Moving Average Indicators for SNDK

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From the Weekend Report 2/26/2010: The phase of the 200 day Simple Moving Average was hardly altered during the week.

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Different ways of averaging are tested on SNDK 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 next page tests the effectiveness of these methods as predictors of future prices for SNDK.

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.

	Companies In the News
	Thursday, March 18, 2010: We have news on MicroSoft, ticker symbol MSFT. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Mylan Inc. and Patterson Companies, Inc.. From the News Archive: (3/17/2010 ) Favorable events happened at LoJack Corp and ACM Income Fund. Meanwhile, bad news came from LSI Corporation and Sempra Energy.

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 - 17 instances
Future30SesAvgClose	-1.65 % minus 2.90 % = -4.55 %	-38.52 %
Future5SesAvgClose	-0.80 % minus 0.56 % = -1.36 %	-68.84 %
Future2SesAvgClose	0.35 % minus 0.28 % = 0.07 %	8.62 %
Sell Signals - 17 instances
Future30SesAvgClose	2.39 % minus 2.90 % = -0.50 %	-4.27 %
Future5SesAvgClose	0.83 % minus 0.56 % = 0.27 %	13.66 %
Future2SesAvgClose	0.06 % minus 0.28 % = -0.22 %	-27.64 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 90 instances
Future30SesAvgClose	3.07 % minus 2.90 % = 0.17 %	1.45 %
Future5SesAvgClose	0.21 % minus 0.56 % = -0.34 %	-17.47 %
Future2SesAvgClose	-0.23 % minus 0.28 % = -0.50 %	-63.93 %
Sell Signals - 91 instances
Future30SesAvgClose	3.76 % minus 2.90 % = 0.86 %	7.29 %
Future5SesAvgClose	0.59 % minus 0.56 % = 0.03 %	1.74 %
Future2SesAvgClose	0.31 % minus 0.28 % = 0.03 %	4.22 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 30 instances
Future30SesAvgClose	2.85 % minus 2.90 % = -0.05 %	-0.42 %
Future5SesAvgClose	0.89 % minus 0.56 % = 0.33 %	16.83 %
Future2SesAvgClose	0.66 % minus 0.28 % = 0.38 %	48.44 %
Sell Signals - 30 instances
Future30SesAvgClose	0.54 % minus 2.90 % = -2.36 %	-20.00 %
Future5SesAvgClose	-0.23 % minus 0.56 % = -0.78 %	-39.82 %
Future2SesAvgClose	-0.49 % minus 0.28 % = -0.77 %	-97.77 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 296 instances
Future30SesAvgClose	2.16 % minus 2.90 % = -0.74 %	-6.23 %
Future5SesAvgClose	0.02 % minus 0.56 % = -0.54 %	-27.22 %
Future2SesAvgClose	0.18 % minus 0.28 % = -0.09 %	-11.81 %
Sell Signals - 296 instances
Future30SesAvgClose	2.67 % minus 2.90 % = -0.23 %	-1.93 %
Future5SesAvgClose	0.38 % minus 0.56 % = -0.18 %	-8.91 %
Future2SesAvgClose	0.19 % minus 0.28 % = -0.09 %	-11.58 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 439 instances
Future30SesAvgClose	2.12 % minus 2.90 % = -0.78 %	-6.62 %
Future5SesAvgClose	0.60 % minus 0.56 % = 0.04 %	2.01 %
Future2SesAvgClose	0.29 % minus 0.28 % = 0.01 %	1.87 %
Sell Signals - 439 instances
Future30SesAvgClose	1.81 % minus 2.90 % = -1.09 %	-9.20 %
Future5SesAvgClose	0.11 % minus 0.56 % = -0.44 %	-22.60 %
Future2SesAvgClose	-0.03 % minus 0.28 % = -0.31 %	-39.13 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 157 instances
Future30SesAvgClose	4.62 % minus 2.90 % = 1.73 %	14.62 %
Future5SesAvgClose	0.74 % minus 0.56 % = 0.18 %	9.19 %
Future2SesAvgClose	0.49 % minus 0.28 % = 0.21 %	27.26 %
Sell Signals - 156 instances
Future30SesAvgClose	4.24 % minus 2.90 % = 1.34 %	11.32 %
Future5SesAvgClose	0.29 % minus 0.56 % = -0.27 %	-13.69 %
Future2SesAvgClose	-0.02 % minus 0.28 % = -0.30 %	-37.97 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 106 instances
Future30SesAvgClose	4.60 % minus 2.90 % = 1.71 %	14.44 %
Future5SesAvgClose	1.11 % minus 0.56 % = 0.56 %	28.30 %
Future2SesAvgClose	0.26 % minus 0.28 % = -0.02 %	-2.48 %
Sell Signals - 106 instances
Future30SesAvgClose	3.50 % minus 2.90 % = 0.60 %	5.05 %
Future5SesAvgClose	1.19 % minus 0.56 % = 0.63 %	32.02 %
Future2SesAvgClose	0.61 % minus 0.28 % = 0.33 %	42.08 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 19 instances
Future30SesAvgClose	4.43 % minus 2.90 % = 1.53 %	12.94 %
Future5SesAvgClose	2.98 % minus 0.56 % = 2.42 %	123.08 %
Future2SesAvgClose	0.74 % minus 0.28 % = 0.46 %	58.14 %
Sell Signals - 23 instances
Future30SesAvgClose	5.69 % minus 2.90 % = 2.79 %	23.65 %
Future5SesAvgClose	0.32 % minus 0.56 % = -0.24 %	-12.32 %
Future2SesAvgClose	-1.08 % minus 0.28 % = -1.35 %	-171.91 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 102 instances
Future30SesAvgClose	2.64 % minus 2.90 % = -0.26 %	-2.17 %
Future5SesAvgClose	0.51 % minus 0.56 % = -0.05 %	-2.68 %
Future2SesAvgClose	-0.23 % minus 0.28 % = -0.50 %	-64.02 %
Sell Signals - 108 instances
Future30SesAvgClose	0.77 % minus 2.90 % = -2.13 %	-18.03 %
Future5SesAvgClose	0.32 % minus 0.56 % = -0.23 %	-11.88 %
Future2SesAvgClose	0.26 % minus 0.28 % = -0.02 %	-1.95 %
	.

The best buy signal for 30 future sessions was 1.73 % from the Calibrated M by Q Half Cycle Moving Avg.,and the best sell signal for was -2.36 % from the Moving Avg. 5/200 Divergence.

For 5 future sessions the best buy signal was 2.42 % from the Projected Crossing of SMA 20/200.,and the best sell signal was -0.78 % from the Moving Avg. 5/200 Divergence.

The best buy signal for 2 future sessions was 0.46 % from the Projected Crossing of SMA 20/200.,and the best sell signal was -1.35 % from the Projected Crossing of SMA 20/200..

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