Tests of Normality

Shapiro-Wilk

Statistic df Sig.

MACD TEST .760 9 .007

MA TEST .781 9 .012

STOCHASTIC TEST .789 9 .015

BB TEST .867 9 .113

RSI TEST .783 9 .013

PSAR TEST .904 9 .274

*. This is a lower bound of the true significance.

a. Lilliefors Significance Correction

Tests of Normality

Shapiro-Wilk

Statistic df Sig.

MACD .760 9 .007

MOVING AVERAGE .781 9 .012

STOCHASTIC .789 9 .015

BOLLINGER BAND .867 9 .113

RELATIVE STRENGTH
.783 9 .013
INDEX
PARABOLIC SAR .904 9 .274

*. This is a lower bound of the true significance.

a. Lilliefors Significance Correction

Tests of Normality

Shapiro-Wilk

VARIABEL Statistic df Sig.

RETURN MACD .760 9 .007

MOVING AVERAGE .781 9 .012

STOCHASTIC .789 9 .015

BOLLINGER BAND .867 9 .113

RELATIVE STRENGTH
.783 9 .013
INDEX

PARABOLIC SAR .901 9 .260

*. This is a lower bound of the true significance.

a. Lilliefors Significance Correction

Test of Homogeneity of Variances

RETURN

Levene Statistic df1 df2 Sig.

3.832 5 48 .005

ANOVA
RETURN

Sum of Squares df Mean Square F Sig.

Between Groups 2648493972.315 5 529698794.463 1.374 .251

Within Groups 18508098835.55
48 385585392.407
6
Total 21156592807.87
53
0
EXAMINE VARIABLES=macd ma so bb rsi psar
/PLOT BOXPLOT STEMLEAF NPPLOT
/COMPARE GROUPS
/STATISTICS DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.

Explore

Notes

Output Created 23-FEB-2022 14:05:29

Comments
Input Active Dataset DataSet0
Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 9
Missing Value Handling Definition of Missing User-defined missing values for dependent
variables are treated as missing.
Cases Used Statistics are based on cases with no
missing values for any dependent variable
or factor used.
Syntax EXAMINE VARIABLES=macd ma so bb rsi
psar
/PLOT BOXPLOT STEMLEAF NPPLOT
/COMPARE GROUPS
/STATISTICS DESCRIPTIVES
/CINTERVAL 95
/MISSING LISTWISE
/NOTOTAL.
Resources Processor Time 00:00:01,75

Elapsed Time 00:00:01,74

 Case Processing Summary

Cases

Valid Missing Total

N Percent N Percent N Percent

macd 9 100.0% 0 0.0% 9 100.0%

ma 9 100.0% 0 0.0% 9 100.0%
so 9 100.0% 0 0.0% 9 100.0%
bb 9 100.0% 0 0.0% 9 100.0%
rsi 9 100.0% 0 0.0% 9 100.0%
psar 9 100.0% 0 0.0% 9 100.0%

Descriptives

Statistic Std. Error

macd Mean 14362.78 4619.534

95% Confidence Interval for Lower Bound 3710.11

Mean Upper Bound 25015.44

5% Trimmed Mean 13757.75

Median 6494.00

Variance 192060852.944

Std. Deviation 13858.602

Minimum 2525

Maximum 37091

Range 34566

Interquartile Range 24914

Skewness .996 .717

Kurtosis -.985 1.400

ma Mean 14949.67 5688.978
95% Confidence Interval for Lower Bound 1830.86
Mean Upper Bound 28068.47
5% Trimmed Mean 13650.52
Median 5306.00
Variance 291280225.750
Std. Deviation 17066.934
 Minimum 1944
Maximum 51340
Range 49396
Interquartile Range 24119
Skewness 1.461 .717
Kurtosis 1.454 1.400
so Mean 26823.11 9028.410
95% Confidence Interval for Lower Bound 6003.56
Mean Upper Bound 47642.66
5% Trimmed Mean 24937.57
Median 9946.00
Variance 733609654.111
Std. Deviation 27085.229
Minimum 5993
Maximum 81593
Range 75600
Interquartile Range 42096
Skewness 1.266 .717
Kurtosis .549 1.400
bb Mean 12528.22 2646.859
95% Confidence Interval for Lower Bound 6424.56
Mean Upper Bound 18631.89
5% Trimmed Mean 12286.41
Median 9494.00
Variance 63052745.944
Std. Deviation 7940.576
Minimum 3600
Maximum 25809
Range 22209
Interquartile Range 12775
Skewness .969 .717
Kurtosis -.313 1.400
rsi Mean 29010.00 10142.873
95% Confidence Interval for Lower Bound 5620.49
Mean Upper Bound 52399.51
5% Trimmed Mean 27745.72
Median 23938.00
Variance 925900944.250
 Std. Deviation 30428.620
Minimum 420
Maximum 80357
Range 79937
Interquartile Range 46718
Skewness 1.237 .717
Kurtosis .113 1.400
psar Mean 11428.78 3465.295

95% Confidence Interval for Lower Bound 3437.79

Mean Upper Bound 19419.76

5% Trimmed Mean 10983.20

Median 7070.00

Variance 108074441.944

Std. Deviation 10395.886

Minimum -162

Maximum 31040

Range 31202

Interquartile Range 15380

Skewness .963 .717

Kurtosis .044 1.400

Tests of Normality

Kolmogorov-Smirnova Shapiro-Wilk

Statistic df Sig. Statistic df Sig.

macd .346 9 .003 .760 9 .007

ma .275 9 .049 .781 9 .012
so .289 9 .029 .789 9 .015
bb .204 9 .200 *
.867 9 .113
rsi .310 9 .013 .783 9 .013
psar .218 9 .200 *
.904 9 .274

*. This is a lower bound of the true significance.

a. Lilliefors Significance Correction
macd

macd Stem-and-Leaf Plot

Frequency Stem & Leaf

6,00 0 . 244567
,00 1 .
1,00 2 . 5
2,00 3 . 47

Stem width: 10000

Each leaf: 1 case(s)
ma

ma Stem-and-Leaf Plot

Frequency Stem & Leaf

5,00 0 . 13335
1,00 1 . 0
1,00 2 . 4
1,00 3 . 0
,00 4 .
1,00 5 . 1

Stem width: 10000

Each leaf: 1 case(s)
so

so Stem-and-Leaf Plot

Frequency Stem & Leaf

5,00 0 . 00000
1,00 0 . 2
2,00 0 . 45
,00 0 .
1,00 0 . 8

Stem width: 100000

Each leaf: 1 case(s)
bb

bb Stem-and-Leaf Plot

Frequency Stem & Leaf

1,00 0 . 3
4,00 0 . 6789
2,00 1 . 24
2,00 Extremes (>=24852)

Stem width: 10000

Each leaf: 1 case(s)
rsi

rsi Stem-and-Leaf Plot

Frequency Stem & Leaf

1,00 0 . 0
2,00 0 . 57
1,00 1 . 1
,00 1 .
2,00 2 . 34
1,00 2 . 6
2,00 Extremes (>=80030)
Stem width: 10000
Each leaf: 1 case(s)
psar

psar Stem-and-Leaf Plot

Frequency Stem & Leaf

1,00 -0 . 0
4,00 0 . 2457
2,00 1 . 34
1,00 2 . 4
1,00 Extremes (>=31040)

Stem width: 10000

Each leaf: 1 case(s)