Illinois Tool Works Inc



ARTICLES



DATA TABLES

Last Updated September 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 77.5 92.0 89.189 75.676 96.429
Algo 2 72.222 85.0 89.474 92.308 100.0
Algo 3 90.909 82.353 100.0 83.333 100.0
MTF C 91.176 92.857 98.0 89.091 90.909
MTF A 92.405 93.617 95.021 90.157 89.231
SAG C 79.079 85.849 88.659 86.829 89.93
SAG A 80.075 85.935 88.784 86.614 90.034
MACD x 81.016 85.389 89.22 87.859 88.859
Precise 92.308 88.889 96.552 96.154 90.323
RSI 3x 77.083 85.022 91.925 87.786 91.358


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 50 37 37 28
Algo 2 18 20 19 13 13
Algo 3 11 17 10 12 9
MTF C 34 56 100 110 187
MTF A 79 141 241 254 390
SAG C 760 954 820 615 427
SAG A 1069 1294 1168 889 592
MACD x 1201 1273 1243 939 736
Precise 13 18 29 26 31
RSI 3x 192 227 161 131 81


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 1.193 1.336 1.867 2.296 3.454
Algo 2 0.969 1.446 1.836 1.812 3.816
Algo 3 1.017 1.639 3.282 1.841 4.065
MTF C 1.414 1.623 1.909 2.264 3.299
MTF A 1.438 1.972 1.875 2.212 3.282
SAG C 1.097 1.49 1.745 2.009 3.427
SAG A 1.13 1.46 1.748 2.09 3.48
MACD x 1.119 1.463 1.772 2.234 3.906
Precise 1.572 2.169 2.609 2.847 2.777
RSI 3x 1.134 1.446 1.91 2.455 3.62


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 1.916 2.564 3.499 3.101 6.907
Algo 2 1.259 3.636 3.449 2.453 6.36
Algo 3 1.441 2.001 4.682 2.112 5.443
MTF C 2.033 2.88 3.265 3.67 6.02
MTF A 2.261 2.956 3.22 3.712 5.728
SAG C 1.891 2.614 3.227 3.387 6.634
SAG A 1.866 2.651 3.171 3.408 6.777
MACD x 1.869 2.52 3.149 3.795 6.94
Precise 2.066 3.08 4.207 4.67 6.583
RSI 3x 1.661 2.6 3.469 3.469 8.913


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 2.564 6.137 5.364 6.245 10.442
Algo 2 2.001 7.281 5.182 3.8 6.957
Algo 3 2.585 4.059 7.427 2.869 6.593
MTF C 3.271 4.494 4.785 5.734 9.155
MTF A 3.265 4.896 5.168 5.765 9.126
SAG C 3.231 4.851 5.32 6.157 11.44
SAG A 3.079 4.81 5.319 6.062 11.353
MACD x 2.947 4.536 5.341 6.318 11.724
Precise 3.792 5.731 6.429 6.229 11.302
RSI 3x 3.251 4.296 6.174 5.989 17.302


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 37.5 50.0 64.865 62.162 78.571
Algo 2 22.222 55.0 57.895 53.846 76.923
Algo 3 36.364 41.176 80.0 50.0 77.778
MTF C 50.0 67.857 71.0 69.091 80.214
MTF A 56.962 68.794 67.635 70.079 78.974
SAG C 37.368 51.572 60.854 65.528 79.391
SAG A 37.231 52.241 61.13 66.479 80.574
MACD x 37.968 53.103 62.832 70.181 80.571
Precise 46.154 72.222 82.759 80.769 77.419
RSI 3x 33.333 53.304 67.081 73.282 82.716


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 7.5 26.0 29.73 29.73 60.714
Algo 2 5.556 30.0 26.316 23.077 61.538
Algo 3 9.091 11.765 50.0 8.333 55.556
MTF C 8.824 17.857 24.0 29.091 51.872
MTF A 7.595 21.986 25.311 31.102 49.744
SAG C 7.237 20.231 25.488 30.081 54.567
SAG A 7.203 19.938 25.428 29.134 56.25
MACD x 7.327 17.439 25.02 31.949 58.424
Precise 7.692 27.778 31.034 46.154 58.065
RSI 3x 7.812 18.943 33.54 27.481 60.494