Flowserve Corporation



ARTICLES



DATA TABLES

Last Updated August 9, 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 93.939 87.931 91.228 89.655 85.714
Algo 2 90.0 93.333 95.652 88.889 90.909
Algo 3 92.308 92.308 100.0 91.667 100.0
MTF C 93.333 96.774 96.296 90.826 92.486
MTF A 96.512 95.152 94.942 90.494 92.077
SAG C 84.838 87.264 90.608 88.575 89.926
SAG A 84.556 88.158 91.066 88.843 90.433
MACD x 84.542 88.598 90.738 89.073 88.227
Precise 100.0 94.444 96.296 88.462 90.476
RSI 3x 89.706 87.698 89.529 91.86 92.063


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 33 58 57 29 21
Algo 2 10 30 23 9 11
Algo 3 13 26 18 12 6
MTF C 30 62 108 109 173
MTF A 86 165 257 263 366
SAG C 831 1005 937 709 407
SAG A 1172 1368 1276 959 554
MACD x 1158 1298 1220 906 722
Precise 10 18 27 26 21
RSI 3x 204 252 191 172 63


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 1.261 2.153 1.997 2.703 7.159
Algo 2 0.857 2.155 1.579 3.477 10.428
Algo 3 1.297 2.066 1.955 3.177 10.223
MTF C 2.176 2.667 2.62 3.235 4.661
MTF A 1.845 2.235 2.266 2.9 4.993
SAG C 1.476 1.877 2.251 2.633 4.486
SAG A 1.48 1.886 2.156 2.608 4.588
MACD x 1.485 1.947 2.344 2.729 4.44
Precise 2.43 1.42 2.298 3.231 2.141
RSI 3x 1.648 2.248 2.143 2.554 4.849


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 2.803 3.768 4.557 5.338 11.066
Algo 2 1.986 3.403 2.484 5.173 14.022
Algo 3 3.416 4.033 4.926 5.381 12.252
MTF C 3.562 4.871 4.946 5.821 8.831
MTF A 3.554 4.136 4.583 5.809 9.02
SAG C 2.81 3.647 4.429 5.042 8.291
SAG A 2.784 3.648 4.372 4.936 8.182
MACD x 2.73 3.681 4.569 5.37 8.511
Precise 4.207 5.269 3.208 4.245 5.882
RSI 3x 2.737 3.735 4.146 4.713 9.195


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 4.707 5.759 7.113 6.554 14.118
Algo 2 4.682 5.738 5.254 7.169 18.448
Algo 3 4.242 6.18 7.559 7.01 16.838
MTF C 7.004 6.76 7.147 8.493 13.102
MTF A 5.742 7.782 8.346 9.227 14.641
SAG C 4.816 6.589 7.584 8.795 13.417
SAG A 4.718 6.659 7.583 8.501 13.514
MACD x 4.684 6.413 8.077 9.569 14.2
Precise 6.334 7.622 7.143 7.934 9.214
RSI 3x 4.71 6.179 6.922 7.933 12.278


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 60.606 68.966 68.421 86.207 80.952
Algo 2 40.0 70.0 56.522 88.889 81.818
Algo 3 53.846 69.231 72.222 91.667 100.0
MTF C 70.0 75.806 81.481 79.817 83.237
MTF A 70.93 72.727 76.265 77.947 84.153
SAG C 53.911 63.781 70.224 72.496 81.572
SAG A 53.242 64.693 69.749 73.41 81.769
MACD x 55.268 65.948 72.213 75.497 81.025
Precise 80.0 66.667 85.185 80.769 71.429
RSI 3x 56.863 68.254 69.634 77.326 82.54


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 21.212 27.586 43.86 55.172 71.429
Algo 2 20.0 30.0 26.087 55.556 72.727
Algo 3 15.385 38.462 50.0 58.333 100.0
MTF C 30.0 46.774 47.222 53.211 67.052
MTF A 31.395 43.636 46.304 52.471 68.852
SAG C 20.096 32.04 40.342 44.57 64.373
SAG A 18.857 32.237 39.89 43.796 65.162
MACD x 18.912 31.587 41.393 46.799 63.158
Precise 30.0 50.0 37.037 34.615 52.381
RSI 3x 20.098 30.952 37.696 43.605 68.254