Saturday, February 20, 2016

2016.02.19 DJIA Cycle Model Chart

2016.02.19 DJIA Cycle Model Chart

















The divergence between actual and predicted suggests that we should see a downward drift in the price curve in the March to April time frame. Going back to June of 2015, the first iteration of this model seems to be holding up fairly well, as shown below and here on the blog.


2015.06.12 DJIA Cycle Model Chart




Wednesday, February 17, 2016

2016.02.17 VIX Cycle Model Chart

2016.02.17 VIX Cycle Model Chart



















The VIX cycle model suggests that the VIX may have bottomed at this time, and that ongoing forward we should see a robust spike to the upside. In addition, I have four VIX neural net models, two of which use the Z-score as input, all of which have today also issued buy signals on the open on February 18. . So I'm sticking my neck out, with a 68% chance of success.  All models are wrong, some are useful, and some models give the odds.  A previous iteration of the model is shown below and clicking on the caption will give the original post.


2016.01.06 VIX Cycle Model Chart



 

Sunday, February 14, 2016

2016.02.12 XOI.X Cycle Model Chart

2016.02.12 XOI.X Cycle Model Chart

















The XOI.X cycle model predictive curve shows both a shift to the right from an error-appropriate phase change as well as an amplitude change. Looking at the charts below from previous iterations, the high Z-score was resolved to the upside to touch the predictive curve. Because the predictive curve has a positive slope going forwards, any continuing phase shift is not likely to be associated with a major amplitude change to the negative. I would interpret this as another data point supporting the premise that XOI.X is not likely to go much below 800 going forwards.  And finally, remember that all models are wrong, but some are useful.  The previous charts can also be accessed by clicking on the captions.




2016.01.11 XOI.X Cycle Model Chart


















2015.12.14 XOI.X Cycle Model Chart