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发表于 2012-12-19 05:07 PM
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本帖最后由 wsjboy 于 2012-12-19 06:56 PM 编辑
POSTED Yesterday 12-18-2012
《IS Index 》- Individual Stock Index (个股指数)
You all know, I am doing Individual Stock only. In my research, I accidentally found an index, which worked as an indicator to predict SP up/down pretty well. After it worked very good for a while, then it started to become 乱指, 甚至反指。 At the help of many people in a private group, I kept research on it, and finally, find a way to back-test it. I also found a factor to correct the calculation, now, the status is:
IS Index calculation back-test extended to 125 days, 25% failing rate. However, finally found some rule in other region as XX兄 suggested quite while ago. Thanks XX兄!!!
If take the other region factor into account, the failing rate would be a lot lower. Unfortunately, the new factor cannot be quantified. In other words, it cannot be calculated into IS Index. I might report the IS Index and the other factor (if exist) at the same time from now on.
"12-18-2012: IS Index = 4.63 slightly bullish, market over bought may continue 1-2 days . " is an example for 12-18-2012
IS Index: positive: bullish, negative: bearish
鸣谢诸位兄长耐心帮助!!!
试验阶段, 大家千万别信!!!!
丢钱本人概不负责!!! |
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