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

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To access backtests on these algorithms, click here

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Data IDDescription

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

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

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

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

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

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

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

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

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

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

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

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

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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

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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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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