October 2017 Scorecard

The Oct 2017 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 59% 57% 81% 68% 46% 59%
Correct – Prev Close to Next Session Peak 87% 90% 94% 85% 85% 86%
Correct – Prev Close to 5-day Peak 91% 90% 94% 91% 94% 86%
Avg Increase – Prev Close to Next Close 2.2% -0.9% 71.4% 2.3% 0.9% 3.7%
Avg Increase – Prev Close to Next Session Peak 6.6% 1.2% 10.6% 4.3% 2.7% 11.6%
Avg Increase – Prev Close to 5-day Peak 6.6% 2.9% 11.2% 5.7% 4.0% 13.7%
Avg Increase – Next Open to 5-day Peak 4% 3% 2% 3.9% 4% 8%

 

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