Union Pacific Corporation



ARTICLES



DATA TABLES

Last Updated September 19, 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 73.529 86.957 95.238 86.111 91.304
Algo 2 77.778 88.889 87.5 93.75 84.615
Algo 3 81.818 88.889 92.857 90.0 87.5
MTF C 91.176 94.737 96.117 87.179 89.241
MTF A 92.5 96.552 96.774 91.667 88.125
SAG C 84.184 88.924 91.56 89.938 89.979
SAG A 84.007 89.403 91.332 90.155 89.676
MACD x 84.103 88.675 91.807 89.648 90.012
Precise 92.308 85.0 100.0 88.889 85.0
RSI 3x 78.61 81.333 94.086 91.241 93.827


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 34 46 42 36 23
Algo 2 18 18 16 16 13
Algo 3 11 18 14 10 8
MTF C 34 57 103 117 158
MTF A 80 145 248 264 320
SAG C 784 948 782 646 479
SAG A 1088 1274 1119 904 678
MACD x 1170 1298 1245 908 811
Precise 13 20 26 27 20
RSI 3x 187 225 186 137 81


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 1.066 1.488 1.613 2.627 3.467
Algo 2 1.263 1.644 3.096 1.718 3.472
Algo 3 1.484 1.644 1.641 4.381 4.0
MTF C 1.952 2.281 2.471 3.511 4.377
MTF A 2.159 1.869 1.984 2.558 3.859
SAG C 1.284 1.599 1.838 2.489 3.777
SAG A 1.278 1.589 1.899 2.434 3.813
MACD x 1.251 1.604 1.898 2.418 3.793
Precise 1.548 2.276 2.167 3.681 4.454
RSI 3x 1.263 1.929 1.791 2.352 4.372


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 1.924 2.899 2.855 5.004 6.186
Algo 2 1.944 3.238 4.985 4.381 6.186
Algo 3 2.245 3.056 4.51 5.004 6.257
MTF C 3.283 3.298 4.216 4.921 6.692
MTF A 2.91 3.117 3.966 4.662 6.782
SAG C 2.194 2.85 3.559 4.391 6.823
SAG A 2.189 2.866 3.535 4.428 6.742
MACD x 2.081 2.952 3.384 4.236 6.402
Precise 3.689 3.218 3.998 5.691 10.24
RSI 3x 2.031 3.146 3.22 3.784 6.483


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 4.118 3.884 5.328 7.317 7.826
Algo 2 4.011 4.829 6.488 6.87 7.591
Algo 3 4.118 4.315 5.832 11.869 6.839
MTF C 4.797 5.565 6.324 7.5 10.243
MTF A 4.294 5.36 6.213 7.469 11.245
SAG C 3.675 4.553 5.816 7.191 11.346
SAG A 3.642 4.604 5.77 7.237 11.346
MACD x 3.554 4.813 5.885 6.86 10.985
Precise 6.182 5.572 5.657 7.47 13.617
RSI 3x 3.243 4.972 5.088 6.987 12.836


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 35.294 56.522 61.905 69.444 78.261
Algo 2 38.889 61.111 81.25 62.5 69.231
Algo 3 45.455 61.111 57.143 70.0 75.0
MTF C 67.647 73.684 78.641 76.068 84.81
MTF A 70.0 69.655 72.177 75.0 83.125
SAG C 46.556 58.861 66.368 73.065 82.881
SAG A 45.956 59.262 67.203 73.451 83.186
MACD x 44.188 59.168 66.667 72.797 82.244
Precise 61.538 65.0 73.077 81.481 85.0
RSI 3x 41.176 60.889 67.204 76.642 88.889


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 14.706 15.217 30.952 44.444 52.174
Algo 2 16.667 22.222 43.75 43.75 46.154
Algo 3 18.182 22.222 35.714 50.0 50.0
MTF C 20.588 28.07 36.893 42.735 57.595
MTF A 18.75 26.207 36.29 41.288 56.25
SAG C 11.607 19.515 30.179 39.009 56.994
SAG A 11.305 19.859 29.401 39.159 56.637
MACD x 10.0 20.801 30.683 37.335 57.213
Precise 30.769 30.0 38.462 48.148 60.0
RSI 3x 6.952 20.0 25.806 34.307 65.432