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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
AMD85.04 -2.39 -5.73 -5.73 -20.75 0.060.16-0.84-1.17 0-1 long map l/s map
ASML Holding315.20 -66.49 -100.00 -100.00 -100.00 0.140.70-0.06-0.18 11 long map l/s map
AXA17.51 -66.45 -98.08 -98.08 -98.08 -0.12-0.61-0.16-0.67 11 long map l/s map
Adidas237.00 -68.51 -81.77 -81.77 -81.77 0.010.04-0.08-0.27 0-1 long map l/s map
Air Liquide142.15 -21.68 -33.77 -33.77 -33.77 0.080.54-0.02-0.09 0-1 long map l/s map
Airbus Group65.68 -43.81 -97.11 -97.11 -98.11 0.010.04-0.07-0.22 11 long map l/s map
Allianz181.34 -56.44 -88.33 -88.33 -88.33 0.000.02-0.02-0.07 0-1 long map l/s map
Anheuser Busch Inbev47.56 -68.70 -89.59 -89.59 -89.59 -0.17-0.77-0.17-0.58 0-1 long map l/s map
Apple438.66 -8.76 -12.00 -45.47 -62.00 -0.02-0.08-0.48-1.42 0-1 long map l/s map
BASF48.00 -80.03 -98.07 -98.07 -98.07 -0.09-0.50-0.05-0.19 11 long map l/s map
BBVA2.72 -80.95 -99.27 -99.27 -99.27 -0.10-0.410.080.25 11 long map l/s map
BMW58.14 -53.38 -99.74 -99.74 -99.74 0.030.150.140.53 11 long map l/s map
BNP Paribas36.19 -58.85 -94.42 -94.42 -94.42 0.010.040.130.43 11 long map l/s map
BP299.25 -41.38 -98.41 -98.41 -98.41 -0.01-0.050.070.23 11 long map l/s map
BayWa27.05 -86.15 -95.38 -95.38 -95.38 -0.04-0.20-0.03-0.11 11 long map l/s map
Bayer57.13 -83.94 -96.35 -96.35 -96.35 -0.06-0.260.040.15 11 long map l/s map
Beiersdorf102.40 -23.13 -38.59 -41.99 -41.99 -0.01-0.11-0.09-0.45 0-1 long map l/s map
CTS Eventim32.04 -87.27 -91.14 -91.14 -91.14 -0.05-0.22-0.09-0.29 11 long map l/s map
Coca-Cola46.69 -75.51 -86.88 -86.88 -86.88 0.090.550.150.70 0-1 long map l/s map
Commerzbank4.54 -50.23 -79.81 -86.70 -86.70 -0.05-0.180.080.20 0-1 long map l/s map
Continental86.48 -57.06 -100.00 -100.00 -100.00 -0.01-0.030.190.54 11 long map l/s map
Daimler40.16 -35.17 -82.95 -82.95 -82.95 -0.08-0.33-0.03-0.11 11 long map l/s map
Danone56.30 -91.93 -91.93 -91.93 -91.93 -0.03-0.15-0.02-0.08 0-1 long map l/s map
Deutsche Bank7.82 -72.24 -84.39 -87.69 -98.55 0.020.050.170.41 11 long map l/s map
Deutsche Boerse155.80 -91.11 -98.73 -98.73 -98.73 0.120.780.020.10 11 long map l/s map
Deutsche Post35.37 -26.13 -77.99 -77.99 -77.99 -0.10-0.61-0.26-1.03 0-1 long map l/s map
Deutsche Telekom14.60 -65.73 -100.00 -100.00 -100.00 0.060.440.110.53 11 long map l/s map
E.ON9.98 -90.12 -95.57 -95.57 -95.57 -0.01-0.10-0.05-0.24 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
Essilor110.50 -86.57 -100.00 -100.00 -100.00 0.030.160.030.13 11 long map l/s map
Fraport32.82 -88.10 -98.83 -98.83 -98.83 -0.10-0.460.010.03 11 long map l/s map
Fresenius Medical Care75.24 -69.41 -73.76 -81.77 -81.77 0.100.540.170.64 11 long map l/s map
Fresenius SE42.73 -74.95 -84.80 -84.80 -84.80 -0.01-0.060.080.26 0-1 long map l/s map
Fuchs Petrolub36.34 -84.24 -84.24 -84.24 -84.24 -0.03-0.130.000.01 0-1 long map l/s map
Hannover Rueck144.60 -80.32 -86.70 -89.81 -97.98 0.040.22-0.07-0.28 11 long map l/s map
HeidelbergCement48.15 -86.23 -100.00 -100.00 -100.00 -0.09-0.47-0.04-0.16 11 long map l/s map
Heidelberger Druckm.0.76 -23.11 -23.11 -23.11 -23.11 -0.25-0.85-0.19-0.46 0-1 long map l/s map
Henkel73.65 -79.57 -96.10 -96.10 -96.10 -0.03-0.190.030.13 11 long map l/s map
Iberdrola11.09 -55.19 -65.03 -65.03 -65.03 0.191.160.190.83 0-1 long map l/s map
Inditex22.46 -75.43 -88.73 -88.73 -88.73 0.000.020.110.43 11 long map l/s map
Infineon22.29 -43.21 -94.18 -94.18 -94.18 0.120.470.130.34 11 long map l/s map
Intel49.13 -85.56 -94.92 -98.79 -99.22 0.160.590.160.43 11 long map l/s map
K+S5.98 -52.44 -91.30 -91.30 -91.30 -0.05-0.210.210.64 0-1 long map l/s map
Lanxess45.06 -73.83 -100.00 -100.00 -100.00 -0.01-0.050.050.14 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
Lufthansa7.65 -77.92 -99.67 -99.67 -99.67 -0.23-0.91-0.22-0.60 11 long map l/s map
MAN49.20 -40.00 -75.38 -75.38 -75.38 -0.15-0.85-0.13-0.68 0-1 long map l/s map
MLP5.32 -73.21 -79.41 -79.41 -79.41 -0.00-0.020.010.06 0-1 long map l/s map
Mcdonalds EUR168.52 -40.49 -98.99 -98.99 -98.99 -0.01-0.07-0.12-0.50 11 long map l/s map
Mcdonalds USD199.36 -25.50 -64.24 -64.24 -64.24 0.040.20-0.01-0.03 0-1 long map l/s map
Merck110.15 -74.52 -94.71 -94.71 -94.71 -0.01-0.10-0.11-0.47 11 long map l/s map
Metro3.18 -79.49 -98.96 -98.96 -98.96 -0.28-1.04-0.42-0.95 11 long map l/s map
Munich Re231.40 -60.79 -89.87 -89.87 -89.87 0.030.17-0.07-0.28 0-1 long map l/s map
Nestle109.16 -60.49 -67.46 -67.46 -67.46 0.040.37-0.02-0.13 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.19.20 -47.64 -73.51 -73.51 -82.91 -0.27-1.02-0.19-0.54 11 long map l/s map
Puma64.28 -85.96 -87.75 -87.75 -87.75 0.140.580.040.12 0-1 long map l/s map
RTL29.14 -19.81 -74.53 -74.53 -100.00 -0.04-0.170.170.63 11 long map l/s map
RWE32.61 -57.41 -84.44 -84.44 -84.44 0.010.06-0.17-0.52 0-1 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
Rheinmetall83.00 -57.82 -80.31 -80.31 -80.31 -0.04-0.19-0.13-0.42 0-1 long map l/s map
Royal Dutch Shell1183.00 -66.96 -100.00 -100.00 -100.00 -0.13-0.59-0.11-0.41 11 long map l/s map
SAP135.32 -74.34 -78.37 -80.53 -80.53 0.050.29-0.06-0.24 0-1 long map l/s map
Siemens110.56 -72.99 -89.05 -89.05 -89.05 -0.03-0.22-0.15-0.58 0-1 long map l/s map
Sixt65.00 -76.38 -100.00 -100.00 -100.00 -0.05-0.18-0.18-0.46 11 long map l/s map
Swisscom493.70 -47.83 -93.33 -93.33 -93.33 0.020.120.020.11 11 long map l/s map
ThyssenKrupp6.82 -59.06 -83.86 -91.14 -91.14 -0.10-0.330.100.23 0-1 long map l/s map
Tom Tailor Holding0.21 -83.33 -100.00 -100.00 -100.00 -0.56-1.01-0.34-0.48 11 long map l/s map
UBS Group11.00 -62.25 -86.75 -92.77 -92.77 -0.04-0.210.030.11 11 long map l/s map
Volkswagen VZ.134.08 -59.19 -100.00 -100.00 -100.00 -0.03-0.14-0.12-0.36 11 long map l/s map
Vonovia56.36 -12.88 -41.96 -41.96 -83.61 0.020.09-0.13-0.57 0-1 long map l/s map
Wacker Chemie77.42 -40.34 -43.76 -43.76 -43.76 -0.14-0.56-0.31-0.81 0-1 long map l/s map
dbx EuroStoxx50 TR48.79 -69.10 -88.52 -88.52 -88.52 -0.04-0.23-0.09-0.44 0-1 long map l/s map
dbx Global Sel Div 10022.23 -59.27 -79.14 -86.45 -86.45 0.020.120.090.48 0-1 long map l/s map
dbx MSCI Wrld57.79 -58.73 -79.15 -85.22 -88.78 0.010.04-0.07-0.39 0-1 long map l/s map
iSh Eur. Prop. Yield37.19 -34.02 -40.53 -59.95 -90.67 -0.08-0.55-0.16-0.89 11 long map l/s map
iSh MSCI Wrld minimum vola43.02 -66.51 -67.91 -71.70 -71.70 -0.02-0.18-0.13-0.76 0-1 long map l/s map
Mean -58.63 -79.50 -81.16 -83.89 -0.02-0.04


Highest WILLRs

Ticker 1 days back 3 days back 5 days back 7 days back
AMD -2.39 -2.39 -2.39 -2.39
ASML Holding -66.49 -66.49 -66.49 -66.49
AXA -66.45 -66.45 -66.45 -66.45
Adidas -68.51 -59.12 -34.48 -34.48
Air Liquide -21.68 -7.30 -7.30 -7.30
Airbus Group -43.81 -43.81 -43.81 -43.81
Allianz -56.44 -55.33 -53.95 -53.95
Anheuser Busch Inbev -68.70 -68.70 -24.65 -24.65
Apple -8.76 -0.90 -0.90 -0.90
BASF -80.03 -76.16 -76.16 -40.75
BBVA -80.95 -80.95 -80.95 -68.94
BMW -53.38 -53.38 -53.38 -46.59
BNP Paribas -58.85 -58.85 -58.85 -58.85
BP -41.38 -41.38 -41.38 -41.38
BayWa -86.15 -83.08 -82.50 -50.00
Bayer -83.94 -66.37 -66.37 -66.37
Beiersdorf -23.13 -17.79 -2.26 -2.26
CTS Eventim -87.27 -67.09 -54.85 -54.85
Coca-Cola -75.51 -44.26 -23.25 -6.43
Commerzbank -50.23 -50.23 -50.23 -47.10
Continental -57.06 -57.06 -28.71 -14.99
Daimler -35.17 -35.17 -29.18 -26.47
Danone -91.93 -77.89 -53.61 -52.41
Deutsche Bank -72.24 -71.50 -71.50 -71.50
Deutsche Boerse -91.11 -73.65 -53.45 -29.89
Deutsche Post -26.13 -26.13 -26.13 -26.13
Deutsche Telekom -65.73 -65.73 -65.73 -65.73
E.ON -90.12 -77.39 -67.00 -67.00
Eni -14.33 -1.02 -1.02 -1.02
Essilor -86.57 -86.57 -59.41 -59.41
Fraport -88.10 -88.10 -73.39 -73.39
Fresenius Medical Care -69.41 -54.41 -19.06 -19.06
Fresenius SE -74.95 -72.81 -35.92 -35.92
Fuchs Petrolub -84.24 -72.14 -29.29 -29.29
Hannover Rueck -80.32 -66.49 -66.49 -66.49
HeidelbergCement -86.23 -84.49 -32.13 -25.45
Heidelberger Druckm. -23.11 -0.00 -0.00 -0.00
Henkel -79.57 -75.27 -38.95 -38.95
Iberdrola -55.19 -55.19 -43.75 -43.75
Inditex -75.43 -74.65 -14.79 -14.79
Infineon -43.21 -43.21 -43.21 -43.21
Intel -85.56 -85.56 -85.56 -85.56
K+S -52.44 -52.44 -52.44 -52.42
Lanxess -73.83 -73.83 -73.83 -67.49
Linde -35.09 -20.69 -15.38 -0.00
Lufthansa -77.92 -77.92 -77.92 -77.92
MAN -40.00 -40.00 -40.00 -28.99
MLP -73.21 -64.06 -33.99 -33.99
Mcdonalds EUR -40.49 -40.49 -40.49 -11.59
Mcdonalds USD -25.50 -25.50 -25.50 -6.38
Merck -74.52 -53.85 -53.85 -53.85
Metro -79.49 -78.23 -78.23 -75.49
Munich Re -60.79 -48.46 -48.08 -48.08
Nestle -60.49 -57.69 -21.11 -21.11
Partners Group -0.00 -0.00 -0.00 -0.00
ProSiebenSat.1 -47.64 -47.64 -33.33 -33.33
Puma -85.96 -77.87 -35.35 -35.35
RTL -19.81 -19.81 -18.07 -18.07
RWE -57.41 -51.48 -50.75 -50.00
Raytheon -8.84 -8.84 -8.84 -8.84
Rheinmetall -57.82 -57.82 -36.80 -17.18
Royal Dutch Shell -66.96 -66.96 -66.96 -66.96
SAP -74.34 -53.40 -30.28 -25.10
Siemens -72.99 -56.92 -21.20 -21.20
Sixt -76.38 -76.38 -76.38 -76.38
Swisscom -47.83 -47.83 -47.83 -47.83
ThyssenKrupp -59.06 -59.06 -53.06 -33.49
Tom Tailor Holding -83.33 -81.11 -81.11 -81.11
UBS Group -62.25 -62.25 -62.25 -51.69
Volkswagen VZ. -59.19 -59.19 -59.19 -45.17
Vonovia -12.88 -0.00 -0.00 -0.00
Wacker Chemie -40.34 -29.77 -24.34 -15.90
dbx EuroStoxx50 TR -69.10 -64.48 -64.48 -64.48
dbx Global Sel Div 100 -59.27 -59.27 -59.27 -59.27
dbx MSCI Wrld -58.73 -57.17 -57.17 -57.17
iSh Eur. Prop. Yield -34.02 -33.14 -11.52 -11.52
iSh MSCI Wrld minimum vola -66.51 -57.67 -56.23 -56.23
Mean -58.63 -53.45 -43.43 -39.32

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
ATX2193.16 -69.03 -98.63 -98.63 -98.63 -0.06-0.360.000.00 11 long map l/s map
ATXTR4245.57 -68.98 -98.63 -98.63 -98.63 -0.05-0.30-0.01-0.03 11 long map l/s map
Africa_ETF26828.50 -19.82 -59.59 -70.21 -70.21 0.050.250.010.04 0-1 long map l/s map
CAC404889.52 -69.24 -100.00 -100.00 -100.00 0.020.140.040.23 11 long map l/s map
CAC40TR13545.70 -69.24 -100.00 -100.00 -100.00 0.040.270.050.26 11 long map l/s map
CECE1309.99 -63.59 -96.57 -97.88 -97.88 -0.08-0.58-0.08-0.43 11 long map l/s map
DAX12600.90 -67.26 -94.39 -94.39 -94.39 0.020.150.010.03 11 long map l/s map
DIVDAX321.89 -66.67 -100.00 -100.00 -100.00 -0.04-0.26-0.10-0.48 11 long map l/s map
DJIA26828.50 -19.82 -59.59 -70.21 -70.21 0.050.250.010.04 0-1 long map l/s map
EPRA-NAREIT-EUROPE-EX-UK2793.12 -19.29 -45.98 -62.47 -100.00 0.120.240.050.10 11 long map l/s map
EuroStoxx503254.29 -71.03 -100.00 -100.00 -100.00 -0.01-0.040.000.01 11 long map l/s map
EuroStoxx50Perf7026.79 -71.03 -100.00 -100.00 -100.00 -0.01-0.09-0.04-0.20 11 long map l/s map
FTSE6036.00 -60.98 -100.00 -100.00 -100.00 -0.06-0.46-0.07-0.44 11 long map l/s map
GEX2867.06 -47.48 -87.92 -91.42 -91.42 -0.06-0.43-0.18-0.89 0-1 long map l/s map
HEXALLSHARE4151.39 -27.36 -57.17 -100.00 -100.00 0.000.01-0.04-0.22 11 long map l/s map
IBEX6975.00 -78.51 -100.00 -100.00 -100.00 0.000.020.120.62 11 long map l/s map
MDAX26559.80 -63.63 -87.85 -87.85 -87.85 -0.06-0.47-0.16-0.89 0-1 long map l/s map
MSCI_Europe_Momentum14890.70 -54.79 -100.00 -100.00 -100.00 0.010.06-0.08-0.49 11 long map l/s map
MSCI_USA_Momentum17262.40 -83.84 -83.84 -87.02 -87.51 1.730.01-68.30-0.23 0-1 long map l/s map
MSCI_World1761.59 -29.36 -75.21 -75.21 -75.21 0.040.300.010.08 0-1 long map l/s map
MSCI_World_Gross_Return7558.39 -27.45 -73.11 -73.11 -73.11 0.050.410.020.10 0-1 long map l/s map
MSCI_World_Minimum_Vol_EUR6782.60 -0.23 -7.68 -21.62 -37.16 0.010.08-0.11-0.49 0-1 long map l/s map
MSCI_World_Momentum3157.89 -10.58 -60.03 -81.06 -88.47 0.050.36-0.06-0.31 0-1 long map l/s map
NASDAQ11096.50 -0.18 -15.85 -53.79 -71.06 0.070.38-0.26-0.78 0-1 long map l/s map
NIKKEI22573.70 -31.21 -100.00 -100.00 -100.00 -0.01-0.06-0.08-0.41 11 long map l/s map
SDAX11903.40 -66.57 -82.63 -92.72 -92.72 -0.05-0.35-0.13-0.71 11 long map l/s map
SMI10162.00 -67.83 -96.20 -96.20 -96.20 0.030.270.020.12 11 long map l/s map
SMIC22193.30 -67.73 -96.19 -96.19 -96.19 0.050.450.030.16 11 long map l/s map
SP5003306.51 -0.00 -6.24 -24.65 -46.45 0.040.24-0.02-0.11 0-1 long map l/s map
SP500TR6782.60 -0.23 -7.68 -21.62 -37.16 0.010.08-0.11-0.49 0-1 long map l/s map
SPI12582.80 -69.83 -97.81 -97.81 -97.81 0.030.24-0.02-0.12 11 long map l/s map
STX_Global_Select_Dividend_1005601.45 -58.55 -95.43 -95.43 -95.43 -0.00-0.020.000.01 11 long map l/s map
Stoxx600363.39 -67.35 -99.79 -99.79 -99.79 -0.03-0.24-0.06-0.35 11 long map l/s map
Stoxx600TR796.69 -67.25 -99.83 -99.83 -99.83 -0.02-0.18-0.07-0.42 11 long map l/s map
Stoxx_600_Financials_(TR)388.77 -66.14 -100.00 -100.00 -100.00 0.110.710.251.17 11 long map l/s map
Stoxx_Banks48.26 -73.04 -99.45 -99.45 -99.45 -0.06-0.320.030.14 11 long map l/s map
Stoxx_Insurance574.37 -56.68 -88.24 -88.24 -88.24 -0.01-0.06-0.05-0.22 0-1 long map l/s map
Stoxx_Oil_Gas576.15 -51.40 -97.68 -97.68 -97.68 -0.03-0.17-0.02-0.09 11 long map l/s map
Stoxx_Telecom100.50 -71.62 -100.00 -100.00 -100.00 0.010.110.080.48 11 long map l/s map
TECDAX3020.24 -75.40 -82.22 -87.78 -87.78 0.020.12-0.08-0.37 0-1 long map l/s map
VIX SHORT TERM FUTURES INVERSE22370.20 -20.65 -30.66 -34.44 -37.23 -0.32-0.54-0.26-0.31 0-1 long map l/s map
Mean -50.51 -80.05 -85.25 -88.14 0.04-1.70


Highest WILLRs

Ticker 1 days back 3 days back 5 days back 7 days back
ATX -69.03 -69.03 -69.03 -69.03
ATXTR -68.98 -68.98 -68.98 -68.98
Africa_ETF -19.82 -19.82 -19.82 -19.82
CAC40 -69.24 -69.24 -69.24 -69.24
CAC40TR -69.24 -69.24 -69.24 -69.24
CECE -63.59 -63.59 -58.86 -38.97
DAX -67.26 -62.92 -54.79 -52.96
DIVDAX -66.67 -66.67 -57.66 -47.60
DJIA -19.82 -19.82 -19.82 -19.82
EPRA-NAREIT-EUROPE-EX-UK -19.29 -19.29 -19.29 -19.29
EuroStoxx50 -71.03 -71.03 -71.03 -70.33
EuroStoxx50Perf -71.03 -71.03 -71.03 -69.46
FTSE -60.98 -60.98 -59.96 -59.96
GEX -47.48 -47.48 -47.48 -47.48
HEXALLSHARE -27.36 -27.36 -27.36 -19.87
IBEX -78.51 -78.51 -78.51 -76.36
MDAX -63.63 -56.32 -56.32 -56.32
MSCI_Europe_Momentum -54.79 -54.79 -54.79 -54.79
MSCI_USA_Momentum -83.84 -83.38 -83.38 -83.38
MSCI_World -29.36 -29.36 -29.36 -29.36
MSCI_World_Gross_Return -27.45 -27.45 -27.45 -27.45
MSCI_World_Minimum_Vol_EUR -0.23 -0.23 -0.23 -0.23
MSCI_World_Momentum -10.58 -10.58 -10.58 -10.58
NASDAQ -0.18 -0.18 -0.18 -0.18
NIKKEI -31.21 -31.21 -31.21 -31.21
SDAX -66.57 -60.01 -60.01 -60.01
SMI -67.83 -55.53 -55.53 -55.53
SMIC -67.73 -55.40 -55.40 -55.40
SP500 -0.00 -0.00 -0.00 -0.00
SP500TR -0.23 -0.23 -0.23 -0.23
SPI -69.83 -57.73 -57.73 -57.73
STX_Global_Select_Dividend_100 -58.55 -58.55 -58.55 -58.55
Stoxx600 -67.35 -66.35 -66.35 -66.35
Stoxx600TR -67.25 -66.24 -66.24 -66.24
Stoxx_600_Financials_(TR) -66.14 -66.14 -66.14 -66.14
Stoxx_Banks -73.04 -73.04 -73.04 -73.04
Stoxx_Insurance -56.68 -56.68 -56.68 -56.68
Stoxx_Oil_Gas -51.40 -51.40 -51.40 -51.40
Stoxx_Telecom -71.62 -71.62 -71.62 -71.62
TECDAX -75.40 -59.19 -59.19 -59.19
VIX SHORT TERM FUTURES INVERSE -20.65 -20.65 -20.65 -20.65
Mean -50.51 -48.71 -48.15 -47.09

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: 2020-08-04