Sell Threshold: 0.5 Buy Threshold: 0.5
Model Prediction
Daysback
|
Date
|
Close
|
-99to-0.03
|
-0.03to-0.01
|
-0.01to0.01
|
0.01to0.03
|
0.03to99
|
SELL
|
STAY
|
BUY
|
Actual.Return
|
Actual.Return.ema
|
Direction.predict
|
Actual.Direction.ema
|
Actual.Direction
|
MATCH
|
Pred.Action
|
ACTUAL.ACTION
|
0
|
2019-01-16
|
133.82
|
0.097
|
0.043
|
0.119
|
0.434
|
0.307
|
0.140
|
0.119
|
0.741
|
NA
|
NA
|
0.01to0.03
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-1
|
2019-01-15
|
133.44
|
0.092
|
0.061
|
0.113
|
0.363
|
0.371
|
0.153
|
0.113
|
0.734
|
NA
|
NA
|
0.03to99
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-2
|
2019-01-14
|
132.00
|
0.087
|
0.094
|
0.133
|
0.356
|
0.329
|
0.181
|
0.133
|
0.685
|
NA
|
NA
|
0.01to0.03
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-3
|
2019-01-11
|
132.84
|
0.067
|
0.163
|
0.115
|
0.295
|
0.359
|
0.230
|
0.115
|
0.655
|
NA
|
NA
|
0.03to99
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-4
|
2019-01-10
|
132.81
|
0.031
|
0.291
|
0.117
|
0.275
|
0.287
|
0.321
|
0.117
|
0.561
|
NA
|
NA
|
-0.03to-0.01
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-5
|
2019-01-09
|
132.16
|
0.043
|
0.343
|
0.129
|
0.262
|
0.223
|
0.386
|
0.129
|
0.485
|
NA
|
NA
|
-0.03to-0.01
|
NA
|
NA
|
NA
|
STAY
|
NA
|
-6
|
2019-01-08
|
131.54
|
0.040
|
0.353
|
0.161
|
0.234
|
0.212
|
0.393
|
0.161
|
0.446
|
NA
|
NA
|
-0.03to-0.01
|
NA
|
NA
|
NA
|
STAY
|
NA
|
-7
|
2019-01-07
|
130.20
|
0.025
|
0.342
|
0.137
|
0.215
|
0.281
|
0.367
|
0.137
|
0.496
|
NA
|
NA
|
-0.03to-0.01
|
NA
|
NA
|
NA
|
STAY
|
NA
|
-8
|
2019-01-04
|
128.90
|
0.022
|
0.317
|
0.156
|
0.224
|
0.281
|
0.339
|
0.156
|
0.505
|
NA
|
NA
|
-0.03to-0.01
|
NA
|
NA
|
NA
|
BUY
|
NA
|
-9
|
2019-01-03
|
124.77
|
0.053
|
0.185
|
0.372
|
0.311
|
0.079
|
0.238
|
0.372
|
0.390
|
NA
|
NA
|
-0.01to0.01
|
NA
|
NA
|
NA
|
STAY
|
NA
|
-10
|
2019-01-02
|
127.73
|
0.046
|
0.177
|
0.287
|
0.347
|
0.143
|
0.223
|
0.287
|
0.490
|
0.0476787
|
0.0359714
|
0.01to0.03
|
0.03to99
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-11
|
2018-12-31
|
127.63
|
0.038
|
0.147
|
0.359
|
0.337
|
0.119
|
0.185
|
0.359
|
0.456
|
0.0455222
|
0.0330314
|
-0.01to0.01
|
0.03to99
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-12
|
2018-12-28
|
126.43
|
0.041
|
0.136
|
0.409
|
0.314
|
0.100
|
0.177
|
0.409
|
0.414
|
0.0440560
|
0.0298943
|
-0.01to0.01
|
0.01to0.03
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-13
|
2018-12-27
|
126.59
|
0.045
|
0.175
|
0.323
|
0.335
|
0.122
|
0.220
|
0.323
|
0.457
|
0.0493720
|
0.0263751
|
0.01to0.03
|
0.01to0.03
|
0.03to99
|
TRUE
|
STAY
|
BUY
|
-14
|
2018-12-26
|
125.46
|
0.045
|
0.163
|
0.347
|
0.345
|
0.101
|
0.207
|
0.347
|
0.446
|
0.0585844
|
0.0206601
|
-0.01to0.01
|
0.01to0.03
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-15
|
2018-12-24
|
119.70
|
0.178
|
0.143
|
0.299
|
0.293
|
0.087
|
0.321
|
0.299
|
0.379
|
0.1040936
|
0.0113539
|
-0.01to0.01
|
0.01to0.03
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-16
|
2018-12-21
|
123.49
|
0.200
|
0.149
|
0.267
|
0.293
|
0.091
|
0.349
|
0.267
|
0.385
|
0.0651875
|
-0.0100190
|
0.01to0.03
|
-0.03to-0.01
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-17
|
2018-12-20
|
126.17
|
0.211
|
0.150
|
0.237
|
0.303
|
0.099
|
0.361
|
0.237
|
0.403
|
0.0319410
|
-0.0276838
|
0.01to0.03
|
-0.03to-0.01
|
0.03to99
|
FALSE
|
STAY
|
BUY
|
-18
|
2018-12-19
|
128.24
|
0.192
|
0.137
|
0.241
|
0.318
|
0.111
|
0.329
|
0.241
|
0.429
|
0.0051466
|
-0.0418507
|
0.01to0.03
|
-99to-0.03
|
-0.01to0.01
|
FALSE
|
STAY
|
STAY
|
-19
|
2018-12-18
|
130.24
|
0.199
|
0.125
|
0.232
|
0.324
|
0.121
|
0.323
|
0.232
|
0.445
|
-0.0419994
|
-0.0531048
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-20
|
2018-12-17
|
130.28
|
0.198
|
0.119
|
0.240
|
0.325
|
0.117
|
0.317
|
0.240
|
0.443
|
-0.0195732
|
-0.0557873
|
0.01to0.03
|
-99to-0.03
|
-0.03to-0.01
|
FALSE
|
STAY
|
SELL
|
-21
|
2018-12-14
|
133.12
|
0.143
|
0.103
|
0.279
|
0.341
|
0.133
|
0.247
|
0.279
|
0.474
|
-0.0412410
|
-0.0644650
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-22
|
2018-12-13
|
135.46
|
0.138
|
0.083
|
0.251
|
0.361
|
0.167
|
0.221
|
0.251
|
0.529
|
-0.0666617
|
-0.0701222
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-23
|
2018-12-12
|
135.79
|
0.160
|
0.077
|
0.246
|
0.370
|
0.147
|
0.237
|
0.246
|
0.517
|
-0.0677517
|
-0.0709781
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-24
|
2018-12-11
|
135.02
|
0.185
|
0.069
|
0.248
|
0.371
|
0.127
|
0.253
|
0.248
|
0.499
|
-0.0708043
|
-0.0717765
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-25
|
2018-12-10
|
135.05
|
0.213
|
0.089
|
0.229
|
0.341
|
0.127
|
0.302
|
0.229
|
0.469
|
-0.1136616
|
-0.0720147
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-26
|
2018-12-07
|
134.90
|
0.216
|
0.069
|
0.253
|
0.339
|
0.123
|
0.285
|
0.253
|
0.461
|
-0.0845812
|
-0.0618557
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-27
|
2018-12-06
|
138.16
|
0.189
|
0.110
|
0.209
|
0.327
|
0.166
|
0.299
|
0.209
|
0.493
|
-0.0867834
|
-0.0563533
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-28
|
2018-12-04
|
138.33
|
0.153
|
0.092
|
0.265
|
0.343
|
0.147
|
0.245
|
0.265
|
0.490
|
-0.0729415
|
-0.0488225
|
0.01to0.03
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
STAY
|
SELL
|
-29
|
2018-12-03
|
143.00
|
0.049
|
0.044
|
0.149
|
0.367
|
0.391
|
0.093
|
0.149
|
0.758
|
-0.0892308
|
-0.0428595
|
0.03to99
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-30
|
2018-11-30
|
141.35
|
0.053
|
0.044
|
0.109
|
0.360
|
0.433
|
0.097
|
0.109
|
0.793
|
-0.0783162
|
-0.0309414
|
0.03to99
|
-99to-0.03
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-31
|
2018-11-29
|
140.34
|
0.062
|
0.049
|
0.148
|
0.365
|
0.376
|
0.111
|
0.148
|
0.741
|
-0.0514465
|
-0.0188570
|
0.03to99
|
-0.03to-0.01
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-32
|
2018-11-28
|
140.60
|
0.035
|
0.074
|
0.121
|
0.375
|
0.395
|
0.109
|
0.121
|
0.770
|
-0.0365576
|
-0.0105764
|
0.03to99
|
-0.03to-0.01
|
-99to-0.03
|
FALSE
|
BUY
|
SELL
|
-33
|
2018-11-27
|
137.40
|
0.061
|
0.139
|
0.261
|
0.342
|
0.196
|
0.201
|
0.261
|
0.538
|
-0.0117176
|
-0.0039325
|
0.01to0.03
|
-0.01to0.01
|
-0.03to-0.01
|
FALSE
|
BUY
|
SELL
|
-34
|
2018-11-26
|
137.23
|
0.065
|
0.137
|
0.265
|
0.347
|
0.187
|
0.201
|
0.265
|
0.533
|
-0.0161044
|
-0.0019871
|
0.01to0.03
|
-0.01to0.01
|
-0.03to-0.01
|
FALSE
|
BUY
|
SELL
|
-35
|
2018-11-23
|
135.13
|
0.091
|
0.126
|
0.300
|
0.358
|
0.125
|
0.217
|
0.300
|
0.483
|
-0.0005920
|
0.0015346
|
0.01to0.03
|
-0.01to0.01
|
-0.01to0.01
|
FALSE
|
STAY
|
STAY
|
-36
|
2018-11-21
|
135.86
|
0.104
|
0.107
|
0.307
|
0.347
|
0.135
|
0.211
|
0.307
|
0.482
|
-0.0070661
|
0.0020547
|
0.01to0.03
|
-0.01to0.01
|
-0.01to0.01
|
FALSE
|
STAY
|
STAY
|
-37
|
2018-11-20
|
135.20
|
0.193
|
0.119
|
0.263
|
0.331
|
0.093
|
0.312
|
0.263
|
0.425
|
0.0218935
|
0.0042883
|
0.01to0.03
|
-0.01to0.01
|
0.01to0.03
|
FALSE
|
STAY
|
BUY
|
-38
|
2018-11-19
|
137.65
|
0.159
|
0.118
|
0.291
|
0.339
|
0.093
|
0.277
|
0.291
|
0.432
|
0.0049401
|
0.0000247
|
0.01to0.03
|
-0.01to0.01
|
-0.01to0.01
|
FALSE
|
STAY
|
STAY
|
-39
|
2018-11-16
|
140.08
|
0.129
|
0.151
|
0.218
|
0.359
|
0.143
|
0.281
|
0.218
|
0.501
|
0.0208452
|
-0.0011831
|
0.01to0.03
|
-0.01to0.01
|
0.01to0.03
|
FALSE
|
BUY
|
BUY
|
Model Cycle Metrics
Position
|
Price.start
|
Price.end
|
change
|
start.date
|
end.date
|
w.start
|
w.end
|
run.length
|
MATCH
|
STOCKS
|
43.450
|
NA
|
NA
|
2009-04-24
|
NA
|
1
|
0
|
-1
|
NA
|
STOCKS
|
43.450
|
47.47
|
4.020
|
2009-04-24
|
2009-06-05
|
1
|
30
|
29
|
TRUE
|
CASH
|
47.340
|
45.32
|
-2.020
|
2009-06-08
|
2009-07-02
|
31
|
49
|
18
|
TRUE
|
STOCKS
|
45.150
|
54.44
|
9.290
|
2009-07-06
|
2009-09-18
|
50
|
103
|
53
|
TRUE
|
CASH
|
54.290
|
53.79
|
-0.500
|
2009-09-21
|
2009-09-29
|
104
|
110
|
6
|
TRUE
|
STOCKS
|
53.590
|
55.61
|
2.020
|
2009-09-30
|
2009-10-15
|
111
|
122
|
11
|
TRUE
|
CASH
|
55.200
|
53.63
|
-1.570
|
2009-10-16
|
2009-10-29
|
123
|
132
|
9
|
TRUE
|
STOCKS
|
52.180
|
58.04
|
5.860
|
2009-10-30
|
2010-01-08
|
133
|
180
|
47
|
TRUE
|
CASH
|
58.120
|
53.89
|
-4.230
|
2010-01-11
|
2010-02-04
|
181
|
198
|
17
|
TRUE
|
STOCKS
|
53.980
|
61.75
|
7.770
|
2010-02-05
|
2010-04-21
|
199
|
250
|
51
|
TRUE
|
CASH
|
62.050
|
56.66
|
-5.390
|
2010-04-22
|
2010-06-03
|
251
|
280
|
29
|
TRUE
|
STOCKS
|
54.669
|
56.00
|
1.331
|
2010-06-04
|
2010-06-14
|
281
|
287
|
6
|
TRUE
|
CASH
|
57.260
|
52.56
|
-4.700
|
2010-06-15
|
2010-06-30
|
288
|
299
|
11
|
TRUE
|
STOCKS
|
52.330
|
57.46
|
5.130
|
2010-07-01
|
2010-08-02
|
300
|
321
|
21
|
TRUE
|
CASH
|
57.150
|
53.62
|
-3.530
|
2010-08-03
|
2010-08-24
|
322
|
337
|
15
|
TRUE
|
STOCKS
|
53.790
|
68.71
|
14.920
|
2010-08-25
|
2011-02-28
|
338
|
466
|
128
|
TRUE
|
CASH
|
67.550
|
66.37
|
-1.180
|
2011-03-01
|
2011-03-15
|
467
|
477
|
10
|
TRUE
|
STOCKS
|
65.220
|
69.78
|
4.560
|
2011-03-16
|
2011-05-09
|
478
|
515
|
37
|
TRUE
|
CASH
|
70.400
|
65.60
|
-4.800
|
2011-05-10
|
2011-06-15
|
516
|
541
|
25
|
TRUE
|
STOCKS
|
65.710
|
67.65
|
1.940
|
2011-06-16
|
2011-07-18
|
542
|
563
|
21
|
TRUE
|
CASH
|
68.790
|
58.70
|
-10.090
|
2011-07-19
|
2011-08-18
|
564
|
586
|
22
|
TRUE
|
STOCKS
|
57.650
|
61.04
|
3.390
|
2011-08-19
|
2011-09-08
|
587
|
600
|
13
|
TRUE
|
CASH
|
59.450
|
58.75
|
-0.700
|
2011-09-09
|
2011-09-28
|
601
|
614
|
13
|
TRUE
|
STOCKS
|
59.180
|
64.49
|
5.310
|
2011-09-29
|
2011-11-04
|
615
|
641
|
26
|
TRUE
|
CASH
|
64.820
|
61.30
|
-3.520
|
2011-11-07
|
2011-11-21
|
642
|
652
|
10
|
TRUE
|
STOCKS
|
61.010
|
72.80
|
11.790
|
2011-11-22
|
2012-03-26
|
653
|
737
|
84
|
TRUE
|
CASH
|
72.560
|
65.60
|
-6.960
|
2012-03-27
|
2012-06-01
|
738
|
784
|
46
|
TRUE
|
STOCKS
|
65.540
|
73.23
|
7.690
|
2012-06-04
|
2012-10-10
|
785
|
875
|
90
|
TRUE
|
CASH
|
73.340
|
70.54
|
-2.800
|
2012-10-11
|
2012-11-13
|
876
|
897
|
21
|
TRUE
|
STOCKS
|
69.550
|
86.21
|
16.660
|
2012-11-14
|
2013-05-21
|
898
|
1026
|
128
|
TRUE
|
CASH
|
85.360
|
80.92
|
-4.440
|
2013-05-22
|
2013-06-24
|
1027
|
1049
|
22
|
TRUE
|
STOCKS
|
81.730
|
88.57
|
6.840
|
2013-06-25
|
2013-08-02
|
1050
|
1077
|
27
|
TRUE
|
CASH
|
88.580
|
84.73
|
-3.850
|
2013-08-05
|
2013-08-27
|
1078
|
1094
|
16
|
TRUE
|
STOCKS
|
85.040
|
88.37
|
3.330
|
2013-08-28
|
2013-09-23
|
1095
|
1112
|
17
|
TRUE
|
CASH
|
88.230
|
87.51
|
-0.720
|
2013-09-24
|
2013-10-03
|
1113
|
1120
|
7
|
TRUE
|
STOCKS
|
88.150
|
94.63
|
6.480
|
2013-10-04
|
2014-01-13
|
1121
|
1189
|
68
|
TRUE
|
CASH
|
95.670
|
92.88
|
-2.790
|
2014-01-14
|
2014-01-31
|
1190
|
1202
|
12
|
TRUE
|
STOCKS
|
90.700
|
96.52
|
5.820
|
2014-02-03
|
2014-03-28
|
1203
|
1241
|
38
|
TRUE
|
CASH
|
97.470
|
94.89
|
-2.580
|
2014-03-31
|
2014-04-14
|
1242
|
1252
|
10
|
TRUE
|
STOCKS
|
95.540
|
101.90
|
6.360
|
2014-04-15
|
2014-07-21
|
1253
|
1319
|
66
|
TRUE
|
CASH
|
102.420
|
99.29
|
-3.130
|
2014-07-22
|
2014-08-05
|
1320
|
1330
|
10
|
TRUE
|
STOCKS
|
99.310
|
102.81
|
3.500
|
2014-08-06
|
2014-09-15
|
1331
|
1358
|
27
|
TRUE
|
CASH
|
103.540
|
96.10
|
-7.440
|
2014-09-16
|
2014-10-13
|
1359
|
1378
|
19
|
TRUE
|
STOCKS
|
96.400
|
106.60
|
10.200
|
2014-10-14
|
2014-11-28
|
1379
|
1411
|
32
|
TRUE
|
CASH
|
105.700
|
104.99
|
-0.710
|
2014-12-01
|
2014-12-11
|
1412
|
1420
|
8
|
TRUE
|
STOCKS
|
103.340
|
107.04
|
3.700
|
2014-12-12
|
2014-12-24
|
1421
|
1429
|
8
|
TRUE
|
CASH
|
107.360
|
104.95
|
-2.410
|
2014-12-26
|
2015-01-27
|
1430
|
1450
|
20
|
TRUE
|
STOCKS
|
103.530
|
109.48
|
5.950
|
2015-01-28
|
2015-02-25
|
1451
|
1470
|
19
|
TRUE
|
CASH
|
109.410
|
107.25
|
-2.160
|
2015-02-26
|
2015-03-31
|
1471
|
1494
|
23
|
TRUE
|
STOCKS
|
107.050
|
110.42
|
3.370
|
2015-04-01
|
2015-06-18
|
1495
|
1549
|
54
|
TRUE
|
CASH
|
109.940
|
107.30
|
-2.640
|
2015-06-19
|
2015-07-06
|
1550
|
1560
|
10
|
TRUE
|
STOCKS
|
107.890
|
107.74
|
-0.150
|
2015-07-07
|
2015-08-06
|
1561
|
1583
|
22
|
FALSE
|
CASH
|
107.430
|
99.61
|
-7.820
|
2015-08-07
|
2015-09-25
|
1584
|
1618
|
34
|
TRUE
|
STOCKS
|
96.940
|
107.47
|
10.530
|
2015-09-28
|
2015-11-25
|
1619
|
1661
|
42
|
TRUE
|
CASH
|
107.630
|
93.78
|
-13.850
|
2015-11-27
|
2016-02-08
|
1662
|
1710
|
48
|
TRUE
|
STOCKS
|
93.660
|
108.46
|
14.800
|
2016-02-09
|
2016-06-07
|
1711
|
1793
|
82
|
TRUE
|
CASH
|
108.840
|
107.98
|
-0.860
|
2016-06-08
|
2016-06-23
|
1794
|
1805
|
11
|
TRUE
|
STOCKS
|
104.040
|
112.15
|
8.110
|
2016-06-24
|
2016-08-29
|
1806
|
1851
|
45
|
TRUE
|
CASH
|
111.970
|
108.89
|
-3.080
|
2016-08-30
|
2016-10-31
|
1852
|
1895
|
43
|
TRUE
|
STOCKS
|
108.080
|
126.64
|
18.560
|
2016-11-01
|
2017-08-03
|
1896
|
2085
|
189
|
TRUE
|
CASH
|
126.910
|
125.06
|
-1.850
|
2017-08-04
|
2017-08-24
|
2086
|
2100
|
14
|
TRUE
|
STOCKS
|
125.360
|
145.06
|
19.700
|
2017-08-25
|
2018-01-22
|
2101
|
2202
|
101
|
TRUE
|
CASH
|
145.420
|
132.41
|
-13.010
|
2018-01-23
|
2018-02-08
|
2203
|
2215
|
12
|
TRUE
|
STOCKS
|
134.230
|
133.44
|
-0.790
|
2018-02-09
|
2019-01-15
|
2216
|
2449
|
233
|
FALSE
|
Prediction Error
Actual.Direction.ema
Direction.predict -99to-0.03 -0.03to-0.01 -0.01to0.01 0.01to0.03 0.03to99
-99to-0.03 0 0 0 0 0
-0.03to-0.01 0 0 2 0 0
-0.01to0.01 0 4 4 16 1
0.01to0.03 33 21 73 47 1
0.03to99 2 4 3 0 0
Actual Direction Error
Actual.Direction.ema
Actual.Direction -99to-0.03 -0.03to-0.01 -0.01to0.01 0.01to0.03 0.03to99
-99to-0.03 29 11 2 0 0
-0.03to-0.01 4 8 14 0 0
-0.01to0.01 2 6 44 18 0
0.01to0.03 0 2 18 29 0
0.03to99 0 2 4 16 2
Action Error
ACTUAL.ACTION
ACTION BUY SELL STAY
BUY 23 43 51
SELL 0 0 0
STAY 50 25 19
Error Rates Summary
Model.Fit.Error Prediction.Error Actual.Direction.Error Action.Error TOTAL.Prediction.Error TOTAL.Actual.Direction.Error TOTAL.Action.Error
1 0.17 0.76 0.47 0.8 0.07 0.46 0.36
Daily Intraday Trading Report