Lennar Corporation


ARTICLES


DATA TABLES

Last Updated July 24, 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 82.353 97.619 97.826 90.323 89.286
Algo 2 63.636 100.0 93.75 91.667 84.615
Algo 3 58.824 100.0 91.667 90.909 87.5
MTF C 93.548 96.429 97.917 96.491 95.706
MTF A 96.842 96.644 96.935 95.255 93.478
SAG C 88.171 93.107 94.67 93.491 89.144
SAG A 87.864 93.25 95.156 93.541 90.211
MACD x 88.889 100.0 100.0 96.774 92.593
Precise 86.618 92.044 93.578 93.266 89.594
RSI 3x 89.916 93.401 96.347 93.421 85.965

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 51 42 46 31 28
Algo 2 22 13 16 12 13
Algo 3 17 15 12 11 8
MTF C 31 56 96 114 163
MTF A 95 149 261 274 368
SAG C 913 885 863 676 479
SAG A 1236 1200 1218 929 664
MACD x 9 13 26 31 27
Precise 1375 1282 1308 995 788
RSI 3x 238 197 219 152 57

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 1.982 2.325 2.671 4.192 3.846
Algo 2 2.073 1.926 1.885 4.605 4.392
Algo 3 1.593 2.078 6.193 5.262 8.259
MTF C 2.065 2.745 3.005 3.599 4.897
MTF A 2.009 2.636 3.011 3.16 5.116
SAG C 1.651 2.044 2.759 3.296 4.656
SAG A 1.651 2.067 2.828 3.366 4.661
MACD x 3.644 4.132 2.818 3.089 7.359
Precise 1.51 2.166 2.848 3.17 5.377
RSI 3x 1.329 2.194 2.627 2.975 4.448

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 3.426 4.023 5.254 8.056 9.239
Algo 2 3.539 3.089 5.06 8.152 19.231
Algo 3 1.879 3.089 9.329 8.708 12.276
MTF C 3.236 4.225 5.394 5.863 9.539
MTF A 3.268 4.35 5.559 6.092 9.72
SAG C 2.709 3.937 5.351 6.442 8.833
SAG A 2.748 3.985 5.338 6.426 9.091
MACD x 4.493 6.96 6.065 6.566 12.639
Precise 2.741 4.157 5.587 6.213 10.09
RSI 3x 2.571 3.891 5.349 5.986 12.407

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 5.153 6.624 10.375 11.092 18.182
Algo 2 4.424 10.208 11.082 14.717 31.7
Algo 3 3.429 5.157 16.371 10.237 31.7
MTF C 4.502 7.267 8.208 10.378 17.825
MTF A 5.109 7.383 9.42 10.462 16.281
SAG C 4.49 6.628 10.09 11.053 17.437
SAG A 4.467 6.742 9.686 11.277 17.547
MACD x 6.077 8.426 7.259 12.7 21.779
Precise 4.652 7.012 9.379 10.597 18.095
RSI 3x 4.342 7.609 9.162 12.594 25.0

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 60.784 73.81 76.087 83.871 89.286
Algo 2 45.455 69.231 68.75 83.333 84.615
Algo 3 23.529 73.333 83.333 90.909 87.5
MTF C 77.419 83.929 87.5 87.719 91.411
MTF A 73.684 81.208 86.973 84.307 89.402
SAG C 58.379 70.96 79.954 81.657 82.881
SAG A 58.576 70.917 81.199 82.885 83.434
MACD x 77.778 92.308 84.615 90.323 88.889
Precise 55.709 71.217 78.364 80.0 83.122
RSI 3x 54.622 73.604 79.909 81.579 78.947

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 21.569 33.333 52.174 61.29 50.0
Algo 2 9.091 38.462 50.0 66.667 53.846
Algo 3 5.882 26.667 75.0 63.636 62.5
MTF C 19.355 39.286 53.125 57.018 70.552
MTF A 26.316 39.597 52.874 54.38 71.739
SAG C 17.415 35.819 50.637 56.953 63.883
SAG A 17.314 36.25 50.411 57.266 65.512
MACD x 33.333 61.538 61.538 61.29 74.074
Precise 18.255 38.3 51.147 55.879 68.528
RSI 3x 18.067 35.533 50.228 55.263 63.158
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