Dow Jones 30 Stock Prediction
Goal: You want to pick top 5 stocks among Dow Jones 30 (6 months period).
Tool: Attrasoft predictor 2.6.
Given: All history stock data of the 30 stocks from 1/1992 - 1/1999 (Data is provided in this example, you will link your own data in your predictions).
- Using Default setting
- Using "10 Average/+ real Exponential" Command
Criteria You want to predict the top 5 performer in the next 6 months: 2/1999 - 7/1999.
Model Each prediction of a stock is based on the historical value of the stock alone (the simplest model).
Historical Performance This approach has a good track record, click here.
Results
1 AXPDetails
2 ALD
3 cat
4 chv
5 wmt
Original DataComments
Formatted Attrasoft data
Prediction results
Analysis results
- The purpose of this study is to show you "Attrasoft Dow 5" and how to use Attrasoft Predictor 2.6.
- The one variable model is the simplest model; to get a better result, your model should have more variables than just the stock values.
- You should be able to duplicate these results.
- The estimated time for this research is 2 hours. (Excel is required)
- Human emotion is a non issue here.
Evaluation
| Top 5 Dow Stocks | 2/1/1999 | 4/13/99 |
| axp | 100.75 | 138.5 |
| ald | 39.125 | 53.125 |
| cat | 43.688 | 54.75 |
| chv | 73.688 | 94.5 |
| wmt | 84.5 | 104.563 |
Given the history of "Attrasoft Dow 5", this is not surprising.
Growth rate from 2/1/99 to 4/13/99:axp: up 37.5%
ald: up 35.6%
cat: up 25.3%
chv: up 28.2%
wmt: up 23.7%
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