Posted By: Cam   Date: Sun Dec 11, 2011

Title: 5 day forecast

Message:
  Rich,
 
  If one was to buy/sell SPY only when the 5 day future model changed direction around the zero line, what % annual return would have occurred?
 
  If possible, can I get the data in csv to use with Amibroker?
 
  Thanks.

Response:
 Please use email for requests like this. I want to use this board for questions of general interest.

 The cycle model is still experimental and should not be used as a sole source for trading decisions. You pose an interesting question and I will consider it when/if the model moves to standard status.

March 3 Update: I have removed the cycle results from my forecast page. While this model is interesting, it has not performed well over the past two months. I continue to work on the model to see if some planned changes improve its accuracy. You can see the latest cycle chart by clicking here.