Realty Income Corporation



ARTICLES



DATA TABLES

Last Updated September 29, 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 85.366 73.529 90.909 83.333 100.0
Algo 2 92.308 81.25 95.455 83.333 100.0
Algo 3 91.667 78.571 92.857 81.818 100.0
MTF C 89.286 94.643 94.949 90.265 82.386
MTF A 93.902 95.513 95.51 89.63 85.75
SAG C 81.163 86.86 88.313 86.769 89.3
SAG A 82.025 86.353 87.868 87.263 89.736
MACD x 100.0 93.75 96.296 96.429 76.19
Precise 81.365 83.697 88.585 84.819 86.775
RSI 3x 89.697 88.268 88.136 86.0 89.189


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 41 34 44 30 8
Algo 2 13 16 22 12 2
Algo 3 12 14 14 11 1
MTF C 28 56 99 113 176
MTF A 82 156 245 270 400
SAG C 860 898 830 650 243
SAG A 1185 1253 1154 895 341
MACD x 7 16 27 28 21
Precise 1245 1282 1279 1021 431
RSI 3x 165 179 177 150 37


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 1.099 1.042 1.637 2.395 4.741
Algo 2 1.243 1.743 1.479 3.033 0
Algo 3 0.888 1.565 1.734 2.581 0
MTF C 0.916 1.384 1.737 2.125 3.328
MTF A 1.434 1.555 1.779 2.173 3.366
SAG C 1.143 1.315 1.461 1.882 3.023
SAG A 1.131 1.297 1.502 1.893 2.786
MACD x 0.801 1.704 1.5 2.727 3.032
Precise 1.062 1.341 1.507 1.873 2.897
RSI 3x 1.171 1.479 1.57 1.911 5.067


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 1.708 2.318 2.622 3.864 6.231
Algo 2 2.705 2.737 2.469 3.672 0
Algo 3 2.831 2.305 2.517 4.017 0
MTF C 2.043 2.498 3.402 3.768 5.8
MTF A 2.043 2.918 3.438 3.841 6.098
SAG C 1.882 2.312 3.026 3.325 5.473
SAG A 1.867 2.325 3.07 3.401 5.163
MACD x 2.308 2.552 3.526 4.468 3.708
Precise 1.846 2.389 3.078 3.452 5.379
RSI 3x 1.766 2.599 2.868 3.939 6.704


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 3.007 3.612 4.46 6.013 8.112
Algo 2 3.825 4.141 3.966 5.037 0
Algo 3 3.972 3.156 4.466 6.013 0
MTF C 3.325 4.01 5.105 5.477 8.251
MTF A 2.938 4.54 5.561 6.089 9.11
SAG C 3.177 3.982 5.33 6.088 9.138
SAG A 3.126 3.958 5.16 6.085 9.13
MACD x 2.653 3.459 5.171 5.686 8.284
Precise 3.082 4.035 5.234 6.182 9.325
RSI 3x 3.023 4.361 5.255 5.939 8.51


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 34.146 44.118 59.091 63.333 100.0
Algo 2 53.846 56.25 63.636 83.333 0
Algo 3 50.0 42.857 64.286 72.727 0
MTF C 46.429 53.571 65.657 69.912 74.432
MTF A 50.0 62.821 66.122 68.889 76.75
SAG C 38.023 48.886 58.072 63.692 77.366
SAG A 37.637 49.561 58.232 63.911 77.419
MACD x 57.143 62.5 66.667 78.571 71.429
Precise 37.028 48.518 58.483 61.117 76.102
RSI 3x 38.182 55.866 57.627 62.667 89.189


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 9.756 8.824 13.636 30.0 62.5
Algo 2 15.385 6.25 9.091 25.0 0
Algo 3 16.667 0 7.143 36.364 0
MTF C 7.143 21.429 27.273 28.319 48.295
MTF A 9.756 23.077 29.796 30.37 51.25
SAG C 7.326 13.14 23.855 27.538 48.56
SAG A 7.342 13.089 22.877 27.933 47.214
MACD x 14.286 18.75 29.63 35.714 33.333
Precise 6.104 13.807 23.143 27.62 47.332
RSI 3x 7.879 14.525 25.424 29.333 67.568