Quantitative Strategy Methodology

Our quantitative trading strategy is composed of 2 suites of advanced statistical algorithms

Statistical Rarity

  • Detects if there is a statistical rarity in the current combination of values in various technical indicators relative to historical data points
  • Example: if Relative Strength Index (RSI) is 75, and only 2% of the time the RSI is higher than 75 historically, then our model would flag this a statistical rarity based on a 2% percentile
  • After determining the percentile for each indicator, the model calculates the aggregate statistical rarity score
  • Calculates the forward looking returns and % of the time positive, and determine if there is a buy/sell signal.




Statistical Pattern Recognition

  • Compares and matches current candlestick, technical oscillators and trend pattern vs. historical data points
  • Example Pattern: a doji candle (close=open) + RSI between 70-75 + up trend which lasted 20 days with 5 peaks
  • Calculates the forward looking returns and % of the time positive in the historical occurences, and determine if there is a buy/sell signal

Sample Statistical Rarity Trade Signal - Long LUK on 2016/11/03

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Recent Trading Signals

Symbol Name Sector Signal Type Initiate Date Initiate Price Implied Probability Projected Price Exit Date Exit Price Realized PnL %

Robust Historical Track Record

Quality Signals with Positive Expectancy

  • Historically 60+% positive on thousands of signals initiated since 2009
  • High reward-to-risk ratio with return distribution positively skewed
  • Target and stop loss prices projected using our advanced algorithm
  • Try our trade signals with a 7-day free trial
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Disclaimer

  • No content published as part of this website constitutes a recommendation that any particular investment, security, portfolio of securities, transaction or investment strategy is suitable for any specific person.
  • Data, graphs and charts published as part of this website is based on both simulated and actual results. Portfolio return data is compounded and assumes equal weight on each position. Dividends and transaction costs are not included. Initiate and exit prices are based on execution at market closes. Past results are not necessarily indicative of future performance
  • Views and positions expressed in this website are WingCapital Investments Inc.’s own opinions and are subject to change over time. Trading in securities (including, without limitation, stocks, options, ETFs, futures and bonds) involves risk and volatility. You should consult your own investment, legal, tax and/or similar professionals regarding your specific situation and any specific decisions.
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