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
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