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

Tuesday, February 14, 2012

Feb 16, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.68+0.0814 Feb
Bullish
15 Feb (50.1876%)
Bearish
15 Feb (55.2724%)
Bearish
15 Feb (58.0645%)
Bearish
15 Feb (65.3482%)
Bearish
15 Feb (65.9294%)
Bearish (>-0)
15 Feb (30.1565%)
Bullish (>0.26)
15 Feb (42.9338%)
G13
$1.70-0.0014 Feb
Bearish
15 Feb (35.8382%)
Bearish
15 Feb (49.8423%)
Bearish
15 Feb (61.3260%)
Bullish
15 Feb (65.8845%)
Bullish
15 Feb (68.7047%)
Bearish (>-0)
15 Feb (59.6639%)
Bearish (>0.01)
15 Feb (55.0933%)
C31
$2.90+0.0014 Feb
Bearish
15 Feb (45.0065%)
Bearish
15 Feb (53.7143%)
Bearish
15 Feb (61.7831%)
Bullish
15 Feb (68.6901%)
Bearish
15 Feb (68.8822%)
Bearish (>-0)
15 Feb (30.6477%)
Bearish (>0.07)
15 Feb (64.3917%)
C38U
$1.75+0.0213 Feb
Bullish
14 Feb (48.1511%)
Bearish
14 Feb (61.5730%)
Bearish
14 Feb (69.3191%)
Bearish
14 Feb (76.1905%)
Bearish (>0.03)
14 Feb (65.2252%)
C09
$10.77-0.0714 Feb
Bearish
15 Feb (49.9542%)
Bearish
15 Feb (56.9703%)
Bearish
15 Feb (58.6252%)
Bearish
15 Feb (66.6972%)
Bearish
15 Feb (65.9838%)
Bearish (>-0)
15 Feb (28.5714%)
C52
$1.49+0.0114 Feb
Bearish
15 Feb (46.8606%)
Bearish
15 Feb (50.1802%)
Bearish
15 Feb (58.6488%)
Bearish
15 Feb (62.7697%)
Bearish
15 Feb (65.7289%)
F83
$1.27+0.0114 Feb
Bearish
15 Feb (55.4545%)
Bearish
15 Feb (63.1016%)
Bullish
15 Feb (66.6189%)
Bearish
15 Feb (72.1980%)
Bearish (>-0)
15 Feb (32.5000%)
F99
$6.45+0.0014 Feb
Bearish
15 Feb (48.3839%)
Bearish
15 Feb (56.2448%)
Bearish
15 Feb (59.0476%)
Bearish
15 Feb (64.0553%)
Bearish
15 Feb (65.6357%)
Bearish (>0.09)
15 Feb (50.7614%)
E5H
$0.77+0.0014 Feb
Bullish
15 Feb (44.1501%)
Bearish
15 Feb (60.2941%)
Bullish (>0.02)
15 Feb (44.9664%)
H78
$5.54+0.1214 Feb
Bullish
15 Feb (48.3698%)
Bearish
15 Feb (53.7859%)
Bearish
15 Feb (63.9870%)
Bullish
15 Feb (65.4427%)
Bearish
15 Feb (68.2429%)
Bullish (>0.12)
15 Feb (36.4602%)
C07
$50.30+1.1014 Feb
Bullish
15 Feb (50.9949%)
Bullish
15 Feb (69.8523%)
Bullish (>0.54)
15 Feb (45.9770%)
BN4
$10.92+0.0014 Feb
Bearish
15 Feb (46.3303%)
Bearish
15 Feb (60.2439%)
Bullish
15 Feb (60.3135%)
Bearish
15 Feb (71.8853%)
Bullish
15 Feb (69.3083%)
Bullish (>0.28)
15 Feb (42.5532%)
Bullish (>0.2)
15 Feb (32.9204%)
N03
$1.42+0.0014 Feb
Bearish
15 Feb (46.1458%)
Bearish
15 Feb (53.8703%)
Bullish
15 Feb (63.1433%)
Bearish
15 Feb (64.5753%)
Bearish
15 Feb (65.2361%)
Bearish (>-0)
15 Feb (29.4118%)
N21
$1.48+0.0214 Feb
Bearish
15 Feb (43.6129%)
Bearish
15 Feb (51.6974%)
Bearish
15 Feb (56.7234%)
Bearish
15 Feb (61.8026%)
Bearish
15 Feb (64.4015%)
Bearish (>-0)
15 Feb (29.3103%)
Bearish (>0.05)
15 Feb (56.7108%)
O39
$8.78-0.0814 Feb
Bullish
15 Feb (52.1916%)
Bearish
15 Feb (55.3209%)
Bullish
15 Feb (65.1508%)
Bearish
15 Feb (62.5056%)
Bearish
15 Feb (65.8363%)
U96
$5.04+0.0614 Feb
Bearish
15 Feb (43.7370%)
Bearish
15 Feb (52.1155%)
Bearish
15 Feb (62.9327%)
Bearish
15 Feb (65.7652%)
Bullish
15 Feb (69.8823%)
Bearish (>-0)
15 Feb (38.2682%)
Bearish (>0.05)
15 Feb (61.6959%)
S51
$5.23+0.0714 Feb
Bearish
15 Feb (44.7236%)
Bearish
15 Feb (56.3356%)
Bearish
15 Feb (62.5874%)
Bearish
15 Feb (69.8772%)
Bearish
15 Feb (69.7183%)
Bearish (>-0)
15 Feb (27.4914%)
S59
$3.76+0.0514 Feb
Bearish
15 Feb (44.0104%)
Bearish
15 Feb (52.7042%)
Bullish
15 Feb (63.4191%)
Bearish
15 Feb (64.5441%)
Bearish
15 Feb (68.3889%)
Bearish (>-0)
15 Feb (37.6738%)
Bearish (>0.04)
15 Feb (47.7295%)
C6L
$10.94+0.0214 Feb
Bearish
15 Feb (48.9594%)
Bullish
15 Feb (60.3634%)
Bearish
15 Feb (59.3741%)
Bearish
15 Feb (63.5314%)
Bullish
15 Feb (69.9851%)
Bearish (>-0)
15 Feb (27.9126%)
Z74
$3.10-0.0314 Feb
Bullish
15 Feb (44.7581%)
Bullish
15 Feb (54.2184%)
Bearish
15 Feb (58.0830%)
Bullish
15 Feb (63.3632%)
Bearish
15 Feb (66.0846%)
Bullish (>0.05)
15 Feb (43.2143%)
S68
$7.23-0.0414 Feb
Bearish
15 Feb (46.9407%)
Bearish
15 Feb (54.2257%)
Bullish
15 Feb (66.1532%)
Bearish
15 Feb (65.9384%)
Bearish
15 Feb (67.7940%)
Bearish (>-0)
15 Feb (33.7922%)
Bearish (>0.08)
15 Feb (65.1786%)
T39
$3.70+0.0014 Feb
Bearish
15 Feb (40.5104%)
Bearish
15 Feb (50.5435%)
Bearish
15 Feb (58.3391%)
Bearish
15 Feb (59.8406%)
CC3
$2.88-0.0114 Feb
Bearish
15 Feb (46.6602%)
Bearish
15 Feb (53.6543%)
Bearish
15 Feb (63.1880%)
Bearish
15 Feb (67.4598%)
S63
$3.00+0.0014 Feb
Bearish
15 Feb (44.8892%)
Bearish
15 Feb (55.7754%)
Bearish
15 Feb (62.1504%)
Bearish
15 Feb (65.7319%)
Bearish
15 Feb (66.7038%)
Bearish (>-0)
15 Feb (38.7917%)
MS7
$1.54+0.0814 Feb
Bearish
15 Feb (42.7586%)
Bearish
15 Feb (56.1404%)
Bullish
15 Feb (62.6335%)
Bearish
15 Feb (70.7182%)
Bearish
15 Feb (76.0870%)
Bearish (>0.03)
15 Feb (60.7595%)
AK3
$0.77+0.0114 Feb
Bullish
15 Feb (48.9862%)
Bullish
15 Feb (53.7170%)
Bullish
15 Feb (58.9357%)
Bullish
15 Feb (64.9289%)
Bullish
15 Feb (67.0245%)
Bullish (>0.04)
15 Feb (52.1905%)
U11
$17.61+0.0614 Feb
Bullish
15 Feb (52.5362%)
Bearish
15 Feb (57.3722%)
Bullish
15 Feb (65.1568%)
Bullish
15 Feb (68.2006%)
Bullish
15 Feb (71.9041%)
Bullish (>0.3)
15 Feb (42.4102%)
Bullish (>0.24)
15 Feb (49.2701%)
JS8
$1.50-0.0114 Feb
Bullish
15 Feb (40.0000%)
Bearish
15 Feb (66.0508%)
Bullish
15 Feb (60.4278%)
Bullish
15 Feb (65.1852%)
Bearish (>0.04)
15 Feb (54.3689%)
MC0
$1.98-0.0114 Feb
Bearish
15 Feb (54.9828%)
Bearish
15 Feb (59.7786%)
Bearish
15 Feb (68.4746%)
Bearish
15 Feb (70.1639%)
Bearish (>-0)
15 Feb (36.5385%)
F34
$5.79+0.0814 Feb
Bullish
15 Feb (54.2980%)
Bullish
15 Feb (61.5927%)
Bullish
15 Feb (66.9333%)
Bullish
15 Feb (72.8129%)
Bearish
15 Feb (70.3774%)
O32
$2.61+0.0114 Feb
Bullish
15 Feb (47.8357%)
Bearish
15 Feb (53.9661%)
Bullish
15 Feb (62.8571%)
Bearish
15 Feb (65.3491%)
Bearish
15 Feb (64.8221%)
Bullish (>0.08)
15 Feb (43.0851%)
Bearish (>0.06)
15 Feb (60.9808%)
F10
$0.34-0.0114 Feb
Bearish (>-0)
15 Feb (54.5994%)
Bullish (>0.01)
15 Feb (53.7594%)
5IG
$0.32-0.0114 Feb
Bearish (>-0)
15 Feb (79.4030%)
5IM
$0.15+0.0014 Feb
Bullish (>0.01)
15 Feb (65.1163%)
Bearish (>0.01)
15 Feb (63.2293%)
600
$1.46-0.0114 Feb
Bearish
15 Feb (52.7197%)
Bullish
15 Feb (67.7781%)
Z59
$0.46-0.0114 Feb
Bullish
15 Feb (67.1968%)
Bullish
15 Feb (73.0496%)
Bearish
15 Feb (71.5596%)
Bearish (>-0)
15 Feb (56.5321%)
Bullish (>0.01)
15 Feb (64.3016%)
558
$0.48+0.0014 Feb
Bearish (>0.01)
15 Feb (54.5665%)
M1P
$0.74-0.0214 Feb
Bearish
15 Feb (45.6790%)
Bearish
15 Feb (50.0000%)
Bearish
15 Feb (67.8112%)
Bearish
15 Feb (74.2188%)
Bearish
15 Feb (72.9242%)
Bearish (>-0)
15 Feb (31.8841%)
Bearish (>0.02)
15 Feb (57.5342%)
5GJ
$0.41+0.0014 Feb
Bullish
15 Feb (53.3724%)
Bullish
15 Feb (60.1990%)
Bullish
15 Feb (66.9834%)
Bearish
15 Feb (70.6587%)
B20
$1.50-0.0114 Feb
Bullish
15 Feb (38.8715%)
Bullish
15 Feb (53.6585%)
Bearish
15 Feb (58.0460%)
Bullish
15 Feb (67.3637%)
Bearish
15 Feb (64.4876%)
Bullish (>0.03)
15 Feb (33.0827%)
Bullish (>0.02)
15 Feb (38.5593%)
B69
$0.41+0.0114 Feb
Bullish
15 Feb (59.2058%)
Bullish
15 Feb (66.8224%)
Bullish
15 Feb (75.6082%)
Bullish (>0.03)
15 Feb (51.0638%)
Bullish (>0.02)
15 Feb (52.1341%)
G92
$1.19+0.0014 Feb
Bullish
15 Feb (49.6432%)
Bearish
15 Feb (54.8406%)
Bearish
15 Feb (61.9625%)
Bearish
15 Feb (67.8967%)
Bearish
15 Feb (70.6388%)
K2N
$1.05+0.0514 Feb
Bullish
15 Feb (43.9759%)
Bearish
15 Feb (53.3693%)
Bearish
15 Feb (66.4921%)
Bearish
15 Feb (67.9144%)
Bullish (>0.04)
15 Feb (34.3284%)
Bearish (>0.03)
15 Feb (44.4444%)
C29
$0.46-0.0114 Feb
Bearish
15 Feb (45.6274%)
Bearish
15 Feb (63.8404%)
Bullish
15 Feb (79.0076%)
5ME
$0.86-0.0114 Feb
Bearish
15 Feb (34.7003%)
Bearish
15 Feb (45.5959%)
Bearish
15 Feb (65.6205%)
Bearish
15 Feb (70.6223%)
Bearish (>-0)
15 Feb (50.6329%)
Bearish (>0.02)
15 Feb (51.3158%)
5DN
$1.28+0.0614 Feb
Bearish
15 Feb (40.1753%)
Bearish
15 Feb (56.2681%)
Bearish
15 Feb (62.1444%)
Bearish
15 Feb (66.6667%)
Bearish
15 Feb (70.2647%)
Bearish (>-0)
15 Feb (37.2771%)
EB5
$1.82+0.0014 Feb
Bearish
15 Feb (43.1703%)
Bearish
15 Feb (51.4502%)
Bearish
15 Feb (58.6599%)
Bearish
15 Feb (65.0386%)
Bearish
15 Feb (70.1571%)
Bearish (>-0)
15 Feb (43.8871%)
Bearish (>0.02)
15 Feb (46.0674%)
H22
$2.10-0.0214 Feb
Bearish
15 Feb (45.6940%)
Bearish
15 Feb (57.2529%)
Bearish
15 Feb (65.1163%)
Bearish
15 Feb (71.5496%)
Bearish
15 Feb (76.2972%)
Bullish (>0.04)
15 Feb (40.8813%)
J36
$51.88+0.8614 Feb
Bearish
15 Feb (53.6415%)
Bearish
15 Feb (58.3187%)
Bearish
15 Feb (62.3377%)
Bearish
15 Feb (65.2720%)
Bearish
15 Feb (66.3312%)
Bearish (>0.05)
15 Feb (31.5232%)
Bullish (>0.5)
15 Feb (46.9925%)
J37
$30.72-0.1414 Feb
Bearish
15 Feb (51.2627%)
Bearish
15 Feb (58.9686%)
Bearish
15 Feb (63.3703%)
Bullish
15 Feb (67.4089%)
Bearish
15 Feb (69.1188%)
Bullish (>0.34)
15 Feb (48.8152%)
Bearish (>0.2)
15 Feb (57.8199%)
K17
$3.02-0.0214 Feb
Bearish
15 Feb (50.0000%)
Bearish
15 Feb (58.9499%)
Bullish
15 Feb (63.8628%)
Bullish
15 Feb (68.3645%)
Bearish
15 Feb (76.0730%)
Bearish (>-0)
15 Feb (27.2127%)
B2F
$2.44+0.0114 Feb
Bearish
15 Feb (46.2141%)
Bearish
15 Feb (54.2066%)
Bullish
15 Feb (66.0996%)
Bullish
15 Feb (69.6449%)
MV4
$0.59+0.0014 Feb
Bearish
15 Feb (35.3982%)
Bearish
15 Feb (60.4878%)
Bearish
15 Feb (71.0425%)
Bearish (>-0)
15 Feb (17.6471%)
Bearish (>0.02)
15 Feb (48.4211%)
5EN
$0.40+0.0014 Feb
Bearish
15 Feb (62.1714%)
Bearish
15 Feb (65.1418%)
Bearish
15 Feb (70.2703%)
O23
$1.20-0.0314 Feb
Bearish
15 Feb (41.4286%)
Bullish
15 Feb (57.1657%)
Bearish
15 Feb (59.0751%)
Bearish
15 Feb (64.5549%)
Bullish
15 Feb (74.5823%)
Bearish (>-0)
15 Feb (51.6402%)
Bearish (>0.02)
15 Feb (54.3235%)
P11
$0.26+0.0114 Feb
Bullish (>0.01)
15 Feb (51.4970%)
Bullish (>0.01)
15 Feb (59.6154%)
O9E
$1.52+0.0614 Feb
Bearish
15 Feb (50.0000%)
Bearish
15 Feb (64.7059%)
Bearish
15 Feb (60.0000%)
IX2
$0.77-0.0214 Feb
Bearish
15 Feb (63.3540%)
Bearish
15 Feb (73.9130%)
Bullish (>0.02)
15 Feb (38.0531%)
L6T
$0.44+0.0114 Feb
Bullish
15 Feb (75.2858%)
Bearish
15 Feb (57.7540%)
Bullish
15 Feb (79.7819%)
Bullish
15 Feb (82.5306%)
Bearish (>0.01)
15 Feb (70.6436%)
P05
$0.65-0.0214 Feb
Bearish
15 Feb (55.9531%)
Bearish
15 Feb (71.3697%)
NR7
$0.53+0.0314 Feb
Bearish
15 Feb (39.1144%)
Bearish
15 Feb (54.9763%)
Bullish
15 Feb (58.9474%)
Bearish
15 Feb (69.4400%)
Bearish
15 Feb (69.0370%)
Bearish (>0.02)
15 Feb (51.1041%)
S58
$2.46+0.0314 Feb
Bullish
15 Feb (40.5731%)
Bearish
15 Feb (50.7740%)
Bearish
15 Feb (54.7200%)
Bearish
15 Feb (57.5517%)
Bearish
15 Feb (61.9551%)
Bullish (>0.04)
15 Feb (36.0360%)
Bearish (>0.03)
15 Feb (38.8889%)
S08
$0.96+0.0114 Feb
OV8
$0.50-0.0114 Feb
Bearish
15 Feb (41.6667%)
Bearish
15 Feb (64.5161%)
Bearish
15 Feb (73.4694%)
Bearish (>0.01)
15 Feb (56.2500%)
S53
$1.74-0.0014 Feb
Bullish
15 Feb (47.4359%)
Bearish
15 Feb (48.1622%)
Bullish
15 Feb (62.4621%)
S24
$0.56+0.0114 Feb
Bearish
15 Feb (41.8265%)
Bullish
15 Feb (48.0319%)
Bearish
15 Feb (70.3155%)
Bearish
15 Feb (72.5466%)
Bullish (>0.04)
15 Feb (37.5139%)
A7S
$0.54-0.0114 Feb
Bullish
15 Feb (39.9317%)
Bearish
15 Feb (59.7260%)
Bullish
15 Feb (58.6260%)
Bearish
15 Feb (72.6930%)
T03
$0.90+0.0214 Feb
Bullish
15 Feb (54.1063%)
Bullish
15 Feb (67.5279%)
Y92
$0.30-0.0114 Feb
J7X
$0.80-0.0114 Feb
Bearish
15 Feb (40.7311%)
Bearish
15 Feb (54.3779%)
Bullish
15 Feb (60.8696%)
Bearish
15 Feb (65.6587%)
Bearish
15 Feb (71.1019%)
Bearish (>-0)
15 Feb (30.0654%)
Bearish (>0.03)
15 Feb (57.6471%)
T24
$0.30-0.0114 Feb
Bearish
15 Feb (58.4416%)
U10
$1.66+0.0114 Feb
Bullish
15 Feb (43.9024%)
Bullish
15 Feb (51.7937%)
Bearish
15 Feb (64.9706%)
Bullish
15 Feb (67.3806%)
Bearish
15 Feb (72.9940%)
Bearish (>-0)
15 Feb (41.2281%)
U14
$4.74+0.0414 Feb
Bearish
15 Feb (50.0644%)
Bullish
15 Feb (56.4128%)
Bearish
15 Feb (63.4204%)
Bearish
15 Feb (67.8910%)
Bearish
15 Feb (70.8876%)
Bearish (>-0)
15 Feb (31.0030%)
C3T
$0.20-0.0114 Feb
Bearish
15 Feb (64.8649%)
Bearish
15 Feb (72.6003%)
U04
$2.23-0.0114 Feb
Bullish
15 Feb (41.4587%)
Bearish
15 Feb (60.6713%)
Bullish
15 Feb (62.3256%)
Bearish
15 Feb (71.4197%)
Bullish
15 Feb (71.1982%)
Bullish (>0.02)
15 Feb (49.3469%)
U19
$0.36-0.0114 Feb
Bearish
15 Feb (42.0108%)
Bullish
15 Feb (65.8135%)
Bullish
15 Feb (70.6052%)
Bullish (>0.01)
15 Feb (60.6205%)
V03
$7.85-0.0214 Feb
Bearish
15 Feb (47.9240%)
Bearish
15 Feb (54.4065%)
Bearish
15 Feb (64.5985%)
Bearish
15 Feb (66.4052%)
Bullish
15 Feb (70.0465%)
W05
$1.32+0.0414 Feb
Bearish
15 Feb (53.7657%)
Bullish
15 Feb (62.4260%)
Bearish
15 Feb (65.8695%)
Bearish
15 Feb (69.9533%)
Bearish (>-0)
15 Feb (33.1754%)
BS6
$1.30+0.0314 Feb
Bullish
15 Feb (47.6008%)
Bearish
15 Feb (51.2290%)
Bullish
15 Feb (57.6628%)
Bullish
15 Feb (65.1751%)
Bullish
15 Feb (71.2909%)
Bullish (>0.05)
15 Feb (47.4777%)
Bearish (>0.03)
15 Feb (56.0647%)
Z25
$1.32+0.0414 Feb
Bearish
15 Feb (46.9579%)
Bullish
15 Feb (56.4246%)
Bearish
15 Feb (58.9595%)
Bearish
15 Feb (66.0106%)
Bearish
15 Feb (69.6578%)
Bearish (>-0)
15 Feb (32.0792%)
Bearish (>0.05)
15 Feb (59.7260%)
5DM
$0.38+0.0114 Feb
Bearish
15 Feb (43.6879%)
Bearish
15 Feb (61.6043%)
Bearish
15 Feb (71.5084%)
Bearish (>-0)
15 Feb (55.1913%)
Bearish (>0.01)
15 Feb (60.0484%)
Y02
$0.24-0.0114 Feb
Bearish
15 Feb (63.0372%)
Bearish (>0.01)
15 Feb (57.9560%)
AJ1
$2.34+0.0514 Feb
Bearish
15 Feb (43.7438%)
Bullish
15 Feb (59.8651%)
Bullish
15 Feb (66.8635%)
Bearish
15 Feb (68.2828%)
Bearish
15 Feb (71.9397%)
Bearish (>-0)
15 Feb (25.4473%)
J85
$1.70+0.0313 Feb
Bearish
15 Feb (44.9367%)
Bullish
15 Feb (56.8345%)
Bearish
15 Feb (64.4592%)
Bullish
15 Feb (66.5037%)
Bullish
15 Feb (68.0062%)
Bearish (>-0)
15 Feb (32.7416%)
Bearish (>0.03)
15 Feb (55.1020%)

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