September 2017 Scorecard
The September scorecard for the signals generated from Sonal can be downloaded here. The results are summarized in this table:
Scorecard
Total | Repurchases | M&A | Guidance | Contracts | Clinical Trials | |
Correct – Prev Close to Next Close | 68% | 59% | 68% | 93% | 64% | 68% |
Correct – Prev Close to Next Session Peak | 92% | 85% | 90% | 100% | 100% | 94% |
Correct – Prev Close to 5-day Peak | 97% | 96% | 95% | 100% | 100% | 97% |
Avg Increase – Prev Close to Next Close | 7.6% | 3.2% | 5.1% | 5.4% | 0.7% | 17.9% |
Avg Increase – Prev Close to Next Session Peak | 12.7% | 4.6% | 7.7% | 8.0% | 5.2% | 30.0% |
Avg Increase – Prev Close to 5-day Peak | 16.8% | 6.8% | 10.1% | 10.5% | 7.6% | 30.0% |
Avg Increase – Next Open to 5-day Peak | 7% | 6% | 4% | 5.4% | 4% | 11% |
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