Forecast performance and position statistics
I perfectly understand that my readers ask for backtesting and performance statistics of the model. Let me explain, it is natural as most of you are trained in technical analysis and are used to manage tools that have as their main feature to let you scan it retroactively. It’a one dimensional analysis. Here, I don’t…
Questions from a new subscriber
A new subscriber posed some questions that may be of general interest. Thank you for asking, here the answers: Are the signals based on what the model thinks will happen after 6 bars/hours or the full 24? All the signals, except the bars projected into the future, are reading of the status of the market…
Bifurcation
Bifurcation is a market behavior that you get aware of when deeply analyzing it. I means that almost identical condition may produce opposite exit direction. Today is one of those days. You may say it’s easy to preview, as Yellen speaks and her market manipulation is absolute. Yes, but the model doesn’t know of Yellen’s discourse or…
Responsive and adaptive
Forecast charts from May 05, 2016 The forecast charts are the output of the Amodel. All the work, all the code, all the information that is produced here it is put in there, in the chart. The model is designed to be adaptive and responsive, so that it adapts to (chaotic) ever changing markets. Under specific…
Faster, Faster
This is a cut out of the monthly chart produced by the Amodel. It is one of the most precious tools of the group and in this peculiar case it shows a common behavior of the forecast process (as well as the expected growth of the current and the next months): reality goes always a bit faster…
Brute Force
[W]hen I write here, I usually have in mind an investor, as a reader. Averagely, a professional with a certain wealth, that uses markets to park money with an interesting rate of return. There are a lot of available techniques that let you shape an investment idea and then you have to trigger decisions and operate.…