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    Forecast for 25th & 26th Aug'03

    HOW ARE YOUR forecasts made ? Regards
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    NDX forecast

    Past datas auto-correlation shows a high R2 with 7th may 1997. correlation is 96.27% based on 150 open days For the next 2 weeks , ndx remained flat before losing 5% then climbed slowly to make a 10% return in the next 4 months before the big crash of october 1987. If correlation...
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    Hurst exponent

    THANKS Did you make some quantitative studies for that or just a feeling we get ? I went through a lot of charts and it seems interesting . I am going to make a few tests. I then need a few references
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    Hurst exponent

    Is anyone following the KAOS function based on fractal maths ? At 0.5 the hurst component shows a random move for stock above 0.5 a persistent move stocks will continue in the same directiob below 0.5 a non persistant move / trend reversal is probable Does it work >
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    Perfect forecast of SP500 since 2 months

    I update since end june my correlation with august 1980. you see on the chart how the last month datas have been experiencing the same moves than in saugust-september 1980. I used the first time, 82 open days ; THE ATTACHED GRAPH IS USING 150 OPEN DAYS. Normally it should be statistically...
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    Perfect forecast of SP500 since 2 months

    Prediction is still extremely precise SPX should invrease 5 % in the next 2 months
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    True Truths about Fibonacci

    One of my model is screening the highest probability of explosive moves for the most liquid stocks (stocks which have liquid options ) What I discovered after many years is that when a stock opens on a gap (down or up) , it is being stopped at a fibonacci level. That is extremely...
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    july statistics since 1960

    For the last 30 years, these are the average daily returns of SPX. Included the standard deviation of occurences First conclusion: statistically bullish (low standard deviations) until 4th July (pre holidays periods are often bullish) These statistics are supporting our serial...
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    Perfect forecast of SP500 since 2 months

    Please that everyone propagates that chart then it will be even more efficient the reflexive theory of Soros There are many similitudes with 1980 (oil crisis) , of course interest rates were higher , it was a period of stagflation and we do not have any more the Inflation, so things...
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    Where do uthink SPX will close the summer

    850 900 950 1000 1050 1100
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    Perfect forecast of SP500 since 2 months

    The forecast has been perfect today also SPX should climb 1 to 2% until end June before giving back its 3 days gain not an absurd scenario : mutual funds will push index for window dressing and sell evrything on tuesday To be followed sometimes statistics can be very excited
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    Perfect forecast of SP500 since 2 months

    right now it is working SPX is up , it is rebounding from the big support around 973 esu3
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    Perfect forecast of SP500 since 2 months

    Ok let's be clear I do not trade on statistics. I just want to know them. You might find nice correlations between SPX and a baseball cup results However this correlation tells something and is not unique: many other assets/commodities show simlar correlation. So even if I am not...
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    Perfect forecast of SP500 since 2 months

    I do not try to optimize I I just select the biggest correlation (this one is 97.5% !!!) based on past data since 1955. I have other correlations (around 95%)and they produce quite the same forecasts Memory is not only short term . Memory is a wave memory
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    Perfect forecast of SP500 since 2 months

    well yes it seems so simple Now the period 1980 is quite similar than now stocks made a bear market rallye before plunging until august 1982 (start of the long bull market)
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    Perfect forecast of SP500 since 2 months

    I searched for the most auto correlated SPX data with the last 82 days and found the period coming from august 1980 Since 2 months it has perfectly shown the way We will test it today to see if SP500 makes a 3 - 5% move up in the next week http://groups.yahoo.com/group/futuresystem/...
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    Intraday correlation with 06 May

    nobody noticed but that was a great signal I love statistics
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    Intraday correlation with 06 May

    If correlation holds, we have a nice sell off in 30 minutes
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    Intraday correlation with 06 May

    SPX Intraday correlation with last FOMC decision seems to work well. If it goes on we could have a 1% rallye to 992 until FOMC meeting then just after 2, 3 moves up & down of 0.50% and after a sell off until 21:00, a flat close http://groups.yahoo.com/group/futuresystem/ to see the graph of...
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    quantitative analysis

    Hello folks Did so read The Research Driven Investor: How to Use Information, Data and Analysis for Investment Success or TBeing Right or Making Money by Ned Davis could I get some feed back Thanks
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