| 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.
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