Predictive Model Update - Jun 29, 2007
Chart first this week. Why? Why not!

Remember the rant. Enjoy the chart.
Last week I stepped into some buys and ended the week basically 100% long. This week, I may step into some margin buys on significant dips, if they occur. Why? Why not! The models are still bullish, although the long-term model is less reassuring than it has been.
I did some more backtesting on the models, and I would characterize a score below 40 on the twenty-day “potential” model as neutral, and characterize a score below 20 on the twenty-day “potential” model as bearish, with all others being bullish. Similarly, I would characterize a score below 20 on the twenty-day “safety” model as bearish, with all others being bullish. Aside from that, I backtested some strategies using both in combination. More on this later. I have also found that the 2-day RSI works better for short-term usage than the regression model, so I’m ditching that model.
The S&P 500 closed at 1503.35.
The twenty-day “potential” model score is 44 on a 1 to 100 scale. A good even-odds score for four Fridays from now would be 1507.
The twenty-day “safety” model score is 81 on a 1 to 100 scale. A good even-odds low point for the next four weeks would be 1480, the odds of falling below 1428 are about 6%, and the model gives less than 1% odds of falling below 1353 at any time in the next four weeks.
The 250-day “potential” model score is 51 on a 1 to 100 scale. A good even-odds score for a year from now would be 1644. I don’t think it’ll be too long before we set a close above the old intra-day high from 2000.
The 250-day “safety” model score is 80 on a 1 to 100 scale. A good even-odds low point for the next 250 sessions would be 1447, the odds of falling below 1353 are around 12%, and the model gives 0% odds of falling below 1128 at any time in the next 250 sessions.
My vote to the Blogger Sentiment Poll by TickerSense is “bullish.”


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