Sunday, December 25, 2011

Next Week Selection - RWR

Model Combined Selection: RWR

Sum of Market Signals: 1.467
Sum of Market Predicted Percent Gain: 0.0180
Number of Negative Signals: 6
Selection based on prediction magnitude and Rank MV
Trade Cmb:
+--------+------------+--------+------------+--------+ 
| Symbol |    Date    | Signal | Prediction | RankMV |
+--------+------------+--------+------------+--------+
| RWR    | 12/19/2011 | 1.000  | 0.012117   | 2      |
| GLD    | 12/19/2011 | -0.333 | 0.009060   | 4      |
| ADRE   | 12/19/2011 | -0.333 | 0.006377   | 11     |
| EPP    | 12/19/2011 | 0.333  | 0.005667   | 7      |
| TLT    | 12/19/2011 | 0.333  | 0.005019   | 1      |
| IEV    | 12/19/2011 | 0.333  | 0.004989   | 8      |
| EWJ    | 12/19/2011 | 0.567  | 0.002110   | 9      |
| IVV    | 12/19/2011 | 0.100  | 0.000488   | 5      |
| DBC    | 12/19/2011 | -0.333 | -0.002833  | 3      |
| ILF    | 12/19/2011 | -0.333 | -0.004999  | 10     |
| VB     | 12/19/2011 | 0.133  | -0.005931  | 6      |
+--------+------------+--------+------------+--------+

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