aojlhjpo09
03-12-2017,
https://2.bp.blogspot.com/-pIsPu-OmtnY/V-zDc35gqMI/AAAAAAAAPA4/Ps8H2DMCLXEKQjdTr-NuDDnEaM07eEFOgCLcB/s320/Model092816.jpg (https://2.bp.blogspot.com/-pIsPu-OmtnY/V-zDc35gqMI/AAAAAAAAPA4/Ps8H2DMCLXEKQjdTr-NuDDnEaM07eEFOgCLcB/s1600/Model092816.jpg)
Above we can see SPY (blue line) plotted against a six-variable trading model that I developed using ensemble modeling (http://searchbusinessanalytics.techtarget.com/definition/Ensemble-modeling). When we have a positive score, the model is deemed to be bullish over a next 10-day horizon. When we have a negative score, the model is deemed to be bearish. The model is flat as of yesterday's close. The model includes such variables as market volatility, breadth, buying/selling participation, and market cycle status.
Above we can see SPY (blue line) plotted against a six-variable trading model that I developed using ensemble modeling (http://searchbusinessanalytics.techtarget.com/definition/Ensemble-modeling). When we have a positive score, the model is deemed to be bullish over a next 10-day horizon. When we have a negative score, the model is deemed to be bearish. The model is flat as of yesterday's close. The model includes such variables as market volatility, breadth, buying/selling participation, and market cycle status.