Forecasts

Forecasts on Twitter...

Forecasts are experiments and ideas and not trading advice.



S&P Low Forecast for Current Week - S&P Futures

S&P Low is a semi-automated forecast of the low in the S&P futures for the coming week. Made after Friday's close. Search for "Adverse Excursion" in Papers for some additional context.

S&P Low Forecast:

Week Forecast
S&P Low 		Actual
Low
03/06 - 03/13 1121
02/26 - 03/05 1089 1107
02/19 - 02/26 1093 1085
02/12 - 02/19 1059 1079.5
02/05 - 02/12 1034 1053
01/27 - 02/05 1038 1041
01/15 - 01/22 1115 1087
01/08 - 01/15 1125 1128
...


Red Light - Green Light

Red Light - Green Light is a fully-automated forecast of the best direction for trades in the S&P futures over the next 1 to 12 trading days. The forecast may change at any time but usually changes around the open and close of the day session. A paper on this indicator is here...
[01/14/10 NOTE: This indicator is currently lagging in this environment and has almost completely reversed. As these signals begin to reverse again it will be a sign the market is reverting to past form.]

Red Light - Green Light Forecast:

Date Red Light-
Green Light 		Actual S&P
Change
03/04 - Red Light
(short from 1119.50)
02/25 - 03/04 Green Light
(long from 1096.75)		 +22.75
02/11 - 02/25 Red Light
(Short from 1064.00) 		+32.75
01/13 - 02/11 Green Light
(long from 1135.25) 		-71.25
12/14 - 01/13 Red Light
(short from 1108.75) 		+26.5
12/04 - 12/14 Green Light
(long from 1113.50) 		-4.75
11/24 - 12/04 Red Light
(short from 1105.50) 		-8.0
11/16 - 11/23 Green Light
(long from 1099.00) 		+6.5
...