Wednesday 30 May 2012

OPTS


Below is an interesting extract from a report from the current companies that have been traced.

The columns are, company, average percentage increase, max percentage increase and number of times this has occurred over the last 1.5 years:

....
AMER     11.7     12.2     4
AMER     12.5     13.3     4
PFD         14        17        4
DOM       15.6     17.4     4
PFD         17.3     21.3     4
TCM        17.5     21.8    4
PFD         17.7     21.3    4
DOM       18.1     21.4    4
OPTS       18.7    20.9     4
PFD         18.8     21.3    4
OPTS      19.9     20.9    4
PFD        18.4     21.3    5
OPTS     18.5      20.9    5
OPTS     18.8     20.9     5
OPTS     17.8     20.9     6
....

As you can see the last line for OPTS, the formulae have been triggered 6 times with a consistent 85% average percentage increase of the maximum percentage increase and consistently over 11.5%.
The element combinations for this one line are:


dfnotv     OPTS          17.8                   20.9                   6
dfnrtv      OPTS          17.8                   20.9                   6
dfnstv     OPTS          17.8                   20.9                   6
dfntv      OPTS           17.8                   20.9                   6
dfortv     OPTS          17.8                   20.9                   6
dfrstv      OPTS         17.8                   20.9                   6
dfrtv        OPTS         17.8                   20.9                   6

All of these formulae trigger at the same points, so essentially we have an extra dimension to the specific betas for each company. Not only can we analyse when individual betas trigger but also we can analyse relationships between more than one beta triggering as well.

The upshot of this is that for OPTS we have 7 formulae that when triggered give a good probability of an increase of at least 11.5% over the next 5 days.

Lets have a look at the dates for one of the triggers - dfntv
(for information, d is related to the stochastic on the macd, f is related to the psar on the adx, n is related to the psar on the vi, t is related to the psar of the psar of the close, v is related to the stochastic of the rsi of the opening price):

OPTS 22-MAR-12        215.6         208.5          17.1           34.1          34.1           34.1
OPTS 23-MAR-12        220             216            21.6            29.4           29.4            29.4
OPTS 26-MAR-12         221           216              22.8           29.4            29.4             29.4
OPTS 27-MAR-12        221.5          221             20               26.5         26.5              26.5
OPTS 28-MAR-12          222.777       221           23.6              26.5          26.5          26.5
OPTS 29-MAR-12            243.25        221.25       26.3             26.3         26.3           26.3

The columns above are company, trigger date, close price, next days opening price, and then percentage increase over the next 5, 10, 15 and 30 days.


And what we see here is again backed up by the previous post, triggering of a formula within certain periods indicates quite an increase probability of a price increase. Here the period is 1 day.

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