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

Wednesday, June 20, 2012

Jun 22, 2012

Latest Predictions

FundPriceChangeDateBoosted PE1-Day PE2-Day PE3-Day PE1-Day Sentiment3-Day Sentiment
D05
$13.77+0.1520 Jun
Bullish
20 Jun(44.3569%)
Bullish
21 Jun (52.0486%)
Bullish
21 Jun (51.3487%)
Bearish
21 Jun (47.9684%)
Bearish (>-0)
21 Jun (22.4886%)
Bearish (>0.24)
21 Jun (23.8486%)
G13
$1.44-0.0020 Jun
Bearish
21 Jun (36.9330%)
Bearish (>-0)
21 Jun (24.8714%)
Bearish (>0.01)
21 Jun (21.7391%)
L5I
$0.59+0.0220 Jun
Bearish (>-0)
21 Jun (39.0244%)
Bearish (>-0)
21 Jun (39.1426%)
M1P
$0.62+0.0120 Jun
Bearish
20 Jun(50.9516%)
Bullish
21 Jun (41.8605%)
Bearish
21 Jun (45.0794%)
Bearish
21 Jun (43.6137%)
Bullish (>0.03)
21 Jun (42.6667%)
Bearish (>0.02)
21 Jun (22.4138%)
5GJ
$0.34+0.0020 Jun
Bearish (>-0)
21 Jun (23.7563%)
Bullish (>0.02)
21 Jun (29.2826%)
B20
$1.12-0.0020 Jun
Bullish
20 Jun(37.4534%)
Bullish
21 Jun (39.6296%)
Bearish
21 Jun (38.6021%)
Bearish (>-0)
21 Jun (25.9583%)
Bullish (>0.02)
21 Jun (20.9001%)
B69
$0.36+0.0120 Jun
Bearish
20 Jun(44.4355%)
Bearish
21 Jun (36.7673%)
Bullish
21 Jun (41.3519%)
Bearish
21 Jun (38.4189%)
Bearish (>-0)
21 Jun (26.6061%)
Bullish (>0.02)
21 Jun (31.6901%)
C31
$2.69-0.0420 Jun
Bullish
20 Jun(44.8101%)
Bearish
21 Jun (40.0763%)
Bearish
21 Jun (42.4769%)
Bullish
21 Jun (52.1002%)
Bearish (>-0)
21 Jun (23.6882%)
C38U
$1.80+0.0119 Jun
Bullish
20 Jun(50.7713%)
Bullish
20 Jun (44.0964%)
Bullish
20 Jun (45.3285%)
Bullish
20 Jun (49.4980%)
Bearish (>-0)
20 Jun (21.1878%)
JS8
$1.52+0.0220 Jun
Bullish
20 Jun(74.0009%)
Bullish
21 Jun (41.3934%)
Bullish
21 Jun (41.3646%)
Bullish
21 Jun (37.7649%)
Bullish (>0.04)
21 Jun (25.6030%)
Bullish (>0.03)
21 Jun (22.6804%)
J85
$1.86-0.0120 Jun
Bearish
20 Jun(42.9828%)
Bearish
21 Jun (40.6143%)
Bearish
21 Jun (43.1513%)
Bearish (>-0)
21 Jun (21.6504%)
Bearish (>0.03)
21 Jun (28.6239%)
G92
$0.96+0.0120 Jun
Bearish
20 Jun(37.0115%)
Bullish
21 Jun (49.7060%)
Bearish
21 Jun (43.9631%)
Bullish (>0.07)
21 Jun (52.0368%)
Bullish (>0.04)
21 Jun (33.0523%)
K2N
$0.60-0.0220 Jun
Bearish
20 Jun(51.6690%)
Bullish
21 Jun (39.6648%)
Bearish
21 Jun (35.3535%)
Bearish
21 Jun (41.6136%)
Bullish (>0.04)
21 Jun (26.7101%)
Bearish (>0.03)
21 Jun (18.9655%)
C29
$0.40+0.0020 Jun
Bearish (>-0)
21 Jun (26.1796%)
Bullish (>0.01)
21 Jun (45.4343%)
C09
$10.78+0.0620 Jun
Bullish
20 Jun(58.4848%)
Bullish
21 Jun (48.6692%)
Bearish
21 Jun (51.1712%)
Bearish
21 Jun (50.4195%)
Bearish (>-0)
21 Jun (22.8268%)
Bullish (>0.2)
21 Jun (27.9245%)
C52
$1.50+0.0220 Jun
Bearish (>-0)
21 Jun (42.0922%)
Bullish (>0.03)
21 Jun (30.1335%)
F83
$1.00+0.0020 Jun
Bullish
20 Jun(40.3103%)
Bullish
21 Jun (46.4217%)
Bullish
21 Jun (45.8824%)
Bearish (>-0)
21 Jun (24.9595%)
5ME
$0.89+0.0120 Jun
Bearish
20 Jun(57.5660%)
Bearish
21 Jun (28.0193%)
Bearish
21 Jun (32.6606%)
Bearish
21 Jun (31.6568%)
Bearish (>-0)
21 Jun (26.2500%)
Bearish (>0.02)
21 Jun (21.1356%)
5DN
$1.04+0.0220 Jun
Bullish
21 Jun (44.1945%)
Bearish (>-0)
21 Jun (26.5306%)
F99
$7.00+0.0820 Jun
Bullish
20 Jun(49.4646%)
Bullish
21 Jun (51.6497%)
Bullish
21 Jun (51.7685%)
Bullish (>0.12)
21 Jun (24.3937%)
Bearish (>0.09)
21 Jun (24.7887%)
EB5
$1.70+0.0120 Jun
Bearish
20 Jun(41.3450%)
Bullish
21 Jun (41.9142%)
Bearish
21 Jun (38.5230%)
Bearish
21 Jun (40.0000%)
Bearish (>-0)
21 Jun (24.1715%)
Bearish (>0.03)
21 Jun (22.3947%)
F10
$0.31-0.0120 Jun
Bearish
21 Jun (31.6076%)
Bearish (>-0)
21 Jun (27.4148%)
Bearish (>0.01)
21 Jun (26.3558%)
MC0
$2.14+0.0020 Jun
Bearish
20 Jun(36.9183%)
Bearish
21 Jun (43.2277%)
Bearish
21 Jun (46.4115%)
Bearish (>-0)
21 Jun (28.5714%)
Bullish (>0.04)
21 Jun (23.1343%)
5IG
$0.28+0.0020 Jun
Bearish (>-0)
21 Jun (21.1364%)
5IM
$0.12-0.0020 Jun
Bearish (>-0)
21 Jun (33.0325%)
E5H
$0.66+0.0220 Jun
Bearish
20 Jun(60.2352%)
Bearish
21 Jun (39.5480%)
Bearish
21 Jun (36.3636%)
Bearish
21 Jun (36.2963%)
Bearish (>-0)
21 Jun (32.6409%)
Bearish (>0.02)
21 Jun (21.2500%)
H22
$1.60+0.0020 Jun
Bullish
20 Jun(45.2689%)
Bullish
21 Jun (43.7313%)
Bearish
21 Jun (44.6084%)
Bullish (>0.04)
21 Jun (24.4940%)
H78
$5.73-0.0720 Jun
Bearish
20 Jun(44.0811%)
Bullish
21 Jun (49.3734%)
Bearish
21 Jun (47.7850%)
Bearish
21 Jun (48.7429%)
Bearish (>-0)
21 Jun (20.1958%)
600
$1.26+0.0120 Jun
Bullish
20 Jun(56.5394%)
Bullish
21 Jun (47.9067%)
Bullish
21 Jun (46.9981%)
Bullish
21 Jun (48.0849%)
Bearish (>-0)
21 Jun (24.0405%)
C07
$44.79+0.4420 Jun
Bearish
20 Jun(50.7955%)
Bullish
21 Jun (50.5549%)
Bearish
21 Jun (48.2056%)
Bearish
21 Jun (48.2998%)
Bearish (>-0)
21 Jun (21.4135%)
J36
$48.10-0.2520 Jun
Bullish
20 Jun(52.7452%)
Bullish
21 Jun (51.4505%)
Bullish
21 Jun (55.5394%)
Bullish
21 Jun (55.0396%)
Bearish (>0.05)
21 Jun (22.9772%)
J37
$29.44-0.1720 Jun
Bearish
20 Jun(40.5039%)
Bullish
21 Jun (49.7047%)
Bearish
21 Jun (49.1054%)
Bearish
21 Jun (50.1550%)
Bearish (>0.02)
21 Jun (28.2759%)
BN4
$10.30-0.0520 Jun
Bullish
20 Jun(47.9133%)
Bearish
21 Jun (43.1330%)
Bullish
21 Jun (48.4013%)
Bullish
21 Jun (50.4440%)
Bullish (>0.28)
21 Jun (20.5528%)
Bullish (>0.2)
21 Jun (20.5607%)
K17
$3.15+0.0320 Jun
Bullish
20 Jun(35.2772%)
Bullish
21 Jun (46.0768%)
Bullish
21 Jun (47.6523%)
Bearish (>-0)
21 Jun (22.2901%)
B2F
$2.52+0.0420 Jun
Bearish
20 Jun(48.9115%)
Bearish
21 Jun (44.1775%)
Bearish
21 Jun (44.4753%)
Bearish (>-0)
21 Jun (26.5726%)
Bearish (>0.02)
21 Jun (24.8688%)
MV4
$0.40+0.0120 Jun
Bearish
20 Jun(45.9351%)
Bearish
21 Jun (33.6957%)
Bearish
21 Jun (43.9437%)
Bearish (>-0)
21 Jun (30.6569%)
Bearish (>0.02)
21 Jun (34.7490%)
5EN
$0.28-0.0120 Jun
Bearish (>-0)
21 Jun (18.7371%)
N03
$1.12+0.0120 Jun
Bullish
20 Jun(45.7118%)
Bullish
21 Jun (47.5548%)
Bullish
21 Jun (49.5868%)
Bearish
21 Jun (44.6352%)
Bearish (>-0)
21 Jun (22.1462%)
N21
$1.16+0.0120 Jun
Bearish
20 Jun(54.1562%)
Bearish
21 Jun (41.0102%)
Bearish
21 Jun (41.8224%)
Bearish
21 Jun (43.7225%)
Bearish (>-0)
21 Jun (22.9156%)
Bullish (>0.05)
21 Jun (29.9401%)
O32
$1.96+0.0020 Jun
Bullish
20 Jun(42.7296%)
Bullish
21 Jun (48.9075%)
Bullish
21 Jun (48.9885%)
Bullish
21 Jun (51.0193%)
Bearish (>-0)
21 Jun (22.5914%)
Bearish (>0.06)
21 Jun (31.2057%)
O39
$8.81+0.0520 Jun
Bearish
20 Jun(44.3575%)
Bearish
21 Jun (48.1671%)
Bearish
21 Jun (50.0982%)
Bullish
21 Jun (51.8750%)
Bearish (>-0)
21 Jun (23.6569%)
Bearish (>0.1)
21 Jun (24.6499%)
O23
$1.16+0.0020 Jun
Bearish
20 Jun(46.1211%)
Bearish
21 Jun (32.0000%)
Bullish
21 Jun (36.5575%)
Bearish
21 Jun (37.5000%)
Bearish (>-0)
21 Jun (24.1190%)
Bearish (>0.02)
21 Jun (27.8641%)
P11
$0.15+0.0020 Jun
Bullish (>0.01)
21 Jun (37.8698%)
O9E
$1.40+0.0020 Jun
Bullish
20 Jun(43.3992%)
Bullish
21 Jun (61.3139%)
Bullish
21 Jun (57.7778%)
Bearish (>0.03)
21 Jun (28.5714%)
IX2
$0.58+0.0120 Jun
Bullish
20 Jun(35.5409%)
Bearish
21 Jun (36.4090%)
Bullish
21 Jun (37.2881%)
Bullish (>0.03)
21 Jun (27.0023%)
Bullish (>0.02)
21 Jun (22.7468%)
P05
$0.54+0.0120 Jun
Bearish
20 Jun(35.5600%)
Bearish
21 Jun (39.3646%)
Bearish
21 Jun (41.0646%)
Bullish
21 Jun (41.0871%)
Bullish (>0.04)
21 Jun (25.3102%)
Bullish (>0.03)
21 Jun (23.6287%)
L6T
$0.33-0.0120 Jun
Bullish
20 Jun(50.9752%)
Bullish
21 Jun (68.4168%)
Bullish
21 Jun (69.0075%)
Bullish
21 Jun (69.9359%)
Bullish (>0.05)
21 Jun (42.0018%)
Bullish (>0.04)
21 Jun (36.4525%)
NR7
$0.38+0.0120 Jun
Bearish
20 Jun(50.3780%)
Bearish
21 Jun (35.9116%)
Bearish
21 Jun (38.8215%)
Bearish
21 Jun (44.2708%)
Bearish (>-0)
21 Jun (34.0824%)
Bearish (>0.02)
21 Jun (31.2736%)
AJ1
$1.38-0.0120 Jun
Bullish
20 Jun(60.3827%)
Bullish
21 Jun (50.1115%)
Bullish
21 Jun (50.9259%)
Bullish
21 Jun (52.3517%)
Bearish (>-0)
21 Jun (21.0889%)
S58
$2.62+0.0020 Jun
Bearish
20 Jun(37.7556%)
Bearish
21 Jun (44.5415%)
Bullish
21 Jun (43.9117%)
Bullish
21 Jun (44.5415%)
Bullish (>0.04)
21 Jun (25.5046%)
Bearish (>0.03)
21 Jun (22.4248%)
D2S
$0.96+0.0220 Jun
Bearish
20 Jun(54.1061%)
Bullish
21 Jun (37.3288%)
Bearish
21 Jun (47.1931%)
Bearish
21 Jun (49.9625%)
Bullish (>0.04)
21 Jun (28.6792%)
Bearish (>0.03)
21 Jun (23.7037%)
U96
$5.10+0.1020 Jun
Bullish
20 Jun(50.0009%)
Bullish
21 Jun (48.8000%)
Bearish
21 Jun (44.3817%)
Bearish
21 Jun (44.7309%)
Bearish (>-0)
21 Jun (26.1153%)
S51
$4.72+0.1320 Jun
Bearish
20 Jun(48.3210%)
Bearish
21 Jun (41.3633%)
Bearish
21 Jun (45.3137%)
Bearish
21 Jun (42.9876%)
Bearish (>-0)
21 Jun (24.0296%)
S59
$3.98+0.0320 Jun
Bearish
20 Jun(55.1781%)
Bullish
21 Jun (42.6070%)
Bearish
21 Jun (43.3992%)
Bearish
21 Jun (44.9612%)
Bearish (>-0)
21 Jun (24.4526%)
Bearish (>0.04)
21 Jun (23.6552%)
C6L
$10.25+0.0820 Jun
Bearish
20 Jun(63.5918%)
Bearish
21 Jun (47.6829%)
Bearish
21 Jun (51.7279%)
Bearish
21 Jun (50.7700%)
Bearish (>-0)
21 Jun (30.6998%)
Bullish (>0.2)
21 Jun (30.0948%)
S08
$1.03+0.0120 Jun
Bearish (>-0)
21 Jun (25.5431%)
Bullish (>0.02)
21 Jun (29.7162%)
Z74
$3.18-0.0120 Jun
Bullish
20 Jun(42.0104%)
Bullish
21 Jun (43.6426%)
Bullish
21 Jun (46.3992%)
Bearish
21 Jun (44.1579%)
Bearish (>-0)
21 Jun (25.5238%)
S68
$6.40+0.0820 Jun
Bearish
20 Jun(41.9353%)
Bullish
21 Jun (48.0226%)
Bullish
21 Jun (47.7312%)
Bearish (>-0)
21 Jun (21.7368%)
OV8
$0.42-0.0120 Jun
Bullish
20 Jun(60.3643%)
Bullish
21 Jun (10.5263%)
Bullish
21 Jun (66.6667%)
Bullish
21 Jun (31.1111%)
Bearish (>-0)
21 Jun (36.7347%)
Bullish (>0.01)
21 Jun (37.3832%)
S53
$1.66+0.0120 Jun
Bullish
20 Jun(55.1392%)
Bullish
21 Jun (45.6186%)
Bullish
21 Jun (40.0000%)
Bearish
21 Jun (40.8269%)
Bearish (>-0)
21 Jun (40.4873%)
Bullish (>0.02)
21 Jun (31.0236%)
T39
$3.82+0.0320 Jun
Bearish
21 Jun (42.3792%)
Bearish
21 Jun (45.0521%)
Bullish (>0.06)
21 Jun (24.9715%)
Bullish (>0.04)
21 Jun (24.5946%)
CC3
$3.35+0.0020 Jun
Bearish
20 Jun(44.3517%)
Bearish
21 Jun (43.8679%)
Bearish
21 Jun (44.8560%)
Bearish
21 Jun (47.4554%)
Bearish (>-0)
21 Jun (25.1151%)
S24
$0.42-0.0120 Jun
Bullish
20 Jun(69.9348%)
Bullish
21 Jun (37.2067%)
Bullish
21 Jun (37.5398%)
Bullish
21 Jun (39.2484%)
Bullish (>0.04)
21 Jun (21.7003%)
Bullish (>0.02)
21 Jun (21.4861%)
S63
$3.04+0.0520 Jun
Bullish
20 Jun(48.5003%)
Bullish
21 Jun (49.6166%)
Bearish
21 Jun (48.4811%)
Bearish (>-0)
21 Jun (33.0097%)
Bullish (>0.04)
21 Jun (24.8319%)
MS7
$1.54+0.0120 Jun
Bullish
20 Jun(48.4067%)
Bullish
21 Jun (48.1928%)
Bullish
21 Jun (49.0991%)
Bullish (>0.05)
21 Jun (25.3333%)
Bullish (>0.04)
21 Jun (24.8705%)
A7S
$0.32+0.0020 Jun
Bullish
20 Jun(40.1686%)
Bullish
21 Jun (41.0646%)
Bullish
21 Jun (37.6200%)
Bullish
21 Jun (35.3982%)
Bullish (>0.02)
21 Jun (30.3772%)
Bullish (>0.01)
21 Jun (31.9328%)
AK3
$0.59+0.0020 Jun
Bearish
20 Jun(35.3697%)
Bullish
21 Jun (47.3595%)
Bullish (>0.06)
21 Jun (33.6152%)
Bullish (>0.04)
21 Jun (26.8371%)
T03
$0.98-0.0220 Jun
Bearish
21 Jun (41.1150%)
Bullish
21 Jun (38.1703%)
Bullish
21 Jun (36.8858%)
Bullish (>0.03)
21 Jun (34.1713%)
Bullish (>0.02)
21 Jun (29.0116%)
Y92
$0.34+0.0020 Jun
Bullish (>0.01)
21 Jun (48.0769%)
Bearish (>-0)
21 Jun (35.7595%)
J7X
$0.66+0.0220 Jun
Bearish
20 Jun(37.1320%)
Bullish
21 Jun (39.6601%)
Bearish (>-0)
21 Jun (24.9135%)
Bullish (>0.02)
21 Jun (32.9897%)
T24
$0.26-0.0120 Jun
Bearish (>-0)
21 Jun (34.6690%)
Bullish (>0.01)
21 Jun (37.6156%)
558
$0.40+0.0020 Jun
Bearish
21 Jun (34.4770%)
Bearish (>-0)
21 Jun (32.3857%)
Bullish (>0.01)
21 Jun (20.7681%)
U11
$18.50+0.1520 Jun
Bullish
20 Jun(48.5471%)
Bullish
21 Jun (48.4668%)
Bullish
21 Jun (55.0341%)
Bearish
21 Jun (50.0418%)
Bearish (>-0)
21 Jun (23.2762%)
Bearish (>0.22)
21 Jun (23.9111%)
U10
$1.58+0.0020 Jun
Bullish
20 Jun(47.1792%)
Bullish
21 Jun (37.6176%)
Bullish
21 Jun (38.3399%)
Bullish (>0.02)
21 Jun (34.5600%)
Bullish (>0.02)
21 Jun (28.3696%)
U14
$4.80+0.0420 Jun
Bullish
20 Jun(38.0188%)
Bearish
21 Jun (46.5377%)
Bullish
21 Jun (48.1532%)
Bullish
21 Jun (48.3816%)
Bearish (>-0)
21 Jun (23.3304%)
C3T
$0.18+0.0120 Jun
Bearish
20 Jun(47.7341%)
Bearish
21 Jun (34.2857%)
Bearish
21 Jun (41.6162%)
Bullish
21 Jun (36.7758%)
Bearish (>-0)
21 Jun (25.9067%)
Bearish (>0.02)
21 Jun (35.4430%)
U04
$2.17+0.0020 Jun
Bearish
21 Jun (47.3916%)
U19
$0.32+0.0120 Jun
Bearish
20 Jun(59.6645%)
Bearish
21 Jun (28.9189%)
Bearish
21 Jun (34.8401%)
Bearish (>-0)
21 Jun (31.9149%)
Bearish (>0.01)
21 Jun (23.3834%)
V03
$7.80+0.0320 Jun
Bullish
20 Jun(42.3612%)
Bullish
21 Jun (51.6154%)
Bearish
21 Jun (49.3278%)
Bullish
21 Jun (50.9360%)
Bullish (>0.3)
21 Jun (29.7578%)
Bullish (>0.2)
21 Jun (25.0174%)
F34
$3.70+0.1520 Jun
Bearish
21 Jun (44.4047%)
Bearish (>-0)
21 Jun (20.0627%)
W05
$1.32+0.0420 Jun
Bearish
21 Jun (41.7542%)
Bearish (>-0)
21 Jun (19.5201%)
Bullish (>0.03)
21 Jun (29.4355%)
BS6
$1.04-0.0120 Jun
Bullish
20 Jun(51.6887%)
Bullish
21 Jun (43.1034%)
Bullish
21 Jun (40.4537%)
Bullish
21 Jun (43.2529%)
Bearish (>0.03)
21 Jun (25.0415%)
Z25
$1.18+0.0220 Jun
Bearish
20 Jun(41.1193%)
Bearish
21 Jun (43.9975%)
Bullish
21 Jun (44.4664%)
Bearish (>-0)
21 Jun (21.3904%)
5DM
$0.28+0.0020 Jun
Bullish
20 Jun(39.9960%)
Bearish
21 Jun (41.4458%)
Bearish
21 Jun (43.8045%)
Bearish (>-0)
21 Jun (23.9223%)
Bearish (>0.01)
21 Jun (29.4006%)
Y02
$0.23+0.0020 Jun
Bearish
20 Jun(51.5201%)
Bearish
21 Jun (23.8532%)
Bearish (>-0)
21 Jun (29.0574%)
Bearish (>0.01)
21 Jun (30.9814%)
Z59
$0.38+0.0120 Jun
Bullish
20 Jun(59.9560%)
Bullish
21 Jun (60.9524%)
Bullish
21 Jun (57.9937%)
Bullish (>0.02)
21 Jun (39.6601%)
Bullish (>0.01)
21 Jun (38.6606%)

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