I have updated my "Stock Analog Retrieval System (STARS)" spreadsheet as of 7/14. If you would like a copy of it, please send me a PM and I will give you the link. You can use it and provide feedback, as long as:
1) You do not display it publicly and
2) You do not use it for profit (as if it's that good yet...hehehe).
Here is a basic summary of how it works. I would love feedback and ideas.
I have the S&P 500 data in a spreadsheet. I then calculate various parameters such as MACD, %R, Money Ratio, MACD Divergence, etc. There are many parameters we could test, but I just started out with a few. I also have other parameters such as up / down streaks and the day they start and end.
On the upper left, you can see the parameters I begin with. First, I define search ranges for each parameter. Just to the right of that, You enter the current values of each paramter (this is coded automatically). You then go back in time, and find similar days that match all parameters, within whatever tolerance you set. This gives a "low" end and "high" end search range.
Once all the matches are found, i then attempt to forecast how the market will do 1 and 2 weeks out. How is this done? It is a weighted average of what happened 1 and 2 weeks out for EACH MATCHING DATE. So, if there were 10 matches, and 8 were up, 2 were down, I come up with an average daily return for the next 5 trading days, as well as an average weekly return. If week one is forecast to be "up", it says "Buy" on the upper right part of the sheet. Same for week 2...I find each match, then average the returns for the 2 week out period.
It is fun to play with...mess around with the tolerances/parameters. If you are looser with them, you will get more matches. The fun never stops!
The spreadsheet in the current form goes back to 1950, but I only have the cells actively calculating from 1990 on. If you are good with excel you can change that, if you wish. Careful, there are lots of equations/cell dependencies and I suggest you keep a master copy.
The latest date (today) is always on line 31.
Anyway, PM me if you are interested. I don't want to post publicly. if someone has other ideas for parameters to test, give them to me, and I will put them in there. Also, I have a fortran program that will go through and backtest any method you come up with. Using a given set of parameters to test, it will test all the combination of those parameters and ranges for each, and for a specified time period , say return over 10 years, it will spit out the best method.
It may seem confusing at first, but you will become familiar with it with time. Start off by clicking on the BUY/SELL and NUMBER of matches cells...and observe the equations. You can navigate yourself around the page if you start from there, and see how all the equations work. Please email me for clarification.
Well those in charge have more than likely cost everyone in TSP millions because of the two moves a month they have restricted us too. Thank you very much.
