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Psychsignal Algorithm Using New QTradableStocksUS Universe

Note: This is an updated version of an old algo, simulated over more recent market data.

PsychSignal's StockTwits Trader Mood analyzes trader's messages posted on StockTwits, and provides a measure of bull/bear intensity for securities based on aggregated message sentiment. This dataset includes factors such as number of bullish and bearish messages, bull-to-bear intensity and bull-to-bear message ratio.

Both versions of this algo were inspired by Seong Lee's Social Media Trader Mood Series. Enjoy!

Clone Algorithm
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Backtest from to with initial capital
Total Returns
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Alpha
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Beta
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Sharpe
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Sortino
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Max Drawdown
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Benchmark Returns
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Volatility
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Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 5a02a8b4fddf10449d6abf54
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2 responses

@Ernesto Perez
Hi Ernesto. I cloned it & tried running it but got a message stating: "execution timeout". Please advise...

@Tony,

I just cloned the algorithm to test it on my end, and it didn't raise any errors during simulation. Would you mind opening a support request so we can take a closer look on your end?