pre and post event:
Filter (optional):
The filter can be used to exclude events with certain conditions from the analysis.
Do not use events with increasing values: Event where the current value is greater than the previous value.
Do not use events with a positive suprise: Events where the current forecast is smaller than the current value.
Do not use events with a positive forecast: Events where the current forecast is smaller than the previous value.
Do not use events with decreasing values: Event where the current value is smaller than the previous value.
Do not use events with a negative suprise: Events where the current forecast is greater than the current value.
Do not use events with a negative forecast: Events where the current forecast is greater than the previous value.
Events Analysis:The analysis shows the development of the symbol or instrument before, after and at the event time.
From the symbol or instrument data, intraday (if available) and daily data are analyzed.
For the symbol or instrument data, average developments before and after the event are analyzed.
By means of additional backtests the quality of the price development before and after the event times is shown.
Intraday Symbol Development: Analysis statistics and chart. Shows the average history of the financial instrument before and after the event. The intraday data are not taken into account by the "Analysis days pre and post event:" option.
Chart is empty: Unfortunately, we cannot provide an intraday chart for all symbols. Currently, all stocks of the Dow Jones Index, the SP500 Index, the DAX40 Index, as well as the most liquid ETFs, major currencies and the most important futures are provided. If you would like us to add symbols, please send us an e-mail.
Event - Result Key figures:
Event: Event short name.
Time: Event intraday time. If the time is outside the regular trading hours, you will not see the event time for many stocks. We recommend that you switch the symbol to futures and currencies.
Symbol - Result Key figures:
Day's count positive: Number of event days on which the symbol closed positively from open to close.
Day's Count negative: Number of event days on which the symbol closed negative from open to close.
Count Days: Number of analyzed days.
Event Day Average: Average development from open to close.
Event Day Min: Development of the worst daily development from open to close.
Event Day Max: Development of the best daily development from open to close.
Symbol - Data before and after the event - Result Key figures:
Pre & Post event count positive: Number of positive price developments.
Pre & Post event count negative: Number of negative price developments.
Pre & Post event average: Average price development
Pre & Post event max: Maximum (best) price development
Pre & Post event min: Minimum (worst) price development
Pre event intraday trades: Statistics and chart. Shows a performance curve of simulated trades of the financial instrument, which always start before the event and are closed before the event.
Pre event intraday trades - Result Key figures:
Summarised profit: Profit of the selected trades of all calculated events.
Winning trades: Percentage number of positive trades.
Average yearly profit: Average profit of the selected period of all calculated events.
Count trades: Number of trades.
Max drawdown: Maximum loss period in the summarized profit.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Tradedays (Sum): Number of events per year.
Trade count positive/negative: Number of positive and negative trades.
Post event trades: Statistics and chart. Shows a performance curve of simulated trades of the financial instrument, which always start at the time of the event and are closed end of day.
Post event intraday trades - Result Key figures:
Summarised profit: Profit of the selected trades of all calculated events.
Winning trades: Percentage number of positive trades.
Average yearly profit: Average profit of the selected period of all calculated events.
Count trades: Number of trades.
Max drawdown: Maximum loss period in the summarized profit.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Tradedays (Sum): Number of events per year.
Trade count positive/negative: Number of positive and negative trades.
Trade list:
Trade list: The trade list shows the simulated trades that are opened and closed before and after the event.
Trade list: The trade list shows the simulated trades that are opened and closed before and after the event.
| Symbol | Startdate | Startprice | Enddate | Endprice | Change | Change % | Maxrise % | Maxdrop % |
|---|
Symbol Development: Analysis statistics and chart. Shows the average history of the financial instrument before and after the event. The min and max values show the maximum range of the financial instrument before and after the event.
Symbol - Data before and after the event - Result Key figures:
Pre-event average Average price development before the events for the set analysis days.
Post-event average: Average price development after the events for the set analysis days.
Pre-event count positive: Number of days with positive price developments before the event.
Post-event count positive: Number of days with positive price developments after the event.
Pre-event count negative: Number of days with negative price developments before the event.
Post-event count negative: Number of days with negative price developments after the event.
Count events: Number of events analyzed.
Average on event: The data of the event days are analyzed in the intraday area.
Count pos/neg closes per day: Statistics and chart. Shows how many days the financial instrument has a positive or negative daily close before and after the event.
Disclosure: Statistics and chart. Shows how many days the financial instrument has a positive or negative daily close before and after the event. The number of positive and negative closing prices is summed up from the event day.
Pre event trades: Statistics and chart. Shows a performance curve of simulated trades of the financial instrument, which always start before the event and are closed before the event. The "Analysis days pre and post event" setting controls how many days before the event the trade is started.
Pre event trades - Result Key figures:
Summarised profit: Profit of the selected trades of all calculated events.
Winning trades: Percentage number of positive trades.
Average yearly profit: Average profit of the selected period of all calculated events.
Count trades: Number of trades.
Max drawdown: Maximum loss period in the summarized profit.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Tradedays (Sum): Number of events per year.
Trade count positive/negative: Number of positive and negative trades.
Post event trades: Statistics and chart. Shows a performance curve of simulated trades of the financial instrument, which always start at the time of the event and are closed after X days. The "Analysis days before and after event" setting controls how many days the trade remains open.
Post event trades - Result Key figures:
Summarised profit: Profit of the selected trades of all calculated events.
Winning trades: Percentage number of positive trades.
Average yearly profit: Average profit of the selected period of all calculated events.
Count trades: Number of trades.
Max drawdown: Maximum loss period in the summarized profit.
Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. From our point of view this is one of the most important ratios to evaluate the quality of a seasonal pattern.
Tradedays (Sum): Number of events per year.
Trade count positive/negative: Number of positive and negative trades.
Trade list:
Trade list: The trade list shows the simulated trades that are opened and closed before and after the event.
Trade list: The trade list shows the simulated trades that are opened and closed before and after the event.
| Symbol | Startdate | Startprice | Enddate | Endprice | Change | Change % | Maxrise % | Maxdrop % |
|---|
Event Development: Event statistics and chart. Shows the historical course of the event. Events with a blue background are used for analysis and can be controlled via the filter function.
Event - Result Key figures:
Event Event short name.
Time Event intraday time.
Count events: Number of analyzed events.
Years of data: Number of analyzed years.
Standard deviation: Standard deviation of event data (Actual).
Average: Average development of event data (Actual).
Interval: Number of events per year.
Source: Source of event data.