Steel Dynamics Inc



ARTICLES



DATA TABLES

Last Updated March 26, 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 93.333 91.892 100.0 91.667
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 98.701 96.639 94.488 92.04
MTF A 97.273 98.0 97.959 95.333 92.75
SAG C 90.326 91.473 93.227 93.344 89.754
SAG A 90.281 92.344 93.386 93.402 89.911
MACD x 100.0 100.0 97.297 96.875 96.429
Precise 89.462 93.129 93.622 91.693 91.4
RSI 3x 91.176 92.67 94.318 98.438 92.857


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 45 37 27 12
Algo 2 11 20 16 15 6
Algo 3 11 19 20 11 6
MTF C 36 77 119 127 201
MTF A 110 200 294 300 400
SAG C 858 903 812 631 244
SAG A 1173 1254 1149 879 337
MACD x 9 20 37 32 28
Precise 1319 1339 1270 951 407
RSI 3x 204 191 176 128 28


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 3.353 3.236 2.694 3.922
Algo 2 1.606 4.105 3.036 2.76 7.452
Algo 3 1.447 4.084 2.239 2.76 3.447
MTF C 1.42 2.709 3.183 3.459 6.427
MTF A 1.985 2.711 3.112 3.426 5.38
SAG C 1.763 2.538 2.933 3.524 4.912
SAG A 1.774 2.534 2.926 3.402 4.807
MACD x 3.472 3.483 3.791 3.997 5.472
Precise 1.714 2.318 2.941 3.572 5.384
RSI 3x 1.537 2.227 2.953 3.143 8.685


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 4.946 5.065 4.686 9.433
Algo 2 1.727 6.707 5.094 6.359 13.985
Algo 3 2.073 5.604 5.236 4.405 11.033
MTF C 3.282 4.767 6.345 6.668 11.149
MTF A 3.688 4.945 5.781 6.396 10.286
SAG C 3.259 4.449 5.428 6.331 10.511
SAG A 3.183 4.38 5.417 6.227 10.378
MACD x 4.963 5.386 6.5 7.516 12.864
Precise 3.106 4.34 5.394 6.265 10.606
RSI 3x 2.919 4.226 4.967 5.635 11.992


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 7.587 10.051 13.177 18.688
Algo 2 4.195 8.38 7.821 14.675 21.724
Algo 3 3.79 8.017 7.544 13.905 19.988
MTF C 5.187 7.946 10.617 12.647 18.425
MTF A 5.439 8.015 9.519 11.201 17.694
SAG C 5.53 7.456 9.091 11.182 16.676
SAG A 5.3 7.426 9.119 10.989 17.119
MACD x 9.415 8.862 12.135 14.263 20.018
Precise 5.189 7.32 9.409 10.817 18.196
RSI 3x 5.378 6.935 9.318 12.382 18.234


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 75.556 75.676 77.778 83.333
Algo 2 36.364 85.0 68.75 80.0 100.0
Algo 3 54.545 78.947 70.0 81.818 83.333
MTF C 66.667 85.714 84.034 81.89 89.055
MTF A 72.727 84.5 84.014 82.0 86.5
SAG C 63.636 73.976 78.818 82.092 83.197
SAG A 63.939 74.561 79.547 82.253 83.68
MACD x 88.889 90.0 91.892 87.5 92.857
Precise 61.713 73.04 77.559 82.019 84.767
RSI 3x 59.804 72.775 80.682 82.031 92.857


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 46.667 45.946 48.148 58.333
Algo 2 9.091 55.0 43.75 53.333 83.333
Algo 3 18.182 47.368 50.0 45.455 66.667
MTF C 27.778 46.753 58.824 60.63 76.119
MTF A 31.818 47.0 54.422 57.0 71.0
SAG C 26.457 41.085 50.123 56.26 66.803
SAG A 25.149 40.431 50.044 55.745 66.469
MACD x 44.444 55.0 67.568 65.625 78.571
Precise 24.337 40.329 50.709 54.679 70.762
RSI 3x 25.49 37.696 47.159 53.906 85.714