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 | +--------+------------+--------+------------+--------+
No comments:
Post a Comment