Sawtooth on weekly basis?

		BCB #1
Right	16.00	KNN
Wrong	5.00		Bin Test		0.0036	(binomial chance of doing better)
Null	7.00		Z-Test		0.0041	(chance of doing better with expectation of 0.0)
date	close	forecast	gain/loss	sign	cum	note	outturn
20130419	6286.59	1				cautiously agree
20130412	6384.39	0	n/a	0.00	563.66	agree	-
20130405	6249.78	1	134.61	1.00	563.66	agree expect a bounce	hurrah
20130329	6411.74	−1	161.96	1.00	429.05	agree	yay

No comment on BCB#2 / EMA as it is not working.

I need to properly understand OCO

Sideways next week

		BCB #1
Right	16.00	KNN
Wrong	5.00		Bin Test		0.0036	(binomial chance of doing better)
Null	6.00		Z-Test		0.0040	(chance of doing better with expectation of 0.0)
date	close	forecast	gain/loss	sign	cum	note	outturn
20130412	6384.39	0				agree
20130405	6249.78	1	134.61	1.00	563.66	agree expect a bounce	hurrah
20130329	6411.74	−1	161.96	1.00	429.05	agree	yay
20130322	6392.76	0	n/a	0.00	267.09	Agree – actually the model indicates volatility

Expect a bounce

		BCB #1	BCB #2
Right	14.00	KNN	EMA
Wrong	5.00			Bin Test		0.0096	(binomial chance of doing better)
Null	6.00			Z-Test		0.0073	( doing better with expectation of 0.0)
date	close	forecast		gain/loss	sign	cum	note
20130405	6249.78	1					agree expect a bounce
20130329	6411.74	−1	0	161.96	1.00	429.05	agree (yay!)
20130322	6392.76	0	0	n/a	0.00	267.09	Agree – actually the model indicates volatility
20130315	6489.65	0		n/a	0.00	267.09	agree
20130308	6483.58	0		n/a	0.00	267.09	agree