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About the Stock Prediction Model

One of the new features of Market Flavor is a daily prediction for the S&P 500. I have spent the last couple months building a forecasting model for the SPY, which is an ETF (exchange traded fund) that mimics the moves of the S&P 500. This model has proven to be accurate in back testing of over 10 years, but the big question is how will it do at predicting movement in the S&P 500 for the future. I will be posting the predictions as often as I can on this blog as well as through twitter under SPYprediction.

I will periodically post the accuracy rate and the percentage increase the model has achieved.



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See All SPY Predictions

Read About the Model



Prediction Results

Prediction Model 26.01%
SPY (S&P 500 ETF) 30.92%
Results are from the close of 4/20/09 through 9/18/09 with two weeks pulled out starting on 6/6/09 while I was on vacation.

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