Econocasts

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:

  1. 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

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  2. >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.

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