Stanley Black & Decker Inc



ARTICLES



DATA TABLES

Last Updated October 3, 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 90.244 84.0 96.154 86.207 88.235
Algo 2 95.455 80.0 90.476 90.909 100.0
Algo 3 92.857 100.0 93.333 83.333 100.0
MTF C 100.0 96.491 97.753 92.929 91.979
MTF A 95.181 96.622 95.89 91.775 92.562
SAG C 83.19 87.475 90.845 87.733 86.567
SAG A 83.203 87.009 90.397 88.111 85.802
MACD x 81.535 86.692 91.179 89.153 88.133
Precise 100.0 100.0 100.0 96.552 88.889
RSI 3x 80.095 89.778 94.271 94.558 94.805


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 50 52 29 17
Algo 2 22 20 21 11 9
Algo 3 14 16 15 12 6
MTF C 31 57 89 99 187
MTF A 83 148 219 231 363
SAG C 815 990 852 644 469
SAG A 1149 1324 1208 900 648
MACD x 1186 1300 1281 968 809
Precise 4 16 22 29 27
RSI 3x 211 225 192 147 77


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 1.837 2.169 1.751 3.108 5.66
Algo 2 1.837 2.506 1.665 2.546 5.535
Algo 3 2.167 3.006 2.72 3.751 2.424
MTF C 0.957 1.904 2.056 2.238 3.827
MTF A 1.616 1.918 2.07 2.355 3.726
SAG C 1.199 1.773 1.893 2.368 3.454
SAG A 1.223 1.748 1.889 2.427 3.357
MACD x 1.155 1.609 1.881 2.34 3.78
Precise 1.381 2.53 2.657 2.293 3.617
RSI 3x 1.274 1.669 1.94 2.065 4.07


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 2.866 3.663 3.675 4.92 8.311
Algo 2 2.709 3.564 2.713 3.771 11.215
Algo 3 3.286 4.367 4.879 6.481 4.685
MTF C 2.391 3.18 3.556 3.847 7.357
MTF A 2.526 3.291 3.854 4.287 7.277
SAG C 2.137 3.356 3.659 4.439 6.932
SAG A 2.178 3.268 3.684 4.43 6.905
MACD x 2.036 2.906 3.623 4.397 7.24
Precise 2.313 3.682 4.06 4.023 7.382
RSI 3x 2.289 2.927 3.892 3.544 7.784


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 4.322 6.48 8.035 9.872 12.17
Algo 2 4.495 7.105 4.499 6.563 11.579
Algo 3 4.602 7.925 6.5 9.129 9.795
MTF C 3.146 5.301 5.789 6.614 12.556
MTF A 4.059 5.587 6.719 7.847 12.215
SAG C 3.841 5.94 6.277 7.381 12.224
SAG A 3.871 5.909 6.454 7.39 12.155
MACD x 3.763 4.985 6.396 7.268 12.513
Precise 3.01 4.856 6.524 6.793 14.402
RSI 3x 4.065 4.927 7.552 6.927 12.65


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 65.854 70.0 67.308 72.414 76.471
Algo 2 68.182 70.0 57.143 72.727 88.889
Algo 3 71.429 81.25 73.333 66.667 66.667
MTF C 61.29 71.93 73.034 73.737 83.957
MTF A 62.651 70.27 72.603 74.892 82.094
SAG C 44.294 61.818 67.019 71.273 77.612
SAG A 44.56 61.027 66.308 71.778 76.852
MACD x 41.4 56.538 66.589 72.211 80.47
Precise 50.0 81.25 81.818 79.31 77.778
RSI 3x 45.498 59.111 68.229 71.429 85.714


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 30.0 42.308 41.379 70.588
Algo 2 18.182 25.0 19.048 36.364 77.778
Algo 3 21.429 43.75 46.667 50.0 50.0
MTF C 9.677 24.561 32.584 33.333 57.754
MTF A 14.458 27.703 35.616 40.26 58.127
SAG C 12.27 27.071 33.451 38.665 55.437
SAG A 12.446 26.662 33.361 38.667 54.63
MACD x 11.298 21.538 32.631 38.843 59.333
Precise 0 25.0 36.364 34.483 55.556
RSI 3x 10.427 22.222 39.062 34.694 64.935