Friday 5 April 2013

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

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