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Strategies & Market Trends : Waiting for the big Kahuna

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To: William H Huebl who wrote (27736)9/13/1998 3:34:00 PM
From: Follies  Read Replies (1) of 94695
 
My indicators are all neural network based. Inputs to the nets are mostly traditional RSI, MACD, etc. and a few proprietary. Nets were trained on expected performance 4-6 weeks out. I have 16 nets that feed into a 17 th net for a final number. I compute this for all 500 S&P stocks and then weight each output by its S&P weight and get an index average.

Currently SPX index = -.05 ( range generally goes +.20 to -.20)

Additionally, I have another set of nets that I have just started and I compute the top 30 S&P and get a similarly weighted index. Current individual indices are:

GE -1.26
MSFT -0.55
KO -1.45
XON -0.15
MRK 0.00
INTC 0.03
WMT -0.65
PFE -0.77
IBM -0.27
LU -0.83
BMY -0.70
PG -1.21
RD 0.34
MO 0.04
JNJ 0.09
CSCO -0.53
T -0.41
LLY 0.53
NB -1.16
SBC -0.41
DD -1.01
TRV -1.10
CCI -1.09
DIS -1.27
SGP -0.35
DELL -0.09
AHP 0.18
AIG -1.09
BEL -0.12
HD -0.73

Average -0.57

This has a range of +1.5 to -1.5 generally.
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