Cleveland-Cliffs Inc



ARTICLES



DATA TABLES

Last Updated May 28, 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 0 93.182 92.857 88.372 0
Algo 2 0 89.474 94.118 86.667 0
Algo 3 0 89.474 100.0 84.615 0
MTF C 0 100.0 100.0 97.0 91.667
MTF A 100.0 100.0 100.0 95.968 96.774
SAG C 81.818 86.957 93.148 90.775 94.118
SAG A 84.615 89.655 93.127 90.536 95.455
MACD x 0 100.0 100.0 100.0 0
Precise 100.0 94.464 93.267 91.658 90.625
RSI 3x 100.0 94.66 92.377 90.625 100.0


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 0 44 56 43 0
Algo 2 0 19 17 15 0
Algo 3 0 19 11 13 0
MTF C 0 1 1 100 12
MTF A 1 3 5 248 31
SAG C 11 23 934 813 17
SAG A 13 29 1295 1120 22
MACD x 0 15 17 19 0
Precise 17 1138 1203 935 32
RSI 3x 2 206 223 192 7


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 0 3.42 1.892 3.758 0
Algo 2 0 2.007 2.125 3.689 0
Algo 3 0 2.007 1.758 5.682 0
MTF C 0 0 0 5.31 15.9
MTF A 0 0 3.239 4.613 13.595
SAG C 1.696 1.666 3.029 3.915 8.033
SAG A 1.932 2.132 3.086 4.045 5.583
MACD x 0 5.833 5.872 5.344 0
Precise 2.523 3.292 3.304 4.079 11.997
RSI 3x 0 3.43 3.617 4.794 10.132


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 0 7.49 4.017 8.727 0
Algo 2 0 8.692 3.878 6.542 0
Algo 3 0 5.133 3.788 9.628 0
MTF C 0 0 0 9.685 23.69
MTF A 0 0 6.049 9.53 19.065
SAG C 3.531 3.942 7.111 8.517 16.138
SAG A 3.531 4.854 6.962 8.748 13.291
MACD x 0 9.591 12.53 13.489 0
Precise 4.445 6.963 7.458 8.788 16.533
RSI 3x 0 6.772 7.181 9.285 26.275


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 0 13.663 10.79 14.603 0
Algo 2 0 13.823 10.802 11.565 0
Algo 3 0 12.44 6.646 14.753 0
MTF C 0 0 0 16.62 31.741
MTF A 0 0 18.786 15.818 27.513
SAG C 4.131 11.939 12.858 15.186 30.664
SAG A 4.18 10.122 12.815 15.216 22.512
MACD x 0 11.401 15.7 18.538 0
Precise 6.41 11.972 13.184 15.439 28.784
RSI 3x 0 10.699 14.329 15.355 28.436


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 0 79.545 66.071 79.07 0
Algo 2 0 68.421 70.588 80.0 0
Algo 3 0 68.421 63.636 76.923 0
MTF C 0 0 0 90.0 83.333
MTF A 0 0 80.0 88.306 93.548
SAG C 54.545 60.87 79.229 79.951 94.118
SAG A 61.538 68.966 78.996 80.714 95.455
MACD x 0 100.0 100.0 100.0 0
Precise 82.353 80.668 79.8 82.888 87.5
RSI 3x 0 78.155 80.269 85.938 100.0


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 0 59.091 42.857 58.14 0
Algo 2 0 52.632 41.176 53.333 0
Algo 3 0 47.368 45.455 61.538 0
MTF C 0 0 0 74.0 83.333
MTF A 0 0 60.0 70.161 90.323
SAG C 9.091 39.13 58.351 62.485 70.588
SAG A 7.692 44.828 58.61 63.125 72.727
MACD x 0 73.333 82.353 73.684 0
Precise 47.059 59.051 61.18 63.743 81.25
RSI 3x 0 58.738 59.641 67.188 85.714