Just the fun of my life... This is a chart of the rate of change on the spy on the rally. Red line is a moving average. I think a 3 or 5 day. 
This next one is a the same chart, and a predictive Linear regression over the next 6 trading days.
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Saturday, August 8, 2009
What have you ben up to....
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3 comments:
This is a linear regression with extension showing what? That the deceleration will continue to decline? To a "negative" number? Huh?
Okay, you are more of a mathemetician than I am, but isn't negative deceleration called "acceleration"?
Not sure what this graph is predicting...
it uses a scatter graph with a Linier regression on the Rate of change of the SPY it was positive and has moved to Zero. Saying that the Momentum of the spy is done... It was actually done on thursday, but we got a data "outlier" that pushed the extremes of the model.
The other one shows the Actual rate of change, instead of the Model. So currenty there is still a +.5 Momentum. But the model says it should move negative....
or so my confirmation bias says..
I reworked the charts this morning, I'll show the new ones that I think are Clearer. Cause they have dates on them.
Just going to say it again...
One chart is the data, the second is the Model.
Both charts show a Moving average as well, just to smooth out the data.
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