Welcome to Noles!
We're happy to have you here. Feel free to look around and contact us if you have any questions or feedback.
We don't recommend any trading. Please follow at your own risk. Our goal is to provide a public record with IoT validation. If you have questions or feedback, contact us at: noleelonproject@gmail.com
This model shows backtesting results. It doesn't include transaction costs. On IBKR, the transaction cost is about $0.30 to $0.50 per our strategy trade for amounts of $20,000 or less. We believe that with sufficient funding, the commission fee lies within acceptable range.
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Our Trading Strategy
Description: Our strategy is constructed using statistical and technical analysis to individually assess four companies: Apple Inc (AAPL), Amazon Inc (AMZN), Meta Inc (META), and Microsoft Corp. (MSFT). This analysis generates a trading signal, with a signal of 1 indicating a holding and a signal of 0 indicating no holding. We limited our analysis to a maximum of three layers of decision trees. Our results have demonstrated consistent performance when the portfolio is divided into four equal parts, trading these companies on a daily basis.
Execution: Divide your portfolio equally among Apple (AAPL), Microsoft (MSFT), Meta (META), and Amazon (AMZN). Follow these rules for the next day: - If both the next day's signal and the last signal are 1, adjust your position to 25% of the portfolio. - If the next day's signal is 1 and the last signal is 0, buy enough to make it 25% of the portfolio. - If the next day's signal is 0 and the last signal is 1, sell all of that company's stock. - If both the next day's signal and the last signal are 0, do nothing. Schedule all orders for 15:59:55 Eastern Time.
Our strategy blends technical and statistical analysis to evaluate daily positions. We mitigate overfitting bias by splitting our training period (January 2014 - January 2022) from our testing period (January 2022 - present). The strategy has been live since June 2024, and its performance aligns with our model.
Our website is dedicated to show the results of our trading strategy. Launched on January 3, 2025, the site provides a platform for live testing these signals. We invite you to join us in evaluating the efficacy of our approach in real-time.
Scroll down to Our Result!
Backtesting Result
These are the return of different companies (our backtesting return is in green) from 2025-01-01 to the last trading date. You can change the dates below to modify the time period.
Assets return from: 2025-01-01 to 2025-03-14
| Portfolio | Asset Return |
|---|---|
| Standard & Poor (SPY) | -5.91% |
| Nasdaq (QQQ) | -8.39% |
| Apple Inc. (AAPL) | -16.27% |
| Amazon Inc. (AMZN) | -11.62% |
| Meta Platforms Inc. (META) | 0.88% |
| Microsoft Corp. (MSFT) | -10.14% |
| Strategy Return | -6.28% |
Scroll down to Our Statistic!
Live Testing Signal
This section shows the current return (which yields from the signal of the last trading day), the last 5 tradingls, and the signal for the next day of trading.
Strategy Return for Last Trading Day:
| Company | Today's Return |
|---|---|
| AAPL | -3.36% |
| AMZN | -2.51% |
| META | -0% |
| MSFT | -1.17% |
| Strategy Return | -1.76% |
Last Five Days Signal
| Date | AAPL | AMZN | META | MSFT |
|---|---|---|---|---|
| 2025-03-07 | 0 | 0 | 1 | 1 |
| 2025-03-10 | 0 | 1 | 1 | 1 |
| 2025-03-11 | 0 | 0 | 1 | 0 |
| 2025-03-12 | 1 | 1 | 0 | 1 |
| 2025-03-13 | 0 | 1 | 0 | 1 |
Next Trading Day Signal
| Date | AAPL | AMZN | META | MSFT |
|---|---|---|---|---|
| Next Trading Day | 0 | 0 | 1 | 0 |
Scroll down to Our Graph!
Backtesting Graph
Backtesting Statistic
Table is presented in percentage term and rounded to 3 decimal places.
This table shows statistical calculation of different companies (our strategy backtesting calculation is in green) from 2014-01-01 to the latest trading day.
| Strategy Return | Standard & Poor (SPY) | Nasdaq (QQQ) | Apple Inc. (AAPL) | Amazon Inc. (AMZN) | Meta Platforms Inc. (META) | Microsoft Corp. (MSFT) | |
|---|---|---|---|---|---|---|---|
| Avg Return Per Trading Day (%) | 0.108 | 0.045 | 0.068 | 0.099 | 0.102 | 0.112 | 0.096 |
| Standard Deviation | 0.891 | 1.082 | 1.338 | 1.761 | 2.057 | 2.346 | 1.67 |
| Total Return (%) | 1,842.873 | 298.565 | 532.447 | 1,046.307 | 972.367 | 1,080.768 | 1,012.483 |
| Minimum One Day Return (%) | -6.779 | -10.942 | -11.979 | -12.865 | -14.053 | -26.39 | -14.739 |
| Date of Minimum Return | 2020-03-16 | 2020-03-16 | 2020-03-16 | 2020-03-16 | 2022-04-29 | 2022-02-03 | 2020-03-16 |
| Maximum One Day Return (%) | 7.729 | 9.06 | 8.471 | 11.972 | 14.103 | 23.282 | 14.217 |
| Date of Maximum Return | 2020-03-13 | 2020-03-24 | 2020-03-13 | 2020-03-13 | 2015-04-24 | 2023-02-02 | 2020-03-13 |
| Sharpe Return | 1.914 | 0.656 | 0.811 | 0.892 | 0.786 | 0.76 | 0.914 |
| Most Drop During Period (Max DrawDown) (%) | -11.833 | -34.105 | -35.521 | -38.728 | -53.387 | -74.419 | -37.556 |