tag:blogger.com,1999:blog-3296090428593170585.post1746118043887259511..comments2023-03-26T06:56:45.072-07:00Comments on Predicting The Trend For US Energy ETFs: Model Pushes Utilities To The Bottomusacoderhttp://www.blogger.com/profile/16745666386625227112noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-3296090428593170585.post-12101103516630967352016-02-15T14:12:37.304-08:002016-02-15T14:12:37.304-08:00Yes I have. I back test only to get the correct d...Yes I have. I back test only to get the correct direction (e.g. if the guess is positive and the expected result is positive...) The numbers tend to be around 60%. Here's a test run for the SP500<br /><br />Symbol Days Out Error Rate Positive Directory Correct Error Rate Negative Direction Correct<br />^GSPC 1 0.00898 52.57% 0.00965 46.23%<br />^GSPC 2 0.00935 70.32% 0.01058 66.83%<br />^GSPC 3 0.00912 78.23% 0.01083 74.45%<br />^GSPC 4 0.00934 78.70% 0.01118 78.81%<br />^GSPC 5 0.00913 82.15% 0.01197 81.13%<br />usacoderhttps://www.blogger.com/profile/16745666386625227112noreply@blogger.comtag:blogger.com,1999:blog-3296090428593170585.post-81839438445632267332016-02-12T13:52:50.518-08:002016-02-12T13:52:50.518-08:00Hi, have you done any research on how well this mo...Hi, have you done any research on how well this model has performed?Doughttps://www.blogger.com/profile/09455541648875143823noreply@blogger.com