Back to

Trading Strategy Overview

O to 5

Trades per day


Size of each position


Stop-Loss / Take-Profit


Initial Portfolio


Max. Margin Requirements

> 75%

Precision of NewsPill's predictions
(improving everyday)

Backtesting Interactive Graph

Last Update 2019-06-06
  Filter Dataset
Confidence level of NewsPill :
IV at Trigger (Short) :
IV at trigger (Long) :
Stop-Loss Short (RRR) :
Take-Profit Long (RRR) :
Correct Predictions only :
Long Short
Number of Trades :
Correct Predictions : % %
Winning Trades :
Losing Trades :
Avg. Return / losing position : $ $
Avg. Return / winning position : $ $

Select a trade on the graph to display the details.
PnL Explanation/Attribution (with revaluation method)
Price Impact (δ & γ) Volatility Impact (σ) Time Impact (θ) Commissions Payoff of Positions Explained PnL Unexplained PnL
Long Straddles
Short Straddles
Total Positions

    * All values are rounded to the nearest hundred.

Our trading signals are not only generating significant Alpha,
they are also fully auditable and actionnable for professional Traders and Asset Managers


Prices extracted through Thomson Reuters Tick History

Commission and Margin Requirements calculation based on Interactive Brokers scheme

Let's Get In Touch

Do you want to know more about our solutions ?
Do not hesitate to contact us !

Copyright © 2019 NewsPill