Moving Average Indicators for AGN

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From the Weekend Report 11/5/2010: AGN is now in phase two of the oscillation cycle around the 200 session average. The price is 12.00 % above the line, but some convergence has taken place during the week.

AGN: Recent Averages with Candlestick Chart.

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Different ways of averaging are tested on AGN stock prices for their ability to predict trend movements. An infinite selection of moving average techniques is available, including but not limited to moving weighted and exponentional averages and MACD indicators of various flavors.

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 AGN.

Red is the 200 bar SMA and Green is the 20 bar average. The Simple Moving Averages above are un-weighted. While unsophisticated, they frequently yield better results than some of the more highly tuned methods examined in 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.

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MACD analysis is dangerously suited for overtuning, since it may use any of an infinite number of averaging methods and coefficients. In addition to crossover signals based on moving averages, many analysts add a trigger line which is 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 - 28 instances
Future30SesAvgClose	3.70 % minus 1.11 % = 2.58 %	21.86 %
Future5SesAvgClose	0.58 % minus 0.22 % = 0.36 %	18.43 %
Future2SesAvgClose	0.38 % minus 0.11 % = 0.27 %	34.04 %
Sell Signals - 28 instances
Future30SesAvgClose	0.44 % minus 1.11 % = -0.67 %	-5.69 %
Future5SesAvgClose	-0.16 % minus 0.22 % = -0.39 %	-19.59 %
Future2SesAvgClose	-0.34 % minus 0.11 % = -0.46 %	-57.86 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 161 instances
Future30SesAvgClose	1.66 % minus 1.11 % = 0.55 %	4.64 %
Future5SesAvgClose	0.40 % minus 0.22 % = 0.18 %	9.08 %
Future2SesAvgClose	0.23 % minus 0.11 % = 0.12 %	15.55 %
Sell Signals - 161 instances
Future30SesAvgClose	1.09 % minus 1.11 % = -0.02 %	-0.21 %
Future5SesAvgClose	0.02 % minus 0.22 % = -0.20 %	-10.29 %
Future2SesAvgClose	0.04 % minus 0.11 % = -0.07 %	-8.74 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 47 instances
Future30SesAvgClose	2.32 % minus 1.11 % = 1.21 %	10.25 %
Future5SesAvgClose	0.16 % minus 0.22 % = -0.06 %	-3.25 %
Future2SesAvgClose	0.01 % minus 0.11 % = -0.10 %	-13.01 %
Sell Signals - 47 instances
Future30SesAvgClose	0.81 % minus 1.11 % = -0.30 %	-2.56 %
Future5SesAvgClose	-0.73 % minus 0.22 % = -0.95 %	-48.43 %
Future2SesAvgClose	-0.41 % minus 0.11 % = -0.52 %	-66.12 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 503 instances
Future30SesAvgClose	0.77 % minus 1.11 % = -0.34 %	-2.92 %
Future5SesAvgClose	0.19 % minus 0.22 % = -0.04 %	-1.87 %
Future2SesAvgClose	0.07 % minus 0.11 % = -0.04 %	-5.60 %
Sell Signals - 503 instances
Future30SesAvgClose	0.95 % minus 1.11 % = -0.16 %	-1.39 %
Future5SesAvgClose	0.51 % minus 0.22 % = 0.28 %	14.44 %
Future2SesAvgClose	0.42 % minus 0.11 % = 0.31 %	39.40 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 670 instances
Future30SesAvgClose	1.16 % minus 1.11 % = 0.05 %	0.43 %
Future5SesAvgClose	0.39 % minus 0.22 % = 0.17 %	8.61 %
Future2SesAvgClose	0.23 % minus 0.11 % = 0.12 %	15.03 %
Sell Signals - 669 instances
Future30SesAvgClose	1.04 % minus 1.11 % = -0.08 %	-0.64 %
Future5SesAvgClose	0.23 % minus 0.22 % = 0.01 %	0.36 %
Future2SesAvgClose	0.07 % minus 0.11 % = -0.04 %	-5.65 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 286 instances
Future30SesAvgClose	1.18 % minus 1.11 % = 0.06 %	0.53 %
Future5SesAvgClose	0.31 % minus 0.22 % = 0.09 %	4.63 %
Future2SesAvgClose	0.28 % minus 0.11 % = 0.17 %	21.84 %
Sell Signals - 286 instances
Future30SesAvgClose	1.17 % minus 1.11 % = 0.06 %	0.47 %
Future5SesAvgClose	0.17 % minus 0.22 % = -0.05 %	-2.44 %
Future2SesAvgClose	0.01 % minus 0.11 % = -0.10 %	-12.79 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 194 instances
Future30SesAvgClose	1.90 % minus 1.11 % = 0.78 %	6.62 %
Future5SesAvgClose	0.36 % minus 0.22 % = 0.14 %	6.96 %
Future2SesAvgClose	0.25 % minus 0.11 % = 0.14 %	17.61 %
Sell Signals - 194 instances
Future30SesAvgClose	1.90 % minus 1.11 % = 0.79 %	6.70 %
Future5SesAvgClose	0.23 % minus 0.22 % = 0.01 %	0.38 %
Future2SesAvgClose	0.04 % minus 0.11 % = -0.07 %	-8.83 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 34 instances
Future30SesAvgClose	2.50 % minus 1.11 % = 1.38 %	11.70 %
Future5SesAvgClose	-0.07 % minus 0.22 % = -0.29 %	-14.62 %
Future2SesAvgClose	-0.04 % minus 0.11 % = -0.15 %	-18.54 %
Sell Signals - 27 instances
Future30SesAvgClose	2.57 % minus 1.11 % = 1.46 %	12.34 %
Future5SesAvgClose	0.64 % minus 0.22 % = 0.42 %	21.14 %
Future2SesAvgClose	0.48 % minus 0.11 % = 0.37 %	46.70 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 187 instances
Future30SesAvgClose	0.92 % minus 1.11 % = -0.19 %	-1.61 %
Future5SesAvgClose	0.10 % minus 0.22 % = -0.12 %	-6.19 %
Future2SesAvgClose	-0.08 % minus 0.11 % = -0.19 %	-24.59 %
Sell Signals - 149 instances
Future30SesAvgClose	1.84 % minus 1.11 % = 0.73 %	6.19 %
Future5SesAvgClose	0.22 % minus 0.22 % = 0.00 %	-0.13 %
Future2SesAvgClose	0.24 % minus 0.11 % = 0.13 %	16.40 %
	.

The best buy signal for 30 future sessions was 2.58 % from the Moving Avg. 20/200 Divergence,and the best sell signal for was -0.67 % from the Moving Avg. 20/200 Divergence.

For 5 future sessions the best buy signal was 0.36 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.95 % from the Moving Avg. 5/200 Divergence.

The best buy signal for 2 future sessions was 0.27 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.52 % from the Moving Avg. 5/200 Divergence.

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