Stock Analysis Tool (SAT)Lalantha Sathkumara

Faculty Advisor: Dr. AbbottDepartment of Computer Science

College of Engineering, Computer Science, and TechnologyCalifornia State University, Los Angeles

Graphs

Results

The user can access 3 pre-defined graphs or create their own.

Comparative analysis of SMA vs. EMA. Again, buy at 10/50 day crossover; sell after x days. EMA beats SMA.

S&P Close vs.7day SMA vs.21day SMA Zoomed view of last 2 years

Data Source: Dow Jones (Open vs. SMA 50 vs. SMA 200 vs. EMA 50)

Analyze short term and long term strategies. Show aggregated profit/loss for a given strategy in tabular and graphical representation.

ExampleBuy when 10-Day SMA crosses over 50-Day SMA; sell after x days.

Anomaly: DOW (1926-2009) vs. S&P 500 (1950-2009) Buy at 50/200 day crossover; sell after x days.

Custom Graph may plot up to 5 different indicators on one graph.The available indicators are: Open, High, Low, Close, SMA, EMA.

Built-in Strategies

Testing Strategies

Daily price difference for S&P 500

Input Conditions

Tabular representation of results

Graphical representation of results

Strategy success

Y-axis is average % gain; x-axis is holding period (x days).