This has to be the coolest Excel
spreadsheet that I've ever come across. Click the download
data button to download all this historical data of a stock or
index for the last 10 years. Then click on the button to find
the best 25 day match, and a macro will run that finds the 'best'
historical match to the current month and extrapolates to see what
the next month might be like, VERY cool!!
Again take it for what it's
worth, I just found the spreadsheet to be very cool. You can
input any stock or symbol into this, it downloads the data from
Yahoo Finance. Note: For indexes, the symbol for the Dow
Jones is ^DJI, for the S&P 500 it's ^GSPC. Otherwise all
stock symbols and ETF's should be inputed as is with no special
characters. SPY, GDX, DIA etc
Here's a
quick videothat I made to show you how to use it
tommych - I doubt that this spreadsheet would run in Open Office
because it uses sophisticated macros that I highly doubt would
transfer over to Open Office.
Posted by marketguy on 4th of Jun 2011 at 10:52 am
wow...this is MAJORLY cool!
fwiw I put in IWM and it has it going to 77 in the next few
days, QQQs going to 53 and change and SPY going to a little
over 128 before heading up again....guess we'll see!
Amazing! I wonder: if one looked at the historical three or four
(or ten?) most similar matches you could predict with greater
confidence the upcoming two weeks or so. It would depend in part on
whether those further matches were quite similar or not to current
data. Also, the weeks following each of those historical periods
would need to point in the same direction (for the most part). But
if they
did, well, I sure would be tempted to act on buy or sell
triggers on the current chart.
Matt, how do you find this thing? So very cool. Thanks!
You know what's funny is that I first found this Excel
Spreadsheet about 3 weeks ago, but with all the new baby stuff, I
forget to post it. Anyway at the time the spreadsheet was
projecting the market to drop for a 2 - 3 more weeks and it got it
right LOL. Again maybe it's coincidence, but it's fun to play
around with. Now it's projecting a bottom soon, so we'll
see. Again it's a fund tool.
Anyway I would love to be able to modify the spreadsheet to test
larger amounts of time instead of being locked into the recent 25
days. We know that the market cycles tend to repeat and move
in very similar fashions over the years, why, because markets trade
on the collective emotion the masses i.e. greed and fear, and human
emotions never change. No matter how much our technology
grows, we are still an emotional species governed by our emotion,
thus market cycles (bull/bear) etc tend to repeat in similar
patterns over decades and decades.
Therefore if there are any 'Excel Gods' here, it would be neat
to be able to change the time variable i.e instead of testing for
the last 25 days, add an input variable so that we can test for
similar time frames of 2 months or 3 months or a year
etc.
It would be nice for example to have all the daily close data
for the Dow Jones going back to 1920 where you could scan that
whole time frame and find months or years where the market traded
in a similar fashion, not just the last 25 days. History
doesn't repeat exactly in the stock market, but sometimes it's very
close.
Anyway it might not amount to anything, but it would be fun to
test. However I would use it for other things and analysis,
for example I could test say Gold metal and say hey notice that
gold or silver is trading just how it did in 1978 etc.
SPY spreadsheet results, from the Excel sheet that I posted over
the weekend, but this one finds the best 25 week match. Funny
it says that the best match to the current 25 weeks is back in fall
of 1965. Again don't trade off this, take it as a fun thing
to play with
Posted by philosoraptor on 4th of Jun 2011 at 06:23 pm
Matt, if you follow the URL link provided in the spreadsheet and
scroll down to the bottom of the first page, you will see that the
programmer has provided an additional spreadsheet download that
analyses
monthly data
for longer time periods - the screengrab example shows the Dow back
to 1958!
[Indeed, you have to click on this screengrab in order to
download the spreadsheet]
that's great you found that philo. Assuming I downloaded the
proper sheet (compare-to-historical3) I'm having trouble getting
the data. I thought it might be because Yahoo only has weekly data
for SPY from late Jan of '93 so I changed the formula in cell B2 to
=B3-18.3*365-12 which sets the data to
start on Feb 7 '93 but I'm still getting Value errors. Any ideas?
BTW in case anyone else is having a problem I was not able to run
Matt's URL for the spreadsheet in Chrome however it worked with
IE.
Very cool spreadsheet
Posted by matt on 4th of Jun 2011 at 04:35 am
This has to be the coolest Excel spreadsheet that I've ever come across. Click the download data button to download all this historical data of a stock or index for the last 10 years. Then click on the button to find the best 25 day match, and a macro will run that finds the 'best' historical match to the current month and extrapolates to see what the next month might be like, VERY cool!!
Again take it for what it's worth, I just found the spreadsheet to be very cool. You can input any stock or symbol into this, it downloads the data from Yahoo Finance. Note: For indexes, the symbol for the Dow Jones is ^DJI, for the S&P 500 it's ^GSPC. Otherwise all stock symbols and ETF's should be inputed as is with no special characters. SPY, GDX, DIA etc
Here's a quick video that I made to show you how to use it
Here's a URL to download the file
According to this spreadsheet, SPY
Posted by jambo1 on 6th of Jun 2011 at 03:14 pm
According to this spreadsheet, SPY should close at around 128.55, will be interesting to see how it plays out.
Choices Matter: Minimize final difference, Min. Avg. Error, etc.
Posted by cubby on 4th of Jun 2011 at 05:06 pm
There are four choices:
Now my tests of data find vastly different outcomes from making these selections.
So a small question with GREAT difference, How was 'Minimize Maximum Error' selectedas the right choice, please?
Has anyone tried using the
Posted by tommych on 4th of Jun 2011 at 02:30 pm
Has anyone tried using the data with Open Office? I can only view it in "read only" mode. No changing the ticker.
tommych - I doubt that
Posted by matt on 4th of Jun 2011 at 04:55 pm
tommych - I doubt that this spreadsheet would run in Open Office because it uses sophisticated macros that I highly doubt would transfer over to Open Office.
wow...this is MAJORLY cool! fwiw I
Posted by marketguy on 4th of Jun 2011 at 10:52 am
wow...this is MAJORLY cool!
fwiw I put in IWM and it has it going to 77 in the next few days, QQQs going to 53 and change and SPY going to a little over 128 before heading up again....guess we'll see!
thanks Matt!
Thanks Matt, This will make
Posted by capitalpains on 4th of Jun 2011 at 10:32 am
Thanks Matt, This will make my down time more enjoyable!
BEST TOY
Posted by RM686 on 4th of Jun 2011 at 09:41 am
Best toy in my toy box. This thing is addictive. you can"t stop playing with it.
Amazing! I wonder: if one
Posted by frtaylor on 4th of Jun 2011 at 09:26 am
Amazing! I wonder: if one looked at the historical three or four (or ten?) most similar matches you could predict with greater confidence the upcoming two weeks or so. It would depend in part on whether those further matches were quite similar or not to current data. Also, the weeks following each of those historical periods would need to point in the same direction (for the most part). But if they did, well, I sure would be tempted to act on buy or sell triggers on the current chart.
Matt, how do you find this thing? So very cool. Thanks!
really cool, this spradsheet I have
Posted by zwyss on 4th of Jun 2011 at 08:08 am
really cool, this spradsheet
I have to short the dollar, close my slv and gdxj shorts and go long the market (energy stocks) on monday.
HL is a long, not a short
I wanted to buy GFA on friday, but my limit was too low. One should buy it on monday.
Funny is, that lots of stocks that i tried will have a low on monday. Maybe it's really time to buy now..
You know what's funny is
Posted by matt on 4th of Jun 2011 at 03:26 pm
You know what's funny is that I first found this Excel Spreadsheet about 3 weeks ago, but with all the new baby stuff, I forget to post it. Anyway at the time the spreadsheet was projecting the market to drop for a 2 - 3 more weeks and it got it right LOL. Again maybe it's coincidence, but it's fun to play around with. Now it's projecting a bottom soon, so we'll see. Again it's a fund tool.
Anyway I would love to be able to modify the spreadsheet to test larger amounts of time instead of being locked into the recent 25 days. We know that the market cycles tend to repeat and move in very similar fashions over the years, why, because markets trade on the collective emotion the masses i.e. greed and fear, and human emotions never change. No matter how much our technology grows, we are still an emotional species governed by our emotion, thus market cycles (bull/bear) etc tend to repeat in similar patterns over decades and decades.
Therefore if there are any 'Excel Gods' here, it would be neat to be able to change the time variable i.e instead of testing for the last 25 days, add an input variable so that we can test for similar time frames of 2 months or 3 months or a year etc.
It would be nice for example to have all the daily close data for the Dow Jones going back to 1920 where you could scan that whole time frame and find months or years where the market traded in a similar fashion, not just the last 25 days. History doesn't repeat exactly in the stock market, but sometimes it's very close.
Anyway it might not amount to anything, but it would be fun to test. However I would use it for other things and analysis, for example I could test say Gold metal and say hey notice that gold or silver is trading just how it did in 1978 etc.
SPY spreadsheet results, from the
Posted by matt on 6th of Jun 2011 at 04:10 pm
SPY spreadsheet results, from the Excel sheet that I posted over the weekend, but this one finds the best 25 week match. Funny it says that the best match to the current 25 weeks is back in fall of 1965. Again don't trade off this, take it as a fun thing to play with
Matt, if you follow the
Posted by philosoraptor on 4th of Jun 2011 at 06:23 pm
Matt, if you follow the URL link provided in the spreadsheet and scroll down to the bottom of the first page, you will see that the programmer has provided an additional spreadsheet download that analyses monthly data for longer time periods - the screengrab example shows the Dow back to 1958!
[Indeed, you have to click on this screengrab in order to download the spreadsheet]
http://www.gummy-stuff.org/historical-compare2.htm
that's great you found that
Posted by bkout3 on 5th of Jun 2011 at 03:27 pm
that's great you found that philo. Assuming I downloaded the proper sheet (compare-to-historical3) I'm having trouble getting the data. I thought it might be because Yahoo only has weekly data for SPY from late Jan of '93 so I changed the formula in cell B2 to =B3-18.3*365-12 which sets the data to start on Feb 7 '93 but I'm still getting Value errors. Any ideas? BTW in case anyone else is having a problem I was not able to run Matt's URL for the spreadsheet in Chrome however it worked with IE.
Just remembered -- Chrome downloads
Posted by bkout3 on 5th of Jun 2011 at 05:42 pm
Just remembered -- Chrome downloads into the "Downloads" folder in Documents -- still getiing used to that