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
04/23 - 04/30 1198
04/16 - 04/23 1176 1180
04/09 - 04/16 1179 1183
04/02 - 04/09 1160 1171
03/19 - 03/26 1143 1164
03/12 - 03/19 1133 1137
03/05 - 03/12 1121 1130
02/26 - 03/05 1089 1107
...


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
11/24 - 12/04 Red Light
(short from 1179.75)
03/26 - 04/06 Green Light
(long from 1163.75) 		+16.0
03/04 - 03/26 Red Light
(short from 1119.50)		 +44.25
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
...