Cooper-Standard Holdings Inc



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DATA TABLES

Last Updated June 6, 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 85.0 88.372 93.103 83.333 50.0
Algo 2 89.474 90.0 84.615 77.778 0
Algo 3 100.0 82.353 76.923 100.0 0
MTF C 100.0 100.0 97.674 95.652 87.5
MTF A 99.029 98.113 97.17 95.283 90.476
SAG C 86.536 86.443 88.208 86.22 89.565
SAG A 87.248 86.408 88.098 84.121 86.932
MACD x 100.0 100.0 100.0 90.909 94.118
Precise 85.222 85.356 85.597 84.414 80.488
RSI 3x 86.638 85.106 84.659 81.579 75.0


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 40 43 29 18 4
Algo 2 19 20 13 9 1
Algo 3 18 17 13 6 0
MTF C 37 44 43 46 72
MTF A 103 106 106 106 147
SAG C 973 863 653 537 115
SAG A 1388 1236 941 762 176
MACD x 8 12 12 11 17
Precise 1509 1277 972 725 164
RSI 3x 232 188 176 114 28


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 2.283 1.664 1.705 2.822 0
Algo 2 2.165 1.676 1.832 3.021 0
Algo 3 1.951 1.693 2.254 6.145 0
MTF C 3.396 4.347 4.38 4.074 6.773
MTF A 2.713 3.475 3.302 4.05 5.102
SAG C 1.826 1.685 2.062 2.843 6.285
SAG A 1.75 1.678 2.053 2.798 5.972
MACD x 3.841 2.858 4.023 3.519 7.817
Precise 1.687 1.567 2.053 2.691 6.736
RSI 3x 2.099 1.747 2.528 3.128 3.22


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 4.366 3.795 3.668 3.84 0
Algo 2 3.47 2.599 2.648 5.595 0
Algo 3 3.281 4.863 6.637 8.108 0
MTF C 5.635 7.764 6.855 5.85 16.307
MTF A 5.631 6.776 7.017 6.927 10.832
SAG C 3.563 3.371 4.339 5.587 10.638
SAG A 3.495 3.436 4.283 5.275 10.418
MACD x 5.0 6.007 5.852 4.966 20.975
Precise 3.3 3.214 4.144 5.192 11.646
RSI 3x 4.07 3.33 5.042 6.124 9.677


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 6.619 7.039 7.306 8.108 0
Algo 2 4.876 5.358 13.9 8.108 0
Algo 3 4.827 7.717 10.693 12.165 0
MTF C 7.885 11.89 13.84 12.163 27.526
MTF A 10.463 11.988 13.716 14.121 21.223
SAG C 6.608 7.617 8.112 10.493 18.141
SAG A 6.342 7.363 8.136 9.906 19.017
MACD x 6.778 7.893 8.467 7.446 26.289
Precise 6.258 6.733 8.143 9.427 20.91
RSI 3x 7.266 7.581 7.912 9.077 12.192


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 67.5 53.488 65.517 77.778 0
Algo 2 68.421 50.0 61.538 77.778 0
Algo 3 72.222 52.941 61.538 100.0 0
MTF C 83.784 86.364 93.023 91.304 81.944
MTF A 86.408 83.962 87.736 87.736 82.313
SAG C 62.384 59.56 66.922 73.371 86.087
SAG A 61.816 60.032 66.631 70.604 81.25
MACD x 87.5 75.0 91.667 90.909 88.235
Precise 59.245 57.322 65.021 69.379 76.829
RSI 3x 65.086 61.17 69.886 70.175 67.857


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 35.0 37.209 41.379 38.889 0
Algo 2 21.053 30.0 38.462 44.444 0
Algo 3 22.222 41.176 46.154 83.333 0
MTF C 59.459 72.727 67.442 58.696 72.222
MTF A 56.311 60.377 63.208 62.264 68.027
SAG C 29.496 31.866 39.204 46.182 73.913
SAG A 28.818 31.068 38.257 44.094 69.886
MACD x 50.0 58.333 66.667 45.455 76.471
Precise 28.231 28.974 36.626 43.586 66.463
RSI 3x 34.483 32.979 42.614 48.246 50.0