Avis Budget Group Inc



ARTICLES



DATA TABLES

Last Updated March 19, 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 85.484 90.741 88.889 83.333 92.857
Algo 2 96.296 91.304 71.429 73.333 87.5
Algo 3 91.304 78.261 72.727 82.353 85.714
MTF C 100.0 92.727 95.918 91.304 83.784
MTF A 97.727 98.077 93.846 90.441 83.938
SAG C 88.778 87.039 84.035 82.834 77.119
SAG A 87.48 87.391 84.19 83.221 80.579
MACD x 100.0 100.0 91.667 88.889 90.0
Precise 87.441 86.895 85.818 83.196 83.15
RSI 3x 92.035 88.261 82.381 82.317 79.412


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 62 54 36 30 14
Algo 2 27 23 14 15 8
Algo 3 23 23 11 17 7
MTF C 26 55 98 115 185
MTF A 88 156 260 272 386
SAG C 900 1003 902 734 354
SAG A 1270 1380 1265 1037 484
MACD x 6 12 24 27 30
Precise 1282 1282 1241 970 546
RSI 3x 226 230 210 164 68


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 2.378 1.389 2.648 2.687 5.089
Algo 2 1.049 1.407 2.404 3.888 1.98
Algo 3 1.1 2.418 2.754 2.92 17.063
MTF C 3.512 5.133 3.477 3.472 4.813
MTF A 2.685 3.49 2.773 3.193 4.713
SAG C 1.96 2.216 2.421 3.024 5.263
SAG A 1.96 2.175 2.361 3.066 5.263
MACD x 2.345 4.655 3.363 4.484 4.034
Precise 2.037 2.341 2.603 3.182 4.759
RSI 3x 2.076 2.118 2.25 3.131 7.063


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 4.341 5.543 6.048 5.177 7.717
Algo 2 2.978 6.162 8.131 7.728 7.674
Algo 3 2.849 8.626 6.264 4.635 34.471
MTF C 5.42 6.912 6.893 7.294 10.954
MTF A 5.176 6.512 5.607 6.61 9.429
SAG C 4.073 5.102 5.16 5.938 10.126
SAG A 3.932 4.758 4.927 5.963 9.979
MACD x 3.677 7.616 8.059 7.454 11.13
Precise 3.989 5.153 5.797 6.536 10.496
RSI 3x 4.138 4.635 5.759 6.701 12.859


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 7.115 8.835 8.439 14.874 33.227
Algo 2 7.593 12.413 9.799 17.49 23.695
Algo 3 6.717 13.52 9.047 7.801 44.199
MTF C 7.293 12.481 11.888 13.414 22.414
MTF A 8.505 10.746 10.278 11.771 20.986
SAG C 6.873 9.432 9.832 12.208 24.437
SAG A 6.829 9.378 9.414 11.871 21.588
MACD x 6.73 10.99 11.226 11.662 21.484
Precise 7.126 9.695 10.641 11.687 18.765
RSI 3x 7.414 8.562 11.344 13.098 25.788


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 66.129 62.963 77.778 66.667 78.571
Algo 2 59.259 65.217 64.286 66.667 62.5
Algo 3 56.522 56.522 63.636 70.588 85.714
MTF C 84.615 87.273 83.673 82.609 76.216
MTF A 82.955 89.103 78.846 78.676 75.907
SAG C 65.778 67.298 68.514 71.935 71.469
SAG A 64.882 66.667 67.747 72.228 74.587
MACD x 83.333 83.333 83.333 74.074 76.667
Precise 65.757 68.487 70.266 71.649 77.289
RSI 3x 70.354 66.522 64.286 68.902 75.0


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 40.323 50.0 50.0 43.333 71.429
Algo 2 44.444 56.522 42.857 46.667 50.0
Algo 3 34.783 56.522 45.455 35.294 85.714
MTF C 57.692 70.909 61.224 60.0 62.162
MTF A 51.136 61.538 51.154 56.25 62.176
SAG C 35.556 44.068 42.461 47.003 59.322
SAG A 34.331 42.609 41.66 48.023 61.983
MACD x 33.333 75.0 58.333 66.667 60.0
Precise 36.115 44.618 47.945 49.588 61.172
RSI 3x 37.611 40.87 47.619 51.22 66.176