Current Predictions (Predictor 2.6)

 About Attrasoft Dow 5

 Current Attrasoft Dow 5

 Data for the Predictions

Hisotry of Attrasoft Dow 5:

I. Attrasoft Dow 5: Game Rules

II. Attrasoft Dow 5 Data

III. Attrasoft Predictor 2.6 Data

IV. Prediction Results

V. Analysis

VI. Evaluation

VII Related Research - Buy/Sell Every 8 Months

I. Attrasoft Dow 5: Game Rules

 Assumption:

1. You start with $100,000 paper money, which must be equally invested in 5 stocks, from the Dow Jones 30 stocks ;

2. You update your Attrasoft Dow 5 once every 6 months.

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II. Game data

The data is obtained from Microsoft Network.

• Data
• How to obtain Data

III. Attrasoft Predictor Data

To see the formatted data, please click here.

To format the above data, you need to:

Sort your data

Find the 5-month Moving Average

Predictor Input File

After the data collection, combine all your data into one Excel file, and save it in the text format. Make sure it has the following three sections (see chapter 3 of User's Guide):
 

* ... *
the number of variables
data

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IV. Results

Results are obtained from two independently studies.

We choose to buy and sell Attrasoft Dow 5 every 6 months (Always equally split the money to 5 stocks).

Predictor 2.6 Output:

 
1. From 1/97 to 7/97
2. From 8/97 to 1/98
3. From 2/98 to 7/98
4. From 8/98 to 1/99
5. From 2/99 to 7/99

6. From 8/99 to 1/00
7. From 2/00 to 8/00
8. From 8/00 to 1/01

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V. Analysis

These results are done by two independent groups.

1. Results From 1/97 to 7/97, UP 23.4 %
 
 
 

rank	stock	Feb-97	Jul-97	grow rate
	Dj 30	6877.7	8222.6	19.5545
	SP 500	790.82	954.31	20.67348
1	mrk	92.125	103.875	12.75441
2	AXP	65.625	83.75	27.61905
3	utx	75.25	84.563	12.37608
4	uk	47.25	55.375	17.19577
5	ibm	71.875	105.75	47.13043
	avg			23.41515

 
 

2. Results From 8/97 to 1/98, Down 2.45%
 
 
 

rank	stock	Aug-97	Jan-98	grow rate
	Dj 30	7622.4	7906.5	1.037272
	SP 500	899.47	980.28	1.089842
1	xon	61.188	59.313	0.969357
2	axp	77.75	83.688	1.076373
3	utx	78.063	81.25	1.040826
4	ibm	105.75	98.75	0.933806
5	cat	56	48	0.857143
	avg			0.975501

 
 

3. Results From 2/98 to 7/98, Up 1.94%
 
 

rank	stock	Feb-98	Jul-98	grow rate
	Dj 30	8545.72	8883.29	1.039502
	SP 500	980.28	1120.67	1.143214
1	ald	42.563	43.5	1.022014
2	AA	73.375	69.313	0.944641
3	uk	46.438	48	1.033636
4	ibm	104.438	132.5	1.268695
5	hwp	67	55.5	0.828358
	avg			1.019469

 
 

4. Results From 8/98 to 1/99, Up 44.17%
 
 

rank	stock	Aug-98	Jan-99	grow rate
	Dj 30	7539.07	9358.83	24.13773
	SP 500	957.28	1279.64	33.67458
1	ko	65.125	65.313	0.288676
2	axp	78	102.875	31.89103
3	utx	72.563	119.438	64.59904
4	ibm	112.625	183.25	62.7081
5	hwp	48.563	78.375	61.3883
	avg			44.17503

 
 

5. Results From 2/99 to 7/99, up 31.92 %
 
 
 

rank	stock	2-1-99	7-30-99	grow rate
	Dj 30	9345.7	10655.15	14.01
	SP 500	1273	1328.72	4.3
1	axp	100.75	137.288	36.626
2	ald	39.125	64.688	65.336
3	cat	43.688	58.625	34.19
4	chv	73.688	91.25	23.83
5	wmt	42.25	42.25	0
	avg			31.92

 

6. Results From 8/99 to 1/2000, Up 9.17%
 
 

rank	stock	8-2-99	1-31-00	grow rate
	Dj 30	10645.96	10940.53	2.77%
	SP 500	1328.05	1394.46	5%
1	msft	84.914	97.875	1.152
2	cat	58.563	42.4375	0.725
3	axp	130.063	164.75	1.267
4	pg	90.125	100.875	1.119
5	c	44.125	57	1.229
	avg			up 9.1%

7. Results From 2/2000 to 7/2000, down  7.1%
 
 

rank	stock	2-1-99	7-31-00	grow rate
	Dj 30	11041.05	10521.98	down 4.7%
	SP 500	1409.28	1430.83	up 1.5 %
1	axp	56.33	56.6875	1.006
2	c	58.25	70.5	1.210
3	hd	62.00	51.75	0.835
4	aa	36.06	30.25	0.839
5	dd	59.875	45.31	0.757
	avg			down 7.1%

8. Results From 8/2000 to 1/2001, down  5.0%
 
 

rank	stock	7-1-00	1-31-01	grow rate
	Dj 30	10606.95	10877.36	+  2.5%
	SP 500	1438.11	1366.01	down 5  %
1	msft	68.688	61.06	0.89
2	axp	56.938	47.17	0.83
3	ibm	110.5	112.0	1.01
4	utx	59.25	74.98	1.27
5	t	31.813	23.99	0.75
				0.95
	avg			down 5 %

 
 

VI. Evaluation: Feb 1997 - Jan 31, 2000

These results are done by two independent groups.

Predictor 2.6

Predicted Growth
=  1.234151478 * 0.975501* 1.019468885* 1.441750282 * 1.3192* 1.091*0.929 *0.95
= 2.124
 

Up 112.4% in 4 years.

Dow Jones 30

Feb 1, 1997: 6877.7;  Jan 31, 2001: 10877.36
Up : 58.15% in 4 years.

Attrasoft Predictor 2.6, with a Single-Stock-Model, outperforms Dow Jones 30 by a factor of 2 from Feb. 1997 to Jan 30, 2001: 112.4 % vs. 58.15 %.

VII Related Research - Buy/Sell Every 8 Months

(Results are obtained from two independently studies.)

If we buy and sell Attrasoft Dow 5 every 8 months (Always equally split the money to 5 stocks).

 Buy        sell
2/97        9/97
10/97      5/98
6/98        1/99

 
1. From 1/97 to 9/97
2. From 10/97 to 5/98
3. From 6/98 to 1/98

2. Results From 10/97 to 5/98, UP 32.35 %
 
 
 

top five	Oct-97	May-98	Average
AXP2	78	102.625	1.315705
UTX2	70	94	1.342857
GE2	64.625	83.375	1.290135
IBM2	98.5	117.5	1.192893
S2	41.875	61.813	1.476131
avg			1.323544

3. Results From 6/97 to 1/99, UP 8.68 %
 
 
 

top five	Jun-98	Jan-99	Average
KO3	85.5	65.313	0.763895
AXP3	113.75	102.875	0.904396
IBM3	114.813	183.25	1.596074
ALD3	44.375	39	0.878873
UTX3	92.5	119.438	1.291222
avg			1.086892

Attrasoft Dow 5, from 2/1997 to 1/1999, is up 70% (1.1828 * 1.3235 * 1.0868 = 1.70132).

Once again, this result is better than Dow Jones 30's 36.08% ( Feb 1997: 6877.7;  Jan 1999: 9358.83, Feb 1997: 6877.7;  Jan 1999: 9358.83, Up : 36.08% ).

From 2/1997 to 1/1999,
     8-months increment ==> up 70.13%
     6-months increment ==> up 76.49 %
 

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