Sunday, January 1, 2012

Next Week Selection - RWR

Model Combined Selection: RWR

Sum of Market Signals: 3.034
Sum of Market Predicted Percent Gain: 0.0486
Number of Negative Signals: 5
Selection based on prediction magnitude and Rank MV
Trade Cmb:
+--------+------------+--------+------------+--------+ 
| Symbol |    Date    | Signal | Prediction | RankMV |
+--------+------------+--------+------------+--------+
| RWR    | 12/27/2011 | 0.567  | 0.017417   | 2      |
| EPP    | 12/27/2011 | 0.767  | 0.013548   | 10     |
| DBC    | 12/27/2011 | 1.000  | 0.009866   | 3      |
| VB     | 12/27/2011 | 0.567  | 0.007256   | 5      |
| GLD    | 12/27/2011 | -0.333 | 0.006714   | 7      |
| ILF    | 12/27/2011 | -0.333 | 0.003075   | 7      |
| IVV    | 12/27/2011 | 0.333  | 0.002585   | 4      |
| EWJ    | 12/27/2011 | 0.333  | 0.001809   | 8      |
| IEV    | 12/27/2011 | -0.100 | -0.002518  | 6      |
| ADRE   | 12/27/2011 | -0.100 | -0.004408  | 11     |
| TLT    | 12/27/2011 | 0.333  | -0.004589  | 1      |
+--------+------------+--------+------------+--------+

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