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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