Gaussian Matrix Estimates

I use the rate of change (ROC) for a select group of stocks and ETF's.  Run the numbers using the most recent 90 calendar days of numbers and select the runs that best pick the numbers from all possible dates.  These best picks are then used again to estimate future outcomes.  The list shows the average of the 10 best and the best of the selected group.

If it's a bull ETF then a ROC above 1 indicates a buy for that industry; if it's a bear ETF then a ROC below 1 is a buy for that industry; and vice versa.  Note: in the DJIA list ^DJI is the the only non-ETF; it shows the estimates for the DJIA index. 

Many times there are MIXED SIGNALs; usually given by Bear/Bull ETFs of 2 different companies. But sometimes even an ETF pari within the same company will give a MIXED SIGNAL; see dig/dug below.

DAILY (what to expect for 2012/01/23)

sym;last roc; avg of 10 best; the best
^dji;1.008;0.929; 0.928
ddm;1.015;1.018; 1.051
dxd;0.985;0.972; 0.973
erx;1.002;1.12; 1.125
ery;0.996;1.03; 1.027
dig;1.001;1.065; 1.08
dug;1;1.086; 1.085
qid;1.002;1.094; 1.094
qld;0.997;0.979; 0.993
sso;1.001;0.986; 0.979
sds;0.998;1.037; 1.039
rsu;1.001;1.001; 0.985
rsw;0.999;0.989; 0.983
tyh;1.011;0.988; 0.989
typ;0.989;0.933; 0.935
rom;1.007;0.979; 0.983
rew;0.993;1.063; 1.065
usd;1.026;0.98; 0.979
ssg;0.974;1.061; 1.065
soxl;1.015;1.17; 1.167
soxs;0.985;1.068; 1.072
uym;0.994;1.021; 1.03
smn;1.006;0.919; 0.912
uyg;1.01;0.987; 0.992
skf;0.989;1.016; 1.027
fas;1.017;1.036; 1.038
faz;0.983;0.919; 0.922
saa;1.007;0.952; 0.942
sbb;0.996;1.069; 1.066
tna;1.002;0.949; 0.946
tza;0.997;1.052; 1.067

Analysis

Basic Materials: buy; buy;
DJIA: sell; no change (up); no change (up);
Energy: no change (up); sell; no change (up); no change (down);  MIXED SIGNAL
Financials: sell; sell; no change (up); no change (up);  MIXED SIGNAL
QQQ: no change (down); no change (down);
S&P 500: sell; sell; no change (up); no change (up); MIXED SIGNAL
Semiconductors: sell; sell; no change (up); sell;
Small Cap: sell; sell; sell; sell;
Technology: sell; no change (up); sell; sell;

WEEKLY (What to expect for 2012/01/27)

sym;last roc; avg of 10 best; the best
^dji;1.024;0.905; 0.962
ddm;1.049;0.938; 0.936
dxd;0.953;0.931; 0.934
erx;1.079;1.038; 0.929
ery;0.923;0.97; 0.76
dig;1.055;0.974; 0.966
dug;0.945;0.976; 0.932
qid;0.946;0.833; 0.83
qld;1.055;1.058; 1.109
sso;1.038;1.06; 0.983
sds;0.96;0.975; 0.969
rsu;1.041;1.142; 1.136
rsw;0.961;0.962; 0.966
tyh;1.108;0.565; 0.563
typ;0.9;0.955; 0.945
rom;1.07;1.065; 1.048
rew;0.932;0.858; 0.827
usd;1.144;1.057; 1.039
ssg;0.867;0.879; 0.962
soxl;1.251;0.795; 0.833
soxs;0.783;1.226; 1.204
uym;1.033;0.893; 0.955
smn;0.965;0.934; 0.88
uyg;1.043;0.944; 0.941
skf;0.957;0.988; 0.947
fas;1.068;1.084; 1.141
faz;0.931;0.886; 1.049
saa;1.054;0.934; 0.931
sbb;0.972;0.953; 0.954
tna;1.076;1.026; 1.136
tza;0.927;0.806; 0.747


Analysis

Basic Materials: sell; no change (up);  MIXED SIGNAL
DJIA: sell; sell; no change (up); MIXED SIGNAL
Energy: no change (up); no change (up); sell; no change (up);
Financials: sell; no change (up); no change (up); no change (up);
QQQ: no change (up); no change (up);
S&P 500: no change (up); no change (up); no change (up); no change (up);
Semiconductors: no change (up); no change (up); sell; sell; MIXED SIGNAL
Small Cap: sell; no change (up); no change (up); no change (up);
Technology: sell; no change (up); no change (up); no change (up);