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

Tuesday, February 21, 2012

Feb 23, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$14.15+0.0521 Feb
Bullish
22 Feb (50.1876%)
Bullish
22 Feb (61.1459%)
Bearish
22 Feb (58.0645%)
Bullish
22 Feb (69.7819%)
Bullish
22 Feb (71.9496%)
Bullish (>0.26)
22 Feb (42.9338%)
G13
$1.68-0.0021 Feb
Bullish
22 Feb (43.6321%)
Bearish
22 Feb (49.8423%)
Bullish
22 Feb (58.3732%)
Bullish
22 Feb (65.8845%)
Bullish
22 Feb (68.7047%)
Bearish (>-0)
22 Feb (59.6639%)
Bearish (>0.01)
22 Feb (55.0933%)
C31
$3.06+0.0721 Feb
Bearish
22 Feb (45.0065%)
Bearish
22 Feb (53.7143%)
Bearish
22 Feb (61.7831%)
Bearish
22 Feb (67.5947%)
Bearish
22 Feb (68.8822%)
Bearish (>0.07)
22 Feb (64.3917%)
C38U
$1.78+0.0320 Feb
Bullish
21 Feb (48.1511%)
Bearish
21 Feb (61.5730%)
Bullish
21 Feb (65.3825%)
Bearish
21 Feb (76.1905%)
C09
$11.04-0.0921 Feb
Bearish
22 Feb (49.9542%)
Bearish
22 Feb (56.9703%)
Bearish
22 Feb (58.6252%)
Bearish
22 Feb (66.6972%)
Bearish (>-0)
22 Feb (28.5714%)
Bullish (>0.2)
22 Feb (39.0144%)
C52
$1.54+0.0121 Feb
Bearish
22 Feb (46.8606%)
Bearish
22 Feb (50.1802%)
Bearish
22 Feb (58.6488%)
Bullish
22 Feb (66.4773%)
F83
$1.31+0.0421 Feb
Bearish
22 Feb (45.0771%)
Bullish
22 Feb (54.1927%)
Bullish
22 Feb (62.2394%)
Bearish
22 Feb (69.1321%)
Bearish
22 Feb (72.1980%)
F99
$6.49+0.0021 Feb
Bullish
22 Feb (50.0649%)
Bullish
22 Feb (58.3219%)
Bearish
22 Feb (59.0476%)
Bearish
22 Feb (64.0553%)
Bearish
22 Feb (65.6357%)
Bearish (>-0)
22 Feb (26.9231%)
Bearish (>0.09)
22 Feb (50.7614%)
E5H
$0.78+0.0021 Feb
Bearish
22 Feb (44.6701%)
Bullish (>0.02)
22 Feb (44.9664%)
H78
$5.66-0.0721 Feb
Bearish
22 Feb (45.4443%)
Bearish
22 Feb (53.7859%)
Bearish
22 Feb (63.9870%)
Bearish
22 Feb (65.1722%)
Bullish
22 Feb (69.6266%)
Bearish (>0.06)
22 Feb (57.2308%)
C07
$49.16-0.2421 Feb
Bullish
22 Feb (50.9949%)
Bullish
22 Feb (60.2871%)
Bullish
22 Feb (65.8547%)
Bullish
22 Feb (69.8523%)
Bearish (>-0)
22 Feb (28.4238%)
BN4
$10.98+0.0221 Feb
Bearish
22 Feb (46.3303%)
Bearish
22 Feb (60.2439%)
Bullish
22 Feb (60.3135%)
Bullish
22 Feb (66.5763%)
Bearish
22 Feb (76.7519%)
Bullish (>0.28)
22 Feb (42.5532%)
Bullish (>0.2)
22 Feb (32.9204%)
N03
$1.48-0.0121 Feb
Bearish
22 Feb (46.1458%)
Bearish
22 Feb (53.8703%)
Bullish
22 Feb (63.1433%)
Bullish
22 Feb (68.9496%)
Bearish
22 Feb (65.2361%)
Bearish (>-0)
22 Feb (29.4118%)
N21
$1.50-0.0021 Feb
Bearish
22 Feb (43.6129%)
Bullish
22 Feb (57.0701%)
Bearish
22 Feb (56.7234%)
Bearish
22 Feb (61.8026%)
Bullish
22 Feb (72.9441%)
Bearish (>-0)
22 Feb (29.3103%)
Bearish (>0.05)
22 Feb (56.7108%)
O39
$8.98+0.0321 Feb
Bullish
22 Feb (52.1916%)
Bearish
22 Feb (55.3209%)
Bullish
22 Feb (65.1508%)
Bearish
22 Feb (62.5056%)
Bearish
22 Feb (65.8363%)
U96
$5.10+0.0121 Feb
Bullish
22 Feb (49.9367%)
Bearish
22 Feb (52.1155%)
Bearish
22 Feb (62.9327%)
Bearish
22 Feb (65.7652%)
Bearish (>-0)
22 Feb (38.2682%)
Bearish (>0.05)
22 Feb (61.6959%)
S51
$5.28+0.0021 Feb
Bullish
22 Feb (60.5655%)
Bearish
22 Feb (62.5874%)
Bearish
22 Feb (69.8772%)
Bullish
22 Feb (71.5177%)
S59
$3.72-0.0421 Feb
Bearish
22 Feb (44.0104%)
Bullish
22 Feb (56.1056%)
Bullish
22 Feb (63.4191%)
Bearish
22 Feb (64.5441%)
Bullish
22 Feb (72.2045%)
C6L
$11.00+0.0321 Feb
Bullish
22 Feb (60.3634%)
Bullish
22 Feb (64.3942%)
Bearish
22 Feb (63.5314%)
Bullish
22 Feb (69.9851%)
Bullish (>0.3)
22 Feb (32.2222%)
Z74
$3.07+0.0021 Feb
Bearish
22 Feb (44.2136%)
Bullish
22 Feb (54.2184%)
Bullish
22 Feb (59.7199%)
Bearish
22 Feb (62.5879%)
Bullish (>0.05)
22 Feb (43.2143%)
S68
$7.21+0.0021 Feb
Bearish
22 Feb (46.9407%)
Bearish
22 Feb (54.2257%)
Bullish
22 Feb (66.1532%)
Bearish
22 Feb (65.9384%)
Bearish
22 Feb (67.7940%)
Bullish (>0.13)
22 Feb (54.2725%)
Bearish (>0.08)
22 Feb (65.1786%)
T39
$3.71+0.0121 Feb
Bullish
22 Feb (47.4026%)
Bullish
22 Feb (55.7634%)
Bearish
22 Feb (58.3391%)
Bullish
22 Feb (66.4005%)
Bearish
22 Feb (62.9630%)
CC3
$2.90+0.0121 Feb
Bearish
22 Feb (46.6602%)
Bearish
22 Feb (53.6543%)
Bearish
22 Feb (58.2946%)
Bearish
22 Feb (63.1880%)
Bearish
22 Feb (67.4598%)
Bearish (>-0)
22 Feb (35.9551%)
S63
$3.02-0.0121 Feb
Bullish
22 Feb (48.2514%)
Bearish
22 Feb (55.7754%)
Bearish
22 Feb (62.1504%)
Bearish
22 Feb (65.7319%)
Bullish
22 Feb (64.4776%)
Bullish (>0.04)
22 Feb (39.7351%)
MS7
$1.70-0.0221 Feb
Bearish
22 Feb (42.7586%)
Bearish
22 Feb (56.1404%)
Bearish
22 Feb (53.6842%)
Bullish
22 Feb (71.1246%)
Bearish
22 Feb (76.0870%)
Bearish (>0.03)
22 Feb (60.7595%)
AK3
$0.74-0.0221 Feb
Bearish
22 Feb (44.2142%)
Bearish
22 Feb (54.3834%)
Bearish
22 Feb (64.7887%)
Bullish
22 Feb (64.9289%)
Bearish (>0.03)
22 Feb (70.8609%)
U11
$18.25+0.2921 Feb
Bearish
22 Feb (50.3660%)
Bullish
22 Feb (62.6880%)
Bullish
22 Feb (65.1568%)
Bearish
22 Feb (63.1667%)
Bullish
22 Feb (71.9041%)
Bearish (>0.22)
22 Feb (50.5960%)
JS8
$1.60-0.0421 Feb
Bearish
22 Feb (66.0508%)
Bullish
22 Feb (65.1852%)
Bullish (>0.04)
22 Feb (37.8641%)
Bullish (>0.03)
22 Feb (35.4545%)
MC0
$2.09+0.0021 Feb
Bearish
22 Feb (45.1064%)
Bearish
22 Feb (54.9828%)
Bearish
22 Feb (59.7786%)
Bearish
22 Feb (68.4746%)
Bearish
22 Feb (70.1639%)
Bearish (>-0)
22 Feb (36.5385%)
F34
$5.86+0.0221 Feb
Bullish
22 Feb (54.2980%)
Bullish
22 Feb (61.5927%)
Bearish
22 Feb (62.6642%)
Bullish
22 Feb (72.8129%)
Bullish
22 Feb (75.9152%)
Bearish (>0.09)
22 Feb (56.1798%)
O32
$2.43-0.0421 Feb
Bullish
22 Feb (47.8357%)
Bearish
22 Feb (53.9661%)
Bullish
22 Feb (62.8571%)
Bullish
22 Feb (68.1176%)
Bullish
22 Feb (69.2037%)
Bullish (>0.08)
22 Feb (43.0851%)
F10
$0.34-0.0121 Feb
5IG
$0.32-0.0121 Feb
5IM
$0.15+0.0021 Feb
Bearish
22 Feb (68.5714%)
Bullish (>0.01)
22 Feb (65.1163%)
600
$1.53+0.0621 Feb
Bullish
22 Feb (56.2410%)
Bullish
22 Feb (62.8862%)
Bearish
22 Feb (68.3114%)
Bearish
22 Feb (71.5385%)
Bearish (>-0)
22 Feb (37.8571%)
Bullish (>0.05)
22 Feb (45.6989%)
Z59
$0.40-0.0121 Feb
Bullish
22 Feb (67.1968%)
Bullish
22 Feb (69.5312%)
Bearish
22 Feb (60.5505%)
Bullish
22 Feb (74.7795%)
Bearish (>-0)
22 Feb (56.5321%)
Bearish (>0.01)
22 Feb (59.8131%)
558
$0.49+0.0121 Feb
M1P
$0.76+0.0221 Feb
Bearish
22 Feb (45.6790%)
Bearish
22 Feb (67.8112%)
Bearish
22 Feb (74.2188%)
Bearish
22 Feb (72.9242%)
Bullish (>0.03)
22 Feb (49.3827%)
Bullish (>0.02)
22 Feb (54.7619%)
5GJ
$0.40-0.0121 Feb
Bearish
22 Feb (36.8984%)
Bullish
22 Feb (53.3724%)
B20
$1.48+0.0121 Feb
Bearish
22 Feb (36.8421%)
Bullish
22 Feb (53.6585%)
Bearish
22 Feb (58.0460%)
Bullish
22 Feb (67.3637%)
Bullish
22 Feb (69.6307%)
Bullish (>0.02)
22 Feb (38.5593%)
B69
$0.49+0.0921 Feb
Bullish
22 Feb (59.2058%)
Bullish
22 Feb (66.8224%)
Bullish (>0.02)
22 Feb (52.1341%)
G92
$1.33+0.0421 Feb
Bearish
22 Feb (41.8535%)
Bullish
22 Feb (56.4372%)
Bearish
22 Feb (61.9625%)
Bullish
22 Feb (70.1646%)
Bearish
22 Feb (70.6388%)
K2N
$1.14-0.0121 Feb
Bullish
22 Feb (49.6732%)
Bearish
22 Feb (66.4921%)
Bearish
22 Feb (67.9144%)
Bearish
22 Feb (71.1957%)
Bullish (>0.04)
22 Feb (34.3284%)
C29
$0.48+0.0221 Feb
Bearish
22 Feb (63.8404%)
Bearish
22 Feb (72.6606%)
Bearish (>0.01)
22 Feb (62.7675%)
5ME
$0.94+0.0121 Feb
Bearish
22 Feb (45.5959%)
Bearish
22 Feb (56.3025%)
Bearish
22 Feb (70.6223%)
Bearish (>0.02)
22 Feb (51.3158%)
5DN
$1.30+0.0021 Feb
Bearish
22 Feb (62.1444%)
Bearish
22 Feb (66.6667%)
Bearish
22 Feb (70.2647%)
Bearish (>-0)
22 Feb (37.2771%)
EB5
$1.79+0.0021 Feb
Bearish
22 Feb (43.1703%)
Bearish
22 Feb (51.4502%)
Bearish
22 Feb (58.6599%)
H22
$2.10+0.0121 Feb
Bearish
22 Feb (45.6940%)
Bearish
22 Feb (57.2529%)
Bearish
22 Feb (65.1163%)
Bearish
22 Feb (71.5496%)
Bearish
22 Feb (76.2972%)
Bullish (>0.06)
22 Feb (41.9401%)
Bullish (>0.04)
22 Feb (40.8813%)
J36
$52.00-0.4021 Feb
Bullish
22 Feb (55.1628%)
Bullish
22 Feb (62.2979%)
Bearish
22 Feb (62.3377%)
Bullish
22 Feb (69.4513%)
Bullish
22 Feb (71.2921%)
Bullish (>0.7)
22 Feb (42.3567%)
J37
$31.75+0.3521 Feb
Bullish
22 Feb (51.5306%)
Bearish
22 Feb (58.9686%)
Bullish
22 Feb (63.3910%)
Bullish
22 Feb (67.4089%)
Bullish
22 Feb (69.8739%)
Bullish (>0.35)
22 Feb (48.8152%)
Bullish (>0.2)
22 Feb (52.8678%)
K17
$3.25+0.0521 Feb
Bearish
22 Feb (50.0000%)
Bearish
22 Feb (58.9499%)
Bearish
22 Feb (67.0034%)
Bearish
22 Feb (73.7071%)
Bearish
22 Feb (76.0730%)
Bearish (>-0)
22 Feb (27.2127%)
Bullish (>0.08)
22 Feb (52.8029%)
B2F
$2.46+0.0021 Feb
Bearish
22 Feb (46.2141%)
Bullish
22 Feb (66.0996%)
Bullish
22 Feb (69.6449%)
MV4
$0.65+0.0021 Feb
Bearish
22 Feb (35.3982%)
Bearish
22 Feb (60.4878%)
Bearish
22 Feb (71.0425%)
Bearish
22 Feb (72.2022%)
Bearish (>-0)
22 Feb (17.6471%)
Bearish (>0.02)
22 Feb (48.4211%)
5EN
$0.40+0.0021 Feb
Bearish
22 Feb (65.1418%)
Bearish (>-0)
22 Feb (58.5209%)
O23
$1.26+0.0021 Feb
Bearish
22 Feb (41.4286%)
Bullish
22 Feb (57.1657%)
Bearish
22 Feb (59.0751%)
Bullish
22 Feb (73.1527%)
Bearish
22 Feb (65.0320%)
Bearish (>-0)
22 Feb (51.6402%)
Bearish (>0.02)
22 Feb (54.3235%)
P11
$0.26+0.0121 Feb
Bullish
22 Feb (68.2927%)
Bearish (>-0)
22 Feb (50.5155%)
O9E
$1.50+0.0021 Feb
Bullish
22 Feb (62.5000%)
Bearish
22 Feb (50.0000%)
Bearish
22 Feb (60.0000%)
Bullish
22 Feb (62.0690%)
IX2
$0.77+0.0021 Feb
Bearish
22 Feb (35.2000%)
Bullish
22 Feb (53.6364%)
Bearish
22 Feb (63.3540%)
Bearish
22 Feb (71.3217%)
Bullish
22 Feb (67.5090%)
Bullish (>0.03)
22 Feb (33.0275%)
Bullish (>0.02)
22 Feb (38.0531%)
L6T
$0.46-0.0021 Feb
Bearish
22 Feb (38.4937%)
Bullish
22 Feb (79.1493%)
Bullish
22 Feb (79.7819%)
Bearish
22 Feb (69.7059%)
Bearish
22 Feb (68.3128%)
Bearish (>0.01)
22 Feb (70.6436%)
P05
$0.66-0.0121 Feb
NR7
$0.50-0.0121 Feb
Bullish
22 Feb (42.7861%)
Bullish
22 Feb (58.9474%)
Bullish
22 Feb (68.5990%)
Bullish
22 Feb (71.9626%)
S58
$2.44-0.0421 Feb
Bullish
22 Feb (40.5731%)
Bearish
22 Feb (50.7740%)
Bearish
22 Feb (54.7200%)
Bearish
22 Feb (57.5517%)
Bearish
22 Feb (61.9551%)
Bearish (>-0)
22 Feb (34.6232%)
Bearish (>0.03)
22 Feb (38.8889%)
S08
$0.96-0.0121 Feb
OV8
$0.50-0.0121 Feb
Bullish
22 Feb (51.6129%)
Bullish
22 Feb (58.3333%)
Bearish
22 Feb (64.5161%)
Bullish (>0.02)
22 Feb (59.2593%)
Bearish (>0.01)
22 Feb (56.2500%)
S53
$1.76+0.0021 Feb
Bullish
22 Feb (56.0000%)
S24
$0.56-0.0121 Feb
Bullish
22 Feb (41.0817%)
Bearish
22 Feb (55.4768%)
Bearish
22 Feb (72.5466%)
A7S
$0.52-0.0121 Feb
Bullish
22 Feb (48.1343%)
Bullish
22 Feb (55.6522%)
Bearish
22 Feb (65.8487%)
Bearish
22 Feb (72.6930%)
T03
$0.88-0.0221 Feb
Bearish
22 Feb (60.4186%)
Bullish
22 Feb (58.1792%)
Bullish
22 Feb (65.2564%)
Bullish
22 Feb (67.5279%)
Bearish (>0.02)
22 Feb (62.3557%)
Y92
$0.28+0.0021 Feb
J7X
$0.80+0.0321 Feb
Bearish
22 Feb (40.7311%)
Bearish
22 Feb (54.3779%)
Bearish
22 Feb (62.2120%)
Bullish
22 Feb (67.2566%)
Bearish
22 Feb (71.1019%)
Bearish (>-0)
22 Feb (30.0654%)
Bearish (>0.03)
22 Feb (57.6471%)
T24
$0.30+0.0121 Feb
U10
$1.66+0.0121 Feb
Bearish
22 Feb (46.2946%)
Bullish
22 Feb (67.3806%)
Bearish
22 Feb (72.9940%)
U14
$4.74+0.0021 Feb
Bearish
22 Feb (50.0644%)
Bullish
22 Feb (56.4128%)
Bullish
22 Feb (60.9023%)
Bullish
22 Feb (65.4578%)
Bearish
22 Feb (70.8876%)
Bearish (>-0)
22 Feb (31.0030%)
C3T
$0.24-0.0121 Feb
Bullish
22 Feb (46.4491%)
Bearish
22 Feb (64.8649%)
Bearish
22 Feb (69.4545%)
Bullish
22 Feb (68.3919%)
Bearish (>-0)
22 Feb (39.7626%)
U04
$2.26+0.0121 Feb
Bearish
22 Feb (50.8604%)
Bearish
22 Feb (60.6713%)
Bullish
22 Feb (67.8261%)
Bearish
22 Feb (74.8027%)
Bearish (>0.01)
22 Feb (34.9076%)
Bullish (>0.02)
22 Feb (49.3469%)
U19
$0.37+0.0121 Feb
Bearish
22 Feb (38.1166%)
Bearish
22 Feb (42.0108%)
Bullish
22 Feb (74.6032%)
V03
$8.02+0.0821 Feb
Bullish
22 Feb (52.2189%)
Bullish
22 Feb (57.5623%)
Bullish
22 Feb (66.4093%)
Bullish
22 Feb (69.1489%)
Bearish
22 Feb (68.7845%)
Bullish (>0.2)
22 Feb (43.2990%)
W05
$1.31+0.0021 Feb
Bearish
22 Feb (53.7657%)
Bearish
22 Feb (59.0267%)
Bullish
22 Feb (68.4177%)
Bullish
22 Feb (72.0874%)
Bearish (>-0)
22 Feb (33.1754%)
BS6
$1.38+0.0621 Feb
Bearish
22 Feb (42.7128%)
Bearish
22 Feb (51.2290%)
Bullish
22 Feb (57.6628%)
Bearish
22 Feb (65.2807%)
Bullish
22 Feb (71.2909%)
Bearish (>0.03)
22 Feb (56.0647%)
Z25
$1.41+0.0221 Feb
Bearish
22 Feb (46.9579%)
Bearish
22 Feb (57.2093%)
Bearish
22 Feb (58.9595%)
Bearish
22 Feb (66.0106%)
Bearish
22 Feb (69.6578%)
Bearish (>-0)
22 Feb (32.0792%)
Bearish (>0.05)
22 Feb (59.7260%)
5DM
$0.40-0.0121 Feb
Y02
$0.24-0.0121 Feb
AJ1
$2.54-0.0121 Feb
Bullish
22 Feb (51.7159%)
Bullish
22 Feb (59.8651%)
Bullish
22 Feb (66.8635%)
Bullish
22 Feb (70.0422%)
Bearish
22 Feb (71.9397%)
J85
$1.70+0.0121 Feb
Bullish
22 Feb (56.8345%)
Bullish
22 Feb (61.7774%)
Bullish
22 Feb (66.5037%)
Bullish
22 Feb (68.0062%)
Bearish (>-0)
22 Feb (32.7416%)
Bearish (>0.03)
22 Feb (55.1020%)

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