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

Thursday, February 9, 2012

Feb 13, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.55-0.0209 Feb
Bullish
10 Feb (50.1876%)
Bullish
10 Feb (61.1459%)
Bearish
10 Feb (58.0645%)
Bullish
10 Feb (69.7819%)
Bullish
10 Feb (71.9496%)
Bullish (>0.3)
10 Feb (37.0840%)
Bearish (>0.25)
10 Feb (54.3276%)
G13
$1.70+0.0109 Feb
Bearish
10 Feb (35.8382%)
Bearish
10 Feb (49.8423%)
Bearish
10 Feb (61.3260%)
Bearish
10 Feb (67.5615%)
Bearish
10 Feb (70.9265%)
Bullish (>0.03)
10 Feb (48.9011%)
Bullish (>0.02)
10 Feb (50.2618%)
C31
$2.95+0.1009 Feb
Bearish
10 Feb (45.0065%)
Bearish
10 Feb (53.7143%)
Bearish
10 Feb (61.7831%)
Bullish
10 Feb (68.6901%)
Bearish
10 Feb (68.8822%)
Bearish (>-0)
10 Feb (30.6477%)
Bearish (>0.07)
10 Feb (64.3917%)
C38U
$1.75+0.0008 Feb
Bullish
09 Feb (48.1511%)
Bearish
09 Feb (60.0152%)
Bearish
09 Feb (69.3191%)
Bearish (>-0)
09 Feb (40.9091%)
Bearish (>0.03)
09 Feb (65.2252%)
C09
$10.92+0.1009 Feb
Bearish
10 Feb (49.9542%)
Bearish
10 Feb (56.9703%)
Bearish
10 Feb (58.6252%)
Bearish
10 Feb (66.6972%)
Bearish
10 Feb (65.9838%)
Bearish (>-0)
10 Feb (28.5714%)
Bearish (>0.2)
10 Feb (55.0820%)
C52
$1.47+0.0109 Feb
Bullish
10 Feb (46.3904%)
Bearish
10 Feb (50.1802%)
Bullish
10 Feb (60.8200%)
Bearish
10 Feb (65.7289%)
F83
$1.26+0.0109 Feb
Bearish
10 Feb (45.0771%)
Bearish
10 Feb (55.4545%)
Bullish
10 Feb (62.2394%)
Bearish
10 Feb (69.1321%)
Bullish
10 Feb (71.6729%)
Bearish (>-0)
10 Feb (32.5000%)
F99
$6.43-0.1609 Feb
Bullish
10 Feb (50.0649%)
Bearish
10 Feb (56.2448%)
Bearish
10 Feb (59.0476%)
Bearish
10 Feb (64.0553%)
Bearish
10 Feb (65.6357%)
E5H
$0.78-0.0109 Feb
Bullish
10 Feb (36.0111%)
Bearish
10 Feb (51.6854%)
Bullish
10 Feb (57.4766%)
Bearish (>-0)
10 Feb (41.0256%)
H78
$5.54+0.2109 Feb
Bearish
10 Feb (45.4443%)
Bearish
10 Feb (53.7859%)
Bearish
10 Feb (63.9870%)
Bullish
10 Feb (65.4427%)
Bullish
10 Feb (69.6266%)
Bearish (>-0)
10 Feb (33.2871%)
Bearish (>0.06)
10 Feb (57.2308%)
C07
$49.00-1.6909 Feb
Bullish
10 Feb (50.9949%)
Bullish (>0.54)
10 Feb (45.9770%)
BN4
$10.90+0.0409 Feb
Bearish
10 Feb (46.3303%)
Bullish
10 Feb (58.7026%)
Bullish
10 Feb (60.3135%)
Bullish
10 Feb (66.5763%)
Bullish
10 Feb (69.3083%)
Bullish (>0.2)
10 Feb (32.9204%)
N03
$1.44+0.0109 Feb
Bearish
10 Feb (46.1458%)
Bullish
10 Feb (59.0209%)
Bearish
10 Feb (59.1680%)
Bullish
10 Feb (68.9496%)
Bearish
10 Feb (65.2361%)
Bearish (>-0)
10 Feb (29.4118%)
N21
$1.47-0.0109 Feb
Bearish
10 Feb (43.6129%)
Bearish
10 Feb (51.6974%)
Bearish
10 Feb (56.7234%)
Bearish
10 Feb (61.8026%)
Bearish
10 Feb (64.4015%)
Bearish (>-0)
10 Feb (29.3103%)
Bearish (>0.05)
10 Feb (56.7108%)
O39
$8.85+0.1309 Feb
Bearish
10 Feb (48.1448%)
Bullish
10 Feb (60.9620%)
Bearish
10 Feb (59.5784%)
Bullish
10 Feb (68.3150%)
Bearish
10 Feb (65.8363%)
Bearish (>-0)
10 Feb (33.7349%)
U96
$5.02+0.0109 Feb
Bearish
10 Feb (43.7370%)
Bullish
10 Feb (55.1777%)
Bearish
10 Feb (62.9327%)
Bearish
10 Feb (65.7652%)
Bullish
10 Feb (69.8823%)
Bearish (>-0)
10 Feb (38.2682%)
Bearish (>0.06)
10 Feb (61.6959%)
S51
$5.04-0.1009 Feb
Bearish
10 Feb (44.7236%)
Bullish
10 Feb (60.5655%)
Bearish
10 Feb (62.5874%)
Bullish
10 Feb (69.6237%)
Bearish
10 Feb (69.7183%)
Bearish (>-0)
10 Feb (27.4914%)
S59
$3.72-0.0109 Feb
Bearish
10 Feb (44.0104%)
Bearish
10 Feb (52.7042%)
Bearish
10 Feb (61.7440%)
Bearish
10 Feb (64.5441%)
Bearish
10 Feb (68.3889%)
Bearish (>-0)
10 Feb (37.6738%)
C6L
$10.94+0.0509 Feb
Bearish
10 Feb (48.9594%)
Bullish
10 Feb (60.3634%)
Bearish
10 Feb (59.3741%)
Bearish
10 Feb (63.5314%)
Bullish
10 Feb (69.9851%)
Z74
$3.06-0.0509 Feb
Bullish
10 Feb (54.2184%)
Bullish
10 Feb (59.7199%)
Bullish
10 Feb (63.3632%)
Bullish
10 Feb (67.6175%)
S68
$7.29+0.0509 Feb
Bullish
10 Feb (49.4127%)
Bearish
10 Feb (54.2257%)
Bullish
10 Feb (66.1532%)
Bullish
10 Feb (71.3987%)
Bearish
10 Feb (67.7940%)
Bearish (>-0)
10 Feb (33.7922%)
Bearish (>0.08)
10 Feb (65.1786%)
T39
$3.66+0.0009 Feb
Bullish
10 Feb (47.4026%)
Bullish
10 Feb (55.7634%)
Bullish
10 Feb (60.3672%)
Bearish
10 Feb (62.9630%)
Bullish (>0.04)
10 Feb (38.4000%)
CC3
$2.88+0.0109 Feb
Bearish
10 Feb (46.6602%)
Bearish
10 Feb (53.6543%)
Bearish
10 Feb (58.2946%)
Bearish
10 Feb (63.1880%)
Bearish
10 Feb (67.4598%)
S63
$3.00+0.0109 Feb
Bearish
10 Feb (44.8892%)
Bearish
10 Feb (55.7754%)
Bearish
10 Feb (62.1504%)
Bearish
10 Feb (65.7319%)
Bearish
10 Feb (66.7038%)
Bearish (>-0)
10 Feb (38.7917%)
MS7
$1.46-0.0209 Feb
Bearish
10 Feb (42.7586%)
Bearish
10 Feb (56.1404%)
Bearish
10 Feb (53.6842%)
Bullish
10 Feb (71.1246%)
Bearish
10 Feb (76.0870%)
Bearish (>0.03)
10 Feb (60.7595%)
AK3
$0.72-0.0209 Feb
Bullish
10 Feb (48.9862%)
Bullish
10 Feb (53.7170%)
Bearish
10 Feb (64.7887%)
Bullish
10 Feb (64.9289%)
Bullish
10 Feb (67.0245%)
Bullish (>0.06)
10 Feb (50.2901%)
Bullish (>0.04)
10 Feb (52.1905%)
U11
$17.56-0.0609 Feb
Bearish
10 Feb (50.3660%)
Bearish
10 Feb (57.3722%)
Bearish
10 Feb (61.1702%)
Bearish
10 Feb (63.1667%)
Bearish
10 Feb (67.5347%)
Bearish (>-0)
10 Feb (34.8485%)
Bullish (>0.24)
10 Feb (49.2701%)
JS8
$1.51-0.0209 Feb
Bullish
10 Feb (40.0000%)
Bullish
10 Feb (50.2370%)
Bullish
10 Feb (60.4278%)
Bullish (>0.04)
10 Feb (37.8641%)
Bullish (>0.03)
10 Feb (35.4545%)
MC0
$2.00+0.0009 Feb
Bearish
10 Feb (45.1064%)
Bearish
10 Feb (54.9828%)
Bearish
10 Feb (59.7786%)
Bearish
10 Feb (68.4746%)
Bearish
10 Feb (70.1639%)
Bearish (>-0)
10 Feb (36.5385%)
Bearish (>0.03)
10 Feb (42.1053%)
F34
$5.70-0.0109 Feb
Bearish
10 Feb (47.4641%)
Bearish
10 Feb (54.4474%)
Bearish
10 Feb (62.6642%)
Bullish
10 Feb (72.8129%)
Bearish
10 Feb (70.3774%)
O32
$2.72-0.0409 Feb
Bearish
10 Feb (40.4092%)
Bullish
10 Feb (57.2890%)
Bearish
10 Feb (58.8542%)
Bearish
10 Feb (65.3491%)
Bullish
10 Feb (69.2037%)
F10
$0.36+0.0009 Feb
Bearish
10 Feb (69.8675%)
5IG
$0.33+0.0009 Feb
Bullish
10 Feb (40.3183%)
Bearish
10 Feb (68.7225%)
5IM
$0.15-0.0109 Feb
Bullish (>0.01)
10 Feb (65.1163%)
600
$1.50-0.0109 Feb
Bullish
10 Feb (49.3808%)
Bullish
10 Feb (56.2410%)
Bearish
10 Feb (68.3114%)
Bearish
10 Feb (71.5385%)
Bearish (>-0)
10 Feb (37.8571%)
Z59
$0.46-0.0309 Feb
Bullish
10 Feb (67.1968%)
Bullish
10 Feb (69.5312%)
Bullish
10 Feb (73.0496%)
Bullish
10 Feb (74.7795%)
Bullish
10 Feb (78.1411%)
Bullish (>0.02)
10 Feb (66.1765%)
Bearish (>0.01)
10 Feb (59.8131%)
558
$0.50-0.0109 Feb
Bearish
10 Feb (61.6175%)
Bearish
10 Feb (64.7278%)
M1P
$0.77+0.0109 Feb
Bearish
10 Feb (45.6790%)
Bearish
10 Feb (50.0000%)
Bearish
10 Feb (67.8112%)
Bearish
10 Feb (74.2188%)
Bearish
10 Feb (72.9242%)
5GJ
$0.38+0.0109 Feb
Bearish (>-0)
10 Feb (50.0888%)
B20
$1.55-0.0909 Feb
Bullish
10 Feb (53.6585%)
Bearish
10 Feb (58.0460%)
Bullish (>0.03)
10 Feb (33.0827%)
Bullish (>0.02)
10 Feb (38.5593%)
B69
$0.38-0.0109 Feb
Bullish
10 Feb (46.5116%)
Bullish
10 Feb (59.2058%)
Bullish
10 Feb (66.8224%)
Bullish
10 Feb (75.6082%)
Bullish (>0.02)
10 Feb (52.1341%)
G92
$1.21+0.0109 Feb
Bearish
10 Feb (41.8535%)
Bearish
10 Feb (54.8406%)
Bearish
10 Feb (61.9625%)
Bearish
10 Feb (70.6388%)
K2N
$1.08+0.0709 Feb
Bearish
10 Feb (43.4783%)
Bullish
10 Feb (49.6732%)
Bearish
10 Feb (66.4921%)
Bearish
10 Feb (67.9144%)
Bearish
10 Feb (71.1957%)
Bullish (>0.04)
10 Feb (34.3284%)
Bearish (>0.03)
10 Feb (44.4444%)
C29
$0.46+0.0209 Feb
Bullish
10 Feb (51.0638%)
Bullish
10 Feb (70.7889%)
Bearish
10 Feb (72.6606%)
Bearish (>0.01)
10 Feb (62.7675%)
5ME
$0.82+0.0109 Feb
Bearish
10 Feb (34.7003%)
Bearish
10 Feb (45.5959%)
Bearish
10 Feb (65.6205%)
Bearish
10 Feb (70.6223%)
5DN
$1.20+0.0309 Feb
Bearish
10 Feb (40.1753%)
Bearish
10 Feb (56.2681%)
Bearish
10 Feb (62.1444%)
Bearish
10 Feb (66.6667%)
Bearish
10 Feb (70.2647%)
Bearish (>-0)
10 Feb (37.2771%)
Bearish (>0.05)
10 Feb (62.0072%)
EB5
$1.81-0.0209 Feb
Bearish
10 Feb (43.1703%)
Bearish
10 Feb (51.4502%)
Bearish
10 Feb (58.6599%)
Bearish
10 Feb (65.0386%)
Bearish
10 Feb (70.1571%)
Bullish (>0.04)
10 Feb (45.0704%)
Bearish (>0.02)
10 Feb (46.0674%)
H22
$2.16+0.0609 Feb
Bearish
10 Feb (45.6940%)
Bearish
10 Feb (57.2529%)
Bearish
10 Feb (65.1163%)
Bullish
10 Feb (69.0334%)
Bullish (>0.06)
10 Feb (41.9401%)
Bearish (>0.04)
10 Feb (64.1068%)
J36
$52.77-0.4509 Feb
Bullish
10 Feb (55.1628%)
Bearish
10 Feb (58.3187%)
Bearish
10 Feb (62.3377%)
Bearish
10 Feb (65.2720%)
Bullish
10 Feb (71.2921%)
Bullish (>0.7)
10 Feb (42.3567%)
Bullish (>0.5)
10 Feb (46.9925%)
J37
$31.44-0.4109 Feb
Bearish
10 Feb (51.2627%)
Bullish
10 Feb (60.6452%)
Bearish
10 Feb (63.3703%)
Bullish
10 Feb (67.4089%)
Bearish
10 Feb (69.1188%)
Bullish (>0.34)
10 Feb (48.8152%)
Bearish (>0.2)
10 Feb (57.8199%)
K17
$3.05+0.0209 Feb
Bearish
10 Feb (50.0000%)
Bearish
10 Feb (67.0034%)
Bearish
10 Feb (73.7071%)
Bearish
10 Feb (76.0730%)
B2F
$2.45+0.0209 Feb
Bullish
10 Feb (48.1308%)
Bearish
10 Feb (54.2066%)
Bearish
10 Feb (61.0066%)
Bearish (>-0)
10 Feb (40.9836%)
MV4
$0.60-0.0309 Feb
Bearish
10 Feb (35.3982%)
Bearish
10 Feb (60.4878%)
Bearish
10 Feb (71.0425%)
Bearish
10 Feb (72.2022%)
Bullish (>0.03)
10 Feb (24.5283%)
Bearish (>0.02)
10 Feb (48.4211%)
5EN
$0.42-0.0109 Feb
Bullish
10 Feb (63.3682%)
Bearish
10 Feb (65.1418%)
Bearish
10 Feb (70.2703%)
O23
$1.24-0.0309 Feb
Bearish
10 Feb (53.0139%)
Bearish
10 Feb (64.5549%)
Bullish
10 Feb (74.5823%)
Bearish (>0.02)
10 Feb (54.3235%)
P11
$0.24-0.0109 Feb
Bearish (>-0)
10 Feb (50.5155%)
Bullish (>0.01)
10 Feb (59.6154%)
O9E
$1.53+0.0109 Feb
Bearish
10 Feb (50.0000%)
Bearish
10 Feb (64.7059%)
Bearish
10 Feb (60.0000%)
IX2
$0.84-0.0109 Feb
Bearish
10 Feb (35.2000%)
Bearish
10 Feb (50.0000%)
Bullish
10 Feb (61.1670%)
Bearish
10 Feb (73.9130%)
Bullish (>0.03)
10 Feb (33.0275%)
Bullish (>0.02)
10 Feb (38.0531%)
L6T
$0.38-0.0109 Feb
Bullish
10 Feb (82.5306%)
Bullish
10 Feb (83.2111%)
P05
$0.69+0.0109 Feb
Bearish
10 Feb (43.0872%)
Bearish
10 Feb (71.3697%)
NR7
$0.50-0.0209 Feb
Bearish
10 Feb (54.9763%)
Bearish
10 Feb (60.3352%)
Bearish
10 Feb (69.0370%)
S58
$2.37+0.0109 Feb
Bullish
10 Feb (40.5731%)
Bearish
10 Feb (54.7200%)
Bearish
10 Feb (57.5517%)
Bearish
10 Feb (61.9551%)
Bearish (>0.03)
10 Feb (38.8889%)
S08
$0.98-0.0109 Feb
OV8
$0.50+0.0209 Feb
Bullish
10 Feb (51.6129%)
Bearish
10 Feb (64.5161%)
Bearish
10 Feb (73.4694%)
Bullish (>0.02)
10 Feb (59.2593%)
Bearish (>0.01)
10 Feb (56.2500%)
S53
$1.73-0.0109 Feb
Bullish
10 Feb (47.4359%)
Bearish
10 Feb (48.1622%)
Bullish
10 Feb (56.0000%)
Bullish
10 Feb (62.4621%)
S24
$0.56+0.0009 Feb
Bearish
10 Feb (41.8265%)
Bullish
10 Feb (59.8964%)
Bullish
10 Feb (64.0000%)
A7S
$0.56+0.0009 Feb
Bearish
10 Feb (51.5050%)
Bullish
10 Feb (55.6522%)
Bearish
10 Feb (65.8487%)
Bearish
10 Feb (72.6930%)
Bullish (>0.02)
10 Feb (38.9549%)
T03
$0.88+0.0009 Feb
Bullish
10 Feb (42.2583%)
Bullish
10 Feb (67.5279%)
Y92
$0.30+0.0109 Feb
Bearish
10 Feb (40.0000%)
Bearish (>-0)
10 Feb (68.5841%)
Bearish (>-0)
10 Feb (60.6870%)
J7X
$0.76+0.0309 Feb
Bullish
10 Feb (40.5594%)
Bullish
10 Feb (53.3808%)
Bearish
10 Feb (62.2120%)
Bearish
10 Feb (71.1019%)
Bearish (>-0)
10 Feb (30.0654%)
Bearish (>0.03)
10 Feb (57.6471%)
T24
$0.32+0.0109 Feb
Bullish (>0.01)
10 Feb (47.9691%)
U10
$1.65+0.0009 Feb
Bullish
10 Feb (43.9024%)
Bullish
10 Feb (51.7937%)
Bearish
10 Feb (64.9706%)
Bullish
10 Feb (67.3806%)
Bearish
10 Feb (72.9940%)
U14
$4.66-0.0809 Feb
Bearish
10 Feb (50.0644%)
Bullish
10 Feb (56.4128%)
Bullish
10 Feb (60.9023%)
Bearish
10 Feb (67.8910%)
Bearish
10 Feb (70.8876%)
Bearish (>-0)
10 Feb (31.0030%)
C3T
$0.20+0.0109 Feb
Bearish
10 Feb (41.1765%)
Bearish
10 Feb (52.4675%)
Bearish
10 Feb (69.4545%)
Bearish (>-0)
10 Feb (39.7626%)
U04
$2.23+0.0209 Feb
Bullish
10 Feb (55.3120%)
Bearish
10 Feb (63.7588%)
Bearish
10 Feb (71.4197%)
Bullish
10 Feb (71.1982%)
Bullish (>0.02)
10 Feb (49.3469%)
U19
$0.38-0.0109 Feb
Bearish
10 Feb (42.0108%)
Bullish
10 Feb (65.8135%)
Bullish (>0.01)
10 Feb (60.6205%)
V03
$7.66+0.2109 Feb
Bullish
10 Feb (52.2189%)
Bearish
10 Feb (54.4065%)
Bullish
10 Feb (66.4093%)
Bullish
10 Feb (69.1489%)
Bullish
10 Feb (70.0465%)
Bullish (>0.2)
10 Feb (43.2990%)
W05
$1.28-0.0109 Feb
Bearish
10 Feb (44.9594%)
Bearish
10 Feb (53.7657%)
Bullish
10 Feb (62.4260%)
Bearish
10 Feb (65.8695%)
Bearish
10 Feb (69.9533%)
Bearish (>-0)
10 Feb (33.1754%)
Bullish (>0.03)
10 Feb (47.3077%)
BS6
$1.30+0.0409 Feb
Bearish
10 Feb (42.7128%)
Bearish
10 Feb (51.2290%)
Bullish
10 Feb (57.6628%)
Bullish
10 Feb (65.1751%)
Bearish
10 Feb (74.7368%)
Bearish (>-0)
10 Feb (41.1594%)
Bearish (>0.03)
10 Feb (56.0647%)
Z25
$1.32+0.0409 Feb
Bearish
10 Feb (46.9579%)
Bearish
10 Feb (57.2093%)
Bearish
10 Feb (58.9595%)
Bearish
10 Feb (66.0106%)
Bearish
10 Feb (69.6578%)
Bearish (>-0)
10 Feb (32.0792%)
Bearish (>0.05)
10 Feb (59.7260%)
5DM
$0.39-0.0209 Feb
Bullish
10 Feb (71.6258%)
Bearish
10 Feb (61.6043%)
Bearish
10 Feb (70.0291%)
Bearish
10 Feb (71.5084%)
Bearish (>0.01)
10 Feb (60.0484%)
Y02
$0.26+0.0109 Feb
Bearish
10 Feb (55.2995%)
Bearish (>0.01)
10 Feb (57.9560%)
AJ1
$2.36-0.0709 Feb
Bearish
10 Feb (43.7438%)
Bearish
10 Feb (54.6521%)
Bullish
10 Feb (66.8635%)
Bearish
10 Feb (68.2828%)
Bullish
10 Feb (74.5494%)
Bearish (>-0)
10 Feb (25.4473%)
J85
$1.68+0.0309 Feb
Bearish
10 Feb (44.9367%)
Bearish
10 Feb (57.7586%)
Bullish
10 Feb (61.7774%)
Bearish
10 Feb (67.6660%)
Bearish
10 Feb (74.4875%)
Bearish (>-0)
10 Feb (32.7416%)
Bearish (>0.03)
10 Feb (55.1020%)

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