. | These variables are used in a system of algorithms developed by Contextuall.com | |

. | To access backtests on these algorithms, click here | |

. | ||

. | Data ID | Description |

. | BasicMaterials_vs_Total_DeltaAdj(n) | Measures rate of change in subscribers to Basic Materials stocks, as a percentage of total subscribers |

. | BasicMaterials_vs_Total(n) | Subscribers to Basic Materials stocks, as a percentage of total subscribers |

. | Conglomerates_vs_Total_7DayAvg(n) | The 7-day average of subscribers to Conglomerate stocks, as a percentage of total subscribers |

. | Conglomerates_vs_Total_DeltaAdj(n) | Measures rate of change in subscribers to Conglomerate stocks, as a percentage of total subscribers |

. | Conglomerates_vs_Total(n) | Subscribers to Conglomerate stocks, as a percentage of total subscribers |

. | DailyReturn_on_BasicMaterials_vs_Total(n) | The daily growth rate in subscribers to Basic Materials stocks, expressed as a percentage of total subscribers |

. | DailyReturn_on_Conglomerates_vs_Total(n) | The daily growth rate in subscribers to Conglomerate stocks, expressed as a percentage of total subscribers |

. | DailyReturn_on_IndustrialGoods_vs_Total(n) | The daily growth rate in subscribers to Industrial Goods stocks, expressed as a percentage of total subscribers |

. | DailyReturn_on_Utilities_vs_Total(n) | The daily growth rate in subscribers to Utilities stocks, expressed as a percentage of total subscribers |

. | DailyReturn_on_UtilitiesVsConsumerGoods(n) | The daily growth rate in subscribers to Utilities stocks, expressed as a percentage of subscribers to Consumer Goods stocks |

. | DailyReturn_on_UtilitiesVsFinancials(n) | The daily growth rate in subscribers to Utilities stocks, expressed as a percentage of subscribers to Financial stocks |

. | DailyReturn_on_UtilitiesVsTech(n) | The daily growth rate in subscribers to Utilities stocks, expressed as a percentage of subscribers to Tech stocks |

. | DailyReturnDelta_on_IndustrialGoods_vs_Total_Adj(n) | Double derivative of the daily growth rate in subscribers to Industrial Goods stocks, expressed as a percentage of total subscribers |

. | DailyReturnDelta_on_Utilities_vs_Total_Adj(n) | Double derivative of the daily growth rate in subscribers to Utilities stocks, expressed as a percentage of total subscribers |

. | Healthcare_Current_vs_7DayAvg(n) | Strength of Momentum: Comparing current number of Healthcare stock subscribers to the 7 day moving average |

. | Healthcare_Currentvs7DayAvg_DeltaAdj(n) | Strength of Momentum: Measuring the rate of change of Healthcare stock subscribers, relative to the 7 day moving average |

. | Healthcare_vs_Total_7DayAvg(n) | The 7-day average of subscribers to Healthcare stocks, as a percentage of total subscribers |

. | IndustrialGoods_vs_Total_7DayAvg(n) | The 7-day average of subscribers to Industrial Goods stocks, as a percentage of total subscribers |

. | IndustrialGoods_vs_Total_Current_vs_7DayAvg(n) | Strength of Momentum: Comparing current number of Industrial stock subscribers to the 7 day moving average |

. | IndustrialGoods_vs_Total_DeltaAdj(n) | Measures rate of change in subscribers to Industrial stocks, as a percentage of total subscribers |

. | SP500AdjClose_10SessionAvg(n) | 10 session average of the S&P500 close (adjusted for dividends and splits) |

. | SP500AdjClose_10SessionRangePlacement(n) | 10 session range placement of the S&P500 index (i.e. near high or near low) |

. | SP500AdjClose_20SessionRangePlacement(n) | 20 session range placement of the S&P500 index (i.e. near high or near low) |

. | SP500AdjClose_20SessionSkew_Delta(n) | Rate of change in statistical skewness for the S&P500 index |

. | SP500AdjClose_Close(n-1) | S&P500 adjusted close from a session ago |

. | SP500AdjClose_Close(n-2) | S&P500 adjusted close from two sessions ago |

. | SP500AdjClose_Close(n) | Most recent S&P500 close (adjusted for dividends and splits) |

. | SP500AdjClose_Smoothed_20SessionStdDeviation_vs_CurrentValue(n) | Smoothed measure of S&P500 standard deviation relative to its current value |

. | Technology_vs_Total(n) | Subscribers to Tech stocks, as a percentage of total subscribers |

. | TechVsFinancials(n) | Subscribers to Tech stocks, as a percentage of subscribers to Financial stocks |

. | Utilities_vs_Total_7DayAvg(n) | The 7-day average of subscribers to Utilties stocks, as a percentage of total subscribers |

. | Utilities_vs_Total_Current_vs_7DayAvg(n) | Strength of Momentum: Comparing current ratio of Utilities:Total subscribers to the 7 day moving average |

. | Utilities_vs_Total_DeltaAdj(n) | Measures rate of change in subscribers to Utilities stocks, as a percentage of total subscribers |

. | Utilities_vs_Total(n) | Subscribers to Utilities stocks, as a percentage of total subscribers |

. | UtilitiesVsBasicMaterials_7DayAvg(n) | The 7-day average of subscribers to Utilities stocks, as a percentage of Basic Material stocks subscribers |

. | UtilitiesVsBasicMaterials_7DayGradient(n) | 7-day rate of change of Utility stocks subscribers, relative to Basic Materials stock subscribers |

. | UtilitiesVsBasicMaterials_Current_vs_7DayAvg(n) | Strength of Momentum: Comparing current ratio of Utilities:BasicMaterials subscribers to the 7 day moving average |

. | UtilitiesVsBasicMaterials(n) | Subscribers to Utilities stocks, as a percentage of subscribers to Basic Materials stocks |

. | UtilitiesVsConsumerGoods_7DayAvg(n) | The 7-day average of subscribers to Utilities stocks, as a percentage of Consumer Goods stocks subscribers |

. | UtilitiesVsConsumerGoods_DayDelta(n) | The rate of change of Utilities stocks subscribers, relative to Consumer Goods stocks subscribers |

. | UtilitiesVsConsumerGoods(n) | Subscribers to Utilities stocks, as a percentage of subscribers to Consumer Goods stocks |

. | UtilitiesVsFinancials_7DayAvg(n) | The 7-day average of subscribers to Utilities stocks, as a percentage of Financial stocks subscribers |

. | UtilitiesVsFinancials(n) | Subscribers to Utilities stocks, as a percentage of subscribers to Financial stocks |

. | UtilitiesVsTech_7DayAvg(n) | The 7-day average of subscribers to Utilities stocks, as a percentage of Tech stocks subscribers |

. | UtilitiesVsTech_7DayGradient(n) | A rate of change calculation for the Utilites:Tech ratio, smoothed with a 7-day moving average |

. | UtilitiesVsTech_7DayKurtosisAdj(n) | Measures the kurtosis in the Utilities:Tech ratio |

. | UtilitiesVsTech_Current_vs_7DayAvg(n) | Strength of Momentum: Comparing current ratio of Utilities:Tech subscribers to the 7 day moving average |

. | UtilitiesVsTech_DayDelta(n) | The rate of change of Utilities stocks subscribers, relative to Tech stocks subscribers |