Lumen Technologies Inc



ARTICLES



DATA TABLES

Last Updated September 5, 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 84.091 82.5 84.211 93.939 73.077
Algo 2 70.588 69.231 75.0 87.5 70.0
Algo 3 82.353 92.308 76.923 100.0 80.0
MTF C 100.0 95.455 94.872 95.161 90.055
MTF A 100.0 96.203 95.057 92.727 89.114
SAG C 86.538 88.335 89.803 89.573 88.204
SAG A 86.339 87.683 89.728 89.865 87.791
MACD x 86.207 87.983 90.147 87.836 84.379
Precise 100.0 100.0 100.0 100.0 90.909
RSI 3x 84.091 87.204 89.005 90.58 91.045


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 44 40 38 33 26
Algo 2 17 13 12 8 10
Algo 3 17 13 13 10 5
MTF C 30 66 117 124 181
MTF A 90 158 263 275 395
SAG C 780 823 814 633 373
SAG A 1120 1161 1139 888 516
MACD x 1189 1190 1228 929 717
Precise 5 24 25 28 22
RSI 3x 220 211 191 138 67


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 1.251 1.638 1.567 2.152 3.488
Algo 2 1.175 1.347 0.915 1.448 2.752
Algo 3 0.75 1.63 1.675 1.76 6.807
MTF C 1.919 1.682 2.263 2.356 4.208
MTF A 2.3 1.898 2.226 2.44 3.532
SAG C 1.524 1.607 1.888 2.277 3.483
SAG A 1.465 1.587 1.81 2.194 3.704
MACD x 1.534 1.617 1.906 2.255 3.691
Precise 2.553 1.801 2.281 2.422 4.402
RSI 3x 1.603 1.552 1.944 2.687 3.468


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 2.128 2.982 3.859 4.478 7.246
Algo 2 1.791 3.015 1.571 2.551 4.382
Algo 3 1.38 3.205 3.657 4.066 9.046
MTF C 3.116 2.858 4.455 4.56 7.691
MTF A 3.295 3.229 4.438 4.836 7.537
SAG C 2.637 2.872 3.688 4.189 7.039
SAG A 2.593 2.869 3.633 4.067 7.364
MACD x 2.649 3.006 3.511 3.967 7.249
Precise 2.933 2.976 3.284 3.83 6.865
RSI 3x 2.814 2.74 4.32 5.501 7.767


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 4.019 4.218 5.417 8.496 9.014
Algo 2 4.079 3.838 3.699 9.119 8.691
Algo 3 4.81 4.011 5.056 9.308 13.059
MTF C 5.568 5.454 7.337 7.339 13.024
MTF A 5.604 6.481 7.247 8.227 12.794
SAG C 4.607 5.489 6.251 7.552 11.607
SAG A 4.656 5.3 6.227 7.333 11.998
MACD x 4.785 5.451 6.203 7.083 12.664
Precise 4.198 4.268 5.715 6.92 11.629
RSI 3x 4.785 4.693 8.675 9.32 12.891


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 43.182 55.0 50.0 72.727 65.385
Algo 2 29.412 38.462 25.0 50.0 60.0
Algo 3 29.412 53.846 46.154 70.0 80.0
MTF C 73.333 62.121 75.214 77.419 83.978
MTF A 80.0 71.519 74.905 76.727 78.734
SAG C 54.615 59.295 65.233 71.88 79.088
SAG A 53.661 59.345 64.004 71.171 79.651
MACD x 55.341 59.664 65.879 69.429 75.174
Precise 100.0 66.667 84.0 82.143 86.364
RSI 3x 54.091 54.028 65.445 72.464 79.104


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 13.636 15.0 31.579 45.455 42.308
Algo 2 11.765 7.692 8.333 37.5 30.0
Algo 3 17.647 15.385 23.077 40.0 60.0
MTF C 33.333 28.788 41.88 45.161 60.221
MTF A 32.222 33.544 41.065 45.455 56.456
SAG C 18.59 25.273 32.187 36.967 52.815
SAG A 19.018 23.859 31.607 37.387 55.233
MACD x 20.101 25.21 31.189 35.63 53.138
Precise 20.0 20.833 32.0 46.429 54.545
RSI 3x 20.909 19.905 37.173 48.551 56.716