The Cross-Overs

Three cross-overs are followed: Price Change Tipping Point, MACD and RSI.

Price Tipping Point. A total of the slope differential of the current closing price to the prices of previous closes. A buy signal occurs when the total goes over zero and a sell goes below.

Moving Average Convergence Divergence (MACD) I use an optimal value.

Relative Strength Index (RSI) Like the MACD - RSI crossover uses an optimal value.

Thursday, October 23, 2014

Models Rebuilt

This evening I rebuilt the models using a smaller (but still current) sample of days.  Previous models were built using a year's worth of data.  These new models are built using the last 6 months of data.  It will be interesting to see what direction these models take.

Here are the results.

Model Run



SymbolPrevious Call & DateCurrent Call & Date
BIBSELL 2014-07-23**BUY 2014-08-01**
ERXno data BUY 2014-10-14
FASBUY 2014-08-18**SELL 2014-09-18**
MIDUBUY 2014-07-17**SELL 2014-08-05**
SPXLBUY 2013-12-26**SELL 2014-09-02**
TECLBUY 2014-03-21**SELL 2014-09-02**
TNASELL 2014-08-26**BUY 2014-10-20**
UGAZBUY 2014-09-12**SELL 2014-09-25**
UGLDSELL 2014-08-15**BUY 2014-10-10**
URTYSELL 2014-09-02**BUY 2014-10-20**

** - before model build date of 2014-10-23
 Score - Bulls: 4   Bears: 5
----   T H E   B U L L S   ----
  • Biotechnology as represented by BIB
  • Small Caps as represented by TNA
  • Gold as represented by UGLD
  • Russell 2000 as represented by URTY
----   T H E  B E A R S   ----
  • Finance as represented by FAS
  • Mid Caps as represented by MIDU
  • SP 500 as represented by SPXL
  • Technology as represented by TECL
  • Natural Gas as represented by UGAZ




These Models Are Not Moving Just As

the models built in June.  Maybe it's time to rethink the parameters.