Stock Model

[nitro]

Quote from nitro:

DOW components:

AA, -1
AXP, 2
BA, -2
BAC, 1
CAT, -2
CSCO, 0
CVX, 2
DD, -2
DIS, -1
GE, 1
HD, -2
HPQ, 2
IBM, -3
INTC, 3
JNJ, -1
JPM, 2
KFT, 1
KO, 0
MCD, -3
MMM, -1
MRK, -3
MSFT, 2
PFE, 0
PG, 0
T, 5
TRV, 1
UTX, -1
VZ, 1
WMT, 1
XOM, 1

Note that T turned before the market did, but is now stabilized:

http://finance.yahoo.com/echarts?s=...=on;ohlcvalues=0;logscale=on;source=undefined

AA, -4
AXP, -1
BA, -2
BAC, -2
CAT, -2
CSCO, 0
CVX, 1
DD, -2
DIS, -1
GE, -3
HD, -4
HPQ, -1
IBM, -4
INTC, -1
JNJ, -2
JPM, 0
KFT, -3
KO, -1
MCD, -2
MMM, -2
MRK, -5
MSFT, -1
PFE, -4
PG, -2
T, 1
TRV, 0
UTX, -2
VZ, -3
WMT, -2
XOM, -1

 

[nitro]

Quote from nitro:

FSLR,-2
AN, -3
GME, 2
JCP, -2
SHLD, -4
SVU, 2
NFLX, -6
AMD, 2
DO, 2
LEN, -4
FII, -1
VMC, -3
URBN, -3
X, 0
AKS, 1
WPO, 3
MWW, 0
RRD, -1
CEPH, 3
NVLS, 2

I would be looking at CEPH and WPO as mild contrarian plays. On quiet down days I would look to sell SHLD, LEN and NFLX, and on huge up days I might be inclined to buy them instead.

FSLR,-2
AN, -4
GME, -1
JCP, -3
SHLD, -4
SVU, -2
NFLX, -6
AMD, -1
DO, 0
LEN, -4
FII, -3
VMC, -5
URBN, -4
X, -2
AKS, -2
WPO, -1
MWW, -5
RRD, -4
CEPH, 1
NVLS, 1

 

[nitro]

Quote from nitro:

Warren Buffet's portfolio:

AXP, 2
BK, 2
CDCO.OB, -3
COP, 2
COST, -3
GCI, 2
GE, 0
GSK, -2
IR, -2
JNJ, -1
KFT, 1
KO, 0
MCO, 1
MTB, 2
PG, 0
SNY, 0
TMK, 2
UPS, -2
USB, 2
USG, -3
WFC, 2
WMT, 1
WPO, 3
WSC, -1
XOM, 1

Interesting that WPO is in the "the most shorted list" above.

AXP, -1
BK, -1
CDCO.OB, -3
COP, 0
COST, -3
GCI, -1
GE, -2
GSK, -6
IR, -4
JNJ, -2
KFT, -3
KO, -1
MCO, -1
MTB, 0
PG, -2
SNY, -2
TMK, 0
UPS, -3
USB, -1
USG, -5
WFC, -1
WMT, -2
WPO, -1
WSC, -1
XOM, -1

 

[nitro]

Quote from nitro:

Extremely popular stocks:

AAPL, -3
BIDU, -4
SLW, -6
MCD, -3
MRO, 3
DE, -2
NVO, -1
ARMH, -4
ABV, -2
MO, -2
PCLN, -4
FFIV, -4
ILMN, -6
CPL, 2

AAPL, -2
BIDU, -5
SLW, -6
MCD, -2
MRO, 1
DE, -1
NVO, -3
ARMH, -7
ABV, -4
MO, -4
PCLN, -5
FFIV, -6
ILMN, -6
CPL, 0

 

[nitro]

Sheesh! This model is the most negative model I have ever seen. This thing doesn't like anything, at least none of the stocks posted. Cold hard numbers though.

 

[noddyboy]

Quote from nitro:

Sheesh! This model is the most negative model I have ever seen. This thing doesn't like anything, at least none of the stocks posted. Cold hard numbers though.

Do you take in fundamentals like earnings, or just price volume in a neutral net?

 

[rosy2]

do u have historical results anywhere in how this model did? whats the time frame that those numbers (predict?). How would someone use those numbers to make money?

 

[nitro]

Quote from noddyboy:

Do you take in fundamentals like earnings, or just price volume in a neutral net?

No neural nets involved at all. Yes, it takes some fundamental data into consideration, as well as other dimensions that would make sense.

 

[nitro]

Quote from rosy2:

do u have historical results anywhere in how this model did? whats the time frame that those numbers (predict?). How would someone use those numbers to make money?

Unfortunately not. I wish I had historical data that would allow me to run this model and backtest it. There are no optimizable parameters.

I am thinking of automating posting the model here (I do this by hand now and it no fun for me). That way we can just decide to enter the market at the close of day when a stock goes <-4 or > 4, then exiting say when it gets close to zero at EOD. Then do simple arithmetic to see if we win or lose.

How you would use the model to make money, if you believed in it, is to look at the very first post. Construct a portfolio to Sell things there less than -4, and Buy things that are > 4, with the caveat that I mention.

I have not run the model on the thousands of simbols that are possible, but from the sample above, this is a really tough market to like from the long side. That is so interesting to me because my FV model says this market is well undervalued. Maybe buy the market and sell individual stocks? I don't know...

 

[nitro]

DNN, -5