Sideways

		BCB #1
Right	17.00	KNN
Wrong	5.00		Bin Test		0.0022	(binomial chance of doing better)
Null	7.00		Z-Test		0.0021	(chance of doing better with exp. of 0.0)
date	close	forecast	gain/loss	sign	cum	note	outturn
20130426	6426.42	0				0.317 for fall 0.5039 for rise
20130419	6286.59	1	139.83	1.00	703.49	cautiously agree	yay
20130412	6384.39	0	n/a	0.00	563.66	agree	-
20130405	6249.78	1	134.61	1.00	563.66	agree expect a bounce	hurrah

Sawtooth on weekly basis?

		BCB #1
Right	16.00	KNN
Wrong	5.00		Bin Test		0.0036	(binomial chance of doing better)
Null	7.00		Z-Test		0.0041	(chance of doing better with expectation of 0.0)
date	close	forecast	gain/loss	sign	cum	note	outturn
20130419	6286.59	1				cautiously agree
20130412	6384.39	0	n/a	0.00	563.66	agree	-
20130405	6249.78	1	134.61	1.00	563.66	agree expect a bounce	hurrah
20130329	6411.74	−1	161.96	1.00	429.05	agree	yay

No comment on BCB#2 / EMA as it is not working.

I need to properly understand OCO

Sideways next week

		BCB #1
Right	16.00	KNN
Wrong	5.00		Bin Test		0.0036	(binomial chance of doing better)
Null	6.00		Z-Test		0.0040	(chance of doing better with expectation of 0.0)
date	close	forecast	gain/loss	sign	cum	note	outturn
20130412	6384.39	0				agree
20130405	6249.78	1	134.61	1.00	563.66	agree expect a bounce	hurrah
20130329	6411.74	−1	161.96	1.00	429.05	agree	yay
20130322	6392.76	0	n/a	0.00	267.09	Agree – actually the model indicates volatility

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