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

Thursday, February 2, 2012

Feb 6, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.36-0.1702 Feb
Bearish
03 Feb (43.1188%)
Bearish
03 Feb (55.2724%)
Bearish
03 Feb (58.0645%)
Bearish
03 Feb (65.3482%)
Bearish
03 Feb (65.9294%)
Bearish (>-0)
03 Feb (30.1565%)
G13
$1.60+0.0102 Feb
Bullish
03 Feb (43.6321%)
Bullish
03 Feb (51.1579%)
Bearish
03 Feb (61.3260%)
Bullish
03 Feb (65.8845%)
Bullish
03 Feb (68.7047%)
Bearish (>-0)
03 Feb (59.6639%)
Bearish (>0.01)
03 Feb (55.0933%)
C31
$2.63-0.0102 Feb
Bullish
03 Feb (56.6624%)
Bullish
03 Feb (64.2886%)
Bearish
03 Feb (67.5947%)
Bearish
03 Feb (68.8822%)
Bearish (>-0)
03 Feb (30.6477%)
C38U
$1.71+0.0001 Feb
Bullish
02 Feb (48.1511%)
Bullish
02 Feb (55.7929%)
Bullish
02 Feb (65.3825%)
Bullish
02 Feb (70.1571%)
Bearish (>-0)
02 Feb (40.9091%)
C09
$9.98+0.0502 Feb
Bullish
03 Feb (51.7658%)
Bullish
03 Feb (58.0236%)
Bullish
03 Feb (59.7109%)
Bullish
03 Feb (66.5532%)
Bullish
03 Feb (68.2684%)
Bearish (>-0)
03 Feb (28.5714%)
Bullish (>0.2)
03 Feb (39.0144%)
C52
$1.44-0.0202 Feb
Bullish
03 Feb (46.3904%)
Bullish
03 Feb (52.4887%)
Bullish
03 Feb (58.3691%)
Bullish
03 Feb (60.8200%)
Bullish
03 Feb (66.4773%)
F83
$1.17+0.0202 Feb
Bullish
03 Feb (49.1450%)
Bullish
03 Feb (54.1927%)
Bullish
03 Feb (62.2394%)
Bearish
03 Feb (69.1321%)
Bullish
03 Feb (71.6729%)
Bearish (>-0)
03 Feb (32.5000%)
F99
$6.73+0.0002 Feb
Bullish
03 Feb (50.0649%)
Bearish
03 Feb (56.2448%)
Bearish
03 Feb (59.0476%)
Bearish
03 Feb (64.0553%)
Bearish
03 Feb (65.6357%)
E5H
$0.73+0.0002 Feb
Bullish
03 Feb (68.0851%)
Bullish
03 Feb (69.4045%)
H78
$5.08-0.1002 Feb
Bearish
03 Feb (45.4443%)
Bullish
03 Feb (56.6396%)
Bearish
03 Feb (63.9870%)
Bearish
03 Feb (65.1722%)
Bearish
03 Feb (68.2429%)
Bullish (>0.11)
03 Feb (36.4602%)
Bullish (>0.09)
03 Feb (46.1818%)
C07
$51.07+0.0702 Feb
Bullish
03 Feb (50.9949%)
Bearish
03 Feb (54.1145%)
Bearish
03 Feb (58.8914%)
Bearish (>-0)
03 Feb (28.4238%)
BN4
$10.49-0.1202 Feb
Bullish
03 Feb (50.1044%)
Bullish
03 Feb (58.7026%)
Bullish
03 Feb (60.3135%)
Bullish
03 Feb (66.5763%)
Bullish
03 Feb (69.3083%)
Bullish (>0.28)
03 Feb (42.5532%)
Bullish (>0.2)
03 Feb (32.9204%)
N03
$1.45+0.0802 Feb
Bearish
03 Feb (59.1680%)
Bearish
03 Feb (64.5753%)
Bearish
03 Feb (65.2361%)
Bearish (>-0)
03 Feb (29.4118%)
N21
$1.37+0.0102 Feb
Bullish
03 Feb (47.5442%)
Bullish
03 Feb (57.0701%)
Bearish
03 Feb (56.7234%)
Bearish
03 Feb (61.8026%)
Bearish
03 Feb (64.4015%)
Bearish (>-0)
03 Feb (29.3103%)
O39
$8.50-0.0602 Feb
Bullish
03 Feb (52.1916%)
Bearish
03 Feb (55.3209%)
Bullish
03 Feb (65.1508%)
Bearish
03 Feb (62.5056%)
Bullish
03 Feb (71.3826%)
Bearish (>-0)
03 Feb (33.7349%)
Bullish (>0.1)
03 Feb (39.3082%)
U96
$4.75+0.0202 Feb
Bearish
03 Feb (43.7370%)
Bullish
03 Feb (55.1777%)
Bearish
03 Feb (62.9327%)
Bearish
03 Feb (65.7652%)
Bearish
03 Feb (70.8209%)
Bearish (>-0)
03 Feb (38.2682%)
Bearish (>0.06)
03 Feb (61.6959%)
S51
$4.89-0.0402 Feb
Bearish
03 Feb (44.7236%)
Bullish
03 Feb (60.5655%)
Bearish
03 Feb (62.5874%)
Bearish
03 Feb (69.8772%)
Bullish
03 Feb (71.5177%)
Bearish (>-0)
03 Feb (27.4914%)
S59
$3.60+0.0602 Feb
Bearish
03 Feb (44.0104%)
Bearish
03 Feb (52.7042%)
Bearish
03 Feb (61.7440%)
Bearish
03 Feb (64.5441%)
Bearish
03 Feb (68.3889%)
Bearish (>0.04)
03 Feb (47.7295%)
C6L
$11.00+0.0402 Feb
Bearish
03 Feb (48.9594%)
Bullish
03 Feb (60.3634%)
Bearish
03 Feb (59.3741%)
Bearish
03 Feb (63.5314%)
Bearish
03 Feb (65.0117%)
Bullish (>0.3)
03 Feb (32.2222%)
Z74
$3.13+0.0202 Feb
Bullish
03 Feb (44.7581%)
Bearish
03 Feb (52.6998%)
Bullish
03 Feb (59.7199%)
Bullish
03 Feb (63.3632%)
Bullish
03 Feb (67.6175%)
Bearish (>-0)
03 Feb (32.8152%)
S68
$6.64+0.1702 Feb
Bullish
03 Feb (49.4127%)
Bearish
03 Feb (54.2257%)
Bearish
03 Feb (62.7687%)
Bearish
03 Feb (65.9384%)
Bullish
03 Feb (73.1866%)
Bearish (>-0)
03 Feb (33.7922%)
Bullish (>0.08)
03 Feb (56.0976%)
T39
$3.66-0.0102 Feb
Bullish
03 Feb (47.4026%)
Bearish
03 Feb (58.3391%)
Bullish
03 Feb (66.4005%)
Bearish
03 Feb (62.9630%)
Bullish (>0.04)
03 Feb (38.4000%)
CC3
$2.83+0.0102 Feb
Bullish
03 Feb (50.8554%)
Bearish
03 Feb (63.1880%)
Bearish
03 Feb (67.4598%)
S63
$2.91-0.0402 Feb
Bearish
03 Feb (44.8892%)
Bearish
03 Feb (55.7754%)
Bearish
03 Feb (62.1504%)
Bullish
03 Feb (64.6853%)
Bearish
03 Feb (66.7038%)
Bearish (>-0)
03 Feb (38.7917%)
MS7
$1.42+0.0102 Feb
Bearish
03 Feb (42.7586%)
Bearish
03 Feb (56.1404%)
Bullish
03 Feb (71.1246%)
Bearish
03 Feb (76.0870%)
Bearish (>0.03)
03 Feb (60.7595%)
AK3
$0.60+0.0102 Feb
Bearish
03 Feb (54.3834%)
Bullish (>0.04)
03 Feb (52.1905%)
U11
$17.35-0.0502 Feb
Bullish
03 Feb (52.5362%)
Bearish
03 Feb (57.3722%)
Bullish
03 Feb (65.1568%)
Bearish
03 Feb (63.1667%)
Bearish
03 Feb (67.5347%)
Bearish (>-0)
03 Feb (34.8485%)
Bearish (>0.22)
03 Feb (50.5960%)
JS8
$1.34+0.0002 Feb
Bullish
03 Feb (40.0000%)
Bearish
03 Feb (66.0508%)
Bearish
03 Feb (70.4280%)
Bearish
03 Feb (75.8893%)
MC0
$2.00-0.0002 Feb
Bullish
03 Feb (46.8619%)
Bearish
03 Feb (54.9828%)
Bearish
03 Feb (59.7786%)
Bearish
03 Feb (68.4746%)
Bearish
03 Feb (70.1639%)
F34
$5.57+0.1202 Feb
Bearish
03 Feb (47.4641%)
Bearish
03 Feb (54.4474%)
Bearish
03 Feb (62.6642%)
Bearish
03 Feb (67.6285%)
Bullish
03 Feb (75.9152%)
Bearish (>-0)
03 Feb (28.2098%)
O32
$2.61-0.0202 Feb
Bullish
03 Feb (47.8357%)
Bearish
03 Feb (53.9661%)
Bearish
03 Feb (58.8542%)
Bearish
03 Feb (65.3491%)
Bullish
03 Feb (69.2037%)
F10
$0.32+0.0102 Feb
Bearish (>-0)
03 Feb (54.5994%)
Bearish (>0.01)
03 Feb (53.6703%)
5IG
$0.31+0.0202 Feb
Bullish (>0.01)
03 Feb (66.0377%)
5IM
$0.15+0.0002 Feb
Bullish (>0.01)
03 Feb (65.1163%)
600
$1.37+0.0202 Feb
Bullish
03 Feb (49.3808%)
Bullish
03 Feb (56.2410%)
Bearish
03 Feb (71.5385%)
Bearish (>-0)
03 Feb (37.8571%)
Z59
$0.39+0.0002 Feb
Bearish
03 Feb (29.7297%)
Bearish
03 Feb (60.5505%)
Bullish
03 Feb (74.7795%)
Bearish
03 Feb (76.8000%)
Bullish (>0.02)
03 Feb (66.1765%)
Bearish (>0.01)
03 Feb (59.8131%)
558
$0.48-0.0102 Feb
M1P
$0.69+0.0202 Feb
Bearish
03 Feb (45.6790%)
Bullish
03 Feb (46.1538%)
Bearish
03 Feb (67.8112%)
Bearish
03 Feb (72.9242%)
Bullish (>0.02)
03 Feb (54.7619%)
5GJ
$0.36+0.0102 Feb
Bearish
03 Feb (67.5737%)
B20
$1.63+0.0102 Feb
Bullish
03 Feb (38.8715%)
Bearish
03 Feb (46.5409%)
Bearish
03 Feb (65.0092%)
B69
$0.36+0.0202 Feb
Bullish
03 Feb (46.5116%)
Bearish
03 Feb (60.7595%)
Bullish (>0.02)
03 Feb (52.1341%)
G92
$1.14+0.0202 Feb
Bearish
03 Feb (61.9625%)
Bearish
03 Feb (70.6388%)
K2N
$0.90+0.0102 Feb
Bullish
03 Feb (43.9759%)
Bullish
03 Feb (49.6732%)
Bearish
03 Feb (66.4921%)
Bullish
03 Feb (65.0667%)
Bearish
03 Feb (71.1957%)
C29
$0.43-0.0102 Feb
Bullish
03 Feb (65.2941%)
Bearish
03 Feb (72.6606%)
5ME
$0.76+0.0102 Feb
5DN
$1.09+0.0502 Feb
Bearish
03 Feb (40.1753%)
Bullish
03 Feb (56.5027%)
Bullish
03 Feb (67.5876%)
Bearish
03 Feb (70.2647%)
Bearish (>-0)
03 Feb (37.2771%)
EB5
$1.64+0.0102 Feb
Bearish
03 Feb (43.1703%)
Bullish
03 Feb (52.8594%)
Bullish
03 Feb (61.9048%)
Bearish (>0.02)
03 Feb (46.0674%)
H22
$1.80+0.0702 Feb
Bullish
03 Feb (46.0488%)
Bearish
03 Feb (57.2529%)
Bearish
03 Feb (65.1163%)
Bullish
03 Feb (63.8780%)
Bearish
03 Feb (76.2972%)
Bullish (>0.06)
03 Feb (41.9401%)
Bullish (>0.04)
03 Feb (40.8813%)
J36
$52.30+0.0902 Feb
Bullish
03 Feb (55.1628%)
Bearish
03 Feb (58.3187%)
Bullish
03 Feb (64.6611%)
Bearish
03 Feb (65.2720%)
Bearish
03 Feb (66.3312%)
Bearish (>0.4)
03 Feb (57.3466%)
J37
$31.21-0.1402 Feb
Bearish
03 Feb (51.2627%)
Bearish
03 Feb (58.9686%)
Bearish
03 Feb (63.3703%)
Bearish
03 Feb (65.8992%)
Bullish
03 Feb (69.8739%)
Bullish (>0.34)
03 Feb (48.8152%)
Bearish (>0.2)
03 Feb (57.8199%)
K17
$2.83+0.0002 Feb
Bearish
03 Feb (50.0000%)
Bullish
03 Feb (56.6280%)
Bearish
03 Feb (73.7071%)
Bearish
03 Feb (76.0730%)
Bearish (>-0)
03 Feb (27.2127%)
B2F
$2.41-0.0102 Feb
Bullish
03 Feb (48.1308%)
Bullish
03 Feb (57.4300%)
Bullish
03 Feb (60.2151%)
Bullish
03 Feb (66.0996%)
Bearish
03 Feb (61.0066%)
MV4
$0.52+0.0002 Feb
Bearish
03 Feb (60.4878%)
Bearish
03 Feb (71.0425%)
Bearish (>-0)
03 Feb (17.6471%)
Bearish (>0.02)
03 Feb (48.4211%)
5EN
$0.42+0.0102 Feb
Bearish
03 Feb (65.1418%)
Bearish
03 Feb (70.2703%)
Bearish (>-0)
03 Feb (58.5209%)
O23
$1.30+0.0102 Feb
Bearish
03 Feb (41.4286%)
Bullish
03 Feb (57.1657%)
Bearish
03 Feb (64.5549%)
Bullish
03 Feb (74.5823%)
Bearish (>-0)
03 Feb (51.6402%)
Bearish (>0.02)
03 Feb (54.3235%)
P11
$0.23+0.0102 Feb
Bullish (>0.01)
03 Feb (51.4970%)
O9E
$1.50+0.0202 Feb
Bearish
03 Feb (70.0000%)
Bearish
03 Feb (50.0000%)
Bearish
03 Feb (64.7059%)
Bearish
03 Feb (60.0000%)
Bearish
03 Feb (57.1429%)
IX2
$0.79+0.0202 Feb
Bullish
03 Feb (41.8824%)
Bearish
03 Feb (50.0000%)
Bearish
03 Feb (63.3540%)
Bearish
03 Feb (73.9130%)
Bullish (>0.03)
03 Feb (33.0275%)
Bullish (>0.02)
03 Feb (38.0531%)
L6T
$0.38-0.0102 Feb
Bullish
03 Feb (75.2858%)
Bullish
03 Feb (79.7819%)
Bearish
03 Feb (69.7059%)
P05
$0.68+0.0102 Feb
Bearish
03 Feb (43.0872%)
Bullish
03 Feb (60.7071%)
Bullish
03 Feb (68.0421%)
NR7
$0.46+0.0102 Feb
Bearish
03 Feb (69.0370%)
S58
$2.30+0.0302 Feb
Bearish
03 Feb (42.3500%)
Bearish
03 Feb (50.7740%)
Bullish
03 Feb (63.9075%)
Bearish
03 Feb (61.9551%)
Bearish (>-0)
03 Feb (34.6232%)
Bearish (>0.03)
03 Feb (38.8889%)
S08
$0.97+0.0002 Feb
OV8
$0.46-0.0102 Feb
Bullish
03 Feb (51.6129%)
Bearish (>-0)
03 Feb (68.7500%)
S53
$1.73+0.0002 Feb
S24
$0.53+0.0202 Feb
Bearish
03 Feb (41.8265%)
Bullish
03 Feb (48.0319%)
Bullish
03 Feb (53.6117%)
Bullish
03 Feb (59.8964%)
Bullish
03 Feb (64.0000%)
Bullish (>0.03)
03 Feb (38.8128%)
A7S
$0.53+0.0102 Feb
Bearish
03 Feb (65.8487%)
Bearish
03 Feb (72.6930%)
Bullish (>0.01)
03 Feb (40.4819%)
T03
$0.87+0.0002 Feb
Bearish
03 Feb (44.0797%)
Bearish
03 Feb (61.3126%)
Bullish
03 Feb (65.2564%)
Bearish
03 Feb (70.6402%)
Bullish (>0.02)
03 Feb (52.6066%)
Y92
$0.29-0.0202 Feb
Bullish (>0.01)
03 Feb (65.9026%)
J7X
$0.71+0.0302 Feb
Bearish
03 Feb (40.7311%)
Bearish
03 Feb (54.3779%)
Bearish
03 Feb (62.2120%)
Bearish
03 Feb (65.6587%)
Bearish (>-0)
03 Feb (30.0654%)
T24
$0.30+0.0102 Feb
U10
$1.62+0.0002 Feb
Bearish
03 Feb (46.2946%)
Bearish
03 Feb (56.8507%)
Bearish
03 Feb (64.9706%)
Bearish
03 Feb (69.7068%)
U14
$4.50-0.0202 Feb
Bearish
03 Feb (50.0644%)
Bearish
03 Feb (57.8298%)
Bearish
03 Feb (63.4204%)
Bullish
03 Feb (65.4578%)
Bearish
03 Feb (70.8876%)
C3T
$0.16+0.0102 Feb
Bearish
03 Feb (41.1765%)
Bearish
03 Feb (52.4675%)
Bearish
03 Feb (64.8649%)
Bearish
03 Feb (69.4545%)
Bearish (>-0)
03 Feb (39.7626%)
U04
$2.16+0.0702 Feb
Bullish
03 Feb (41.4587%)
Bearish
03 Feb (60.6713%)
Bearish
03 Feb (63.7588%)
Bearish
03 Feb (71.4197%)
Bullish
03 Feb (71.1982%)
Bullish (>0.04)
03 Feb (50.8050%)
U19
$0.36-0.0102 Feb
Bearish
03 Feb (38.1166%)
Bullish
03 Feb (65.8135%)
Bearish
03 Feb (57.5342%)
Bullish
03 Feb (74.6032%)
V03
$7.27+0.0702 Feb
Bearish
03 Feb (47.9240%)
Bearish
03 Feb (54.4065%)
Bullish
03 Feb (66.4093%)
Bullish
03 Feb (69.1489%)
Bullish
03 Feb (70.0465%)
W05
$1.22+0.0102 Feb
Bearish
03 Feb (44.9594%)
Bearish
03 Feb (53.7657%)
Bearish
03 Feb (59.0267%)
Bullish
03 Feb (72.0874%)
Bearish (>-0)
03 Feb (33.1754%)
Bullish (>0.03)
03 Feb (47.3077%)
BS6
$1.13+0.0302 Feb
Bearish
03 Feb (42.7128%)
Bearish
03 Feb (51.2290%)
Bullish
03 Feb (57.6628%)
Bullish
03 Feb (65.1751%)
Bullish
03 Feb (71.2909%)
Bearish (>0.03)
03 Feb (56.0647%)
Z25
$1.15+0.0302 Feb
Bearish
03 Feb (46.9579%)
Bullish
03 Feb (56.4246%)
Bearish
03 Feb (58.9595%)
Bearish
03 Feb (66.0106%)
Bearish
03 Feb (69.6578%)
Bearish (>-0)
03 Feb (32.0792%)
5DM
$0.32+0.0102 Feb
Bearish
03 Feb (43.6879%)
Bearish
03 Feb (61.6043%)
Bearish
03 Feb (70.0291%)
Bullish
03 Feb (85.8345%)
Y02
$0.25+0.0002 Feb
Bearish
03 Feb (58.3026%)
AJ1
$2.34+0.0202 Feb
Bearish
03 Feb (43.7438%)
Bearish
03 Feb (54.6521%)
Bullish
03 Feb (66.8635%)
Bullish
03 Feb (70.0422%)
Bearish
03 Feb (71.9397%)
Bearish (>-0)
03 Feb (25.4473%)
J85
$1.72-0.0102 Feb
Bearish
03 Feb (44.9367%)
Bullish
03 Feb (56.8345%)
Bullish
03 Feb (61.7774%)
Bullish
03 Feb (66.5037%)
Bearish (>-0)
03 Feb (32.7416%)

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