My experiments on using Machine Learning on time-series datasets with Hurst exponent approaching 0.5.

Monday, January 30, 2012

Feb 1, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.42-0.0430 Jan
Bearish
31 Jan (43.1188%)
Bearish
31 Jan (55.2724%)
Bearish
31 Jan (58.0645%)
Bearish
31 Jan (65.3482%)
Bearish
31 Jan (65.9294%)
Bearish (>0.25)
31 Jan (54.3276%)
G13
$1.60-0.0230 Jan
Bearish
31 Jan (35.8382%)
Bullish
31 Jan (51.1579%)
Bearish
31 Jan (61.3260%)
Bullish
31 Jan (65.8845%)
Bullish
31 Jan (68.7047%)
Bullish (>0.03)
31 Jan (48.9011%)
C31
$2.61-0.0430 Jan
Bearish
31 Jan (45.0065%)
Bullish
31 Jan (56.6624%)
Bullish
31 Jan (64.2886%)
Bullish
31 Jan (68.6901%)
Bearish
31 Jan (68.8822%)
Bearish (>-0)
31 Jan (30.6477%)
C38U
$1.71+0.0027 Jan
Bullish
28 Jan (48.1511%)
Bullish
28 Jan (60.6168%)
Bullish
28 Jan (65.3825%)
Bullish
28 Jan (70.1571%)
C09
$9.93-0.2330 Jan
Bullish
31 Jan (51.7658%)
Bearish
31 Jan (56.9703%)
Bearish
31 Jan (58.6252%)
Bearish
31 Jan (66.6972%)
Bearish
31 Jan (65.9838%)
C52
$1.44+0.0030 Jan
F83
$1.14-0.0430 Jan
Bearish
31 Jan (45.0771%)
Bullish
31 Jan (54.1927%)
Bullish
31 Jan (62.2394%)
Bullish
31 Jan (66.6189%)
Bullish
31 Jan (71.6729%)
F99
$6.89+0.0930 Jan
Bearish
31 Jan (48.3839%)
Bearish
31 Jan (56.2448%)
Bearish
31 Jan (59.0476%)
Bearish
31 Jan (64.0553%)
Bearish
31 Jan (65.6357%)
E5H
$0.74+0.0030 Jan
Bearish
31 Jan (44.6701%)
Bearish
31 Jan (51.6854%)
Bullish (>0.02)
31 Jan (44.9664%)
H78
$5.26-0.0930 Jan
Bearish
31 Jan (45.4443%)
Bullish
31 Jan (56.6396%)
Bearish
31 Jan (63.9870%)
Bearish
31 Jan (65.1722%)
Bearish
31 Jan (68.2429%)
Bearish (>-0)
31 Jan (33.2871%)
Bearish (>0.06)
31 Jan (57.2308%)
C07
$49.81-0.7730 Jan
Bullish
31 Jan (50.9949%)
Bullish
31 Jan (60.2871%)
Bearish (>-0)
31 Jan (28.4238%)
BN4
$10.70-0.1530 Jan
Bearish
31 Jan (46.3303%)
Bullish
31 Jan (58.7026%)
Bullish
31 Jan (60.3135%)
Bullish
31 Jan (66.5763%)
Bullish
31 Jan (69.3083%)
Bullish (>0.29)
31 Jan (42.5532%)
Bullish (>0.2)
31 Jan (32.9204%)
N03
$1.28-0.0430 Jan
Bullish
31 Jan (51.7331%)
Bearish
31 Jan (53.8703%)
Bullish
31 Jan (63.1433%)
Bullish
31 Jan (68.9496%)
Bullish
31 Jan (68.6916%)
Bearish (>-0)
31 Jan (29.4118%)
N21
$1.33-0.0530 Jan
Bearish
31 Jan (43.6129%)
Bearish
31 Jan (51.6974%)
Bearish
31 Jan (56.7234%)
Bearish
31 Jan (61.8026%)
Bearish
31 Jan (64.4015%)
Bearish (>-0)
31 Jan (29.3103%)
Bearish (>0.05)
31 Jan (56.7108%)
O39
$8.55-0.0430 Jan
Bearish
31 Jan (48.1448%)
Bearish
31 Jan (55.3209%)
Bullish
31 Jan (65.1508%)
Bullish
31 Jan (68.3150%)
Bearish
31 Jan (65.8363%)
Bearish (>-0)
31 Jan (33.7349%)
Bullish (>0.1)
31 Jan (39.3082%)
U96
$4.71-0.0430 Jan
Bearish
31 Jan (43.7370%)
Bearish
31 Jan (62.9327%)
Bearish
31 Jan (65.7652%)
Bearish
31 Jan (70.8209%)
Bearish (>-0)
31 Jan (38.2682%)
Bearish (>0.06)
31 Jan (61.6959%)
S51
$4.75-0.1330 Jan
Bullish
31 Jan (46.8647%)
Bullish
31 Jan (60.5655%)
Bullish
31 Jan (65.5691%)
Bearish
31 Jan (69.8772%)
Bullish
31 Jan (71.5177%)
Bearish (>-0)
31 Jan (27.4914%)
Bullish (>0.1)
31 Jan (43.6214%)
S59
$3.42-0.0230 Jan
Bullish
31 Jan (44.4936%)
Bullish
31 Jan (56.1056%)
Bearish
31 Jan (61.7440%)
Bullish
31 Jan (69.9449%)
Bullish
31 Jan (72.2045%)
Bearish (>-0)
31 Jan (37.6738%)
Bearish (>0.04)
31 Jan (47.7295%)
C6L
$11.07-0.0330 Jan
Bullish
31 Jan (51.3226%)
Bullish
31 Jan (60.3634%)
Bearish
31 Jan (59.3741%)
Bearish
31 Jan (63.5314%)
Bearish
31 Jan (65.0117%)
Bullish (>0.3)
31 Jan (32.2222%)
Bearish (>0.2)
31 Jan (45.4023%)
Z74
$3.07-0.0130 Jan
Bullish
31 Jan (44.7581%)
Bullish
31 Jan (54.2184%)
Bearish
31 Jan (62.5879%)
Bullish
31 Jan (67.6175%)
S68
$6.49-0.0830 Jan
Bearish
31 Jan (46.9407%)
Bearish
31 Jan (54.2257%)
Bullish
31 Jan (66.1532%)
Bearish
31 Jan (65.9384%)
Bullish
31 Jan (73.1866%)
Bearish (>-0)
31 Jan (33.7922%)
Bearish (>0.08)
31 Jan (65.1786%)
T39
$3.64+0.0030 Jan
Bullish
31 Jan (47.4026%)
Bullish
31 Jan (55.7634%)
Bullish
31 Jan (60.3672%)
Bullish
31 Jan (66.4005%)
Bullish
31 Jan (72.0806%)
Bullish (>0.06)
31 Jan (37.6569%)
CC3
$2.80+0.0330 Jan
Bullish
31 Jan (50.8554%)
Bullish
31 Jan (57.2019%)
Bullish
31 Jan (61.1910%)
Bullish
31 Jan (67.5908%)
Bullish
31 Jan (70.3567%)
Bearish (>-0)
31 Jan (35.9551%)
S63
$2.86-0.0430 Jan
Bullish
31 Jan (48.2514%)
Bullish
31 Jan (54.9708%)
Bullish
31 Jan (59.5799%)
Bearish
31 Jan (65.7319%)
Bearish
31 Jan (66.7038%)
Bullish (>0.06)
31 Jan (44.7447%)
Bullish (>0.04)
31 Jan (39.7351%)
MS7
$1.40-0.0430 Jan
Bullish
31 Jan (50.0000%)
Bullish
31 Jan (58.9744%)
Bullish
31 Jan (71.1246%)
Bearish
31 Jan (76.0870%)
AK3
$0.59-0.0130 Jan
Bullish
31 Jan (48.9862%)
Bullish
31 Jan (53.7170%)
Bullish
31 Jan (58.9357%)
Bullish (>0.04)
31 Jan (52.1905%)
U11
$17.20-0.2030 Jan
Bullish
31 Jan (52.5362%)
Bullish
31 Jan (62.6880%)
Bullish
31 Jan (65.1568%)
Bearish
31 Jan (63.1667%)
Bearish
31 Jan (67.5347%)
Bullish (>0.3)
31 Jan (42.4102%)
Bearish (>0.22)
31 Jan (50.5960%)
JS8
$1.32+0.0030 Jan
Bearish
31 Jan (66.0508%)
Bullish
31 Jan (60.4278%)
Bearish
31 Jan (75.8893%)
MC0
$1.98+0.0330 Jan
Bullish
31 Jan (46.8619%)
Bearish
31 Jan (54.9828%)
Bearish
31 Jan (59.7786%)
Bearish
31 Jan (68.4746%)
Bearish
31 Jan (70.1639%)
Bearish (>-0)
31 Jan (36.5385%)
F34
$5.39-0.0630 Jan
Bullish
31 Jan (54.2980%)
Bearish
31 Jan (54.4474%)
Bearish
31 Jan (62.6642%)
Bullish
31 Jan (72.8129%)
Bearish
31 Jan (70.3774%)
Bearish (>0.09)
31 Jan (56.1798%)
O32
$2.53-0.1130 Jan
Bullish
31 Jan (47.8357%)
Bearish
31 Jan (53.9661%)
Bearish
31 Jan (58.8542%)
Bullish
31 Jan (68.1176%)
Bullish
31 Jan (69.2037%)
F10
$0.32+0.0230 Jan
Bearish
31 Jan (37.7660%)
Bearish
31 Jan (69.8675%)
5IG
$0.28-0.0130 Jan
5IM
$0.12+0.0030 Jan
Bullish (>0.01)
31 Jan (65.1163%)
600
$1.38+0.0130 Jan
Bullish
31 Jan (56.2410%)
Bearish
31 Jan (71.5385%)
Bearish (>-0)
31 Jan (37.8571%)
Z59
$0.36+0.0730 Jan
Bullish
31 Jan (78.1411%)
Bullish (>0.02)
31 Jan (66.1765%)
Bearish (>0.01)
31 Jan (59.8131%)
558
$0.46-0.0030 Jan
Bearish
31 Jan (45.7143%)
M1P
$0.66-0.0230 Jan
Bullish
31 Jan (41.4286%)
Bearish
31 Jan (67.8112%)
Bearish
31 Jan (74.2188%)
Bullish
31 Jan (74.2515%)
5GJ
$0.34-0.0130 Jan
Bearish
31 Jan (64.3551%)
B20
$1.58-0.0130 Jan
Bearish
31 Jan (46.5409%)
Bearish
31 Jan (58.0460%)
B69
$0.32-0.0230 Jan
Bearish
31 Jan (42.3267%)
Bullish
31 Jan (66.8224%)
Bullish
31 Jan (75.6082%)
Bullish (>0.02)
31 Jan (52.1341%)
G92
$1.14-0.0130 Jan
Bearish
31 Jan (41.8535%)
Bearish
31 Jan (61.9625%)
Bullish
31 Jan (70.1646%)
Bullish
31 Jan (71.7480%)
Bearish (>-0)
31 Jan (38.9646%)
K2N
$0.90-0.0330 Jan
Bullish
31 Jan (43.9759%)
Bullish
31 Jan (64.3312%)
Bearish
31 Jan (67.9144%)
Bearish
31 Jan (71.1957%)
C29
$0.43-0.0130 Jan
Bearish
31 Jan (72.6606%)
5ME
$0.74-0.0130 Jan
Bearish
31 Jan (56.3025%)
5DN
$1.03-0.0230 Jan
Bearish
31 Jan (70.2647%)
Bearish (>-0)
31 Jan (37.2771%)
EB5
$1.64-0.0130 Jan
Bearish
31 Jan (43.1703%)
Bearish
31 Jan (51.4502%)
Bearish
31 Jan (58.6599%)
H22
$1.70-0.0330 Jan
Bullish
31 Jan (46.0488%)
Bearish
31 Jan (57.2529%)
Bearish
31 Jan (65.1163%)
Bearish
31 Jan (71.5496%)
Bearish
31 Jan (76.2972%)
Bearish (>-0)
31 Jan (33.7625%)
J36
$52.00-0.7830 Jan
Bullish
31 Jan (55.1628%)
Bearish
31 Jan (58.3187%)
Bearish
31 Jan (62.3377%)
Bearish
31 Jan (65.2720%)
Bullish
31 Jan (71.2921%)
Bearish (>0.4)
31 Jan (57.3466%)
J37
$30.51-0.7530 Jan
Bearish
31 Jan (51.2627%)
Bearish
31 Jan (58.9686%)
Bearish
31 Jan (63.3703%)
Bearish
31 Jan (65.8992%)
Bearish
31 Jan (69.1188%)
Bullish (>0.34)
31 Jan (48.8152%)
K17
$2.84+0.0130 Jan
Bearish
31 Jan (50.0000%)
Bullish
31 Jan (56.6280%)
Bearish
31 Jan (67.0034%)
Bullish
31 Jan (68.3645%)
Bearish
31 Jan (76.0730%)
Bearish (>-0)
31 Jan (27.2127%)
B2F
$2.43+0.0030 Jan
Bullish
31 Jan (48.1308%)
Bearish
31 Jan (53.0295%)
Bearish
31 Jan (54.2066%)
Bullish
31 Jan (66.0996%)
Bearish
31 Jan (61.0066%)
MV4
$0.51+0.0030 Jan
Bearish
31 Jan (57.3248%)
Bearish
31 Jan (60.4878%)
Bearish
31 Jan (72.2022%)
5EN
$0.38+0.0030 Jan
Bearish
31 Jan (52.2648%)
Bearish
31 Jan (65.1418%)
Bearish
31 Jan (70.2703%)
Bearish (>-0)
31 Jan (58.5209%)
O23
$1.27+0.0030 Jan
Bearish
31 Jan (41.4286%)
Bullish
31 Jan (57.1657%)
Bearish
31 Jan (64.5549%)
Bullish
31 Jan (74.5823%)
Bearish (>0.02)
31 Jan (54.3235%)
P11
$0.22+0.0030 Jan
Bearish (>-0)
31 Jan (50.5155%)
O9E
$1.49+0.0030 Jan
Bearish
31 Jan (70.0000%)
Bearish (>0.01)
31 Jan (26.6667%)
IX2
$0.76-0.0230 Jan
Bullish
31 Jan (41.8824%)
Bullish
31 Jan (53.6364%)
Bullish
31 Jan (61.1670%)
L6T
$0.37-0.0130 Jan
P05
$0.64-0.0130 Jan
Bullish
31 Jan (41.7412%)
Bullish
31 Jan (66.3957%)
NR7
$0.47+0.0330 Jan
Bearish
31 Jan (54.9763%)
Bearish
31 Jan (60.3352%)
S58
$2.26-0.0130 Jan
Bullish
31 Jan (40.5731%)
Bearish
31 Jan (50.7740%)
Bearish
31 Jan (54.7200%)
Bearish
31 Jan (57.5517%)
Bearish
31 Jan (61.9551%)
S08
$0.98-0.0130 Jan
Bearish (>0.01)
31 Jan (54.9451%)
OV8
$0.46-0.0130 Jan
Bullish
31 Jan (51.6129%)
Bearish (>-0)
31 Jan (68.7500%)
S53
$1.75+0.0030 Jan
Bullish
31 Jan (49.5610%)
Bullish
31 Jan (62.4621%)
S24
$0.48-0.0130 Jan
Bearish
31 Jan (61.7052%)
A7S
$0.51-0.0130 Jan
Bearish
31 Jan (65.8487%)
Bearish
31 Jan (72.6930%)
Bullish (>0.01)
31 Jan (40.4819%)
T03
$0.86-0.0130 Jan
Bullish
31 Jan (65.2564%)
Bullish
31 Jan (67.5279%)
Y92
$0.31+0.0330 Jan
Bearish
31 Jan (40.0000%)
Bearish (>-0)
31 Jan (68.5841%)
Bearish (>-0)
31 Jan (60.6870%)
J7X
$0.71-0.0130 Jan
Bearish
31 Jan (40.7311%)
Bearish
31 Jan (54.3779%)
Bullish
31 Jan (60.8696%)
Bearish
31 Jan (65.6587%)
Bearish
31 Jan (71.1019%)
Bearish (>-0)
31 Jan (30.0654%)
T24
$0.28-0.0130 Jan
Bullish (>0.01)
31 Jan (53.1250%)
U10
$1.59-0.0130 Jan
Bullish
31 Jan (43.9024%)
Bearish
31 Jan (56.8507%)
Bearish
31 Jan (64.9706%)
Bearish
31 Jan (69.7068%)
Bearish
31 Jan (72.9940%)
U14
$4.30+0.0430 Jan
Bearish
31 Jan (50.0644%)
Bearish
31 Jan (57.8298%)
Bearish
31 Jan (63.4204%)
Bullish
31 Jan (65.4578%)
C3T
$0.14-0.0030 Jan
Bearish (>-0)
31 Jan (39.7626%)
U04
$2.05+0.0130 Jan
Bearish
31 Jan (60.6713%)
Bearish
31 Jan (63.7588%)
Bearish
31 Jan (71.4197%)
Bullish
31 Jan (71.1982%)
Bullish (>0.02)
31 Jan (49.3469%)
U19
$0.36-0.0230 Jan
Bearish
31 Jan (57.5342%)
Bullish
31 Jan (74.6032%)
Bearish (>-0)
31 Jan (57.7444%)
Bearish (>0.01)
31 Jan (49.9303%)
V03
$7.14-0.1430 Jan
Bullish
31 Jan (52.2189%)
Bearish
31 Jan (54.4065%)
Bullish
31 Jan (66.4093%)
Bullish
31 Jan (69.1489%)
W05
$1.24+0.0230 Jan
Bearish
31 Jan (44.9594%)
Bearish
31 Jan (65.8695%)
Bearish
31 Jan (69.9533%)
Bearish (>-0)
31 Jan (33.1754%)
BS6
$1.08-0.0330 Jan
Bearish
31 Jan (51.2290%)
Bearish
31 Jan (60.2299%)
Bullish
31 Jan (65.1751%)
Bullish
31 Jan (71.2909%)
Bearish (>-0)
31 Jan (41.1594%)
Z25
$1.14-0.0430 Jan
Bullish
31 Jan (47.4409%)
Bearish
31 Jan (58.9595%)
Bearish
31 Jan (66.0106%)
Bearish (>-0)
31 Jan (32.0792%)
5DM
$0.32-0.0130 Jan
Bearish
31 Jan (61.6043%)
Bearish
31 Jan (70.0291%)
Y02
$0.26+0.0130 Jan
Bearish
31 Jan (34.5679%)
Bullish
31 Jan (56.0606%)
Bearish
31 Jan (58.3026%)
Bearish
31 Jan (63.0372%)
Bearish (>0.01)
31 Jan (57.9560%)
AJ1
$2.23-0.0630 Jan
Bearish
31 Jan (43.7438%)
Bullish
31 Jan (59.8651%)
Bullish
31 Jan (66.8635%)
Bullish
31 Jan (70.0422%)
Bullish
31 Jan (74.5494%)
J85
$1.71-0.0130 Jan
Bullish
31 Jan (46.4320%)
Bearish
31 Jan (57.7586%)
Bullish
31 Jan (61.7774%)
Bullish
31 Jan (66.5037%)
Bullish
31 Jan (68.0062%)
Bullish (>0.04)
31 Jan (46.4945%)

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