Moving Average Analysis of SHLD

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From the Weekend Report 11/5/2010: Phase four of the MACD sequence is at least mildly bullish because the stock may get a boost as it approaches the 200 session moving average. Currently the stock is -13.00 % below that line, but the distance narrowed over the week.

Recent Averages with Candlestick Chart. of Sears Holdings Corporation

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Different ways of averaging are tested on SHLD 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 SHLD 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. Norman G. Fosback has noted that legitimate signals of this sort will normally be evident through a variety of averaging methods.

Moving Average Convergence of Sears Holdings Corporation

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	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.

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Moving Avg. 20/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 4 instances
Future30SesAvgClose	-5.64 % minus 1.76 % = -7.40 %	-62.63 %
Future5SesAvgClose	0.62 % minus 0.36 % = 0.25 %	12.82 %
Future2SesAvgClose	3.09 % minus 0.18 % = 2.91 %	369.10 %
Sell Signals - 3 instances
Future30SesAvgClose	-2.02 % minus 1.76 % = -3.78 %	-32.03 %
Future5SesAvgClose	-1.39 % minus 0.36 % = -1.76 %	-89.23 %
Future2SesAvgClose	-0.11 % minus 0.18 % = -0.29 %	-37.04 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 47 instances
Future30SesAvgClose	2.49 % minus 1.76 % = 0.73 %	6.16 %
Future5SesAvgClose	0.55 % minus 0.36 % = 0.19 %	9.62 %
Future2SesAvgClose	0.03 % minus 0.18 % = -0.16 %	-19.95 %
Sell Signals - 47 instances
Future30SesAvgClose	1.84 % minus 1.76 % = 0.08 %	0.68 %
Future5SesAvgClose	0.35 % minus 0.36 % = -0.02 %	-0.94 %
Future2SesAvgClose	0.20 % minus 0.18 % = 0.02 %	2.19 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 4 instances
Future30SesAvgClose	-8.92 % minus 1.76 % = -10.68 %	-90.38 %
Future5SesAvgClose	-3.94 % minus 0.36 % = -4.31 %	-218.73 %
Future2SesAvgClose	-1.56 % minus 0.18 % = -1.74 %	-221.42 %
Sell Signals - 3 instances
Future30SesAvgClose	-6.49 % minus 1.76 % = -8.25 %	-69.82 %
Future5SesAvgClose	3.03 % minus 0.36 % = 2.66 %	135.26 %
Future2SesAvgClose	1.37 % minus 0.18 % = 1.18 %	150.37 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 133 instances
Future30SesAvgClose	1.61 % minus 1.76 % = -0.14 %	-1.22 %
Future5SesAvgClose	0.17 % minus 0.36 % = -0.19 %	-9.89 %
Future2SesAvgClose	-0.03 % minus 0.18 % = -0.21 %	-27.26 %
Sell Signals - 133 instances
Future30SesAvgClose	1.86 % minus 1.76 % = 0.11 %	0.90 %
Future5SesAvgClose	0.58 % minus 0.36 % = 0.22 %	11.18 %
Future2SesAvgClose	0.47 % minus 0.18 % = 0.28 %	36.13 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 224 instances
Future30SesAvgClose	1.73 % minus 1.76 % = -0.03 %	-0.24 %
Future5SesAvgClose	0.42 % minus 0.36 % = 0.05 %	2.75 %
Future2SesAvgClose	0.50 % minus 0.18 % = 0.32 %	40.62 %
Sell Signals - 223 instances
Future30SesAvgClose	1.26 % minus 1.76 % = -0.50 %	-4.22 %
Future5SesAvgClose	-0.19 % minus 0.36 % = -0.55 %	-28.16 %
Future2SesAvgClose	-0.15 % minus 0.18 % = -0.34 %	-42.90 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 82 instances
Future30SesAvgClose	0.94 % minus 1.76 % = -0.82 %	-6.95 %
Future5SesAvgClose	0.36 % minus 0.36 % = 0.00 %	-0.14 %
Future2SesAvgClose	0.27 % minus 0.18 % = 0.09 %	11.33 %
Sell Signals - 82 instances
Future30SesAvgClose	0.04 % minus 1.76 % = -1.72 %	-14.57 %
Future5SesAvgClose	-0.57 % minus 0.36 % = -0.93 %	-47.48 %
Future2SesAvgClose	-0.36 % minus 0.18 % = -0.54 %	-68.96 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 81 instances
Future30SesAvgClose	2.55 % minus 1.76 % = 0.79 %	6.69 %
Future5SesAvgClose	0.48 % minus 0.36 % = 0.12 %	5.86 %
Future2SesAvgClose	0.29 % minus 0.18 % = 0.10 %	12.75 %
Sell Signals - 81 instances
Future30SesAvgClose	2.78 % minus 1.76 % = 1.02 %	8.64 %
Future5SesAvgClose	0.51 % minus 0.36 % = 0.15 %	7.49 %
Future2SesAvgClose	0.46 % minus 0.18 % = 0.27 %	34.43 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 3 instances
Future30SesAvgClose	-17.01 % minus 1.76 % = -18.77 %	-158.91 %
Future5SesAvgClose	-3.80 % minus 0.36 % = -4.17 %	-211.62 %
Future2SesAvgClose	-3.21 % minus 0.18 % = -3.39 %	-430.56 %
Sell Signals - 2 instances
Future30SesAvgClose	-11.69 % minus 1.76 % = -13.45 %	-113.86 %
Future5SesAvgClose	1.94 % minus 0.36 % = 1.58 %	80.03 %
Future2SesAvgClose	3.60 % minus 0.18 % = 3.42 %	433.80 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 52 instances
Future30SesAvgClose	0.67 % minus 1.76 % = -1.09 %	-9.19 %
Future5SesAvgClose	-0.17 % minus 0.36 % = -0.54 %	-27.36 %
Future2SesAvgClose	-0.02 % minus 0.18 % = -0.20 %	-25.73 %
Sell Signals - 48 instances
Future30SesAvgClose	0.57 % minus 1.76 % = -1.18 %	-10.02 %
Future5SesAvgClose	0.62 % minus 0.36 % = 0.25 %	12.87 %
Future2SesAvgClose	-0.30 % minus 0.18 % = -0.49 %	-62.13 %
	.

The best buy signal for 30 future sessions was 0.79 % from the Calibrated M by Q Full Cycle Moving Avg.,and the best sell signal for was -13.45 % from the Projected Crossing of SMA 20/200..

For 5 future sessions the best buy signal was 0.25 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -1.76 % from the Moving Avg. 20/200 Divergence.

The best buy signal for 2 future sessions was 2.91 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.54 % from the Calibrated M by Q Half Cycle Moving Avg..

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