Posted By: Peter   Date: Tue Nov 25, 2008

Title: 15 day model

Message:
  Any plans down the road to put a chart of the 15-day model on the web site?

Response:
  That is a possibility but because of the recent extreme volatility, the 15-day model has been only marginally profitable. I am looking again at 5- and 10-day models to include with the 1-day forecast.

  Wednesday, November 26, 2008 Update: It’s beginning to look like a 5-day forecast could be a compromise between the 1-day and the 15-day forecast. The current 1-day forecast doesn't give us enough time to trade and it is at the mercy of those last minute announcements by the Fed, Treasury, and president elect. The 15-day forecast is just too long to respond to rapidly changing market conditions. The ANO delay for a 5-day model will probably be two days which is enough time to react to the forecast. We still have more analysis to do before we make any changes. More later...