CareDx Inc



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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 92.593 86.667 88.889 100.0 66.667
Algo 2 92.308 83.333 100.0 100.0 66.667
Algo 3 92.308 100.0 75.0 0 66.667
MTF C 100.0 100.0 96.97 100.0 98.246
MTF A 100.0 98.795 98.795 95.238 93.651
SAG C 94.01 94.5 94.393 95.455 92.537
SAG A 94.222 94.296 95.549 96.324 92.929
MACD x 100.0 100.0 87.5 100.0 100.0
Precise 93.652 92.784 95.082 93.791 90.196
RSI 3x 95.385 94.366 96.296 100.0 84.615


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 27 15 9 4 3
Algo 2 13 6 3 2 3
Algo 3 13 6 4 0 3
MTF C 26 27 33 36 57
MTF A 84 83 83 84 126
SAG C 601 400 214 176 67
SAG A 848 561 337 272 99
MACD x 6 8 8 10 8
Precise 1213 679 427 306 102
RSI 3x 130 71 54 41 13


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 2.842 3.069 2.027 14.096 0
Algo 2 2.759 3.069 0 0 0
Algo 3 2.452 4.96 0 0 0
MTF C 4.819 5.661 4.727 4.531 5.994
MTF A 5.032 5.462 5.518 5.212 7.337
SAG C 2.5 3.156 4.787 4.18 9.581
SAG A 2.561 3.612 4.594 4.27 9.078
MACD x 5.052 5.864 5.773 2.341 4.993
Precise 2.819 3.531 4.237 5.631 9.009
RSI 3x 3.037 3.067 4.304 7.045 23.033


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 5.94 7.812 6.234 16.861 0
Algo 2 5.493 9.972 0 0 0
Algo 3 4.954 13.382 0 0 0
MTF C 7.183 10.223 8.796 7.409 15.504
MTF A 6.909 9.362 8.806 8.881 13.948
SAG C 4.881 7.043 9.455 10.122 16.112
SAG A 5.01 7.371 9.026 10.3 16.112
MACD x 6.345 8.145 6.818 4.68 12.893
Precise 5.463 7.505 8.955 10.742 14.328
RSI 3x 5.655 7.668 10.584 13.07 30.711


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 10.956 19.911 15.0 17.467 0
Algo 2 7.097 19.911 0 0 0
Algo 3 7.097 20.228 0 0 0
MTF C 11.2 13.915 12.591 13.646 33.365
MTF A 11.64 13.129 14.694 15.118 30.886
SAG C 8.738 14.016 15.133 16.492 31.301
SAG A 8.751 13.751 15.284 17.94 30.918
MACD x 9.005 11.116 10.919 6.943 24.777
Precise 9.789 12.8 15.086 19.65 30.224
RSI 3x 9.628 13.348 17.697 24.113 37.33


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 77.778 73.333 66.667 100.0 0
Algo 2 76.923 66.667 0 0 0
Algo 3 76.923 100.0 0 0 0
MTF C 96.154 96.296 96.97 97.222 91.228
MTF A 95.238 96.386 95.181 92.857 88.889
SAG C 75.707 80.0 85.981 88.068 85.075
SAG A 77.123 81.818 86.647 89.338 85.859
MACD x 100.0 100.0 87.5 90.0 87.5
Precise 79.225 82.18 85.246 89.869 87.255
RSI 3x 79.231 80.282 92.593 100.0 84.615


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 59.259 53.333 44.444 100.0 0
Algo 2 53.846 50.0 0 0 0
Algo 3 46.154 66.667 0 0 0
MTF C 73.077 81.481 69.697 61.111 75.439
MTF A 75.0 75.904 75.904 71.429 78.571
SAG C 46.256 60.0 69.626 67.614 77.612
SAG A 47.288 61.854 69.436 68.382 79.798
MACD x 66.667 87.5 62.5 40.0 75.0
Precise 51.113 60.677 66.979 73.203 82.353
RSI 3x 53.077 61.972 70.37 87.805 69.231