[Equities] Live Trend Odds Week of March 7 #spy #es

Combine the historical Trend Odds with the Equity Trend Indictor (live odds equities are trending) and the Live Trend Odds (the live odds ‘all’ the markets are trending) for the current probability today is a trend day. Both are Peer Effects models. ———— Trend Days and Rangebound Days are very difficult to forecast w/ historical data. Same for Regime shifts. When forecasting Read more about [Equities] Live Trend Odds Week of March 7 #spy #es[…]

[Trend Days and Rangebound Days] Forecasting

Trend Days and Rangebound Days are very difficult to forecast w/ historical data. Same for Regime shifts. Forecasting a Trend Day/Rangebound Day for tomorrow on tonight’s close I’m right about 52% of the time. Peer Effects models work better, i.e, real time forecasts are better than ones based on historical data. Live Trend Odds and Read more about [Trend Days and Rangebound Days] Forecasting[…]