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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 Seagate Technologies from the start of the year. 

 

 

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

                                      Model for STX

 

Date

Action

Closing Price

Profit/Loss

Dec 16 ‘05

BUY

 19.59

+ 4.54

Jan 17 ‘06

SELL

 24.13

- 0.76

Feb 8 ‘06

BUY

24.89

+ 0.50

Feb 23 ‘06

SELL

25.39

- 0.16

Feb 24 ‘06

BUY

25.55

+ 1.97

March 6 ‘06

SELL

27.52

+ 2.82

March 14 ‘06

BUY

24.70

+ 2.42

April 6 ‘06

SELL

27.12

+ 1.79

April 25 ‘06

BUY

25.33

+ 1.15

May 9 ‘06

SELL

26.48

+ 2.42

May 18 ‘06

BUY

24.06

- 0.81

May 24 ‘06

SELL

23.25

- 0.10

May 31 ‘06

BUY

23.35

- 0.97

June 7 ‘06

SELL

22.38

+ 1.39

June 23 ‘06

BUY

20.99

+ 1.99

July 6 ‘06

SELL

22.98

+ 0.08

July 17 ‘06

BUY

22.90

+ 0.54

July 18 ‘06

SELL

23.44

+ 3.49

August 11 ‘06

BUY

19.95

+ 1.30

August 21 ‘06

SELL

21.25

+ 0.84

August 24 ‘06

BUY

20.41

+ 1.82

Sept 5 ‘06

SELL

22.23

+ 1.31

Sept 12 ‘06

BUY

20.92

+ 1.90

Sept 21 ‘06

SELL

22.82

- 0.23

Sept 27 ‘06

BUY

23.05

- 0.12

Oct 2 ‘06

SELL

22.93

+ 1.28

Oct 13 ‘06

BUY

21.65

+ 0.61

Nov 1 ‘06

SELL

22.26

- 0.52

Nov 3 ‘06

BUY

22.78

- 0.01

Nov 7 ‘06

SELL

22.77

- 0.32

Nov 8 ‘06

BUY

23.09

+ 0.55

Nov 9 ‘06

SELL

23.64

+ 0.19

Nov 10 ‘06

BUY

23.45

+ 2.86

Nov 23 ‘06

SELL

26.31

+ 0.54

Dec 12 ‘06

BUY

25.77

In progress

 

 

 

 

 

The net for the above moves is + $34.30 in a period of about 11 months. There were 34 moves of which 24 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 working on Model 3.0 which I am now implementing (Sept 17’06). Both AAPL and DIA end up with Model 3.0 being identical to Model 2.0. In other cases the ‘tuning’ is different and it may not be the case.

 

On Sunday, Sept 24’06 I implemented version 3.5 for AAPL and DIA.

 

On Oct 10’06 I started implementing version 4.0.

 

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.