Moving Average Indicators for RTN

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From the Weekend Report 3/12/2010: There has not been much change in the phase of the 200 day moving average since this time last week.

Recent Averages with Candlestick Chart. of Raytheon Company

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Different ways of averaging are tested on RTN 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 effectiveness of these methods as applied to RTN stock price trend evaluation is tested on the next page.

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. Commonly, speculators will use exponential averages or weighting techniques to emphasize the most recent data. But past a certain point, such front weighting can dramatically increase false signals. A good un-ambiguous signal will be noticable through a variety of averaging methods, including some of the most simple.

Moving Average Convergence of Raytheon Company

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	In the news, Friday, March 19, 2010: An unfavorable condition has developed with Cincinnati Financial Corporation, ticker symbol CINF. Also, there are breaking events concerning AOL Time Warner (TWX) and Dupont (DD)

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 - 26 instances
Future30SesAvgClose	2.34 % minus 0.70 % = 1.64 %	13.86 %
Future5SesAvgClose	0.57 % minus 0.14 % = 0.43 %	21.86 %
Future2SesAvgClose	-0.02 % minus 0.07 % = -0.08 %	-10.67 %
Sell Signals - 26 instances
Future30SesAvgClose	1.68 % minus 0.70 % = 0.97 %	8.24 %
Future5SesAvgClose	0.23 % minus 0.14 % = 0.09 %	4.63 %
Future2SesAvgClose	0.15 % minus 0.07 % = 0.08 %	10.42 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 210 instances
Future30SesAvgClose	0.41 % minus 0.70 % = -0.29 %	-2.50 %
Future5SesAvgClose	0.37 % minus 0.14 % = 0.23 %	11.67 %
Future2SesAvgClose	0.22 % minus 0.07 % = 0.15 %	19.16 %
Sell Signals - 210 instances
Future30SesAvgClose	0.44 % minus 0.70 % = -0.27 %	-2.26 %
Future5SesAvgClose	-0.10 % minus 0.14 % = -0.24 %	-12.14 %
Future2SesAvgClose	-0.13 % minus 0.07 % = -0.20 %	-24.91 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 44 instances
Future30SesAvgClose	0.16 % minus 0.70 % = -0.55 %	-4.62 %
Future5SesAvgClose	-0.92 % minus 0.14 % = -1.06 %	-53.71 %
Future2SesAvgClose	-0.40 % minus 0.07 % = -0.47 %	-59.42 %
Sell Signals - 44 instances
Future30SesAvgClose	0.82 % minus 0.70 % = 0.12 %	1.00 %
Future5SesAvgClose	-0.03 % minus 0.14 % = -0.17 %	-8.60 %
Future2SesAvgClose	-0.03 % minus 0.07 % = -0.10 %	-12.37 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 687 instances
Future30SesAvgClose	0.61 % minus 0.70 % = -0.09 %	-0.80 %
Future5SesAvgClose	0.10 % minus 0.14 % = -0.03 %	-1.68 %
Future2SesAvgClose	0.06 % minus 0.07 % = -0.01 %	-0.98 %
Sell Signals - 688 instances
Future30SesAvgClose	0.66 % minus 0.70 % = -0.05 %	-0.40 %
Future5SesAvgClose	0.14 % minus 0.14 % = 0.00 %	0.12 %
Future2SesAvgClose	0.09 % minus 0.07 % = 0.02 %	2.50 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 967 instances
Future30SesAvgClose	0.74 % minus 0.70 % = 0.04 %	0.30 %
Future5SesAvgClose	0.10 % minus 0.14 % = -0.03 %	-1.75 %
Future2SesAvgClose	-0.05 % minus 0.07 % = -0.12 %	-15.43 %
Sell Signals - 966 instances
Future30SesAvgClose	0.72 % minus 0.70 % = 0.02 %	0.14 %
Future5SesAvgClose	0.14 % minus 0.14 % = 0.01 %	0.34 %
Future2SesAvgClose	0.02 % minus 0.07 % = -0.05 %	-5.92 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 380 instances
Future30SesAvgClose	0.46 % minus 0.70 % = -0.25 %	-2.08 %
Future5SesAvgClose	0.13 % minus 0.14 % = -0.01 %	-0.59 %
Future2SesAvgClose	0.16 % minus 0.07 % = 0.09 %	11.96 %
Sell Signals - 380 instances
Future30SesAvgClose	0.46 % minus 0.70 % = -0.24 %	-2.06 %
Future5SesAvgClose	0.19 % minus 0.14 % = 0.05 %	2.71 %
Future2SesAvgClose	0.13 % minus 0.07 % = 0.06 %	8.16 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 280 instances
Future30SesAvgClose	0.47 % minus 0.70 % = -0.23 %	-1.96 %
Future5SesAvgClose	0.02 % minus 0.14 % = -0.12 %	-6.03 %
Future2SesAvgClose	-0.06 % minus 0.07 % = -0.13 %	-16.28 %
Sell Signals - 280 instances
Future30SesAvgClose	0.61 % minus 0.70 % = -0.09 %	-0.80 %
Future5SesAvgClose	0.22 % minus 0.14 % = 0.08 %	4.11 %
Future2SesAvgClose	0.11 % minus 0.07 % = 0.04 %	5.71 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 30 instances
Future30SesAvgClose	1.52 % minus 0.70 % = 0.81 %	6.88 %
Future5SesAvgClose	-0.44 % minus 0.14 % = -0.57 %	-29.21 %
Future2SesAvgClose	-0.34 % minus 0.07 % = -0.41 %	-52.38 %
Sell Signals - 30 instances
Future30SesAvgClose	1.10 % minus 0.70 % = 0.39 %	3.33 %
Future5SesAvgClose	0.03 % minus 0.14 % = -0.11 %	-5.51 %
Future2SesAvgClose	0.00 % minus 0.07 % = -0.07 %	-8.65 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 245 instances
Future30SesAvgClose	0.36 % minus 0.70 % = -0.34 %	-2.89 %
Future5SesAvgClose	0.34 % minus 0.14 % = 0.20 %	10.10 %
Future2SesAvgClose	0.18 % minus 0.07 % = 0.11 %	14.22 %
Sell Signals - 184 instances
Future30SesAvgClose	0.91 % minus 0.70 % = 0.20 %	1.73 %
Future5SesAvgClose	0.14 % minus 0.14 % = 0.00 %	0.16 %
Future2SesAvgClose	0.11 % minus 0.07 % = 0.04 %	5.25 %
	.

The best buy signal for 30 future sessions was 1.64 % from the Moving Avg. 20/200 Divergence,and the best sell signal for was -0.27 % from the Moving Avg. 5/20 Divergence.

For 5 future sessions the best buy signal was 0.43 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.24 % from the Moving Avg. 5/20 Divergence.

The best buy signal for 2 future sessions was 0.15 % from the Moving Avg. 5/20 Divergence,and the best sell signal was -0.20 % from the Moving Avg. 5/20 Divergence.

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