When we see a social volume increase of : 500% or more (Disregarding correlation completely), here are the historical statistics of the system.
Holding period: 1 day
Average Profit: 8.32%
Average Loss: -25.5%
Win Percent: 38.47%
Holding period: 3 days
Average Profit: 33.16%
Average Loss: -33.94%
Win Percent: 34.95%
Holding period: 7 days
Average Profit: 53.12%
Average Loss: -36.8%
Win Percent: 32.31%
When we see a lagging correlation of 0.5 or more, (Disregarding social volume) here are the historical statistics of the system.
Holding period: 1 day
Average Profit: 11.99%
Average Loss: -27.79%
Win Percent: 34.04%
Holding period: 3 days
Average Profit: 16.21%
Average Loss: -40.43%
Win Percent: 29.72%
Holding period: 7 days
Average Profit: 37.05%
Average Loss: -43.29%
Win Percent: 27.01%
Winners that had 30% profit or greater:
Holding period: 1 day
Total Winners: 155
Average Social: +286.17%
Average Profit: 986.29%
Total Winners: 155
Average Social: +286.17%
Average Profit: 986.29%
Holding period: 3 day
Total Winners: 292
Average Social: +347.07%
Average Profit: 204.26%
Total Winners: 292
Average Social: +347.07%
Average Profit: 204.26%
Holding period: 7 day
Total Winners: 431
Average Social: +315.28%
Average Profit: 529.94%
Total Winners: 431
Average Social: +315.28%
Average Profit: 529.94%