Daily Journal With New Model (not Technical or FundamentalAnalysis)

galvinlee888

galvinlee888

Currently I have developed a new model (not technical nor fundamental) that able to predict the price direction for particular stock in the next trading day with accuracy > 60%.

For example, the close price for stock ABC is $105 today, the model will predict if ABC will close higher or lower than $105 for next trading day, e.g. "close lower" means the stock will close < $105 in the close of next trading day and vice versa.

The model will make the prediction about an hour before market close today.

I have randomly select 4 popular stocks and will start live demo on this.

FB (FaceBook)
MSFT (Microsoft)
AMD (Advanced Micro Device)
INTC (Intel)

Let have fun on this :)
 
10/9 Prediction

INTC - close lower
AMD - close lower
FB - close lower
MSFT - close lower

Note: "INTC - close lower" means the model predict INTC will close lower than the current close price ($52.82 as in 10/9) on next Monday close (10/12)
 
Calvin,
Looking forward to your journal, thanks for bringing it here. Alt methods are interesting to me.

How about teasing us with a little about the inputs to your model?
 
Your model will need some Fine Tuning or more data to be exploitable.

For example, by what percentage do the 60% close higher and by what percentage do the 40% close lower?

60% +1 = 6
40% -2 = 8
=(2)


 
They said:
Your model will need some Fine Tuning or more data to be exploitable.
More...
I agree. It's not how many times you are correct that matters; it's how much you make when you are correct vs how much you lose when you are not.
 
Trader200K said:
Calvin,
Looking forward to your journal, thanks for bringing it here. Alt methods are interesting to me.

How about teasing us with a little about the inputs to your model?
More...

I have to keep the model as "trade" secret.
Inputs will be from different sources (not just purely standard close/open/high/low price)
 
They said:
Your model will need some Fine Tuning or more data to be exploitable.

For example, by what percentage do the 60% close higher and by what percentage do the 40% close lower?

60% +1 = 6
40% -2 = 8
=(2)
More...

Calculate the standard deviation (aka Volatility), the Risk/Reward is 1:1.
 
galvinlee888 said:
...

For example, the close price for stock ABC is $105 today, the model will predict if ABC will close higher or lower than $105 for next trading day, e.g. "close lower" means the stock will close < $105 in the close of next trading day and vice versa...

Let have fun on this :)
More...

Sounds simple enough. Will be fun to watch. After all, it's just fun and games.
 
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