GlaxoSmithKline



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DATA TABLES

Last Updated September 19, 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 72.093 82.051 93.478 100.0 90.909
Algo 2 57.895 75.0 93.333 100.0 83.333
Algo 3 68.75 76.923 93.333 100.0 85.714
MTF C 84.615 87.879 88.889 82.09 82.249
MTF A 83.908 91.026 90.909 85.667 85.879
SAG C 73.939 83.521 89.651 87.538 89.264
SAG A 75.68 83.907 90.677 88.098 89.404
MACD x 74.041 80.968 85.637 84.216 88.0
Precise 72.727 83.333 80.0 76.316 92.0
RSI 3x 76.923 86.705 95.455 85.567 100.0


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 43 39 46 15 22
Algo 2 19 12 15 7 12
Algo 3 16 13 15 6 7
MTF C 39 66 126 134 169
MTF A 87 156 286 300 347
SAG C 848 886 860 650 326
SAG A 1139 1162 1212 941 453
MACD x 1225 1198 1295 944 675
Precise 11 18 35 38 25
RSI 3x 169 173 154 97 45


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 0.897 1.395 1.667 2.806 4.485
Algo 2 0.798 3.094 1.298 3.603 4.631
Algo 3 0.897 2.371 1.298 4.301 4.631
MTF C 1.35 1.358 1.583 1.673 2.834
MTF A 1.145 1.413 1.646 2.09 3.308
SAG C 1.084 1.242 1.589 2.168 3.958
SAG A 1.096 1.217 1.573 2.21 3.871
MACD x 1.116 1.273 1.636 2.146 3.587
Precise 1.418 1.229 1.087 1.83 3.151
RSI 3x 1.236 1.275 1.617 2.405 4.008


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 1.969 2.62 2.846 4.461 5.719
Algo 2 1.667 3.56 2.071 5.255 5.391
Algo 3 1.855 3.248 2.409 4.858 7.862
MTF C 1.97 2.075 2.6 3.058 5.075
MTF A 1.899 2.11 2.789 3.498 5.258
SAG C 1.765 2.253 2.83 3.584 6.054
SAG A 1.777 2.231 2.824 3.674 6.061
MACD x 1.794 2.166 2.902 3.579 6.25
Precise 2.038 1.975 2.315 3.153 4.42
RSI 3x 1.909 2.491 3.024 3.342 5.813


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 3.057 3.755 4.507 7.037 11.429
Algo 2 2.758 4.443 3.812 7.037 12.902
Algo 3 2.273 3.494 3.102 6.746 13.103
MTF C 2.932 3.473 4.648 4.9 8.551
MTF A 2.795 3.867 4.937 5.783 9.294
SAG C 2.959 3.464 4.656 5.596 10.77
SAG A 2.855 3.437 4.602 5.747 10.63
MACD x 2.898 3.581 4.767 5.608 10.938
Precise 2.952 3.405 3.28 4.85 8.227
RSI 3x 2.998 3.87 4.673 5.699 8.0


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 34.884 48.718 65.217 93.333 81.818
Algo 2 26.316 66.667 53.333 100.0 75.0
Algo 3 25.0 69.231 53.333 100.0 71.429
MTF C 41.026 45.455 53.968 56.716 72.189
MTF A 37.931 48.718 60.14 65.333 76.945
SAG C 32.075 45.937 60.93 68.923 81.902
SAG A 32.221 45.525 61.056 69.819 81.457
MACD x 32.571 43.489 58.147 64.619 78.815
Precise 36.364 38.889 42.857 52.632 80.0
RSI 3x 33.728 51.445 66.234 69.072 91.111


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 4.651 10.256 17.391 40.0 59.091
Algo 2 0 16.667 0 57.143 50.0
Algo 3 6.25 7.692 0 50.0 42.857
MTF C 7.692 6.061 19.841 20.149 41.42
MTF A 8.046 11.538 22.028 25.667 45.533
SAG C 4.009 8.691 19.651 27.077 57.055
SAG A 3.6 8.95 19.389 27.949 55.85
MACD x 4.0 8.431 19.382 26.907 52.889
Precise 9.091 5.556 8.571 18.421 36.0
RSI 3x 8.284 10.405 21.429 30.928 60.0