Irrational Optimism

BCB #1	KNN
			P/L	buy, hold	6554.8 - 5871 - 7 * (22 + 9 + 11) - 1 =	388.80
		given exp		KNN	994.7 - (7 + 1) * (22 + 9) =	653.42
Right	22.00
Wrong	9.00		Bin Test	0.0053
Null	11.00
date	close	f'cast	gain/loss	cum	note	outturn
20130726	6554.80	1			not sure, but optimistic
20130719	6630.7	1	−75.90	994.70		boo
20130712	6544.94	1	85.76	1070.60	early signs of reality <> model?	maybe not
20130705	6375.5	−1	−169.44	984.84	dont trust this	not surprised

Last harvest of summer

BCB #1	KNN
			P/L	buy, hold	6630.7 - 5871 - 7 * (22 + 8 + 11) - 1 =	471.70
		given exp		KNN	1070.6 - (7 + 1) * (22 + 8) =	661.42
Right	22.00
Wrong	8.00		Bin Test	0.0026
Null	11.00
date	close	f'cast	gain/loss	cum	note	outturn
20130719	6630.7	1
20130712	6544.94	1	85.76	1070.60	early signs of reality <> model?	maybe not
20130705	6375.5	−1	−169.44	984.84	dont trust this	not surprised
20130628	6215.47	1	160.03	1154.28	-	-

Dont trust it

BCB #1	KNN
			P/L	buy, hold	6375.5 - 5871 - 7 * (21 + 8 + 11) - 1	= 259.99
		given exp		KNN	984.84 - (7 + 1) * (21 + 8)	= 669.42
Right	21.00
Wrong	8.00		Bin Test	0.0041
Null	11.00
date	close	f'cast	gain/loss	cum	note	outturn
20130712	6544.94	1			early signs of reality <> model?
20130705	6375.5	−1	−169.44	984.84	dont trust this	not surprised
20130628	6215.47	1	160.03	1154.28	-	-
20130621	6116.17	−1	−99.30	994.25	grinding inevitability	how wrong

In the same way that in ~may 09 the market stopped whipsaw and started doing something else, I suspect the same is happening now.

I just dont see a murray slump

BCB #1	KNN
			P/L		buy, hold	6215.47 - 5871 - 7 * (21 + 7 + 11) - 1	= 266.99
		given exp			KNN	1154.28 - (7 + 1) * (21 + 7)	= 677.42
Right	21.00
Wrong	7.00		Bin Test		0.0019
Null	11.00		Z-Test		0.0001
date	close	f'cast	gain/loss	sign	cum	note	outturn
20130705	6375.5	−1				dont trust this
20130628	6215.47	1	160.03	1.00	1154.28	-	-
20130621	6116.17	−1	−99.30	1.00	994.25	grinding inevitability	how wrong
20130614	6308.3	−1	192.13	1.00	1093.55	not sure	hindsight is easy