Saturday, March 12, 2016

2016.03.12 XOI.X Cycle Model Chart

2016.03.11 XOI Cycle Model Chart

















The XOI cycle model suggests that the index may have traversed its low for the year. The multi-month phase change which has pushed the predictive curve to the right may have ended.  The high positive Z-score, as shown below and here on the blog, indicated a high chance of a positive reversal which did occur.



2016.02.12 XOI Cycle Model Chart

5 comments:

Anonymous said...

This is working out quite well - it seems that the model is in its "groove" so to speak,

Mr. Anon

Paolo said...

It's nice when the phase change ends. I like the way you put it - in the groove, indeed.

Anonymous said...

Hi Paolo...thanks for the Long term doing and silver models. Would you have the Long term HUI model as well please?

Anonymous said...

At the risk of confirmation bias, the XOI model as shown for the first three quarters of 2016 fits very well with crude oil seasonality (1982 to 2012).

http://www.seasonalcharts.com/classics_rohoel.html

Perhaps after 18 months of sharply falling prices into early 2016, this may be an unusual year where reversion to the (seasonal) mean will be observed in some fashion (only in hindsight of course). It could be a factor in the XOI getting into its "groove" - any easy to understand stats on the weighting or impact of annual seasonality on the XOI model?

Mr. Anon

Paolo said...

The model contains some cycles < 1 year which could be construed as seasonal - there is one at 187 +/- 0.08 days and one at 176 +/- 0.08 days though because they have different phases, it makes it hard to see the summation effects. Thank you for the link, that was highly amusing to a cycle addict!