Moving Average Indicators for UTX

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From the Weekend Report 3/19/2010: The phase of the 200 day Simple Moving Average was hardly altered during the week.

Recent Averages with Candlestick Chart. of United Technologies

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This page looks at the predictive abilities of different methods of averaging applied to UTX 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 next page tests the effectiveness of these methods as predictors of future prices for UTX.

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 Fosback pointed out that a legitimate signal should be one that is clearly evident through a variety of averaging methods.

Moving Average Convergence of United Technologies

	Companies In the News
	Friday, March 19, 2010: We have news on L-3 Communications Holdings, Inc., ticker symbol LLL. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Mylan Inc. and TECO Energy, Inc.. From the News Archive: (3/18/2010 ) Bad news came from MicroSoft, General Electric, Sempra Energy, and Walmart.

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 - 23 instances
Future30SesAvgClose	1.47 % minus 1.02 % = 0.45 %	3.78 %
Future5SesAvgClose	0.63 % minus 0.20 % = 0.43 %	21.75 %
Future2SesAvgClose	0.23 % minus 0.10 % = 0.13 %	16.27 %
Sell Signals - 23 instances
Future30SesAvgClose	1.96 % minus 1.02 % = 0.94 %	7.98 %
Future5SesAvgClose	-0.21 % minus 0.20 % = -0.41 %	-21.05 %
Future2SesAvgClose	-0.45 % minus 0.10 % = -0.55 %	-70.32 %
	.
Moving Avg. 5/20 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 205 instances
Future30SesAvgClose	0.82 % minus 1.02 % = -0.21 %	-1.75 %
Future5SesAvgClose	0.15 % minus 0.20 % = -0.05 %	-2.39 %
Future2SesAvgClose	0.08 % minus 0.10 % = -0.03 %	-3.28 %
Sell Signals - 205 instances
Future30SesAvgClose	0.87 % minus 1.02 % = -0.16 %	-1.31 %
Future5SesAvgClose	0.09 % minus 0.20 % = -0.11 %	-5.78 %
Future2SesAvgClose	0.00 % minus 0.10 % = -0.10 %	-12.42 %
	.
Moving Avg. 5/200 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 46 instances
Future30SesAvgClose	-0.01 % minus 1.02 % = -1.04 %	-8.77 %
Future5SesAvgClose	-0.37 % minus 0.20 % = -0.57 %	-29.01 %
Future2SesAvgClose	-0.08 % minus 0.10 % = -0.18 %	-22.84 %
Sell Signals - 46 instances
Future30SesAvgClose	0.17 % minus 1.02 % = -0.85 %	-7.21 %
Future5SesAvgClose	-0.53 % minus 0.20 % = -0.73 %	-37.13 %
Future2SesAvgClose	-0.28 % minus 0.10 % = -0.38 %	-48.44 %
	.
MACD 12/26 Divergence	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 746 instances
Future30SesAvgClose	0.80 % minus 1.02 % = -0.22 %	-1.88 %
Future5SesAvgClose	0.12 % minus 0.20 % = -0.09 %	-4.40 %
Future2SesAvgClose	0.05 % minus 0.10 % = -0.05 %	-6.06 %
Sell Signals - 745 instances
Future30SesAvgClose	0.80 % minus 1.02 % = -0.22 %	-1.88 %
Future5SesAvgClose	0.15 % minus 0.20 % = -0.05 %	-2.78 %
Future2SesAvgClose	0.12 % minus 0.10 % = 0.02 %	2.29 %
	.
MACD 12/26 Signal	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 997 instances
Future30SesAvgClose	0.84 % minus 1.02 % = -0.18 %	-1.52 %
Future5SesAvgClose	0.11 % minus 0.20 % = -0.09 %	-4.81 %
Future2SesAvgClose	0.08 % minus 0.10 % = -0.03 %	-3.24 %
Sell Signals - 997 instances
Future30SesAvgClose	0.88 % minus 1.02 % = -0.14 %	-1.21 %
Future5SesAvgClose	0.12 % minus 0.20 % = -0.09 %	-4.41 %
Future2SesAvgClose	0.05 % minus 0.10 % = -0.05 %	-6.84 %
	.
Calibrated M by Q Half Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 395 instances
Future30SesAvgClose	1.10 % minus 1.02 % = 0.08 %	0.69 %
Future5SesAvgClose	0.39 % minus 0.20 % = 0.19 %	9.62 %
Future2SesAvgClose	0.32 % minus 0.10 % = 0.22 %	27.59 %
Sell Signals - 395 instances
Future30SesAvgClose	1.18 % minus 1.02 % = 0.15 %	1.31 %
Future5SesAvgClose	0.42 % minus 0.20 % = 0.22 %	11.17 %
Future2SesAvgClose	0.25 % minus 0.10 % = 0.15 %	18.97 %
	.
Calibrated M by Q Full Cycle Moving Avg.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 260 instances
Future30SesAvgClose	0.85 % minus 1.02 % = -0.17 %	-1.46 %
Future5SesAvgClose	0.10 % minus 0.20 % = -0.11 %	-5.33 %
Future2SesAvgClose	0.13 % minus 0.10 % = 0.03 %	3.75 %
Sell Signals - 261 instances
Future30SesAvgClose	0.96 % minus 1.02 % = -0.06 %	-0.54 %
Future5SesAvgClose	0.27 % minus 0.20 % = 0.06 %	3.23 %
Future2SesAvgClose	0.16 % minus 0.10 % = 0.06 %	7.66 %
	.
Projected Crossing of SMA 20/200.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 40 instances
Future30SesAvgClose	1.17 % minus 1.02 % = 0.15 %	1.28 %
Future5SesAvgClose	0.16 % minus 0.20 % = -0.04 %	-2.22 %
Future2SesAvgClose	0.06 % minus 0.10 % = -0.04 %	-5.00 %
Sell Signals - 25 instances
Future30SesAvgClose	0.72 % minus 1.02 % = -0.30 %	-2.55 %
Future5SesAvgClose	-0.45 % minus 0.20 % = -0.65 %	-33.15 %
Future2SesAvgClose	-0.20 % minus 0.10 % = -0.30 %	-38.21 %
	.
Projected Crossing of SMA 5/20.	Signaled Appreciation minus non-signaled Appreciation	Annualized %
Buy Signals - 279 instances
Future30SesAvgClose	1.14 % minus 1.02 % = 0.11 %	0.96 %
Future5SesAvgClose	0.47 % minus 0.20 % = 0.27 %	13.71 %
Future2SesAvgClose	0.23 % minus 0.10 % = 0.12 %	15.68 %
Sell Signals - 209 instances
Future30SesAvgClose	0.85 % minus 1.02 % = -0.17 %	-1.44 %
Future5SesAvgClose	0.19 % minus 0.20 % = -0.02 %	-0.81 %
Future2SesAvgClose	0.16 % minus 0.10 % = 0.06 %	7.01 %
	.

The best buy signal for 30 future sessions was 0.45 % from the Moving Avg. 20/200 Divergence,and the best sell signal for was -0.85 % from the Moving Avg. 5/200 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 -0.73 % from the Moving Avg. 5/200 Divergence.

The best buy signal for 2 future sessions was 0.22 % from the Calibrated M by Q Half Cycle Moving Avg.,and the best sell signal was -0.55 % from the Moving Avg. 20/200 Divergence.

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