Charles Schwab Corporation



ARTICLES



DATA TABLES

Last Updated September 12, 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 87.879 83.721 97.826 84.211 93.333
Algo 2 81.25 66.667 100.0 80.0 87.5
Algo 3 87.5 83.333 100.0 92.308 100.0
MTF C 95.0 98.718 98.413 94.203 94.643
MTF A 94.949 97.778 98.913 94.755 93.593
SAG C 84.453 89.1 92.708 90.051 91.83
SAG A 85.024 89.411 93.297 90.447 92.162
MACD x 87.223 90.596 91.765 91.95 90.875
Precise 100.0 100.0 97.5 97.5 100.0
RSI 3x 87.861 93.583 93.258 93.96 94.231


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 33 43 46 38 15
Algo 2 16 18 26 15 8
Algo 3 16 12 20 13 3
MTF C 40 78 126 138 168
MTF A 99 180 276 286 359
SAG C 759 844 768 593 306
SAG A 1055 1171 1089 827 421
MACD x 1174 1276 1275 969 526
Precise 7 24 40 40 29
RSI 3x 173 187 178 149 52


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 1.737 2.385 2.47 2.635 4.274
Algo 2 2.421 2.336 2.77 1.747 6.103
Algo 3 2.447 4.254 3.046 3.599 0
MTF C 1.693 1.782 2.266 2.838 5.094
MTF A 1.627 1.948 2.391 2.936 4.268
SAG C 1.477 1.808 2.248 2.753 4.254
SAG A 1.508 1.89 2.251 2.797 4.311
MACD x 1.476 1.97 2.487 3.061 4.509
Precise 2.067 2.134 2.261 3.028 6.571
RSI 3x 1.492 1.544 1.974 2.618 4.286


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 2.524 3.685 4.265 4.97 9.64
Algo 2 3.536 4.401 4.415 4.418 12.555
Algo 3 3.282 4.696 4.415 5.801 0
MTF C 2.434 3.916 4.87 5.387 8.646
MTF A 2.516 3.844 4.817 5.382 7.805
SAG C 2.528 3.314 4.234 5.265 8.907
SAG A 2.535 3.475 4.217 5.359 8.515
MACD x 2.496 3.443 4.711 5.606 9.656
Precise 3.74 3.99 4.331 5.233 12.834
RSI 3x 2.337 3.175 3.833 5.111 12.076


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 3.973 5.811 6.371 8.362 14.478
Algo 2 4.73 5.847 6.058 8.667 14.463
Algo 3 4.488 5.632 6.129 15.972 0
MTF C 4.943 6.334 9.192 9.858 15.472
MTF A 4.991 6.305 8.613 9.89 13.983
SAG C 4.102 5.81 7.425 8.959 16.222
SAG A 4.167 5.665 7.448 9.361 16.231
MACD x 4.288 5.769 8.082 9.675 17.007
Precise 4.426 5.845 6.719 7.481 19.296
RSI 3x 4.175 4.893 6.91 9.88 19.765


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 60.606 67.442 78.261 71.053 86.667
Algo 2 68.75 50.0 84.615 53.333 75.0
Algo 3 75.0 75.0 85.0 69.231 0
MTF C 60.0 70.513 77.778 80.435 89.881
MTF A 58.586 72.222 81.522 82.517 87.187
SAG C 52.306 62.559 72.396 75.885 84.967
SAG A 52.417 65.158 73.186 76.421 85.511
MACD x 53.833 67.241 74.588 79.051 85.171
Precise 71.429 75.0 75.0 87.5 93.103
RSI 3x 50.289 64.706 69.663 77.181 90.385


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 9.091 25.581 41.304 42.105 66.667
Algo 2 12.5 27.778 46.154 33.333 62.5
Algo 3 12.5 33.333 40.0 46.154 0
MTF C 25.0 35.897 47.619 54.348 71.429
MTF A 24.242 35.556 47.464 51.748 62.953
SAG C 13.702 27.844 39.323 46.543 63.725
SAG A 14.123 28.266 38.659 47.279 64.608
MACD x 16.099 29.937 43.373 51.393 64.829
Precise 28.571 37.5 40.0 55.0 79.31
RSI 3x 16.763 21.39 33.708 48.322 65.385