Tuesday, December 29, 2015

Model Returns To Positive - Update

Updated algorithm -
  1) removed highest value within each day (may be an outlier)
  2) weighted previous day sum by 2 and 2 days ago by 3. This gives more weight to current day.

Yahoo
Symbol
Wed 30 Thu 31 Mon 04 Tue 05 Wed 06 Average VSD
^INDS 0.79% 1.03% -0.19% 0.09% 1.69% 0.68%
^IXCO 1.09% 0.29% 0.13% 1.14% 0.57% 0.64%
^IXIC 0.72% 0.49% -0.27% 0.39% 1.00% 0.46%
^TRAN 0.46% 0.70% 0.43% 0.11% 0.60% 0.46%
^RUT 0.33% 0.87% 0.00% -0.39% 0.94% 0.35%
^IXTC 1.20% 0.68% 0.54% -0.11% -0.70% 0.32% <
^GSPC 0.92% 0.17% -0.57% -0.03% 0.99% 0.30%
^NBI 0.90% 0.88% -0.94% 0.61% -0.04% 0.28%
^INSR 0.56% 0.35% 0.21% -0.52% 0.73% 0.26%
^UTY 0.52% 0.60% -0.16% -0.26% 0.24% 0.19%
^HUI 2.44% -1.17% -1.50% -0.27% 0.24% -0.05%
^XOI 0.33% -0.34% -1.23% -0.96% -0.35% -0.51%
^XNG 0.47% -1.77% -3.40% -2.10% -0.55% -1.47%

Yahoo
Symbol
Wed 30 Thu 31 Mon 04 Tue 05 Wed 06 Average VSD
^IXCO 1.25% 1.30% 0.16% 1.20% 1.91% 1.16%
^IXIC 1.13% 0.98% 0.11% 1.01% 1.73% 0.99%
^INDS 1.08% 0.99% 0.07% 1.10% 1.43% 0.93%
^GSPC 0.85% 0.23% -0.01% 0.54% 1.70% 0.66%
^RUT 0.98% 0.42% -0.35% 0.81% 1.35% 0.64%
^NBI 1.20% 1.00% 0.02% 0.09% 0.77% 0.62%
^TRAN 0.94% 0.39% 0.62% 0.24% 0.70% 0.58%
^IXTC 1.51% 0.03% -0.05% 0.08% 0.53% 0.42%
^INSR 0.61% 0.22% 0.14% -0.28% 0.59% 0.26%
^UTY 0.23% 0.53% -0.27% 0.07% 0.59% 0.23%
^XOI 0.91% 0.56% -2.16% -0.56% 1.03% -0.05%
^XNG 1.12% -0.76% -2.81% -0.82% 0.23% -0.61%
^HUI 0.42% -1.33% -1.87% -1.13% 0.67% -0.65%

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