Thursday, January 19, 2012

Gaussian Model Estimating For A Down Day

The Daily Numbers:

sym;last roc; avg of 10 best; the best

^dji;1.008;0.934; 0.939
ddm;1.016;0.951; 0.95
dxd;0.983;1.024; 1.016
erx;1.044;1.005; 1.018
ery;0.958;0.928; 0.914
dig;1.032;0.989; 1
dug;0.968;0.941; 0.949
qid;0.973;1.013; 1.022
qld;1.027;1.069; 1.07
sso;1.022;0.724; 0.754
sds;0.977;0.925; 0.935
rsu;1.022;0.805; 0.806
rsw;0.98;0.909; 0.916
tyh;1.054;0.969; 1.038
typ;0.946;1.043; 1.035
rom;1.034;0.999; 1.01
rew;0.965;1.022; 1.02
usd;1.085;0.979; 1.02
ssg;0.918;0.978; 0.976
soxl;1.147;0.963; 0.962
soxs;0.853;0.97; 0.968
uym;1.032;1.124; 1.118
smn;0.97;0.994; 0.993
uyg;1.026;0.997; 0.998
skf;0.972;0.944; 0.942
fas;1.042;1.018; 1.049
faz;0.957;1.004; 1.005
saa;1.03;0.515; 0.47
sbb;0.985;1.053; 1.047
tna;1.054;0.965; 0.967
tza;0.946;1.115; 1.117



Analysis:

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


The Weekly Numbers.


sym;last roc; avg of 10 best; the best
^dji;1.013;1.004; 1.009
ddm;1.024;1.162; 1.164
dxd;0.975;0.971; 0.973
erx;1.064;1.061; 1.106
ery;0.938;0.741; 0.75
dig;1.046;0.968; 0.964
dug;0.952;0.967; 0.939
qid;0.956;0.83; 0.82
qld;1.044;0.978; 0.991
sso;1.025;1.087; 1.034
sds;0.973;0.974; 0.993
rsu;1.029;1.008; 1.004
rsw;0.973;0.975; 0.983
tyh;1.071;1.011; 0.979
typ;0.932;0.965; 0.934
rew;0.954;0.887; 0.9
rom;1.046;1.064; 1.046
usd;1.09;1.149; 1.161
ssg;0.914;0.975; 0.976
soxl;1.162;0.855; 0.877
soxs;0.845;1.246; 1.262
uym;1.038;1.342; 1.393
smn;0.963;1.072; 1.104
uyg;1.016;1.185; 1.165
skf;0.982;1.062; 0.952
fas;1.026;1.285; 1.24
faz;0.971;0.687; 0.566
saa;1.039;0.952; 0.973
sbb;0.981;1.008; 0.989
tna;1.053;1.276; 1.453
tza;0.948;1.076; 1.076


Analysis:

Basic Materials: no change (up); sell; mixed signals.
DJIA: no change (up); no change (up); no change (up);
Energy: no change (up); no change (up); sell; no change (up);
Financials: no change (up); sell; no change (up); no change (up); mixed signals.
QQQ: no change (up); sell; mixed signals.
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 signals.
Small Cap: sell; sell; no change (up); sell; mixed signals.
Technology: no change (up); no change (up); no change (up); no change (up);

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