Moving Average Analysis of GMCR

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From the Weekend Report 11/5/2010: The current price is 18.00 % above the 200 bar SMA and it has increased the distance since last week. This represents phase 1 of the MACD cycle.

Recent Averages with Candlestick Chart. of Green Mountain Coffee Roasters, Inc.

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This page looks at the predictive abilities of different methods of averaging applied to GMCR 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 effectiveness of these methods as applied to GMCR 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 Fosback pointed out that a legitimate signal should be one that is clearly evident through a variety of averaging methods.

Companies In the News

Friday, November 12, 2010: We have news on Cree, Inc., ticker symbol CREE. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Intel and PetSmart, Inc.

From the News Archive: (11/11/2010 ) Favorable events happened at Exxon Mobil, Ingersoll-Rand Company Limited, and Concur Technologies, Inc.. Meanwhile, bad news came from International Game Technology.

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 - 18 instances
Future30SesAvgClose	1.89 % minus 2.44 % = -0.55 %	-4.63 %
Future5SesAvgClose	-0.06 % minus 0.51 % = -0.56 %	-28.62 %
Future2SesAvgClose	-0.47 % minus 0.27 % = -0.74 %	-93.83 %
Sell Signals - 18 instances
Future30SesAvgClose	-1.14 % minus 2.44 % = -3.58 %	-30.30 %
Future5SesAvgClose	-1.87 % minus 0.51 % = -2.37 %	-120.49 %
Future2SesAvgClose	-1.87 % minus 0.27 % = -2.14 %	-271.59 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 134 instances
Future30SesAvgClose	2.52 % minus 2.44 % = 0.08 %	0.69 %
Future5SesAvgClose	1.25 % minus 0.51 % = 0.74 %	37.67 %
Future2SesAvgClose	0.80 % minus 0.27 % = 0.53 %	66.76 %
Sell Signals - 134 instances
Future30SesAvgClose	1.63 % minus 2.44 % = -0.81 %	-6.86 %
Future5SesAvgClose	-0.36 % minus 0.51 % = -0.87 %	-44.09 %
Future2SesAvgClose	-0.48 % minus 0.27 % = -0.75 %	-95.64 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 37 instances
Future30SesAvgClose	3.57 % minus 2.44 % = 1.13 %	9.60 %
Future5SesAvgClose	2.58 % minus 0.51 % = 2.08 %	105.53 %
Future2SesAvgClose	2.10 % minus 0.27 % = 1.83 %	231.82 %
Sell Signals - 37 instances
Future30SesAvgClose	0.05 % minus 2.44 % = -2.39 %	-20.21 %
Future5SesAvgClose	0.56 % minus 0.51 % = 0.05 %	2.54 %
Future2SesAvgClose	0.76 % minus 0.27 % = 0.49 %	62.18 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 457 instances
Future30SesAvgClose	1.87 % minus 2.44 % = -0.57 %	-4.80 %
Future5SesAvgClose	0.15 % minus 0.51 % = -0.36 %	-18.08 %
Future2SesAvgClose	0.08 % minus 0.27 % = -0.19 %	-23.56 %
Sell Signals - 457 instances
Future30SesAvgClose	2.19 % minus 2.44 % = -0.25 %	-2.10 %
Future5SesAvgClose	0.52 % minus 0.51 % = 0.02 %	0.84 %
Future2SesAvgClose	0.52 % minus 0.27 % = 0.25 %	31.68 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 623 instances
Future30SesAvgClose	2.55 % minus 2.44 % = 0.11 %	0.94 %
Future5SesAvgClose	0.78 % minus 0.51 % = 0.28 %	14.07 %
Future2SesAvgClose	0.62 % minus 0.27 % = 0.35 %	44.10 %
Sell Signals - 622 instances
Future30SesAvgClose	1.80 % minus 2.44 % = -0.63 %	-5.36 %
Future5SesAvgClose	0.16 % minus 0.51 % = -0.35 %	-17.67 %
Future2SesAvgClose	0.08 % minus 0.27 % = -0.19 %	-24.65 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 272 instances
Future30SesAvgClose	0.12 % minus 2.44 % = -2.32 %	-19.61 %
Future5SesAvgClose	-1.05 % minus 0.51 % = -1.56 %	-79.28 %
Future2SesAvgClose	-0.92 % minus 0.27 % = -1.19 %	-150.54 %
Sell Signals - 272 instances
Future30SesAvgClose	2.09 % minus 2.44 % = -0.34 %	-2.89 %
Future5SesAvgClose	0.93 % minus 0.51 % = 0.42 %	21.55 %
Future2SesAvgClose	0.85 % minus 0.27 % = 0.58 %	74.18 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 214 instances
Future30SesAvgClose	-0.76 % minus 2.44 % = -3.19 %	-27.05 %
Future5SesAvgClose	-1.75 % minus 0.51 % = -2.26 %	-114.56 %
Future2SesAvgClose	-1.88 % minus 0.27 % = -2.15 %	-273.29 %
Sell Signals - 215 instances
Future30SesAvgClose	2.28 % minus 2.44 % = -0.16 %	-1.33 %
Future5SesAvgClose	1.62 % minus 0.51 % = 1.11 %	56.32 %
Future2SesAvgClose	1.24 % minus 0.27 % = 0.97 %	123.72 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 25 instances
Future30SesAvgClose	1.03 % minus 2.44 % = -1.40 %	-11.89 %
Future5SesAvgClose	1.04 % minus 0.51 % = 0.54 %	27.21 %
Future2SesAvgClose	1.44 % minus 0.27 % = 1.17 %	148.12 %
Sell Signals - 25 instances
Future30SesAvgClose	-3.68 % minus 2.44 % = -6.12 %	-51.81 %
Future5SesAvgClose	-1.53 % minus 0.51 % = -2.03 %	-103.36 %
Future2SesAvgClose	-0.91 % minus 0.27 % = -1.18 %	-149.94 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 143 instances
Future30SesAvgClose	2.53 % minus 2.44 % = 0.09 %	0.76 %
Future5SesAvgClose	-0.05 % minus 0.51 % = -0.55 %	-28.06 %
Future2SesAvgClose	-0.15 % minus 0.27 % = -0.42 %	-53.49 %
Sell Signals - 108 instances
Future30SesAvgClose	3.49 % minus 2.44 % = 1.06 %	8.97 %
Future5SesAvgClose	0.42 % minus 0.51 % = -0.09 %	-4.41 %
Future2SesAvgClose	0.39 % minus 0.27 % = 0.12 %	15.33 %
	.

The best buy signal for 30 future sessions was 1.13 % from the Moving Avg. 5/200 Divergence,and the best sell signal for was -6.12 % from the Projected Crossing of SMA 20/200..

For 5 future sessions the best buy signal was 2.08 % from the Moving Avg. 5/200 Divergence,and the best sell signal was -2.37 % from the Moving Avg. 20/200 Divergence.

The best buy signal for 2 future sessions was 1.83 % from the Moving Avg. 5/200 Divergence,and the best sell signal was -2.14 % from the Moving Avg. 20/200 Divergence.

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Green Mountain Coffee Roasters, Inc. Moving Averages - GMCR