Moving Average Analysis of GPS

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From the Weekend Report 11/5/2010: After increasing the spread over the week, GPS is now 2.00 % above the 200 session Simple Moving Average.

GPS: Recent Averages with Candlestick Chart.

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Different ways of averaging are tested on GPS 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 GPS.

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

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 can use any of an infinite number of averaging methods and coefficients. Also, 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 - 26 instances
Future30SesAvgClose	-4.08 % minus 1.26 % = -5.33 %	-45.17 %
Future5SesAvgClose	-2.26 % minus 0.23 % = -2.49 %	-126.26 %
Future2SesAvgClose	-1.17 % minus 0.12 % = -1.29 %	-163.61 %
Sell Signals - 25 instances
Future30SesAvgClose	-0.60 % minus 1.26 % = -1.86 %	-15.72 %
Future5SesAvgClose	0.00 % minus 0.23 % = -0.23 %	-11.71 %
Future2SesAvgClose	-0.30 % minus 0.12 % = -0.41 %	-52.62 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 152 instances
Future30SesAvgClose	0.71 % minus 1.26 % = -0.55 %	-4.64 %
Future5SesAvgClose	0.34 % minus 0.23 % = 0.11 %	5.81 %
Future2SesAvgClose	0.10 % minus 0.12 % = -0.01 %	-1.31 %
Sell Signals - 153 instances
Future30SesAvgClose	1.43 % minus 1.26 % = 0.18 %	1.50 %
Future5SesAvgClose	0.66 % minus 0.23 % = 0.43 %	21.72 %
Future2SesAvgClose	0.38 % minus 0.12 % = 0.27 %	34.08 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 51 instances
Future30SesAvgClose	-0.82 % minus 1.26 % = -2.08 %	-17.61 %
Future5SesAvgClose	0.43 % minus 0.23 % = 0.20 %	10.03 %
Future2SesAvgClose	0.14 % minus 0.12 % = 0.03 %	3.77 %
Sell Signals - 50 instances
Future30SesAvgClose	-0.91 % minus 1.26 % = -2.17 %	-18.35 %
Future5SesAvgClose	0.26 % minus 0.23 % = 0.03 %	1.37 %
Future2SesAvgClose	0.35 % minus 0.12 % = 0.24 %	30.38 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 541 instances
Future30SesAvgClose	1.51 % minus 1.26 % = 0.26 %	2.19 %
Future5SesAvgClose	0.20 % minus 0.23 % = -0.03 %	-1.53 %
Future2SesAvgClose	-0.01 % minus 0.12 % = -0.12 %	-15.53 %
Sell Signals - 541 instances
Future30SesAvgClose	1.95 % minus 1.26 % = 0.69 %	5.87 %
Future5SesAvgClose	0.41 % minus 0.23 % = 0.18 %	8.95 %
Future2SesAvgClose	0.25 % minus 0.12 % = 0.13 %	16.51 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 721 instances
Future30SesAvgClose	1.81 % minus 1.26 % = 0.55 %	4.65 %
Future5SesAvgClose	0.49 % minus 0.23 % = 0.26 %	13.28 %
Future2SesAvgClose	0.27 % minus 0.12 % = 0.16 %	20.09 %
Sell Signals - 720 instances
Future30SesAvgClose	1.78 % minus 1.26 % = 0.52 %	4.43 %
Future5SesAvgClose	0.49 % minus 0.23 % = 0.26 %	13.26 %
Future2SesAvgClose	0.26 % minus 0.12 % = 0.14 %	18.39 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 298 instances
Future30SesAvgClose	1.59 % minus 1.26 % = 0.34 %	2.86 %
Future5SesAvgClose	0.54 % minus 0.23 % = 0.31 %	15.67 %
Future2SesAvgClose	0.35 % minus 0.12 % = 0.24 %	30.30 %
Sell Signals - 297 instances
Future30SesAvgClose	1.36 % minus 1.26 % = 0.11 %	0.89 %
Future5SesAvgClose	0.29 % minus 0.23 % = 0.06 %	3.19 %
Future2SesAvgClose	0.08 % minus 0.12 % = -0.04 %	-4.67 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 192 instances
Future30SesAvgClose	1.33 % minus 1.26 % = 0.08 %	0.64 %
Future5SesAvgClose	0.20 % minus 0.23 % = -0.03 %	-1.55 %
Future2SesAvgClose	0.11 % minus 0.12 % = -0.01 %	-1.29 %
Sell Signals - 192 instances
Future30SesAvgClose	1.06 % minus 1.26 % = -0.19 %	-1.65 %
Future5SesAvgClose	0.29 % minus 0.23 % = 0.06 %	2.90 %
Future2SesAvgClose	0.29 % minus 0.12 % = 0.17 %	21.91 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 29 instances
Future30SesAvgClose	-2.37 % minus 1.26 % = -3.62 %	-30.67 %
Future5SesAvgClose	0.36 % minus 0.23 % = 0.13 %	6.46 %
Future2SesAvgClose	0.21 % minus 0.12 % = 0.10 %	12.52 %
Sell Signals - 31 instances
Future30SesAvgClose	-0.56 % minus 1.26 % = -1.81 %	-15.35 %
Future5SesAvgClose	-0.13 % minus 0.23 % = -0.36 %	-18.53 %
Future2SesAvgClose	-0.05 % minus 0.12 % = -0.16 %	-20.44 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 185 instances
Future30SesAvgClose	1.81 % minus 1.26 % = 0.55 %	4.66 %
Future5SesAvgClose	0.66 % minus 0.23 % = 0.43 %	21.76 %
Future2SesAvgClose	0.26 % minus 0.12 % = 0.15 %	18.78 %
Sell Signals - 160 instances
Future30SesAvgClose	0.80 % minus 1.26 % = -0.46 %	-3.88 %
Future5SesAvgClose	0.33 % minus 0.23 % = 0.10 %	5.04 %
Future2SesAvgClose	0.14 % minus 0.12 % = 0.03 %	3.61 %
	.

The best buy signal for 30 future sessions was 0.55 % from the Projected Crossing of SMA 5/20.,and the best sell signal for was -2.17 % from the Moving Avg. 5/200 Divergence.

For 5 future sessions the best buy signal was 0.43 % from the Projected Crossing of SMA 5/20.,and the best sell signal was -0.41 % from the Moving Avg. 20/200 Divergence.

The best buy signal for 2 future sessions was 0.24 % from the Calibrated M by Q Half Cycle Moving Avg.,and the best sell signal was -0.41 % from the Moving Avg. 20/200 Divergence.

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Moving Average Indicators for The Gap Inc.