Saturday 30 March 2013

Something is going to break


BCB #1
Right 14.00
Wrong 5.00 Bin Test 0.01    (chance of doing better)
Null 6.00 Z-Test 0.82 (chance forecast not 50%)
date close forecast gain/loss cum note
20130329 6411.74 −1 agree
20130322 6392.76 0 n/a 267.09 Agree – actually the model indicates volatility
20130315 6489.65 0 n/a 267.09 agree
20130308 6483.58 0 n/a 267.09 agree


Sunday 24 March 2013

Volatility?

BCB #1 - KNN
Right 14



Wrong 5
Bin Test 0.0096    (chance of doing better)
Null 6
Z-Test 0.8152 (chance forecast not 50%)






date close forecast gain/loss cum note
20130322 6392.76 0 n/a 267.09 agree – actually the model indicates volatility
20130315 6489.65 0 n/a 267.09 agree
20130308 6483.58 0 n/a 267.09 agree
20130301 6378.6 1 104.98 267.09 n/a

looking deeper, the model actually says 80% chance up and 60% chance down (i know this adds up to > 100% - there are two separate tests)

BCB#2 - EMAs
- No triggers


Friday 15 March 2013

Sideways

Right 14 BCB #1


Wrong 5
Bin Test 0.0096    (chance of doing better)
Null 5
Z-Test 0.8152 (chance forecast not 50%)






date close forecast gain/loss cum note
20130315 6489.65 0 n/a 267.09 agree
20130308 6483.58 0 n/a 267.09 agree
20130301 6378.6 1 104.98 267.09 n/a
20130223 6355.37 1 23.23 162.11 n/a

Monday 11 March 2013

Toppy.

Right 14 BCB #1


Wrong 5
Bin Test 0.0096    (chance of doing better)
Null 4
Z-Test 0.8152 (chance forecast not 50%)






date close forecast gain/loss cum note
20130308 6483.58 0 n/a 267.09 agree
20130301 6378.6 1 104.98 267.09 n/a
20130223 6355.37 1 23.23 162.11 n/a
20130215 6328.26 1 27.11 138.88 n/a
20130208 6263.93 1 64.33 111.77 n/a
20130201 6347.24 1 -83.31 47.44 n/a
20130125 6284.45 0 n/a 130.75 n/a
20130118 6154.41 1 130.04 130.75 n/a
20130111 6121.58 1 32.83 0.71 unsure