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

Tuesday, April 3, 2012

Apr 5, 2012

Latest Predictions

FundPriceChangeDate1-Day PE2-Day PE3-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.79-0.4103 Apr
Bullish
04 Apr (49.4064%)
Bearish
04 Apr (52.9511%)
Bullish
04 Apr (63.3412%)
Bearish (>-0)
04 Apr (25.8303%)
Bearish (>0.25)
04 Apr (42.0413%)
G13
$1.69-0.0203 Apr
Bullish
04 Apr (43.0288%)
Bearish
04 Apr (45.1039%)
Bearish
04 Apr (55.8904%)
Bullish (>0.03)
04 Apr (48.7374%)
Bullish (>0.02)
04 Apr (44.0217%)
C31
$3.14+0.0303 Apr
Bullish
04 Apr (48.7439%)
Bearish
04 Apr (51.3716%)
Bearish
04 Apr (55.7283%)
Bearish (>-0)
04 Apr (25.9542%)
C38U
$1.82+0.0202 Apr
Bearish
03 Apr (46.3531%)
Bearish
03 Apr (56.2162%)
Bullish
03 Apr (57.6813%)
C09
$11.07-0.1003 Apr
Bullish
04 Apr (48.8563%)
Bearish
04 Apr (56.0634%)
Bullish
04 Apr (58.8388%)
Bearish (>-0)
04 Apr (27.4510%)
Bearish (>0.2)
04 Apr (49.6403%)
C52
$1.54-0.0103 Apr
Bullish
04 Apr (51.3784%)
Bullish
04 Apr (53.2032%)
Bullish (>0.03)
04 Apr (42.3901%)
F83
$1.15+0.0003 Apr
Bullish
04 Apr (47.4496%)
Bullish
04 Apr (52.2867%)
Bullish
04 Apr (60.1356%)
F99
$6.66-0.1003 Apr
Bullish
04 Apr (49.6170%)
Bearish
04 Apr (52.5378%)
Bearish
04 Apr (56.7948%)
E5H
$0.80-0.0103 Apr
Bearish
04 Apr (46.1233%)
Bearish (>-0)
04 Apr (45.5224%)
Bearish (>0.02)
04 Apr (36.1493%)
H78
$5.91-0.0103 Apr
Bearish
04 Apr (46.8382%)
Bearish
04 Apr (52.4053%)
Bearish
04 Apr (56.6717%)
Bearish (>-0)
04 Apr (34.1667%)
C07
$49.55+0.2603 Apr
Bearish
04 Apr (49.6760%)
Bearish
04 Apr (50.7359%)
Bearish
04 Apr (53.9836%)
Bullish (>0.56)
04 Apr (46.5839%)
Bearish (>0.3)
04 Apr (49.7577%)
BN4
$10.96+0.0403 Apr
Bullish
04 Apr (49.6992%)
Bullish
04 Apr (54.7091%)
Bullish
04 Apr (59.9874%)
Bullish (>0.28)
04 Apr (33.2094%)
Bullish (>0.2)
04 Apr (30.6473%)
N03
$1.45+0.0203 Apr
Bullish
04 Apr (49.9496%)
Bullish
04 Apr (60.6989%)
N21
$1.38+0.0103 Apr
Bearish
04 Apr (42.5365%)
Bearish
04 Apr (48.3440%)
Bullish
04 Apr (62.7923%)
Bearish (>-0)
04 Apr (27.4964%)
O39
$8.96-0.0303 Apr
Bullish
04 Apr (53.8586%)
Bearish
04 Apr (53.5755%)
Bearish
04 Apr (53.8002%)
Bearish (>-0)
04 Apr (32.0086%)
U96
$5.31-0.0103 Apr
Bearish
04 Apr (47.5261%)
Bearish
04 Apr (52.8782%)
Bearish
04 Apr (57.6947%)
S51
$5.27-0.0403 Apr
Bullish
04 Apr (50.0000%)
Bearish
04 Apr (50.9391%)
Bullish
04 Apr (63.7115%)
Bearish (>-0)
04 Apr (24.6675%)
Bearish (>0.09)
04 Apr (48.1605%)
S59
$4.02-0.0203 Apr
Bullish
04 Apr (43.0310%)
Bullish
04 Apr (61.4578%)
Bearish (>0.04)
04 Apr (35.4628%)
C6L
$10.75-0.0603 Apr
Bearish
04 Apr (49.3198%)
Bearish
04 Apr (54.2841%)
Bullish
04 Apr (59.7844%)
Bearish (>0.2)
04 Apr (38.4840%)
Z74
$3.14+0.0203 Apr
Bullish
04 Apr (44.9322%)
Bullish
04 Apr (51.5616%)
Bullish
04 Apr (57.1585%)
S68
$6.98+0.0503 Apr
Bullish
04 Apr (48.1452%)
Bearish
04 Apr (51.7422%)
Bearish
04 Apr (54.5388%)
T39
$3.90+0.0203 Apr
Bearish
04 Apr (42.7536%)
Bullish
04 Apr (53.7902%)
Bullish
04 Apr (56.6598%)
Bullish (>0.04)
04 Apr (30.5085%)
CC3
$3.19+0.0403 Apr
Bearish
04 Apr (46.3497%)
Bearish
04 Apr (52.0214%)
Bearish
04 Apr (56.4740%)
Bearish (>-0)
04 Apr (29.9706%)
S63
$3.21-0.0203 Apr
Bearish
04 Apr (43.4109%)
Bearish
04 Apr (51.7265%)
Bearish
04 Apr (58.3390%)
MS7
$1.77+0.0103 Apr
Bullish
04 Apr (62.5337%)
Bullish (>0.05)
04 Apr (29.6296%)
Bullish (>0.04)
04 Apr (32.3232%)
AK3
$0.68+0.0103 Apr
Bearish
04 Apr (58.7079%)
U11
$18.64+0.3603 Apr
Bullish
04 Apr (52.0484%)
Bullish
04 Apr (57.4906%)
Bullish
04 Apr (62.1343%)
Bearish (>-0)
04 Apr (27.9182%)
Bearish (>0.22)
04 Apr (40.7809%)
JS8
$1.64+0.0103 Apr
Bearish
04 Apr (45.9627%)
Bearish
04 Apr (59.8131%)
Bullish
04 Apr (51.7172%)
Bullish (>0.04)
04 Apr (33.7165%)
MC0
$2.18-0.0303 Apr
Bearish (>-0)
04 Apr (28.5714%)
F34
$4.90+0.0003 Apr
Bullish
04 Apr (52.4042%)
Bullish
04 Apr (57.5419%)
Bullish
04 Apr (61.4141%)
O32
$2.34-0.0303 Apr
Bullish
04 Apr (49.7597%)
Bullish
04 Apr (53.7164%)
Bearish
04 Apr (55.6833%)
F10
$0.34+0.0003 Apr
Bearish (>0.01)
04 Apr (43.3488%)
5IG
$0.32+0.0003 Apr
5IM
$0.14-0.0103 Apr
Bullish (>0.01)
04 Apr (56.2637%)
600
$1.54+0.0303 Apr
Bearish
04 Apr (38.2228%)
Bearish
04 Apr (49.1824%)
Bullish
04 Apr (57.1523%)
Bearish (>-0)
04 Apr (35.1351%)
Z59
$0.50-0.0203 Apr
Bullish
04 Apr (61.8557%)
Bearish
04 Apr (56.0000%)
Bullish (>0.02)
04 Apr (55.3435%)
Bearish (>0.01)
04 Apr (57.5835%)
558
$0.48-0.0103 Apr
M1P
$0.76+0.0103 Apr
Bearish
04 Apr (41.4894%)
Bearish
04 Apr (49.5935%)
Bearish
04 Apr (58.2524%)
Bullish (>0.02)
04 Apr (51.8519%)
5GJ
$0.38+0.0003 Apr
B20
$1.60+0.0503 Apr
Bearish
04 Apr (33.2026%)
Bearish
04 Apr (44.2652%)
Bearish
04 Apr (50.3472%)
Bearish (>-0)
04 Apr (34.2629%)
B69
$0.45-0.0103 Apr
Bullish
04 Apr (47.8992%)
Bearish
04 Apr (49.7561%)
Bullish
04 Apr (63.8095%)
G92
$1.17-0.0103 Apr
Bearish
04 Apr (52.5538%)
Bullish
04 Apr (58.9235%)
K2N
$1.00-0.0103 Apr
Bullish (>0.03)
04 Apr (38.2716%)
C29
$0.52-0.0103 Apr
Bullish (>0.01)
04 Apr (50.0754%)
Bearish (>0.01)
04 Apr (53.7014%)
5ME
$0.98-0.0103 Apr
Bearish
04 Apr (53.5922%)
Bearish (>0.02)
04 Apr (47.1299%)
5DN
$1.17+0.0103 Apr
Bullish
04 Apr (46.9912%)
Bearish
04 Apr (52.0986%)
Bullish
04 Apr (56.7568%)
Bearish (>-0)
04 Apr (42.2053%)
EB5
$1.95+0.0203 Apr
Bullish
04 Apr (56.9468%)
Bullish
04 Apr (58.1359%)
Bearish (>0.02)
04 Apr (39.9027%)
H22
$1.94-0.0203 Apr
Bullish
04 Apr (45.4054%)
Bearish
04 Apr (53.0021%)
Bullish
04 Apr (55.7404%)
Bullish (>0.06)
04 Apr (43.4783%)
Bullish (>0.04)
04 Apr (36.6544%)
J36
$51.25+0.8403 Apr
Bullish
04 Apr (54.1224%)
Bullish
04 Apr (62.9390%)
Bullish
04 Apr (63.5559%)
Bearish (>0.05)
04 Apr (29.6089%)
Bearish (>0.4)
04 Apr (50.7645%)
J37
$31.70+0.4103 Apr
Bearish
04 Apr (50.6561%)
Bearish
04 Apr (56.4431%)
Bearish
04 Apr (61.6505%)
Bearish (>0.02)
04 Apr (28.3688%)
Bullish (>0.22)
04 Apr (49.9376%)
K17
$3.43-0.0503 Apr
Bullish
04 Apr (49.4170%)
Bullish
04 Apr (54.7344%)
Bullish
04 Apr (58.1974%)
B2F
$2.56+0.0103 Apr
Bearish
04 Apr (50.0801%)
Bearish
04 Apr (50.3639%)
Bearish (>-0)
04 Apr (37.0370%)
MV4
$0.54-0.0103 Apr
Bullish
04 Apr (41.5730%)
Bearish
04 Apr (59.0551%)
5EN
$0.37-0.0103 Apr
Bearish
04 Apr (37.6989%)
Bearish
04 Apr (49.2473%)
Bearish (>-0)
04 Apr (49.6863%)
O23
$1.27+0.0103 Apr
Bullish
04 Apr (47.2810%)
Bearish
04 Apr (51.7723%)
Bearish (>-0)
04 Apr (51.5021%)
P11
$0.18-0.0103 Apr
Bullish (>0.01)
04 Apr (56.7797%)
O9E
$1.45-0.0103 Apr
Bearish
04 Apr (36.1111%)
Bullish
04 Apr (51.0638%)
Bullish (>0.05)
04 Apr (38.0952%)
IX2
$0.75+0.0003 Apr
Bearish
04 Apr (50.4249%)
Bullish (>0.03)
04 Apr (28.2528%)
L6T
$0.36+0.0003 Apr
Bearish
04 Apr (44.5455%)
Bearish
04 Apr (58.1105%)
P05
$0.58+0.0103 Apr
Bullish
04 Apr (54.6109%)
NR7
$0.46-0.0103 Apr
S58
$2.53-0.0203 Apr
Bearish
04 Apr (44.5247%)
Bearish
04 Apr (46.3270%)
Bearish
04 Apr (50.2509%)
Bearish (>0.03)
04 Apr (30.4531%)
S08
$1.02+0.0003 Apr
Bearish (>-0)
04 Apr (50.8342%)
OV8
$0.49+0.0003 Apr
S53
$1.74-0.0003 Apr
Bullish
04 Apr (52.6978%)
S24
$0.48-0.0103 Apr
Bearish
04 Apr (41.9447%)
Bearish
04 Apr (55.4770%)
Bullish (>0.02)
04 Apr (30.5514%)
A7S
$0.40-0.0103 Apr
Bullish
04 Apr (42.4242%)
Bearish
04 Apr (57.8431%)
Bullish (>0.02)
04 Apr (34.9673%)
Bullish (>0.01)
04 Apr (34.6095%)
T03
$0.92-0.0103 Apr
Y92
$0.32-0.0103 Apr
J7X
$0.76-0.0103 Apr
Bearish
04 Apr (37.8378%)
Bullish
04 Apr (55.2381%)
Bearish
04 Apr (54.9020%)
T24
$0.30-0.0103 Apr
Bearish (>-0)
04 Apr (59.2857%)
Bullish (>0.01)
04 Apr (48.6656%)
U10
$1.70+0.0103 Apr
Bullish
04 Apr (47.1111%)
Bullish
04 Apr (54.2021%)
Bearish (>-0)
04 Apr (35.8621%)
U14
$4.71+0.0203 Apr
Bullish
04 Apr (46.2217%)
Bullish
04 Apr (53.7549%)
Bullish
04 Apr (56.3467%)
C3T
$0.21-0.0103 Apr
U04
$2.50-0.0103 Apr
Bullish
04 Apr (43.9922%)
Bearish
04 Apr (55.6268%)
Bullish
04 Apr (57.2998%)
U19
$0.36+0.0203 Apr
Bearish
04 Apr (37.8495%)
Bearish
04 Apr (37.1553%)
Bearish (>-0)
04 Apr (54.9296%)
V03
$8.56-0.0403 Apr
Bullish
04 Apr (51.5048%)
Bullish
04 Apr (56.4226%)
Bullish
04 Apr (60.6383%)
W05
$1.26-0.0203 Apr
Bullish
04 Apr (41.3043%)
Bearish
04 Apr (52.5743%)
Bearish (>-0)
04 Apr (32.2404%)
BS6
$1.31-0.0103 Apr
Bullish
04 Apr (47.0135%)
Bullish
04 Apr (51.3089%)
Bullish
04 Apr (60.0199%)
Bearish (>0.03)
04 Apr (43.5606%)
Z25
$1.28+0.0103 Apr
Bearish
04 Apr (44.3969%)
Bullish
04 Apr (49.1018%)
Bearish
04 Apr (56.5366%)
Bearish (>-0)
04 Apr (29.6684%)
5DM
$0.36-0.0103 Apr
Bearish
04 Apr (39.5604%)
Bullish
04 Apr (75.6381%)
Bearish (>0.01)
04 Apr (50.2825%)
Y02
$0.26-0.0103 Apr
AJ1
$2.35+0.0103 Apr
Bearish
04 Apr (52.7626%)
Bearish
04 Apr (54.7486%)
J85
$1.78+0.0203 Apr
Bearish
04 Apr (44.8747%)
Bearish (>-0)
04 Apr (33.0309%)

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