To calculate a signal’s return which is shown on the model screen, we consider the difference between its system entry and exit prices.
System entry and exit prices are average prices calculated by considering stock prices for a certain time duration post signal emission. These time periods are unique for each quant model. System prices also consider the proportion of stocks purchased as per the optimal amount of capital (read more about this here).
Difference between the system exit price and entry price is shown as the return of the respective signal.
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