Sunday, September 25, 2011

Cycle Model Charts for AMEX Oil Index (XOI.X) Experimental Long and Short Term Predictions
















I have not had time to perform formal backtesting of this cycle model. Also, since the time series data goes back to 1983, possible longer cycles cannot be determined.

2 comments:

Anonymous said...

How much data do you use for your analysis?

Comparing GOLD and Silver, I see a divergence, isn't that strange?

Could you do a USD analysis?

Thank you!

m8z

Paolo said...

>How much data do you use for your analysis?

As much as there is if it's clean. For the DJIA, it's daily back to 1896.

>Comparing GOLD and Silver, I see a divergence, isn't that strange?

Yeah, I know. I don't have any ready theory as to what is happening. It might be that one of the models is wrong, or silver really does something weird.

>Could you do a USD analysis?

Could you give me more time, more electricity and more CPU's? :) Seriously, right now I have no additional resources to devote to a new model.