Econocasts

Friday, April 20, 2012

2012.04.20 Weekly DJIA $ Gold $ Silver $ Oil


















































I developed the very short time frame child cycle models to deal with short term anomalies in the time series due to the likely consequences of  daily robot manged trades. I think that the DJIA very short term time frame model had the most benefit - since the last few months have been characterized by non-linear parameters in the DJIA time series that are highly deviant from the usual "degree of randomness" or "predictability."

All three Gold, Silver and Amex Oil cycle models are performing well. Silver may experience a bounce to over $33 in the next week or two before downward price pressure resumes.  If you are under clear skies - enjoy the Lyrid meteor shower over the weekend!



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Sunday, April 15, 2012

2012.04.13 Amex Oil Index




















The AMEX oil index (XOI.X) has been formally backtested so I have removed the "experimental" tag. It appears that while the time series for this cycle model is relatively short. there was enough cycle information so that it retains reasonable predictive value. The link for the prevous chart:  Econocasts business cycle chronicles: 2012.04.04 Experimental Amex Oil Index.


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