Blackstone Inc



ARTICLES



DATA TABLES

Last Updated August 15, 2021

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 85.714 92.308 94.286 83.333 100.0
Algo 2 92.857 91.667 100.0 87.5 100.0
Algo 3 66.667 100.0 91.667 100.0 100.0
MTF C 100.0 96.774 100.0 92.308 94.545
MTF A 98.438 98.198 97.203 94.406 94.091
SAG C 84.47 89.914 93.426 91.529 90.678
SAG A 85.547 90.07 92.421 90.492 90.123
MACD x 84.66 89.765 91.74 89.604 89.524
Precise 100.0 90.0 100.0 100.0 93.75
RSI 3x 85.0 93.75 98.473 93.976 94.737


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 42 39 35 18 5
Algo 2 14 12 13 8 2
Algo 3 9 10 12 6 2
MTF C 13 31 46 52 110
MTF A 64 111 143 143 220
SAG C 792 813 578 425 118
SAG A 1107 1148 818 589 162
MACD x 1219 1192 799 606 210
Precise 5 10 10 14 16
RSI 3x 180 160 131 83 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 1.483 1.302 3.424 5.643 5.432
Algo 2 1.808 0.845 1.977 5.443 0
Algo 3 2.193 1.845 3.906 6.774 0
MTF C 2.018 2.78 2.555 2.928 4.568
MTF A 2.46 2.704 3.149 3.418 4.302
SAG C 1.397 2.126 2.742 3.048 4.905
SAG A 1.384 2.051 2.831 3.048 4.881
MACD x 1.297 2.027 2.607 3.082 4.567
Precise 2.018 2.358 2.74 2.316 3.68
RSI 3x 1.397 2.091 2.701 3.878 5.567


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 2.827 4.257 6.592 8.052 6.465
Algo 2 2.191 1.413 6.542 8.805 0
Algo 3 3.201 4.556 6.667 9.416 0
MTF C 4.103 4.119 5.261 6.01 9.194
MTF A 3.819 5.062 5.618 6.139 9.509
SAG C 2.588 3.905 5.735 6.264 7.115
SAG A 2.484 3.894 5.619 6.264 7.04
MACD x 2.25 3.872 5.232 6.093 8.877
Precise 2.421 3.158 4.922 7.023 14.832
RSI 3x 2.601 4.352 5.935 6.568 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 4.991 6.031 9.639 12.075 9.554
Algo 2 3.559 4.641 17.62 12.899 0
Algo 3 4.632 5.92 12.236 13.002 0
MTF C 5.132 6.195 8.303 9.676 14.801
MTF A 5.977 8.182 10.366 10.359 15.157
SAG C 4.616 6.648 9.493 10.635 12.427
SAG A 4.421 6.618 9.489 10.803 13.413
MACD x 4.143 6.556 9.422 10.532 14.431
Precise 3.231 4.41 8.963 9.862 21.134
RSI 3x 4.512 7.37 11.188 12.53 13.298


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 52.381 58.974 74.286 83.333 100.0
Algo 2 57.143 33.333 69.231 87.5 0
Algo 3 44.444 70.0 75.0 100.0 0
MTF C 76.923 80.645 84.783 73.077 87.273
MTF A 84.375 81.982 84.615 80.42 87.273
SAG C 50.379 69.127 76.99 77.647 82.203
SAG A 49.774 68.467 76.528 77.08 82.716
MACD x 46.678 67.534 74.343 76.898 82.857
Precise 80.0 70.0 80.0 78.571 81.25
RSI 3x 53.333 70.625 83.969 85.542 94.737


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 19.048 35.897 51.429 66.667 80.0
Algo 2 7.143 25.0 53.846 62.5 0
Algo 3 11.111 40.0 58.333 83.333 0
MTF C 30.769 38.71 52.174 53.846 68.182
MTF A 34.375 49.55 53.846 55.944 67.727
SAG C 17.045 36.654 52.595 52.706 66.102
SAG A 15.989 35.889 51.711 52.971 65.432
MACD x 15.176 33.893 48.31 51.65 65.714
Precise 20.0 20.0 50.0 64.286 62.5
RSI 3x 15.556 38.75 58.779 57.831 73.684