Weekly Stock Technical Status Report
June 26, 2009
This is the most recent issue of the Weekly Technical Status Report. Label definitions are provided at the end.About the report
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***WEEKLY TECHNICAL STATUS report for 06/26/2009***
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ticker p ma50 ma200 rsi macd macdsig t_score s_score
AA 10.72 9.86 10.62 50.10 0.21 0.33 3 5
AAPL 141.91 131.69 107.52 48.71 2.01 2.48 4 5
ABT 47.62 44.53 50.43 71.28 0.77 0.55 3 5
AEP 28.63 26.69 29.73 82.88 0.61 0.49 3 5
ALL 24.15 24.47 26.23 34.80 -0.27 -0.14 1 5
AMGN 52.25 49.61 53.64 58.57 0.57 0.56 3 5
AMZN 83.05 80.59 64.51 40.77 0.23 0.69 4 5
AVP 26.26 24.58 24.34 44.06 0.34 0.50 4 5
AXP 23.90 24.49 21.63 39.32 -0.15 0.11 3 5
BA 42.05 44.56 43.05 2.76 -0.44 0.80 2 5
BAC 12.60 11.29 13.73 55.92 0.34 0.44 3 5
BAX 52.05 49.49 54.56 78.64 0.52 0.09 3 5
BHI 36.75 37.28 35.91 42.02 -0.21 0.31 3 5
BK 29.34 28.10 27.82 59.50 0.25 0.21 5 5
BMY 20.85 20.03 20.60 65.48 0.13 0.02 4 5
BNI 75.36 71.12 72.80 45.47 0.80 1.06 3 5
C 3.02 3.40 6.75 25.19 -0.13 -0.09 1 5
CAT 34.62 35.76 37.74 28.03 -0.60 -0.29 1 5
CL 71.69 65.43 64.05 57.26 1.50 1.69 4 5
CMCSA 14.22 14.54 15.23 49.39 -0.14 -0.18 2 5
COF 21.86 22.03 25.80 35.47 -0.26 0.08 1 5
COP 41.63 43.52 48.18 32.25 -0.75 -0.37 1 5
COST 46.28 47.01 49.84 38.15 -0.42 -0.30 1 5
CPB 29.43 27.47 30.68 63.26 0.41 0.41 3 5
CSCO 18.97 18.85 17.61 33.25 0.00 0.11 4 5
CVS 31.31 30.79 29.21 59.45 0.18 0.10 5 5
CVX 66.11 67.33 70.28 32.38 -0.28 0.22 1 5
DD 25.29 27.33 27.40 40.04 -0.71 -0.57 1 5
DELL 13.66 11.81 11.43 74.28 0.49 0.46 5 5
DIS 23.38 23.31 22.50 25.39 -0.10 0.13 4 5
DOW 15.86 16.02 17.31 36.54 -0.16 0.09 1 5
DVN 55.67 59.27 63.10 18.63 -0.98 0.16 1 5
EMC 13.51 12.48 11.47 63.02 0.22 0.18 5 5
ETR 76.77 72.65 75.82 65.05 1.05 1.18 3 5
EXC 50.83 47.99 51.52 68.73 0.65 0.56 3 5
F 5.65 5.55 3.37 31.05 0.02 0.10 4 2
FDX 55.52 54.90 58.44 47.17 -0.42 -0.46 3 5
GD 55.51 55.26 54.99 23.83 0.17 0.83 5 5
GE 11.82 12.90 14.84 21.51 -0.36 -0.19 1 5
GILD 47.44 44.68 46.03 71.86 0.76 0.47 4 5
GOOG 422.22 406.92 356.54 35.74 1.84 4.09 4 5
GS 146.29 136.98 104.56 46.45 1.54 2.23 4 5
HAL 20.83 21.76 20.04 34.89 -0.32 0.02 3 5
HD 23.70 24.58 23.07 38.96 -0.29 -0.27 3 5
HNZ 35.61 35.50 37.97 37.59 -0.01 0.13 2 5
HON 31.93 32.77 31.71 19.53 -0.35 0.06 3 5
HPQ 37.82 36.01 35.69 57.57 0.62 0.61 5 5
IBM 105.74 104.55 94.80 43.44 0.27 0.71 4 5
INTC 16.29 15.76 15.05 60.07 0.10 0.11 4 5
JNJ 56.28 54.54 57.25 55.74 0.29 0.33 3 5
JPM 34.22 34.54 31.76 42.60 -0.21 -0.08 3 5
KFT 25.53 24.97 26.38 35.00 0.10 0.19 3 5
KO 48.02 46.12 45.16 36.33 0.41 0.68 4 5
LMT 81.04 81.06 80.69 23.26 -0.01 0.46 3 5
LOW 19.20 19.85 19.70 39.12 -0.30 -0.22 2 5
MA 167.05 169.78 158.19 51.35 -2.04 -1.93 3 5
MCD 57.05 56.29 57.12 38.01 0.09 0.39 3 5
MDT 34.64 32.97 34.64 58.86 0.25 0.22 3 5
MET 29.78 30.18 30.35 35.00 -0.16 0.07 1 5
MMM 59.13 58.03 56.89 42.78 0.16 0.41 4 5
MO 16.46 16.80 16.93 27.59 -0.14 -0.10 1 5
MON 75.61 83.73 82.09 31.89 -1.96 -1.15 2 5
MRK 26.80 25.42 27.36 57.51 0.00 -0.04 3 5
MS 28.41 27.26 21.35 28.99 -0.02 0.26 4 5
MSFT 23.45 21.07 20.43 71.00 0.77 0.81 4 5
NKE 50.91 54.37 51.30 21.52 -0.42 0.36 2 5
NOV 33.14 34.78 31.23 27.51 -0.78 -0.11 3 5
NSC 39.00 37.49 43.39 39.98 0.13 0.38 3 5
NYX 27.64 26.18 24.99 39.71 0.10 0.53 4 5
ORCL 21.31 19.63 17.92 55.05 0.41 0.36 5 5
OXY 64.48 62.88 57.42 40.00 0.04 0.60 4 5
PEP 54.37 51.59 54.12 51.23 0.51 0.58 3 5
PFE 15.18 14.43 15.54 64.00 0.12 0.08 3 5
PG 51.61 51.46 56.35 35.73 -0.23 -0.11 2 5
QCOM 46.24 43.21 38.45 56.28 0.71 0.74 4 5
RF 3.89 4.69 6.81 44.77 -0.18 -0.18 2 5
RTN 44.64 45.20 46.61 39.64 -0.02 0.10 1 5
S 4.86 4.92 3.76 47.02 -0.04 0.02 3 5
SGP 24.40 23.38 19.33 61.28 0.09 0.06 5 4
SLB 54.70 53.98 50.25 42.89 -0.01 0.67 3 5
SLE 9.51 8.97 9.57 68.11 0.07 0.03 3 5
SO 31.82 29.32 32.75 92.80 0.66 0.47 3 5
T 24.78 24.93 25.99 60.22 -0.07 -0.14 2 5
TGT 39.87 40.41 36.95 42.42 -0.28 -0.23 3 5
TWX 25.15 24.05 25.71 43.73 0.26 0.38 3 5
TXN 21.45 19.03 17.38 69.85 0.66 0.71 4 5
UNH 24.85 25.64 24.08 39.38 -0.34 -0.30 3 5
UPS 49.65 51.67 51.52 41.49 -0.89 -0.86 2 5
USB 17.77 18.39 21.46 40.86 -0.16 -0.10 1 5
UTX 51.61 52.09 49.91 14.23 -0.03 0.58 3 5
VZ 30.95 30.06 30.41 82.96 0.23 0.06 4 5
WAG 29.73 30.57 27.16 34.09 -0.09 0.08 3 5
WFC 23.82 23.64 23.84 40.39 -0.11 0.11 2 5
WMB 15.35 15.48 15.53 31.07 -0.16 0.09 1 5
WMT 48.71 49.54 52.16 23.92 -0.36 -0.31 1 5
WY 30.27 33.36 34.31 28.25 -1.02 -0.74 1 5
WYE 45.09 43.92 39.63 65.41 0.24 0.22 5 4
XOM 69.23 69.67 72.68 24.89 -0.22 0.28 1 5
XRX 6.60 6.53 7.12 29.36 -0.00 0.08 2 5
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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 | 0.013 0.055 11
2 | 0.066 0.050 8
3 | -0.011 0.074 56
4 | -0.021 0.062 16
5 | 0.016 0.048 8
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Total | -0.002 0.070 99
Average percent return 20 days later, by my statistical score
| Summary of 20 day % return
s_score | Mean Std. Dev. Freq.
------------+------------------------------------
1 | -0.015 0.074 62
2 | 0.004 0.058 23
3 | 0.041 0.054 8
4 | 0.031 0.029 4
5 | 0.080 0.032 2
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Total | -0.002 0.070 99