tag:blogger.com,1999:blog-816559531110064247.post2785927048698013953..comments2024-03-08T01:03:44.522-08:00Comments on Humble Student of the Markets: Cycle model updateCam Hui, CFAhttp://www.blogger.com/profile/09672203690656029787noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-816559531110064247.post-60863238654879171272014-03-13T06:57:36.555-07:002014-03-13T06:57:36.555-07:00If you want to know whether it is meaningful or no...If you want to know whether it is meaningful or not, you have to compare it to similar alternatives. Look at 10, 15, 25, and 30 week cycles. You can also offset where the cycles start. You will probably get the same results. Or calculate what percentage of weeks would have been a good buy using your metric (higher 4 weeks later). The decline was rapid, so only a small number of weeks would not qualify as good. Your chart has a hit rate of 17/24, or 71%. I don't actually think that is very high for a 4-6 week holding period, particularly since you aren't accounting for the magnitude of the price moves.Anonymousnoreply@blogger.com