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 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.