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Trend Reversal Indicator : Williams %R

Williams %R, or just %R, is a technical analysis oscillator showing the current closing price in relation to the high and low of the past N days (for a given N). It was developed by a publisher and promoter of trading materials, Larry Williams. Its purpose is to tell whether a stock or commodity market is trading near the high or the low, or somewhere in between, of its recent trading range. Source

Tweaks

Default values for the lower limit (buy limit) and upper limit (sell limit) are -92 and -8, respectively. You can specify your own limits like the following: willr.php?lower_limit=-92&upper_limit=-8
A further tweaking option: timeperiod (default:14).
You can incorporate the latest intraday price into the calculation by specifying intraday_fieldname=mid. Options for intraday_field are: bid, ask, mid, and last

Stocks

Lowest WILLRs

TickerLast 1 days back 3 days back 5 days back 7 days back backtest perf. long only (3y p.a.)Sharpe longbacktest perf. long/short (3y p.a.)Sharpe l/salloc long onlyalloc long/shortlong maplong-short map
AMD78.06 -55.55 -93.98 -93.98 -94.71 0.060.16-0.78-1.06 11 long map l/s map
ASML Holding307.20 -33.94 -33.94 -72.85 -72.85 0.150.710.010.04 0-1 long map l/s map
AXA15.57 -93.43 -93.43 -99.43 -99.43 -0.17-0.82-0.19-0.77 11 long map l/s map
Adidas281.70 -23.89 -35.69 -43.01 -43.01 0.010.05-0.15-0.51 0-1 long map l/s map
Air Liquide134.45 -87.25 -88.14 -91.53 -91.53 0.080.540.050.22 0-1 long map l/s map
Airbus Group60.02 -86.70 -97.69 -98.76 -98.76 -0.01-0.03-0.03-0.08 11 long map l/s map
Allianz162.92 -88.28 -96.83 -96.83 -96.83 -0.01-0.060.010.04 11 long map l/s map
Anheuser Busch Inbev45.06 -90.63 -96.78 -96.88 -96.88 -0.21-0.95-0.20-0.66 11 long map l/s map
Apple112.29 -47.18 -84.38 -84.38 -97.65 -0.02-0.10-0.25-0.42 11 long map l/s map
BASF49.94 -87.15 -94.89 -95.25 -95.25 -0.07-0.370.010.05 11 long map l/s map
BBVA2.28 -68.10 -97.03 -97.03 -97.03 -0.15-0.610.020.07 11 long map l/s map
BMW59.06 -95.50 -95.50 -95.50 -95.50 0.040.190.160.62 0-1 long map l/s map
BNP Paribas30.25 -97.71 -99.18 -99.18 -99.18 -0.05-0.260.060.21 11 long map l/s map
BP233.30 -96.55 -99.74 -99.74 -99.74 -0.11-0.45-0.02-0.07 11 long map l/s map
BayWa28.05 -69.70 -69.70 -69.70 -69.70 -0.02-0.13-0.02-0.09 11 long map l/s map
Bayer53.78 -85.71 -85.71 -93.09 -93.09 -0.07-0.290.090.28 11 long map l/s map
Beiersdorf92.40 -98.64 -98.64 -100.00 -100.00 -0.02-0.12-0.04-0.22 11 long map l/s map
CTS Eventim41.84 -68.21 -78.03 -88.44 -88.44 -0.01-0.04-0.12-0.36 0-1 long map l/s map
Coca-Cola48.72 -70.15 -98.99 -98.99 -98.99 0.080.530.130.58 11 long map l/s map
Commerzbank4.00 -98.64 -99.92 -99.92 -99.92 -0.11-0.370.030.08 11 long map l/s map
Continental88.88 -62.85 -75.61 -98.52 -98.52 0.030.100.280.79 11 long map l/s map
Daimler44.19 -72.94 -72.94 -80.99 -80.99 -0.06-0.23-0.01-0.04 0-1 long map l/s map
Danone55.12 -76.17 -98.61 -98.61 -98.61 -0.04-0.24-0.03-0.13 11 long map l/s map
Deutsche Bank6.77 -98.50 -98.50 -100.00 -100.00 -0.02-0.080.140.33 11 long map l/s map
Deutsche Boerse147.00 -74.77 -74.77 -81.76 -89.01 0.110.700.050.19 11 long map l/s map
Deutsche Post38.17 -67.41 -67.41 -84.19 -84.19 -0.10-0.61-0.26-1.02 0-1 long map l/s map
Deutsche Telekom14.19 -93.95 -100.00 -100.00 -100.00 0.070.490.130.64 11 long map l/s map
E.ON9.33 -94.59 -94.59 -98.62 -100.00 -0.04-0.30-0.08-0.35 11 long map l/s map
Eni14.00 -14.33 -14.33 -14.33 -61.64 0.000.010.000.01 0-1 long map l/s map
Essilor108.35 -69.81 -91.19 -100.00 -100.00 0.020.130.010.06 11 long map l/s map
Fraport33.54 -89.01 -89.01 -93.17 -93.17 -0.10-0.420.000.01 11 long map l/s map
Fresenius Medical Care71.52 -43.35 -49.71 -98.12 -98.12 0.060.320.140.53 11 long map l/s map
Fresenius SE37.83 -83.54 -83.54 -90.72 -90.72 -0.05-0.240.060.19 11 long map l/s map
Fuchs Petrolub40.60 -41.08 -41.49 -47.60 -47.60 -0.04-0.20-0.04-0.14 0-1 long map l/s map
Hannover Rueck127.80 -90.52 -95.63 -97.82 -100.00 -0.01-0.05-0.11-0.45 11 long map l/s map
HeidelbergCement50.06 -90.42 -91.23 -100.00 -100.00 -0.08-0.40-0.02-0.06 11 long map l/s map
Heidelberger Druckm.0.52 -81.06 -90.58 -94.33 -100.00 -0.33-1.08-0.16-0.39 11 long map l/s map
Henkel76.30 -59.81 -59.81 -80.56 -80.56 -0.04-0.240.020.09 0-1 long map l/s map
Iberdrola10.35 -78.57 -96.64 -96.64 -96.64 0.171.100.200.89 11 long map l/s map
Inditex23.48 -71.35 -71.35 -71.35 -71.35 0.040.210.150.56 0-1 long map l/s map
Infineon22.90 -81.96 -81.96 -81.96 -81.96 0.140.520.200.51 0-1 long map l/s map
Intel49.94 -41.76 -95.96 -95.96 -95.96 0.150.540.190.49 11 long map l/s map
K+S5.48 -58.37 -58.37 -97.12 -97.12 -0.10-0.390.170.49 11 long map l/s map
Lanxess49.79 -77.86 -95.31 -95.31 -95.31 -0.01-0.020.040.12 11 long map l/s map
Linde196.70 -35.09 -35.09 -35.09 -35.09 0.110.900.070.36 0-1 long map l/s map
Lufthansa7.05 -91.07 -95.62 -96.05 -96.05 -0.21-0.81-0.08-0.21 11 long map l/s map
MAN38.45 -98.97 -98.97 -98.97 -98.97 -0.17-0.99-0.10-0.45 11 long map l/s map
MLP5.72 -43.75 -84.21 -84.21 -84.21 -0.00-0.01-0.03-0.11 0-1 long map l/s map
Mcdonalds EUR186.42 -30.60 -45.52 -64.46 -64.46 -0.02-0.13-0.16-0.67 0-1 long map l/s map
Mcdonalds USD218.18 -54.53 -73.62 -73.62 -73.62 0.030.13-0.06-0.25 0-1 long map l/s map
Merck124.00 -38.91 -38.91 -38.91 -38.91 -0.01-0.05-0.13-0.56 0-1 long map l/s map
Metro4.08 -31.63 -39.07 -76.28 -76.28 -0.26-0.98-0.43-0.94 0-1 long map l/s map
Munich Re214.80 -94.47 -98.33 -98.33 -98.33 -0.01-0.08-0.11-0.43 11 long map l/s map
Nestle109.76 -33.33 -80.00 -80.00 -80.00 0.050.40-0.00-0.02 0-1 long map l/s map
Partners Group683.60 -0.00 -8.66 -12.59 -12.59 0.131.170.070.38 0-1 long map l/s map
ProSiebenSat.110.53 -48.29 -48.29 -53.48 -53.48 -0.20-0.78-0.14-0.40 0-1 long map l/s map
Puma76.78 -22.90 -28.85 -39.61 -39.61 0.110.46-0.05-0.13 11 long map l/s map
RTL31.04 -48.98 -48.98 -48.98 -48.98 -0.00-0.020.200.74 0-1 long map l/s map
RWE31.32 -46.05 -63.44 -95.76 -96.22 -0.02-0.09-0.20-0.61 11 long map l/s map
Raytheon209.00 -8.84 -24.29 -33.99 -33.99 0.100.690.060.27 0-1 long map l/s map
Rheinmetall72.50 -91.34 -94.91 -98.65 -98.65 -0.07-0.30-0.09-0.27 11 long map l/s map
Royal Dutch Shell1004.80 -89.33 -89.33 -89.33 -94.01 -0.19-0.82-0.14-0.52 11 long map l/s map
SAP129.96 -75.53 -80.60 -95.65 -95.65 0.040.25-0.05-0.20 11 long map l/s map
Siemens111.68 -79.60 -87.11 -90.07 -90.07 -0.06-0.37-0.17-0.63 0-1 long map l/s map
Sixt73.65 -70.49 -99.20 -99.20 -99.20 -0.04-0.13-0.15-0.36 11 long map l/s map
Swisscom494.00 -90.59 -90.59 -90.59 -90.59 0.020.120.030.17 11 long map l/s map
ThyssenKrupp4.37 -100.00 -100.00 -100.00 -100.00 -0.19-0.620.030.06 11 long map l/s map
Tom Tailor Holding0.17 -75.00 -75.00 -78.33 -97.50 -0.60-1.06-0.38-0.54 11 long map l/s map
UBS Group9.68 -98.66 -98.66 -98.66 -98.66 -0.07-0.390.010.02 11 long map l/s map
Volkswagen VZ.134.30 -88.74 -88.74 -88.74 -88.74 -0.01-0.02-0.02-0.08 0-1 long map l/s map
Vonovia57.58 -84.12 -85.79 -85.79 -85.79 0.020.09-0.13-0.57 0-1 long map l/s map
Wacker Chemie78.50 -67.97 -67.97 -95.13 -95.13 -0.15-0.59-0.26-0.66 11 long map l/s map
dbx EuroStoxx50 TR47.11 -91.37 -100.00 -100.00 -100.00 -0.04-0.26-0.08-0.38 11 long map l/s map
dbx Global Sel Div 10021.67 -92.04 -100.00 -100.00 -100.00 0.010.080.100.53 0-1 long map l/s map
dbx MSCI Wrld58.61 -50.88 -84.09 -85.07 -91.25 0.000.01-0.08-0.39 11 long map l/s map
iSh Eur. Prop. Yield36.20 -84.73 -100.00 -100.00 -100.00 -0.08-0.52-0.15-0.79 11 long map l/s map
iSh MSCI Wrld minimum vola43.20 -49.44 -100.00 -100.00 -100.00 -0.03-0.22-0.13-0.75 11 long map l/s map
Mean -69.66 -78.97 -84.91 -86.31 -0.03-0.04


Highest WILLRs

Ticker 1 days back 3 days back 5 days back 7 days back
AMD -55.55 -55.55 -55.55 -55.55
ASML Holding -33.94 -16.33 -16.33 -16.33
AXA -93.43 -87.57 -87.57 -87.57
Adidas -23.89 -23.89 -23.89 -12.83
Air Liquide -87.25 -77.71 -77.71 -60.66
Airbus Group -86.70 -86.70 -86.70 -49.00
Allianz -88.28 -74.54 -74.54 -74.54
Anheuser Busch Inbev -90.63 -90.63 -88.63 -56.36
Apple -47.18 -47.18 -47.18 -47.18
BASF -87.15 -86.87 -86.87 -12.80
BBVA -68.10 -68.10 -68.10 -68.10
BMW -95.50 -81.29 -81.29 -3.54
BNP Paribas -97.71 -91.43 -91.43 -79.10
BP -96.55 -82.62 -75.36 -75.36
BayWa -69.70 -42.42 -42.42 -18.18
Bayer -85.71 -63.83 -63.83 -11.05
Beiersdorf -98.64 -73.15 -73.15 -73.15
CTS Eventim -68.21 -67.63 -67.63 -26.74
Coca-Cola -70.15 -70.15 -70.13 -44.00
Commerzbank -98.64 -92.44 -92.44 -92.44
Continental -62.85 -62.85 -62.85 -33.81
Daimler -72.94 -65.22 -65.22 -13.94
Danone -76.17 -76.17 -58.46 -20.00
Deutsche Bank -98.50 -91.49 -91.49 -82.41
Deutsche Boerse -74.77 -57.01 -57.01 -57.01
Deutsche Post -67.41 -53.31 -53.31 -0.00
Deutsche Telekom -93.95 -90.84 -90.84 -48.86
E.ON -94.59 -88.98 -88.98 -88.98
Eni -14.33 -1.02 -1.02 -1.02
Essilor -69.81 -69.81 -69.81 -55.15
Fraport -89.01 -73.14 -73.14 -27.95
Fresenius Medical Care -43.35 -37.57 -37.57 -30.00
Fresenius SE -83.54 -74.57 -74.57 -14.43
Fuchs Petrolub -41.08 -34.80 -34.80 -11.60
Hannover Rueck -90.52 -90.52 -90.52 -90.52
HeidelbergCement -90.42 -88.00 -87.43 -23.77
Heidelberger Druckm. -81.06 -81.06 -81.06 -81.06
Henkel -59.81 -42.59 -42.59 -26.85
Iberdrola -78.57 -78.57 -78.57 -53.00
Inditex -71.35 -50.00 -32.87 -5.90
Infineon -81.96 -53.28 -53.28 -32.97
Intel -41.76 -41.76 -41.76 -41.76
K+S -58.37 -51.67 -51.67 -33.33
Lanxess -77.86 -61.34 -61.34 -9.79
Linde -35.09 -20.69 -15.38 -0.00
Lufthansa -91.07 -90.75 -90.75 -42.36
MAN -98.97 -90.00 -90.00 -30.51
MLP -43.75 -43.75 -43.75 -37.50
Mcdonalds EUR -30.60 -27.59 -27.59 -10.83
Mcdonalds USD -54.53 -54.53 -54.53 -25.65
Merck -38.91 -27.05 -27.05 -4.87
Metro -31.63 -27.91 -27.91 -3.83
Munich Re -94.47 -94.21 -94.21 -91.57
Nestle -33.33 -33.33 -33.33 -33.33
Partners Group -0.00 -0.00 -0.00 -0.00
ProSiebenSat.1 -48.29 -37.89 -31.17 -3.84
Puma -22.90 -12.76 -12.76 -12.76
RTL -48.98 -36.36 -36.36 -0.00
RWE -46.05 -40.35 -40.35 -40.35
Raytheon -8.84 -8.84 -8.84 -8.84
Rheinmetall -91.34 -91.34 -91.34 -11.66
Royal Dutch Shell -89.33 -68.16 -66.08 -66.08
SAP -75.53 -74.43 -74.43 -60.75
Siemens -79.60 -68.68 -68.68 -21.92
Sixt -70.49 -70.49 -70.49 -7.18
Swisscom -90.59 -50.00 -40.23 -40.23
ThyssenKrupp -100.00 -96.31 -96.31 -81.05
Tom Tailor Holding -75.00 -66.67 -66.67 -66.67
UBS Group -98.66 -94.01 -94.01 -63.28
Volkswagen VZ. -88.74 -74.05 -74.05 -34.09
Vonovia -84.12 -79.19 -77.03 -35.69
Wacker Chemie -67.97 -50.51 -50.51 -50.51
dbx EuroStoxx50 TR -91.37 -80.99 -80.99 -52.02
dbx Global Sel Div 100 -92.04 -92.04 -83.70 -46.15
dbx MSCI Wrld -50.88 -50.88 -50.88 -50.88
iSh Eur. Prop. Yield -84.73 -84.55 -84.55 -48.18
iSh MSCI Wrld minimum vola -49.44 -49.44 -49.44 -49.44
Mean -69.66 -62.12 -61.09 -38.71

Indices

Lowest WILLRs

TickerLast 1 days back 3 days back 5 days back 7 days back backtest perf. long only (3y p.a.)Sharpe longbacktest perf. long/short (3y p.a.)Sharpe l/salloc long onlyalloc long/shortlong maplong-short map
ATX2083.02 -97.51 -100.00 -100.00 -100.00 -0.06-0.380.020.08 11 long map l/s map
ATXTR4040.08 -97.52 -100.00 -100.00 -100.00 -0.05-0.320.010.05 11 long map l/s map
Africa_ETF27174.00 -65.15 -98.07 -98.07 -98.07 0.030.14-0.01-0.05 11 long map l/s map
CAC404729.66 -85.09 -94.65 -100.00 -100.00 0.030.180.080.43 11 long map l/s map
CAC40TR13130.60 -84.82 -94.65 -100.00 -100.00 0.040.310.090.46 11 long map l/s map
CECE1172.05 -96.08 -99.42 -99.42 -99.42 -0.11-0.76-0.09-0.48 11 long map l/s map
DAX12469.20 -87.21 -87.84 -96.11 -96.11 0.010.100.020.10 11 long map l/s map
DIVDAX321.73 -91.58 -91.58 -95.72 -95.72 -0.03-0.19-0.06-0.27 11 long map l/s map
DJIA27174.00 -65.15 -98.07 -98.07 -98.07 0.030.14-0.01-0.05 11 long map l/s map
EPRA-NAREIT-EUROPE-EX-UK2717.28 -88.85 -100.00 -100.00 -100.00 -0.09-0.71-0.16-0.98 11 long map l/s map
EuroStoxx503137.06 -84.31 -92.19 -95.79 -95.79 -0.00-0.000.030.18 11 long map l/s map
EuroStoxx50Perf6785.48 -84.18 -92.17 -95.78 -95.78 -0.01-0.05-0.00-0.02 11 long map l/s map
FTSE5842.67 -79.79 -87.36 -92.50 -92.50 -0.05-0.38-0.03-0.19 11 long map l/s map
GEX3034.80 -80.89 -81.04 -96.63 -96.63 -0.11-0.77-0.25-1.23 11 long map l/s map
HEXALLSHARE4210.39 -100.00 -100.00 -100.00 -100.00 0.000.01-0.03-0.19 11 long map l/s map
IBEX6643.40 -85.26 -99.42 -99.42 -99.42 0.000.030.150.77 11 long map l/s map
MDAX26452.80 -73.09 -88.91 -93.42 -93.42 -0.06-0.48-0.15-0.81 11 long map l/s map
MSCI_Europe_Momentum14933.00 -34.28 -34.28 -43.73 -43.73 -0.00-0.01-0.09-0.50 0-1 long map l/s map
MSCI_USA_Momentum14268.80 -100.00 -100.00 -100.00 -100.00 2.430.01-67.17-0.20 0-1 long map l/s map
MSCI_World1768.51 -71.30 -100.00 -100.00 -100.00 0.030.250.010.05 11 long map l/s map
MSCI_World_Gross_Return7609.50 -70.95 -100.00 -100.00 -100.00 0.050.360.010.08 11 long map l/s map
MSCI_World_Minimum_Vol_EUR6784.95 -59.35 -97.59 -97.59 -97.59 0.000.02-0.11-0.52 11 long map l/s map
MSCI_World_Momentum3191.91 -38.41 -91.57 -91.57 -91.57 0.050.36-0.04-0.22 11 long map l/s map
NASDAQ11151.10 -46.73 -90.01 -90.01 -90.40 0.030.15-0.32-0.95 11 long map l/s map
NIKKEI23204.60 -53.67 -70.28 -70.28 -70.28 0.000.00-0.07-0.37 0-1 long map l/s map
SDAX12025.30 -74.01 -86.50 -97.33 -97.33 -0.04-0.30-0.11-0.56 11 long map l/s map
SMI10216.30 -79.27 -86.15 -86.15 -86.15 0.030.290.030.16 0-1 long map l/s map
SMIC22324.40 -79.26 -85.05 -85.05 -85.05 0.050.470.030.20 0-1 long map l/s map
SP5003298.46 -62.54 -100.00 -100.00 -100.00 0.030.19-0.03-0.14 11 long map l/s map
SP500TR6784.95 -59.35 -97.59 -97.59 -97.59 0.000.02-0.11-0.52 11 long map l/s map
SPI12715.70 -78.63 -82.93 -82.93 -82.93 0.030.27-0.01-0.07 0-1 long map l/s map
STX_Global_Select_Dividend_1005475.20 -87.13 -99.78 -99.78 -99.78 0.010.050.040.24 11 long map l/s map
Stoxx600355.51 -80.51 -93.16 -95.26 -95.26 -0.02-0.19-0.03-0.17 11 long map l/s map
Stoxx600TR781.46 -80.41 -93.17 -95.21 -95.21 -0.02-0.13-0.04-0.24 11 long map l/s map
Stoxx_600_Financials_(TR)353.62 -100.00 -100.00 -100.00 -100.00 0.070.480.231.07 11 long map l/s map
Stoxx_Banks41.63 -97.28 -100.00 -100.00 -100.00 -0.11-0.61-0.03-0.12 11 long map l/s map
Stoxx_Insurance533.53 -92.91 -97.28 -100.00 -100.00 -0.02-0.11-0.01-0.05 0-1 long map l/s map
Stoxx_Oil_Gas515.61 -95.28 -96.57 -98.58 -98.58 -0.03-0.160.050.21 11 long map l/s map
Stoxx_Telecom94.31 -94.31 -95.85 -98.31 -98.31 -0.01-0.040.060.36 11 long map l/s map
TECDAX3015.51 -69.75 -80.31 -85.41 -85.41 0.010.05-0.06-0.27 11 long map l/s map
VIX SHORT TERM FUTURES INVERSE22913.20 -52.27 -56.72 -56.72 -56.72 -0.27-0.46-0.10-0.11 11 long map l/s map
Mean -78.15 -91.22 -93.47 -93.48 0.05-1.66


Highest WILLRs

Ticker 1 days back 3 days back 5 days back 7 days back
ATX -97.51 -89.27 -89.27 -41.45
ATXTR -97.52 -89.27 -89.27 -41.45
Africa_ETF -65.15 -65.15 -65.15 -65.15
CAC40 -85.09 -85.09 -85.09 -38.52
CAC40TR -84.82 -84.82 -84.82 -37.36
CECE -96.08 -96.08 -90.05 -86.13
DAX -87.21 -83.48 -83.48 -35.71
DIVDAX -91.58 -89.07 -89.07 -21.41
DJIA -65.15 -65.15 -65.15 -65.15
EPRA-NAREIT-EUROPE-EX-UK -88.85 -88.85 -88.85 -21.30
EuroStoxx50 -84.31 -84.31 -84.31 -49.28
EuroStoxx50Perf -84.18 -84.18 -84.18 -49.28
FTSE -79.79 -65.00 -65.00 -21.36
GEX -80.89 -70.99 -70.99 -47.13
HEXALLSHARE -100.00 -65.26 -65.26 -0.00
IBEX -85.26 -85.26 -85.26 -29.23
MDAX -73.09 -70.03 -70.03 -38.52
MSCI_Europe_Momentum -34.28 -13.95 -13.95 -0.00
MSCI_USA_Momentum -100.00 -13.08 -2.03 -0.00
MSCI_World -71.30 -71.30 -71.30 -71.30
MSCI_World_Gross_Return -70.95 -70.95 -70.95 -70.95
MSCI_World_Minimum_Vol_EUR -59.35 -59.35 -59.35 -59.35
MSCI_World_Momentum -38.41 -38.41 -38.41 -38.41
NASDAQ -46.73 -46.73 -46.73 -46.73
NIKKEI -53.67 -33.50 -31.54 -10.81
SDAX -74.01 -74.01 -74.01 -35.01
SMI -79.27 -52.35 -47.25 -10.51
SMIC -79.26 -51.77 -46.71 -10.39
SP500 -62.54 -62.54 -62.54 -62.54
SP500TR -59.35 -59.35 -59.35 -59.35
SPI -78.63 -50.29 -46.87 -10.88
STX_Global_Select_Dividend_100 -87.13 -87.13 -87.13 -48.76
Stoxx600 -80.51 -78.82 -78.82 -28.70
Stoxx600TR -80.41 -78.78 -78.78 -28.34
Stoxx_600_Financials_(TR) -100.00 -99.82 -99.82 -99.73
Stoxx_Banks -97.28 -91.18 -91.18 -89.80
Stoxx_Insurance -92.91 -92.70 -92.70 -60.08
Stoxx_Oil_Gas -95.28 -90.59 -84.95 -79.48
Stoxx_Telecom -94.31 -86.97 -86.97 -49.28
TECDAX -69.75 -57.08 -57.08 -33.74
VIX SHORT TERM FUTURES INVERSE -52.27 -52.27 -43.95 -34.62
Mean -78.15 -70.10 -68.97 -42.13

Currencies

Lowest WILLRs

TickerLast 1 days back 3 days back 5 days back 7 days back backtest perf. long only (3y p.a.)Sharpe longbacktest perf. long/short (3y p.a.)Sharpe l/salloc long onlyalloc long/shortlong maplong-short map
EURCAD1.45 -82.48 -82.48 -82.48 -82.48 0.010.280.030.55 11 long map l/s map
EURCHF1.07 -100.00 -100.00 -100.00 -100.00 -0.01-0.360.010.24 11 long map l/s map
EURCNY7.61 -100.00 -100.00 -100.00 -100.00 0.010.210.030.47 11 long map l/s map
EURHUF335.95 -4.33 -5.85 -40.45 -40.45 0.031.250.030.83 0-1 long map l/s map
EURUSD1.11 -98.32 -98.32 -98.32 -98.32 0.010.390.051.08 0-1 long map l/s map
Mean -77.03 -77.33 -84.25 -84.25 0.010.03


Highest WILLRs

Ticker 1 days back 3 days back 5 days back 7 days back
EURCAD -82.48 -44.12 -23.42 -23.42
EURCHF -100.00 -89.84 -89.84 -68.99
EURCNY -100.00 -93.21 -78.87 -78.87
EURHUF -4.33 -4.33 -4.33 -4.33
EURUSD -98.32 -57.37 -52.02 -52.02
Mean -77.03 -57.77 -49.70 -45.53
Last database update: 2020-09-25