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



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