Moving Average Analysis of AAPL

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From the Weekend Report 3/12/2010: The MACD Cycle is in phase one here, with AAPL 25.00 % above the 200 bar SMA, increasing the distance over the week.

Recent Averages with Candlestick Chart. of Apple Computer

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This page looks at the predictive abilities of different methods of averaging applied to AAPL stock prices. Techniques available include moving weighted or exponential averages of various periods and the family of MACD (Moving Average Convergence Divergence) indicators.

Unfortunately, some of the most popular indicators of this type can prove to be the worst forcasting indicators. The next page tests the effectiveness of these methods as predictors of future prices for AAPL.

The 200 session average is red, the 20 bar, green. The un-sophisticated moving averages plotted here are un-weighted, but they still may return better results than many of the more popular, highly tuned averages seen in some of the following sections. It is always possible to fine tune an exponential or other weighted average so that it seems to outperform a simple average in a given situation. However, over-tuning can increase false and misleading indicators. Norman G. Fosback has noted that legitimate signals of this sort will normally be evident through a variety of averaging methods.

Companies In the News

Thursday, March 18, 2010: We have news on MicroSoft, ticker symbol MSFT. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Mylan Inc. and Goldman Sachs Group, Inc..

From the News Archive: (3/17/2010 ) Favorable events happened at LoJack Corp and Martha Stewart. Meanwhile, bad news came from Patterson Companies, Inc. and LSI Corporation.

MACD analysis would appear perfect for overtuning, since it may use any of an infinite number of averaging methods and coefficients. In addition to crossover signals from various moving averages, analysts frequently add a trigger line based on some average of the first two averages. Here we depict the results of 12 and 26 session Exponential Moving Averages. The exponential coefficient used here is .18. There is nothing magic about these parameters, but these are frequently seen.

Float the cursor for a longer term chart.

Moving Average Convergence Divergence, or MACD, produces buy or sell signal that are color tinted here.

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Moving Avg. 20/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 32 instances
Future30SesAvgClose	-1.12 % minus 1.82 % = -2.94 %	-24.92 %
Future5SesAvgClose	0.71 % minus 0.34 % = 0.37 %	18.64 %
Future2SesAvgClose	0.46 % minus 0.17 % = 0.28 %	35.71 %
Sell Signals - 32 instances
Future30SesAvgClose	-1.51 % minus 1.82 % = -3.33 %	-28.18 %
Future5SesAvgClose	0.09 % minus 0.34 % = -0.25 %	-12.93 %
Future2SesAvgClose	-0.22 % minus 0.17 % = -0.39 %	-49.48 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 170 instances
Future30SesAvgClose	1.54 % minus 1.82 % = -0.28 %	-2.37 %
Future5SesAvgClose	0.66 % minus 0.34 % = 0.32 %	16.31 %
Future2SesAvgClose	0.50 % minus 0.17 % = 0.33 %	41.46 %
Sell Signals - 169 instances
Future30SesAvgClose	2.01 % minus 1.82 % = 0.19 %	1.60 %
Future5SesAvgClose	0.30 % minus 0.34 % = -0.05 %	-2.45 %
Future2SesAvgClose	0.15 % minus 0.17 % = -0.03 %	-3.26 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 45 instances
Future30SesAvgClose	-0.88 % minus 1.82 % = -2.70 %	-22.86 %
Future5SesAvgClose	-0.71 % minus 0.34 % = -1.06 %	-53.66 %
Future2SesAvgClose	-0.57 % minus 0.17 % = -0.75 %	-95.02 %
Sell Signals - 45 instances
Future30SesAvgClose	-0.11 % minus 1.82 % = -1.93 %	-16.34 %
Future5SesAvgClose	0.17 % minus 0.34 % = -0.18 %	-8.94 %
Future2SesAvgClose	0.25 % minus 0.17 % = 0.08 %	9.64 %
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MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 581 instances
Future30SesAvgClose	1.86 % minus 1.82 % = 0.04 %	0.36 %
Future5SesAvgClose	0.22 % minus 0.34 % = -0.12 %	-6.25 %
Future2SesAvgClose	0.10 % minus 0.17 % = -0.08 %	-9.84 %
Sell Signals - 582 instances
Future30SesAvgClose	2.26 % minus 1.82 % = 0.43 %	3.68 %
Future5SesAvgClose	0.49 % minus 0.34 % = 0.15 %	7.41 %
Future2SesAvgClose	0.34 % minus 0.17 % = 0.16 %	20.59 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 815 instances
Future30SesAvgClose	2.69 % minus 1.82 % = 0.86 %	7.32 %
Future5SesAvgClose	0.67 % minus 0.34 % = 0.33 %	16.59 %
Future2SesAvgClose	0.36 % minus 0.17 % = 0.19 %	24.05 %
Sell Signals - 814 instances
Future30SesAvgClose	2.56 % minus 1.82 % = 0.73 %	6.22 %
Future5SesAvgClose	0.64 % minus 0.34 % = 0.30 %	15.12 %
Future2SesAvgClose	0.42 % minus 0.17 % = 0.24 %	30.73 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 329 instances
Future30SesAvgClose	1.77 % minus 1.82 % = -0.05 %	-0.41 %
Future5SesAvgClose	0.27 % minus 0.34 % = -0.08 %	-3.96 %
Future2SesAvgClose	0.17 % minus 0.17 % = 0.00 %	-0.25 %
Sell Signals - 329 instances
Future30SesAvgClose	1.34 % minus 1.82 % = -0.48 %	-4.09 %
Future5SesAvgClose	0.16 % minus 0.34 % = -0.18 %	-9.32 %
Future2SesAvgClose	0.14 % minus 0.17 % = -0.04 %	-4.64 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 207 instances
Future30SesAvgClose	2.36 % minus 1.82 % = 0.54 %	4.54 %
Future5SesAvgClose	0.62 % minus 0.34 % = 0.27 %	13.81 %
Future2SesAvgClose	0.22 % minus 0.17 % = 0.04 %	5.67 %
Sell Signals - 208 instances
Future30SesAvgClose	1.56 % minus 1.82 % = -0.26 %	-2.22 %
Future5SesAvgClose	0.54 % minus 0.34 % = 0.20 %	9.99 %
Future2SesAvgClose	0.02 % minus 0.17 % = -0.15 %	-19.16 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 36 instances
Future30SesAvgClose	-2.10 % minus 1.82 % = -3.92 %	-33.21 %
Future5SesAvgClose	-1.35 % minus 0.34 % = -1.69 %	-85.91 %
Future2SesAvgClose	-1.05 % minus 0.17 % = -1.22 %	-155.00 %
Sell Signals - 35 instances
Future30SesAvgClose	0.01 % minus 1.82 % = -1.82 %	-15.38 %
Future5SesAvgClose	0.66 % minus 0.34 % = 0.31 %	15.84 %
Future2SesAvgClose	1.13 % minus 0.17 % = 0.96 %	121.56 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 222 instances
Future30SesAvgClose	1.46 % minus 1.82 % = -0.36 %	-3.04 %
Future5SesAvgClose	0.31 % minus 0.34 % = -0.04 %	-1.84 %
Future2SesAvgClose	0.16 % minus 0.17 % = -0.02 %	-1.96 %
Sell Signals - 172 instances
Future30SesAvgClose	2.82 % minus 1.82 % = 1.00 %	8.46 %
Future5SesAvgClose	0.52 % minus 0.34 % = 0.17 %	8.89 %
Future2SesAvgClose	0.28 % minus 0.17 % = 0.10 %	13.21 %
	.

The best buy signal for 30 future sessions was 0.86 % from the MACD 12/26 Signal,and the best sell signal for was -3.33 % from the Moving Avg. 20/200 Divergence.

For 5 future sessions the best buy signal was 0.37 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.39 % from the Moving Avg. 20/200 Divergence.

The best buy signal for 2 future sessions was 0.33 % from the Moving Avg. 5/20 Divergence,and the best sell signal was -0.39 % from the Moving Avg. 20/200 Divergence.

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Moving Average Analysis for AAPL Stock Prices