SellerySignals
These are the statistical results of following the SellerySignals entry and exit signals over the stated time horizon.
Buy & Hold
These are the statistical results of purchasing the underlying security at the beginning of the stated time horizon and holding it to the current point of observation without making any trades.
Beta
Beta is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. Beta is calculated using regression analysis, and you can think of beta as the tendency of a security's returns to respond to swings in the market. A beta of 1 indicates that the security's price will move with the market. A beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 indicates that the security's price will be more volatile than the market. For example, if a stock's beta is 1.2, it's theoretically 20% more volatile (positively or negatively) than the market. Many utilities stocks have a beta of less than 1. Conversely, most hightech, Nasdaqbased stocks have a beta of greater than 1, offering the possibility of a higher rate of return, but also posing more risk.
How to use it
When evaluating two or more investments or investment strategies the one with the higher Beta is more likely to have greater upside return and greater downside loss over the market. Inversely, the investment with the lower Beta is more likely to have lesser upside return and lesser downside loss. In a perfect world you'd like an investment with a higher return and lower Beta than the market over a given the time horizon.
Our Calculation
=Slope(weekly returns of security [vs] weekly returns of market)
SellerySignals uses ticker SPY as our beta 'market' meter.
Standard Deviation
Standard deviation is a measure of the dispersion of a set of data from its mean. The more spread apart the data, the higher the deviation. Standard deviation is a statistical measurement that sheds light on historical volatility. For example, a volatile stock or investment strategy will have a higher standard deviation than that of one with lower volatility.
How to use it
When evaluating two or more investments or investment strategies the one with the lower Standard Deviation is suggested to have less risk associated with its path of return.
Our Calculation
=Stdev.p(weekly returns of security) * Sqrt(52)
Maximum Drawdown
A maximum drawdown (MDD) is the maximum loss from a peak to a trough of a security, strategy or portfolio, before a new peak is attained. Maximum Drawdown (MDD) is an indicator of downside risk over a specified time period. It can be used both as a standalone measure or as an input into other metrics.
How to use it
When evaluating two or more investments or investment strategies the one with the lesser Maximum Drawdown suggests a lower risk of a large lose relative to other investments in evaluation.
Our Calculation
if((Annualized_Return  Max(Annualized_Return_Range) / Max(Annualized_Return_Range)<previous((annualized_return = ( annualized_return= ) div="">
Annualized Returns
Also known as Compounded Annualized Growth Rate, (CAGR), this is the compounded rate of return, usually expressed as a percentage, that represents the cumulative effect that a series of gains or losses have on an original amount of capital over a period of time. Compound returns are usually expressed in annual terms, meaning that the percentage number that is reported represents the annualized rate at which capital has compounded over time. For example, if an investment fund claims to have produced a 10% annual compound return over the past five years, this means that at the end of its fifth year, the fund's capital has grown to a size equal to what it would be if the funds on hand at the beginning of each year had earned exactly 10% by the end of each year. Be advised that when viewing a time horizon less than one year the annualized return will be misleading as it does not have enough data points (one year) to calculate properly.
Disclaimer: Historic statistics including rates of return are calculated using the weekly closing price and do not take into account the reinvestment of dividends, trading commissions or brokerage and advisory fees. Past performance does not guarantee or represent the potential for future returns. Statistics may be distorted when viewing a time horizon shorter than one year. Data provider, Xignite does not adjust charts for splits or dividend distributions which may affect the signal. When in question it is advised to consult a secondary source such as Yahoo Finance to confirm whether a split or dividend has occurred on a particular security.
How to use it
When evaluating two or more investments or investment strategies the one with the higher Annualized Return suggests a greater average growth rate over said time horizon than the other investments under evaluation.
Our Calculation
((Current Value / Starting Value)^(1 / Time)) 1
Security Type 
Real Time 
Delayed 
End Of Day 
Stocks 



ETFs 



Forex 



Futures 



Mutual Funds 



Indices 


