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