Category Archives: Software

Stock market forecast and simulation results calculated using different software tools by Addaptron Software

S&P500 Forecast for May 18-22, 2009

S&P500 forecast for May 18-22, 2009

Charts represent S&P500 forecast for May 18-22, 2009. The calculations* have been performed using pattern similarity prediction (price and volume) and Neural Network (technical indicators as inputs).

Major points (composite prediction) in numbers:
18 – above 884;
21 – below 870;

It seems now economical and technical analysis data make investors less optimistic**. Since the trend is that more and more factors start suggesting a downturn in the short term, it may happen soon.


*) used tool – Investment Analyzer InvAn-4

**) source – May 2009 Stock Investing News

^GSPC Forecast for May 5-15, 2009

Chart and data table: ^GSPC forecast for May 5..15

Table shows ^GSPC closing price on each trading day from May 5 to May 15. Results calculated using experimental tool NNSPP-2 (Neural Network). Data presented for testing purpose only.

Comparative Analysis (added on 2009-05-15):

date         actual  predicted        difference
2009-05-05   903.80   904.17        0.37   0.04%
2009-05-06   919.53   905.04       14.49   1.58%
2009-05-07   907.39   915.63        8.24   0.91%
2009-05-08   929.23   910.45       18.78   2.02%
2009-05-11   909.24   906.58        2.66   0.29%
2009-05-12   908.35   912.47        4.12   0.45%
2009-05-13   883.92   915.30       31.38   3.55%
2009-05-14   893.07   913.80       20.73   2.32%
2009-05-15   882.88   918.73       35.85   4.06%
                                          ------
                                 average:  1.69%

^GSPC forecast for May-July 2009

^GSPC forecast for May-July using Neural Network
^GSPC forecast for May-July using Neural Network

This is an approximate ^GSPC forecast for May-July (using Neural Network from experimental tool NNSTP-2).

Major points in numbers:

  • May 4-8: up to almost 900 (evidently if bad news affects investors’ mood, it can go down instead)
  • May 25-29: down to 870..800
  • June 22-26: up to around 930
  • July: massive selloff

Reminder: Forecast built on statistical methods may fail because of redistribution of driving factors – news, investors’ sentiments, regulatory impact, etc.

Important to notice: The recent forecast by pattern similarity shows earlier selloff.

^GSPC for May-June 2009, predicted by pattern similarity

^GSPC for April-July 2009, predicted by pattern similarity
^GSPC for May-June 2009, predicted by pattern similarity

The algorithm of InvAn prediction using pattern similarity is the following. It searches for the best match from the internal database by scanning all historical data. The ranking of all possible matches is calculated on the basis of minimum deviation and maximum correlation within given historical period (number of candlesticks). Pattern matching is performed using open, high, low, and close prices and volume data. When scanning is completed, it composes forecast using several best matched patterns (top ranked). The composite result is built as a weighted average with weights proportionally patterns’ ranks. More details can be found at www.addaptron.com

Major points in numbers:

  • May 4-8: High 935
  • June 15-19: Low 548