New modelling of old models

Since starting this side project (recently) in Jan2012, I have developed a much more refined and accurate method of analysis and modelling of asset trends. As examples, below is the first pass low level output for SPX and XAO using long periods for broad trend overview. The methods developed now provide very pleasing results with surprising accuracy when drilling down into shorter time frames (months/weeks) and higher frequencies (weekly/daily). Several spinoffs from this has been a better method of filtering and assessing overbought/oversold asset prices within a more dynamically conforming trend. The resulting analysis is a truly directionless assessment that contains no trend bias or favour. It simply is what it is for decision making with far less emotional involvement. A distinct advantage for when a repeat of 2008 arrives since the methods are reliable and repeatable across all assets.

SPX composite model (S&P500)
SPX S&P500 index - click image

XAO composite model (asx all ordinaries)
XAO All Ords index - click image

Make of them what you will.


About atradersrant

Self-employed private trader of equities, commodities and FX for income and investment; Follow me at your own risk! I provide analysis of major market & economic trends .. with too much commentary on fraud and corruption that is rife in the open market.
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2 Responses to New modelling of old models

  1. ocea says:

    Interesting how the spy is heading down in agreement with your model

    • atradersrant says:

      Thank you. It means the momentum I can extract from the trend is accurate … for now. Improvements are being made, but a lot to process on every series for this one armed bandit. (;o)

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