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

Wednesday, February 8, 2012

Feb 10, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.57+0.0608 Feb
Bullish
09 Feb (50.1876%)
Bullish
09 Feb (61.1459%)
Bearish
09 Feb (58.0645%)
Bullish
09 Feb (69.7819%)
Bullish
09 Feb (71.9496%)
Bearish (>-0)
09 Feb (30.1565%)
Bearish (>0.25)
09 Feb (54.3276%)
G13
$1.70+0.0608 Feb
Bearish
09 Feb (35.8382%)
Bullish
09 Feb (51.1579%)
Bullish
09 Feb (58.3732%)
Bearish
09 Feb (67.5615%)
Bearish
09 Feb (70.9265%)
Bullish (>0.03)
09 Feb (48.9011%)
Bullish (>0.02)
09 Feb (50.2618%)
C31
$2.85+0.1108 Feb
Bearish
09 Feb (45.0065%)
Bearish
09 Feb (53.7143%)
Bullish
09 Feb (64.2886%)
Bearish
09 Feb (67.5947%)
Bearish
09 Feb (68.8822%)
Bearish (>-0)
09 Feb (30.6477%)
Bearish (>0.07)
09 Feb (64.3917%)
C38U
$1.75+0.0107 Feb
Bullish
08 Feb (48.1511%)
Bearish
08 Feb (60.0152%)
Bullish
08 Feb (60.6168%)
Bearish
08 Feb (69.3191%)
Bullish
08 Feb (70.1571%)
Bearish (>-0)
08 Feb (40.9091%)
C09
$10.82+0.3408 Feb
Bearish
09 Feb (49.9542%)
Bearish
09 Feb (56.9703%)
Bearish
09 Feb (58.6252%)
Bearish
09 Feb (66.6972%)
Bearish
09 Feb (65.9838%)
Bearish (>-0)
09 Feb (28.5714%)
Bearish (>0.2)
09 Feb (55.0820%)
C52
$1.46+0.0008 Feb
Bearish
09 Feb (50.1802%)
F83
$1.24+0.0508 Feb
Bearish
09 Feb (55.4545%)
Bearish
09 Feb (63.1016%)
Bearish
09 Feb (69.1321%)
Bearish
09 Feb (72.1980%)
Bullish (>0.08)
09 Feb (61.7225%)
F99
$6.59-0.0508 Feb
Bullish
09 Feb (50.0649%)
Bearish
09 Feb (56.2448%)
Bearish
09 Feb (59.0476%)
Bearish
09 Feb (64.0553%)
Bearish
09 Feb (65.6357%)
E5H
$0.79+0.0208 Feb
Bearish
09 Feb (44.6701%)
Bearish
09 Feb (51.6854%)
Bearish
09 Feb (51.8375%)
Bullish (>0.02)
09 Feb (44.9664%)
H78
$5.33+0.1208 Feb
Bearish
09 Feb (45.4443%)
Bearish
09 Feb (53.7859%)
Bearish
09 Feb (63.9870%)
Bearish
09 Feb (65.1722%)
Bearish
09 Feb (68.2429%)
C07
$50.69+0.0908 Feb
Bearish (>-0)
09 Feb (28.4238%)
BN4
$10.86+0.1608 Feb
Bearish
09 Feb (46.3303%)
Bearish
09 Feb (60.2439%)
Bullish
09 Feb (60.3135%)
Bullish
09 Feb (66.5763%)
Bearish
09 Feb (76.7519%)
Bullish (>0.2)
09 Feb (32.9204%)
N03
$1.44+0.0408 Feb
Bearish
09 Feb (46.1458%)
Bearish
09 Feb (53.8703%)
Bullish
09 Feb (63.1433%)
Bearish
09 Feb (64.5753%)
Bearish
09 Feb (65.2361%)
Bearish (>-0)
09 Feb (29.4118%)
N21
$1.48+0.0108 Feb
Bearish
09 Feb (43.6129%)
Bearish
09 Feb (51.6974%)
Bearish
09 Feb (56.7234%)
Bearish
09 Feb (61.8026%)
Bearish
09 Feb (64.4015%)
Bearish (>-0)
09 Feb (29.3103%)
O39
$8.72+0.0608 Feb
Bearish
09 Feb (48.1448%)
Bullish
09 Feb (60.9620%)
Bearish
09 Feb (59.5784%)
Bullish
09 Feb (68.3150%)
Bullish
09 Feb (71.3826%)
Bullish (>0.1)
09 Feb (39.3082%)
U96
$5.01+0.1208 Feb
Bearish
09 Feb (43.7370%)
Bullish
09 Feb (55.1777%)
Bearish
09 Feb (62.9327%)
Bearish
09 Feb (65.7652%)
Bullish
09 Feb (69.8823%)
Bullish (>0.1)
09 Feb (52.5974%)
Bearish (>0.06)
09 Feb (61.6959%)
S51
$5.14+0.1208 Feb
Bearish
09 Feb (44.7236%)
Bullish
09 Feb (60.5655%)
Bearish
09 Feb (62.5874%)
Bullish
09 Feb (69.6237%)
Bearish
09 Feb (69.7183%)
Bearish (>-0)
09 Feb (27.4914%)
S59
$3.73-0.0208 Feb
Bearish
09 Feb (44.0104%)
Bearish
09 Feb (52.7042%)
Bearish
09 Feb (61.7440%)
Bearish
09 Feb (64.5441%)
Bearish
09 Feb (68.3889%)
Bearish (>-0)
09 Feb (37.6738%)
Bearish (>0.04)
09 Feb (47.7295%)
C6L
$10.89-0.0108 Feb
Bearish
09 Feb (48.9594%)
Bearish
09 Feb (56.3490%)
Bearish
09 Feb (59.3741%)
Bearish
09 Feb (63.5314%)
Bullish
09 Feb (69.9851%)
Z74
$3.11-0.0308 Feb
Bullish
09 Feb (44.7581%)
Bullish
09 Feb (54.2184%)
Bullish
09 Feb (59.7199%)
Bearish
09 Feb (62.5879%)
Bullish
09 Feb (67.6175%)
Bearish (>-0)
09 Feb (32.8152%)
S68
$7.24+0.1908 Feb
Bearish
09 Feb (46.9407%)
Bearish
09 Feb (54.2257%)
Bearish
09 Feb (62.7687%)
Bullish
09 Feb (71.3987%)
Bearish
09 Feb (67.7940%)
Bearish (>-0)
09 Feb (33.7922%)
T39
$3.66-0.0108 Feb
Bullish
09 Feb (47.4026%)
Bullish
09 Feb (55.7634%)
Bullish
09 Feb (60.3672%)
Bullish
09 Feb (66.4005%)
Bearish
09 Feb (62.9630%)
Bullish (>0.04)
09 Feb (38.4000%)
CC3
$2.87+0.0208 Feb
Bearish
09 Feb (53.6543%)
Bearish
09 Feb (58.2946%)
Bearish
09 Feb (63.1880%)
Bullish
09 Feb (70.3567%)
Bearish (>-0)
09 Feb (35.9551%)
S63
$2.99+0.0108 Feb
Bullish
09 Feb (48.2514%)
Bearish
09 Feb (55.7754%)
Bullish
09 Feb (64.6853%)
Bearish
09 Feb (66.7038%)
Bullish (>0.04)
09 Feb (39.7351%)
MS7
$1.48+0.0508 Feb
Bearish
09 Feb (42.7586%)
Bullish
09 Feb (58.9744%)
Bullish
09 Feb (62.6335%)
Bearish
09 Feb (76.0870%)
Bearish (>0.03)
09 Feb (60.7595%)
AK3
$0.74+0.0208 Feb
Bullish
09 Feb (48.9862%)
Bullish
09 Feb (53.7170%)
Bullish
09 Feb (58.9357%)
Bullish
09 Feb (64.9289%)
Bullish
09 Feb (67.0245%)
Bullish (>0.06)
09 Feb (50.2901%)
Bullish (>0.04)
09 Feb (52.1905%)
U11
$17.62+0.0908 Feb
Bearish
09 Feb (50.3660%)
Bearish
09 Feb (57.3722%)
Bearish
09 Feb (61.1702%)
Bearish
09 Feb (63.1667%)
Bearish
09 Feb (67.5347%)
Bearish (>-0)
09 Feb (34.8485%)
Bearish (>0.22)
09 Feb (50.5960%)
JS8
$1.53+0.1408 Feb
Bullish
09 Feb (40.0000%)
Bullish
09 Feb (50.2370%)
Bearish
09 Feb (70.4280%)
Bearish
09 Feb (75.8893%)
Bullish (>0.04)
09 Feb (37.8641%)
Bullish (>0.03)
09 Feb (35.4545%)
MC0
$2.00-0.0208 Feb
Bearish
09 Feb (45.1064%)
Bearish
09 Feb (59.7786%)
Bearish
09 Feb (68.4746%)
Bearish
09 Feb (70.1639%)
Bearish (>-0)
09 Feb (36.5385%)
F34
$5.71+0.0408 Feb
Bearish
09 Feb (47.4641%)
Bearish
09 Feb (62.6642%)
Bullish
09 Feb (72.8129%)
Bearish
09 Feb (70.3774%)
Bearish (>0.09)
09 Feb (56.1798%)
O32
$2.76+0.0508 Feb
Bearish
09 Feb (40.4092%)
Bearish
09 Feb (53.9661%)
Bearish
09 Feb (58.8542%)
Bearish
09 Feb (65.3491%)
Bearish
09 Feb (64.8221%)
F10
$0.36+0.0108 Feb
5IG
$0.33+0.0108 Feb
Bearish
09 Feb (60.3648%)
Bearish (>-0)
09 Feb (79.4030%)
Bullish (>0.01)
09 Feb (66.0377%)
5IM
$0.16+0.0108 Feb
Bullish
09 Feb (52.9412%)
Bearish (>0.01)
09 Feb (63.2293%)
600
$1.51+0.0508 Feb
Bullish
09 Feb (49.3808%)
Bearish
09 Feb (62.2951%)
Bearish
09 Feb (68.3114%)
Bearish
09 Feb (71.5385%)
Bullish (>0.05)
09 Feb (45.6989%)
Z59
$0.48+0.0408 Feb
Bearish
09 Feb (29.7297%)
Bullish
09 Feb (69.5312%)
Bearish
09 Feb (71.5596%)
Bullish (>0.02)
09 Feb (66.1765%)
Bearish (>0.01)
09 Feb (59.8131%)
558
$0.50+0.0208 Feb
Bearish
09 Feb (61.6175%)
Bearish
09 Feb (64.7278%)
M1P
$0.76+0.0308 Feb
Bearish
09 Feb (45.6790%)
Bearish
09 Feb (50.0000%)
Bearish
09 Feb (67.8112%)
Bearish
09 Feb (74.2188%)
Bearish
09 Feb (72.9242%)
Bullish (>0.03)
09 Feb (49.3827%)
5GJ
$0.38+0.0108 Feb
Bearish
09 Feb (70.6587%)
Bullish (>0.02)
09 Feb (53.4447%)
B20
$1.64+0.0208 Feb
Bearish
09 Feb (36.8421%)
Bullish
09 Feb (53.6585%)
B69
$0.39+0.0208 Feb
Bullish
09 Feb (46.5116%)
Bullish
09 Feb (59.2058%)
Bearish
09 Feb (60.7595%)
Bullish
09 Feb (75.6082%)
Bearish (>0.02)
09 Feb (54.6667%)
G92
$1.20+0.0208 Feb
Bullish
09 Feb (49.6432%)
Bearish
09 Feb (54.8406%)
Bearish
09 Feb (61.9625%)
Bearish
09 Feb (67.8967%)
Bearish
09 Feb (70.6388%)
K2N
$1.02+0.0008 Feb
Bearish
09 Feb (43.4783%)
Bearish
09 Feb (53.3693%)
Bearish
09 Feb (66.4921%)
Bearish
09 Feb (67.9144%)
Bullish (>0.04)
09 Feb (34.3284%)
Bearish (>0.03)
09 Feb (44.4444%)
C29
$0.44+0.0008 Feb
Bullish
09 Feb (79.0076%)
5ME
$0.81+0.0108 Feb
Bearish
09 Feb (34.7003%)
Bearish
09 Feb (65.6205%)
Bearish
09 Feb (70.6223%)
5DN
$1.18+0.0208 Feb
Bearish
09 Feb (56.2681%)
Bearish
09 Feb (62.1444%)
Bearish
09 Feb (66.6667%)
Bearish
09 Feb (70.2647%)
Bearish (>-0)
09 Feb (37.2771%)
Bearish (>0.05)
09 Feb (62.0072%)
EB5
$1.83+0.0108 Feb
Bearish
09 Feb (43.1703%)
Bearish
09 Feb (51.4502%)
Bearish
09 Feb (58.6599%)
Bearish
09 Feb (65.0386%)
Bearish
09 Feb (70.1571%)
Bearish (>-0)
09 Feb (43.8871%)
H22
$2.10+0.1008 Feb
Bearish
09 Feb (45.6940%)
Bearish
09 Feb (57.2529%)
Bearish
09 Feb (65.1163%)
Bearish
09 Feb (71.5496%)
Bullish
09 Feb (69.0334%)
Bullish (>0.06)
09 Feb (41.9401%)
Bullish (>0.04)
09 Feb (40.8813%)
J36
$53.22-0.7808 Feb
Bullish
09 Feb (55.1628%)
Bullish
09 Feb (62.2979%)
Bearish
09 Feb (62.3377%)
Bearish
09 Feb (65.2720%)
Bullish
09 Feb (71.2921%)
Bullish (>0.7)
09 Feb (42.3567%)
Bearish (>0.4)
09 Feb (57.3466%)
J37
$31.85+0.1508 Feb
Bullish
09 Feb (51.5306%)
Bearish
09 Feb (58.9686%)
Bullish
09 Feb (63.3910%)
Bearish
09 Feb (65.8992%)
Bearish
09 Feb (69.1188%)
Bullish (>0.34)
09 Feb (48.8152%)
Bearish (>0.2)
09 Feb (57.8199%)
K17
$3.03+0.1008 Feb
Bullish
09 Feb (51.6772%)
Bullish
09 Feb (56.6280%)
Bearish
09 Feb (67.0034%)
Bearish
09 Feb (73.7071%)
Bullish
09 Feb (71.3722%)
B2F
$2.43+0.0108 Feb
Bullish
09 Feb (48.1308%)
Bearish
09 Feb (53.0295%)
Bearish
09 Feb (58.3800%)
Bearish
09 Feb (61.0066%)
MV4
$0.62+0.0208 Feb
Bearish
09 Feb (60.4878%)
Bearish
09 Feb (72.2022%)
Bearish (>-0)
09 Feb (17.6471%)
Bearish (>0.02)
09 Feb (48.4211%)
5EN
$0.43+0.0208 Feb
Bullish
09 Feb (53.0878%)
Bullish
09 Feb (63.3682%)
Bearish
09 Feb (65.1418%)
Bearish
09 Feb (70.2703%)
Bearish (>-0)
09 Feb (58.5209%)
Bearish (>0.02)
09 Feb (61.7329%)
O23
$1.28-0.0108 Feb
Bearish
09 Feb (41.4286%)
Bearish
09 Feb (53.0139%)
Bearish
09 Feb (64.5549%)
Bullish
09 Feb (74.5823%)
Bearish (>-0)
09 Feb (51.6402%)
Bearish (>0.02)
09 Feb (54.3235%)
P11
$0.24+0.0108 Feb
Bearish (>-0)
09 Feb (50.5155%)
O9E
$1.52-0.0208 Feb
Bearish
09 Feb (50.0000%)
Bearish
09 Feb (64.7059%)
Bearish
09 Feb (60.0000%)
IX2
$0.85+0.0308 Feb
Bearish
09 Feb (35.2000%)
Bearish
09 Feb (63.3540%)
Bullish
09 Feb (67.4699%)
Bearish
09 Feb (73.9130%)
Bullish (>0.03)
09 Feb (33.0275%)
Bullish (>0.02)
09 Feb (38.0531%)
L6T
$0.39+0.0008 Feb
Bullish
09 Feb (75.2858%)
Bullish
09 Feb (82.5306%)
Bullish
09 Feb (83.2111%)
Bullish (>0.04)
09 Feb (75.2475%)
P05
$0.68+0.0008 Feb
Bearish
09 Feb (71.3697%)
NR7
$0.52+0.0608 Feb
Bearish
09 Feb (39.1144%)
Bearish
09 Feb (60.3352%)
Bullish
09 Feb (68.5990%)
Bearish
09 Feb (69.0370%)
Bearish (>0.02)
09 Feb (51.1041%)
S58
$2.36-0.0308 Feb
Bullish
09 Feb (40.5731%)
Bullish
09 Feb (56.8987%)
Bullish
09 Feb (63.9075%)
Bullish
09 Feb (69.6868%)
Bearish
09 Feb (61.9551%)
Bullish (>0.04)
09 Feb (36.0360%)
Bearish (>0.03)
09 Feb (38.8889%)
S08
$0.98+0.0108 Feb
OV8
$0.48+0.0008 Feb
Bearish
09 Feb (41.6667%)
Bearish
09 Feb (64.5161%)
Bearish
09 Feb (73.4694%)
Bearish (>-0)
09 Feb (68.7500%)
S53
$1.74+0.0108 Feb
Bearish
09 Feb (48.1622%)
S24
$0.56+0.0108 Feb
Bearish
09 Feb (41.8265%)
Bearish
09 Feb (70.3155%)
Bullish (>0.04)
09 Feb (37.5139%)
A7S
$0.56+0.0108 Feb
Bearish
09 Feb (51.5050%)
Bullish
09 Feb (55.6522%)
Bearish
09 Feb (65.8487%)
Bearish
09 Feb (72.6930%)
Bullish (>0.02)
09 Feb (38.9549%)
Bullish (>0.01)
09 Feb (40.4819%)
T03
$0.88+0.0208 Feb
Bearish
09 Feb (61.3126%)
Bullish
09 Feb (67.5279%)
Y92
$0.28-0.0108 Feb
J7X
$0.74+0.0308 Feb
Bearish
09 Feb (62.2120%)
Bearish
09 Feb (65.6587%)
Bearish
09 Feb (71.1019%)
Bearish (>-0)
09 Feb (30.0654%)
T24
$0.30+0.0108 Feb
Bearish
09 Feb (73.4884%)
Bullish (>0.01)
09 Feb (47.9691%)
U10
$1.65+0.0008 Feb
Bullish
09 Feb (43.9024%)
Bearish
09 Feb (56.8507%)
Bearish
09 Feb (64.9706%)
Bearish
09 Feb (69.7068%)
Bearish
09 Feb (72.9940%)
Bearish (>-0)
09 Feb (41.2281%)
U14
$4.74+0.1408 Feb
Bullish
09 Feb (46.9457%)
Bullish
09 Feb (56.4128%)
Bearish
09 Feb (63.4204%)
Bearish
09 Feb (67.8910%)
Bearish
09 Feb (70.8876%)
Bearish (>-0)
09 Feb (31.0030%)
Bearish (>0.05)
09 Feb (59.5489%)
C3T
$0.19+0.0208 Feb
Bearish
09 Feb (52.4675%)
Bearish
09 Feb (69.4545%)
Bearish
09 Feb (72.6003%)
U04
$2.21+0.0108 Feb
Bearish
09 Feb (60.6713%)
Bearish
09 Feb (63.7588%)
Bullish
09 Feb (67.8261%)
Bullish
09 Feb (71.1982%)
Bullish (>0.02)
09 Feb (49.3469%)
U19
$0.38+0.0108 Feb
Bullish
09 Feb (65.8135%)
Bearish (>-0)
09 Feb (57.7444%)
V03
$7.45-0.0108 Feb
Bullish
09 Feb (52.2189%)
Bearish
09 Feb (54.4065%)
Bullish
09 Feb (66.4093%)
Bullish
09 Feb (69.1489%)
Bullish
09 Feb (70.0465%)
Bearish (>-0)
09 Feb (27.0627%)
Bullish (>0.2)
09 Feb (43.2990%)
W05
$1.30+0.0308 Feb
Bearish
09 Feb (44.9594%)
Bearish
09 Feb (53.7657%)
Bullish
09 Feb (62.4260%)
Bearish
09 Feb (65.8695%)
Bearish
09 Feb (69.9533%)
Bearish (>-0)
09 Feb (33.1754%)
BS6
$1.26+0.0608 Feb
Bearish
09 Feb (42.7128%)
Bearish
09 Feb (51.2290%)
Bullish
09 Feb (57.6628%)
Bullish
09 Feb (65.1751%)
Bearish (>0.03)
09 Feb (56.0647%)
Z25
$1.28+0.0608 Feb
Bearish
09 Feb (46.9579%)
Bullish
09 Feb (56.4246%)
Bearish
09 Feb (58.9595%)
Bearish
09 Feb (66.0106%)
Bearish
09 Feb (69.6578%)
Bearish (>-0)
09 Feb (32.0792%)
Bearish (>0.05)
09 Feb (59.7260%)
5DM
$0.40+0.0308 Feb
Bullish
09 Feb (71.6258%)
Bearish
09 Feb (61.6043%)
Bearish
09 Feb (70.0291%)
Bearish
09 Feb (71.5084%)
Bearish (>-0)
09 Feb (55.1913%)
Bearish (>0.01)
09 Feb (60.0484%)
Y02
$0.26+0.0108 Feb
AJ1
$2.43+0.0208 Feb
Bearish
09 Feb (43.7438%)
Bullish
09 Feb (59.8651%)
Bullish
09 Feb (66.8635%)
Bullish
09 Feb (70.0422%)
Bearish
09 Feb (71.9397%)
J85
$1.65-0.0308 Feb
Bullish
09 Feb (46.4320%)
Bearish
09 Feb (57.7586%)
Bullish
09 Feb (61.7774%)
Bearish
09 Feb (67.6660%)
Bullish
09 Feb (68.0062%)
Bearish (>-0)
09 Feb (32.7416%)
Bearish (>0.03)
09 Feb (55.1020%)

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