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 1706). 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
2406 I implemented version 3.5 for AAPL and DIA.
On Oct 1006 I
started implementing version 4.0.
On Oct 2206 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:
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 models 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.