This is a recent issue of the Weekly Technical Status Report we send out
every weekend. Label definitions are provided at the end. We e-mail this
report to subscribers to our Free Stock
Newsletter.
***WEEKLY TECHNICAL STATUS report for 06/15/2007***
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ticker p ma50 ma200 rsi macd macdsig t_score s_score
AA 41.45 37.75 32.27 57.45 0.71 0.81 4 1
AAPL 120.34 106.35 89.48 65.01 3.91 4.66 4 4
ABT 54.67 56.98 51.80 37.29 -0.85 -0.70 3 2
AEP 46.05 48.59 43.75 39.44 -0.98 -0.89 3 2
AES 21.99 22.56 21.81 37.05 -0.33 -0.16 3 3
AIG 72.57 70.70 69.10 60.90 0.32 0.39 4 5
ALL 61.54 61.94 62.12 51.55 -0.24 -0.25 2 3
AMGN 58.97 58.58 66.51 88.45 0.01 -0.46 3 4
ATI 110.49 112.66 92.80 50.01 -0.74 -0.29 3 4
AVP 38.55 38.73 34.87 69.31 -0.05 -0.10 3 1
AXP 63.65 62.01 58.62 48.83 0.23 0.49 4 4
BA 98.69 95.08 88.07 52.96 0.89 1.11 4 4
BAC 50.15 50.84 52.37 29.58 -0.26 -0.20 1 3
BAX 57.49 56.52 49.65 54.13 0.07 0.10 4 2
BHI 87.61 79.28 71.38 73.86 1.63 1.61 5 1
BMY 30.56 29.42 26.68 56.00 0.05 0.10 4 2
BNI 89.19 90.46 79.89 40.16 -0.47 0.01 3 3
BUD 53.07 51.56 49.49 61.93 0.63 0.61 5 2
C 54.01 53.59 52.13 38.56 -0.07 0.03 3 4
CAT 81.24 74.03 66.36 82.30 1.65 1.55 5 3
CBS 33.30 32.28 30.66 47.62 0.24 0.30 4 3
CCU 38.41 37.21 34.83 58.80 0.31 0.39 4 3
CI 54.45 53.13 45.35 44.96 0.29 0.63 4 2
CL 66.74 67.00 65.36 50.73 -0.02 -0.04 3 3
CMCSA 28.04 27.10 26.70 62.10 0.01 -0.05 5 3
COF 81.03 76.83 77.47 77.87 1.00 1.01 3 3
COP 80.30 73.04 66.69 69.10 1.72 1.76 4 2
CPB 39.55 39.22 38.48 53.69 -0.01 -0.03 4 3
CSC 55.15 55.51 52.45 40.94 -0.10 0.07 3 3
CSCO 27.22 26.60 25.93 69.55 0.04 -0.02 5 4
CVS 37.62 36.86 33.07 28.74 0.13 0.31 5 2
CVX 83.18 79.72 71.86 63.77 0.63 0.72 4 2
DD 51.43 50.68 48.25 49.68 -0.02 0.13 3 4
DELL 27.82 25.82 24.52 76.51 0.51 0.50 5 3
DIS 34.38 35.29 33.71 32.48 -0.45 -0.28 3 4
DOW 45.25 45.42 42.10 52.43 -0.08 -0.00 3 4
EMC 17.33 15.74 13.71 66.80 0.34 0.36 4 2
EP 17.10 15.78 14.69 74.83 0.36 0.37 4 1
ETR 112.16 113.40 96.20 54.05 -1.24 -1.20 3 1
EXC 74.42 74.68 65.22 53.11 -0.74 -0.54 3 1
F 8.86 8.28 8.15 67.39 0.05 0.03 5 4
FDX 111.53 108.19 110.86 68.43 0.45 0.27 4 3
GD 80.60 79.47 76.09 61.17 0.11 0.09 5 3
GE 38.08 36.60 35.93 58.98 0.25 0.25 4 3
GM 34.55 31.19 31.82 79.74 0.44 0.04 4 1
GOOG 505.37 481.18 462.77 72.14 8.83 9.28 4 4
GS 226.89 223.08 201.08 52.20 0.99 1.47 4 4
HAL 36.43 33.95 31.53 53.78 0.47 0.58 4 4
HD 38.13 38.57 38.35 44.33 -0.22 -0.13 2 5
HET 85.17 85.38 79.92 38.08 -0.04 0.01 3 5
HIG 102.21 101.54 93.50 43.63 -0.43 -0.21 3 4
HNZ 47.49 46.93 45.10 55.83 0.03 0.04 4 3
HON 58.75 54.72 46.52 65.65 0.70 0.87 4 1
HPQ 45.82 43.84 40.72 54.18 0.46 0.59 4 4
IBM 104.72 102.11 94.67 49.52 0.16 0.54 4 3
INTC 24.10 21.89 20.86 72.05 0.27 0.15 5 3
IP 38.16 38.12 35.46 41.43 -0.10 0.08 3 4
JNJ 62.82 63.28 64.66 44.02 -0.25 -0.19 1 2
JPM 50.66 51.46 48.91 39.17 -0.40 -0.27 3 3
KFT 35.37 33.32 34.01 94.18 0.54 0.44 4 2
KO 51.69 51.84 48.15 47.84 -0.10 0.03 3 3
LEH 79.47 74.95 75.62 84.88 0.79 0.21 4 3
LTD 26.33 26.86 28.00 51.01 -0.16 -0.18 2 3
MCD 52.30 49.91 44.28 69.02 0.53 0.51 5 3
MDT 52.30 52.34 51.00 36.28 -0.11 -0.02 3 2
MER 90.74 90.79 87.63 43.56 -0.48 -0.19 3 4
MMM 87.89 83.37 78.42 52.65 0.75 1.00 4 3
MO 70.72 69.98 64.77 51.78 0.20 0.33 4 3
MRK 50.92 51.17 45.62 25.41 -0.26 0.02 3 1
MS 89.23 84.50 79.05 85.40 1.17 0.88 5 3
MSFT 30.60 30.00 28.97 53.13 0.03 0.08 4 4
NSC 56.08 55.26 50.30 41.45 -0.07 0.28 3 4
NSM 28.64 26.53 24.56 68.82 0.58 0.40 5 4
ORCL 19.85 19.03 18.00 65.66 0.13 0.12 5 4
PEP 67.03 66.78 64.47 28.46 -0.16 0.08 4 3
PFE 26.50 26.86 26.66 28.94 -0.15 -0.03 2 4
PG 62.54 62.99 63.24 42.87 -0.10 -0.01 1 3
RF 34.45 35.31 36.40 25.81 -0.36 -0.22 1 4
ROK 69.60 63.18 61.56 71.43 1.28 1.30 4 2
RTN 56.55 54.82 52.16 74.91 0.49 0.46 5 3
S 22.18 20.99 19.11 51.88 0.33 0.44 4 3
SLB 84.81 76.82 66.45 72.69 1.64 1.31 5 2
SLE 17.87 17.25 16.71 52.97 0.14 0.18 4 4
SO 35.66 36.85 36.15 49.91 -0.55 -0.57 3 3
T 40.48 39.79 36.10 47.41 0.07 0.15 4 3
TGT 64.00 60.56 58.95 78.29 1.02 0.87 5 3
TWX 20.87 21.12 20.40 33.77 -0.15 -0.08 3 4
TXN 36.84 34.56 31.66 65.83 0.38 0.32 5 4
TYC 34.25 32.76 30.65 63.55 0.38 0.30 5 3
UPS 74.18 71.27 73.11 74.88 0.52 0.30 4 3
USB 34.14 34.45 34.57 41.87 -0.14 -0.10 1 3
UTX 72.00 68.29 65.78 74.07 0.70 0.62 5 3
VZ 43.16 40.67 37.78 59.12 0.61 0.75 4 2
WB 54.02 55.07 55.63 37.82 -0.56 -0.52 1 4
WFC 36.13 35.71 35.65 51.46 -0.02 0.00 3 4
WMB 31.76 29.83 26.99 56.04 0.33 0.41 4 2
WMT 49.41 48.28 47.84 69.96 0.47 0.43 5 3
WY 82.47 79.64 72.49 70.70 0.48 0.44 5 2
XOM 85.81 81.04 74.37 63.83 0.86 0.87 4 2
XRX 18.91 18.33 17.05 59.18 0.23 0.24 4 3
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Definitions
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p = Stock's closing price on respective day
ma50 = 50 day simple moving average of closing prices
ma200 = 200 day simple moving average of closing prices
rsi = Wilder's Relative Strength Index (14 day)
macd = Moving Average Convergence Divergence indicator (26/12)
macdsig = MACD signal line (9 day exponential moving average of MACD)
t_score = Overall technical score based on traditional interpretations
5=most bullish, 1=most bearish
s_score = Overall statistical score based on our predictive weights
5=likely to increase most over next 10-20 market days,
1=likely to decrease most over next 10-20 market days
Out-of-sample performance given scores from 20 days ago
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Average percent return 20 days later, by traditional score
| Summary of 20 day % return
t_score | Mean Std. Dev. Freq.
------------+------------------------------------
1 | 0.066 0.033 4
2 | 0.029 0.025 3
3 | 0.023 0.047 18
4 | 0.022 0.049 39
5 | 0.004 0.042 36
------------+------------------------------------
Total | 0.018 0.046 100
Average percent return 20 days later, by my statistical score
| Summary of 20 day % return
s_score | Mean Std. Dev. Freq.
------------+------------------------------------
1 | -0.019 0.033 8
2 | 0.012 0.046 24
3 | 0.001 0.038 28
4 | 0.039 0.044 33
5 | 0.053 0.047 7
------------+------------------------------------
Total | 0.018 0.046 100
|