The Kroger Company



ARTICLES



DATA TABLES

Last Updated August 25, 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 86.486 97.561 97.059 89.286 73.913
Algo 2 77.778 95.0 100.0 90.909 81.818
Algo 3 84.615 100.0 92.308 86.667 66.667
MTF C 96.667 95.082 95.37 92.5 89.73
MTF A 97.872 97.701 96.552 88.889 86.4
SAG C 87.574 86.877 87.592 85.714 86.221
SAG A 86.782 88.014 87.968 83.971 85.0
MACD x 86.854 86.887 89.023 85.064 84.489
Precise 100.0 86.667 100.0 91.667 87.5
RSI 3x 85.837 82.5 90.811 89.041 85.938


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 37 41 34 28 23
Algo 2 9 20 12 11 11
Algo 3 13 8 13 15 9
MTF C 30 61 108 120 185
MTF A 94 174 261 270 375
SAG C 845 823 677 574 479
SAG A 1218 1143 989 836 640
MACD x 1354 1243 1239 944 793
Precise 7 15 26 24 32
RSI 3x 233 160 185 146 64


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 1.19 1.488 1.717 2.669 5.641
Algo 2 1.532 1.26 1.096 2.866 4.724
Algo 3 0.985 2.103 1.553 2.669 4.532
MTF C 2.004 1.976 2.03 2.538 3.395
MTF A 1.69 1.72 1.916 2.394 3.628
SAG C 1.167 1.491 1.742 2.02 3.665
SAG A 1.17 1.439 1.723 2.023 3.553
MACD x 1.156 1.374 1.686 2.312 3.499
Precise 1.722 2.153 2.145 3.169 3.723
RSI 3x 1.316 1.36 1.683 1.831 3.804


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 2.019 3.143 4.929 5.2 9.719
Algo 2 2.547 3.414 2.441 3.825 7.237
Algo 3 1.965 4.266 2.587 5.917 5.985
MTF C 3.089 3.044 3.421 4.111 6.22
MTF A 2.673 3.077 3.514 4.332 6.744
SAG C 2.055 2.685 3.347 4.003 6.667
SAG A 2.053 2.609 3.316 4.003 6.585
MACD x 1.989 2.677 3.47 4.43 6.652
Precise 2.315 2.584 3.152 5.41 8.05
RSI 3x 2.279 2.59 3.044 4.526 6.061


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 3.344 5.75 7.203 6.124 12.598
Algo 2 3.177 5.688 4.341 5.939 9.929
Algo 3 2.767 7.321 4.234 6.124 7.824
MTF C 3.698 4.6 5.37 6.169 11.266
MTF A 3.732 4.602 5.707 6.552 10.499
SAG C 3.947 4.743 5.657 6.679 10.768
SAG A 3.775 4.682 5.654 6.592 10.773
MACD x 3.58 4.684 5.606 6.844 12.135
Precise 3.061 4.582 5.639 6.42 16.182
RSI 3x 4.202 4.97 5.638 8.886 10.421


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 43.243 60.976 70.588 71.429 69.565
Algo 2 44.444 60.0 58.333 72.727 72.727
Algo 3 38.462 75.0 61.538 73.333 55.556
MTF C 73.333 70.492 73.148 76.667 79.459
MTF A 67.021 67.241 71.264 72.222 78.4
SAG C 45.089 55.65 62.186 64.46 78.497
SAG A 44.745 55.293 61.982 63.517 76.406
MACD x 43.131 54.143 63.035 67.161 76.923
Precise 71.429 73.333 80.769 87.5 81.25
RSI 3x 50.644 50.625 60.541 63.014 79.688


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 10.811 34.146 41.176 46.429 56.522
Algo 2 0 35.0 25.0 36.364 54.545
Algo 3 0 50.0 15.385 46.667 33.333
MTF C 13.333 19.672 30.556 34.167 52.432
MTF A 13.83 20.69 32.95 36.296 54.4
SAG C 12.663 20.049 28.508 34.843 55.741
SAG A 12.562 19.598 28.716 34.569 53.594
MACD x 11.743 19.228 26.957 36.864 53.468
Precise 14.286 20.0 46.154 50.0 56.25
RSI 3x 11.588 20.625 28.108 41.781 50.0