TF SELL $^KOSPI at 2299.2 : 2319.83 98% Shp 1.96 S 10.04 N 1.15 RSI 39.19% SRSI 0% ADXR 16.33 #index #market #trading #futures

2020-09-24
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Trend Following Sell detected for ^KOSPI at the close price of 2299.20 with a Stop-and-Reverse (SAR) of 2319.83. The last 100 days performance has a Sharpe Ratio of 1.95618 and was in a single trend 98% of the time. The stock has a minimum SignalPowerRatio of 10.04 and minimum NoisePowerRatio of 1.15. The RSI is 39.19 and the stochastic RSI is 0.00 with an ADXR of 16.33.

TF Sell
Stock Symbol
^KOSPI
Price
2299.20
Last Price
SAR
2319.83
Sharpe
1.96
Flip
98
% of Days in a single trend [-100%…+100%]
Signal
10.04
Noise
1.15
RSI
39.19
SRSI
0.00
ADXR
16.33
MarketCap
Market Capitalization [Nano,Micro,Small,Medium,Big,Mega]

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