Real-time Model Forecasts
Reference Detailed Contest Chart w/ Respective Positions and Forecasts Below
The first contestant to gain approx. +20% within 3 months wins.
(Details below).
Check out the Current Rankings and Real-time Competitor Forecasts ...
Only 13 Trading Days Remain in the Contest
New 10+ year Equity High established today (8-20-2010) with the following model.
The "Remember Me??" Model
(Approximately 1-year of in-sample training only)
Model development date - 4/25/2010
(Recent Normal / Zoomed views)
-- Natural Gas Producers / Industrial End-users --
This 2-indicator, intermarket Natural Gas Futures Model is trained on approximately 1-year of data only. It is currently hovering near its all-time 20-year equity high (8/10)
(Pinnacle reverse-adjusted contract data)
-- Oil Producers / Industrial End-users --
This previously posted single indicator Oil Futures Model is up a hypothetical +$13,000 per contract since development and is currently at an all-time 20-year equity high (7/31)
(Pinnacle reverse-adjusted contract data)
-- MDY Market Model --
This previously posted single indicator MDY Model is up a hypothetical +$23 per share since development (Market Exposure = 30%)
In Need of a Passive Market Exposure using an Active "Long Only" 50% Market Exposure Futures Model
(Approx(Approximately 20-years Out-of-Sample)
In the event you believe in the efficient market hypothesis, can you please explain the uniformity of this model's equity curve?
(Non-optimized, Single Indicator model / 10-years of out-of-sample performance / Model forecasts daily 25 days into the future / 670 Trades
Additionally, the SPY market experiences major bottoms coincident with model equity peaks using simple linear trend lines.
"King Tut" Model
Have you ever experienced a "Tornado" dream ?
(Multiple tornados on the horizon)
If so, I just lived your nightmare.
(See any F1's?)
The "Trifecta" Debut
** A 3-Month Trading Contest **
The Goal
Earn an approximate simulated 20% absolute return within a 3-Month period beginning June 29, 2010 (Market Open)
The Actors
Contestant #1 - The Bastard - Weighing in at a sporting 106.02 points, the Bastard will serve as our passive benchmark, the SPY ETF (Buy/Hold)
The Bastard's motto: "The Markets are Efficient, and the Tooth Fairy is real. I wear a bowtie everyday, and people make fun of me."
Contestant #2 - The Whiner - Weighing in at a lean 106.02 points, this long/short tradable purports to have less volatility than its contender, Booger Foot
The Whiner's motto: "Just Live and Let Live. I love stockbrokers because they know the markets better than anyone - at least that's what they tell me. What's the next hot trading tip that only you know Mr./Ms. Stockbroker that the rest of the world does not know? Stockbrokers are the smartest people on the planet. When I am reincarnated, I hope to reemerge as an all-knowing stockbroker. Stockbrokers rule the planet Earth."
Contestant #3 - Booger Foot - Also boasting a 106.02 point record (and a seasoned criminal record), this long/short tradable is the favorite but acknowledges its unbridled volatility of returns could prove problematic during this short-lived event.
Booger Foot's motto: "Churn and Burn, baby. Get the ***k out of my way. I'm here to trade, and I roll my own (trades). Don't even think about it bounty hunters (stockbrokers). You're just glorified shoe salespersons in my (humble) opinion. I get high on life. What's today's date? Where did I park my Harley? 60 is the new 40. No really, where's my Harley?"
Contestant #4 - Achilles - This active "shorting only" entrant just makes it into the tourney
Contestant #5 - Goat Juice - Extremely Late Entrant
Non-Optimized, Flipped Equity Curve Guru forecasts 25 days into the future
(A futures model)
Contestant #6 - Statuesque Pituitary - Extremely Late Entrant - Penalized to Booger Foot's current position (7-9-2010)
Optimized, Slow Growth Guru forecasts 25 days into the future
(A futures model)
Contestant #7 - Banjo Salad - Extremely Late Entrant
Non-Optimized Guru forecasts 25 days into the future
Zoomed
Contestant #8 - Ebenezer Rhino - Extremely Late Entrant
Optimized Guru forecasts 25 days into the future
Contestant #9 - Bear Model - Extremely Late Entrant
Contestant #10 - Wild Gunslinger - Extremely Late Entrant
Non-Optimized Guru forecasts 25 days into the future
Up +110 hypothetical SPY points since 9/2008
(Opposite signals - Trades "MOC")
Contestant #11 - Parabolic Longs - Extremely Late Entrant
Optimized
(Opposite signals - Long Only)
(Futures Model - Trades "MOC")
Contestant #12 - Yesterday's News - Extremely Late Entrant
(Futures Model)
Replaced with its flipped equity non-optimized version due to trade inactivity during the contest
Contestant #13 - Boiling Times - Extremely Late Entrant
(Intermarket SPY model using 4 different markets)
Forecasts 25 days into the future
230+ SPY points in hypothetical profit since the beginning of the current recession
The House Rules
The first contestant to amass at least "| +/-20 | SPY" points in profit (ignoring commissions and intangible trading frictions for simplicity) wins the bout, and the contest ceases. In the event none of the actors achieves the +20 SPY points objective within the 3-month allotted time period, the contest ends with no declared winner.
All new orders, save Bastard's passive position, must trade Market-on-Open (MOO)
All Contestant trades must be posted prior to market opening for a given trading day. (i.e., real-time simulated trading - No back-casting allowed)
Odds on Favorite
Not "Booger Foot"
Check out the Current Rankings and Competitor Forecasts ...
| Are we in a Healthy Bull Market Correction or the Initial Stages of a Major Bear Market (6-10-2010)? |
|
SPY ETF
Bear Market Only (Approx. Immunization otherwise) Trading System
Single Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
SPY ETF
Bear Market Only (Approx. Immunization otherwise) Trading System
(Less aggressive model / More robust immunization)
Single Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
SPY ETF
Bear Market Only (Approx. Immunization otherwise) Trading System
Single Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
This model produces a daily forecast approximately 1-1/2 months into the future.
FTSE 100 Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
Natural Gas Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 7/2005+)
Crude Oil Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 7/2005+)
Gold Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
"5-3-2 Crack Spread" Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 7/2005+)
Units = Net $/ 5 Gallons
"Gold partially hedged with Silver" Trading System
Long (Short) 1 Gold Futures / Short (Long) 1 Silver Futures
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
Units = Net $ / oz. of metal
Soybean Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
Peso Currency Futures Trading System
2-Indicator Model
15-Year History
(Out-of-sample period = 7/2006+)
T-Bond Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
Nikkei Index Futures Trading System
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
"Treasury Yield Curve Arbitrage" Trading System
Long (Short) T-Bond Futures / Short (Long) T-Note Futures
Single Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
SPY ETF Trading System
Single Indicator Model
5-Year History
(Out-of-sample period = 2009+)
EWZ ETF Trading System
Single Indicator Model (Long Only)
5-Year History
(Out-of-sample period = 2009+)
Southern Company Trading System
Long-Only (Taking opposite trades)
Single-Indicator Model
(Out-of-sample period = Approx. 10-years)
Crude Oil Futures Trading System
2-Indicator Model
20-Year History
(Out-of-sample period = 4/2005+)
EWJ ETF Trading System
Single Indicator Model (Long only)
10-Year History
(Out-of-sample period = 10/2007+)
EWJ ETF Trading System
Single Indicator Model (Long/Short)
10-Year History
(Out-of-sample period = 10/2007+)
MDY ETF Trading System
Single Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
MDY ETF Trading System
2-Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
MDY ETF Trading System
3-Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
SPY ETF Trading System
2-Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
SPY ETF Trading System
Single Indicator Model
10-Year History
(Out-of-sample period = 1/2001+)
Approximately "10-years of Out-of-Sample data"
SPY ETF Trading System
Single Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
"DIA/SPY" Long/Short Trading System
Long (Short) DIA / Short (Long) SPY
Current Net Debit/Credit < $9/Share
Multi-Indicator Model
10-Year History
(Out-of-sample period = 10/2007+)
Real-time Stock Data Feed (Enter stock symbol)
Member - CFA Institute
Member - Professional Risk Managers' International Association
USM Service-Learning Fellow
Sample of Personal CFA Mindmap Study Notes
Newly Discovered "MV2" Predictive Market Indicator (reference charts below)
Visiting Professor of Practice / Faculty in Residence - USM College of Business Honors House
- Perpetuating the Invention and Discovery of Robust, Non-Conventional Market Forecasting Intelligence -
Personal Professional Short-term Strategy
Professional Certification Attained/Pursuing | Exams | Allotted Time (Hrs) | Completion Time (Hrs) | Status / Year Attempted | Passed | | |
8 Executive Position (Current Track) | . | ||||||
CFA Charterholder |
| ||||||
June 5, 2010 CFA Level 3 Exam | AM Session | Performance Metric - 10/10 | |||||
3.0 | 3.0 | ||||||
PM Session | |||||||
3.0 | 2.8 | ||||||
6 | June 6, 2009 CFA Level 2 Exam 3,500+ Page Curriculum Outline | AM Session | Global Pass Rate for Exam 2 (Zoom for Detail) | 2009 |
| ||
3.0 | 2.5 | ||||||
PM Session | |||||||
3.0 | 2.5 | ||||||
5 | December 6, 2008 CFA Level 1 Exam 3,500+ Page Curriculum Outline | AM Session | Global Pass Rate for Exam 1 (Zoom for Detail) |
| . | ||
3.0 | 2.0 | ||||||
PM Session | |||||||
3.0 | 2.2 | ||||||
Professional Risk Manager (PRM) | Global Success Rate of All Candidates attempting Attainment of PRM Professional Certification |
| 2007 | ||||
Exam 4 Case Studies; Standards: Governance, Best Practices and Ethics |
50% | 2007 |
| ||||
Exam 3 | 2007 |
| |||||
Exam 2 Mathematical Foundations of Risk Measurement ( Differential and Integral Calculus / Hessian Matrices, etc.) | 2007 |
| |||||
Exam 1 | 2007 |
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0...10-13-2008 Headline: Significant Energy Play in the Offing?
Reference original postings of this major Stealth Support Curve (proprietary leading market indicator)
identified almost 2 years ago (1-13-2007) and subsequent market action.
Daily Chart
Weekly Charts
10_29_2007 12_10_2007 7_25_2008 (a) 7_25_2008 (b)
- Instrumental Snipits -
Written and performed by Brian K. Lee followed by
"How Great Thou Art"
Arranged and performed by Brian K. Lee
Coming soon from my latest album ....
"Bowling Down the Fresh,"
"Teau Smells like a Broadway Play,"
"Ink Yearning for Penmanship,"
"The Dissection of Creational Vagilation,"
"I Never had 'I am Not A Crook' with that Woman,"
"The Permeability of Verbose Cliffnotes," and
"You Say, I Said"
All written and performed by Brian K. Lee
- Macroeconomic Reality -
"The U.S. Government is spending money it does not have to bailout firms/individuals who spent money they did not have. Stated alternatively, a public deficit spender is wholeheartedly rewarding the act of private deficit spending. Make sense?"
Market Vectors - A non-optimized leading market indicator applicable to All Markets and All Timeframes discovered by
Brian K. Lee, MBA, PRM
The Latest Technology - The "MV2" Indicator
Newly Discovered Non-optimized, Non-conventional, Predictive Market Indicator
The appearance of a vertical 
or positively sloped 
MV2 indicator identifies high probability market "pivot high" zones.
Special emphasis is noted with a "crossing" MV2 pattern ("Any-sloped" MV2 indicator combined with a positively sloped MV2 indicator 
) or a "double-vertical" MV2 pattern 
.
The MV2 indicator is not designed to identify market "pivot low" zones.
All charts below depicting the MV2 indicator state such.
