benchmark.md

Benchmark Report

This breakdown of the analysis results and market performance validates the current implementation against historical data.

Use this command to regenerate the benchmark report after changes to the algorithm or data:

$ ./benchmark.py > benchmark.md

Events overview

Here's each tweet with the results of its analysis and individual market performance.

12/6/2016 8:52 AM (Tuesday)

Boeing is building a brand new 747 Air Force One for future presidents, but costs are out of control, more than $4 billion. Cancel order!

Strategy

Company	Root	Sentiment	Strategy	Reason
Boeing	-	-0.1 👎	bear	negative sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
BA	New York Stock Exchange	$152.16	$152.30	-0.092%

12/22/2016 5:26 PM (Thursday)

Based on the tremendous cost and cost overruns of the Lockheed Martin F-35, I have asked Boeing to price-out a comparable F-18 Super Hornet!

Strategy

Company	Root	Sentiment	Strategy	Reason
Boeing	-	0 😐	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
BA	New York Stock Exchange	$157.46	$157.92	0.000%

1/3/2017 7:30 AM (Tuesday)

General Motors is sending Mexican made model of Chevy Cruze to U.S. car dealers-tax free across border. Make in U.S.A.or pay big border tax!

Strategy

Company	Root	Sentiment	Strategy	Reason
General Motors	-	-0.1 👎	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
GM	New York Stock Exchange	$34.84	$35.15	0.000%

1/3/2017 11:44 AM (Tuesday)

"@DanScavino: Ford to scrap Mexico plant, invest in Michigan due to Trump policies"

https://t.co/137nUo03Gl

Strategy

Company	Root	Sentiment	Strategy	Reason
Ford	-	0.5 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
F	New York Stock Exchange	$12.41	$12.59	1.450%

1/4/2017 8:19 AM (Wednesday)

Thank you to Ford for scrapping a new plant in Mexico and creating 700 new jobs in the U.S. This is just the beginning - much more to follow

Strategy

Company	Root	Sentiment	Strategy	Reason
Ford	-	0.3 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
F	New York Stock Exchange	$12.59	$13.17	4.607%

1/5/2017 1:14 PM (Thursday)

Toyota Motor said will build a new plant in Baja, Mexico, to build Corolla cars for U.S. NO WAY! Build plant in U.S. or pay big border tax.

Strategy

Company	Root	Sentiment	Strategy	Reason
Toyota	-	-0.2 👎	bear	negative sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
TM	New York Stock Exchange	$121.12	$120.44	0.565%

1/9/2017 9:14 AM (Monday)

It's finally happening - Fiat Chrysler just announced plans to invest $1BILLION in Michigan and Ohio plants, adding 2000 jobs. This after...

Strategy

Company	Root	Sentiment	Strategy	Reason
Fiat	Fiat Chrysler Automobiles	0.2 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
FCAU	New York Stock Exchange	$10.55	$10.57	0.190%

1/9/2017 9:16 AM (Monday)

Ford said last week that it will expand in Michigan and U.S. instead of building a BILLION dollar plant in Mexico. Thank you Ford & Fiat C!

Strategy

Company	Root	Sentiment	Strategy	Reason
Ford	-	0.3 👍	bull	positive sentiment
Fiat	Fiat Chrysler Automobiles	0.3 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
F	New York Stock Exchange	$12.84	$12.64	-1.558%
FCAU	New York Stock Exchange	$10.57	$10.57	0.000%

1/17/2017 12:55 PM (Tuesday)

Thank you to General Motors and Walmart for starting the big jobs push back into the U.S.!

Strategy

Company	Root	Sentiment	Strategy	Reason
General Motors	-	0.4 👍	bull	positive sentiment
Walmart	-	0.4 👍	bull	positive sentiment
Walmart	State Street Corporation	0.4 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
GM	New York Stock Exchange	$37.54	$37.31	-0.613%
WMT	New York Stock Exchange	$68.53	$68.50	-0.044%
STT	New York Stock Exchange	$81.19	$80.20	-1.219%

1/18/2017 7:34 AM (Wednesday)

Totally biased @NBCNews went out of its way to say that the big announcement from Ford, G.M., Lockheed & others that jobs are coming back...

Strategy

Company	Root	Sentiment	Strategy	Reason
Ford	-	-0.6 👎	hold	market closed
General Motors	-	-0.6 👎	hold	market closed
Lockheed Martin	-	-0.6 👎	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
F	New York Stock Exchange	$12.60	$12.41	0.000%
GM	New York Stock Exchange	$37.31	$37.47	0.000%
LMT	New York Stock Exchange	$254.12	$254.07	0.000%

1/18/2017 8:00 AM (Wednesday)

"Bayer AG has pledged to add U.S. jobs and investments after meeting with President-elect Donald Trump, the latest in a string..." @WSJ

Strategy

Company	Root	Sentiment	Strategy	Reason
Bayer	BlackRock	0.4 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
BLK	New York Stock Exchange	$374.80	$378.00	0.854%

1/24/2017 12:49 PM (Tuesday)

Signing orders to move forward with the construction of the Keystone XL and Dakota Access pipelines in the Oval Off… https://t.co/aOxmfO0vOK

Strategy

Company	Root	Sentiment	Strategy	Reason
Keystone Pipeline	TransCanada Corporation	-0.1 👎	bear	negative sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
TRP	New York Stock Exchange	$48.93	$48.87	0.123%

1/24/2017 7:46 PM (Tuesday)

Great meeting with Ford CEO Mark Fields and General Motors CEO Mary Barra at the @WhiteHouse today. https://t.co/T0eIgO6LP8

Strategy

Company	Root	Sentiment	Strategy	Reason
Ford	-	0.5 👍	hold	market closed
General Motors	-	0.5 👍	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
F	New York Stock Exchange	$12.60	$12.78	0.000%
GM	New York Stock Exchange	$37.09	$38.28	0.000%

1/26/2017 6:45 PM (Thursday)

Will be interviewed by @SeanHannity on @FoxNews at 10:00pm tonight. Enjoy!

(No companies)

1/30/2017 7:16 AM (Monday)

Only 109 people out of 325,000 were detained and held for questioning. Big problems at airports were caused by Delta computer outage,.....

Strategy

Company	Root	Sentiment	Strategy	Reason
Delta Air Lines	-	-0.4 👎	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
DAL	New York Stock Exchange	$49.70	$47.75	0.000%

2/4/2017 8:39 AM (Saturday)

After being forced to apologize for its bad and inaccurate coverage of me after winning the election, the FAKE NEWS @nytimes is still lost!

Strategy

Company	Root	Sentiment	Strategy	Reason
The New York Times	The New York Times Company	-0.9 👎	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
NYT	New York Stock Exchange	$14.37	$14.35	0.000%

2/6/2017 11:32 AM (Monday)

The failing @nytimes writes total fiction concerning me. They have gotten it wrong for two years, and now are making up stories & sources!

Strategy

Company	Root	Sentiment	Strategy	Reason
The New York Times	The New York Times Company	-0.6 👎	bear	negative sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
NYT	New York Stock Exchange	$14.40	$14.50	-0.690%

2/6/2017 9:33 PM (Monday)

The failing @nytimes was forced to apologize to its subscribers for the poor reporting it did on my election win. Now they are worse!

Strategy

Company	Root	Sentiment	Strategy	Reason
The New York Times	The New York Times Company	-0.8 👎	hold	market closed

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
NYT	New York Stock Exchange	$14.50	$14.65	0.000%

2/8/2017 10:51 AM (Wednesday)

My daughter Ivanka has been treated so unfairly by @Nordstrom. She is a great person -- always pushing me to do the right thing! Terrible!

Strategy

Company	Root	Sentiment	Strategy	Reason
Nordstrom	-	-0.2 👎	bear	negative sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
JWN	New York Stock Exchange	$42.64	$44.53	-4.244%

2/8/2017 2:22 PM (Wednesday)

Thank you Brian Krzanich, CEO of @Intel. A great investment ($7 BILLION) in American INNOVATION and JOBS!… https://t.co/oicfDsPKHQ

Strategy

Company	Root	Sentiment	Strategy	Reason
Intel	-	0.8 👍	bull	positive sentiment

Performance

Ticker	Exchange	Price @ tweet	Price EOD	Return
INTC	NASDAQ	$36.43	$36.47	0.110%

Fund simulation

This is how an initial investment of $100,000.00 would have grown, including fees of $4.95 per trade.

Time	Trade	Value	Return	Annualized
Initial	-	$100,000.00	-	-
12/6/2016 8:52 AM	BA 👎	$99,899.10	-0.101%	-
12/22/2016 5:26 PM	BA 😐	$99,899.10	-0.101%	-2.277%
1/3/2017 7:30 AM	GM 👎	$99,899.10	-0.101%	-1.355%
1/3/2017 11:44 AM	F 👍	$101,323.62	1.324%	18.698%
1/4/2017 8:19 AM	F 👍	$105,935.16	5.935%	112.039%
1/5/2017 1:14 PM	TM 👎	$106,514.14	6.514%	115.504%
1/9/2017 9:14 AM	FCAU 👍	$106,704.26	6.704%	100.696%
1/9/2017 9:16 AM	F 👍	$106,704.26	6.704%	100.696%
1/9/2017 9:16 AM	FCAU 👍	$106,704.26	6.704%	100.696%
1/17/2017 12:55 PM	GM 👍	$106,478.62	6.479%	72.553%
1/17/2017 12:55 PM	WMT 👍	$106,453.30	6.453%	72.197%
1/17/2017 12:55 PM	STT 👍	$106,014.73	6.015%	66.129%
1/18/2017 7:34 AM	F 👎	$106,014.73	6.015%	66.129%
1/18/2017 7:34 AM	GM 👎	$106,014.73	6.015%	66.129%
1/18/2017 7:34 AM	LMT 👎	$106,014.73	6.015%	66.129%
1/18/2017 8:00 AM	BLK 👍	$106,900.83	6.901%	78.591%
1/24/2017 12:49 PM	TRP 👎	$107,020.77	7.021%	65.770%
1/24/2017 7:46 PM	F 👍	$107,020.77	7.021%	65.770%
1/24/2017 7:46 PM	GM 👍	$107,020.77	7.021%	65.770%
1/30/2017 7:16 AM	DAL 👎	$107,020.77	7.021%	58.191%
2/4/2017 8:39 AM	NYT 👎	$107,020.77	7.021%	52.161%
2/6/2017 11:32 AM	NYT 👎	$106,274.67	6.275%	43.085%
2/6/2017 9:33 PM	NYT 👎	$106,274.67	6.275%	43.085%
2/8/2017 10:51 AM	JWN 👎	$101,600.25	1.600%	9.477%
2/8/2017 2:22 PM	INTC 👍	$101,600.25	1.600%	9.477%