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 1706). 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
2406 I implemented version 3.5 for AAPL and DIA.
On Oct 1006 I
started implementing version 4.0.
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.