Trend Days and Rangebound Days are very difficult to forecast w/ historical data. Same for Regime shifts. Forecasting a Trend Day/Rangebound Day for tomorrow on tonight’s close I’m right about 52% of the time. Peer Effects models work better, i.e, real time forecasts are better than ones based on historical data. Live Trend Odds and Read more about [Trend Days and Rangebound Days] Forecasting[…]
Combine the historical Trend Odds with the Equity Trend Indictor (live odds equities are trending) and the Live Trend Odds (the live odds ‘all’ the markets are trending) for the current probability today is a trend day. This is another peer effects model. Friday March 4 Pre-Market, historical Trend Odds for equities are 36%. Thursday March 3 Pre-Market, historical Trend Odds for Read more about [Equities] Live Trend Odds Week of Feb 29 #spy #es[…]
Friday, March 4 Risk Pre-Market Trend Odds: 16%, post-Employment number Thursday, March 3 Risk Pre-Market Trend Odds: 8% Wednesday, March 2 Risk Pre-Market Trend Odds: 16% Tuesday, March 1 Risk Pre-Market Trend Odds: 24% Monday, February 29 Risk Pre-Market Trend Odds: 24% The current odds that equities, fixed, commodities and currencies Read more about [Risk] Pre-Market Trend Odds Week of Feb 29[…]
Friday February 26 Equities, Pre-Market Trend Odds: 34% The current odds the equity markets will trend today. The Equity Trend Indictor can be helpful in validating this. Combine with Live Trend Odds to gauge strength of current move. Thursday February 25 Equities, Pre-Market Trend Odds: 13% The current odds the equity markets will trend today. The Read more about [Equities] Pre-Market Trend Odds Week of Feb 22 #spy #es[…]
Friday, February 26 Risk Pre-Market Trend Odds: 32% The current odds that equities, fixed, commodities and currencies will move and trend together today. The idea is that risk increases with the number of markets that are concurrently trending. Live Trend Odds (here) tracks the number of markets currently trending within a sample of markets. The Read more about [Risk] Pre-Market Trend Odds Week of Feb 22[…]
Equities, Pre-Market Trend Odds: 43% The current odds the equity markets will trend today. The Equity Trend Indictor can be helpful in validating this. Combine with Live Trend Odds to gauge strength of current move.
Risk Pre-Market Trend Odds: 1% The current odds that equities, fixed, commodities and currencies will move and trend together today. The idea is that risk increases with the number of markets that are concurrently trending. Live trend odds (here) track the number of markets currently trending within a sample of markets. The higher the odds the Read more about [Risk] Pre-Market Trend Odds: 1%[…]
Equities, Pre-Market Trend Odds: 22% The current odds the equity markets will trend today. The Equity Trend Indictor can be helpful in validating/calculating current trend odds. It is a summation of the trend odds of the 200 highest volume stocks. Combine with Live Trend Odds, a measure of the number of futures markets that are Read more about [Equities] Pre-Market Trend Odds: 22% #spy #es[…]
Risk Pre-Market Trend Odds: 1% The current odds that equities, fixed, commodities and currencies will move and trend together today. The idea is that risk increases with the number of markets that are concurrently trending. Live trend odds (here) track the number of markets currently trending within a sample of markets. The higher the odds the Read more about [Risk] Pre-Market Trend Odds: 1%[…]
Equities, Pre-Market Trend Odds: 23% The current odds the equity markets will trend today. The Equity Trend Indictor can be helpful in validating this. Combine with Live Trend Odds to gauge strength of current move.