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

Saturday, February 4, 2012

Feb 6, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE4-Day PE5-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.40+0.0403 Feb
Bearish
04 Feb (43.1188%)
Bullish
04 Feb (61.1459%)
Bearish
04 Feb (58.0645%)
Bullish
04 Feb (69.7819%)
Bearish
04 Feb (65.9294%)
Bearish (>-0)
04 Feb (30.1565%)
Bearish (>0.25)
04 Feb (54.3276%)
G13
$1.62+0.0103 Feb
Bullish
04 Feb (43.6321%)
Bullish
04 Feb (51.1579%)
Bearish
04 Feb (61.3260%)
Bearish
04 Feb (67.5615%)
Bearish
04 Feb (70.9265%)
Bullish (>0.03)
04 Feb (48.9011%)
Bearish (>0.01)
04 Feb (55.0933%)
C31
$2.65+0.0203 Feb
Bearish
04 Feb (45.0065%)
Bullish
04 Feb (56.6624%)
Bearish
04 Feb (61.7831%)
Bullish
04 Feb (68.6901%)
Bearish
04 Feb (68.8822%)
C38U
$1.72+0.0003 Feb
Bullish
04 Feb (48.1511%)
Bullish
04 Feb (55.7929%)
Bullish
04 Feb (60.6168%)
Bearish
04 Feb (69.3191%)
Bullish
04 Feb (70.1571%)
C09
$10.14+0.1603 Feb
Bullish
04 Feb (51.7658%)
Bullish
04 Feb (58.0236%)
Bearish
04 Feb (58.6252%)
Bearish
04 Feb (66.6972%)
Bearish
04 Feb (65.9838%)
Bearish (>-0)
04 Feb (28.5714%)
Bullish (>0.2)
04 Feb (39.0144%)
C52
$1.46+0.0203 Feb
Bearish
04 Feb (46.8606%)
Bearish
04 Feb (50.1802%)
Bearish
04 Feb (58.6488%)
Bullish
04 Feb (60.8200%)
Bearish
04 Feb (65.7289%)
F83
$1.18+0.0103 Feb
Bullish
04 Feb (49.1450%)
Bullish
04 Feb (54.1927%)
Bullish
04 Feb (62.2394%)
Bearish
04 Feb (69.1321%)
Bullish
04 Feb (71.6729%)
Bearish (>-0)
04 Feb (32.5000%)
F99
$6.66-0.0703 Feb
Bullish
04 Feb (50.0649%)
Bearish
04 Feb (56.2448%)
Bearish
04 Feb (59.0476%)
Bearish
04 Feb (64.0553%)
Bearish
04 Feb (65.6357%)
E5H
$0.74+0.0103 Feb
Bearish
04 Feb (58.9971%)
Bullish
04 Feb (69.4045%)
Bullish (>0.02)
04 Feb (44.9664%)
H78
$5.11+0.0303 Feb
Bullish
04 Feb (48.3698%)
Bearish
04 Feb (53.7859%)
Bullish
04 Feb (63.5937%)
Bearish
04 Feb (65.1722%)
Bearish
04 Feb (68.2429%)
Bullish (>0.09)
04 Feb (46.1818%)
C07
$51.24+0.1703 Feb
Bearish
04 Feb (48.6390%)
Bearish
04 Feb (54.1145%)
Bearish
04 Feb (58.8914%)
Bearish (>-0)
04 Feb (28.4238%)
BN4
$10.57+0.0803 Feb
Bullish
04 Feb (50.1044%)
Bearish
04 Feb (60.2439%)
Bullish
04 Feb (60.3135%)
Bullish
04 Feb (66.5763%)
Bullish
04 Feb (69.3083%)
Bullish (>0.28)
04 Feb (42.5532%)
Bullish (>0.2)
04 Feb (32.9204%)
N03
$1.43-0.0203 Feb
Bearish
04 Feb (53.8703%)
Bearish
04 Feb (59.1680%)
Bearish
04 Feb (64.5753%)
Bearish
04 Feb (65.2361%)
Bearish (>-0)
04 Feb (29.4118%)
N21
$1.39+0.0203 Feb
Bearish
04 Feb (43.6129%)
Bullish
04 Feb (57.0701%)
Bearish
04 Feb (56.7234%)
Bullish
04 Feb (69.7703%)
Bearish
04 Feb (64.4015%)
Bullish (>0.07)
04 Feb (44.7059%)
O39
$8.68+0.1803 Feb
Bearish
04 Feb (48.1448%)
Bullish
04 Feb (60.9620%)
Bearish
04 Feb (59.5784%)
Bullish
04 Feb (68.3150%)
Bullish
04 Feb (71.3826%)
Bullish (>0.1)
04 Feb (39.3082%)
U96
$4.71-0.0403 Feb
Bearish
04 Feb (43.7370%)
Bullish
04 Feb (55.1777%)
Bearish
04 Feb (62.9327%)
Bearish
04 Feb (65.7652%)
Bearish
04 Feb (70.8209%)
Bearish (>-0)
04 Feb (38.2682%)
S51
$4.85-0.0403 Feb
Bearish
04 Feb (44.7236%)
Bullish
04 Feb (60.5655%)
Bearish
04 Feb (62.5874%)
Bearish
04 Feb (69.8772%)
Bullish
04 Feb (71.5177%)
Bearish (>-0)
04 Feb (27.4914%)
Bearish (>0.09)
04 Feb (64.0777%)
S59
$3.68+0.0803 Feb
Bullish
04 Feb (44.4936%)
Bearish
04 Feb (52.7042%)
Bearish
04 Feb (61.7440%)
Bearish
04 Feb (64.5441%)
Bearish
04 Feb (68.3889%)
Bearish (>0.04)
04 Feb (47.7295%)
C6L
$10.61-0.3903 Feb
Bullish
04 Feb (51.3226%)
Bearish
04 Feb (56.3490%)
Bullish
04 Feb (64.3942%)
Bullish
04 Feb (69.1993%)
Bullish
04 Feb (69.9851%)
Bullish (>0.3)
04 Feb (32.2222%)
Bullish (>0.2)
04 Feb (37.9475%)
Z74
$3.16+0.0303 Feb
Bullish
04 Feb (44.7581%)
Bearish
04 Feb (52.6998%)
Bearish
04 Feb (58.0830%)
Bearish
04 Feb (62.5879%)
Bullish
04 Feb (67.6175%)
Bearish (>-0)
04 Feb (32.8152%)
S68
$6.70+0.0603 Feb
Bearish
04 Feb (46.9407%)
Bearish
04 Feb (54.2257%)
Bullish
04 Feb (66.1532%)
Bearish
04 Feb (65.9384%)
Bearish
04 Feb (67.7940%)
Bearish (>-0)
04 Feb (33.7922%)
Bearish (>0.08)
04 Feb (65.1786%)
T39
$3.67+0.0103 Feb
Bullish
04 Feb (47.4026%)
Bullish
04 Feb (55.7634%)
Bearish
04 Feb (58.3391%)
Bullish
04 Feb (66.4005%)
CC3
$2.84+0.0103 Feb
Bearish
04 Feb (46.6602%)
Bearish
04 Feb (53.6543%)
Bearish
04 Feb (58.2946%)
Bearish
04 Feb (63.1880%)
Bullish
04 Feb (70.3567%)
S63
$2.92+0.0103 Feb
Bullish
04 Feb (48.2514%)
Bearish
04 Feb (62.1504%)
Bullish
04 Feb (64.6853%)
Bearish
04 Feb (66.7038%)
MS7
$1.42+0.0003 Feb
Bearish
04 Feb (42.7586%)
Bearish
04 Feb (56.1404%)
Bullish
04 Feb (71.1246%)
Bearish
04 Feb (76.0870%)
Bearish (>0.03)
04 Feb (60.7595%)
AK3
$0.62+0.0103 Feb
Bullish
04 Feb (48.9862%)
Bullish
04 Feb (53.7170%)
Bullish (>0.04)
04 Feb (52.1905%)
U11
$17.46+0.1103 Feb
Bullish
04 Feb (52.5362%)
Bearish
04 Feb (57.3722%)
Bearish
04 Feb (61.1702%)
Bearish
04 Feb (63.1667%)
Bearish
04 Feb (67.5347%)
Bearish (>-0)
04 Feb (34.8485%)
Bearish (>0.22)
04 Feb (50.5960%)
JS8
$1.35+0.0103 Feb
Bullish
04 Feb (40.0000%)
Bearish
04 Feb (62.4339%)
Bearish
04 Feb (66.0508%)
Bearish
04 Feb (70.4280%)
Bearish
04 Feb (75.8893%)
MC0
$1.98-0.0203 Feb
Bullish
04 Feb (46.8619%)
Bearish
04 Feb (54.9828%)
Bearish
04 Feb (68.4746%)
Bearish
04 Feb (70.1639%)
F34
$5.65+0.0803 Feb
Bullish
04 Feb (54.2980%)
Bearish
04 Feb (54.4474%)
Bearish
04 Feb (62.6642%)
Bearish
04 Feb (67.6285%)
Bearish
04 Feb (70.3774%)
O32
$2.61+0.0003 Feb
Bullish
04 Feb (47.8357%)
Bearish
04 Feb (53.9661%)
Bearish
04 Feb (58.8542%)
Bearish
04 Feb (65.3491%)
Bullish
04 Feb (69.2037%)
Bearish (>0.06)
04 Feb (60.9808%)
F10
$0.32+0.0003 Feb
Bearish (>-0)
04 Feb (54.5994%)
Bearish (>0.01)
04 Feb (53.6703%)
5IG
$0.32+0.0103 Feb
5IM
$0.15+0.0003 Feb
600
$1.43+0.0603 Feb
Bearish
04 Feb (41.0804%)
Bullish
04 Feb (56.2410%)
Bearish
04 Feb (68.3114%)
Bearish
04 Feb (71.5385%)
Bearish (>-0)
04 Feb (37.8571%)
Z59
$0.46+0.0703 Feb
Bearish
04 Feb (61.9048%)
Bullish
04 Feb (73.0496%)
Bullish
04 Feb (74.7795%)
Bearish
04 Feb (76.8000%)
Bullish (>0.02)
04 Feb (66.1765%)
Bullish (>0.01)
04 Feb (64.3016%)
558
$0.48+0.0103 Feb
Bearish
04 Feb (61.6175%)
Bearish
04 Feb (63.9850%)
M1P
$0.72+0.0303 Feb
Bearish
04 Feb (50.0000%)
Bearish
04 Feb (67.8112%)
Bearish
04 Feb (74.2188%)
Bearish
04 Feb (72.9242%)
Bullish (>0.03)
04 Feb (49.3827%)
5GJ
$0.37+0.0203 Feb
Bearish (>-0)
04 Feb (50.0888%)
B20
$1.67+0.0403 Feb
Bearish
04 Feb (36.8421%)
Bearish
04 Feb (46.5409%)
B69
$0.37+0.0003 Feb
Bullish
04 Feb (46.5116%)
Bearish
04 Feb (68.1195%)
Bullish (>0.02)
04 Feb (52.1341%)
G92
$1.17+0.0303 Feb
Bearish
04 Feb (41.8535%)
Bullish
04 Feb (56.4372%)
Bearish
04 Feb (61.9625%)
Bullish
04 Feb (70.1646%)
Bearish
04 Feb (70.6388%)
K2N
$0.93+0.0303 Feb
Bearish
04 Feb (43.4783%)
Bullish
04 Feb (49.6732%)
Bullish
04 Feb (64.3312%)
Bullish
04 Feb (65.0667%)
Bullish (>0.04)
04 Feb (34.3284%)
Bearish (>0.03)
04 Feb (44.4444%)
C29
$0.43+0.0003 Feb
5ME
$0.76+0.0103 Feb
Bearish
04 Feb (65.6205%)
Bearish
04 Feb (70.6223%)
Bearish (>0.02)
04 Feb (51.3158%)
5DN
$1.13+0.0403 Feb
Bearish
04 Feb (40.1753%)
Bullish
04 Feb (64.8816%)
Bearish
04 Feb (66.6667%)
Bearish
04 Feb (70.2647%)
Bearish (>-0)
04 Feb (37.2771%)
EB5
$1.72+0.0803 Feb
Bearish
04 Feb (43.1703%)
Bearish
04 Feb (58.6599%)
Bearish
04 Feb (65.0386%)
Bearish
04 Feb (70.1571%)
Bullish (>0.04)
04 Feb (45.0704%)
Bullish (>0.03)
04 Feb (42.8571%)
H22
$1.95+0.1603 Feb
Bullish
04 Feb (46.0488%)
Bearish
04 Feb (65.1163%)
Bullish
04 Feb (63.8780%)
Bearish
04 Feb (76.2972%)
Bullish (>0.06)
04 Feb (41.9401%)
Bullish (>0.04)
04 Feb (40.8813%)
J36
$52.40+0.1003 Feb
Bearish
04 Feb (53.6415%)
Bearish
04 Feb (58.3187%)
Bearish
04 Feb (62.3377%)
Bearish
04 Feb (65.2720%)
Bearish
04 Feb (66.3312%)
Bearish (>0.05)
04 Feb (31.5232%)
Bearish (>0.4)
04 Feb (57.3466%)
J37
$31.23+0.0203 Feb
Bearish
04 Feb (51.2627%)
Bearish
04 Feb (58.9686%)
Bullish
04 Feb (63.3910%)
Bullish
04 Feb (67.4089%)
Bearish
04 Feb (69.1188%)
Bullish (>0.34)
04 Feb (48.8152%)
Bearish (>0.2)
04 Feb (57.8199%)
K17
$2.83+0.0003 Feb
Bullish
04 Feb (51.6772%)
Bullish
04 Feb (56.6280%)
Bullish
04 Feb (63.8628%)
Bullish
04 Feb (68.3645%)
Bearish
04 Feb (76.0730%)
Bearish (>-0)
04 Feb (27.2127%)
B2F
$2.41+0.0003 Feb
Bullish
04 Feb (57.4300%)
Bullish
04 Feb (66.0996%)
Bullish
04 Feb (69.6449%)
MV4
$0.53+0.0103 Feb
Bearish
04 Feb (60.4878%)
Bearish
04 Feb (72.2022%)
Bearish (>-0)
04 Feb (17.6471%)
Bearish (>0.02)
04 Feb (48.4211%)
5EN
$0.43+0.0203 Feb
Bearish
04 Feb (62.1714%)
Bearish
04 Feb (65.1418%)
Bearish
04 Feb (70.2703%)
Bullish (>0.03)
04 Feb (48.1061%)
Bearish (>0.02)
04 Feb (61.7329%)
O23
$1.29-0.0103 Feb
Bullish
04 Feb (57.1657%)
Bullish
04 Feb (66.8151%)
Bearish
04 Feb (64.5549%)
Bullish
04 Feb (74.5823%)
Bearish (>0.02)
04 Feb (54.3235%)
P11
$0.23+0.0003 Feb
O9E
$1.50+0.0003 Feb
Bearish
04 Feb (50.0000%)
Bearish
04 Feb (64.7059%)
Bearish
04 Feb (60.0000%)
IX2
$0.80+0.0103 Feb
Bearish
04 Feb (35.2000%)
Bearish
04 Feb (50.0000%)
Bearish
04 Feb (63.3540%)
Bullish
04 Feb (67.4699%)
Bearish
04 Feb (73.9130%)
Bullish (>0.03)
04 Feb (33.0275%)
Bullish (>0.02)
04 Feb (38.0531%)
L6T
$0.38+0.0003 Feb
Bullish
04 Feb (82.5306%)
P05
$0.69+0.0103 Feb
Bearish
04 Feb (43.0872%)
Bullish
04 Feb (68.0421%)
NR7
$0.46+0.0003 Feb
Bearish
04 Feb (69.0370%)
S58
$2.31+0.0103 Feb
Bullish
04 Feb (40.5731%)
Bearish
04 Feb (50.7740%)
Bearish
04 Feb (54.7200%)
Bearish
04 Feb (57.5517%)
Bearish
04 Feb (61.9551%)
Bearish (>-0)
04 Feb (34.6232%)
Bearish (>0.03)
04 Feb (38.8889%)
S08
$0.97+0.0003 Feb
Bullish
04 Feb (49.1329%)
OV8
$0.46+0.0003 Feb
Bearish (>-0)
04 Feb (68.7500%)
S53
$1.73+0.0003 Feb
Bullish
04 Feb (61.4173%)
S24
$0.54+0.0103 Feb
Bullish
04 Feb (41.0817%)
Bearish
04 Feb (55.4768%)
Bullish
04 Feb (53.6117%)
Bullish
04 Feb (59.8964%)
Bullish
04 Feb (64.0000%)
A7S
$0.53+0.0003 Feb
Bearish
04 Feb (51.5050%)
Bearish
04 Feb (59.7260%)
Bearish
04 Feb (65.8487%)
Bearish
04 Feb (72.6930%)
T03
$0.86-0.0103 Feb
Bullish
04 Feb (65.2564%)
Bullish
04 Feb (67.5279%)
Y92
$0.28-0.0103 Feb
Bullish (>0.01)
04 Feb (65.9026%)
J7X
$0.72+0.0103 Feb
Bullish
04 Feb (53.3808%)
Bearish
04 Feb (62.2120%)
Bullish
04 Feb (67.2566%)
Bearish (>-0)
04 Feb (30.0654%)
T24
$0.29+0.0003 Feb
U10
$1.63+0.0103 Feb
Bullish
04 Feb (43.9024%)
Bullish
04 Feb (51.7937%)
U14
$4.46-0.0403 Feb
Bullish
04 Feb (46.9457%)
Bullish
04 Feb (56.4128%)
Bearish
04 Feb (63.4204%)
Bullish
04 Feb (65.4578%)
Bullish
04 Feb (67.9355%)
Bearish (>-0)
04 Feb (31.0030%)
C3T
$0.16+0.0003 Feb
Bearish
04 Feb (64.8649%)
Bearish (>-0)
04 Feb (39.7626%)
U04
$2.17+0.0103 Feb
Bullish
04 Feb (41.4587%)
Bearish
04 Feb (60.6713%)
Bearish
04 Feb (63.7588%)
Bearish
04 Feb (71.4197%)
Bearish
04 Feb (74.8027%)
Bearish (>0.01)
04 Feb (34.9076%)
U19
$0.37+0.0003 Feb
Bullish
04 Feb (65.8135%)
Bearish
04 Feb (57.5342%)
Bullish
04 Feb (74.6032%)
V03
$7.23-0.0403 Feb
Bearish
04 Feb (47.9240%)
Bearish
04 Feb (54.4065%)
Bearish
04 Feb (64.5985%)
Bullish
04 Feb (69.1489%)
Bullish
04 Feb (70.0465%)
Bearish (>-0)
04 Feb (27.0627%)
W05
$1.23+0.0103 Feb
Bearish
04 Feb (44.9594%)
Bearish
04 Feb (59.0267%)
Bearish
04 Feb (69.9533%)
Bearish (>-0)
04 Feb (33.1754%)
Bullish (>0.03)
04 Feb (47.3077%)
BS6
$1.16+0.0303 Feb
Bearish
04 Feb (42.7128%)
Bearish
04 Feb (51.2290%)
Bullish
04 Feb (57.6628%)
Bullish
04 Feb (65.1751%)
Bearish (>0.03)
04 Feb (56.0647%)
Z25
$1.17+0.0203 Feb
Bearish
04 Feb (46.9579%)
Bullish
04 Feb (56.4246%)
Bearish
04 Feb (58.9595%)
Bearish
04 Feb (66.0106%)
Bullish
04 Feb (71.8672%)
Bearish (>-0)
04 Feb (32.0792%)
5DM
$0.37+0.0503 Feb
Bearish
04 Feb (43.6879%)
Bearish
04 Feb (61.6043%)
Bullish
04 Feb (83.2495%)
Bearish (>-0)
04 Feb (55.1913%)
Bearish (>0.01)
04 Feb (60.0484%)
Y02
$0.25+0.0003 Feb
Bearish
04 Feb (58.3026%)
Bearish
04 Feb (63.0372%)
AJ1
$2.40+0.0603 Feb
Bearish
04 Feb (43.7438%)
Bearish
04 Feb (54.6521%)
Bullish
04 Feb (66.8635%)
Bullish
04 Feb (70.0422%)
Bearish
04 Feb (71.9397%)
J85
$1.66-0.0603 Feb
Bullish
04 Feb (46.4320%)
Bullish
04 Feb (56.8345%)
Bearish
04 Feb (64.4592%)
Bullish
04 Feb (66.5037%)
Posted by at 8:11 PM

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