Walmart Inc



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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 83.673 97.297 93.548 81.579 95.238
Algo 2 90.323 100.0 94.737 85.714 90.0
Algo 3 90.909 100.0 100.0 93.333 83.333
MTF C 95.122 87.692 92.105 87.302 84.393
MTF A 93.878 91.071 92.366 87.273 84.196
SAG C 81.051 84.671 86.15 82.764 85.313
SAG A 81.046 84.575 86.92 83.528 86.139
MACD x 81.799 84.32 87.313 81.751 84.091
Precise 91.667 89.474 92.857 88.571 81.25
RSI 3x 85.659 85.799 93.75 84.314 91.566


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 49 37 31 38 21
Algo 2 31 19 19 14 10
Algo 3 11 14 10 15 6
MTF C 41 65 114 126 173
MTF A 98 168 262 275 367
SAG C 1161 835 787 615 463
SAG A 1683 1141 1078 856 606
MACD x 1934 1352 1269 948 748
Precise 12 19 28 35 32
RSI 3x 258 169 128 102 83


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 0.822 1.037 1.442 1.551 2.187
Algo 2 0.637 1.197 1.665 1.623 2.244
Algo 3 0.921 1.051 1.645 1.918 5.065
MTF C 1.001 1.747 1.493 1.859 2.803
MTF A 1.182 1.442 1.618 1.769 2.987
SAG C 0.846 1.148 1.46 1.941 3.076
SAG A 0.87 1.146 1.431 1.933 3.241
MACD x 0.902 1.134 1.47 1.955 3.419
Precise 1.355 1.171 1.664 2.291 2.562
RSI 3x 0.897 1.144 1.574 1.888 3.903


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 1.22 2.256 2.224 2.631 5.334
Algo 2 1.092 2.9 2.69 3.788 5.065
Algo 3 1.252 1.918 2.514 3.772 5.138
MTF C 1.901 2.291 2.551 3.263 5.543
MTF A 1.863 2.221 2.66 3.193 5.434
SAG C 1.47 2.069 2.651 3.316 5.69
SAG A 1.467 2.069 2.631 3.36 5.874
MACD x 1.541 1.956 2.722 3.443 6.402
Precise 1.977 2.203 2.692 3.665 5.606
RSI 3x 1.745 2.069 2.719 2.651 5.311


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 2.114 3.721 3.891 4.228 8.671
Algo 2 2.536 3.498 4.177 7.343 8.265
Algo 3 2.236 3.804 3.23 6.821 8.265
MTF C 2.275 3.794 4.497 6.113 8.386
MTF A 2.83 3.608 4.595 5.57 8.267
SAG C 2.48 3.3 4.236 5.203 9.381
SAG A 2.459 3.318 4.257 5.29 9.194
MACD x 2.548 3.245 4.528 5.665 11.035
Precise 2.523 5.719 4.313 7.424 7.817
RSI 3x 2.828 3.611 4.515 5.246 15.23


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 26.531 54.054 51.613 52.632 76.19
Algo 2 32.258 63.158 63.158 57.143 70.0
Algo 3 27.273 50.0 70.0 66.667 83.333
MTF C 34.146 50.769 59.649 62.698 69.364
MTF A 38.776 49.405 59.542 61.091 71.935
SAG C 27.304 43.832 54.003 60.813 75.81
SAG A 26.797 43.646 54.174 61.565 77.558
MACD x 30.248 41.346 55.477 60.654 75.267
Precise 41.667 52.632 64.286 68.571 65.625
RSI 3x 38.372 43.787 57.812 58.824 84.337


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 8.163 8.108 19.355 15.789 57.143
Algo 2 12.903 5.263 21.053 28.571 50.0
Algo 3 9.091 0 10.0 33.333 66.667
MTF C 2.439 12.308 18.421 27.778 46.821
MTF A 5.102 12.5 19.847 25.818 46.049
SAG C 3.79 6.946 16.01 22.602 48.596
SAG A 3.446 7.362 16.327 23.598 50.33
MACD x 4.654 7.766 18.282 24.895 52.273
Precise 8.333 26.316 21.429 28.571 43.75
RSI 3x 5.814 8.284 13.281 23.529 49.398