Category Archives: Data Mining Stock Pick Tests

Stock Pick Tests (update 2013-10-26)

So the initial test is complete. The buys saw:

HOC finished at 172.4 after a buy signal at 152.7, a gain of 12.9%
KENZ finished at 534 after a buy signal at 503, a gain of 6.16%
ALNT finished at 341.5 after a buy signal at 338.2, a marginal gain of 0.98%
IMG finished at 290.8 after a buy signal at 275.8, a gain of 5.44%

Based on a long investment of £500 per share over two weeks, a total profit was shown of £127.11, 6.38%.

It is somewhat higher than overall FTSE gains, but it looks like the model needs improvement.

Particularly the sell signal on BKG at 2232, it finished at 2400, a gain of 7.5% merely shows that the model may just be relying on volatility of the stock for signals and not necessarily concerning with direction.

More model training and process refinement is to take place and we will see how the week two stocks progress at the end of next week (I have not followed their performance this week).

Stock Pick Tests (update 2013-10-21)

After 5 trading days:

Buys:
HOC (152.7p) –> 166 (8.7%)
KENZ (503p) –> 526.75 (4.7%)
ALNT (338.2p) –> 355.5 (5.1%)
IMG (275.8p) –> 290.75 (5.1%)

Sells:
BKG (2232p) –> 2374 (6.3%)

Disappointed with the sell performance of BKG, but a good overall performance for the buys.

For this week the model reports buys for:

Buy:
HOC (5*) (166p)
CHG (3*) (217.25p)
GNK (3*) (825p)
POLY (2*) (601p)
DXNS (1*) (46.5p)
RSW (1*) (1632p)
FDSA (1*) (1999p)

Sell:
CCC (1*) (543p)
EVR (1*) (133p)