This algorithm is very different from the one I usually use.
The other algorithm uses regression. Which is highly inaccurate.
This algorithm uses classification. The classification is based on one of 3 values: SELL, BUY and BUY1StdDev. Also this set of data only looks out exactly 10 days. (The other does a forecast for 5 days).
The classifications:
SELL - the price 10 days out is less than the current date's price.
BUY1StdDev - the price 10 days out is greater than the current price by an average of all 10 day (positive) price changes plus one standard deviation for the same positive prices changes.
BUY - the price 10 days out is higher than the current price.
Based on the confusion matrices seen during testing BUY1StdDev calls should be a heck a lot more confident to be a "buy" than a just plain BUY.
The Accuracy column comes from the output of the WEKA test runs for the algorithm. The Gain column shows the average positive gain plus one standard deviation.
We will see...
Sym |
2016-08-26 |
2016-08-29 |
2016-08-30 |
2016-08-31 |
2016-09-01 |
2016-09-02 |
2016-09-06 |
2016-09-07 |
2016-09-08 |
2016-09-09 |
Accuracy |
Gain |
|
2016-09-12 |
2016-09-13 |
2016-09-14 |
2016-09-15 |
2016-09-16 |
2016-09-19 |
2016-09-20 |
2016-09-21 |
2016-09-22 |
2016-09-23 |
% |
% |
AGQ |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY1StdDev |
BUY |
BUY |
BUY |
80.00% |
20.00 |
BIB |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
BUY |
82.00% |
13.00 |
BIS |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
BUY |
75.00% |
15.00 |
BOIL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
80.00% |
22.00 |
BOM |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
14.00 |
BRZU |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
81.00% |
31.00 |
BZQ |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY1StdDev |
SELL |
SELL |
83.00% |
18.00 |
CURE |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY1StdDev |
82.00% |
12.00 |
DDM |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
80.00% |
8.00 |
DGAZ |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
85.00% |
37.00 |
DGLD |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
84.00% |
16.00 |
DIG |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY1StdDev |
BUY |
83.00% |
13.00 |
DRN |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
18.00 |
DRV |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
77.00% |
17.00 |
DSLV |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
85.00% |
23.00 |
DTO |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
83.00% |
21.00 |
DUG |
SELL |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
BUY |
SELL |
SELL |
79.00% |
17.00 |
DUST |
BUY |
BUY |
BUY |
SELL |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
34.00 |
DWTI |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
82.00% |
33.00 |
DXD |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
75.00% |
11.00 |
DZK |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
16.00 |
EDC |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
21.00 |
EET |
BUY |
SELL |
SELL |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
81.00% |
12.00 |
ERX |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
85.00% |
19.00 |
ERY |
SELL |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
SELL |
79.00% |
22.00 |
EZJ |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
80.00% |
9.00 |
FAS |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
84.00% |
21.00 |
FAZ |
SELL |
BUY |
SELL |
BUY |
BUY |
SELL |
SELL |
BUY |
SELL |
BUY |
73.00% |
21.00 |
GASL |
BUY |
BUY |
BUY |
SELL |
SELL |
BUY |
BUY |
BUY |
SELL |
BUY |
82.00% |
26.00 |
GLL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
1.00 |
INDL |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
77.00% |
18.00 |
JDST |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
79.00% |
42.00 |
JNUG |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
5.00 |
KOLD |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
84.00% |
23.00 |
KORU |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
BUY |
82.00% |
17.00 |
LBJ |
SELL |
BUY |
SELL |
SELL |
SELL |
BUY |
SELL |
SELL |
BUY |
SELL |
81.00% |
2.00 |
MIDU |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
16.00 |
MIDZ |
SELL |
BUY |
SELL |
SELL |
BUY |
BUY1StdDev |
BUY |
SELL |
SELL |
SELL |
74.00% |
17.00 |
MVV |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
80.00% |
1.00 |
MZZ |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
BUY |
75.00% |
14.00 |
NUGT |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
BUY |
78.00% |
37.00 |
QID |
BUY |
BUY |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
75.00% |
13.00 |
QLD |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
80.00% |
1.00 |
RETL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
77.00% |
11.00 |
REW |
BUY |
SELL |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
BUY |
SELL |
77.00% |
13.00 |
ROM |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
81.00% |
1.00 |
RUSL |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
26.00 |
RUSS |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
83.00% |
32.00 |
RXD |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
78.00% |
11.00 |
RXL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
8.00 |
SAA |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
11.00 |
SCC |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
SELL |
76.00% |
13.00 |
SCO |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
81.00% |
22.00 |
SDP |
BUY |
BUY |
SELL |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
76.00% |
12.00 |
SDS |
BUY |
SELL |
BUY |
SELL |
SELL |
BUY |
BUY |
SELL |
BUY |
BUY |
76.00% |
12.00 |
SMN |
BUY |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
SELL |
SELL |
77.00% |
19.00 |
SOXL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
19.00 |
SPUU |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
SELL |
BUY |
80.00% |
7.00 |
SPXL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
84.00% |
14.00 |
SPXS |
BUY |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
BUY |
SELL |
76.00% |
16.00 |
SQQQ |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
BUY |
SELL |
77.00% |
15.00 |
SSO |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
79.00% |
8.00 |
SVXY |
SELL |
SELL |
BUY |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
81.00% |
16.00 |
TBT |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
80.00% |
7.00 |
TECL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
84.00% |
16.00 |
TECS |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
SELL |
SELL |
75.00% |
16.00 |
TMF |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
12.00 |
TNA |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
84.00% |
18.00 |
TQQQ |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
81.00% |
14.00 |
TVIX |
BUY |
SELL |
SELL |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
72.00% |
49.00 |
TWM |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
BUY |
75.00% |
16.00 |
TZA |
BUY |
BUY |
SELL |
BUY |
BUY |
SELL |
SELL |
BUY1StdDev |
BUY |
BUY |
75.00% |
2.00 |
UBR |
SELL |
BUY |
BUY |
SELL |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
81.00% |
17.00 |
UBT |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
8.00 |
UCC |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
1.00 |
UCO |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
83.00% |
17.00 |
UDOW |
SELL |
SELL |
BUY1StdDev |
BUY1StdDev |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
81.00% |
11.00 |
UGAZ |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
78.00% |
36.00 |
UGE |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
84.00% |
7.00 |
UGL |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
1.00 |
UGLD |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
14.00 |
UMDD |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
SELL |
SELL |
SELL |
BUY |
81.00% |
13.00 |
UPRO |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
SELL |
81.00% |
12.00 |
UPW |
SELL |
SELL |
BUY |
BUY |
BUY |
SELL |
BUY1StdDev |
BUY1StdDev |
BUY1StdDev |
BUY1StdDev |
81.00% |
8.00 |
URE |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
83.00% |
14.00 |
URTY |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
15.00 |
USD |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
80.00% |
14.00 |
USLV |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
BUY |
82.00% |
27.00 |
UVXY |
BUY |
SELL |
BUY |
BUY |
SELL |
SELL |
SELL |
BUY |
SELL |
SELL |
75.00% |
47.00 |
UWM |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
81.00% |
12.00 |
UWTI |
SELL |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
84.00% |
24.00 |
UXI |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
11.00 |
UYG |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
BUY |
82.00% |
14.00 |
UYM |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
14.00 |
YANG |
SELL |
SELL |
SELL |
BUY |
BUY |
BUY |
BUY |
SELL |
BUY |
BUY |
81.00% |
22.00 |
YINN |
BUY |
BUY |
BUY |
BUY |
BUY |
SELL |
SELL |
SELL |
SELL |
SELL |
82.00% |
19.00 |
ZSL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
SELL |
BUY |
BUY |
SELL |
82.00% |
17.00 |