PM Capital Global Opportunities Fund

Candlestick Daily volume index Bar reversal Edit

Backtest results

Position Trades Duration Win rate Win/loss Avg win Avg loss Return
Long 10 4.5 20% 25% 1.6% -0.8% -3.4%
Short 5 4.2 40% 67% 1.9% -3.2% -5.9%

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Trading Performance

MACD Volume

Score

0.5

Position Trades Duration Win Rate Win/Loss Avg Win Avg Loss Return
LONG 50 8.6 0.70% 1.35% 1.1% -1.2% 6.2%
SHORT 49 7.3 0.63% 1.24% 1.0% -1.0% 5.9%

Top 10:

MACD Volume

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Company Close Change(%) Volume Value Signal
AEF Australian Ethical Investments 1.93 2.7 20,890 -2,789 BEARISH CROSSOVER
MGR Mirvac 3.23 2.5 9,258,289 -141,983 BEARISH CROSSOVER
TLS Telstra Corporation 3.84 1.6 27,559,284 -313,743 BEARISH CROSSOVER
LNK Link 5.47 1.1 3,053,341 -318,529 BEARISH CROSSOVER
ABP Abacus Property 4.35 0.9 646,470 -4,614 BEARISH CROSSOVER
CGF Challenger Financial Services 6.57 0.8 3,038,309 -146,530 BEARISH CROSSOVER
CLW Charter Hall Long Wale 5.15 0.8 592,234 -26,676 BEARISH CROSSOVER
CSR CSR 4.05 0.7 1,615,843 -53,072 BEARISH CROSSOVER
CPU Computershare 16.91 0.6 932,603 -75,774 BEARISH CROSSOVER
BFG Bell Financial 0.86 0.6 148,481 -1,812 BEARISH CROSSOVER