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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 The S&P 100 Index (OEX) from the start of the year. 

 

 

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

                                      Model for OEX

 

Date

Action

Closing Price

Profit/Loss

Dec 30 ‘05

BUY

570.00

+ 18.36

Jan 11 ‘06

SELL

588.36

+ 12.29

Jan 26 ‘06

BUY

576.07

- 0.92

Feb 2 ‘06

SELL

575.15

+ 6.39

Feb 7 ’06

BUY

568.76

+ 14.15

Feb 21 ‘06

SELL

582.91

- 1.31

March 10 ‘06

BUY

584.22

+ 10.57

March 22 ‘06

SELL

594.79

+ 5.41

April 3 ‘06

BUY

589.38

+ 5.37

April 5 ‘06

SELL

594.75

+ 10.24

April 13 ‘06

BUY

584.51

+ 19.31

May 9 ‘06

SELL

603.82

+ 26.34

May 24 ‘06

BUY

577.48

+ 0.96

June 6 ‘06

SELL

578.44

+ 4.27

June 15 ‘06

BUY

574.17

- 1.41

June 16 ‘06

SELL

572.76

+ 4.23

June 19 ‘06

BUY

568.53

+ 0.19

June 20 ‘06

SELL

568.72

+ 0.89

June 27 ‘06

BUY

567.83

+ 12.79

July 7 ‘06

SELL

580.62

+ 1.66

July 19 ‘06

BUY

578.96

+ 10.09

August 4 ‘06

SELL

589.05

+ 2.29

August 14 ‘06

BUY

586.76

+ 13.50

August 22 ‘06

SELL

600.26

+ 0.52

August 24 ‘06

BUY

599.74

+ 6.32

September 5 ‘06

SELL

606.06

+ 5.30

September 11 ‘06

BUY

600.76

+ 18.48

Oct 2 ‘06

SELL

619.24

- 16.77

 Oct 20 ‘06

BUY

 636.01

+ 9.41

Oct 26 ‘06

SELL

645.42

+ 8.51

Nov 1 ‘06 

BUY

636.91 

+ 16.61

Nov 22 ‘06

SELL

653.52

+ 3.88

Nov 30 ‘06

BUY

649.64

In progress

 

 

 

 

 

The net for the above moves is + 227.92 in a period of about 11 months. There were 32 moves of which 28 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.

 

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.