Contextuall Algorithms: Predictive Variables Derived From SeekingAlpha Subscriber Statistics : Variables

1 | These variables are used in a system of algorithms developed by Contextuall.com | |
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2 | To access backtests on these algorithms, click here | |

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4 | Data ID | Description |

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

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

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

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

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

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

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

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

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

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

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

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

17 | 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 |

18 | 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 |

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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