ANZ 0.95% $31.96 anz group holdings limited

5 Year Backtest on my Algo, page-4

  1. 10 Posts.
    I couldn't get the PDF to load so here is a text version

    Column 1 Column 2 Column 3 Column 4 Column 5
    0 Date Total Profit Trade Profit Price Trade
    1 Profit - Trading ANZ
    2 22/01/10 0.211 0.211428571 22.61 Put
    3 2/02/10 0.931 0.72 21.89 Call
    4 4/02/10 0.531 -0.4 21.49 Put
    5 12/02/10 1.296 0.764285714 20.72 Call
    6 15/02/10 1.090 -0.205714286 20.52 Put
    7 16/02/10 0.566 -0.524285714 21.04 Call
    8 24/02/10 2.034 1.468571429 22.51 Put
    9 1/03/10 1.087 -0.947142857 23.46 Call
    10 5/03/10 1.407 0.32 23.78 Put
    11 11/03/10 1.131 -0.275714286 24.05 Call
    12 16/03/10 1.163 0.031428571 24.08 Put
    13 17/03/10 0.741 -0.421428571 24.51 Call
    14 26/03/10 1.596 0.854285714 25.36 Put
    15 29/03/10 1.504 -0.091428571 25.45 Call
    16 31/03/10 1.417 -0.087142857 25.36 Put
    17 6/04/10 1.411 -0.005714286 25.37 Call
    18 8/04/10 1.321 -0.09 25.28 Put
    19 12/04/10 1.269 -0.052857143 25.33 Call
    20 19/04/10 1.119 -0.15 25.18 Put
    21 22/04/10 1.060 -0.058571429 25.24 Call
    22 28/04/10 0.607 -0.452857143 24.79 Put
    23 4/05/10 0.613 0.005714286 24.78 Call
    24 5/05/10 0.026 -0.587142857 24.20 Put
    25 11/05/10 1.403 1.377142857 22.82 Call
    26 14/05/10 1.443 0.04 22.86 Put
    27 24/05/10 2.636 1.192857143 21.67 Call
    28 1/06/10 3.237 0.601428571 22.27 Put
    29 3/06/10 2.846 -0.391428571 22.66 Call
    30 7/06/10 2.177 -0.668571429 21.99 Put
    31 9/06/10 1.871 -0.305714286 22.30 Call
    32 17/06/10 2.611 0.74 23.04 Put
    33 21/06/10 2.133 -0.478571429 23.51 Call
    34 23/06/10 1.576 -0.557142857 22.96 Put
    35 6/07/10 3.321 1.745714286 21.21 Call
    36 16/07/10 4.694 1.372857143 22.58 Put
    37 21/07/10 4.803 0.108571429 22.48 Call
    38 22/07/10 4.521 -0.281428571 22.19 Put
    39 23/07/10 4.279 -0.242857143 22.44 Call
    40 30/07/10 4.870 0.591428571 23.03 Put
    41 2/08/10 4.657 -0.212857143 23.24 Call
    42 4/08/10 4.641 -0.015714286 23.23 Put
    43 16/08/10 5.807 1.165714286 22.06 Call
    44 25/08/10 6.034 0.227142857 22.29 Put
    45 27/08/10 5.927 -0.107142857 22.39 Call
    46 8/09/10 7.053 1.125714286 23.52 Put
    47 13/09/10 6.580 -0.472857143 23.99 Call
    48 16/09/10 6.517 -0.062857143 23.93 Put
    49 21/09/10 6.514 -0.002857143 23.93 Call
    50 22/09/10 6.420 -0.094285714 23.84 Put
    51 27/09/10 6.136 -0.284285714 24.12 Call
    52 30/09/10 5.851 -0.284285714 23.84 Put
    53 6/10/10 5.697 -0.154285714 23.99 Call
    54 12/10/10 5.647 -0.05 23.94 Put
    55 14/10/10 5.657 0.01 23.93 Call
    56 18/10/10 5.399 -0.258571429 23.67 Put
    57 19/10/10 5.289 -0.11 23.78 Call
    58 20/10/10 5.040 -0.248571429 23.54 Put
    59 25/10/10 4.856 -0.184285714 23.72 Call
    60 3/11/10 6.236 1.38 25.10 Put
    61 25/11/10 8.757 2.521428571 22.58 Call
    62 1/12/10 8.759 0.001428571 22.58 Put
    63 2/12/10 8.141 -0.617142857 23.20 Call
    64 7/12/10 8.313 0.171428571 23.37 Put
    65 10/12/10 7.877 -0.435714286 23.80 Call
    66 15/12/10 7.959 0.081428571 23.89 Put
    67 22/12/10 8.176 0.217142857 23.67 Call
    68 24/12/10 8.193 0.017142857 23.69 Put
    69 13/01/11 8.930 0.737142857 22.95 Call
    70 18/01/11 8.877 -0.052857143 22.90 Put
    71 19/01/11 8.639 -0.238571429 23.13 Call
    72 28/01/11 9.094 0.455714286 23.59 Put
    73 1/02/11 9.029 -0.065714286 23.66 Call
    74 18/02/11 10.359 1.33 24.99 Put
    75 28/02/11 11.144 0.785714286 24.20 Call
    76 2/03/11 10.786 -0.358571429 23.84 Put
    77 8/03/11 10.999 0.212857143 23.63 Call
    78 11/03/11 10.581 -0.417142857 23.21 Put
    79 18/03/11 11.161 0.58 22.63 Call
    80 29/03/11 12.004 0.842857143 23.47 Put
    81 30/03/11 11.690 -0.314285714 23.79 Call
    82 5/04/11 11.823 0.132857143 23.92 Put
    83 7/04/11 11.674 -0.148571429 24.07 Call
    84 13/04/11 11.807 0.132857143 24.20 Put
    85 20/04/11 12.276 0.468571429 23.73 Call
    86 2/05/11 12.787 0.511428571 24.25 Put
    87 9/05/11 13.544 0.757142857 23.49 Call
    88 12/05/11 12.446 -1.098571429 22.39 Put
    89 17/05/11 12.420 -0.025714286 22.42 Call
    90 23/05/11 12.239 -0.181428571 22.23 Put
    91 27/05/11 12.513 0.274285714 21.96 Call
    92 1/06/11 12.567 0.054285714 22.01 Put
    93 8/06/11 13.291 0.724285714 21.29 Call
    94 16/06/11 13.447 0.155714286 21.45 Put
    95 21/06/11 13.359 -0.088571429 21.53 Call
    96 24/06/11 13.297 -0.061428571 21.47 Put
    97 29/06/11 13.209 -0.088571429 21.56 Call
    98 5/07/11 13.641 0.432857143 21.99 Put
    99 8/07/11 13.746 0.104285714 21.89 Call
    100 11/07/11 13.459 -0.287142857 21.60 Put
    101 20/07/11 13.917 0.458571429 21.14 Call
    102 26/07/11 14.281 0.364285714 21.51 Put
    103 1/08/11 14.564 0.282857143 21.23 Call
    104 2/08/11 14.224 -0.34 20.89 Put
    105 10/08/11 15.291 1.067142857 19.82 Call
    106 18/08/11 15.906 0.614285714 20.43 Put
    107 24/08/11 16.459 0.552857143 19.88 Call
    108 1/09/11 16.836 0.377142857 20.26 Put
    109 7/09/11 17.253 0.417142857 19.84 Call
    110 12/09/11 16.729 -0.524285714 19.32 Put
    111 15/09/11 16.614 -0.114285714 19.43 Call
    112 20/09/11 16.589 -0.025714286 19.40 Put
    113 27/09/11 16.413 -0.175714286 19.58 Call
    114 30/09/11 16.386 -0.027142857 19.55 Put
    115 5/10/11 16.663 0.277142857 19.28 Call
    116 13/10/11 18.481 1.818571429 21.09 Put
    117 25/10/11 17.951 -0.53 21.62 Call
    118 26/10/11 17.817 -0.134285714 21.49 Put
    119 27/10/11 17.477 -0.34 21.83 Call
    120 31/10/11 17.487 0.01 21.84 Put
    121 7/11/11 18.224 0.737142857 21.10 Call
    122 10/11/11 17.620 -0.604285714 20.50 Put
    123 15/11/11 17.464 -0.155714286 20.65 Call
    124 18/11/11 16.967 -0.497142857 20.16 Put
    125 28/11/11 18.023 1.055714286 19.10 Call
    126 8/12/11 20.067 2.044285714 21.15 Put
    127 15/12/11 20.406 0.338571429 20.81 Call
    128 19/12/11 20.273 -0.132857143 20.67 Put
    129 21/12/11 20.161 -0.111428571 20.79 Call
    130 29/12/11 19.987 -0.174285714 20.61 Put
    131 3/01/12 19.847 -0.14 20.75 Call
    132 6/01/12 19.666 -0.181428571 20.57 Put
    133 10/01/12 19.494 -0.171428571 20.74 Call
    134 16/01/12 19.646 0.151428571 20.89 Put
    135 20/01/12 19.631 -0.014285714 20.91 Call
    136 31/01/12 20.164 0.532857143 21.44 Put
    137 6/02/12 20.256 0.091428571 21.35 Call
    138 15/02/12 20.599 0.342857143 21.69 Put
    139 20/02/12 20.409 -0.19 21.88 Call
    140 27/02/12 20.647 0.238571429 22.12 Put
    141 2/03/12 20.777 0.13 21.99 Call
    142 7/03/12 20.620 -0.157142857 21.83 Put
    143 9/03/12 20.554 -0.065714286 21.90 Call
    144 21/03/12 21.124 0.57 22.47 Put
    145 22/03/12 21.016 -0.108571429 22.58 Call
    146 2/04/12 21.699 0.682857143 23.26 Put
    147 10/04/12 22.044 0.345714286 22.91 Call
    148 11/04/12 21.909 -0.135714286 22.78 Put
    149 12/04/12 21.751 -0.157142857 22.94 Call
    150 2/05/12 22.644 0.892857143 23.83 Put
    151 15/05/12 24.378 1.733571429 22.10 Call
    152 16/05/12 24.039 -0.339285714 21.76 Put
    153 28/05/12 25.264 1.225714286 20.53 Call
    154 4/06/12 25.579 0.314285714 20.84 Put
    155 5/06/12 25.150 -0.428571429 21.27 Call
    156 13/06/12 25.576 0.425714286 21.70 Put
    157 18/06/12 25.564 -0.011428571 21.71 Call
    158 22/06/12 25.156 -0.408571429 21.30 Put
    159 27/06/12 24.989 -0.167142857 21.47 Call
    160 6/07/12 26.053 1.064285714 22.53 Put
    161 16/07/12 26.089 0.035714286 22.50 Call
    162 23/07/12 26.443 0.354285714 22.85 Put
    163 27/07/12 26.296 -0.147142857 23.00 Call
    164 3/08/12 26.639 0.342857143 23.34 Put
    165 6/08/12 26.374 -0.264285714 23.61 Call
    166 13/08/12 26.631 0.257142857 23.86 Put
    167 16/08/12 26.577 -0.054285714 23.92 Call
    168 24/08/12 27.526 0.948571429 24.87 Put
    169 29/08/12 27.486 -0.04 24.91 Call
    170 41151.00 27.453 -0.032857143 24.87 Put
    171 41159.00 28.027 0.574285714 24.30 Call
    172 25/09/12 28.270 0.242857143 24.54 Put
    173 27/09/12 28.240 -0.03 24.57 Call
    174 10/10/12 29.183 0.942857143 25.51 Put
    175 16/10/12 28.843 -0.34 25.85 Call
    176 19/10/12 28.759 -0.084285714 25.77 Put
    177 30/10/12 29.166 0.407142857 25.36 Call
    178 2/11/12 29.093 -0.072857143 25.29 Put
    179 6/11/12 29.139 0.045714286 25.24 Call
    180 8/11/12 28.323 -0.815714286 24.43 Put
    181 21/11/12 29.163 0.84 23.59 Call
    182 26/11/12 29.174 0.011428571 23.60 Put
    183 27/11/12 29.084 -0.09 23.69 Call
    184 7/12/12 30.259 1.174285714 24.86 Put
    185 19/12/12 30.473 0.214285714 24.65 Call
    186 27/12/12 30.734 0.261428571 24.91 Put
    187 3/01/13 30.436 -0.298571429 25.21 Call
    188 8/01/13 30.510 0.074285714 25.28 Put
    189 11/01/13 30.513 0.002857143 25.28 Call
    190 15/01/13 30.493 -0.02 25.26 Put
    191 16/01/13 30.421 -0.071428571 25.33 Call
    192 4/02/13 31.796 1.374285714 26.71 Put
    193 6/02/13 31.591 -0.204285714 26.91 Call
    194 13/02/13 32.534 0.942857143 27.85 Put
    195 18/02/13 32.119 -0.415714286 28.27 Call
    196 21/02/13 32.133 0.014285714 28.28 Put
    197 28/02/13 31.767 -0.365714286 28.65 Call
    198 4/03/13 31.620 -0.147142857 28.50 Put
    199 5/03/13 31.276 -0.344285714 28.85 Call
    200 8/03/13 31.506 0.23 29.08 Put
    201 21/03/13 32.457 0.951428571 28.13 Call
    202 27/03/13 32.880 0.422857143 28.55 Put
    203 2/04/13 32.769 -0.111428571 28.66 Call
    204 3/04/13 32.683 -0.085714286 28.57 Put
    205 9/04/13 32.957 0.274285714 28.30 Call
    206 16/04/13 33.413 0.455714286 28.76 Put
    207 17/04/13 33.109 -0.304285714 29.06 Call
    208 19/04/13 32.671 -0.437142857 28.62 Put
    209 23/04/13 32.253 -0.418571429 29.04 Call
    210 6/05/13 34.840 2.587142857 31.63 Put
    211 16/05/13 36.494 1.654285714 29.97 Call
    212 21/05/13 36.421 -0.072857143 29.90 Put
    213 29/05/13 38.391 1.97 27.93 Call
    214 30/05/13 37.917 -0.474285714 27.46 Put
    215 3/06/13 37.644 -0.272857143 27.73 Call
    216 5/06/13 37.440 -0.204285714 27.53 Put
    217 13/06/13 38.223 0.782857143 26.74 Call
    218 20/06/13 39.249 1.025714286 27.77 Put
    219 26/06/13 39.231 -0.017142857 27.79 Call
    220 1/07/13 39.519 0.287142857 28.07 Put
    221 5/07/13 39.170 -0.348571429 28.42 Call
    222 8/07/13 38.920 -0.25 28.17 Put
    223 9/07/13 38.480 -0.44 28.61 Call
    224 15/07/13 38.693 0.212857143 28.82 Put
    225 16/07/13 38.431 -0.261428571 29.09 Call
    226 18/07/13 38.306 -0.125714286 28.96 Put
    227 23/07/13 38.303 -0.002857143 28.96 Call
    228 24/07/13 38.263 -0.04 28.92 Put
    229 25/07/13 38.130 -0.132857143 29.06 Call
    230 1/08/13 38.624 0.493571429 29.55 Put
    231 12/08/13 38.843 0.219285714 29.33 Call
    232 16/08/13 38.960 0.117142857 29.45 Put
    233 21/08/13 38.736 -0.224285714 29.67 Call
    234 28/08/13 38.659 -0.077142857 29.59 Put
    235 2/09/13 38.374 -0.284285714 29.88 Call
    236 4/09/13 38.317 -0.057142857 29.82 Put
    237 9/09/13 38.284 -0.032857143 29.85 Call
    238 13/09/13 38.690 0.405714286 30.26 Put
    239 17/09/13 38.349 -0.341428571 30.60 Call
    240 23/09/13 38.804 0.455714286 31.06 Put
    241 25/09/13 38.646 -0.157857143 31.22 Call
    242 30/09/13 38.441 -0.205 31.01 Put
    243 3/10/13 38.484 0.042857143 30.97 Call
    244 4/10/13 38.316 -0.168571429 30.80 Put
    245 10/10/13 38.612 0.296428571 30.50 Call
    246 24/10/13 40.340 1.727857143 32.23 Put
    247 25/10/13 39.957 -0.382857143 32.61 Call
    248 1/11/13 41.110 1.152857143 33.77 Put
    249 15/11/13 42.780 1.67 32.10 Call
    250 20/11/13 42.359 -0.421428571 31.67 Put
    251 25/11/13 42.227 -0.131428571 31.81 Call
    252 29/11/13 42.399 0.171428571 31.98 Put
    253 17/12/13 43.786 1.387142857 30.59 Call
    254 31/12/13 45.383 1.597142857 32.19 Put
    255 17/01/14 46.621 1.238571429 30.95 Call
    256 24/01/14 46.400 -0.221428571 30.73 Put
    257 3/02/14 47.224 0.824285714 29.90 Call
    258 4/02/14 46.703 -0.521428571 29.38 Put
    259 7/02/14 46.534 -0.168571429 29.55 Call
    260 20/02/14 48.670 2.135714286 31.69 Put
    261 5/03/14 47.904 -0.765714286 32.45 Call
    262 10/03/14 47.813 -0.091428571 32.36 Put
    263 18/03/14 47.921 0.108571429 32.25 Call
    264 21/03/14 47.885 -0.036428571 32.22 Put
    265 25/03/14 47.737 -0.147857143 32.36 Call
    266 4/04/14 48.673 0.935714286 33.30 Put
    267 8/04/14 48.449 -0.224285714 33.52 Call
    268 14/04/14 48.427 -0.021428571 33.50 Put
    269 16/04/14 48.301 -0.125714286 33.63 Call
    270 30/04/14 49.250 0.948571429 34.58 Put
    271 14/05/14 50.754 1.504285714 33.07 Call
    272 19/05/14 50.431 -0.322857143 32.75 Put
    273 21/05/14 50.373 -0.058571429 32.81 Call
    274 28/05/14 51.286 0.912857143 33.72 Put
    275 3/06/14 51.254 -0.032142857 33.75 Call
    276 4/06/14 51.050 -0.203571429 33.55 Put
    277 6/06/14 51.050 -7.10543E-15 33.55 Call
    278 13/06/14 51.201 0.151428571 33.70 Put
    279 16/06/14 50.964 -0.237142857 33.94 Call
    280 18/06/14 50.848 -0.116428571 33.82 Put
    281 19/06/14 50.500 -0.347857143 34.17 Call
    282 23/06/14 50.351 -0.148571429 34.02 Put
    283 26/06/14 50.613 0.261428571 33.76 Call
    284 30/06/14 50.307 -0.305714286 33.45 Put
    285 3/07/14 50.213 -0.094285714 33.55 Call
    286 8/07/14 50.371 0.158571429 33.71 Put
    287 14/07/14 50.567 0.195714286 33.51 Call
    288 16/07/14 50.220 -0.347142857 33.16 Put
    289 18/07/14 50.143 -0.077142857 33.24 Call
    290 28/07/14 50.474 0.331428571 33.57 Put
    291 30/07/14 50.264 -0.21 33.78 Call
    292 1/08/14 50.087 -0.177142857 33.60 Put
    293 12/08/14 50.976 0.888571429 32.72 Call
    294 15/08/14 50.687 -0.288571429 32.43 Put
    295 19/08/14 50.349 -0.338571429 32.77 Call
    296 25/08/14 50.890 0.541428571 33.31 Put
    297 10/09/14 50.856 -0.034285714 33.34 Call
    298 11/09/14 50.777 -0.078571429 33.26 Put
    299 22/09/14 52.509 1.731428571 31.53 Call
    300 26/09/14 52.009 -0.5 31.03 Put
    301 1/10/14 51.924 -0.084285714 31.12 Call
    302 8/10/14 52.030 0.105714286 31.22 Put
    303 9/10/14 51.487 -0.542857143 31.76 Call
    304 10/10/14 51.006 -0.481428571 31.28 Put
    305 15/10/14 51.032 0.026428571 31.26 Call
    306 29/10/14 52.896 1.863571429 33.12 Put
    307 31/10/14 52.559 -0.337142857 33.46 Call
    308 6/11/14 52.788 0.229285714 33.69 Put
    309 14/11/14 54.281 1.493571429 32.19 Call
    310 28/11/14 54.240 -0.041428571 32.15 Put
    311 4/12/14 54.320 0.08 32.07 Call
    312 9/12/14 54.280 -0.04 32.03 Put
    313 18/12/14 55.453 1.172857143 30.86 Call
    314 30/12/14 56.754 1.301428571 32.16 Put
 
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Last
$31.96
Change
-0.305(0.95%)
Mkt cap ! $94.19B
Open High Low Value Volume
$32.25 $32.29 $31.82 $92.55M 2.891M

Buyers (Bids)

No. Vol. Price($)
17 4127 $31.95
 

Sellers (Offers)

Price($) Vol. No.
$31.96 5800 22
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