Artisan Partners Asset Management Inc



ARTICLES



DATA TABLES

Last Updated May 28, 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 94.286 95.238 93.333 100.0
Algo 2 85.714 93.333 87.5 100.0 100.0
Algo 3 82.353 92.308 100.0 100.0 100.0
MTF C 100.0 100.0 100.0 96.0 93.056
MTF A 98.936 98.148 99.091 94.495 92.105
SAG C 87.135 91.243 90.962 91.438 91.489
SAG A 87.51 91.043 90.871 89.588 92.0
MACD x 100.0 100.0 100.0 92.308 100.0
Precise 87.316 90.368 91.289 89.899 94.245
RSI 3x 88.764 89.583 96.154 91.549 89.474


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 32 35 21 15 4
Algo 2 14 15 8 5 1
Algo 3 17 13 7 9 2
MTF C 32 42 51 50 72
MTF A 94 108 110 109 152
SAG C 855 571 343 292 94
SAG A 1217 815 482 413 125
MACD x 11 13 14 13 9
Precise 1356 924 551 396 139
RSI 3x 178 144 78 71 19


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 1.553 1.909 3.309 2.248 9.665
Algo 2 1.743 2.0 5.037 4.066 0
Algo 3 2.093 3.32 2.551 2.964 0
MTF C 2.627 2.116 2.596 2.737 4.737
MTF A 2.109 2.263 2.465 2.906 3.953
SAG C 1.467 2.001 2.606 2.723 4.674
SAG A 1.447 2.001 2.64 2.713 4.365
MACD x 3.022 1.656 2.287 1.771 7.308
Precise 1.405 1.86 2.192 2.721 4.758
RSI 3x 1.462 1.984 2.819 3.401 5.049


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 2.643 3.469 6.522 5.959 11.034
Algo 2 3.089 3.786 7.444 5.009 0
Algo 3 3.623 5.912 7.444 9.828 0
MTF C 3.022 3.548 4.367 4.629 9.039
MTF A 3.15 4.038 4.588 4.913 7.87
SAG C 2.771 3.841 4.834 5.207 8.896
SAG A 2.777 3.739 4.603 5.244 8.909
MACD x 3.15 4.457 5.882 6.926 7.836
Precise 2.654 3.577 4.416 4.998 7.847
RSI 3x 2.772 3.356 5.266 5.334 10.107


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 4.733 7.367 7.93 13.011 17.302
Algo 2 3.624 6.551 8.65 14.123 0
Algo 3 4.819 8.155 8.65 14.123 0
MTF C 4.067 5.808 7.687 8.156 12.437
MTF A 5.007 6.818 7.588 8.729 14.336
SAG C 4.592 7.044 7.34 7.712 16.199
SAG A 4.59 7.065 7.064 8.259 15.417
MACD x 5.061 6.335 9.117 9.358 10.018
Precise 4.605 6.452 7.23 7.874 13.593
RSI 3x 4.352 5.706 8.397 8.851 16.536


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 56.25 68.571 76.19 73.333 100.0
Algo 2 57.143 66.667 75.0 100.0 0
Algo 3 64.706 84.615 71.429 77.778 0
MTF C 81.25 76.19 80.392 78.0 84.722
MTF A 74.468 76.852 80.0 81.651 84.211
SAG C 55.906 68.476 76.676 78.425 86.17
SAG A 55.875 68.344 77.386 76.755 86.4
MACD x 100.0 69.231 78.571 61.538 100.0
Precise 53.466 65.584 71.688 76.263 87.77
RSI 3x 56.742 65.972 80.769 78.873 89.474


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 18.75 37.143 61.905 53.333 100.0
Algo 2 7.143 40.0 62.5 60.0 0
Algo 3 17.647 53.846 57.143 55.556 0
MTF C 15.625 28.571 47.059 46.0 68.056
MTF A 25.532 34.259 45.455 44.954 65.132
SAG C 19.532 36.252 43.732 47.26 65.957
SAG A 19.556 35.706 41.909 46.973 64.8
MACD x 27.273 38.462 57.143 53.846 88.889
Precise 19.1 32.143 39.746 44.949 67.626
RSI 3x 20.225 30.556 50.0 52.113 68.421