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 Dow Industrials Fund (DIA) from the start of the year.
The Results for the Year 2006 From Version 4.0 (without the filter) of the
Model for DIA
|
Date |
Action |
Closing Price |
Profit/Loss |
|
Dec 30 05 |
BUY |
106.95 |
+ 3.47 |
|
Jan 11 06 |
SELL |
110.42 |
+ 3.27 |
|
Jan 25 06 |
BUY |
107.15 |
+ 1.12 |
|
Jan 31 06 |
SELL |
108.27 |
- 1.30 |
|
Feb 1 06 |
BUY |
109.57 |
- 1.27 |
|
Feb 2 06 |
SELL |
108.30 |
+ 0.82 |
|
Feb 7 06 |
BUY |
107.48 |
+ 3.54 |
|
Feb 17 06 |
SELL |
111.02 |
+ 1.23 |
|
March 7 06 |
BUY |
109.79 |
+ 2.99 |
|
March 23 06 |
SELL |
112.78 |
+ 1.45 |
|
April 13 06 |
BUY |
111.33 |
+ 2.52 |
|
April 27 06 |
SELL |
113.85 |
- 0.25 |
|
May 2 06 |
BUY
|
114.10 |
+ 2.46 |
|
May 10 06 |
SELL |
116.56 |
+ 6.39 |
|
May 24 06 |
BUY
|
111.17 |
- 0.48 |
|
June 5 06 |
SELL |
110.69 |
+ 2.74 |
|
June 12 06 |
BUY
|
107.95 |
+ 1.91 |
|
June 20 06 |
SELL |
109.86 |
+ 0.04 |
|
June 28 06 |
BUY
|
109.82 |
+ 1.65 |
|
July 5 06 |
SELL |
111.47 |
+ 1.46 |
|
July 19 06 |
BUY
|
110.01 |
+ 2.33 |
|
August 7 06 |
SELL |
112.34 |
- 0.46 |
|
August 24 06 |
BUY
|
112.80 |
+ 1.34 |
|
September 6 06 |
SELL |
114.14 |
+ 0.18 |
|
September 11 06 |
BUY
|
113.96 |
+ 2.12 |
|
September 20 06 |
SELL |
116.08 |
+ 0.71 |
|
September 21 06 |
BUY
|
115.37 |
+ 3.19 |
|
Oct 10 06 |
SELL |
118.56 |
- 1.39 |
|
Oct 20 06 |
BUY
|
119.95 |
+ 1.44 |
|
Oct 25 06 |
SELL |
121.39 |
+ 1.13 |
|
Nov 1 06 |
BUY
|
120.26 |
+ 2.99 |
|
Nov 22 06 |
SELL |
123.25 |
+ 0.96 |
|
Nov 30 06 |
BUY
|
122.29 |
In progress
|
|
|
|
|
|
The net for the above
moves is + 48.30 in a period of
about 11 months. There were 32 moves of which 26 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 implementing Model 3.0 (Sept 1706). For DIA versions 2.0 and 3.0 are identical.
On Sunday, Sept 24th I implemented version 3.5.
The above results are from version 4.0. I started implementing it on
Oct 1006.
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.