National Bank Holdings Corp



ARTICLES



DATA TABLES

Last Updated May 28, 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 80.851 81.579 88.235 94.737 100.0
Algo 2 78.947 73.684 0 100.0 100.0
Algo 3 76.471 61.538 100.0 87.5 100.0
MTF C 100.0 100.0 100.0 95.0 82.667
MTF A 100.0 99.057 98.131 88.679 85.38
SAG C 86.526 89.253 90.303 88.085 92.537
SAG A 87.621 88.36 89.201 87.616 95.556
MACD x 100.0 100.0 100.0 100.0 42.857
Precise 86.943 86.6 91.358 90.306 87.919
RSI 3x 87.634 92.035 90.323 83.333 86.667


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 47 38 17 19 5
Algo 2 19 19 0 12 2
Algo 3 17 13 6 8 1
MTF C 37 41 47 40 75
MTF A 94 106 107 106 171
SAG C 898 549 330 235 67
SAG A 1244 756 463 323 90
MACD x 10 10 13 13 7
Precise 1593 1000 567 392 149
RSI 3x 186 113 62 54 15


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 1.252 2.042 2.422 2.297 3.019
Algo 2 1.629 2.94 0 2.061 0
Algo 3 1.449 2.848 3.076 2.578 0
MTF C 1.216 1.519 1.985 1.682 2.582
MTF A 1.455 1.878 1.935 2.265 2.927
SAG C 1.103 1.658 2.076 2.541 4.714
SAG A 1.096 1.672 2.015 2.48 4.523
MACD x 1.59 2.6 2.83 3.102 0
Precise 1.115 1.62 1.797 2.334 3.764
RSI 3x 1.232 1.442 1.838 1.725 4.384


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 2.505 3.544 3.387 4.043 4.704
Algo 2 2.658 4.005 0 2.868 0
Algo 3 3.322 4.58 5.656 4.121 0
MTF C 1.857 3.359 3.01 3.218 4.432
MTF A 2.663 3.555 3.399 3.826 5.313
SAG C 2.153 2.988 3.756 4.502 7.154
SAG A 2.052 3.011 3.562 4.31 6.548
MACD x 3.432 4.554 3.566 3.75 0
Precise 2.066 2.828 3.334 3.915 5.879
RSI 3x 2.073 2.538 4.593 3.323 9.785


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 4.152 6.341 6.294 5.719 8.238
Algo 2 4.898 6.034 0 4.004 0
Algo 3 6.14 6.762 7.928 6.592 0
MTF C 4.066 5.045 4.864 5.917 9.228
MTF A 4.379 5.177 5.997 7.175 9.634
SAG C 3.769 5.198 5.954 7.421 12.838
SAG A 3.659 5.139 5.962 7.158 10.226
MACD x 4.581 6.547 7.653 9.086 0
Precise 3.504 4.802 5.381 6.182 10.296
RSI 3x 3.819 5.297 7.005 7.059 12.342


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 46.809 60.526 64.706 78.947 100.0
Algo 2 52.632 63.158 0 75.0 0
Algo 3 52.941 53.846 83.333 62.5 0
MTF C 48.649 73.171 74.468 67.5 70.667
MTF A 59.574 70.755 70.093 68.868 75.439
SAG C 46.882 60.291 69.394 72.766 86.567
SAG A 45.418 59.656 67.603 71.207 90.0
MACD x 60.0 80.0 84.615 84.615 0
Precise 45.072 57.5 64.55 73.469 81.208
RSI 3x 44.624 59.292 64.516 59.259 80.0


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 14.894 28.947 23.529 31.579 40.0
Algo 2 15.789 31.579 0 16.667 0
Algo 3 23.529 30.769 50.0 37.5 0
MTF C 16.216 26.829 23.404 27.5 33.333
MTF A 15.957 28.302 28.972 33.019 43.86
SAG C 11.47 24.226 30.909 36.17 61.194
SAG A 11.254 23.545 29.806 34.675 62.222
MACD x 20.0 40.0 38.462 46.154 0
Precise 10.107 19.7 26.279 31.633 54.362
RSI 3x 11.828 23.894 37.097 35.185 60.0