Re: [RT] Re: S&P short term Direction

["Sergey" <tarassov@xxxxxxxxxx>]

Clyde

 

 

Fourier analysys and spectral analysis (generally speaking) use dozen parameters, and each of them should be optimized.

 

 

Just as an example, I have calculated four spectrum based models with different parameters:

 

 

 

 

 

 

To get something close to reality, we need to conduct a huge backtesting (BT) job.

 

I put some examples of  BT in this article (at its end): http://www.timingsolution.com/TS/Study/math_models_overview/

 

Best regards.

 

Sergey.

http://www.timingsolution.com

 

 

 

 

----- Original Message -----

From: clydelee

To: realtraders@xxxxxxxxxxxxxxx

Sent: Friday, May 30, 2008 2:52 PM

Subject: Re: [RT] Re: S&P short term Direction

And here is what the Fourier analysis/synthesis says

 

Yellow line is sum of cycles and 21 bar LR

 

Clyde

 

- - - - - - - - - - - - - - - - - - - - -  - - - - - - -
Clyde Lee   Chairman/CEO          (Home of SwingMachine)
SYTECH Corporation          email: clydelee@xxxxxxxxxcom 
7910 Westglen, Suite 105       Office:    (713) 783-9540
Houston,  TX  77063               Fax:    (713) 783-1092
Details at:                      www.theswingmachine.com
- - - - - - - - - - - - - - - - - - - -  - - - - - - - -

----- Original Message -----

From: Mark Simms

To: realtraders@yahoogroups.com

Sent: Friday, May 30, 2008 12:45 PM

Subject: RE: [RT] Re: S&P short term Direction

Very, very interesting. The last 2 years looks time-shifted by approx. 3 months...

i.e. the market appears to now anticipate the 20 year cycle and act 3 months in advance.

 

---

From: realtraders@yahoogroups.com [mailto:realtraders@yahoogroups.com] On Behalf Of Sergey
Sent: Friday, May 30, 2008 12:50 PM
To: realtraders@yahoogroups.com
Subject: Re: [RT] Re: S&P short term Direction

Annual cycles are here http://www.timingsolution.com/TS/Forecast/Annual/annual.htm

 

Best regards.

Sergey.

 

----- Original Message -----

From: fxapprentice

To: realtraders@yahoogroups.com

Sent: Friday, May 30, 2008 12:49 PM

Subject: [RT] Re: S&P short term Direction

This coincides with seasonal factors - long till 3-rd or 4-th of the
month. After that "sell in May" maybe to Sept.

Michael.

--- In realtraders@yahoogroups.com, "Ron Cernokus" <roncer@xxx> wrote:
>
> I have a turning points for June 3rd and 4th but I am quite unclear
as to current direction. We could be topping now?
>
> Comments appreciated.
>
> Ron
>

__._,_.___

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___