Expect a bounce

		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

Something is going to break

BCB #1
Right	14.00
Wrong	5.00		Bin Test	0.01	(chance of doing better)
Null	6.00		Z-Test	0.82	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130329	6411.74	−1			agree
20130322	6392.76	0	n/a	267.09	Agree – actually the model indicates volatility
20130315	6489.65	0	n/a	267.09	agree
20130308	6483.58	0	n/a	267.09	agree

Volatility?

BCB #1 - KNN

Right	14
Wrong	5		Bin Test	0.0096	(chance of doing better)
Null	6		Z-Test	0.8152	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130322	6392.76	0	n/a	267.09	agree – actually the model indicates volatility
20130315	6489.65	0	n/a	267.09	agree
20130308	6483.58	0	n/a	267.09	agree
20130301	6378.6	1	104.98	267.09	n/a

looking deeper, the model actually says 80% chance up and 60% chance down (i know this adds up to > 100% - there are two separate tests)

BCB#2 - EMAs
- No triggers

Sideways

Right	14	BCB #1
Wrong	5		Bin Test	0.0096	(chance of doing better)
Null	5		Z-Test	0.8152	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130315	6489.65	0	n/a	267.09	agree
20130308	6483.58	0	n/a	267.09	agree
20130301	6378.6	1	104.98	267.09	n/a
20130223	6355.37	1	23.23	162.11	n/a

Toppy.

Right	14	BCB #1
Wrong	5		Bin Test	0.0096	(chance of doing better)
Null	4		Z-Test	0.8152	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130308	6483.58	0	n/a	267.09	agree
20130301	6378.6	1	104.98	267.09	n/a
20130223	6355.37	1	23.23	162.11	n/a
20130215	6328.26	1	27.11	138.88	n/a
20130208	6263.93	1	64.33	111.77	n/a
20130201	6347.24	1	-83.31	47.44	n/a
20130125	6284.45	0	n/a	130.75	n/a
20130118	6154.41	1	130.04	130.75	n/a
20130111	6121.58	1	32.83	0.71	unsure

Trending in tight band

Right	8	BCB #1
Wrong	4		Bin Test	0.073	(chance of doing better)
Null	2		Z-Test	0.8152	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130111	6121.58	1			unsure
20130104	6089.84	0	n/a		I think +
20121228	5925.37	-1	-164.47	-32.12	agree
20121221	5939.99	-1	14.62	132.35	disagree

How wrong I was

Right	8	BCB #1
Wrong	4		Bin Test	0.073	(chance of doing better)
Null	1		Z-Test	0.8152	(chance forecast not 50%)
date	close	forecast	gain/loss	cum	note
20130104	6089.84	0	n/a	n/a	I think +
20121228	5925.37	-1	-164.47	-32.12	agree
20121221	5939.99	-1	14.62	132.35	disagree
20121214	5921.76	1	18.23	117.73	agree

Not a good start to the year.