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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