Predictive Model Output - Jun 2, 2006

nodoodahs · Moderator Joined: 06 May 2005 Posts: 1862 Location: TX

http://nodoodahs.com/predictive-modeling/predictive-model-output-jun-2-2006/
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nodoodahs · Moderator Joined: 06 May 2005 Posts: 1862 Location: TX

The other models use weekly data. The EPCR use daily data but I typically update only once a week.

Next weekend should be good.
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HenryTo · Posted: Wed Jun 07, 2006 12:01 pm Post subject:

Bill,

Sorry - but this weekend is booked for me. Is next weekend good for you?

So your EPCR model is flashing very bullish signals? How about your S&P model, or do you just update that once a week?

Thanks,

Henry

nodoodahs · Moderator Joined: 06 May 2005 Posts: 1862 Location: TX

Does that mean this weekend won't work?

BTW both EPCR models are in 10th decile after Tuesday's close.
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HenryTo · Posted: Tue Jun 06, 2006 6:31 pm Post subject:

Saturday lunch or somethin' sounds good - or dinner will be fine too.

My schedule will clear up substantially after this weekend. Let me know when is good for you.

nodoodahs · Moderator Joined: 06 May 2005 Posts: 1862 Location: TX

Yes, let's! Care to bring the significant others as well, maybe a Saturday lunch?

Deciles for all the S&P models including EPCR, 1 is the bear-ist and 10 is the bull-ist, but generally 4-7 is pretty neutral, 3 and 8 less so.

The 10YT models, 1 is highest probability of falling rates, 10 is highest probability of rising rates.

The USDX models, 1 is for falling and 10 is for rising.

The 10YT and USDX models don't have a bias towards neutral at 5-6, since the general trend is falling yields with spikes up and the general trend is rising dollar with spikes down.
_________________
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HenryTo · Posted: Tue Jun 06, 2006 7:06 am Post subject:

Great, thanks Bill. BTW, it'd be nice if you can (once in awhile) remind us what each decile has historically meant - I have gotten confused on the direction sometimes. Cool

BTW, my last day of (regular) work is the 16th. Let's do lunch or dinner sometimes?

nodoodahs · Moderator Joined: 06 May 2005 Posts: 1862 Location: TX

I've got the model on the computer at home and didn't update last night, but I'll update tonight and post.
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HenryTo · Posted: Mon Jun 05, 2006 10:54 pm Post subject:

Thanks, Bill. Any updates on your models after today's plunge?

Thanks,

Henry