2012.01.13 Experimental DJIA $ Gold $ Silver Ultra Short-Term

These are experimental.

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2012.01.13 Experimental Silver Ultra Short-Term

I executed the same routines as I did for the experimental DJIA, and while I don't use these cycle models to inform short term trades, this looks promising. Unfortunately, as I mentioned, it is much more CPU intensive than the usual cycle model and short-term trading model I normally use.  I may try it for the Gold time series.

2012.01.06 Weekly Short Term DJIA $ Gold $ Silver

If the DJIA model is right, then the ending diagonal  should break out to the downside. Next week will reveal much!

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2012.01.05 Experimental DJIA Ultra Short-Term

This experimental model is an extension of the current model, with the addition of some routines that perform pattern matching at a higher resolution.  Unfortunately, it is heavily CPU intensive, and I'm running a 48 CPU cluster, so I am not kidding when I say CPU intensive.

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2012.01.03 Interim Short Term DJIA $ Gold $ Silver

This takes the place of the usual Wednesday update since this week I cannot update Wednesday. So it is the first update of the Gregorian New Year.

It is always a bad sign when reality trends at 90 degrees to the model prediction. So - I think this week, either the DJIA breaks down, or the model breaks down.  So far, the model for the DJIA converges quickly, so there is still hope. For the model that is.

The blog seems to get a lot of visitors from Germany, so I decided to see if  I could work with the DAX and put up a DAX model chart. I am still processing it so it may be a few days and like the AMEX Oil Index, I may not get a chance to fully backtest it.  It covers a short time period  in relation to other models, but so far it looks reasonable.

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2012.01.01 Monthly Long Term DJIA $ Gold $ Silver

Index / Actual / Predicted / Z-score

DJIA / 12217.56 / 11062.13 / -2.18
Gold / 1574.50 / 1549.91 / -0.71
Silver / 2818 / 2823 / 0.12

If one were to believe the Z-score, it seems the DJIA is under more downward pressure than Gold or Silver. I hope everyone reading has a healthy and productive New Year!

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