Ciena Corporation



ARTICLES



DATA TABLES

Last Updated February 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 86.364 88.636 92.5 100.0 83.333
Algo 2 90.476 80.952 94.444 100.0 75.0
Algo 3 87.5 87.5 95.0 100.0 66.667
MTF C 91.667 96.364 98.077 93.458 94.886
MTF A 96.341 97.857 97.863 93.878 92.655
SAG C 86.391 92.009 95.047 93.294 90.283
SAG A 86.655 92.139 94.715 93.73 90.533
MACD x 88.111 91.94 94.321 93.812 89.583
Precise 90.0 94.118 100.0 95.455 94.444
RSI 3x 90.576 92.991 94.907 91.617 90.244


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 44 44 40 35 6
Algo 2 21 21 18 15 4
Algo 3 16 16 20 15 3
MTF C 36 55 104 107 176
MTF A 82 140 234 245 354
SAG C 823 851 848 686 247
SAG A 1154 1183 1211 941 338
MACD x 1329 1191 1215 905 384
Precise 10 17 22 22 18
RSI 3x 191 214 216 167 41


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 1.782 2.559 4.5 4.438 15.676
Algo 2 1.823 2.531 3.709 4.438 0
Algo 3 1.782 3.491 3.248 2.18 0
MTF C 2.273 2.535 3.359 3.31 6.323
MTF A 2.153 2.552 3.433 3.73 6.113
SAG C 1.472 2.266 3.207 4.471 6.633
SAG A 1.483 2.322 3.106 4.306 6.026
MACD x 1.474 2.151 3.174 3.803 5.524
Precise 3.432 1.494 2.703 2.357 8.71
RSI 3x 1.373 2.599 3.12 4.362 5.776


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 2.846 4.84 7.87 7.801 18.414
Algo 2 2.913 3.925 7.623 8.036 0
Algo 3 2.368 5.168 5.405 7.696 0
MTF C 3.448 4.863 7.177 7.927 12.438
MTF A 3.184 4.955 7.045 8.151 13.765
SAG C 2.595 4.141 6.719 8.049 13.062
SAG A 2.66 4.147 6.532 8.049 12.197
MACD x 2.634 4.222 6.569 7.835 13.197
Precise 4.64 2.827 3.74 3.515 14.118
RSI 3x 2.526 4.553 6.501 7.639 9.934


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 5.017 6.563 15.713 11.16 19.22
Algo 2 5.79 6.365 15.713 13.402 0
Algo 3 3.785 6.249 14.124 11.16 0
MTF C 5.469 8.528 13.601 16.238 25.098
MTF A 5.448 9.016 13.699 15.122 23.809
SAG C 4.418 7.156 11.787 14.531 21.613
SAG A 4.423 7.123 11.531 14.327 21.329
MACD x 4.49 7.644 11.879 14.052 22.811
Precise 5.469 6.058 7.56 6.792 26.486
RSI 3x 4.806 7.414 11.075 13.686 16.129


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 59.091 81.818 87.5 88.571 83.333
Algo 2 61.905 71.429 88.889 86.667 0
Algo 3 56.25 81.25 90.0 80.0 0
MTF C 75.0 81.818 84.615 85.047 91.477
MTF A 76.829 83.571 86.752 87.347 87.571
SAG C 53.827 73.208 82.075 83.528 86.235
SAG A 54.939 73.711 80.925 83.528 86.095
MACD x 55.004 70.613 79.918 83.646 84.375
Precise 80.0 64.706 81.818 81.818 88.889
RSI 3x 57.592 75.234 84.259 83.234 80.488


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 22.727 40.909 65.0 71.429 66.667
Algo 2 28.571 33.333 66.667 66.667 0
Algo 3 18.75 50.0 60.0 53.333 0
MTF C 30.556 45.455 60.577 62.617 76.136
MTF A 30.488 47.857 61.966 63.673 74.576
SAG C 16.039 38.778 58.137 65.743 72.874
SAG A 16.378 38.377 56.895 65.462 71.302
MACD x 17.908 40.554 57.037 61.547 68.75
Precise 40.0 23.529 40.909 36.364 77.778
RSI 3x 19.372 42.523 56.481 65.269 70.732