Predicting The Trend for SP100 and SP500 ETFs : Gaussian Analysis

Sunday, January 1, 2012

Gaussian Analysis - Week 2012-01-07

Using Gaussian matrix elimination on the weekly rate of change for a small population of stocks that are related to certain leveraged etfs and/or indexes here are some estimates for week ending 2012-1-7.

Basic Materials: no change (down)
DJIA: possible buy
Energy: buy
Financials: no change (down)
QQQ: undecided
S&P 500: undecided
Semiconductors: buy
Small Cap: buy
Technicals: buy

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Combining the results from 15 different classification models for SP100 and 500 related ETFs - the results say we should expect continued "uptudiness" .Why? inverse (bearish) ETFs are in a cash position. While most bullish related ETFs are in a stock position.

The bullish/bearishness indicator is for the general market. So while an inverse type ETF may show a "go to stock" high percentage I look at this as a sell the market call. And vice versa if an inverse ETF has a high percentage in "go to cash" then it indicates a general market move to the upside.

Models: Best Moving Average, Double Moving Average, Triple Moving Average, MACD, RSI, MACD & RSI, Bollinger Bands, CCI, Derivative Oscillator, Stochastic, Double Stochastic, Ultimate Oscillator and Percentage Change Moving Average.

Attributes are mostly based on cross-overs.
Expected results used either a 3 or 4 day look-ahead.
All intervals for the models are optimized based on the best return for the past 8 months.

Was cash/stocks were models position at previous day.

To cash/stocks models expected next day position.

Predicting The Trend for SP100 and SP500 ETFs

Sunday, January 1, 2012

Gaussian Analysis - Week 2012-01-07

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