04:00 PM2.1303-Oct-23 04:00 PM2.0302-Nov-23 04:00 PM2.0149,261 (13)73,892 (24)-9,85220,885-30,737304052
328QCOMQualcomm Inc03-Oct-23 04:00 PM109.926-Oct-23 12:30 PM104.3302-Nov-23 10:30 AM119.0803-Oct-23 04:00 PM110.202-Nov-23 04:00 PM117.2880,581 (30)53,267 (23)64,24720,88543,362306088
428WTWWillis Towers Watson03-Oct-23 04:00 PM205.323-Oct-23 04:00 PM203.3601-Nov-23 10:30 AM237.4203-Oct-23 04:00 PM206.6502-Nov-23 04:00 PM235148,899 (29)15,921 (20)137,18820,885116,304309093
528GPSGap Inc04-Oct-23 04:00 PM10.306-Oct-23 10:30 AM9.7103-Nov-23 04:00 PM14.0504-Oct-23 04:00 PM10.403-Nov-23 04:00 PM14.04350,962 (30)66,346 (2)350,00022,185327,8153084100
628RNGRingCentral Inc.04-Oct-23 04:00 PM29.601-Nov-23 02:30 PM25.0810-Oct-23 11:30 AM31.1704-Oct-23 04:00 PM29.7303-Nov-23 04:00 PM28.3248,436 (6)156,408 (28)-47,42722,185-69,612302453
728SCCOSouthern Copper Corp04-Oct-23 04:00 PM71.923-Oct-23 10:30 AM69.0810-Oct-23 01:30 PM75.9304-Oct-23 04:00 PM73.3303-Nov-23 04:00 PM74.2635,456 (6)57,957 (19)12,68222,185-9,502303876
828TTCThe Toro Company04-Oct-23 04:00 PM82.301-Nov-23 02:30 PM79.5817-Oct-23 12:30 PM88.2904-Oct-23 04:00 PM82.8203-Nov-23 04:00 PM86.0866,047 (13)39,121 (28)39,36222,18517,178306375
928DLTRDollar Tree Inc05-Oct-23 04:00 PM105.606-Oct-23 10:30 AM103.6803-Nov-23 01:30 PM117.6405-Oct-23 04:00 PM106.4506-Nov-23 04:00 PM115.02105,120 (29)26,022 (1)80,50725,31455,194328081
1028GPNGlobal Payments Inc05-Oct-23 04:00 PM112.630-Oct-23 12:30 PM101.9717-Oct-23 12:30 PM117.305-Oct-23 04:00 PM114.1206-Nov-23 04:00 PM111.0727,865 (12)106,467 (25)-26,72625,314-52,040322159
1128STMSTMicroelectronics N05-Oct-23 04:00 PM42.930-Oct-23 01:30 PM37.2111-Oct-23 10:30 AM45.405-Oct-23 04:00 PM43.4206-Nov-23 04:00 PM41.0145,601 (6)143,022 (25)-55,50425,314-80,818322446
1228TEFTelefonica S.A.05-Oct-23 04:00 PM3.926-Oct-23 01:30 PM3.7111-Oct-23 10:30 AM4.1305-Oct-23 04:00 PM406-Nov-23 04:00 PM3.9432,500 (6)72,500 (21)-15,00025,314-40,314323155
1328UMCUnited Microelectron05-Oct-23 04:00 PM6.906-Oct-23 10:30 AM6.9203-Nov-23 03:30 PM7.7705-Oct-23 04:00 PM6.9606-Nov-23 04:00 PM7.59116,379 (29)5,747 (1)90,51725,31465,204329579
1428CHDChurch & Dwight06-Oct-23 04:00 PM85.903-Nov-23 10:30 AM82.2526-Oct-23 10:30 AM93.1306-Oct-23 04:00 PM85.9906-Nov-23 04:00 PM86.8783,033 (20)43,493 (28)10,23413,341-3,107316642
1528CNACNA Financial Corpor06-Oct-23 04:00 PM3930-Oct-23 11:30 AM38.7517-Oct-23 01:30 PM41.7806-Oct-23 04:00 PM39.2106-Nov-23 04:00 PM39.8965,545 (11)11,732 (24)17,34313,3414,001318538
1628DOCUDocuSign Inc.06-Oct-23 04:00 PM41.630-Oct-23 10:30 AM38.1110-Oct-23 10:30 AM43.0706-Oct-23 04:00 PM42.1306-Nov-23 04:00 PM40.422,312 (4)95,419 (24)-41,06313,341-54,404311946
1728ESSEssex Ppty Trust06-Oct-23 04:00 PM213.627-Oct-23 01:30 PM203.8511-Oct-23 03:30 PM222.6406-Oct-23 04:00 PM215.9606-Nov-23 04:00 PM212.1530,932 (5)56,075 (21)-17,64213,341-30,983313644
1828TMETencent Music Entert06-Oct-23 04:00 PM6.309-Oct-23 10:30 AM6.3106-Nov-23 10:30 AM7.7206-Oct-23 04:00 PM6.4106-Nov-23 04:00 PM7.5204,368 (31)15,601 (3)170,04713,341156,706319384
1928DFSDiscover Financial S09-Oct-23 04:00 PM89.625-Oct-23 11:30 AM79.7417-Oct-23 03:30 PM93.1309-Oct-23 04:00 PM9008-Nov-23 04:00 PM84.3534,778 (8)114,000 (16)-62,77810,868-73,646302334
2028HDHome Depot Inc09-Oct-23 04:00 PM291.927-Oct-23 03:30 PM274.2611-Oct-23 10:30 AM300.8509-Oct-23 04:00 PM295.3608-Nov-23 04:00 PM295.9618,587 (2)71,438 (18)2,03110,868-8,837302182
2128KNXKnight-Swift Transpo09-Oct-23 04:00 PM48.919-Oct-23 04:00 PM45.7320-Oct-23 10:30 AM52.4509-Oct-23 04:00 PM49.408-Nov-23 04:00 PM50.1161,741 (11)74,291 (10)14,37210,8683,504304565
2228LEVILevi Strauss & Co.09-Oct-23 04:00 PM13.601-Nov-23 11:30 AM13.2208-Nov-23 01:30 PM14.7709-Oct-23 04:00 PM13.6208-Nov-23 04:00 PM14.7584,435 (30)29,369 (23)82,96610,86872,098307499
2328AAgilent Technologies10-Oct-23 04:00 PM111.930-Oct-23 10:30 AM96.811-Oct-23 10:30 AM113.610-Oct-23 04:00 PM113.3109-Nov-23 04:00 PM107.732,559 (1)145,706 (20)-49,245-2,499-46,74730265
2428ALLYAlly Financial Inc.10-Oct-23 04:00 PM25.925-Oct-23 10:30 AM22.5403-Nov-23 11:30 AM27.4710-Oct-23 04:00 PM25.9809-Nov-23 04:00 PM25.6757,352 (24)132,410 (15)-11,932-2,499-9,434303063
2528EIXEdison Intl10-Oct-23 04:00 PM61.627-Oct-23 03:30 PM61.6418-Oct-23 10:30 AM66.5610-Oct-23 04:00 PM63.2709-Nov-23 04:00 PM63.251,999 (8)25,763 (17)-1,106-2,4991,392306732
2628KMXCarMax Inc10-Oct-23 04:00 PM69.330-Oct-23 01:30 PM59.6611-Oct-23 10:30 AM70.610-Oct-23 04:00 PM70.0409-Nov-23 04:00 PM62.517,995 (1)148,201 (20)-107,510-2,499-105,01130526
2728LHXL3Harris Technologie10-Oct-23 04:00 PM174.327-Oct-23 12:30 PM169.5503-Nov-23 02:30 PM186.810-Oct-23 04:00 PM177.6109-Nov-23 04:00 PM180.7451,743 (24)45,380 (17)17,623-2,49920,122305365
2828MMacys Inc10-Oct-23 04:00 PM10.913-Oct-23 03:30 PM10.5403-Nov-23 10:30 AM13.0610-Oct-23 04:00 PM11.1509-Nov-23 04:00 PM11.09171,300 (24)54,709 (3)-5,381-2,499-2,882307622
2928NABZYNational Australia B10-Oct-23 04:00 PM9.330-Oct-23 10:30 AM8.6106-Nov-23 10:30 AM9.8910-Oct-23 04:00 PM9.4509-Nov-23 04:00 PM9.1446,561 (27)88,889 (20)-32,804-2,499-30,306303441
3028NKENike, Inc B10-Oct-23 04:00 PM9610-Oct-23 04:00 PM97.4708-Nov-23 10:30 AM110.710-Oct-23 04:00 PM97.6109-Nov-23 04:00 PM107.01134,105 (29)1,434 (0)96,302-2,49998,800309972
3128TRIPTripAdvisor Inc When10-Oct-23 04:00 PM15.901-Nov-23 03:30 PM14.1507-Nov-23 03:30 PM18.3110-Oct-23 04:00 PM15.9109-Nov-23 04:00 PM16.99150,849 (28)110,622 (22)67,882-2,49970,381305868
3228WATWaters Corp10-Oct-23 04:00 PM267.925-Oct-23 10:30 AM231.910-Oct-23 04:00 PM269.7210-Oct-23 04:00 PM268.6109-Nov-23 04:00 PM253.34,132 (0)136,667 (15)-56,997-2,499-54,49830357
3328XYLXylem Inc.10-Oct-23 04:00 PM90.630-Oct-23 10:30 AM87.5909-Nov-23 10:30 AM97.9510-Oct-23 04:00 PM91.9609-Nov-23 04:00 PM96.8565,137 (30)47,521 (20)53,175-2,49955,674305889
3428CACCCredit Acceptance Co11-Oct-23 04:00 PM434.631-Oct-23 10:30 AM379.7703-Nov-23 10:30 AM459.6611-Oct-23 04:00 PM435.8910-Nov-23 04:00 PM411.4354,532 (23)128,748 (20)-56,1158,748-64,863303040
3528IFNNYInfineon Technologie11-Oct-23 04:00 PM34.601-Nov-23 10:30 AM28.8312-Oct-23 11:30 AM35.0811-Oct-23 04:00 PM34.8810-Nov-23 04:00 PM31.615,734 (1)173,452 (21)-93,7508,748-102,49830344
3628NFLXNetflix Inc11-Oct-23 04:00 PM358.918-Oct-23 03:30 PM344.7310-Nov-23 04:00 PM447.4811-Oct-23 04:00 PM365.9510-Nov-23 04:00 PM447.37222,790 (30)57,986 (7)222,4898,748213,7413079100
3728SIEGYSiemens Aktiengesell11-Oct-23 04:00 PM73.326-Oct-23 10:30 AM63.3111-Oct-23 04:00 PM73.4511-Oct-23 04:00 PM73.4410-Nov-23 04:00 PM70.29136 (0)137,936 (15)-42,8928,748-51,64030069
3828BILIBilibili Inc.12-Oct-23 04:00 PM13.623-Oct-23 10:30 AM12.1406-Nov-23 10:30 AM15.112-Oct-23 04:00 PM13.9513-Nov-23 04:00 PM14.3582,437 (25)129,749 (11)28,67414,24014,433323975
3928GISGeneral Mills12-Oct-23 04:00 PM59.912-Oct-23 04:00 PM61.3103-Nov-23 11:30 AM66.6612-Oct-23 04:00 PM61.5413-Nov-23 04:00 PM65.1783,198 (22)3,737 (0)58,98614,24044,746329672
4028SCHWCharles Schwab Corp 12-Oct-23 04:00 PM51.325-Oct-23 10:30 AM48.6503-Nov-23 10:30 AM56.8412-Oct-23 04:00 PM51.5113-Nov-23 04:00 PM53.96103,475 (22)55,523 (13)47,56414,24033,323326565
4128SHW_NSherwin-Williams(N)13-Oct-23 04:00 PM24130-Oct-23 10:30 AM232.0608-Nov-23 04:00 PM256.7113-Oct-23 04:00 PM24713-Nov-23 04:00 PM253.8439,312 (26)60,486 (17)27,69219,3568,336313988
4228ASNDAscendis Pharma A/S16-Oct-23 04:00 PM92.623-Oct-23 01:30 PM85.2907-Nov-23 11:30 AM97.8516-Oct-23 04:00 PM94.0915-Nov-23 04:00 PM93.0739,962 (22)93,527 (7)-10,84129,552-40,393303062
4328EQHEquitable Holdings I16-Oct-23 04:00 PM2801-Nov-23 01:30 PM24.6517-Oct-23 12:30 PM28.8316-Oct-23 04:00 PM28.1615-Nov-23 04:00 PM28.1423,793 (1)124,645 (16)-71029,552-30,262301683
4428MGMMGM Resorts Intl16-Oct-23 04:00 PM36.927-Oct-23 03:30 PM34.1215-Nov-23 11:30 AM41.3116-Oct-23 04:00 PM36.9515-Nov-23 04:00 PM40.64117,997 (30)76,590 (11)99,86529,55270,313306191
4528NVZMYNovozymes A/S16-Oct-23 04:00 PM41.625-Oct-23 10:30 AM38.8315-Nov-23 11:30 AM51.8816-Oct-23 04:00 PM41.7515-Nov-23 04:00 PM51.76242,635 (30)69,940 (9)239,76029,552210,208307899
4628SLGSLGreen Realty16-Oct-23 04:00 PM35.601-Nov-23 03:30 PM28.5517-Oct-23 12:30 PM37.3616-Oct-23 04:00 PM35.7915-Nov-23 04:00 PM35.2643,867 (1)202,291 (16)-14,80929,552-44,361301876
4728VTRVentas Inc16-Oct-23 04:00 PM42.330-Oct-23 11:30 AM40.9803-Nov-23 10:30 AM45.616-Oct-23 04:00 PM43.5915-Nov-23 04:00 PM44.4746,111 (18)59,876 (14)20,18829,552-9,364304476
4828WFCWells Fargo16-Oct-23 04:00 PM41.625-Oct-23 11:30 AM38.5815-Nov-23 04:00 PM43.0316-Oct-23 04:00 PM41.6515-Nov-23 04:00 PM42.8533,133 (30)73,709 (9)28,81229,552-741303196
4928ETREntergy Corp17-Oct-23 04:00 PM93.627-Oct-23 02:30 PM90.7803-Nov-23 10:30 AM100.7817-Oct-23 04:00 PM94.716-Nov-23 04:00 PM98.8264,203 (17)41,394 (10)43,50630,87912,627306180
5028ROKURoku Inc.18-Oct-23 04:00 PM60.930-Oct-23 01:30 PM55.0215-Nov-23 11:30 AM93.218-Oct-23 04:00 PM62.117-Nov-23 04:00 PM92.98500,805 (28)114,010 (12)497,26246,220451,043308199
5128USBUS Bancorp18-Oct-23 04:00 PM32.627-Oct-23 03:30 PM30.4717-Nov-23 10:30 AM37.7918-Oct-23 04:00 PM33.3917-Nov-23 04:00 PM37.64131,776 (30)87,451 (9)127,28446,22081,064306098
5228EXPE_NExpedia Group Inc19-Oct-23 04:00 PM9401-Nov-23 03:30 PM92.4817-Nov-23 02:30 PM137.519-Oct-23 04:00 PM95.6220-Nov-23 04:00 PM134.91437,984 (29)32,838 (13)410,89762,969347,929329394
5328BMOBank of Montreal20-Oct-23 04:00 PM76.627-Oct-23 03:30 PM73.9817-Nov-23 10:30 AM81.9720-Oct-23 04:00 PM77.5520-Nov-23 04:00 PM81.3656,995 (28)46,035 (7)49,13076,517-27,387315592
5428NUENucor Corp20-Oct-23 04:00 PM137.323-Oct-23 10:30 AM140.0720-Nov-23 10:30 AM158.7420-Oct-23 04:00 PM141.3620-Nov-23 04:00 PM157.1122,949 (31)9,126 (3)111,34776,51734,830319391
5528RCLRoyal Caribbean Crui20-Oct-23 04:00 PM7926-Oct-23 10:30 AM78.3520-Nov-23 04:00 PM106.2820-Oct-23 04:00 PM80.0320-Nov-23 04:00 PM105.83328,002 (31)20,992 (6)322,37976,517245,862319498
5628APH_OAmphenol Corp23-Oct-23 04:00 PM76.925-Oct-23 10:30 AM78.6822-Nov-23 10:30 AM90.4123-Oct-23 04:00 PM79.1622-Nov-23 04:00 PM90.08142,117 (30)6,064 (2)137,94880,52657,423309697
5728BXThe Blackstone Group23-Oct-23 04:00 PM90.327-Oct-23 03:30 PM88.5922-Nov-23 10:30 AM107.4523-Oct-23 04:00 PM92.7222-Nov-23 04:00 PM106.77158,865 (30)44,543 (4)151,53180,52671,006307896
5828COO_OCooper Cos23-Oct-23 04:00 PM313.630-Oct-23 10:30 AM303.7416-Nov-23 10:30 AM347.1223-Oct-23 04:00 PM322.3922-Nov-23 04:00 PM338.8976,708 (24)57,849 (7)51,18080,526-29,345305781
5928INGRIngredion Incorporat23-Oct-23 04:00 PM87.324-Oct-23 10:30 AM89.5415-Nov-23 10:30 AM104.9723-Oct-23 04:00 PM89.7222-Nov-23 04:00 PM104.2169,973 (23)2,006 (1)161,39180,52680,865309995
6028JBHTHunt(J.B.)Transport23-Oct-23 04:00 PM168.327-Oct-23 03:30 PM164.5315-Nov-23 11:30 AM184.9623-Oct-23 04:00 PM172.6822-Nov-23 04:00 PM181.1471,114 (23)47,197 (4)48,99280,526-31,533306081
6128MCDMcDonalds Corp23-Oct-23 04:00 PM25323-Oct-23 04:00 PM254.5422-Nov-23 10:30 AM282.4123-Oct-23 04:00 PM254.7522-Nov-23 04:00 PM281.86108,577 (30)824 (0)106,41880,52625,892309998
6228ASMLASML Holding N.V.24-Oct-23 04:00 PM590.325-Oct-23 03:30 PM581.5720-Nov-23 03:30 PM696.9724-Oct-23 04:00 PM600.7524-Nov-23 04:00 PM691.18160,166 (27)31,927 (1)150,52973,37277,157318395
6328EXELExelixis Inc.24-Oct-23 04:00 PM19.325-Oct-23 10:30 AM19.1226-Oct-23 11:30 AM22.2824-Oct-23 04:00 PM19.624-Nov-23 04:00 PM21.68136,735 (2)24,490 (1)106,12273,37232,751318581
6428SQSquare Inc.24-Oct-23 04:00 PM44.630-Oct-23 02:30 PM38.8524-Nov-23 10:30 AM60.0424-Oct-23 04:00 PM45.3424-Nov-23 04:00 PM59.67324,217 (31)143,141 (6)316,05673,372242,685316998
6528VZVerizon Communicatio24-Oct-23 04:00 PM33.325-Oct-23 10:30 AM31.4724-Nov-23 10:30 AM37.5724-Oct-23 04:00 PM34.2824-Nov-23 04:00 PM37.4195,974 (31)81,972 (1)91,30773,37217,935315497
6628AMEAmetek Inc25-Oct-23 04:00 PM136.631-Oct-23 10:30 AM136.8924-Nov-23 11:30 AM156.425-Oct-23 04:00 PM139.6724-Nov-23 04:00 PM156.18119,782 (30)19,904 (6)118,20788,98729,220308699
6728HPQHewlett-Packard25-Oct-23 04:00 PM2627-Oct-23 04:00 PM25.6722-Nov-23 10:30 AM29.2925-Oct-23 04:00 PM26.0524-Nov-23 04:00 PM28.64124,376 (28)14,587 (2)99,42488,98710,437309082
6828MMM3M Co25-Oct-23 04:00 PM88.627-Oct-23 03:30 PM86.9715-Nov-23 03:30 PM97.225-Oct-23 04:00 PM89.4124-Nov-23 04:00 PM95.9587,127 (21)27,290 (2)73,14688,987-15,841307688
6928CTSHCognizant Technology26-Oct-23 04:00 PM6202-Nov-23 11:30 AM62.1424-Nov-23 10:30 AM71.526-Oct-23 04:00 PM63.3627-Nov-23 04:00 PM70.76128,472 (29)19,255 (7)116,79399,87416,919328792
7028LSXMKThe Liberty SiriusXM26-Oct-23 04:00 PM23.627-Oct-23 10:30 AM23.6515-Nov-23 10:30 AM27.0126-Oct-23 04:00 PM24.1227-Nov-23 04:00 PM26.8119,818 (20)19,486 (1)111,11199,87411,238328694
7128NNNNational Retail Prop26-Oct-23 04:00 PM35.330-Oct-23 11:30 AM34.6127-Nov-23 02:30 PM40.1626-Oct-23 04:00 PM35.6727-Nov-23 04:00 PM40125,876 (32)29,717 (4)121,39199,87421,517328197
7228NXPINXP Semiconductors N26-Oct-23 04:00 PM17630-Oct-23 11:30 AM167.2122-Nov-23 10:30 AM204.9826-Oct-23 04:00 PM179.5327-Nov-23 04:00 PM199.66141,759 (27)68,624 (4)112,12699,87412,253326786
7328WEXWEX Inc.26-Oct-23 04:00 PM164.330-Oct-23 03:30 PM161.9515-Nov-23 11:30 AM180.4426-Oct-23 04:00 PM166.2327-Nov-23 04:00 PM174.885,484 (20)25,747 (4)51,55599,874-48,319327769
7428ACMAECOM27-Oct-23 04:00 PM72.630-Oct-23 10:30 AM74.5227-Nov-23 04:00 PM89.127-Oct-23 04:00 PM74.7827-Nov-23 04:00 PM88.62191,495 (31)3,477 (3)185,076105,17979,897319897
7528BASFYBASF SE27-Oct-23 04:00 PM10.927-Oct-23 04:00 PM10.8815-Nov-23 11:30 AM12.2927-Oct-23 04:00 PM10.9227-Nov-23 04:00 PM11.83125,458 (19)3,663 (0)83,333105,179-21,845319767
7628GNTXGentex Corporation27-Oct-23 04:00 PM2830-Oct-23 10:30 AM27.8622-Nov-23 12:30 PM31.327-Oct-23 04:00 PM28.1327-Nov-23 04:00 PM30.86112,691 (26)9,598 (3)97,049105,179-8,129319287
7728KBKB Finl Grp Inc27-Oct-23 04:00 PM37.330-Oct-23 10:30 AM37.7606-Nov-23 10:30 AM42.4427-Oct-23 04:00 PM38.2827-Nov-23 04:00 PM40.31108,673 (10)13,584 (3)53,030105,179-52,148318954
7828CMCSAComcast Corporation30-Oct-23 04:00 PM40.330-Oct-23 04:00 PM40.3403-Nov-23 01:30 PM43.4230-Oct-23 04:00 PM40.4529-Nov-23 04:00 PM41.6373,424 (4)2,719 (0)29,17292,099-62,927309642
7928NTIOFNational Bank of Can30-Oct-23 04:00 PM6201-Nov-23 03:30 PM61.517-Nov-23 02:30 PM66.7330-Oct-23 04:00 PM63.229-Nov-23 04:00 PM65.855,854 (18)26,899 (2)41,13992,099-50,960306782
8028AEPAmerican Electric Po31-Oct-23 04:00 PM74.601-Nov-23 10:30 AM74.7303-Nov-23 01:30 PM81.0831-Oct-23 04:00 PM75.5330-Nov-23 04:00 PM79.5673,481 (3)10,592 (1)53,35689,179-35,823308776
8128AMZN_NAmazon.com Inc31-Oct-23 04:00 PM129.331-Oct-23 04:00 PM132.727-Nov-23 10:30 AM149.2631-Oct-23 04:00 PM133.0630-Nov-23 04:00 PM146.07121,750 (27)2,706 (0)97,77589,1798,596309881
8228AUAngloGold Ashanti Li31-Oct-23 04:00 PM17.613-Nov-23 03:30 PM15.629-Nov-23 02:30 PM20.0831-Oct-23 04:00 PM17.8330-Nov-23 04:00 PM19.24126,192 (29)125,070 (13)79,08089,179-10,099305081
8328BABoeing Co31-Oct-23 04:00 PM185.931-Oct-23 04:00 PM186.5530-Nov-23 02:30 PM23331-Oct-23 04:00 PM186.8530-Nov-23 04:00 PM231.62246,990 (30)1,606 (0)239,60489,179150,425309997
8428BURLBurlington Stores In31-Oct-23 04:00 PM120.301-Nov-23 10:30 AM117.0929-Nov-23 10:30 AM175.6831-Oct-23 04:00 PM121.0630-Nov-23 04:00 PM169.45451,181 (29)32,794 (1)399,71989,179310,540309389
8528EMNEastman Chemical31-Oct-23 04:00 PM73.301-Nov-23 01:30 PM72.8730-Nov-23 11:30 AM83.9331-Oct-23 04:00 PM74.7330-Nov-23 04:00 PM83.81123,110 (30)24,890 (1)121,50489,17932,325308399
8628INVHInvitation Homes Inc31-Oct-23 04:00 PM29.301-Nov-23 02:30 PM29.3417-Nov-23 10:30 AM33.9631-Oct-23 04:00 PM29.6930-Nov-23 04:00 PM33.35143,819 (17)11,788 (1)123,27489,17934,095309287
8728JEFJefferies Financial 31-Oct-23 04:00 PM31.901-Nov-23 10:30 AM31.9830-Nov-23 03:30 PM35.6631-Oct-23 04:00 PM32.1930-Nov-23 04:00 PM35.43107,797 (30)6,524 (1)100,65289,17911,473309494
8828PVHPVH Corp.31-Oct-23 04:00 PM7401-Nov-23 02:30 PM71.3230-Nov-23 01:30 PM99.0531-Oct-23 04:00 PM74.3730-Nov-23 04:00 PM97.75331,854 (30)41,011 (1)314,37489,179225,195308995
8928ASNDAscendis Pharma A/S01-Nov-23 04:00 PM90.613-Nov-23 10:30 AM86.5401-Dec-23 04:00 PM104.0401-Nov-23 04:00 PM90.7901-Dec-23 04:00 PM104.04145,941 (30)46,811 (12)145,94184,18661,7553076100
9028BTIBritish American Tob01-Nov-23 04:00 PM29.910-Nov-23 11:30 AM3024-Nov-23 02:30 PM34.8601-Nov-23 04:00 PM30.0801-Dec-23 04:00 PM32.04158,910 (23)2,660 (9)65,16084,186-19,027309842
9128CCICrown Castle Intl Co01-Nov-23 04:00 PM90.901-Nov-23 04:00 PM91.9801-Dec-23 04:00 PM118.8301-Nov-23 04:00 PM92.4301-Dec-23 04:00 PM118.55285,622 (30)4,869 (0)282,59284,186198,406309899
9228CCKCrown Holdings Inc.01-Nov-23 04:00 PM80.310-Nov-23 11:30 AM79.2301-Dec-23 04:00 PM88.4201-Nov-23 04:00 PM80.8801-Dec-23 04:00 PM8893,225 (30)20,401 (9)88,03284,1863,845308295
9328COO_OCooper Cos01-Nov-23 04:00 PM311.902-Nov-23 10:30 AM314.5116-Nov-23 10:30 AM347.1201-Nov-23 04:00 PM316.9701-Dec-23 04:00 PM341.0995,119 (15)7,761 (1)76,09684,186-8,091309282
9428ENBEnbridge Inc.01-Nov-23 04:00 PM31.901-Nov-23 04:00 PM32.3501-Dec-23 02:30 PM35.3301-Nov-23 04:00 PM32.4101-Dec-23 04:00 PM35.1990,096 (30)1,851 (0)85,77684,1861,590309895
9528JSAIYJ Sainsbury plc01-Nov-23 04:00 PM12.301-Nov-23 04:00 PM12.6701-Dec-23 12:30 PM14.501-Nov-23 04:00 PM12.6701-Dec-23 04:00 PM14.404144,436 (30) (0)136,85984,18652,6723010095
9628MDBMongoDB Inc.01-Nov-23 04:00 PM33406-Nov-23 10:30 AM323.3130-Nov-23 10:30 AM442.8401-Nov-23 04:00 PM338.6401-Dec-23 04:00 PM434.96307,701 (29)45,269 (5)284,43284,186200,245308793
9728MHKMohawk Indus01-Nov-23 04:00 PM81.310-Nov-23 11:30 AM78.301-Dec-23 04:00 PM92.1701-Nov-23 04:00 PM81.4301-Dec-23 04:00 PM91.92131,892 (30)38,438 (9)128,82284,18644,636307798
9828MPWRMonolithic Power Sys01-Nov-23 04:00 PM454.301-Nov-23 04:00 PM452.6129-Nov-23 10:30 AM560.6401-Nov-23 04:00 PM456.8501-Dec-23 04:00 PM559.34227,186 (28)9,281 (0)224,34184,186140,154309699
9928QCOMQualcomm Inc01-Nov-23 04:00 PM110.301-Nov-23 04:00 PM110.4429-Nov-23 10:30 AM130.601-Nov-23 04:00 PM110.8401-Dec-23 04:00 PM129.61178,275 (28)3,609 (0)169,34384,18685,157309895
10028TRMBTrimble Inc.01-Nov-23 04:00 PM39.901-Nov-23 04:00 PM40.7201-Dec-23 02:30 PM47.501-Nov-23 04:00 PM40.9501-Dec-23 04:00 PM47.35159,951 (30)5,617 (0)156,28884,18672,102309798
100              9,064,4175,062,0414,002,379 6778
* PID - Pattern Id, ** S1 - MBCP Support

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Pattern Performance overview

Comparison of pattern with different exit periods

PIDPeriod (Days)CountPnL (ABS)PnL (IDX)PnL (REL)Avg.PnL (ABS)Avg.PnL (REL)Win.Avg (ABS)Win.Avg (REL)Avg. Entry EfficiencyAvg. Exit EfficiencyWin Cnt/Pct (ABS)Loss Cnt/Pct (ABS)Win Cnt/Pct (REL)Loss Cnt/Pct (REL)AvgDays
 30199180,407,941201,339,561-123,604,98740,386-62,082188760.3125643.157.251.71078 (54.1%)913 (45.9%)775 (38.9%)1162 (58.4%)137.6
1. ABS - Absolue, 2. REL - Relative, 3. IDX - Index, 4. Pct - Percentage, 5. Cnt - Count, 6. PnL - Profit and Loss, 7. Avg - Average
© Quantlogic 2024 All rights reserved.
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©  Quantlogic 2024 All rights reserved.