Re: [RT] S&P 500 Futures Neural Models Vote Long

["Mindspring" <blee7@xxxxxxxxxxxxxx>]

Hi Ben,

I haven't calculated those particular stats on the two "go long" models.
Since they don't attempt to predict exits/shorts (I have other models for
that), I would shy away from calculating a "percent-up" stat.  The charts I
attached for the two "go long" models include the entire out-of-sample (OOS)
period.  I think visualization of the charts is fairly descriptive of their
respective performances OOS. As hese were models were specifically developed
for the S&P market, I have not attempted to build similar models for the
NASDAQ using the same inputs/outputs.  The stats for the trading model's OOS
period are attached.


----- Original Message -----
From: <proffittak@xxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Tuesday, December 19, 2000 6:34 AM
Subject: Re: [RT] S&P 500 Futures Neural Models Vote Long


> In a message dated 12/18/00 8:18:01 PM Eastern Standard Time,
> blee7@xxxxxxxxxxxxxx writes:
>
> << My two best "Go Long" neural models are indicating a POTENTIAL for an
> upmove
>  in the near-term for the S&P futures market.  Each model's neural signals
>  have crossed the zero red axis from below. - BL
>   >>
> hello and thanks for the post
> a: in an out of sample test what was accuracy
> b: what was average percentage up move?
> Happy holidays
> Ben
> p. s what does it say on NASDAQ?
>
>
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>
>

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