Bank of montreal
US StockFinancialsBanks
BMO Swing Trading Score
3
24
15
Strong Bullish
- AI analysis rates BMO with a higher swing trading score of 4.
- Furthermore, based on historical backtesting, when entering with a swing trading score of 4 and exiting with a score of 1, resulted in 43 trades with a 39.53% win rate and an average profit/loss of 3.0%.
BMO Historical Swing Trading Score
You can use historical scores of 3 or above to observe potential performance and make investment decisions.
BMO Swing Trading Strategy Backtest
The following backtest is based on specified rules since 2007. Price chart shows buy/sell time, cumulative returns, and backtesting statistics.
Entry
Exit
The Backtest Result of BMO from 2007/01 till Now
- 48.69%
- Cumulative Return
- 2.38%
- Annual Return
- 19.06%
- Volatility
- 0.12
- Sharpe Ratio
Statistics data for entering at or above a Swing Trading score of 4 and exiting at or below a Swing Trading score of 2 from January, 2007 to November, 2023. (Total Trades: 95)
| BMO | Sector | US Overall Market | |
|---|---|---|---|
| Wining Rate | 43% | 42% | 39% |
| Avg Return | 0.9% | 1.1% | 2.5% |
| Avg Profit | 8.9% | 10.3% | 17.9% |
| Avg Loss | -5.2% | -5.6% | -7.6% |
| Avg Risk-Reward Ratio | 170% | 184.5% | 235.8% |
Update to 2023/11/28 (Monthly Update)