ConocoPhillips



ARTICLES



DATA TABLES

Last Updated August 16, 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 84.906 86.0 88.372 92.105 90.0
Algo 2 82.143 89.474 94.737 93.75 100.0
Algo 3 83.333 90.909 92.857 93.75 100.0
MTF C 100.0 94.203 96.226 92.593 87.582
MTF A 95.192 95.266 94.553 92.578 88.474
SAG C 87.454 86.56 89.853 83.589 91.25
SAG A 87.773 86.242 89.72 84.868 90.963
MACD x 87.447 87.105 89.801 85.455 92.099
Precise 100.0 90.909 92.857 90.0 100.0
RSI 3x 89.573 86.916 89.73 88.889 88.75


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 53 50 43 38 30
Algo 2 28 19 19 16 16
Algo 3 24 22 14 16 8
MTF C 37 69 106 108 153
MTF A 104 169 257 256 321
SAG C 821 878 818 652 480
SAG A 1145 1192 1177 912 675
MACD x 1171 1202 1157 825 848
Precise 15 22 28 30 18
RSI 3x 211 214 185 153 80


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 1.525 1.42 2.067 1.893 3.995
Algo 2 1.559 2.424 2.37 2.195 6.892
Algo 3 1.183 1.697 2.444 2.195 7.317
MTF C 1.451 1.832 2.483 3.127 3.839
MTF A 1.745 1.766 2.149 2.463 4.327
SAG C 1.479 1.592 2.0 2.435 4.297
SAG A 1.475 1.599 1.988 2.364 4.655
MACD x 1.437 1.492 2.006 2.522 4.325
Precise 1.563 2.117 2.108 1.898 4.108
RSI 3x 1.725 1.779 2.095 2.061 3.673


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 3.009 3.24 3.437 4.076 7.958
Algo 2 3.009 3.686 4.443 5.541 8.813
Algo 3 2.748 3.164 4.895 4.249 10.388
MTF C 3.502 3.972 4.811 4.915 7.254
MTF A 3.048 3.623 4.384 4.739 7.4
SAG C 2.634 3.269 3.838 4.373 7.484
SAG A 2.596 3.13 3.828 4.223 7.989
MACD x 2.61 2.961 3.867 4.586 8.029
Precise 2.772 4.042 4.839 4.587 7.401
RSI 3x 3.422 3.655 3.941 3.833 8.858


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 4.742 5.397 6.608 6.709 11.53
Algo 2 4.298 6.265 5.676 6.77 11.61
Algo 3 4.826 5.822 5.592 6.635 18.079
MTF C 4.885 6.343 6.853 7.441 11.537
MTF A 5.513 6.343 6.746 7.459 12.707
SAG C 4.788 5.598 6.913 7.383 11.483
SAG A 4.49 5.502 6.967 7.288 12.006
MACD x 4.786 5.425 6.633 7.428 12.213
Precise 4.66 5.973 6.216 6.687 10.955
RSI 3x 5.839 6.916 7.739 7.952 13.722


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 56.604 58.0 67.442 65.789 83.333
Algo 2 57.143 68.421 84.211 68.75 93.75
Algo 3 54.167 63.636 85.714 68.75 87.5
MTF C 62.162 68.116 83.019 79.63 77.778
MTF A 64.423 67.456 74.708 76.562 81.62
SAG C 55.298 60.023 67.359 68.098 82.292
SAG A 55.546 59.06 67.205 67.434 83.259
MACD x 54.398 56.822 67.502 71.273 85.024
Precise 53.333 68.182 75.0 66.667 94.444
RSI 3x 61.611 61.682 68.108 67.974 76.25


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 16.981 24.0 37.209 42.105 63.333
Algo 2 10.714 31.579 47.368 50.0 75.0
Algo 3 16.667 31.818 42.857 43.75 87.5
MTF C 24.324 34.783 45.283 45.37 58.17
MTF A 26.923 33.728 40.467 43.75 62.305
SAG C 20.341 25.399 35.086 36.963 62.708
SAG A 18.952 24.664 34.07 35.746 65.778
MACD x 19.898 25.374 33.621 39.394 64.623
Precise 26.667 40.909 42.857 40.0 66.667
RSI 3x 28.436 33.178 34.595 35.948 58.75