Bank of montreal BMO.US Swing Trading Analysis
US StockFinancials
BMO Swing Trading Score
3
24
15
Explosive Bullish
- AI analysis rates BMO with the highest swing trading score of 5.
- It is mainly due to the positive AI swing signal,along with the relatively low short-term volatility.
- Furthermore, based on historical backtesting, when entering with a swing trading score of 5 and exiting with a score of 1, resulted in 23 trades with a 30.43% win rate and an average profit/loss of 1.68%.
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
- 145.87%
- Cumulative Return
- 5.20%
- Annual Return
- 18.86%
- Volatility
- 0.28
- 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 October, 2024. (Total Trades: 127)
| BMO | Sector | US Overall Market | |
|---|---|---|---|
| Wining Rate | 47% | 46% | 43% |
| Avg Return | 1.2% | 1% | 2.3% |
| Avg Profit | 7.1% | 7.9% | 14.8% |
| Avg Loss | -4.2% | -5% | -7.3% |
| Avg Risk-Reward Ratio | 169.6% | 157.5% | 202.8% |
Update to 2024/10/14 (Daily Update)