CareDx Inc



ARTICLES



DATA TABLES

Last Updated August 25, 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 95.652 92.857 85.714 100.0 66.667
Algo 2 100.0 100.0 100.0 100.0 66.667
Algo 3 100.0 100.0 66.667 0 66.667
MTF C 100.0 100.0 100.0 100.0 97.959
MTF A 100.0 98.649 100.0 94.595 92.982
SAG C 94.815 94.944 93.846 94.904 91.379
SAG A 94.634 94.611 95.066 95.868 91.954
MACD x 94.011 92.937 95.103 93.214 90.323
Precise 100.0 100.0 100.0 100.0 100.0
RSI 3x 96.396 96.226 95.833 100.0 81.818


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 23 14 7 4 3
Algo 2 11 5 3 2 3
Algo 3 11 6 3 0 3
MTF C 23 23 27 30 49
MTF A 73 74 73 74 114
SAG C 540 356 195 157 58
SAG A 764 501 304 242 87
MACD x 1102 623 388 280 93
Precise 4 8 7 6 7
RSI 3x 111 53 48 34 11


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 3.176 3.069 2.692 14.096 0
Algo 2 2.675 3.069 0 0 0
Algo 3 2.675 4.96 0 0 0
MTF C 4.606 5.848 5.608 4.734 5.462
MTF A 5.068 5.615 5.695 5.532 7.289
SAG C 2.594 3.194 4.926 4.023 9.078
SAG A 2.727 3.613 4.753 4.09 8.989
MACD x 2.83 3.581 4.318 5.495 9.009
Precise 4.657 5.864 5.773 4.606 4.184
RSI 3x 3.532 2.683 4.128 8.452 29.35


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 6.556 7.812 6.234 16.861 0
Algo 2 5.045 9.972 0 0 0
Algo 3 5.73 13.382 0 0 0
MTF C 7.756 10.223 10.274 8.571 13.884
MTF A 7.109 9.533 9.167 9.142 13.334
SAG C 5.029 7.215 9.437 8.972 18.777
SAG A 5.105 7.597 8.965 9.862 17.038
MACD x 5.562 7.659 8.855 10.444 15.086
Precise 5.659 8.145 6.818 5.903 12.816
RSI 3x 5.66 7.557 10.336 13.523 33.243


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 11.456 19.911 13.441 17.467 0
Algo 2 7.107 19.911 0 0 0
Algo 3 7.107 20.228 0 0 0
MTF C 11.106 14.533 12.877 15.037 37.714
MTF A 12.5 13.038 15.082 15.193 31.224
SAG C 8.845 14.535 15.257 15.927 31.902
SAG A 8.869 13.892 15.204 17.412 31.58
MACD x 9.981 13.383 14.65 19.831 30.97
Precise 7.408 11.116 10.919 9.766 25.664
RSI 3x 9.701 15.304 17.122 24.606 39.119


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 78.261 78.571 71.429 100.0 0
Algo 2 81.818 80.0 0 0 0
Algo 3 81.818 100.0 0 0 0
MTF C 95.652 100.0 100.0 100.0 89.796
MTF A 94.521 97.297 97.26 93.243 87.719
SAG C 77.778 80.056 85.128 87.898 82.759
SAG A 78.927 81.637 85.855 89.256 83.908
MACD x 79.764 82.986 85.309 90.0 88.172
Precise 100.0 100.0 100.0 100.0 85.714
RSI 3x 81.081 81.132 91.667 100.0 81.818


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 60.87 57.143 42.857 100.0 0
Algo 2 54.545 60.0 0 0 0
Algo 3 54.545 66.667 0 0 0
MTF C 69.565 82.609 77.778 66.667 73.469
MTF A 75.342 77.027 79.452 74.324 77.193
SAG C 47.593 60.955 69.744 66.242 74.138
SAG A 48.56 62.475 69.408 67.769 77.011
MACD x 51.361 61.637 67.784 72.5 82.796
Precise 50.0 87.5 71.429 50.0 71.429
RSI 3x 54.955 62.264 68.75 91.176 81.818