MarketTrak Question/Comment Message

Posted By: davidz   Date: Tue Jun 28, 2011

Title: re cycle analysis

  when the cycle analysis validation is complete, would it be possible to see the back results over a period from jan 2010 to the present?
  that is, say, on jan 1, 2010, what was the prediction . . . on jan 4 or jan 5 or jan 6, 2010 what was the prediction . . . on jan 2 of 2011, what was the prediction, etc?

  I'm still in the model validation phase. When I get to the point that I feel the model is producing consistent (and tradable results), I will provide backtesting data.

 The model is doing quite well now but it is having problems predicting much of the 2008 decline. There may be a good reason for this as the decline was due to the financial crisis and had no cyclic origin.

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