Agilent Technologies Inc



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DATA TABLES

Last Updated June 14, 2022

SUCCESS TABLE

The success table identifies the percent of occurrences in which reasonable movement occurs in favor of the direction signaled by the algorithm.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 87.5 94.231 91.667 87.179 81.818
Algo 2 92.0 96.154 90.0 84.615 75.0
Algo 3 95.455 100.0 93.333 100.0 100.0
MTF C 87.097 96.491 98.02 97.087 93.333
MTF A 90.698 96.599 96.46 93.644 91.379
SAG C 81.369 88.755 90.265 87.995 90.795
SAG A 81.537 88.271 91.114 88.034 89.049
MACD x 90.0 94.737 95.833 100.0 88.235
Precise 81.725 87.183 90.315 86.766 90.691
RSI 3x 84.753 90.31 94.884 91.279 98.113


SIGNALS TABLE

This table identifies how many signals have occurred for the particular equity, algorithm, and timeframe. It may be impossible to have studied every occurrence (depending on the timeframe and data availability). All statistics on this page relate to the number of studied signals in this table.

TIMEFRAME / CHART TYPE
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 56 52 60 39 11
Algo 2 25 26 30 13 4
Algo 3 22 15 15 16 3
MTF C 31 57 101 103 165
MTF A 86 147 226 236 348
SAG C 891 996 945 758 239
SAG A 1262 1330 1328 1053 347
MACD x 10 19 24 26 17
Precise 1368 1381 1301 937 333
RSI 3x 223 258 215 172 53


25th QUARTILE GAINS TABLE

This table begins to identify how successful the algorithms are. The percentages in this table represent how much the stock moves on at least 25% of the signal's occurrences. For example, when the signal has indicated buy or sell in the past, the signal's accuracy yielded gains of 2%, 3%, 4%, 5%, 7%, 8%, 9%, and 10%. Three-quarters of the time, the stock moved at least 3%, half the time the signal executed lead to the stock moving at least 5%, and one-quarter of the occasions saw gains exceed 8%. This table displays the gains that are seen three-quarters of the time.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 1.239 1.859 2.294 3.439 2.59
Algo 2 1.068 1.809 3.078 3.21 0
Algo 3 1.406 2.263 4.191 3.308 0
MTF C 1.577 2.009 2.25 2.641 5.244
MTF A 1.564 2.086 2.265 2.539 4.695
SAG C 1.153 1.59 1.909 2.64 3.856
SAG A 1.153 1.624 1.909 2.642 3.868
MACD x 2.571 2.626 2.421 2.548 5.581
Precise 1.134 1.682 1.851 2.61 3.721
RSI 3x 1.146 1.714 2.252 2.254 4.757


MEDIAN GAINS TABLE

This table continues to identify how successful the algorithms are. The percentages in this table represent how much the stock moves on at least 50% of the signal's occurrences. For example, when the signal has indicated buy or sell in the past, the signal's accuracy yielded gains of 2%, 3%, 4%, 5%, 7%, 8%, 9%, and 10%. Three-quarters of the time, the stock moved at least 3%, half the time the signal executed lead to the stock moving at least 5%, and one-quarter of the occasions saw gains exceed 8%. This table displays the gains that are seen half of the time.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 1.768 3.341 4.523 5.986 10.49
Algo 2 1.686 3.341 5.143 4.513 0
Algo 3 2.179 6.462 5.479 5.257 0
MTF C 2.49 3.191 4.156 5.111 9.57
MTF A 2.497 3.408 4.47 5.085 8.288
SAG C 1.97 3.143 4.155 4.832 7.262
SAG A 1.978 3.159 4.11 4.952 7.204
MACD x 2.777 3.473 4.502 6.287 10.423
Precise 2.029 3.032 4.025 5.12 7.371
RSI 3x 2.095 3.196 4.618 4.987 8.245


75th QUARTILE GAINS TABLE

This table begins to identify how successful the algorithms are. The percentages in this table represent how much the stock moves on at least 25% of the signal's occurrences. For example, when the signal has indicated buy or sell in the past, the signal's accuracy yielded gains of 2%, 3%, 4%, 5%, 7%, 8%, 9%, and 10%. Three-quarters of the time, the stock moved at least 3%, half the time the signal executed lead to the stock moving at least 5%, and one-quarter of the occasions saw gains exceed 8%. This table displays the gains that are seen one-quarter of the time.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 3.134 6.5 6.945 8.683 18.745
Algo 2 2.934 6.53 7.433 7.19 0
Algo 3 2.991 6.967 8.747 12.357 0
MTF C 3.431 4.955 8.007 9.51 15.217
MTF A 3.837 6.183 8.027 9.19 14.629
SAG C 3.442 5.858 7.832 9.212 12.455
SAG A 3.442 5.732 7.656 9.007 12.223
MACD x 4.161 4.489 8.537 12.076 13.437
Precise 3.368 5.426 7.321 8.935 13.243
RSI 3x 3.703 5.616 8.924 9.044 13.476


2% MOVEMENT TABLE

This table identifies the percent of occurrences in which the stock moves 2% in favor of the direction signaled by the algorithm.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 41.071 69.231 71.667 79.487 63.636
Algo 2 44.0 69.231 70.0 76.923 0
Algo 3 50.0 80.0 80.0 93.75 0
MTF C 54.839 71.93 78.218 78.641 89.697
MTF A 55.814 74.15 75.664 77.119 85.345
SAG C 40.404 60.442 66.455 70.712 83.682
SAG A 40.491 60.602 66.642 71.415 81.556
MACD x 80.0 78.947 75.0 84.615 76.471
Precise 41.667 60.174 66.257 71.932 78.679
RSI 3x 42.601 62.403 73.953 71.512 86.792


5% MOVEMENT TABLE

This table identifies the percent of occurrences in which the stock moves 5% in favor of the direction signaled by the algorithm.

TIMEFRAME / CHART TYPE (as a %)
30 Minute 1 Hour 2 Hour 3 Hour Daily
Algo 1 10.714 32.692 36.667 48.718 45.455
Algo 2 12.0 34.615 46.667 38.462 0
Algo 3 13.636 53.333 53.333 50.0 0
MTF C 12.903 24.561 36.634 48.544 71.515
MTF A 15.116 30.612 40.708 47.458 67.241
SAG C 8.642 28.012 36.402 42.744 59.414
SAG A 8.716 27.594 36.37 43.78 58.213
MACD x 20.0 21.053 37.5 57.692 64.706
Precise 8.845 24.909 36.357 44.397 56.757
RSI 3x 11.659 28.295 45.581 44.767 71.698