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

Thursday, February 23, 2012

Feb 27, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$14.10-0.0523 Feb
Bullish
24 Feb (50.1876%)
Bullish
24 Feb (61.1459%)
Bearish
24 Feb (58.0645%)
Bullish
24 Feb (69.7819%)
Bearish
24 Feb (65.9294%)
Bearish (>0.25)
24 Feb (54.3276%)
G13
$1.62-0.0423 Feb
Bearish
24 Feb (35.8382%)
Bullish
24 Feb (58.3732%)
Bearish
24 Feb (67.5615%)
Bearish
24 Feb (70.9265%)
Bearish (>0.01)
24 Feb (55.0933%)
C31
$3.01-0.1023 Feb
Bearish
24 Feb (45.0065%)
Bearish
24 Feb (53.7143%)
Bearish
24 Feb (61.7831%)
Bearish
24 Feb (67.5947%)
Bullish
24 Feb (74.3076%)
Bearish (>-0)
24 Feb (30.6477%)
C38U
$1.79+0.0022 Feb
Bullish
23 Feb (48.1511%)
Bearish
23 Feb (61.5730%)
Bullish
23 Feb (65.3825%)
Bullish
23 Feb (70.1571%)
C09
$11.16+0.0023 Feb
Bearish
24 Feb (49.9542%)
Bearish
24 Feb (56.9703%)
Bearish
24 Feb (58.6252%)
Bearish
24 Feb (66.6972%)
Bearish (>-0)
24 Feb (28.5714%)
Bullish (>0.2)
24 Feb (39.0144%)
C52
$1.52+0.0023 Feb
Bearish
24 Feb (58.6488%)
Bullish
24 Feb (66.4773%)
F83
$1.23-0.0523 Feb
Bearish
24 Feb (45.0771%)
Bullish
24 Feb (54.1927%)
Bearish
24 Feb (63.1016%)
Bearish
24 Feb (69.1321%)
Bullish
24 Feb (71.6729%)
Bearish (>-0)
24 Feb (32.5000%)
Bullish (>0.06)
24 Feb (54.2466%)
F99
$6.56+0.0823 Feb
Bearish
24 Feb (48.3839%)
Bullish
24 Feb (58.3219%)
Bearish
24 Feb (59.0476%)
Bearish
24 Feb (64.0553%)
Bearish
24 Feb (65.6357%)
Bullish (>0.12)
24 Feb (31.5789%)
Bearish (>0.09)
24 Feb (50.7614%)
E5H
$0.77+0.0023 Feb
Bullish
24 Feb (36.0111%)
Bearish
24 Feb (58.9971%)
Bearish
24 Feb (60.2941%)
H78
$5.48-0.0423 Feb
Bullish
24 Feb (48.3698%)
Bullish
24 Feb (56.6396%)
Bullish
24 Feb (63.5937%)
Bullish
24 Feb (65.4427%)
Bullish
24 Feb (69.6266%)
Bullish (>0.12)
24 Feb (36.4602%)
Bullish (>0.09)
24 Feb (46.1818%)
C07
$48.16-0.6623 Feb
Bullish
24 Feb (50.9949%)
Bearish
24 Feb (54.1145%)
Bearish
24 Feb (58.8914%)
Bearish
24 Feb (61.5046%)
Bearish (>-0)
24 Feb (28.4238%)
BN4
$10.90+0.0123 Feb
Bearish
24 Feb (46.3303%)
Bullish
24 Feb (58.7026%)
Bullish
24 Feb (60.3135%)
Bullish
24 Feb (66.5763%)
Bearish
24 Feb (76.7519%)
Bullish (>0.28)
24 Feb (42.5532%)
Bullish (>0.2)
24 Feb (32.9204%)
N03
$1.34-0.0723 Feb
Bearish
24 Feb (46.1458%)
Bearish
24 Feb (53.8703%)
Bearish
24 Feb (59.1680%)
Bullish
24 Feb (68.9496%)
Bullish
24 Feb (68.6916%)
Bearish (>-0)
24 Feb (29.4118%)
Bearish (>0.06)
24 Feb (62.0584%)
N21
$1.39-0.0423 Feb
Bullish
24 Feb (47.5442%)
Bullish
24 Feb (57.0701%)
Bearish
24 Feb (56.7234%)
Bearish
24 Feb (61.8026%)
Bearish
24 Feb (64.4015%)
Bearish (>-0)
24 Feb (29.3103%)
Bearish (>0.05)
24 Feb (56.7108%)
O39
$8.98+0.0323 Feb
Bullish
24 Feb (52.1916%)
Bearish
24 Feb (55.3209%)
Bearish
24 Feb (59.5784%)
Bearish
24 Feb (62.5056%)
Bearish
24 Feb (65.8363%)
Bullish (>0.1)
24 Feb (39.3082%)
U96
$5.10+0.0423 Feb
Bullish
24 Feb (49.9367%)
Bearish
24 Feb (52.1155%)
Bearish
24 Feb (62.9327%)
Bearish
24 Feb (65.7652%)
Bearish (>0.05)
24 Feb (61.6959%)
S51
$5.23-0.0523 Feb
Bearish
24 Feb (44.7236%)
Bearish
24 Feb (56.3356%)
Bearish
24 Feb (62.5874%)
Bearish
24 Feb (69.8772%)
Bearish
24 Feb (69.7183%)
Bearish (>-0)
24 Feb (27.4914%)
S59
$3.72-0.0223 Feb
Bearish
24 Feb (44.0104%)
Bearish
24 Feb (52.7042%)
Bearish
24 Feb (61.7440%)
Bearish
24 Feb (64.5441%)
Bullish
24 Feb (72.2045%)
C6L
$10.76-0.1823 Feb
Bullish
24 Feb (51.3226%)
Bullish
24 Feb (60.3634%)
Bullish
24 Feb (64.3942%)
Bullish
24 Feb (69.1993%)
Bullish
24 Feb (69.9851%)
Z74
$3.10+0.0023 Feb
Bullish
24 Feb (54.2184%)
Bullish
24 Feb (59.7199%)
Bullish
24 Feb (63.3632%)
Bullish
24 Feb (67.6175%)
Bullish (>0.05)
24 Feb (43.2143%)
S68
$7.13-0.0723 Feb
Bullish
24 Feb (49.4127%)
Bearish
24 Feb (54.2257%)
Bullish
24 Feb (66.1532%)
Bearish
24 Feb (65.9384%)
Bullish
24 Feb (73.1866%)
Bearish (>-0)
24 Feb (33.7922%)
Bullish (>0.08)
24 Feb (56.0976%)
T39
$3.73-0.0123 Feb
Bullish
24 Feb (47.4026%)
Bearish
24 Feb (58.3391%)
Bearish
24 Feb (59.8406%)
Bullish
24 Feb (72.0806%)
CC3
$2.90+0.0023 Feb
Bearish
24 Feb (46.6602%)
Bearish
24 Feb (53.6543%)
Bearish
24 Feb (63.1880%)
Bearish
24 Feb (67.4598%)
S63
$3.08+0.0223 Feb
Bearish
24 Feb (44.8892%)
Bearish
24 Feb (55.7754%)
Bearish
24 Feb (62.1504%)
Bearish
24 Feb (65.7319%)
Bearish
24 Feb (66.7038%)
MS7
$1.64-0.0423 Feb
Bearish
24 Feb (42.7586%)
Bearish
24 Feb (56.1404%)
Bearish
24 Feb (76.0870%)
Bearish (>-0)
24 Feb (28.3019%)
Bearish (>0.03)
24 Feb (60.7595%)
AK3
$0.70-0.0323 Feb
Bullish
24 Feb (48.9862%)
Bearish
24 Feb (54.3834%)
Bearish
24 Feb (75.3813%)
Bearish (>0.03)
24 Feb (70.8609%)
U11
$18.40+0.0023 Feb
Bearish
24 Feb (50.3660%)
Bullish
24 Feb (62.6880%)
Bullish
24 Feb (65.1568%)
Bullish
24 Feb (68.2006%)
Bearish
24 Feb (67.5347%)
Bearish (>-0)
24 Feb (34.8485%)
Bearish (>0.22)
24 Feb (50.5960%)
JS8
$1.55-0.0223 Feb
Bearish
24 Feb (48.1159%)
Bearish
24 Feb (66.0508%)
Bullish
24 Feb (60.4278%)
Bullish (>0.04)
24 Feb (37.8641%)
Bullish (>0.03)
24 Feb (35.4545%)
MC0
$2.14+0.0523 Feb
Bearish
24 Feb (45.1064%)
Bearish
24 Feb (54.9828%)
Bearish
24 Feb (59.7786%)
Bearish
24 Feb (68.4746%)
Bearish
24 Feb (70.1639%)
Bearish (>-0)
24 Feb (36.5385%)
Bearish (>0.03)
24 Feb (42.1053%)
F34
$5.16-0.0623 Feb
Bearish
24 Feb (47.4641%)
Bearish
24 Feb (54.4474%)
Bearish
24 Feb (62.6642%)
Bullish
24 Feb (72.8129%)
Bearish
24 Feb (70.3774%)
Bearish (>-0)
24 Feb (28.2098%)
O32
$2.35-0.0523 Feb
Bullish
24 Feb (47.8357%)
Bullish
24 Feb (57.2890%)
Bullish
24 Feb (62.8571%)
Bullish
24 Feb (68.1176%)
Bullish
24 Feb (69.2037%)
F10
$0.33+0.0023 Feb
Bullish
24 Feb (74.6269%)
5IG
$0.32+0.0023 Feb
5IM
$0.15+0.0023 Feb
Bearish
24 Feb (68.5714%)
Bullish (>0.01)
24 Feb (65.1163%)
600
$1.47-0.1123 Feb
Bullish
24 Feb (49.3808%)
Bullish
24 Feb (56.2410%)
Bullish
24 Feb (67.7781%)
Bearish (>0.04)
24 Feb (55.7201%)
Z59
$0.42+0.0223 Feb
Bullish
24 Feb (67.1968%)
Bullish
24 Feb (69.5312%)
Bearish
24 Feb (60.5505%)
Bullish
24 Feb (74.7795%)
Bearish
24 Feb (76.8000%)
Bullish (>0.02)
24 Feb (66.1765%)
Bullish (>0.01)
24 Feb (64.3016%)
558
$0.48-0.0223 Feb
M1P
$0.73-0.0323 Feb
Bullish
24 Feb (41.4286%)
Bearish
24 Feb (50.0000%)
Bearish
24 Feb (67.8112%)
Bearish
24 Feb (74.2188%)
Bearish
24 Feb (72.9242%)
Bearish (>0.02)
24 Feb (57.5342%)
5GJ
$0.38-0.0223 Feb
Bearish
24 Feb (55.3265%)
Bearish
24 Feb (67.5737%)
B20
$1.47-0.0223 Feb
Bullish
24 Feb (38.8715%)
Bearish
24 Feb (46.5409%)
Bearish
24 Feb (58.0460%)
Bullish
24 Feb (67.3637%)
Bullish
24 Feb (69.6307%)
Bullish (>0.02)
24 Feb (38.5593%)
B69
$0.47+0.0023 Feb
Bearish
24 Feb (42.3267%)
Bearish
24 Feb (52.8689%)
Bullish
24 Feb (66.8224%)
Bullish
24 Feb (75.6082%)
Bearish (>-0)
24 Feb (54.0785%)
Bullish (>0.02)
24 Feb (52.1341%)
G92
$1.22-0.0823 Feb
Bullish
24 Feb (49.6432%)
Bearish
24 Feb (54.8406%)
Bullish
24 Feb (63.6821%)
Bearish
24 Feb (67.8967%)
Bullish
24 Feb (71.7480%)
Bullish (>0.05)
24 Feb (57.5107%)
K2N
$1.10-0.0223 Feb
Bearish
24 Feb (43.4783%)
Bearish
24 Feb (53.3693%)
Bearish
24 Feb (66.4921%)
Bearish
24 Feb (67.9144%)
Bearish
24 Feb (71.1957%)
Bearish (>-0)
24 Feb (35.9375%)
Bearish (>0.03)
24 Feb (44.4444%)
C29
$0.48-0.0223 Feb
Bearish
24 Feb (45.6274%)
5ME
$0.96+0.0123 Feb
Bearish
24 Feb (34.7003%)
Bearish
24 Feb (45.5959%)
Bearish
24 Feb (56.3025%)
Bearish
24 Feb (65.6205%)
Bearish
24 Feb (70.6223%)
Bearish (>0.02)
24 Feb (51.3158%)
5DN
$1.24-0.0523 Feb
Bearish
24 Feb (56.2681%)
Bullish
24 Feb (64.8816%)
Bearish
24 Feb (66.6667%)
Bearish
24 Feb (70.2647%)
Bearish (>-0)
24 Feb (37.2771%)
EB5
$1.78-0.0223 Feb
Bearish
24 Feb (43.1703%)
Bearish
24 Feb (51.4502%)
Bearish
24 Feb (58.6599%)
H22
$2.05-0.0223 Feb
Bullish
24 Feb (46.0488%)
Bullish
24 Feb (53.3214%)
Bullish
24 Feb (59.3023%)
Bearish
24 Feb (71.5496%)
Bullish
24 Feb (69.0334%)
J36
$48.60-2.0923 Feb
Bullish
24 Feb (55.1628%)
Bearish
24 Feb (58.3187%)
Bullish
24 Feb (64.6611%)
Bullish
24 Feb (69.4513%)
Bullish
24 Feb (71.2921%)
Bearish (>0.05)
24 Feb (31.5232%)
J37
$29.85-0.9123 Feb
Bullish
24 Feb (51.5306%)
Bullish
24 Feb (60.6452%)
Bearish
24 Feb (63.3703%)
Bearish
24 Feb (65.8992%)
Bearish
24 Feb (69.1188%)
Bullish (>0.35)
24 Feb (48.8152%)
Bullish (>0.2)
24 Feb (52.8678%)
K17
$3.38+0.0023 Feb
Bearish
24 Feb (50.0000%)
Bearish
24 Feb (67.0034%)
Bearish
24 Feb (73.7071%)
Bearish
24 Feb (76.0730%)
Bearish (>-0)
24 Feb (27.2127%)
B2F
$2.44-0.0223 Feb
Bullish
24 Feb (48.1308%)
Bearish
24 Feb (53.0295%)
Bullish
24 Feb (60.2151%)
Bullish
24 Feb (66.0996%)
Bullish
24 Feb (69.6449%)
MV4
$0.58-0.0423 Feb
Bearish
24 Feb (60.4878%)
Bullish
24 Feb (67.5325%)
Bearish (>-0)
24 Feb (17.6471%)
Bearish (>0.02)
24 Feb (48.4211%)
5EN
$0.38-0.0223 Feb
Bearish
24 Feb (62.1714%)
Bearish
24 Feb (65.1418%)
Bearish
24 Feb (70.2703%)
O23
$1.22-0.0223 Feb
Bearish
24 Feb (41.4286%)
Bearish
24 Feb (53.0139%)
Bearish
24 Feb (59.0751%)
Bearish
24 Feb (64.5549%)
Bullish
24 Feb (74.5823%)
Bearish (>-0)
24 Feb (51.6402%)
Bearish (>0.02)
24 Feb (54.3235%)
P11
$0.24-0.0123 Feb
Bullish (>0.01)
24 Feb (51.4970%)
Bullish (>0.01)
24 Feb (59.6154%)
O9E
$1.45-0.0323 Feb
Bullish
24 Feb (62.5000%)
Bearish
24 Feb (50.0000%)
Bearish
24 Feb (64.7059%)
Bearish
24 Feb (60.0000%)
Bearish
24 Feb (57.1429%)
IX2
$0.74-0.0223 Feb
Bearish
24 Feb (35.2000%)
Bullish
24 Feb (53.6364%)
Bearish
24 Feb (63.3540%)
Bullish
24 Feb (67.4699%)
Bullish
24 Feb (67.5090%)
L6T
$0.46-0.0023 Feb
Bearish
24 Feb (38.4937%)
Bullish
24 Feb (79.1493%)
Bullish
24 Feb (79.7819%)
Bearish
24 Feb (69.7059%)
Bearish
24 Feb (68.3128%)
P05
$0.65+0.0023 Feb
Bullish
24 Feb (66.3957%)
Bullish
24 Feb (68.0421%)
NR7
$0.48-0.0123 Feb
Bullish
24 Feb (54.2105%)
Bullish
24 Feb (58.9474%)
Bullish
24 Feb (68.5990%)
Bullish
24 Feb (71.9626%)
Bullish (>0.01)
24 Feb (47.2843%)
S58
$2.45+0.0123 Feb
Bearish
24 Feb (42.3500%)
Bearish
24 Feb (50.7740%)
Bearish
24 Feb (54.7200%)
Bearish
24 Feb (57.5517%)
Bearish
24 Feb (61.9551%)
Bullish (>0.04)
24 Feb (36.0360%)
Bearish (>0.03)
24 Feb (38.8889%)
S08
$0.96+0.0023 Feb
OV8
$0.49-0.0123 Feb
Bullish
24 Feb (51.6129%)
Bearish (>-0)
24 Feb (68.7500%)
Bearish (>0.01)
24 Feb (56.2500%)
S53
$1.74-0.0023 Feb
Bullish
24 Feb (56.0000%)
Bullish
24 Feb (62.4621%)
S24
$0.53-0.0323 Feb
Bullish
24 Feb (48.0319%)
Bullish (>0.03)
24 Feb (38.8128%)
A7S
$0.50-0.0123 Feb
Bearish
24 Feb (65.8487%)
Bearish
24 Feb (72.6930%)
T03
$0.88-0.0123 Feb
Bearish
24 Feb (61.3126%)
Bullish
24 Feb (65.2564%)
Bullish
24 Feb (67.5279%)
Y92
$0.29+0.0123 Feb
Bearish (>-0)
24 Feb (68.5841%)
Bearish (>-0)
24 Feb (60.6870%)
J7X
$0.82+0.0023 Feb
Bearish
24 Feb (40.7311%)
Bearish
24 Feb (62.2120%)
Bearish
24 Feb (65.6587%)
Bearish
24 Feb (71.1019%)
Bearish (>-0)
24 Feb (30.0654%)
Bearish (>0.03)
24 Feb (57.6471%)
T24
$0.29+0.0023 Feb
Bullish (>0.01)
24 Feb (53.1250%)
U10
$1.66-0.0023 Feb
Bearish
24 Feb (46.2946%)
Bullish
24 Feb (67.3806%)
Bearish
24 Feb (72.9940%)
Bearish (>0.02)
24 Feb (64.3312%)
U14
$4.79+0.1123 Feb
Bearish
24 Feb (50.0644%)
Bearish
24 Feb (57.8298%)
Bearish
24 Feb (63.4204%)
Bearish
24 Feb (67.8910%)
Bearish
24 Feb (70.8876%)
Bearish (>-0)
24 Feb (31.0030%)
Bearish (>0.05)
24 Feb (59.5489%)
C3T
$0.22-0.0123 Feb
Bullish
24 Feb (46.4491%)
Bullish
24 Feb (50.1053%)
Bearish
24 Feb (64.8649%)
Bullish
24 Feb (66.4122%)
Bearish
24 Feb (72.6003%)
Bearish (>-0)
24 Feb (39.7626%)
U04
$2.31-0.0323 Feb
Bullish
24 Feb (41.4587%)
Bullish
24 Feb (55.3120%)
Bullish
24 Feb (62.3256%)
Bearish
24 Feb (71.4197%)
Bullish
24 Feb (71.1982%)
Bearish (>0.01)
24 Feb (34.9076%)
Bullish (>0.02)
24 Feb (49.3469%)
U19
$0.38+0.0023 Feb
Bearish
24 Feb (42.0108%)
Bullish
24 Feb (65.8135%)
Bearish
24 Feb (57.5342%)
Bearish (>-0)
24 Feb (57.7444%)
Bearish (>0.01)
24 Feb (49.9303%)
V03
$7.77-0.2323 Feb
Bearish
24 Feb (47.9240%)
Bullish
24 Feb (57.5623%)
Bullish
24 Feb (66.4093%)
Bearish
24 Feb (66.4052%)
W05
$1.28-0.0223 Feb
Bearish
24 Feb (53.7657%)
Bearish
24 Feb (65.8695%)
Bearish
24 Feb (69.9533%)
Bearish (>-0)
24 Feb (33.1754%)
BS6
$1.34-0.0323 Feb
Bullish
24 Feb (47.6008%)
Bearish
24 Feb (51.2290%)
Bullish
24 Feb (57.6628%)
Bearish
24 Feb (65.2807%)
Bearish (>-0)
24 Feb (41.1594%)
Bearish (>0.03)
24 Feb (56.0647%)
Z25
$1.46+0.0023 Feb
Bearish
24 Feb (46.9579%)
Bearish
24 Feb (57.2093%)
Bearish
24 Feb (58.9595%)
Bullish
24 Feb (68.3566%)
Bullish
24 Feb (71.8672%)
Bearish (>-0)
24 Feb (32.0792%)
Bearish (>0.05)
24 Feb (59.7260%)
5DM
$0.40-0.0123 Feb
Bullish
24 Feb (71.6258%)
Bearish
24 Feb (70.0291%)
Bearish (>0.01)
24 Feb (60.0484%)
Y02
$0.24-0.0123 Feb
AJ1
$2.52-0.0123 Feb
Bearish
24 Feb (43.7438%)
Bullish
24 Feb (59.8651%)
Bullish
24 Feb (66.8635%)
Bearish
24 Feb (68.2828%)
Bearish
24 Feb (71.9397%)
Bearish (>0.07)
24 Feb (59.1045%)
J85
$1.71-0.0123 Feb
Bearish
24 Feb (44.9367%)
Bullish
24 Feb (56.8345%)
Bullish
24 Feb (61.7774%)
Bullish
24 Feb (66.5037%)
Bullish
24 Feb (68.0062%)
Bearish (>-0)
24 Feb (32.7416%)

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