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Strategies & Market Trends : Waiting for the big Kahuna -- Ignore unavailable to you. Want to Upgrade?

To: William H Huebl who wrote (54364)	8/26/2001 12:53:28 AM
From: Moominoid	Read Replies (1) \| Respond to of 94695

Let me just pull that up: ln is the log(e) of the index, Dln the change in the log. r6 through r500 are the autoregressive coefficients for windows of that number of days: Date Close Dln ln r6 r8 r10 r20 r30 r40 r50 r100 r200 r300 r400 r500 16-Aug-01 1581.98 0.006309449 7.366432506 0.39 0.62 0.92 0.64 0.49 0.81 0.78 0.91 0.97 0.995 0.997 0.998 17-Aug-01 1516.58 -0.042219427 7.324213079 1.39 0.77 1.00 0.91 0.80 0.89 0.83 0.91 0.98 0.996 0.998 0.998 20-Aug-01 1535.99 0.012717324 7.336930403 1.10 1.01 0.89 0.95 0.81 0.89 0.84 0.91 0.97 0.995 0.997 0.998 21-Aug-01 1480.74 -0.036633161 7.300297242 1.02 1.21 0.93 1.09 0.96 0.95 0.88 0.92 0.97 0.996 0.998 0.998 22-Aug-01 1515.41 0.023144067 7.323441308 0.64 1.03 0.98 1.04 0.93 0.92 0.88 0.91 0.97 0.995 0.998 0.998 23-Aug-01 1496.98 -0.012236284 7.311205024 0.51 0.77 0.94 1.03 0.97 0.93 0.94 0.90 0.97 0.995 0.998 0.998 24-Aug-01 1579.62 0.053734566 7.364939591 -0.10 0.31 0.73 0.92 0.87 0.86 0.90 0.88 0.97 0.994 0.997 0.998 Numbers above 1 are buy or sell depending if it is a bottom or top. The patterns amongst them are important too. Longer windows buy from April haven't been negated yet. But of course it isn't totally reliable. So you see buy signals through 17-23 August on different windows. Then a strong move up on 24 Aug means the signal is off but that doesn't mean sell, it just means the bottom is in for the moment. Buying on any of those days would have paid off if you closed the position on 24 Aug. Of course I think that is a good enough signal to mean hold till a sell comes. If only one window signals then you have to be a lot more cautious. Does this make any sense? David