TE Connectivity Limited



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DATA TABLES

Last Updated March 16, 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 80.0 82.609 87.879 85.714 100.0
Algo 2 75.0 79.31 83.333 100.0 100.0
Algo 3 77.273 94.444 81.818 87.5 100.0
MTF C 100.0 97.872 100.0 92.647 91.753
MTF A 96.0 95.172 97.175 91.573 90.678
SAG C 77.549 84.7 88.807 85.575 91.477
SAG A 78.264 84.214 88.924 86.037 92.213
MACD x 100.0 100.0 100.0 90.0 92.857
Precise 78.239 85.593 89.576 87.801 89.545
RSI 3x 80.374 89.113 89.412 89.167 86.667


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 45 46 33 28 7
Algo 2 20 29 12 12 4
Algo 3 22 18 11 8 1
MTF C 26 47 70 68 97
MTF A 75 145 177 178 236
SAG C 873 1000 679 513 176
SAG A 1233 1381 957 709 244
MACD x 12 16 13 10 14
Precise 1204 1180 873 623 220
RSI 3x 214 248 170 120 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 1.435 1.64 1.302 2.625 2.614
Algo 2 1.887 1.231 1.621 3.591 2.978
Algo 3 1.797 2.183 1.314 4.513 0
MTF C 1.398 2.222 1.977 2.506 4.028
MTF A 1.367 1.754 2.03 2.552 3.518
SAG C 1.193 1.54 1.808 2.647 3.37
SAG A 1.143 1.425 1.76 2.677 3.37
MACD x 1.878 2.802 3.387 7.611 3.022
Precise 1.088 1.515 1.882 2.625 4.037
RSI 3x 1.348 1.47 2.073 2.772 2.619


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 2.071 2.824 2.129 4.263 3.955
Algo 2 2.568 2.697 3.464 6.312 3.722
Algo 3 2.094 2.897 1.732 5.424 0
MTF C 2.106 3.552 3.747 4.485 6.883
MTF A 2.324 3.499 4.105 4.582 6.824
SAG C 2.058 3.046 3.811 4.347 6.069
SAG A 1.983 2.937 3.819 4.319 6.158
MACD x 2.342 3.718 5.169 9.811 5.229
Precise 1.974 2.982 3.752 4.44 6.51
RSI 3x 2.282 2.995 3.647 4.498 4.222


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 4.014 4.467 4.422 6.954 7.992
Algo 2 3.956 4.447 6.449 8.393 5.297
Algo 3 3.689 4.19 3.811 6.303 0
MTF C 3.968 5.846 7.0 7.97 12.556
MTF A 4.533 5.236 6.759 7.645 11.463
SAG C 3.456 5.221 6.591 7.428 11.088
SAG A 3.387 5.148 6.613 7.473 11.088
MACD x 5.241 4.79 7.158 11.549 12.348
Precise 3.424 4.882 6.428 7.699 11.835
RSI 3x 4.082 5.203 6.999 8.871 7.954


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 42.222 60.87 45.455 71.429 71.429
Algo 2 50.0 55.172 50.0 91.667 75.0
Algo 3 40.909 77.778 36.364 87.5 0
MTF C 53.846 74.468 74.286 75.0 79.381
MTF A 56.0 66.897 72.881 75.281 77.542
SAG C 39.519 58.1 64.654 71.345 81.25
SAG A 38.767 55.395 63.845 71.932 81.557
MACD x 66.667 81.25 76.923 90.0 78.571
Precise 38.538 56.525 65.292 73.034 81.364
RSI 3x 44.393 56.452 70.0 73.333 76.667


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 8.889 17.391 21.212 39.286 42.857
Algo 2 10.0 17.241 33.333 66.667 25.0
Algo 3 9.091 16.667 18.182 62.5 0
MTF C 23.077 27.66 37.143 42.647 61.856
MTF A 21.333 25.517 36.723 42.697 59.322
SAG C 8.706 22.5 34.757 37.037 53.977
SAG A 7.948 21.868 34.169 36.953 54.508
MACD x 25.0 18.75 53.846 90.0 50.0
Precise 9.219 20.254 32.646 40.449 58.182
RSI 3x 15.421 24.194 35.294 41.667 36.667