Sure but SPX data isn't all you need.
Outside influences.
Like Dollar Index, Interest rates, Min/Max settings, Volume, MAs on just about everything, TICK, TRIN, ADV, DEC, YMCA......
Then when you train the Net you have to hope that it finds a Relationship.
If not, start over.
Or do we modify it with a smoothing factor? Does the factor work in all markets?
Okay, we swap it around. Throw in the XOI, add a little OEX....Hey, can't forget the XAU...
Stir some soup, maybe Campbell's has a few Alphabet combos we haven't thought about.......train it again.
1 year T-Bill, 3 month T-Bill......what's a CRB? Better put that in.....Can't forget the DJ Transports and how about them Utilities?
You do all that, finally get it into place, the patient goes into labor three weeks ahead of term and you missed the move anyway.
I think it's more reliable to spit. If the wind blows it back at me I sell short. |
