Tempur Sealy International Inc



ARTICLES



DATA TABLES

Last Updated February 19, 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 88.372 91.304 100.0 100.0 85.714
Algo 2 85.714 93.75 100.0 100.0 0
Algo 3 81.25 100.0 100.0 100.0 0
MTF C 94.118 97.778 98.276 96.721 95.294
MTF A 98.462 99.242 98.658 96.644 90.452
SAG C 90.505 93.349 94.667 92.093 85.714
SAG A 90.095 93.017 95.635 92.703 87.705
MACD x 89.555 92.383 94.613 93.292 91.071
Precise 100.0 100.0 100.0 100.0 93.333
RSI 3x 94.382 91.949 96.721 93.478 94.286


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 43 46 19 14 7
Algo 2 21 16 6 5 0
Algo 3 16 10 5 5 0
MTF C 17 45 58 61 85
MTF A 65 132 149 149 199
SAG C 832 872 525 430 168
SAG A 1161 1203 756 603 244
MACD x 1302 1326 891 641 280
Precise 2 10 15 12 15
RSI 3x 178 236 122 92 35


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 1.117 1.999 3.784 4.383 5.144
Algo 2 0.987 2.932 2.42 4.363 0
Algo 3 1.577 3.163 6.01 3.05 0
MTF C 2.347 3.355 4.167 3.899 6.828
MTF A 2.557 3.389 3.373 3.642 6.136
SAG C 1.611 2.449 2.728 2.967 5.688
SAG A 1.653 2.476 2.757 3.002 5.118
MACD x 1.655 2.353 2.782 3.172 4.825
Precise 0 5.079 3.433 3.889 5.854
RSI 3x 1.583 2.867 3.907 4.776 7.893


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 2.687 4.344 6.01 6.182 8.901
Algo 2 2.541 5.67 4.509 4.443 0
Algo 3 3.358 5.512 6.449 4.363 0
MTF C 3.401 4.908 6.741 6.982 13.499
MTF A 4.1 5.817 6.481 7.139 12.526
SAG C 3.163 4.584 5.271 6.023 11.801
SAG A 3.124 4.532 5.293 6.257 11.46
MACD x 3.046 4.369 5.161 6.444 10.069
Precise 0 7.467 6.978 5.867 9.362
RSI 3x 2.952 5.479 8.34 9.659 12.162


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 4.709 7.874 11.081 11.956 12.006
Algo 2 4.489 7.773 5.198 5.66 0
Algo 3 5.893 9.287 10.219 5.66 0
MTF C 7.73 8.905 10.888 11.275 24.348
MTF A 7.821 9.295 10.664 12.296 24.419
SAG C 5.313 7.948 10.771 10.715 21.763
SAG A 5.284 8.044 10.641 11.31 21.047
MACD x 5.102 8.011 10.031 11.189 18.93
Precise 0 10.447 13.387 9.405 22.355
RSI 3x 5.007 9.784 16.42 15.612 17.888


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 53.488 67.391 78.947 92.857 71.429
Algo 2 47.619 75.0 66.667 100.0 0
Algo 3 50.0 80.0 80.0 100.0 0
MTF C 76.471 84.444 93.103 93.443 89.412
MTF A 86.154 87.879 88.591 86.577 85.427
SAG C 62.861 75.803 79.238 80.465 80.357
SAG A 62.963 74.647 80.159 80.1 82.377
MACD x 60.676 73.303 78.563 81.747 83.571
Precise 0 90.0 100.0 100.0 93.333
RSI 3x 62.921 78.814 90.984 89.13 88.571


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 18.605 43.478 57.895 64.286 57.143
Algo 2 19.048 50.0 33.333 40.0 0
Algo 3 25.0 60.0 80.0 40.0 0
MTF C 29.412 48.889 63.793 63.934 78.824
MTF A 38.462 56.818 58.389 61.074 72.362
SAG C 24.159 43.463 48.762 53.023 67.857
SAG A 23.945 42.394 50.0 53.566 65.984
MACD x 22.965 40.724 48.26 56.162 67.5
Precise 0 70.0 66.667 58.333 73.333
RSI 3x 24.157 52.119 65.574 66.304 74.286