NetEase Inc



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DATA TABLES

Last Updated October 23, 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 92.593 92.683 85.714 93.333 100.0
Algo 2 91.667 95.833 83.333 89.474 100.0
Algo 3 90.909 100.0 92.308 90.909 100.0
MTF C 100.0 98.649 96.241 91.852 90.604
MTF A 97.959 96.45 97.368 95.113 92.025
SAG C 87.643 91.551 93.634 93.423 93.048
SAG A 88.768 92.021 93.692 92.71 94.0
MACD x 90.171 92.281 93.61 90.771 93.016
Precise 100.0 100.0 96.875 83.871 94.118
RSI 3x 93.478 91.244 92.896 93.284 100.0


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 27 41 42 30 5
Algo 2 12 24 12 19 2
Algo 3 11 16 13 11 4
MTF C 45 74 133 135 149
MTF A 98 169 266 266 326
SAG C 785 793 754 593 187
SAG A 1104 1128 1078 823 250
MACD x 1170 1153 1158 856 315
Precise 11 16 32 31 17
RSI 3x 184 217 183 134 42


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 2.184 1.818 3.842 3.765 6.307
Algo 2 1.946 1.585 4.524 3.633 0
Algo 3 2.274 2.096 4.813 4.093 11.853
MTF C 2.103 2.903 3.15 3.673 5.602
MTF A 2.016 2.883 3.142 3.402 5.63
SAG C 1.829 2.449 3.299 3.633 6.095
SAG A 1.823 2.391 3.137 3.683 5.974
MACD x 1.783 2.242 2.864 3.81 5.489
Precise 1.875 2.427 3.37 4.481 4.466
RSI 3x 1.825 2.335 3.572 4.462 7.349


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 2.974 5.77 7.056 6.744 13.702
Algo 2 2.839 4.914 5.954 6.53 0
Algo 3 2.684 6.115 6.831 6.372 18.716
MTF C 3.894 5.027 6.806 7.556 10.895
MTF A 3.849 4.916 5.914 7.164 11.02
SAG C 3.278 4.827 6.586 7.242 11.46
SAG A 3.232 4.804 6.434 7.225 11.26
MACD x 3.187 4.661 6.047 7.692 10.643
Precise 3.244 4.98 6.684 8.174 7.119
RSI 3x 3.114 4.533 6.273 8.501 11.696


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 5.054 9.155 9.613 10.367 23.73
Algo 2 6.994 6.485 8.352 8.595 0
Algo 3 3.133 8.372 8.743 10.229 24.019
MTF C 6.836 7.163 11.446 13.183 19.479
MTF A 6.426 7.963 10.619 12.784 19.508
SAG C 5.445 8.119 11.02 12.416 22.176
SAG A 5.293 8.082 10.581 12.828 22.548
MACD x 5.439 7.689 10.721 12.978 19.137
Precise 4.754 8.894 12.922 12.204 16.912
RSI 3x 4.982 6.896 10.509 12.38 18.47


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 74.074 65.854 78.571 86.667 100.0
Algo 2 66.667 62.5 83.333 78.947 0
Algo 3 72.727 75.0 92.308 90.909 100.0
MTF C 80.0 82.432 84.211 86.667 85.906
MTF A 73.469 79.29 83.083 84.586 87.117
SAG C 63.567 73.77 82.891 84.317 88.77
SAG A 64.13 73.227 81.354 83.718 89.6
MACD x 63.761 71.726 78.929 82.009 87.937
Precise 72.727 87.5 87.5 80.645 88.235
RSI 3x 66.848 73.272 82.514 86.567 100.0


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 25.926 51.22 57.143 60.0 100.0
Algo 2 33.333 45.833 58.333 52.632 0
Algo 3 18.182 68.75 69.231 54.545 100.0
MTF C 35.556 50.0 58.647 62.963 69.799
MTF A 37.755 47.337 57.143 59.774 70.245
SAG C 25.987 44.641 57.029 61.72 77.005
SAG A 24.728 44.504 55.844 61.361 76.8
MACD x 25.812 43.452 52.85 60.748 72.698
Precise 18.182 50.0 59.375 58.065 64.706
RSI 3x 23.37 41.935 57.377 67.91 88.095