Learn the language of the terminal

Moving averages (20/50/200)

The average closing price over the last 20, 50 and 200 trading days — the market’s short-, medium- and long-term trend lines.

Golden / death cross

The 50-day average crossing above (golden) or below (death) the 200-day — the most-watched long-term trend change signal.

MACD (12, 26, 9)

Moving-average convergence/divergence — measures whether price momentum is building or fading.

RSI (14)

Relative Strength Index — how one-sided the last 14 days of gains vs losses have been, on a 0–100 scale.

ADX (14)

Average Directional Index — measures how strongly price is trending, regardless of direction.

ATR (14)

Average True Range — the stock’s typical daily trading range, shown as a percentage of price.

Bollinger Bands (20, 2σ)

A ±2 standard-deviation envelope around the 20-day average; %B says where price sits inside it.

Stochastic (14, 3)

Where today’s close sits inside the last 14 days’ high-low range, 0–100.

On-balance volume

A running total that adds volume on up days and subtracts it on down days — does volume back the price move?

Money Flow Index (14)

A volume-weighted RSI: are dollars flowing in or out over the last 14 days?

CCI (20)

Commodity Channel Index — how far today’s price sits from its 20-day typical level, in units of normal deviation.

Rate of change (63d)

The simple percentage move over the last quarter of trading — raw momentum.

Aroon (25)

How recently the stock printed its 25-day high (Aroon up) and 25-day low (Aroon down).

VWAP (20-day rolling)

The volume-weighted average price of the last 20 sessions — the average holder’s cost basis over the last month.

Support & resistance (40d swings)

The lowest low and highest high of the last 40 sessions — the range’s floor and ceiling.

Analyst recommendation trend

How many covering analysts rate the stock buy/hold/sell, and whether that mix has been improving or deteriorating month over month.

EPS surprise history

Whether reported earnings beat or missed consensus estimates in recent quarters, and by how much.

Insider sentiment (MSPR)

Finnhub's monthly share purchase ratio: are the company's own officers and directors net buyers or net sellers, −100 to +100.

Information Coefficient (IC)

Rank correlation between the signal and what actually happened next.

Rolling IC

The same IC recomputed on a moving window, to see if predictive skill is stable over time.

Hit Rate

Of the calls where the model actually took a directional view, the share that were right.

Win Rate (invested days)

Share of the days the strategy was actually long that ended up positive.

Sharpe Ratio

Annualized return per unit of total volatility.

Sortino Ratio

Like Sharpe, but only penalizes downside volatility, not upside swings.

Calmar Ratio

Annual return divided by the worst peak-to-trough loss endured to get it.

Maximum Drawdown

The largest peak-to-trough decline the strategy experienced in the tested window.

Annualized Return

The daily strategy returns, compounded and scaled to a one-year figure.

Annualized Volatility

How much daily returns swing, scaled to an annual basis.

Confusion Matrix

How each signal direction (long / flat / short) lined up with what actually happened.

Confidence Calibration

Whether a signal shown with X% confidence was actually right about X% of the time.

Score Distribution

How the composite score was spread across all walk-forward samples.

Population Stability Index (PSI) — distribution drift

How much the shape of the score distribution changed between the first and second half of the test window.

Factor Stability (sign stability)

The fraction of rolling windows where a factor's relationship with future returns kept the same sign as its overall average.

Factor Correlation

How closely two factors move together in rank, across the same walk-forward samples.

12-1 Month Momentum

Price return over the past year, skipping the most recent month.

3-Month Momentum

Price return over the trailing ~3 months (63 trading days).

1-Month Momentum (timing)

Price return over the trailing 21 trading days — a timing feature, weighted down.

Volume Confirmation

Whether trading volume is confirming the direction of the 1-month price move.

52-Week-High Proximity

How close the current price is to its trailing 52-week high.

Relative Strength vs. SPY

1-month return relative to the S&P 500, not just in absolute terms.

Short-Term Reversal

A contrarian signal: extreme 5-day moves and an overbought/oversold RSI tend to partially revert.

Analyst Target Upside

Implied upside to the average analyst price target, shrunk toward zero with thin coverage.

Earnings Yield

Trailing earnings divided by price — the inverse of the P/E ratio.

Forward vs. Trailing P/E Gap

How much cheaper (or more expensive) the stock looks on forward earnings vs. trailing earnings.

Post-Earnings-Announcement Drift (PEAD)

Stock prices tend to keep drifting in the direction of an earnings surprise for weeks afterward.

Gross Profitability (GP/A)

Gross profit divided by total assets — how efficiently a company turns assets into profit.

Net Share Issuance

Whether the company has been issuing new shares (dilutive) or buying back stock (accretive).

Asset Growth

Year-over-year growth in total assets — rapid growth has historically preceded weaker returns.

News Sentiment

Aggregate tone of recent news headlines, shrunk toward neutral with limited coverage.