Sunday, 23 June 2013

You feel a grinding sense of invevitablility



BCB #1 KNN
P/L buy, hold 6116.17 - 5871 - 7 * (20 + 6 + 11) - 1 = 280.99
given exp KNN 1093.55 - (7 + 1) * (20 + 6) = 693.42
Right 20.00
Wrong 6.00 Bin Test 0.0013
Null 11.00 Z-Test 0.0001
date close f'cast gain/loss sign cum note outturn
20130621 6116.17 −1 grinding inevitability
20130614 6308.3 −1 192.13 1.00 1093.55 not sure hindsight is easy
20130607 6411.99 0 n/a 1.00 901.42 0.2084 rise, .1821 fall
30130531 6583.09 −1 171.10 1.00 901.42 agree not surprised

The question from 19/5 is now answered.
The two questions that need to be asked is 
- why, if I knew, did I do precisely nothing?
- how low can it go?



Sunday, 16 June 2013

Too pessimistic.




BCB #1 KNN
P/L buy, hold 6308.3 - 5871 - 7 * (19 + 6 + 11) - 1 = 287.99
given exp KNN 901.42 - (7 + 1) * (19 + 6) = 701.42
Right 19.00
Wrong 6.00 Bin Test 0.0020
Null 11.00 Z-Test 0.0001
date close forecast gain/loss sign cum note outturn
20130614 6308.3 −1 not sure
20130607 6411.99 0 n/a 1.00 901.42 0.2084 rise, .1821 fall
30130531 6583.09 −1 171.10 1.00 901.42 agree not surprised
20130524 6654.34 1 −71.25 1.00 730.32 I dont agree not surprised



Saturday, 8 June 2013

And so the obvious happened.


BCB #1 KNN

buy, hold 6411.99 - 5871 - 7 * (19 + 6 + 11) - 1 = 287.99
KNN 901.42 - (7 + 1) * (19 + 6) = 701.42
Right 19.00
Wrong 6.00 Bin Test 0.0020
Null 11.00 Z-Test 0.0003
date close forecast gain/loss sign cum note outturn
20130607 6411.99 0 n/a 0.2084 rise, .1821 fall
30130531 6583.09 −1 171.10 1.00 901.42 agree not surprised
20130524 6654.34 1 −71.25 1.00 730.32 I dont agree not surprised
20130517 6723.06 0 n/a 0.00 801.57 .275 fall, .548 rise -

No prediction seems to imply vol


Sunday, 2 June 2013

The last thing I expected











BCB #1
Right 18.00 KNN 0.93
Wrong 6.00 Bin Test 0.0033
Null 10.00 Z-Test 0.0006
date close forecast gain/loss sign cum note outturn
30130531 6583.09 −1 agree
20130524 6654.34 1 −71.25 1.00 730.32 I dont agree not surprised
20130517 6723.06 0 n/a 0.00 801.57 .275 fall, .548 rise -
20130510 6624.98 1 98.08 1.00 801.57 cautious disagree. 0.1515 rise yay



was for BCB#1 to be correct.
I still think the next move is down.