I am presently using a new algorithm that combines output from several classifications. The system tracks over 200 symbols, mainly ETFs.
Below is a spreadsheet (click on image to enlarge) of the results over the last 28 days. The left column is the date a prediction was made. The remaining columns show the percentage of correct calls for either a strong buy or a strong sell (see my video about Better Classifications.) for the number of days out.
So for example on April 21st its prediction for 14 days out (which is May 11) it was 100% correct. And for 15 days out (May 12) it was 87% correct. Likewise for May 11th the prediction for 1 day out (May 12) was 42% correct.
The most interesting take away is that the farther out a prediction is made the higher the correct call percentage
.
Bottom line: theses models are looking for the markets in general to continue up.
If you want to see the actual calls for each ETF day by day go to my web page. https://mcverryreport.com/cgi/aiEstimates.php
Below is a spreadsheet (click on image to enlarge) of the results over the last 28 days. The left column is the date a prediction was made. The remaining columns show the percentage of correct calls for either a strong buy or a strong sell (see my video about Better Classifications.) for the number of days out.
So for example on April 21st its prediction for 14 days out (which is May 11) it was 100% correct. And for 15 days out (May 12) it was 87% correct. Likewise for May 11th the prediction for 1 day out (May 12) was 42% correct.
The most interesting take away is that the farther out a prediction is made the higher the correct call percentage
.
Bottom line: theses models are looking for the markets in general to continue up.
If you want to see the actual calls for each ETF day by day go to my web page. https://mcverryreport.com/cgi/aiEstimates.php
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| $DIA Estimates for Next 30 Trading Days. |
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