BCB #1 | KNN | |||||
Profit | buy, hold: | 6547.3 - 5871 - 7 * (24 + 11 + 14) - 1 = | 332.30 | |||
post expense | KNN: | 1121.17 - (7 + 1) * (24 + 11) = | 877.67 | |||
Right | 24.00 | |||||
Wrong | 11.00 | Bin Test | 0.0083 | |||
Null | 14.00 | |||||
date | close | f'cast | gain/loss | cum | note | outturn |
20130913 | 6583.8 | 1 | ||||
20130906 | 6547.3 | -1 | -36.50 | 1121.17 | week started well | |
20130830 | 6412.93 | 1 | 134.37 | 1157.67 | believeable | |
20130823 | 6492.1 | n/a | 1023.30 | hol |
Weak bet on rise over next week
Been looking into stop losses and position sizes.
Position size : on a scale 1-10, this rates a 2.
Close was 6583.8:- Stop loss 6497, Limit 6670
Movements are currently driven by news and so any mechanical technique is very vulnerable.
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