Make your own free website on Tripod.com

 

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 NASDAQ 100 Fund (QQQQ) from the start of the year. 

 

 

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

                                      Model for QQQQ

 

Date

Action

Closing Price

Profit/Loss

Dec 30 ‘05

BUY

40.41

+ 2.57

Jan 13 ‘06

SELL

 42.98

+ 1.43

Jan 26 ‘06

BUY

41.55

+ 0.60

Feb 1 ‘06

SELL

42.15

+ 1.48

Feb 7 ‘06

BUY

40.63

+ 0.58

Feb 17 ‘06

SELL

41.21

- 0.51

Feb 27 ‘06

BUY

41.72

- 0.27

March 3 ‘06

SELL

41.45

+ 0.77

March 13 ‘06

BUY

40.68

+ 0.43

March 21 ‘06

SELL

41.11

- 0.10

March 22 ‘06

BUY

41.21

+ 1.40

April 5 ‘06

SELL

42.61

+ 0.51

April 13 ‘06

BUY

42.10

- 0.44

April 17 ‘06

SELL

41.66

- 0.80

April 18 ‘06

BUY

42.46

+ 0.04

April 20 ‘06

SELL

42.50

+ 0.95

May 2 ‘06

BUY

41.55

+ 0.49

May 9 ‘06

SELL

42.04

+ 3.45

May 23 ‘06

BUY

38.59

+ 0.16

June 6 ‘06

SELL

38.75

+ 0.10

June 15 ‘06

BUY

38.65

- 0.31

June 16 ‘06

SELL

38.34

+ 0.53

June 28 ‘06

BUY

37.81

+ 0.34

July 5 ‘06

SELL

38.15

+ 1.53

July 19 ‘06

BUY

36.62

+ 0.27

August 2 ‘06

SELL

36.89

+ 0.36

August 11 ‘06

BUY

36.53

+ 1.89

August 21 ‘06

SELL

38.42

- 0.19

August 28 ‘06

BUY

38.61

+ 0.85

September 5 ‘06

SELL

39.46

+ 0.50

September 11 ‘06

BUY

38.96

+ 1.76

September 27 ‘06

SELL

40.72

+ 0.58

October 2 ‘06

BUY

40.14

+ 2.31

October 16 ‘06

SELL

42.45

+ 0.45

October 20 ‘06

BUY

42.00

+ 0.82

October 26 ‘06

SELL

42.82

+ 0.78

Nov 2 ‘06

BUY

42.04

+ 2.41

Nov 21 ‘06

SELL

44.45

+ 0.41

Nov 30 ‘06

BUY

44.04

+ 0.38

Dec 5 ‘06

SELL

44.42

+ 0.16

Dec 6 ‘06

BUY

44.26

- 0.56

Dec 7 ‘06

SELL

43.7

- 0.20

Dec 8 ‘06

BUY

43.9

in progress

 

 

 

 

 

The net for the above moves is + 27.91 in a period of about 11 months. There were 42 moves of which 33 were profitable.

 

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.