Forward Returns – (Next Month Start)

לפני 10 שעות

This indicator calculates 1-month, 3-month, 6-month, and 12-month forward returns starting from the first trading day of the month following a defined price event.
A price event occurs when the selected asset drops below a user-defined threshold over a chosen timeframe (Day, Week, or Month).

For monthly conditions, the script evaluates the entire performance of the previous calendar month and triggers the event only at the first trading session of the next month, ensuring accurate forward-return alignment with historical monthly cycles.

The forward returns for each detected event are displayed in a paginated performance table, allowing users to navigate through large datasets using a page selector. Each page includes:

Entry Date

Forward returns (1M, 3M, 6M, 12M)

Average forward return

Win rate (percentage of positive outcomes)

This tool is useful for studying historical performance after major drawdowns, identifying seasonal patterns, and building evidence-based risk-management or timing models.

לפני 9 שעות

הערות שחרור

This indicator identifies price-drawdown events and calculates forward returns starting from the first trading day of the month following the event.
Users can define the asset, movement timeframe (Day/Week/Month), and return threshold (e.g., –10%). When the condition is met, the script marks an entry point and computes forward returns at 1M, 3M, 6M, and 12M horizons.

The results are displayed in a paginated performance table that includes:

• Entry date
• Forward returns across selected horizons
• Averages for each horizon
• Win rates (percentage of positive outcomes)

The script shows all events, including the most recent ones, and fills forward returns that have not yet matured with “—”. This makes it especially useful for backtesting market behavior after drawdowns, evaluating rebound patterns, and studying historical performance following monthly selloffs or volatility spikes.

לפני 7 שעות

הערות שחרור

Forward Returns After Price Events — Multi-Asset, Bar-Based Analysis

This script identifies historical price events on any asset selected via the input symbol and calculates forward returns using the actual bars of the chart’s timeframe.
All calculations are purely bar-based: the script uses the open, close, and time of each bar exactly as they appear on your chart. This ensures every forward return value matches the price action you see directly on screen.

🔍 How It Works

Pick any ticker using the Asset input (SPY, QQQ, SMH, BTCUSD, FX pairs, futures, etc.).

The script measures the percentage return of the previous bar.

Whenever this return is less than or equal to the threshold (for example −10%), an event is triggered.

The entry bar is always the bar immediately after the event:

Entry price = the open of that bar.

Forward returns are then computed for several user-defined horizons (1, 3, 6, 12 bars by default), using a fully inclusive bar count:

1-bar forward = return of the entry bar

3-bar forward = entry → close of bar #3 (entry +2)

6-bar forward = entry → close of bar #6

and so on.

Results are displayed inside a clean, paginated performance table with:

event date

forward returns

averages

win percentages

📊 Key Features

• Multi-asset support — analyze any ticker directly from the input box
• Forward returns aligned 1:1 with chart candles
• Return thresholds fully customizable
• User-controlled forward horizons (bar-based, inclusive)
• Paginated table for large event histories
• Automatic event labeling on the chart
• Win rate + average forward performance

🧠 Why This Script Is Useful

This tool allows you to study how any market behaves after large moves in any timeframe.

Examples:

What happens after SPY drops 10% in a monthly bar?

How does BTC react after a −15% daily candle?

What is SMH’s performance after a sharp weekly selloff?

Do certain assets recover faster after extreme volatility events?

By analyzing forward returns bar-by-bar, you can quantify the tendency of an asset to bounce, continue, or mean-revert after shock events.

⚙️ How to Use

Select Asset (e.g., AMEX:SPY).

Choose a Return Threshold (e.g., −10%).

Set the number of Forward Bars (1, 3, 6, 12, etc.).

Browse historical results using Events per page and Page number.

Compare table results to chart candles for immediate visual confirmation.

לפני 6 שעות

הערות שחרור

Forward Returns After Price Events — Multi-Asset, Bar-Based Analysis

This script identifies significant price events on any asset and computes forward returns directly from the chart’s timeframe using a fully bar-based methodology.
It is designed for traders, analysts, and researchers who want to quantify how markets behave after large price moves.

🔍 How It Works

Select any symbol with the Asset input (stocks, ETFs, crypto, FX, futures, etc.).

The script measures the percentage return of the previous bar.

When that return falls below the chosen threshold (e.g., −10%), an event is triggered.

The entry price is set to the close of the event bar, matching a realistic “enter on next bar” execution.

Forward returns are calculated at user-defined horizons (1, 3, 6, 12 bars by default), using inclusive bar counts:

1-bar forward = return of the entry bar itself

3-bar forward = entry → close of bar #3 (entry +2)

6-bar forward = entry → close of bar #6

etc.

All calculations use the actual open/close values of the chart’s timeframe, ensuring perfect alignment with what you see on the chart.

📊 Results Table (Paginated)

The script includes an adaptive table that automatically displays:

Event date

Forward returns (1M / 3M / 6M / 12M)

Average return for each horizon

Win rate (percentage of forward returns > 0)

Pagination allows you to browse large sets of historical events without cluttering the view.

⭐ Key Features

Works on any asset and any timeframe

Event detection based on bar-to-bar returns

Entry price = close of event bar

Forward returns = bar-based, inclusive

Automatic event markers on the chart

Clean, paginated performance table

Average returns + win% summary

Simple, robust logic with no repainting

🧠 Why This Script Is Useful

This tool lets you study how markets behave after major moves. Examples:

What happens after SPY drops more than 10% in a monthly candle?

How does BTC react after a −15% daily bar?

Does SMH tend to bounce after sharp selloffs?

Are there patterns in FX pairs after large weekly swings?

The script gives you a data-driven answer, based entirely on the bars you see on your chart.

⚙️ How to Use

Choose Asset

Set the Return Threshold

Adjust Forward Bar Horizons

Browse events via Page Number

Compare results with the chart visually