Lovesac Company



ARTICLES



DATA TABLES

Last Updated March 19, 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 93.75 90.0 100.0 85.714 0
Algo 2 100.0 87.5 100.0 75.0 0
Algo 3 100.0 83.333 100.0 75.0 0
MTF C 100.0 100.0 100.0 100.0 90.909
MTF A 100.0 100.0 100.0 100.0 95.161
SAG C 93.256 92.531 98.013 94.783 90.625
SAG A 93.929 92.571 97.156 94.872 88.372
MACD x 100.0 100.0 100.0 100.0 100.0
Precise 93.405 95.317 96.209 93.421 86.792
RSI 3x 96.703 100.0 96.97 96.667 100.0


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 16 10 8 7 1
Algo 2 4 8 2 4 0
Algo 3 5 6 5 4 0
MTF C 15 13 17 18 22
MTF A 44 44 43 44 62
SAG C 430 241 151 115 32
SAG A 593 350 211 156 43
MACD x 1 1 5 6 1
Precise 652 363 211 152 53
RSI 3x 91 51 33 30 16


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 3.614 9.075 2.367 3.44 0
Algo 2 2.154 10.787 0 0 0
Algo 3 2.286 6.038 2.635 0 0
MTF C 5.727 6.375 6.571 7.822 22.071
MTF A 6.15 8.21 7.101 8.038 7.481
SAG C 2.276 4.845 4.096 4.949 10.148
SAG A 2.414 4.854 5.177 5.183 9.119
MACD x 0 0 7.426 13.25 0
Precise 2.715 3.45 4.729 5.11 7.098
RSI 3x 2.511 5.473 8.656 10.297 11.684


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 7.25 12.871 5.545 6.429 0
Algo 2 5.268 12.871 0 0 0
Algo 3 8.25 12.5 6.883 0 0
MTF C 9.492 9.578 10.52 14.641 37.194
MTF A 10.172 12.973 11.962 14.478 23.034
SAG C 5.662 9.815 11.999 12.671 32.923
SAG A 5.52 9.595 11.992 12.743 22.66
MACD x 0 0 13.656 15.411 0
Precise 5.752 7.203 10.117 12.066 16.601
RSI 3x 4.87 11.056 14.29 16.12 15.152


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 9.721 14.657 18.077 9.323 0
Algo 2 8.293 14.365 0 0 0
Algo 3 10.103 12.871 19.505 0 0
MTF C 12.704 14.835 23.009 22.456 56.413
MTF A 13.493 17.802 20.827 24.099 38.55
SAG C 10.717 15.612 20.354 24.97 39.158
SAG A 10.782 15.677 19.972 25.035 38.736
MACD x 0 0 16.114 17.71 0
Precise 10.506 14.751 18.131 21.383 36.426
RSI 3x 8.537 19.305 24.358 20.395 34.083


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 75.0 80.0 75.0 71.429 0
Algo 2 75.0 87.5 0 0 0
Algo 3 80.0 66.667 80.0 0 0
MTF C 86.667 92.308 100.0 100.0 90.909
MTF A 93.182 97.727 97.674 97.727 91.935
SAG C 72.326 82.573 90.728 89.565 90.625
SAG A 74.199 82.857 90.047 89.744 86.047
MACD x 0 0 100.0 100.0 0
Precise 75.767 81.267 84.834 84.211 83.019
RSI 3x 76.923 86.275 90.909 90.0 100.0


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 62.5 80.0 50.0 42.857 0
Algo 2 50.0 87.5 0 0 0
Algo 3 60.0 66.667 60.0 0 0
MTF C 73.333 92.308 82.353 88.889 86.364
MTF A 79.545 93.182 83.721 86.364 79.032
SAG C 50.93 68.05 70.861 70.435 81.25
SAG A 50.759 68.286 73.934 71.795 74.419
MACD x 0 0 80.0 100.0 0
Precise 51.227 60.055 70.142 69.737 69.811
RSI 3x 47.253 80.392 84.848 83.333 93.75