Backtesting Conditions : 20 MA Strategy

Buying Conditions: 20 EMA as Resistance

1 Previous 1 to 3 Bearish Candle with High Volume and Above Average 1
2 Bullish Candle after a Bearish Candle with RSI Higher 2
than the Previous Bearish Candle
3 Next Candle did'nt Breakdown from the Support of the 3
Bullish Candle, Preferably a Bullish Candle or
a Doji Candle which is a sign of Rejection of Lower Prices
4 Below 20 EMA / 20 EMA Acting as Resistance 1
5 Downtrending Stock
6 RSI is Approaching at Oversold Levels 2

Buying Conditions: 20 EMA as Support

1 Price already created a Swing High but there was a 1
Rejection of Higher Prices, Price Pullback 2
2 Pullback is Near or at 20 EMA, 20 EMA acted as support
3 Bullish Candle Close with an RSI Higher than the Previous 3
Bearish Pullback Candle

2
3
4
MA Strategy

Execution
EOD, if price is below the Open of the Bearish Candle
Intraday, if price breaks out of the Open of the Bearish Candle,
Buy at the Breakout Point to 2 Ticks Above Breakout Point
Sell within 2 to 5 Days

Selling Conditions
Sell at Moving Average Resistance Confluence with
Previous Breakdown Point
Cut Loss Triggered

Execution
EOD, if price is below the Open of the Bearish Candle
Intraday, if price breaks out of the Open of the Bearish Candle,
Buy at the Breakout Point to 2 Ticks Above Breakout Point
Sell within 2 to 5 Days

Selling Conditions
Time Stop : 2 to 5 Days from Buy Date + Confluence
with Previous Resistance
Cut Loss Triggered
Time Stop : 2 to 5 Days from Buy Date
Heavy Selling Pressure
 Backtesti

Number of Trades 34 Win / Loss Ratio 2.09

Winning Trades 23 Winning Percentage 68%
Lossing Trades 11 Lossing Percentage 32%

Stock Code Buy Date Buy Price Cut Loss Previous Candle RSI
ABA 9/18/2018 0.4 0.39 57 / Bearish
ABA 10/12/2018 0.41 0.4 48 / Bearish
ABA 11/15/2018 0.45 0.44 46 / Bullish
WLCON 11/22/2018 11.92 11.8 54 / Bearish
WLCON 12/4/2018 12.06 11.98 54 / Bearish
ABA 12/11/2018 0.6 0.59 59 / Bearish
WLCON 12/12/2018 11.88 11.82 46 / Bearish
ABA 12/17/2018 0.6 0.58 56 / Bearish
WLCON 1/17/2019 13.2 13.06 53 / Bearish
ABA 1/18/2019 0.69 0.68 54 / Bearish
PHEN 1/23/2019 1.29 1.23 54 / Bearish
DD 1/25/2019 20.8 20.45 53 / Doji
ABA 1/28/2019 0.66 0.65 49 / Doji
WLCON 1/29/2019 13.36 13.24 55 / Bearish
IMI 1/30/2019 12.02 11.86 55 / Doji
ABA 1/30/2019 0.63 0.61 41 / Bearish
ABA 2/1/2019 0.63 0.61 43 / Bearish
DD 2/1/2019 2.6 20.45 52 / Bearish
CHP 2/12/2019 2.49 2.43 53 / Bearish
DD 2/13/2019 22.2 22.1 56 / Bearish
WLCON 2/18/2019 14.5 14.04 54 / Bearish
IMI 2/20/2019 12.58 12.23 49 / Bearish
ZHI 2/20/2019 0.325 0.31 52 / Bearish
ABA 2/21/2019 0.72 0.69 42 / Bearish
DD 2/22/2019 22.4 22.35 55 / Bearish
DMW 3/4/2019 9.62 9.51 49 / Doji
BHI 3/4/2019 0.067 0.064 51 / Doji
EEI 3/6/2019 8.66 8.45 51 / Bearish
ZHI 3/8/2019 0.365 0.355 53 / Bearish
ZHI 3/14/2019 0.35 0.335 48 / Bearish
CHP 2/26/2019 2.41 2.39 52 / Bearish
CHP 3/1/2019 2.4 2.31 51 / Bearish
NIKL 1/25/2019 2.52 2.42 50 / Bearish
NIKL 2/18/2019 2.66 2.64 55 / Doji
Backtesting: Pullback at 20 EMA Strategy

Highest Percentage Gain 35.23 Highest Percentage Loss -3.02

Smallest Percentage Gain 2.35 Smallest Percentage Loss -0.22
Average Gain 12.48 Average Loss -1.56

Pivot Candle RSI Percentage Risk Sell Date Sell Price

58 / Bullish 2.52% 10/2/2018 0.42
52 / Bullish 2.44% 10/25/2018 0.48
52 / Bullish 2.16% 11/29/2018 0.58
56 / Bullish 1.01% 11/29/2018 12.2
62 / Bullish 0.69% 12/10/2018 11.98
61 / Bullish 1.78% 12/14/2018 0.59
48 / Bullish 0.51% 12/28/2018 12.6
57 / Bullish 3.42% 1/4/2019 0.71
55 / Bullish 1.03% 1/23/2019 13.06
55 / Bullish 1.33% 1/22/2019 0.68
60 / Bullish 4.57% 2/1/2019 1.4
57 / Bullish 1.68% 1/29/2019 20.45
49 / Doji 1.51% 1/29/2019 0.65
65 / Bullish 0.89% 2/13/2019 14.66
57 / Doji 1.33% 2/7/2019 13.5
45 / Bullish 3.02% 1/31/2019 0.61
50 / Bullish 3.02% 2/18/2019 0.85
61 / Bullish 0.73% 2/11/2019 23.2
57 / Bullish 2.36% 2/13/2019 2.43
57 / Bullish 0.45% 2/20/2019 22.8
65 / Bullish 3.18% 3/5/2019 14.88
54 / Bullish 2.87% 2/28/2019 13.08
53 / Bullish 4.62% 3/5/2019 0.39
47 / Bullish 4.20% 3/7/2019 0.78
56 / Bullish 0.22% 2/26/2019 22.35
48 / Doji 1.21% 3/18/2019 11.32
55 / Bullish 4.47% 3/14/2019 0.077
53 / Bullish 2.42% 3/20/2019 9.3
54 / Bullish 2.74% 3/12/2019 0.355
51 / Bullish 4.29% 3/25/2019 0.405
57 / Bullish 0.83% 2/28/2019 2.39
52 / Bullish 3.54% 3/15/2019 2.75
57 / Bullish 4.01% 2/8/2019 2.88
60 / Bullish 0.75% 2/22/2019 2.84
Longest Holding Period 10 Capital 40,000.00
Shortest Holding Period 1 Total Porfolio 474,368.73
Average Holding Period 6 Compounded % 1,085.92
Gross Gain 434,368.73
Condition P/L Hold
Time Stop 6.09 10 2,436.00 42,436.00
Resistance Hit 17.07 9 7,243.83 49,679.83
Time Stop 30.18 10 14,993.37 64,673.20
Resistance Hit 2.35 5 1,519.82 66,193.02
Cut Loss -0.69 4 (456.73) 65,736.28
Cut Loss -1.78 3 (1,170.11) 64,566.18
Time Stop 6.08 10 3,925.62 68,491.80
Time Stop 18.23 10 12,486.06 80,977.86
Cut Loss -1.03 4 (834.07) 80,143.79
Cut Loss -1.33 2 (1,065.91) 79,077.87
Resistance Hit 8.59 7 6,792.79 85,870.66
Cut Loss -1.68 2 (1,442.63) 84,428.04
Cut Loss -1.51 1 (1,274.86) 83,153.17
Time Stop 9.7 10 8,065.86 91,219.03
Resistance Hit 12.31 5 11,229.06 102,448.09
Cut Loss -3.02 1 (3,093.93) 99,354.16
Time Stop 35.23 10 35,002.47 134,356.63
Resistance Hit 12.61 5 16,942.37 151,299.00
Cut Loss -2.36 1 (3,570.66) 147,728.35
Resistance Hit 2.7 5 3,988.67 151,717.01
Time Stop 2.63 10 3,990.16 155,707.17
Resistance Hit 3.97 5 6,181.57 161,888.74
Opened Lower 19.44 8 31,471.17 193,359.92
Resistance Hit 8.33 9 16,106.88 209,466.80
Cut Loss -0.22 1 (460.83) 209,005.97
Time Stop 17.62 10 36,826.85 245,832.82
Resistance Hit 14.85 8 36,506.17 282,339.00
Time Stop 7.39 10 20,864.85 303,203.85
Cut Loss -2.74 2 (8,307.79) 294,896.06
Resistance Hit 15.71 7 46,328.17 341,224.23
Cut Loss -0.83 2 (2,832.16) 338,392.07
Time Stop 14.73 10 49,845.15 388,237.22
Resistance Hit 14.47 9 56,177.93 444,415.15
Resistance Hit 6.74 4 29,953.58 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
- 474,368.73
 Ba

Number of Trades 42 Win / Loss Ratio 2.82

Winning Trades 31 Winning Percentage 74%
Lossing Trades 11 Lossing Percentage 26%

Stock Code Buy Date Buy Price Cut Loss Previous Candle RSI
ABA 9/25/2018 0.41 0.4 60
ABA 11/14/2018 0.43 0.42 44
ABA 12/18/2018 0.61 0.59 56
ABA 12/27/2018 0.61 0.59 53
ABA 1/21/2019 0.7 0.69 54
ABA 2/1/2019 0.63 0.61 45
ABA 10/15/2018 0.42 0.41 48
AGI 1/9/2019 11.97 11.9 48
AGI 2/12/2019 14.2 14 58
AGI 2/20/2019 13.97 13.9 56
AGI 3/5/2019 13.94 13.81 48
BHI 1/23/2019 0.054 0.053 31
BHI 1/25/2019 0.053 0.052 34
BHI 3/1/2019 0.065 0.064 51
CHP 12/20/2018 1.75 1.72 41
CHP 12/27/2018 1.75 1.72 42
CHP 1/16/2019 2.1 2.06 54
CHP 1/29/2019 2.49 2.41 62
CHP 2/12/2019 2.49 2.43 53
CHP 2/21/2019 2.28 2.22 42
CHP 2/21/2019 2.33 2.27 42
CHP 3/1/2019 2.4 2.31 51
CHP 3/6/2019 2.42 2.38 50
GEO 3/1/2019 0.254 0.247 42
POPI 10/15/2018 2.3 2.25 19
POPI 11/9/2018 2.25 2.2 33
POPI 11/27/2018 2.3 2.26 42
POPI 12/14/2018 2.36 2.3 42
POPI 1/2/2019 2.42 2.37 47
POPI 1/29/2019 2.43 2.41 44
POPI 2/19/2019 2.68 2.6 51
X 11/23/2018 1.1 1.08 25
X 12/11/2018 1.23 1.2 41
X 1/14/2019 1.65 1.6 52
X 1/29/2019 1.33 1.3 35
X 2/8/2019 1.71 1.66 55
X 2/28/2019 1.48 1.46 43
X 3/7/2019 1.46 1.41 40
ZHI 2/20/2019 0.325 0.315 52
ZHI 2/28/2019 0.36 0.35 54
ZHI 3/8/2019 0.365 0.36 53
ZHI 3/15/2019 0.355 0.34 48
 Backtesting: 20 MA Strategy

Highest Percentage Gain 34.92 Highest Percentage Loss -3.42

Smallest Percentage Gain 2.44 Smallest Percentage Loss -0.5
Average Gain 13.82 Average Loss -1.98

Pivot Candle RSI Next Candle RSI Sell Date Sell Price
60 67 10/2/2018 0.42
44 46 11/21/2018 0.55
57 59 12/21/2018 0.59
54 56 1/7/2019 0.72
55 57 1/22/2019 0.69
43 50 2/8/2019 0.85
52 60 10/22/2018 0.47
58 67 1/16/2019 13.38
62 67 2/13/2019 14
54 61 2/22/2019 13.9
52 53 3/12/2019 15
39 34 1/24/2019 0.053
34 50 2/1/2019 0.062
51 55 3/8/2019 0.075
45 44 12/21/2018 1.72
48 56 1/7/2019 2
59 63 1/22/2019 2.4
65 70 2/6/2019 2.59
57 55 2/14/2019 2.43
45 53 2/27/2019 2.46
45 53 2/28/2019 2.42
52 50 3/8/2019 2.64
52 61 3/13/2019 2.62
42 54 3/4/2019 0.285
24 31 10/19/2018 2.43
40 60 11/12/2018 2.5
43 43 12/4/2018 2.41
51 48 12/20/2018 2.56
52 55 1/9/2019 2.62
44 47 2/6/2019 2.85
54 66 2/26/2019 3.03
29 29 12/3/2018 1.34
41 42 12/18/2018 1.49
56 55 1/16/2019 1.6
37 42 2/6/2019 1.76
60 74 2/12/2019 2.2
43 45 3/1/2019 1.46
42 47 3/11/2019 1.41
53 53 2/27/2019 0.37
56 58 3/5/2019 0.4
54 55 3/12/2019 0.36
51 52 3/20/2019 0.385
Longest Holding Period 11 Capital 40,000.00
Shortest Holding Period 1 Total Porfolio 1,644,729.44
Average Holding Period 6 Compounded % 4,011.82
Gross Gain 1,604,729.44
Condition P/L Hold
S3 2.44 7 976.00 40,976.00
S3 27.91 7 11,436.40 52,412.40
S2 -3.28 3 (1,719.13) 50,693.27
S3 18.03 11 9,140.00 59,833.27
S2 -1.43 1 (855.62) 58,977.66
S3 34.92 7 20,595.00 79,572.65
S3 11.9 7 9,469.15 89,041.80
S1 11.78 7 10,489.12 99,530.92
S2 -1.41 1 (1,403.39) 98,127.54
S2 -0.5 2 (490.64) 97,636.90
S3 7.6 7 7,420.40 105,057.30
R2 -1.83 1 (1,922.55) 103,134.76
R1 16.98 7 17,512.28 120,647.04
S1 15.38 7 18,555.51 139,202.55
R2 -1.71 1 (2,380.36) 136,822.19
S3 14.49 11 19,825.54 156,647.72
S1 14.39 6 22,541.61 179,189.33
S4 4.02 8 7,203.41 186,392.74
S2 -2.41 2 (4,492.07) 181,900.68
R1 7.89 6 14,351.96 196,252.64
R1 3.86 7 7,575.35 203,827.99
S1 10 7 20,382.80 224,210.79
S3 8.26 7 18,519.81 242,730.60
R1 12.2 3 29,613.13 272,343.74
R1 5.76 4 15,687.00 288,030.74
R1 11.11 3 32,000.21 320,030.95
R1 4.78 7 15,297.48 335,328.43
R1 8.76 6 29,374.77 364,703.20
S3 8.26 7 30,124.48 394,827.68
S1 17.28 8 68,226.22 463,053.91
S1 13.02 7 60,289.62 523,343.53
R1 21.81 10 114,141.22 637,484.75
S3 21.23 7 135,338.01 772,822.76
S2 -3.03 2 (23,416.53) 749,406.23
R1 32.33 8 242,283.04 991,689.27
S4 28.65 4 284,118.98 1,275,808.24
R2 -1.35 1 (17,223.41) 1,258,584.83
R2 -3.42 4 (43,043.60) 1,215,541.23
S1 13.85 7 168,352.46 1,383,893.69
S1 11.11 5 153,750.59 1,537,644.28
S2 -1.37 4 (21,065.73) 1,516,578.55
R1 8.45 5 128,150.89 1,644,729.44
 Bounce Play Criteria

Stock Code Date 3rd / 4th Day Fib Level

GREEN 3/14/2019 3rd 0.786
GREEN 3/19/2019 3rd 0.786
IDC 9/21/2018 3rd 0.786
Time of Reversal RSI High Volume
11:00 AM BELOW 30 YES
1:40 PM BELOW 30 YES
9:30 AM BELOW 30 YES
 3rd
4th

YES

BELOW 30
30 - 40

61.80%
78.60%
 Date Capital % Growth Realized Amount Withdrawal

April A 150,000.00 1.1 165,000.00

April B 165,000.00 1.1 181,500.00
May A 181,500.00 1.1 199,650.00
May B 199,650.00 1.1 219,615.00
June A 219,615.00 1.1 241,576.50 50,000.00
June B 191,576.50 1.1 210,734.15
July A 210,734.15 1.1 231,807.57 50,000.00
July B 181,807.57 1.1 199,988.32
August A 199,988.32 1.1 219,987.15
August B 219,987.15 1.1 241,985.87
September A 241,985.87 1.1 266,184.46
September B 266,184.46 1.1 292,802.90
October A 292,802.90 1.1 322,083.19
October B 322,083.19 1.1 354,291.51
November A 354,291.51 1.1 389,720.66
November B 389,720.66 1.1 428,692.73
December A 428,692.73 1.1 471,562.00
December B 471,562.00 1.1 518,718.20
January A 518,718.20 1.1 570,590.02
January B 570,590.02 1.1 627,649.02
February A 627,649.02 1.1 690,413.93
February B 690,413.93 1.1 759,455.32
March A 759,455.32 1.1 835,400.85
March B 835,400.85 1.1 918,940.93
April A 918,940.93 1.1 1,010,835.03