CH Robinson Worldwide Inc



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DATA TABLES

Last Updated October 24, 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 87.5 96.154 94.444 96.154 81.818
Algo 2 87.5 100.0 86.667 100.0 66.667
Algo 3 89.474 100.0 100.0 100.0 100.0
MTF C 90.0 100.0 95.181 90.625 90.244
MTF A 95.522 96.721 96.729 91.518 91.471
SAG C 87.137 90.898 93.428 88.013 93.048
SAG A 86.42 89.56 94.011 89.023 93.75
MACD x 85.37 89.54 92.032 88.727 93.122
Precise 100.0 100.0 96.552 86.207 92.857
RSI 3x 87.629 91.534 92.771 89.344 97.222


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 40 26 36 26 11
Algo 2 24 13 15 11 3
Algo 3 19 10 13 6 6
MTF C 20 45 83 96 164
MTF A 67 122 214 224 340
SAG C 793 791 776 609 187
SAG A 1134 1092 1102 829 256
MACD x 1203 1195 1255 958 378
Precise 5 20 29 29 28
RSI 3x 194 189 166 122 36


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 1.207 1.885 2.938 2.74 4.919
Algo 2 1.602 1.997 2.998 2.306 0
Algo 3 1.626 2.086 3.164 2.988 3.874
MTF C 1.693 1.587 1.513 2.08 3.842
MTF A 1.524 1.597 2.027 2.516 4.2
SAG C 1.273 1.485 2.114 2.61 5.008
SAG A 1.285 1.483 2.025 2.641 4.684
MACD x 1.21 1.479 1.977 2.448 4.157
Precise 2.267 1.617 1.477 2.312 5.36
RSI 3x 1.285 1.698 2.226 2.476 3.909


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 1.967 3.34 4.483 5.691 5.926
Algo 2 2.104 3.607 4.699 4.172 0
Algo 3 2.28 4.148 4.667 4.79 5.423
MTF C 2.067 2.884 3.308 3.84 6.822
MTF A 2.104 3.042 3.553 4.406 7.069
SAG C 2.188 2.785 3.564 4.592 7.555
SAG A 2.165 2.793 3.53 4.581 7.705
MACD x 2.074 2.749 3.803 4.464 7.502
Precise 4.13 3.702 3.543 3.06 6.599
RSI 3x 2.425 3.069 3.688 4.189 7.321


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 3.01 5.04 6.988 7.702 6.855
Algo 2 3.066 4.689 7.686 8.551 0
Algo 3 3.115 5.637 6.829 6.599 6.623
MTF C 3.957 4.234 5.22 6.32 11.191
MTF A 4.131 4.839 6.121 7.461 11.708
SAG C 3.527 4.581 6.253 7.344 12.103
SAG A 3.516 4.531 5.886 7.332 12.786
MACD x 3.346 4.439 6.091 7.206 12.661
Precise 6.668 4.996 6.45 6.39 9.526
RSI 3x 3.554 4.994 5.969 7.705 12.404


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 42.5 65.385 83.333 76.923 81.818
Algo 2 45.833 69.231 80.0 72.727 0
Algo 3 52.632 70.0 92.308 83.333 100.0
MTF C 50.0 68.889 63.855 68.75 82.317
MTF A 52.239 68.033 72.897 74.107 83.235
SAG C 48.045 59.166 71.907 73.071 88.235
SAG A 47.531 58.059 71.053 73.824 87.5
MACD x 44.223 57.49 68.446 72.234 85.714
Precise 80.0 70.0 68.966 68.966 82.143
RSI 3x 48.969 62.434 74.096 74.59 88.889


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 2.5 26.923 41.667 53.846 54.545
Algo 2 0 23.077 40.0 45.455 0
Algo 3 0 40.0 38.462 50.0 50.0
MTF C 15.0 17.778 26.506 32.292 62.195
MTF A 16.418 22.131 35.047 41.964 64.706
SAG C 8.701 20.101 32.732 40.23 69.519
SAG A 8.554 19.322 30.853 40.772 68.359
MACD x 7.481 17.573 33.227 39.353 64.286
Precise 40.0 25.0 34.483 34.483 75.0
RSI 3x 9.278 22.751 31.928 36.885 63.889