Blackstone 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 82.692 92.308 91.892 85.714 100.0
Algo 2 94.118 91.667 100.0 87.5 100.0
Algo 3 66.667 100.0 91.667 100.0 100.0
MTF C 100.0 97.143 98.077 92.857 93.103
MTF A 98.684 98.374 96.774 94.839 93.534
SAG C 83.648 89.342 92.73 91.391 90.977
SAG A 84.422 89.486 91.904 90.236 90.503
MACD x 100.0 90.0 100.0 100.0 93.75
Precise 84.891 89.498 91.667 89.498 90.135
RSI 3x 85.586 93.182 98.611 94.318 96.0


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 52 39 37 21 5
Algo 2 17 12 13 8 2
Algo 3 12 10 12 6 2
MTF C 16 35 52 56 116
MTF A 76 123 155 155 232
SAG C 899 882 619 453 133
SAG A 1271 1246 877 635 179
MACD x 7 10 12 15 16
Precise 1370 1276 852 638 223
RSI 3x 222 176 144 88 25


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 1.617 1.302 3.482 5.347 5.432
Algo 2 1.565 0.845 1.977 5.443 0
Algo 3 1.615 1.845 3.906 6.774 0
MTF C 1.975 2.78 3.088 3.025 4.697
MTF A 2.46 2.704 3.219 3.501 4.361
SAG C 1.437 2.076 2.712 3.193 4.934
SAG A 1.4 2.009 2.798 3.192 4.932
MACD x 2.22 2.358 3.416 2.504 3.68
Precise 1.313 2.027 2.633 3.101 4.57
RSI 3x 1.439 2.125 3.088 4.046 5.207


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 2.811 4.257 6.629 8.429 6.465
Algo 2 2.494 1.413 6.542 8.805 0
Algo 3 3.201 4.556 6.667 9.416 0
MTF C 4.271 4.26 5.616 6.01 9.76
MTF A 4.103 5.062 5.752 6.212 9.679
SAG C 2.631 3.917 5.674 6.408 7.542
SAG A 2.571 3.896 5.619 6.461 7.173
MACD x 3.231 3.158 5.961 7.086 14.832
Precise 2.393 3.923 5.252 6.261 8.944
RSI 3x 2.824 3.893 6.219 6.755 8.105


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 4.813 6.031 9.499 12.157 9.554
Algo 2 3.828 4.641 17.62 12.899 0
Algo 3 5.36 5.92 12.236 13.002 0
MTF C 5.246 6.195 8.794 9.713 15.082
MTF A 6.806 8.211 10.722 10.994 15.423
SAG C 4.707 6.668 9.488 10.726 13.863
SAG A 4.556 6.648 9.502 11.078 14.427
MACD x 5.161 4.41 8.56 12.024 21.134
Precise 4.369 6.714 9.577 10.86 14.896
RSI 3x 4.73 7.21 11.77 12.461 13.461


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 51.923 58.974 72.973 80.952 100.0
Algo 2 58.824 33.333 69.231 87.5 0
Algo 3 41.667 70.0 75.0 100.0 0
MTF C 75.0 80.0 84.615 75.0 86.207
MTF A 82.895 82.114 85.161 81.935 86.638
SAG C 51.168 68.027 75.929 77.925 83.459
SAG A 50.433 67.175 75.713 77.008 83.799
MACD x 85.714 70.0 83.333 80.0 81.25
Precise 48.467 67.32 74.178 76.959 83.408
RSI 3x 55.405 70.455 84.722 86.364 96.0


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 17.308 35.897 51.351 66.667 80.0
Algo 2 11.765 25.0 53.846 62.5 0
Algo 3 16.667 40.0 58.333 83.333 0
MTF C 31.25 37.143 53.846 55.357 68.103
MTF A 35.526 49.593 54.839 57.419 67.672
SAG C 18.131 36.281 51.535 52.98 67.669
SAG A 16.758 35.634 51.197 53.543 67.039
MACD x 28.571 20.0 58.333 66.667 62.5
Precise 16.642 34.561 48.709 52.038 66.368
RSI 3x 18.468 36.932 61.806 60.227 76.0