πŸ“‰ Backtesting

Startkapital: 100 000 SEK Β· Courtage: 0.1% Β· 33 strategier Β· 307 aktier

πŸ“Œ Buy & Hold β€” referens (genomsnitt fΓΆr universet)

5.0%
CAGR %
0.23
Sharpe
72.0%
Max DD %
0.19
Calmar
0.00
Profit Factor

πŸ“Š Alla strategier vs Buy & Hold

Strategi CAGR%vs B&H SharpeCalmar Max DD%Win% TradesTickers
sma_rsi +4.4% ❌ -0.6% 0.10 0.11 53.6% 26.1% 12 307
signal_1 +4.2% ❌ -0.8% 0.21 0.12 71.1% 38.3% 2 307
sma_cross +4.1% ❌ -0.9% 0.08 0.09 53.0% 25.9% 11 307
momentum_high_beta +4.1% ❌ -0.9% 0.14 0.09 61.7% 31.0% 9 307
ultimate +4.0% ❌ -1.0% 0.20 0.08 70.9% 38.7% 1 307
signal_2 +4.0% ❌ -1.0% 0.20 0.08 70.9% 38.7% 1 307
macd_vol_trend +3.7% ❌ -1.3% 0.10 0.08 56.4% 29.6% 4 307
ensemble_adaptive +3.3% ❌ -1.7% 0.12 0.10 60.7% 32.8% 15 307
ema_cross +3.0% ❌ -2.0% 0.05 0.06 56.5% 18.8% 38 307
trend_regime +2.8% ❌ -2.2% -0.11 0.08 47.6% 25.1% 9 307
vol_target_trend +2.8% ❌ -2.2% -0.13 0.09 36.4% 25.3% 10 307
macro_sma_cross +2.7% ❌ -2.3% -0.11 0.06 43.4% 24.7% 8 307
bb_squeeze_breakout +1.9% ❌ -3.1% 0.02 0.05 56.8% 27.1% 16 307
mean_reversion_bounce +1.7% ❌ -3.3% 0.08 0.31 62.8% 36.4% 48 307
regime_adaptive +1.5% ❌ -3.5% 0.03 0.06 57.1% 35.8% 16 307
channel_breakout +1.4% ❌ -3.6% 0.06 0.21 59.2% 36.7% 22 307
bb_rsi +1.3% ❌ -3.7% 0.07 0.28 62.8% 36.8% 42 307
rsi_only +1.2% ❌ -3.8% 0.07 0.07 63.4% 37.0% 26 307
zscore_reversion +1.2% ❌ -3.8% 0.05 0.06 62.5% 35.6% 45 307
choppy_flat +1.2% ❌ -3.8% 0.05 0.06 62.8% 35.6% 47 307
macd_fast_reversal +1.0% ❌ -4.0% 0.05 0.05 61.1% 37.2% 32 307
mean_reversion_regime +0.5% ❌ -4.5% 0.03 0.05 60.5% 36.3% 16 307
adx_trend +0.3% ❌ -4.7% -0.20 0.04 45.8% 20.9% 59 307
supertrend +0.3% ❌ -4.7% -0.04 0.02 62.2% 21.8% 57 307
bb_macd +0.3% ❌ -4.7% -0.02 0.06 54.2% 30.2% 14 307
atr_breakout 0.0% ❌ -5.0% 0.00 0.00 0.1% 0.0% 0 307
pullback_trend 0.0% ❌ -5.0% -0.67 0.05 21.0% 27.8% 8 307
nn_conf_trend -0.1% ❌ -5.1% 0.02 0.00 7.8% 20.0% 0 30
rsi_macd -0.4% ❌ -5.4% -0.01 0.03 58.3% 32.2% 5 307
macro_momentum -0.6% ❌ -5.6% -0.12 0.02 57.9% 19.0% 70 307
psar_follow -1.2% ❌ -6.2% -0.05 0.04 67.1% 22.0% 161 307
macd_cross -1.6% ❌ -6.6% -0.06 0.00 65.9% 19.6% 161 307
vortex -2.1% ❌ -7.1% -0.08 0.04 68.4% 19.7% 211 307

πŸ” Detalj per aktie β€” strategi vs Buy & Hold

βœ… SlΓ₯r B&H pΓ₯ 142/307 aktier  |  πŸ“ˆ Positiv CAGR pΓ₯ 222/307 aktier

πŸ† KΓΆpkandidater (positiv + slΓ₯r B&H)

TickerStrat CAGRB&H CAGRDiffSharpeTrades
VESTUM.ST +7.1% -25.1% βœ… +32.1% 0.25 9
FLAT-B.ST +9.2% -22.7% βœ… +31.9% 0.33 1
VIMIAN.ST +5.9% -17.0% βœ… +22.9% 0.19 3
DUST.ST +1.3% -21.6% βœ… +22.9% -0.04 8
HEM.ST +12.0% -9.4% βœ… +21.4% 0.43 3
CORE-B.ST +6.8% -13.9% βœ… +20.7% 0.23 3
NIVI-B.ST +2.7% -17.4% βœ… +20.1% -0.03 2
BHG.ST +10.6% -8.8% βœ… +19.4% 0.35 4
TRUE-B.ST +2.1% -17.2% βœ… +19.3% 0.09 2
YUBICO.ST +16.3% -2.9% βœ… +19.2% 0.50 1

⚠️ SÀmst vs Buy & Hold

TickerStrat CAGRB&H CAGRDiffSharpeTrades
NTECH.ST 0.0% +143.0% ❌ -143.0% 0.00 0
TANGEN-B.ST 0.0% +118.1% ❌ -118.1% 0.00 0
INTEA-B.ST -4.4% +32.1% ❌ -36.6% -0.49 2
BIOA-B.ST -3.7% +31.7% ❌ -35.4% 0.13 8
OCTV-SDB.ST 0.0% +30.0% ❌ -30.0% 0.00 0
RUSTA.ST -6.9% +21.6% ❌ -28.5% -0.37 4
MILDEF.ST +12.4% +39.0% ❌ -26.6% 0.39 5
EQT.ST -0.9% +22.1% ❌ -23.0% -0.03 6
KARNEL-B.ST +10.4% +32.7% ❌ -22.3% 0.36 3
SBB-B.ST +7.1% +28.6% ❌ -21.6% 0.25 7
Visa alla 307 aktier
Ticker Strat CAGRB&H CAGRDiff Strat SharpeStrat DD%Trades
SILEX.ST 0.0% -78.8% βœ… +78.8% 0.00 0.0% 0
VPLAY-A.ST -12.7% -64.6% βœ… +51.9% -0.48 51.8% 3
ALVO-SDB.ST 0.0% -47.3% βœ… +47.3% 0.00 0.0% 0
VSURE.ST 0.0% -47.1% βœ… +47.1% 0.00 0.0% 0
SMCRT.ST 0.0% -46.9% βœ… +46.9% 0.00 0.0% 0
VESTUM.ST +7.1% -25.1% βœ… +32.1% 0.25 80.1% 9
FLAT-B.ST +9.2% -22.7% βœ… +31.9% 0.33 39.6% 1
VIMIAN.ST +5.9% -17.0% βœ… +22.9% 0.19 23.7% 3
DUST.ST +1.3% -21.6% βœ… +22.9% -0.04 37.1% 8
HEM.ST +12.0% -9.4% βœ… +21.4% 0.43 30.8% 3
CORE-B.ST +6.8% -13.9% βœ… +20.7% 0.23 46.9% 3
NIVI-B.ST +2.7% -17.4% βœ… +20.1% -0.03 26.3% 2
BONAV-A.ST -3.4% -22.9% βœ… +19.5% -0.20 41.0% 6
BHG.ST +10.6% -8.8% βœ… +19.4% 0.35 64.7% 4
CINT.ST -20.2% -39.5% βœ… +19.3% -0.78 76.5% 4
TRUE-B.ST +2.1% -17.2% βœ… +19.3% 0.09 43.5% 2
YUBICO.ST +16.3% -2.9% βœ… +19.2% 0.50 34.3% 1
VPLAY-B.ST -22.3% -41.4% βœ… +19.0% -0.49 89.1% 7
STOR-B.ST -6.7% -25.5% βœ… +18.8% -0.18 45.5% 3
BONAV-B.ST -2.7% -20.5% βœ… +17.8% -0.26 41.8% 6
CORE-A.ST +6.2% -11.5% βœ… +17.7% 0.23 57.9% 11
KLARA-B.ST -6.8% -23.5% βœ… +16.6% -0.57 36.2% 2
ACAST.ST +17.0% +0.5% βœ… +16.6% 0.54 34.7% 3
ENGCON-B.ST +9.5% -5.6% βœ… +15.1% 0.32 28.5% 3
SAGA-A.ST +16.2% +1.7% βœ… +14.6% 0.51 53.9% 16
ANOD-B.ST -0.2% -14.6% βœ… +14.5% 0.00 69.2% 24
GARO.ST +7.3% -5.8% βœ… +13.1% 0.25 51.7% 4
MORROW.ST +3.0% -10.1% βœ… +13.0% 0.00 16.0% 1
SF.ST +14.6% +1.8% βœ… +12.8% 0.46 66.1% 5
GPG.ST -0.1% -12.6% βœ… +12.5% -0.11 47.1% 3
HUMBLE.ST +6.2% -6.1% βœ… +12.3% 0.28 82.6% 9
NELLY.ST +9.4% -2.8% βœ… +12.2% 0.32 66.7% 7
CORE-D.ST +7.3% -4.8% βœ… +12.0% 0.31 26.2% 2
RVRC.ST +3.7% -8.1% βœ… +11.8% 0.12 44.9% 5
LOGI-B.ST -3.1% -14.6% βœ… +11.5% -0.24 31.4% 3
DYVOX.ST +33.4% +22.0% βœ… +11.4% 0.88 32.4% 1
BESQAB.ST -3.0% -14.3% βœ… +11.3% -0.47 22.6% 4
PUBLI.ST 0.0% -10.8% βœ… +10.8% 0.00 0.0% 0
VOLO.ST +2.5% -8.1% βœ… +10.6% 0.08 58.9% 7
KNOW.ST +7.9% -2.7% βœ… +10.6% 0.27 61.6% 16
BRIN-B.ST +4.2% -6.1% βœ… +10.3% 0.12 57.4% 4
IVSO.ST +23.5% +13.2% βœ… +10.3% 0.67 45.7% 8
KFAST-B.ST -3.9% -13.8% βœ… +9.9% -0.11 67.6% 5
BALD-B.ST +4.0% -5.7% βœ… +9.8% 0.15 93.7% 16
NOBI.ST +3.0% -6.4% βœ… +9.4% 0.09 81.5% 13
SVEAF.ST -2.6% -11.7% βœ… +9.1% -0.43 22.0% 1
BETS-B.ST +12.8% +4.1% βœ… +8.6% 0.41 51.0% 18
ELUX-A.ST +0.5% -7.7% βœ… +8.2% 0.07 56.3% 17
MER.ST +9.3% +1.3% βœ… +8.0% 0.31 73.2% 10
ERIC-B.ST +2.0% -6.0% βœ… +8.0% 0.02 58.5% 19
HPOL-B.ST +19.4% +11.5% βœ… +7.9% 0.44 69.7% 13
ROKO-B.ST -2.7% -10.5% βœ… +7.8% -0.59 9.6% 1
LUNE.ST +6.6% -0.8% βœ… +7.5% 0.27 70.5% 3
APOTEA.ST -3.2% -10.6% βœ… +7.4% -0.52 15.0% 2
JOMA.ST +2.6% -4.8% βœ… +7.4% 0.02 34.8% 5
FG.ST -15.0% -22.3% βœ… +7.4% -1.04 67.1% 4
VOLVCAR-B.ST -13.7% -21.1% βœ… +7.4% -1.05 54.3% 3
VISC.ST +0.2% -7.1% βœ… +7.3% 0.19 86.5% 14
ARP.ST +10.9% +3.9% βœ… +7.0% 0.36 51.3% 6
ELAN-B.ST +2.6% -4.4% βœ… +7.0% 0.06 60.2% 18
8TRA.ST +11.9% +5.1% βœ… +6.8% 0.44 45.4% 5
GREEN.ST +8.4% +1.7% βœ… +6.7% 0.28 43.2% 4
SBB-D.ST -12.2% -18.8% βœ… +6.6% -0.32 71.0% 6
ERIC-A.ST +0.6% -5.8% βœ… +6.4% -0.05 61.8% 21
VEFAB.ST -7.2% -13.4% βœ… +6.2% -0.54 43.3% 4
ARJO-B.ST +8.2% +2.0% βœ… +6.2% 0.28 54.8% 3
VIVA.ST -1.6% -7.6% βœ… +6.1% -0.42 22.1% 2
NETI-B.ST -0.2% -6.1% βœ… +5.9% 0.05 71.7% 16
TRIAN-B.ST +9.2% +3.2% βœ… +5.9% 0.32 32.9% 5
SDIP-B.ST +23.2% +17.3% βœ… +5.9% 0.67 50.5% 4
NOBA.ST 0.0% -5.8% βœ… +5.8% 0.00 0.0% 0
BERG-B.ST +8.5% +3.1% βœ… +5.4% 0.33 85.7% 13
G2M.ST +2.1% -3.2% βœ… +5.4% 0.09 53.5% 7
BURE.ST +7.2% +2.0% βœ… +5.2% 0.25 53.5% 18
BEIJ-B.ST +11.5% +6.3% βœ… +5.1% 0.40 47.9% 14
JM.ST +7.7% +2.8% βœ… +4.9% 0.26 65.8% 15
NEOBO.ST +6.3% +1.5% βœ… +4.9% 0.21 38.7% 2
AZA.ST +11.1% +6.2% βœ… +4.9% 0.38 64.4% 22
INSTAL.ST +16.4% +11.5% βœ… +4.8% 0.53 57.9% 5
LINC.ST -2.2% -6.9% βœ… +4.7% -0.21 40.3% 4
BINV.ST -9.0% -13.6% βœ… +4.7% -0.34 93.9% 20
PACT.ST +6.3% +1.7% βœ… +4.6% 0.21 51.0% 18
ENITY.ST +5.6% +1.6% βœ… +4.1% 0.31 0.9% 1
BTS-B.ST +12.9% +9.0% βœ… +3.9% 0.44 51.1% 14
RAY-B.ST +12.7% +8.8% βœ… +3.9% 0.40 74.5% 21
INTRUM.ST -6.5% -10.3% βœ… +3.8% -0.34 90.7% 22
KINV-A.ST +2.8% -0.9% βœ… +3.6% 0.08 72.5% 21
KINV-B.ST +4.0% +0.5% βœ… +3.5% 0.10 63.1% 20
SVED-B.ST +8.7% +5.2% βœ… +3.4% 0.30 56.8% 18
INDU-C.ST +10.2% +6.9% βœ… +3.3% 0.41 33.2% 14
CAT-B.ST +1.6% -1.7% βœ… +3.3% 0.04 71.9% 18
ELUX.ST -1.3% -4.6% βœ… +3.3% -0.10 79.6% 19
HNSA.ST +12.2% +8.9% βœ… +3.2% 0.39 66.4% 13
INDU-A.ST +9.7% +6.8% βœ… +2.9% 0.39 39.5% 14
MMGR-B.ST +17.7% +14.9% βœ… +2.8% 0.55 29.9% 1
TEL2-A.ST +4.0% +1.2% βœ… +2.7% 0.11 61.3% 14
HTRO.ST +39.1% +36.5% βœ… +2.6% 0.85 64.5% 9
ATT.ST +7.3% +5.0% βœ… +2.3% 0.25 53.7% 7
ALIG.ST +7.6% +5.3% βœ… +2.3% 0.26 36.3% 7
XANO-B.ST +11.4% +9.1% βœ… +2.3% 0.36 67.6% 17
KABE-B.ST +16.4% +14.1% βœ… +2.3% 0.56 45.2% 13
EMBRAC-B.ST +13.3% +11.1% βœ… +2.2% 0.42 50.5% 5
CIBUS.ST +6.2% +4.0% βœ… +2.2% 0.20 37.2% 5
ABB.ST +9.9% +7.7% βœ… +2.2% 0.36 59.1% 18
ASKER.ST -2.3% -4.3% βœ… +2.0% -0.50 12.2% 1
SSAB-A.ST +6.7% +4.7% βœ… +2.0% 0.23 71.6% 18
CAT-A.ST +0.2% -1.6% βœ… +1.8% 0.18 78.8% 19
NCC-A.ST +5.8% +4.1% βœ… +1.8% 0.19 61.3% 21
NOLA-B.ST +7.0% +5.4% βœ… +1.7% 0.24 67.4% 20
ITAB.ST +9.0% +7.5% βœ… +1.5% 0.30 71.2% 13
SSAB-B.ST +6.0% +4.6% βœ… +1.4% 0.21 70.6% 17
VNV.ST -17.8% -19.1% βœ… +1.4% -1.02 70.6% 5
LIAB.ST +1.8% +0.5% βœ… +1.3% 0.03 50.4% 14
FAG.ST +4.3% +3.0% βœ… +1.3% 0.13 65.9% 18
SWED-A.ST +6.2% +4.9% βœ… +1.3% 0.20 58.0% 14
EMIL-PREF.ST +1.3% 0.0% βœ… +1.3% -0.35 13.3% 3
BONEX.ST +25.4% +24.2% βœ… +1.3% 0.69 57.4% 5
TIETOS.ST -1.9% -3.2% βœ… +1.2% -0.16 62.8% 24
HANZA.ST +16.3% +15.3% βœ… +0.9% 0.49 61.4% 9
SAGA-D.ST +2.4% +1.5% βœ… +0.9% -0.13 16.8% 6
BESQAB-PREF-B.ST +1.2% +0.3% βœ… +0.9% -0.27 16.8% 3
TEL2-B.ST +6.1% +5.3% βœ… +0.9% 0.20 42.8% 14
SLP-B.ST -1.6% -2.4% βœ… +0.8% -0.13 28.2% 4
CORE-PREF.ST +0.2% -0.5% βœ… +0.7% -0.34 38.5% 10
HUSQ-B.ST -5.0% -5.7% βœ… +0.7% -0.19 82.3% 20
TELIA.ST +11.0% +10.4% βœ… +0.6% 0.19 67.0% 21
EWRK.ST +1.6% +1.1% βœ… +0.5% 0.03 64.5% 16
CTT.ST +4.7% +4.2% βœ… +0.5% 0.17 73.4% 16
IPCO.ST +23.6% +23.1% βœ… +0.5% 0.68 66.8% 6
EMIL-B.ST +16.4% +16.0% βœ… +0.4% 0.58 22.5% 2
HEBA-B.ST +8.1% +7.7% βœ… +0.4% 0.28 32.0% 19
INVE-B.ST +10.8% +10.3% βœ… +0.4% 0.45 32.2% 16
SKA-B.ST +5.2% +4.8% βœ… +0.4% 0.15 42.1% 17
TRAC-B.ST +7.3% +6.9% βœ… +0.4% 0.25 33.4% 17
NCC-B.ST +4.3% +4.0% βœ… +0.3% 0.12 65.5% 20
HUSQ-A.ST -4.4% -4.7% βœ… +0.3% -0.12 73.5% 22
DOM.ST -7.3% -7.5% βœ… +0.2% -0.37 67.2% 10
ACAD.ST +6.2% +5.9% βœ… +0.2% 0.20 44.2% 9
NOTE.ST +7.2% +7.1% βœ… +0.2% 0.25 66.9% 16
STE-A.ST -1.0% -1.1% βœ… +0.1% -0.13 61.9% 22
FPAR-A.ST +11.7% +11.7% βœ… +0.1% 0.40 52.1% 12
BETCO.ST +7.1% +7.0% βœ… +0.0% 0.24 51.9% 5
AMBEA.ST +9.6% +9.6% ❌ 0.0% 0.34 63.3% 5
SAMPO-SEK.ST -0.5% -0.4% ❌ 0.0% -0.28 15.5% 3
STE-R.ST -1.2% -1.1% ❌ 0.0% -0.15 71.9% 20
INVA.ST +10.2% +10.3% ❌ -0.1% 0.42 31.6% 19
VOLO-PREF.ST +1.8% +1.9% ❌ -0.1% -0.31 18.6% 6
FPAR-D.ST -3.6% -3.5% ❌ -0.1% -0.64 32.7% 6
RATO-B.ST +2.8% +3.1% ❌ -0.3% 0.05 72.0% 20
CCC.ST -1.9% -1.2% ❌ -0.7% -0.08 64.6% 13
HACK.ST +0.9% +1.6% ❌ -0.8% -0.07 17.1% 1
SYNSAM.ST -0.4% +0.3% ❌ -0.8% -0.11 32.8% 4
HUM.ST -0.5% +0.4% ❌ -0.8% -0.07 64.6% 8
HM-B.ST 0.0% +0.9% ❌ -0.9% -0.11 51.8% 22
BICO.ST +2.5% +3.4% ❌ -1.0% 0.16 88.5% 7
SOBI.ST +10.7% +11.9% ❌ -1.2% 0.36 54.1% 12
VITR.ST +10.9% +12.2% ❌ -1.2% 0.36 57.9% 17
RATO-A.ST +1.7% +3.0% ❌ -1.3% 0.10 83.9% 23
NDA-SE.ST +4.9% +6.3% ❌ -1.3% 0.14 49.7% 17
STORY-B.ST +7.0% +8.3% ❌ -1.4% 0.36 97.2% 13
BMAX.ST -1.1% +0.3% ❌ -1.4% -0.09 51.6% 9
MTG-B.ST -1.1% +0.3% ❌ -1.5% -0.10 76.6% 25
FABG.ST +4.2% +5.7% ❌ -1.5% 0.11 60.7% 20
PRISMA.ST -5.5% -4.0% ❌ -1.5% -0.97 17.2% 3
FLERIE.ST -23.3% -21.7% ❌ -1.6% -0.72 94.1% 10
LUND-B.ST +10.2% +11.8% ❌ -1.6% 0.43 36.5% 14
SEB-C.ST +5.2% +6.9% ❌ -1.7% 0.15 48.0% 24
BILL.ST -2.0% -0.2% ❌ -1.8% -0.02 87.5% 20
WIHL.ST +8.7% +10.5% ❌ -1.8% 0.30 48.6% 17
SECU-B.ST -2.1% -0.2% ❌ -1.9% -0.23 67.4% 23
VBG-B.ST +8.3% +10.3% ❌ -2.0% 0.28 65.5% 15
CLAS-B.ST +8.7% +10.7% ❌ -2.0% 0.30 56.0% 20
MYCR.ST +1.6% +3.6% ❌ -2.0% 0.11 76.8% 21
PEAB-B.ST +7.6% +9.6% ❌ -2.0% 0.26 51.8% 20
MTRS.ST +9.2% +11.3% ❌ -2.1% 0.31 57.6% 5
VOLV-A.ST +6.2% +8.2% ❌ -2.1% 0.20 63.3% 19
ATCO-B.ST +10.1% +12.3% ❌ -2.1% 0.35 39.4% 16
CRED-A.ST +12.0% +14.1% ❌ -2.1% 0.41 51.9% 10
ATCO-A.ST +10.7% +13.0% ❌ -2.3% 0.38 43.4% 17
AJA-B.ST +9.7% +12.1% ❌ -2.4% 0.33 39.0% 7
SFAST.ST +1.2% +3.6% ❌ -2.4% -0.03 45.0% 4
CATE.ST +3.9% +6.3% ❌ -2.4% 0.12 59.5% 20
SCA-A.ST +4.5% +7.0% ❌ -2.5% 0.12 50.4% 19
SVOL-A.ST +8.9% +11.5% ❌ -2.6% 0.32 73.0% 15
PDX.ST +7.0% +9.7% ❌ -2.7% 0.25 62.1% 6
SAND.ST +5.0% +7.7% ❌ -2.7% 0.15 52.2% 19
HOFI.ST +7.8% +10.5% ❌ -2.7% 0.27 66.6% 8
KAR.ST +6.7% +9.5% ❌ -2.8% 0.23 25.6% 3
HUFV-A.ST +2.7% +5.5% ❌ -2.8% 0.01 55.2% 22
ORRON.ST +14.7% +17.6% ❌ -2.9% 0.45 70.5% 16
HOLM-B.ST -0.2% +2.8% ❌ -3.0% -0.13 58.0% 24
HOLM-A.ST -0.2% +2.9% ❌ -3.0% -0.01 59.4% 29
SEB-A.ST +3.2% +6.2% ❌ -3.1% 0.06 60.2% 22
ADDT-B.ST +5.5% +8.6% ❌ -3.1% 0.32 94.1% 17
NIBE-B.ST +15.5% +18.7% ❌ -3.2% 0.53 64.6% 15
CEVI.ST +10.4% +14.0% ❌ -3.6% 0.34 61.5% 15
FOI-B.ST -4.1% -0.5% ❌ -3.7% -0.31 72.2% 11
SYSR.ST +4.5% +8.3% ❌ -3.8% 0.14 51.1% 14
MCAP.ST +18.8% +22.6% ❌ -3.8% 0.58 55.1% 10
SWEC-B.ST +10.2% +14.0% ❌ -3.8% 0.36 50.4% 18
SVOL-B.ST +3.2% +7.1% ❌ -3.9% 0.06 62.2% 22
STEF-B.ST +11.0% +14.9% ❌ -3.9% 0.38 68.1% 11
SHBA.ST +1.6% +5.6% ❌ -4.0% -0.05 54.6% 20
SHB-B.ST +3.6% +7.7% ❌ -4.1% 0.06 39.1% 18
ARION-SDB.ST +5.4% +9.5% ❌ -4.1% 0.17 42.8% 8
ASSA.ST +4.5% +8.7% ❌ -4.2% 0.11 46.9% 18
AXFOOD.ST +5.9% +10.2% ❌ -4.3% 0.19 34.4% 22
AZN.ST +1.6% +5.9% ❌ -4.3% -0.03 50.3% 21
ENEA.ST -4.4% 0.0% ❌ -4.4% -0.18 74.4% 18
DUNI.ST -1.8% +2.7% ❌ -4.5% -0.17 72.1% 17
ALTRA.ST +3.6% +8.1% ❌ -4.5% 0.11 62.6% 5
SINCH.ST +15.4% +19.9% ❌ -4.5% 0.46 88.8% 7
EPEN.ST +2.5% +7.1% ❌ -4.6% 0.08 85.1% 24
MEKO.ST +2.5% +7.1% ❌ -4.6% 0.05 82.2% 23
ALFA.ST +9.1% +13.7% ❌ -4.6% 0.32 49.9% 17
TREL-B.ST +5.1% +9.9% ❌ -4.8% 0.16 60.8% 21
SKIS-B.ST +6.0% +10.8% ❌ -4.8% 0.19 52.2% 20
DIOS.ST +0.4% +5.6% ❌ -5.2% -0.08 55.9% 16
MTG-A.ST -1.1% +4.1% ❌ -5.2% 0.06 83.9% 24
SAGA-B.ST +17.9% +23.2% ❌ -5.3% 0.61 51.3% 6
FMM-B.ST +7.4% +12.9% ❌ -5.5% 0.26 57.5% 9
EAST.ST -2.3% +3.2% ❌ -5.5% -0.23 71.3% 14
BIOG-B.ST +8.7% +14.3% ❌ -5.5% 0.30 59.7% 22
AFRY.ST +2.2% +7.7% ❌ -5.6% 0.04 62.5% 20
SKF-B.ST +0.5% +6.2% ❌ -5.6% -0.05 69.1% 24
SCST.ST +4.0% +9.6% ❌ -5.6% 0.10 44.5% 9
SCA-B.ST +6.1% +11.8% ❌ -5.7% 0.20 52.8% 18
NP3-PREF.ST -6.2% -0.4% ❌ -5.8% -0.93 53.2% 6
BOL.ST +6.4% +12.2% ❌ -5.8% 0.22 84.4% 19
CLA-B.ST +3.8% +9.6% ❌ -5.8% 0.09 59.6% 12
AVARDA.ST +15.8% +21.6% ❌ -5.9% 0.51 51.6% 9
WALL-B.ST +10.3% +16.2% ❌ -5.9% 0.39 52.1% 19
ORES.ST +4.9% +10.9% ❌ -6.0% 0.13 45.4% 23
BILI-A.ST +1.7% +7.8% ❌ -6.1% 0.05 63.9% 21
PCELL.ST +4.2% +10.5% ❌ -6.3% 0.26 89.1% 10
SKF-A.ST +0.2% +6.5% ❌ -6.3% -0.05 72.6% 24
ATRLJ-B.ST +3.2% +9.5% ❌ -6.3% 0.07 56.8% 20
NMAN.ST +1.0% +7.4% ❌ -6.4% 0.05 47.1% 13
ESSITY-A.ST -5.3% +1.2% ❌ -6.5% -0.57 45.9% 11
ESSITY.ST -5.5% +1.2% ❌ -6.6% -0.62 46.3% 10
MIPS.ST +16.5% +23.2% ❌ -6.7% 0.49 53.2% 5
COOR.ST -4.6% +2.2% ❌ -6.8% -0.26 77.6% 9
^OMX +3.6% +10.4% ❌ -6.8% 0.04 34.6% 12
INTEA-D.ST -6.6% +0.2% ❌ -6.8% -0.76 17.7% 1
THULE.ST +1.8% +8.8% ❌ -6.9% 0.02 54.9% 6
HEXA-B.ST +9.6% +16.6% ❌ -7.0% 0.33 58.0% 16
^OMXSPI +1.5% +8.6% ❌ -7.1% -0.12 34.6% 11
NEWA-B.ST +10.0% +17.2% ❌ -7.2% 0.34 62.5% 23
SWEC-A.ST +6.3% +13.7% ❌ -7.4% 0.22 60.4% 17
LAGR-B.ST +11.2% +18.6% ❌ -7.4% 0.37 45.5% 15
BEIA-B.ST +4.9% +12.3% ❌ -7.4% 0.15 69.2% 21
AQ.ST +12.0% +19.5% ❌ -7.5% 0.41 54.6% 15
MCOV-B.ST +7.9% +15.4% ❌ -7.5% 0.27 58.9% 9
INDT.ST +10.0% +17.7% ❌ -7.7% 0.35 42.8% 13
AAK.ST +2.8% +10.5% ❌ -7.7% 0.02 48.8% 18
ALIF-B.ST +11.8% +19.6% ❌ -7.8% 0.38 69.8% 8
PLAZ-B.ST +0.9% +8.7% ❌ -7.8% -0.03 53.4% 12
BOOZT.ST -0.8% +7.1% ❌ -7.8% -0.01 58.6% 10
VICO.ST -1.1% +6.9% ❌ -8.0% 0.13 81.0% 8
LATO-B.ST +8.5% +16.5% ❌ -8.0% 0.31 42.9% 15
CAMX.ST +15.4% +23.7% ❌ -8.3% 0.48 50.4% 7
OEM-B.ST +4.4% +12.7% ❌ -8.3% 0.14 49.6% 22
VOLV-B.ST +6.4% +14.8% ❌ -8.4% 0.21 60.5% 20
TROAX.ST +7.6% +16.1% ❌ -8.5% 0.26 70.3% 9
REJL-B.ST -1.8% +6.7% ❌ -8.5% -0.11 62.5% 17
EGTX.ST -11.1% -2.6% ❌ -8.6% -0.11 94.7% 17
LIME.ST +7.6% +16.3% ❌ -8.7% 0.27 67.1% 7
INWI.ST -0.6% +9.1% ❌ -9.7% -0.07 60.7% 11
CAST.ST +4.8% +14.5% ❌ -9.8% 0.13 47.4% 20
XVIVO.ST +10.8% +20.6% ❌ -9.8% 0.35 55.1% 10
GETIB-ST.ST -16.9% -6.8% ❌ -10.1% -1.05 65.2% 5
BRAV.ST +0.7% +10.9% ❌ -10.2% -0.03 49.0% 10
LUG.ST +20.7% +31.0% ❌ -10.3% 0.60 54.2% 9
BUFAB.ST +12.3% +22.7% ❌ -10.4% 0.41 56.0% 8
VIT-B.ST +13.8% +24.6% ❌ -10.7% 0.45 71.6% 18
OVZON.ST -10.2% +0.7% ❌ -10.9% -0.16 80.0% 7
GETIB-ST -0.2% +10.7% ❌ -10.9% -0.06 79.7% 24
LIFCO-B.ST +13.0% +23.9% ❌ -10.9% 0.45 49.4% 7
EPI-A.ST +2.9% +13.9% ❌ -11.1% 0.06 46.2% 9
EPI-B.ST +1.5% +12.8% ❌ -11.2% 0.01 49.6% 10
NP3.ST +7.7% +19.1% ❌ -11.3% 0.26 52.8% 10
LUMI.ST +8.1% +19.7% ❌ -11.6% 0.28 60.0% 6
GRNG.ST +1.6% +13.7% ❌ -12.0% 0.03 50.1% 13
SAAB-B.ST +2.5% +14.6% ❌ -12.1% 0.05 67.9% 23
SAVE.ST +11.8% +25.0% ❌ -13.3% 0.42 35.2% 3
LOOMIS.ST -0.4% +13.6% ❌ -14.0% -0.10 75.6% 17
SHOT.ST -7.7% +6.4% ❌ -14.2% -0.24 85.7% 11
NCAB.ST +16.1% +31.8% ❌ -15.6% 0.47 47.9% 6
PNDX-B.ST -12.0% +4.4% ❌ -16.4% -0.61 79.4% 13
NORION.ST -4.7% +11.8% ❌ -16.5% -0.26 45.3% 4
HMS.ST +1.9% +19.4% ❌ -17.5% 0.08 66.8% 17
ALLIGO-B.ST -8.8% +11.1% ❌ -19.9% -0.36 71.7% 9
SECO-B.ST +4.8% +25.3% ❌ -20.5% 0.18 70.2% 10
ASMDEE-B.ST +1.2% +21.8% ❌ -20.6% -0.13 15.2% 2
ALLEI.ST +11.2% +31.9% ❌ -20.7% 0.39 28.7% 4
EVO.ST +19.0% +40.0% ❌ -21.1% 0.59 58.3% 8
EPRO-B.ST -8.1% +13.1% ❌ -21.1% -0.41 61.3% 7
SBB-B.ST +7.1% +28.6% ❌ -21.6% 0.25 78.0% 7
KARNEL-B.ST +10.4% +32.7% ❌ -22.3% 0.36 22.9% 3
EQT.ST -0.9% +22.1% ❌ -23.0% -0.03 67.5% 6
MILDEF.ST +12.4% +39.0% ❌ -26.6% 0.39 53.1% 5
RUSTA.ST -6.9% +21.6% ❌ -28.5% -0.37 37.2% 4
OCTV-SDB.ST 0.0% +30.0% ❌ -30.0% 0.00 0.0% 0
BIOA-B.ST -3.7% +31.7% ❌ -35.4% 0.13 73.4% 8
INTEA-B.ST -4.4% +32.1% ❌ -36.6% -0.49 10.8% 2
TANGEN-B.ST 0.0% +118.1% ❌ -118.1% 0.00 0.0% 0
NTECH.ST 0.0% +143.0% ❌ -143.0% 0.00 0.0% 0

πŸ€– NN + FFT signalbacktest

πŸ“Š NN trΓ€ffsΓ€kerhet per horisont (konf β‰₯65%)

HorisontSignalerTrΓ€ff%Edge%
1d 11,748 52.4% -0.090%
2d 12,380 56.1% 0.343%
3d 13,784 57.9% 0.573%
4d 12,881 61.9% 0.957%
5d 14,877 58.6% 1.834%

βš”οΈ Regler vs NN (5d horisont)

MetodSignalerTrΓ€ff%Edge%
Regelsignaler (buy) 3,100 49.2% β€”
Ultimate buy/sell 638 48.0% β€”
NN signal_3class 13,954 56.8% 0.782%
Ultimate buy/sell 939 53.5% 0.264%
Rules buy/sell (netto) 1,364 52.4% 0.246%

RegeltrΓ€ff 1d, NN signal_3class 5d period

Ingen NN/FFT-data fΓΆr horisont 0d. TillgΓ€ngliga horisonter: 1d, 2d, 3d, 4d, 5d.

πŸ”¬ Kombinationsanalys β€” bΓ€sta indikatorkombinationer

Inga kombinationsresultat fΓΆr min Beat% = 30%. SΓ€nk grΓ€nsen: