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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 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 17’06).  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 10’06.

 

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.