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 Akamai from the start of the year.
The Results for the Year 2006 From Version 4.0 (without the filter) of the
Model for AKAM
|
Date |
Action |
Closing Price |
Profit/Loss |
|
Dec 20 06 |
BUY |
19.66 |
+ 3.14 |
|
Jan 13 06 |
SELL |
22.80 |
+ 0.96 |
|
Feb 1 06 |
BUY |
21.84 |
+ 5.47 |
|
Feb 22 06 |
SELL |
27.31 |
+ 2.02 |
|
March 9 06 |
BUY |
25.29 |
+ 7.90 |
|
April 3 06 |
SELL |
33.19 |
+ 2.21 |
|
April 12 06 |
BUY |
30.98 |
+ 5.41 |
|
May 9 06 |
SELL |
36.39 |
+ 3.83 |
|
May 18 06 |
BUY |
32.56 |
- 1.06 |
|
May 22 06 |
SELL |
31.50 |
- 0.82 |
|
May 25 06 |
BUY |
32.32 |
- 0.65 |
|
May 26 06 |
SELL |
31.67 |
+ 0.97 |
|
May 30 06 |
BUY |
30.70 |
+ 0.59 |
|
May 31 06 |
SELL |
31.29 |
- 0.81 |
|
June 1 06 |
BUY |
32.10 |
- 0.76 |
|
June 2 06 |
SELL |
31.34 |
+ 1.08 |
|
June 506 |
BUY |
30.26 |
- 0.16 |
|
June 7 06 |
SELL |
30.10 |
+ 2.59 |
|
June 13 06 |
BUY |
27.51 |
+ 6.26 |
|
June 27 06 |
SELL |
33.77 |
+ 1.38 |
|
July 17 06 |
BUY |
32.39 |
- 1.09 |
|
July 20 06 |
SELL |
31.30 |
+ 1.80 |
|
July 21 06 |
BUY |
29.50 |
+ 9.92 |
|
August 4 06 |
SELL |
39.42 |
+ 1.18 |
|
August 24 06 |
BUY |
38.24 |
+ 8.20 |
|
Sept 18 06 |
SELL |
46.44 |
+ 0.25 |
|
Oct 20 06 |
BUY |
46.19 |
+ 0.28 |
|
Nov 1 06 |
SELL |
46.47 |
+ 0.50 |
|
Nov 3 06 |
BUY |
45.97 |
+ 3.58 |
|
Nov 13 06 |
SELL |
49.55 |
- 0.82 |
|
Nov 20 06 |
BUY |
50.37 |
+ 0.08 |
|
Nov 24 06 |
SELL |
50.45 |
+ 1.58 |
|
Nov 30 06 |
BUY
|
48.87 |
- 1.16 |
|
Dec 1 06 |
SELL
|
47.71 |
- 1.44 |
|
Dec 4 06 |
BUY
|
49.15 |
In progress
|
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|
|
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|
The net for the
above moves is + $62.41 in a period of 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.
I am now implementing Model 3.0. The above data was generated with
version 3.0. This change took effect on Sept. 1706.
On Oct 1006 I started implementing version 4.0 of the model.
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.