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

Wednesday, February 15, 2012

Feb 17, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.83+0.1515 Feb
Bullish
16 Feb (50.1876%)
Bearish
16 Feb (55.2724%)
Bearish
16 Feb (58.0645%)
Bearish
16 Feb (65.3482%)
Bullish
16 Feb (71.9496%)
Bearish (>-0)
16 Feb (30.1565%)
Bearish (>0.25)
16 Feb (54.3276%)
G13
$1.70+0.0115 Feb
Bearish
16 Feb (35.8382%)
Bullish
16 Feb (51.1579%)
Bearish
16 Feb (61.3260%)
Bullish
16 Feb (65.8845%)
Bullish
16 Feb (68.7047%)
Bullish (>0.03)
16 Feb (48.9011%)
Bearish (>0.01)
16 Feb (55.0933%)
C31
$2.91+0.0115 Feb
Bearish
16 Feb (45.0065%)
Bullish
16 Feb (56.6624%)
Bearish
16 Feb (61.7831%)
Bearish
16 Feb (67.5947%)
Bearish
16 Feb (68.8822%)
C38U
$1.75+0.0014 Feb
Bullish
15 Feb (48.1511%)
Bullish
15 Feb (55.7929%)
Bullish
15 Feb (60.6168%)
Bearish
15 Feb (69.3191%)
C09
$10.94+0.1715 Feb
Bearish
16 Feb (49.9542%)
Bearish
16 Feb (56.9703%)
Bullish
16 Feb (59.7109%)
Bearish
16 Feb (66.6972%)
Bearish
16 Feb (65.9838%)
Bearish (>-0)
16 Feb (28.5714%)
C52
$1.48-0.0015 Feb
Bearish
16 Feb (46.8606%)
Bullish
16 Feb (52.4887%)
Bearish
16 Feb (58.6488%)
Bullish
16 Feb (60.8200%)
Bearish
16 Feb (65.7289%)
F83
$1.30+0.0215 Feb
Bearish
16 Feb (45.0771%)
Bullish
16 Feb (54.1927%)
Bullish
16 Feb (62.2394%)
Bearish
16 Feb (69.1321%)
Bearish
16 Feb (72.1980%)
Bearish (>-0)
16 Feb (32.5000%)
F99
$6.36-0.0915 Feb
Bullish
16 Feb (50.0649%)
Bullish
16 Feb (58.3219%)
Bearish
16 Feb (59.0476%)
Bearish
16 Feb (64.0553%)
Bearish
16 Feb (65.6357%)
E5H
$0.77+0.0015 Feb
Bearish
16 Feb (51.6854%)
Bearish
16 Feb (51.8375%)
Bearish
16 Feb (60.2941%)
H78
$5.79+0.2515 Feb
Bearish
16 Feb (45.4443%)
Bearish
16 Feb (53.7859%)
Bearish
16 Feb (63.9870%)
Bearish
16 Feb (65.1722%)
Bearish
16 Feb (68.2429%)
Bearish (>0.06)
16 Feb (57.2308%)
C07
$50.32+0.0215 Feb
Bearish
16 Feb (48.6390%)
Bullish
16 Feb (65.8547%)
Bullish
16 Feb (69.8523%)
Bullish (>0.54)
16 Feb (45.9770%)
BN4
$11.02+0.1015 Feb
Bearish
16 Feb (46.3303%)
Bearish
16 Feb (60.2439%)
Bearish
16 Feb (63.7865%)
Bearish
16 Feb (71.8853%)
Bearish
16 Feb (76.7519%)
Bullish (>0.28)
16 Feb (42.5532%)
Bullish (>0.2)
16 Feb (32.9204%)
N03
$1.45+0.0315 Feb
Bearish
16 Feb (46.1458%)
Bearish
16 Feb (53.8703%)
Bearish
16 Feb (59.1680%)
Bearish
16 Feb (64.5753%)
Bearish
16 Feb (65.2361%)
Bearish (>-0)
16 Feb (29.4118%)
N21
$1.53+0.0415 Feb
Bearish
16 Feb (43.6129%)
Bearish
16 Feb (51.6974%)
Bearish
16 Feb (56.7234%)
Bullish
16 Feb (69.7703%)
Bearish
16 Feb (64.4015%)
Bearish (>-0)
16 Feb (29.3103%)
Bearish (>0.05)
16 Feb (56.7108%)
O39
$8.85+0.0715 Feb
Bullish
16 Feb (52.1916%)
Bearish
16 Feb (55.3209%)
Bullish
16 Feb (65.1508%)
Bearish
16 Feb (62.5056%)
Bearish
16 Feb (65.8363%)
Bullish (>0.1)
16 Feb (39.3082%)
U96
$5.11+0.0715 Feb
Bearish
16 Feb (43.7370%)
Bullish
16 Feb (55.1777%)
Bearish
16 Feb (62.9327%)
Bearish
16 Feb (65.7652%)
Bullish
16 Feb (69.8823%)
Bearish (>0.05)
16 Feb (61.6959%)
S51
$5.31+0.0815 Feb
Bearish
16 Feb (44.7236%)
Bearish
16 Feb (56.3356%)
Bearish
16 Feb (62.5874%)
Bearish
16 Feb (69.8772%)
Bearish
16 Feb (69.7183%)
Bearish (>-0)
16 Feb (27.4914%)
Bearish (>0.09)
16 Feb (64.0777%)
S59
$3.78+0.0215 Feb
Bearish
16 Feb (44.0104%)
Bearish
16 Feb (52.7042%)
Bearish
16 Feb (61.7440%)
Bearish
16 Feb (64.5441%)
Bearish
16 Feb (68.3889%)
Bearish (>-0)
16 Feb (37.6738%)
C6L
$10.98+0.0415 Feb
Bearish
16 Feb (48.9594%)
Bullish
16 Feb (60.3634%)
Bearish
16 Feb (59.3741%)
Bearish
16 Feb (63.5314%)
Bearish
16 Feb (65.0117%)
Z74
$3.09-0.0115 Feb
Bearish
16 Feb (44.2136%)
Bullish
16 Feb (54.2184%)
Bullish
16 Feb (59.7199%)
Bearish
16 Feb (62.5879%)
Bearish
16 Feb (66.0846%)
S68
$7.28+0.0515 Feb
Bearish
16 Feb (46.9407%)
Bullish
16 Feb (57.0576%)
Bullish
16 Feb (66.1532%)
Bearish
16 Feb (65.9384%)
Bullish
16 Feb (73.1866%)
Bearish (>-0)
16 Feb (33.7922%)
Bullish (>0.08)
16 Feb (56.0976%)
T39
$3.70+0.0015 Feb
Bearish
16 Feb (40.5104%)
Bearish
16 Feb (50.5435%)
Bearish
16 Feb (58.3391%)
Bearish
16 Feb (59.8406%)
Bullish
16 Feb (72.0806%)
CC3
$2.89+0.0115 Feb
Bearish
16 Feb (46.6602%)
Bearish
16 Feb (53.6543%)
Bearish
16 Feb (63.1880%)
Bearish
16 Feb (67.4598%)
S63
$3.03+0.0315 Feb
Bearish
16 Feb (44.8892%)
Bearish
16 Feb (55.7754%)
Bearish
16 Feb (62.1504%)
Bearish
16 Feb (65.7319%)
Bearish
16 Feb (66.7038%)
MS7
$1.72+0.1915 Feb
Bearish
16 Feb (42.7586%)
Bearish
16 Feb (56.1404%)
AK3
$0.77+0.0015 Feb
Bearish
16 Feb (44.2142%)
Bullish
16 Feb (53.7170%)
Bearish
16 Feb (64.7887%)
Bullish
16 Feb (64.9289%)
Bullish
16 Feb (67.0245%)
Bullish (>0.06)
16 Feb (50.2901%)
Bullish (>0.04)
16 Feb (52.1905%)
U11
$17.68+0.0715 Feb
Bearish
16 Feb (50.3660%)
Bullish
16 Feb (62.6880%)
Bearish
16 Feb (61.1702%)
Bearish
16 Feb (63.1667%)
Bullish
16 Feb (71.9041%)
Bullish (>0.3)
16 Feb (42.4102%)
Bullish (>0.24)
16 Feb (49.2701%)
JS8
$1.63+0.1315 Feb
Bullish
16 Feb (40.0000%)
Bearish
16 Feb (62.4339%)
Bearish
16 Feb (66.0508%)
Bearish
16 Feb (70.4280%)
Bearish
16 Feb (75.8893%)
Bullish (>0.04)
16 Feb (37.8641%)
Bullish (>0.03)
16 Feb (35.4545%)
MC0
$2.00+0.0215 Feb
Bearish
16 Feb (45.1064%)
Bearish
16 Feb (54.9828%)
Bearish
16 Feb (59.7786%)
Bearish
16 Feb (68.4746%)
Bearish
16 Feb (70.1639%)
F34
$5.99+0.2015 Feb
Bearish
16 Feb (47.4641%)
Bearish
16 Feb (54.4474%)
Bullish
16 Feb (66.9333%)
Bearish
16 Feb (67.6285%)
Bearish
16 Feb (70.3774%)
Bearish (>-0)
16 Feb (28.2098%)
Bearish (>0.09)
16 Feb (56.1798%)
O32
$2.57-0.0415 Feb
Bullish
16 Feb (47.8357%)
Bearish
16 Feb (53.9661%)
Bullish
16 Feb (62.8571%)
Bearish
16 Feb (65.3491%)
Bullish
16 Feb (69.2037%)
Bearish (>0.06)
16 Feb (60.9808%)
F10
$0.34+0.0015 Feb
Bullish
16 Feb (44.1247%)
Bearish (>-0)
16 Feb (54.5994%)
Bearish (>0.01)
16 Feb (53.6703%)
5IG
$0.34+0.0215 Feb
Bearish
16 Feb (60.3648%)
Bearish (>-0)
16 Feb (79.4030%)
5IM
$0.15+0.0015 Feb
Bullish (>0.01)
16 Feb (65.1163%)
Bearish (>0.01)
16 Feb (63.2293%)
600
$1.49+0.0215 Feb
Bullish
16 Feb (49.3808%)
Bearish
16 Feb (68.3114%)
Bearish
16 Feb (71.5385%)
Bearish (>-0)
16 Feb (37.8571%)
Z59
$0.44-0.0215 Feb
Bullish
16 Feb (73.0496%)
Bullish
16 Feb (74.7795%)
Bearish (>-0)
16 Feb (56.5321%)
558
$0.48+0.0115 Feb
Bearish
16 Feb (63.9850%)
M1P
$0.76+0.0215 Feb
Bearish
16 Feb (45.6790%)
Bearish
16 Feb (50.0000%)
Bearish
16 Feb (67.8112%)
Bearish
16 Feb (74.2188%)
Bearish
16 Feb (72.9242%)
Bearish (>-0)
16 Feb (31.8841%)
5GJ
$0.42+0.0115 Feb
Bullish
16 Feb (44.7633%)
Bearish
16 Feb (55.3265%)
Bearish
16 Feb (64.3551%)
Bullish
16 Feb (66.9834%)
Bearish
16 Feb (70.6587%)
Bearish (>-0)
16 Feb (50.0888%)
B20
$1.52+0.0115 Feb
Bearish
16 Feb (36.8421%)
Bullish
16 Feb (53.6585%)
Bullish
16 Feb (67.3637%)
Bullish
16 Feb (69.6307%)
B69
$0.42+0.0115 Feb
Bullish
16 Feb (59.2058%)
Bullish
16 Feb (66.8224%)
Bullish
16 Feb (72.9211%)
Bullish
16 Feb (75.6082%)
Bullish (>0.03)
16 Feb (51.0638%)
Bullish (>0.02)
16 Feb (52.1341%)
G92
$1.21+0.0215 Feb
Bearish
16 Feb (41.8535%)
Bearish
16 Feb (54.8406%)
Bearish
16 Feb (61.9625%)
Bearish
16 Feb (67.8967%)
Bearish
16 Feb (70.6388%)
K2N
$1.10+0.0515 Feb
Bullish
16 Feb (43.9759%)
Bearish
16 Feb (53.3693%)
Bearish
16 Feb (66.4921%)
Bearish
16 Feb (71.1957%)
Bullish (>0.04)
16 Feb (34.3284%)
Bearish (>0.03)
16 Feb (44.4444%)
C29
$0.46+0.0015 Feb
Bearish
16 Feb (45.6274%)
Bullish
16 Feb (65.2941%)
Bearish
16 Feb (63.8404%)
Bearish (>0.01)
16 Feb (62.7675%)
5ME
$0.92+0.0615 Feb
Bearish
16 Feb (34.7003%)
Bearish
16 Feb (45.5959%)
Bearish
16 Feb (56.3025%)
Bearish
16 Feb (65.6205%)
Bearish
16 Feb (70.6223%)
Bearish (>-0)
16 Feb (50.6329%)
5DN
$1.31+0.0415 Feb
Bearish
16 Feb (56.2681%)
Bearish
16 Feb (62.1444%)
Bullish
16 Feb (67.5876%)
Bearish
16 Feb (70.2647%)
Bearish (>-0)
16 Feb (37.2771%)
EB5
$1.80-0.0215 Feb
Bearish
16 Feb (43.1703%)
Bearish
16 Feb (51.4502%)
Bearish
16 Feb (58.6599%)
Bearish
16 Feb (65.0386%)
Bearish
16 Feb (70.1571%)
Bullish (>0.04)
16 Feb (45.0704%)
Bearish (>0.02)
16 Feb (46.0674%)
H22
$2.11+0.0115 Feb
Bearish
16 Feb (45.6940%)
Bearish
16 Feb (57.2529%)
Bearish
16 Feb (65.1163%)
Bearish
16 Feb (71.5496%)
Bearish
16 Feb (76.2972%)
Bullish (>0.04)
16 Feb (40.8813%)
J36
$51.28-0.6015 Feb
Bullish
16 Feb (55.1628%)
Bearish
16 Feb (58.3187%)
Bearish
16 Feb (62.3377%)
Bullish
16 Feb (69.4513%)
Bearish
16 Feb (66.3312%)
Bullish (>0.7)
16 Feb (42.3567%)
Bullish (>0.5)
16 Feb (46.9925%)
J37
$31.30+0.5815 Feb
Bullish
16 Feb (51.5306%)
Bullish
16 Feb (60.6452%)
Bullish
16 Feb (63.3910%)
Bullish
16 Feb (67.4089%)
Bullish
16 Feb (69.8739%)
Bullish (>0.35)
16 Feb (48.8152%)
Bearish (>0.2)
16 Feb (57.8199%)
K17
$3.10+0.0815 Feb
Bearish
16 Feb (50.0000%)
Bullish
16 Feb (56.6280%)
Bearish
16 Feb (67.0034%)
Bullish
16 Feb (68.3645%)
Bearish
16 Feb (76.0730%)
Bearish (>-0)
16 Feb (27.2127%)
Bearish (>0.07)
16 Feb (60.5144%)
B2F
$2.43-0.0115 Feb
Bullish
16 Feb (57.4300%)
Bullish
16 Feb (60.2151%)
Bullish
16 Feb (69.6449%)
MV4
$0.64+0.0615 Feb
Bearish
16 Feb (35.3982%)
Bearish
16 Feb (60.4878%)
Bearish
16 Feb (71.0425%)
Bearish
16 Feb (72.2022%)
Bearish (>-0)
16 Feb (17.6471%)
Bearish (>0.02)
16 Feb (48.4211%)
5EN
$0.42+0.0115 Feb
Bearish
16 Feb (65.1418%)
Bearish
16 Feb (70.2703%)
Bearish (>0.02)
16 Feb (61.7329%)
O23
$1.26+0.0515 Feb
Bearish
16 Feb (41.4286%)
Bullish
16 Feb (57.1657%)
Bearish
16 Feb (59.0751%)
Bearish
16 Feb (64.5549%)
Bullish
16 Feb (74.5823%)
Bearish (>-0)
16 Feb (51.6402%)
Bearish (>0.02)
16 Feb (54.3235%)
P11
$0.27+0.0115 Feb
Bearish (>-0)
16 Feb (50.5155%)
O9E
$1.52+0.0015 Feb
Bearish
16 Feb (70.0000%)
Bearish
16 Feb (50.0000%)
Bearish
16 Feb (64.7059%)
Bearish
16 Feb (60.0000%)
Bearish
16 Feb (57.1429%)
Bearish (>0.02)
16 Feb (57.1429%)
IX2
$0.78+0.0115 Feb
Bearish
16 Feb (35.2000%)
Bullish
16 Feb (53.6364%)
Bearish
16 Feb (63.3540%)
Bearish
16 Feb (71.3217%)
Bearish
16 Feb (73.9130%)
Bullish (>0.02)
16 Feb (38.0531%)
L6T
$0.46+0.0215 Feb
Bullish
16 Feb (75.2858%)
Bearish
16 Feb (57.7540%)
Bullish
16 Feb (79.7819%)
Bearish
16 Feb (69.7059%)
Bearish
16 Feb (68.3128%)
Bearish (>0.01)
16 Feb (70.6436%)
P05
$0.66+0.0215 Feb
Bearish
16 Feb (43.0872%)
Bearish
16 Feb (55.9531%)
NR7
$0.52-0.0115 Feb
Bullish
16 Feb (68.5990%)
Bearish
16 Feb (69.0370%)
Bullish (>0.01)
16 Feb (47.2843%)
S58
$2.49+0.0315 Feb
Bearish
16 Feb (42.3500%)
Bearish
16 Feb (50.7740%)
Bearish
16 Feb (54.7200%)
Bearish
16 Feb (57.5517%)
Bearish
16 Feb (61.9551%)
Bullish (>0.04)
16 Feb (36.0360%)
Bearish (>0.03)
16 Feb (38.8889%)
S08
$0.96+0.0115 Feb
Bullish
16 Feb (73.3668%)
OV8
$0.50+0.0015 Feb
Bearish
16 Feb (41.6667%)
Bearish
16 Feb (64.5161%)
Bearish
16 Feb (73.4694%)
Bearish (>-0)
16 Feb (68.7500%)
Bearish (>0.01)
16 Feb (56.2500%)
S53
$1.74+0.0115 Feb
Bullish
16 Feb (47.4359%)
Bullish
16 Feb (56.0000%)
Bullish
16 Feb (61.4173%)
Bullish (>0.02)
16 Feb (43.3898%)
S24
$0.56+0.0015 Feb
Bearish
16 Feb (41.8265%)
Bullish
16 Feb (48.0319%)
Bullish
16 Feb (59.8964%)
A7S
$0.55+0.0115 Feb
Bearish
16 Feb (51.5050%)
Bullish
16 Feb (58.6260%)
Bearish
16 Feb (72.6930%)
Bearish (>0.01)
16 Feb (55.8011%)
T03
$0.92+0.0315 Feb
Bullish
16 Feb (54.1063%)
Bearish
16 Feb (61.3126%)
Bullish
16 Feb (67.5279%)
Bullish (>0.03)
16 Feb (53.0655%)
Y92
$0.29+0.0015 Feb
J7X
$0.80+0.0115 Feb
Bearish
16 Feb (40.7311%)
Bearish
16 Feb (54.3779%)
Bearish
16 Feb (62.2120%)
Bearish
16 Feb (65.6587%)
Bearish
16 Feb (71.1019%)
Bearish (>-0)
16 Feb (30.0654%)
Bearish (>0.03)
16 Feb (57.6471%)
T24
$0.30+0.0115 Feb
Bearish
16 Feb (58.4416%)
U10
$1.66+0.0215 Feb
Bullish
16 Feb (43.9024%)
Bullish
16 Feb (61.6302%)
Bullish
16 Feb (67.3806%)
Bearish
16 Feb (72.9940%)
Bullish (>0.02)
16 Feb (52.6316%)
U14
$4.76+0.0215 Feb
Bullish
16 Feb (46.9457%)
Bullish
16 Feb (56.4128%)
Bearish
16 Feb (63.4204%)
Bearish
16 Feb (67.8910%)
C3T
$0.20+0.0015 Feb
Bearish
16 Feb (41.1765%)
Bearish
16 Feb (69.4545%)
U04
$2.23+0.0015 Feb
Bullish
16 Feb (41.4587%)
Bullish
16 Feb (55.3120%)
Bullish
16 Feb (62.3256%)
Bearish
16 Feb (71.4197%)
Bearish
16 Feb (74.8027%)
U19
$0.36-0.0115 Feb
Bearish
16 Feb (38.1166%)
Bearish
16 Feb (57.5342%)
Bullish
16 Feb (74.6032%)
Bearish (>-0)
16 Feb (57.7444%)
V03
$8.00+0.1515 Feb
Bearish
16 Feb (47.9240%)
Bullish
16 Feb (57.5623%)
Bullish
16 Feb (66.4093%)
Bullish
16 Feb (69.1489%)
Bearish
16 Feb (68.7845%)
Bullish (>0.3)
16 Feb (37.4080%)
W05
$1.34+0.0115 Feb
Bearish
16 Feb (53.7657%)
Bearish
16 Feb (65.8695%)
Bearish
16 Feb (69.9533%)
Bearish (>-0)
16 Feb (33.1754%)
BS6
$1.32+0.0215 Feb
Bearish
16 Feb (42.7128%)
Bearish
16 Feb (51.2290%)
Bullish
16 Feb (57.6628%)
Bullish
16 Feb (65.1751%)
Bullish
16 Feb (71.2909%)
Bearish (>0.03)
16 Feb (56.0647%)
Z25
$1.37+0.0515 Feb
Bearish
16 Feb (46.9579%)
Bullish
16 Feb (56.4246%)
Bearish
16 Feb (58.9595%)
Bearish
16 Feb (66.0106%)
Bearish
16 Feb (69.6578%)
Bearish (>-0)
16 Feb (32.0792%)
Bearish (>0.05)
16 Feb (59.7260%)
5DM
$0.40+0.0215 Feb
Bearish
16 Feb (43.6879%)
Bearish
16 Feb (61.6043%)
Bearish
16 Feb (70.0291%)
Bearish
16 Feb (71.5084%)
Bearish (>-0)
16 Feb (55.1913%)
Bearish (>0.01)
16 Feb (60.0484%)
Y02
$0.24-0.0115 Feb
AJ1
$2.51+0.1715 Feb
Bullish
16 Feb (51.7159%)
Bearish
16 Feb (54.6521%)
Bullish
16 Feb (66.8635%)
Bearish
16 Feb (68.2828%)
Bearish
16 Feb (71.9397%)
Bearish (>-0)
16 Feb (25.4473%)
J85
$1.70-0.0015 Feb
Bullish
16 Feb (46.4320%)
Bullish
16 Feb (56.8345%)
Bullish
16 Feb (61.7774%)
Bullish
16 Feb (66.5037%)
Bullish
16 Feb (68.0062%)
Bearish (>-0)
16 Feb (32.7416%)
Bearish (>0.03)
16 Feb (55.1020%)

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