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

Tuesday, January 31, 2012

Feb 1, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.55+0.1331 Jan
Bullish
01 Feb (50.1876%)
Bearish
01 Feb (55.2724%)
Bearish
01 Feb (58.0645%)
Bullish
01 Feb (69.7819%)
Bearish
01 Feb (65.9294%)
Bearish (>-0)
01 Feb (30.1565%)
Bullish (>0.26)
01 Feb (42.9338%)
G13
$1.63+0.0231 Jan
Bearish
01 Feb (35.8382%)
Bullish
01 Feb (51.1579%)
Bearish
01 Feb (61.3260%)
Bullish
01 Feb (65.8845%)
Bearish
01 Feb (70.9265%)
Bullish (>0.02)
01 Feb (50.2618%)
C31
$2.63+0.0231 Jan
Bullish
01 Feb (50.2467%)
Bullish
01 Feb (56.6624%)
Bullish
01 Feb (64.2886%)
Bearish
01 Feb (67.5947%)
Bearish
01 Feb (68.8822%)
Bearish (>-0)
01 Feb (30.6477%)
C38U
$1.71+0.0030 Jan
Bullish
31 Jan (48.1511%)
Bullish
31 Jan (55.7929%)
Bullish
31 Jan (60.6168%)
Bullish
31 Jan (65.3825%)
Bullish
31 Jan (70.1571%)
C09
$9.86-0.0731 Jan
Bullish
01 Feb (51.7658%)
Bearish
01 Feb (56.9703%)
Bullish
01 Feb (59.7109%)
Bearish
01 Feb (66.6972%)
Bearish
01 Feb (65.9838%)
Bullish (>0.2)
01 Feb (39.0144%)
C52
$1.48+0.0531 Jan
Bearish
01 Feb (46.8606%)
Bearish
01 Feb (58.6488%)
Bullish
01 Feb (60.8200%)
Bearish
01 Feb (65.7289%)
F83
$1.18+0.0431 Jan
Bearish
01 Feb (45.0771%)
Bullish
01 Feb (54.1927%)
Bullish
01 Feb (62.2394%)
Bullish
01 Feb (66.6189%)
Bullish
01 Feb (71.6729%)
F99
$6.79-0.1031 Jan
Bearish
01 Feb (48.3839%)
Bearish
01 Feb (56.2448%)
Bullish
01 Feb (59.8841%)
Bearish
01 Feb (64.0553%)
Bearish
01 Feb (65.6357%)
Bearish (>0.09)
01 Feb (50.7614%)
E5H
$0.74-0.0131 Jan
Bullish
01 Feb (68.0851%)
Bullish (>0.02)
01 Feb (44.9664%)
H78
$5.15-0.1131 Jan
Bearish
01 Feb (45.4443%)
Bearish
01 Feb (53.7859%)
Bearish
01 Feb (63.9870%)
Bearish
01 Feb (65.1722%)
Bearish
01 Feb (68.2429%)
Bearish (>-0)
01 Feb (33.2871%)
Bearish (>0.06)
01 Feb (57.2308%)
C07
$51.37+1.5631 Jan
Bullish
01 Feb (50.9949%)
Bearish
01 Feb (54.1145%)
Bearish (>-0)
01 Feb (28.4238%)
BN4
$10.85+0.1531 Jan
Bearish
01 Feb (46.3303%)
Bearish
01 Feb (60.2439%)
Bullish
01 Feb (60.3135%)
Bearish
01 Feb (71.8853%)
Bearish
01 Feb (76.7519%)
Bullish (>0.28)
01 Feb (42.5532%)
N03
$1.30+0.0231 Jan
Bearish
01 Feb (46.1458%)
Bearish
01 Feb (53.8703%)
Bullish
01 Feb (63.1433%)
Bullish
01 Feb (68.9496%)
Bullish
01 Feb (68.6916%)
N21
$1.35+0.0231 Jan
Bullish
01 Feb (47.5442%)
Bearish
01 Feb (51.6974%)
Bearish
01 Feb (56.7234%)
Bearish
01 Feb (61.8026%)
Bearish
01 Feb (64.4015%)
Bearish (>-0)
01 Feb (29.3103%)
Bearish (>0.05)
01 Feb (56.7108%)
O39
$8.60+0.0531 Jan
Bearish
01 Feb (48.1448%)
Bearish
01 Feb (55.3209%)
Bearish
01 Feb (59.5784%)
Bullish
01 Feb (68.3150%)
Bearish
01 Feb (65.8363%)
Bullish (>0.1)
01 Feb (39.3082%)
U96
$4.78+0.0731 Jan
Bearish
01 Feb (43.7370%)
Bearish
01 Feb (52.1155%)
Bearish
01 Feb (62.9327%)
Bearish
01 Feb (65.7652%)
Bearish
01 Feb (70.8209%)
Bearish (>-0)
01 Feb (38.2682%)
Bearish (>0.06)
01 Feb (61.6959%)
S51
$4.97+0.2231 Jan
Bullish
01 Feb (46.8647%)
Bullish
01 Feb (60.5655%)
Bearish
01 Feb (62.5874%)
Bearish
01 Feb (69.8772%)
Bullish
01 Feb (71.5177%)
Bearish (>-0)
01 Feb (27.4914%)
S59
$3.47+0.0531 Jan
Bullish
01 Feb (44.4936%)
Bearish
01 Feb (61.7440%)
Bullish
01 Feb (69.9449%)
Bullish
01 Feb (72.2045%)
Bearish (>0.04)
01 Feb (47.7295%)
C6L
$11.10+0.0331 Jan
Bearish
01 Feb (48.9594%)
Bearish
01 Feb (56.3490%)
Bearish
01 Feb (59.3741%)
Bearish
01 Feb (63.5314%)
Bearish
01 Feb (65.0117%)
Bearish (>-0)
01 Feb (27.9126%)
Bearish (>0.2)
01 Feb (45.4023%)
Z74
$3.10+0.0331 Jan
Bullish
01 Feb (44.7581%)
Bearish
01 Feb (52.6998%)
Bearish
01 Feb (58.0830%)
Bearish
01 Feb (62.5879%)
Bullish
01 Feb (67.6175%)
Bearish (>-0)
01 Feb (32.8152%)
Bullish (>0.05)
01 Feb (43.2143%)
S68
$6.50+0.0131 Jan
Bullish
01 Feb (49.4127%)
Bullish
01 Feb (57.0576%)
Bullish
01 Feb (66.1532%)
Bearish
01 Feb (65.9384%)
Bullish
01 Feb (73.1866%)
Bearish (>-0)
01 Feb (33.7922%)
T39
$3.71+0.0731 Jan
Bearish
01 Feb (40.5104%)
Bearish
01 Feb (50.5435%)
Bearish
01 Feb (58.3391%)
Bullish
01 Feb (66.4005%)
Bearish
01 Feb (62.9630%)
Bearish (>-0)
01 Feb (36.5591%)
CC3
$2.83+0.0331 Jan
Bearish
01 Feb (53.6543%)
Bullish
01 Feb (61.1910%)
Bullish
01 Feb (67.5908%)
Bullish
01 Feb (70.3567%)
S63
$2.95+0.0931 Jan
Bullish
01 Feb (48.2514%)
Bearish
01 Feb (55.7754%)
Bearish
01 Feb (62.1504%)
Bullish
01 Feb (64.6853%)
Bearish
01 Feb (66.7038%)
Bullish (>0.06)
01 Feb (44.7447%)
MS7
$1.42+0.0231 Jan
Bullish
01 Feb (50.0000%)
Bullish
01 Feb (58.9744%)
Bullish
01 Feb (71.1246%)
Bearish
01 Feb (76.0870%)
Bearish (>0.03)
01 Feb (60.7595%)
AK3
$0.60+0.0131 Jan
Bullish
01 Feb (53.7170%)
Bullish
01 Feb (64.9289%)
Bullish
01 Feb (67.0245%)
Bullish (>0.04)
01 Feb (52.1905%)
U11
$17.34+0.1431 Jan
Bullish
01 Feb (52.5362%)
Bearish
01 Feb (57.3722%)
Bearish
01 Feb (61.1702%)
Bearish
01 Feb (63.1667%)
Bearish
01 Feb (67.5347%)
Bullish (>0.3)
01 Feb (42.4102%)
Bearish (>0.22)
01 Feb (50.5960%)
JS8
$1.32+0.0031 Jan
Bearish
01 Feb (48.1159%)
Bearish
01 Feb (66.0508%)
Bullish
01 Feb (60.4278%)
Bearish
01 Feb (75.8893%)
MC0
$1.99+0.0131 Jan
Bearish
01 Feb (45.1064%)
Bearish
01 Feb (54.9828%)
Bearish
01 Feb (59.7786%)
Bearish
01 Feb (68.4746%)
Bearish
01 Feb (70.1639%)
Bearish (>-0)
01 Feb (36.5385%)
F34
$5.35-0.0431 Jan
Bullish
01 Feb (54.2980%)
Bearish
01 Feb (54.4474%)
Bullish
01 Feb (66.9333%)
Bullish
01 Feb (72.8129%)
Bearish
01 Feb (70.3774%)
O32
$2.60+0.0731 Jan
Bearish
01 Feb (40.4092%)
Bearish
01 Feb (53.9661%)
Bearish
01 Feb (58.8542%)
Bullish
01 Feb (68.1176%)
Bearish
01 Feb (64.8221%)
F10
$0.34+0.0231 Jan
Bearish
01 Feb (37.7660%)
Bearish
01 Feb (69.8675%)
Bearish (>-0)
01 Feb (54.5994%)
Bullish (>0.01)
01 Feb (53.7594%)
5IG
$0.30+0.0131 Jan
Bearish
01 Feb (74.6497%)
5IM
$0.14+0.0231 Jan
Bearish (>-0)
01 Feb (73.5336%)
Bearish (>0.01)
01 Feb (63.2293%)
600
$1.38-0.0031 Jan
Bullish
01 Feb (56.2410%)
Bearish
01 Feb (71.5385%)
Bearish (>-0)
01 Feb (37.8571%)
Z59
$0.38+0.0331 Jan
Bearish
01 Feb (29.7297%)
Bullish
01 Feb (73.0496%)
Bearish
01 Feb (76.8000%)
Bullish (>0.02)
01 Feb (66.1765%)
558
$0.47+0.0031 Jan
Bearish
01 Feb (64.7278%)
M1P
$0.67+0.0031 Jan
Bearish
01 Feb (50.0000%)
Bearish
01 Feb (67.8112%)
Bearish
01 Feb (72.9242%)
Bearish (>0.02)
01 Feb (57.5342%)
5GJ
$0.36+0.0131 Jan
Bearish (>-0)
01 Feb (50.0888%)
Bearish (>0.02)
01 Feb (60.0432%)
B20
$1.62+0.0331 Jan
Bullish
01 Feb (53.6585%)
Bullish (>0.02)
01 Feb (38.5593%)
B69
$0.33+0.0131 Jan
Bullish (>0.02)
01 Feb (52.1341%)
G92
$1.15+0.0231 Jan
Bullish
01 Feb (49.6432%)
Bearish
01 Feb (61.9625%)
Bearish
01 Feb (70.6388%)
K2N
$0.89-0.0131 Jan
Bearish
01 Feb (53.3693%)
Bullish
01 Feb (64.3312%)
Bearish
01 Feb (67.9144%)
Bearish
01 Feb (71.1957%)
Bearish (>0.03)
01 Feb (44.4444%)
C29
$0.44+0.0131 Jan
Bullish
01 Feb (65.2941%)
Bearish
01 Feb (63.8404%)
Bearish (>0.01)
01 Feb (62.7675%)
5ME
$0.75+0.0131 Jan
Bearish
01 Feb (34.7003%)
Bearish
01 Feb (56.3025%)
Bearish
01 Feb (65.6205%)
Bearish
01 Feb (70.6223%)
5DN
$1.05+0.0231 Jan
Bearish
01 Feb (40.1753%)
Bearish
01 Feb (62.1444%)
Bullish
01 Feb (67.5876%)
Bearish (>-0)
01 Feb (37.2771%)
EB5
$1.64+0.0031 Jan
Bearish
01 Feb (43.1703%)
Bearish
01 Feb (58.6599%)
H22
$1.72+0.0231 Jan
Bearish
01 Feb (45.6940%)
Bullish
01 Feb (53.3214%)
Bearish
01 Feb (65.1163%)
Bearish
01 Feb (71.5496%)
Bullish
01 Feb (69.0334%)
Bullish (>0.06)
01 Feb (41.9401%)
Bullish (>0.04)
01 Feb (40.8813%)
J36
$51.80-0.2031 Jan
Bearish
01 Feb (53.6415%)
Bullish
01 Feb (62.2979%)
Bullish
01 Feb (64.6611%)
Bearish
01 Feb (65.2720%)
Bearish
01 Feb (66.3312%)
Bearish (>0.05)
01 Feb (31.5232%)
J37
$31.16+0.6531 Jan
Bearish
01 Feb (51.2627%)
Bearish
01 Feb (58.9686%)
Bullish
01 Feb (63.3910%)
Bullish
01 Feb (67.4089%)
Bearish
01 Feb (69.1188%)
Bullish (>0.34)
01 Feb (48.8152%)
Bearish (>0.2)
01 Feb (57.8199%)
K17
$2.85+0.0131 Jan
Bearish
01 Feb (50.0000%)
Bullish
01 Feb (56.6280%)
Bearish
01 Feb (67.0034%)
Bullish
01 Feb (68.3645%)
Bearish
01 Feb (76.0730%)
Bearish (>-0)
01 Feb (27.2127%)
B2F
$2.42-0.0131 Jan
Bullish
01 Feb (57.4300%)
Bullish
01 Feb (69.6449%)
MV4
$0.53+0.0231 Jan
Bearish
01 Feb (71.0425%)
Bearish
01 Feb (72.2022%)
Bearish (>-0)
01 Feb (17.6471%)
Bullish (>0.02)
01 Feb (34.9206%)
5EN
$0.38+0.0131 Jan
Bearish
01 Feb (52.2648%)
Bearish
01 Feb (65.1418%)
Bearish
01 Feb (70.2703%)
Bearish (>-0)
01 Feb (58.5209%)
Bullish (>0.02)
01 Feb (53.8462%)
O23
$1.30+0.0331 Jan
Bearish
01 Feb (41.4286%)
Bullish
01 Feb (57.1657%)
Bearish
01 Feb (64.5549%)
Bullish
01 Feb (74.5823%)
Bearish (>-0)
01 Feb (51.6402%)
P11
$0.22+0.0131 Jan
O9E
$1.48+0.0631 Jan
Bearish
01 Feb (70.0000%)
Bearish
01 Feb (50.0000%)
Bearish
01 Feb (64.7059%)
Bearish
01 Feb (60.0000%)
IX2
$0.77+0.0131 Jan
Bearish
01 Feb (35.2000%)
Bullish
01 Feb (53.6364%)
Bullish
01 Feb (61.1670%)
Bearish
01 Feb (71.3217%)
Bullish (>0.03)
01 Feb (33.0275%)
Bullish (>0.02)
01 Feb (38.0531%)
L6T
$0.38+0.0231 Jan
Bullish
01 Feb (75.2858%)
Bullish
01 Feb (79.7819%)
P05
$0.69+0.0531 Jan
Bearish
01 Feb (43.0872%)
Bullish
01 Feb (66.3957%)
NR7
$0.46-0.0031 Jan
Bearish
01 Feb (39.1144%)
Bearish
01 Feb (69.0370%)
S58
$2.29+0.0331 Jan
Bullish
01 Feb (40.5731%)
Bearish
01 Feb (50.7740%)
Bearish
01 Feb (54.7200%)
Bullish
01 Feb (69.6868%)
Bearish
01 Feb (61.9551%)
Bullish (>0.04)
01 Feb (36.0360%)
Bearish (>0.03)
01 Feb (38.8889%)
S08
$0.98-0.0131 Jan
Bearish
01 Feb (70.0157%)
Bearish (>0.01)
01 Feb (54.9451%)
OV8
$0.46+0.0131 Jan
Bullish
01 Feb (51.6129%)
Bearish (>-0)
01 Feb (68.7500%)
S53
$1.74-0.0131 Jan
Bullish
01 Feb (56.0000%)
S24
$0.52+0.0531 Jan
Bearish
01 Feb (41.8265%)
Bearish
01 Feb (55.4768%)
Bearish
01 Feb (61.7052%)
Bearish
01 Feb (70.3155%)
Bullish
01 Feb (64.0000%)
Bullish (>0.04)
01 Feb (37.5139%)
Bullish (>0.03)
01 Feb (38.8128%)
A7S
$0.53+0.0231 Jan
Bullish
01 Feb (58.6260%)
Bearish
01 Feb (72.6930%)
T03
$0.88+0.0231 Jan
Bearish
01 Feb (61.3126%)
Bearish
01 Feb (67.5676%)
Bullish
01 Feb (67.5279%)
Y92
$0.30-0.0231 Jan
Bullish (>0.01)
01 Feb (65.9026%)
Bearish (>-0)
01 Feb (60.6870%)
J7X
$0.70-0.0231 Jan
Bearish
01 Feb (40.7311%)
Bearish
01 Feb (54.3779%)
Bearish
01 Feb (62.2120%)
Bearish (>-0)
01 Feb (30.0654%)
T24
$0.30+0.0131 Jan
U10
$1.60+0.0131 Jan
Bearish
01 Feb (56.8507%)
Bearish
01 Feb (64.9706%)
Bullish
01 Feb (67.3806%)
U14
$4.60+0.3031 Jan
Bearish
01 Feb (50.0644%)
Bearish
01 Feb (57.8298%)
Bearish
01 Feb (63.4204%)
Bearish
01 Feb (67.8910%)
Bearish (>-0)
01 Feb (31.0030%)
C3T
$0.14+0.0031 Jan
Bearish (>-0)
01 Feb (39.7626%)
U04
$2.07+0.0231 Jan
Bearish
01 Feb (60.6713%)
Bullish
01 Feb (62.3256%)
Bearish
01 Feb (71.4197%)
Bullish
01 Feb (71.1982%)
Bullish (>0.04)
01 Feb (50.8050%)
Bullish (>0.02)
01 Feb (49.3469%)
U19
$0.36+0.0131 Jan
Bearish
01 Feb (42.0108%)
Bullish
01 Feb (65.8135%)
Bullish
01 Feb (70.6052%)
V03
$7.22+0.0831 Jan
Bullish
01 Feb (52.2189%)
Bearish
01 Feb (54.4065%)
Bearish
01 Feb (64.5985%)
Bullish
01 Feb (69.1489%)
W05
$1.23-0.0131 Jan
Bearish
01 Feb (44.9594%)
Bearish
01 Feb (65.8695%)
Bullish
01 Feb (72.0874%)
Bearish (>-0)
01 Feb (33.1754%)
BS6
$1.10+0.0131 Jan
Bullish
01 Feb (47.6008%)
Bearish
01 Feb (51.2290%)
Bearish
01 Feb (60.2299%)
Bullish
01 Feb (65.1751%)
Bullish
01 Feb (71.2909%)
Bearish (>-0)
01 Feb (41.1594%)
Z25
$1.15+0.0231 Jan
Bearish
01 Feb (46.9579%)
Bullish
01 Feb (56.4246%)
Bearish
01 Feb (58.9595%)
Bearish
01 Feb (66.0106%)
Bearish
01 Feb (69.6578%)
Bearish (>-0)
01 Feb (32.0792%)
5DM
$0.34+0.0231 Jan
Bearish
01 Feb (61.6043%)
Bearish
01 Feb (70.0291%)
Bearish (>-0)
01 Feb (55.1913%)
Bearish (>0.01)
01 Feb (60.0484%)
Y02
$0.26+0.0131 Jan
Bearish
01 Feb (58.3026%)
AJ1
$2.36+0.1331 Jan
Bullish
01 Feb (51.7159%)
Bearish
01 Feb (54.6521%)
Bullish
01 Feb (66.8635%)
Bearish
01 Feb (68.2828%)
Bullish
01 Feb (74.5494%)
Bearish (>-0)
01 Feb (25.4473%)
Bearish (>0.07)
01 Feb (59.1045%)
J85
$1.78+0.0631 Jan
Bullish
01 Feb (46.4320%)
Bullish
01 Feb (56.8345%)
Bearish
01 Feb (64.4592%)
Bullish
01 Feb (66.5037%)
Bearish
01 Feb (74.4875%)
Bearish (>-0)
01 Feb (32.7416%)
Bearish (>0.03)
01 Feb (55.1020%)

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