By having a look on the backtest yield plots, you can check how successful our trading insights have been in the past. You can find them by following the attached link.

A four-month period backtest is plotted in the graph. By using a combined long and short trading strategy without any leverage, the trading yields obtained are, on average, higher than 24.4% per month. Resulting in a 21.7% net yield, after having deducted the broker trading costs.

Key information to interpret the provided backtest plots:

  • Green dots and line: plot the evolution of the Close Price when a DTI Buy Order is active, expressed in USD in the vertical right axis.

  • Red dots and line: plot the evolution of the Close Price when a DTI Sell Order is active, expressed in USD in the vertical right axis.

  • Blue line: plots the Accumulated Model Yield, expressed as Ratio in the vertical left axis. This is the yield that a DTI Subscriber would have obtained by using our Insights in a trading combination of long and short strategies by applying the Buy and Sell Orders provided every day by the DTI Service.

  • Blue trend line: plots the exponential regression trend line for the Accumulated Model Yield line, expressed as a Ratio in the vertical left axis. The regression formula (factor and exponent) is provided, along with the R2 correlation factor (R2 =1 means maximum correlation; R2 = 0 means no correlation at all). A high correlation suggests that yield's results pattern obtained for the asset have been consistent and sustained in the past. And most probably still sustainable in the future, at least, in the near future.

  • Magenta line: plots the Accumulated Market Yield, expressed as a Ratio in the vertical left axis. This is the yield that the Asset would have produced just by buying it at the beginning of the backtest period and selling it at the end of the backtest period.

  • Orange line: plots the Accumulated Moel / Market Yield Ratio, expressed as a Ratio in the vertical left axis. This is the relative yield that a DTI Subscriber by following our Insights would have obtained when trading in a combination of long and short trading. Where they apply the Buy and Sell Orders provided every day by the DTI Service in comparison with the yield that the Asset would have produced just by buying the Asset at the beginning of the backtest period and selling it at the end of the backtest period.