Moving Average Analysis of BNI

From the largest and most comprehensive Analysis Site on the web.

From the Weekend Report 1/15/2010: Since the previous week the phase of the oscillator around the 200 bar average is almost unchanged.

BNI: Recent Averages with Candlestick Chart.

More than 70 Hi-Rez charts daily for Burlington Northern Santa Fe Corporation:

Predictions

Support and Resistance

Frequency Analysis

Japanese CandleSticks

Technical Oscillators

Sliding Stops

Stratification Analysis

Politics and Prices

Classical Time Series

Bernoulli Analysis

Sentiment

Seasonal Trends

Back to BNI Table of Contents

Different ways of averaging are tested on BNI stock prices for their ability to predict trend movements. 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 effectiveness of these methods as applied to BNI stock price trend evaluation is tested on the next page.

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
	In the news, Monday, November 15, 2010: A favorable condition has developed with Sprint Nextel Corporation, ticker symbol S. Also, there are breaking events concerning Abbott Laboratories (ABT) and Cree, Inc. (CREE)

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.

	.
Moving Avg. 20/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 27 instances
Future30SesAvgClose	0.63 % minus 1.20 % = -0.57 %	-4.83 %
Future5SesAvgClose	0.45 % minus 0.24 % = 0.21 %	10.58 %
Future2SesAvgClose	0.16 % minus 0.12 % = 0.04 %	5.16 %
Sell Signals - 27 instances
Future30SesAvgClose	0.52 % minus 1.20 % = -0.68 %	-5.73 %
Future5SesAvgClose	0.07 % minus 0.24 % = -0.17 %	-8.42 %
Future2SesAvgClose	0.14 % minus 0.12 % = 0.02 %	2.31 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 220 instances
Future30SesAvgClose	1.03 % minus 1.20 % = -0.16 %	-1.39 %
Future5SesAvgClose	0.29 % minus 0.24 % = 0.05 %	2.48 %
Future2SesAvgClose	0.03 % minus 0.12 % = -0.09 %	-10.88 %
Sell Signals - 220 instances
Future30SesAvgClose	0.40 % minus 1.20 % = -0.80 %	-6.75 %
Future5SesAvgClose	0.17 % minus 0.24 % = -0.07 %	-3.32 %
Future2SesAvgClose	0.06 % minus 0.12 % = -0.06 %	-7.27 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 44 instances
Future30SesAvgClose	0.71 % minus 1.20 % = -0.49 %	-4.11 %
Future5SesAvgClose	0.14 % minus 0.24 % = -0.10 %	-4.85 %
Future2SesAvgClose	-0.16 % minus 0.12 % = -0.28 %	-35.75 %
Sell Signals - 44 instances
Future30SesAvgClose	0.26 % minus 1.20 % = -0.94 %	-7.97 %
Future5SesAvgClose	0.18 % minus 0.24 % = -0.06 %	-2.89 %
Future2SesAvgClose	0.21 % minus 0.12 % = 0.09 %	12.06 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 716 instances
Future30SesAvgClose	1.14 % minus 1.20 % = -0.06 %	-0.53 %
Future5SesAvgClose	0.18 % minus 0.24 % = -0.06 %	-2.94 %
Future2SesAvgClose	-0.03 % minus 0.12 % = -0.15 %	-18.80 %
Sell Signals - 716 instances
Future30SesAvgClose	0.99 % minus 1.20 % = -0.21 %	-1.78 %
Future5SesAvgClose	0.15 % minus 0.24 % = -0.09 %	-4.73 %
Future2SesAvgClose	0.12 % minus 0.12 % = 0.00 %	0.35 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 971 instances
Future30SesAvgClose	1.10 % minus 1.20 % = -0.10 %	-0.81 %
Future5SesAvgClose	0.24 % minus 0.24 % = 0.00 %	0.01 %
Future2SesAvgClose	0.23 % minus 0.12 % = 0.11 %	13.57 %
Sell Signals - 971 instances
Future30SesAvgClose	1.14 % minus 1.20 % = -0.06 %	-0.48 %
Future5SesAvgClose	0.13 % minus 0.24 % = -0.11 %	-5.76 %
Future2SesAvgClose	0.05 % minus 0.12 % = -0.07 %	-9.19 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 400 instances
Future30SesAvgClose	1.17 % minus 1.20 % = -0.03 %	-0.27 %
Future5SesAvgClose	0.49 % minus 0.24 % = 0.26 %	13.02 %
Future2SesAvgClose	0.32 % minus 0.12 % = 0.20 %	24.94 %
Sell Signals - 400 instances
Future30SesAvgClose	1.34 % minus 1.20 % = 0.14 %	1.23 %
Future5SesAvgClose	0.40 % minus 0.24 % = 0.16 %	8.21 %
Future2SesAvgClose	0.21 % minus 0.12 % = 0.09 %	11.04 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 264 instances
Future30SesAvgClose	0.74 % minus 1.20 % = -0.46 %	-3.89 %
Future5SesAvgClose	0.14 % minus 0.24 % = -0.10 %	-4.88 %
Future2SesAvgClose	0.04 % minus 0.12 % = -0.08 %	-10.36 %
Sell Signals - 264 instances
Future30SesAvgClose	0.79 % minus 1.20 % = -0.41 %	-3.49 %
Future5SesAvgClose	-0.01 % minus 0.24 % = -0.24 %	-12.42 %
Future2SesAvgClose	-0.04 % minus 0.12 % = -0.16 %	-20.40 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 31 instances
Future30SesAvgClose	0.62 % minus 1.20 % = -0.58 %	-4.90 %
Future5SesAvgClose	0.46 % minus 0.24 % = 0.22 %	11.28 %
Future2SesAvgClose	0.48 % minus 0.12 % = 0.36 %	45.12 %
Sell Signals - 38 instances
Future30SesAvgClose	2.79 % minus 1.20 % = 1.59 %	13.47 %
Future5SesAvgClose	0.17 % minus 0.24 % = -0.06 %	-3.29 %
Future2SesAvgClose	-0.08 % minus 0.12 % = -0.20 %	-25.98 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 254 instances
Future30SesAvgClose	1.50 % minus 1.20 % = 0.30 %	2.56 %
Future5SesAvgClose	0.43 % minus 0.24 % = 0.19 %	9.57 %
Future2SesAvgClose	0.25 % minus 0.12 % = 0.13 %	16.47 %
Sell Signals - 208 instances
Future30SesAvgClose	0.85 % minus 1.20 % = -0.35 %	-2.97 %
Future5SesAvgClose	0.28 % minus 0.24 % = 0.04 %	2.18 %
Future2SesAvgClose	0.18 % minus 0.12 % = 0.06 %	7.90 %
	.

The best buy signal for 30 future sessions was 0.30 % from the Projected Crossing of SMA 5/20.,and the best sell signal for was -0.94 % from the Moving Avg. 5/200 Divergence.

For 5 future sessions the best buy signal was 0.26 % from the Calibrated M by Q Half Cycle Moving Avg.,and the best sell signal was -0.24 % from the Calibrated M by Q Full Cycle Moving Avg..

The best buy signal for 2 future sessions was 0.36 % from the Projected Crossing of SMA 20/200.,and the best sell signal was -0.20 % from the Projected Crossing of SMA 20/200..

Today's Free Reports | Meet the Analysts | Member Sign In | Stock-Predictions dot Com Home Page

For Subscribers: Advanced Analysis of the Price Behavior Surface for Burlington Northern Santa Fe Corporation

Detailed Average Level Analysis for BNI :

Contents of non-member pages are delayed. New information may have voided the predictions shown here. Associates of Stock-Predictions.Com or Hybrid Technical may hold positions in issues covered here.

Our Pledge of Independence: We do not utilize any reporting or analysis that comes directly or indirectly from brokerage or banking firms.

Note: Free pages are for entertainment and academic purposes only. We do not advise anyone to buy or sell stocks or funds. We do not recommend the purchase or sale of this or any other issue. Research shows that most people who trade securities will lose money. These reports are not to be used for stock-picking or investment decision support. Any such use is strictly prohibited. Charts are provided by permission from Hybrid Technical. All Rights Reserved. All Content is Copyright 2010 by Stock-Predictions.Com

This site and Hybrid Technical shall not be liable for any errors in the content, or for any actions taken in reliance thereon.