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 S&P 500 Fund (SPY) from the start of the year. 

 

 

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

                                      Model for SPY

 

Date

Action

Closing Price

Profit/Loss

Dec 30 ‘05

BUY

124.51

+ 4.17

Jan 13 ‘06

SELL

 128.68

+ 1.32

Jan 26 ‘06

BUY

127.36

+ 0.14

Jan 31‘06

SELL

127.50

+ 1.96

Feb 7 ‘06

BUY

125.54

+ 2.95

Feb 21 ‘06

SELL

128.49

- 0.10

March 10 ‘06

BUY

128.59

+ 1.03

March 21 ‘06

SELL

129.62

- 0.59

March 24 ‘06

BUY

130.21

- 0.94

March 28 ‘06

SELL

129.27

- 0.56

March 31 ‘06

BUY

129.83

+ 1.21

April 5 ‘06

SELL

131.04

+ 2.43

April 17 ‘06

BUY

128.61

+ 1.77

April 25 ‘06

SELL

130.38

- 0.65

April 27 ‘06

BUY

131.03

+ 1.59

May 9 ‘06

SELL

132.62

+ 7.42

May 23 ‘06

BUY

125.20

+ 1.60

June 6 ‘06

SELL

126.80

+ 1.84

June 26 ‘06

BUY

124.96

+ 1.65

July 7 ‘06

SELL

126.61

+ 1.01

July 19 ‘06

BUY

125.60

+ 2.30

August 7 ‘06

SELL

127.90

- 0.70

August 15 ‘06

BUY

128.60

+ 1.52

August 22 ‘06

SELL

130.12

+ 0.47

August 24 ‘06

BUY

129.65

+ 2.04

September 5 ‘06

SELL

131.69

+ 1.31

September 11 ‘06

BUY

130.38

+ 4.89

Oct 10 ‘06

SELL

135.27

+ 0.16

Oct  11 ‘06

BUY

135.11

+ 1.73

Oct 16 ‘06

SELL

136.84

+ 0.01

Oct 20 ‘06

BUY

136.83

+ 1.90

Oct 26 ‘06

SELL

138.73

+ 1.82

Nov 1 ‘06

BUY

136.91

+ 4.00

Nov 22 ‘06

SELL

140.91

+ 0.47

Nov 29 ‘06

BUY

140.44

In progress

 

 

 

 

 

The net for the above moves is + 51.17 in a period of about 11 months. There were 34 moves of which 28 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.