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 |
No comments:
Post a Comment