Predicting The Trend for SP100 and SP500 ETFs : Maybe Time To Go Short

Friday, January 27, 2012

Maybe Time To Go Short

My friend Brian Day at Bright Day Financial told me to stop following the trends and look at volume.

He says, "without looking at volume, RSI & MACD say buy!"

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Follow my video blog Using WEKA, TA-Lib, and A.I. to estimate stock price trends

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

Friday, January 27, 2012

Maybe Time To Go Short

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