Using Association Rules To Determine Potential Price Change

Recently I started looking into association rule making with the WEKA package.

Attributes are based on price movement, moving average, MACD, etc.  The class attributes are nil, buy or sell. A buy signal is true if the price change for the range of days is greater than the average.  Sell if the price range change is less than 1. And nil otherwise.

I set the confidence level pretty low at 66%.

The buy/sell signal is given only if the rules are satisfied.   FYI : If a rule is not satisfied IT DOES NOT MEAN THE OPPOSITE.

Nil signals are ignored.

Here are tonight's results.  We'll see.

Symbol	Days Out	Signal	Confidence
BIB	3	Buy	0.6967
BIB	4	Buy	0.6739
BIB	9	Sell	0.675
BIB	10	Sell	0.773
CHAU	7	Buy	0.7084
CHAU	8	Buy	0.7268
CHAU	9	Buy	0.7503
CHAU	10	Buy	0.7549
DGAZ	5	Sell	0.7508
DGAZ	6	Sell	0.6748
DGAZ	10	Sell	0.6778
DIG	3	Sell	0.7139
DIG	6	Sell	0.7384
DIG	7	Sell	0.7517
DSLV	5	Buy	0.7314
DSLV	6	Buy	0.789
DSLV	7	Buy	0.7833
DSLV	8	Buy	0.7586
DUG	5	Buy	0.678
DUG	6	Buy	0.709
DUG	7	Buy	0.722
DUG	8	Buy	0.704
DUG	9	Buy	0.7034
DUST	4	Buy	0.6727
DXJ	5	Buy	0.685
EDC	4	Sell	0.6932
EDC	6	Buy	0.6878
EDC	7	Buy	0.6843
EDC	8	Buy	0.7087
EDC	9	Buy	0.7126
EDC	10	Buy	0.6932
EEV	7	Sell	0.6774
EEV	8	Sell	0.685
EEV	9	Sell	0.676
EEV	10	Sell	0.6814
EPI	8	Buy	0.6747
EPI	9	Buy	0.673
ERX	3	Sell	0.6863
ERX	4	Sell	0.6966
ERX	6	Sell	0.6833
ERX	7	Sell	0.684
ERX	8	Sell	0.7598
ERX	9	Sell	0.7679
ERX	10	Sell	0.7477
ERY	3	Buy	0.691
EWG	5	Buy	0.673
EWH	8	Sell	0.7034
EWJ	7	Buy	0.675
EWU	8	Buy	0.6798
EWY	5	Buy	0.6814
EWY	6	Buy	0.673
EZU	6	Buy	0.6806
EZU	7	Buy	0.681
EZU	8	Buy	0.7008
EZU	9	Buy	0.7038
EZU	10	Buy	0.6784
FXI	4	Buy	0.672
GDX	4	Sell	0.6886
GDX	5	Sell	0.6886
GDX	6	Sell	0.6886
GDX	7	Sell	0.7009
GDX	8	Sell	0.6796
GDX	10	Sell	0.7346
GUSH	4	Buy	0.685
HEDJ	6	Buy	0.6806
IAU	8	Buy	0.6775
IAU	10	Buy	0.6836
IEMG	8	Buy	0.6729
IEMG	9	Buy	0.684
IEMG	10	Buy	0.675
INDA	8	Buy	0.6809
INDA	9	Buy	0.677
INDL	7	Buy	0.6814
INDL	8	Buy	0.683
IVV	10	Buy	0.708
IWD	6	Sell	0.6868
IWD	7	Sell	0.6859
IWD	9	Sell	0.6747
IYR	5	Buy	0.6966
LABD	3	Sell	0.67
LMLP	6	Buy	0.676
MVV	5	Buy	0.6868
MVV	6	Buy	0.7167
MVV	7	Buy	0.702
MVV	7	Sell	0.6735
NUGT	3	Sell	0.6773
NUGT	4	Sell	0.69
NUGT	5	Sell	0.7084
NUGT	6	Sell	0.7084
NUGT	7	Sell	0.7084
NUGT	8	Sell	0.7539
NUGT	9	Sell	0.7379
QQQ	4	Buy	0.6972
SMH	5	Buy	0.673
SOXL	10	Buy	0.7183
SPXL	6	Sell	0.6896
SPXL	7	Sell	0.6972
SPXL	9	Buy	0.674
SPXL	10	Buy	0.688
SPY	9	Buy	0.697
SPY	10	Buy	0.698
SRTY	5	Buy	0.6872
SSO	7	Sell	0.7077
SSO	8	Buy	0.6885
TECL	4	Buy	0.712
TECL	7	Buy	0.7196
TECL	8	Buy	0.7031
TECL	9	Buy	0.6784
TNA	6	Buy	0.7152
UBIO	5	Sell	0.708
UBIO	8	Sell	0.7465
UDOW	4	Buy	0.694
UGLD	3	Sell	0.682
UGLD	8	Sell	0.672
UGLD	9	Sell	0.698
USLV	3	Sell	0.6784
USLV	4	Sell	0.7077
USLV	5	Sell	0.6953
USLV	8	Sell	0.7093
USMV	8	Buy	0.6953
USMV	9	Buy	0.6819
USMV	10	Buy	0.6806
UVXY	3	Sell	0.6803
UYG	10	Sell	0.672
VOO	8	Buy	0.7092
VTI	8	Buy	0.701
VWO	10	Buy	0.676
XLK	10	Buy	0.7074
XLP	8	Buy	0.6758
XLP	9	Buy	0.7102
XLP	10	Buy	0.7148
XLU	5	Buy	0.6979
XLU	9	Buy	0.681
XLV	8	Sell	0.69
XLV	9	Sell	0.705
XLV	10	Sell	0.679
XME	10	Sell	0.6756
YINN	4	Buy	0.6745
YINN	6	Sell	0.6988
YINN	7	Sell	0.678
YINN	9	Buy	0.6918