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Engineering Professor (EngProf6)

        Hybrid Timing Model of Stocks and Indices

 

The following tabulation shows the results based on closing prices that the model generated for Apple Computer from the start of the year. 

 

 

                The Results for the Year 2006 From Version 4.0 (without the filter) of the

                                      Model for AAPL

 

Date

Action

Closing Price

Profit/Loss

Dec 19 ‘05

BUY

 71.38

+ 11.11

Jan 18 ‘06

SELL

 82.49

+ 7.49

Jan 30 ‘06

BUY

75.00

- 2.90

Feb 2 ‘06

SELL

72.10

+ 7.15

Feb 9 ‘06

BUY

64.95

+ 6.80

Feb 23 ‘06

SELL

71.75

+ 11.59

March 23 ‘06

BUY

60.16

+ 7.83

April 11 ‘06

SELL

67.99

- 1.37

April 27 ‘06

BUY

69.36

+ 1.24

May 10 ‘06

SELL

70.60

+ 7.45

May 23 ‘06

BUY

63.15

- 4.58

June 7 ‘06

SELL

58.57

+ 1.57

June 12 ‘06

BUY

57.00

+ 1.33

June 13 ‘06

SELL

58.33

+ 1.13

June 19 ‘06

BUY

57.20

+ 0.27

June 20 ‘06

SELL

57.47

+ 4.57

July 18 ‘06

BUY

52.90

+ 15.26

August 2 ‘06

SELL

68.16

+ 0.18

August 16 ‘06

BUY

67.98

+ 4.52

Sept 11 ‘06

SELL

72.50

- 2.15

Sept 21 ‘06

BUY

74.65

+ 2.96

Sept 26 ‘06

SELL

77.61

+ 2.78

Oct 5 ‘06

BUY

74.83

+ 7.36

Oct 26 ‘06

SELL

82.19

+ 2.48

Nov 6 ‘06

BUY

79.71

+ 5.29

Nov 14 ‘06

SELL

85.00

+ 0.95

Nov 15 ‘06

BUY

84.05

+ 7.75

Nov 29 ‘06

SELL

91.80

In progress

 

 

 

 

 

The net for the above moves is + $108.06 in a period of about 11 months. There were 27 moves of which 23 were profitable.

 

Model 2.0 was fully implemented at the close of Friday, September 9, 2006. The above data was generated with version 2.0.

 

I am now working on Model 3.0 which I am now implementing (Sept 17’06). Both AAPL and DIA end up with Model 3.0 being identical to Model 2.0. In other cases the ‘tuning’ is different and it may not be the case.

 

On Sunday, Sept 24’06 I implemented version 3.5 for AAPL and DIA.

 

On Oct 10’06 I started implementing version 4.0.

 

On Oct 22’06 I discovered a ‘small’ typo in an equation that generates the tabulated data for AKAM, AAPL, GOOG and DIA. The above table has the correction incorporated.

 

Questions, Comments, Suggestions or whatever else you may fancy 

are welcome. I can be reached at:

engprof6@hotmail.com

 

Please Note This Disclaimer:  The above results are generated from a mathematical model. It provides some insight into what may be expected in the short term (2 to 4 week cycles).  While reliability is of highest importance, life is such that the model is not always correct. Neither is past performance necessarily indicative of future performance. Stocks, markets, and options can change greatly in value in short time spans because of unpredictable events. The model cannot foresee such events. When they happen, the model’s performance will be poor and in some cases - wrong. The user is advised to be cautious and to try to couple the results for individual stocks to those for the market averages.