Steel Dynamics Inc


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 92.683 93.75 91.892 100.0 92.308
Algo 2 90.909 100.0 87.5 100.0 100.0
Algo 3 100.0 94.737 95.0 100.0 100.0
MTF C 100.0 98.718 96.667 94.531 92.157
MTF A 96.429 98.01 97.973 95.364 92.84
SAG C 90.428 91.558 93.179 93.386 89.431
SAG A 90.37 92.445 93.362 93.439 89.676
MACD x 100.0 100.0 97.297 96.875 96.429
Precise 89.582 93.167 93.594 91.745 91.463
RSI 3x 90.476 92.929 94.444 98.473 93.333

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 48 37 27 13
Algo 2 11 21 16 15 7
Algo 3 11 19 20 11 7
MTF C 36 78 120 128 204
MTF A 112 201 296 302 405
SAG C 888 924 821 635 246
SAG A 1215 1284 1160 884 339
MACD x 9 21 37 32 28
Precise 1363 1361 1280 957 410
RSI 3x 210 198 180 131 30

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 1.869 3.292 3.236 2.694 4.258
Algo 2 1.606 4.074 3.036 2.76 6.924
Algo 3 1.447 4.084 2.239 2.76 4.29
MTF C 1.42 2.713 3.184 3.483 6.461
MTF A 1.996 2.713 3.124 3.454 5.435
SAG C 1.774 2.574 2.94 3.545 4.921
SAG A 1.78 2.579 2.929 3.41 4.851
MACD x 3.472 3.53 3.791 3.997 5.472
Precise 1.722 2.357 2.941 3.579 5.339
RSI 3x 1.545 2.198 2.871 3.202 8.546

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 3.5 4.956 5.065 4.686 8.653
Algo 2 1.727 6.496 5.094 6.359 11.88
Algo 3 2.073 5.604 5.236 4.405 7.872
MTF C 3.282 4.79 6.351 6.689 11.256
MTF A 3.692 4.95 5.837 6.42 10.397
SAG C 3.292 4.458 5.446 6.319 10.375
SAG A 3.217 4.408 5.417 6.225 10.308
MACD x 4.963 5.405 6.5 7.516 12.864
Precise 3.114 4.364 5.405 6.275 10.508
RSI 3x 2.957 4.308 4.896 5.711 11.574

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 4.881 7.682 10.051 13.177 17.389
Algo 2 4.195 8.221 7.821 14.675 19.846
Algo 3 3.79 8.017 7.544 13.905 18.688
MTF C 5.187 7.989 10.928 12.711 18.804
MTF A 5.419 8.027 9.778 11.251 17.916
SAG C 5.589 7.514 9.128 11.179 16.631
SAG A 5.356 7.479 9.122 10.911 17.116
MACD x 9.415 11.48 12.135 14.263 20.018
Precise 5.217 7.38 9.485 10.855 18.113
RSI 3x 5.378 7.06 9.318 12.266 18.051

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 68.293 77.083 75.676 77.778 84.615
Algo 2 36.364 85.714 68.75 80.0 100.0
Algo 3 54.545 78.947 70.0 81.818 85.714
MTF C 66.667 85.897 84.167 82.031 89.216
MTF A 72.321 84.577 84.122 82.119 86.667
SAG C 64.077 74.459 78.928 82.205 82.927
SAG A 64.28 75.078 79.655 82.353 83.481
MACD x 88.889 90.476 91.892 87.5 92.857
Precise 61.996 73.328 77.656 82.132 84.878
RSI 3x 60.0 72.222 81.111 82.443 93.333

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 21.951 45.833 45.946 48.148 61.538
Algo 2 9.091 52.381 43.75 53.333 85.714
Algo 3 18.182 47.368 50.0 45.455 71.429
MTF C 27.778 47.436 59.167 60.938 76.471
MTF A 31.25 47.264 54.73 57.285 71.358
SAG C 26.914 41.342 50.183 56.22 66.667
SAG A 25.514 40.654 50.0 55.769 66.372
MACD x 44.444 57.143 67.568 65.625 78.571
Precise 24.652 40.485 50.781 54.859 70.732
RSI 3x 25.714 38.384 46.667 54.962 86.667
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