π Backtesting
Startkapital: 100 000 SEK Β· Courtage: 0.1% Β· 33 strategier Β· 307 aktier
π Buy & Hold β referens (genomsnitt fΓΆr universet)
5.0%
CAGR %
0.23
Sharpe
72.0%
Max DD %
0.19
Calmar
0.00
Profit Factor
π Alla strategier vs Buy & Hold
| Strategi | CAGR% | vs B&H | Sharpe | Calmar | Max DD% | Win% | Trades | Tickers |
|---|---|---|---|---|---|---|---|---|
| sma_rsi | +4.4% | β -0.6% | 0.10 | 0.11 | 53.6% | 26.1% | 12 | 307 |
| signal_1 | +4.2% | β -0.8% | 0.21 | 0.12 | 71.1% | 38.3% | 2 | 307 |
| sma_cross | +4.1% | β -0.9% | 0.08 | 0.09 | 53.0% | 25.9% | 11 | 307 |
| momentum_high_beta | +4.1% | β -0.9% | 0.14 | 0.09 | 61.7% | 31.0% | 9 | 307 |
| ultimate | +4.0% | β -1.0% | 0.20 | 0.08 | 70.9% | 38.7% | 1 | 307 |
| signal_2 | +4.0% | β -1.0% | 0.20 | 0.08 | 70.9% | 38.7% | 1 | 307 |
| macd_vol_trend | +3.7% | β -1.3% | 0.10 | 0.08 | 56.4% | 29.6% | 4 | 307 |
| ensemble_adaptive | +3.3% | β -1.7% | 0.12 | 0.10 | 60.7% | 32.8% | 15 | 307 |
| ema_cross | +3.0% | β -2.0% | 0.05 | 0.06 | 56.5% | 18.8% | 38 | 307 |
| trend_regime | +2.8% | β -2.2% | -0.11 | 0.08 | 47.6% | 25.1% | 9 | 307 |
| vol_target_trend | +2.8% | β -2.2% | -0.13 | 0.09 | 36.4% | 25.3% | 10 | 307 |
| macro_sma_cross | +2.7% | β -2.3% | -0.11 | 0.06 | 43.4% | 24.7% | 8 | 307 |
| bb_squeeze_breakout | +1.9% | β -3.1% | 0.02 | 0.05 | 56.8% | 27.1% | 16 | 307 |
| mean_reversion_bounce | +1.7% | β -3.3% | 0.08 | 0.31 | 62.8% | 36.4% | 48 | 307 |
| regime_adaptive | +1.5% | β -3.5% | 0.03 | 0.06 | 57.1% | 35.8% | 16 | 307 |
| channel_breakout | +1.4% | β -3.6% | 0.06 | 0.21 | 59.2% | 36.7% | 22 | 307 |
| bb_rsi | +1.3% | β -3.7% | 0.07 | 0.28 | 62.8% | 36.8% | 42 | 307 |
| rsi_only | +1.2% | β -3.8% | 0.07 | 0.07 | 63.4% | 37.0% | 26 | 307 |
| zscore_reversion | +1.2% | β -3.8% | 0.05 | 0.06 | 62.5% | 35.6% | 45 | 307 |
| choppy_flat | +1.2% | β -3.8% | 0.05 | 0.06 | 62.8% | 35.6% | 47 | 307 |
| macd_fast_reversal | +1.0% | β -4.0% | 0.05 | 0.05 | 61.1% | 37.2% | 32 | 307 |
| mean_reversion_regime | +0.5% | β -4.5% | 0.03 | 0.05 | 60.5% | 36.3% | 16 | 307 |
| adx_trend | +0.3% | β -4.7% | -0.20 | 0.04 | 45.8% | 20.9% | 59 | 307 |
| supertrend | +0.3% | β -4.7% | -0.04 | 0.02 | 62.2% | 21.8% | 57 | 307 |
| bb_macd | +0.3% | β -4.7% | -0.02 | 0.06 | 54.2% | 30.2% | 14 | 307 |
| atr_breakout | 0.0% | β -5.0% | 0.00 | 0.00 | 0.1% | 0.0% | 0 | 307 |
| pullback_trend | 0.0% | β -5.0% | -0.67 | 0.05 | 21.0% | 27.8% | 8 | 307 |
| nn_conf_trend | -0.1% | β -5.1% | 0.02 | 0.00 | 7.8% | 20.0% | 0 | 30 |
| rsi_macd | -0.4% | β -5.4% | -0.01 | 0.03 | 58.3% | 32.2% | 5 | 307 |
| macro_momentum | -0.6% | β -5.6% | -0.12 | 0.02 | 57.9% | 19.0% | 70 | 307 |
| psar_follow | -1.2% | β -6.2% | -0.05 | 0.04 | 67.1% | 22.0% | 161 | 307 |
| macd_cross | -1.6% | β -6.6% | -0.06 | 0.00 | 65.9% | 19.6% | 161 | 307 |
| vortex | -2.1% | β -7.1% | -0.08 | 0.04 | 68.4% | 19.7% | 211 | 307 |
π Detalj per aktie β strategi vs Buy & Hold
β SlΓ₯r B&H pΓ₯ 142/307 aktier | π Positiv CAGR pΓ₯ 222/307 aktier
π KΓΆpkandidater (positiv + slΓ₯r B&H)
| Ticker | Strat CAGR | B&H CAGR | Diff | Sharpe | Trades |
|---|---|---|---|---|---|
| VESTUM.ST | +7.1% | -25.1% | β +32.1% | 0.25 | 9 |
| FLAT-B.ST | +9.2% | -22.7% | β +31.9% | 0.33 | 1 |
| VIMIAN.ST | +5.9% | -17.0% | β +22.9% | 0.19 | 3 |
| DUST.ST | +1.3% | -21.6% | β +22.9% | -0.04 | 8 |
| HEM.ST | +12.0% | -9.4% | β +21.4% | 0.43 | 3 |
| CORE-B.ST | +6.8% | -13.9% | β +20.7% | 0.23 | 3 |
| NIVI-B.ST | +2.7% | -17.4% | β +20.1% | -0.03 | 2 |
| BHG.ST | +10.6% | -8.8% | β +19.4% | 0.35 | 4 |
| TRUE-B.ST | +2.1% | -17.2% | β +19.3% | 0.09 | 2 |
| YUBICO.ST | +16.3% | -2.9% | β +19.2% | 0.50 | 1 |
β οΈ SΓ€mst vs Buy & Hold
| Ticker | Strat CAGR | B&H CAGR | Diff | Sharpe | Trades |
|---|---|---|---|---|---|
| NTECH.ST | 0.0% | +143.0% | β -143.0% | 0.00 | 0 |
| TANGEN-B.ST | 0.0% | +118.1% | β -118.1% | 0.00 | 0 |
| INTEA-B.ST | -4.4% | +32.1% | β -36.6% | -0.49 | 2 |
| BIOA-B.ST | -3.7% | +31.7% | β -35.4% | 0.13 | 8 |
| OCTV-SDB.ST | 0.0% | +30.0% | β -30.0% | 0.00 | 0 |
| RUSTA.ST | -6.9% | +21.6% | β -28.5% | -0.37 | 4 |
| MILDEF.ST | +12.4% | +39.0% | β -26.6% | 0.39 | 5 |
| EQT.ST | -0.9% | +22.1% | β -23.0% | -0.03 | 6 |
| KARNEL-B.ST | +10.4% | +32.7% | β -22.3% | 0.36 | 3 |
| SBB-B.ST | +7.1% | +28.6% | β -21.6% | 0.25 | 7 |
Visa alla 307 aktier
| Ticker | Strat CAGR | B&H CAGR | Diff | Strat Sharpe | Strat DD% | Trades |
|---|---|---|---|---|---|---|
| SILEX.ST | 0.0% | -78.8% | β +78.8% | 0.00 | 0.0% | 0 |
| VPLAY-A.ST | -12.7% | -64.6% | β +51.9% | -0.48 | 51.8% | 3 |
| ALVO-SDB.ST | 0.0% | -47.3% | β +47.3% | 0.00 | 0.0% | 0 |
| VSURE.ST | 0.0% | -47.1% | β +47.1% | 0.00 | 0.0% | 0 |
| SMCRT.ST | 0.0% | -46.9% | β +46.9% | 0.00 | 0.0% | 0 |
| VESTUM.ST | +7.1% | -25.1% | β +32.1% | 0.25 | 80.1% | 9 |
| FLAT-B.ST | +9.2% | -22.7% | β +31.9% | 0.33 | 39.6% | 1 |
| VIMIAN.ST | +5.9% | -17.0% | β +22.9% | 0.19 | 23.7% | 3 |
| DUST.ST | +1.3% | -21.6% | β +22.9% | -0.04 | 37.1% | 8 |
| HEM.ST | +12.0% | -9.4% | β +21.4% | 0.43 | 30.8% | 3 |
| CORE-B.ST | +6.8% | -13.9% | β +20.7% | 0.23 | 46.9% | 3 |
| NIVI-B.ST | +2.7% | -17.4% | β +20.1% | -0.03 | 26.3% | 2 |
| BONAV-A.ST | -3.4% | -22.9% | β +19.5% | -0.20 | 41.0% | 6 |
| BHG.ST | +10.6% | -8.8% | β +19.4% | 0.35 | 64.7% | 4 |
| CINT.ST | -20.2% | -39.5% | β +19.3% | -0.78 | 76.5% | 4 |
| TRUE-B.ST | +2.1% | -17.2% | β +19.3% | 0.09 | 43.5% | 2 |
| YUBICO.ST | +16.3% | -2.9% | β +19.2% | 0.50 | 34.3% | 1 |
| VPLAY-B.ST | -22.3% | -41.4% | β +19.0% | -0.49 | 89.1% | 7 |
| STOR-B.ST | -6.7% | -25.5% | β +18.8% | -0.18 | 45.5% | 3 |
| BONAV-B.ST | -2.7% | -20.5% | β +17.8% | -0.26 | 41.8% | 6 |
| CORE-A.ST | +6.2% | -11.5% | β +17.7% | 0.23 | 57.9% | 11 |
| KLARA-B.ST | -6.8% | -23.5% | β +16.6% | -0.57 | 36.2% | 2 |
| ACAST.ST | +17.0% | +0.5% | β +16.6% | 0.54 | 34.7% | 3 |
| ENGCON-B.ST | +9.5% | -5.6% | β +15.1% | 0.32 | 28.5% | 3 |
| SAGA-A.ST | +16.2% | +1.7% | β +14.6% | 0.51 | 53.9% | 16 |
| ANOD-B.ST | -0.2% | -14.6% | β +14.5% | 0.00 | 69.2% | 24 |
| GARO.ST | +7.3% | -5.8% | β +13.1% | 0.25 | 51.7% | 4 |
| MORROW.ST | +3.0% | -10.1% | β +13.0% | 0.00 | 16.0% | 1 |
| SF.ST | +14.6% | +1.8% | β +12.8% | 0.46 | 66.1% | 5 |
| GPG.ST | -0.1% | -12.6% | β +12.5% | -0.11 | 47.1% | 3 |
| HUMBLE.ST | +6.2% | -6.1% | β +12.3% | 0.28 | 82.6% | 9 |
| NELLY.ST | +9.4% | -2.8% | β +12.2% | 0.32 | 66.7% | 7 |
| CORE-D.ST | +7.3% | -4.8% | β +12.0% | 0.31 | 26.2% | 2 |
| RVRC.ST | +3.7% | -8.1% | β +11.8% | 0.12 | 44.9% | 5 |
| LOGI-B.ST | -3.1% | -14.6% | β +11.5% | -0.24 | 31.4% | 3 |
| DYVOX.ST | +33.4% | +22.0% | β +11.4% | 0.88 | 32.4% | 1 |
| BESQAB.ST | -3.0% | -14.3% | β +11.3% | -0.47 | 22.6% | 4 |
| PUBLI.ST | 0.0% | -10.8% | β +10.8% | 0.00 | 0.0% | 0 |
| VOLO.ST | +2.5% | -8.1% | β +10.6% | 0.08 | 58.9% | 7 |
| KNOW.ST | +7.9% | -2.7% | β +10.6% | 0.27 | 61.6% | 16 |
| BRIN-B.ST | +4.2% | -6.1% | β +10.3% | 0.12 | 57.4% | 4 |
| IVSO.ST | +23.5% | +13.2% | β +10.3% | 0.67 | 45.7% | 8 |
| KFAST-B.ST | -3.9% | -13.8% | β +9.9% | -0.11 | 67.6% | 5 |
| BALD-B.ST | +4.0% | -5.7% | β +9.8% | 0.15 | 93.7% | 16 |
| NOBI.ST | +3.0% | -6.4% | β +9.4% | 0.09 | 81.5% | 13 |
| SVEAF.ST | -2.6% | -11.7% | β +9.1% | -0.43 | 22.0% | 1 |
| BETS-B.ST | +12.8% | +4.1% | β +8.6% | 0.41 | 51.0% | 18 |
| ELUX-A.ST | +0.5% | -7.7% | β +8.2% | 0.07 | 56.3% | 17 |
| MER.ST | +9.3% | +1.3% | β +8.0% | 0.31 | 73.2% | 10 |
| ERIC-B.ST | +2.0% | -6.0% | β +8.0% | 0.02 | 58.5% | 19 |
| HPOL-B.ST | +19.4% | +11.5% | β +7.9% | 0.44 | 69.7% | 13 |
| ROKO-B.ST | -2.7% | -10.5% | β +7.8% | -0.59 | 9.6% | 1 |
| LUNE.ST | +6.6% | -0.8% | β +7.5% | 0.27 | 70.5% | 3 |
| APOTEA.ST | -3.2% | -10.6% | β +7.4% | -0.52 | 15.0% | 2 |
| JOMA.ST | +2.6% | -4.8% | β +7.4% | 0.02 | 34.8% | 5 |
| FG.ST | -15.0% | -22.3% | β +7.4% | -1.04 | 67.1% | 4 |
| VOLVCAR-B.ST | -13.7% | -21.1% | β +7.4% | -1.05 | 54.3% | 3 |
| VISC.ST | +0.2% | -7.1% | β +7.3% | 0.19 | 86.5% | 14 |
| ARP.ST | +10.9% | +3.9% | β +7.0% | 0.36 | 51.3% | 6 |
| ELAN-B.ST | +2.6% | -4.4% | β +7.0% | 0.06 | 60.2% | 18 |
| 8TRA.ST | +11.9% | +5.1% | β +6.8% | 0.44 | 45.4% | 5 |
| GREEN.ST | +8.4% | +1.7% | β +6.7% | 0.28 | 43.2% | 4 |
| SBB-D.ST | -12.2% | -18.8% | β +6.6% | -0.32 | 71.0% | 6 |
| ERIC-A.ST | +0.6% | -5.8% | β +6.4% | -0.05 | 61.8% | 21 |
| VEFAB.ST | -7.2% | -13.4% | β +6.2% | -0.54 | 43.3% | 4 |
| ARJO-B.ST | +8.2% | +2.0% | β +6.2% | 0.28 | 54.8% | 3 |
| VIVA.ST | -1.6% | -7.6% | β +6.1% | -0.42 | 22.1% | 2 |
| NETI-B.ST | -0.2% | -6.1% | β +5.9% | 0.05 | 71.7% | 16 |
| TRIAN-B.ST | +9.2% | +3.2% | β +5.9% | 0.32 | 32.9% | 5 |
| SDIP-B.ST | +23.2% | +17.3% | β +5.9% | 0.67 | 50.5% | 4 |
| NOBA.ST | 0.0% | -5.8% | β +5.8% | 0.00 | 0.0% | 0 |
| BERG-B.ST | +8.5% | +3.1% | β +5.4% | 0.33 | 85.7% | 13 |
| G2M.ST | +2.1% | -3.2% | β +5.4% | 0.09 | 53.5% | 7 |
| BURE.ST | +7.2% | +2.0% | β +5.2% | 0.25 | 53.5% | 18 |
| BEIJ-B.ST | +11.5% | +6.3% | β +5.1% | 0.40 | 47.9% | 14 |
| JM.ST | +7.7% | +2.8% | β +4.9% | 0.26 | 65.8% | 15 |
| NEOBO.ST | +6.3% | +1.5% | β +4.9% | 0.21 | 38.7% | 2 |
| AZA.ST | +11.1% | +6.2% | β +4.9% | 0.38 | 64.4% | 22 |
| INSTAL.ST | +16.4% | +11.5% | β +4.8% | 0.53 | 57.9% | 5 |
| LINC.ST | -2.2% | -6.9% | β +4.7% | -0.21 | 40.3% | 4 |
| BINV.ST | -9.0% | -13.6% | β +4.7% | -0.34 | 93.9% | 20 |
| PACT.ST | +6.3% | +1.7% | β +4.6% | 0.21 | 51.0% | 18 |
| ENITY.ST | +5.6% | +1.6% | β +4.1% | 0.31 | 0.9% | 1 |
| BTS-B.ST | +12.9% | +9.0% | β +3.9% | 0.44 | 51.1% | 14 |
| RAY-B.ST | +12.7% | +8.8% | β +3.9% | 0.40 | 74.5% | 21 |
| INTRUM.ST | -6.5% | -10.3% | β +3.8% | -0.34 | 90.7% | 22 |
| KINV-A.ST | +2.8% | -0.9% | β +3.6% | 0.08 | 72.5% | 21 |
| KINV-B.ST | +4.0% | +0.5% | β +3.5% | 0.10 | 63.1% | 20 |
| SVED-B.ST | +8.7% | +5.2% | β +3.4% | 0.30 | 56.8% | 18 |
| INDU-C.ST | +10.2% | +6.9% | β +3.3% | 0.41 | 33.2% | 14 |
| CAT-B.ST | +1.6% | -1.7% | β +3.3% | 0.04 | 71.9% | 18 |
| ELUX.ST | -1.3% | -4.6% | β +3.3% | -0.10 | 79.6% | 19 |
| HNSA.ST | +12.2% | +8.9% | β +3.2% | 0.39 | 66.4% | 13 |
| INDU-A.ST | +9.7% | +6.8% | β +2.9% | 0.39 | 39.5% | 14 |
| MMGR-B.ST | +17.7% | +14.9% | β +2.8% | 0.55 | 29.9% | 1 |
| TEL2-A.ST | +4.0% | +1.2% | β +2.7% | 0.11 | 61.3% | 14 |
| HTRO.ST | +39.1% | +36.5% | β +2.6% | 0.85 | 64.5% | 9 |
| ATT.ST | +7.3% | +5.0% | β +2.3% | 0.25 | 53.7% | 7 |
| ALIG.ST | +7.6% | +5.3% | β +2.3% | 0.26 | 36.3% | 7 |
| XANO-B.ST | +11.4% | +9.1% | β +2.3% | 0.36 | 67.6% | 17 |
| KABE-B.ST | +16.4% | +14.1% | β +2.3% | 0.56 | 45.2% | 13 |
| EMBRAC-B.ST | +13.3% | +11.1% | β +2.2% | 0.42 | 50.5% | 5 |
| CIBUS.ST | +6.2% | +4.0% | β +2.2% | 0.20 | 37.2% | 5 |
| ABB.ST | +9.9% | +7.7% | β +2.2% | 0.36 | 59.1% | 18 |
| ASKER.ST | -2.3% | -4.3% | β +2.0% | -0.50 | 12.2% | 1 |
| SSAB-A.ST | +6.7% | +4.7% | β +2.0% | 0.23 | 71.6% | 18 |
| CAT-A.ST | +0.2% | -1.6% | β +1.8% | 0.18 | 78.8% | 19 |
| NCC-A.ST | +5.8% | +4.1% | β +1.8% | 0.19 | 61.3% | 21 |
| NOLA-B.ST | +7.0% | +5.4% | β +1.7% | 0.24 | 67.4% | 20 |
| ITAB.ST | +9.0% | +7.5% | β +1.5% | 0.30 | 71.2% | 13 |
| SSAB-B.ST | +6.0% | +4.6% | β +1.4% | 0.21 | 70.6% | 17 |
| VNV.ST | -17.8% | -19.1% | β +1.4% | -1.02 | 70.6% | 5 |
| LIAB.ST | +1.8% | +0.5% | β +1.3% | 0.03 | 50.4% | 14 |
| FAG.ST | +4.3% | +3.0% | β +1.3% | 0.13 | 65.9% | 18 |
| SWED-A.ST | +6.2% | +4.9% | β +1.3% | 0.20 | 58.0% | 14 |
| EMIL-PREF.ST | +1.3% | 0.0% | β +1.3% | -0.35 | 13.3% | 3 |
| BONEX.ST | +25.4% | +24.2% | β +1.3% | 0.69 | 57.4% | 5 |
| TIETOS.ST | -1.9% | -3.2% | β +1.2% | -0.16 | 62.8% | 24 |
| HANZA.ST | +16.3% | +15.3% | β +0.9% | 0.49 | 61.4% | 9 |
| SAGA-D.ST | +2.4% | +1.5% | β +0.9% | -0.13 | 16.8% | 6 |
| BESQAB-PREF-B.ST | +1.2% | +0.3% | β +0.9% | -0.27 | 16.8% | 3 |
| TEL2-B.ST | +6.1% | +5.3% | β +0.9% | 0.20 | 42.8% | 14 |
| SLP-B.ST | -1.6% | -2.4% | β +0.8% | -0.13 | 28.2% | 4 |
| CORE-PREF.ST | +0.2% | -0.5% | β +0.7% | -0.34 | 38.5% | 10 |
| HUSQ-B.ST | -5.0% | -5.7% | β +0.7% | -0.19 | 82.3% | 20 |
| TELIA.ST | +11.0% | +10.4% | β +0.6% | 0.19 | 67.0% | 21 |
| EWRK.ST | +1.6% | +1.1% | β +0.5% | 0.03 | 64.5% | 16 |
| CTT.ST | +4.7% | +4.2% | β +0.5% | 0.17 | 73.4% | 16 |
| IPCO.ST | +23.6% | +23.1% | β +0.5% | 0.68 | 66.8% | 6 |
| EMIL-B.ST | +16.4% | +16.0% | β +0.4% | 0.58 | 22.5% | 2 |
| HEBA-B.ST | +8.1% | +7.7% | β +0.4% | 0.28 | 32.0% | 19 |
| INVE-B.ST | +10.8% | +10.3% | β +0.4% | 0.45 | 32.2% | 16 |
| SKA-B.ST | +5.2% | +4.8% | β +0.4% | 0.15 | 42.1% | 17 |
| TRAC-B.ST | +7.3% | +6.9% | β +0.4% | 0.25 | 33.4% | 17 |
| NCC-B.ST | +4.3% | +4.0% | β +0.3% | 0.12 | 65.5% | 20 |
| HUSQ-A.ST | -4.4% | -4.7% | β +0.3% | -0.12 | 73.5% | 22 |
| DOM.ST | -7.3% | -7.5% | β +0.2% | -0.37 | 67.2% | 10 |
| ACAD.ST | +6.2% | +5.9% | β +0.2% | 0.20 | 44.2% | 9 |
| NOTE.ST | +7.2% | +7.1% | β +0.2% | 0.25 | 66.9% | 16 |
| STE-A.ST | -1.0% | -1.1% | β +0.1% | -0.13 | 61.9% | 22 |
| FPAR-A.ST | +11.7% | +11.7% | β +0.1% | 0.40 | 52.1% | 12 |
| BETCO.ST | +7.1% | +7.0% | β +0.0% | 0.24 | 51.9% | 5 |
| AMBEA.ST | +9.6% | +9.6% | β 0.0% | 0.34 | 63.3% | 5 |
| SAMPO-SEK.ST | -0.5% | -0.4% | β 0.0% | -0.28 | 15.5% | 3 |
| STE-R.ST | -1.2% | -1.1% | β 0.0% | -0.15 | 71.9% | 20 |
| INVA.ST | +10.2% | +10.3% | β -0.1% | 0.42 | 31.6% | 19 |
| VOLO-PREF.ST | +1.8% | +1.9% | β -0.1% | -0.31 | 18.6% | 6 |
| FPAR-D.ST | -3.6% | -3.5% | β -0.1% | -0.64 | 32.7% | 6 |
| RATO-B.ST | +2.8% | +3.1% | β -0.3% | 0.05 | 72.0% | 20 |
| CCC.ST | -1.9% | -1.2% | β -0.7% | -0.08 | 64.6% | 13 |
| HACK.ST | +0.9% | +1.6% | β -0.8% | -0.07 | 17.1% | 1 |
| SYNSAM.ST | -0.4% | +0.3% | β -0.8% | -0.11 | 32.8% | 4 |
| HUM.ST | -0.5% | +0.4% | β -0.8% | -0.07 | 64.6% | 8 |
| HM-B.ST | 0.0% | +0.9% | β -0.9% | -0.11 | 51.8% | 22 |
| BICO.ST | +2.5% | +3.4% | β -1.0% | 0.16 | 88.5% | 7 |
| SOBI.ST | +10.7% | +11.9% | β -1.2% | 0.36 | 54.1% | 12 |
| VITR.ST | +10.9% | +12.2% | β -1.2% | 0.36 | 57.9% | 17 |
| RATO-A.ST | +1.7% | +3.0% | β -1.3% | 0.10 | 83.9% | 23 |
| NDA-SE.ST | +4.9% | +6.3% | β -1.3% | 0.14 | 49.7% | 17 |
| STORY-B.ST | +7.0% | +8.3% | β -1.4% | 0.36 | 97.2% | 13 |
| BMAX.ST | -1.1% | +0.3% | β -1.4% | -0.09 | 51.6% | 9 |
| MTG-B.ST | -1.1% | +0.3% | β -1.5% | -0.10 | 76.6% | 25 |
| FABG.ST | +4.2% | +5.7% | β -1.5% | 0.11 | 60.7% | 20 |
| PRISMA.ST | -5.5% | -4.0% | β -1.5% | -0.97 | 17.2% | 3 |
| FLERIE.ST | -23.3% | -21.7% | β -1.6% | -0.72 | 94.1% | 10 |
| LUND-B.ST | +10.2% | +11.8% | β -1.6% | 0.43 | 36.5% | 14 |
| SEB-C.ST | +5.2% | +6.9% | β -1.7% | 0.15 | 48.0% | 24 |
| BILL.ST | -2.0% | -0.2% | β -1.8% | -0.02 | 87.5% | 20 |
| WIHL.ST | +8.7% | +10.5% | β -1.8% | 0.30 | 48.6% | 17 |
| SECU-B.ST | -2.1% | -0.2% | β -1.9% | -0.23 | 67.4% | 23 |
| VBG-B.ST | +8.3% | +10.3% | β -2.0% | 0.28 | 65.5% | 15 |
| CLAS-B.ST | +8.7% | +10.7% | β -2.0% | 0.30 | 56.0% | 20 |
| MYCR.ST | +1.6% | +3.6% | β -2.0% | 0.11 | 76.8% | 21 |
| PEAB-B.ST | +7.6% | +9.6% | β -2.0% | 0.26 | 51.8% | 20 |
| MTRS.ST | +9.2% | +11.3% | β -2.1% | 0.31 | 57.6% | 5 |
| VOLV-A.ST | +6.2% | +8.2% | β -2.1% | 0.20 | 63.3% | 19 |
| ATCO-B.ST | +10.1% | +12.3% | β -2.1% | 0.35 | 39.4% | 16 |
| CRED-A.ST | +12.0% | +14.1% | β -2.1% | 0.41 | 51.9% | 10 |
| ATCO-A.ST | +10.7% | +13.0% | β -2.3% | 0.38 | 43.4% | 17 |
| AJA-B.ST | +9.7% | +12.1% | β -2.4% | 0.33 | 39.0% | 7 |
| SFAST.ST | +1.2% | +3.6% | β -2.4% | -0.03 | 45.0% | 4 |
| CATE.ST | +3.9% | +6.3% | β -2.4% | 0.12 | 59.5% | 20 |
| SCA-A.ST | +4.5% | +7.0% | β -2.5% | 0.12 | 50.4% | 19 |
| SVOL-A.ST | +8.9% | +11.5% | β -2.6% | 0.32 | 73.0% | 15 |
| PDX.ST | +7.0% | +9.7% | β -2.7% | 0.25 | 62.1% | 6 |
| SAND.ST | +5.0% | +7.7% | β -2.7% | 0.15 | 52.2% | 19 |
| HOFI.ST | +7.8% | +10.5% | β -2.7% | 0.27 | 66.6% | 8 |
| KAR.ST | +6.7% | +9.5% | β -2.8% | 0.23 | 25.6% | 3 |
| HUFV-A.ST | +2.7% | +5.5% | β -2.8% | 0.01 | 55.2% | 22 |
| ORRON.ST | +14.7% | +17.6% | β -2.9% | 0.45 | 70.5% | 16 |
| HOLM-B.ST | -0.2% | +2.8% | β -3.0% | -0.13 | 58.0% | 24 |
| HOLM-A.ST | -0.2% | +2.9% | β -3.0% | -0.01 | 59.4% | 29 |
| SEB-A.ST | +3.2% | +6.2% | β -3.1% | 0.06 | 60.2% | 22 |
| ADDT-B.ST | +5.5% | +8.6% | β -3.1% | 0.32 | 94.1% | 17 |
| NIBE-B.ST | +15.5% | +18.7% | β -3.2% | 0.53 | 64.6% | 15 |
| CEVI.ST | +10.4% | +14.0% | β -3.6% | 0.34 | 61.5% | 15 |
| FOI-B.ST | -4.1% | -0.5% | β -3.7% | -0.31 | 72.2% | 11 |
| SYSR.ST | +4.5% | +8.3% | β -3.8% | 0.14 | 51.1% | 14 |
| MCAP.ST | +18.8% | +22.6% | β -3.8% | 0.58 | 55.1% | 10 |
| SWEC-B.ST | +10.2% | +14.0% | β -3.8% | 0.36 | 50.4% | 18 |
| SVOL-B.ST | +3.2% | +7.1% | β -3.9% | 0.06 | 62.2% | 22 |
| STEF-B.ST | +11.0% | +14.9% | β -3.9% | 0.38 | 68.1% | 11 |
| SHBA.ST | +1.6% | +5.6% | β -4.0% | -0.05 | 54.6% | 20 |
| SHB-B.ST | +3.6% | +7.7% | β -4.1% | 0.06 | 39.1% | 18 |
| ARION-SDB.ST | +5.4% | +9.5% | β -4.1% | 0.17 | 42.8% | 8 |
| ASSA.ST | +4.5% | +8.7% | β -4.2% | 0.11 | 46.9% | 18 |
| AXFOOD.ST | +5.9% | +10.2% | β -4.3% | 0.19 | 34.4% | 22 |
| AZN.ST | +1.6% | +5.9% | β -4.3% | -0.03 | 50.3% | 21 |
| ENEA.ST | -4.4% | 0.0% | β -4.4% | -0.18 | 74.4% | 18 |
| DUNI.ST | -1.8% | +2.7% | β -4.5% | -0.17 | 72.1% | 17 |
| ALTRA.ST | +3.6% | +8.1% | β -4.5% | 0.11 | 62.6% | 5 |
| SINCH.ST | +15.4% | +19.9% | β -4.5% | 0.46 | 88.8% | 7 |
| EPEN.ST | +2.5% | +7.1% | β -4.6% | 0.08 | 85.1% | 24 |
| MEKO.ST | +2.5% | +7.1% | β -4.6% | 0.05 | 82.2% | 23 |
| ALFA.ST | +9.1% | +13.7% | β -4.6% | 0.32 | 49.9% | 17 |
| TREL-B.ST | +5.1% | +9.9% | β -4.8% | 0.16 | 60.8% | 21 |
| SKIS-B.ST | +6.0% | +10.8% | β -4.8% | 0.19 | 52.2% | 20 |
| DIOS.ST | +0.4% | +5.6% | β -5.2% | -0.08 | 55.9% | 16 |
| MTG-A.ST | -1.1% | +4.1% | β -5.2% | 0.06 | 83.9% | 24 |
| SAGA-B.ST | +17.9% | +23.2% | β -5.3% | 0.61 | 51.3% | 6 |
| FMM-B.ST | +7.4% | +12.9% | β -5.5% | 0.26 | 57.5% | 9 |
| EAST.ST | -2.3% | +3.2% | β -5.5% | -0.23 | 71.3% | 14 |
| BIOG-B.ST | +8.7% | +14.3% | β -5.5% | 0.30 | 59.7% | 22 |
| AFRY.ST | +2.2% | +7.7% | β -5.6% | 0.04 | 62.5% | 20 |
| SKF-B.ST | +0.5% | +6.2% | β -5.6% | -0.05 | 69.1% | 24 |
| SCST.ST | +4.0% | +9.6% | β -5.6% | 0.10 | 44.5% | 9 |
| SCA-B.ST | +6.1% | +11.8% | β -5.7% | 0.20 | 52.8% | 18 |
| NP3-PREF.ST | -6.2% | -0.4% | β -5.8% | -0.93 | 53.2% | 6 |
| BOL.ST | +6.4% | +12.2% | β -5.8% | 0.22 | 84.4% | 19 |
| CLA-B.ST | +3.8% | +9.6% | β -5.8% | 0.09 | 59.6% | 12 |
| AVARDA.ST | +15.8% | +21.6% | β -5.9% | 0.51 | 51.6% | 9 |
| WALL-B.ST | +10.3% | +16.2% | β -5.9% | 0.39 | 52.1% | 19 |
| ORES.ST | +4.9% | +10.9% | β -6.0% | 0.13 | 45.4% | 23 |
| BILI-A.ST | +1.7% | +7.8% | β -6.1% | 0.05 | 63.9% | 21 |
| PCELL.ST | +4.2% | +10.5% | β -6.3% | 0.26 | 89.1% | 10 |
| SKF-A.ST | +0.2% | +6.5% | β -6.3% | -0.05 | 72.6% | 24 |
| ATRLJ-B.ST | +3.2% | +9.5% | β -6.3% | 0.07 | 56.8% | 20 |
| NMAN.ST | +1.0% | +7.4% | β -6.4% | 0.05 | 47.1% | 13 |
| ESSITY-A.ST | -5.3% | +1.2% | β -6.5% | -0.57 | 45.9% | 11 |
| ESSITY.ST | -5.5% | +1.2% | β -6.6% | -0.62 | 46.3% | 10 |
| MIPS.ST | +16.5% | +23.2% | β -6.7% | 0.49 | 53.2% | 5 |
| COOR.ST | -4.6% | +2.2% | β -6.8% | -0.26 | 77.6% | 9 |
| ^OMX | +3.6% | +10.4% | β -6.8% | 0.04 | 34.6% | 12 |
| INTEA-D.ST | -6.6% | +0.2% | β -6.8% | -0.76 | 17.7% | 1 |
| THULE.ST | +1.8% | +8.8% | β -6.9% | 0.02 | 54.9% | 6 |
| HEXA-B.ST | +9.6% | +16.6% | β -7.0% | 0.33 | 58.0% | 16 |
| ^OMXSPI | +1.5% | +8.6% | β -7.1% | -0.12 | 34.6% | 11 |
| NEWA-B.ST | +10.0% | +17.2% | β -7.2% | 0.34 | 62.5% | 23 |
| SWEC-A.ST | +6.3% | +13.7% | β -7.4% | 0.22 | 60.4% | 17 |
| LAGR-B.ST | +11.2% | +18.6% | β -7.4% | 0.37 | 45.5% | 15 |
| BEIA-B.ST | +4.9% | +12.3% | β -7.4% | 0.15 | 69.2% | 21 |
| AQ.ST | +12.0% | +19.5% | β -7.5% | 0.41 | 54.6% | 15 |
| MCOV-B.ST | +7.9% | +15.4% | β -7.5% | 0.27 | 58.9% | 9 |
| INDT.ST | +10.0% | +17.7% | β -7.7% | 0.35 | 42.8% | 13 |
| AAK.ST | +2.8% | +10.5% | β -7.7% | 0.02 | 48.8% | 18 |
| ALIF-B.ST | +11.8% | +19.6% | β -7.8% | 0.38 | 69.8% | 8 |
| PLAZ-B.ST | +0.9% | +8.7% | β -7.8% | -0.03 | 53.4% | 12 |
| BOOZT.ST | -0.8% | +7.1% | β -7.8% | -0.01 | 58.6% | 10 |
| VICO.ST | -1.1% | +6.9% | β -8.0% | 0.13 | 81.0% | 8 |
| LATO-B.ST | +8.5% | +16.5% | β -8.0% | 0.31 | 42.9% | 15 |
| CAMX.ST | +15.4% | +23.7% | β -8.3% | 0.48 | 50.4% | 7 |
| OEM-B.ST | +4.4% | +12.7% | β -8.3% | 0.14 | 49.6% | 22 |
| VOLV-B.ST | +6.4% | +14.8% | β -8.4% | 0.21 | 60.5% | 20 |
| TROAX.ST | +7.6% | +16.1% | β -8.5% | 0.26 | 70.3% | 9 |
| REJL-B.ST | -1.8% | +6.7% | β -8.5% | -0.11 | 62.5% | 17 |
| EGTX.ST | -11.1% | -2.6% | β -8.6% | -0.11 | 94.7% | 17 |
| LIME.ST | +7.6% | +16.3% | β -8.7% | 0.27 | 67.1% | 7 |
| INWI.ST | -0.6% | +9.1% | β -9.7% | -0.07 | 60.7% | 11 |
| CAST.ST | +4.8% | +14.5% | β -9.8% | 0.13 | 47.4% | 20 |
| XVIVO.ST | +10.8% | +20.6% | β -9.8% | 0.35 | 55.1% | 10 |
| GETIB-ST.ST | -16.9% | -6.8% | β -10.1% | -1.05 | 65.2% | 5 |
| BRAV.ST | +0.7% | +10.9% | β -10.2% | -0.03 | 49.0% | 10 |
| LUG.ST | +20.7% | +31.0% | β -10.3% | 0.60 | 54.2% | 9 |
| BUFAB.ST | +12.3% | +22.7% | β -10.4% | 0.41 | 56.0% | 8 |
| VIT-B.ST | +13.8% | +24.6% | β -10.7% | 0.45 | 71.6% | 18 |
| OVZON.ST | -10.2% | +0.7% | β -10.9% | -0.16 | 80.0% | 7 |
| GETIB-ST | -0.2% | +10.7% | β -10.9% | -0.06 | 79.7% | 24 |
| LIFCO-B.ST | +13.0% | +23.9% | β -10.9% | 0.45 | 49.4% | 7 |
| EPI-A.ST | +2.9% | +13.9% | β -11.1% | 0.06 | 46.2% | 9 |
| EPI-B.ST | +1.5% | +12.8% | β -11.2% | 0.01 | 49.6% | 10 |
| NP3.ST | +7.7% | +19.1% | β -11.3% | 0.26 | 52.8% | 10 |
| LUMI.ST | +8.1% | +19.7% | β -11.6% | 0.28 | 60.0% | 6 |
| GRNG.ST | +1.6% | +13.7% | β -12.0% | 0.03 | 50.1% | 13 |
| SAAB-B.ST | +2.5% | +14.6% | β -12.1% | 0.05 | 67.9% | 23 |
| SAVE.ST | +11.8% | +25.0% | β -13.3% | 0.42 | 35.2% | 3 |
| LOOMIS.ST | -0.4% | +13.6% | β -14.0% | -0.10 | 75.6% | 17 |
| SHOT.ST | -7.7% | +6.4% | β -14.2% | -0.24 | 85.7% | 11 |
| NCAB.ST | +16.1% | +31.8% | β -15.6% | 0.47 | 47.9% | 6 |
| PNDX-B.ST | -12.0% | +4.4% | β -16.4% | -0.61 | 79.4% | 13 |
| NORION.ST | -4.7% | +11.8% | β -16.5% | -0.26 | 45.3% | 4 |
| HMS.ST | +1.9% | +19.4% | β -17.5% | 0.08 | 66.8% | 17 |
| ALLIGO-B.ST | -8.8% | +11.1% | β -19.9% | -0.36 | 71.7% | 9 |
| SECO-B.ST | +4.8% | +25.3% | β -20.5% | 0.18 | 70.2% | 10 |
| ASMDEE-B.ST | +1.2% | +21.8% | β -20.6% | -0.13 | 15.2% | 2 |
| ALLEI.ST | +11.2% | +31.9% | β -20.7% | 0.39 | 28.7% | 4 |
| EVO.ST | +19.0% | +40.0% | β -21.1% | 0.59 | 58.3% | 8 |
| EPRO-B.ST | -8.1% | +13.1% | β -21.1% | -0.41 | 61.3% | 7 |
| SBB-B.ST | +7.1% | +28.6% | β -21.6% | 0.25 | 78.0% | 7 |
| KARNEL-B.ST | +10.4% | +32.7% | β -22.3% | 0.36 | 22.9% | 3 |
| EQT.ST | -0.9% | +22.1% | β -23.0% | -0.03 | 67.5% | 6 |
| MILDEF.ST | +12.4% | +39.0% | β -26.6% | 0.39 | 53.1% | 5 |
| RUSTA.ST | -6.9% | +21.6% | β -28.5% | -0.37 | 37.2% | 4 |
| OCTV-SDB.ST | 0.0% | +30.0% | β -30.0% | 0.00 | 0.0% | 0 |
| BIOA-B.ST | -3.7% | +31.7% | β -35.4% | 0.13 | 73.4% | 8 |
| INTEA-B.ST | -4.4% | +32.1% | β -36.6% | -0.49 | 10.8% | 2 |
| TANGEN-B.ST | 0.0% | +118.1% | β -118.1% | 0.00 | 0.0% | 0 |
| NTECH.ST | 0.0% | +143.0% | β -143.0% | 0.00 | 0.0% | 0 |
π€ NN + FFT signalbacktest
π NN trΓ€ffsΓ€kerhet per horisont (konf β₯65%)
| Horisont | Signaler | TrΓ€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% |
βοΈ Regler vs NN (5d horisont)
| Metod | Signaler | TrΓ€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.
π¬ Kombinationsanalys β bΓ€sta indikatorkombinationer
Inga kombinationsresultat fΓΆr min Beat% = 30%. SΓ€nk grΓ€nsen: