Tuesday 29 January 2013

Dec 2012 Tweet analysis


Lets have a look how well we did in Dec 2012 - below are all the tweets from our new production system.
The last 5 columns are interesting.

LSE_trace are the results for the Trace system and the the LSE_sc are the Candlestick traces

The columns are:
LSE Company
Date Tweeted
Trace or Candlestick
Count of the times this has previously been Triggered
Success coefficient Tweedle Dee
Success coefficient Tweedle Dum
Volume on day
Volume on day divided by average volume over last 3 months
Close on day
Open on the next day
High over the next 5 days
Percentage increase over next 5 days
Percentage increase over next 10 days
Percentage increase over next 15 days
Percentage increase over next 30 days
Percentage increase over next 120 days


F_CO
F_DATE
F_BETA
F_COUNT
F_TDEE
F_TDUM
VOL_
VOLANA
CLOSE_1_
OPEN_
HIGH_5
PERC_5
PERC_10
PERC_15
PERC_30
PERC_120
ARC 27-DEC-12 LSE_cs 10 14.6 80 500000 0.37 0.07 0.06 0.092 53.3 53.3 53.3 53.3 53.3
SEA 24-DEC-12 LSE_trace 4 1000 313 1070857 4.62 28.625 28.25 31.867 12.8 12.8 12.8 12.8 12.8
BRNS 21-DEC-12 LSE_cs 3 444 100 2116 0.11 0.275 0.06 0.365 508.3 508.3 508.3 508.3 508.3
BLU 21-DEC-12 LSE_cs 3 28 100 100000 0.61 0.325 0.25 0.325 30 30 30 30 30
CRHL 21-DEC-12 LSE_cs 5 25.38 100 269019 1.12 0.35 0.3 0.35 16.7 16.7 16.7 16.7 16.7
AUMP 20-DEC-12 LSE_trace 3 2099 2298 7459 0.56 18 13.9 18 29.5 29.5 29.5 63.6 63.6
ADS 19-DEC-12 LSE_cs 5 19.06 100 500000 0.62 0.035 0.02 0.04 100 100 100 100 100
SLES 19-DEC-12 LSE_trace 3 826 536 17251 1 33 31.01 36 16.1 29 32.2 45.1 45.1
BRNS 14-DEC-12 LSE_cs 51 206.61 86.27 41051 2.72 0.275 0.06 0.365 508.3 508.3 508.3 508.3 508.3
AUMP 14-DEC-12 LSE_cs 4 23.3 100 5204 0.36 18 14 20.5 46.4 46.4 46.4 62.4 62.4
HINS 14-DEC-12 LSE_cs 9 17.73 88.89 4200 0.17 9.375 8.755 9.5 8.5 10.7 14.2 65.6 65.6
ADS 11-DEC-12 LSE_cs 5 19.06 100 150000 0.15 0.04 0.03 0.035 16.7 33.3 33.3 33.3 33.3
VPHA 11-DEC-12 LSE_trace 4 1672 491 143836 0.76 0.5464 0.5502 0.575 4.5 36.3 61.8 61.8 61.8
PCTS 11-DEC-12 LSE_trace 3 201 2482 3872 0.17 7.75 7.01 7.75 10.6 10.6 21.3 21.3 21.3
WSG 11-DEC-12 LSE_trace 3 207 1498 482342 2.82 28.9 29 33 13.8 13.8 13.8 36.2 36.2
HINS 10-DEC-12 LSE_cs 9 17.73 88.89 37986 2.97 10.018 9.25 9.375 1.4 4.8 4.8 45.8 56.8
JMCS 10-DEC-12 LSE_trace 3 1251 1815 1012 0.15 4.25 1.351 4.149 207.1 207.1 213.8 418.1 418.1
NUS 10-DEC-12 LSE_trace 3 940 234 35068 0.76 19.667 19.6 22.6 15.3 27.6 42.9 162.2 162.2
ATI 10-DEC-12 LSE_trace 3 346 514 46 0 70.125 60.25 74 22.8 22.8 22.8 22.8 22.8
CMI 05-DEC-12 LSE_cs 3 50.27 100 10062 0.02 0.925 0.888 1 12.6 12.6 12.6 12.6 12.6
CR3B 04-DEC-12 LSE_cs 5 75.68 80 1736 0.53 10 6 12 100 100 100 100 100
SVCA 04-DEC-12 LSE_cs 8 29.53 87.5 5400 0.14 3.875 3.33 3.875 16.4 16.4 16.4 16.4 16.4
CR3B 04-DEC-12 LSE_trace 3 2298 2680 1736 0.53 10 6 12 100 100 100 100 100
UTN 04-DEC-12 LSE_trace 3 717 3676 12000 0.19 0.85 0.86 0.89 3.5 3.5 4.7 57 57
ARC 03-DEC-12 LSE_cs 10 14.6 80 883334 0.83 0.085 0.07 0.085 21.4 21.4 31.4 31.4 31.4

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